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Trade: ANKR/USDT/240/VWAP/RMA/7192

Strategy
ANKR/USDT/240/VWAP/RMA/7192
Pair
ANKR_USDT
Interval
4h
Score
473224
Daily Profit
0.213701
Profit Factor
1.525499
Profitability
77.477477
Streak
60.769262
Best Strategy
Training Data Length
2259.000000
Evaluation Time
2025-09-28 21:27
Expiration Time
2025-12-05 12:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1708595.5553 -25747.9003 -1682847.655 126757.0982 -12199018.9604 12325776.0586
Total P&L (%) -1708.5956 -25.7479 -1682.8477 126.7571 -12199.019 12325.7761
Avg Daily Profit (%) -0.7564 -0.0114 -0.745 0.0362 0 0.2137
Buy And Hold Return (%) 164.7059 164.7059 164.7059 164.7059 164.7059 164.7059
Max Trade Drawdown -1760342 -137885 -1759768 -22389179 -19514989 -8475411
Profit Factor 0.3144 0.9355 0.1959 1.0022 0.6292 1.5255
Total Trades 221 110 111 221 110 111
Winning Trades 176 86 90 166 80 86
Losing Trades 45 24 21 55 30 25
Profitability (%) 79.638 78.1818 81.0811 75.1131 72.7273 77.4775
Ratio Avg Win / Avg Loss 0.0804 0.2611 0.0457 0.3321 0.236 0.4435
Largest Winning Trade 21045 20367 21045 10277841 2207891 10277841
Largest Losing Trade -1210395 -56085 -1210395 -12320692 -12320692 -6260193
Avg Bars in Trades 58 68 49 58 68 49
Avg Bars in Winners 18 21 15 21 21 21
Avg Bars in Losers 215 235 192 170 192 143
Bars Traded 12990 7514 5475 12990 7514 5475
Profit Streak 18.2693 18.2693 60.7693 18.2693 18.2693 60.7693
Trades During Streak 7 3 8 7 3 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574139 -575634 -575150 -523920 -576341 473224
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13554,
    "evaluation_days": 2259,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1565683200000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759084064281,
    "expiration_time": 1764930528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 126,
            "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": [
        [
            -1708595.555299192,
            -25747.9003412833,
            -1682847.6549579084,
            126757.0982041717,
            -12199018.960369883,
            12325776.058574043
        ],
        [
            -1708.595555,
            -25.7479,
            -1682.847655,
            126.757098,
            -12199.01896,
            12325.776059
        ],
        [
            -0.75635,
            -0.011398,
            -0.744952,
            0.036249,
            0,
            0.213701
        ],
        [
            164.705882,
            164.705882,
            164.705882,
            164.705882,
            164.705882,
            164.705882
        ],
        [
            -1760342,
            -137885,
            -1759768,
            -22389179,
            -19514989,
            -8475411
        ],
        [
            0.314425,
            0.93553,
            0.195899,
            1.002249,
            0.629235,
            1.525499
        ],
        [
            221,
            110,
            111,
            221,
            110,
            111
        ],
        [
            176,
            86,
            90,
            166,
            80,
            86
        ],
        [
            45,
            24,
            21,
            55,
            30,
            25
        ],
        [
            79.638009,
            78.181818,
            81.081081,
            75.113122,
            72.727273,
            77.477477
        ],
        [
            0.080393,
            0.261078,
            0.04571,
            0.332071,
            0.235963,
            0.443459
        ],
        [
            21045,
            20367,
            21045,
            10277841,
            2207891,
            10277841
        ],
        [
            -1210395,
            -56085,
            -1210395,
            -12320692,
            -12320692,
            -6260193
        ],
        [
            58,
            68,
            49,
            58,
            68,
            49
        ],
        [
            18,
            21,
            15,
            21,
            21,
            21
        ],
        [
            215,
            235,
            192,
            170,
            192,
            143
        ],
        [
            12990,
            7514,
            5475,
            12990,
            7514,
            5475
        ],
        [
            18.269262,
            18.269262,
            60.769262,
            18.269262,
            18.269262,
            60.769262
        ],
        [
            7,
            3,
            8,
            7,
            3,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574139,
            -575634,
            -575150,
            -523920,
            -576341,
            473224
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13554,
    "evaluation_days": 2259,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1565683200000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759084064281,
    "expiration_time": 1764930528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 126,
            "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)