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Trade: AXS/USDT/480/MIDPRICE/ZLMA/5087

Strategy
AXS/USDT/480/MIDPRICE/ZLMA/5087
Pair
AXS_USDT
Interval
8h
Score
303078
Daily Profit
0.375299
Profit Factor
3.982665
Profitability
48.780488
Streak
2.841987
Best Strategy
Training Data Length
1788.000000
Evaluation Time
2025-09-27 07:12
Expiration Time
2025-11-19 17:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 533435.1679 671034.8013 -137599.6334 -13836871.1863 -6025093.0448 -7811778.1416
Total P&L (%) 533.4352 671.0348 -137.5996 -13836.8712 -6025.093 -7811.7781
Avg Daily Profit (%) 0.2983 0.3753 -0.077 0 0 0
Buy And Hold Return (%) 324.3771 324.3771 324.3771 324.3771 324.3771 324.3771
Max Trade Drawdown -373653 -78391 -439199 -41592823 -30685055 -22455193
Profit Factor 1.6463 3.9827 0.7708 0.8557 0.8655 0.847
Total Trades 82 41 41 82 41 41
Winning Trades 44 20 24 43 25 18
Losing Trades 38 21 17 39 16 23
Profitability (%) 53.6585 48.7805 58.5366 52.439 60.9756 43.9024
Ratio Avg Win / Avg Loss 1.4218 4.1818 0.546 0.7761 0.5539 1.0823
Largest Winning Trade 345029 345029 61719 17542995 7867019 17542995
Largest Losing Trade -359164 -27022 -359164 -13788411 -13788411 -8935659
Avg Bars in Trades 63 39 86 63 39 86
Avg Bars in Winners 71 41 95 45 34 60
Avg Bars in Losers 53 38 73 82 47 107
Bars Traded 5176 1625 3551 5176 1625 3551
Profit Streak 2.842 2.842 12.842 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -7506 303078 -579024 -589239 -579319 -581446
Evaluation Data
{
    "trading_pair": "AXS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5364,
    "evaluation_days": 1788,
    "actual_first_datapoint_time": 1604476800000,
    "first_datapoint_time": 1607644800000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758946347719,
    "expiration_time": 1763565696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 111,
            "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": [
        [
            533435.1679202472,
            671034.80128128,
            -137599.6333610328,
            -13836871.186340583,
            -6025093.044752625,
            -7811778.141587969
        ],
        [
            533.435168,
            671.034801,
            -137.599633,
            -13836.871186,
            -6025.093045,
            -7811.778142
        ],
        [
            0.298342,
            0.375299,
            -0.076957,
            0,
            0,
            0
        ],
        [
            324.377102,
            324.377102,
            324.377102,
            324.377102,
            324.377102,
            324.377102
        ],
        [
            -373653,
            -78391,
            -439199,
            -41592823,
            -30685055,
            -22455193
        ],
        [
            1.646262,
            3.982665,
            0.770835,
            0.855659,
            0.865535,
            0.846991
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            44,
            20,
            24,
            43,
            25,
            18
        ],
        [
            38,
            21,
            17,
            39,
            16,
            23
        ],
        [
            53.658537,
            48.780488,
            58.536585,
            52.439024,
            60.97561,
            43.902439
        ],
        [
            1.421771,
            4.181798,
            0.546008,
            0.776063,
            0.553942,
            1.082266
        ],
        [
            345029,
            345029,
            61719,
            17542995,
            7867019,
            17542995
        ],
        [
            -359164,
            -27022,
            -359164,
            -13788411,
            -13788411,
            -8935659
        ],
        [
            63,
            39,
            86,
            63,
            39,
            86
        ],
        [
            71,
            41,
            95,
            45,
            34,
            60
        ],
        [
            53,
            38,
            73,
            82,
            47,
            107
        ],
        [
            5176,
            1625,
            3551,
            5176,
            1625,
            3551
        ],
        [
            2.841987,
            2.841987,
            12.841987,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -7506,
            303078,
            -579024,
            -589239,
            -579319,
            -581446
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AXS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5364,
    "evaluation_days": 1788,
    "actual_first_datapoint_time": 1604476800000,
    "first_datapoint_time": 1607644800000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758946347719,
    "expiration_time": 1763565696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 111,
            "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)