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Trade: AXS/USDT/720/DCM/SINWMA/7755

Strategy
AXS/USDT/720/DCM/SINWMA/7755
Pair
AXS_USDT
Interval
12h
Score
677646
Daily Profit
0.197812
Profit Factor
3.946519
Profitability
68.965517
Streak
709.116280
Best Strategy
Training Data Length
1798.500000
Evaluation Time
2025-10-07 17:47
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 -2909676.2468 -184422.2351 -2725254.0117 -577595.1504 3395757.9767 -3973353.1271
Total P&L (%) -2909.6762 -184.4222 -2725.254 -577.5952 3395.758 -3973.3531
Avg Daily Profit (%) -1.6178 -0.1025 -1.5153 0 0.1978 0
Buy And Hold Return (%) 99.1023 99.1023 99.1023 99.1023 99.1023 99.1023
Max Trade Drawdown -2933607 -183505 -81631 -3333736 -479255 -2136130
Profit Factor 0.1068 0.2973 0.0901 0.9247 3.9465 0.39
Total Trades 58 29 29 58 29 29
Winning Trades 25 8 17 31 20 11
Losing Trades 33 21 12 27 9 18
Profitability (%) 43.1034 27.5862 58.6207 53.4483 68.9655 37.931
Ratio Avg Win / Avg Loss 0.141 0.7803 0.0636 0.8053 1.7759 0.6381
Largest Winning Trade 57299 27925 57299 1114042 1114042 888077
Largest Losing Trade -2840914 -34440 -2840914 -2814873 -374210 -2814873
Avg Bars in Trades 54 45 63 54 45 63
Avg Bars in Winners 38 25 45 59 52 71
Avg Bars in Losers 66 53 90 49 29 59
Bars Traded 3170 1317 1853 3170 1317 1853
Profit Streak 53.6163 0 375.6163 0 709.1163 0
Trades During Streak 1 0 3 0 6 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -762397 -599249 -578373 -759830 677646 -585526
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": 1612483200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759848446584,
    "expiration_time": 1764500112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 186,
            "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": [
        [
            -2909676.2468478032,
            -184422.2351083526,
            -2725254.0117394505,
            -577595.1503634959,
            3395757.9767397284,
            -3973353.1271032244
        ],
        [
            -2909.676247,
            -184.422235,
            -2725.254012,
            -577.59515,
            3395.757977,
            -3973.353127
        ],
        [
            -1.617835,
            -0.102542,
            -1.515293,
            0,
            0.197812,
            0
        ],
        [
            99.102343,
            99.102343,
            99.102343,
            99.102343,
            99.102343,
            99.102343
        ],
        [
            -2933607,
            -183505,
            -81631,
            -3333736,
            -479255,
            -2136130
        ],
        [
            0.106799,
            0.297258,
            0.090111,
            0.924653,
            3.946519,
            0.389965
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            25,
            8,
            17,
            31,
            20,
            11
        ],
        [
            33,
            21,
            12,
            27,
            9,
            18
        ],
        [
            43.103448,
            27.586207,
            58.62069,
            53.448276,
            68.965517,
            37.931034
        ],
        [
            0.140974,
            0.780301,
            0.063608,
            0.805343,
            1.775933,
            0.638124
        ],
        [
            57299,
            27925,
            57299,
            1114042,
            1114042,
            888077
        ],
        [
            -2840914,
            -34440,
            -2840914,
            -2814873,
            -374210,
            -2814873
        ],
        [
            54,
            45,
            63,
            54,
            45,
            63
        ],
        [
            38,
            25,
            45,
            59,
            52,
            71
        ],
        [
            66,
            53,
            90,
            49,
            29,
            59
        ],
        [
            3170,
            1317,
            1853,
            3170,
            1317,
            1853
        ],
        [
            53.61628,
            0,
            375.61628,
            0,
            709.11628,
            0
        ],
        [
            1,
            0,
            3,
            0,
            6,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            -762397,
            -599249,
            -578373,
            -759830,
            677646,
            -585526
        ]
    ]
}
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": 1612483200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759848446584,
    "expiration_time": 1764500112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 186,
            "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)