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Trade: MAGIC/USDT/360/LINREG/VWAP/8669

Strategy
MAGIC/USDT/360/LINREG/VWAP/8669
Pair
MAGIC_USDT
Interval
6h
Score
311289
Daily Profit
0.414112
Profit Factor
1.597137
Profitability
37.078652
Streak
0.000000
Best Strategy
Training Data Length
1036.000000
Evaluation Time
2025-10-13 06:33
Expiration Time
2025-11-13 03:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 429019.6301 252440.9843 176578.6458 598408.4862 193188.4579 405220.0284
Total P&L (%) 429.0196 252.441 176.5786 598.4085 193.1885 405.22
Avg Daily Profit (%) 0.4141 0.2437 0.1704 0.1878 0.1039 0.1565
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -174877 -77012 -120715 -537738 -533310 -152829
Profit Factor 1.5971 1.6458 1.539 1.3341 1.1626 1.6721
Total Trades 178 89 89 178 89 89
Winning Trades 66 30 36 66 30 36
Losing Trades 112 59 53 112 59 53
Profitability (%) 37.0787 33.7079 40.4494 37.0787 33.7079 40.4494
Ratio Avg Win / Avg Loss 2.7103 3.2368 2.2658 2.2639 2.2864 2.4617
Largest Winning Trade 177368 177368 40247 395765 395765 226209
Largest Losing Trade -34667 -34667 -29848 -370602 -370602 -75365
Avg Bars in Trades 22 23 21 22 23 21
Avg Bars in Winners 41 41 41 41 41 41
Avg Bars in Losers 10 13 8 10 13 8
Bars Traded 3982 2058 1924 3982 2058 1924
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311289 170521 225775 198773 -101274 239900
Evaluation Data
{
    "trading_pair": "MAGIC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4144,
    "evaluation_days": 1036,
    "actual_first_datapoint_time": 1670824800000,
    "first_datapoint_time": 1672833600000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760326414077,
    "expiration_time": 1762998912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            429019.630125741,
            252440.98431715,
            176578.6458085912,
            598408.4862475966,
            193188.4578973916,
            405220.0283502048
        ],
        [
            429.01963,
            252.440984,
            176.578646,
            598.408486,
            193.188458,
            405.220028
        ],
        [
            0.414112,
            0.243669,
            0.170443,
            0.187786,
            0.103881,
            0.156476
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -174877,
            -77012,
            -120715,
            -537738,
            -533310,
            -152829
        ],
        [
            1.597137,
            1.64583,
            1.539034,
            1.334057,
            1.162558,
            1.672104
        ],
        [
            178,
            89,
            89,
            178,
            89,
            89
        ],
        [
            66,
            30,
            36,
            66,
            30,
            36
        ],
        [
            112,
            59,
            53,
            112,
            59,
            53
        ],
        [
            37.078652,
            33.707865,
            40.449438,
            37.078652,
            33.707865,
            40.449438
        ],
        [
            2.710292,
            3.236799,
            2.265801,
            2.263854,
            2.286365,
            2.461708
        ],
        [
            177368,
            177368,
            40247,
            395765,
            395765,
            226209
        ],
        [
            -34667,
            -34667,
            -29848,
            -370602,
            -370602,
            -75365
        ],
        [
            22,
            23,
            21,
            22,
            23,
            21
        ],
        [
            41,
            41,
            41,
            41,
            41,
            41
        ],
        [
            10,
            13,
            8,
            10,
            13,
            8
        ],
        [
            3982,
            2058,
            1924,
            3982,
            2058,
            1924
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311289,
            170521,
            225775,
            198773,
            -101274,
            239900
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MAGIC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4144,
    "evaluation_days": 1036,
    "actual_first_datapoint_time": 1670824800000,
    "first_datapoint_time": 1672833600000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760326414077,
    "expiration_time": 1762998912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)