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Trade: AXS/USDT/360/VWAP/RMA/1791

Strategy
AXS/USDT/360/VWAP/RMA/1791
Pair
AXS_USDT
Interval
6h
Score
856595
Daily Profit
0.338754
Profit Factor
9.704652
Profitability
85.365854
Streak
287.879943
Best Strategy
Training Data Length
1794.000000
Evaluation Time
2025-10-03 12:07
Expiration Time
2025-11-26 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2959639.3798 -119062.1043 -2840577.2755 1682419.1987 -41355241.2846 43037660.4832
Total P&L (%) -2959.6394 -119.0621 -2840.5773 1682.4192 -41355.2413 43037.6605
Avg Daily Profit (%) -1.6497 -0.0664 -1.5834 0.1607 0 0.3388
Buy And Hold Return (%) 203.5936 203.5936 203.5936 203.5936 203.5936 203.5936
Max Trade Drawdown -3137328 -211454 -2949819 -40918121 -44339323 -2288222
Profit Factor 0.1031 0.5802 0.0582 1.0322 0.1259 9.7047
Total Trades 82 41 41 82 41 41
Winning Trades 63 29 34 65 30 35
Losing Trades 19 12 7 17 11 6
Profitability (%) 76.8293 70.7317 82.9268 79.2683 73.1707 85.3659
Ratio Avg Win / Avg Loss 0.0311 0.2401 0.012 0.27 0.0462 1.6637
Largest Winning Trade 22293 22293 17429 37812890 2315453 37812890
Largest Losing Trade -2020946 -85310 -2020946 -27935353 -27935353 -2288222
Avg Bars in Trades 84 109 59 84 109 59
Avg Bars in Winners 14 17 12 26 22 29
Avg Bars in Losers 316 333 288 307 347 232
Bars Traded 6924 4491 2433 6924 4491 2433
Profit Streak 78.6299 78.6299 287.8799 78.6299 78.6299 287.8799
Trades During Streak 15 7 16 15 7 16
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -584080 -576496 -574972 -182064 -576180 856595
Evaluation Data
{
    "trading_pair": "AXS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7176,
    "evaluation_days": 1794,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1608141600000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759482427051,
    "expiration_time": 1764121248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 170,
            "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": [
        [
            -2959639.3798042703,
            -119062.1043041621,
            -2840577.2755001076,
            1682419.198660312,
            -41355241.28456348,
            43037660.48322378
        ],
        [
            -2959.63938,
            -119.062104,
            -2840.577276,
            1682.419199,
            -41355.241285,
            43037.660483
        ],
        [
            -1.649743,
            -0.066367,
            -1.583376,
            0.160695,
            0,
            0.338754
        ],
        [
            203.593556,
            203.593556,
            203.593556,
            203.593556,
            203.593556,
            203.593556
        ],
        [
            -3137328,
            -211454,
            -2949819,
            -40918121,
            -44339323,
            -2288222
        ],
        [
            0.103063,
            0.58019,
            0.058198,
            1.032194,
            0.125944,
            9.704652
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            63,
            29,
            34,
            65,
            30,
            35
        ],
        [
            19,
            12,
            7,
            17,
            11,
            6
        ],
        [
            76.829268,
            70.731707,
            82.926829,
            79.268293,
            73.170732,
            85.365854
        ],
        [
            0.031082,
            0.240079,
            0.011982,
            0.269958,
            0.046179,
            1.663655
        ],
        [
            22293,
            22293,
            17429,
            37812890,
            2315453,
            37812890
        ],
        [
            -2020946,
            -85310,
            -2020946,
            -27935353,
            -27935353,
            -2288222
        ],
        [
            84,
            109,
            59,
            84,
            109,
            59
        ],
        [
            14,
            17,
            12,
            26,
            22,
            29
        ],
        [
            316,
            333,
            288,
            307,
            347,
            232
        ],
        [
            6924,
            4491,
            2433,
            6924,
            4491,
            2433
        ],
        [
            78.629943,
            78.629943,
            287.879943,
            78.629943,
            78.629943,
            287.879943
        ],
        [
            15,
            7,
            16,
            15,
            7,
            16
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -584080,
            -576496,
            -574972,
            -182064,
            -576180,
            856595
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AXS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7176,
    "evaluation_days": 1794,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1608141600000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759482427051,
    "expiration_time": 1764121248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 170,
            "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)