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Trade: MAGIC/USDT/240/SSF/MIDPRICE/1343

Strategy
MAGIC/USDT/240/SSF/MIDPRICE/1343
Pair
MAGIC_USDT
Interval
4h
Score
403331
Daily Profit
0.349999
Profit Factor
1.486190
Profitability
47.328244
Streak
10.164483
Best Strategy
Training Data Length
1024.830000
Evaluation Time
2025-10-02 06:56
Expiration Time
2025-11-01 19:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 358689.2383 306648.514 52040.7243 -1129.8975 102453.9822 -103583.8797
Total P&L (%) 358.6892 306.6485 52.0407 -1.1299 102.454 -103.5839
Avg Daily Profit (%) 0.35 0.2992 0.0508 -0.0011 0.0688 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -199658 -188338 -67652 -285119 -156236 -159676
Profit Factor 1.4862 1.6845 1.1796 0.9985 1.258 0.7202
Total Trades 131 65 66 131 65 66
Winning Trades 62 24 38 62 24 38
Losing Trades 69 41 28 69 41 28
Profitability (%) 47.3282 36.9231 57.5758 47.3282 36.9231 57.5758
Ratio Avg Win / Avg Loss 1.654 2.8777 0.8692 1.1113 2.1492 0.5307
Largest Winning Trade 206855 206855 37184 200040 200040 30944
Largest Losing Trade -57427 -57427 -35282 -104698 -39079 -104698
Avg Bars in Trades 45 63 28 45 63 28
Avg Bars in Winners 50 79 32 50 79 32
Avg Bars in Losers 41 53 23 41 53 23
Bars Traded 6008 4108 1900 6008 4108 1900
Profit Streak 10.1645 0 120.8312 10.1645 0 120.8312
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 403331 -125383 -272446 -579143 -237112 -702276
Evaluation Data
{
    "trading_pair": "MAGIC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 6149,
    "evaluation_days": 1024.83,
    "actual_first_datapoint_time": 1670832000000,
    "first_datapoint_time": 1672387200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759377411347,
    "expiration_time": 1762019568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 175,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 109,
            "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": [
        [
            358689.2382942738,
            306648.5140206772,
            52040.7242735967,
            -1129.8974631525,
            102453.982228,
            -103583.8796911526
        ],
        [
            358.689238,
            306.648514,
            52.040724,
            -1.129897,
            102.453982,
            -103.58388
        ],
        [
            0.349999,
            0.299219,
            0.05078,
            -0.001109,
            0.068849,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -199658,
            -188338,
            -67652,
            -285119,
            -156236,
            -159676
        ],
        [
            1.48619,
            1.684526,
            1.179585,
            0.998527,
            1.258044,
            0.720246
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            62,
            24,
            38,
            62,
            24,
            38
        ],
        [
            69,
            41,
            28,
            69,
            41,
            28
        ],
        [
            47.328244,
            36.923077,
            57.575758,
            47.328244,
            36.923077,
            57.575758
        ],
        [
            1.653986,
            2.877733,
            0.869168,
            1.111264,
            2.149158,
            0.530707
        ],
        [
            206855,
            206855,
            37184,
            200040,
            200040,
            30944
        ],
        [
            -57427,
            -57427,
            -35282,
            -104698,
            -39079,
            -104698
        ],
        [
            45,
            63,
            28,
            45,
            63,
            28
        ],
        [
            50,
            79,
            32,
            50,
            79,
            32
        ],
        [
            41,
            53,
            23,
            41,
            53,
            23
        ],
        [
            6008,
            4108,
            1900,
            6008,
            4108,
            1900
        ],
        [
            10.164483,
            0,
            120.83115,
            10.164483,
            0,
            120.83115
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            403331,
            -125383,
            -272446,
            -579143,
            -237112,
            -702276
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MAGIC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 6149,
    "evaluation_days": 1024.83,
    "actual_first_datapoint_time": 1670832000000,
    "first_datapoint_time": 1672387200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759377411347,
    "expiration_time": 1762019568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 175,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 109,
            "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)