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Trade: MAGIC/USDT/120/SSF/SINWMA/1357

Strategy
MAGIC/USDT/120/SSF/SINWMA/1357
Pair
MAGIC_USDT
Interval
2h
Score
445154
Daily Profit
0.241498
Profit Factor
2.010191
Profitability
63.333333
Streak
0.000000
Best Strategy
Training Data Length
1029.500000
Evaluation Time
2025-10-06 22:59
Expiration Time
2025-11-12 21:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 322854.1649 248621.6891 74232.4758 -5194083.3909 -2001010.3422 -3193073.0486
Total P&L (%) 322.8542 248.6217 74.2325 -5194.0834 -2001.0103 -3193.073
Avg Daily Profit (%) 0.3136 0.2415 0.0721 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -238537 -82881 -24400 -5544481 -3295649 -2882384
Profit Factor 1.5995 2.0102 1.2539 0.4475 0.5995 0.275
Total Trades 60 30 30 60 30 30
Winning Trades 40 19 21 20 12 8
Losing Trades 20 11 9 40 18 22
Profitability (%) 66.6667 63.3333 70 33.3333 40 26.6667
Ratio Avg Win / Avg Loss 0.7998 1.1638 0.5374 0.895 0.8993 0.7563
Largest Winning Trade 101787 101787 29391 811828 811828 606655
Largest Losing Trade -218258 -47879 -218258 -1406683 -1406683 -785187
Avg Bars in Trades 198 224 173 198 224 173
Avg Bars in Winners 150 154 146 283 327 217
Avg Bars in Losers 296 345 236 156 155 157
Bars Traded 11935 6726 5209 11935 6726 5209
Profit Streak 22.583 0 44.6663 0 60.583 0
Trades During Streak 1 0 1 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -161952 445154 -95431 -761037 -584154 -603294
Evaluation Data
{
    "trading_pair": "MAGIC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 12354,
    "evaluation_days": 1029.5,
    "actual_first_datapoint_time": 1670832000000,
    "first_datapoint_time": 1672610400000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759780772374,
    "expiration_time": 1762975756800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 226,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 248,
            "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": [
        [
            322854.1648655141,
            248621.6891133125,
            74232.4757522017,
            -5194083.390856696,
            -2001010.342221642,
            -3193073.048635054
        ],
        [
            322.854165,
            248.621689,
            74.232476,
            -5194.083391,
            -2001.010342,
            -3193.073049
        ],
        [
            0.313603,
            0.241498,
            0.072105,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -238537,
            -82881,
            -24400,
            -5544481,
            -3295649,
            -2882384
        ],
        [
            1.599503,
            2.010191,
            1.253853,
            0.447483,
            0.599506,
            0.27503
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            40,
            19,
            21,
            20,
            12,
            8
        ],
        [
            20,
            11,
            9,
            40,
            18,
            22
        ],
        [
            66.666667,
            63.333333,
            70,
            33.333333,
            40,
            26.666667
        ],
        [
            0.799751,
            1.163795,
            0.537366,
            0.894967,
            0.899259,
            0.756332
        ],
        [
            101787,
            101787,
            29391,
            811828,
            811828,
            606655
        ],
        [
            -218258,
            -47879,
            -218258,
            -1406683,
            -1406683,
            -785187
        ],
        [
            198,
            224,
            173,
            198,
            224,
            173
        ],
        [
            150,
            154,
            146,
            283,
            327,
            217
        ],
        [
            296,
            345,
            236,
            156,
            155,
            157
        ],
        [
            11935,
            6726,
            5209,
            11935,
            6726,
            5209
        ],
        [
            22.583013,
            0,
            44.666347,
            0,
            60.583014,
            0
        ],
        [
            1,
            0,
            1,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -161952,
            445154,
            -95431,
            -761037,
            -584154,
            -603294
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MAGIC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 12354,
    "evaluation_days": 1029.5,
    "actual_first_datapoint_time": 1670832000000,
    "first_datapoint_time": 1672610400000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759780772374,
    "expiration_time": 1762975756800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 226,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 248,
            "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)