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Trade: ANKR/USDT/720/FWMA/WMA/9754

Strategy
ANKR/USDT/720/FWMA/WMA/9754
Pair
ANKR_USDT
Interval
12h
Score
628825
Daily Profit
0.254519
Profit Factor
3.005853
Profitability
71.111111
Streak
289.758360
Best Strategy
Training Data Length
2269.000000
Evaluation Time
2025-10-08 09:12
Expiration Time
2025-12-15 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1275004.768 70159.1333 -1345163.9013 4834702.736 -27045290.7975 31879993.5335
Total P&L (%) -1275.0048 70.1591 -1345.1639 4834.7027 -27045.2908 31879.9935
Avg Daily Profit (%) -0.5619 0.0309 -0.5928 0.172 0 0.2545
Buy And Hold Return (%) 484.0173 484.0173 484.0173 484.0173 484.0173 484.0173
Max Trade Drawdown -1447582 -136408 -1450637 -44700245 -42714116 -9634779
Profit Factor 0.3195 1.2627 0.1627 1.0632 0.5534 3.0059
Total Trades 89 44 45 89 44 45
Winning Trades 72 35 37 60 28 32
Losing Trades 17 9 8 29 16 13
Profitability (%) 80.8989 79.5455 82.2222 67.4157 63.6364 71.1111
Ratio Avg Win / Avg Loss 0.0754 0.3247 0.0352 0.5139 0.3162 1.2211
Largest Winning Trade 36263 36263 29273 22544380 6844211 22544380
Largest Losing Trade -1081665 -56198 -1081665 -24274716 -24274716 -4318686
Avg Bars in Trades 46 52 39 46 52 39
Avg Bars in Winners 18 18 18 22 17 25
Avg Bars in Losers 161 183 137 95 112 74
Bars Traded 4096 2298 1798 4096 2298 1798
Profit Streak 87.2584 87.2584 289.7584 87.2584 87.2584 289.7584
Trades During Streak 9 4 12 9 4 12
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574667 -313871 -575076 -140442 -577545 628825
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4538,
    "evaluation_days": 2269,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1573387200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759903922266,
    "expiration_time": 1765762848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 221,
            "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": [
        [
            -1275004.768003462,
            70159.1333063956,
            -1345163.9013098578,
            4834702.73600711,
            -27045290.797464643,
            31879993.53347176
        ],
        [
            -1275.004768,
            70.159133,
            -1345.163901,
            4834.702736,
            -27045.290797,
            31879.993533
        ],
        [
            -0.561924,
            0.030921,
            -0.592844,
            0.17198,
            0,
            0.254519
        ],
        [
            484.017279,
            484.017279,
            484.017279,
            484.017279,
            484.017279,
            484.017279
        ],
        [
            -1447582,
            -136408,
            -1450637,
            -44700245,
            -42714116,
            -9634779
        ],
        [
            0.319458,
            1.262725,
            0.162658,
            1.063238,
            0.55341,
            3.005853
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            72,
            35,
            37,
            60,
            28,
            32
        ],
        [
            17,
            9,
            8,
            29,
            16,
            13
        ],
        [
            80.898876,
            79.545455,
            82.222222,
            67.41573,
            63.636364,
            71.111111
        ],
        [
            0.075427,
            0.324701,
            0.035169,
            0.513898,
            0.316234,
            1.221128
        ],
        [
            36263,
            36263,
            29273,
            22544380,
            6844211,
            22544380
        ],
        [
            -1081665,
            -56198,
            -1081665,
            -24274716,
            -24274716,
            -4318686
        ],
        [
            46,
            52,
            39,
            46,
            52,
            39
        ],
        [
            18,
            18,
            18,
            22,
            17,
            25
        ],
        [
            161,
            183,
            137,
            95,
            112,
            74
        ],
        [
            4096,
            2298,
            1798,
            4096,
            2298,
            1798
        ],
        [
            87.258359,
            87.258359,
            289.758359,
            87.25836,
            87.25836,
            289.75836
        ],
        [
            9,
            4,
            12,
            9,
            4,
            12
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574667,
            -313871,
            -575076,
            -140442,
            -577545,
            628825
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4538,
    "evaluation_days": 2269,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1573387200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759903922266,
    "expiration_time": 1765762848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 221,
            "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)