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Trade: MAGIC/USDT/360/HWMA/VWAP/3315

Strategy
MAGIC/USDT/360/HWMA/VWAP/3315
Pair
MAGIC_USDT
Interval
6h
Score
465078
Daily Profit
0.477902
Profit Factor
1.397127
Profitability
48.369565
Streak
4.957529
Best Strategy
Training Data Length
1017.500000
Evaluation Time
2025-09-27 01:58
Expiration Time
2025-10-25 03:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 486265.1684 345100.8582 141164.3102 346305.0888 203333.4301 142971.6587
Total P&L (%) 486.2652 345.1009 141.1643 346.3051 203.3334 142.9717
Avg Daily Profit (%) 0.4779 0.3392 0.1387 0.1471 0.1091 0.0873
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132684 -116534 -89390 -975791 -358923 -664188
Profit Factor 1.3971 1.5018 1.263 1.0999 1.1019 1.0973
Total Trades 368 184 184 368 184 184
Winning Trades 178 75 103 178 75 103
Losing Trades 190 109 81 190 109 81
Profitability (%) 48.3696 40.7609 55.9783 48.3696 40.7609 55.9783
Ratio Avg Win / Avg Loss 1.4913 2.1827 0.9932 1.1741 1.6014 0.8629
Largest Winning Trade 255450 255450 33272 414929 414929 129931
Largest Losing Trade -27644 -27644 -26946 -250759 -158638 -250759
Avg Bars in Trades 11 11 10 11 11 10
Avg Bars in Winners 12 12 12 12 12 12
Avg Bars in Losers 9 10 8 9 10 8
Bars Traded 4058 2104 1954 4058 2104 1954
Profit Streak 4.9575 0 6.2075 4.9575 0 6.2075
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 465078 299942 -7478 -104996 -157559 -189444
Evaluation Data
{
    "trading_pair": "MAGIC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4070,
    "evaluation_days": 1017.5,
    "actual_first_datapoint_time": 1670824800000,
    "first_datapoint_time": 1670824800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758927530546,
    "expiration_time": 1761352560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "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": [
        [
            486265.1683838831,
            345100.8582144894,
            141164.3101693935,
            346305.0887616738,
            203333.4300607919,
            142971.6587008819
        ],
        [
            486.265168,
            345.100858,
            141.16431,
            346.305089,
            203.33343,
            142.971659
        ],
        [
            0.477902,
            0.339165,
            0.138736,
            0.147119,
            0.109117,
            0.087289
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132684,
            -116534,
            -89390,
            -975791,
            -358923,
            -664188
        ],
        [
            1.397127,
            1.501837,
            1.262982,
            1.099939,
            1.101892,
            1.097287
        ],
        [
            368,
            184,
            184,
            368,
            184,
            184
        ],
        [
            178,
            75,
            103,
            178,
            75,
            103
        ],
        [
            190,
            109,
            81,
            190,
            109,
            81
        ],
        [
            48.369565,
            40.76087,
            55.978261,
            48.369565,
            40.76087,
            55.978261
        ],
        [
            1.491316,
            2.18267,
            0.993219,
            1.174092,
            1.601416,
            0.862915
        ],
        [
            255450,
            255450,
            33272,
            414929,
            414929,
            129931
        ],
        [
            -27644,
            -27644,
            -26946,
            -250759,
            -158638,
            -250759
        ],
        [
            11,
            11,
            10,
            11,
            11,
            10
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            9,
            10,
            8,
            9,
            10,
            8
        ],
        [
            4058,
            2104,
            1954,
            4058,
            2104,
            1954
        ],
        [
            4.957529,
            0,
            6.207529,
            4.957529,
            0,
            6.207529
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            465078,
            299942,
            -7478,
            -104996,
            -157559,
            -189444
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MAGIC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4070,
    "evaluation_days": 1017.5,
    "actual_first_datapoint_time": 1670824800000,
    "first_datapoint_time": 1670824800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758927530546,
    "expiration_time": 1761352560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "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)