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Trade: ANKR/USDT/720/FWMA/WMA/3835

Strategy
ANKR/USDT/720/FWMA/WMA/3835
Pair
ANKR_USDT
Interval
12h
Score
664125
Daily Profit
0.236285
Profit Factor
3.324133
Profitability
66.666667
Streak
280.976451
Best Strategy
Training Data Length
2255.500000
Evaluation Time
2025-09-27 02:26
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 -1303501.7346 50154.0728 -1353655.8074 3343883.4829 -17058308.4076 20402191.8904
Total P&L (%) -1303.5017 50.1541 -1353.6558 3343.8835 -17058.3084 20402.1919
Avg Daily Profit (%) -0.5779 0.0222 -0.6002 0.157 0 0.2363
Buy And Hold Return (%) 482.7787 482.7787 482.7787 482.7787 482.7787 482.7787
Max Trade Drawdown -1502497 -130143 -1474279 -24018325 -21309360 -4749396
Profit Factor 0.2962 1.1929 0.1498 1.0845 0.4463 3.3241
Total Trades 89 44 45 89 44 45
Winning Trades 70 35 35 58 28 30
Losing Trades 19 9 10 31 16 15
Profitability (%) 78.6517 79.5455 77.7778 65.1685 63.6364 66.6667
Ratio Avg Win / Avg Loss 0.0804 0.3068 0.0428 0.5796 0.255 1.6621
Largest Winning Trade 36263 36263 29057 18017460 2365874 18017460
Largest Losing Trade -1081665 -57277 -1081665 -13100490 -13100490 -2247487
Avg Bars in Trades 46 52 39 46 52 39
Avg Bars in Winners 17 17 17 20 16 24
Avg Bars in Losers 152 189 118 93 115 70
Bars Traded 4097 2302 1794 4097 2302 1794
Profit Streak 76.4765 76.4765 280.9765 76.4765 76.4765 280.9765
Trades During Streak 7 3 11 7 3 11
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574984 -333640 -575593 -117611 -577580 664125

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": 1572868800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758929165354,
    "expiration_time": 1764561456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 209,
            "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": [
        [
            -1303501.7346047738,
            50154.0728217413,
            -1353655.807426515,
            3343883.4828860103,
            -17058308.407562867,
            20402191.89044889
        ],
        [
            -1303.501735,
            50.154073,
            -1353.655807,
            3343.883483,
            -17058.308408,
            20402.19189
        ],
        [
            -0.577921,
            0.022236,
            -0.600158,
            0.157037,
            0,
            0.236285
        ],
        [
            482.778702,
            482.778702,
            482.778702,
            482.778702,
            482.778702,
            482.778702
        ],
        [
            -1502497,
            -130143,
            -1474279,
            -24018325,
            -21309360,
            -4749396
        ],
        [
            0.296205,
            1.192936,
            0.149796,
            1.084468,
            0.446327,
            3.324133
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            70,
            35,
            35,
            58,
            28,
            30
        ],
        [
            19,
            9,
            10,
            31,
            16,
            15
        ],
        [
            78.651685,
            79.545455,
            77.777778,
            65.168539,
            63.636364,
            66.666667
        ],
        [
            0.080399,
            0.306755,
            0.042799,
            0.579629,
            0.255044,
            1.662066
        ],
        [
            36263,
            36263,
            29057,
            18017460,
            2365874,
            18017460
        ],
        [
            -1081665,
            -57277,
            -1081665,
            -13100490,
            -13100490,
            -2247487
        ],
        [
            46,
            52,
            39,
            46,
            52,
            39
        ],
        [
            17,
            17,
            17,
            20,
            16,
            24
        ],
        [
            152,
            189,
            118,
            93,
            115,
            70
        ],
        [
            4097,
            2302,
            1794,
            4097,
            2302,
            1794
        ],
        [
            76.476451,
            76.476451,
            280.976451,
            76.476451,
            76.476451,
            280.976451
        ],
        [
            7,
            3,
            11,
            7,
            3,
            11
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574984,
            -333640,
            -575593,
            -117611,
            -577580,
            664125
        ]
    ]
}
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": 1572868800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758929165354,
    "expiration_time": 1764561456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 209,
            "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)