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Trade: MANA/USDT/720/VWAP/VWMA/1744

Strategy
MANA/USDT/720/VWAP/VWMA/1744
Pair
MANA_USDT
Interval
12h
Score
637903
Daily Profit
0.222433
Profit Factor
3.078687
Profitability
63.829787
Streak
58.252730
Best Strategy
Training Data Length
1876.000000
Evaluation Time
2025-09-25 21:03
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 -814546.6569 7894.5301 -822441.187 102425.3944 -6257558.8878 6359984.2821
Total P&L (%) -814.5467 7.8945 -822.4412 102.4254 -6257.5589 6359.9843
Avg Daily Profit (%) -0.4342 0.0042 -0.4384 0.0376 0 0.2224
Buy And Hold Return (%) 292.0222 292.0222 292.0222 292.0222 292.0222 292.0222
Max Trade Drawdown -926626 -162230 -892733 -5957679 -6388756 -2030372
Profit Factor 0.3609 1.0328 0.2047 1.0095 0.195 3.0787
Total Trades 93 46 47 93 46 47
Winning Trades 77 40 37 61 31 30
Losing Trades 16 6 10 32 15 17
Profitability (%) 82.7957 86.9565 78.7234 65.5914 67.3913 63.8298
Ratio Avg Win / Avg Loss 0.075 0.1549 0.0553 0.5296 0.0943 1.7446
Largest Winning Trade 30269 30269 21471 8213098 451480 8213098
Largest Losing Trade -653710 -67819 -653710 -4111323 -4111323 -988529
Avg Bars in Trades 37 49 26 37 49 26
Avg Bars in Winners 14 17 11 14 15 13
Avg Bars in Losers 151 262 85 82 119 49
Bars Traded 3528 2262 1266 3528 2262 1266
Profit Streak 58.2527 140.7527 58.2527 58.2527 140.7527 58.2527
Trades During Streak 8 6 4 8 6 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574474 -532975 -575239 -516082 -577003 637903

Evaluation Data

{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3752,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1605744000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758823435861,
    "expiration_time": 1763577792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 211,
            "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": [
        [
            -814546.6568687427,
            7894.5301309987,
            -822441.1869997412,
            102425.3943520039,
            -6257558.887757869,
            6359984.282109872
        ],
        [
            -814.546657,
            7.89453,
            -822.441187,
            102.425394,
            -6257.558888,
            6359.984282
        ],
        [
            -0.434193,
            0.004208,
            -0.438401,
            0.037598,
            0,
            0.222433
        ],
        [
            292.02219,
            292.02219,
            292.02219,
            292.02219,
            292.02219,
            292.02219
        ],
        [
            -926626,
            -162230,
            -892733,
            -5957679,
            -6388756,
            -2030372
        ],
        [
            0.360946,
            1.032824,
            0.204684,
            1.009455,
            0.194973,
            3.078687
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            77,
            40,
            37,
            61,
            31,
            30
        ],
        [
            16,
            6,
            10,
            32,
            15,
            17
        ],
        [
            82.795699,
            86.956522,
            78.723404,
            65.591398,
            67.391304,
            63.829787
        ],
        [
            0.075002,
            0.154924,
            0.05532,
            0.52955,
            0.094342,
            1.744589
        ],
        [
            30269,
            30269,
            21471,
            8213098,
            451480,
            8213098
        ],
        [
            -653710,
            -67819,
            -653710,
            -4111323,
            -4111323,
            -988529
        ],
        [
            37,
            49,
            26,
            37,
            49,
            26
        ],
        [
            14,
            17,
            11,
            14,
            15,
            13
        ],
        [
            151,
            262,
            85,
            82,
            119,
            49
        ],
        [
            3528,
            2262,
            1266,
            3528,
            2262,
            1266
        ],
        [
            58.25273,
            140.75273,
            58.25273,
            58.25273,
            140.75273,
            58.25273
        ],
        [
            8,
            6,
            4,
            8,
            6,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574474,
            -532975,
            -575239,
            -516082,
            -577003,
            637903
        ]
    ]
}
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": 1605744000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758823435861,
    "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": "vwma",
        "factors": {
            "length": 211,
            "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)