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Trade: CAKE/USDT/120/SINWMA/VWMA/7992

Strategy
CAKE/USDT/120/SINWMA/VWMA/7992
Pair
CAKE_USDT
Interval
2h
Score
398251
Daily Profit
0.330455
Profit Factor
1.508781
Profitability
42.630385
Streak
0.000000
Best Strategy
Training Data Length
1683.580000
Evaluation Time
2025-09-30 06:39
Expiration Time
2025-11-29 18:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 556346.6294 341603.7405 214742.8889 2368763.1418 1561279.8731 807483.2687
Total P&L (%) 556.3466 341.6037 214.7429 2368.7631 1561.2799 807.4833
Avg Daily Profit (%) 0.3305 0.2029 0.1276 0.1906 0.1671 0.1311
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78426 -92066 -50632 -2535865 -1316120 -1782967
Profit Factor 1.5088 1.5882 1.4189 1.1899 1.2191 1.151
Total Trades 441 220 221 441 220 221
Winning Trades 188 88 100 188 88 100
Losing Trades 253 132 121 253 132 121
Profitability (%) 42.6304 40 45.2489 42.6304 40 45.2489
Ratio Avg Win / Avg Loss 2.0304 2.3822 1.7168 1.6013 1.8286 1.3927
Largest Winning Trade 80949 80949 45356 1499154 1499154 999720
Largest Losing Trade -32900 -25470 -32900 -967652 -967652 -678942
Avg Bars in Trades 45 53 36 45 53 36
Avg Bars in Winners 66 78 54 66 78 54
Avg Bars in Losers 29 36 21 29 36 21
Bars Traded 19931 11804 8127 19931 11804 8127
Profit Streak 0 28.8188 0 0 28.8188 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 398251 282568 -22063 -3157 205336 -73299
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20203,
    "evaluation_days": 1683.58,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614376800000,
    "last_datapoint_time": 1759197600000,
    "evaluation_time": 1759203543721,
    "expiration_time": 1764434217600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 90,
            "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": [
        [
            556346.6294164248,
            341603.7404781195,
            214742.8889383049,
            2368763.141794051,
            1561279.873060902,
            807483.2687331497
        ],
        [
            556.346629,
            341.60374,
            214.742889,
            2368.763142,
            1561.279873,
            807.483269
        ],
        [
            0.330455,
            0.202903,
            0.127551,
            0.190627,
            0.167056,
            0.131087
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78426,
            -92066,
            -50632,
            -2535865,
            -1316120,
            -1782967
        ],
        [
            1.508781,
            1.588159,
            1.418858,
            1.189875,
            1.219059,
            1.150983
        ],
        [
            441,
            220,
            221,
            441,
            220,
            221
        ],
        [
            188,
            88,
            100,
            188,
            88,
            100
        ],
        [
            253,
            132,
            121,
            253,
            132,
            121
        ],
        [
            42.630385,
            40,
            45.248869,
            42.630385,
            40,
            45.248869
        ],
        [
            2.030435,
            2.382238,
            1.716818,
            1.601268,
            1.828589,
            1.39269
        ],
        [
            80949,
            80949,
            45356,
            1499154,
            1499154,
            999720
        ],
        [
            -32900,
            -25470,
            -32900,
            -967652,
            -967652,
            -678942
        ],
        [
            45,
            53,
            36,
            45,
            53,
            36
        ],
        [
            66,
            78,
            54,
            66,
            78,
            54
        ],
        [
            29,
            36,
            21,
            29,
            36,
            21
        ],
        [
            19931,
            11804,
            8127,
            19931,
            11804,
            8127
        ],
        [
            0,
            28.818793,
            0,
            0,
            28.818793,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398251,
            282568,
            -22063,
            -3157,
            205336,
            -73299
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20203,
    "evaluation_days": 1683.58,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614376800000,
    "last_datapoint_time": 1759197600000,
    "evaluation_time": 1759203543721,
    "expiration_time": 1764434217600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 90,
            "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)