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Trade: ANKR/USDT/720/VWAP/SWMA/6982

Strategy
ANKR/USDT/720/VWAP/SWMA/6982
Pair
ANKR_USDT
Interval
12h
Score
662921
Daily Profit
0.258661
Profit Factor
3.463168
Profitability
63.265306
Streak
283.471108
Best Strategy
Training Data Length
2269.500000
Evaluation Time
2025-10-09 02:18
Expiration Time
2025-12-15 16:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1195025.2169 53197.1944 -1248222.4113 2131116.3278 -32937602.6302 35068718.9581
Total P&L (%) -1195.0252 53.1972 -1248.2224 2131.1163 -32937.6026 35068.719
Avg Daily Profit (%) -0.5266 0.0234 -0.55 0.1369 0 0.2587
Buy And Hold Return (%) 508.4885 508.4885 508.4885 508.4885 508.4885 508.4885
Max Trade Drawdown -1306483 -143718 -1318032 -36761972 -34922774 -7008546
Profit Factor 0.3279 1.1812 0.1592 1.0292 0.4399 3.4632
Total Trades 97 48 49 97 48 49
Winning Trades 75 37 38 57 26 31
Losing Trades 22 11 11 40 22 18
Profitability (%) 77.3196 77.0833 77.551 58.7629 54.1667 63.2653
Ratio Avg Win / Avg Loss 0.0962 0.3512 0.0461 0.7222 0.3722 2.0109
Largest Winning Trade 50383 50383 29057 28275315 5474992 28275315
Largest Losing Trade -900801 -57863 -900801 -21368079 -21368079 -2829211
Avg Bars in Trades 41 44 38 41 44 38
Avg Bars in Winners 15 13 17 21 13 28
Avg Bars in Losers 132 151 113 70 82 55
Bars Traded 4054 2159 1895 4054 2159 1895
Profit Streak 87.4711 87.4711 283.4711 87.4711 87.4711 283.4711
Trades During Streak 7 3 7 7 3 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575163 -345226 -575674 -199060 -578786 662921
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4539,
    "evaluation_days": 2269.5,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1570406400000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759965503749,
    "expiration_time": 1765807344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 152,
            "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": [
        [
            -1195025.2168663323,
            53197.1944048297,
            -1248222.4112711626,
            2131116.3278445625,
            -32937602.630206175,
            35068718.95805073
        ],
        [
            -1195.025217,
            53.197194,
            -1248.222411,
            2131.116328,
            -32937.60263,
            35068.718958
        ],
        [
            -0.526559,
            0.02344,
            -0.549999,
            0.136912,
            0,
            0.258661
        ],
        [
            508.488523,
            508.488523,
            508.488523,
            508.488523,
            508.488523,
            508.488523
        ],
        [
            -1306483,
            -143718,
            -1318032,
            -36761972,
            -34922774,
            -7008546
        ],
        [
            0.327945,
            1.181215,
            0.159224,
            1.029177,
            0.439867,
            3.463168
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            75,
            37,
            38,
            57,
            26,
            31
        ],
        [
            22,
            11,
            11,
            40,
            22,
            18
        ],
        [
            77.319588,
            77.083333,
            77.55102,
            58.762887,
            54.166667,
            63.265306
        ],
        [
            0.096197,
            0.351172,
            0.046091,
            0.72223,
            0.372195,
            2.010872
        ],
        [
            50383,
            50383,
            29057,
            28275315,
            5474992,
            28275315
        ],
        [
            -900801,
            -57863,
            -900801,
            -21368079,
            -21368079,
            -2829211
        ],
        [
            41,
            44,
            38,
            41,
            44,
            38
        ],
        [
            15,
            13,
            17,
            21,
            13,
            28
        ],
        [
            132,
            151,
            113,
            70,
            82,
            55
        ],
        [
            4054,
            2159,
            1895,
            4054,
            2159,
            1895
        ],
        [
            87.471108,
            87.471108,
            283.471108,
            87.471108,
            87.471108,
            283.471108
        ],
        [
            7,
            3,
            7,
            7,
            3,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575163,
            -345226,
            -575674,
            -199060,
            -578786,
            662921
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4539,
    "evaluation_days": 2269.5,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1570406400000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759965503749,
    "expiration_time": 1765807344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 152,
            "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)