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Trade: ANKR/USDT/720/SSF/VWMA/6343

Strategy
ANKR/USDT/720/SSF/VWMA/6343
Pair
ANKR_USDT
Interval
12h
Score
310195
Daily Profit
0.721194
Profit Factor
7.318388
Profitability
28.947368
Streak
0.000000
Best Strategy
Training Data Length
2274.000000
Evaluation Time
2025-10-13 16:03
Expiration Time
2025-12-20 07:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1650134.1542 1639994.7391 10139.4151 986177.7476 1332473.7646 -346296.017
Total P&L (%) 1650.1342 1639.9947 10.1394 986.1777 1332.4738 -346.296
Avg Daily Profit (%) 0.7257 0.7212 0.0045 0.1049 0.1171 0
Buy And Hold Return (%) 65.0725 65.0725 65.0725 65.0725 65.0725 65.0725
Max Trade Drawdown -126518 -81809 -81650 -2719267 -1847691 -1778400
Profit Factor 3.9148 7.3184 1.0331 1.1094 1.3268 0.9299
Total Trades 75 38 37 75 38 37
Winning Trades 24 11 13 24 11 13
Losing Trades 51 27 24 51 27 24
Profitability (%) 32 28.9474 35.1351 32 28.9474 35.1351
Ratio Avg Win / Avg Loss 8.319 17.9633 1.9072 2.3574 3.2567 1.7167
Largest Winning Trade 1339497 1339497 57007 2172508 2172508 1038469
Largest Losing Trade -32462 -19630 -32462 -775247 -597259 -775247
Avg Bars in Trades 56 52 60 56 52 60
Avg Bars in Winners 130 124 135 130 124 135
Avg Bars in Losers 21 22 20 21 22 20
Bars Traded 4239 1992 2247 4239 1992 2247
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -48747 310195 -541447 -219844 -47261 -583775
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4548,
    "evaluation_days": 2274,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1564142400000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760360628216,
    "expiration_time": 1766207808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 234,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 7,
            "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": [
        [
            1650134.1541651571,
            1639994.739059448,
            10139.415105709,
            986177.7476487684,
            1332473.7646330625,
            -346296.0169842936
        ],
        [
            1650.134154,
            1639.994739,
            10.139415,
            986.177748,
            1332.473765,
            -346.296017
        ],
        [
            0.725653,
            0.721194,
            0.004459,
            0.104947,
            0.11713,
            0
        ],
        [
            65.072464,
            65.072464,
            65.072464,
            65.072464,
            65.072464,
            65.072464
        ],
        [
            -126518,
            -81809,
            -81650,
            -2719267,
            -1847691,
            -1778400
        ],
        [
            3.914805,
            7.318388,
            1.033075,
            1.109372,
            1.326793,
            0.92989
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            24,
            11,
            13,
            24,
            11,
            13
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            32,
            28.947368,
            35.135135,
            32,
            28.947368,
            35.135135
        ],
        [
            8.31896,
            17.963316,
            1.907215,
            2.357416,
            3.256673,
            1.716719
        ],
        [
            1339497,
            1339497,
            57007,
            2172508,
            2172508,
            1038469
        ],
        [
            -32462,
            -19630,
            -32462,
            -775247,
            -597259,
            -775247
        ],
        [
            56,
            52,
            60,
            56,
            52,
            60
        ],
        [
            130,
            124,
            135,
            130,
            124,
            135
        ],
        [
            21,
            22,
            20,
            21,
            22,
            20
        ],
        [
            4239,
            1992,
            2247,
            4239,
            1992,
            2247
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -48747,
            310195,
            -541447,
            -219844,
            -47261,
            -583775
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4548,
    "evaluation_days": 2274,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1564142400000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760360628216,
    "expiration_time": 1766207808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 234,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 7,
            "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)