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Trade: CAKE/USDT/120/VWMA/JMA/8554

Strategy
CAKE/USDT/120/VWMA/JMA/8554
Pair
CAKE_USDT
Interval
2h
Score
453714
Daily Profit
0.416278
Profit Factor
2.379160
Profitability
44.366197
Streak
0.000000
Best Strategy
Training Data Length
1688.170000
Evaluation Time
2025-10-04 19:43
Expiration Time
2025-12-04 12:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 702747.3597 426217.6702 276529.6895 8551262.5313 10107863.1883 -1556600.657
Total P&L (%) 702.7474 426.2177 276.5297 8551.2625 10107.8632 -1556.6007
Avg Daily Profit (%) 0.4163 0.2525 0.1638 0.2646 0.2744 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113892 -53524 -89654 -21158449 -4937577 -16607155
Profit Factor 2.3792 2.6109 2.1289 1.2614 1.8298 0.9242
Total Trades 142 71 71 142 71 71
Winning Trades 63 28 35 63 28 35
Losing Trades 79 43 36 79 43 36
Profitability (%) 44.3662 39.4366 49.2958 44.3662 39.4366 49.2958
Ratio Avg Win / Avg Loss 2.9834 4.0096 2.1897 1.5818 2.81 0.9506
Largest Winning Trade 191730 191730 52606 4994242 4967619 4994242
Largest Losing Trade -24218 -19009 -24218 -2952760 -1372184 -2952760
Avg Bars in Trades 140 117 164 140 117 164
Avg Bars in Winners 238 210 260 238 210 260
Avg Bars in Losers 63 56 70 63 56 70
Bars Traded 20012 8349 11663 20012 8349 11663
Profit Streak 0 18.5305 0 0 18.5305 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 453714 -77455 -75871 278409 -78358 -668009
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20258,
    "evaluation_days": 1688.17,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615327200000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759596233404,
    "expiration_time": 1764844473600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 66,
            "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": [
        [
            702747.3597228513,
            426217.6701806503,
            276529.6895422005,
            8551262.531262178,
            10107863.188311972,
            -1556600.6570497914
        ],
        [
            702.74736,
            426.21767,
            276.52969,
            8551.262531,
            10107.863188,
            -1556.600657
        ],
        [
            0.416278,
            0.252473,
            0.163804,
            0.264558,
            0.274385,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113892,
            -53524,
            -89654,
            -21158449,
            -4937577,
            -16607155
        ],
        [
            2.37916,
            2.610874,
            2.128879,
            1.261405,
            1.829766,
            0.924183
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            63,
            28,
            35,
            63,
            28,
            35
        ],
        [
            79,
            43,
            36,
            79,
            43,
            36
        ],
        [
            44.366197,
            39.43662,
            49.295775,
            44.366197,
            39.43662,
            49.295775
        ],
        [
            2.983391,
            4.009556,
            2.189704,
            1.581762,
            2.809998,
            0.950589
        ],
        [
            191730,
            191730,
            52606,
            4994242,
            4967619,
            4994242
        ],
        [
            -24218,
            -19009,
            -24218,
            -2952760,
            -1372184,
            -2952760
        ],
        [
            140,
            117,
            164,
            140,
            117,
            164
        ],
        [
            238,
            210,
            260,
            238,
            210,
            260
        ],
        [
            63,
            56,
            70,
            63,
            56,
            70
        ],
        [
            20012,
            8349,
            11663,
            20012,
            8349,
            11663
        ],
        [
            0,
            18.530479,
            0,
            0,
            18.530479,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            453714,
            -77455,
            -75871,
            278409,
            -78358,
            -668009
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20258,
    "evaluation_days": 1688.17,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615327200000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759596233404,
    "expiration_time": 1764844473600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 66,
            "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)