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Trade: MANA/USDT/720/VWAP/DCM/2648

Strategy
MANA/USDT/720/VWAP/DCM/2648
Pair
MANA_USDT
Interval
12h
Score
569468
Daily Profit
0.225885
Profit Factor
2.713463
Profitability
75.510204
Streak
282.453290
Best Strategy
Training Data Length
1876.000000
Evaluation Time
2025-09-27 01:52
Expiration Time
2025-11-19 20:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -412282.5128 178544.0086 -590826.5215 1042694.9186 -5748517.7658 6791212.6844
Total P&L (%) -412.2825 178.544 -590.8265 1042.6949 -5748.5178 6791.2127
Avg Daily Profit (%) -0.2198 0.0952 -0.3149 0.1299 0 0.2259
Buy And Hold Return (%) 259.1047 259.1047 259.1047 259.1047 259.1047 259.1047
Max Trade Drawdown -585066 -108399 -679529 -10100482 -9491037 -1533758
Profit Factor 0.6155 1.9576 0.333 1.0641 0.5323 2.7135
Total Trades 98 49 49 98 49 49
Winning Trades 82 41 41 70 33 37
Losing Trades 16 8 8 28 16 12
Profitability (%) 83.6735 83.6735 83.6735 71.4286 67.3469 75.5102
Ratio Avg Win / Avg Loss 0.1201 0.382 0.065 0.4257 0.2581 0.88
Largest Winning Trade 30317 30317 22191 4771491 1043311 4771491
Largest Losing Trade -581302 -81490 -581302 -8568728 -8568728 -1378764
Avg Bars in Trades 35 47 23 35 47 23
Avg Bars in Winners 14 14 13 12 11 13
Avg Bars in Losers 142 212 73 91 121 51
Bars Traded 3443 2311 1132 3443 2311 1132
Profit Streak 120.9533 120.9533 282.4533 120.9533 120.9533 282.4533
Trades During Streak 11 5 9 11 5 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574367 -224982 -574678 -168037 -577011 569468
Evaluation Data
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3752,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1606694400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758927164280,
    "expiration_time": 1763577792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 233,
            "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": [
        [
            -412282.5128458691,
            178544.0086141701,
            -590826.5214600391,
            1042694.9185861377,
            -5748517.76583047,
            6791212.684416607
        ],
        [
            -412.282513,
            178.544009,
            -590.826521,
            1042.694919,
            -5748.517766,
            6791.212684
        ],
        [
            -0.219767,
            0.095173,
            -0.31494,
            0.129934,
            0,
            0.225885
        ],
        [
            259.104658,
            259.104658,
            259.104658,
            259.104658,
            259.104658,
            259.104658
        ],
        [
            -585066,
            -108399,
            -679529,
            -10100482,
            -9491037,
            -1533758
        ],
        [
            0.615478,
            1.957566,
            0.332956,
            1.064145,
            0.532333,
            2.713463
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            82,
            41,
            41,
            70,
            33,
            37
        ],
        [
            16,
            8,
            8,
            28,
            16,
            12
        ],
        [
            83.673469,
            83.673469,
            83.673469,
            71.428571,
            67.346939,
            75.510204
        ],
        [
            0.120093,
            0.381964,
            0.064967,
            0.425658,
            0.258101,
            0.880042
        ],
        [
            30317,
            30317,
            22191,
            4771491,
            1043311,
            4771491
        ],
        [
            -581302,
            -81490,
            -581302,
            -8568728,
            -8568728,
            -1378764
        ],
        [
            35,
            47,
            23,
            35,
            47,
            23
        ],
        [
            14,
            14,
            13,
            12,
            11,
            13
        ],
        [
            142,
            212,
            73,
            91,
            121,
            51
        ],
        [
            3443,
            2311,
            1132,
            3443,
            2311,
            1132
        ],
        [
            120.95329,
            120.95329,
            282.45329,
            120.95329,
            120.95329,
            282.45329
        ],
        [
            11,
            5,
            9,
            11,
            5,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574367,
            -224982,
            -574678,
            -168037,
            -577011,
            569468
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3752,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1606694400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758927164280,
    "expiration_time": 1763577792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 233,
            "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)