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Trade: AXS/USDT/720/VWAP/T3/3169

Strategy
AXS/USDT/720/VWAP/T3/3169
Pair
AXS_USDT
Interval
12h
Score
542908
Daily Profit
0.288353
Profit Factor
2.400828
Profitability
76.666667
Streak
12.616265
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 -1896615.3721 -45145.1038 -1851470.2683 1684380.0493 -15958495.5828 17642875.632
Total P&L (%) -1896.6154 -45.1451 -1851.4703 1684.38 -15958.4956 17642.8756
Avg Daily Profit (%) -1.0546 -0.0251 -1.0295 0.1604 0 0.2884
Buy And Hold Return (%) 377.1136 377.1136 377.1136 377.1136 377.1136 377.1136
Max Trade Drawdown -1174605 -140627 -1098287 -12668094 -15597358 -7255621
Profit Factor 0.191 0.8318 0.1081 1.0436 0.3867 2.4008
Total Trades 60 30 30 60 30 30
Winning Trades 44 22 22 44 21 23
Losing Trades 16 8 8 16 9 7
Profitability (%) 73.3333 73.3333 73.3333 73.3333 70 76.6667
Ratio Avg Win / Avg Loss 0.0694 0.3025 0.0393 0.3795 0.1657 0.7307
Largest Winning Trade 80307 80307 36796 14818614 1548659 14818614
Largest Losing Trade -1098287 -69642 -1098287 -8375873 -8375873 -6012217
Avg Bars in Trades 57 53 61 57 53 61
Avg Bars in Winners 18 15 21 23 11 33
Avg Bars in Losers 164 158 171 151 151 152
Bars Traded 3453 1612 1841 3453 1612 1841
Profit Streak 12.6163 151.6163 12.6163 12.6163 151.6163 12.6163
Trades During Streak 5 4 2 5 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -749651 -576418 -576718 -337194 -576850 542908
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": 1610409600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759848445264,
    "expiration_time": 1764500112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 138,
            "offset": 0,
            "a": 0.75369
        }
    }
}
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": [
        [
            -1896615.3721075705,
            -45145.1038147643,
            -1851470.268292806,
            1684380.049265955,
            -15958495.582756622,
            17642875.632022582
        ],
        [
            -1896.615372,
            -45.145104,
            -1851.470268,
            1684.380049,
            -15958.495583,
            17642.875632
        ],
        [
            -1.054554,
            -0.025102,
            -1.029452,
            0.160354,
            0,
            0.288353
        ],
        [
            377.113557,
            377.113557,
            377.113557,
            377.113557,
            377.113557,
            377.113557
        ],
        [
            -1174605,
            -140627,
            -1098287,
            -12668094,
            -15597358,
            -7255621
        ],
        [
            0.190966,
            0.831817,
            0.108098,
            1.043619,
            0.386715,
            2.400828
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            44,
            22,
            22,
            44,
            21,
            23
        ],
        [
            16,
            8,
            8,
            16,
            9,
            7
        ],
        [
            73.333333,
            73.333333,
            73.333333,
            73.333333,
            70,
            76.666667
        ],
        [
            0.069442,
            0.302479,
            0.039308,
            0.379498,
            0.165735,
            0.730687
        ],
        [
            80307,
            80307,
            36796,
            14818614,
            1548659,
            14818614
        ],
        [
            -1098287,
            -69642,
            -1098287,
            -8375873,
            -8375873,
            -6012217
        ],
        [
            57,
            53,
            61,
            57,
            53,
            61
        ],
        [
            18,
            15,
            21,
            23,
            11,
            33
        ],
        [
            164,
            158,
            171,
            151,
            151,
            152
        ],
        [
            3453,
            1612,
            1841,
            3453,
            1612,
            1841
        ],
        [
            12.616265,
            151.616265,
            12.616265,
            12.616265,
            151.616265,
            12.616265
        ],
        [
            5,
            4,
            2,
            5,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -749651,
            -576418,
            -576718,
            -337194,
            -576850,
            542908
        ]
    ]
}
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": 1610409600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759848445264,
    "expiration_time": 1764500112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 138,
            "offset": 0,
            "a": 0.75369
        }
    }
}

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)