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Trade: MANA/USDT/720/VWAP/T3/6315

Strategy
MANA/USDT/720/VWAP/T3/6315
Pair
MANA_USDT
Interval
12h
Score
718452
Daily Profit
0.210445
Profit Factor
4.766938
Profitability
71.875000
Streak
545.750708
Best Strategy
Training Data Length
1892.500000
Evaluation Time
2025-10-11 09:01
Expiration Time
2025-12-06 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -301805.2031 120684.2453 -422489.4485 3236505.0435 -2007111.8299 5243616.8734
Total P&L (%) -301.8052 120.6842 -422.4894 3236.505 -2007.1118 5243.6169
Avg Daily Profit (%) -0.1595 0.0638 -0.2232 0.1855 0 0.2104
Buy And Hold Return (%) 209.4101 209.4101 209.4101 209.4101 209.4101 209.4101
Max Trade Drawdown -537363 -68815 -585882 -2525166 -2742467 -1345271
Profit Factor 0.6005 1.9884 0.333 1.6764 0.4084 4.7669
Total Trades 63 31 32 63 31 32
Winning Trades 54 26 28 40 17 23
Losing Trades 9 5 4 23 14 9
Profitability (%) 85.7143 83.871 87.5 63.4921 54.8387 71.875
Ratio Avg Win / Avg Loss 0.1001 0.3824 0.0476 0.9639 0.3364 1.8653
Largest Winning Trade 53184 53184 26777 4387981 352006 4387981
Largest Losing Trade -443269 -67590 -443269 -1438618 -1438618 -750821
Avg Bars in Trades 56 67 45 56 67 45
Avg Bars in Winners 14 12 16 25 14 34
Avg Bars in Losers 308 354 251 110 132 75
Bars Traded 3569 2098 1471 3569 2098 1471
Profit Streak 85.2507 85.2507 545.7507 85.2507 85.2507 545.7507
Trades During Streak 7 3 7 7 3 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -725791 -266967 -574789 -139396 -578826 718452
Evaluation Data
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3785,
    "evaluation_days": 1892.5,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1605657600000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760162461168,
    "expiration_time": 1765046160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 209,
            "offset": 0,
            "a": 0.15311
        }
    }
}
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": [
        [
            -301805.2031362695,
            120684.2453401427,
            -422489.448476412,
            3236505.04351578,
            -2007111.8298556595,
            5243616.873371438
        ],
        [
            -301.805203,
            120.684245,
            -422.489448,
            3236.505044,
            -2007.11183,
            5243.616873
        ],
        [
            -0.159474,
            0.06377,
            -0.223244,
            0.185509,
            0,
            0.210445
        ],
        [
            209.410094,
            209.410094,
            209.410094,
            209.410094,
            209.410094,
            209.410094
        ],
        [
            -537363,
            -68815,
            -585882,
            -2525166,
            -2742467,
            -1345271
        ],
        [
            0.600511,
            1.988414,
            0.33296,
            1.676399,
            0.408436,
            4.766938
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            54,
            26,
            28,
            40,
            17,
            23
        ],
        [
            9,
            5,
            4,
            23,
            14,
            9
        ],
        [
            85.714286,
            83.870968,
            87.5,
            63.492063,
            54.83871,
            71.875
        ],
        [
            0.100085,
            0.382387,
            0.047566,
            0.96393,
            0.336359,
            1.865323
        ],
        [
            53184,
            53184,
            26777,
            4387981,
            352006,
            4387981
        ],
        [
            -443269,
            -67590,
            -443269,
            -1438618,
            -1438618,
            -750821
        ],
        [
            56,
            67,
            45,
            56,
            67,
            45
        ],
        [
            14,
            12,
            16,
            25,
            14,
            34
        ],
        [
            308,
            354,
            251,
            110,
            132,
            75
        ],
        [
            3569,
            2098,
            1471,
            3569,
            2098,
            1471
        ],
        [
            85.250708,
            85.250708,
            545.750708,
            85.250708,
            85.250708,
            545.750708
        ],
        [
            7,
            3,
            7,
            7,
            3,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -725791,
            -266967,
            -574789,
            -139396,
            -578826,
            718452
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3785,
    "evaluation_days": 1892.5,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1605657600000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760162461168,
    "expiration_time": 1765046160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 209,
            "offset": 0,
            "a": 0.15311
        }
    }
}

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)