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Trade: MAGIC/USDT/5/SSF/SMA/9240

Strategy
MAGIC/USDT/5/SSF/SMA/9240
Pair
MAGIC_USDT
Interval
5m
Score
312978
Daily Profit
0.569746
Profit Factor
1.271812
Profitability
70.289855
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-06 17:37
Expiration Time
2025-12-20 16:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 49459.632 34515.296 14944.336 25764.1854 17070.8102 8693.3752
Total P&L (%) 49.4596 34.5153 14.9443 25.7642 17.0708 8.6934
Avg Daily Profit (%) 0.5697 0.3976 0.1722 0.2644 0.1817 0.0961
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64666 -30363 -56603 -84406 -44656 -78160
Profit Factor 1.2718 1.3721 1.1675 1.1013 1.1327 1.0691
Total Trades 138 69 69 138 69 69
Winning Trades 97 46 51 97 46 51
Losing Trades 41 23 18 41 23 18
Profitability (%) 70.2899 66.6667 73.913 70.2899 66.6667 73.913
Ratio Avg Win / Avg Loss 0.5376 0.6861 0.4121 0.4655 0.5663 0.3773
Largest Winning Trade 32959 32959 10663 24155 24155 13513
Largest Losing Trade -39925 -14701 -39925 -52879 -22506 -52879
Avg Bars in Trades 177 190 164 177 190 164
Avg Bars in Winners 122 128 116 122 128 116
Avg Bars in Losers 308 313 302 308 313 302
Bars Traded 24516 13137 11379 24516 13137 11379
Profit Streak 0 0 3.9395 0 0 3.9395
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312978 -96008 -142394 -105063 -179091 -476536
Evaluation Data
{
    "trading_pair": "MAGIC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752261600000,
    "first_datapoint_time": 1752334200000,
    "last_datapoint_time": 1759761300000,
    "evaluation_time": 1759761473696,
    "expiration_time": 1766241300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 164,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 243,
            "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": [
        [
            49459.631991791,
            34515.2960347659,
            14944.3359570252,
            25764.1853972597,
            17070.810236657,
            8693.3751606027
        ],
        [
            49.459632,
            34.515296,
            14.944336,
            25.764185,
            17.07081,
            8.693375
        ],
        [
            0.569746,
            0.397596,
            0.17215,
            0.264418,
            0.181721,
            0.096073
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64666,
            -30363,
            -56603,
            -84406,
            -44656,
            -78160
        ],
        [
            1.271812,
            1.372115,
            1.167521,
            1.10127,
            1.132678,
            1.069133
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            97,
            46,
            51,
            97,
            46,
            51
        ],
        [
            41,
            23,
            18,
            41,
            23,
            18
        ],
        [
            70.289855,
            66.666667,
            73.913043,
            70.289855,
            66.666667,
            73.913043
        ],
        [
            0.53757,
            0.686058,
            0.412066,
            0.465485,
            0.566339,
            0.377341
        ],
        [
            32959,
            32959,
            10663,
            24155,
            24155,
            13513
        ],
        [
            -39925,
            -14701,
            -39925,
            -52879,
            -22506,
            -52879
        ],
        [
            177,
            190,
            164,
            177,
            190,
            164
        ],
        [
            122,
            128,
            116,
            122,
            128,
            116
        ],
        [
            308,
            313,
            302,
            308,
            313,
            302
        ],
        [
            24516,
            13137,
            11379,
            24516,
            13137,
            11379
        ],
        [
            0,
            0,
            3.93951,
            0,
            0,
            3.93951
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312978,
            -96008,
            -142394,
            -105063,
            -179091,
            -476536
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MAGIC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752261600000,
    "first_datapoint_time": 1752334200000,
    "last_datapoint_time": 1759761300000,
    "evaluation_time": 1759761473696,
    "expiration_time": 1766241300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 164,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 243,
            "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)