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Trade: CAKE/USDT/360/PWMA/VWAP/4395

Strategy
CAKE/USDT/360/PWMA/VWAP/4395
Pair
CAKE_USDT
Interval
6h
Score
312508
Daily Profit
0.326341
Profit Factor
1.493449
Profitability
36.136364
Streak
0.000000
Best Strategy
Training Data Length
1690.250000
Evaluation Time
2025-10-06 09:23
Expiration Time
2025-11-26 00:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 551598.692 324780.2678 226818.4242 2722975.6632 2309130.735 413844.9281
Total P&L (%) 551.5987 324.7803 226.8184 2722.9757 2309.1307 413.8449
Avg Daily Profit (%) 0.3263 0.1921 0.1342 0.1978 0.1884 0.0969
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -68433 -67726 -82570 -1000723 -442181 -1049842
Profit Factor 1.4934 1.6379 1.3726 1.4129 1.8254 1.109
Total Trades 440 220 220 440 220 220
Winning Trades 159 77 82 159 77 82
Losing Trades 281 143 138 281 143 138
Profitability (%) 36.1364 35 37.2727 36.1364 35 37.2727
Ratio Avg Win / Avg Loss 2.6394 3.0418 2.31 2.4969 3.39 1.8663
Largest Winning Trade 62831 62831 51299 1077485 1077485 789271
Largest Losing Trade -16308 -14114 -16308 -424130 -228888 -424130
Avg Bars in Trades 15 14 15 15 14 15
Avg Bars in Winners 28 26 29 28 26 29
Avg Bars in Losers 7 8 7 7 8 7
Bars Traded 6702 3202 3500 6702 3202 3500
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 312508 205047 -16320 255233 231925 -167251
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6761,
    "evaluation_days": 1690.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614232800000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759731796402,
    "expiration_time": 1764111528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 25,
            "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": [
        [
            551598.6919799317,
            324780.2678001266,
            226818.4241798048,
            2722975.6631578184,
            2309130.735037391,
            413844.928120427
        ],
        [
            551.598692,
            324.780268,
            226.818424,
            2722.975663,
            2309.130735,
            413.844928
        ],
        [
            0.326341,
            0.192149,
            0.134192,
            0.197822,
            0.188425,
            0.096882
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -68433,
            -67726,
            -82570,
            -1000723,
            -442181,
            -1049842
        ],
        [
            1.493449,
            1.637905,
            1.372623,
            1.412859,
            1.825364,
            1.108973
        ],
        [
            440,
            220,
            220,
            440,
            220,
            220
        ],
        [
            159,
            77,
            82,
            159,
            77,
            82
        ],
        [
            281,
            143,
            138,
            281,
            143,
            138
        ],
        [
            36.136364,
            35,
            37.272727,
            36.136364,
            35,
            37.272727
        ],
        [
            2.639366,
            3.041824,
            2.310024,
            2.49694,
            3.389961,
            1.86632
        ],
        [
            62831,
            62831,
            51299,
            1077485,
            1077485,
            789271
        ],
        [
            -16308,
            -14114,
            -16308,
            -424130,
            -228888,
            -424130
        ],
        [
            15,
            14,
            15,
            15,
            14,
            15
        ],
        [
            28,
            26,
            29,
            28,
            26,
            29
        ],
        [
            7,
            8,
            7,
            7,
            8,
            7
        ],
        [
            6702,
            3202,
            3500,
            6702,
            3202,
            3500
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312508,
            205047,
            -16320,
            255233,
            231925,
            -167251
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6761,
    "evaluation_days": 1690.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614232800000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759731796402,
    "expiration_time": 1764111528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 25,
            "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)