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Trade: MAGIC/USDT/360/LINREG/SSF/2856

Strategy
MAGIC/USDT/360/LINREG/SSF/2856
Pair
MAGIC_USDT
Interval
6h
Score
525226
Daily Profit
0.418110
Profit Factor
1.888241
Profitability
49.450549
Streak
89.206692
Best Strategy
Training Data Length
1029.000000
Evaluation Time
2025-10-06 07:57
Expiration Time
2025-11-05 22:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 430235.2046 230915.2464 199319.9582 694672.2068 383519.852 311152.3547
Total P&L (%) 430.2352 230.9152 199.32 694.6722 383.5199 311.1524
Avg Daily Profit (%) 0.4181 0.2244 0.1937 0.2016 0.1533 0.1375
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146405 -85631 -73863 -205623 -136082 -106764
Profit Factor 1.8882 1.7741 2.0712 2.0901 2.0491 2.1452
Total Trades 91 45 46 91 45 46
Winning Trades 45 19 26 45 19 26
Losing Trades 46 26 20 46 26 20
Profitability (%) 49.4505 42.2222 56.5217 49.4505 42.2222 56.5217
Ratio Avg Win / Avg Loss 1.9302 2.4277 1.5933 2.1366 2.8041 1.6502
Largest Winning Trade 181353 181353 35510 286810 286810 116400
Largest Losing Trade -50824 -26109 -50824 -90340 -90073 -90340
Avg Bars in Trades 42 45 40 42 45 40
Avg Bars in Winners 53 60 47 53 60 47
Avg Bars in Losers 32 33 30 32 33 30
Bars Traded 3897 2035 1863 3897 2035 1863
Profit Streak 89.2067 121.4567 89.2067 89.2067 121.4567 89.2067
Trades During Streak 6 4 3 6 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 525226 346381 496278 487644 343602 -3126
Evaluation Data
{
    "trading_pair": "MAGIC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4116,
    "evaluation_days": 1029,
    "actual_first_datapoint_time": 1670824800000,
    "first_datapoint_time": 1673179200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759726658231,
    "expiration_time": 1762375968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 27,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            430235.2046359372,
            230915.246413601,
            199319.9582223364,
            694672.2067698647,
            383519.8520324652,
            311152.3547373994
        ],
        [
            430.235205,
            230.915246,
            199.319958,
            694.672207,
            383.519852,
            311.152355
        ],
        [
            0.41811,
            0.224407,
            0.193703,
            0.201637,
            0.153268,
            0.137489
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146405,
            -85631,
            -73863,
            -205623,
            -136082,
            -106764
        ],
        [
            1.888241,
            1.774096,
            2.071239,
            2.090107,
            2.049148,
            2.145214
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            45,
            19,
            26,
            45,
            19,
            26
        ],
        [
            46,
            26,
            20,
            46,
            26,
            20
        ],
        [
            49.450549,
            42.222222,
            56.521739,
            49.450549,
            42.222222,
            56.521739
        ],
        [
            1.930202,
            2.427711,
            1.593261,
            2.136554,
            2.804097,
            1.650165
        ],
        [
            181353,
            181353,
            35510,
            286810,
            286810,
            116400
        ],
        [
            -50824,
            -26109,
            -50824,
            -90340,
            -90073,
            -90340
        ],
        [
            42,
            45,
            40,
            42,
            45,
            40
        ],
        [
            53,
            60,
            47,
            53,
            60,
            47
        ],
        [
            32,
            33,
            30,
            32,
            33,
            30
        ],
        [
            3897,
            2035,
            1863,
            3897,
            2035,
            1863
        ],
        [
            89.206692,
            121.456692,
            89.206692,
            89.206692,
            121.456692,
            89.206692
        ],
        [
            6,
            4,
            3,
            6,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            525226,
            346381,
            496278,
            487644,
            343602,
            -3126
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MAGIC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4116,
    "evaluation_days": 1029,
    "actual_first_datapoint_time": 1670824800000,
    "first_datapoint_time": 1673179200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759726658231,
    "expiration_time": 1762375968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 27,
            "offset": 0,
            "poles": 2
        }
    }
}

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)