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Trade: CAKE/USDT/60/VWMA/VWMA/3826

Strategy
CAKE/USDT/60/VWMA/VWMA/3826
Pair
CAKE_USDT
Interval
1h
Score
455352
Daily Profit
0.362205
Profit Factor
2.113799
Profitability
48.120301
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-03 21:03
Expiration Time
2025-12-17 19:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 377297.5998 237891.936 139405.6639 1399723.4417 1277875.1033 121848.3384
Total P&L (%) 377.2976 237.8919 139.4057 1399.7234 1277.8751 121.8483
Avg Daily Profit (%) 0.3622 0.2284 0.1338 0.2603 0.2521 0.0765
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40797 -44733 -45120 -860338 -370867 -920178
Profit Factor 2.1138 2.5177 1.7659 1.4386 1.9788 1.0646
Total Trades 133 66 67 133 66 67
Winning Trades 64 34 30 64 34 30
Losing Trades 69 32 37 69 32 37
Profitability (%) 48.1203 51.5152 44.7761 48.1203 51.5152 44.7761
Ratio Avg Win / Avg Loss 2.2789 2.3696 2.178 1.551 1.8624 1.313
Largest Winning Trade 88709 88709 49849 554949 554949 363389
Largest Losing Trade -18775 -13662 -18775 -284816 -153211 -284816
Avg Bars in Trades 185 166 205 185 166 205
Avg Bars in Winners 283 235 337 283 235 337
Avg Bars in Losers 95 93 97 95 93 97
Bars Traded 24727 10984 13743 24727 10984 13743
Profit Streak 0 38.9194 0 0 38.9194 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 455352 -110332 -130008 367800 -110753 -359203
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669510800000,
    "first_datapoint_time": 1670317200000,
    "last_datapoint_time": 1759510800000,
    "evaluation_time": 1759514634877,
    "expiration_time": 1765990800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 53,
            "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": [
        [
            377297.5998173138,
            237891.9359505074,
            139405.6638668066,
            1399723.441659225,
            1277875.1032513601,
            121848.3384078642
        ],
        [
            377.2976,
            237.891936,
            139.405664,
            1399.723442,
            1277.875103,
            121.848338
        ],
        [
            0.362205,
            0.228376,
            0.133829,
            0.260292,
            0.252137,
            0.076524
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40797,
            -44733,
            -45120,
            -860338,
            -370867,
            -920178
        ],
        [
            2.113799,
            2.517728,
            1.765939,
            1.438646,
            1.978812,
            1.064625
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            64,
            34,
            30,
            64,
            34,
            30
        ],
        [
            69,
            32,
            37,
            69,
            32,
            37
        ],
        [
            48.120301,
            51.515152,
            44.776119,
            48.120301,
            51.515152,
            44.776119
        ],
        [
            2.278939,
            2.369626,
            2.177991,
            1.551041,
            1.862412,
            1.313037
        ],
        [
            88709,
            88709,
            49849,
            554949,
            554949,
            363389
        ],
        [
            -18775,
            -13662,
            -18775,
            -284816,
            -153211,
            -284816
        ],
        [
            185,
            166,
            205,
            185,
            166,
            205
        ],
        [
            283,
            235,
            337,
            283,
            235,
            337
        ],
        [
            95,
            93,
            97,
            95,
            93,
            97
        ],
        [
            24727,
            10984,
            13743,
            24727,
            10984,
            13743
        ],
        [
            0,
            38.919385,
            0,
            0,
            38.919385,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            455352,
            -110332,
            -130008,
            367800,
            -110753,
            -359203
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669510800000,
    "first_datapoint_time": 1670317200000,
    "last_datapoint_time": 1759510800000,
    "evaluation_time": 1759514634877,
    "expiration_time": 1765990800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 53,
            "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)