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Trade: MANA/USDT/720/VWAP/DCM/8124

Strategy
MANA/USDT/720/VWAP/DCM/8124
Pair
MANA_USDT
Interval
12h
Score
571460
Daily Profit
0.225443
Profit Factor
2.745276
Profitability
75.510204
Streak
290.020988
Best Strategy
Training Data Length
1885.500000
Evaluation Time
2025-10-04 15:30
Expiration Time
2025-11-29 15:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -401090.3224 186572.6899 -587663.0122 1214958.399 -5667212.157 6882170.556
Total P&L (%) -401.0903 186.5727 -587.663 1214.9584 -5667.2122 6882.1706
Avg Daily Profit (%) -0.2127 0.099 -0.3117 0.1367 0 0.2254
Buy And Hold Return (%) 298.828 298.828 298.828 298.828 298.828 298.828
Max Trade Drawdown -585066 -108443 -678180 -10069582 -9524657 -1521797
Profit Factor 0.6247 2.0041 0.3344 1.0744 0.5421 2.7453
Total Trades 99 50 49 99 50 49
Winning Trades 83 43 40 71 34 37
Losing Trades 16 7 9 28 16 12
Profitability (%) 83.8384 86 81.6327 71.7172 68 75.5102
Ratio Avg Win / Avg Loss 0.1204 0.3262 0.0752 0.4237 0.2551 0.8904
Largest Winning Trade 30317 30317 22191 4771156 1043238 4771156
Largest Losing Trade -581302 -81490 -581302 -8568127 -8568127 -1479081
Avg Bars in Trades 35 46 23 35 46 23
Avg Bars in Winners 14 14 13 12 11 13
Avg Bars in Losers 142 242 64 91 121 51
Bars Traded 3465 2329 1136 3465 2329 1136
Profit Streak 129.521 129.521 290.021 129.521 129.521 290.021
Trades During Streak 12 6 9 12 6 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574334 -399750 -574879 -147550 -757048 571460
Evaluation Data
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3771,
    "evaluation_days": 1885.5,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1606608000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759581013323,
    "expiration_time": 1764423216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 231,
            "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": [
        [
            -401090.3223543458,
            186572.689878906,
            -587663.0122332517,
            1214958.398988826,
            -5667212.157040065,
            6882170.5560288895
        ],
        [
            -401.090322,
            186.57269,
            -587.663012,
            1214.958399,
            -5667.212157,
            6882.170556
        ],
        [
            -0.212724,
            0.098951,
            -0.311675,
            0.136736,
            0,
            0.225443
        ],
        [
            298.828032,
            298.828032,
            298.828032,
            298.828032,
            298.828032,
            298.828032
        ],
        [
            -585066,
            -108443,
            -678180,
            -10069582,
            -9524657,
            -1521797
        ],
        [
            0.624689,
            2.004102,
            0.334378,
            1.074441,
            0.542143,
            2.745276
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            83,
            43,
            40,
            71,
            34,
            37
        ],
        [
            16,
            7,
            9,
            28,
            16,
            12
        ],
        [
            83.838384,
            86,
            81.632653,
            71.717172,
            68,
            75.510204
        ],
        [
            0.120422,
            0.326249,
            0.075235,
            0.423723,
            0.255126,
            0.89036
        ],
        [
            30317,
            30317,
            22191,
            4771156,
            1043238,
            4771156
        ],
        [
            -581302,
            -81490,
            -581302,
            -8568127,
            -8568127,
            -1479081
        ],
        [
            35,
            46,
            23,
            35,
            46,
            23
        ],
        [
            14,
            14,
            13,
            12,
            11,
            13
        ],
        [
            142,
            242,
            64,
            91,
            121,
            51
        ],
        [
            3465,
            2329,
            1136,
            3465,
            2329,
            1136
        ],
        [
            129.520987,
            129.520987,
            290.020987,
            129.520987,
            129.520988,
            290.020988
        ],
        [
            12,
            6,
            9,
            12,
            6,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574334,
            -399750,
            -574879,
            -147550,
            -757048,
            571460
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3771,
    "evaluation_days": 1885.5,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1606608000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759581013323,
    "expiration_time": 1764423216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 231,
            "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)