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Trade: CAKE/USDT/720/PSAR/VWAP/7354

Strategy
CAKE/USDT/720/PSAR/VWAP/7354
Pair
CAKE_USDT
Interval
12h
Score
447105
Daily Profit
0.309808
Profit Factor
1.563121
Profitability
45.769231
Streak
10.694190
Best Strategy
Training Data Length
1697.500000
Evaluation Time
2025-10-13 07:39
Expiration Time
2025-12-03 00:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 525899.1973 305381.1615 220518.0358 2103117.8491 2761202.5985 -658084.7494
Total P&L (%) 525.8992 305.3812 220.518 2103.1178 2761.2026 -658.0847
Avg Daily Profit (%) 0.3098 0.1799 0.1299 0.1823 0.1978 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121840 -89687 -93058 -5275612 -1836237 -4240098
Profit Factor 1.5631 1.6945 1.4462 1.189 1.558 0.8935
Total Trades 260 130 130 260 130 130
Winning Trades 119 58 61 119 58 61
Losing Trades 141 72 69 141 72 69
Profitability (%) 45.7692 44.6154 46.9231 45.7692 44.6154 46.9231
Ratio Avg Win / Avg Loss 1.8521 2.1035 1.6359 1.4088 1.934 1.0107
Largest Winning Trade 58788 58788 57120 2063200 2063200 1527199
Largest Losing Trade -33484 -18672 -33484 -1337301 -1018392 -1337301
Avg Bars in Trades 13 12 13 13 12 13
Avg Bars in Winners 18 16 20 18 16 20
Avg Bars in Losers 8 8 8 8 8 8
Bars Traded 3386 1584 1802 3386 1584 1802
Profit Streak 10.6942 48.6942 0 10.6942 48.6942 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 447105 361855 -18635 -4114 366536 -580239
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3395,
    "evaluation_days": 1697.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1613692800000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760330378021,
    "expiration_time": 1764713520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 149,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            525899.1972940332,
            305381.161511961,
            220518.0357820721,
            2103117.849149303,
            2761202.598542361,
            -658084.749393057
        ],
        [
            525.899197,
            305.381162,
            220.518036,
            2103.117849,
            2761.202599,
            -658.084749
        ],
        [
            0.309808,
            0.179901,
            0.129908,
            0.182343,
            0.19777,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121840,
            -89687,
            -93058,
            -5275612,
            -1836237,
            -4240098
        ],
        [
            1.563121,
            1.694517,
            1.446213,
            1.188987,
            1.557952,
            0.893506
        ],
        [
            260,
            130,
            130,
            260,
            130,
            130
        ],
        [
            119,
            58,
            61,
            119,
            58,
            61
        ],
        [
            141,
            72,
            69,
            141,
            72,
            69
        ],
        [
            45.769231,
            44.615385,
            46.923077,
            45.769231,
            44.615385,
            46.923077
        ],
        [
            1.852101,
            2.103539,
            1.63588,
            1.408799,
            1.93401,
            1.010688
        ],
        [
            58788,
            58788,
            57120,
            2063200,
            2063200,
            1527199
        ],
        [
            -33484,
            -18672,
            -33484,
            -1337301,
            -1018392,
            -1337301
        ],
        [
            13,
            12,
            13,
            13,
            12,
            13
        ],
        [
            18,
            16,
            20,
            18,
            16,
            20
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            3386,
            1584,
            1802,
            3386,
            1584,
            1802
        ],
        [
            10.69419,
            48.69419,
            0,
            10.69419,
            48.69419,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            447105,
            361855,
            -18635,
            -4114,
            366536,
            -580239
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3395,
    "evaluation_days": 1697.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1613692800000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760330378021,
    "expiration_time": 1764713520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 149,
            "af": 0,
            "af0": 0,
            "max_af": 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)