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Trade: CAKE/USDT/120/DEMA/VWMA/7437

Strategy
CAKE/USDT/120/DEMA/VWMA/7437
Pair
CAKE_USDT
Interval
2h
Score
409341
Daily Profit
0.420093
Profit Factor
1.715108
Profitability
36.272040
Streak
24.450618
Best Strategy
Training Data Length
1695.000000
Evaluation Time
2025-10-11 15:48
Expiration Time
2025-12-11 14:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 712058.0805 433811.6788 278246.4017 11132464.5151 9867162.7073 1265301.8078
Total P&L (%) 712.0581 433.8117 278.2464 11132.4645 9867.1627 1265.3018
Avg Daily Profit (%) 0.4201 0.2559 0.1642 0.2789 0.2719 0.1543
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104371 -79262 -61315 -7746916 -3184607 -5354879
Profit Factor 1.7151 1.8671 1.5617 1.669 2.2963 1.1401
Total Trades 397 199 198 397 199 198
Winning Trades 144 67 77 144 67 77
Losing Trades 253 132 121 253 132 121
Profitability (%) 36.272 33.6683 38.8889 36.272 33.6683 38.8889
Ratio Avg Win / Avg Loss 3.0133 3.6784 2.454 2.9323 4.524 1.7917
Largest Winning Trade 86423 86423 51764 3900263 3900263 3032628
Largest Losing Trade -17715 -15219 -17715 -871134 -871134 -820943
Avg Bars in Trades 50 52 49 50 52 49
Avg Bars in Winners 90 94 87 90 94 87
Avg Bars in Losers 28 31 24 28 31 24
Bars Traded 20185 10460 9725 20185 10460 9725
Profit Streak 24.4506 47.2006 24.4506 24.4506 47.2006 24.4506
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 409341 259050 245258 362705 308772 -60908
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20340,
    "evaluation_days": 1695,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614585600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760186933418,
    "expiration_time": 1765456128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 108,
            "offset": 14
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 16,
            "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": [
        [
            712058.0805446851,
            433811.678844564,
            278246.4017001223,
            11132464.515116453,
            9867162.707296621,
            1265301.807819831
        ],
        [
            712.058081,
            433.811679,
            278.246402,
            11132.464515,
            9867.162707,
            1265.301808
        ],
        [
            0.420093,
            0.255936,
            0.164157,
            0.278937,
            0.271866,
            0.154335
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104371,
            -79262,
            -61315,
            -7746916,
            -3184607,
            -5354879
        ],
        [
            1.715108,
            1.867054,
            1.561652,
            1.668998,
            2.296293,
            1.140142
        ],
        [
            397,
            199,
            198,
            397,
            199,
            198
        ],
        [
            144,
            67,
            77,
            144,
            67,
            77
        ],
        [
            253,
            132,
            121,
            253,
            132,
            121
        ],
        [
            36.27204,
            33.668342,
            38.888889,
            36.27204,
            33.668342,
            38.888889
        ],
        [
            3.013349,
            3.678375,
            2.454025,
            2.932336,
            4.524041,
            1.791652
        ],
        [
            86423,
            86423,
            51764,
            3900263,
            3900263,
            3032628
        ],
        [
            -17715,
            -15219,
            -17715,
            -871134,
            -871134,
            -820943
        ],
        [
            50,
            52,
            49,
            50,
            52,
            49
        ],
        [
            90,
            94,
            87,
            90,
            94,
            87
        ],
        [
            28,
            31,
            24,
            28,
            31,
            24
        ],
        [
            20185,
            10460,
            9725,
            20185,
            10460,
            9725
        ],
        [
            24.450618,
            47.200618,
            24.450618,
            24.450618,
            47.200618,
            24.450618
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            409341,
            259050,
            245258,
            362705,
            308772,
            -60908
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20340,
    "evaluation_days": 1695,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614585600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760186933418,
    "expiration_time": 1765456128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 108,
            "offset": 14
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 16,
            "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)