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Trade: MANA/USDT/720/VWAP/T3/6269

Strategy
MANA/USDT/720/VWAP/T3/6269
Pair
MANA_USDT
Interval
12h
Score
545692
Daily Profit
0.247082
Profit Factor
2.533043
Profitability
68.292683
Streak
14.315055
Best Strategy
Training Data Length
1891.000000
Evaluation Time
2025-10-09 22:33
Expiration Time
2025-12-05 07:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -952717.1763 956.617 -953673.7933 119538.9264 -10413477.695 10533016.6213
Total P&L (%) -952.7172 0.9566 -953.6738 119.5389 -10413.4777 10533.0166
Avg Daily Profit (%) -0.5038 0.0005 -0.5043 0.0416 0 0.2471
Buy And Hold Return (%) 333.9804 333.9804 333.9804 333.9804 333.9804 333.9804
Max Trade Drawdown -1123321 -182944 -1037025 -9596552 -10566139 -3981522
Profit Factor 0.3165 1.0043 0.1863 1.0062 0.1669 2.533
Total Trades 82 41 41 82 41 41
Winning Trades 66 33 33 54 26 28
Losing Trades 16 8 8 28 15 13
Profitability (%) 80.4878 80.4878 80.4878 65.8537 63.4146 68.2927
Ratio Avg Win / Avg Loss 0.0767 0.2435 0.0452 0.5217 0.0963 1.1761
Largest Winning Trade 37940 20553 37940 13847188 1349609 13847188
Largest Losing Trade -802767 -66962 -802767 -6505527 -6505527 -2255733
Avg Bars in Trades 43 43 43 43 43 43
Avg Bars in Winners 13 12 14 12 6 19
Avg Bars in Losers 168 174 163 102 109 95
Bars Traded 3578 1796 1782 3578 1796 1782
Profit Streak 14.3151 155.3151 14.3151 14.3151 155.3151 14.3151
Trades During Streak 3 8 1 3 8 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -583847 -569887 -576212 -523483 -577501 545692
Evaluation Data
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3782,
    "evaluation_days": 1891,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1603238400000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760038420763,
    "expiration_time": 1764912672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 153,
            "offset": 0,
            "a": 0.71207
        }
    }
}
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": [
        [
            -952717.1763042611,
            956.617034654,
            -953673.7933389149,
            119538.9263544351,
            -10413477.69495596,
            10533016.621310392
        ],
        [
            -952.717176,
            0.956617,
            -953.673793,
            119.538926,
            -10413.477695,
            10533.016621
        ],
        [
            -0.503817,
            0.000506,
            -0.504322,
            0.041593,
            0,
            0.247082
        ],
        [
            333.980449,
            333.980449,
            333.980449,
            333.980449,
            333.980449,
            333.980449
        ],
        [
            -1123321,
            -182944,
            -1037025,
            -9596552,
            -10566139,
            -3981522
        ],
        [
            0.316545,
            1.004311,
            0.186348,
            1.006171,
            0.166864,
            2.533043
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            66,
            33,
            33,
            54,
            26,
            28
        ],
        [
            16,
            8,
            8,
            28,
            15,
            13
        ],
        [
            80.487805,
            80.487805,
            80.487805,
            65.853659,
            63.414634,
            68.292683
        ],
        [
            0.076738,
            0.243469,
            0.045175,
            0.521719,
            0.096268,
            1.176055
        ],
        [
            37940,
            20553,
            37940,
            13847188,
            1349609,
            13847188
        ],
        [
            -802767,
            -66962,
            -802767,
            -6505527,
            -6505527,
            -2255733
        ],
        [
            43,
            43,
            43,
            43,
            43,
            43
        ],
        [
            13,
            12,
            14,
            12,
            6,
            19
        ],
        [
            168,
            174,
            163,
            102,
            109,
            95
        ],
        [
            3578,
            1796,
            1782,
            3578,
            1796,
            1782
        ],
        [
            14.315055,
            155.315055,
            14.315055,
            14.315055,
            155.315055,
            14.315055
        ],
        [
            3,
            8,
            1,
            3,
            8,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -583847,
            -569887,
            -576212,
            -523483,
            -577501,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3782,
    "evaluation_days": 1891,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1603238400000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760038420763,
    "expiration_time": 1764912672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 153,
            "offset": 0,
            "a": 0.71207
        }
    }
}

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)