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Trade: MANA/USDT/720/VWAP/SINWMA/1514

Strategy
MANA/USDT/720/VWAP/SINWMA/1514
Pair
MANA_USDT
Interval
12h
Score
518179
Daily Profit
0.185975
Profit Factor
2.182517
Profitability
77.272727
Streak
265.178375
Best Strategy
Training Data Length
1885.500000
Evaluation Time
2025-10-04 07:16
Expiration Time
2025-11-29 15:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1192526.8856 -34473.4402 -1158053.4454 113976.4048 -3108493.2848 3222469.6895
Total P&L (%) -1192.5269 -34.4734 -1158.0534 113.9764 -3108.4933 3222.4697
Avg Daily Profit (%) -0.6325 -0.0183 -0.6142 0.0404 0 0.186
Buy And Hold Return (%) 451.5759 451.5759 451.5759 451.5759 451.5759 451.5759
Max Trade Drawdown -1383940 -167259 -1259375 -3589706 -3608068 -2130285
Profit Factor 0.2586 0.8717 0.1357 1.0154 0.338 2.1825
Total Trades 88 44 44 88 44 44
Winning Trades 68 34 34 66 32 34
Losing Trades 20 10 10 22 12 10
Profitability (%) 77.2727 77.2727 77.2727 75 72.7273 77.2727
Ratio Avg Win / Avg Loss 0.0761 0.2564 0.0399 0.3385 0.1268 0.6419
Largest Winning Trade 20861 20861 12890 4669103 394753 4669103
Largest Losing Trade -987777 -63193 -987777 -2312474 -2312474 -2011722
Avg Bars in Trades 40 47 33 40 47 33
Avg Bars in Winners 13 13 12 18 16 19
Avg Bars in Losers 134 163 104 108 130 81
Bars Traded 3581 2104 1477 3581 2104 1477
Profit Streak 166.1784 166.1784 265.1784 166.1784 166.1784 265.1784
Trades During Streak 18 9 10 18 9 10
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575007 -575658 -575676 -504603 -576247 518179
Evaluation Data
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3771,
    "evaluation_days": 1885.5,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1604404800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759551411621,
    "expiration_time": 1764423216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 180,
            "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": [
        [
            -1192526.8856184746,
            -34473.4402102567,
            -1158053.4454082188,
            113976.4047674019,
            -3108493.284753726,
            3222469.6895211274
        ],
        [
            -1192.526886,
            -34.47344,
            -1158.053445,
            113.976405,
            -3108.493285,
            3222.46969
        ],
        [
            -0.632472,
            -0.018283,
            -0.614189,
            0.040353,
            0,
            0.185975
        ],
        [
            451.575931,
            451.575931,
            451.575931,
            451.575931,
            451.575931,
            451.575931
        ],
        [
            -1383940,
            -167259,
            -1259375,
            -3589706,
            -3608068,
            -2130285
        ],
        [
            0.258584,
            0.871673,
            0.135657,
            1.015359,
            0.338011,
            2.182517
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            68,
            34,
            34,
            66,
            32,
            34
        ],
        [
            20,
            10,
            10,
            22,
            12,
            10
        ],
        [
            77.272727,
            77.272727,
            77.272727,
            75,
            72.727273,
            77.272727
        ],
        [
            0.076054,
            0.256374,
            0.039899,
            0.338453,
            0.126754,
            0.641917
        ],
        [
            20861,
            20861,
            12890,
            4669103,
            394753,
            4669103
        ],
        [
            -987777,
            -63193,
            -987777,
            -2312474,
            -2312474,
            -2011722
        ],
        [
            40,
            47,
            33,
            40,
            47,
            33
        ],
        [
            13,
            13,
            12,
            18,
            16,
            19
        ],
        [
            134,
            163,
            104,
            108,
            130,
            81
        ],
        [
            3581,
            2104,
            1477,
            3581,
            2104,
            1477
        ],
        [
            166.178375,
            166.178375,
            265.178375,
            166.178375,
            166.178375,
            265.178375
        ],
        [
            18,
            9,
            10,
            18,
            9,
            10
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575007,
            -575658,
            -575676,
            -504603,
            -576247,
            518179
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3771,
    "evaluation_days": 1885.5,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1604404800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759551411621,
    "expiration_time": 1764423216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 180,
            "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)