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Trade: ANKR/USDT/720/VWAP/ALMA/2508

Strategy
ANKR/USDT/720/VWAP/ALMA/2508
Pair
ANKR_USDT
Interval
12h
Score
489133
Daily Profit
0.235182
Profit Factor
1.843315
Profitability
73.809524
Streak
250.038130
Best Strategy
Training Data Length
2255.500000
Evaluation Time
2025-09-26 03:54
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 -938854.7676 168461.9244 -1107316.692 7446908.9991 -12452916.6446 19899825.6437
Total P&L (%) -938.8548 168.4619 -1107.3167 7446.909 -12452.9166 19899.8256
Avg Daily Profit (%) -0.4163 0.0747 -0.4909 0.1919 0 0.2352
Buy And Hold Return (%) 505.1836 505.1836 505.1836 505.1836 505.1836 505.1836
Max Trade Drawdown -1151844 -100764 -1255745 -40426751 -29069579 -16670258
Profit Factor 0.4323 1.7425 0.2239 1.1092 0.7206 1.8433
Total Trades 84 42 42 84 42 42
Winning Trades 67 32 35 57 26 31
Losing Trades 17 10 7 27 16 11
Profitability (%) 79.7619 76.1905 83.3333 67.8571 61.9048 73.8095
Ratio Avg Win / Avg Loss 0.1097 0.5445 0.0448 0.5254 0.4434 0.6541
Largest Winning Trade 112361 112361 39733 8939790 8939790 7916822
Largest Losing Trade -1055549 -49716 -1055549 -22340809 -22340809 -9565072
Avg Bars in Trades 51 56 45 51 56 45
Avg Bars in Winners 19 17 21 23 17 28
Avg Bars in Losers 177 183 168 110 121 94
Bars Traded 4315 2390 1925 4315 2390 1925
Profit Streak 49.0381 0 250.0381 49.0381 0 250.0381
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575854 -255034 -575122 -90674 -579191 489133

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": 1570449600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758848094422,
    "expiration_time": 1764561456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 153,
            "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": [
        [
            -938854.7675908965,
            168461.9244094449,
            -1107316.6920003416,
            7446908.999147143,
            -12452916.644565223,
            19899825.64371236
        ],
        [
            -938.854768,
            168.461924,
            -1107.316692,
            7446.908999,
            -12452.916645,
            19899.825644
        ],
        [
            -0.416251,
            0.074689,
            -0.490941,
            0.191881,
            0,
            0.235182
        ],
        [
            505.183585,
            505.183585,
            505.183585,
            505.183585,
            505.183585,
            505.183585
        ],
        [
            -1151844,
            -100764,
            -1255745,
            -40426751,
            -29069579,
            -16670258
        ],
        [
            0.432256,
            1.742516,
            0.223904,
            1.109246,
            0.720594,
            1.843315
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            67,
            32,
            35,
            57,
            26,
            31
        ],
        [
            17,
            10,
            7,
            27,
            16,
            11
        ],
        [
            79.761905,
            76.190476,
            83.333333,
            67.857143,
            61.904762,
            73.809524
        ],
        [
            0.109677,
            0.544536,
            0.044781,
            0.525432,
            0.443442,
            0.65408
        ],
        [
            112361,
            112361,
            39733,
            8939790,
            8939790,
            7916822
        ],
        [
            -1055549,
            -49716,
            -1055549,
            -22340809,
            -22340809,
            -9565072
        ],
        [
            51,
            56,
            45,
            51,
            56,
            45
        ],
        [
            19,
            17,
            21,
            23,
            17,
            28
        ],
        [
            177,
            183,
            168,
            110,
            121,
            94
        ],
        [
            4315,
            2390,
            1925,
            4315,
            2390,
            1925
        ],
        [
            49.03813,
            0,
            250.03813,
            49.03813,
            0,
            250.03813
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575854,
            -255034,
            -575122,
            -90674,
            -579191,
            489133
        ]
    ]
}
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": 1570449600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758848094422,
    "expiration_time": 1764561456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 153,
            "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)