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Trade: MANA/USDT/360/VWAP/KCL/8036

Strategy
MANA/USDT/360/VWAP/KCL/8036
Pair
MANA_USDT
Interval
6h
Score
530715
Daily Profit
0.267613
Profit Factor
1.961484
Profitability
79.310345
Streak
118.814759
Best Strategy
Training Data Length
1875.500000
Evaluation Time
2025-09-26 10:33
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 -1413030.339 -1377.9712 -1411652.3677 3377812.3329 -11548432.942 14926245.2749
Total P&L (%) -1413.0303 -1.378 -1411.6524 3377.8123 -11548.4329 14926.2453
Avg Daily Profit (%) -0.7534 -0.0007 -0.7527 0.1894 0 0.2676
Buy And Hold Return (%) 255.8753 255.8753 255.8753 255.8753 255.8753 255.8753
Max Trade Drawdown -1542882 -113908 -1529346 -13425249 -13336183 -6603695
Profit Factor 0.313 0.994 0.227 1.0938 0.4368 1.9615
Total Trades 175 88 87 175 88 87
Winning Trades 140 63 77 124 55 69
Losing Trades 35 25 10 51 33 18
Profitability (%) 80 71.5909 88.5057 70.8571 62.5 79.3103
Ratio Avg Win / Avg Loss 0.0782 0.3945 0.0295 0.4498 0.2621 0.5117
Largest Winning Trade 21536 20662 21536 11585168 1600843 11585168
Largest Losing Trade -1257184 -46321 -1257184 -6866054 -6866054 -5781684
Avg Bars in Trades 39 20 59 39 20 59
Avg Bars in Winners 17 7 25 24 8 37
Avg Bars in Losers 130 55 316 77 42 141
Bars Traded 6977 1831 5146 6977 1831 5146
Profit Streak 118.8148 168.8148 118.8148 118.8148 168.8148 118.8148
Trades During Streak 11 6 5 11 6 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574343 -576303 -574683 -105870 -577481 530715

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": 1599804000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758871995206,
    "expiration_time": 1763576496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 145,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            -1413030.338951731,
            -1377.9712309484,
            -1411652.3677207837,
            3377812.332911434,
            -11548432.94196647,
            14926245.274877904
        ],
        [
            -1413.030339,
            -1.377971,
            -1411.652368,
            3377.812333,
            -11548.432942,
            14926.245275
        ],
        [
            -0.753415,
            -0.000735,
            -0.752681,
            0.189408,
            0,
            0.267613
        ],
        [
            255.8753,
            255.8753,
            255.8753,
            255.8753,
            255.8753,
            255.8753
        ],
        [
            -1542882,
            -113908,
            -1529346,
            -13425249,
            -13336183,
            -6603695
        ],
        [
            0.312992,
            0.994022,
            0.227037,
            1.093752,
            0.436805,
            1.961484
        ],
        [
            175,
            88,
            87,
            175,
            88,
            87
        ],
        [
            140,
            63,
            77,
            124,
            55,
            69
        ],
        [
            35,
            25,
            10,
            51,
            33,
            18
        ],
        [
            80,
            71.590909,
            88.505747,
            70.857143,
            62.5,
            79.310345
        ],
        [
            0.078248,
            0.394453,
            0.029485,
            0.449849,
            0.262083,
            0.511691
        ],
        [
            21536,
            20662,
            21536,
            11585168,
            1600843,
            11585168
        ],
        [
            -1257184,
            -46321,
            -1257184,
            -6866054,
            -6866054,
            -5781684
        ],
        [
            39,
            20,
            59,
            39,
            20,
            59
        ],
        [
            17,
            7,
            25,
            24,
            8,
            37
        ],
        [
            130,
            55,
            316,
            77,
            42,
            141
        ],
        [
            6977,
            1831,
            5146,
            6977,
            1831,
            5146
        ],
        [
            118.814759,
            168.814759,
            118.814759,
            118.814759,
            168.814759,
            118.814759
        ],
        [
            11,
            6,
            5,
            11,
            6,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574343,
            -576303,
            -574683,
            -105870,
            -577481,
            530715
        ]
    ]
}
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": 1599804000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758871995206,
    "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": "kcl",
        "factors": {
            "length": 145,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)