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Trade: MAGIC/USDT/5/ZLMA/SWMA/5007

Strategy
MAGIC/USDT/5/ZLMA/SWMA/5007
Pair
MAGIC_USDT
Interval
5m
Score
357630
Daily Profit
1.594638
Profit Factor
1.419397
Profitability
44.807122
Streak
0.348992
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 03:32
Expiration Time
2025-12-25 02:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 138430.4944 82487.8682 55942.6263 134944.8304 101597.6226 33347.2078
Total P&L (%) 138.4305 82.4879 55.9426 134.9448 101.5976 33.3472
Avg Daily Profit (%) 1.5946 0.9502 0.6444 0.9888 0.8109 0.3321
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -44999 -44997 -37236 -54269 -49992 -45816
Profit Factor 1.4194 1.5047 1.3357 1.3764 1.579 1.1822
Total Trades 337 169 168 337 169 168
Winning Trades 151 70 81 151 70 81
Losing Trades 186 99 87 186 99 87
Profitability (%) 44.8071 41.4201 48.2143 44.8071 41.4201 48.2143
Ratio Avg Win / Avg Loss 1.7484 2.1281 1.4346 1.6954 2.2331 1.2697
Largest Winning Trade 80127 80127 64693 104512 104512 51235
Largest Losing Trade -18708 -7456 -18708 -21475 -8407 -21475
Avg Bars in Trades 73 74 71 73 74 71
Avg Bars in Winners 94 94 93 94 94 93
Avg Bars in Losers 55 60 50 55 60 50
Bars Traded 24655 12654 12001 24655 12654 12001
Profit Streak 0.349 0.349 1.2865 0.349 0.349 1.2865
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 357630 243949 221537 329235 255923 -18831
Evaluation Data
{
    "trading_pair": "MAGIC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752642600000,
    "first_datapoint_time": 1752709200000,
    "last_datapoint_time": 1760142300000,
    "evaluation_time": 1760142752892,
    "expiration_time": 1766622300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 43,
            "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": [
        [
            138430.4944450712,
            82487.8681826895,
            55942.6262623817,
            134944.8304057054,
            101597.6225827871,
            33347.2078229184
        ],
        [
            138.430494,
            82.487868,
            55.942626,
            134.94483,
            101.597623,
            33.347208
        ],
        [
            1.594638,
            0.950212,
            0.644426,
            0.988822,
            0.8109,
            0.332063
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -44999,
            -44997,
            -37236,
            -54269,
            -49992,
            -45816
        ],
        [
            1.419397,
            1.504738,
            1.335703,
            1.376375,
            1.578952,
            1.182173
        ],
        [
            337,
            169,
            168,
            337,
            169,
            168
        ],
        [
            151,
            70,
            81,
            151,
            70,
            81
        ],
        [
            186,
            99,
            87,
            186,
            99,
            87
        ],
        [
            44.807122,
            41.420118,
            48.214286,
            44.807122,
            41.420118,
            48.214286
        ],
        [
            1.748396,
            2.128129,
            1.434644,
            1.695403,
            2.233089,
            1.269741
        ],
        [
            80127,
            80127,
            64693,
            104512,
            104512,
            51235
        ],
        [
            -18708,
            -7456,
            -18708,
            -21475,
            -8407,
            -21475
        ],
        [
            73,
            74,
            71,
            73,
            74,
            71
        ],
        [
            94,
            94,
            93,
            94,
            94,
            93
        ],
        [
            55,
            60,
            50,
            55,
            60,
            50
        ],
        [
            24655,
            12654,
            12001,
            24655,
            12654,
            12001
        ],
        [
            0.348992,
            0.348992,
            1.286492,
            0.348992,
            0.348992,
            1.286492
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357630,
            243949,
            221537,
            329235,
            255923,
            -18831
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MAGIC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752642600000,
    "first_datapoint_time": 1752709200000,
    "last_datapoint_time": 1760142300000,
    "evaluation_time": 1760142752892,
    "expiration_time": 1766622300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 43,
            "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)