← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: MAGIC/USDT/240/VWAP/HWMA/4393

Strategy
MAGIC/USDT/240/VWAP/HWMA/4393
Pair
MAGIC_USDT
Interval
4h
Score
408898
Daily Profit
0.283141
Profit Factor
1.224893
Profitability
51.975684
Streak
7.252313
Best Strategy
Training Data Length
1029.330000
Evaluation Time
2025-10-06 17:03
Expiration Time
2025-11-06 11:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 291445.9926 215930.4281 75515.5646 -4501.7687 130350.4304 -134852.1991
Total P&L (%) 291.446 215.9304 75.5156 -4.5018 130.3504 -134.8522
Avg Daily Profit (%) 0.2831 0.2098 0.0734 -0.0045 0.0811 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -227933 -106331 -171062 -209715 -69782 -200674
Profit Factor 1.2249 1.359 1.1087 0.9937 1.5039 0.7077
Total Trades 329 164 165 329 164 165
Winning Trades 171 80 91 171 80 91
Losing Trades 158 84 74 158 84 74
Profitability (%) 51.9757 48.7805 55.1515 51.9757 48.7805 55.1515
Ratio Avg Win / Avg Loss 1.1318 1.427 0.9016 0.9182 1.5791 0.5755
Largest Winning Trade 182534 182534 27435 58267 58267 31534
Largest Losing Trade -44527 -26702 -44527 -86545 -36313 -86545
Avg Bars in Trades 18 18 18 18 18 18
Avg Bars in Winners 18 18 18 18 18 18
Avg Bars in Losers 18 18 18 18 18 18
Bars Traded 6164 3070 3094 6164 3070 3094
Profit Streak 7.2523 10.419 7.2523 7.2523 10.419 7.2523
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 408898 320762 -195639 -577376 -81473 -578842
Evaluation Data
{
    "trading_pair": "MAGIC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 6176,
    "evaluation_days": 1029.33,
    "actual_first_datapoint_time": 1670832000000,
    "first_datapoint_time": 1670832000000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759759399830,
    "expiration_time": 1762420032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.29705
        }
    }
}
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": [
        [
            291445.9926478377,
            215930.428094657,
            75515.5645531807,
            -4501.7686742446,
            130350.4304027653,
            -134852.1990770099
        ],
        [
            291.445993,
            215.930428,
            75.515565,
            -4.501769,
            130.35043,
            -134.852199
        ],
        [
            0.283141,
            0.209778,
            0.073364,
            -0.004475,
            0.081098,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -227933,
            -106331,
            -171062,
            -209715,
            -69782,
            -200674
        ],
        [
            1.224893,
            1.359028,
            1.108733,
            0.993747,
            1.503923,
            0.707663
        ],
        [
            329,
            164,
            165,
            329,
            164,
            165
        ],
        [
            171,
            80,
            91,
            171,
            80,
            91
        ],
        [
            158,
            84,
            74,
            158,
            84,
            74
        ],
        [
            51.975684,
            48.780488,
            55.151515,
            51.975684,
            48.780488,
            55.151515
        ],
        [
            1.131772,
            1.426979,
            0.901607,
            0.918199,
            1.579119,
            0.575462
        ],
        [
            182534,
            182534,
            27435,
            58267,
            58267,
            31534
        ],
        [
            -44527,
            -26702,
            -44527,
            -86545,
            -36313,
            -86545
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            6164,
            3070,
            3094,
            6164,
            3070,
            3094
        ],
        [
            7.252313,
            10.418979,
            7.252313,
            7.252313,
            10.418979,
            7.252313
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            408898,
            320762,
            -195639,
            -577376,
            -81473,
            -578842
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MAGIC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 6176,
    "evaluation_days": 1029.33,
    "actual_first_datapoint_time": 1670832000000,
    "first_datapoint_time": 1670832000000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759759399830,
    "expiration_time": 1762420032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.29705
        }
    }
}

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)