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Trade: MANA/USDT/720/VWAP/ALMA/1427

Strategy
MANA/USDT/720/VWAP/ALMA/1427
Pair
MANA_USDT
Interval
12h
Score
516736
Daily Profit
0.176113
Profit Factor
2.152850
Profitability
78.947368
Streak
276.795268
Best Strategy
Training Data Length
1893.000000
Evaluation Time
2025-10-11 22:05
Expiration Time
2025-12-07 08:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1282840.075 -94456.2678 -1188383.8073 -8876.4368 -2705172.7626 2696296.3258
Total P&L (%) -1282.8401 -94.4563 -1188.3838 -8.8764 -2705.1728 2696.2963
Avg Daily Profit (%) -0.6777 -0.0499 -0.6278 -0.0049 0 0.1761
Buy And Hold Return (%) 216.57 216.57 216.57 216.57 216.57 216.57
Max Trade Drawdown -1464215 -200603 -1277343 -2833247 -3124566 -1823913
Profit Factor 0.2205 0.6676 0.1272 0.9985 0.2147 2.1529
Total Trades 76 38 38 76 38 38
Winning Trades 56 27 29 58 28 30
Losing Trades 20 11 9 18 10 8
Profitability (%) 73.6842 71.0526 76.3158 76.3158 73.6842 78.9474
Ratio Avg Win / Avg Loss 0.0788 0.272 0.0395 0.3099 0.0767 0.5741
Largest Winning Trade 31229 31229 22432 4222798 307337 4222798
Largest Losing Trade -944530 -63878 -944530 -1796105 -1761410 -1796105
Avg Bars in Trades 48 56 39 48 56 39
Avg Bars in Winners 19 19 18 23 21 25
Avg Bars in Losers 130 146 110 128 154 95
Bars Traded 3668 2150 1518 3668 2150 1518
Profit Streak 174.2953 174.2953 276.7953 174.2953 174.2953 276.7953
Trades During Streak 13 6 7 13 6 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -629590 -576597 -575916 -629248 -576255 516736
Evaluation Data
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3786,
    "evaluation_days": 1893,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1601553600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760209511156,
    "expiration_time": 1765090656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 114,
            "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": [
        [
            -1282840.075009675,
            -94456.2677520775,
            -1188383.8072575976,
            -8876.4368344941,
            -2705172.7626287793,
            2696296.325794284
        ],
        [
            -1282.840075,
            -94.456268,
            -1188.383807,
            -8.876437,
            -2705.172763,
            2696.296326
        ],
        [
            -0.677676,
            -0.049898,
            -0.627778,
            -0.00491,
            0,
            0.176113
        ],
        [
            216.569955,
            216.569955,
            216.569955,
            216.569955,
            216.569955,
            216.569955
        ],
        [
            -1464215,
            -200603,
            -1277343,
            -2833247,
            -3124566,
            -1823913
        ],
        [
            0.220521,
            0.667604,
            0.127214,
            0.998465,
            0.21472,
            2.15285
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            56,
            27,
            29,
            58,
            28,
            30
        ],
        [
            20,
            11,
            9,
            18,
            10,
            8
        ],
        [
            73.684211,
            71.052632,
            76.315789,
            76.315789,
            73.684211,
            78.947368
        ],
        [
            0.078757,
            0.271987,
            0.03948,
            0.309869,
            0.076686,
            0.574093
        ],
        [
            31229,
            31229,
            22432,
            4222798,
            307337,
            4222798
        ],
        [
            -944530,
            -63878,
            -944530,
            -1796105,
            -1761410,
            -1796105
        ],
        [
            48,
            56,
            39,
            48,
            56,
            39
        ],
        [
            19,
            19,
            18,
            23,
            21,
            25
        ],
        [
            130,
            146,
            110,
            128,
            154,
            95
        ],
        [
            3668,
            2150,
            1518,
            3668,
            2150,
            1518
        ],
        [
            174.295268,
            174.295268,
            276.795268,
            174.295268,
            174.295268,
            276.795268
        ],
        [
            13,
            6,
            7,
            13,
            6,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -629590,
            -576597,
            -575916,
            -629248,
            -576255,
            516736
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3786,
    "evaluation_days": 1893,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1601553600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760209511156,
    "expiration_time": 1765090656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 114,
            "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)