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Trade: ANKR/USDT/240/DCM/VWMA/5463

Strategy
ANKR/USDT/240/DCM/VWMA/5463
Pair
ANKR_USDT
Interval
4h
Score
451465
Daily Profit
0.304702
Profit Factor
2.215510
Profitability
55.384615
Streak
123.748105
Best Strategy
Training Data Length
2254.830000
Evaluation Time
2025-09-26 08:57
Expiration Time
2025-12-01 05:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 677548.1058 687050.4915 -9502.3858 -777986.4396 -55433.3945 -722553.045
Total P&L (%) 677.5481 687.0505 -9.5024 -777.9864 -55.4334 -722.553
Avg Daily Profit (%) 0.3005 0.3047 -0.0042 0 -0.0358 0
Buy And Hold Return (%) 185.336 185.336 185.336 185.336 185.336 185.336
Max Trade Drawdown -148884 -61865 -249519 -1770857 -807607 -1159931
Profit Factor 1.5139 2.2155 0.9874 0.8651 0.9803 0.7557
Total Trades 260 130 130 260 130 130
Winning Trades 144 72 72 120 64 56
Losing Trades 116 58 58 140 66 74
Profitability (%) 55.3846 55.3846 55.3846 46.1538 49.2308 43.0769
Ratio Avg Win / Avg Loss 1.2195 1.7847 0.7954 1.0092 1.0109 0.9986
Largest Winning Trade 123380 123380 63736 417620 417620 317460
Largest Losing Trade -120866 -39026 -120866 -533543 -533543 -314591
Avg Bars in Trades 50 47 53 50 47 53
Avg Bars in Winners 53 49 58 49 45 53
Avg Bars in Losers 46 44 47 51 49 53
Bars Traded 13114 6174 6940 13114 6174 6940
Profit Streak 0 123.7481 0 8.2481 0 8.5814
Trades During Streak 0 4 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 353433 451465 -580289 -578573 -579619 -583008

Evaluation Data

{
    "trading_pair": "ANKR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13529,
    "evaluation_days": 2254.83,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1565884800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758866236294,
    "expiration_time": 1764559728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 82,
            "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": [
        [
            677548.105764214,
            687050.4915276777,
            -9502.3857634638,
            -777986.4395530958,
            -55433.3945093596,
            -722553.0450437362
        ],
        [
            677.548106,
            687.050492,
            -9.502386,
            -777.98644,
            -55.433395,
            -722.553045
        ],
        [
            0.300487,
            0.304702,
            -0.004214,
            0,
            -0.035836,
            0
        ],
        [
            185.336049,
            185.336049,
            185.336049,
            185.336049,
            185.336049,
            185.336049
        ],
        [
            -148884,
            -61865,
            -249519,
            -1770857,
            -807607,
            -1159931
        ],
        [
            1.51389,
            2.21551,
            0.987385,
            0.865057,
            0.980257,
            0.755688
        ],
        [
            260,
            130,
            130,
            260,
            130,
            130
        ],
        [
            144,
            72,
            72,
            120,
            64,
            56
        ],
        [
            116,
            58,
            58,
            140,
            66,
            74
        ],
        [
            55.384615,
            55.384615,
            55.384615,
            46.153846,
            49.230769,
            43.076923
        ],
        [
            1.219522,
            1.784716,
            0.795393,
            1.009234,
            1.010891,
            0.998587
        ],
        [
            123380,
            123380,
            63736,
            417620,
            417620,
            317460
        ],
        [
            -120866,
            -39026,
            -120866,
            -533543,
            -533543,
            -314591
        ],
        [
            50,
            47,
            53,
            50,
            47,
            53
        ],
        [
            53,
            49,
            58,
            49,
            45,
            53
        ],
        [
            46,
            44,
            47,
            51,
            49,
            53
        ],
        [
            13114,
            6174,
            6940,
            13114,
            6174,
            6940
        ],
        [
            0,
            123.748105,
            0,
            8.248105,
            0,
            8.581439
        ],
        [
            0,
            4,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353433,
            451465,
            -580289,
            -578573,
            -579619,
            -583008
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13529,
    "evaluation_days": 2254.83,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1565884800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758866236294,
    "expiration_time": 1764559728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 82,
            "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)