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Trade: AXS/USDT/240/SSF/SMA/5086

Strategy
AXS/USDT/240/SSF/SMA/5086
Pair
AXS_USDT
Interval
4h
Score
480721
Daily Profit
0.239837
Profit Factor
2.289510
Profitability
72.413793
Streak
24.730376
Best Strategy
Training Data Length
1792.500000
Evaluation Time
2025-10-02 00:31
Expiration Time
2025-11-24 16:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2460421.9538 -177466.3545 -2282955.5993 148207.2788 -7077138.0578 7225345.3366
Total P&L (%) -2460.422 -177.4664 -2282.9556 148.2073 -7077.1381 7225.3453
Avg Daily Profit (%) -1.3726 -0.099 -1.2736 0.0507 0 0.2398
Buy And Hold Return (%) 233.6883 233.6883 233.6883 233.6883 233.6883 233.6883
Max Trade Drawdown -2545714 -257169 -1173904 -14533421 -12929285 -2544516
Profit Factor 0.1239 0.4981 0.07 1.0078 0.4702 2.2895
Total Trades 58 29 29 58 29 29
Winning Trades 33 13 20 35 14 21
Losing Trades 25 16 9 23 15 8
Profitability (%) 56.8966 44.8276 68.9655 60.3448 48.2759 72.4138
Ratio Avg Win / Avg Loss 0.0939 0.613 0.0315 0.6623 0.5038 0.8722
Largest Winning Trade 58473 58473 20511 10171807 5412536 10171807
Largest Losing Trade -1172799 -66589 -1172799 -5890264 -5890264 -2544516
Avg Bars in Trades 178 214 142 178 214 142
Avg Bars in Winners 76 85 70 93 101 88
Avg Bars in Losers 313 319 302 307 320 285
Bars Traded 10361 6224 4137 10361 6224 4137
Profit Streak 24.7304 29.897 24.7304 24.7304 29.897 24.7304
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -758357 -582304 -577831 -681673 -580963 480721
Evaluation Data
{
    "trading_pair": "AXS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10755,
    "evaluation_days": 1792.5,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1607515200000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759354304471,
    "expiration_time": 1763994960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 84,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 211,
            "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": [
        [
            -2460421.9538318,
            -177466.354528059,
            -2282955.5993037424,
            148207.2787827931,
            -7077138.057797364,
            7225345.336580156
        ],
        [
            -2460.421954,
            -177.466355,
            -2282.955599,
            148.207279,
            -7077.138058,
            7225.345337
        ],
        [
            -1.37262,
            -0.099005,
            -1.273615,
            0.050729,
            0,
            0.239837
        ],
        [
            233.688268,
            233.688268,
            233.688268,
            233.688268,
            233.688268,
            233.688268
        ],
        [
            -2545714,
            -257169,
            -1173904,
            -14533421,
            -12929285,
            -2544516
        ],
        [
            0.123884,
            0.498076,
            0.069987,
            1.007817,
            0.470177,
            2.28951
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            33,
            13,
            20,
            35,
            14,
            21
        ],
        [
            25,
            16,
            9,
            23,
            15,
            8
        ],
        [
            56.896552,
            44.827586,
            68.965517,
            60.344828,
            48.275862,
            72.413793
        ],
        [
            0.093851,
            0.613016,
            0.031494,
            0.662279,
            0.503761,
            0.872194
        ],
        [
            58473,
            58473,
            20511,
            10171807,
            5412536,
            10171807
        ],
        [
            -1172799,
            -66589,
            -1172799,
            -5890264,
            -5890264,
            -2544516
        ],
        [
            178,
            214,
            142,
            178,
            214,
            142
        ],
        [
            76,
            85,
            70,
            93,
            101,
            88
        ],
        [
            313,
            319,
            302,
            307,
            320,
            285
        ],
        [
            10361,
            6224,
            4137,
            10361,
            6224,
            4137
        ],
        [
            24.730376,
            29.897042,
            24.730376,
            24.730376,
            29.897042,
            24.730376
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -758357,
            -582304,
            -577831,
            -681673,
            -580963,
            480721
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AXS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10755,
    "evaluation_days": 1792.5,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1607515200000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759354304471,
    "expiration_time": 1763994960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 84,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 211,
            "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)