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Trade: ANKR/USDT/240/VWAP/KCB/4076

Strategy
ANKR/USDT/240/VWAP/KCB/4076
Pair
ANKR_USDT
Interval
4h
Score
473451
Daily Profit
0.211329
Profit Factor
1.619370
Profitability
74.038462
Streak
62.791084
Best Strategy
Training Data Length
2261.000000
Evaluation Time
2025-09-30 21:59
Expiration Time
2025-12-07 13:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1815373.7758 -62473.0353 -1752900.7405 4797.4074 -11723934.7249 11728732.1323
Total P&L (%) -1815.3738 -62.473 -1752.9007 4.7974 -11723.9347 11728.7321
Avg Daily Profit (%) -0.8029 -0.0276 -0.7753 0.0021 0 0.2113
Buy And Hold Return (%) 325.1613 325.1613 325.1613 325.1613 325.1613 325.1613
Max Trade Drawdown -1875455 -160306 -1817036 -17278573 -16004612 -6219588
Profit Factor 0.2925 0.8534 0.1807 1.0001 0.5871 1.6194
Total Trades 207 103 104 207 103 104
Winning Trades 160 79 81 150 73 77
Losing Trades 47 24 23 57 30 27
Profitability (%) 77.2947 76.699 77.8846 72.4638 70.8738 74.0385
Ratio Avg Win / Avg Loss 0.0859 0.2593 0.0513 0.38 0.2413 0.5678
Largest Winning Trade 29747 29747 21045 11733960 1319878 11733960
Largest Losing Trade -1210395 -58178 -1210395 -9649385 -9649385 -4737265
Avg Bars in Trades 62 71 53 62 71 53
Avg Bars in Winners 18 22 15 22 22 21
Avg Bars in Losers 209 232 185 167 190 141
Bars Traded 12885 7369 5516 12885 7369 5516
Profit Streak 20.6244 20.6244 62.7911 20.6244 20.6244 62.7911
Trades During Streak 7 3 8 7 3 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574521 -575850 -575550 -572272 -576605 473451
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13566,
    "evaluation_days": 2261,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1567267200000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759258749641,
    "expiration_time": 1765108512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 235,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            -1815373.7758213985,
            -62473.0353181606,
            -1752900.7405032383,
            4797.4073982333,
            -11723934.72486788,
            11728732.132266104
        ],
        [
            -1815.373776,
            -62.473035,
            -1752.900741,
            4.797407,
            -11723.934725,
            11728.732132
        ],
        [
            -0.802907,
            -0.027631,
            -0.775277,
            0.002073,
            0,
            0.211329
        ],
        [
            325.16129,
            325.16129,
            325.16129,
            325.16129,
            325.16129,
            325.16129
        ],
        [
            -1875455,
            -160306,
            -1817036,
            -17278573,
            -16004612,
            -6219588
        ],
        [
            0.292456,
            0.853418,
            0.180712,
            1.000101,
            0.587098,
            1.61937
        ],
        [
            207,
            103,
            104,
            207,
            103,
            104
        ],
        [
            160,
            79,
            81,
            150,
            73,
            77
        ],
        [
            47,
            24,
            23,
            57,
            30,
            27
        ],
        [
            77.294686,
            76.699029,
            77.884615,
            72.463768,
            70.873786,
            74.038462
        ],
        [
            0.085909,
            0.259266,
            0.051313,
            0.380039,
            0.241273,
            0.567831
        ],
        [
            29747,
            29747,
            21045,
            11733960,
            1319878,
            11733960
        ],
        [
            -1210395,
            -58178,
            -1210395,
            -9649385,
            -9649385,
            -4737265
        ],
        [
            62,
            71,
            53,
            62,
            71,
            53
        ],
        [
            18,
            22,
            15,
            22,
            22,
            21
        ],
        [
            209,
            232,
            185,
            167,
            190,
            141
        ],
        [
            12885,
            7369,
            5516,
            12885,
            7369,
            5516
        ],
        [
            20.624417,
            20.624417,
            62.791084,
            20.624417,
            20.624417,
            62.791084
        ],
        [
            7,
            3,
            8,
            7,
            3,
            8
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574521,
            -575850,
            -575550,
            -572272,
            -576605,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13566,
    "evaluation_days": 2261,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1567267200000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759258749641,
    "expiration_time": 1765108512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 235,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)