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Trade: MANA/USDT/720/WMA/MIDPRICE/2665

Strategy
MANA/USDT/720/WMA/MIDPRICE/2665
Pair
MANA_USDT
Interval
12h
Score
707918
Daily Profit
0.731503
Profit Factor
5.853665
Profitability
47.058824
Streak
0.000000
Best Strategy
Training Data Length
1893.000000
Evaluation Time
2025-10-11 22:05
Expiration Time
2025-12-07 08:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1487696.4588 1384735.8037 102960.6552 1987806.1429 -969474.536 2957280.6789
Total P&L (%) 1487.6965 1384.7358 102.9607 1987.8061 -969.4745 2957.2807
Avg Daily Profit (%) 0.7859 0.7315 0.0544 0.1607 0 0.1808
Buy And Hold Return (%) 205.5763 205.5763 205.5763 205.5763 205.5763 205.5763
Max Trade Drawdown -121948 -78546 -65203 -7127277 -5957736 -2988908
Profit Factor 4.2224 5.8537 1.5837 1.0865 0.9395 1.4244
Total Trades 67 34 33 67 34 33
Winning Trades 34 16 18 34 16 18
Losing Trades 33 18 15 33 18 15
Profitability (%) 50.7463 47.0588 54.5455 50.7463 47.0588 54.5455
Ratio Avg Win / Avg Loss 4.0982 6.5854 1.3198 1.0545 1.0569 1.187
Largest Winning Trade 1108291 1108291 40977 3969228 3969228 1560152
Largest Losing Trade -44068 -41085 -44068 -2323060 -2323060 -1691101
Avg Bars in Trades 53 81 24 53 81 24
Avg Bars in Winners 54 80 31 54 80 31
Avg Bars in Losers 52 82 15 52 82 15
Bars Traded 3565 2772 793 3565 2772 793
Profit Streak 0 0 154.2952 0 0 154.2952
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -100632 707918 -282051 -238593 -580272 392853
Evaluation Data
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3786,
    "evaluation_days": 1893,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1605312000000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760209504681,
    "expiration_time": 1765090656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 148,
            "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": [
        [
            1487696.458842425,
            1384735.8036763421,
            102960.6551660824,
            1987806.1429451057,
            -969474.5359539227,
            2957280.6788990274
        ],
        [
            1487.696459,
            1384.735804,
            102.960655,
            1987.806143,
            -969.474536,
            2957.280679
        ],
        [
            0.785894,
            0.731503,
            0.05439,
            0.160652,
            0,
            0.180835
        ],
        [
            205.576301,
            205.576301,
            205.576301,
            205.576301,
            205.576301,
            205.576301
        ],
        [
            -121948,
            -78546,
            -65203,
            -7127277,
            -5957736,
            -2988908
        ],
        [
            4.222366,
            5.853665,
            1.583739,
            1.086487,
            0.939468,
            1.424417
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            50.746269,
            47.058824,
            54.545455,
            50.746269,
            47.058824,
            54.545455
        ],
        [
            4.098179,
            6.585373,
            1.319783,
            1.054532,
            1.056902,
            1.187014
        ],
        [
            1108291,
            1108291,
            40977,
            3969228,
            3969228,
            1560152
        ],
        [
            -44068,
            -41085,
            -44068,
            -2323060,
            -2323060,
            -1691101
        ],
        [
            53,
            81,
            24,
            53,
            81,
            24
        ],
        [
            54,
            80,
            31,
            54,
            80,
            31
        ],
        [
            52,
            82,
            15,
            52,
            82,
            15
        ],
        [
            3565,
            2772,
            793,
            3565,
            2772,
            793
        ],
        [
            0,
            0,
            154.295193,
            0,
            0,
            154.295193
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -100632,
            707918,
            -282051,
            -238593,
            -580272,
            392853
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3786,
    "evaluation_days": 1893,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1605312000000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760209504681,
    "expiration_time": 1765090656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 148,
            "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)