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Trade: MAGIC/USDT/480/SSF/VWMA/5069

Strategy
MAGIC/USDT/480/SSF/VWMA/5069
Pair
MAGIC_USDT
Interval
8h
Score
425300
Daily Profit
0.473114
Profit Factor
1.790423
Profitability
44.366197
Streak
0.000000
Best Strategy
Training Data Length
1019.670000
Evaluation Time
2025-09-27 01:45
Expiration Time
2025-10-27 08:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 482420.023 326304.1375 156115.8855 739053.3324 601271.1033 137782.2291
Total P&L (%) 482.42 326.3041 156.1159 739.0533 601.2711 137.7822
Avg Daily Profit (%) 0.4731 0.32 0.1531 0.2088 0.1912 0.085
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161591 -93838 -87915 -494713 -375862 -225584
Profit Factor 1.7904 1.9406 1.5926 1.4908 1.6692 1.2268
Total Trades 142 71 71 142 71 71
Winning Trades 63 26 37 63 26 37
Losing Trades 79 45 34 79 45 34
Profitability (%) 44.3662 36.6197 52.1127 44.3662 36.6197 52.1127
Ratio Avg Win / Avg Loss 2.2451 3.3588 1.4635 1.8694 2.8889 1.1274
Largest Winning Trade 179068 179068 45346 497403 497403 102045
Largest Losing Trade -42229 -21561 -42229 -119113 -119113 -116263
Avg Bars in Trades 21 24 17 21 24 17
Avg Bars in Winners 30 38 25 30 38 25
Avg Bars in Losers 13 16 9 13 16 9
Bars Traded 3013 1749 1264 3013 1749 1264
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 425300 -79551 -77036 321717 -80759 -165986
Evaluation Data
{
    "trading_pair": "MAGIC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3059,
    "evaluation_days": 1019.67,
    "actual_first_datapoint_time": 1670832000000,
    "first_datapoint_time": 1671638400000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758926747215,
    "expiration_time": 1761545376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 54,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 29,
            "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": [
        [
            482420.0230487791,
            326304.1375302637,
            156115.8855185153,
            739053.332433717,
            601271.1032865744,
            137782.2291471425
        ],
        [
            482.420023,
            326.304138,
            156.115886,
            739.053332,
            601.271103,
            137.782229
        ],
        [
            0.473114,
            0.32001,
            0.153104,
            0.208825,
            0.191198,
            0.084984
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161591,
            -93838,
            -87915,
            -494713,
            -375862,
            -225584
        ],
        [
            1.790423,
            1.940624,
            1.592629,
            1.490756,
            1.669164,
            1.226836
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            63,
            26,
            37,
            63,
            26,
            37
        ],
        [
            79,
            45,
            34,
            79,
            45,
            34
        ],
        [
            44.366197,
            36.619718,
            52.112676,
            44.366197,
            36.619718,
            52.112676
        ],
        [
            2.245134,
            3.358772,
            1.463497,
            1.86936,
            2.888937,
            1.127363
        ],
        [
            179068,
            179068,
            45346,
            497403,
            497403,
            102045
        ],
        [
            -42229,
            -21561,
            -42229,
            -119113,
            -119113,
            -116263
        ],
        [
            21,
            24,
            17,
            21,
            24,
            17
        ],
        [
            30,
            38,
            25,
            30,
            38,
            25
        ],
        [
            13,
            16,
            9,
            13,
            16,
            9
        ],
        [
            3013,
            1749,
            1264,
            3013,
            1749,
            1264
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425300,
            -79551,
            -77036,
            321717,
            -80759,
            -165986
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MAGIC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3059,
    "evaluation_days": 1019.67,
    "actual_first_datapoint_time": 1670832000000,
    "first_datapoint_time": 1671638400000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758926747215,
    "expiration_time": 1761545376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 54,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 29,
            "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)