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Trade: CAKE/USDT/60/VWMA/JMA/6765

Strategy
CAKE/USDT/60/VWMA/JMA/6765
Pair
CAKE_USDT
Interval
1h
Score
400571
Daily Profit
0.385435
Profit Factor
1.782203
Profitability
41.704036
Streak
13.684544
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-01 00:25
Expiration Time
2025-12-14 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 401496.0045 252785.8738 148710.1307 1480394.8185 1354007.3841 126387.4344
Total P&L (%) 401.496 252.7859 148.7101 1480.3948 1354.0074 126.3874
Avg Daily Profit (%) 0.3854 0.2427 0.1428 0.2653 0.2573 0.0785
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81796 -48805 -65368 -1883659 -736138 -1209182
Profit Factor 1.7822 2.0754 1.5345 1.4001 1.8774 1.0586
Total Trades 223 112 111 223 112 111
Winning Trades 93 42 51 93 42 51
Losing Trades 130 70 60 130 70 60
Profitability (%) 41.704 37.5 45.9459 41.704 37.5 45.9459
Ratio Avg Win / Avg Loss 2.4913 3.459 1.8053 1.9572 3.129 1.2454
Largest Winning Trade 94954 94954 48240 633232 633232 570047
Largest Losing Trade -22421 -11503 -22421 -230729 -229066 -230729
Avg Bars in Trades 110 98 121 110 98 121
Avg Bars in Winners 188 167 206 188 167 206
Avg Bars in Losers 54 58 49 54 58 49
Bars Traded 24588 11082 13506 24588 11082 13506
Profit Streak 13.6845 36.1429 0 13.6845 36.1429 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 400571 280970 -1665 321985 286717 -246077
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669266000000,
    "first_datapoint_time": 1669852800000,
    "last_datapoint_time": 1759266000000,
    "evaluation_time": 1759267544575,
    "expiration_time": 1765746000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 57,
            "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": [
        [
            401496.0045221281,
            252785.8738024154,
            148710.1307197129,
            1480394.8185425857,
            1354007.3840986046,
            126387.4344439807
        ],
        [
            401.496005,
            252.785874,
            148.710131,
            1480.394819,
            1354.007384,
            126.387434
        ],
        [
            0.385435,
            0.242674,
            0.142761,
            0.265335,
            0.257313,
            0.07847
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81796,
            -48805,
            -65368,
            -1883659,
            -736138,
            -1209182
        ],
        [
            1.782203,
            2.075394,
            1.534495,
            1.40012,
            1.877373,
            1.058604
        ],
        [
            223,
            112,
            111,
            223,
            112,
            111
        ],
        [
            93,
            42,
            51,
            93,
            42,
            51
        ],
        [
            130,
            70,
            60,
            130,
            70,
            60
        ],
        [
            41.704036,
            37.5,
            45.945946,
            41.704036,
            37.5,
            45.945946
        ],
        [
            2.491251,
            3.458991,
            1.805289,
            1.957156,
            3.128955,
            1.245417
        ],
        [
            94954,
            94954,
            48240,
            633232,
            633232,
            570047
        ],
        [
            -22421,
            -11503,
            -22421,
            -230729,
            -229066,
            -230729
        ],
        [
            110,
            98,
            121,
            110,
            98,
            121
        ],
        [
            188,
            167,
            206,
            188,
            167,
            206
        ],
        [
            54,
            58,
            49,
            54,
            58,
            49
        ],
        [
            24588,
            11082,
            13506,
            24588,
            11082,
            13506
        ],
        [
            13.684544,
            36.142877,
            0,
            13.684544,
            36.142877,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400571,
            280970,
            -1665,
            321985,
            286717,
            -246077
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669266000000,
    "first_datapoint_time": 1669852800000,
    "last_datapoint_time": 1759266000000,
    "evaluation_time": 1759267544575,
    "expiration_time": 1765746000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 57,
            "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)