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Trade: MANA/USDT/60/MIDPRICE/VWMA/3756

Strategy
MANA/USDT/60/MIDPRICE/VWMA/3756
Pair
MANA_USDT
Interval
1h
Score
318779
Daily Profit
0.212144
Profit Factor
1.379714
Profitability
43.881857
Streak
14.926403
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-30 18:14
Expiration Time
2025-12-14 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 220983.7851 153158.6264 67825.1587 198072.4755 93344.5086 104727.9669
Total P&L (%) 220.9838 153.1586 67.8252 198.0725 93.3445 104.728
Avg Daily Profit (%) 0.2121 0.147 0.0651 0.1049 0.0633 0.0688
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -62213 -66881 -47304 -192809 -214487 -142193
Profit Factor 1.3797 1.4708 1.2643 1.1171 1.0975 1.1426
Total Trades 237 118 119 237 118 119
Winning Trades 104 46 58 104 46 58
Losing Trades 133 72 61 133 72 61
Profitability (%) 43.8819 38.9831 48.7395 43.8819 38.9831 48.7395
Ratio Avg Win / Avg Loss 1.7644 2.3021 1.3296 1.4286 1.7178 1.2017
Largest Winning Trade 112353 112353 28628 127607 127607 84404
Largest Losing Trade -28972 -18899 -28972 -87084 -71876 -87084
Avg Bars in Trades 103 101 106 103 101 106
Avg Bars in Winners 149 156 145 149 156 145
Avg Bars in Losers 68 66 69 68 66 69
Bars Traded 24638 11989 12649 24638 11989 12649
Profit Streak 14.9264 0 17.2181 14.9264 0 17.2181
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318779 34208 -106428 -145203 -225066 -164841
Evaluation Data
{
    "trading_pair": "MANA_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669240800000,
    "first_datapoint_time": 1669874400000,
    "last_datapoint_time": 1759240800000,
    "evaluation_time": 1759245241200,
    "expiration_time": 1765720800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 44,
            "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": [
        [
            220983.7851405992,
            153158.6264318367,
            67825.1587087628,
            198072.475511846,
            93344.5086079236,
            104727.9669039222
        ],
        [
            220.983785,
            153.158626,
            67.825159,
            198.072476,
            93.344509,
            104.727967
        ],
        [
            0.212144,
            0.147032,
            0.065112,
            0.104903,
            0.063313,
            0.068809
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -62213,
            -66881,
            -47304,
            -192809,
            -214487,
            -142193
        ],
        [
            1.379714,
            1.470812,
            1.264254,
            1.117101,
            1.097512,
            1.142641
        ],
        [
            237,
            118,
            119,
            237,
            118,
            119
        ],
        [
            104,
            46,
            58,
            104,
            46,
            58
        ],
        [
            133,
            72,
            61,
            133,
            72,
            61
        ],
        [
            43.881857,
            38.983051,
            48.739496,
            43.881857,
            38.983051,
            48.739496
        ],
        [
            1.764442,
            2.302141,
            1.329646,
            1.428601,
            1.717846,
            1.201743
        ],
        [
            112353,
            112353,
            28628,
            127607,
            127607,
            84404
        ],
        [
            -28972,
            -18899,
            -28972,
            -87084,
            -71876,
            -87084
        ],
        [
            103,
            101,
            106,
            103,
            101,
            106
        ],
        [
            149,
            156,
            145,
            149,
            156,
            145
        ],
        [
            68,
            66,
            69,
            68,
            66,
            69
        ],
        [
            24638,
            11989,
            12649,
            24638,
            11989,
            12649
        ],
        [
            14.926403,
            0,
            17.218069,
            14.926403,
            0,
            17.218069
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318779,
            34208,
            -106428,
            -145203,
            -225066,
            -164841
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MANA_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669240800000,
    "first_datapoint_time": 1669874400000,
    "last_datapoint_time": 1759240800000,
    "evaluation_time": 1759245241200,
    "expiration_time": 1765720800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 44,
            "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)