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Trade: AXS/USDT/360/VWAP/DCM/5125

Strategy
AXS/USDT/360/VWAP/DCM/5125
Pair
AXS_USDT
Interval
6h
Score
600521
Daily Profit
1.049757
Profit Factor
2.667088
Profitability
41.365462
Streak
0.000000
Best Strategy
Training Data Length
1798.750000
Evaluation Time
2025-10-08 07:12
Expiration Time
2025-12-01 01:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1888249.9558 1916346.351 -28096.3951 44798.1028 2028755.2259 -1983957.1232
Total P&L (%) 1888.25 1916.3464 -28.0964 44.7981 2028.7552 -1983.9571
Avg Daily Profit (%) 1.0498 1.0654 -0.0156 0.0206 0.1702 0
Buy And Hold Return (%) 270.4405 270.4405 270.4405 270.4405 270.4405 270.4405
Max Trade Drawdown -222244 -210514 -137930 -3448259 -2025570 -2385187
Profit Factor 2.6671 3.7681 0.9362 1.0054 1.4431 0.4691
Total Trades 249 125 124 249 125 124
Winning Trades 103 49 54 103 49 54
Losing Trades 146 76 70 146 76 70
Profitability (%) 41.3655 39.2 43.5484 41.3655 39.2 43.5484
Ratio Avg Win / Avg Loss 3.7805 5.8444 1.2136 1.4251 2.2382 0.608
Largest Winning Trade 1321611 1321611 39834 3322235 3322235 313316
Largest Losing Trade -63568 -37988 -63568 -603846 -523772 -603846
Avg Bars in Trades 28 34 21 28 34 21
Avg Bars in Winners 35 48 24 35 48 24
Avg Bars in Losers 22 26 18 22 26 18
Bars Traded 6988 4362 2626 6988 4362 2626
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 600521 571158 -581567 -547521 195464 -583234
Evaluation Data
{
    "trading_pair": "AXS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7195,
    "evaluation_days": 1798.75,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1607904000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759896775422,
    "expiration_time": 1764543960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 91
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 159,
            "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": [
        [
            1888249.9558273954,
            1916346.3509609909,
            -28096.3951335964,
            44798.1027901549,
            2028755.2259459714,
            -1983957.1231558167
        ],
        [
            1888.249956,
            1916.346351,
            -28.096395,
            44.798103,
            2028.755226,
            -1983.957123
        ],
        [
            1.049757,
            1.065377,
            -0.01562,
            0.020581,
            0.170158,
            0
        ],
        [
            270.440468,
            270.440468,
            270.440468,
            270.440468,
            270.440468,
            270.440468
        ],
        [
            -222244,
            -210514,
            -137930,
            -3448259,
            -2025570,
            -2385187
        ],
        [
            2.667088,
            3.768087,
            0.936197,
            1.005387,
            1.443065,
            0.469061
        ],
        [
            249,
            125,
            124,
            249,
            125,
            124
        ],
        [
            103,
            49,
            54,
            103,
            49,
            54
        ],
        [
            146,
            76,
            70,
            146,
            76,
            70
        ],
        [
            41.365462,
            39.2,
            43.548387,
            41.365462,
            39.2,
            43.548387
        ],
        [
            3.780532,
            5.84438,
            1.213589,
            1.425112,
            2.238224,
            0.608042
        ],
        [
            1321611,
            1321611,
            39834,
            3322235,
            3322235,
            313316
        ],
        [
            -63568,
            -37988,
            -63568,
            -603846,
            -523772,
            -603846
        ],
        [
            28,
            34,
            21,
            28,
            34,
            21
        ],
        [
            35,
            48,
            24,
            35,
            48,
            24
        ],
        [
            22,
            26,
            18,
            22,
            26,
            18
        ],
        [
            6988,
            4362,
            2626,
            6988,
            4362,
            2626
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            600521,
            571158,
            -581567,
            -547521,
            195464,
            -583234
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AXS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7195,
    "evaluation_days": 1798.75,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1607904000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759896775422,
    "expiration_time": 1764543960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 91
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 159,
            "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)