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Trade: MANA/USDT/240/VWAP/KCB/4819

Strategy
MANA/USDT/240/VWAP/KCB/4819
Pair
MANA_USDT
Interval
4h
Score
730206
Daily Profit
0.840307
Profit Factor
5.387206
Profitability
48.000000
Streak
12.822719
Best Strategy
Training Data Length
1879.670000
Evaluation Time
2025-09-29 02:44
Expiration Time
2025-11-24 07:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1609467.2779 1579500.591 29966.687 721453.4437 1584094.0288 -862640.5851
Total P&L (%) 1609.4673 1579.5006 29.9667 721.4534 1584.094 -862.6406
Avg Daily Profit (%) 0.8563 0.8403 0.0159 0.1121 0.1503 0
Buy And Hold Return (%) 259.4039 259.4039 259.4039 259.4039 259.4039 259.4039
Max Trade Drawdown -111869 -74573 -83920 -2301452 -1343057 -2077491
Profit Factor 2.9143 5.3872 1.0623 1.0841 1.4729 0.8351
Total Trades 250 125 125 250 125 125
Winning Trades 117 60 57 117 60 57
Losing Trades 133 65 68 133 65 68
Profitability (%) 46.8 48 45.6 46.8 48 45.6
Ratio Avg Win / Avg Loss 3.3128 5.8361 1.2673 1.2323 1.5956 0.9962
Largest Winning Trade 1269144 1269144 64775 2062629 2062629 893783
Largest Losing Trade -77674 -32642 -77674 -1934515 -447266 -1934515
Avg Bars in Trades 43 41 46 43 41 46
Avg Bars in Winners 61 56 65 61 56 65
Avg Bars in Losers 28 26 29 28 26 29
Bars Traded 10928 5156 5772 10928 5156 5772
Profit Streak 0 12.8227 0 0 12.8227 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 659255 730206 -491220 -174198 319692 -582711
Evaluation Data
{
    "trading_pair": "MANA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11278,
    "evaluation_days": 1879.67,
    "actual_first_datapoint_time": 1596700800000,
    "first_datapoint_time": 1600070400000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759103082904,
    "expiration_time": 1763961696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 205
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 235,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            1609467.277934672,
            1579500.5909690415,
            29966.686965631,
            721453.4437342245,
            1584094.0288040284,
            -862640.5850698048
        ],
        [
            1609.467278,
            1579.500591,
            29.966687,
            721.453444,
            1584.094029,
            -862.640585
        ],
        [
            0.85625,
            0.840307,
            0.015943,
            0.112099,
            0.150342,
            0
        ],
        [
            259.403867,
            259.403867,
            259.403867,
            259.403867,
            259.403867,
            259.403867
        ],
        [
            -111869,
            -74573,
            -83920,
            -2301452,
            -1343057,
            -2077491
        ],
        [
            2.91428,
            5.387206,
            1.062334,
            1.084086,
            1.472902,
            0.835065
        ],
        [
            250,
            125,
            125,
            250,
            125,
            125
        ],
        [
            117,
            60,
            57,
            117,
            60,
            57
        ],
        [
            133,
            65,
            68,
            133,
            65,
            68
        ],
        [
            46.8,
            48,
            45.6,
            46.8,
            48,
            45.6
        ],
        [
            3.312814,
            5.83614,
            1.267346,
            1.232337,
            1.595644,
            0.996218
        ],
        [
            1269144,
            1269144,
            64775,
            2062629,
            2062629,
            893783
        ],
        [
            -77674,
            -32642,
            -77674,
            -1934515,
            -447266,
            -1934515
        ],
        [
            43,
            41,
            46,
            43,
            41,
            46
        ],
        [
            61,
            56,
            65,
            61,
            56,
            65
        ],
        [
            28,
            26,
            29,
            28,
            26,
            29
        ],
        [
            10928,
            5156,
            5772,
            10928,
            5156,
            5772
        ],
        [
            0,
            12.822719,
            0,
            0,
            12.822719,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            659255,
            730206,
            -491220,
            -174198,
            319692,
            -582711
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MANA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11278,
    "evaluation_days": 1879.67,
    "actual_first_datapoint_time": 1596700800000,
    "first_datapoint_time": 1600070400000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759103082904,
    "expiration_time": 1763961696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 205
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 235,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)