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Trade: ANKR/USDT/720/WMA/VWMA/8458

Strategy
ANKR/USDT/720/WMA/VWMA/8458
Pair
ANKR_USDT
Interval
12h
Score
524252
Daily Profit
0.250766
Profit Factor
2.098311
Profitability
64.516129
Streak
285.242373
Best Strategy
Training Data Length
2263.500000
Evaluation Time
2025-10-02 20:49
Expiration Time
2025-12-09 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -952672.9242 123231.1769 -1075904.1011 7684517.0755 -21189662.6272 28874179.7027
Total P&L (%) -952.6729 123.2312 -1075.9041 7684.5171 -21189.6626 28874.1797
Avg Daily Profit (%) -0.4209 0.0544 -0.4753 0.1926 0 0.2508
Buy And Hold Return (%) 510.4853 510.4853 510.4853 510.4853 510.4853 510.4853
Max Trade Drawdown -1076568 -112704 -1168258 -43704586 -43854747 -18185412
Profit Factor 0.3829 1.6022 0.1965 1.0862 0.6631 2.0983
Total Trades 61 30 31 61 30 31
Winning Trades 47 23 24 37 17 20
Losing Trades 14 7 7 24 13 11
Profitability (%) 77.0492 76.6667 77.4194 60.6557 56.6667 64.5161
Ratio Avg Win / Avg Loss 0.114 0.4876 0.0573 0.7045 0.5071 1.1541
Largest Winning Trade 71194 71194 29383 16480711 16480711 11996776
Largest Losing Trade -927488 -38512 -927488 -15770255 -15770255 -13783951
Avg Bars in Trades 65 85 45 65 85 45
Avg Bars in Winners 26 33 18 33 33 33
Avg Bars in Losers 196 255 137 113 152 67
Bars Traded 3980 2565 1415 3980 2565 1415
Profit Streak 77.2424 0 285.2424 77.2424 0 285.2424
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -742713 -282329 -575893 -283496 -579961 524252
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4527,
    "evaluation_days": 2263.5,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1573171200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759427340995,
    "expiration_time": 1765273392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 216,
            "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": [
        [
            -952672.9241852518,
            123231.1769211501,
            -1075904.101106402,
            7684517.075454874,
            -21189662.627244294,
            28874179.702699166
        ],
        [
            -952.672924,
            123.231177,
            -1075.904101,
            7684.517075,
            -21189.662627,
            28874.179703
        ],
        [
            -0.420885,
            0.054443,
            -0.475328,
            0.192574,
            0,
            0.250766
        ],
        [
            510.485269,
            510.485269,
            510.485269,
            510.485269,
            510.485269,
            510.485269
        ],
        [
            -1076568,
            -112704,
            -1168258,
            -43704586,
            -43854747,
            -18185412
        ],
        [
            0.382868,
            1.60215,
            0.196522,
            1.086167,
            0.663081,
            2.098311
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            47,
            23,
            24,
            37,
            17,
            20
        ],
        [
            14,
            7,
            7,
            24,
            13,
            11
        ],
        [
            77.04918,
            76.666667,
            77.419355,
            60.655738,
            56.666667,
            64.516129
        ],
        [
            0.114046,
            0.487611,
            0.057319,
            0.704541,
            0.507062,
            1.154071
        ],
        [
            71194,
            71194,
            29383,
            16480711,
            16480711,
            11996776
        ],
        [
            -927488,
            -38512,
            -927488,
            -15770255,
            -15770255,
            -13783951
        ],
        [
            65,
            85,
            45,
            65,
            85,
            45
        ],
        [
            26,
            33,
            18,
            33,
            33,
            33
        ],
        [
            196,
            255,
            137,
            113,
            152,
            67
        ],
        [
            3980,
            2565,
            1415,
            3980,
            2565,
            1415
        ],
        [
            77.242373,
            0,
            285.242373,
            77.242373,
            0,
            285.242373
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -742713,
            -282329,
            -575893,
            -283496,
            -579961,
            524252
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4527,
    "evaluation_days": 2263.5,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1573171200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759427340995,
    "expiration_time": 1765273392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 216,
            "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)