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Trade: ANKR/USDT/720/SINWMA/HILO/1854

Strategy
ANKR/USDT/720/SINWMA/HILO/1854
Pair
ANKR_USDT
Interval
12h
Score
524496
Daily Profit
0.745799
Profit Factor
7.907023
Profitability
36.842105
Streak
0.000000
Best Strategy
Training Data Length
2264.000000
Evaluation Time
2025-10-03 04:16
Expiration Time
2025-12-10 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1707981.3535 1688488.0982 19493.2553 1117025.5699 451609.5376 665416.0324
Total P&L (%) 1707.9814 1688.4881 19.4933 1117.0256 451.6095 665.416
Avg Daily Profit (%) 0.7544 0.7458 0.0086 0.1104 0.0755 0.0899
Buy And Hold Return (%) 355.6516 355.6516 355.6516 355.6516 355.6516 355.6516
Max Trade Drawdown -170655 -52210 -166242 -939553 -626191 -475984
Profit Factor 4.0801 7.907 1.0629 1.3492 1.2907 1.4043
Total Trades 75 38 37 75 38 37
Winning Trades 33 14 19 33 14 19
Losing Trades 42 24 18 42 24 18
Profitability (%) 44 36.8421 51.3514 44 36.8421 51.3514
Ratio Avg Win / Avg Loss 5.1929 13.5549 1.0069 1.7171 2.2127 1.3304
Largest Winning Trade 1351519 1351519 63806 549384 549384 441687
Largest Losing Trade -47797 -36882 -47797 -323013 -323013 -231971
Avg Bars in Trades 57 47 66 57 47 66
Avg Bars in Winners 91 90 92 91 90 92
Avg Bars in Losers 30 22 40 30 22 40
Bars Traded 4284 1806 2478 4284 1806 2478
Profit Streak 0 0 321.5534 0 0 321.5534
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -45223 524496 -496927 -110236 -178001 -77954
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4528,
    "evaluation_days": 2264,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1568764800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759454210208,
    "expiration_time": 1765317888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1707981.3534801456,
            1688488.0981560296,
            19493.2553241157,
            1117025.569945225,
            451609.5375753236,
            665416.0323699015
        ],
        [
            1707.981353,
            1688.488098,
            19.493255,
            1117.02557,
            451.609538,
            665.416032
        ],
        [
            0.754409,
            0.745799,
            0.00861,
            0.110441,
            0.075456,
            0.089937
        ],
        [
            355.651617,
            355.651617,
            355.651617,
            355.651617,
            355.651617,
            355.651617
        ],
        [
            -170655,
            -52210,
            -166242,
            -939553,
            -626191,
            -475984
        ],
        [
            4.080118,
            7.907023,
            1.06287,
            1.349168,
            1.290721,
            1.404338
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            33,
            14,
            19,
            33,
            14,
            19
        ],
        [
            42,
            24,
            18,
            42,
            24,
            18
        ],
        [
            44,
            36.842105,
            51.351351,
            44,
            36.842105,
            51.351351
        ],
        [
            5.192877,
            13.554897,
            1.006929,
            1.717123,
            2.212665,
            1.330425
        ],
        [
            1351519,
            1351519,
            63806,
            549384,
            549384,
            441687
        ],
        [
            -47797,
            -36882,
            -47797,
            -323013,
            -323013,
            -231971
        ],
        [
            57,
            47,
            66,
            57,
            47,
            66
        ],
        [
            91,
            90,
            92,
            91,
            90,
            92
        ],
        [
            30,
            22,
            40,
            30,
            22,
            40
        ],
        [
            4284,
            1806,
            2478,
            4284,
            1806,
            2478
        ],
        [
            0,
            0,
            321.553359,
            0,
            0,
            321.553359
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -45223,
            524496,
            -496927,
            -110236,
            -178001,
            -77954
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4528,
    "evaluation_days": 2264,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1568764800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759454210208,
    "expiration_time": 1765317888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)