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Trade: AXS/USDT/720/VWMA/WMA/7792

Strategy
AXS/USDT/720/VWMA/WMA/7792
Pair
AXS_USDT
Interval
12h
Score
314837
Daily Profit
0.452876
Profit Factor
5.060817
Profitability
34.482759
Streak
0.000000
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 258021.1807 811101.2632 -553080.0825 -105448.7476 -51.5807 -105397.1668
Total P&L (%) 258.0212 811.1013 -553.0801 -105.4487 -0.0516 -105.3972
Avg Daily Profit (%) 0.1441 0.4529 -0.3088 0 0 0
Buy And Hold Return (%) 280.0812 280.0812 280.0812 280.0812 280.0812 280.0812
Max Trade Drawdown -629205 -61661 -638695 -116018 -39337 -77323
Profit Factor 1.2306 5.0608 0.3982 0.5678 0.9989 0.4661
Total Trades 58 29 29 58 29 29
Winning Trades 23 10 13 28 16 12
Losing Trades 35 19 16 30 13 17
Profitability (%) 39.6552 34.4828 44.8276 48.2759 55.1724 41.3793
Ratio Avg Win / Avg Loss 1.8727 9.6156 0.4901 0.6084 0.8116 0.6603
Largest Winning Trade 846462 846462 66601 67445 31607 67445
Largest Losing Trade -489703 -27277 -489703 -96265 -26512 -96265
Avg Bars in Trades 57 30 84 57 30 84
Avg Bars in Winners 77 47 101 49 29 77
Avg Bars in Losers 44 21 71 64 31 90
Bars Traded 3339 875 2464 3339 875 2464
Profit Streak 0 0 0 120.6631 120.6631 169.1631
Trades During Streak 0 0 0 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -349526 314837 -582844 -759989 -579597 -583217
Evaluation Data
{
    "trading_pair": "AXS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3582,
    "evaluation_days": 1791,
    "actual_first_datapoint_time": 1604491200000,
    "first_datapoint_time": 1609286400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759204492433,
    "expiration_time": 1763832672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 112,
            "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": [
        [
            258021.1807315719,
            811101.2632002158,
            -553080.0824686438,
            -105448.7475557939,
            -51.5807189959,
            -105397.166836798
        ],
        [
            258.021181,
            811.101263,
            -553.080082,
            -105.448748,
            -0.051581,
            -105.397167
        ],
        [
            0.144065,
            0.452876,
            -0.308811,
            0,
            -2.9e-5,
            0
        ],
        [
            280.081228,
            280.081228,
            280.081228,
            280.081228,
            280.081228,
            280.081228
        ],
        [
            -629205,
            -61661,
            -638695,
            -116018,
            -39337,
            -77323
        ],
        [
            1.230633,
            5.060817,
            0.398182,
            0.567818,
            0.998892,
            0.466129
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            23,
            10,
            13,
            28,
            16,
            12
        ],
        [
            35,
            19,
            16,
            30,
            13,
            17
        ],
        [
            39.655172,
            34.482759,
            44.827586,
            48.275862,
            55.172414,
            41.37931
        ],
        [
            1.872702,
            9.615552,
            0.49007,
            0.608376,
            0.8116,
            0.660349
        ],
        [
            846462,
            846462,
            66601,
            67445,
            31607,
            67445
        ],
        [
            -489703,
            -27277,
            -489703,
            -96265,
            -26512,
            -96265
        ],
        [
            57,
            30,
            84,
            57,
            30,
            84
        ],
        [
            77,
            47,
            101,
            49,
            29,
            77
        ],
        [
            44,
            21,
            71,
            64,
            31,
            90
        ],
        [
            3339,
            875,
            2464,
            3339,
            875,
            2464
        ],
        [
            0,
            0,
            0,
            120.663107,
            120.663107,
            169.163107
        ],
        [
            0,
            0,
            0,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -349526,
            314837,
            -582844,
            -759989,
            -579597,
            -583217
        ]
    ]
}
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": 1609286400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759204492433,
    "expiration_time": 1763832672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 112,
            "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)