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Trade: MAGIC/USDT/120/SSF/DCM/6612

Strategy
MAGIC/USDT/120/SSF/DCM/6612
Pair
MAGIC_USDT
Interval
2h
Score
315824
Daily Profit
0.288989
Profit Factor
1.227275
Profitability
41.062802
Streak
8.030714
Best Strategy
Training Data Length
1032.750000
Evaluation Time
2025-10-10 03:44
Expiration Time
2025-11-16 06:17

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 298453.5347 233772.979 64680.5557 14840.8317 50641.7959 -35800.9642
Total P&L (%) 298.4535 233.773 64.6806 14.8408 50.6418 -35.801
Avg Daily Profit (%) 0.289 0.2264 0.0626 0.0134 0.0397 -0.0429
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -236217 -128005 -124921 -337194 -229608 -200215
Profit Factor 1.2273 1.3137 1.1139 1.009 1.0565 0.952
Total Trades 414 207 207 414 207 207
Winning Trades 170 82 88 170 82 88
Losing Trades 244 125 119 244 125 119
Profitability (%) 41.0628 39.6135 42.5121 41.0628 39.6135 42.5121
Ratio Avg Win / Avg Loss 1.7615 2.0026 1.5063 1.4483 1.6105 1.2874
Largest Winning Trade 191599 191599 24175 105218 105218 60895
Largest Losing Trade -27255 -21301 -27255 -75945 -75945 -55121
Avg Bars in Trades 29 36 23 29 36 23
Avg Bars in Winners 39 48 32 39 48 32
Avg Bars in Losers 22 27 16 22 27 16
Bars Traded 12248 7455 4793 12248 7455 4793
Profit Streak 8.0307 10.2807 0 8.0307 10.2807 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315824 225753 -205924 -401063 -301338 -581217
Evaluation Data
{
    "trading_pair": "MAGIC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 12393,
    "evaluation_days": 1032.75,
    "actual_first_datapoint_time": 1670832000000,
    "first_datapoint_time": 1671379200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760057053728,
    "expiration_time": 1763266665600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 166,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 77,
            "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": [
        [
            298453.534693412,
            233772.9789864385,
            64680.5557069738,
            14840.8317075302,
            50641.7959122728,
            -35800.9642047428
        ],
        [
            298.453535,
            233.772979,
            64.680556,
            14.840832,
            50.641796,
            -35.800964
        ],
        [
            0.288989,
            0.22636,
            0.062629,
            0.0134,
            0.039682,
            -0.042904
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -236217,
            -128005,
            -124921,
            -337194,
            -229608,
            -200215
        ],
        [
            1.227275,
            1.313727,
            1.113867,
            1.009033,
            1.056472,
            0.952018
        ],
        [
            414,
            207,
            207,
            414,
            207,
            207
        ],
        [
            170,
            82,
            88,
            170,
            82,
            88
        ],
        [
            244,
            125,
            119,
            244,
            125,
            119
        ],
        [
            41.062802,
            39.613527,
            42.512077,
            41.062802,
            39.613527,
            42.512077
        ],
        [
            1.7615,
            2.002632,
            1.506252,
            1.44826,
            1.610476,
            1.287388
        ],
        [
            191599,
            191599,
            24175,
            105218,
            105218,
            60895
        ],
        [
            -27255,
            -21301,
            -27255,
            -75945,
            -75945,
            -55121
        ],
        [
            29,
            36,
            23,
            29,
            36,
            23
        ],
        [
            39,
            48,
            32,
            39,
            48,
            32
        ],
        [
            22,
            27,
            16,
            22,
            27,
            16
        ],
        [
            12248,
            7455,
            4793,
            12248,
            7455,
            4793
        ],
        [
            8.030714,
            10.280714,
            0,
            8.030714,
            10.280714,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315824,
            225753,
            -205924,
            -401063,
            -301338,
            -581217
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MAGIC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 12393,
    "evaluation_days": 1032.75,
    "actual_first_datapoint_time": 1670832000000,
    "first_datapoint_time": 1671379200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760057053728,
    "expiration_time": 1763266665600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 166,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 77,
            "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)