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Trade: ANKR/USDT/720/VWAP/KCB/3438

Strategy
ANKR/USDT/720/VWAP/KCB/3438
Pair
ANKR_USDT
Interval
12h
Score
384449
Daily Profit
0.261017
Profit Factor
1.205233
Profitability
69.918699
Streak
74.228968
Best Strategy
Training Data Length
2259.500000
Evaluation Time
2025-09-28 20:29
Expiration Time
2025-12-05 08:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1240923.5375 127625.6119 -1368549.1494 36040263.2201 -31127216.4683 67167479.6885
Total P&L (%) -1240.9235 127.6256 -1368.5491 36040.2632 -31127.2165 67167.4797
Avg Daily Profit (%) -0.5492 0.0565 -0.6057 0.261 0 0.2886
Buy And Hold Return (%) 458.2263 458.2263 458.2263 458.2263 458.2263 458.2263
Max Trade Drawdown -1482394 -79565 -1551563 -54993058 -60847365 -33538686
Profit Factor 0.354 1.6079 0.2001 1.2052 0.741 2.2117
Total Trades 123 61 62 123 61 62
Winning Trades 102 50 52 86 40 46
Losing Trades 21 11 10 37 21 16
Profitability (%) 82.9268 81.9672 83.871 69.9187 65.5738 74.1935
Ratio Avg Win / Avg Loss 0.0729 0.3537 0.0385 0.5185 0.389 0.7693
Largest Winning Trade 27336 22035 27336 18822335 7298231 18822335
Largest Losing Trade -1258542 -38441 -1258542 -32352981 -26480634 -32352981
Avg Bars in Trades 32 37 27 32 37 27
Avg Bars in Winners 9 10 8 12 10 15
Avg Bars in Losers 143 161 123 77 88 62
Bars Traded 3987 2293 1694 3987 2293 1694
Profit Streak 74.229 74.229 282.729 74.229 74.229 282.729
Trades During Streak 3 1 9 3 1 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574626 -440048 -728936 384449 -739881 -139061
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4519,
    "evaluation_days": 2259.5,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1572782400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759080582856,
    "expiration_time": 1764917424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 207,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            -1240923.5375319347,
            127625.6118586592,
            -1368549.149390594,
            36040263.220125355,
            -31127216.46832587,
            67167479.68845123
        ],
        [
            -1240.923538,
            127.625612,
            -1368.549149,
            36040.26322,
            -31127.216468,
            67167.479688
        ],
        [
            -0.549203,
            0.056484,
            -0.605687,
            0.261017,
            0,
            0.288588
        ],
        [
            458.226274,
            458.226274,
            458.226274,
            458.226274,
            458.226274,
            458.226274
        ],
        [
            -1482394,
            -79565,
            -1551563,
            -54993058,
            -60847365,
            -33538686
        ],
        [
            0.353964,
            1.607913,
            0.200094,
            1.205233,
            0.740981,
            2.211691
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            102,
            50,
            52,
            86,
            40,
            46
        ],
        [
            21,
            11,
            10,
            37,
            21,
            16
        ],
        [
            82.926829,
            81.967213,
            83.870968,
            69.918699,
            65.57377,
            74.193548
        ],
        [
            0.072875,
            0.353741,
            0.03848,
            0.51853,
            0.389015,
            0.769284
        ],
        [
            27336,
            22035,
            27336,
            18822335,
            7298231,
            18822335
        ],
        [
            -1258542,
            -38441,
            -1258542,
            -32352981,
            -26480634,
            -32352981
        ],
        [
            32,
            37,
            27,
            32,
            37,
            27
        ],
        [
            9,
            10,
            8,
            12,
            10,
            15
        ],
        [
            143,
            161,
            123,
            77,
            88,
            62
        ],
        [
            3987,
            2293,
            1694,
            3987,
            2293,
            1694
        ],
        [
            74.228968,
            74.228968,
            282.728968,
            74.228968,
            74.228968,
            282.728968
        ],
        [
            3,
            1,
            9,
            3,
            1,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574626,
            -440048,
            -728936,
            384449,
            -739881,
            -139061
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4519,
    "evaluation_days": 2259.5,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1572782400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759080582856,
    "expiration_time": 1764917424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 207,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)