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Trade: CAKE/USDT/480/DCM/VWMA/8544

Strategy
CAKE/USDT/480/DCM/VWMA/8544
Pair
CAKE_USDT
Interval
8h
Score
428806
Daily Profit
0.277948
Profit Factor
1.420362
Profitability
46.981627
Streak
13.892369
Best Strategy
Training Data Length
1686.330000
Evaluation Time
2025-10-02 08:25
Expiration Time
2025-11-21 16:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 468712.2472 280735.6496 187976.5976 994504.6102 837618.0007 156886.6095
Total P&L (%) 468.7122 280.7357 187.9766 994.5046 837.618 156.8866
Avg Daily Profit (%) 0.2779 0.1665 0.1115 0.142 0.1328 0.056
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122344 -91706 -52545 -1171733 -825743 -940784
Profit Factor 1.4204 1.4808 1.3539 1.1188 1.196 1.0383
Total Trades 381 191 190 381 191 190
Winning Trades 179 90 89 179 90 89
Losing Trades 202 101 101 202 101 101
Profitability (%) 46.9816 47.1204 46.8421 46.9816 47.1204 46.8421
Ratio Avg Win / Avg Loss 1.6029 1.6618 1.5365 1.2626 1.3422 1.1783
Largest Winning Trade 85295 85295 36886 636321 636321 369379
Largest Losing Trade -26061 -24294 -26061 -292400 -292400 -261309
Avg Bars in Trades 13 12 13 13 12 13
Avg Bars in Winners 16 14 18 16 14 18
Avg Bars in Losers 10 10 10 10 10 10
Bars Traded 4998 2368 2630 4998 2368 2630
Profit Streak 13.8924 36.8924 0 13.8924 36.8924 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 428806 368164 -43164 -91197 -19593 -297113
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5059,
    "evaluation_days": 1686.33,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614268800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759382700734,
    "expiration_time": 1763734176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 12,
            "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": [
        [
            468712.2471600473,
            280735.649586944,
            187976.5975731028,
            994504.6101757886,
            837618.0006993234,
            156886.6094764648
        ],
        [
            468.712247,
            280.73565,
            187.976598,
            994.50461,
            837.618001,
            156.886609
        ],
        [
            0.277948,
            0.166477,
            0.111471,
            0.142,
            0.132813,
            0.055963
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122344,
            -91706,
            -52545,
            -1171733,
            -825743,
            -940784
        ],
        [
            1.420362,
            1.48082,
            1.353904,
            1.118811,
            1.196043,
            1.038285
        ],
        [
            381,
            191,
            190,
            381,
            191,
            190
        ],
        [
            179,
            90,
            89,
            179,
            90,
            89
        ],
        [
            202,
            101,
            101,
            202,
            101,
            101
        ],
        [
            46.981627,
            47.120419,
            46.842105,
            46.981627,
            47.120419,
            46.842105
        ],
        [
            1.602867,
            1.66181,
            1.536452,
            1.262569,
            1.342226,
            1.178278
        ],
        [
            85295,
            85295,
            36886,
            636321,
            636321,
            369379
        ],
        [
            -26061,
            -24294,
            -26061,
            -292400,
            -292400,
            -261309
        ],
        [
            13,
            12,
            13,
            13,
            12,
            13
        ],
        [
            16,
            14,
            18,
            16,
            14,
            18
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            4998,
            2368,
            2630,
            4998,
            2368,
            2630
        ],
        [
            13.892369,
            36.892369,
            0,
            13.89237,
            36.89237,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            428806,
            368164,
            -43164,
            -91197,
            -19593,
            -297113
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5059,
    "evaluation_days": 1686.33,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614268800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759382700734,
    "expiration_time": 1763734176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 12,
            "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)