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Trade: MAGIC/USDT/3/VWAP/KCL/4026

Strategy
MAGIC/USDT/3/VWAP/KCL/4026
Pair
MAGIC_USDT
Interval
3m
Score
339543
Daily Profit
0.926759
Profit Factor
1.397918
Profitability
44.776119
Streak
0.000000
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-09-26 09:31
Expiration Time
2025-12-08 17:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 48265.5941 29319.1978 18946.3963 39709.7986 23924.6515 15785.1471
Total P&L (%) 48.2656 29.3192 18.9464 39.7098 23.9247 15.7851
Avg Daily Profit (%) 0.9268 0.563 0.3638 0.6442 0.4127 0.2818
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30529 -10938 -28092 -38586 -14498 -36418
Profit Factor 1.3979 2.0207 1.2047 1.2721 1.6821 1.1424
Total Trades 134 67 67 134 67 67
Winning Trades 60 31 29 60 31 29
Losing Trades 74 36 38 74 36 38
Profitability (%) 44.7761 46.2687 43.2836 44.7761 46.2687 43.2836
Ratio Avg Win / Avg Loss 1.7241 2.3467 1.5785 1.5689 1.9534 1.4969
Largest Winning Trade 29130 29130 17184 25322 25322 19289
Largest Losing Trade -27740 -3167 -27740 -35952 -3818 -35952
Avg Bars in Trades 183 38 328 183 38 328
Avg Bars in Winners 236 39 447 236 39 447
Avg Bars in Losers 140 37 237 140 37 237
Bars Traded 24600 2592 22008 24600 2592 22008
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 339543 -108796 -119584 232560 -111834 -186939

Evaluation Data

{
    "trading_pair": "MAGIC_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754227260000,
    "first_datapoint_time": 1754241120000,
    "last_datapoint_time": 1758727080000,
    "evaluation_time": 1758868283366,
    "expiration_time": 1765207080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 78,
            "offset": 0,
            "scalar": 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": [
        [
            48265.5940805369,
            29319.1977627743,
            18946.3963177627,
            39709.7986079959,
            23924.6515368268,
            15785.1470711692
        ],
        [
            48.265594,
            29.319198,
            18.946396,
            39.709799,
            23.924652,
            15.785147
        ],
        [
            0.926759,
            0.562965,
            0.363794,
            0.64415,
            0.412723,
            0.281821
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30529,
            -10938,
            -28092,
            -38586,
            -14498,
            -36418
        ],
        [
            1.397918,
            2.020727,
            1.204668,
            1.27206,
            1.682101,
            1.142357
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            60,
            31,
            29,
            60,
            31,
            29
        ],
        [
            74,
            36,
            38,
            74,
            36,
            38
        ],
        [
            44.776119,
            46.268657,
            43.283582,
            44.776119,
            46.268657,
            43.283582
        ],
        [
            1.724099,
            2.346651,
            1.57853,
            1.568874,
            1.953408,
            1.496881
        ],
        [
            29130,
            29130,
            17184,
            25322,
            25322,
            19289
        ],
        [
            -27740,
            -3167,
            -27740,
            -35952,
            -3818,
            -35952
        ],
        [
            183,
            38,
            328,
            183,
            38,
            328
        ],
        [
            236,
            39,
            447,
            236,
            39,
            447
        ],
        [
            140,
            37,
            237,
            140,
            37,
            237
        ],
        [
            24600,
            2592,
            22008,
            24600,
            2592,
            22008
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339543,
            -108796,
            -119584,
            232560,
            -111834,
            -186939
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MAGIC_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754227260000,
    "first_datapoint_time": 1754241120000,
    "last_datapoint_time": 1758727080000,
    "evaluation_time": 1758868283366,
    "expiration_time": 1765207080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 78,
            "offset": 0,
            "scalar": 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)