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Trade: ANKR/USDT/240/VWMA/ZLMA/5954

Strategy
ANKR/USDT/240/VWMA/ZLMA/5954
Pair
ANKR_USDT
Interval
4h
Score
550974
Daily Profit
0.589477
Profit Factor
2.515878
Profitability
45.454545
Streak
18.879772
Best Strategy
Training Data Length
2271.500000
Evaluation Time
2025-10-11 08:06
Expiration Time
2025-12-18 09:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1338996.0343 1296488.5935 42507.4408 732185.5225 827271.2551 -95085.7327
Total P&L (%) 1338.996 1296.4886 42.5074 732.1855 827.2713 -95.0857
Avg Daily Profit (%) 0.5895 0.5708 0.0187 0.0933 0.0981 -0.1326
Buy And Hold Return (%) 133.2584 133.2584 133.2584 133.2584 133.2584 133.2584
Max Trade Drawdown -203043 -78629 -185163 -1050543 -690145 -814866
Profit Factor 2.5159 4.0055 1.0941 1.1568 1.3567 0.9596
Total Trades 132 66 66 132 66 66
Winning Trades 60 24 36 60 24 36
Losing Trades 72 42 30 72 42 30
Profitability (%) 45.4545 36.3636 54.5455 45.4545 36.3636 54.5455
Ratio Avg Win / Avg Loss 3.0191 7.0095 0.9117 1.3881 2.3742 0.7996
Largest Winning Trade 997900 997900 57815 681487 681487 304122
Largest Losing Trade -74591 -31889 -74591 -506550 -262469 -506550
Avg Bars in Trades 98 66 130 98 66 130
Avg Bars in Winners 148 99 181 148 99 181
Avg Bars in Losers 56 47 69 56 47 69
Bars Traded 12997 4379 8618 12997 4379 8618
Profit Streak 18.8798 0 57.5464 18.8798 0 57.5464
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 550974 -111488 -574557 -117913 -190348 -702970
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13629,
    "evaluation_days": 2271.5,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1565985600000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760159212354,
    "expiration_time": 1766042928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 146,
            "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": [
        [
            1338996.0343095441,
            1296488.593540645,
            42507.4407688999,
            732185.5224660011,
            827271.2551326879,
            -95085.7326666868
        ],
        [
            1338.996034,
            1296.488594,
            42.507441,
            732.185522,
            827.271255,
            -95.085733
        ],
        [
            0.589477,
            0.570763,
            0.018713,
            0.093325,
            0.098092,
            -0.132557
        ],
        [
            133.258427,
            133.258427,
            133.258427,
            133.258427,
            133.258427,
            133.258427
        ],
        [
            -203043,
            -78629,
            -185163,
            -1050543,
            -690145,
            -814866
        ],
        [
            2.515878,
            4.00545,
            1.094057,
            1.156756,
            1.356659,
            0.959561
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            60,
            24,
            36,
            60,
            24,
            36
        ],
        [
            72,
            42,
            30,
            72,
            42,
            30
        ],
        [
            45.454545,
            36.363636,
            54.545455,
            45.454545,
            36.363636,
            54.545455
        ],
        [
            3.019053,
            7.009537,
            0.911714,
            1.388107,
            2.374152,
            0.799634
        ],
        [
            997900,
            997900,
            57815,
            681487,
            681487,
            304122
        ],
        [
            -74591,
            -31889,
            -74591,
            -506550,
            -262469,
            -506550
        ],
        [
            98,
            66,
            130,
            98,
            66,
            130
        ],
        [
            148,
            99,
            181,
            148,
            99,
            181
        ],
        [
            56,
            47,
            69,
            56,
            47,
            69
        ],
        [
            12997,
            4379,
            8618,
            12997,
            4379,
            8618
        ],
        [
            18.879772,
            0,
            57.546439,
            18.879773,
            0,
            57.546439
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            550974,
            -111488,
            -574557,
            -117913,
            -190348,
            -702970
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13629,
    "evaluation_days": 2271.5,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1565985600000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760159212354,
    "expiration_time": 1766042928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 146,
            "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)