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Trade: MANA/USDT/120/VWAP/RMA/9292

Strategy
MANA/USDT/120/VWAP/RMA/9292
Pair
MANA_USDT
Interval
2h
Score
398995
Daily Profit
0.147592
Profit Factor
2.362278
Profitability
68.253968
Streak
53.735920
Best Strategy
Training Data Length
1880.830000
Evaluation Time
2025-09-30 20:39
Expiration Time
2025-12-07 11:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -912760.3109 -72080.9358 -840679.3751 -99603.4455 1502116.242 -1601719.6875
Total P&L (%) -912.7603 -72.0809 -840.6794 -99.6034 1502.1162 -1601.7197
Avg Daily Profit (%) -0.4853 -0.0383 -0.447 -0.2936 0.1476 0
Buy And Hold Return (%) 236.0665 236.0665 236.0665 236.0665 236.0665 236.0665
Max Trade Drawdown -1039589 -212037 -911473 -2733298 -481895 -2508223
Profit Factor 0.4467 0.8346 0.3074 0.9763 2.3623 0.4837
Total Trades 253 126 127 253 126 127
Winning Trades 193 93 100 173 86 87
Losing Trades 60 33 27 80 40 40
Profitability (%) 76.2846 73.8095 78.7402 68.3794 68.254 68.5039
Ratio Avg Win / Avg Loss 0.1389 0.2961 0.083 0.4515 1.0987 0.2224
Largest Winning Trade 20134 20134 12552 1181649 1181649 726560
Largest Losing Trade -349331 -61563 -349331 -1552448 -385108 -1552448
Avg Bars in Trades 88 102 73 88 102 73
Avg Bars in Winners 28 27 28 53 64 42
Avg Bars in Losers 279 314 238 163 185 141
Bars Traded 22270 12944 9326 22270 12944 9326
Profit Streak 0 53.7359 0 0 53.7359 0
Trades During Streak 0 6 0 0 6 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576047 -576060 -576991 -577071 398995 -578596
Evaluation Data
{
    "trading_pair": "MANA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22570,
    "evaluation_days": 1880.83,
    "actual_first_datapoint_time": 1596708000000,
    "first_datapoint_time": 1597831200000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759253983462,
    "expiration_time": 1765098144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 157,
            "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": [
        [
            -912760.3109338571,
            -72080.9358437901,
            -840679.3750900668,
            -99603.4454928525,
            1502116.2420060977,
            -1601719.6874989504
        ],
        [
            -912.760311,
            -72.080936,
            -840.679375,
            -99.603445,
            1502.116242,
            -1601.719687
        ],
        [
            -0.485297,
            -0.038324,
            -0.446973,
            -0.293593,
            0.147592,
            0
        ],
        [
            236.066548,
            236.066548,
            236.066548,
            236.066548,
            236.066548,
            236.066548
        ],
        [
            -1039589,
            -212037,
            -911473,
            -2733298,
            -481895,
            -2508223
        ],
        [
            0.446697,
            0.834603,
            0.307428,
            0.976313,
            2.362278,
            0.483703
        ],
        [
            253,
            126,
            127,
            253,
            126,
            127
        ],
        [
            193,
            93,
            100,
            173,
            86,
            87
        ],
        [
            60,
            33,
            27,
            80,
            40,
            40
        ],
        [
            76.284585,
            73.809524,
            78.740157,
            68.379447,
            68.253968,
            68.503937
        ],
        [
            0.138869,
            0.296149,
            0.083006,
            0.451474,
            1.098734,
            0.222392
        ],
        [
            20134,
            20134,
            12552,
            1181649,
            1181649,
            726560
        ],
        [
            -349331,
            -61563,
            -349331,
            -1552448,
            -385108,
            -1552448
        ],
        [
            88,
            102,
            73,
            88,
            102,
            73
        ],
        [
            28,
            27,
            28,
            53,
            64,
            42
        ],
        [
            279,
            314,
            238,
            163,
            185,
            141
        ],
        [
            22270,
            12944,
            9326,
            22270,
            12944,
            9326
        ],
        [
            0,
            53.73592,
            0,
            0,
            53.73592,
            0
        ],
        [
            0,
            6,
            0,
            0,
            6,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576047,
            -576060,
            -576991,
            -577071,
            398995,
            -578596
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MANA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22570,
    "evaluation_days": 1880.83,
    "actual_first_datapoint_time": 1596708000000,
    "first_datapoint_time": 1597831200000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759253983462,
    "expiration_time": 1765098144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 157,
            "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)