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Trade: ANKR/USDT/720/VWAP/LINREG/4885

Strategy
ANKR/USDT/720/VWAP/LINREG/4885
Pair
ANKR_USDT
Interval
12h
Score
540490
Daily Profit
0.549510
Profit Factor
2.560632
Profitability
46.451613
Streak
0.000000
Best Strategy
Training Data Length
2260.000000
Evaluation Time
2025-09-29 13:16
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 1241893.3125 1256555.2367 -14661.9241 292752.1572 230097.4857 62654.6715
Total P&L (%) 1241.8933 1256.5552 -14.6619 292.7522 230.0975 62.6547
Avg Daily Profit (%) 0.5495 0.556 -0.0065 0.0606 0.0529 0.0215
Buy And Hold Return (%) 203.7694 203.7694 203.7694 203.7694 203.7694 203.7694
Max Trade Drawdown -175617 -62853 -201211 -549828 -373180 -267110
Profit Factor 2.5606 4.7103 0.9679 1.1579 1.2673 1.0631
Total Trades 155 78 77 155 78 77
Winning Trades 72 34 38 72 34 38
Losing Trades 83 44 39 83 44 39
Profitability (%) 46.4516 43.5897 49.3506 46.4516 43.5897 49.3506
Ratio Avg Win / Avg Loss 2.9518 6.0957 0.9934 1.3348 1.6401 1.0911
Largest Winning Trade 844464 844464 48845 259538 259538 164366
Largest Losing Trade -63832 -31906 -63832 -230151 -230151 -136087
Avg Bars in Trades 27 25 30 27 25 30
Avg Bars in Winners 42 40 43 42 40 43
Avg Bars in Losers 15 13 17 15 13 17
Bars Traded 4325 1976 2349 4325 1976 2349
Profit Streak 0 0 11.4278 0 0 11.4278
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 540490 -18565 -622355 -189101 -283591 -522584
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4520,
    "evaluation_days": 2260,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1566259200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759140965724,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 55
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 38,
            "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": [
        [
            1241893.3125386508,
            1256555.2366800033,
            -14661.9241413527,
            292752.1571940453,
            230097.4856723438,
            62654.6715217016
        ],
        [
            1241.893313,
            1256.555237,
            -14.661924,
            292.752157,
            230.097486,
            62.654672
        ],
        [
            0.54951,
            0.555998,
            -0.006488,
            0.06055,
            0.052855,
            0.021527
        ],
        [
            203.769401,
            203.769401,
            203.769401,
            203.769401,
            203.769401,
            203.769401
        ],
        [
            -175617,
            -62853,
            -201211,
            -549828,
            -373180,
            -267110
        ],
        [
            2.560632,
            4.710321,
            0.967924,
            1.157918,
            1.26732,
            1.063092
        ],
        [
            155,
            78,
            77,
            155,
            78,
            77
        ],
        [
            72,
            34,
            38,
            72,
            34,
            38
        ],
        [
            83,
            44,
            39,
            83,
            44,
            39
        ],
        [
            46.451613,
            43.589744,
            49.350649,
            46.451613,
            43.589744,
            49.350649
        ],
        [
            2.95184,
            6.095709,
            0.993396,
            1.334822,
            1.640061,
            1.091068
        ],
        [
            844464,
            844464,
            48845,
            259538,
            259538,
            164366
        ],
        [
            -63832,
            -31906,
            -63832,
            -230151,
            -230151,
            -136087
        ],
        [
            27,
            25,
            30,
            27,
            25,
            30
        ],
        [
            42,
            40,
            43,
            42,
            40,
            43
        ],
        [
            15,
            13,
            17,
            15,
            13,
            17
        ],
        [
            4325,
            1976,
            2349,
            4325,
            1976,
            2349
        ],
        [
            0,
            0,
            11.427844,
            0,
            0,
            11.427844
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            540490,
            -18565,
            -622355,
            -189101,
            -283591,
            -522584
        ]
    ]
}
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": 1566259200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759140965724,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 55
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 38,
            "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)