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Trade: MANA/USDT/480/VWAP/RMA/3750

Strategy
MANA/USDT/480/VWAP/RMA/3750
Pair
MANA_USDT
Interval
8h
Score
354387
Daily Profit
0.336959
Profit Factor
1.803964
Profitability
53.781513
Streak
8.583552
Best Strategy
Training Data Length
1876.670000
Evaluation Time
2025-09-26 01:00
Expiration Time
2025-11-21 01:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 632360.193 848835.0481 -216474.8551 -318884.5637 2950743.9145 -3269628.4782
Total P&L (%) 632.3602 848.835 -216.4749 -318.8846 2950.7439 -3269.6285
Avg Daily Profit (%) 0.337 0.4523 -0.1154 0 0.1823 0
Buy And Hold Return (%) 271.8412 271.8412 271.8412 271.8412 271.8412 271.8412
Max Trade Drawdown -412829 -120964 -322506 -4754208 -339873 -4845406
Profit Factor 1.804 4.4382 0.5989 0.9463 4.9526 0.3705
Total Trades 119 60 59 119 60 59
Winning Trades 64 29 35 51 28 23
Losing Trades 55 31 24 68 32 36
Profitability (%) 53.7815 48.3333 59.322 42.8571 46.6667 38.9831
Ratio Avg Win / Avg Loss 1.5503 4.7442 0.4107 1.2618 5.6601 0.5799
Largest Winning Trade 823478 823478 47999 1351371 1351371 1169154
Largest Losing Trade -285137 -49367 -285137 -2406460 -192654 -2406460
Avg Bars in Trades 44 54 35 44 54 35
Avg Bars in Winners 58 71 47 37 49 21
Avg Bars in Losers 28 37 17 50 58 43
Bars Traded 5322 3253 2069 5322 3253 2069
Profit Streak 8.5836 8.5836 9.2502 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354387 -154582 -755583 -581573 -154830 -762020

Evaluation Data

{
    "trading_pair": "MANA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5630,
    "evaluation_days": 1876.67,
    "actual_first_datapoint_time": 1596700800000,
    "first_datapoint_time": 1603555200000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758837618943,
    "expiration_time": 1763680320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 199
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 239,
            "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": [
        [
            632360.1929537496,
            848835.0480632355,
            -216474.8551094863,
            -318884.5636686576,
            2950743.9144831514,
            -3269628.4781518076
        ],
        [
            632.360193,
            848.835048,
            -216.474855,
            -318.884564,
            2950.743914,
            -3269.628478
        ],
        [
            0.336959,
            0.452309,
            -0.115351,
            0,
            0.182296,
            0
        ],
        [
            271.841155,
            271.841155,
            271.841155,
            271.841155,
            271.841155,
            271.841155
        ],
        [
            -412829,
            -120964,
            -322506,
            -4754208,
            -339873,
            -4845406
        ],
        [
            1.803964,
            4.43815,
            0.598872,
            0.946321,
            4.952601,
            0.370511
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            64,
            29,
            35,
            51,
            28,
            23
        ],
        [
            55,
            31,
            24,
            68,
            32,
            36
        ],
        [
            53.781513,
            48.333333,
            59.322034,
            42.857143,
            46.666667,
            38.983051
        ],
        [
            1.550282,
            4.744229,
            0.410655,
            1.261762,
            5.660116,
            0.579931
        ],
        [
            823478,
            823478,
            47999,
            1351371,
            1351371,
            1169154
        ],
        [
            -285137,
            -49367,
            -285137,
            -2406460,
            -192654,
            -2406460
        ],
        [
            44,
            54,
            35,
            44,
            54,
            35
        ],
        [
            58,
            71,
            47,
            37,
            49,
            21
        ],
        [
            28,
            37,
            17,
            50,
            58,
            43
        ],
        [
            5322,
            3253,
            2069,
            5322,
            3253,
            2069
        ],
        [
            8.583552,
            8.583552,
            9.250219,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354387,
            -154582,
            -755583,
            -581573,
            -154830,
            -762020
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MANA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5630,
    "evaluation_days": 1876.67,
    "actual_first_datapoint_time": 1596700800000,
    "first_datapoint_time": 1603555200000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758837618943,
    "expiration_time": 1763680320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 199
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 239,
            "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)