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Trade: MAGIC/USDT/60/SSF/MIDPRICE/9808

Strategy
MAGIC/USDT/60/SSF/MIDPRICE/9808
Pair
MAGIC_USDT
Interval
1h
Score
501368
Daily Profit
0.545286
Profit Factor
1.424716
Profitability
47.002398
Streak
4.200781
Best Strategy
Training Data Length
1017.290000
Evaluation Time
2025-09-26 09:49
Expiration Time
2025-12-06 22:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 554713.7538 381107.7017 173606.0521 818095.1389 517259.9464 300835.1925
Total P&L (%) 554.7138 381.1077 173.6061 818.0951 517.2599 300.8352
Avg Daily Profit (%) 0.5453 0.3746 0.1707 0.2182 0.1791 0.1366
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140584 -133752 -123684 -658176 -545292 -414577
Profit Factor 1.4247 1.5128 1.3084 1.1922 1.2055 1.1728
Total Trades 417 208 209 417 208 209
Winning Trades 196 90 106 196 90 106
Losing Trades 221 118 103 221 118 103
Profitability (%) 47.0024 43.2692 50.7177 47.0024 43.2692 50.7177
Ratio Avg Win / Avg Loss 1.6064 1.9834 1.2714 1.3442 1.5806 1.1397
Largest Winning Trade 242499 242499 31601 294571 294571 101610
Largest Losing Trade -27038 -27038 -24934 -151751 -151751 -149897
Avg Bars in Trades 57 66 49 57 66 49
Avg Bars in Winners 64 72 58 64 72 58
Avg Bars in Losers 51 61 40 51 61 40
Bars Traded 24176 13792 10384 24176 13792 10384
Profit Streak 4.2008 0 14.9924 4.2008 0 14.9924
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 501368 342887 346551 1057 230123 -38990

Evaluation Data

{
    "trading_pair": "MAGIC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24415,
    "evaluation_days": 1017.29,
    "actual_first_datapoint_time": 1670832000000,
    "first_datapoint_time": 1671278400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758869347492,
    "expiration_time": 1765054368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 115,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 125,
            "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": [
        [
            554713.7538030244,
            381107.7017152157,
            173606.052087809,
            818095.138919413,
            517259.9463897578,
            300835.1925296548
        ],
        [
            554.713754,
            381.107702,
            173.606052,
            818.095139,
            517.259946,
            300.835193
        ],
        [
            0.545286,
            0.37463,
            0.170655,
            0.218182,
            0.179079,
            0.136571
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140584,
            -133752,
            -123684,
            -658176,
            -545292,
            -414577
        ],
        [
            1.424716,
            1.512777,
            1.308437,
            1.192166,
            1.20553,
            1.172843
        ],
        [
            417,
            208,
            209,
            417,
            208,
            209
        ],
        [
            196,
            90,
            106,
            196,
            90,
            106
        ],
        [
            221,
            118,
            103,
            221,
            118,
            103
        ],
        [
            47.002398,
            43.269231,
            50.717703,
            47.002398,
            43.269231,
            50.717703
        ],
        [
            1.60644,
            1.983419,
            1.271405,
            1.344228,
            1.580584,
            1.13965
        ],
        [
            242499,
            242499,
            31601,
            294571,
            294571,
            101610
        ],
        [
            -27038,
            -27038,
            -24934,
            -151751,
            -151751,
            -149897
        ],
        [
            57,
            66,
            49,
            57,
            66,
            49
        ],
        [
            64,
            72,
            58,
            64,
            72,
            58
        ],
        [
            51,
            61,
            40,
            51,
            61,
            40
        ],
        [
            24176,
            13792,
            10384,
            24176,
            13792,
            10384
        ],
        [
            4.200781,
            0,
            14.992448,
            4.200781,
            0,
            14.992448
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            501368,
            342887,
            346551,
            1057,
            230123,
            -38990
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MAGIC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24415,
    "evaluation_days": 1017.29,
    "actual_first_datapoint_time": 1670832000000,
    "first_datapoint_time": 1671278400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758869347492,
    "expiration_time": 1765054368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 115,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 125,
            "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)