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Trade: MANA/USDT/720/VWAP/RMA/2113

Strategy
MANA/USDT/720/VWAP/RMA/2113
Pair
MANA_USDT
Interval
12h
Score
612717
Daily Profit
0.218912
Profit Factor
3.120562
Profitability
68.888889
Streak
538.341155
Best Strategy
Training Data Length
1884.500000
Evaluation Time
2025-10-03 11:11
Expiration Time
2025-11-28 14:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -490874.3809 127804.7997 -618679.1806 3020114.5271 -3041241.5537 6061356.0808
Total P&L (%) -490.8744 127.8048 -618.6792 3020.1145 -3041.2416 6061.3561
Avg Daily Profit (%) -0.2605 0.0678 -0.3283 0.1827 0 0.2189
Buy And Hold Return (%) 339.0582 339.0582 339.0582 339.0582 339.0582 339.0582
Max Trade Drawdown -670154 -82820 -751633 -4305236 -3940512 -2388343
Profit Factor 0.5075 1.7953 0.26 1.3312 0.5143 3.1206
Total Trades 91 46 45 91 46 45
Winning Trades 79 40 39 61 30 31
Losing Trades 12 6 6 30 16 14
Profitability (%) 86.8132 86.9565 86.6667 67.033 65.2174 68.8889
Ratio Avg Win / Avg Loss 0.0771 0.2693 0.04 0.6547 0.2743 1.4093
Largest Winning Trade 30478 30478 13714 6297352 403538 6297352
Largest Losing Trade -661239 -67311 -661239 -2409158 -2409158 -1103050
Avg Bars in Trades 39 46 31 39 46 31
Avg Bars in Winners 12 8 16 14 7 21
Avg Bars in Losers 214 303 125 88 120 52
Bars Traded 3558 2157 1401 3558 2157 1401
Profit Streak 81.8412 81.8412 538.3412 81.8412 81.8412 538.3412
Trades During Streak 10 5 10 10 5 10
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574064 -261434 -574720 391237 -577273 612717
Evaluation Data
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3769,
    "evaluation_days": 1884.5,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1605528000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759479075768,
    "expiration_time": 1764334224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 206,
            "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": [
        [
            -490874.3809195515,
            127804.7996867756,
            -618679.1806063273,
            3020114.527123182,
            -3041241.5537146493,
            6061356.080837832
        ],
        [
            -490.874381,
            127.8048,
            -618.679181,
            3020.114527,
            -3041.241554,
            6061.356081
        ],
        [
            -0.26048,
            0.067819,
            -0.328299,
            0.182733,
            0,
            0.218912
        ],
        [
            339.058172,
            339.058172,
            339.058172,
            339.058172,
            339.058172,
            339.058172
        ],
        [
            -670154,
            -82820,
            -751633,
            -4305236,
            -3940512,
            -2388343
        ],
        [
            0.507528,
            1.795337,
            0.260009,
            1.331175,
            0.514258,
            3.120562
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            79,
            40,
            39,
            61,
            30,
            31
        ],
        [
            12,
            6,
            6,
            30,
            16,
            14
        ],
        [
            86.813187,
            86.956522,
            86.666667,
            67.032967,
            65.217391,
            68.888889
        ],
        [
            0.077093,
            0.2693,
            0.040001,
            0.654676,
            0.274271,
            1.409286
        ],
        [
            30478,
            30478,
            13714,
            6297352,
            403538,
            6297352
        ],
        [
            -661239,
            -67311,
            -661239,
            -2409158,
            -2409158,
            -1103050
        ],
        [
            39,
            46,
            31,
            39,
            46,
            31
        ],
        [
            12,
            8,
            16,
            14,
            7,
            21
        ],
        [
            214,
            303,
            125,
            88,
            120,
            52
        ],
        [
            3558,
            2157,
            1401,
            3558,
            2157,
            1401
        ],
        [
            81.841155,
            81.841155,
            538.341155,
            81.841155,
            81.841155,
            538.341155
        ],
        [
            10,
            5,
            10,
            10,
            5,
            10
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574064,
            -261434,
            -574720,
            391237,
            -577273,
            612717
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3769,
    "evaluation_days": 1884.5,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1605528000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759479075768,
    "expiration_time": 1764334224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 206,
            "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)