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Trade: MAGIC/USDT/5/ZLMA/SMA/2394

Strategy
MAGIC/USDT/5/ZLMA/SMA/2394
Pair
MAGIC_USDT
Interval
5m
Score
336934
Daily Profit
0.607626
Profit Factor
1.227557
Profitability
49.099099
Streak
4.160747
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 00:31
Expiration Time
2025-12-25 23:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 52748.0462 9847.5169 42900.5292 42916.9603 10700.5478 32216.4125
Total P&L (%) 52.748 9.8475 42.9005 42.917 10.7005 32.2164
Avg Daily Profit (%) 0.6076 0.1134 0.4942 0.4122 0.1172 0.3222
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64769 -19291 -58889 -61770 -16342 -59357
Profit Factor 1.2276 1.0881 1.3574 1.203 1.1097 1.2831
Total Trades 222 111 111 222 111 111
Winning Trades 109 47 62 109 47 62
Losing Trades 113 64 49 113 64 49
Profitability (%) 49.0991 42.3423 55.8559 49.0991 42.3423 55.8559
Ratio Avg Win / Avg Loss 1.2726 1.4817 1.0728 1.2472 1.511 1.014
Largest Winning Trade 33205 14939 33205 35626 15856 35626
Largest Losing Trade -15821 -7582 -15821 -18201 -7582 -18201
Avg Bars in Trades 109 118 100 109 118 100
Avg Bars in Winners 119 135 106 119 135 106
Avg Bars in Losers 99 105 92 99 105 92
Bars Traded 24246 13124 11122 24246 13124 11122
Profit Streak 4.1607 4.1607 8.1642 4.1607 4.1607 8.1642
Trades During Streak 7 3 7 7 3 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336934 -335303 319806 242145 -283694 216348
Evaluation Data
{
    "trading_pair": "MAGIC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752718500000,
    "first_datapoint_time": 1752789000000,
    "last_datapoint_time": 1760218200000,
    "evaluation_time": 1760218288529,
    "expiration_time": 1766698200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 63,
            "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": [
        [
            52748.0461848446,
            9847.5169425338,
            42900.5292423108,
            42916.9603106768,
            10700.5478365055,
            32216.4124741713
        ],
        [
            52.748046,
            9.847517,
            42.900529,
            42.91696,
            10.700548,
            32.216412
        ],
        [
            0.607626,
            0.113438,
            0.494189,
            0.412198,
            0.117173,
            0.32222
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64769,
            -19291,
            -58889,
            -61770,
            -16342,
            -59357
        ],
        [
            1.227557,
            1.088102,
            1.357424,
            1.203032,
            1.109668,
            1.283076
        ],
        [
            222,
            111,
            111,
            222,
            111,
            111
        ],
        [
            109,
            47,
            62,
            109,
            47,
            62
        ],
        [
            113,
            64,
            49,
            113,
            64,
            49
        ],
        [
            49.099099,
            42.342342,
            55.855856,
            49.099099,
            42.342342,
            55.855856
        ],
        [
            1.272605,
            1.48167,
            1.072803,
            1.24718,
            1.511037,
            1.014044
        ],
        [
            33205,
            14939,
            33205,
            35626,
            15856,
            35626
        ],
        [
            -15821,
            -7582,
            -15821,
            -18201,
            -7582,
            -18201
        ],
        [
            109,
            118,
            100,
            109,
            118,
            100
        ],
        [
            119,
            135,
            106,
            119,
            135,
            106
        ],
        [
            99,
            105,
            92,
            99,
            105,
            92
        ],
        [
            24246,
            13124,
            11122,
            24246,
            13124,
            11122
        ],
        [
            4.160747,
            4.160747,
            8.164219,
            4.160747,
            4.160747,
            8.164219
        ],
        [
            7,
            3,
            7,
            7,
            3,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336934,
            -335303,
            319806,
            242145,
            -283694,
            216348
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MAGIC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752718500000,
    "first_datapoint_time": 1752789000000,
    "last_datapoint_time": 1760218200000,
    "evaluation_time": 1760218288529,
    "expiration_time": 1766698200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 63,
            "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)