1. A processor-implemented method for anomaly detection in an application, the method comprising systematically executing at least one thread associated with the application, wherein executing the at least one thread results in invoking one or more methods associated with the at least one thread, wherein the at least one thread is systematically executed upon establishing a monitoring session with a server that runs the application; periodically capturing, during the execution, metrics associated with the one or more methods during the monitoring session, wherein the metrics are generated during systematic execution of the application in runtime environment, wherein the metrics are periodically captured using a default auto-generated standard configuration; systematically arranging the metrics in a data structure to represent a plurality of thread-method pairs and the metrics corresponding to each of the plurality of thread-method pairs; and identifying, from the data structure, one or more anomalies associated with the one or more methods based on a detection of at least one predetermined condition associated with the metrics in the data structure, wherein an anomaly of the one or more anomalies comprises one of unexited anomaly, an exception anomaly and a user-defined anomaly.