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Trade: ANKR/USDT/720/VWAP/WMA/1257

Strategy
ANKR/USDT/720/VWAP/WMA/1257
Pair
ANKR_USDT
Interval
12h
Score
563120
Daily Profit
0.201773
Profit Factor
2.428498
Profitability
70.731707
Streak
271.660923
Best Strategy
Training Data Length
2255.500000
Evaluation Time
2025-09-27 18:51
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 -2065237.5292 -110579.0068 -1954658.5224 330847.7977 -8998334.3525 9329182.1502
Total P&L (%) -2065.2375 -110.579 -1954.6585 330.8478 -8998.3344 9329.1822
Avg Daily Profit (%) -0.9156 -0.049 -0.8666 0.0648 0 0.2018
Buy And Hold Return (%) 339.7363 339.7363 339.7363 339.7363 339.7363 339.7363
Max Trade Drawdown -2106196 -138816 -2007636 -11137079 -9608922 -2207616
Profit Factor 0.1768 0.6671 0.102 1.016 0.3643 2.4285
Total Trades 81 40 41 81 40 41
Winning Trades 58 28 30 52 23 29
Losing Trades 23 12 11 29 17 12
Profitability (%) 71.6049 70 73.1707 64.1975 57.5 70.7317
Ratio Avg Win / Avg Loss 0.0701 0.2859 0.0374 0.5666 0.2693 1.0049
Largest Winning Trade 29057 24862 29057 10212896 816977 10212896
Largest Losing Trade -1482801 -54367 -1482801 -5415577 -5415577 -1944886
Avg Bars in Trades 52 56 48 52 56 48
Avg Bars in Winners 17 16 18 23 15 29
Avg Bars in Losers 139 149 129 104 111 93
Bars Traded 4231 2256 1975 4231 2256 1975
Profit Streak 77.6609 0 271.6609 77.6609 0 271.6609
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -593419 -578157 -576388 -490415 -579777 563120
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": 1568073600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758988303759,
    "expiration_time": 1764561456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 31,
            "offset": 67
        }
    }
}
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": [
        [
            -2065237.529187681,
            -110579.0068101357,
            -1954658.5223775457,
            330847.7977015122,
            -8998334.352519834,
            9329182.15022135
        ],
        [
            -2065.237529,
            -110.579007,
            -1954.658522,
            330.847798,
            -8998.334353,
            9329.18215
        ],
        [
            -0.915645,
            -0.049026,
            -0.866619,
            0.064778,
            0,
            0.201773
        ],
        [
            339.736347,
            339.736347,
            339.736347,
            339.736347,
            339.736347,
            339.736347
        ],
        [
            -2106196,
            -138816,
            -2007636,
            -11137079,
            -9608922,
            -2207616
        ],
        [
            0.176783,
            0.667057,
            0.101973,
            1.015994,
            0.364323,
            2.428498
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            58,
            28,
            30,
            52,
            23,
            29
        ],
        [
            23,
            12,
            11,
            29,
            17,
            12
        ],
        [
            71.604938,
            70,
            73.170732,
            64.197531,
            57.5,
            70.731707
        ],
        [
            0.070104,
            0.285881,
            0.03739,
            0.566612,
            0.269282,
            1.004896
        ],
        [
            29057,
            24862,
            29057,
            10212896,
            816977,
            10212896
        ],
        [
            -1482801,
            -54367,
            -1482801,
            -5415577,
            -5415577,
            -1944886
        ],
        [
            52,
            56,
            48,
            52,
            56,
            48
        ],
        [
            17,
            16,
            18,
            23,
            15,
            29
        ],
        [
            139,
            149,
            129,
            104,
            111,
            93
        ],
        [
            4231,
            2256,
            1975,
            4231,
            2256,
            1975
        ],
        [
            77.660923,
            0,
            271.660923,
            77.660923,
            0,
            271.660923
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -593419,
            -578157,
            -576388,
            -490415,
            -579777,
            563120
        ]
    ]
}
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": 1568073600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758988303759,
    "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": "wma",
        "factors": {
            "length": 31,
            "offset": 67
        }
    }
}

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)