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Trade: ANKR/USDT/360/SINWMA/MIDPRICE/5687

Strategy
ANKR/USDT/360/SINWMA/MIDPRICE/5687
Pair
ANKR_USDT
Interval
6h
Score
514863
Daily Profit
0.706356
Profit Factor
2.801733
Profitability
44.285714
Streak
0.000000
Best Strategy
Training Data Length
2269.000000
Evaluation Time
2025-10-08 09:46
Expiration Time
2025-12-15 09:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1602722.8087 1698684.9579 -95962.1492 -44154.9181 1282882.0711 -1327036.9892
Total P&L (%) 1602.7228 1698.685 -95.9621 -44.1549 1282.8821 -1327.037
Avg Daily Profit (%) 0.7064 0.7486 -0.0423 -0.0257 0.1158 0
Buy And Hold Return (%) 337.7432 337.7432 337.7432 337.7432 337.7432 337.7432
Max Trade Drawdown -258640 -187906 -123504 -4264634 -1780919 -3211548
Profit Factor 2.8017 4.6364 0.7728 0.9933 1.5286 0.6801
Total Trades 140 70 70 140 70 70
Winning Trades 62 27 35 62 27 35
Losing Trades 78 43 35 78 43 35
Profitability (%) 44.2857 38.5714 50 44.2857 38.5714 50
Ratio Avg Win / Avg Loss 3.5248 7.3839 0.7728 1.2496 2.4344 0.6801
Largest Winning Trade 1502078 1502078 34620 2881557 2881557 971792
Largest Losing Trade -76222 -34141 -76222 -2888209 -531301 -2888209
Avg Bars in Trades 62 86 39 62 86 39
Avg Bars in Winners 78 114 50 78 114 50
Avg Bars in Losers 50 67 28 50 67 28
Bars Traded 8758 6022 2736 8758 6022 2736
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 514863 -79960 -675236 -580962 -136656 -675236
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9076,
    "evaluation_days": 2269,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1568721600000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759905992053,
    "expiration_time": 1765784448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 186,
            "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": [
        [
            1602722.8086962425,
            1698684.957917273,
            -95962.1492210298,
            -44154.918050159,
            1282882.071124933,
            -1327036.989175091
        ],
        [
            1602.722809,
            1698.684958,
            -95.962149,
            -44.154918,
            1282.882071,
            -1327.036989
        ],
        [
            0.706356,
            0.748649,
            -0.042293,
            -0.025673,
            0.115834,
            0
        ],
        [
            337.743191,
            337.743191,
            337.743191,
            337.743191,
            337.743191,
            337.743191
        ],
        [
            -258640,
            -187906,
            -123504,
            -4264634,
            -1780919,
            -3211548
        ],
        [
            2.801733,
            4.636385,
            0.772822,
            0.993284,
            1.528581,
            0.680065
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            62,
            27,
            35,
            62,
            27,
            35
        ],
        [
            78,
            43,
            35,
            78,
            43,
            35
        ],
        [
            44.285714,
            38.571429,
            50,
            44.285714,
            38.571429,
            50
        ],
        [
            3.524761,
            7.383873,
            0.772822,
            1.249616,
            2.434407,
            0.680065
        ],
        [
            1502078,
            1502078,
            34620,
            2881557,
            2881557,
            971792
        ],
        [
            -76222,
            -34141,
            -76222,
            -2888209,
            -531301,
            -2888209
        ],
        [
            62,
            86,
            39,
            62,
            86,
            39
        ],
        [
            78,
            114,
            50,
            78,
            114,
            50
        ],
        [
            50,
            67,
            28,
            50,
            67,
            28
        ],
        [
            8758,
            6022,
            2736,
            8758,
            6022,
            2736
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            514863,
            -79960,
            -675236,
            -580962,
            -136656,
            -675236
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9076,
    "evaluation_days": 2269,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1568721600000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759905992053,
    "expiration_time": 1765784448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 186,
            "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)