1. A processor-implemented method for anomaly detection in an application, the method comprising: 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; capturing, during the execution, metrics associated with the one or more methods; 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 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