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Trade: MANA/USDT/720/VWAP/ALMA/5873

Strategy
MANA/USDT/720/VWAP/ALMA/5873
Pair
MANA_USDT
Interval
12h
Score
551133
Daily Profit
0.225459
Profit Factor
2.738548
Profitability
73.913043
Streak
68.430335
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 -875667.9203 51185.598 -926853.5183 3500612.3244 -3289875.655 6790487.9794
Total P&L (%) -875.6679 51.1856 -926.8535 3500.6123 -3289.8757 6790.488
Avg Daily Profit (%) -0.4659 0.0272 -0.4931 0.1909 0 0.2255
Buy And Hold Return (%) 267.052 267.052 267.052 267.052 267.052 267.052
Max Trade Drawdown -1036936 -90586 -1072790 -3367455 -4696855 -1911522
Profit Factor 0.3672 1.2726 0.2251 1.3188 0.535 2.7385
Total Trades 92 46 46 92 46 46
Winning Trades 68 35 33 64 30 34
Losing Trades 24 11 13 28 16 12
Profitability (%) 73.913 76.087 71.7391 69.5652 65.2174 73.913
Ratio Avg Win / Avg Loss 0.1296 0.4 0.0887 0.577 0.2853 0.9665
Largest Winning Trade 22512 22050 22512 5200485 540622 5200485
Largest Losing Trade -871557 -54350 -871557 -2532224 -2532224 -1394463
Avg Bars in Trades 39 44 34 39 44 34
Avg Bars in Winners 15 11 19 20 16 23
Avg Bars in Losers 106 149 70 82 96 65
Bars Traded 3596 2030 1566 3596 2030 1566
Profit Streak 49.9303 49.9303 68.4303 49.9303 49.9303 68.4303
Trades During Streak 7 3 4 7 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575551 -319150 -576453 401547 -577315 551133
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": 1603022400000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759054780909,
    "expiration_time": 1763889264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 4,
            "offset": 144
        }
    }
}
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": [
        [
            -875667.9203039671,
            51185.5979592679,
            -926853.5182632352,
            3500612.324354742,
            -3289875.655003376,
            6790487.979358122
        ],
        [
            -875.66792,
            51.185598,
            -926.853518,
            3500.612324,
            -3289.875655,
            6790.487979
        ],
        [
            -0.465905,
            0.027234,
            -0.493138,
            0.190854,
            0,
            0.225459
        ],
        [
            267.052023,
            267.052023,
            267.052023,
            267.052023,
            267.052023,
            267.052023
        ],
        [
            -1036936,
            -90586,
            -1072790,
            -3367455,
            -4696855,
            -1911522
        ],
        [
            0.367206,
            1.27257,
            0.225054,
            1.318795,
            0.534994,
            2.738548
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            68,
            35,
            33,
            64,
            30,
            34
        ],
        [
            24,
            11,
            13,
            28,
            16,
            12
        ],
        [
            73.913043,
            76.086957,
            71.73913,
            69.565217,
            65.217391,
            73.913043
        ],
        [
            0.129602,
            0.399951,
            0.088658,
            0.576973,
            0.28533,
            0.966546
        ],
        [
            22512,
            22050,
            22512,
            5200485,
            540622,
            5200485
        ],
        [
            -871557,
            -54350,
            -871557,
            -2532224,
            -2532224,
            -1394463
        ],
        [
            39,
            44,
            34,
            39,
            44,
            34
        ],
        [
            15,
            11,
            19,
            20,
            16,
            23
        ],
        [
            106,
            149,
            70,
            82,
            96,
            65
        ],
        [
            3596,
            2030,
            1566,
            3596,
            2030,
            1566
        ],
        [
            49.930335,
            49.930335,
            68.430335,
            49.930335,
            49.930335,
            68.430335
        ],
        [
            7,
            3,
            4,
            7,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575551,
            -319150,
            -576453,
            401547,
            -577315,
            551133
        ]
    ]
}
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": 1603022400000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759054780909,
    "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": "alma",
        "factors": {
            "length": 4,
            "offset": 144
        }
    }
}

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)