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Trade: MANA/USDT/720/VWMA/DCM/9058

Strategy
MANA/USDT/720/VWMA/DCM/9058
Pair
MANA_USDT
Interval
12h
Score
630674
Daily Profit
0.889750
Profit Factor
6.520178
Profitability
41.666667
Streak
0.000000
Best Strategy
Training Data Length
1881.000000
Evaluation Time
2025-09-29 21:58
Expiration Time
2025-11-25 00:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1783065.9203 1673619.6894 109446.2309 2548682.8766 2940961.4179 -392278.5413
Total P&L (%) 1783.0659 1673.6197 109.4462 2548.6829 2940.9614 -392.2785
Avg Daily Profit (%) 0.9479 0.8898 0.0582 0.1743 0.1817 0
Buy And Hold Return (%) 305.1724 305.1724 305.1724 305.1724 305.1724 305.1724
Max Trade Drawdown -76080 -108248 -89932 -4436808 -4228621 -2899068
Profit Factor 4.2038 6.5202 1.432 1.1515 1.3208 0.9488
Total Trades 72 36 36 72 36 36
Winning Trades 35 15 20 35 15 20
Losing Trades 37 21 16 37 21 16
Profitability (%) 48.6111 41.6667 55.5556 48.6111 41.6667 55.5556
Ratio Avg Win / Avg Loss 4.444 9.1282 1.1456 1.2173 1.8491 0.759
Largest Winning Trade 1326787 1326787 46971 2748417 2748417 1759453
Largest Losing Trade -64647 -43945 -64647 -2575358 -2575358 -2344589
Avg Bars in Trades 48 56 40 48 56 40
Avg Bars in Winners 56 60 54 56 60 54
Avg Bars in Losers 41 54 24 41 54 24
Bars Traded 3512 2044 1468 3512 2044 1468
Profit Streak 61.7905 0 142.2905 61.7905 0 142.2905
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -64024 630674 -278434 -129833 214584 -579098
Evaluation Data
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3762,
    "evaluation_days": 1881,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1601942400000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759172297214,
    "expiration_time": 1764022752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 123,
            "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": [
        [
            1783065.9202685216,
            1673619.689379772,
            109446.2308887495,
            2548682.8766113603,
            2940961.4179403447,
            -392278.5413289857
        ],
        [
            1783.06592,
            1673.619689,
            109.446231,
            2548.682877,
            2940.961418,
            -392.278541
        ],
        [
            0.947935,
            0.88975,
            0.058185,
            0.174349,
            0.181704,
            0
        ],
        [
            305.172414,
            305.172414,
            305.172414,
            305.172414,
            305.172414,
            305.172414
        ],
        [
            -76080,
            -108248,
            -89932,
            -4436808,
            -4228621,
            -2899068
        ],
        [
            4.203817,
            6.520178,
            1.431976,
            1.151485,
            1.320816,
            0.948772
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            35,
            15,
            20,
            35,
            15,
            20
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            48.611111,
            41.666667,
            55.555556,
            48.611111,
            41.666667,
            55.555556
        ],
        [
            4.444035,
            9.128249,
            1.145581,
            1.217284,
            1.849143,
            0.759018
        ],
        [
            1326787,
            1326787,
            46971,
            2748417,
            2748417,
            1759453
        ],
        [
            -64647,
            -43945,
            -64647,
            -2575358,
            -2575358,
            -2344589
        ],
        [
            48,
            56,
            40,
            48,
            56,
            40
        ],
        [
            56,
            60,
            54,
            56,
            60,
            54
        ],
        [
            41,
            54,
            24,
            41,
            54,
            24
        ],
        [
            3512,
            2044,
            1468,
            3512,
            2044,
            1468
        ],
        [
            61.790477,
            0,
            142.290477,
            61.790477,
            0,
            142.290477
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -64024,
            630674,
            -278434,
            -129833,
            214584,
            -579098
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3762,
    "evaluation_days": 1881,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1601942400000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759172297214,
    "expiration_time": 1764022752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 123,
            "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)