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Trade: MANA/USDT/720/OHLC4/VWAP/4311

Strategy
MANA/USDT/720/OHLC4/VWAP/4311
Pair
MANA_USDT
Interval
12h
Score
345927
Daily Profit
0.544680
Profit Factor
5.116047
Profitability
30.612245
Streak
10.366419
Best Strategy
Training Data Length
1883.500000
Evaluation Time
2025-10-02 11:47
Expiration Time
2025-11-27 14:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 975614.7359 1025904.4043 -50289.6684 76274.9272 331122.4491 -254847.5219
Total P&L (%) 975.6147 1025.9044 -50.2897 76.2749 331.1224 -254.8475
Avg Daily Profit (%) 0.518 0.5447 -0.0267 0.0301 0.0776 0
Buy And Hold Return (%) 275.3686 275.3686 275.3686 275.3686 275.3686 275.3686
Max Trade Drawdown -129090 -79975 -121302 -719846 -372963 -373170
Profit Factor 2.7118 5.116 0.8432 1.0348 1.333 0.787
Total Trades 99 49 50 99 49 50
Winning Trades 31 15 16 31 15 16
Losing Trades 68 34 34 68 34 34
Profitability (%) 31.3131 30.6122 32 31.3131 30.6122 32
Ratio Avg Win / Avg Loss 5.9484 11.5964 1.7918 2.2699 3.0215 1.6723
Largest Winning Trade 965928 965928 65586 535908 535908 191669
Largest Losing Trade -62132 -24069 -62132 -204675 -111601 -204675
Avg Bars in Trades 36 31 41 36 31 41
Avg Bars in Winners 75 63 86 75 63 86
Avg Bars in Losers 19 17 20 19 17 20
Bars Traded 3637 1559 2078 3637 1559 2078
Profit Streak 10.3664 10.3664 19.3664 10.3664 10.3664 19.3664
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 282036 345927 -763536 -505031 -197505 -763536
Evaluation Data
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3767,
    "evaluation_days": 1883.5,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1601424000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759394858621,
    "expiration_time": 1764245232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 110
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            975614.7359018247,
            1025904.4042899511,
            -50289.6683881261,
            76274.927216673,
            331122.4490902573,
            -254847.5218735842
        ],
        [
            975.614736,
            1025.904404,
            -50.289668,
            76.274927,
            331.122449,
            -254.847522
        ],
        [
            0.51798,
            0.54468,
            -0.0267,
            0.030101,
            0.07761,
            0
        ],
        [
            275.368645,
            275.368645,
            275.368645,
            275.368645,
            275.368645,
            275.368645
        ],
        [
            -129090,
            -79975,
            -121302,
            -719846,
            -372963,
            -373170
        ],
        [
            2.711754,
            5.116047,
            0.84319,
            1.034819,
            1.333003,
            0.786964
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            31.313131,
            30.612245,
            32,
            31.313131,
            30.612245,
            32
        ],
        [
            5.948363,
            11.596373,
            1.79178,
            2.269925,
            3.021473,
            1.672298
        ],
        [
            965928,
            965928,
            65586,
            535908,
            535908,
            191669
        ],
        [
            -62132,
            -24069,
            -62132,
            -204675,
            -111601,
            -204675
        ],
        [
            36,
            31,
            41,
            36,
            31,
            41
        ],
        [
            75,
            63,
            86,
            75,
            63,
            86
        ],
        [
            19,
            17,
            20,
            19,
            17,
            20
        ],
        [
            3637,
            1559,
            2078,
            3637,
            1559,
            2078
        ],
        [
            10.366419,
            10.366419,
            19.366419,
            10.366419,
            10.366419,
            19.366419
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            282036,
            345927,
            -763536,
            -505031,
            -197505,
            -763536
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3767,
    "evaluation_days": 1883.5,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1601424000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759394858621,
    "expiration_time": 1764245232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 110
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)