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Trade: ANKR/USDT/720/FWMA/SMA/1790

Strategy
ANKR/USDT/720/FWMA/SMA/1790
Pair
ANKR_USDT
Interval
12h
Score
691846
Daily Profit
0.237987
Profit Factor
3.729015
Profitability
69.230769
Streak
283.208621
Best Strategy
Training Data Length
2260.000000
Evaluation Time
2025-09-29 08:00
Expiration Time
2025-12-05 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1613131.6194 9394.2213 -1622525.8407 1299272.8871 -20132648.0838 21431920.9709
Total P&L (%) -1613.1316 9.3942 -1622.5258 1299.2729 -20132.6481 21431.921
Avg Daily Profit (%) -0.7138 0.0042 -0.7179 0.1168 0 0.238
Buy And Hold Return (%) 360.6061 360.6061 360.6061 360.6061 360.6061 360.6061
Max Trade Drawdown -1757362 -143013 -1710478 -21491240 -20347881 -2901986
Profit Factor 0.2445 1.0314 0.1161 1.0374 0.252 3.729
Total Trades 77 38 39 77 38 39
Winning Trades 57 27 30 49 22 27
Losing Trades 20 11 9 28 16 12
Profitability (%) 74.026 71.0526 76.9231 63.6364 57.8947 69.2308
Ratio Avg Win / Avg Loss 0.0858 0.4202 0.0348 0.5928 0.1833 1.6573
Largest Winning Trade 37819 37819 26725 24142579 1150637 24142579
Largest Losing Trade -1305469 -57863 -1305469 -8152327 -8152327 -1583688
Avg Bars in Trades 52 57 47 52 57 47
Avg Bars in Winners 20 20 21 23 18 28
Avg Bars in Losers 143 149 135 103 112 91
Bars Traded 4055 2199 1856 4055 2199 1856
Profit Streak 78.7086 78.7086 283.2086 78.7086 78.7086 283.2086
Trades During Streak 7 3 9 7 3 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -622105 -536620 -575788 -262968 -578372 691846
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4520,
    "evaluation_days": 2260,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1569110400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759122024883,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 122,
            "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": [
        [
            -1613131.619436323,
            9394.2213066784,
            -1622525.840743002,
            1299272.8870857814,
            -20132648.08376494,
            21431920.970850714
        ],
        [
            -1613.131619,
            9.394221,
            -1622.525841,
            1299.272887,
            -20132.648084,
            21431.920971
        ],
        [
            -0.713775,
            0.004157,
            -0.717932,
            0.116818,
            0,
            0.237987
        ],
        [
            360.606061,
            360.606061,
            360.606061,
            360.606061,
            360.606061,
            360.606061
        ],
        [
            -1757362,
            -143013,
            -1710478,
            -21491240,
            -20347881,
            -2901986
        ],
        [
            0.244455,
            1.031367,
            0.116059,
            1.03737,
            0.251981,
            3.729015
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            57,
            27,
            30,
            49,
            22,
            27
        ],
        [
            20,
            11,
            9,
            28,
            16,
            12
        ],
        [
            74.025974,
            71.052632,
            76.923077,
            63.636364,
            57.894737,
            69.230769
        ],
        [
            0.085774,
            0.420186,
            0.034818,
            0.592783,
            0.183259,
            1.65734
        ],
        [
            37819,
            37819,
            26725,
            24142579,
            1150637,
            24142579
        ],
        [
            -1305469,
            -57863,
            -1305469,
            -8152327,
            -8152327,
            -1583688
        ],
        [
            52,
            57,
            47,
            52,
            57,
            47
        ],
        [
            20,
            20,
            21,
            23,
            18,
            28
        ],
        [
            143,
            149,
            135,
            103,
            112,
            91
        ],
        [
            4055,
            2199,
            1856,
            4055,
            2199,
            1856
        ],
        [
            78.708621,
            78.708621,
            283.208621,
            78.708621,
            78.708621,
            283.208621
        ],
        [
            7,
            3,
            9,
            7,
            3,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -622105,
            -536620,
            -575788,
            -262968,
            -578372,
            691846
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4520,
    "evaluation_days": 2260,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1569110400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759122024883,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 122,
            "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)