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Trade: MAGIC/USDT/5/VWAP/VWMA/2165

Strategy
MAGIC/USDT/5/VWAP/VWMA/2165
Pair
MAGIC_USDT
Interval
5m
Score
643301
Daily Profit
0.776004
Profit Factor
2.343806
Profitability
69.047619
Streak
10.043550
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-06 17:42
Expiration Time
2025-12-20 16:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 121429.1015 67364.9007 54064.2008 173945.6924 92666.0375 81279.6549
Total P&L (%) 121.4291 67.3649 54.0642 173.9457 92.666 81.2797
Avg Daily Profit (%) 1.3988 0.776 0.6228 1.1676 0.7583 0.6876
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61992 -14611 -53159 -108097 -38243 -96872
Profit Factor 2.0646 2.3438 1.8457 1.7728 1.896 1.6681
Total Trades 85 42 43 85 42 43
Winning Trades 64 29 35 64 29 35
Losing Trades 21 13 8 21 13 8
Profitability (%) 75.2941 69.0476 81.3953 75.2941 69.0476 81.3953
Ratio Avg Win / Avg Loss 0.6775 1.0507 0.4219 0.5817 0.8499 0.3813
Largest Winning Trade 14079 14079 13705 21848 21848 18550
Largest Losing Trade -38653 -9687 -38653 -80066 -25361 -80066
Avg Bars in Trades 284 294 274 284 294 274
Avg Bars in Winners 218 200 234 218 200 234
Avg Bars in Losers 482 503 449 482 503 449
Bars Traded 24143 12351 11792 24143 12351 11792
Profit Streak 2.5644 10.0436 2.5644 2.5644 10.0436 2.5644
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 546341 643301 412914 518842 553060 458764
Evaluation Data
{
    "trading_pair": "MAGIC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752261900000,
    "first_datapoint_time": 1752396900000,
    "last_datapoint_time": 1759761600000,
    "evaluation_time": 1759761762702,
    "expiration_time": 1766241600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 217,
            "offset": 234
        }
    }
}
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": [
        [
            121429.1015119648,
            67364.9007068584,
            54064.2008051064,
            173945.6923993182,
            92666.0375273113,
            81279.6548720068
        ],
        [
            121.429102,
            67.364901,
            54.064201,
            173.945692,
            92.666038,
            81.279655
        ],
        [
            1.398792,
            0.776004,
            0.622788,
            1.167644,
            0.75829,
            0.687609
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61992,
            -14611,
            -53159,
            -108097,
            -38243,
            -96872
        ],
        [
            2.064646,
            2.343806,
            1.845732,
            1.772793,
            1.895951,
            1.668092
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            64,
            29,
            35,
            64,
            29,
            35
        ],
        [
            21,
            13,
            8,
            21,
            13,
            8
        ],
        [
            75.294118,
            69.047619,
            81.395349,
            75.294118,
            69.047619,
            81.395349
        ],
        [
            0.677462,
            1.050672,
            0.421882,
            0.581698,
            0.849909,
            0.381278
        ],
        [
            14079,
            14079,
            13705,
            21848,
            21848,
            18550
        ],
        [
            -38653,
            -9687,
            -38653,
            -80066,
            -25361,
            -80066
        ],
        [
            284,
            294,
            274,
            284,
            294,
            274
        ],
        [
            218,
            200,
            234,
            218,
            200,
            234
        ],
        [
            482,
            503,
            449,
            482,
            503,
            449
        ],
        [
            24143,
            12351,
            11792,
            24143,
            12351,
            11792
        ],
        [
            2.564383,
            10.04355,
            2.564383,
            2.564383,
            10.04355,
            2.564383
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            546341,
            643301,
            412914,
            518842,
            553060,
            458764
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MAGIC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752261900000,
    "first_datapoint_time": 1752396900000,
    "last_datapoint_time": 1759761600000,
    "evaluation_time": 1759761762702,
    "expiration_time": 1766241600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 217,
            "offset": 234
        }
    }
}

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)