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Trade: CAKE/USDT/360/HILO/VWAP/1809

Strategy
CAKE/USDT/360/HILO/VWAP/1809
Pair
CAKE_USDT
Interval
6h
Score
415938
Daily Profit
0.393513
Profit Factor
1.698566
Profitability
39.083558
Streak
8.443542
Best Strategy
Training Data Length
1694.250000
Evaluation Time
2025-10-10 13:38
Expiration Time
2025-11-30 03:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 666709.6387 401008.6077 265701.0311 8101604.3945 6997763.2643 1103841.1303
Total P&L (%) 666.7096 401.0086 265.701 8101.6044 6997.7633 1103.8411
Avg Daily Profit (%) 0.3935 0.2367 0.1568 0.2604 0.2519 0.147
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -55054 -64330 -45859 -4319415 -1442002 -3361937
Profit Factor 1.6986 1.8846 1.5303 1.5799 2.1689 1.1383
Total Trades 371 186 185 371 186 185
Winning Trades 145 66 79 145 66 79
Losing Trades 226 120 106 226 120 106
Profitability (%) 39.0836 35.4839 42.7027 39.0836 35.4839 42.7027
Ratio Avg Win / Avg Loss 2.6474 3.4265 2.0533 2.4625 3.9434 1.5273
Largest Winning Trade 88582 88582 54293 2426714 2426714 1805881
Largest Losing Trade -23519 -15101 -23519 -668939 -538351 -668939
Avg Bars in Trades 18 18 17 18 18 17
Avg Bars in Winners 32 34 30 32 34 30
Avg Bars in Losers 9 9 8 9 9 8
Bars Traded 6735 3433 3302 6735 3433 3302
Profit Streak 8.4435 10.9435 0 8.4435 10.9435 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 415938 259403 277469 363734 298835 -65900
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6777,
    "evaluation_days": 1694.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614254400000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760092722084,
    "expiration_time": 1764467496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            666709.6387223738,
            401008.6076558731,
            265701.0310665009,
            8101604.394549309,
            6997763.264297105,
            1103841.1302522074
        ],
        [
            666.709639,
            401.008608,
            265.701031,
            8101.604395,
            6997.763264,
            1103.84113
        ],
        [
            0.393513,
            0.236688,
            0.156825,
            0.260449,
            0.251895,
            0.146964
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -55054,
            -64330,
            -45859,
            -4319415,
            -1442002,
            -3361937
        ],
        [
            1.698566,
            1.884557,
            1.530285,
            1.579939,
            2.168884,
            1.138273
        ],
        [
            371,
            186,
            185,
            371,
            186,
            185
        ],
        [
            145,
            66,
            79,
            145,
            66,
            79
        ],
        [
            226,
            120,
            106,
            226,
            120,
            106
        ],
        [
            39.083558,
            35.483871,
            42.702703,
            39.083558,
            35.483871,
            42.702703
        ],
        [
            2.647421,
            3.426467,
            2.053294,
            2.462525,
            3.943425,
            1.527303
        ],
        [
            88582,
            88582,
            54293,
            2426714,
            2426714,
            1805881
        ],
        [
            -23519,
            -15101,
            -23519,
            -668939,
            -538351,
            -668939
        ],
        [
            18,
            18,
            17,
            18,
            18,
            17
        ],
        [
            32,
            34,
            30,
            32,
            34,
            30
        ],
        [
            9,
            9,
            8,
            9,
            9,
            8
        ],
        [
            6735,
            3433,
            3302,
            6735,
            3433,
            3302
        ],
        [
            8.443542,
            10.943542,
            0,
            8.443543,
            10.943543,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            415938,
            259403,
            277469,
            363734,
            298835,
            -65900
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6777,
    "evaluation_days": 1694.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614254400000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760092722084,
    "expiration_time": 1764467496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)