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Trade: CAKE/USDT/120/VWMA/TEMA/2414

Strategy
CAKE/USDT/120/VWMA/TEMA/2414
Pair
CAKE_USDT
Interval
2h
Score
400424
Daily Profit
0.210844
Profit Factor
1.744466
Profitability
47.126437
Streak
42.685691
Best Strategy
Training Data Length
1683.670000
Evaluation Time
2025-09-30 07:27
Expiration Time
2025-11-29 20:41

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 354992.381 193581.9845 161410.3964 476619.5748 309885.042 166734.5328
Total P&L (%) 354.9924 193.582 161.4104 476.6196 309.885 166.7345
Avg Daily Profit (%) 0.2108 0.115 0.0959 0.1041 0.0838 0.0583
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109461 -65752 -59320 -1245676 -740732 -594449
Profit Factor 1.7445 1.7412 1.7484 1.1535 1.1889 1.1138
Total Trades 87 44 43 87 44 43
Winning Trades 41 18 23 41 18 23
Losing Trades 46 26 20 46 26 20
Profitability (%) 47.1264 40.9091 53.4884 47.1264 40.9091 53.4884
Ratio Avg Win / Avg Loss 1.9572 2.5151 1.5204 1.2941 1.7173 0.9685
Largest Winning Trade 105061 105061 53685 585192 585192 255440
Largest Losing Trade -27297 -25502 -27297 -340291 -313587 -340291
Avg Bars in Trades 227 185 269 227 185 269
Avg Bars in Winners 348 328 364 348 328 364
Avg Bars in Losers 118 86 161 118 86 161
Bars Traded 19757 8148 11609 19757 8148 11609
Profit Streak 42.6857 42.6857 47.1024 42.6857 42.6857 47.1024
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 400424 -39129 -60175 -105619 -95568 -210663
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20204,
    "evaluation_days": 1683.67,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615492800000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759206443717,
    "expiration_time": 1764441676800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 212,
            "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": [
        [
            354992.3809668985,
            193581.9845352551,
            161410.3964316435,
            476619.5747863653,
            309885.0419607778,
            166734.5328255878
        ],
        [
            354.992381,
            193.581985,
            161.410396,
            476.619575,
            309.885042,
            166.734533
        ],
        [
            0.210844,
            0.114976,
            0.095868,
            0.104113,
            0.083823,
            0.058288
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109461,
            -65752,
            -59320,
            -1245676,
            -740732,
            -594449
        ],
        [
            1.744466,
            1.741193,
            1.74843,
            1.15345,
            1.188923,
            1.113752
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            41,
            18,
            23,
            41,
            18,
            23
        ],
        [
            46,
            26,
            20,
            46,
            26,
            20
        ],
        [
            47.126437,
            40.909091,
            53.488372,
            47.126437,
            40.909091,
            53.488372
        ],
        [
            1.957206,
            2.515056,
            1.520374,
            1.294114,
            1.717334,
            0.96848
        ],
        [
            105061,
            105061,
            53685,
            585192,
            585192,
            255440
        ],
        [
            -27297,
            -25502,
            -27297,
            -340291,
            -313587,
            -340291
        ],
        [
            227,
            185,
            269,
            227,
            185,
            269
        ],
        [
            348,
            328,
            364,
            348,
            328,
            364
        ],
        [
            118,
            86,
            161,
            118,
            86,
            161
        ],
        [
            19757,
            8148,
            11609,
            19757,
            8148,
            11609
        ],
        [
            42.685691,
            42.685691,
            47.102358,
            42.685691,
            42.685691,
            47.102358
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400424,
            -39129,
            -60175,
            -105619,
            -95568,
            -210663
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20204,
    "evaluation_days": 1683.67,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615492800000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759206443717,
    "expiration_time": 1764441676800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 212,
            "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)