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Trade: AXS/USDT/720/SWMA/VWAP/2939

Strategy
AXS/USDT/720/SWMA/VWAP/2939
Pair
AXS_USDT
Interval
12h
Score
538735
Daily Profit
1.504931
Profit Factor
6.457463
Profitability
30.357143
Streak
0.000000
Best Strategy
Training Data Length
1798.000000
Evaluation Time
2025-10-07 12:56
Expiration Time
2025-11-30 00:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2705865.1287 2488595.1809 217269.9479 47453537.1217 -16524659.1453 63978196.267
Total P&L (%) 2705.8651 2488.5952 217.2699 47453.5371 -16524.6591 63978.1963
Avg Daily Profit (%) 1.5049 1.3841 0.1208 0.3434 0 0.3601
Buy And Hold Return (%) 291.4141 291.4141 291.4141 291.4141 291.4141 291.4141
Max Trade Drawdown -78390 -57161 -38612 -61092929 -51297021 -30885549
Profit Factor 6.4575 10.4787 1.9314 1.2301 0.8507 1.6698
Total Trades 112 56 56 112 56 56
Winning Trades 34 14 20 34 14 20
Losing Trades 78 42 36 78 42 36
Profitability (%) 30.3571 25 35.7143 30.3571 25 35.7143
Ratio Avg Win / Avg Loss 14.8142 31.436 3.4766 2.8221 2.5521 3.0057
Largest Winning Trade 1292395 1292395 54690 28537202 25888036 28537202
Largest Losing Trade -22504 -22504 -21807 -12327673 -9227866 -12327673
Avg Bars in Trades 30 25 36 30 25 36
Avg Bars in Winners 78 74 81 78 74 81
Avg Bars in Losers 10 8 11 10 8 11
Bars Traded 3460 1402 2058 3460 1402 2058
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 538735 -187668 -379684 96853 -787870 -173319
Evaluation Data
{
    "trading_pair": "AXS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3596,
    "evaluation_days": 1798,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1607774400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759830973571,
    "expiration_time": 1764455616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "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": [
        [
            2705865.128722731,
            2488595.1808717814,
            217269.9478509498,
            47453537.12165254,
            -16524659.145333085,
            63978196.26698563
        ],
        [
            2705.865129,
            2488.595181,
            217.269948,
            47453.537122,
            -16524.659145,
            63978.196267
        ],
        [
            1.504931,
            1.384091,
            0.12084,
            0.343438,
            0,
            0.360084
        ],
        [
            291.414141,
            291.414141,
            291.414141,
            291.414141,
            291.414141,
            291.414141
        ],
        [
            -78390,
            -57161,
            -38612,
            -61092929,
            -51297021,
            -30885549
        ],
        [
            6.457463,
            10.478667,
            1.931437,
            1.230128,
            0.85071,
            1.669809
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            34,
            14,
            20,
            34,
            14,
            20
        ],
        [
            78,
            42,
            36,
            78,
            42,
            36
        ],
        [
            30.357143,
            25,
            35.714286,
            30.357143,
            25,
            35.714286
        ],
        [
            14.81418,
            31.436001,
            3.476587,
            2.822058,
            2.552129,
            3.005656
        ],
        [
            1292395,
            1292395,
            54690,
            28537202,
            25888036,
            28537202
        ],
        [
            -22504,
            -22504,
            -21807,
            -12327673,
            -9227866,
            -12327673
        ],
        [
            30,
            25,
            36,
            30,
            25,
            36
        ],
        [
            78,
            74,
            81,
            78,
            74,
            81
        ],
        [
            10,
            8,
            11,
            10,
            8,
            11
        ],
        [
            3460,
            1402,
            2058,
            3460,
            1402,
            2058
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            538735,
            -187668,
            -379684,
            96853,
            -787870,
            -173319
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AXS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3596,
    "evaluation_days": 1798,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1607774400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759830973571,
    "expiration_time": 1764455616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "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)