Strategy and results

After Run, the engine returns a structured payload. AXIS AXIS normalizes events, pairs trades, paints markers, and exposes a Results drawer. Strategy math here is a viewer—not a brokerage.

Abstract

Engine RunResult (simplified):

status: success | error
plots[] | series{}
events[]     — entries, exits, orders, custom
drawings[]   — Pine line/label/box objects
meta{}       — ms, overlay, script_name, plot_meta, …
error?

AXIS stores this as store.lastRun (in-memory; not fully rehydrated from localStorage).

Conceptual model

Results drawer tabs

Saved runs persist a JSON-safe strategy stats snapshot, so script-library rows show win %, profit factor, return %, max drawdown, and average trade at a glance. The Saved tab sorts by newest / oldest / net P&L / win % / trades, searches by label, kind, symbol, or timeframe, and supports per-row selection with a bulk delete. A shared walker (walkStrategyEvents in src/results/strategy.ts, positions in src/results/positions.ts) feeds trades, stats, positions, and the events stream.

Strategy metrics

Computed by buildStrategyReport:

Commission

The engine nets commission into its own strategy.closedtrades.profit, but that figure never reaches the host, so the report re-derives P&L from prices and is gross by default. Turn on Commission on the Strategy tab to charge fees:

Both the entry and the exit leg are charged. Pyramiding accumulates entry fees on the open position; a partial exit bills only its pro-rata share, so a position is never charged twice. Fees flow through net profit, win rate, profit factor, and the equity curve, and the trades CSV gains a commission column.

A percentage drawdown needs a capital base, which this report does not model — P&L is in price × qty units. That is why Max DD is shown as money.

Pairing rules: entry-like kinds open by id; exit/close kinds match id or sole open trade. Direction flips short PnL. Missing prices drop the event from pairing (with normalization attempting OHLC fill from bars when available).

Chart coupling

• Trade markers on the price pane (eventsToMarkers) show filled size as Long N / Short N (exits: order id + qty); missing engine qty keeps the id / L/S/X fallback
• Scroll-to-time on trade row click
• Equity curve series when strategy events warrant (buildEquityCurve)
• Status bar snippet: closed trade count · net PnL when available

Export

Filenames: axis-run-<ts>.json, axis-trades-<ts>.csv.

Interface surface

• Drawer height persisted (resultsPanel.height); open state toggled after runs (openResults default true for interactive runs)
• Silent live re-runs can skip auto-open
• Equity / indicator panes created on demand when non-overlay or strategy paths need them

Worked example

1. Load BTCUSDT daily history.
2. Run a crossover strategy (see Quick start).
3. Results → Strategy: inspect win rate.
4. Click a green trade → chart jumps to entry.
5. Export CSV for a notebook.

Internals

Language-level strategy semantics: PYNE runtime.

Invariants

1. Results are a function of last successful/error payload + current bars—changing bars without re-run can desync prices used for fill.
2. Viewer PnL is not currency-normalized; treat as relative tape units.
3. meta.overlay === false routes plots to an indicator pane, not price.
4. Pine drawings (script) are distinct from user drawing tools (Drawings).

Failure modes

See also

• Quick start
• AXIS — results and strategy
• AXIS — indicators