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Trade: ANKR/USDT/360/VWAP/HLC3/1058

Strategy
ANKR/USDT/360/VWAP/HLC3/1058
Pair
ANKR_USDT
Interval
6h
Score
325189
Daily Profit
0.209792
Profit Factor
1.374969
Profitability
43.589744
Streak
0.000000
Best Strategy
Training Data Length
2265.750000
Evaluation Time
2025-10-05 07:10
Expiration Time
2025-12-12 01:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 338378.4404 475337.1625 -136958.7221 -92536.7251 1155926.9587 -1248463.6838
Total P&L (%) 338.3784 475.3372 -136.9587 -92.5367 1155.927 -1248.4637
Avg Daily Profit (%) 0.1493 0.2098 -0.0604 -0.1145 0.1117 0
Buy And Hold Return (%) 54.9063 54.9063 54.9063 54.9063 54.9063 54.9063
Max Trade Drawdown -302006 -132214 -357244 -899761 -514340 -1633040
Profit Factor 1.1258 1.375 0.9037 0.9873 1.3631 0.697
Total Trades 937 468 469 937 468 469
Winning Trades 408 204 204 408 204 204
Losing Trades 529 264 265 529 264 265
Profitability (%) 43.5432 43.5897 43.4968 43.5432 43.5897 43.4968
Ratio Avg Win / Avg Loss 1.4596 1.7794 1.174 1.2801 1.764 0.9054
Largest Winning Trade 170115 170115 54564 568858 568858 185998
Largest Losing Trade -75857 -39876 -75857 -421752 -361083 -421752
Avg Bars in Trades 9 9 9 9 9 9
Avg Bars in Winners 11 11 12 11 11 12
Avg Bars in Losers 7 8 7 7 8 7
Bars Traded 9048 4600 4448 9048 4600 4448
Profit Streak 2.1742 0 2.4242 2.1742 0 2.4242
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -75261 325189 -581153 -577950 -42140 -582819
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9063,
    "evaluation_days": 2265.75,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1563883200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759637446911,
    "expiration_time": 1765495224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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": [
        [
            338378.440381548,
            475337.1624687661,
            -136958.7220872183,
            -92536.7251108232,
            1155926.958655163,
            -1248463.683765987
        ],
        [
            338.37844,
            475.337162,
            -136.958722,
            -92.536725,
            1155.926959,
            -1248.463684
        ],
        [
            0.149345,
            0.209792,
            -0.060447,
            -0.114474,
            0.111745,
            0
        ],
        [
            54.906284,
            54.906284,
            54.906284,
            54.906284,
            54.906284,
            54.906284
        ],
        [
            -302006,
            -132214,
            -357244,
            -899761,
            -514340,
            -1633040
        ],
        [
            1.125766,
            1.374969,
            0.903745,
            0.987331,
            1.363078,
            0.697024
        ],
        [
            937,
            468,
            469,
            937,
            468,
            469
        ],
        [
            408,
            204,
            204,
            408,
            204,
            204
        ],
        [
            529,
            264,
            265,
            529,
            264,
            265
        ],
        [
            43.543223,
            43.589744,
            43.496802,
            43.543223,
            43.589744,
            43.496802
        ],
        [
            1.459633,
            1.779371,
            1.173982,
            1.280143,
            1.763983,
            0.905447
        ],
        [
            170115,
            170115,
            54564,
            568858,
            568858,
            185998
        ],
        [
            -75857,
            -39876,
            -75857,
            -421752,
            -361083,
            -421752
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            11,
            11,
            12,
            11,
            11,
            12
        ],
        [
            7,
            8,
            7,
            7,
            8,
            7
        ],
        [
            9048,
            4600,
            4448,
            9048,
            4600,
            4448
        ],
        [
            2.174154,
            0,
            2.424154,
            2.174154,
            0,
            2.424154
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -75261,
            325189,
            -581153,
            -577950,
            -42140,
            -582819
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9063,
    "evaluation_days": 2265.75,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1563883200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759637446911,
    "expiration_time": 1765495224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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)