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Trade: ANKR/USDT/120/VWAP/KCU/2876

Strategy
ANKR/USDT/120/VWAP/KCU/2876
Pair
ANKR_USDT
Interval
2h
Score
385040
Daily Profit
0.921064
Profit Factor
3.471571
Profitability
36.428571
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-03 23:59
Expiration Time
2025-12-17 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1611919.0761 1918880.4434 -306961.3673 -98879.1733 30644.6256 -129523.7989
Total P&L (%) 1611.9191 1918.8804 -306.9614 -98.8792 30.6446 -129.5238
Avg Daily Profit (%) 0.7737 0.9211 -0.1473 -0.2153 0.0128 0
Buy And Hold Return (%) 776.8293 776.8293 776.8293 776.8293 776.8293 776.8293
Max Trade Drawdown -380485 -223721 -312138 -276141 -223490 -123346
Profit Factor 2.1366 3.4716 0.5217 0.8683 1.0647 0.5329
Total Trades 280 140 140 280 140 140
Winning Trades 110 51 59 110 51 59
Losing Trades 170 89 81 170 89 81
Profitability (%) 39.2857 36.4286 42.1429 39.2857 36.4286 42.1429
Ratio Avg Win / Avg Loss 3.3021 6.0582 0.7162 1.3419 1.858 0.7315
Largest Winning Trade 1556916 1556916 39380 260503 260503 32344
Largest Losing Trade -53723 -53723 -51352 -58499 -58499 -34114
Avg Bars in Trades 87 129 44 87 129 44
Avg Bars in Winners 124 207 53 124 207 53
Avg Bars in Losers 62 85 37 62 85 37
Bars Traded 24396 18192 6204 24396 18192 6204
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 284913 385040 -584016 -581813 -495176 -584016
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579456800000,
    "first_datapoint_time": 1580947200000,
    "last_datapoint_time": 1759521600000,
    "evaluation_time": 1759525173603,
    "expiration_time": 1766001600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 207
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 152,
            "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": [
        [
            1611919.076062938,
            1918880.4433719383,
            -306961.3673089995,
            -98879.1733252699,
            30644.6255918382,
            -129523.7989171081
        ],
        [
            1611.919076,
            1918.880443,
            -306.961367,
            -98.879173,
            30.644626,
            -129.523799
        ],
        [
            0.773722,
            0.921064,
            -0.147342,
            -0.215341,
            0.012832,
            0
        ],
        [
            776.829268,
            776.829268,
            776.829268,
            776.829268,
            776.829268,
            776.829268
        ],
        [
            -380485,
            -223721,
            -312138,
            -276141,
            -223490,
            -123346
        ],
        [
            2.136633,
            3.471571,
            0.521697,
            0.868313,
            1.064705,
            0.532852
        ],
        [
            280,
            140,
            140,
            280,
            140,
            140
        ],
        [
            110,
            51,
            59,
            110,
            51,
            59
        ],
        [
            170,
            89,
            81,
            170,
            89,
            81
        ],
        [
            39.285714,
            36.428571,
            42.142857,
            39.285714,
            36.428571,
            42.142857
        ],
        [
            3.302068,
            6.058232,
            0.716229,
            1.341939,
            1.858015,
            0.731542
        ],
        [
            1556916,
            1556916,
            39380,
            260503,
            260503,
            32344
        ],
        [
            -53723,
            -53723,
            -51352,
            -58499,
            -58499,
            -34114
        ],
        [
            87,
            129,
            44,
            87,
            129,
            44
        ],
        [
            124,
            207,
            53,
            124,
            207,
            53
        ],
        [
            62,
            85,
            37,
            62,
            85,
            37
        ],
        [
            24396,
            18192,
            6204,
            24396,
            18192,
            6204
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            284913,
            385040,
            -584016,
            -581813,
            -495176,
            -584016
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579456800000,
    "first_datapoint_time": 1580947200000,
    "last_datapoint_time": 1759521600000,
    "evaluation_time": 1759525173603,
    "expiration_time": 1766001600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 207
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 152,
            "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)