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Trade: MANA/USDT/360/SSF/MIDPRICE/3762

Strategy
MANA/USDT/360/SSF/MIDPRICE/3762
Pair
MANA_USDT
Interval
6h
Score
587247
Daily Profit
0.808428
Profit Factor
7.648225
Profitability
37.500000
Streak
0.000000
Best Strategy
Training Data Length
1885.000000
Evaluation Time
2025-10-04 10:40
Expiration Time
2025-11-29 15:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1679442.2307 1523886.8553 155555.3754 9784219.9541 83118.5927 9701101.3614
Total P&L (%) 1679.4422 1523.8869 155.5554 9784.22 83.1186 9701.1014
Avg Daily Profit (%) 0.891 0.8084 0.0825 0.244 0.0321 0.2435
Buy And Hold Return (%) 243.5664 243.5664 243.5664 243.5664 243.5664 243.5664
Max Trade Drawdown -88813 -92129 -59014 -14582315 -10382285 -8010328
Profit Factor 5.2553 7.6482 1.9402 1.2082 1.0029 1.5324
Total Trades 64 32 32 64 32 32
Winning Trades 29 12 17 29 12 17
Losing Trades 35 20 15 35 20 15
Profitability (%) 45.3125 37.5 53.125 45.3125 37.5 53.125
Ratio Avg Win / Avg Loss 6.3427 12.747 1.7119 1.4582 1.6715 1.3522
Largest Winning Trade 1109471 1109471 53357 7322916 7322916 5411227
Largest Losing Trade -25589 -22188 -25589 -3578182 -3578182 -2809845
Avg Bars in Trades 114 104 124 114 104 124
Avg Bars in Winners 175 180 171 175 180 171
Avg Bars in Losers 64 59 71 64 59 71
Bars Traded 7334 3358 3976 7334 3358 3976
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -124443 587247 -244495 -137663 -536916 370328
Evaluation Data
{
    "trading_pair": "MANA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7540,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1596693600000,
    "first_datapoint_time": 1597622400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759563629524,
    "expiration_time": 1764421920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 229,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 44,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            1679442.2306702333,
            1523886.8552886697,
            155555.3753815634,
            9784219.954058258,
            83118.5926650919,
            9701101.361393169
        ],
        [
            1679.442231,
            1523.886855,
            155.555375,
            9784.219954,
            83.118593,
            9701.101361
        ],
        [
            0.890951,
            0.808428,
            0.082523,
            0.243985,
            0.032099,
            0.243536
        ],
        [
            243.566363,
            243.566363,
            243.566363,
            243.566363,
            243.566363,
            243.566363
        ],
        [
            -88813,
            -92129,
            -59014,
            -14582315,
            -10382285,
            -8010328
        ],
        [
            5.255346,
            7.648225,
            1.9402,
            1.208248,
            1.00289,
            1.532445
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            29,
            12,
            17,
            29,
            12,
            17
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            45.3125,
            37.5,
            53.125,
            45.3125,
            37.5,
            53.125
        ],
        [
            6.34266,
            12.747042,
            1.711941,
            1.45823,
            1.671483,
            1.352157
        ],
        [
            1109471,
            1109471,
            53357,
            7322916,
            7322916,
            5411227
        ],
        [
            -25589,
            -22188,
            -25589,
            -3578182,
            -3578182,
            -2809845
        ],
        [
            114,
            104,
            124,
            114,
            104,
            124
        ],
        [
            175,
            180,
            171,
            175,
            180,
            171
        ],
        [
            64,
            59,
            71,
            64,
            59,
            71
        ],
        [
            7334,
            3358,
            3976,
            7334,
            3358,
            3976
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -124443,
            587247,
            -244495,
            -137663,
            -536916,
            370328
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MANA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7540,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1596693600000,
    "first_datapoint_time": 1597622400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759563629524,
    "expiration_time": 1764421920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 229,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 44,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)