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Trade: ANKR/USDT/360/VWAP/ALMA/5445

Strategy
ANKR/USDT/360/VWAP/ALMA/5445
Pair
ANKR_USDT
Interval
6h
Score
658372
Daily Profit
0.229393
Profit Factor
3.257036
Profitability
68.421053
Streak
272.439896
Best Strategy
Training Data Length
2268.000000
Evaluation Time
2025-10-07 13:33
Expiration Time
2025-12-14 08:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1082421.5093 49603.3719 -1132024.8812 700894.3711 -17266035.9756 17966930.3467
Total P&L (%) -1082.4215 49.6034 -1132.0249 700.8944 -17266.036 17966.9303
Avg Daily Profit (%) -0.4773 0.0219 -0.4991 0.0918 0 0.2294
Buy And Hold Return (%) 358.6913 358.6913 358.6913 358.6913 358.6913 358.6913
Max Trade Drawdown -1232380 -149396 -1226238 -19982328 -17912404 -5721331
Profit Factor 0.3604 1.1653 0.1869 1.0209 0.325 3.257
Total Trades 76 38 38 76 38 38
Winning Trades 58 27 31 46 20 26
Losing Trades 18 11 7 30 18 12
Profitability (%) 76.3158 71.0526 81.5789 60.5263 52.6316 68.4211
Ratio Avg Win / Avg Loss 0.1118 0.4748 0.0422 0.6658 0.2925 1.5032
Largest Winning Trade 80755 80755 46285 16119389 3156898 16119389
Largest Losing Trade -881943 -53236 -881943 -10902294 -10902294 -3961325
Avg Bars in Trades 113 124 103 113 124 103
Avg Bars in Winners 45 38 50 63 41 79
Avg Bars in Losers 335 334 337 191 215 155
Bars Traded 8660 4721 3939 8660 4721 3939
Profit Streak 167.4399 167.4399 272.4399 167.4399 167.4399 272.4399
Trades During Streak 7 3 4 7 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -629398 -365683 -575350 -327088 -579069 658372
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9072,
    "evaluation_days": 2268,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1569024000000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759833206984,
    "expiration_time": 1765695456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 239,
            "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": [
        [
            -1082421.5092661781,
            49603.3719029122,
            -1132024.8811690903,
            700894.3710936086,
            -17266035.975578494,
            17966930.3466721
        ],
        [
            -1082.421509,
            49.603372,
            -1132.024881,
            700.894371,
            -17266.035976,
            17966.930347
        ],
        [
            -0.477258,
            0.021871,
            -0.499129,
            0.091777,
            0,
            0.229393
        ],
        [
            358.691342,
            358.691342,
            358.691342,
            358.691342,
            358.691342,
            358.691342
        ],
        [
            -1232380,
            -149396,
            -1226238,
            -19982328,
            -17912404,
            -5721331
        ],
        [
            0.360373,
            1.165306,
            0.186881,
            1.020898,
            0.324981,
            3.257036
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            58,
            27,
            31,
            46,
            20,
            26
        ],
        [
            18,
            11,
            7,
            30,
            18,
            12
        ],
        [
            76.315789,
            71.052632,
            81.578947,
            60.526316,
            52.631579,
            68.421053
        ],
        [
            0.11184,
            0.474754,
            0.042199,
            0.665803,
            0.292483,
            1.503247
        ],
        [
            80755,
            80755,
            46285,
            16119389,
            3156898,
            16119389
        ],
        [
            -881943,
            -53236,
            -881943,
            -10902294,
            -10902294,
            -3961325
        ],
        [
            113,
            124,
            103,
            113,
            124,
            103
        ],
        [
            45,
            38,
            50,
            63,
            41,
            79
        ],
        [
            335,
            334,
            337,
            191,
            215,
            155
        ],
        [
            8660,
            4721,
            3939,
            8660,
            4721,
            3939
        ],
        [
            167.439896,
            167.439896,
            272.439896,
            167.439896,
            167.439896,
            272.439896
        ],
        [
            7,
            3,
            4,
            7,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -629398,
            -365683,
            -575350,
            -327088,
            -579069,
            658372
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9072,
    "evaluation_days": 2268,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1569024000000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759833206984,
    "expiration_time": 1765695456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 239,
            "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)