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Trade: ANKR/USDT/720/FWMA/MIDPRICE/7996

Strategy
ANKR/USDT/720/FWMA/MIDPRICE/7996
Pair
ANKR_USDT
Interval
12h
Score
683620
Daily Profit
0.208855
Profit Factor
3.643315
Profitability
70.000000
Streak
291.431102
Best Strategy
Training Data Length
2266.500000
Evaluation Time
2025-10-06 01:20
Expiration Time
2025-12-12 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1499743.7082 555.1828 -1500298.891 304743.8938 -10910808.4083 11215552.3021
Total P&L (%) -1499.7437 0.5552 -1500.2989 304.7439 -10910.8084 11215.5523
Avg Daily Profit (%) -0.6617 0.0002 -0.6619 0.0617 0 0.2089
Buy And Hold Return (%) 531.6985 531.6985 531.6985 531.6985 531.6985 531.6985
Max Trade Drawdown -1519883 -199434 -1499409 -22148685 -20098070 -3599162
Profit Factor 0.2784 1.0016 0.137 1.0106 0.554 3.6433
Total Trades 79 39 40 79 39 40
Winning Trades 59 27 32 51 23 28
Losing Trades 20 12 8 28 16 12
Profitability (%) 74.6835 69.2308 80 64.557 58.9744 70
Ratio Avg Win / Avg Loss 0.0944 0.4452 0.0343 0.5548 0.3854 1.5614
Largest Winning Trade 64998 64998 25357 5821285 4060618 5821285
Largest Losing Trade -1015249 -56198 -1015249 -9922061 -9922061 -1859027
Avg Bars in Trades 51 65 37 51 65 37
Avg Bars in Winners 20 23 17 22 21 24
Avg Bars in Losers 143 159 119 103 129 68
Bars Traded 4053 2554 1499 4053 2554 1499
Profit Streak 130.9311 130.9311 291.4311 130.9311 130.9311 291.4311
Trades During Streak 9 4 8 9 4 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -607028 -574756 -575405 -514391 -578209 683620
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4533,
    "evaluation_days": 2266.5,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1569456000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759702847181,
    "expiration_time": 1765540368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 130,
            "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": [
        [
            -1499743.7082179189,
            555.1827788717,
            -1500298.8909967903,
            304743.8937704123,
            -10910808.40831463,
            11215552.30208505
        ],
        [
            -1499.743708,
            0.555183,
            -1500.298891,
            304.743894,
            -10910.808408,
            11215.552302
        ],
        [
            -0.6617,
            0.000245,
            -0.661945,
            0.061704,
            0,
            0.208855
        ],
        [
            531.698456,
            531.698456,
            531.698456,
            531.698456,
            531.698456,
            531.698456
        ],
        [
            -1519883,
            -199434,
            -1499409,
            -22148685,
            -20098070,
            -3599162
        ],
        [
            0.278364,
            1.001634,
            0.13702,
            1.010616,
            0.553971,
            3.643315
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            59,
            27,
            32,
            51,
            23,
            28
        ],
        [
            20,
            12,
            8,
            28,
            16,
            12
        ],
        [
            74.683544,
            69.230769,
            80,
            64.556962,
            58.974359,
            70
        ],
        [
            0.094361,
            0.445171,
            0.034255,
            0.554848,
            0.385371,
            1.561421
        ],
        [
            64998,
            64998,
            25357,
            5821285,
            4060618,
            5821285
        ],
        [
            -1015249,
            -56198,
            -1015249,
            -9922061,
            -9922061,
            -1859027
        ],
        [
            51,
            65,
            37,
            51,
            65,
            37
        ],
        [
            20,
            23,
            17,
            22,
            21,
            24
        ],
        [
            143,
            159,
            119,
            103,
            129,
            68
        ],
        [
            4053,
            2554,
            1499,
            4053,
            2554,
            1499
        ],
        [
            130.931102,
            130.931102,
            291.431102,
            130.931102,
            130.931102,
            291.431102
        ],
        [
            9,
            4,
            8,
            9,
            4,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -607028,
            -574756,
            -575405,
            -514391,
            -578209,
            683620
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4533,
    "evaluation_days": 2266.5,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1569456000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759702847181,
    "expiration_time": 1765540368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 130,
            "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)