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Trade: ANKR/USDT/720/VWAP/BBM/4253

Strategy
ANKR/USDT/720/VWAP/BBM/4253
Pair
ANKR_USDT
Interval
12h
Score
509868
Daily Profit
0.238705
Profit Factor
2.104163
Profitability
72.289157
Streak
57.696009
Best Strategy
Training Data Length
2255.500000
Evaluation Time
2025-09-27 19:42
Expiration Time
2025-12-01 05:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1488526.1279 -22026.2132 -1466499.9147 -88188.8662 -21638000.1295 21549811.2633
Total P&L (%) -1488.5261 -22.0262 -1466.4999 -88.1889 -21638.0001 21549.8113
Avg Daily Profit (%) -0.66 -0.0098 -0.6502 -0.0947 0 0.2387
Buy And Hold Return (%) 272.6064 272.6064 272.6064 272.6064 272.6064 272.6064
Max Trade Drawdown -1608369 -186093 -1561133 -28688502 -26100068 -9022541
Profit Factor 0.3403 0.9478 0.2004 0.9985 0.4306 2.1042
Total Trades 165 82 83 165 82 83
Winning Trades 121 56 65 109 49 60
Losing Trades 44 26 18 56 33 23
Profitability (%) 73.3333 68.2927 78.3133 66.0606 59.7561 72.2892
Ratio Avg Win / Avg Loss 0.1238 0.4401 0.0555 0.513 0.29 0.8066
Largest Winning Trade 50383 50383 18063 21636400 5492104 21636400
Largest Losing Trade -888629 -63150 -888629 -15395920 -15395920 -5704995
Avg Bars in Trades 26 29 23 26 29 23
Avg Bars in Winners 8 8 9 10 9 12
Avg Bars in Losers 74 74 74 56 58 52
Bars Traded 4330 2396 1933 4330 2396 1933
Profit Streak 57.696 79.696 57.696 57.696 79.696 57.696
Trades During Streak 8 4 4 8 4 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574993 -580894 -575426 -575936 -582000 509868
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4511,
    "evaluation_days": 2255.5,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1566777600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758991335166,
    "expiration_time": 1764561456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 236,
            "offset": 0,
            "std": 4.67223
        }
    }
}
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": [
        [
            -1488526.1279070964,
            -22026.2132279505,
            -1466499.9146791457,
            -88188.8661967911,
            -21638000.129476186,
            21549811.263279397
        ],
        [
            -1488.526128,
            -22.026213,
            -1466.499915,
            -88.188866,
            -21638.000129,
            21549.811263
        ],
        [
            -0.659954,
            -0.009766,
            -0.650188,
            -0.094663,
            0,
            0.238705
        ],
        [
            272.606383,
            272.606383,
            272.606383,
            272.606383,
            272.606383,
            272.606383
        ],
        [
            -1608369,
            -186093,
            -1561133,
            -28688502,
            -26100068,
            -9022541
        ],
        [
            0.340313,
            0.947841,
            0.200434,
            0.998467,
            0.430562,
            2.104163
        ],
        [
            165,
            82,
            83,
            165,
            82,
            83
        ],
        [
            121,
            56,
            65,
            109,
            49,
            60
        ],
        [
            44,
            26,
            18,
            56,
            33,
            23
        ],
        [
            73.333333,
            68.292683,
            78.313253,
            66.060606,
            59.756098,
            72.289157
        ],
        [
            0.12375,
            0.440069,
            0.055505,
            0.512974,
            0.28997,
            0.806596
        ],
        [
            50383,
            50383,
            18063,
            21636400,
            5492104,
            21636400
        ],
        [
            -888629,
            -63150,
            -888629,
            -15395920,
            -15395920,
            -5704995
        ],
        [
            26,
            29,
            23,
            26,
            29,
            23
        ],
        [
            8,
            8,
            9,
            10,
            9,
            12
        ],
        [
            74,
            74,
            74,
            56,
            58,
            52
        ],
        [
            4330,
            2396,
            1933,
            4330,
            2396,
            1933
        ],
        [
            57.696009,
            79.696009,
            57.696009,
            57.696009,
            79.696009,
            57.696009
        ],
        [
            8,
            4,
            4,
            8,
            4,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574993,
            -580894,
            -575426,
            -575936,
            -582000,
            509868
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4511,
    "evaluation_days": 2255.5,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1566777600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758991335166,
    "expiration_time": 1764561456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 236,
            "offset": 0,
            "std": 4.67223
        }
    }
}

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)