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Trade: CAKE/USDT/30/VWAP/HILO/7454

Strategy
CAKE/USDT/30/VWAP/HILO/7454
Pair
CAKE_USDT
Interval
30m
Score
404491
Daily Profit
0.503255
Profit Factor
1.523213
Profitability
42.659280
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-28 09:19
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 262110.4972 166355.7423 95754.7549 583180.558 545516.4012 37664.1567
Total P&L (%) 262.1105 166.3557 95.7548 583.1806 545.5164 37.6642
Avg Daily Profit (%) 0.5033 0.3194 0.1839 0.3696 0.3587 0.0614
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -54093 -30573 -37468 -460345 -193266 -330385
Profit Factor 1.5232 1.7159 1.3565 1.2539 1.5208 1.0301
Total Trades 361 180 181 361 180 181
Winning Trades 154 73 81 154 73 81
Losing Trades 207 107 100 207 107 100
Profitability (%) 42.6593 40.5556 44.7514 42.6593 40.5556 44.7514
Ratio Avg Win / Avg Loss 2.0474 2.515 1.6747 1.6855 2.2291 1.2718
Largest Winning Trade 47238 47238 29729 215392 215392 163369
Largest Losing Trade -19511 -7452 -19511 -85244 -68865 -85244
Avg Bars in Trades 68 63 73 68 63 73
Avg Bars in Winners 105 107 104 105 107 104
Avg Bars in Losers 41 34 48 41 34 48
Bars Traded 24850 11518 13332 24850 11518 13332
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 404491 289404 245010 319130 291025 -302963
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1713918600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1759040356428,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 106
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            262110.4971537531,
            166355.7422976369,
            95754.7548561163,
            583180.5579502966,
            545516.4012301281,
            37664.1567201685
        ],
        [
            262.110497,
            166.355742,
            95.754755,
            583.180558,
            545.516401,
            37.664157
        ],
        [
            0.503255,
            0.319405,
            0.18385,
            0.369629,
            0.358701,
            0.061391
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -54093,
            -30573,
            -37468,
            -460345,
            -193266,
            -330385
        ],
        [
            1.523213,
            1.715853,
            1.356529,
            1.253917,
            1.520815,
            1.030148
        ],
        [
            361,
            180,
            181,
            361,
            180,
            181
        ],
        [
            154,
            73,
            81,
            154,
            73,
            81
        ],
        [
            207,
            107,
            100,
            207,
            107,
            100
        ],
        [
            42.65928,
            40.555556,
            44.751381,
            42.65928,
            40.555556,
            44.751381
        ],
        [
            2.047435,
            2.515017,
            1.674727,
            1.68546,
            2.229139,
            1.271788
        ],
        [
            47238,
            47238,
            29729,
            215392,
            215392,
            163369
        ],
        [
            -19511,
            -7452,
            -19511,
            -85244,
            -68865,
            -85244
        ],
        [
            68,
            63,
            73,
            68,
            63,
            73
        ],
        [
            105,
            107,
            104,
            105,
            107,
            104
        ],
        [
            41,
            34,
            48,
            41,
            34,
            48
        ],
        [
            24850,
            11518,
            13332,
            24850,
            11518,
            13332
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            404491,
            289404,
            245010,
            319130,
            291025,
            -302963
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1713918600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1759040356428,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 106
        }
    },
    "second_band": {
        "type": "hilo",
        "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)