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Trade: ANKR/USDT/360/VWMA/SSF/8021

Strategy
ANKR/USDT/360/VWMA/SSF/8021
Pair
ANKR_USDT
Interval
6h
Score
536634
Daily Profit
0.192514
Profit Factor
2.474473
Profitability
65.517241
Streak
276.329777
Best Strategy
Training Data Length
2264.250000
Evaluation Time
2025-10-03 16:54
Expiration Time
2025-12-10 12:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1685099.4286 -113900.1547 -1571199.2739 -84706.8678 -7769810.3417 7685103.4738
Total P&L (%) -1685.0994 -113.9002 -1571.1993 -84.7069 -7769.8103 7685.1035
Avg Daily Profit (%) -0.7442 -0.0503 -0.6939 -0.0829 0 0.1925
Buy And Hold Return (%) 214.3488 214.3488 214.3488 214.3488 214.3488 214.3488
Max Trade Drawdown -1808209 -196357 -1683537 -10538934 -7890597 -3176174
Profit Factor 0.2096 0.5986 0.1499 0.9938 0.0692 2.4745
Total Trades 57 28 29 57 28 29
Winning Trades 28 11 17 28 9 19
Losing Trades 29 17 12 29 19 10
Profitability (%) 49.1228 39.2857 58.6207 49.1228 32.1429 65.5172
Ratio Avg Win / Avg Loss 0.2171 0.9251 0.1058 1.0292 0.1462 1.3024
Largest Winning Trade 57505 57505 40125 11627568 220001 11627568
Largest Losing Trade -1079474 -60192 -1079474 -6350528 -6350528 -2351258
Avg Bars in Trades 154 135 173 154 135 173
Avg Bars in Winners 96 101 93 118 105 124
Avg Bars in Losers 210 157 286 190 149 266
Bars Traded 8819 3790 5029 8819 3790 5029
Profit Streak 12.8298 0 276.3298 12.8298 0 276.3298
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -760007 -606000 -578344 -758341 -608777 536634
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9057,
    "evaluation_days": 2264.25,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1566172800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759499692692,
    "expiration_time": 1765361736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 249,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            -1685099.4285943478,
            -113900.1547223589,
            -1571199.273871989,
            -84706.8678467481,
            -7769810.341672663,
            7685103.473825912
        ],
        [
            -1685.099429,
            -113.900155,
            -1571.199274,
            -84.706868,
            -7769.810342,
            7685.103474
        ],
        [
            -0.74422,
            -0.050304,
            -0.693916,
            -0.082897,
            0,
            0.192514
        ],
        [
            214.348786,
            214.348786,
            214.348786,
            214.348786,
            214.348786,
            214.348786
        ],
        [
            -1808209,
            -196357,
            -1683537,
            -10538934,
            -7890597,
            -3176174
        ],
        [
            0.209596,
            0.598594,
            0.149873,
            0.993753,
            0.069246,
            2.474473
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            28,
            11,
            17,
            28,
            9,
            19
        ],
        [
            29,
            17,
            12,
            29,
            19,
            10
        ],
        [
            49.122807,
            39.285714,
            58.62069,
            49.122807,
            32.142857,
            65.517241
        ],
        [
            0.217081,
            0.9251,
            0.105793,
            1.029244,
            0.146186,
            1.302354
        ],
        [
            57505,
            57505,
            40125,
            11627568,
            220001,
            11627568
        ],
        [
            -1079474,
            -60192,
            -1079474,
            -6350528,
            -6350528,
            -2351258
        ],
        [
            154,
            135,
            173,
            154,
            135,
            173
        ],
        [
            96,
            101,
            93,
            118,
            105,
            124
        ],
        [
            210,
            157,
            286,
            190,
            149,
            266
        ],
        [
            8819,
            3790,
            5029,
            8819,
            3790,
            5029
        ],
        [
            12.829776,
            0,
            276.329776,
            12.829776,
            0,
            276.329777
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -760007,
            -606000,
            -578344,
            -758341,
            -608777,
            536634
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9057,
    "evaluation_days": 2264.25,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1566172800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759499692692,
    "expiration_time": 1765361736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 249,
            "offset": 0,
            "poles": 3
        }
    }
}

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)