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Trade: MAGIC/USDT/120/SINWMA/MIDPRICE/2445

Strategy
MAGIC/USDT/120/SINWMA/MIDPRICE/2445
Pair
MAGIC_USDT
Interval
2h
Score
374661
Daily Profit
0.252551
Profit Factor
1.476068
Profitability
52.688172
Streak
15.648683
Best Strategy
Training Data Length
1022.830000
Evaluation Time
2025-09-30 06:34
Expiration Time
2025-11-05 23:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 258317.2016 138517.4425 119799.759 156620.9055 -3114.5256 159735.4311
Total P&L (%) 258.3172 138.5174 119.7998 156.6209 -3.1145 159.7354
Avg Daily Profit (%) 0.2526 0.1354 0.1171 0.0922 -0.0031 0.0934
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117428 -116593 -67452 -305585 -291240 -130686
Profit Factor 1.4761 1.429 1.5453 1.1655 0.9948 1.4608
Total Trades 93 46 47 93 46 47
Winning Trades 49 22 27 49 22 27
Losing Trades 44 24 20 44 24 20
Profitability (%) 52.6882 47.8261 57.4468 52.6882 47.8261 57.4468
Ratio Avg Win / Avg Loss 1.3254 1.5589 1.1446 1.0465 1.0852 1.082
Largest Winning Trade 83051 83051 27666 94597 94597 51355
Largest Losing Trade -47256 -47256 -35847 -129198 -129198 -70585
Avg Bars in Trades 126 163 90 126 163 90
Avg Bars in Winners 119 149 94 119 149 94
Avg Bars in Losers 134 176 84 134 176 84
Bars Traded 11770 7531 4238 11770 7531 4238
Profit Streak 15.6487 0 214.732 15.6487 0 214.732
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374661 -11026 -32601 -107232 -579883 -64803
Evaluation Data
{
    "trading_pair": "MAGIC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 12274,
    "evaluation_days": 1022.83,
    "actual_first_datapoint_time": 1670832000000,
    "first_datapoint_time": 1672617600000,
    "last_datapoint_time": 1759197600000,
    "evaluation_time": 1759203246197,
    "expiration_time": 1762379020800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 249,
            "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": [
        [
            258317.2015644451,
            138517.4425151112,
            119799.7590493338,
            156620.9054963266,
            -3114.5256419013,
            159735.431138228
        ],
        [
            258.317202,
            138.517443,
            119.799759,
            156.620905,
            -3.114526,
            159.735431
        ],
        [
            0.252551,
            0.135426,
            0.117126,
            0.092182,
            -0.003093,
            0.093362
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117428,
            -116593,
            -67452,
            -305585,
            -291240,
            -130686
        ],
        [
            1.476068,
            1.428978,
            1.545276,
            1.165468,
            0.994808,
            1.460756
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            49,
            22,
            27,
            49,
            22,
            27
        ],
        [
            44,
            24,
            20,
            44,
            24,
            20
        ],
        [
            52.688172,
            47.826087,
            57.446809,
            52.688172,
            47.826087,
            57.446809
        ],
        [
            1.325448,
            1.558885,
            1.144649,
            1.046543,
            1.085245,
            1.082042
        ],
        [
            83051,
            83051,
            27666,
            94597,
            94597,
            51355
        ],
        [
            -47256,
            -47256,
            -35847,
            -129198,
            -129198,
            -70585
        ],
        [
            126,
            163,
            90,
            126,
            163,
            90
        ],
        [
            119,
            149,
            94,
            119,
            149,
            94
        ],
        [
            134,
            176,
            84,
            134,
            176,
            84
        ],
        [
            11770,
            7531,
            4238,
            11770,
            7531,
            4238
        ],
        [
            15.648683,
            0,
            214.732016,
            15.648683,
            0,
            214.732016
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374661,
            -11026,
            -32601,
            -107232,
            -579883,
            -64803
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MAGIC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 12274,
    "evaluation_days": 1022.83,
    "actual_first_datapoint_time": 1670832000000,
    "first_datapoint_time": 1672617600000,
    "last_datapoint_time": 1759197600000,
    "evaluation_time": 1759203246197,
    "expiration_time": 1762379020800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 249,
            "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)