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Trade: MANA/USDT/720/VWAP/SWMA/1298

Strategy
MANA/USDT/720/VWAP/SWMA/1298
Pair
MANA_USDT
Interval
12h
Score
517244
Daily Profit
0.223624
Profit Factor
2.607938
Profitability
72.500000
Streak
39.782303
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 -1497041.0188 -103526.1664 -1393514.8523 31364.6111 -6474179.1386 6505543.7497
Total P&L (%) -1497.041 -103.5262 -1393.5149 31.3646 -6474.1791 6505.5438
Avg Daily Profit (%) -0.798 -0.0552 -0.7428 0.0145 0 0.2236
Buy And Hold Return (%) 316.6784 316.6784 316.6784 316.6784 316.6784 316.6784
Max Trade Drawdown -1576913 -199920 -1433224 -7316992 -7032282 -2237236
Profit Factor 0.1967 0.6367 0.1173 1.0024 0.2807 2.6079
Total Trades 79 39 40 79 39 40
Winning Trades 57 26 31 53 24 29
Losing Trades 22 13 9 26 15 11
Profitability (%) 72.1519 66.6667 77.5 67.0886 61.5385 72.5
Ratio Avg Win / Avg Loss 0.0759 0.3184 0.0341 0.4917 0.1755 0.9892
Largest Winning Trade 25057 20553 25057 6891784 651837 6891784
Largest Losing Trade -1140843 -62408 -1140843 -4621425 -4621425 -1650166
Avg Bars in Trades 45 53 36 45 53 36
Avg Bars in Winners 15 16 14 17 20 15
Avg Bars in Losers 122 128 112 100 107 91
Bars Traded 3562 2097 1465 3562 2097 1465
Profit Streak 39.7823 160.7823 39.7823 39.7823 160.7823 39.7823
Trades During Streak 4 5 2 4 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -607397 -577185 -576197 -586018 -577850 517244

Evaluation Data

{
    "trading_pair": "MANA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3752,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1596672000000,
    "first_datapoint_time": 1603195200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758912390949,
    "expiration_time": 1763577792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 152,
            "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": [
        [
            -1497041.0187559142,
            -103526.1664150684,
            -1393514.852340846,
            31364.6111082084,
            -6474179.138595783,
            6505543.749703992
        ],
        [
            -1497.041019,
            -103.526166,
            -1393.514852,
            31.364611,
            -6474.179139,
            6505.54375
        ],
        [
            -0.797996,
            -0.055185,
            -0.742812,
            0.014543,
            0,
            0.223624
        ],
        [
            316.678366,
            316.678366,
            316.678366,
            316.678366,
            316.678366,
            316.678366
        ],
        [
            -1576913,
            -199920,
            -1433224,
            -7316992,
            -7032282,
            -2237236
        ],
        [
            0.19672,
            0.636725,
            0.117291,
            1.002404,
            0.28073,
            2.607938
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            57,
            26,
            31,
            53,
            24,
            29
        ],
        [
            22,
            13,
            9,
            26,
            15,
            11
        ],
        [
            72.151899,
            66.666667,
            77.5,
            67.088608,
            61.538462,
            72.5
        ],
        [
            0.075927,
            0.318363,
            0.034052,
            0.491745,
            0.175456,
            0.989218
        ],
        [
            25057,
            20553,
            25057,
            6891784,
            651837,
            6891784
        ],
        [
            -1140843,
            -62408,
            -1140843,
            -4621425,
            -4621425,
            -1650166
        ],
        [
            45,
            53,
            36,
            45,
            53,
            36
        ],
        [
            15,
            16,
            14,
            17,
            20,
            15
        ],
        [
            122,
            128,
            112,
            100,
            107,
            91
        ],
        [
            3562,
            2097,
            1465,
            3562,
            2097,
            1465
        ],
        [
            39.782303,
            160.782303,
            39.782303,
            39.782303,
            160.782303,
            39.782303
        ],
        [
            4,
            5,
            2,
            4,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -607397,
            -577185,
            -576197,
            -586018,
            -577850,
            517244
        ]
    ]
}
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": 1603195200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758912390949,
    "expiration_time": 1763577792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 152,
            "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)