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Trade: MANA/USDT/720/SINWMA/KCB/7936

Strategy
MANA/USDT/720/SINWMA/KCB/7936
Pair
MANA_USDT
Interval
12h
Score
497384
Daily Profit
0.168177
Profit Factor
2.030892
Profitability
77.142857
Streak
275.776238
Best Strategy
Training Data Length
1881.500000
Evaluation Time
2025-09-30 09:37
Expiration Time
2025-11-25 12:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -867513.7485 -15709.5176 -851804.2309 139803.2753 -2121030.3399 2260833.6152
Total P&L (%) -867.5137 -15.7095 -851.8042 139.8033 -2121.0303 2260.8336
Avg Daily Profit (%) -0.4611 -0.0083 -0.4527 0.0465 0 0.1682
Buy And Hold Return (%) 278.0136 278.0136 278.0136 278.0136 278.0136 278.0136
Max Trade Drawdown -1008870 -136532 -930216 -3047630 -2890294 -1232098
Profit Factor 0.3457 0.934 0.2168 1.0251 0.372 2.0309
Total Trades 69 34 35 69 34 35
Winning Trades 52 26 26 50 23 27
Losing Trades 17 8 9 19 11 8
Profitability (%) 75.3623 76.4706 74.2857 72.4638 67.6471 77.1429
Ratio Avg Win / Avg Loss 0.113 0.2874 0.0751 0.3895 0.1779 0.6017
Largest Winning Trade 37584 37584 21040 2427539 312042 2427539
Largest Losing Trade -652851 -56534 -652851 -1792861 -1792861 -1232098
Avg Bars in Trades 51 63 40 51 63 40
Avg Bars in Winners 19 22 17 26 28 25
Avg Bars in Losers 148 195 106 116 136 90
Bars Traded 3560 2153 1407 3560 2153 1407
Profit Streak 36.2762 36.2762 275.7762 36.2762 36.2762 275.7762
Trades During Streak 3 1 8 3 1 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -682052 -576820 -576179 -592824 -577964 497384
Evaluation Data
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3763,
    "evaluation_days": 1881.5,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1601899200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759214266977,
    "expiration_time": 1764067248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 122,
            "offset": 229,
            "scalar": 3
        }
    }
}
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": [
        [
            -867513.7485002156,
            -15709.5176228192,
            -851804.2308773965,
            139803.2752910136,
            -2121030.339930878,
            2260833.6152218906
        ],
        [
            -867.513749,
            -15.709518,
            -851.804231,
            139.803275,
            -2121.03034,
            2260.833615
        ],
        [
            -0.461076,
            -0.008349,
            -0.452726,
            0.046498,
            0,
            0.168177
        ],
        [
            278.013627,
            278.013627,
            278.013627,
            278.013627,
            278.013627,
            278.013627
        ],
        [
            -1008870,
            -136532,
            -930216,
            -3047630,
            -2890294,
            -1232098
        ],
        [
            0.345654,
            0.934034,
            0.216822,
            1.025097,
            0.372011,
            2.030892
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            52,
            26,
            26,
            50,
            23,
            27
        ],
        [
            17,
            8,
            9,
            19,
            11,
            8
        ],
        [
            75.362319,
            76.470588,
            74.285714,
            72.463768,
            67.647059,
            77.142857
        ],
        [
            0.113002,
            0.287395,
            0.075054,
            0.389537,
            0.177918,
            0.601746
        ],
        [
            37584,
            37584,
            21040,
            2427539,
            312042,
            2427539
        ],
        [
            -652851,
            -56534,
            -652851,
            -1792861,
            -1792861,
            -1232098
        ],
        [
            51,
            63,
            40,
            51,
            63,
            40
        ],
        [
            19,
            22,
            17,
            26,
            28,
            25
        ],
        [
            148,
            195,
            106,
            116,
            136,
            90
        ],
        [
            3560,
            2153,
            1407,
            3560,
            2153,
            1407
        ],
        [
            36.276238,
            36.276238,
            275.776238,
            36.276238,
            36.276238,
            275.776238
        ],
        [
            3,
            1,
            8,
            3,
            1,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -682052,
            -576820,
            -576179,
            -592824,
            -577964,
            497384
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3763,
    "evaluation_days": 1881.5,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1601899200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759214266977,
    "expiration_time": 1764067248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 122,
            "offset": 229,
            "scalar": 3
        }
    }
}

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)