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Trade: MANA/USDT/720/VWAP/SINWMA/4564

Strategy
MANA/USDT/720/VWAP/SINWMA/4564
Pair
MANA_USDT
Interval
12h
Score
564936
Daily Profit
0.222614
Profit Factor
2.678853
Profitability
78.048780
Streak
283.158959
Best Strategy
Training Data Length
1891.500000
Evaluation Time
2025-10-10 06:48
Expiration Time
2025-12-05 19:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1454569.1674 -76495.4588 -1378073.7086 74637.4581 -6534587.3284 6609224.7865
Total P&L (%) -1454.5692 -76.4955 -1378.0737 74.6375 -6534.5873 6609.2248
Avg Daily Profit (%) -0.769 -0.0404 -0.7286 0.0295 0 0.2226
Buy And Hold Return (%) 318.8226 318.8226 318.8226 318.8226 318.8226 318.8226
Max Trade Drawdown -1557450 -192002 -1426398 -7460029 -7157729 -2314864
Profit Factor 0.2159 0.7385 0.118 1.0057 0.2886 2.6789
Total Trades 82 41 41 82 41 41
Winning Trades 64 30 34 60 28 32
Losing Trades 18 11 7 22 13 9
Profitability (%) 78.0488 73.1707 82.9268 73.1707 68.2927 78.0488
Ratio Avg Win / Avg Loss 0.0607 0.2708 0.0243 0.3688 0.134 0.7534
Largest Winning Trade 25057 20553 25057 7056876 669435 7056876
Largest Losing Trade -1140843 -62408 -1140843 -4715634 -4715634 -1685988
Avg Bars in Trades 43 51 35 43 51 35
Avg Bars in Winners 16 15 16 18 18 18
Avg Bars in Losers 141 150 127 113 123 98
Bars Traded 3581 2115 1467 3581 2115 1467
Profit Streak 173.659 173.659 283.159 173.659 173.659 283.159
Trades During Streak 12 6 8 12 6 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -584046 -576299 -575111 -539113 -576932 564936
Evaluation Data
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3783,
    "evaluation_days": 1891.5,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1603324800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760068134069,
    "expiration_time": 1764957168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 155,
            "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": [
        [
            -1454569.1674491395,
            -76495.4588126725,
            -1378073.708636467,
            74637.4581038993,
            -6534587.32841615,
            6609224.786520047
        ],
        [
            -1454.569167,
            -76.495459,
            -1378.073709,
            74.637458,
            -6534.587328,
            6609.224787
        ],
        [
            -0.769003,
            -0.040442,
            -0.728561,
            0.029481,
            0,
            0.222614
        ],
        [
            318.822598,
            318.822598,
            318.822598,
            318.822598,
            318.822598,
            318.822598
        ],
        [
            -1557450,
            -192002,
            -1426398,
            -7460029,
            -7157729,
            -2314864
        ],
        [
            0.215858,
            0.738494,
            0.118011,
            1.005688,
            0.288552,
            2.678853
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            64,
            30,
            34,
            60,
            28,
            32
        ],
        [
            18,
            11,
            7,
            22,
            13,
            9
        ],
        [
            78.04878,
            73.170732,
            82.926829,
            73.170732,
            68.292683,
            78.04878
        ],
        [
            0.06071,
            0.270781,
            0.024296,
            0.368752,
            0.13397,
            0.753427
        ],
        [
            25057,
            20553,
            25057,
            7056876,
            669435,
            7056876
        ],
        [
            -1140843,
            -62408,
            -1140843,
            -4715634,
            -4715634,
            -1685988
        ],
        [
            43,
            51,
            35,
            43,
            51,
            35
        ],
        [
            16,
            15,
            16,
            18,
            18,
            18
        ],
        [
            141,
            150,
            127,
            113,
            123,
            98
        ],
        [
            3581,
            2115,
            1467,
            3581,
            2115,
            1467
        ],
        [
            173.658959,
            173.658959,
            283.158959,
            173.658959,
            173.658959,
            283.158959
        ],
        [
            12,
            6,
            8,
            12,
            6,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -584046,
            -576299,
            -575111,
            -539113,
            -576932,
            564936
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3783,
    "evaluation_days": 1891.5,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1603324800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760068134069,
    "expiration_time": 1764957168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 155,
            "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)