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Trade: MANA/USDT/720/MIDPOINT/VWMA/9625

Strategy
MANA/USDT/720/MIDPOINT/VWMA/9625
Pair
MANA_USDT
Interval
12h
Score
574382
Daily Profit
0.223246
Profit Factor
2.865615
Profitability
56.756757
Streak
315.404272
Best Strategy
Training Data Length
1893.000000
Evaluation Time
2025-10-12 00:42
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 -413611.9407 161149.8743 -574761.8149 -61444.184 -6773905.0301 6712460.8462
Total P&L (%) -413.6119 161.1499 -574.7618 -61.4442 -6773.905 6712.4608
Avg Daily Profit (%) -0.2185 0.0851 -0.3036 -0.0503 0 0.2232
Buy And Hold Return (%) 220.999 220.999 220.999 220.999 220.999 220.999
Max Trade Drawdown -625148 -173276 -655434 -8760873 -7080247 -3251977
Profit Factor 0.6524 1.5215 0.3475 0.9944 0.0916 2.8656
Total Trades 73 36 37 73 36 37
Winning Trades 45 22 23 39 18 21
Losing Trades 28 14 14 34 18 16
Profitability (%) 61.6438 61.1111 62.1622 53.4247 50 56.7568
Ratio Avg Win / Avg Loss 0.4059 0.9683 0.2115 0.8669 0.0916 2.1833
Largest Winning Trade 110145 110145 31466 9082509 203196 9082509
Largest Losing Trade -553666 -58875 -553666 -3894815 -3894815 -1788938
Avg Bars in Trades 49 61 37 49 61 37
Avg Bars in Winners 35 36 34 30 30 30
Avg Bars in Losers 72 101 43 71 92 47
Bars Traded 3624 2225 1399 3624 2225 1399
Profit Streak 155.4043 155.4043 315.4043 155.4043 155.4043 315.4043
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -653856 -242905 -577829 -654921 -579815 574382
Evaluation Data
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3786,
    "evaluation_days": 1893,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1601035200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760218929061,
    "expiration_time": 1765090656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 102,
            "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": [
        [
            -413611.9406538184,
            161149.8742781696,
            -574761.8149319878,
            -61444.1839804513,
            -6773905.0301429005,
            6712460.846162451
        ],
        [
            -413.611941,
            161.149874,
            -574.761815,
            -61.444184,
            -6773.90503,
            6712.460846
        ],
        [
            -0.218495,
            0.085129,
            -0.303625,
            -0.050334,
            0,
            0.223246
        ],
        [
            220.998954,
            220.998954,
            220.998954,
            220.998954,
            220.998954,
            220.998954
        ],
        [
            -625148,
            -173276,
            -655434,
            -8760873,
            -7080247,
            -3251977
        ],
        [
            0.6524,
            1.521535,
            0.34754,
            0.994442,
            0.091609,
            2.865615
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            45,
            22,
            23,
            39,
            18,
            21
        ],
        [
            28,
            14,
            14,
            34,
            18,
            16
        ],
        [
            61.643836,
            61.111111,
            62.162162,
            53.424658,
            50,
            56.756757
        ],
        [
            0.405938,
            0.96825,
            0.211546,
            0.866949,
            0.091609,
            2.183326
        ],
        [
            110145,
            110145,
            31466,
            9082509,
            203196,
            9082509
        ],
        [
            -553666,
            -58875,
            -553666,
            -3894815,
            -3894815,
            -1788938
        ],
        [
            49,
            61,
            37,
            49,
            61,
            37
        ],
        [
            35,
            36,
            34,
            30,
            30,
            30
        ],
        [
            72,
            101,
            43,
            71,
            92,
            47
        ],
        [
            3624,
            2225,
            1399,
            3624,
            2225,
            1399
        ],
        [
            155.404271,
            155.404271,
            315.404271,
            155.404271,
            155.404272,
            315.404272
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -653856,
            -242905,
            -577829,
            -654921,
            -579815,
            574382
        ]
    ]
}
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": 1601035200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760218929061,
    "expiration_time": 1765090656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 102,
            "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)