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Trade: ANKR/USDT/720/FWMA/MIDPRICE/8969

Strategy
ANKR/USDT/720/FWMA/MIDPRICE/8969
Pair
ANKR_USDT
Interval
12h
Score
528359
Daily Profit
0.221483
Profit Factor
2.472791
Profitability
73.809524
Streak
292.590411
Best Strategy
Training Data Length
2268.000000
Evaluation Time
2025-10-07 05:10
Expiration Time
2025-12-14 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1117442.7655 66003.2221 -1183445.9876 2040048.2145 -12966037.0254 15006085.2399
Total P&L (%) -1117.4428 66.0032 -1183.446 2040.0482 -12966.037 15006.0852
Avg Daily Profit (%) -0.4927 0.0291 -0.5218 0.1352 0 0.2215
Buy And Hold Return (%) 533.9166 533.9166 533.9166 533.9166 533.9166 533.9166
Max Trade Drawdown -1120753 -134653 -1215165 -26885766 -26307742 -6603499
Profit Factor 0.3511 1.2425 0.1837 1.0456 0.6245 2.4728
Total Trades 83 41 42 83 41 42
Winning Trades 64 31 33 56 25 31
Losing Trades 19 10 9 27 16 11
Profitability (%) 77.1084 75.6098 78.5714 67.4699 60.9756 73.8095
Ratio Avg Win / Avg Loss 0.1042 0.4008 0.0501 0.5041 0.3997 0.8774
Largest Winning Trade 50383 50383 26358 6495631 4108911 6495631
Largest Losing Trade -912656 -53448 -912656 -15076943 -15076943 -3245430
Avg Bars in Trades 48 67 30 48 67 30
Avg Bars in Winners 17 24 10 19 21 18
Avg Bars in Losers 153 200 102 108 139 64
Bars Traded 4039 2754 1284 4039 2754 1284
Profit Streak 82.0904 82.0904 292.5904 82.0904 82.0904 292.5904
Trades During Streak 7 3 5 7 3 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576714 -316993 -575640 -183755 -577953 528359
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4536,
    "evaluation_days": 2268,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1571745600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759803011490,
    "expiration_time": 1765673856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 183,
            "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": [
        [
            -1117442.7655110802,
            66003.2221345676,
            -1183445.9876456466,
            2040048.214472619,
            -12966037.025413204,
            15006085.239885826
        ],
        [
            -1117.442766,
            66.003222,
            -1183.445988,
            2040.048214,
            -12966.037025,
            15006.08524
        ],
        [
            -0.4927,
            0.029102,
            -0.521802,
            0.135162,
            0,
            0.221483
        ],
        [
            533.916555,
            533.916555,
            533.916555,
            533.916555,
            533.916555,
            533.916555
        ],
        [
            -1120753,
            -134653,
            -1215165,
            -26885766,
            -26307742,
            -6603499
        ],
        [
            0.351084,
            1.242484,
            0.183729,
            1.045618,
            0.624509,
            2.472791
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            64,
            31,
            33,
            56,
            25,
            31
        ],
        [
            19,
            10,
            9,
            27,
            16,
            11
        ],
        [
            77.108434,
            75.609756,
            78.571429,
            67.46988,
            60.97561,
            73.809524
        ],
        [
            0.104228,
            0.400801,
            0.050108,
            0.504137,
            0.399686,
            0.877442
        ],
        [
            50383,
            50383,
            26358,
            6495631,
            4108911,
            6495631
        ],
        [
            -912656,
            -53448,
            -912656,
            -15076943,
            -15076943,
            -3245430
        ],
        [
            48,
            67,
            30,
            48,
            67,
            30
        ],
        [
            17,
            24,
            10,
            19,
            21,
            18
        ],
        [
            153,
            200,
            102,
            108,
            139,
            64
        ],
        [
            4039,
            2754,
            1284,
            4039,
            2754,
            1284
        ],
        [
            82.090411,
            82.090411,
            292.590411,
            82.090411,
            82.090411,
            292.590411
        ],
        [
            7,
            3,
            5,
            7,
            3,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576714,
            -316993,
            -575640,
            -183755,
            -577953,
            528359
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4536,
    "evaluation_days": 2268,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1571745600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759803011490,
    "expiration_time": 1765673856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 183,
            "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)