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Trade: CAKE/USDT/15/RMA/VWMA/1250

Strategy
CAKE/USDT/15/RMA/VWMA/1250
Pair
CAKE_USDT
Interval
15m
Score
318526
Daily Profit
0.497333
Profit Factor
2.251342
Profitability
47.058824
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-07 16:39
Expiration Time
2025-12-21 15:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 180369.4909 121032.8298 59336.661 303051.3558 263986.2418 39065.1139
Total P&L (%) 180.3695 121.0328 59.3367 303.0514 263.9862 39.0651
Avg Daily Profit (%) 0.6926 0.4648 0.2279 0.5367 0.4973 0.1267
Buy And Hold Return (%) 85.8099 85.8099 85.8099 85.8099 85.8099 85.8099
Max Trade Drawdown -31818 -13137 -30103 -170574 -67502 -163496
Profit Factor 2.5808 3.1788 2.0135 1.6081 2.2513 1.1359
Total Trades 69 34 35 69 34 35
Winning Trades 31 16 15 31 16 15
Losing Trades 38 18 20 38 18 20
Profitability (%) 44.9275 47.0588 42.8571 44.9275 47.0588 42.8571
Ratio Avg Win / Avg Loss 3.1636 3.5761 2.6846 1.9712 2.5328 1.5146
Largest Winning Trade 69765 69765 29291 134444 134444 101719
Largest Losing Trade -10552 -10552 -8608 -44286 -33787 -44286
Avg Bars in Trades 352 356 349 352 356 349
Avg Bars in Winners 568 564 573 568 564 573
Avg Bars in Losers 176 170 180 176 170 180
Bars Traded 24324 12106 12218 24324 12106 12218
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 -99102 -24671 -158275 -98741 318526 -263709
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737344700000,
    "first_datapoint_time": 1737506700000,
    "last_datapoint_time": 1759843800000,
    "evaluation_time": 1759844384733,
    "expiration_time": 1766323800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 181,
            "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": [
        [
            180369.4908592072,
            121032.8298148864,
            59336.6610443206,
            303051.3557715011,
            263986.2418254722,
            39065.1139460292
        ],
        [
            180.369491,
            121.03283,
            59.336661,
            303.051356,
            263.986242,
            39.065114
        ],
        [
            0.69261,
            0.46476,
            0.22785,
            0.536683,
            0.497333,
            0.126711
        ],
        [
            85.809906,
            85.809906,
            85.809906,
            85.809906,
            85.809906,
            85.809906
        ],
        [
            -31818,
            -13137,
            -30103,
            -170574,
            -67502,
            -163496
        ],
        [
            2.580802,
            3.17877,
            2.013453,
            1.608109,
            2.251342,
            1.135932
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            44.927536,
            47.058824,
            42.857143,
            44.927536,
            47.058824,
            42.857143
        ],
        [
            3.163564,
            3.576117,
            2.684604,
            1.971231,
            2.53276,
            1.514576
        ],
        [
            69765,
            69765,
            29291,
            134444,
            134444,
            101719
        ],
        [
            -10552,
            -10552,
            -8608,
            -44286,
            -33787,
            -44286
        ],
        [
            352,
            356,
            349,
            352,
            356,
            349
        ],
        [
            568,
            564,
            573,
            568,
            564,
            573
        ],
        [
            176,
            170,
            180,
            176,
            170,
            180
        ],
        [
            24324,
            12106,
            12218,
            24324,
            12106,
            12218
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -99102,
            -24671,
            -158275,
            -98741,
            318526,
            -263709
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737344700000,
    "first_datapoint_time": 1737506700000,
    "last_datapoint_time": 1759843800000,
    "evaluation_time": 1759844384733,
    "expiration_time": 1766323800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 181,
            "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)