← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: AXS/USDT/720/VWAP/KCL/2664

Strategy
AXS/USDT/720/VWAP/KCL/2664
Pair
AXS_USDT
Interval
12h
Score
772236
Daily Profit
0.159905
Profit Factor
11.305361
Profitability
90.625000
Streak
236.583901
Best Strategy
Training Data Length
1793.500000
Evaluation Time
2025-10-02 17:00
Expiration Time
2025-11-25 09:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 336894.64 15953.9518 320940.6882 1853589.843 197607.1829 1655982.6601
Total P&L (%) 336.8946 15.954 320.9407 1853.5898 197.6072 1655.9827
Avg Daily Profit (%) 0.1878 0.0089 0.1789 0.1659 0.0608 0.1599
Buy And Hold Return (%) 235.5004 235.5004 235.5004 235.5004 235.5004 235.5004
Max Trade Drawdown -29433 -43646 -21248 -238020 -272706 -155756
Profit Factor 4.0956 1.1865 14.7936 4.217 1.4756 11.3054
Total Trades 65 33 32 65 33 32
Winning Trades 51 22 29 51 22 29
Losing Trades 14 11 3 14 11 3
Profitability (%) 78.4615 66.6667 90.625 78.4615 66.6667 90.625
Ratio Avg Win / Avg Loss 1.1243 0.5932 1.5304 1.1576 0.7378 1.1695
Largest Winning Trade 27187 13252 27187 222500 104408 222500
Largest Losing Trade -29433 -29433 -21248 -238020 -238020 -155756
Avg Bars in Trades 38 11 67 38 11 67
Avg Bars in Winners 33 5 54 33 5 54
Avg Bars in Losers 58 23 186 58 23 186
Bars Traded 2523 379 2144 2523 379 2144
Profit Streak 162.5839 162.5839 236.5839 162.5839 162.5839 236.5839
Trades During Streak 4 2 7 4 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149219 -360435 -30597 -117072 -274611 772236
Evaluation Data
{
    "trading_pair": "AXS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3587,
    "evaluation_days": 1793.5,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1611187200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759413649017,
    "expiration_time": 1764055152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 156,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            336894.6399956994,
            15953.9517637785,
            320940.6882319209,
            1853589.8430387448,
            197607.1829061126,
            1655982.660132632
        ],
        [
            336.89464,
            15.953952,
            320.940688,
            1853.589843,
            197.607183,
            1655.98266
        ],
        [
            0.187842,
            0.008895,
            0.178947,
            0.165861,
            0.060827,
            0.159905
        ],
        [
            235.500418,
            235.500418,
            235.500418,
            235.500418,
            235.500418,
            235.500418
        ],
        [
            -29433,
            -43646,
            -21248,
            -238020,
            -272706,
            -155756
        ],
        [
            4.095572,
            1.186457,
            14.793614,
            4.217008,
            1.475597,
            11.305361
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            51,
            22,
            29,
            51,
            22,
            29
        ],
        [
            14,
            11,
            3,
            14,
            11,
            3
        ],
        [
            78.461538,
            66.666667,
            90.625,
            78.461538,
            66.666667,
            90.625
        ],
        [
            1.124275,
            0.593228,
            1.530374,
            1.15761,
            0.737798,
            1.16952
        ],
        [
            27187,
            13252,
            27187,
            222500,
            104408,
            222500
        ],
        [
            -29433,
            -29433,
            -21248,
            -238020,
            -238020,
            -155756
        ],
        [
            38,
            11,
            67,
            38,
            11,
            67
        ],
        [
            33,
            5,
            54,
            33,
            5,
            54
        ],
        [
            58,
            23,
            186,
            58,
            23,
            186
        ],
        [
            2523,
            379,
            2144,
            2523,
            379,
            2144
        ],
        [
            162.583901,
            162.583901,
            236.583901,
            162.583901,
            162.583901,
            236.583901
        ],
        [
            4,
            2,
            7,
            4,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149219,
            -360435,
            -30597,
            -117072,
            -274611,
            772236
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AXS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3587,
    "evaluation_days": 1793.5,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1611187200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759413649017,
    "expiration_time": 1764055152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 156,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)