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Trade: AXS/USDT/360/VWAP/RMA/9732

Strategy
AXS/USDT/360/VWAP/RMA/9732
Pair
AXS_USDT
Interval
6h
Score
807598
Daily Profit
0.295030
Profit Factor
10.806980
Profitability
88.571429
Streak
297.872603
Best Strategy
Training Data Length
1804.250000
Evaluation Time
2025-10-13 17:56
Expiration Time
2025-12-06 17:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2797976.3442 -116633.9411 -2681342.4031 1968062.3387 -18273206.8591 20241269.1977
Total P&L (%) -2797.9763 -116.6339 -2681.3424 1968.0623 -18273.2069 20241.2692
Avg Daily Profit (%) -1.5508 -0.0646 -1.4861 0.168 0 0.295
Buy And Hold Return (%) 233.0615 233.0615 233.0615 233.0615 233.0615 233.0615
Max Trade Drawdown -2853488 -133284 -2773856 -15743523 -19481301 -924893
Profit Factor 0.0887 0.5348 0.049 1.0762 0.2308 10.807
Total Trades 69 34 35 69 34 35
Winning Trades 54 24 30 56 25 31
Losing Trades 15 10 5 13 9 4
Profitability (%) 78.2609 70.5882 85.7143 81.1594 73.5294 88.5714
Ratio Avg Win / Avg Loss 0.0246 0.2228 0.0082 0.2498 0.0831 1.3944
Largest Winning Trade 23231 23231 14867 15809028 1266458 15809028
Largest Losing Trade -1972415 -85989 -1972415 -14056780 -14056780 -924893
Avg Bars in Trades 99 135 65 99 135 65
Avg Bars in Winners 20 29 12 33 34 32
Avg Bars in Losers 387 390 380 384 414 317
Bars Traded 6889 4605 2284 6889 4605 2284
Profit Streak 85.1226 85.1226 297.8726 85.1226 85.1226 297.8726
Trades During Streak 5 2 8 5 2 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -681661 -577165 -574889 -231131 -576783 807598
Evaluation Data
{
    "trading_pair": "AXS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7217,
    "evaluation_days": 1804.25,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1609394400000,
    "last_datapoint_time": 1760356800000,
    "evaluation_time": 1760367392904,
    "expiration_time": 1765033416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 228,
            "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": [
        [
            -2797976.344160263,
            -116633.9410854448,
            -2681342.403074818,
            1968062.3386669005,
            -18273206.859056614,
            20241269.197723515
        ],
        [
            -2797.976344,
            -116.633941,
            -2681.342403,
            1968.062339,
            -18273.206859,
            20241.269198
        ],
        [
            -1.55077,
            -0.064644,
            -1.486126,
            0.168033,
            0,
            0.29503
        ],
        [
            233.061472,
            233.061472,
            233.061472,
            233.061472,
            233.061472,
            233.061472
        ],
        [
            -2853488,
            -133284,
            -2773856,
            -15743523,
            -19481301,
            -924893
        ],
        [
            0.088701,
            0.534756,
            0.049042,
            1.076221,
            0.230808,
            10.80698
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            54,
            24,
            30,
            56,
            25,
            31
        ],
        [
            15,
            10,
            5,
            13,
            9,
            4
        ],
        [
            78.26087,
            70.588235,
            85.714286,
            81.15942,
            73.529412,
            88.571429
        ],
        [
            0.024639,
            0.222815,
            0.008174,
            0.249837,
            0.083091,
            1.394449
        ],
        [
            23231,
            23231,
            14867,
            15809028,
            1266458,
            15809028
        ],
        [
            -1972415,
            -85989,
            -1972415,
            -14056780,
            -14056780,
            -924893
        ],
        [
            99,
            135,
            65,
            99,
            135,
            65
        ],
        [
            20,
            29,
            12,
            33,
            34,
            32
        ],
        [
            387,
            390,
            380,
            384,
            414,
            317
        ],
        [
            6889,
            4605,
            2284,
            6889,
            4605,
            2284
        ],
        [
            85.122603,
            85.122603,
            297.872603,
            85.122603,
            85.122603,
            297.872603
        ],
        [
            5,
            2,
            8,
            5,
            2,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -681661,
            -577165,
            -574889,
            -231131,
            -576783,
            807598
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AXS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7217,
    "evaluation_days": 1804.25,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1609394400000,
    "last_datapoint_time": 1760356800000,
    "evaluation_time": 1760367392904,
    "expiration_time": 1765033416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 228,
            "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)