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Trade: MANA/USDT/120/VWAP/KCL/6110

Strategy
MANA/USDT/120/VWAP/KCL/6110
Pair
MANA_USDT
Interval
2h
Score
448828
Daily Profit
0.229092
Profit Factor
1.297941
Profitability
83.333333
Streak
18.926729
Best Strategy
Training Data Length
1891.330000
Evaluation Time
2025-10-11 07:14
Expiration Time
2025-12-18 08:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1074017.3876 82261.8712 -1156279.2588 1575631.7657 -5903162.5427 7478794.3084
Total P&L (%) -1074.0174 82.2619 -1156.2793 1575.6318 -5903.1625 7478.7943
Avg Daily Profit (%) -0.5679 0.0435 -0.6114 0.1491 0 0.2291
Buy And Hold Return (%) 166.129 166.129 166.129 166.129 166.129 166.129
Max Trade Drawdown -1334180 -67899 -1363204 -20998909 -8229071 -17649717
Profit Factor 0.45 1.4283 0.3433 1.0384 0.6296 1.2979
Total Trades 240 120 120 240 120 120
Winning Trades 192 88 104 186 86 100
Losing Trades 48 32 16 54 34 20
Profitability (%) 80 73.3333 86.6667 77.5 71.6667 83.3333
Ratio Avg Win / Avg Loss 0.1125 0.5194 0.0528 0.3015 0.2489 0.2596
Largest Winning Trade 26644 14857 26644 5769420 898334 5769420
Largest Losing Trade -1042599 -27044 -1042599 -16127409 -5751805 -16127409
Avg Bars in Trades 92 25 158 92 25 158
Avg Bars in Winners 45 10 74 56 11 95
Avg Bars in Losers 280 67 705 214 62 474
Bars Traded 22132 3110 19022 22132 3110 19022
Profit Streak 14.1767 14.1767 18.9267 14.1767 14.1767 18.9267
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574138 -297451 -574677 -167172 -577054 448828
Evaluation Data
{
    "trading_pair": "MANA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22696,
    "evaluation_days": 1891.33,
    "actual_first_datapoint_time": 1596708000000,
    "first_datapoint_time": 1598342400000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760156069353,
    "expiration_time": 1766038003200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 228,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            -1074017.387551218,
            82261.8712139337,
            -1156279.258765151,
            1575631.7656574184,
            -5903162.5427378565,
            7478794.308395263
        ],
        [
            -1074.017388,
            82.261871,
            -1156.279259,
            1575.631766,
            -5903.162543,
            7478.794308
        ],
        [
            -0.567864,
            0.043494,
            -0.611358,
            0.149148,
            0,
            0.229092
        ],
        [
            166.129032,
            166.129032,
            166.129032,
            166.129032,
            166.129032,
            166.129032
        ],
        [
            -1334180,
            -67899,
            -1363204,
            -20998909,
            -8229071,
            -17649717
        ],
        [
            0.450034,
            1.428309,
            0.343329,
            1.038392,
            0.629638,
            1.297941
        ],
        [
            240,
            120,
            120,
            240,
            120,
            120
        ],
        [
            192,
            88,
            104,
            186,
            86,
            100
        ],
        [
            48,
            32,
            16,
            54,
            34,
            20
        ],
        [
            80,
            73.333333,
            86.666667,
            77.5,
            71.666667,
            83.333333
        ],
        [
            0.112509,
            0.519385,
            0.05282,
            0.301469,
            0.248927,
            0.259588
        ],
        [
            26644,
            14857,
            26644,
            5769420,
            898334,
            5769420
        ],
        [
            -1042599,
            -27044,
            -1042599,
            -16127409,
            -5751805,
            -16127409
        ],
        [
            92,
            25,
            158,
            92,
            25,
            158
        ],
        [
            45,
            10,
            74,
            56,
            11,
            95
        ],
        [
            280,
            67,
            705,
            214,
            62,
            474
        ],
        [
            22132,
            3110,
            19022,
            22132,
            3110,
            19022
        ],
        [
            14.176729,
            14.176729,
            18.926729,
            14.176729,
            14.176729,
            18.926729
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574138,
            -297451,
            -574677,
            -167172,
            -577054,
            448828
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MANA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22696,
    "evaluation_days": 1891.33,
    "actual_first_datapoint_time": 1596708000000,
    "first_datapoint_time": 1598342400000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760156069353,
    "expiration_time": 1766038003200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 228,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)