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Trade: AXS/USDT/720/HL2/MIDPRICE/5645

Strategy
AXS/USDT/720/HL2/MIDPRICE/5645
Pair
AXS_USDT
Interval
12h
Score
826382
Daily Profit
0.301793
Profit Factor
6.075690
Profitability
77.272727
Streak
125.163089
Best Strategy
Training Data Length
1791.000000
Evaluation Time
2025-09-30 06:54
Expiration Time
2025-11-22 19:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2593966.3756 -158728.6886 -2435237.6869 936729.4707 -21036869.3221 21973598.7929
Total P&L (%) -2593.9664 -158.7287 -2435.2377 936.7295 -21036.8693 21973.5988
Avg Daily Profit (%) -1.4483 -0.0886 -1.3597 0.1307 0 0.3018
Buy And Hold Return (%) 251.656 251.656 251.656 251.656 251.656 251.656
Max Trade Drawdown -2734443 -245279 -2511581 -19911862 -22604993 -1673220
Profit Factor 0.1163 0.4777 0.0746 1.034 0.0939 6.0757
Total Trades 88 44 44 88 44 44
Winning Trades 57 24 33 57 23 34
Losing Trades 31 20 11 31 21 10
Profitability (%) 64.7727 54.5455 75 64.7727 52.2727 77.2727
Ratio Avg Win / Avg Loss 0.0633 0.3981 0.0249 0.5624 0.0857 1.787
Largest Winning Trade 32311 32311 23931 18925939 1242210 18925939
Largest Losing Trade -1434441 -65960 -1434441 -10826247 -10826247 -1542617
Avg Bars in Trades 38 51 26 38 51 26
Avg Bars in Winners 10 17 6 14 13 15
Avg Bars in Losers 90 92 86 83 93 64
Bars Traded 3424 2271 1153 3424 2271 1153
Profit Streak 53.1631 53.1631 125.1631 53.1631 53.1631 125.1631
Trades During Streak 15 7 12 15 7 12
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576578 -578531 -575553 -201229 -578826 826382
Evaluation Data
{
    "trading_pair": "AXS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3582,
    "evaluation_days": 1791,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1610193600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759204490893,
    "expiration_time": 1763832672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 83,
            "offset": 50
        }
    }
}
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": [
        [
            -2593966.3755583297,
            -158728.6886310776,
            -2435237.686927254,
            936729.4707154384,
            -21036869.322135683,
            21973598.79285111
        ],
        [
            -2593.966376,
            -158.728689,
            -2435.237687,
            936.729471,
            -21036.869322,
            21973.598793
        ],
        [
            -1.448334,
            -0.088626,
            -1.359708,
            0.130664,
            0,
            0.301793
        ],
        [
            251.656026,
            251.656026,
            251.656026,
            251.656026,
            251.656026,
            251.656026
        ],
        [
            -2734443,
            -245279,
            -2511581,
            -19911862,
            -22604993,
            -1673220
        ],
        [
            0.11632,
            0.477709,
            0.074584,
            1.034005,
            0.093912,
            6.07569
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            57,
            24,
            33,
            57,
            23,
            34
        ],
        [
            31,
            20,
            11,
            31,
            21,
            10
        ],
        [
            64.772727,
            54.545455,
            75,
            64.772727,
            52.272727,
            77.272727
        ],
        [
            0.063262,
            0.398091,
            0.024861,
            0.562354,
            0.085746,
            1.786968
        ],
        [
            32311,
            32311,
            23931,
            18925939,
            1242210,
            18925939
        ],
        [
            -1434441,
            -65960,
            -1434441,
            -10826247,
            -10826247,
            -1542617
        ],
        [
            38,
            51,
            26,
            38,
            51,
            26
        ],
        [
            10,
            17,
            6,
            14,
            13,
            15
        ],
        [
            90,
            92,
            86,
            83,
            93,
            64
        ],
        [
            3424,
            2271,
            1153,
            3424,
            2271,
            1153
        ],
        [
            53.163089,
            53.163089,
            125.163089,
            53.163089,
            53.163089,
            125.163089
        ],
        [
            15,
            7,
            12,
            15,
            7,
            12
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576578,
            -578531,
            -575553,
            -201229,
            -578826,
            826382
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AXS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3582,
    "evaluation_days": 1791,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1610193600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759204490893,
    "expiration_time": 1763832672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 83,
            "offset": 50
        }
    }
}

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)