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Trade: MANA/USDT/720/HWMA/MIDPRICE/6083

Strategy
MANA/USDT/720/HWMA/MIDPRICE/6083
Pair
MANA_USDT
Interval
12h
Score
645882
Daily Profit
0.247173
Profit Factor
3.158770
Profitability
62.790698
Streak
289.812477
Best Strategy
Training Data Length
1886.000000
Evaluation Time
2025-10-04 22:29
Expiration Time
2025-11-30 03:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -640306.7691 98593.8091 -738900.5782 676127.3652 -9744519.1938 10420646.5589
Total P&L (%) -640.3068 98.5938 -738.9006 676.1274 -9744.5192 10420.6466
Avg Daily Profit (%) -0.3395 0.0523 -0.3918 0.1087 0 0.2472
Buy And Hold Return (%) 277.5314 277.5314 277.5314 277.5314 277.5314 277.5314
Max Trade Drawdown -770382 -135362 -811948 -13635669 -12757778 -1765965
Profit Factor 0.4741 1.4575 0.2626 1.0328 0.3823 3.1588
Total Trades 87 44 43 87 44 43
Winning Trades 65 33 32 53 26 27
Losing Trades 22 11 11 34 18 16
Profitability (%) 74.7126 75 74.4186 60.9195 59.0909 62.7907
Ratio Avg Win / Avg Loss 0.1605 0.4858 0.0903 0.6626 0.2647 1.8719
Largest Winning Trade 27401 27401 23380 8854321 1796730 8854321
Largest Losing Trade -561061 -80958 -561061 -11315557 -11315557 -1190651
Avg Bars in Trades 40 53 27 40 53 27
Avg Bars in Winners 16 16 15 15 12 17
Avg Bars in Losers 111 162 60 79 112 43
Bars Traded 3510 2340 1170 3510 2340 1170
Profit Streak 116.8125 116.8125 289.8125 116.8125 116.8125 289.8125
Trades During Streak 10 5 9 10 5 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575462 -284778 -575806 -233991 -578117 645882
Evaluation Data
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3772,
    "evaluation_days": 1886,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1606737600000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759606197978,
    "expiration_time": 1764467712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.38083,
            "nb": 0.19636,
            "nc": 0.12594
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 234,
            "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": [
        [
            -640306.7690819458,
            98593.8091127141,
            -738900.5781946599,
            676127.3651605045,
            -9744519.193759114,
            10420646.558919622
        ],
        [
            -640.306769,
            98.593809,
            -738.900578,
            676.127365,
            -9744.519194,
            10420.646559
        ],
        [
            -0.339505,
            0.052277,
            -0.391782,
            0.108709,
            0,
            0.247173
        ],
        [
            277.531395,
            277.531395,
            277.531395,
            277.531395,
            277.531395,
            277.531395
        ],
        [
            -770382,
            -135362,
            -811948,
            -13635669,
            -12757778,
            -1765965
        ],
        [
            0.474122,
            1.457488,
            0.262637,
            1.032818,
            0.382281,
            3.15877
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            65,
            33,
            32,
            53,
            26,
            27
        ],
        [
            22,
            11,
            11,
            34,
            18,
            16
        ],
        [
            74.712644,
            75,
            74.418605,
            60.91954,
            59.090909,
            62.790698
        ],
        [
            0.160472,
            0.485829,
            0.090281,
            0.662563,
            0.264656,
            1.871863
        ],
        [
            27401,
            27401,
            23380,
            8854321,
            1796730,
            8854321
        ],
        [
            -561061,
            -80958,
            -561061,
            -11315557,
            -11315557,
            -1190651
        ],
        [
            40,
            53,
            27,
            40,
            53,
            27
        ],
        [
            16,
            16,
            15,
            15,
            12,
            17
        ],
        [
            111,
            162,
            60,
            79,
            112,
            43
        ],
        [
            3510,
            2340,
            1170,
            3510,
            2340,
            1170
        ],
        [
            116.812476,
            116.812476,
            289.812476,
            116.812477,
            116.812477,
            289.812477
        ],
        [
            10,
            5,
            9,
            10,
            5,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575462,
            -284778,
            -575806,
            -233991,
            -578117,
            645882
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3772,
    "evaluation_days": 1886,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1606737600000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759606197978,
    "expiration_time": 1764467712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.38083,
            "nb": 0.19636,
            "nc": 0.12594
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 234,
            "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)