[Strategy and results]

How AXIS turns engine events into trades, stats, chart markers, equity, and exportable Results tabs.

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

Tab	Operator value
Events	Chronological normalized stream (kind, time, price, id, dir)
Strategy	Closed trades table + summary metrics
Plots	Series inventory (points, last value)
Metrics	Runtime, status, engine, source, bars, high-level stats
Raw	Pretty-printed JSON for support / diffs

Strategy metrics

Computed by buildStrategyReport:

Stat	Definition (viewer)
totalPnl	Sum of closed trade PnL (price units)
winRate	% wins among closed trades
profitFactor	Gross profit / gross loss
avgTrade / avgWin / avgLoss	Means over closed set
maxDD	Peak-to-trough on cumulative trade PnL path
wins / losses / trades	Counts

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 price pane (eventsToMarkers)
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

Export	Content
JSON	Full `lastRun`
CSV	Closed trades (`tradesToCsv`)
Clipboard	CSV of trades when supported

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

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

Internals

Path	Role
`frontend/src/ui/ResultsPanel.tsx`	Drawer UI
`frontend/src/results/strategy.ts`	Trade pairing + stats
`frontend/src/results/events.ts`	Normalize events, markers, equity
`frontend/src/indicators/runner.ts`	`runAndApply` orchestration
`frontend/src/chart/series-factory.ts`	Plot colors / series

Language-level strategy semantics: PYNE runtime.

Invariants

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

Failure modes

Symptom	Explanation
Events but 0 trades	Only entries, or unpaired ids
Empty plots	Series all null / name filtered (`__` prefix hidden)
Markers missing	Manager not mounted or events lack times
Huge Raw JSON	Many events—export file rather than copy