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Trade: ANKR/USDT/720/VWMA/MIDPRICE/6915

Strategy
ANKR/USDT/720/VWMA/MIDPRICE/6915
Pair
ANKR_USDT
Interval
12h
Score
555326
Daily Profit
0.624319
Profit Factor
5.455590
Profitability
45.652174
Streak
98.389526
Best Strategy
Training Data Length
2255.500000
Evaluation Time
2025-09-28 00:20
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 1304014.003 1408152.4717 -104138.4687 -24197.5826 73174.9692 -97372.5518
Total P&L (%) 1304.014 1408.1525 -104.1385 -24.1976 73.175 -97.3726
Avg Daily Profit (%) 0.5781 0.6243 -0.0462 -0.0123 0.0243 -0.1612
Buy And Hold Return (%) 507.2822 507.2822 507.2822 507.2822 507.2822 507.2822
Max Trade Drawdown -171083 -82235 -176112 -352326 -271512 -169495
Profit Factor 2.7299 5.4556 0.7621 0.9771 1.1251 0.7927
Total Trades 93 46 47 93 46 47
Winning Trades 44 21 23 44 21 23
Losing Trades 49 25 24 49 25 24
Profitability (%) 47.3118 45.6522 48.9362 47.3118 45.6522 48.9362
Ratio Avg Win / Avg Loss 3.0401 6.4948 0.7953 1.0881 1.3394 0.8272
Largest Winning Trade 1262498 1262498 49048 172726 172726 102014
Largest Losing Trade -70623 -55970 -70623 -183730 -183730 -106219
Avg Bars in Trades 41 52 31 41 52 31
Avg Bars in Winners 54 60 48 54 60 48
Avg Bars in Losers 30 44 15 30 44 15
Bars Traded 3874 2400 1474 3874 2400 1474
Profit Streak 95.3895 98.3895 95.3895 95.3895 98.3895 95.3895
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 473302 555326 -580551 -578949 -410069 -580551
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": 1569672000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759008055054,
    "expiration_time": 1764561456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 135,
            "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": [
        [
            1304014.0030125934,
            1408152.471685032,
            -104138.468672438,
            -24197.5825879996,
            73174.9692073381,
            -97372.5517953378
        ],
        [
            1304.014003,
            1408.152472,
            -104.138469,
            -24.197583,
            73.174969,
            -97.372552
        ],
        [
            0.578149,
            0.624319,
            -0.046171,
            -0.012282,
            0.024349,
            -0.161216
        ],
        [
            507.282185,
            507.282185,
            507.282185,
            507.282185,
            507.282185,
            507.282185
        ],
        [
            -171083,
            -82235,
            -176112,
            -352326,
            -271512,
            -169495
        ],
        [
            2.729901,
            5.45559,
            0.762114,
            0.977054,
            1.125122,
            0.792693
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            47.311828,
            45.652174,
            48.93617,
            47.311828,
            45.652174,
            48.93617
        ],
        [
            3.040117,
            6.49475,
            0.79525,
            1.088083,
            1.339431,
            0.827157
        ],
        [
            1262498,
            1262498,
            49048,
            172726,
            172726,
            102014
        ],
        [
            -70623,
            -55970,
            -70623,
            -183730,
            -183730,
            -106219
        ],
        [
            41,
            52,
            31,
            41,
            52,
            31
        ],
        [
            54,
            60,
            48,
            54,
            60,
            48
        ],
        [
            30,
            44,
            15,
            30,
            44,
            15
        ],
        [
            3874,
            2400,
            1474,
            3874,
            2400,
            1474
        ],
        [
            95.389526,
            98.389526,
            95.389526,
            95.389526,
            98.389526,
            95.389526
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            473302,
            555326,
            -580551,
            -578949,
            -410069,
            -580551
        ]
    ]
}
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": 1569672000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759008055054,
    "expiration_time": 1764561456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 135,
            "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)