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Trade: MAGIC/USDT/480/VWAP/ZLMA/8941

Strategy
MAGIC/USDT/480/VWAP/ZLMA/8941
Pair
MAGIC_USDT
Interval
8h
Score
402105
Daily Profit
0.163403
Profit Factor
1.286973
Profitability
74.242424
Streak
17.839326
Best Strategy
Training Data Length
1021.670000
Evaluation Time
2025-09-28 23:08
Expiration Time
2025-10-29 09:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 166943.8822 57904.2169 109039.6653 -192392.6928 -221310.4916 28917.7987
Total P&L (%) 166.9439 57.9042 109.0397 -192.3927 -221.3105 28.9178
Avg Daily Profit (%) 0.1634 0.0567 0.1067 0 0 0.0249
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155202 -124588 -122006 -491284 -323302 -289112
Profit Factor 1.287 1.1886 1.397 0.842 0.6579 1.0507
Total Trades 132 66 66 132 66 66
Winning Trades 98 44 54 84 37 47
Losing Trades 34 22 12 48 29 19
Profitability (%) 74.2424 66.6667 81.8182 63.6364 56.0606 71.2121
Ratio Avg Win / Avg Loss 0.4465 0.5943 0.3104 0.4811 0.5157 0.4248
Largest Winning Trade 43259 26489 43259 55975 25845 55975
Largest Losing Trade -119398 -43494 -119398 -205312 -79487 -205312
Avg Bars in Trades 21 21 22 21 21 22
Avg Bars in Winners 11 8 14 13 12 14
Avg Bars in Losers 50 46 58 35 32 40
Bars Traded 2862 1404 1458 2862 1404 1458
Profit Streak 17.8393 17.8393 41.8393 0 0 0
Trades During Streak 3 1 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402105 -254002 -169906 -578382 -703894 -450435
Evaluation Data
{
    "trading_pair": "MAGIC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3065,
    "evaluation_days": 1021.67,
    "actual_first_datapoint_time": 1670832000000,
    "first_datapoint_time": 1675382400000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759090117786,
    "expiration_time": 1761723360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 159,
            "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": [
        [
            166943.882249682,
            57904.2169383893,
            109039.6653112927,
            -192392.6928463179,
            -221310.4915938808,
            28917.7987475627
        ],
        [
            166.943882,
            57.904217,
            109.039665,
            -192.392693,
            -221.310492,
            28.917799
        ],
        [
            0.163403,
            0.056676,
            0.106727,
            0,
            0,
            0.024865
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155202,
            -124588,
            -122006,
            -491284,
            -323302,
            -289112
        ],
        [
            1.286973,
            1.188557,
            1.397012,
            0.841954,
            0.657926,
            1.050701
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            98,
            44,
            54,
            84,
            37,
            47
        ],
        [
            34,
            22,
            12,
            48,
            29,
            19
        ],
        [
            74.242424,
            66.666667,
            81.818182,
            63.636364,
            56.060606,
            71.212121
        ],
        [
            0.446501,
            0.594279,
            0.310447,
            0.481117,
            0.515671,
            0.424752
        ],
        [
            43259,
            26489,
            43259,
            55975,
            25845,
            55975
        ],
        [
            -119398,
            -43494,
            -119398,
            -205312,
            -79487,
            -205312
        ],
        [
            21,
            21,
            22,
            21,
            21,
            22
        ],
        [
            11,
            8,
            14,
            13,
            12,
            14
        ],
        [
            50,
            46,
            58,
            35,
            32,
            40
        ],
        [
            2862,
            1404,
            1458,
            2862,
            1404,
            1458
        ],
        [
            17.839326,
            17.839326,
            41.839326,
            0,
            0,
            0
        ],
        [
            3,
            1,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402105,
            -254002,
            -169906,
            -578382,
            -703894,
            -450435
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MAGIC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3065,
    "evaluation_days": 1021.67,
    "actual_first_datapoint_time": 1670832000000,
    "first_datapoint_time": 1675382400000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759090117786,
    "expiration_time": 1761723360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 159,
            "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)