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Trade: MAGIC/USDT/360/ZLMA/VWAP/5911

Strategy
MAGIC/USDT/360/ZLMA/VWAP/5911
Pair
MAGIC_USDT
Interval
6h
Score
310261
Daily Profit
0.164593
Profit Factor
1.334819
Profitability
60.000000
Streak
20.947145
Best Strategy
Training Data Length
1030.500000
Evaluation Time
2025-10-07 19:43
Expiration Time
2025-11-07 11:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 169613.2254 43789.7559 125823.4695 -35818.1817 -37267.5773 1449.3955
Total P&L (%) 169.6132 43.7898 125.8235 -35.8182 -37.2676 1.4494
Avg Daily Profit (%) 0.1646 0.0425 0.1221 -0.043 -0.0452 0.0014
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151090 -120774 -114550 -186028 -121665 -111145
Profit Factor 1.3348 1.1357 1.6842 0.9077 0.8369 1.0091
Total Trades 120 60 60 120 60 60
Winning Trades 72 31 41 72 31 41
Losing Trades 48 29 19 48 29 19
Profitability (%) 60 51.6667 68.3333 60 51.6667 68.3333
Ratio Avg Win / Avg Loss 0.8899 1.0624 0.7805 0.6051 0.7829 0.4676
Largest Winning Trade 47280 47280 34926 38567 38567 22222
Largest Losing Trade -85500 -43296 -85500 -106458 -39024 -106458
Avg Bars in Trades 31 38 23 31 38 23
Avg Bars in Winners 21 22 21 21 22 21
Avg Bars in Losers 45 56 29 45 56 29
Bars Traded 3769 2331 1438 3769 2331 1438
Profit Streak 20.9471 21.6971 20.9471 20.9471 21.6971 20.9471
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310261 -377702 -195568 -578108 -749192 -734905
Evaluation Data
{
    "trading_pair": "MAGIC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4122,
    "evaluation_days": 1030.5,
    "actual_first_datapoint_time": 1670824800000,
    "first_datapoint_time": 1674626400000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759855433295,
    "expiration_time": 1762509456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 70
        }
    }
}
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": [
        [
            169613.2253789624,
            43789.7558855545,
            125823.4694934079,
            -35818.1817317294,
            -37267.5772547863,
            1449.3955230569
        ],
        [
            169.613225,
            43.789756,
            125.823469,
            -35.818182,
            -37.267577,
            1.449396
        ],
        [
            0.164593,
            0.042494,
            0.122099,
            -0.043023,
            -0.045239,
            0.001396
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151090,
            -120774,
            -114550,
            -186028,
            -121665,
            -111145
        ],
        [
            1.334819,
            1.135702,
            1.684226,
            0.907718,
            0.836872,
            1.009077
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            72,
            31,
            41,
            72,
            31,
            41
        ],
        [
            48,
            29,
            19,
            48,
            29,
            19
        ],
        [
            60,
            51.666667,
            68.333333,
            60,
            51.666667,
            68.333333
        ],
        [
            0.889879,
            1.062431,
            0.780495,
            0.605145,
            0.78288,
            0.467621
        ],
        [
            47280,
            47280,
            34926,
            38567,
            38567,
            22222
        ],
        [
            -85500,
            -43296,
            -85500,
            -106458,
            -39024,
            -106458
        ],
        [
            31,
            38,
            23,
            31,
            38,
            23
        ],
        [
            21,
            22,
            21,
            21,
            22,
            21
        ],
        [
            45,
            56,
            29,
            45,
            56,
            29
        ],
        [
            3769,
            2331,
            1438,
            3769,
            2331,
            1438
        ],
        [
            20.947145,
            21.697145,
            20.947145,
            20.947145,
            21.697145,
            20.947145
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310261,
            -377702,
            -195568,
            -578108,
            -749192,
            -734905
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MAGIC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4122,
    "evaluation_days": 1030.5,
    "actual_first_datapoint_time": 1670824800000,
    "first_datapoint_time": 1674626400000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759855433295,
    "expiration_time": 1762509456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 70
        }
    }
}

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)