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Trade: ANKR/USDT/720/VWMA/HILO/3697

Strategy
ANKR/USDT/720/VWMA/HILO/3697
Pair
ANKR_USDT
Interval
12h
Score
448151
Daily Profit
0.626888
Profit Factor
2.872044
Profitability
43.434343
Streak
0.000000
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 1413946.983 1393390.6226 20556.3604 1257329.2633 921817.4548 335511.8085
Total P&L (%) 1413.947 1393.3906 20.5564 1257.3293 921.8175 335.5118
Avg Daily Profit (%) 0.6269 0.6178 0.0091 0.1157 0.1031 0.0653
Buy And Hold Return (%) 375.5601 375.5601 375.5601 375.5601 375.5601 375.5601
Max Trade Drawdown -221215 -95629 -179347 -3840252 -3293205 -2011533
Profit Factor 2.872 5.0367 1.0501 1.0827 1.1067 1.0511
Total Trades 99 50 49 99 50 49
Winning Trades 43 22 21 43 22 21
Losing Trades 56 28 28 56 28 28
Profitability (%) 43.4343 44 42.8571 43.4343 44 42.8571
Ratio Avg Win / Avg Loss 3.7403 6.4103 1.4002 1.41 1.4085 1.4015
Largest Winning Trade 1029367 1029367 62963 2673531 2673531 1164355
Largest Losing Trade -43557 -38268 -43557 -1359123 -1359123 -663721
Avg Bars in Trades 42 28 57 42 28 57
Avg Bars in Winners 68 41 95 68 41 95
Avg Bars in Losers 23 17 28 23 17 28
Bars Traded 4219 1411 2808 4219 1411 2808
Profit Streak 0 0 135.5381 0 0 135.5381
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 448151 -165160 -513544 -172783 -344044 -437624

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": 1568203200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758848092346,
    "expiration_time": 1764561456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1413946.983022466,
            1393390.6226193914,
            20556.3604030748,
            1257329.2633016293,
            921817.4547879955,
            335511.8085136345
        ],
        [
            1413.946983,
            1393.390623,
            20.55636,
            1257.329263,
            921.817455,
            335.511809
        ],
        [
            0.626888,
            0.617775,
            0.009114,
            0.1157,
            0.103098,
            0.065255
        ],
        [
            375.560081,
            375.560081,
            375.560081,
            375.560081,
            375.560081,
            375.560081
        ],
        [
            -221215,
            -95629,
            -179347,
            -3840252,
            -3293205,
            -2011533
        ],
        [
            2.872044,
            5.03667,
            1.050124,
            1.082689,
            1.106707,
            1.051092
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            56,
            28,
            28,
            56,
            28,
            28
        ],
        [
            43.434343,
            44,
            42.857143,
            43.434343,
            44,
            42.857143
        ],
        [
            3.740336,
            6.410308,
            1.400165,
            1.410013,
            1.408536,
            1.401456
        ],
        [
            1029367,
            1029367,
            62963,
            2673531,
            2673531,
            1164355
        ],
        [
            -43557,
            -38268,
            -43557,
            -1359123,
            -1359123,
            -663721
        ],
        [
            42,
            28,
            57,
            42,
            28,
            57
        ],
        [
            68,
            41,
            95,
            68,
            41,
            95
        ],
        [
            23,
            17,
            28,
            23,
            17,
            28
        ],
        [
            4219,
            1411,
            2808,
            4219,
            1411,
            2808
        ],
        [
            0,
            0,
            135.538106,
            0,
            0,
            135.538106
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            448151,
            -165160,
            -513544,
            -172783,
            -344044,
            -437624
        ]
    ]
}
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": 1568203200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758848092346,
    "expiration_time": 1764561456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)