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Trade: ANKR/USDT/720/VWAP/LINREG/7162

Strategy
ANKR/USDT/720/VWAP/LINREG/7162
Pair
ANKR_USDT
Interval
12h
Score
527545
Daily Profit
0.184334
Profit Factor
1.811337
Profitability
88.095238
Streak
472.622187
Best Strategy
Training Data Length
2255.500000
Evaluation Time
2025-09-27 17:55
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 -398584.6119 187931.4827 -586516.0945 4585858.5205 -1681807.6322 6267666.1526
Total P&L (%) -398.5846 187.9315 -586.5161 4585.8585 -1681.8076 6267.6662
Avg Daily Profit (%) -0.1767 0.0833 -0.26 0.1707 0 0.1843
Buy And Hold Return (%) 689.7407 689.7407 689.7407 689.7407 689.7407 689.7407
Max Trade Drawdown -723115 -67518 -796587 -7673420 -7336849 -6046640
Profit Factor 0.6141 2.28 0.3381 1.2338 0.8586 1.8113
Total Trades 83 41 42 83 41 42
Winning Trades 66 31 35 66 29 37
Losing Trades 17 10 7 17 12 5
Profitability (%) 79.5181 75.6098 83.3333 79.5181 70.7317 88.0952
Ratio Avg Win / Avg Loss 0.1582 0.7355 0.0676 0.3178 0.3553 0.2448
Largest Winning Trade 53992 53992 27044 2421668 2309638 2421668
Largest Losing Trade -597230 -56880 -597230 -6679366 -6679366 -6046640
Avg Bars in Trades 48 47 48 48 47 48
Avg Bars in Winners 18 15 20 23 14 30
Avg Bars in Losers 164 147 188 144 128 181
Bars Traded 3984 1963 2021 3984 1963 2021
Profit Streak 73.6222 0 472.6222 73.6222 0 472.6222
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577393 -242571 -575149 322206 -578054 527545
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": 1575504000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758984956987,
    "expiration_time": 1764561456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 74,
            "offset": 196
        }
    }
}
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": [
        [
            -398584.6118805378,
            187931.482667384,
            -586516.0945479216,
            4585858.520470582,
            -1681807.6321624694,
            6267666.152633054
        ],
        [
            -398.584612,
            187.931483,
            -586.516095,
            4585.85852,
            -1681.807632,
            6267.666153
        ],
        [
            -0.176717,
            0.083321,
            -0.260038,
            0.170712,
            0,
            0.184334
        ],
        [
            689.740699,
            689.740699,
            689.740699,
            689.740699,
            689.740699,
            689.740699
        ],
        [
            -723115,
            -67518,
            -796587,
            -7673420,
            -7336849,
            -6046640
        ],
        [
            0.614136,
            2.280037,
            0.33813,
            1.233768,
            0.858577,
            1.811337
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            66,
            31,
            35,
            66,
            29,
            37
        ],
        [
            17,
            10,
            7,
            17,
            12,
            5
        ],
        [
            79.518072,
            75.609756,
            83.333333,
            79.518072,
            70.731707,
            88.095238
        ],
        [
            0.158187,
            0.735496,
            0.067626,
            0.317789,
            0.355273,
            0.244775
        ],
        [
            53992,
            53992,
            27044,
            2421668,
            2309638,
            2421668
        ],
        [
            -597230,
            -56880,
            -597230,
            -6679366,
            -6679366,
            -6046640
        ],
        [
            48,
            47,
            48,
            48,
            47,
            48
        ],
        [
            18,
            15,
            20,
            23,
            14,
            30
        ],
        [
            164,
            147,
            188,
            144,
            128,
            181
        ],
        [
            3984,
            1963,
            2021,
            3984,
            1963,
            2021
        ],
        [
            73.622187,
            0,
            472.622187,
            73.622187,
            0,
            472.622187
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577393,
            -242571,
            -575149,
            322206,
            -578054,
            527545
        ]
    ]
}
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": 1575504000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758984956987,
    "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": "linreg",
        "factors": {
            "length": 74,
            "offset": 196
        }
    }
}

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)