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Trade: MAGIC/USDT/360/VWAP/LINREG/8325

Strategy
MAGIC/USDT/360/VWAP/LINREG/8325
Pair
MAGIC_USDT
Interval
6h
Score
342708
Daily Profit
0.165960
Profit Factor
1.282904
Profitability
70.588235
Streak
17.123300
Best Strategy
Training Data Length
1017.500000
Evaluation Time
2025-09-28 05:57
Expiration Time
2025-10-25 03:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 168864.7365 61007.5195 107857.217 -308912.463 -280511.444 -28401.0191
Total P&L (%) 168.8647 61.0075 107.8572 -308.9125 -280.5114 -28.401
Avg Daily Profit (%) 0.166 0.06 0.106 0 0 -0.0328
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -165239 -97931 -134063 -639721 -357617 -389139
Profit Factor 1.2829 1.2 1.3695 0.7793 0.6083 0.9585
Total Trades 136 68 68 136 68 68
Winning Trades 96 44 52 88 40 48
Losing Trades 40 24 16 48 28 20
Profitability (%) 70.5882 64.7059 76.4706 64.7059 58.8235 70.5882
Ratio Avg Win / Avg Loss 0.5345 0.6546 0.4214 0.4251 0.4258 0.3994
Largest Winning Trade 47918 42469 47918 86167 45637 86167
Largest Losing Trade -134063 -44300 -134063 -327704 -132191 -327704
Avg Bars in Trades 28 27 28 28 27 28
Avg Bars in Winners 16 13 19 20 19 20
Avg Bars in Losers 55 51 60 42 38 49
Bars Traded 3824 1858 1966 3824 1858 1966
Profit Streak 17.1233 0 42.8733 0 55.1233 0
Trades During Streak 1 0 1 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342708 -222651 -157547 -578233 -687974 -687011
Evaluation Data
{
    "trading_pair": "MAGIC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4070,
    "evaluation_days": 1017.5,
    "actual_first_datapoint_time": 1670824800000,
    "first_datapoint_time": 1674453600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759028253162,
    "expiration_time": 1761352560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 169,
            "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": [
        [
            168864.7364568606,
            61007.5194626298,
            107857.2169942308,
            -308912.4630317432,
            -280511.4439535777,
            -28401.0190781656
        ],
        [
            168.864736,
            61.007519,
            107.857217,
            -308.912463,
            -280.511444,
            -28.401019
        ],
        [
            0.16596,
            0.059958,
            0.106002,
            0,
            0,
            -0.032829
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -165239,
            -97931,
            -134063,
            -639721,
            -357617,
            -389139
        ],
        [
            1.282904,
            1.200037,
            1.369481,
            0.779306,
            0.608311,
            0.958452
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            96,
            44,
            52,
            88,
            40,
            48
        ],
        [
            40,
            24,
            16,
            48,
            28,
            20
        ],
        [
            70.588235,
            64.705882,
            76.470588,
            64.705882,
            58.823529,
            70.588235
        ],
        [
            0.534543,
            0.654565,
            0.421379,
            0.425076,
            0.425818,
            0.399355
        ],
        [
            47918,
            42469,
            47918,
            86167,
            45637,
            86167
        ],
        [
            -134063,
            -44300,
            -134063,
            -327704,
            -132191,
            -327704
        ],
        [
            28,
            27,
            28,
            28,
            27,
            28
        ],
        [
            16,
            13,
            19,
            20,
            19,
            20
        ],
        [
            55,
            51,
            60,
            42,
            38,
            49
        ],
        [
            3824,
            1858,
            1966,
            3824,
            1858,
            1966
        ],
        [
            17.1233,
            0,
            42.8733,
            0,
            55.1233,
            0
        ],
        [
            1,
            0,
            1,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342708,
            -222651,
            -157547,
            -578233,
            -687974,
            -687011
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MAGIC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4070,
    "evaluation_days": 1017.5,
    "actual_first_datapoint_time": 1670824800000,
    "first_datapoint_time": 1674453600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759028253162,
    "expiration_time": 1761352560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 169,
            "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)