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Trade: AXS/USDT/720/VWAP/SWMA/1908

Strategy
AXS/USDT/720/VWAP/SWMA/1908
Pair
AXS_USDT
Interval
12h
Score
384019
Daily Profit
0.174995
Profit Factor
10.827538
Profitability
35.483871
Streak
0.000000
Best Strategy
Training Data Length
1785.500000
Evaluation Time
2025-09-27 04:49
Expiration Time
2025-11-17 03:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1518881.7741 -152398.1106 -1366483.6634 -248160.1208 2168749.3745 -2416909.4953
Total P&L (%) -1518.8818 -152.3981 -1366.4837 -248.1601 2168.7494 -2416.9095
Avg Daily Profit (%) -0.8507 -0.0854 -0.7653 0 0.175 0
Buy And Hold Return (%) 49.6728 49.6728 49.6728 49.6728 49.6728 49.6728
Max Trade Drawdown -1674803 -246218 -51578 -2305491 -132567 -459963
Profit Factor 0.1579 0.4653 0.1002 0.9114 10.8275 0.0633
Total Trades 62 31 31 62 31 31
Winning Trades 48 21 27 14 11 3
Losing Trades 14 10 4 48 20 28
Profitability (%) 77.4194 67.7419 87.0968 22.5806 35.4839 9.6774
Ratio Avg Win / Avg Loss 0.0461 0.2216 0.0148 3.1248 19.6864 0.5908
Largest Winning Trade 40804 40804 17019 940769 940769 87425
Largest Losing Trade -1434441 -64918 -1434441 -2019760 -132567 -2019760
Avg Bars in Trades 51 69 33 51 69 33
Avg Bars in Winners 13 16 11 164 170 140
Avg Bars in Losers 179 178 182 18 13 21
Bars Traded 3173 2139 1034 3173 2139 1034
Profit Streak 124.0758 124.0758 262.0758 0 0 0
Trades During Streak 21 10 13 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -733958 -576926 -574679 -777255 384019 -678165
Evaluation Data
{
    "trading_pair": "AXS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3571,
    "evaluation_days": 1785.5,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1613044800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758937745493,
    "expiration_time": 1763343216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 199,
            "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": [
        [
            -1518881.7740671001,
            -152398.1106231639,
            -1366483.6634439363,
            -248160.1207585584,
            2168749.3745395364,
            -2416909.4952980955
        ],
        [
            -1518.881774,
            -152.398111,
            -1366.483663,
            -248.160121,
            2168.749375,
            -2416.909495
        ],
        [
            -0.850676,
            -0.085353,
            -0.765323,
            0,
            0.174995,
            0
        ],
        [
            49.672841,
            49.672841,
            49.672841,
            49.672841,
            49.672841,
            49.672841
        ],
        [
            -1674803,
            -246218,
            -51578,
            -2305491,
            -132567,
            -459963
        ],
        [
            0.157923,
            0.465319,
            0.100232,
            0.9114,
            10.827538,
            0.063298
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            48,
            21,
            27,
            14,
            11,
            3
        ],
        [
            14,
            10,
            4,
            48,
            20,
            28
        ],
        [
            77.419355,
            67.741935,
            87.096774,
            22.580645,
            35.483871,
            9.677419
        ],
        [
            0.046061,
            0.221581,
            0.014849,
            3.124801,
            19.686434,
            0.590783
        ],
        [
            40804,
            40804,
            17019,
            940769,
            940769,
            87425
        ],
        [
            -1434441,
            -64918,
            -1434441,
            -2019760,
            -132567,
            -2019760
        ],
        [
            51,
            69,
            33,
            51,
            69,
            33
        ],
        [
            13,
            16,
            11,
            164,
            170,
            140
        ],
        [
            179,
            178,
            182,
            18,
            13,
            21
        ],
        [
            3173,
            2139,
            1034,
            3173,
            2139,
            1034
        ],
        [
            124.075758,
            124.075758,
            262.075758,
            0,
            0,
            0
        ],
        [
            21,
            10,
            13,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -733958,
            -576926,
            -574679,
            -777255,
            384019,
            -678165
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AXS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3571,
    "evaluation_days": 1785.5,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1613044800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758937745493,
    "expiration_time": 1763343216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 199,
            "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)