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Trade: AXS/USDT/720/SSF/SINWMA/9258

Strategy
AXS/USDT/720/SSF/SINWMA/9258
Pair
AXS_USDT
Interval
12h
Score
507248
Daily Profit
0.743860
Profit Factor
6.648752
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
1785.500000
Evaluation Time
2025-09-25 18:42
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 1423109.3567 1328162.8113 94946.5454 3289655.0385 -693878.8315 3983533.87
Total P&L (%) 1423.1094 1328.1628 94.9465 3289.655 -693.8788 3983.5339
Avg Daily Profit (%) 0.797 0.7439 0.0532 0.1975 0 0.208
Buy And Hold Return (%) 469.5431 469.5431 469.5431 469.5431 469.5431 469.5431
Max Trade Drawdown -82014 -110915 -114572 -1795584 -2649699 -539318
Profit Factor 3.6498 6.6488 1.3145 1.3836 0.8721 2.2654
Total Trades 79 40 39 79 40 39
Winning Trades 35 16 19 35 16 19
Losing Trades 44 24 20 44 24 20
Profitability (%) 44.3038 40 48.7179 44.3038 40 48.7179
Ratio Avg Win / Avg Loss 4.5883 9.9731 1.3836 1.7394 1.3082 2.3846
Largest Winning Trade 1072023 1072023 60292 1203493 1153120 1203493
Largest Losing Trade -51927 -27885 -51927 -782992 -782992 -376340
Avg Bars in Trades 44 40 48 44 40 48
Avg Bars in Winners 68 66 71 68 66 71
Avg Bars in Losers 24 22 27 24 22 27
Bars Traded 3509 1601 1907 3509 1601 1907
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -16631 507248 -287988 -23770 -582972 429851

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": 1605268800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758814975453,
    "expiration_time": 1763343216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 108,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 19,
            "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": [
        [
            1423109.3566561996,
            1328162.811300069,
            94946.545356131,
            3289655.038526812,
            -693878.8314916014,
            3983533.870018413
        ],
        [
            1423.109357,
            1328.162811,
            94.946545,
            3289.655039,
            -693.878831,
            3983.53387
        ],
        [
            0.797037,
            0.74386,
            0.053176,
            0.197524,
            0,
            0.207976
        ],
        [
            469.543147,
            469.543147,
            469.543147,
            469.543147,
            469.543147,
            469.543147
        ],
        [
            -82014,
            -110915,
            -114572,
            -1795584,
            -2649699,
            -539318
        ],
        [
            3.649811,
            6.648752,
            1.314459,
            1.38363,
            0.872143,
            2.265388
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            44,
            24,
            20,
            44,
            24,
            20
        ],
        [
            44.303797,
            40,
            48.717949,
            44.303797,
            40,
            48.717949
        ],
        [
            4.588334,
            9.973128,
            1.383642,
            1.73942,
            1.308215,
            2.384619
        ],
        [
            1072023,
            1072023,
            60292,
            1203493,
            1153120,
            1203493
        ],
        [
            -51927,
            -27885,
            -51927,
            -782992,
            -782992,
            -376340
        ],
        [
            44,
            40,
            48,
            44,
            40,
            48
        ],
        [
            68,
            66,
            71,
            68,
            66,
            71
        ],
        [
            24,
            22,
            27,
            24,
            22,
            27
        ],
        [
            3509,
            1601,
            1907,
            3509,
            1601,
            1907
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -16631,
            507248,
            -287988,
            -23770,
            -582972,
            429851
        ]
    ]
}
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": 1605268800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758814975453,
    "expiration_time": 1763343216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 108,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 19,
            "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)