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Trade: CAKE/USDT/480/ZLMA/VWAP/5972

Strategy
CAKE/USDT/480/ZLMA/VWAP/5972
Pair
CAKE_USDT
Interval
8h
Score
327767
Daily Profit
0.326327
Profit Factor
1.597349
Profitability
34.640523
Streak
15.860971
Best Strategy
Training Data Length
1695.000000
Evaluation Time
2025-10-10 23:39
Expiration Time
2025-11-30 14:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 553124.1966 356489.2289 196634.9676 2501535.2808 2170366.3952 331168.8856
Total P&L (%) 553.1242 356.4892 196.635 2501.5353 2170.3664 331.1689
Avg Daily Profit (%) 0.3263 0.2103 0.116 0.1924 0.1844 0.0863
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72738 -98927 -69707 -991133 -296196 -1009972
Profit Factor 1.5973 1.7685 1.4256 1.6733 2.3946 1.1534
Total Trades 306 153 153 306 153 153
Winning Trades 106 54 52 106 54 52
Losing Trades 200 99 101 200 99 101
Profitability (%) 34.6405 35.2941 33.9869 34.6405 35.2941 33.9869
Ratio Avg Win / Avg Loss 3.0139 3.2422 2.7689 3.1572 4.39 2.2402
Largest Winning Trade 69838 69838 52954 750340 750340 607671
Largest Losing Trade -23123 -23123 -21870 -299233 -168679 -299233
Avg Bars in Trades 16 17 14 16 17 14
Avg Bars in Winners 30 30 31 30 30 31
Avg Bars in Losers 8 11 6 8 11 6
Bars Traded 5008 2730 2278 5008 2730 2278
Profit Streak 15.861 15.861 16.861 15.861 15.861 16.861
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327767 232082 -41296 292246 282602 -133624
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5085,
    "evaluation_days": 1695,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615622400000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760128787877,
    "expiration_time": 1764505440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 68,
            "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": [
        [
            553124.1965515198,
            356489.2289364011,
            196634.9676151192,
            2501535.2808380444,
            2170366.3952015373,
            331168.8856365074
        ],
        [
            553.124197,
            356.489229,
            196.634968,
            2501.535281,
            2170.366395,
            331.168886
        ],
        [
            0.326327,
            0.210318,
            0.116009,
            0.192438,
            0.18439,
            0.086251
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72738,
            -98927,
            -69707,
            -991133,
            -296196,
            -1009972
        ],
        [
            1.597349,
            1.768463,
            1.425556,
            1.673301,
            2.394556,
            1.153389
        ],
        [
            306,
            153,
            153,
            306,
            153,
            153
        ],
        [
            106,
            54,
            52,
            106,
            54,
            52
        ],
        [
            200,
            99,
            101,
            200,
            99,
            101
        ],
        [
            34.640523,
            35.294118,
            33.986928,
            34.640523,
            35.294118,
            33.986928
        ],
        [
            3.013865,
            3.242182,
            2.768868,
            3.157172,
            4.390019,
            2.240236
        ],
        [
            69838,
            69838,
            52954,
            750340,
            750340,
            607671
        ],
        [
            -23123,
            -23123,
            -21870,
            -299233,
            -168679,
            -299233
        ],
        [
            16,
            17,
            14,
            16,
            17,
            14
        ],
        [
            30,
            30,
            31,
            30,
            30,
            31
        ],
        [
            8,
            11,
            6,
            8,
            11,
            6
        ],
        [
            5008,
            2730,
            2278,
            5008,
            2730,
            2278
        ],
        [
            15.860971,
            15.860971,
            16.860971,
            15.860971,
            15.860971,
            16.860971
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327767,
            232082,
            -41296,
            292246,
            282602,
            -133624
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5085,
    "evaluation_days": 1695,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615622400000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760128787877,
    "expiration_time": 1764505440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 68,
            "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)