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Trade: MANA/USDT/720/VWAP/RMA/2808

Strategy
MANA/USDT/720/VWAP/RMA/2808
Pair
MANA_USDT
Interval
12h
Score
635614
Daily Profit
0.245037
Profit Factor
3.061051
Profitability
64.444444
Streak
243.263714
Best Strategy
Training Data Length
1876.000000
Evaluation Time
2025-09-27 09:19
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 -771828.0568 58249.6269 -830077.6837 1834701.5222 -7927188.2751 9761889.7973
Total P&L (%) -771.8281 58.2496 -830.0777 1834.7015 -7927.1883 9761.8898
Avg Daily Profit (%) -0.4114 0.0311 -0.4425 0.158 0 0.245
Buy And Hold Return (%) 316.6784 316.6784 316.6784 316.6784 316.6784 316.6784
Max Trade Drawdown -888814 -124921 -918074 -8863919 -8901784 -3471412
Profit Factor 0.3583 1.3467 0.1978 1.1074 0.3581 3.0611
Total Trades 89 44 45 89 44 45
Winning Trades 76 37 39 56 27 29
Losing Trades 13 7 6 33 17 16
Profitability (%) 85.3933 84.0909 86.6667 62.9213 61.3636 64.4444
Ratio Avg Win / Avg Loss 0.0613 0.2548 0.0304 0.6526 0.2255 1.6889
Largest Winning Trade 16919 16919 16825 10194999 941921 10194999
Largest Losing Trade -802299 -71301 -802299 -7183829 -7183829 -1557226
Avg Bars in Trades 40 48 32 40 48 32
Avg Bars in Winners 11 10 13 16 12 19
Avg Bars in Losers 204 247 154 80 104 54
Bars Traded 3562 2115 1447 3562 2115 1447
Profit Streak 78.2637 78.2637 243.2637 78.2637 78.2637 243.2637
Trades During Streak 9 4 7 9 4 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574226 -312719 -574727 -93392 -577829 635614
Evaluation Data
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3752,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1603195200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758953984864,
    "expiration_time": 1763577792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 152,
            "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": [
        [
            -771828.0567655587,
            58249.6269101415,
            -830077.6836757001,
            1834701.5221854618,
            -7927188.275115019,
            9761889.797300473
        ],
        [
            -771.828057,
            58.249627,
            -830.077684,
            1834.701522,
            -7927.188275,
            9761.889797
        ],
        [
            -0.411422,
            0.03105,
            -0.442472,
            0.158043,
            0,
            0.245037
        ],
        [
            316.678366,
            316.678366,
            316.678366,
            316.678366,
            316.678366,
            316.678366
        ],
        [
            -888814,
            -124921,
            -918074,
            -8863919,
            -8901784,
            -3471412
        ],
        [
            0.358323,
            1.346673,
            0.197842,
            1.107376,
            0.358143,
            3.061051
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            76,
            37,
            39,
            56,
            27,
            29
        ],
        [
            13,
            7,
            6,
            33,
            17,
            16
        ],
        [
            85.393258,
            84.090909,
            86.666667,
            62.921348,
            61.363636,
            64.444444
        ],
        [
            0.061292,
            0.254776,
            0.030437,
            0.652561,
            0.225497,
            1.688856
        ],
        [
            16919,
            16919,
            16825,
            10194999,
            941921,
            10194999
        ],
        [
            -802299,
            -71301,
            -802299,
            -7183829,
            -7183829,
            -1557226
        ],
        [
            40,
            48,
            32,
            40,
            48,
            32
        ],
        [
            11,
            10,
            13,
            16,
            12,
            19
        ],
        [
            204,
            247,
            154,
            80,
            104,
            54
        ],
        [
            3562,
            2115,
            1447,
            3562,
            2115,
            1447
        ],
        [
            78.263714,
            78.263714,
            243.263714,
            78.263714,
            78.263714,
            243.263714
        ],
        [
            9,
            4,
            7,
            9,
            4,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574226,
            -312719,
            -574727,
            -93392,
            -577829,
            635614
        ]
    ]
}
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": 1603195200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758953984864,
    "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": "rma",
        "factors": {
            "length": 152,
            "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)