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Trade: AXS/USDT/120/VWAP/BBL/3406

Strategy
AXS/USDT/120/VWAP/BBL/3406
Pair
AXS_USDT
Interval
2h
Score
402767
Daily Profit
0.252112
Profit Factor
1.277257
Profitability
65.359477
Streak
6.420048
Best Strategy
Training Data Length
1788.580000
Evaluation Time
2025-09-28 17:04
Expiration Time
2025-12-01 23:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1947612.1603 8385.3299 -1955997.4902 8933743.8209 -779319.8765 9713063.6975
Total P&L (%) -1947.6122 8.3853 -1955.9975 8933.7438 -779.3199 9713.0637
Avg Daily Profit (%) -1.0889 0.0047 -1.0936 0.2521 0 0.2568
Buy And Hold Return (%) 245.479 245.479 245.479 245.479 245.479 245.479
Max Trade Drawdown -2259278 -59908 -2271752 -13942380 -3225670 -10948433
Profit Factor 0.2822 1.0626 0.2416 1.2773 0.8923 1.3887
Total Trades 153 77 76 153 77 76
Winning Trades 98 40 58 100 40 60
Losing Trades 55 37 18 53 37 16
Profitability (%) 64.0523 51.9481 76.3158 65.3595 51.9481 78.9474
Ratio Avg Win / Avg Loss 0.1584 0.9829 0.075 0.6769 0.8253 0.3703
Largest Winning Trade 39950 18342 39950 7160795 1416273 7160795
Largest Losing Trade -1681048 -14921 -1681048 -10566785 -1381426 -10566785
Avg Bars in Trades 136 8 265 136 8 265
Avg Bars in Winners 106 4 176 117 5 191
Avg Bars in Losers 189 12 552 171 11 540
Bars Traded 20808 650 20158 20808 650 20158
Profit Streak 6.42 6.42 120.5867 6.42 6.42 120.5867
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576520 -545966 -625195 402767 -621040 -36594
Evaluation Data
{
    "trading_pair": "AXS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21463,
    "evaluation_days": 1788.58,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1605484800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759068292131,
    "expiration_time": 1764624009600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 181,
            "offset": 0,
            "std": 2.34019
        }
    }
}
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": [
        [
            -1947612.1602643419,
            8385.3298875585,
            -1955997.4901518999,
            8933743.820920663,
            -779319.8765366094,
            9713063.697457276
        ],
        [
            -1947.61216,
            8.38533,
            -1955.99749,
            8933.743821,
            -779.319877,
            9713.063697
        ],
        [
            -1.088915,
            0.004688,
            -1.093604,
            0.252112,
            0,
            0.25675
        ],
        [
            245.479038,
            245.479038,
            245.479038,
            245.479038,
            245.479038,
            245.479038
        ],
        [
            -2259278,
            -59908,
            -2271752,
            -13942380,
            -3225670,
            -10948433
        ],
        [
            0.282168,
            1.062567,
            0.241616,
            1.277257,
            0.892269,
            1.388709
        ],
        [
            153,
            77,
            76,
            153,
            77,
            76
        ],
        [
            98,
            40,
            58,
            100,
            40,
            60
        ],
        [
            55,
            37,
            18,
            53,
            37,
            16
        ],
        [
            64.052288,
            51.948052,
            76.315789,
            65.359477,
            51.948052,
            78.947368
        ],
        [
            0.15836,
            0.982874,
            0.074984,
            0.676946,
            0.825349,
            0.370322
        ],
        [
            39950,
            18342,
            39950,
            7160795,
            1416273,
            7160795
        ],
        [
            -1681048,
            -14921,
            -1681048,
            -10566785,
            -1381426,
            -10566785
        ],
        [
            136,
            8,
            265,
            136,
            8,
            265
        ],
        [
            106,
            4,
            176,
            117,
            5,
            191
        ],
        [
            189,
            12,
            552,
            171,
            11,
            540
        ],
        [
            20808,
            650,
            20158,
            20808,
            650,
            20158
        ],
        [
            6.420048,
            6.420048,
            120.586714,
            6.420048,
            6.420048,
            120.586714
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576520,
            -545966,
            -625195,
            402767,
            -621040,
            -36594
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AXS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21463,
    "evaluation_days": 1788.58,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1605484800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759068292131,
    "expiration_time": 1764624009600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 181,
            "offset": 0,
            "std": 2.34019
        }
    }
}

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)