← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: MAGIC/USDT/5/VWAP/WMA/7215

Strategy
MAGIC/USDT/5/VWAP/WMA/7215
Pair
MAGIC_USDT
Interval
5m
Score
352570
Daily Profit
0.629789
Profit Factor
1.208540
Profitability
54.372624
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-04 12:03
Expiration Time
2025-12-18 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 54672.0218 39063.1182 15608.9036 40556.4459 34494.8819 6061.564
Total P&L (%) 54.672 39.0631 15.6089 40.5564 34.4949 6.0616
Avg Daily Profit (%) 0.6298 0.45 0.1798 0.3929 0.342 0.0678
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -49023 -22568 -52675 -70389 -34675 -77224
Profit Factor 1.2085 1.3963 1.0954 1.1116 1.2495 1.0269
Total Trades 263 131 132 263 131 132
Winning Trades 143 69 74 143 69 74
Losing Trades 120 62 58 120 62 58
Profitability (%) 54.3726 52.6718 56.0606 54.3726 52.6718 56.0606
Ratio Avg Win / Avg Loss 1.0142 1.2546 0.8586 0.9328 1.1228 0.8049
Largest Winning Trade 29181 29181 11498 27750 27750 14125
Largest Losing Trade -26517 -9709 -26517 -43883 -11807 -43883
Avg Bars in Trades 93 66 120 93 66 120
Avg Bars in Winners 85 54 113 85 54 113
Avg Bars in Losers 103 79 128 103 79 128
Bars Traded 24592 8725 15867 24592 8725 15867
Profit Streak 0 1.3777 0 0 1.3777 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352570 133241 -120972 -92328 53098 -462106
Evaluation Data
{
    "trading_pair": "MAGIC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752068700000,
    "first_datapoint_time": 1752107400000,
    "last_datapoint_time": 1759568400000,
    "evaluation_time": 1759568632670,
    "expiration_time": 1766048400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 130,
            "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": [
        [
            54672.0217719506,
            39063.1182035671,
            15608.9035683836,
            40556.4459430809,
            34494.8818946146,
            6061.5640484663
        ],
        [
            54.672022,
            39.063118,
            15.608904,
            40.556446,
            34.494882,
            6.061564
        ],
        [
            0.629789,
            0.449984,
            0.179805,
            0.392936,
            0.341968,
            0.067814
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -49023,
            -22568,
            -52675,
            -70389,
            -34675,
            -77224
        ],
        [
            1.20854,
            1.396292,
            1.095413,
            1.111611,
            1.249524,
            1.026925
        ],
        [
            263,
            131,
            132,
            263,
            131,
            132
        ],
        [
            143,
            69,
            74,
            143,
            69,
            74
        ],
        [
            120,
            62,
            58,
            120,
            62,
            58
        ],
        [
            54.372624,
            52.671756,
            56.060606,
            54.372624,
            52.671756,
            56.060606
        ],
        [
            1.01416,
            1.254639,
            0.858567,
            0.932821,
            1.122761,
            0.804887
        ],
        [
            29181,
            29181,
            11498,
            27750,
            27750,
            14125
        ],
        [
            -26517,
            -9709,
            -26517,
            -43883,
            -11807,
            -43883
        ],
        [
            93,
            66,
            120,
            93,
            66,
            120
        ],
        [
            85,
            54,
            113,
            85,
            54,
            113
        ],
        [
            103,
            79,
            128,
            103,
            79,
            128
        ],
        [
            24592,
            8725,
            15867,
            24592,
            8725,
            15867
        ],
        [
            0,
            1.377693,
            0,
            0,
            1.377693,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352570,
            133241,
            -120972,
            -92328,
            53098,
            -462106
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MAGIC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752068700000,
    "first_datapoint_time": 1752107400000,
    "last_datapoint_time": 1759568400000,
    "evaluation_time": 1759568632670,
    "expiration_time": 1766048400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 130,
            "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)