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Trade: ANKR/USDT/720/VWAP/SSF/7298

Strategy
ANKR/USDT/720/VWAP/SSF/7298
Pair
ANKR_USDT
Interval
12h
Score
594233
Daily Profit
0.282296
Profit Factor
2.579365
Profitability
81.250000
Streak
262.341373
Best Strategy
Training Data Length
2263.000000
Evaluation Time
2025-10-02 11:11
Expiration Time
2025-12-08 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1155508.1277 145727.2285 -1301235.3562 16080924.8539 -42773803.0995 58854727.9535
Total P&L (%) -1155.5081 145.7272 -1301.2354 16080.9249 -42773.8031 58854.728
Avg Daily Profit (%) -0.5106 0.0644 -0.575 0.225 0 0.2823
Buy And Hold Return (%) 134.106 134.106 134.106 134.106 134.106 134.106
Max Trade Drawdown -1498654 -121179 -1512471 -88108899 -71992194 -28086220
Profit Factor 0.4053 1.5517 0.225 1.1167 0.5747 2.5794
Total Trades 95 47 48 95 47 48
Winning Trades 77 36 41 71 32 39
Losing Trades 18 11 7 24 15 9
Profitability (%) 81.0526 76.5957 85.4167 74.7368 68.0851 81.25
Ratio Avg Win / Avg Loss 0.0948 0.4741 0.0384 0.3775 0.2694 0.5952
Largest Winning Trade 77187 77187 52171 33024340 10688595 33024340
Largest Losing Trade -1258542 -51842 -1258542 -48500548 -48500548 -18047305
Avg Bars in Trades 46 49 44 46 49 44
Avg Bars in Winners 20 17 23 22 15 28
Avg Bars in Losers 157 154 162 117 122 110
Bars Traded 4437 2324 2113 4437 2324 2113
Profit Streak 55.3414 55.3414 262.3414 55.3414 55.3414 262.3414
Trades During Streak 9 4 11 9 4 11
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574610 -240813 -574748 -80221 -576887 594233
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4526,
    "evaluation_days": 2263,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1564963200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759392694652,
    "expiration_time": 1765228896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 246,
            "offset": 25,
            "poles": 3
        }
    }
}
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": [
        [
            -1155508.1276933185,
            145727.2285234298,
            -1301235.3562167485,
            16080924.853946159,
            -42773803.0995212,
            58854727.95346737
        ],
        [
            -1155.508128,
            145.727229,
            -1301.235356,
            16080.924854,
            -42773.8031,
            58854.727953
        ],
        [
            -0.510609,
            0.064396,
            -0.575005,
            0.225017,
            0,
            0.282296
        ],
        [
            134.10596,
            134.10596,
            134.10596,
            134.10596,
            134.10596,
            134.10596
        ],
        [
            -1498654,
            -121179,
            -1512471,
            -88108899,
            -71992194,
            -28086220
        ],
        [
            0.405347,
            1.551691,
            0.225001,
            1.116671,
            0.57467,
            2.579365
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            77,
            36,
            41,
            71,
            32,
            39
        ],
        [
            18,
            11,
            7,
            24,
            15,
            9
        ],
        [
            81.052632,
            76.595745,
            85.416667,
            74.736842,
            68.085106,
            81.25
        ],
        [
            0.094756,
            0.474128,
            0.038415,
            0.377466,
            0.269377,
            0.595238
        ],
        [
            77187,
            77187,
            52171,
            33024340,
            10688595,
            33024340
        ],
        [
            -1258542,
            -51842,
            -1258542,
            -48500548,
            -48500548,
            -18047305
        ],
        [
            46,
            49,
            44,
            46,
            49,
            44
        ],
        [
            20,
            17,
            23,
            22,
            15,
            28
        ],
        [
            157,
            154,
            162,
            117,
            122,
            110
        ],
        [
            4437,
            2324,
            2113,
            4437,
            2324,
            2113
        ],
        [
            55.341373,
            55.341373,
            262.341373,
            55.341373,
            55.341373,
            262.341373
        ],
        [
            9,
            4,
            11,
            9,
            4,
            11
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574610,
            -240813,
            -574748,
            -80221,
            -576887,
            594233
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4526,
    "evaluation_days": 2263,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1564963200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759392694652,
    "expiration_time": 1765228896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 246,
            "offset": 25,
            "poles": 3
        }
    }
}

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)