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Trade: AXS/USDT/720/VWAP/PSAR/8511

Strategy
AXS/USDT/720/VWAP/PSAR/8511
Pair
AXS_USDT
Interval
12h
Score
739040
Daily Profit
1.072783
Profit Factor
9.411618
Profitability
46.341463
Streak
0.000000
Best Strategy
Training Data Length
1785.500000
Evaluation Time
2025-09-27 04:49
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 1971570.4358 1915454.5615 56115.8743 817117.4741 -62560.5456 879678.0196
Total P&L (%) 1971.5704 1915.4546 56.1159 817.1175 -62.5605 879.678
Avg Daily Profit (%) 1.1042 1.0728 0.0314 0.1242 -0.055 0.1279
Buy And Hold Return (%) 274.5243 274.5243 274.5243 274.5243 274.5243 274.5243
Max Trade Drawdown -110760 -103887 -115282 -3030324 -2221568 -1723535
Profit Factor 4.8889 9.4116 1.2009 1.0923 0.9866 1.2094
Total Trades 83 41 42 83 41 42
Winning Trades 39 19 20 39 19 20
Losing Trades 44 22 22 44 22 22
Profitability (%) 46.988 46.3415 47.619 46.988 46.3415 47.619
Ratio Avg Win / Avg Loss 5.5157 10.8977 1.321 1.2323 1.1423 1.3304
Largest Winning Trade 1459044 1459044 58928 1315195 1315195 987698
Largest Losing Trade -85072 -28591 -85072 -723576 -723576 -557543
Avg Bars in Trades 41 35 47 41 35 47
Avg Bars in Winners 60 50 70 60 50 70
Avg Bars in Losers 24 23 26 24 23 26
Bars Traded 3433 1459 1974 3433 1459 1974
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 673005 739040 -318082 -151382 -580498 -26148
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": 1609156800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758937740800,
    "expiration_time": 1763343216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 108
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            1971570.4357887632,
            1915454.5615181131,
            56115.8742706516,
            817117.4740792284,
            -62560.5455562474,
            879678.019635476
        ],
        [
            1971.570436,
            1915.454562,
            56.115874,
            817.117474,
            -62.560546,
            879.67802
        ],
        [
            1.104212,
            1.072783,
            0.031429,
            0.124192,
            -0.055008,
            0.127892
        ],
        [
            274.524334,
            274.524334,
            274.524334,
            274.524334,
            274.524334,
            274.524334
        ],
        [
            -110760,
            -103887,
            -115282,
            -3030324,
            -2221568,
            -1723535
        ],
        [
            4.888917,
            9.411618,
            1.200948,
            1.092296,
            0.986553,
            1.209412
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            46.987952,
            46.341463,
            47.619048,
            46.987952,
            46.341463,
            47.619048
        ],
        [
            5.515701,
            10.897663,
            1.321042,
            1.232334,
            1.142325,
            1.330353
        ],
        [
            1459044,
            1459044,
            58928,
            1315195,
            1315195,
            987698
        ],
        [
            -85072,
            -28591,
            -85072,
            -723576,
            -723576,
            -557543
        ],
        [
            41,
            35,
            47,
            41,
            35,
            47
        ],
        [
            60,
            50,
            70,
            60,
            50,
            70
        ],
        [
            24,
            23,
            26,
            24,
            23,
            26
        ],
        [
            3433,
            1459,
            1974,
            3433,
            1459,
            1974
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            673005,
            739040,
            -318082,
            -151382,
            -580498,
            -26148
        ]
    ]
}
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": 1609156800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758937740800,
    "expiration_time": 1763343216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 108
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)