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Trade: MANA/USDT/720/LINREG/VWAP/8009

Strategy
MANA/USDT/720/LINREG/VWAP/8009
Pair
MANA_USDT
Interval
12h
Score
307500
Daily Profit
0.517306
Profit Factor
2.289664
Profitability
34.193548
Streak
67.110635
Best Strategy
Training Data Length
1885.000000
Evaluation Time
2025-10-03 17:39
Expiration Time
2025-11-29 03:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 975122.4328 908347.3323 66775.1004 1909257.3985 693688.278 1215569.1206
Total P&L (%) 975.1224 908.3473 66.7751 1909.2574 693.6883 1215.5691
Avg Daily Profit (%) 0.5173 0.4819 0.0354 0.1593 0.11 0.1368
Buy And Hold Return (%) 300.4031 300.4031 300.4031 300.4031 300.4031 300.4031
Max Trade Drawdown -147835 -92744 -140139 -1625832 -1453122 -499744
Profit Factor 2.2897 3.302 1.1847 1.3185 1.1879 1.5276
Total Trades 155 77 78 155 77 78
Winning Trades 53 25 28 53 25 28
Losing Trades 102 52 50 102 52 50
Profitability (%) 34.1935 32.4675 35.8974 34.1935 32.4675 35.8974
Ratio Avg Win / Avg Loss 4.4065 6.8681 2.1156 2.5374 2.4709 2.7279
Largest Winning Trade 507026 507026 45485 1139793 1139793 401537
Largest Losing Trade -38227 -38227 -33072 -397722 -397722 -205338
Avg Bars in Trades 23 26 20 23 26 20
Avg Bars in Winners 49 54 45 49 54 45
Avg Bars in Losers 10 12 7 10 12 7
Bars Traded 3652 2028 1624 3652 2028 1624
Profit Streak 67.1106 67.1106 69.6106 67.1106 67.1106 69.6106
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307500 -34270 -366280 176155 -111254 -48284
Evaluation Data
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3770,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1601467200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759502358848,
    "expiration_time": 1764378720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            975122.4327551182,
            908347.3323194952,
            66775.1004356229,
            1909257.398549773,
            693688.2779985311,
            1215569.120551243
        ],
        [
            975.122433,
            908.347332,
            66.7751,
            1909.257399,
            693.688278,
            1215.569121
        ],
        [
            0.517306,
            0.481882,
            0.035424,
            0.159297,
            0.109955,
            0.136797
        ],
        [
            300.40313,
            300.40313,
            300.40313,
            300.40313,
            300.40313,
            300.40313
        ],
        [
            -147835,
            -92744,
            -140139,
            -1625832,
            -1453122,
            -499744
        ],
        [
            2.289664,
            3.30195,
            1.184713,
            1.318457,
            1.18792,
            1.527606
        ],
        [
            155,
            77,
            78,
            155,
            77,
            78
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            102,
            52,
            50,
            102,
            52,
            50
        ],
        [
            34.193548,
            32.467532,
            35.897436,
            34.193548,
            32.467532,
            35.897436
        ],
        [
            4.406523,
            6.868056,
            2.115559,
            2.537408,
            2.470873,
            2.727868
        ],
        [
            507026,
            507026,
            45485,
            1139793,
            1139793,
            401537
        ],
        [
            -38227,
            -38227,
            -33072,
            -397722,
            -397722,
            -205338
        ],
        [
            23,
            26,
            20,
            23,
            26,
            20
        ],
        [
            49,
            54,
            45,
            49,
            54,
            45
        ],
        [
            10,
            12,
            7,
            10,
            12,
            7
        ],
        [
            3652,
            2028,
            1624,
            3652,
            2028,
            1624
        ],
        [
            67.110635,
            67.110635,
            69.610635,
            67.110635,
            67.110635,
            69.610635
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307500,
            -34270,
            -366280,
            176155,
            -111254,
            -48284
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3770,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1601467200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759502358848,
    "expiration_time": 1764378720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)