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Trade: ANKR/USDT/240/VWAP/KCB/2732

Strategy
ANKR/USDT/240/VWAP/KCB/2732
Pair
ANKR_USDT
Interval
4h
Score
599665
Daily Profit
0.703664
Profit Factor
2.239089
Profitability
43.773585
Streak
11.732890
Best Strategy
Training Data Length
2264.000000
Evaluation Time
2025-10-03 20:35
Expiration Time
2025-12-10 16:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1593095.3337 1730379.9056 -137284.5718 -80202.0195 2924940.0264 -3005142.0458
Total P&L (%) 1593.0953 1730.3799 -137.2846 -80.202 2924.94 -3005.142
Avg Daily Profit (%) 0.7037 0.7643 -0.0606 -0.0715 0.1507 0
Buy And Hold Return (%) 188.0808 188.0808 188.0808 188.0808 188.0808 188.0808
Max Trade Drawdown -316829 -171254 -237212 -4524644 -1486918 -4210305
Profit Factor 2.2391 3.8379 0.7969 0.9916 1.9179 0.5251
Total Trades 265 133 132 265 133 132
Winning Trades 116 50 66 116 50 66
Losing Trades 149 83 66 149 83 66
Profitability (%) 43.7736 37.594 50 43.7736 37.594 50
Ratio Avg Win / Avg Loss 2.8761 6.371 0.7969 1.2737 3.1837 0.5251
Largest Winning Trade 1631645 1631645 53921 3760900 3760900 1398275
Largest Losing Trade -72900 -36602 -72900 -2524921 -772124 -2524921
Avg Bars in Trades 49 47 51 49 47 51
Avg Bars in Winners 68 70 67 68 70 67
Avg Bars in Losers 34 33 36 34 33 36
Bars Traded 13164 6317 6847 13164 6317 6847
Profit Streak 11.7329 11.7329 20.7329 11.7329 11.7329 20.7329
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 599665 554597 -579513 -579058 246962 -579513
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13584,
    "evaluation_days": 2264,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1565784000000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759512921711,
    "expiration_time": 1765375488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 132
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 97,
            "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": [
        [
            1593095.3337081312,
            1730379.9055555128,
            -137284.5718473808,
            -80202.0194608866,
            2924940.026352239,
            -3005142.0458131265
        ],
        [
            1593.095334,
            1730.379906,
            -137.284572,
            -80.202019,
            2924.940026,
            -3005.142046
        ],
        [
            0.703664,
            0.764302,
            -0.060638,
            -0.071511,
            0.150709,
            0
        ],
        [
            188.080808,
            188.080808,
            188.080808,
            188.080808,
            188.080808,
            188.080808
        ],
        [
            -316829,
            -171254,
            -237212,
            -4524644,
            -1486918,
            -4210305
        ],
        [
            2.239089,
            3.837923,
            0.796906,
            0.99157,
            1.917875,
            0.525082
        ],
        [
            265,
            133,
            132,
            265,
            133,
            132
        ],
        [
            116,
            50,
            66,
            116,
            50,
            66
        ],
        [
            149,
            83,
            66,
            149,
            83,
            66
        ],
        [
            43.773585,
            37.593985,
            50,
            43.773585,
            37.593985,
            50
        ],
        [
            2.876071,
            6.370951,
            0.796906,
            1.273655,
            3.183672,
            0.525082
        ],
        [
            1631645,
            1631645,
            53921,
            3760900,
            3760900,
            1398275
        ],
        [
            -72900,
            -36602,
            -72900,
            -2524921,
            -772124,
            -2524921
        ],
        [
            49,
            47,
            51,
            49,
            47,
            51
        ],
        [
            68,
            70,
            67,
            68,
            70,
            67
        ],
        [
            34,
            33,
            36,
            34,
            33,
            36
        ],
        [
            13164,
            6317,
            6847,
            13164,
            6317,
            6847
        ],
        [
            11.73289,
            11.73289,
            20.73289,
            11.73289,
            11.73289,
            20.73289
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            599665,
            554597,
            -579513,
            -579058,
            246962,
            -579513
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13584,
    "evaluation_days": 2264,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1565784000000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759512921711,
    "expiration_time": 1765375488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 132
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 97,
            "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)