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Trade: ANKR/USDT/720/VWAP/WMA/8267

Strategy
ANKR/USDT/720/VWAP/WMA/8267
Pair
ANKR_USDT
Interval
12h
Score
523079
Daily Profit
0.894019
Profit Factor
3.052131
Profitability
35.260116
Streak
0.000000
Best Strategy
Training Data Length
2267.000000
Evaluation Time
2025-10-06 04:58
Expiration Time
2025-12-13 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2026741.6632 2071614.8712 -44873.208 206508.8015 6875935.2084 -6669426.4069
Total P&L (%) 2026.7417 2071.6149 -44.8732 206.5088 6875.9352 -6669.4264
Avg Daily Profit (%) 0.894 0.9138 -0.0198 0.0494 0.1874 0
Buy And Hold Return (%) 182.9268 182.9268 182.9268 182.9268 182.9268 182.9268
Max Trade Drawdown -218432 -150323 -150837 -12909231 -5910737 -10557317
Profit Factor 3.0521 5.0555 0.9059 1.0062 1.4455 0.6253
Total Trades 173 87 86 173 87 86
Winning Trades 61 28 33 61 28 33
Losing Trades 112 59 53 112 59 53
Profitability (%) 35.2601 32.1839 38.3721 35.2601 32.1839 38.3721
Ratio Avg Win / Avg Loss 5.6039 10.6527 1.4549 1.8475 3.0459 1.0043
Largest Winning Trade 1461781 1461781 50418 11001102 11001102 3529841
Largest Losing Trade -43836 -42794 -43836 -5638678 -3091675 -5638678
Avg Bars in Trades 25 23 26 25 23 26
Avg Bars in Winners 44 46 42 44 46 42
Avg Bars in Losers 14 12 16 14 12 16
Bars Traded 4328 2056 2272 4328 2056 2272
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 523079 508616 -583679 -469712 109525 -583679
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4534,
    "evaluation_days": 2267,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1565870400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759715904498,
    "expiration_time": 1765584864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 46
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 18,
            "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": [
        [
            2026741.6631881609,
            2071614.8711636057,
            -44873.2079754437,
            206508.801527316,
            6875935.208386199,
            -6669426.406858883
        ],
        [
            2026.741663,
            2071.614871,
            -44.873208,
            206.508802,
            6875.935208,
            -6669.426407
        ],
        [
            0.894019,
            0.913813,
            -0.019794,
            0.04942,
            0.18743,
            0
        ],
        [
            182.926829,
            182.926829,
            182.926829,
            182.926829,
            182.926829,
            182.926829
        ],
        [
            -218432,
            -150323,
            -150837,
            -12909231,
            -5910737,
            -10557317
        ],
        [
            3.052131,
            5.05552,
            0.90589,
            1.006214,
            1.445521,
            0.625327
        ],
        [
            173,
            87,
            86,
            173,
            87,
            86
        ],
        [
            61,
            28,
            33,
            61,
            28,
            33
        ],
        [
            112,
            59,
            53,
            112,
            59,
            53
        ],
        [
            35.260116,
            32.183908,
            38.372093,
            35.260116,
            32.183908,
            38.372093
        ],
        [
            5.603912,
            10.652702,
            1.454914,
            1.847474,
            3.045919,
            1.004313
        ],
        [
            1461781,
            1461781,
            50418,
            11001102,
            11001102,
            3529841
        ],
        [
            -43836,
            -42794,
            -43836,
            -5638678,
            -3091675,
            -5638678
        ],
        [
            25,
            23,
            26,
            25,
            23,
            26
        ],
        [
            44,
            46,
            42,
            44,
            46,
            42
        ],
        [
            14,
            12,
            16,
            14,
            12,
            16
        ],
        [
            4328,
            2056,
            2272,
            4328,
            2056,
            2272
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            523079,
            508616,
            -583679,
            -469712,
            109525,
            -583679
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4534,
    "evaluation_days": 2267,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1565870400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759715904498,
    "expiration_time": 1765584864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 46
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 18,
            "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)