← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: MANA/USDT/720/VWAP/SINWMA/9666

Strategy
MANA/USDT/720/VWAP/SINWMA/9666
Pair
MANA_USDT
Interval
12h
Score
560960
Daily Profit
0.195091
Profit Factor
2.586134
Profitability
80.487805
Streak
271.430313
Best Strategy
Training Data Length
1879.500000
Evaluation Time
2025-09-28 13:19
Expiration Time
2025-11-23 11:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1290633.6812 -93707.2341 -1196926.4471 19310.0594 -3779119.0532 3798429.1126
Total P&L (%) -1290.6337 -93.7072 -1196.9264 19.3101 -3779.1191 3798.4291
Avg Daily Profit (%) -0.6867 -0.0499 -0.6368 0.0094 0 0.1951
Buy And Hold Return (%) 278.1808 278.1808 278.1808 278.1808 278.1808 278.1808
Max Trade Drawdown -1383852 -190549 -1245189 -4558709 -4382923 -1500870
Profit Factor 0.2151 0.6758 0.1169 1.0025 0.2975 2.5861
Total Trades 81 40 41 81 40 41
Winning Trades 64 30 34 62 29 33
Losing Trades 17 10 7 19 11 8
Profitability (%) 79.0123 75 82.9268 76.5432 72.5 80.4878
Ratio Avg Win / Avg Loss 0.0571 0.2253 0.0241 0.3072 0.1129 0.6269
Largest Winning Trade 20553 20553 13897 4053133 410224 4053133
Largest Losing Trade -944530 -62408 -944530 -2889697 -2889697 -1388416
Avg Bars in Trades 43 52 35 43 52 35
Avg Bars in Winners 16 16 16 18 19 17
Avg Bars in Losers 146 158 128 127 138 111
Bars Traded 3562 2091 1471 3562 2091 1471
Profit Streak 161.9303 161.9303 271.4303 161.9303 161.9303 271.4303
Trades During Streak 11 5 8 11 5 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -591436 -576097 -575107 -576498 -576421 560960
Evaluation Data
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3759,
    "evaluation_days": 1879.5,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1603411200000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759054779011,
    "expiration_time": 1763889264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "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": [
        [
            -1290633.6811922272,
            -93707.2341277573,
            -1196926.44706447,
            19310.0593972233,
            -3779119.053185382,
            3798429.1125826044
        ],
        [
            -1290.633681,
            -93.707234,
            -1196.926447,
            19.310059,
            -3779.119053,
            3798.429113
        ],
        [
            -0.68669,
            -0.049858,
            -0.636832,
            0.009394,
            0,
            0.195091
        ],
        [
            278.180834,
            278.180834,
            278.180834,
            278.180834,
            278.180834,
            278.180834
        ],
        [
            -1383852,
            -190549,
            -1245189,
            -4558709,
            -4382923,
            -1500870
        ],
        [
            0.215119,
            0.675826,
            0.116857,
            1.002484,
            0.297529,
            2.586134
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            64,
            30,
            34,
            62,
            29,
            33
        ],
        [
            17,
            10,
            7,
            19,
            11,
            8
        ],
        [
            79.012346,
            75,
            82.926829,
            76.54321,
            72.5,
            80.487805
        ],
        [
            0.057141,
            0.225275,
            0.024059,
            0.307213,
            0.112856,
            0.626942
        ],
        [
            20553,
            20553,
            13897,
            4053133,
            410224,
            4053133
        ],
        [
            -944530,
            -62408,
            -944530,
            -2889697,
            -2889697,
            -1388416
        ],
        [
            43,
            52,
            35,
            43,
            52,
            35
        ],
        [
            16,
            16,
            16,
            18,
            19,
            17
        ],
        [
            146,
            158,
            128,
            127,
            138,
            111
        ],
        [
            3562,
            2091,
            1471,
            3562,
            2091,
            1471
        ],
        [
            161.930313,
            161.930313,
            271.430313,
            161.930313,
            161.930313,
            271.430313
        ],
        [
            11,
            5,
            8,
            11,
            5,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -591436,
            -576097,
            -575107,
            -576498,
            -576421,
            560960
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3759,
    "evaluation_days": 1879.5,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1603411200000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759054779011,
    "expiration_time": 1763889264000,
    "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": 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)