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Trade: ANKR/USDT/720/MIDPRICE/VWMA/1544

Strategy
ANKR/USDT/720/MIDPRICE/VWMA/1544
Pair
ANKR_USDT
Interval
12h
Score
342487
Daily Profit
0.172894
Profit Factor
1.394703
Profitability
51.200000
Streak
77.389499
Best Strategy
Training Data Length
2255.500000
Evaluation Time
2025-09-28 00:20
Expiration Time
2025-12-01 05:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 762120.9234 690656.2241 71464.6993 4821832.8131 1278506.9915 3543325.8216
Total P&L (%) 762.1209 690.6562 71.4647 4821.8328 1278.507 3543.3258
Avg Daily Profit (%) 0.3379 0.3062 0.0317 0.1729 0.1164 0.1595
Buy And Hold Return (%) 341.9558 341.9558 341.9558 341.9558 341.9558 341.9558
Max Trade Drawdown -101772 -81036 -176929 -2852141 -4653017 -1261475
Profit Factor 2.0355 2.9344 1.1886 1.3947 1.155 1.8932
Total Trades 125 63 62 125 63 62
Winning Trades 64 36 28 64 36 28
Losing Trades 61 27 34 61 27 34
Profitability (%) 51.2 57.1429 45.1613 51.2 57.1429 45.1613
Ratio Avg Win / Avg Loss 1.9401 2.2008 1.4433 1.3293 0.8662 2.2989
Largest Winning Trade 111267 111267 62323 2286136 2245530 2286136
Largest Losing Trade -44732 -44732 -41286 -2294524 -2294524 -962771
Avg Bars in Trades 33 28 38 33 28 38
Avg Bars in Winners 37 30 46 37 30 46
Avg Bars in Losers 29 26 31 29 26 31
Bars Traded 4172 1800 2372 4172 1800 2372
Profit Streak 77.3895 118.8895 0 77.3895 118.8895 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315567 -137120 -485498 342487 -236286 -144776
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4511,
    "evaluation_days": 2255.5,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1567425600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759008052695,
    "expiration_time": 1764561456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 40,
            "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": [
        [
            762120.9234114417,
            690656.2240657639,
            71464.699345678,
            4821832.81309491,
            1278506.991541387,
            3543325.8215535213
        ],
        [
            762.120923,
            690.656224,
            71.464699,
            4821.832813,
            1278.506992,
            3543.325822
        ],
        [
            0.337894,
            0.30621,
            0.031685,
            0.172894,
            0.116387,
            0.159537
        ],
        [
            341.955836,
            341.955836,
            341.955836,
            341.955836,
            341.955836,
            341.955836
        ],
        [
            -101772,
            -81036,
            -176929,
            -2852141,
            -4653017,
            -1261475
        ],
        [
            2.035468,
            2.934416,
            1.188571,
            1.394703,
            1.154983,
            1.893194
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            64,
            36,
            28,
            64,
            36,
            28
        ],
        [
            61,
            27,
            34,
            61,
            27,
            34
        ],
        [
            51.2,
            57.142857,
            45.16129,
            51.2,
            57.142857,
            45.16129
        ],
        [
            1.940055,
            2.200812,
            1.443265,
            1.329327,
            0.866237,
            2.298878
        ],
        [
            111267,
            111267,
            62323,
            2286136,
            2245530,
            2286136
        ],
        [
            -44732,
            -44732,
            -41286,
            -2294524,
            -2294524,
            -962771
        ],
        [
            33,
            28,
            38,
            33,
            28,
            38
        ],
        [
            37,
            30,
            46,
            37,
            30,
            46
        ],
        [
            29,
            26,
            31,
            29,
            26,
            31
        ],
        [
            4172,
            1800,
            2372,
            4172,
            1800,
            2372
        ],
        [
            77.389499,
            118.889499,
            0,
            77.389499,
            118.889499,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315567,
            -137120,
            -485498,
            342487,
            -236286,
            -144776
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4511,
    "evaluation_days": 2255.5,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1567425600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759008052695,
    "expiration_time": 1764561456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 40,
            "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)