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Trade: ANKR/USDT/360/VWAP/KCL/4616

Strategy
ANKR/USDT/360/VWAP/KCL/4616
Pair
ANKR_USDT
Interval
6h
Score
684244
Daily Profit
0.197373
Profit Factor
3.578043
Profitability
69.444444
Streak
478.605078
Best Strategy
Training Data Length
2272.250000
Evaluation Time
2025-10-11 17:31
Expiration Time
2025-12-18 18:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -909656.2887 132046.0253 -1041702.314 14546186.6135 8726867.6491 5819318.9644
Total P&L (%) -909.6563 132.046 -1041.7023 14546.1866 8726.8676 5819.319
Avg Daily Profit (%) -0.4003 0.0581 -0.4584 0.2197 0.1974 0.1798
Buy And Hold Return (%) 111.2705 111.2705 111.2705 111.2705 111.2705 111.2705
Max Trade Drawdown -1296382 -20835 -1311810 -28701284 -2124261 -30049953
Profit Factor 0.399 4.749 0.2954 1.3567 3.578 1.1556
Total Trades 72 36 36 72 36 36
Winning Trades 56 26 30 56 25 31
Losing Trades 16 10 6 16 11 5
Profitability (%) 77.7778 72.2222 83.3333 77.7778 69.4444 86.1111
Ratio Avg Win / Avg Loss 0.114 1.8265 0.0591 0.3876 1.5743 0.1864
Largest Winning Trade 50941 19189 50941 7167472 2449975 7167472
Largest Losing Trade -898915 -12127 -898915 -21208693 -1205880 -21208693
Avg Bars in Trades 122 6 239 122 6 239
Avg Bars in Winners 73 4 133 92 3 164
Avg Bars in Losers 294 10 766 227 10 704
Bars Traded 8831 218 8613 8831 218 8613
Profit Streak 478.6051 478.6051 482.6051 478.6051 478.6051 482.6051
Trades During Streak 19 9 11 19 9 11
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -659105 -210802 -575094 -71357 684244 -37178
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9089,
    "evaluation_days": 2272.25,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1565697600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760193078767,
    "expiration_time": 1766073672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 85,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            -909656.2886951691,
            132046.0253313503,
            -1041702.3140265193,
            14546186.613517448,
            8726867.649115829,
            5819318.964401614
        ],
        [
            -909.656289,
            132.046025,
            -1041.702314,
            14546.186614,
            8726.867649,
            5819.318964
        ],
        [
            -0.400333,
            0.058112,
            -0.458445,
            0.219705,
            0.197373,
            0.179755
        ],
        [
            111.270492,
            111.270492,
            111.270492,
            111.270492,
            111.270492,
            111.270492
        ],
        [
            -1296382,
            -20835,
            -1311810,
            -28701284,
            -2124261,
            -30049953
        ],
        [
            0.399003,
            4.748959,
            0.295365,
            1.356732,
            3.578043,
            1.155634
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            56,
            26,
            30,
            56,
            25,
            31
        ],
        [
            16,
            10,
            6,
            16,
            11,
            5
        ],
        [
            77.777778,
            72.222222,
            83.333333,
            77.777778,
            69.444444,
            86.111111
        ],
        [
            0.114001,
            1.826523,
            0.059073,
            0.387638,
            1.574339,
            0.186393
        ],
        [
            50941,
            19189,
            50941,
            7167472,
            2449975,
            7167472
        ],
        [
            -898915,
            -12127,
            -898915,
            -21208693,
            -1205880,
            -21208693
        ],
        [
            122,
            6,
            239,
            122,
            6,
            239
        ],
        [
            73,
            4,
            133,
            92,
            3,
            164
        ],
        [
            294,
            10,
            766,
            227,
            10,
            704
        ],
        [
            8831,
            218,
            8613,
            8831,
            218,
            8613
        ],
        [
            478.605078,
            478.605078,
            482.605078,
            478.605078,
            478.605078,
            482.605078
        ],
        [
            19,
            9,
            11,
            19,
            9,
            11
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -659105,
            -210802,
            -575094,
            -71357,
            684244,
            -37178
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9089,
    "evaluation_days": 2272.25,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1565697600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760193078767,
    "expiration_time": 1766073672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 85,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)