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Trade: MAGIC/USDT/5/T3/VWMA/9681

Strategy
MAGIC/USDT/5/T3/VWMA/9681
Pair
MAGIC_USDT
Interval
5m
Score
380530
Daily Profit
0.918639
Profit Factor
1.946876
Profitability
40.476190
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 03:36
Expiration Time
2025-12-26 02:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 123979.1719 59881.3439 64097.828 152558.9247 31373.8329 121185.0918
Total P&L (%) 123.9792 59.8813 64.0978 152.5589 31.3738 121.1851
Avg Daily Profit (%) 1.4282 0.6898 0.7384 1.073 0.3148 0.9186
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36723 -32576 -19925 -81167 -74880 -40251
Profit Factor 1.6956 1.5848 1.8452 1.4947 1.1739 1.9469
Total Trades 167 83 84 167 83 84
Winning Trades 61 27 34 61 27 34
Losing Trades 106 56 50 106 56 50
Profitability (%) 36.5269 32.5301 40.4762 36.5269 32.5301 40.4762
Ratio Avg Win / Avg Loss 2.9465 3.2871 2.7135 2.5973 2.4347 2.8631
Largest Winning Trade 59993 59993 30631 59509 59421 59509
Largest Losing Trade -7826 -7826 -7588 -18774 -18774 -11263
Avg Bars in Trades 146 190 103 146 190 103
Avg Bars in Winners 218 279 170 218 279 170
Avg Bars in Losers 105 147 58 105 147 58
Bars Traded 24503 15777 8726 24503 15777 8726
Profit Streak 0 1.4142 0 0 1.4142 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 367057 86758 336630 326139 -34186 380530
Evaluation Data
{
    "trading_pair": "MAGIC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752729600000,
    "first_datapoint_time": 1752797700000,
    "last_datapoint_time": 1760229300000,
    "evaluation_time": 1760229390514,
    "expiration_time": 1766709300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 139,
            "offset": 0,
            "a": 0.67189
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 228,
            "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": [
        [
            123979.1719125657,
            59881.3439390829,
            64097.8279734827,
            152558.9246938547,
            31373.8328688297,
            121185.091825025
        ],
        [
            123.979172,
            59.881344,
            64.097828,
            152.558925,
            31.373833,
            121.185092
        ],
        [
            1.428167,
            0.689798,
            0.738369,
            1.072959,
            0.314832,
            0.918639
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -36723,
            -32576,
            -19925,
            -81167,
            -74880,
            -40251
        ],
        [
            1.695619,
            1.584835,
            1.84519,
            1.49466,
            1.173886,
            1.946876
        ],
        [
            167,
            83,
            84,
            167,
            83,
            84
        ],
        [
            61,
            27,
            34,
            61,
            27,
            34
        ],
        [
            106,
            56,
            50,
            106,
            56,
            50
        ],
        [
            36.526946,
            32.53012,
            40.47619,
            36.526946,
            32.53012,
            40.47619
        ],
        [
            2.946486,
            3.287065,
            2.713515,
            2.597277,
            2.434726,
            2.863053
        ],
        [
            59993,
            59993,
            30631,
            59509,
            59421,
            59509
        ],
        [
            -7826,
            -7826,
            -7588,
            -18774,
            -18774,
            -11263
        ],
        [
            146,
            190,
            103,
            146,
            190,
            103
        ],
        [
            218,
            279,
            170,
            218,
            279,
            170
        ],
        [
            105,
            147,
            58,
            105,
            147,
            58
        ],
        [
            24503,
            15777,
            8726,
            24503,
            15777,
            8726
        ],
        [
            0,
            1.414242,
            0,
            0,
            1.414242,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            367057,
            86758,
            336630,
            326139,
            -34186,
            380530
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MAGIC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752729600000,
    "first_datapoint_time": 1752797700000,
    "last_datapoint_time": 1760229300000,
    "evaluation_time": 1760229390514,
    "expiration_time": 1766709300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 139,
            "offset": 0,
            "a": 0.67189
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 228,
            "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)