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Trade: ANKR/USDT/720/VWAP/WMA/5595

Strategy
ANKR/USDT/720/VWAP/WMA/5595
Pair
ANKR_USDT
Interval
12h
Score
518400
Daily Profit
0.322279
Profit Factor
3.031239
Profitability
64.634146
Streak
153.212380
Best Strategy
Training Data Length
2261.000000
Evaluation Time
2025-09-30 08:05
Expiration Time
2025-12-06 21:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1060121.9963 185442.7678 -1245564.7641 75627022.0929 -68651077.831 144278099.9239
Total P&L (%) -1060.122 185.4428 -1245.5648 75627.0221 -68651.0778 144278.0999
Avg Daily Profit (%) -0.4689 0.082 -0.5509 0.2937 0 0.3223
Buy And Hold Return (%) 571.7746 571.7746 571.7746 571.7746 571.7746 571.7746
Max Trade Drawdown -1254049 -101036 -1390396 -147751421 -146576614 -46454360
Profit Factor 0.4379 1.7332 0.2373 1.2449 0.7112 3.0312
Total Trades 163 81 82 163 81 82
Winning Trades 136 68 68 104 51 53
Losing Trades 27 13 14 59 30 29
Profitability (%) 83.4356 83.9506 82.9268 63.8037 62.963 64.6341
Ratio Avg Win / Avg Loss 0.0869 0.3313 0.0489 0.7063 0.4184 1.6586
Largest Winning Trade 24299 24299 15813 40301830 9456165 40301830
Largest Losing Trade -1081665 -55093 -1081665 -88723483 -88723483 -28819158
Avg Bars in Trades 25 28 21 25 28 21
Avg Bars in Winners 9 9 8 11 10 13
Avg Bars in Losers 104 126 84 48 59 36
Bars Traded 4097 2307 1790 4097 2307 1790
Profit Streak 80.2124 80.2124 153.2124 80.2124 80.2124 153.2124
Trades During Streak 11 5 9 11 5 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573488 -254387 -578974 413904 -589039 518400
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4522,
    "evaluation_days": 2261,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1574337600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759208749592,
    "expiration_time": 1765050912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 243,
            "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": [
        [
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            185442.7677620487,
            -1245564.7640799326,
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            -68651077.83098389,
            144278099.92393175
        ],
        [
            -1060.121996,
            185.442768,
            -1245.564764,
            75627.022093,
            -68651.077831,
            144278.099924
        ],
        [
            -0.468873,
            0.082018,
            -0.550891,
            0.293651,
            0,
            0.322279
        ],
        [
            571.774592,
            571.774592,
            571.774592,
            571.774592,
            571.774592,
            571.774592
        ],
        [
            -1254049,
            -101036,
            -1390396,
            -147751421,
            -146576614,
            -46454360
        ],
        [
            0.437929,
            1.733152,
            0.237329,
            1.24494,
            0.71122,
            3.031239
        ],
        [
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        ],
        [
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            104,
            51,
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        ],
        [
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        ],
        [
            83.435583,
            83.950617,
            82.926829,
            63.803681,
            62.962963,
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        ],
        [
            0.086942,
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            0.048862,
            0.706264,
            0.418365,
            1.658603
        ],
        [
            24299,
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            15813,
            40301830,
            9456165,
            40301830
        ],
        [
            -1081665,
            -55093,
            -1081665,
            -88723483,
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            -28819158
        ],
        [
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            21,
            25,
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            21
        ],
        [
            9,
            9,
            8,
            11,
            10,
            13
        ],
        [
            104,
            126,
            84,
            48,
            59,
            36
        ],
        [
            4097,
            2307,
            1790,
            4097,
            2307,
            1790
        ],
        [
            80.212379,
            80.212379,
            153.212379,
            80.21238,
            80.21238,
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        ],
        [
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        ],
        [
            0.8,
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            0.8,
            1.45,
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        ],
        [
            -573488,
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            -578974,
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            -589039,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4522,
    "evaluation_days": 2261,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1574337600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759208749592,
    "expiration_time": 1765050912000,
    "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": 243,
            "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)