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Trade: ANKR/USDT/240/VWAP/JMA/7087

Strategy
ANKR/USDT/240/VWAP/JMA/7087
Pair
ANKR_USDT
Interval
4h
Score
335744
Daily Profit
0.188464
Profit Factor
1.337785
Profitability
70.112360
Streak
10.344434
Best Strategy
Training Data Length
2265.000000
Evaluation Time
2025-10-04 19:15
Expiration Time
2025-12-11 16:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 309927.8881 426870.3447 -116942.4566 -125449.1571 173940.5578 -299389.7149
Total P&L (%) 309.9279 426.8703 -116.9425 -125.4492 173.9406 -299.3897
Avg Daily Profit (%) 0.1368 0.1885 -0.0516 0 0.0445 0
Buy And Hold Return (%) 138.4348 138.4348 138.4348 138.4348 138.4348 138.4348
Max Trade Drawdown -317686 -195817 -302032 -3526511 -2244993 -1595028
Profit Factor 1.1116 1.3378 0.9227 0.9871 1.0344 0.9363
Total Trades 890 445 445 890 445 445
Winning Trades 603 312 291 347 165 182
Losing Trades 287 133 154 543 280 263
Profitability (%) 67.7528 70.1124 65.3933 38.9888 37.0787 40.8989
Ratio Avg Win / Avg Loss 0.5291 0.5703 0.4883 1.5447 1.7553 1.353
Largest Winning Trade 49144 49144 26015 791307 791307 360173
Largest Losing Trade -145071 -42531 -145071 -485220 -485220 -320670
Avg Bars in Trades 15 14 15 15 14 15
Avg Bars in Winners 9 8 10 22 23 20
Avg Bars in Losers 26 29 25 10 10 11
Bars Traded 13512 6644 6868 13512 6644 6868
Profit Streak 10.3444 10.3444 20.0111 0 0 0
Trades During Streak 7 3 5 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -105757 335744 -575171 -577356 -404019 -580602
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13590,
    "evaluation_days": 2265,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1564617600000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759594559096,
    "expiration_time": 1765464480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 52,
            "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": [
        [
            309927.8880735288,
            426870.3447087859,
            -116942.4566352577,
            -125449.1570989704,
            173940.5578364102,
            -299389.7149353812
        ],
        [
            309.927888,
            426.870345,
            -116.942457,
            -125.449157,
            173.940558,
            -299.389715
        ],
        [
            0.136834,
            0.188464,
            -0.05163,
            0,
            0.044502,
            0
        ],
        [
            138.434783,
            138.434783,
            138.434783,
            138.434783,
            138.434783,
            138.434783
        ],
        [
            -317686,
            -195817,
            -302032,
            -3526511,
            -2244993,
            -1595028
        ],
        [
            1.111594,
            1.337785,
            0.922736,
            0.987146,
            1.034389,
            0.936315
        ],
        [
            890,
            445,
            445,
            890,
            445,
            445
        ],
        [
            603,
            312,
            291,
            347,
            165,
            182
        ],
        [
            287,
            133,
            154,
            543,
            280,
            263
        ],
        [
            67.752809,
            70.11236,
            65.393258,
            38.988764,
            37.078652,
            40.898876
        ],
        [
            0.529067,
            0.570274,
            0.488321,
            1.544726,
            1.755326,
            1.353027
        ],
        [
            49144,
            49144,
            26015,
            791307,
            791307,
            360173
        ],
        [
            -145071,
            -42531,
            -145071,
            -485220,
            -485220,
            -320670
        ],
        [
            15,
            14,
            15,
            15,
            14,
            15
        ],
        [
            9,
            8,
            10,
            22,
            23,
            20
        ],
        [
            26,
            29,
            25,
            10,
            10,
            11
        ],
        [
            13512,
            6644,
            6868,
            13512,
            6644,
            6868
        ],
        [
            10.344434,
            10.344434,
            20.0111,
            0,
            0,
            0
        ],
        [
            7,
            3,
            5,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -105757,
            335744,
            -575171,
            -577356,
            -404019,
            -580602
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13590,
    "evaluation_days": 2265,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1564617600000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759594559096,
    "expiration_time": 1765464480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 52,
            "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)