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Trade: MANA/USDT/720/FWMA/MIDPRICE/8791

Strategy
MANA/USDT/720/FWMA/MIDPRICE/8791
Pair
MANA_USDT
Interval
12h
Score
535720
Daily Profit
0.236477
Profit Factor
1.997325
Profitability
81.818182
Streak
295.755474
Best Strategy
Training Data Length
1892.000000
Evaluation Time
2025-10-10 21:07
Expiration Time
2025-12-06 08:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1057908.1659 -9461.7952 -1048446.3707 178763.8746 -8446959.9308 8625723.8054
Total P&L (%) -1057.9082 -9.4618 -1048.4464 178.7639 -8446.9599 8625.7238
Avg Daily Profit (%) -0.5591 -0.005 -0.5541 0.0542 0 0.2365
Buy And Hold Return (%) 293.8395 293.8395 293.8395 293.8395 293.8395 293.8395
Max Trade Drawdown -1290001 -192993 -1129911 -15116986 -14094510 -4310851
Profit Factor 0.3573 0.9706 0.2081 1.007 0.5028 1.9973
Total Trades 87 43 44 87 43 44
Winning Trades 64 29 35 64 28 36
Losing Trades 23 14 9 23 15 8
Profitability (%) 73.5632 67.4419 79.5455 73.5632 65.1163 81.8182
Ratio Avg Win / Avg Loss 0.1284 0.4686 0.0535 0.3619 0.2694 0.4439
Largest Winning Trade 29707 29707 17463 7493447 1898629 7493447
Largest Losing Trade -820218 -59708 -820218 -9122418 -9122418 -4094923
Avg Bars in Trades 42 54 30 42 54 30
Avg Bars in Winners 19 23 17 21 24 19
Avg Bars in Losers 103 117 82 99 110 79
Bars Traded 3670 2329 1341 3670 2329 1341
Profit Streak 179.7555 179.7555 295.7555 179.7555 179.7555 295.7555
Trades During Streak 9 4 5 9 4 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575692 -577082 -575499 -495755 -577383 535720
Evaluation Data
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3784,
    "evaluation_days": 1892,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1601208000000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760119672929,
    "expiration_time": 1765001664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 106,
            "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": [
        [
            -1057908.165934952,
            -9461.7952470279,
            -1048446.3706879237,
            178763.8746428445,
            -8446959.93079397,
            8625723.805436818
        ],
        [
            -1057.908166,
            -9.461795,
            -1048.446371,
            178.763875,
            -8446.959931,
            8625.723805
        ],
        [
            -0.559148,
            -0.005001,
            -0.554147,
            0.0542,
            0,
            0.236477
        ],
        [
            293.839523,
            293.839523,
            293.839523,
            293.839523,
            293.839523,
            293.839523
        ],
        [
            -1290001,
            -192993,
            -1129911,
            -15116986,
            -14094510,
            -4310851
        ],
        [
            0.357331,
            0.970628,
            0.208113,
            1.006973,
            0.50281,
            1.997325
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            64,
            29,
            35,
            64,
            28,
            36
        ],
        [
            23,
            14,
            9,
            23,
            15,
            8
        ],
        [
            73.563218,
            67.44186,
            79.545455,
            73.563218,
            65.116279,
            81.818182
        ],
        [
            0.128416,
            0.468579,
            0.053515,
            0.361881,
            0.269362,
            0.44385
        ],
        [
            29707,
            29707,
            17463,
            7493447,
            1898629,
            7493447
        ],
        [
            -820218,
            -59708,
            -820218,
            -9122418,
            -9122418,
            -4094923
        ],
        [
            42,
            54,
            30,
            42,
            54,
            30
        ],
        [
            19,
            23,
            17,
            21,
            24,
            19
        ],
        [
            103,
            117,
            82,
            99,
            110,
            79
        ],
        [
            3670,
            2329,
            1341,
            3670,
            2329,
            1341
        ],
        [
            179.755474,
            179.755474,
            295.755474,
            179.755474,
            179.755474,
            295.755474
        ],
        [
            9,
            4,
            5,
            9,
            4,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575692,
            -577082,
            -575499,
            -495755,
            -577383,
            535720
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3784,
    "evaluation_days": 1892,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1601208000000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760119672929,
    "expiration_time": 1765001664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 106,
            "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)