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Trade: AXS/USDT/120/BBL/VWAP/4145

Strategy
AXS/USDT/120/BBL/VWAP/4145
Pair
AXS_USDT
Interval
2h
Score
376301
Daily Profit
1.237499
Profit Factor
2.565767
Profitability
29.844098
Streak
4.726957
Best Strategy
Training Data Length
1784.670000
Evaluation Time
2025-09-26 20:26
Expiration Time
2025-11-27 21:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2208527.5883 2182139.699 26387.8894 844427.1833 -41848.7747 886275.958
Total P&L (%) 2208.5276 2182.1397 26.3879 844.4272 -41.8488 886.276
Avg Daily Profit (%) 1.2375 1.2227 0.0148 0.1259 -0.0304 0.1283
Buy And Hold Return (%) 568.8714 568.8714 568.8714 568.8714 568.8714 568.8714
Max Trade Drawdown -273936 -281679 -58363 -45134670 -46117552 -11424967
Profit Factor 2.5658 3.0833 1.0727 1.0085 0.9994 1.0373
Total Trades 449 224 225 449 224 225
Winning Trades 134 56 78 134 56 78
Losing Trades 315 168 147 315 168 147
Profitability (%) 29.8441 25 34.6667 29.8441 25 34.6667
Ratio Avg Win / Avg Loss 6.0315 9.2499 2.0216 2.3707 2.9983 1.9549
Largest Winning Trade 1773242 1773242 22683 20716917 20716917 6319040
Largest Losing Trade -22583 -22583 -20731 -4335905 -4335905 -2853521
Avg Bars in Trades 47 85 8 47 85 8
Avg Bars in Winners 88 193 13 88 193 13
Avg Bars in Losers 29 49 5 29 49 5
Bars Traded 21143 19218 1925 21143 19218 1925
Profit Streak 4.727 0 10.3103 4.727 0 10.3103
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 376301 -12142 -482744 -255327 -607198 -213942

Evaluation Data

{
    "trading_pair": "AXS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21416,
    "evaluation_days": 1784.67,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1604966400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758907609133,
    "expiration_time": 1764273427200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 222,
            "offset": 0,
            "std": 1.69559
        }
    },
    "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": [
        [
            2208527.588323224,
            2182139.698972243,
            26387.8893509824,
            844427.1833383392,
            -41848.7746610431,
            886275.957999385
        ],
        [
            2208.527588,
            2182.139699,
            26.387889,
            844.427183,
            -41.848775,
            886.275958
        ],
        [
            1.237499,
            1.222713,
            0.014786,
            0.125896,
            -0.030372,
            0.128328
        ],
        [
            568.87141,
            568.87141,
            568.87141,
            568.87141,
            568.87141,
            568.87141
        ],
        [
            -273936,
            -281679,
            -58363,
            -45134670,
            -46117552,
            -11424967
        ],
        [
            2.565767,
            3.083309,
            1.07268,
            1.008503,
            0.999446,
            1.037275
        ],
        [
            449,
            224,
            225,
            449,
            224,
            225
        ],
        [
            134,
            56,
            78,
            134,
            56,
            78
        ],
        [
            315,
            168,
            147,
            315,
            168,
            147
        ],
        [
            29.844098,
            25,
            34.666667,
            29.844098,
            25,
            34.666667
        ],
        [
            6.031468,
            9.249926,
            2.02159,
            2.370734,
            2.998338,
            1.954864
        ],
        [
            1773242,
            1773242,
            22683,
            20716917,
            20716917,
            6319040
        ],
        [
            -22583,
            -22583,
            -20731,
            -4335905,
            -4335905,
            -2853521
        ],
        [
            47,
            85,
            8,
            47,
            85,
            8
        ],
        [
            88,
            193,
            13,
            88,
            193,
            13
        ],
        [
            29,
            49,
            5,
            29,
            49,
            5
        ],
        [
            21143,
            19218,
            1925,
            21143,
            19218,
            1925
        ],
        [
            4.726957,
            0,
            10.310291,
            4.726958,
            0,
            10.310291
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            376301,
            -12142,
            -482744,
            -255327,
            -607198,
            -213942
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AXS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21416,
    "evaluation_days": 1784.67,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1604966400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758907609133,
    "expiration_time": 1764273427200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 222,
            "offset": 0,
            "std": 1.69559
        }
    },
    "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)