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Trade: MANA/USDT/720/VWAP/VWAP/8243

Strategy
MANA/USDT/720/VWAP/VWAP/8243
Pair
MANA_USDT
Interval
12h
Score
623647
Daily Profit
0.232836
Profit Factor
3.031634
Profitability
66.666667
Streak
75.866481
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 -840238.0771 25139.8193 -865377.8964 1226528.8572 -6660226.4228 7886755.2799
Total P&L (%) -840.2381 25.1398 -865.3779 1226.5289 -6660.2264 7886.7553
Avg Daily Profit (%) -0.4461 0.0133 -0.4595 0.1373 0 0.2328
Buy And Hold Return (%) 326.3701 326.3701 326.3701 326.3701 326.3701 326.3701
Max Trade Drawdown -989881 -141472 -947882 -6358665 -7070895 -2369757
Profit Factor 0.3709 1.101 0.2036 1.0926 0.2882 3.0316
Total Trades 95 47 48 95 47 48
Winning Trades 66 32 34 60 28 32
Losing Trades 29 15 14 35 19 16
Profitability (%) 69.4737 68.0851 70.8333 63.1579 59.5745 66.6667
Ratio Avg Win / Avg Loss 0.163 0.5161 0.0838 0.6374 0.1956 1.5158
Largest Winning Trade 54412 54412 18999 7821041 303501 7821041
Largest Losing Trade -707105 -59944 -707105 -4231167 -4231167 -1435829
Avg Bars in Trades 37 43 32 37 43 32
Avg Bars in Winners 16 13 20 21 18 24
Avg Bars in Losers 85 106 64 65 79 48
Bars Traded 3604 2028 1576 3604 2028 1576
Profit Streak 54.8665 54.8665 75.8665 54.8665 54.8665 75.8665
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576318 -448927 -577023 -128620 -578893 623647
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": 1602763200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759394863928,
    "expiration_time": 1764245232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 141
        }
    }
}
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": [
        [
            -840238.077061778,
            25139.8193385738,
            -865377.8964003513,
            1226528.8571981478,
            -6660226.422750948,
            7886755.279949097
        ],
        [
            -840.238077,
            25.139819,
            -865.377896,
            1226.528857,
            -6660.226423,
            7886.75528
        ],
        [
            -0.446105,
            0.013347,
            -0.459452,
            0.137347,
            0,
            0.232836
        ],
        [
            326.370092,
            326.370092,
            326.370092,
            326.370092,
            326.370092,
            326.370092
        ],
        [
            -989881,
            -141472,
            -947882,
            -6358665,
            -7070895,
            -2369757
        ],
        [
            0.370897,
            1.10097,
            0.203613,
            1.092644,
            0.288219,
            3.031634
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            66,
            32,
            34,
            60,
            28,
            32
        ],
        [
            29,
            15,
            14,
            35,
            19,
            16
        ],
        [
            69.473684,
            68.085106,
            70.833333,
            63.157895,
            59.574468,
            66.666667
        ],
        [
            0.16297,
            0.51608,
            0.083841,
            0.637376,
            0.195577,
            1.515817
        ],
        [
            54412,
            54412,
            18999,
            7821041,
            303501,
            7821041
        ],
        [
            -707105,
            -59944,
            -707105,
            -4231167,
            -4231167,
            -1435829
        ],
        [
            37,
            43,
            32,
            37,
            43,
            32
        ],
        [
            16,
            13,
            20,
            21,
            18,
            24
        ],
        [
            85,
            106,
            64,
            65,
            79,
            48
        ],
        [
            3604,
            2028,
            1576,
            3604,
            2028,
            1576
        ],
        [
            54.866481,
            54.866481,
            75.866481,
            54.866481,
            54.866481,
            75.866481
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576318,
            -448927,
            -577023,
            -128620,
            -578893,
            623647
        ]
    ]
}
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": 1602763200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759394863928,
    "expiration_time": 1764245232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 141
        }
    }
}

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)