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Trade: CAKE/USDT/60/VWMA/VWMA/1428

Strategy
CAKE/USDT/60/VWMA/VWMA/1428
Pair
CAKE_USDT
Interval
1h
Score
425869
Daily Profit
0.469389
Profit Factor
1.809652
Profitability
41.543027
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-08 17:46
Expiration Time
2025-12-22 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 488948.8624 299071.9534 189876.9091 3223319.9541 2530320.8242 692999.1299
Total P&L (%) 488.9489 299.072 189.8769 3223.32 2530.3208 692.9991
Avg Daily Profit (%) 0.4694 0.2871 0.1823 0.3369 0.3144 0.199
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -56605 -60308 -53013 -629088 -508429 -925523
Profit Factor 1.8097 2.0367 1.602 1.5307 1.9705 1.1999
Total Trades 337 168 169 337 168 169
Winning Trades 140 62 78 140 62 78
Losing Trades 197 106 91 197 106 91
Profitability (%) 41.543 36.9048 46.1538 41.543 36.9048 46.1538
Ratio Avg Win / Avg Loss 2.5464 3.4821 1.869 2.1539 3.3689 1.3999
Largest Winning Trade 65134 65134 35224 1070531 1070531 828046
Largest Losing Trade -22065 -13611 -22065 -463158 -249121 -463158
Avg Bars in Trades 73 68 78 73 68 78
Avg Bars in Winners 122 117 126 122 117 126
Avg Bars in Losers 38 39 37 38 39 37
Bars Traded 24735 11478 13258 24735 11478 13258
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 425869 268867 336087 370288 287659 224087
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669932000000,
    "first_datapoint_time": 1670277600000,
    "last_datapoint_time": 1759932000000,
    "evaluation_time": 1759934808640,
    "expiration_time": 1766412000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 56,
            "offset": 41
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 93,
            "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": [
        [
            488948.8624348716,
            299071.9533545508,
            189876.9090803213,
            3223319.954130601,
            2530320.8242161646,
            692999.1299144356
        ],
        [
            488.948862,
            299.071953,
            189.876909,
            3223.319954,
            2530.320824,
            692.99913
        ],
        [
            0.469389,
            0.287108,
            0.182281,
            0.336906,
            0.314382,
            0.19898
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -56605,
            -60308,
            -53013,
            -629088,
            -508429,
            -925523
        ],
        [
            1.809652,
            2.036699,
            1.60199,
            1.530674,
            1.970491,
            1.199899
        ],
        [
            337,
            168,
            169,
            337,
            168,
            169
        ],
        [
            140,
            62,
            78,
            140,
            62,
            78
        ],
        [
            197,
            106,
            91,
            197,
            106,
            91
        ],
        [
            41.543027,
            36.904762,
            46.153846,
            41.543027,
            36.904762,
            46.153846
        ],
        [
            2.546439,
            3.482098,
            1.868989,
            2.153877,
            3.368904,
            1.399882
        ],
        [
            65134,
            65134,
            35224,
            1070531,
            1070531,
            828046
        ],
        [
            -22065,
            -13611,
            -22065,
            -463158,
            -249121,
            -463158
        ],
        [
            73,
            68,
            78,
            73,
            68,
            78
        ],
        [
            122,
            117,
            126,
            122,
            117,
            126
        ],
        [
            38,
            39,
            37,
            38,
            39,
            37
        ],
        [
            24735,
            11478,
            13258,
            24735,
            11478,
            13258
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425869,
            268867,
            336087,
            370288,
            287659,
            224087
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669932000000,
    "first_datapoint_time": 1670277600000,
    "last_datapoint_time": 1759932000000,
    "evaluation_time": 1759934808640,
    "expiration_time": 1766412000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 56,
            "offset": 41
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 93,
            "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)