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Trade: ANKR/USDT/720/VWAP/KCB/9985

Strategy
ANKR/USDT/720/VWAP/KCB/9985
Pair
ANKR_USDT
Interval
12h
Score
439432
Daily Profit
0.260114
Profit Factor
1.307388
Profitability
72.413793
Streak
73.546708
Best Strategy
Training Data Length
2255.500000
Evaluation Time
2025-09-25 16:07
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 -1196815.6737 136278.1938 -1333093.8675 34946638.0237 -19489132.8322 54435770.8559
Total P&L (%) -1196.8157 136.2782 -1333.0939 34946.638 -19489.1328 54435.7709
Avg Daily Profit (%) -0.5306 0.0604 -0.591 0.2601 0 0.2798
Buy And Hold Return (%) 506.2311 506.2311 506.2311 506.2311 506.2311 506.2311
Max Trade Drawdown -1442688 -73318 -1513477 -33727571 -36044042 -18886925
Profit Factor 0.3806 1.5307 0.2043 1.3074 0.7706 2.8939
Total Trades 145 72 73 145 72 73
Winning Trades 123 61 62 105 50 55
Losing Trades 22 11 11 40 22 18
Profitability (%) 84.8276 84.7222 84.9315 72.4138 69.4444 75.3425
Ratio Avg Win / Avg Loss 0.0681 0.276 0.0362 0.4981 0.3391 0.9471
Largest Winning Trade 25739 22035 25739 13233202 5618583 13233202
Largest Losing Trade -1214494 -40839 -1214494 -20506993 -20506993 -13685287
Avg Bars in Trades 27 32 23 27 32 23
Avg Bars in Winners 8 9 8 11 9 12
Avg Bars in Losers 133 161 104 71 85 54
Bars Traded 4022 2343 1679 4022 2343 1679
Profit Streak 73.5467 73.5467 279.5467 73.5467 73.5467 279.5467
Trades During Streak 9 4 13 9 4 13
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573854 -351605 -646260 439432 -656013 -55098

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": 1571616000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758805635532,
    "expiration_time": 1764561456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 180,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            -1196815.673720971,
            136278.1938076234,
            -1333093.8675285948,
            34946638.02368071,
            -19489132.832209088,
            54435770.85588975
        ],
        [
            -1196.815674,
            136.278194,
            -1333.093868,
            34946.638024,
            -19489.132832,
            54435.770856
        ],
        [
            -0.530621,
            0.06042,
            -0.591041,
            0.260114,
            0,
            0.279772
        ],
        [
            506.231069,
            506.231069,
            506.231069,
            506.231069,
            506.231069,
            506.231069
        ],
        [
            -1442688,
            -73318,
            -1513477,
            -33727571,
            -36044042,
            -18886925
        ],
        [
            0.380588,
            1.530667,
            0.204301,
            1.307388,
            0.770572,
            2.893914
        ],
        [
            145,
            72,
            73,
            145,
            72,
            73
        ],
        [
            123,
            61,
            62,
            105,
            50,
            55
        ],
        [
            22,
            11,
            11,
            40,
            22,
            18
        ],
        [
            84.827586,
            84.722222,
            84.931507,
            72.413793,
            69.444444,
            75.342466
        ],
        [
            0.068073,
            0.276022,
            0.036247,
            0.498053,
            0.339052,
            0.947099
        ],
        [
            25739,
            22035,
            25739,
            13233202,
            5618583,
            13233202
        ],
        [
            -1214494,
            -40839,
            -1214494,
            -20506993,
            -20506993,
            -13685287
        ],
        [
            27,
            32,
            23,
            27,
            32,
            23
        ],
        [
            8,
            9,
            8,
            11,
            9,
            12
        ],
        [
            133,
            161,
            104,
            71,
            85,
            54
        ],
        [
            4022,
            2343,
            1679,
            4022,
            2343,
            1679
        ],
        [
            73.546707,
            73.546707,
            279.546707,
            73.546708,
            73.546708,
            279.546708
        ],
        [
            9,
            4,
            13,
            9,
            4,
            13
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573854,
            -351605,
            -646260,
            439432,
            -656013,
            -55098
        ]
    ]
}
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": 1571616000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758805635532,
    "expiration_time": 1764561456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 180,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)