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Trade: ANKR/USDT/720/HWMA/DCM/3364

Strategy
ANKR/USDT/720/HWMA/DCM/3364
Pair
ANKR_USDT
Interval
12h
Score
507049
Daily Profit
0.187014
Profit Factor
2.180512
Profitability
62.790698
Streak
295.552431
Best Strategy
Training Data Length
2264.000000
Evaluation Time
2025-10-03 04:15
Expiration Time
2025-12-10 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1538509.4079 -27122.452 -1511386.9559 -96671.6905 -6868689.3576 6772017.6671
Total P&L (%) -1538.5094 -27.1225 -1511.387 -96.6717 -6868.6894 6772.0177
Avg Daily Profit (%) -0.6796 -0.012 -0.6676 -0.1502 0 0.187
Buy And Hold Return (%) 376.079 376.079 376.079 376.079 376.079 376.079
Max Trade Drawdown -1544311 -208407 -1530103 -15366180 -12330877 -3663213
Profit Factor 0.2975 0.9275 0.1677 0.9955 0.5648 2.1805
Total Trades 85 42 43 85 42 43
Winning Trades 56 27 29 48 21 27
Losing Trades 29 15 14 37 21 16
Profitability (%) 65.8824 64.2857 67.4419 56.4706 50 62.7907
Ratio Avg Win / Avg Loss 0.1541 0.5153 0.0809 0.7674 0.5648 1.2922
Largest Winning Trade 45337 45337 24365 4780952 3480326 4780952
Largest Losing Trade -992376 -59882 -992376 -6198977 -6198977 -2735960
Avg Bars in Trades 47 59 35 47 59 35
Avg Bars in Winners 21 26 17 23 23 22
Avg Bars in Losers 97 120 72 78 95 56
Bars Traded 4038 2511 1527 4038 2511 1527
Profit Streak 82.0524 82.0524 295.5524 82.0524 82.0524 295.5524
Trades During Streak 3 1 6 3 1 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576847 -578324 -577054 -578345 -580176 507049
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4528,
    "evaluation_days": 2264,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1569024000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759454130033,
    "expiration_time": 1765317888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.28232,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 120,
            "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": [
        [
            -1538509.4078965206,
            -27122.4520256225,
            -1511386.9558708975,
            -96671.6905444184,
            -6868689.357611709,
            6772017.6670672875
        ],
        [
            -1538.509408,
            -27.122452,
            -1511.386956,
            -96.671691,
            -6868.689358,
            6772.017667
        ],
        [
            -0.679554,
            -0.01198,
            -0.667574,
            -0.150183,
            0,
            0.187014
        ],
        [
            376.078956,
            376.078956,
            376.078956,
            376.078956,
            376.078956,
            376.078956
        ],
        [
            -1544311,
            -208407,
            -1530103,
            -15366180,
            -12330877,
            -3663213
        ],
        [
            0.297501,
            0.92752,
            0.167668,
            0.995508,
            0.564829,
            2.180512
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            56,
            27,
            29,
            48,
            21,
            27
        ],
        [
            29,
            15,
            14,
            37,
            21,
            16
        ],
        [
            65.882353,
            64.285714,
            67.44186,
            56.470588,
            50,
            62.790698
        ],
        [
            0.154063,
            0.515289,
            0.080943,
            0.767371,
            0.564829,
            1.292155
        ],
        [
            45337,
            45337,
            24365,
            4780952,
            3480326,
            4780952
        ],
        [
            -992376,
            -59882,
            -992376,
            -6198977,
            -6198977,
            -2735960
        ],
        [
            47,
            59,
            35,
            47,
            59,
            35
        ],
        [
            21,
            26,
            17,
            23,
            23,
            22
        ],
        [
            97,
            120,
            72,
            78,
            95,
            56
        ],
        [
            4038,
            2511,
            1527,
            4038,
            2511,
            1527
        ],
        [
            82.052431,
            82.052431,
            295.552431,
            82.052431,
            82.052431,
            295.552431
        ],
        [
            3,
            1,
            6,
            3,
            1,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576847,
            -578324,
            -577054,
            -578345,
            -580176,
            507049
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4528,
    "evaluation_days": 2264,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1569024000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759454130033,
    "expiration_time": 1765317888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.28232,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 120,
            "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)