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Trade: MAGIC/USDT/480/VWAP/LINREG/7585

Strategy
MAGIC/USDT/480/VWAP/LINREG/7585
Pair
MAGIC_USDT
Interval
8h
Score
492002
Daily Profit
0.218711
Profit Factor
1.459304
Profitability
81.451613
Streak
6.312095
Best Strategy
Training Data Length
1035.670000
Evaluation Time
2025-10-13 02:29
Expiration Time
2025-11-12 19:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 226512.5426 66472.5907 160039.9519 -314538.1078 -78901.6087 -235636.4991
Total P&L (%) 226.5125 66.4726 160.04 -314.5381 -78.9016 -235.6365
Avg Daily Profit (%) 0.2187 0.0642 0.1545 0 -0.1501 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137651 -61894 -124203 -1032363 -420739 -811143
Profit Factor 1.4593 1.2793 1.6273 0.8456 0.8968 0.8149
Total Trades 124 62 62 124 62 62
Winning Trades 101 49 52 93 45 48
Losing Trades 23 13 10 31 17 14
Profitability (%) 81.4516 79.0323 83.871 75 72.5806 77.4194
Ratio Avg Win / Avg Loss 0.3323 0.3394 0.3129 0.2819 0.3388 0.2377
Largest Winning Trade 61328 19196 61328 257096 64959 257096
Largest Losing Trade -122747 -53331 -122747 -770249 -346745 -770249
Avg Bars in Trades 23 21 24 23 21 24
Avg Bars in Winners 13 7 17 15 13 17
Avg Bars in Losers 68 74 60 46 44 48
Bars Traded 2891 1359 1532 2891 1359 1532
Profit Streak 6.3121 6.3121 54.9788 0 0 0
Trades During Streak 3 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 492002 -258620 -141118 -576652 -731753 -731126
Evaluation Data
{
    "trading_pair": "MAGIC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3107,
    "evaluation_days": 1035.67,
    "actual_first_datapoint_time": 1670832000000,
    "first_datapoint_time": 1676678400000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760311764989,
    "expiration_time": 1762969248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 204,
            "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": [
        [
            226512.5425701533,
            66472.5906667268,
            160039.9519034266,
            -314538.107801753,
            -78901.6086904688,
            -235636.4991112842
        ],
        [
            226.512543,
            66.472591,
            160.039952,
            -314.538108,
            -78.901609,
            -235.636499
        ],
        [
            0.218711,
            0.064183,
            0.154528,
            0,
            -0.150126,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137651,
            -61894,
            -124203,
            -1032363,
            -420739,
            -811143
        ],
        [
            1.459304,
            1.27926,
            1.627279,
            0.845599,
            0.89679,
            0.81485
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            101,
            49,
            52,
            93,
            45,
            48
        ],
        [
            23,
            13,
            10,
            31,
            17,
            14
        ],
        [
            81.451613,
            79.032258,
            83.870968,
            75,
            72.580645,
            77.419355
        ],
        [
            0.332317,
            0.339396,
            0.312938,
            0.281866,
            0.338787,
            0.237665
        ],
        [
            61328,
            19196,
            61328,
            257096,
            64959,
            257096
        ],
        [
            -122747,
            -53331,
            -122747,
            -770249,
            -346745,
            -770249
        ],
        [
            23,
            21,
            24,
            23,
            21,
            24
        ],
        [
            13,
            7,
            17,
            15,
            13,
            17
        ],
        [
            68,
            74,
            60,
            46,
            44,
            48
        ],
        [
            2891,
            1359,
            1532,
            2891,
            1359,
            1532
        ],
        [
            6.312095,
            6.312095,
            54.978761,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            492002,
            -258620,
            -141118,
            -576652,
            -731753,
            -731126
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MAGIC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3107,
    "evaluation_days": 1035.67,
    "actual_first_datapoint_time": 1670832000000,
    "first_datapoint_time": 1676678400000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760311764989,
    "expiration_time": 1762969248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 204,
            "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)