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Trade: AXS/USDT/720/VWAP/KCB/4943

Strategy
AXS/USDT/720/VWAP/KCB/4943
Pair
AXS_USDT
Interval
12h
Score
679303
Daily Profit
0.164198
Profit Factor
32.288463
Profitability
69.387755
Streak
0.000000
Best Strategy
Training Data Length
1801.000000
Evaluation Time
2025-10-10 11:03
Expiration Time
2025-12-03 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2340997.8372 -189718.1475 -2151279.6897 -98437.2137 1819760.0769 -1918197.2906
Total P&L (%) -2340.9978 -189.7181 -2151.2797 -98.4372 1819.7601 -1918.1973
Avg Daily Profit (%) -1.2998 -0.1053 -1.1945 -0.2306 0.1642 0
Buy And Hold Return (%) 259.323 259.323 259.323 259.323 259.323 259.323
Max Trade Drawdown -2424294 -235935 -1070611 -9302727 -55122 -9261212
Profit Factor 0.1386 0.4893 0.0831 0.9907 32.2885 0.8177
Total Trades 98 49 49 98 49 49
Winning Trades 72 33 39 74 34 40
Losing Trades 26 16 10 24 15 9
Profitability (%) 73.4694 67.3469 79.5918 75.5102 69.3878 81.6327
Ratio Avg Win / Avg Loss 0.0501 0.2373 0.0213 0.3213 14.2449 0.184
Largest Winning Trade 20239 20239 18129 8152435 1475467 8152435
Largest Losing Trade -1154982 -69139 -1154982 -9261212 -26460 -9261212
Avg Bars in Trades 34 43 26 34 43 26
Avg Bars in Winners 10 10 9 13 12 13
Avg Bars in Losers 104 111 92 101 112 84
Bars Traded 3426 2120 1306 3426 2120 1306
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 -577196 -578433 -576567 -576932 679303 -576356
Evaluation Data
{
    "trading_pair": "AXS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3602,
    "evaluation_days": 1801,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1608595200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760083436514,
    "expiration_time": 1764722592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 96,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            -2340997.837155258,
            -189718.1474788552,
            -2151279.6896764026,
            -98437.2136860188,
            1819760.0769193294,
            -1918197.2906053497
        ],
        [
            -2340.997837,
            -189.718147,
            -2151.27969,
            -98.437214,
            1819.760077,
            -1918.197291
        ],
        [
            -1.299832,
            -0.10534,
            -1.194492,
            -0.230644,
            0.164198,
            0
        ],
        [
            259.323019,
            259.323019,
            259.323019,
            259.323019,
            259.323019,
            259.323019
        ],
        [
            -2424294,
            -235935,
            -1070611,
            -9302727,
            -55122,
            -9261212
        ],
        [
            0.138631,
            0.489332,
            0.0831,
            0.990696,
            32.288463,
            0.8177
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            72,
            33,
            39,
            74,
            34,
            40
        ],
        [
            26,
            16,
            10,
            24,
            15,
            9
        ],
        [
            73.469388,
            67.346939,
            79.591837,
            75.510204,
            69.387755,
            81.632653
        ],
        [
            0.050061,
            0.237252,
            0.021308,
            0.321307,
            14.24491,
            0.183982
        ],
        [
            20239,
            20239,
            18129,
            8152435,
            1475467,
            8152435
        ],
        [
            -1154982,
            -69139,
            -1154982,
            -9261212,
            -26460,
            -9261212
        ],
        [
            34,
            43,
            26,
            34,
            43,
            26
        ],
        [
            10,
            10,
            9,
            13,
            12,
            13
        ],
        [
            104,
            111,
            92,
            101,
            112,
            84
        ],
        [
            3426,
            2120,
            1306,
            3426,
            2120,
            1306
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577196,
            -578433,
            -576567,
            -576932,
            679303,
            -576356
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AXS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3602,
    "evaluation_days": 1801,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1608595200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760083436514,
    "expiration_time": 1764722592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 96,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)