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Trade: MAGIC/USDT/5/JMA/VWMA/5883

Strategy
MAGIC/USDT/5/JMA/VWMA/5883
Pair
MAGIC_USDT
Interval
5m
Score
411031
Daily Profit
0.762395
Profit Factor
1.338391
Profitability
62.032086
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-05 21:28
Expiration Time
2025-12-19 20:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 66183.5452 40385.6885 25797.8567 65833.7741 34178.2427 31655.5313
Total P&L (%) 66.1835 40.3857 25.7979 65.8338 34.1782 31.6555
Avg Daily Profit (%) 0.7624 0.4652 0.2972 0.5844 0.3392 0.3173
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30495 -31345 -35795 -63745 -63810 -59601
Profit Factor 1.3384 1.4048 1.2693 1.1885 1.1898 1.1871
Total Trades 187 93 94 187 93 94
Winning Trades 116 58 58 116 58 58
Losing Trades 71 35 36 71 35 36
Profitability (%) 62.0321 62.3656 61.7021 62.0321 62.3656 61.7021
Ratio Avg Win / Avg Loss 0.8192 0.8477 0.7878 0.7274 0.718 0.7368
Largest Winning Trade 13556 13556 13178 24321 18739 24321
Largest Losing Trade -24244 -14660 -24244 -42555 -28870 -42555
Avg Bars in Trades 130 151 108 130 151 108
Avg Bars in Winners 86 94 77 86 94 77
Avg Bars in Losers 201 246 157 201 246 157
Bars Traded 24310 14135 10175 24310 14135 10175
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 411031 219887 88680 -3665 -8047 -11468
Evaluation Data
{
    "trading_pair": "MAGIC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752189000000,
    "first_datapoint_time": 1752258300000,
    "last_datapoint_time": 1759688700000,
    "evaluation_time": 1759688918972,
    "expiration_time": 1766168700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 232,
            "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": [
        [
            66183.5451815654,
            40385.6884884408,
            25797.8566931248,
            65833.7740639829,
            34178.2427173506,
            31655.5313466323
        ],
        [
            66.183545,
            40.385688,
            25.797857,
            65.833774,
            34.178243,
            31.655531
        ],
        [
            0.762395,
            0.465219,
            0.297176,
            0.584371,
            0.339244,
            0.317308
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30495,
            -31345,
            -35795,
            -63745,
            -63810,
            -59601
        ],
        [
            1.338391,
            1.40479,
            1.269251,
            1.188461,
            1.18975,
            1.18709
        ],
        [
            187,
            93,
            94,
            187,
            93,
            94
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            62.032086,
            62.365591,
            61.702128,
            62.032086,
            62.365591,
            61.702128
        ],
        [
            0.819188,
            0.847718,
            0.787811,
            0.72742,
            0.717952,
            0.736814
        ],
        [
            13556,
            13556,
            13178,
            24321,
            18739,
            24321
        ],
        [
            -24244,
            -14660,
            -24244,
            -42555,
            -28870,
            -42555
        ],
        [
            130,
            151,
            108,
            130,
            151,
            108
        ],
        [
            86,
            94,
            77,
            86,
            94,
            77
        ],
        [
            201,
            246,
            157,
            201,
            246,
            157
        ],
        [
            24310,
            14135,
            10175,
            24310,
            14135,
            10175
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            411031,
            219887,
            88680,
            -3665,
            -8047,
            -11468
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MAGIC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752189000000,
    "first_datapoint_time": 1752258300000,
    "last_datapoint_time": 1759688700000,
    "evaluation_time": 1759688918972,
    "expiration_time": 1766168700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 232,
            "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)