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Trade: CAKE/USDT/360/SUPERTREND/VWAP/2510

Strategy
CAKE/USDT/360/SUPERTREND/VWAP/2510
Pair
CAKE_USDT
Interval
6h
Score
354964
Daily Profit
0.284453
Profit Factor
1.694118
Profitability
43.478261
Streak
0.000000
Best Strategy
Training Data Length
1691.250000
Evaluation Time
2025-10-07 11:51
Expiration Time
2025-11-27 01:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 481080.3449 282972.8766 198107.4683 1744385.3488 1604838.588 139546.7608
Total P&L (%) 481.0803 282.9729 198.1075 1744.3853 1604.8386 139.5468
Avg Daily Profit (%) 0.2845 0.1673 0.1171 0.1725 0.1678 0.0517
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67260 -91010 -40388 -662943 -358623 -551187
Profit Factor 1.6941 1.7817 1.5983 1.6172 2.2923 1.0881
Total Trades 161 80 81 161 80 81
Winning Trades 70 34 36 70 34 36
Losing Trades 91 46 45 91 46 45
Profitability (%) 43.4783 42.5 44.4444 43.4783 42.5 44.4444
Ratio Avg Win / Avg Loss 2.2024 2.4106 1.9979 2.1023 3.1013 1.3601
Largest Winning Trade 56225 56225 52902 404178 404178 321104
Largest Losing Trade -28012 -23772 -28012 -301198 -203527 -301198
Avg Bars in Trades 40 38 43 40 38 43
Avg Bars in Winners 59 50 66 59 50 66
Avg Bars in Losers 26 29 24 26 29 24
Bars Traded 6586 3064 3522 6586 3064 3522
Profit Streak 0 19.869 0 0 19.869 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354964 -10589 -47724 330168 -9182 -261690
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6765,
    "evaluation_days": 1691.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1616954400000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759827084367,
    "expiration_time": 1764200520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 191,
            "offset": 0,
            "multiplier": 2.72765
        }
    },
    "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": [
        [
            481080.344860982,
            282972.8765793868,
            198107.4682815953,
            1744385.3487873315,
            1604838.5879874988,
            139546.7607998323
        ],
        [
            481.080345,
            282.972877,
            198.107468,
            1744.385349,
            1604.838588,
            139.546761
        ],
        [
            0.284453,
            0.167316,
            0.117137,
            0.17249,
            0.167831,
            0.051666
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67260,
            -91010,
            -40388,
            -662943,
            -358623,
            -551187
        ],
        [
            1.694118,
            1.781724,
            1.598339,
            1.617169,
            2.292261,
            1.088067
        ],
        [
            161,
            80,
            81,
            161,
            80,
            81
        ],
        [
            70,
            34,
            36,
            70,
            34,
            36
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            43.478261,
            42.5,
            44.444444,
            43.478261,
            42.5,
            44.444444
        ],
        [
            2.202354,
            2.410568,
            1.997924,
            2.10232,
            3.101294,
            1.360084
        ],
        [
            56225,
            56225,
            52902,
            404178,
            404178,
            321104
        ],
        [
            -28012,
            -23772,
            -28012,
            -301198,
            -203527,
            -301198
        ],
        [
            40,
            38,
            43,
            40,
            38,
            43
        ],
        [
            59,
            50,
            66,
            59,
            50,
            66
        ],
        [
            26,
            29,
            24,
            26,
            29,
            24
        ],
        [
            6586,
            3064,
            3522,
            6586,
            3064,
            3522
        ],
        [
            0,
            19.869032,
            0,
            0,
            19.869032,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354964,
            -10589,
            -47724,
            330168,
            -9182,
            -261690
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6765,
    "evaluation_days": 1691.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1616954400000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759827084367,
    "expiration_time": 1764200520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 191,
            "offset": 0,
            "multiplier": 2.72765
        }
    },
    "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)