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Trade: MAGIC/USDT/120/BBM/VWAP/3011

Strategy
MAGIC/USDT/120/BBM/VWAP/3011
Pair
MAGIC_USDT
Interval
2h
Score
389441
Daily Profit
0.297333
Profit Factor
1.525908
Profitability
62.809917
Streak
15.103852
Best Strategy
Training Data Length
1023.580000
Evaluation Time
2025-09-30 23:29
Expiration Time
2025-11-06 18:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 304343.922 219825.2165 84518.7055 -5001222.3693 -1948262.4189 -3052959.9503
Total P&L (%) 304.3439 219.8252 84.5187 -5001.2224 -1948.2624 -3052.96
Avg Daily Profit (%) 0.2973 0.2148 0.0826 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72620 -94783 -30141 -4790764 -3109957 -2835216
Profit Factor 1.5259 1.798 1.2787 0.3801 0.5573 0.1673
Total Trades 121 60 61 121 60 61
Winning Trades 76 32 44 44 28 16
Losing Trades 45 28 17 77 32 45
Profitability (%) 62.8099 53.3333 72.1311 36.3636 46.6667 26.2295
Ratio Avg Win / Avg Loss 0.9035 1.5732 0.4941 0.6651 0.6369 0.4706
Largest Winning Trade 81268 81268 24777 563282 563282 356437
Largest Losing Trade -219754 -51079 -219754 -1736445 -1736445 -486383
Avg Bars in Trades 97 106 88 97 106 88
Avg Bars in Winners 82 82 83 115 134 81
Avg Bars in Losers 122 134 102 87 82 90
Bars Traded 11813 6418 5395 11813 6418 5395
Profit Streak 15.1039 0 37.7705 0 56.1039 0
Trades During Streak 1 0 2 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 389441 -157590 -242245 -585759 -749853 -767131
Evaluation Data
{
    "trading_pair": "MAGIC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 12283,
    "evaluation_days": 1023.58,
    "actual_first_datapoint_time": 1670832000000,
    "first_datapoint_time": 1672192800000,
    "last_datapoint_time": 1759262400000,
    "evaluation_time": 1759264172827,
    "expiration_time": 1762446153600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 167,
            "offset": 0,
            "std": 2.07863
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 189
        }
    }
}
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": [
        [
            304343.9219954724,
            219825.2164835341,
            84518.7055119383,
            -5001222.369280711,
            -1948262.4189341164,
            -3052959.950346594
        ],
        [
            304.343922,
            219.825216,
            84.518706,
            -5001.222369,
            -1948.262419,
            -3052.95995
        ],
        [
            0.297333,
            0.214761,
            0.082572,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72620,
            -94783,
            -30141,
            -4790764,
            -3109957,
            -2835216
        ],
        [
            1.525908,
            1.797991,
            1.278729,
            0.380063,
            0.557297,
            0.167331
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            76,
            32,
            44,
            44,
            28,
            16
        ],
        [
            45,
            28,
            17,
            77,
            32,
            45
        ],
        [
            62.809917,
            53.333333,
            72.131148,
            36.363636,
            46.666667,
            26.229508
        ],
        [
            0.903498,
            1.573242,
            0.494055,
            0.665111,
            0.636911,
            0.470617
        ],
        [
            81268,
            81268,
            24777,
            563282,
            563282,
            356437
        ],
        [
            -219754,
            -51079,
            -219754,
            -1736445,
            -1736445,
            -486383
        ],
        [
            97,
            106,
            88,
            97,
            106,
            88
        ],
        [
            82,
            82,
            83,
            115,
            134,
            81
        ],
        [
            122,
            134,
            102,
            87,
            82,
            90
        ],
        [
            11813,
            6418,
            5395,
            11813,
            6418,
            5395
        ],
        [
            15.103852,
            0,
            37.770519,
            0,
            56.103852,
            0
        ],
        [
            1,
            0,
            2,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389441,
            -157590,
            -242245,
            -585759,
            -749853,
            -767131
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MAGIC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 12283,
    "evaluation_days": 1023.58,
    "actual_first_datapoint_time": 1670832000000,
    "first_datapoint_time": 1672192800000,
    "last_datapoint_time": 1759262400000,
    "evaluation_time": 1759264172827,
    "expiration_time": 1762446153600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 167,
            "offset": 0,
            "std": 2.07863
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 189
        }
    }
}

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)