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Trade: AXS/USDT/720/BBL/VWAP/9921

Strategy
AXS/USDT/720/BBL/VWAP/9921
Pair
AXS_USDT
Interval
12h
Score
563439
Daily Profit
1.336926
Profit Factor
4.536693
Profitability
33.576642
Streak
15.815719
Best Strategy
Training Data Length
1798.500000
Evaluation Time
2025-10-07 22:34
Expiration Time
2025-11-30 12:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2404462.1526 2338622.8198 65839.3327 1589978.7449 389068.1788 1200910.566
Total P&L (%) 2404.4622 2338.6228 65.8393 1589.9787 389.0682 1200.9106
Avg Daily Profit (%) 1.3369 1.3003 0.0366 0.1573 0.0883 0.1428
Buy And Hold Return (%) 364.5299 364.5299 364.5299 364.5299 364.5299 364.5299
Max Trade Drawdown -171439 -238663 -44985 -18508283 -21235184 -3972720
Profit Factor 4.5367 5.6976 1.3617 1.0353 1.0114 1.1095
Total Trades 137 68 69 137 68 69
Winning Trades 46 18 28 46 18 28
Losing Trades 91 50 41 91 50 41
Profitability (%) 33.5766 26.4706 40.5797 33.5766 26.4706 40.5797
Ratio Avg Win / Avg Loss 8.9748 15.8266 1.9939 2.0481 2.8095 1.6246
Largest Winning Trade 1651819 1651819 29444 12657784 12657784 1679300
Largest Losing Trade -28846 -28846 -16499 -3475322 -3475322 -1427713
Avg Bars in Trades 25 45 5 25 45 5
Avg Bars in Winners 45 101 8 45 101 8
Avg Bars in Losers 15 24 2 15 24 2
Bars Traded 3439 3076 363 3439 3076 363
Profit Streak 15.8157 0 65.3157 15.8157 0 65.3157
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 563439 -111274 -412986 -179956 -559547 -208669
Evaluation Data
{
    "trading_pair": "AXS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3597,
    "evaluation_days": 1798.5,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1605960000000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759865678144,
    "expiration_time": 1764500112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 35,
            "offset": 0,
            "std": 1.68713
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            2404462.152571355,
            2338622.8198338854,
            65839.3327374705,
            1589978.7448871923,
            389068.1788384657,
            1200910.5660487236
        ],
        [
            2404.462153,
            2338.62282,
            65.839333,
            1589.978745,
            389.068179,
            1200.910566
        ],
        [
            1.336926,
            1.300318,
            0.036608,
            0.157327,
            0.088298,
            0.142757
        ],
        [
            364.529915,
            364.529915,
            364.529915,
            364.529915,
            364.529915,
            364.529915
        ],
        [
            -171439,
            -238663,
            -44985,
            -18508283,
            -21235184,
            -3972720
        ],
        [
            4.536693,
            5.697588,
            1.361701,
            1.035322,
            1.011428,
            1.10948
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            46,
            18,
            28,
            46,
            18,
            28
        ],
        [
            91,
            50,
            41,
            91,
            50,
            41
        ],
        [
            33.576642,
            26.470588,
            40.57971,
            33.576642,
            26.470588,
            40.57971
        ],
        [
            8.974762,
            15.826634,
            1.993919,
            2.048138,
            2.809523,
            1.624596
        ],
        [
            1651819,
            1651819,
            29444,
            12657784,
            12657784,
            1679300
        ],
        [
            -28846,
            -28846,
            -16499,
            -3475322,
            -3475322,
            -1427713
        ],
        [
            25,
            45,
            5,
            25,
            45,
            5
        ],
        [
            45,
            101,
            8,
            45,
            101,
            8
        ],
        [
            15,
            24,
            2,
            15,
            24,
            2
        ],
        [
            3439,
            3076,
            363,
            3439,
            3076,
            363
        ],
        [
            15.815719,
            0,
            65.315719,
            15.815719,
            0,
            65.315719
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            563439,
            -111274,
            -412986,
            -179956,
            -559547,
            -208669
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AXS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3597,
    "evaluation_days": 1798.5,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1605960000000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759865678144,
    "expiration_time": 1764500112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 35,
            "offset": 0,
            "std": 1.68713
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)