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Trade: ANKR/USDT/240/VWAP/JMA/9631

Strategy
ANKR/USDT/240/VWAP/JMA/9631
Pair
ANKR_USDT
Interval
4h
Score
644290
Daily Profit
0.776491
Profit Factor
2.960971
Profitability
42.512077
Streak
11.068077
Best Strategy
Training Data Length
2262.170000
Evaluation Time
2025-10-02 00:38
Expiration Time
2025-12-08 18:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1756553.6304 1752098.5018 4455.1286 504090.2896 2213700.3564 -1709610.0668
Total P&L (%) 1756.5536 1752.0985 4.4551 504.0903 2213.7004 -1709.6101
Avg Daily Profit (%) 0.7765 0.7745 0.002 0.0795 0.139 0
Buy And Hold Return (%) 275.8065 275.8065 275.8065 275.8065 275.8065 275.8065
Max Trade Drawdown -118646 -109621 -99266 -3806742 -1683487 -2513543
Profit Factor 2.961 5.0342 1.0097 1.0368 1.3734 0.7796
Total Trades 207 104 103 207 104 103
Winning Trades 88 39 49 88 39 49
Losing Trades 119 65 54 119 65 54
Profitability (%) 42.5121 37.5 47.5728 42.5121 37.5 47.5728
Ratio Avg Win / Avg Loss 4.004 8.3903 1.1127 1.4021 2.2891 0.8592
Largest Winning Trade 1278277 1278277 50107 3472520 3472520 1248134
Largest Losing Trade -59445 -32338 -59445 -2065401 -554148 -2065401
Avg Bars in Trades 62 59 65 62 59 65
Avg Bars in Winners 97 105 91 97 105 91
Avg Bars in Losers 36 32 41 36 32 41
Bars Traded 12996 6238 6758 12996 6238 6758
Profit Streak 11.0681 11.2347 11.0681 11.0681 11.2347 11.0681
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 644290 586451 -566449 -274689 -9505 -581361
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13573,
    "evaluation_days": 2262.17,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1566820800000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759354681887,
    "expiration_time": 1765212336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 144
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 204,
            "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": [
        [
            1756553.6303656856,
            1752098.5018027232,
            4455.1285629625,
            504090.289648556,
            2213700.356441083,
            -1709610.066792527
        ],
        [
            1756.55363,
            1752.098502,
            4.455129,
            504.09029,
            2213.700356,
            -1709.610067
        ],
        [
            0.776491,
            0.774521,
            0.001969,
            0.079537,
            0.138965,
            0
        ],
        [
            275.806452,
            275.806452,
            275.806452,
            275.806452,
            275.806452,
            275.806452
        ],
        [
            -118646,
            -109621,
            -99266,
            -3806742,
            -1683487,
            -2513543
        ],
        [
            2.960971,
            5.034199,
            1.009655,
            1.036834,
            1.373437,
            0.77962
        ],
        [
            207,
            104,
            103,
            207,
            104,
            103
        ],
        [
            88,
            39,
            49,
            88,
            39,
            49
        ],
        [
            119,
            65,
            54,
            119,
            65,
            54
        ],
        [
            42.512077,
            37.5,
            47.572816,
            42.512077,
            37.5,
            47.572816
        ],
        [
            4.00404,
            8.390332,
            1.112681,
            1.402082,
            2.289062,
            0.859173
        ],
        [
            1278277,
            1278277,
            50107,
            3472520,
            3472520,
            1248134
        ],
        [
            -59445,
            -32338,
            -59445,
            -2065401,
            -554148,
            -2065401
        ],
        [
            62,
            59,
            65,
            62,
            59,
            65
        ],
        [
            97,
            105,
            91,
            97,
            105,
            91
        ],
        [
            36,
            32,
            41,
            36,
            32,
            41
        ],
        [
            12996,
            6238,
            6758,
            12996,
            6238,
            6758
        ],
        [
            11.068077,
            11.234744,
            11.068077,
            11.068077,
            11.234744,
            11.068077
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            644290,
            586451,
            -566449,
            -274689,
            -9505,
            -581361
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13573,
    "evaluation_days": 2262.17,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1566820800000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759354681887,
    "expiration_time": 1765212336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 144
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 204,
            "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)