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Trade: MANA/USDT/360/VWAP/ALMA/4219

Strategy
MANA/USDT/360/VWAP/ALMA/4219
Pair
MANA_USDT
Interval
6h
Score
498726
Daily Profit
0.165811
Profit Factor
2.035631
Profitability
77.777778
Streak
265.042962
Best Strategy
Training Data Length
1875.500000
Evaluation Time
2025-09-27 22:01
Expiration Time
2025-11-19 20:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1461909.7437 -147317.6215 -1314592.1222 -51827.5608 -2187667.1575 2135839.5967
Total P&L (%) -1461.9097 -147.3176 -1314.5921 -51.8276 -2187.6672 2135.8396
Avg Daily Profit (%) -0.7795 -0.0785 -0.7009 -0.0389 0 0.1658
Buy And Hold Return (%) 269.338 269.338 269.338 269.338 269.338 269.338
Max Trade Drawdown -1550323 -203165 -1352206 -2288315 -2593306 -1439453
Profit Factor 0.1673 0.5099 0.0966 0.9895 0.2354 2.0356
Total Trades 72 36 36 72 36 36
Winning Trades 51 24 27 51 23 28
Losing Trades 21 12 9 21 13 8
Profitability (%) 70.8333 66.6667 75 70.8333 63.8889 77.7778
Ratio Avg Win / Avg Loss 0.0689 0.255 0.0322 0.4074 0.1331 0.5816
Largest Winning Trade 20553 20553 10869 3286771 368169 3286771
Largest Losing Trade -1015310 -61752 -1015310 -1430761 -1430761 -1408791
Avg Bars in Trades 101 118 83 101 118 83
Avg Bars in Winners 37 42 34 49 48 49
Avg Bars in Losers 254 271 232 226 242 202
Bars Traded 7283 4269 3014 7283 4269 3014
Profit Streak 166.793 166.793 265.043 166.793 166.793 265.043
Trades During Streak 9 4 6 9 4 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -660051 -577237 -576121 -660051 -577597 498726
Evaluation Data
{
    "trading_pair": "MANA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1596693600000,
    "first_datapoint_time": 1601164800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758999711879,
    "expiration_time": 1763576496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 208,
            "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": [
        [
            -1461909.743691598,
            -147317.6214879272,
            -1314592.1222036714,
            -51827.5608002798,
            -2187667.1574613843,
            2135839.5966611053
        ],
        [
            -1461.909744,
            -147.317621,
            -1314.592122,
            -51.827561,
            -2187.667157,
            2135.839597
        ],
        [
            -0.779477,
            -0.078548,
            -0.700929,
            -0.038936,
            0,
            0.165811
        ],
        [
            269.337979,
            269.337979,
            269.337979,
            269.337979,
            269.337979,
            269.337979
        ],
        [
            -1550323,
            -203165,
            -1352206,
            -2288315,
            -2593306,
            -1439453
        ],
        [
            0.167323,
            0.509907,
            0.096551,
            0.989474,
            0.235414,
            2.035631
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            51,
            24,
            27,
            51,
            23,
            28
        ],
        [
            21,
            12,
            9,
            21,
            13,
            8
        ],
        [
            70.833333,
            66.666667,
            75,
            70.833333,
            63.888889,
            77.777778
        ],
        [
            0.068898,
            0.254954,
            0.032184,
            0.40743,
            0.13306,
            0.581609
        ],
        [
            20553,
            20553,
            10869,
            3286771,
            368169,
            3286771
        ],
        [
            -1015310,
            -61752,
            -1015310,
            -1430761,
            -1430761,
            -1408791
        ],
        [
            101,
            118,
            83,
            101,
            118,
            83
        ],
        [
            37,
            42,
            34,
            49,
            48,
            49
        ],
        [
            254,
            271,
            232,
            226,
            242,
            202
        ],
        [
            7283,
            4269,
            3014,
            7283,
            4269,
            3014
        ],
        [
            166.792961,
            166.792961,
            265.042961,
            166.792962,
            166.792962,
            265.042962
        ],
        [
            9,
            4,
            6,
            9,
            4,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -660051,
            -577237,
            -576121,
            -660051,
            -577597,
            498726
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MANA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1596693600000,
    "first_datapoint_time": 1601164800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758999711879,
    "expiration_time": 1763576496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 208,
            "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)