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Trade: MANA/USDT/720/VWMA/MIDPOINT/2107

Strategy
MANA/USDT/720/VWMA/MIDPOINT/2107
Pair
MANA_USDT
Interval
12h
Score
368606
Daily Profit
0.444934
Profit Factor
3.034258
Profitability
42.553191
Streak
106.166878
Best Strategy
Training Data Length
1876.000000
Evaluation Time
2025-09-25 19:00
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 753550.1673 834696.3919 -81146.2245 -71605.9531 394377.6145 -465983.5676
Total P&L (%) 753.5502 834.6964 -81.1462 -71.606 394.3776 -465.9836
Avg Daily Profit (%) 0.4017 0.4449 -0.0433 -0.0671 0.0852 0
Buy And Hold Return (%) 316.6784 316.6784 316.6784 316.6784 316.6784 316.6784
Max Trade Drawdown -221729 -150510 -174567 -840127 -376373 -420580
Profit Factor 1.9333 3.0343 0.7957 0.9367 1.7503 0.2299
Total Trades 94 47 47 94 47 47
Winning Trades 43 20 23 43 20 23
Losing Trades 51 27 24 51 27 24
Profitability (%) 45.7447 42.5532 48.9362 45.7447 42.5532 48.9362
Ratio Avg Win / Avg Loss 2.293 4.0962 0.8303 1.1109 2.3629 0.2399
Largest Winning Trade 756717 756717 40918 756717 756717 20642
Largest Losing Trade -67503 -39894 -67503 -260407 -260407 -244223
Avg Bars in Trades 35 35 35 35 35 35
Avg Bars in Winners 41 38 43 41 38 43
Avg Bars in Losers 30 33 27 30 33 27
Bars Traded 3330 1653 1676 3330 1653 1676
Profit Streak 106.1669 106.1669 138.1669 106.1669 106.1669 138.1669
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324888 368606 -580149 -579161 -167553 -580149

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": 1758816018270,
    "expiration_time": 1763577792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 136,
            "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": [
        [
            753550.1673168365,
            834696.3918529586,
            -81146.2245361222,
            -71605.9530626132,
            394377.6144965742,
            -465983.5675591871
        ],
        [
            753.550167,
            834.696392,
            -81.146225,
            -71.605953,
            394.377614,
            -465.983568
        ],
        [
            0.401679,
            0.444934,
            -0.043255,
            -0.067088,
            0.085224,
            0
        ],
        [
            316.678366,
            316.678366,
            316.678366,
            316.678366,
            316.678366,
            316.678366
        ],
        [
            -221729,
            -150510,
            -174567,
            -840127,
            -376373,
            -420580
        ],
        [
            1.933274,
            3.034258,
            0.795656,
            0.936674,
            1.750301,
            0.229941
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            45.744681,
            42.553191,
            48.93617,
            45.744681,
            42.553191,
            48.93617
        ],
        [
            2.292953,
            4.096248,
            0.83025,
            1.110939,
            2.362907,
            0.239938
        ],
        [
            756717,
            756717,
            40918,
            756717,
            756717,
            20642
        ],
        [
            -67503,
            -39894,
            -67503,
            -260407,
            -260407,
            -244223
        ],
        [
            35,
            35,
            35,
            35,
            35,
            35
        ],
        [
            41,
            38,
            43,
            41,
            38,
            43
        ],
        [
            30,
            33,
            27,
            30,
            33,
            27
        ],
        [
            3330,
            1653,
            1676,
            3330,
            1653,
            1676
        ],
        [
            106.166878,
            106.166878,
            138.166878,
            106.166878,
            106.166878,
            138.166878
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324888,
            368606,
            -580149,
            -579161,
            -167553,
            -580149
        ]
    ]
}
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": 1758816018270,
    "expiration_time": 1763577792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 136,
            "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)