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Trade: MAGIC/USDT/5/JMA/VWMA/5309

Strategy
MAGIC/USDT/5/JMA/VWMA/5309
Pair
MAGIC_USDT
Interval
5m
Score
312316
Daily Profit
0.826936
Profit Factor
1.315559
Profitability
58.602151
Streak
0.836112
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-03 14:04
Expiration Time
2025-12-17 13:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 71786.3164 41683.8058 30102.5106 61261.9664 29112.0588 32149.9076
Total P&L (%) 71.7863 41.6838 30.1025 61.262 29.1121 32.1499
Avg Daily Profit (%) 0.8269 0.4802 0.3468 0.552 0.2948 0.3216
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -45658 -38383 -29304 -95522 -80600 -54210
Profit Factor 1.3156 1.3372 1.2898 1.1451 1.135 1.1556
Total Trades 186 93 93 186 93 93
Winning Trades 109 51 58 109 51 58
Losing Trades 77 42 35 77 42 35
Profitability (%) 58.6022 54.8387 62.3656 58.6022 54.8387 62.3656
Ratio Avg Win / Avg Loss 0.9293 1.1013 0.7783 0.8089 0.9347 0.6973
Largest Winning Trade 31608 31608 11570 35438 35438 20883
Largest Losing Trade -29199 -14488 -29199 -54087 -21360 -54087
Avg Bars in Trades 132 153 111 132 153 111
Avg Bars in Winners 105 121 90 105 121 90
Avg Bars in Losers 171 192 144 171 192 144
Bars Traded 24629 14295 10335 24629 14295 10335
Profit Streak 0.8361 2.0722 0.8361 0.8361 2.0722 0.8361
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312316 166345 12823 -55159 -72054 -49082
Evaluation Data
{
    "trading_pair": "MAGIC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751989500000,
    "first_datapoint_time": 1752051600000,
    "last_datapoint_time": 1759489200000,
    "evaluation_time": 1759489440070,
    "expiration_time": 1765969200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 208,
            "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": [
        [
            71786.3163943746,
            41683.8057639401,
            30102.5106304345,
            61261.9663867444,
            29112.0587569494,
            32149.907629795
        ],
        [
            71.786316,
            41.683806,
            30.102511,
            61.261966,
            29.112059,
            32.149908
        ],
        [
            0.826936,
            0.480173,
            0.346763,
            0.551984,
            0.294767,
            0.321639
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -45658,
            -38383,
            -29304,
            -95522,
            -80600,
            -54210
        ],
        [
            1.315559,
            1.337244,
            1.289759,
            1.145088,
            1.135029,
            1.155584
        ],
        [
            186,
            93,
            93,
            186,
            93,
            93
        ],
        [
            109,
            51,
            58,
            109,
            51,
            58
        ],
        [
            77,
            42,
            35,
            77,
            42,
            35
        ],
        [
            58.602151,
            54.83871,
            62.365591,
            58.602151,
            54.83871,
            62.365591
        ],
        [
            0.92934,
            1.10126,
            0.778303,
            0.808916,
            0.934729,
            0.697335
        ],
        [
            31608,
            31608,
            11570,
            35438,
            35438,
            20883
        ],
        [
            -29199,
            -14488,
            -29199,
            -54087,
            -21360,
            -54087
        ],
        [
            132,
            153,
            111,
            132,
            153,
            111
        ],
        [
            105,
            121,
            90,
            105,
            121,
            90
        ],
        [
            171,
            192,
            144,
            171,
            192,
            144
        ],
        [
            24629,
            14295,
            10335,
            24629,
            14295,
            10335
        ],
        [
            0.836112,
            2.072223,
            0.836112,
            0.836112,
            2.072223,
            0.836112
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312316,
            166345,
            12823,
            -55159,
            -72054,
            -49082
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MAGIC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751989500000,
    "first_datapoint_time": 1752051600000,
    "last_datapoint_time": 1759489200000,
    "evaluation_time": 1759489440070,
    "expiration_time": 1765969200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 208,
            "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)