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Trade: AXS/USDT/720/MIDPRICE/VWMA/7306

Strategy
AXS/USDT/720/MIDPRICE/VWMA/7306
Pair
AXS_USDT
Interval
12h
Score
560707
Daily Profit
0.176344
Profit Factor
3.140067
Profitability
72.413793
Streak
0.000000
Best Strategy
Training Data Length
1790.500000
Evaluation Time
2025-09-29 21:44
Expiration Time
2025-11-22 07:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1630572.7516 -207722.5099 -1422850.2417 -244367.7846 2244493.2504 -2488861.035
Total P&L (%) -1630.5728 -207.7225 -1422.8502 -244.3678 2244.4933 -2488.861
Avg Daily Profit (%) -0.9107 -0.116 -0.7947 0 0.1763 0
Buy And Hold Return (%) 258.1184 258.1184 258.1184 258.1184 258.1184 258.1184
Max Trade Drawdown -766131 -229741 -579208 -2920378 -872353 -3125427
Profit Factor 0.1939 0.4062 0.1495 0.9576 3.1401 0.4718
Total Trades 59 29 30 59 29 30
Winning Trades 21 9 12 37 21 16
Losing Trades 38 20 18 22 8 14
Profitability (%) 35.5932 31.0345 40 62.7119 72.4138 53.3333
Ratio Avg Win / Avg Loss 0.3509 0.9027 0.2243 0.5694 1.1962 0.4128
Largest Winning Trade 48029 48029 41289 1089466 622141 1089466
Largest Losing Trade -921345 -55826 -921345 -2248511 -671866 -2248511
Avg Bars in Trades 57 35 79 57 35 79
Avg Bars in Winners 76 37 106 41 32 53
Avg Bars in Losers 47 34 61 85 41 109
Bars Traded 3407 1019 2387 3407 1019 2387
Profit Streak 57.281 58.781 57.281 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -765178 -587648 -584153 -758629 560707 -580393
Evaluation Data
{
    "trading_pair": "AXS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3581,
    "evaluation_days": 1790.5,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1609502400000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759171479302,
    "expiration_time": 1763788176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 86,
            "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": [
        [
            -1630572.7516130998,
            -207722.5098691517,
            -1422850.2417439474,
            -244367.7846056597,
            2244493.2504410897,
            -2488861.035046749
        ],
        [
            -1630.572752,
            -207.72251,
            -1422.850242,
            -244.367785,
            2244.49325,
            -2488.861035
        ],
        [
            -0.91068,
            -0.116014,
            -0.794666,
            0,
            0.176344,
            0
        ],
        [
            258.118361,
            258.118361,
            258.118361,
            258.118361,
            258.118361,
            258.118361
        ],
        [
            -766131,
            -229741,
            -579208,
            -2920378,
            -872353,
            -3125427
        ],
        [
            0.193921,
            0.40621,
            0.149532,
            0.957581,
            3.140067,
            0.471806
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            21,
            9,
            12,
            37,
            21,
            16
        ],
        [
            38,
            20,
            18,
            22,
            8,
            14
        ],
        [
            35.59322,
            31.034483,
            40,
            62.711864,
            72.413793,
            53.333333
        ],
        [
            0.350905,
            0.902688,
            0.224298,
            0.569373,
            1.196216,
            0.41283
        ],
        [
            48029,
            48029,
            41289,
            1089466,
            622141,
            1089466
        ],
        [
            -921345,
            -55826,
            -921345,
            -2248511,
            -671866,
            -2248511
        ],
        [
            57,
            35,
            79,
            57,
            35,
            79
        ],
        [
            76,
            37,
            106,
            41,
            32,
            53
        ],
        [
            47,
            34,
            61,
            85,
            41,
            109
        ],
        [
            3407,
            1019,
            2387,
            3407,
            1019,
            2387
        ],
        [
            57.28101,
            58.78101,
            57.28101,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -765178,
            -587648,
            -584153,
            -758629,
            560707,
            -580393
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AXS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3581,
    "evaluation_days": 1790.5,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1609502400000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759171479302,
    "expiration_time": 1763788176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 86,
            "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)