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Trade: ANKR/USDT/360/VWAP/KCU/4588

Strategy
ANKR/USDT/360/VWAP/KCU/4588
Pair
ANKR_USDT
Interval
6h
Score
403972
Daily Profit
0.237690
Profit Factor
1.888389
Profitability
78.640777
Streak
70.722691
Best Strategy
Training Data Length
2255.250000
Evaluation Time
2025-09-26 20:20
Expiration Time
2025-12-01 05:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 536050.4025 545269.1682 -9218.7657 666898.2713 571063.7638 95834.5074
Total P&L (%) 536.0504 545.2692 -9.2188 666.8983 571.0638 95.8345
Avg Daily Profit (%) 0.2377 0.2418 -0.0041 0.0904 0.0844 0.0298
Buy And Hold Return (%) 214.8315 214.8315 214.8315 214.8315 214.8315 214.8315
Max Trade Drawdown -127182 -138949 -81660 -3489370 -3708851 -1091332
Profit Factor 1.8884 2.4542 0.9596 1.0646 1.0745 1.036
Total Trades 103 51 52 103 51 52
Winning Trades 81 42 39 81 42 39
Losing Trades 22 9 13 22 9 13
Profitability (%) 78.6408 82.3529 75 78.6408 82.3529 75
Ratio Avg Win / Avg Loss 0.5129 0.5259 0.3199 0.2891 0.2302 0.3453
Largest Winning Trade 90633 90633 24148 907171 907171 497055
Largest Losing Trade -65460 -65460 -50080 -1701963 -1701963 -954372
Avg Bars in Trades 77 149 6 77 149 6
Avg Bars in Winners 32 59 3 32 59 3
Avg Bars in Losers 241 568 15 241 568 15
Bars Traded 7976 7629 346 7976 7629 346
Profit Streak 70.7227 70.7227 292.7227 70.7227 70.7227 292.7227
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 403972 -168607 -756346 -220452 -398865 -677006

Evaluation Data

{
    "trading_pair": "ANKR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9021,
    "evaluation_days": 2255.25,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1565978400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758907240505,
    "expiration_time": 1764560808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 98,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            536050.4025239445,
            545269.1682228266,
            -9218.7656988824,
            666898.2712688731,
            571063.7638201135,
            95834.5074487613
        ],
        [
            536.050403,
            545.269168,
            -9.218766,
            666.898271,
            571.063764,
            95.834507
        ],
        [
            0.23769,
            0.241778,
            -0.004088,
            0.090372,
            0.084447,
            0.029806
        ],
        [
            214.831461,
            214.831461,
            214.831461,
            214.831461,
            214.831461,
            214.831461
        ],
        [
            -127182,
            -138949,
            -81660,
            -3489370,
            -3708851,
            -1091332
        ],
        [
            1.888389,
            2.454215,
            0.959644,
            1.064556,
            1.07447,
            1.035999
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            81,
            42,
            39,
            81,
            42,
            39
        ],
        [
            22,
            9,
            13,
            22,
            9,
            13
        ],
        [
            78.640777,
            82.352941,
            75,
            78.640777,
            82.352941,
            75
        ],
        [
            0.512896,
            0.525903,
            0.319881,
            0.289139,
            0.230244,
            0.345333
        ],
        [
            90633,
            90633,
            24148,
            907171,
            907171,
            497055
        ],
        [
            -65460,
            -65460,
            -50080,
            -1701963,
            -1701963,
            -954372
        ],
        [
            77,
            149,
            6,
            77,
            149,
            6
        ],
        [
            32,
            59,
            3,
            32,
            59,
            3
        ],
        [
            241,
            568,
            15,
            241,
            568,
            15
        ],
        [
            7976,
            7629,
            346,
            7976,
            7629,
            346
        ],
        [
            70.722691,
            70.722691,
            292.722691,
            70.722691,
            70.722691,
            292.722691
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            403972,
            -168607,
            -756346,
            -220452,
            -398865,
            -677006
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9021,
    "evaluation_days": 2255.25,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1565978400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758907240505,
    "expiration_time": 1764560808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 98,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)