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Trade: MANA/USDT/720/VWAP/T3/7669

Strategy
MANA/USDT/720/VWAP/T3/7669
Pair
MANA_USDT
Interval
12h
Score
585186
Daily Profit
0.250062
Profit Factor
2.628016
Profitability
61.290323
Streak
242.782311
Best Strategy
Training Data Length
1876.000000
Evaluation Time
2025-09-26 21:46
Expiration Time
2025-11-19 20:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -919385.4652 -610.4417 -918775.0234 322458.8439 -10411831.2283 10734290.0722
Total P&L (%) -919.3855 -0.6104 -918.775 322.4588 -10411.8312 10734.2901
Avg Daily Profit (%) -0.4901 -0.0003 -0.4898 0.0768 0 0.2501
Buy And Hold Return (%) 366.52 366.52 366.52 366.52 366.52 366.52
Max Trade Drawdown -1052964 -177366 -991978 -9308206 -10527254 -4166914
Profit Factor 0.3126 0.9969 0.1931 1.0167 0.1849 2.628
Total Trades 62 31 31 62 31 31
Winning Trades 48 23 25 34 15 19
Losing Trades 14 8 6 28 16 12
Profitability (%) 77.4194 74.1935 80.6452 54.8387 48.3871 61.2903
Ratio Avg Win / Avg Loss 0.0912 0.3468 0.0463 0.8372 0.1972 1.6598
Largest Winning Trade 30269 30269 29433 14281013 1276041 14281013
Largest Losing Trade -802299 -67828 -802299 -6509706 -6509706 -1962998
Avg Bars in Trades 55 59 50 55 59 50
Avg Bars in Winners 15 17 13 17 8 24
Avg Bars in Losers 189 181 201 100 108 90
Bars Traded 3411 1855 1556 3411 1855 1556
Profit Streak 0 0 242.7823 0 0 242.7823
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -735723 -577681 -575512 -617884 -581445 585186

Evaluation Data

{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3752,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1604491200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758912391677,
    "expiration_time": 1763577792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 182,
            "offset": 0,
            "a": 0.69363
        }
    }
}
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": [
        [
            -919385.4651630957,
            -610.4417214165,
            -918775.0234416794,
            322458.8439297139,
            -10411831.228275007,
            10734290.072204722
        ],
        [
            -919.385465,
            -0.610442,
            -918.775023,
            322.458844,
            -10411.831228,
            10734.290072
        ],
        [
            -0.490078,
            -0.000325,
            -0.489752,
            0.076838,
            0,
            0.250062
        ],
        [
            366.519962,
            366.519962,
            366.519962,
            366.519962,
            366.519962,
            366.519962
        ],
        [
            -1052964,
            -177366,
            -991978,
            -9308206,
            -10527254,
            -4166914
        ],
        [
            0.312624,
            0.996931,
            0.193089,
            1.01665,
            0.184905,
            2.628016
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            48,
            23,
            25,
            34,
            15,
            19
        ],
        [
            14,
            8,
            6,
            28,
            16,
            12
        ],
        [
            77.419355,
            74.193548,
            80.645161,
            54.83871,
            48.387097,
            61.290323
        ],
        [
            0.091182,
            0.346759,
            0.046341,
            0.837241,
            0.197232,
            1.659799
        ],
        [
            30269,
            30269,
            29433,
            14281013,
            1276041,
            14281013
        ],
        [
            -802299,
            -67828,
            -802299,
            -6509706,
            -6509706,
            -1962998
        ],
        [
            55,
            59,
            50,
            55,
            59,
            50
        ],
        [
            15,
            17,
            13,
            17,
            8,
            24
        ],
        [
            189,
            181,
            201,
            100,
            108,
            90
        ],
        [
            3411,
            1855,
            1556,
            3411,
            1855,
            1556
        ],
        [
            0,
            0,
            242.782311,
            0,
            0,
            242.782311
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -735723,
            -577681,
            -575512,
            -617884,
            -581445,
            585186
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3752,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1604491200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758912391677,
    "expiration_time": 1763577792000,
    "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": 182,
            "offset": 0,
            "a": 0.69363
        }
    }
}

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)