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Trade: CAKE/USDT/480/DEMA/VWAP/6354

Strategy
CAKE/USDT/480/DEMA/VWAP/6354
Pair
CAKE_USDT
Interval
8h
Score
376637
Daily Profit
0.389451
Profit Factor
1.602902
Profitability
35.578947
Streak
12.260707
Best Strategy
Training Data Length
1683.330000
Evaluation Time
2025-09-29 09:15
Expiration Time
2025-11-18 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 655574.8423 392043.0157 263531.8265 5776102.8861 5256807.0187 519295.8674
Total P&L (%) 655.5748 392.043 263.5318 5776.1029 5256.807 519.2959
Avg Daily Profit (%) 0.3895 0.2329 0.1566 0.2423 0.2368 0.1084
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121837 -97744 -63705 -6269933 -2210590 -4983363
Profit Factor 1.6029 1.7094 1.4928 1.3704 1.7354 1.0615
Total Trades 475 238 237 475 238 237
Winning Trades 169 78 91 169 78 91
Losing Trades 306 160 146 306 160 146
Profitability (%) 35.5789 32.7731 38.3966 35.5789 32.7731 38.3966
Ratio Avg Win / Avg Loss 2.9023 3.5066 2.395 2.4814 3.5597 1.7031
Largest Winning Trade 78633 78633 55081 3224208 3224208 2365926
Largest Losing Trade -21235 -17739 -21235 -1192188 -779561 -1192188
Avg Bars in Trades 10 11 9 10 11 9
Avg Bars in Winners 18 20 17 18 20 17
Avg Bars in Losers 5 6 4 5 6 4
Bars Traded 4991 2648 2343 4991 2648 2343
Profit Streak 12.2607 35.2607 0 12.2607 35.2607 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 376637 230463 218625 280649 248454 -203199
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5050,
    "evaluation_days": 1683.33,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614499200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759126525084,
    "expiration_time": 1763467200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 29,
            "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": [
        [
            655574.8422689174,
            392043.0157444102,
            263531.8265245074,
            5776102.886094428,
            5256807.018734449,
            519295.8673599761
        ],
        [
            655.574842,
            392.043016,
            263.531827,
            5776.102886,
            5256.807019,
            519.295867
        ],
        [
            0.389451,
            0.232897,
            0.156554,
            0.242282,
            0.236773,
            0.10838
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121837,
            -97744,
            -63705,
            -6269933,
            -2210590,
            -4983363
        ],
        [
            1.602902,
            1.709449,
            1.4928,
            1.37044,
            1.735351,
            1.0615
        ],
        [
            475,
            238,
            237,
            475,
            238,
            237
        ],
        [
            169,
            78,
            91,
            169,
            78,
            91
        ],
        [
            306,
            160,
            146,
            306,
            160,
            146
        ],
        [
            35.578947,
            32.773109,
            38.396624,
            35.578947,
            32.773109,
            38.396624
        ],
        [
            2.902295,
            3.506562,
            2.395042,
            2.481388,
            3.559694,
            1.703066
        ],
        [
            78633,
            78633,
            55081,
            3224208,
            3224208,
            2365926
        ],
        [
            -21235,
            -17739,
            -21235,
            -1192188,
            -779561,
            -1192188
        ],
        [
            10,
            11,
            9,
            10,
            11,
            9
        ],
        [
            18,
            20,
            17,
            18,
            20,
            17
        ],
        [
            5,
            6,
            4,
            5,
            6,
            4
        ],
        [
            4991,
            2648,
            2343,
            4991,
            2648,
            2343
        ],
        [
            12.260707,
            35.260707,
            0,
            12.260707,
            35.260707,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            376637,
            230463,
            218625,
            280649,
            248454,
            -203199
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5050,
    "evaluation_days": 1683.33,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614499200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759126525084,
    "expiration_time": 1763467200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 29,
            "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)