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Trade: MANA/USDT/720/VWAP/RMA/1160

Strategy
MANA/USDT/720/VWAP/RMA/1160
Pair
MANA_USDT
Interval
12h
Score
598906
Daily Profit
0.197237
Profit Factor
3.010598
Profitability
69.696970
Streak
539.029346
Best Strategy
Training Data Length
1885.000000
Evaluation Time
2025-10-04 03:42
Expiration Time
2025-11-29 03:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -526367.2921 96116.0237 -622483.3158 1608293.8161 -2394515.2261 4002809.0422
Total P&L (%) -526.3673 96.116 -622.4833 1608.2938 -2394.5152 4002.809
Avg Daily Profit (%) -0.2792 0.051 -0.3302 0.1507 0 0.1972
Buy And Hold Return (%) 281.8841 281.8841 281.8841 281.8841 281.8841 281.8841
Max Trade Drawdown -699417 -106226 -719391 -3311072 -2920250 -1819967
Profit Factor 0.4495 1.6089 0.2202 1.2768 0.373 3.0106
Total Trades 67 34 33 67 34 33
Winning Trades 58 29 29 44 21 23
Losing Trades 9 5 4 23 13 10
Profitability (%) 86.5672 85.2941 87.8788 65.6716 61.7647 69.697
Ratio Avg Win / Avg Loss 0.0697 0.2774 0.0304 0.6674 0.2309 1.309
Largest Winning Trade 30322 30322 14999 4988901 301046 4988901
Largest Losing Trade -627291 -64922 -627291 -1426317 -1426317 -826284
Avg Bars in Trades 52 63 40 52 63 40
Avg Bars in Winners 15 10 21 19 10 28
Avg Bars in Losers 289 375 181 114 150 67
Bars Traded 3512 2173 1339 3512 2173 1339
Profit Streak 82.0293 82.0293 539.0293 82.0293 82.0293 539.0293
Trades During Streak 10 5 10 10 5 10
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -695609 -284485 -574693 -112298 -577812 598906
Evaluation Data
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3770,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1606867200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759538535507,
    "expiration_time": 1764378720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 237,
            "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": [
        [
            -526367.292117135,
            96116.0236646924,
            -622483.3157818274,
            1608293.8161248807,
            -2394515.2261051387,
            4002809.0422300193
        ],
        [
            -526.367292,
            96.116024,
            -622.483316,
            1608.293816,
            -2394.515226,
            4002.809042
        ],
        [
            -0.27924,
            0.05099,
            -0.33023,
            0.150675,
            0,
            0.197237
        ],
        [
            281.884138,
            281.884138,
            281.884138,
            281.884138,
            281.884138,
            281.884138
        ],
        [
            -699417,
            -106226,
            -719391,
            -3311072,
            -2920250,
            -1819967
        ],
        [
            0.449473,
            1.608912,
            0.220206,
            1.27682,
            0.373006,
            3.010598
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            58,
            29,
            29,
            44,
            21,
            23
        ],
        [
            9,
            5,
            4,
            23,
            13,
            10
        ],
        [
            86.567164,
            85.294118,
            87.878788,
            65.671642,
            61.764706,
            69.69697
        ],
        [
            0.069746,
            0.277399,
            0.030373,
            0.667429,
            0.230908,
            1.308956
        ],
        [
            30322,
            30322,
            14999,
            4988901,
            301046,
            4988901
        ],
        [
            -627291,
            -64922,
            -627291,
            -1426317,
            -1426317,
            -826284
        ],
        [
            52,
            63,
            40,
            52,
            63,
            40
        ],
        [
            15,
            10,
            21,
            19,
            10,
            28
        ],
        [
            289,
            375,
            181,
            114,
            150,
            67
        ],
        [
            3512,
            2173,
            1339,
            3512,
            2173,
            1339
        ],
        [
            82.029346,
            82.029346,
            539.029346,
            82.029346,
            82.029346,
            539.029346
        ],
        [
            10,
            5,
            10,
            10,
            5,
            10
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -695609,
            -284485,
            -574693,
            -112298,
            -577812,
            598906
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3770,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1606867200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759538535507,
    "expiration_time": 1764378720000,
    "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": 237,
            "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)