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Trade: MANA/USDT/720/SSF/HILO/4545

Strategy
MANA/USDT/720/SSF/HILO/4545
Pair
MANA_USDT
Interval
12h
Score
303591
Daily Profit
0.377601
Profit Factor
2.123292
Profitability
43.750000
Streak
0.000000
Best Strategy
Training Data Length
1876.000000
Evaluation Time
2025-09-26 21:46
Expiration Time
2025-11-19 20:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 708379.3461 683838.832 24540.5142 708431.7862 220440.445 487991.3412
Total P&L (%) 708.3793 683.8388 24.5405 708.4318 220.4404 487.9913
Avg Daily Profit (%) 0.3776 0.3645 0.0131 0.1115 0.0621 0.0945
Buy And Hold Return (%) 228.9736 228.9736 228.9736 228.9736 228.9736 228.9736
Max Trade Drawdown -93665 -77842 -129323 -1267349 -871415 -798881
Profit Factor 2.1233 3.336 1.0726 1.1416 1.0802 1.2166
Total Trades 112 56 56 112 56 56
Winning Trades 49 23 26 49 23 26
Losing Trades 63 33 30 63 33 30
Profitability (%) 43.75 41.0714 46.4286 43.75 41.0714 46.4286
Ratio Avg Win / Avg Loss 2.7299 4.7864 1.2376 1.4678 1.5499 1.4037
Largest Winning Trade 364957 364957 57054 671127 671127 359665
Largest Losing Trade -44076 -31292 -44076 -439594 -315228 -439594
Avg Bars in Trades 32 25 38 32 25 38
Avg Bars in Winners 46 35 55 46 35 55
Avg Bars in Losers 21 19 24 21 19 24
Bars Traded 3625 1447 2178 3625 1447 2178
Profit Streak 0 38.2823 0 0 38.2823 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 303591 -170004 -663222 -113656 -589687 -254722

Evaluation Data

{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3752,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1597752000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758912387044,
    "expiration_time": 1763577792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 126,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            708379.3461406667,
            683838.8319571093,
            24540.5141835571,
            708431.7861966286,
            220440.4450222747,
            487991.3411743533
        ],
        [
            708.379346,
            683.838832,
            24.540514,
            708.431786,
            220.440445,
            487.991341
        ],
        [
            0.377601,
            0.36452,
            0.013081,
            0.111465,
            0.062094,
            0.094476
        ],
        [
            228.97362,
            228.97362,
            228.97362,
            228.97362,
            228.97362,
            228.97362
        ],
        [
            -93665,
            -77842,
            -129323,
            -1267349,
            -871415,
            -798881
        ],
        [
            2.123292,
            3.336008,
            1.072629,
            1.141637,
            1.080204,
            1.216571
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            49,
            23,
            26,
            49,
            23,
            26
        ],
        [
            63,
            33,
            30,
            63,
            33,
            30
        ],
        [
            43.75,
            41.071429,
            46.428571,
            43.75,
            41.071429,
            46.428571
        ],
        [
            2.729946,
            4.786446,
            1.237649,
            1.467819,
            1.549859,
            1.403736
        ],
        [
            364957,
            364957,
            57054,
            671127,
            671127,
            359665
        ],
        [
            -44076,
            -31292,
            -44076,
            -439594,
            -315228,
            -439594
        ],
        [
            32,
            25,
            38,
            32,
            25,
            38
        ],
        [
            46,
            35,
            55,
            46,
            35,
            55
        ],
        [
            21,
            19,
            24,
            21,
            19,
            24
        ],
        [
            3625,
            1447,
            2178,
            3625,
            1447,
            2178
        ],
        [
            0,
            38.282257,
            0,
            0,
            38.282257,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303591,
            -170004,
            -663222,
            -113656,
            -589687,
            -254722
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3752,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1597752000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758912387044,
    "expiration_time": 1763577792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 126,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "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)