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Trade: ANKR/USDT/720/VWMA/MIDPOINT/3124

Strategy
ANKR/USDT/720/VWMA/MIDPOINT/3124
Pair
ANKR_USDT
Interval
12h
Score
628632
Daily Profit
0.647463
Profit Factor
5.655027
Profitability
48.979592
Streak
15.336531
Best Strategy
Training Data Length
2271.500000
Evaluation Time
2025-10-10 23:04
Expiration Time
2025-12-17 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1489391.7397 1470711.6487 18680.091 592757.8647 901383.3294 -308625.4648
Total P&L (%) 1489.3917 1470.7116 18.6801 592.7579 901.3833 -308.6255
Avg Daily Profit (%) 0.6557 0.6475 0.0082 0.0852 0.1015 0
Buy And Hold Return (%) 463.6752 463.6752 463.6752 463.6752 463.6752 463.6752
Max Trade Drawdown -104303 -98539 -136095 -4680236 -1496579 -4287677
Profit Factor 3.2052 5.655 1.052 1.0542 1.1914 0.9504
Total Trades 97 49 48 97 49 48
Winning Trades 50 24 26 50 24 26
Losing Trades 47 25 22 47 25 22
Profitability (%) 51.5464 48.9796 54.1667 51.5464 48.9796 54.1667
Ratio Avg Win / Avg Loss 3.0129 5.8907 0.8901 0.991 1.241 0.8042
Largest Winning Trade 1301160 1301160 36415 1817274 1817274 832422
Largest Losing Trade -58778 -41158 -58778 -1997479 -591722 -1997479
Avg Bars in Trades 44 46 42 44 46 42
Avg Bars in Winners 58 54 62 58 54 62
Avg Bars in Losers 30 39 19 30 39 19
Bars Traded 4338 2302 2036 4338 2302 2036
Profit Streak 13.3365 15.3365 0 13.3365 15.3365 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 583176 628632 -512017 -319371 -74047 -580149
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4543,
    "evaluation_days": 2271.5,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1570492800000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760126676288,
    "expiration_time": 1765985328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 149,
            "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": [
        [
            1489391.7396876786,
            1470711.648714982,
            18680.0909726963,
            592757.8646624776,
            901383.3294317223,
            -308625.464769244
        ],
        [
            1489.39174,
            1470.711649,
            18.680091,
            592.757865,
            901.383329,
            -308.625465
        ],
        [
            0.655686,
            0.647463,
            0.008224,
            0.085245,
            0.101481,
            0
        ],
        [
            463.675214,
            463.675214,
            463.675214,
            463.675214,
            463.675214,
            463.675214
        ],
        [
            -104303,
            -98539,
            -136095,
            -4680236,
            -1496579,
            -4287677
        ],
        [
            3.205235,
            5.655027,
            1.051969,
            1.054233,
            1.191401,
            0.950386
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            47,
            25,
            22,
            47,
            25,
            22
        ],
        [
            51.546392,
            48.979592,
            54.166667,
            51.546392,
            48.979592,
            54.166667
        ],
        [
            3.012921,
            5.890653,
            0.890127,
            0.990979,
            1.241043,
            0.804173
        ],
        [
            1301160,
            1301160,
            36415,
            1817274,
            1817274,
            832422
        ],
        [
            -58778,
            -41158,
            -58778,
            -1997479,
            -591722,
            -1997479
        ],
        [
            44,
            46,
            42,
            44,
            46,
            42
        ],
        [
            58,
            54,
            62,
            58,
            54,
            62
        ],
        [
            30,
            39,
            19,
            30,
            39,
            19
        ],
        [
            4338,
            2302,
            2036,
            4338,
            2302,
            2036
        ],
        [
            13.336531,
            15.336531,
            0,
            13.336531,
            15.336531,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            583176,
            628632,
            -512017,
            -319371,
            -74047,
            -580149
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4543,
    "evaluation_days": 2271.5,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1570492800000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760126676288,
    "expiration_time": 1765985328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 149,
            "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)