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Trade: MAGIC/USDT/120/KCL/SSF/6601

Strategy
MAGIC/USDT/120/KCL/SSF/6601
Pair
MAGIC_USDT
Interval
2h
Score
312143
Daily Profit
0.270199
Profit Factor
1.537442
Profitability
41.904762
Streak
8.320639
Best Strategy
Training Data Length
1024.000000
Evaluation Time
2025-10-01 10:41
Expiration Time
2025-11-07 04:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 276683.5269 209879.4781 66804.0488 39148.5297 -11417.8461 50566.3758
Total P&L (%) 276.6835 209.8795 66.804 39.1485 -11.4178 50.5664
Avg Daily Profit (%) 0.2702 0.205 0.0652 0.0323 -0.0118 0.04
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95867 -138123 -44086 -236962 -296645 -86514
Profit Factor 1.5374 1.5902 1.4196 1.0367 0.9848 1.1606
Total Trades 105 52 53 105 52 53
Winning Trades 44 19 25 44 19 25
Losing Trades 61 33 28 61 33 28
Profitability (%) 41.9048 36.5385 47.1698 41.9048 36.5385 47.1698
Ratio Avg Win / Avg Loss 2.1315 2.7619 1.5899 1.4372 1.7105 1.2998
Largest Winning Trade 198137 198137 36557 186905 186905 37108
Largest Losing Trade -31840 -31840 -30576 -67930 -67930 -52187
Avg Bars in Trades 114 189 41 114 189 41
Avg Bars in Winners 162 308 51 162 308 51
Avg Bars in Losers 80 120 33 80 120 33
Bars Traded 12057 9845 2212 12057 9845 2212
Profit Streak 8.3206 0 66.404 8.3206 0 66.404
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312143 -174658 -284294 -334438 -763290 -364895
Evaluation Data
{
    "trading_pair": "MAGIC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 12288,
    "evaluation_days": 1024,
    "actual_first_datapoint_time": 1670832000000,
    "first_datapoint_time": 1671393600000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759304503226,
    "expiration_time": 1762483449600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 79,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 61,
            "offset": 0,
            "poles": 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": [
        [
            276683.5269083701,
            209879.4780929273,
            66804.0488154431,
            39148.5296804178,
            -11417.8461440803,
            50566.3758244981
        ],
        [
            276.683527,
            209.879478,
            66.804049,
            39.14853,
            -11.417846,
            50.566376
        ],
        [
            0.270199,
            0.20496,
            0.065238,
            0.032268,
            -0.011839,
            0.039972
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95867,
            -138123,
            -44086,
            -236962,
            -296645,
            -86514
        ],
        [
            1.537442,
            1.590211,
            1.419584,
            1.036696,
            0.984815,
            1.160566
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            44,
            19,
            25,
            44,
            19,
            25
        ],
        [
            61,
            33,
            28,
            61,
            33,
            28
        ],
        [
            41.904762,
            36.538462,
            47.169811,
            41.904762,
            36.538462,
            47.169811
        ],
        [
            2.131454,
            2.761946,
            1.589934,
            1.437237,
            1.710468,
            1.299833
        ],
        [
            198137,
            198137,
            36557,
            186905,
            186905,
            37108
        ],
        [
            -31840,
            -31840,
            -30576,
            -67930,
            -67930,
            -52187
        ],
        [
            114,
            189,
            41,
            114,
            189,
            41
        ],
        [
            162,
            308,
            51,
            162,
            308,
            51
        ],
        [
            80,
            120,
            33,
            80,
            120,
            33
        ],
        [
            12057,
            9845,
            2212,
            12057,
            9845,
            2212
        ],
        [
            8.320639,
            0,
            66.403972,
            8.320639,
            0,
            66.403972
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312143,
            -174658,
            -284294,
            -334438,
            -763290,
            -364895
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MAGIC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 12288,
    "evaluation_days": 1024,
    "actual_first_datapoint_time": 1670832000000,
    "first_datapoint_time": 1671393600000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759304503226,
    "expiration_time": 1762483449600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 79,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 61,
            "offset": 0,
            "poles": 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)