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Trade: AXS/USDT/120/VWAP/BBU/5200

Strategy
AXS/USDT/120/VWAP/BBU/5200
Pair
AXS_USDT
Interval
2h
Score
512213
Daily Profit
0.665836
Profit Factor
2.880535
Profitability
63.302752
Streak
86.908527
Best Strategy
Training Data Length
1796.250000
Evaluation Time
2025-10-06 08:48
Expiration Time
2025-12-09 21:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1196007.0328 1189776.3835 6230.6493 427016.165 -404502.919 831519.084
Total P&L (%) 1196.007 1189.7764 6.2306 427.0162 -404.5029 831.5191
Avg Daily Profit (%) 0.6658 0.6624 0.0035 0.0926 0 0.1243
Buy And Hold Return (%) 571.2913 571.2913 571.2913 571.2913 571.2913 571.2913
Max Trade Drawdown -179572 -194378 -33497 -16565397 -16729864 -724956
Profit Factor 2.8805 3.142 1.0774 1.0168 0.9829 1.4558
Total Trades 109 54 55 109 54 55
Winning Trades 69 38 31 69 38 31
Losing Trades 40 16 24 40 16 24
Profitability (%) 63.3028 70.3704 56.3636 63.3028 70.3704 56.3636
Ratio Avg Win / Avg Loss 1.6699 1.323 0.8341 0.5894 0.4138 1.1271
Largest Winning Trade 896997 896997 10239 4196305 4196305 598537
Largest Losing Trade -73420 -73420 -17398 -9267181 -9267181 -571960
Avg Bars in Trades 192 385 3 192 385 3
Avg Bars in Winners 116 208 3 116 208 3
Avg Bars in Losers 324 806 2 324 806 2
Bars Traded 21000 20833 167 21000 20833 167
Profit Streak 86.9085 88.2419 86.9085 86.9085 88.2419 86.9085
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 512213 -165910 -669460 -435923 -757232 -228057
Evaluation Data
{
    "trading_pair": "AXS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21555,
    "evaluation_days": 1796.25,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1604995200000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759729696776,
    "expiration_time": 1765310256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 71,
            "offset": 0,
            "std": 2.79386
        }
    }
}
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": [
        [
            1196007.0328428354,
            1189776.3835177687,
            6230.6493250665,
            427016.1650177997,
            -404502.9189936374,
            831519.0840114369
        ],
        [
            1196.007033,
            1189.776384,
            6.230649,
            427.016165,
            -404.502919,
            831.519084
        ],
        [
            0.665836,
            0.662367,
            0.003469,
            0.092572,
            0,
            0.124316
        ],
        [
            571.291323,
            571.291323,
            571.291323,
            571.291323,
            571.291323,
            571.291323
        ],
        [
            -179572,
            -194378,
            -33497,
            -16565397,
            -16729864,
            -724956
        ],
        [
            2.880535,
            3.142031,
            1.077351,
            1.016773,
            0.982884,
            1.455837
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            69,
            38,
            31,
            69,
            38,
            31
        ],
        [
            40,
            16,
            24,
            40,
            16,
            24
        ],
        [
            63.302752,
            70.37037,
            56.363636,
            63.302752,
            70.37037,
            56.363636
        ],
        [
            1.669875,
            1.322961,
            0.834078,
            0.589434,
            0.413846,
            1.127099
        ],
        [
            896997,
            896997,
            10239,
            4196305,
            4196305,
            598537
        ],
        [
            -73420,
            -73420,
            -17398,
            -9267181,
            -9267181,
            -571960
        ],
        [
            192,
            385,
            3,
            192,
            385,
            3
        ],
        [
            116,
            208,
            3,
            116,
            208,
            3
        ],
        [
            324,
            806,
            2,
            324,
            806,
            2
        ],
        [
            21000,
            20833,
            167,
            21000,
            20833,
            167
        ],
        [
            86.908527,
            88.241861,
            86.908527,
            86.908527,
            88.241861,
            86.908527
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            512213,
            -165910,
            -669460,
            -435923,
            -757232,
            -228057
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AXS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21555,
    "evaluation_days": 1796.25,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1604995200000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759729696776,
    "expiration_time": 1765310256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 71,
            "offset": 0,
            "std": 2.79386
        }
    }
}

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)