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Trade: AXS/USDT/720/SSF/FWMA/9663

Strategy
AXS/USDT/720/SSF/FWMA/9663
Pair
AXS_USDT
Interval
12h
Score
518938
Daily Profit
0.940561
Profit Factor
3.063513
Profitability
34.782609
Streak
22.030239
Best Strategy
Training Data Length
1785.500000
Evaluation Time
2025-09-27 03:43
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 1679371.4074 1642528.4365 36842.9709 372880.0945 -431909.8081 804789.9026
Total P&L (%) 1679.3714 1642.5284 36.843 372.8801 -431.9098 804.7899
Avg Daily Profit (%) 0.9406 0.9199 0.0206 0.0871 0 0.1234
Buy And Hold Return (%) 14.2816 14.2816 14.2816 14.2816 14.2816 14.2816
Max Trade Drawdown -96774 -86190 -107629 -998975 -1021011 -388940
Profit Factor 3.0635 5.1392 1.0883 1.0738 0.8511 1.3737
Total Trades 138 69 69 138 69 69
Winning Trades 48 22 26 48 22 26
Losing Trades 90 47 43 90 47 43
Profitability (%) 34.7826 31.8841 37.6812 34.7826 31.8841 37.6812
Ratio Avg Win / Avg Loss 5.7441 10.9791 1.8 2.0133 1.8182 2.272
Largest Winning Trade 1575151 1575151 59122 398196 398196 311510
Largest Losing Trade -56861 -26258 -56861 -198851 -197838 -198851
Avg Bars in Trades 24 21 27 24 21 27
Avg Bars in Winners 50 46 54 50 46 54
Avg Bars in Losers 10 9 10 10 9 10
Bars Traded 3340 1476 1864 3340 1476 1864
Profit Streak 22.0302 22.5302 0 22.0302 22.5302 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 518938 -87010 -397480 -219711 -686177 -132637
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": 1613476800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758933812664,
    "expiration_time": 1763343216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 87,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 209,
            "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": [
        [
            1679371.4073792142,
            1642528.436508947,
            36842.9708702673,
            372880.0945237657,
            -431909.8080908972,
            804789.9026146628
        ],
        [
            1679.371407,
            1642.528437,
            36.842971,
            372.880095,
            -431.909808,
            804.789903
        ],
        [
            0.940561,
            0.919926,
            0.020635,
            0.087054,
            0,
            0.123433
        ],
        [
            14.28164,
            14.28164,
            14.28164,
            14.28164,
            14.28164,
            14.28164
        ],
        [
            -96774,
            -86190,
            -107629,
            -998975,
            -1021011,
            -388940
        ],
        [
            3.063513,
            5.139171,
            1.088349,
            1.073786,
            0.851077,
            1.37374
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            90,
            47,
            43,
            90,
            47,
            43
        ],
        [
            34.782609,
            31.884058,
            37.681159,
            34.782609,
            31.884058,
            37.681159
        ],
        [
            5.744087,
            10.979138,
            1.799962,
            2.013348,
            1.81821,
            2.271955
        ],
        [
            1575151,
            1575151,
            59122,
            398196,
            398196,
            311510
        ],
        [
            -56861,
            -26258,
            -56861,
            -198851,
            -197838,
            -198851
        ],
        [
            24,
            21,
            27,
            24,
            21,
            27
        ],
        [
            50,
            46,
            54,
            50,
            46,
            54
        ],
        [
            10,
            9,
            10,
            10,
            9,
            10
        ],
        [
            3340,
            1476,
            1864,
            3340,
            1476,
            1864
        ],
        [
            22.030239,
            22.530239,
            0,
            22.030239,
            22.530239,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            518938,
            -87010,
            -397480,
            -219711,
            -686177,
            -132637
        ]
    ]
}
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": 1613476800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758933812664,
    "expiration_time": 1763343216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 87,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 209,
            "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)