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Trade: CAKE/USDT/30/DCM/VWAP/1976

Strategy
CAKE/USDT/30/DCM/VWAP/1976
Pair
CAKE_USDT
Interval
30m
Score
490847
Daily Profit
0.737458
Profit Factor
1.570266
Profitability
41.129032
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-13 03:42
Expiration Time
2025-12-27 02:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 384090.4795 244243.2256 139847.2539 1834988.6129 1344960.0866 490028.5263
Total P&L (%) 384.0905 244.2432 139.8473 1834.9886 1344.9601 490.0285
Avg Daily Profit (%) 0.7375 0.469 0.2685 0.5705 0.5141 0.3414
Buy And Hold Return (%) 29.2366 29.2366 29.2366 29.2366 29.2366 29.2366
Max Trade Drawdown -47356 -26998 -42638 -474623 -226560 -364515
Profit Factor 1.5703 1.7601 1.3971 1.5568 1.9068 1.2704
Total Trades 496 248 248 496 248 248
Winning Trades 204 104 100 204 104 100
Losing Trades 292 144 148 292 144 148
Profitability (%) 41.129 41.9355 40.3226 41.129 41.9355 40.3226
Ratio Avg Win / Avg Loss 2.2476 2.4371 2.0677 2.2284 2.6402 1.8802
Largest Winning Trade 50441 40368 50441 512296 437616 512296
Largest Losing Trade -16157 -9155 -16157 -128284 -104633 -128284
Avg Bars in Trades 50 50 49 50 50 49
Avg Bars in Winners 75 75 76 75 75 76
Avg Bars in Losers 32 32 31 32 32 31
Bars Traded 24829 12532 12297 24829 12532 12297
Profit Streak 0 7.1338 0 0 7.1338 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 490847 412001 175627 451501 451083 225114
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715317200000,
    "first_datapoint_time": 1715457600000,
    "last_datapoint_time": 1760315400000,
    "evaluation_time": 1760316164005,
    "expiration_time": 1766795400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            384090.4795126943,
            244243.2256251583,
            139847.2538875359,
            1834988.6128805531,
            1344960.0865578095,
            490028.5263227435
        ],
        [
            384.09048,
            244.243226,
            139.847254,
            1834.988613,
            1344.960087,
            490.028526
        ],
        [
            0.737458,
            0.46895,
            0.268508,
            0.57046,
            0.514088,
            0.341384
        ],
        [
            29.236641,
            29.236641,
            29.236641,
            29.236641,
            29.236641,
            29.236641
        ],
        [
            -47356,
            -26998,
            -42638,
            -474623,
            -226560,
            -364515
        ],
        [
            1.570266,
            1.760118,
            1.397061,
            1.556805,
            1.906832,
            1.270372
        ],
        [
            496,
            248,
            248,
            496,
            248,
            248
        ],
        [
            204,
            104,
            100,
            204,
            104,
            100
        ],
        [
            292,
            144,
            148,
            292,
            144,
            148
        ],
        [
            41.129032,
            41.935484,
            40.322581,
            41.129032,
            41.935484,
            40.322581
        ],
        [
            2.247635,
            2.437087,
            2.06765,
            2.228368,
            2.640229,
            1.88015
        ],
        [
            50441,
            40368,
            50441,
            512296,
            437616,
            512296
        ],
        [
            -16157,
            -9155,
            -16157,
            -128284,
            -104633,
            -128284
        ],
        [
            50,
            50,
            49,
            50,
            50,
            49
        ],
        [
            75,
            75,
            76,
            75,
            75,
            76
        ],
        [
            32,
            32,
            31,
            32,
            32,
            31
        ],
        [
            24829,
            12532,
            12297,
            24829,
            12532,
            12297
        ],
        [
            0,
            7.133842,
            0,
            0,
            7.133843,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            490847,
            412001,
            175627,
            451501,
            451083,
            225114
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715317200000,
    "first_datapoint_time": 1715457600000,
    "last_datapoint_time": 1760315400000,
    "evaluation_time": 1760316164005,
    "expiration_time": 1766795400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)