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Trade: AXS/USDT/720/VWMA/SUPERTREND/9234

Strategy
AXS/USDT/720/VWMA/SUPERTREND/9234
Pair
AXS_USDT
Interval
12h
Score
438608
Daily Profit
0.486267
Profit Factor
3.450809
Profitability
42.105263
Streak
95.571261
Best Strategy
Training Data Length
1785.500000
Evaluation Time
2025-09-26 04:42
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 855312.4651 868229.4692 -12917.0041 47220.1828 725139.9951 -677919.8123
Total P&L (%) 855.3125 868.2295 -12.917 47.2202 725.14 -677.9198
Avg Daily Profit (%) 0.479 0.4863 -0.0072 0.0217 0.1183 0
Buy And Hold Return (%) 228.6997 228.6997 228.6997 228.6997 228.6997 228.6997
Max Trade Drawdown -216225 -168040 -107861 -1655955 -1287141 -1268235
Profit Factor 2.2719 3.4508 0.9594 1.0139 1.4421 0.6156
Total Trades 76 38 38 76 38 38
Winning Trades 34 16 18 34 16 18
Losing Trades 42 22 20 42 22 20
Profitability (%) 44.7368 42.1053 47.3684 44.7368 42.1053 47.3684
Ratio Avg Win / Avg Loss 2.8065 4.7449 1.066 1.2524 1.9829 0.684
Largest Winning Trade 650046 650046 43580 1500853 1500853 394635
Largest Losing Trade -61891 -57300 -61891 -1071796 -744995 -1071796
Avg Bars in Trades 43 60 26 43 60 26
Avg Bars in Winners 54 70 40 54 70 40
Avg Bars in Losers 34 52 14 34 52 14
Bars Traded 3295 2280 1015 3295 2280 1015
Profit Streak 94.5713 95.5713 94.5713 94.5713 95.5713 94.5713
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -42571 438608 -579284 -589832 -38095 -580951

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": 1610971200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758850956964,
    "expiration_time": 1763343216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 225,
            "offset": 142,
            "multiplier": 4.20274
        }
    }
}
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": [
        [
            855312.4651230942,
            868229.4692002672,
            -12917.0040771729,
            47220.182761644,
            725139.9950860552,
            -677919.8123244119
        ],
        [
            855.312465,
            868.229469,
            -12.917004,
            47.220183,
            725.139995,
            -677.919812
        ],
        [
            0.479032,
            0.486267,
            -0.007234,
            0.021663,
            0.118266,
            0
        ],
        [
            228.699703,
            228.699703,
            228.699703,
            228.699703,
            228.699703,
            228.699703
        ],
        [
            -216225,
            -168040,
            -107861,
            -1655955,
            -1287141,
            -1268235
        ],
        [
            2.271914,
            3.450809,
            0.959406,
            1.013873,
            1.442102,
            0.615573
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            44.736842,
            42.105263,
            47.368421,
            44.736842,
            42.105263,
            47.368421
        ],
        [
            2.806482,
            4.744862,
            1.066007,
            1.252432,
            1.982891,
            0.68397
        ],
        [
            650046,
            650046,
            43580,
            1500853,
            1500853,
            394635
        ],
        [
            -61891,
            -57300,
            -61891,
            -1071796,
            -744995,
            -1071796
        ],
        [
            43,
            60,
            26,
            43,
            60,
            26
        ],
        [
            54,
            70,
            40,
            54,
            70,
            40
        ],
        [
            34,
            52,
            14,
            34,
            52,
            14
        ],
        [
            3295,
            2280,
            1015,
            3295,
            2280,
            1015
        ],
        [
            94.571261,
            95.571261,
            94.571261,
            94.571261,
            95.571261,
            94.571261
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -42571,
            438608,
            -579284,
            -589832,
            -38095,
            -580951
        ]
    ]
}
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": 1610971200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758850956964,
    "expiration_time": 1763343216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 225,
            "offset": 142,
            "multiplier": 4.20274
        }
    }
}

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)