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Trade: AXS/USDT/120/ALMA/VWAP/6511

Strategy
AXS/USDT/120/ALMA/VWAP/6511
Pair
AXS_USDT
Interval
2h
Score
343476
Daily Profit
1.299169
Profit Factor
6.072536
Profitability
28.846154
Streak
0.000000
Best Strategy
Training Data Length
1794.080000
Evaluation Time
2025-10-04 04:49
Expiration Time
2025-12-07 16:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2330813.8604 2203374.673 127439.1874 11329973.4168 -859960.7983 12189934.2151
Total P&L (%) 2330.8139 2203.3747 127.4392 11329.9734 -859.9608 12189.9342
Avg Daily Profit (%) 1.2992 1.2281 0.071 0.2645 0 0.2685
Buy And Hold Return (%) 270.2371 270.2371 270.2371 270.2371 270.2371 270.2371
Max Trade Drawdown -102817 -87138 -45134 -22255668 -15206902 -9363632
Profit Factor 6.0725 11.7654 1.5001 1.1811 0.9732 1.4001
Total Trades 104 52 52 104 52 52
Winning Trades 30 14 16 30 14 16
Losing Trades 74 38 36 74 38 36
Profitability (%) 28.8462 26.9231 30.7692 28.8462 26.9231 30.7692
Ratio Avg Win / Avg Loss 14.9789 31.9347 3.3752 2.9134 2.6416 3.1503
Largest Winning Trade 1300740 1300740 67825 12127452 8984788 12127452
Largest Losing Trade -37055 -21330 -37055 -3867637 -3867637 -3680002
Avg Bars in Trades 197 164 230 197 164 230
Avg Bars in Winners 544 431 643 544 431 643
Avg Bars in Losers 57 66 47 57 66 47
Bars Traded 20575 8564 12011 20575 8564 12011
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 343476 -179606 -449267 -24214 -779672 -177381
Evaluation Data
{
    "trading_pair": "AXS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21529,
    "evaluation_days": 1794.08,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1607760000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759542592568,
    "expiration_time": 1765116316800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 240,
            "offset": 215
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            2330813.8604259086,
            2203374.672993286,
            127439.1874326227,
            11329973.416840047,
            -859960.7982748251,
            12189934.215114873
        ],
        [
            2330.81386,
            2203.374673,
            127.439187,
            11329.973417,
            -859.960798,
            12189.934215
        ],
        [
            1.299169,
            1.228136,
            0.071033,
            0.264486,
            0,
            0.26854
        ],
        [
            270.237063,
            270.237063,
            270.237063,
            270.237063,
            270.237063,
            270.237063
        ],
        [
            -102817,
            -87138,
            -45134,
            -22255668,
            -15206902,
            -9363632
        ],
        [
            6.072536,
            11.765425,
            1.500104,
            1.18109,
            0.97321,
            1.400118
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            74,
            38,
            36,
            74,
            38,
            36
        ],
        [
            28.846154,
            26.923077,
            30.769231,
            28.846154,
            26.923077,
            30.769231
        ],
        [
            14.978921,
            31.934726,
            3.375234,
            2.913355,
            2.641569,
            3.150266
        ],
        [
            1300740,
            1300740,
            67825,
            12127452,
            8984788,
            12127452
        ],
        [
            -37055,
            -21330,
            -37055,
            -3867637,
            -3867637,
            -3680002
        ],
        [
            197,
            164,
            230,
            197,
            164,
            230
        ],
        [
            544,
            431,
            643,
            544,
            431,
            643
        ],
        [
            57,
            66,
            47,
            57,
            66,
            47
        ],
        [
            20575,
            8564,
            12011,
            20575,
            8564,
            12011
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343476,
            -179606,
            -449267,
            -24214,
            -779672,
            -177381
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AXS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21529,
    "evaluation_days": 1794.08,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1607760000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759542592568,
    "expiration_time": 1765116316800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 240,
            "offset": 215
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)