← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: AXS/USDT/720/VWAP/JMA/5884

Strategy
AXS/USDT/720/VWAP/JMA/5884
Pair
AXS_USDT
Interval
12h
Score
746430
Daily Profit
1.200037
Profit Factor
4.246280
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1798.500000
Evaluation Time
2025-10-07 22:34
Expiration Time
2025-11-30 12:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2158265.8318 2077370.0797 80895.7521 2235652.8581 3309169.4149 -1073516.5568
Total P&L (%) 2158.2658 2077.3701 80.8958 2235.6529 3309.1694 -1073.5166
Avg Daily Profit (%) 1.2 1.1551 0.045 0.1753 0.1964 0
Buy And Hold Return (%) 356.7227 356.7227 356.7227 356.7227 356.7227 356.7227
Max Trade Drawdown -93138 -80706 -125231 -3584453 -1751096 -3050586
Profit Factor 4.2463 8.783 1.2033 1.1475 1.5724 0.8855
Total Trades 126 63 63 126 63 63
Winning Trades 63 29 34 63 29 34
Losing Trades 63 34 29 63 34 29
Profitability (%) 50 46.0317 53.9683 50 46.0317 53.9683
Ratio Avg Win / Avg Loss 4.2463 10.2974 1.0263 1.1475 1.8436 0.7552
Largest Winning Trade 1072023 1072023 72073 3533787 3533787 1348286
Largest Losing Trade -62871 -33059 -62871 -2378416 -694165 -2378416
Avg Bars in Trades 27 23 31 27 23 31
Avg Bars in Winners 39 34 43 39 34 43
Avg Bars in Losers 15 13 17 15 13 17
Bars Traded 3437 1459 1978 3437 1459 1978
Profit Streak 0 0 26.3157 0 0 26.3157
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 746430 -126727 -444742 -50287 -137078 -726402
Evaluation Data
{
    "trading_pair": "AXS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3597,
    "evaluation_days": 1798.5,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1607169600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759865676880,
    "expiration_time": 1764500112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 62
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 27,
            "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": [
        [
            2158265.8318219557,
            2077370.0797045203,
            80895.7521174372,
            2235652.85809834,
            3309169.414883849,
            -1073516.556785508
        ],
        [
            2158.265832,
            2077.37008,
            80.895752,
            2235.652858,
            3309.169415,
            -1073.516557
        ],
        [
            1.200037,
            1.155057,
            0.04498,
            0.175348,
            0.196415,
            0
        ],
        [
            356.722689,
            356.722689,
            356.722689,
            356.722689,
            356.722689,
            356.722689
        ],
        [
            -93138,
            -80706,
            -125231,
            -3584453,
            -1751096,
            -3050586
        ],
        [
            4.24628,
            8.783043,
            1.20329,
            1.147536,
            1.572442,
            0.88546
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            63,
            29,
            34,
            63,
            29,
            34
        ],
        [
            63,
            34,
            29,
            63,
            34,
            29
        ],
        [
            50,
            46.031746,
            53.968254,
            50,
            46.031746,
            53.968254
        ],
        [
            4.24628,
            10.297361,
            1.026335,
            1.147536,
            1.843552,
            0.755246
        ],
        [
            1072023,
            1072023,
            72073,
            3533787,
            3533787,
            1348286
        ],
        [
            -62871,
            -33059,
            -62871,
            -2378416,
            -694165,
            -2378416
        ],
        [
            27,
            23,
            31,
            27,
            23,
            31
        ],
        [
            39,
            34,
            43,
            39,
            34,
            43
        ],
        [
            15,
            13,
            17,
            15,
            13,
            17
        ],
        [
            3437,
            1459,
            1978,
            3437,
            1459,
            1978
        ],
        [
            0,
            0,
            26.315705,
            0,
            0,
            26.315705
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            746430,
            -126727,
            -444742,
            -50287,
            -137078,
            -726402
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AXS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3597,
    "evaluation_days": 1798.5,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1607169600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759865676880,
    "expiration_time": 1764500112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 62
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 27,
            "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)