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Trade: MAGIC/USDT/480/LINREG/VWAP/7689

Strategy
MAGIC/USDT/480/LINREG/VWAP/7689
Pair
MAGIC_USDT
Interval
8h
Score
416768
Daily Profit
0.191803
Profit Factor
1.746385
Profitability
49.425287
Streak
55.459612
Best Strategy
Training Data Length
1019.000000
Evaluation Time
2025-09-26 06:01
Expiration Time
2025-10-26 15:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 406362.7473 210915.2489 195447.4984 792956.0877 500349.2484 292606.8392
Total P&L (%) 406.3627 210.9152 195.4475 792.9561 500.3492 292.6068
Avg Daily Profit (%) 0.3988 0.207 0.1918 0.2151 0.176 0.1343
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98610 -58488 -79836 -810715 -591760 -327749
Profit Factor 1.6881 1.6417 1.7464 1.3801 1.3905 1.3636
Total Trades 174 87 87 174 87 87
Winning Trades 72 29 43 72 29 43
Losing Trades 102 58 44 102 58 44
Profitability (%) 41.3793 33.3333 49.4253 41.3793 33.3333 49.4253
Ratio Avg Win / Avg Loss 2.3915 3.2834 1.787 1.9552 2.781 1.3954
Largest Winning Trade 177208 177208 37337 851567 851567 130644
Largest Losing Trade -29962 -14045 -29962 -184366 -184366 -103213
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 28 32 25 28 32 25
Avg Bars in Losers 8 9 7 8 9 7
Bars Traded 2890 1476 1414 2890 1476 1414
Profit Streak 26.1263 26.1263 55.4596 26.1263 26.1263 55.4596
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 409453 173023 416768 313437 129516 -12546

Evaluation Data

{
    "trading_pair": "MAGIC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3057,
    "evaluation_days": 1019,
    "actual_first_datapoint_time": 1670832000000,
    "first_datapoint_time": 1673078400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758855710474,
    "expiration_time": 1761486048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 79,
            "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": [
        [
            406362.7473420993,
            210915.248901756,
            195447.4984403431,
            792956.0876584378,
            500349.2484203894,
            292606.8392380482
        ],
        [
            406.362747,
            210.915249,
            195.447498,
            792.956088,
            500.349248,
            292.606839
        ],
        [
            0.398786,
            0.206983,
            0.191803,
            0.215085,
            0.176047,
            0.134304
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98610,
            -58488,
            -79836,
            -810715,
            -591760,
            -327749
        ],
        [
            1.688118,
            1.641697,
            1.746385,
            1.380135,
            1.390496,
            1.363638
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            72,
            29,
            43,
            72,
            29,
            43
        ],
        [
            102,
            58,
            44,
            102,
            58,
            44
        ],
        [
            41.37931,
            33.333333,
            49.425287,
            41.37931,
            33.333333,
            49.425287
        ],
        [
            2.391501,
            3.283394,
            1.786999,
            1.955192,
            2.780992,
            1.39535
        ],
        [
            177208,
            177208,
            37337,
            851567,
            851567,
            130644
        ],
        [
            -29962,
            -14045,
            -29962,
            -184366,
            -184366,
            -103213
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            28,
            32,
            25,
            28,
            32,
            25
        ],
        [
            8,
            9,
            7,
            8,
            9,
            7
        ],
        [
            2890,
            1476,
            1414,
            2890,
            1476,
            1414
        ],
        [
            26.126279,
            26.126279,
            55.459612,
            26.126279,
            26.126279,
            55.459612
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            409453,
            173023,
            416768,
            313437,
            129516,
            -12546
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MAGIC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3057,
    "evaluation_days": 1019,
    "actual_first_datapoint_time": 1670832000000,
    "first_datapoint_time": 1673078400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758855710474,
    "expiration_time": 1761486048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 79,
            "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)