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Trade: ANKR/USDT/720/VWAP/RMA/2267

Strategy
ANKR/USDT/720/VWAP/RMA/2267
Pair
ANKR_USDT
Interval
12h
Score
557276
Daily Profit
0.190164
Profit Factor
2.262444
Profitability
87.179487
Streak
480.952039
Best Strategy
Training Data Length
2263.000000
Evaluation Time
2025-10-02 13:50
Expiration Time
2025-12-08 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1142502.808 131902.9342 -1274405.7421 6913246.7144 -351762.6642 7265009.3786
Total P&L (%) -1142.5028 131.9029 -1274.4057 6913.2467 -351.7627 7265.0094
Avg Daily Profit (%) -0.5049 0.0583 -0.5631 0.188 0 0.1902
Buy And Hold Return (%) 518.4441 518.4441 518.4441 518.4441 518.4441 518.4441
Max Trade Drawdown -1388288 -66177 -1414636 -7245390 -7014908 -4256145
Profit Factor 0.2911 2.1289 0.1475 1.4329 0.9656 2.2624
Total Trades 77 38 39 77 38 39
Winning Trades 68 34 34 66 32 34
Losing Trades 9 4 5 11 6 5
Profitability (%) 88.3117 89.4737 87.1795 85.7143 84.2105 87.1795
Ratio Avg Win / Avg Loss 0.0385 0.2505 0.0217 0.2388 0.181 0.3327
Largest Winning Trade 22035 22035 18063 3649099 854601 3649099
Largest Losing Trade -1240808 -63147 -1240808 -6683650 -6683650 -4256145
Avg Bars in Trades 46 49 44 46 49 44
Avg Bars in Winners 14 11 16 21 12 30
Avg Bars in Losers 293 365 235 198 245 141
Bars Traded 3603 1864 1739 3603 1864 1739
Profit Streak 324.452 324.452 480.952 324.452 324.452 480.952
Trades During Streak 9 4 6 9 4 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -620612 -273408 -574780 -32923 -575101 557276
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4526,
    "evaluation_days": 2263,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1572609600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759402256131,
    "expiration_time": 1765228896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 203,
            "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": [
        [
            -1142502.8079527994,
            131902.9341801624,
            -1274405.7421329618,
            6913246.71441282,
            -351762.6641984737,
            7265009.378611294
        ],
        [
            -1142.502808,
            131.902934,
            -1274.405742,
            6913.246714,
            -351.762664,
            7265.009379
        ],
        [
            -0.504862,
            0.058287,
            -0.563149,
            0.187997,
            0,
            0.190164
        ],
        [
            518.444056,
            518.444056,
            518.444056,
            518.444056,
            518.444056,
            518.444056
        ],
        [
            -1388288,
            -66177,
            -1414636,
            -7245390,
            -7014908,
            -4256145
        ],
        [
            0.291108,
            2.128927,
            0.147461,
            1.432866,
            0.965568,
            2.262444
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            68,
            34,
            34,
            66,
            32,
            34
        ],
        [
            9,
            4,
            5,
            11,
            6,
            5
        ],
        [
            88.311688,
            89.473684,
            87.179487,
            85.714286,
            84.210526,
            87.179487
        ],
        [
            0.038529,
            0.250462,
            0.021685,
            0.238811,
            0.181044,
            0.332712
        ],
        [
            22035,
            22035,
            18063,
            3649099,
            854601,
            3649099
        ],
        [
            -1240808,
            -63147,
            -1240808,
            -6683650,
            -6683650,
            -4256145
        ],
        [
            46,
            49,
            44,
            46,
            49,
            44
        ],
        [
            14,
            11,
            16,
            21,
            12,
            30
        ],
        [
            293,
            365,
            235,
            198,
            245,
            141
        ],
        [
            3603,
            1864,
            1739,
            3603,
            1864,
            1739
        ],
        [
            324.452038,
            324.452038,
            480.952038,
            324.452039,
            324.452039,
            480.952039
        ],
        [
            9,
            4,
            6,
            9,
            4,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -620612,
            -273408,
            -574780,
            -32923,
            -575101,
            557276
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4526,
    "evaluation_days": 2263,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1572609600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759402256131,
    "expiration_time": 1765228896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 203,
            "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)