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Trade: ANKR/USDT/720/MIDPRICE/WMA/5210

Strategy
ANKR/USDT/720/MIDPRICE/WMA/5210
Pair
ANKR_USDT
Interval
12h
Score
333233
Daily Profit
0.309164
Profit Factor
1.695745
Profitability
48.965517
Streak
0.000000
Best Strategy
Training Data Length
2268.000000
Evaluation Time
2025-10-07 12:28
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 701185.0807 699175.5515 2009.5292 530496.2684 1480664.0193 -950167.7509
Total P&L (%) 701.1851 699.1756 2.0095 530.4963 1480.664 -950.1678
Avg Daily Profit (%) 0.3092 0.3083 0.0009 0.0812 0.1218 0
Buy And Hold Return (%) 240.534 240.534 240.534 240.534 240.534 240.534
Max Trade Drawdown -209002 -148532 -187460 -1916762 -1197389 -1364515
Profit Factor 1.6957 2.5144 1.0037 1.0909 1.558 0.7013
Total Trades 145 73 72 145 73 72
Winning Trades 71 34 37 71 34 37
Losing Trades 74 39 35 74 39 35
Profitability (%) 48.9655 46.5753 51.3889 48.9655 46.5753 51.3889
Ratio Avg Win / Avg Loss 1.7674 2.8842 0.9494 1.137 1.7871 0.6634
Largest Winning Trade 255918 255918 44397 940081 940081 228627
Largest Losing Trade -56420 -32093 -56420 -530849 -356778 -530849
Avg Bars in Trades 29 20 38 29 20 38
Avg Bars in Winners 34 22 46 34 22 46
Avg Bars in Losers 24 19 30 24 19 30
Bars Traded 4283 1518 2765 4283 1518 2765
Profit Streak 0 0 149.8949 0 0 149.8949
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333233 -62450 -653474 -209861 -100811 -658704
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4536,
    "evaluation_days": 2268,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1566345600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759829320210,
    "expiration_time": 1765673856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 30,
            "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": [
        [
            701185.0807030213,
            699175.5514542317,
            2009.5292487896,
            530496.2683734698,
            1480664.0192705279,
            -950167.7508970604
        ],
        [
            701.185081,
            699.175551,
            2.009529,
            530.496268,
            1480.664019,
            -950.167751
        ],
        [
            0.309164,
            0.308278,
            0.000886,
            0.081221,
            0.121786,
            0
        ],
        [
            240.533981,
            240.533981,
            240.533981,
            240.533981,
            240.533981,
            240.533981
        ],
        [
            -209002,
            -148532,
            -187460,
            -1916762,
            -1197389,
            -1364515
        ],
        [
            1.695745,
            2.514419,
            1.00368,
            1.090928,
            1.557966,
            0.701258
        ],
        [
            145,
            73,
            72,
            145,
            73,
            72
        ],
        [
            71,
            34,
            37,
            71,
            34,
            37
        ],
        [
            74,
            39,
            35,
            74,
            39,
            35
        ],
        [
            48.965517,
            46.575342,
            51.388889,
            48.965517,
            46.575342,
            51.388889
        ],
        [
            1.767396,
            2.884186,
            0.949427,
            1.137024,
            1.787078,
            0.663352
        ],
        [
            255918,
            255918,
            44397,
            940081,
            940081,
            228627
        ],
        [
            -56420,
            -32093,
            -56420,
            -530849,
            -356778,
            -530849
        ],
        [
            29,
            20,
            38,
            29,
            20,
            38
        ],
        [
            34,
            22,
            46,
            34,
            22,
            46
        ],
        [
            24,
            19,
            30,
            24,
            19,
            30
        ],
        [
            4283,
            1518,
            2765,
            4283,
            1518,
            2765
        ],
        [
            0,
            0,
            149.89491,
            0,
            0,
            149.89491
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333233,
            -62450,
            -653474,
            -209861,
            -100811,
            -658704
        ]
    ]
}
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": 1566345600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759829320210,
    "expiration_time": 1765673856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 30,
            "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)