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Trade: MAGIC/USDT/240/SSF/HWMA/5420

Strategy
MAGIC/USDT/240/SSF/HWMA/5420
Pair
MAGIC_USDT
Interval
4h
Score
302894
Daily Profit
0.218046
Profit Factor
1.275717
Profitability
43.030303
Streak
36.120368
Best Strategy
Training Data Length
1023.000000
Evaluation Time
2025-09-30 09:53
Expiration Time
2025-10-30 22:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 223061.2035 155724.196 67337.0075 19765.9993 36193.7429 -16427.7436
Total P&L (%) 223.0612 155.7242 67.337 19.766 36.1937 -16.4277
Avg Daily Profit (%) 0.218 0.1522 0.0658 0.0176 0.0302 -0.0175
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107233 -58785 -98207 -165439 -96418 -94460
Profit Factor 1.2757 1.4147 1.1553 1.0249 1.0987 0.9616
Total Trades 165 82 83 165 82 83
Winning Trades 71 28 43 71 28 43
Losing Trades 94 54 40 94 54 40
Profitability (%) 43.0303 34.1463 51.8072 43.0303 34.1463 51.8072
Ratio Avg Win / Avg Loss 1.689 2.7284 1.0747 1.3569 2.1189 0.8945
Largest Winning Trade 128302 128302 45714 121373 121373 44196
Largest Losing Trade -37301 -17760 -37301 -65133 -27747 -65133
Avg Bars in Trades 37 34 39 37 34 39
Avg Bars in Winners 55 54 56 55 54 56
Avg Bars in Losers 22 24 21 22 24 21
Bars Traded 6109 2827 3281 6109 2827 3281
Profit Streak 36.1204 36.1204 59.4537 36.1204 36.1204 59.4537
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302894 -971 -153597 -369909 -276043 -579481
Evaluation Data
{
    "trading_pair": "MAGIC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 6138,
    "evaluation_days": 1023,
    "actual_first_datapoint_time": 1670832000000,
    "first_datapoint_time": 1670832000000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759215199830,
    "expiration_time": 1761856416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 75,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.05838,
            "nc": 0.1
        }
    }
}
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": [
        [
            223061.2035273356,
            155724.1960222993,
            67337.0075050363,
            19765.9993016253,
            36193.7429255891,
            -16427.7436239637
        ],
        [
            223.061204,
            155.724196,
            67.337008,
            19.765999,
            36.193743,
            -16.427744
        ],
        [
            0.218046,
            0.152223,
            0.065823,
            0.017633,
            0.030201,
            -0.017541
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107233,
            -58785,
            -98207,
            -165439,
            -96418,
            -94460
        ],
        [
            1.275717,
            1.414727,
            1.155321,
            1.024879,
            1.098683,
            0.961593
        ],
        [
            165,
            82,
            83,
            165,
            82,
            83
        ],
        [
            71,
            28,
            43,
            71,
            28,
            43
        ],
        [
            94,
            54,
            40,
            94,
            54,
            40
        ],
        [
            43.030303,
            34.146341,
            51.807229,
            43.030303,
            34.146341,
            51.807229
        ],
        [
            1.688978,
            2.728402,
            1.074717,
            1.356882,
            2.118889,
            0.894505
        ],
        [
            128302,
            128302,
            45714,
            121373,
            121373,
            44196
        ],
        [
            -37301,
            -17760,
            -37301,
            -65133,
            -27747,
            -65133
        ],
        [
            37,
            34,
            39,
            37,
            34,
            39
        ],
        [
            55,
            54,
            56,
            55,
            54,
            56
        ],
        [
            22,
            24,
            21,
            22,
            24,
            21
        ],
        [
            6109,
            2827,
            3281,
            6109,
            2827,
            3281
        ],
        [
            36.120368,
            36.120368,
            59.453702,
            36.120368,
            36.120368,
            59.453702
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302894,
            -971,
            -153597,
            -369909,
            -276043,
            -579481
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MAGIC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 6138,
    "evaluation_days": 1023,
    "actual_first_datapoint_time": 1670832000000,
    "first_datapoint_time": 1670832000000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759215199830,
    "expiration_time": 1761856416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 75,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.05838,
            "nc": 0.1
        }
    }
}

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)