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Trade: MANA/USDT/480/SSF/VWMA/9388

Strategy
MANA/USDT/480/SSF/VWMA/9388
Pair
MANA_USDT
Interval
8h
Score
385438
Daily Profit
0.413023
Profit Factor
2.020900
Profitability
46.078431
Streak
91.828344
Best Strategy
Training Data Length
1877.330000
Evaluation Time
2025-09-26 14:52
Expiration Time
2025-11-21 17:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 775381.3966 784529.8014 -9148.4049 281371.1416 94731.0121 186640.1295
Total P&L (%) 775.3814 784.5298 -9.1484 281.3711 94.731 186.6401
Avg Daily Profit (%) 0.413 0.4179 -0.0049 0.0713 0.0355 0.0561
Buy And Hold Return (%) 265.6429 265.6429 265.6429 265.6429 265.6429 265.6429
Max Trade Drawdown -128129 -109674 -148585 -925214 -975386 -334060
Profit Factor 2.0209 2.732 0.9702 1.0702 1.0333 1.1601
Total Trades 102 51 51 102 51 51
Winning Trades 47 24 23 47 24 23
Losing Trades 55 27 28 55 27 28
Profitability (%) 46.0784 47.0588 45.098 46.0784 47.0588 45.098
Ratio Avg Win / Avg Loss 2.3649 3.0735 1.1811 1.2524 1.1625 1.4124
Largest Winning Trade 473169 473169 42814 647331 647331 237912
Largest Losing Trade -49008 -49008 -36169 -528975 -528975 -140371
Avg Bars in Trades 52 78 26 52 78 26
Avg Bars in Winners 58 80 36 58 80 36
Avg Bars in Losers 47 77 18 47 77 18
Bars Traded 5360 4013 1347 5360 4013 1347
Profit Streak 91.8283 95.8283 91.8283 91.8283 95.8283 91.8283
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 385438 -167880 -759835 -388175 -674954 -508863

Evaluation Data

{
    "trading_pair": "MANA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5632,
    "evaluation_days": 1877.33,
    "actual_first_datapoint_time": 1596700800000,
    "first_datapoint_time": 1599379200000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758887568889,
    "expiration_time": 1763739648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 177,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 94,
            "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": [
        [
            775381.396552906,
            784529.8014133199,
            -9148.4048604137,
            281371.1415572374,
            94731.0120873648,
            186640.1294698726
        ],
        [
            775.381397,
            784.529801,
            -9.148405,
            281.371142,
            94.731012,
            186.640129
        ],
        [
            0.413023,
            0.417897,
            -0.004873,
            0.071329,
            0.035506,
            0.056109
        ],
        [
            265.642867,
            265.642867,
            265.642867,
            265.642867,
            265.642867,
            265.642867
        ],
        [
            -128129,
            -109674,
            -148585,
            -925214,
            -975386,
            -334060
        ],
        [
            2.0209,
            2.731958,
            0.970155,
            1.070199,
            1.033324,
            1.160146
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            46.078431,
            47.058824,
            45.098039,
            46.078431,
            47.058824,
            45.098039
        ],
        [
            2.364882,
            3.073453,
            1.181059,
            1.252361,
            1.162489,
            1.412351
        ],
        [
            473169,
            473169,
            42814,
            647331,
            647331,
            237912
        ],
        [
            -49008,
            -49008,
            -36169,
            -528975,
            -528975,
            -140371
        ],
        [
            52,
            78,
            26,
            52,
            78,
            26
        ],
        [
            58,
            80,
            36,
            58,
            80,
            36
        ],
        [
            47,
            77,
            18,
            47,
            77,
            18
        ],
        [
            5360,
            4013,
            1347,
            5360,
            4013,
            1347
        ],
        [
            91.828344,
            95.828344,
            91.828344,
            91.828344,
            95.828344,
            91.828344
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            385438,
            -167880,
            -759835,
            -388175,
            -674954,
            -508863
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MANA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5632,
    "evaluation_days": 1877.33,
    "actual_first_datapoint_time": 1596700800000,
    "first_datapoint_time": 1599379200000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758887568889,
    "expiration_time": 1763739648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 177,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 94,
            "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)