← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: CAKE/USDT/720/VWAP/HLC3/2659

Strategy
CAKE/USDT/720/VWAP/HLC3/2659
Pair
CAKE_USDT
Interval
12h
Score
459207
Daily Profit
0.219471
Profit Factor
1.741495
Profitability
50.000000
Streak
175.639059
Best Strategy
Training Data Length
1696.500000
Evaluation Time
2025-10-12 06:20
Expiration Time
2025-12-01 23:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 372333.2798 265296.8242 107036.4556 61179.6499 114393.1102 -53213.4603
Total P&L (%) 372.3333 265.2968 107.0365 61.1797 114.3931 -53.2135
Avg Daily Profit (%) 0.2195 0.1564 0.0631 0.0281 0.045 -0.0448
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123237 -127088 -68445 -313954 -200565 -210861
Profit Factor 1.7415 2.1887 1.3837 1.0712 1.3671 0.9028
Total Trades 96 48 48 96 48 48
Winning Trades 48 20 28 48 20 28
Losing Trades 48 28 20 48 28 20
Profitability (%) 50 41.6667 58.3333 50 41.6667 58.3333
Ratio Avg Win / Avg Loss 1.7415 3.0642 0.9884 1.0712 1.914 0.6449
Largest Winning Trade 170936 170936 52522 180273 180273 115695
Largest Losing Trade -68445 -49551 -68445 -210861 -48973 -210861
Avg Bars in Trades 34 32 36 34 32 36
Avg Bars in Winners 46 53 41 46 53 41
Avg Bars in Losers 22 17 29 22 17 29
Bars Traded 3320 1562 1758 3320 1562 1758
Profit Streak 175.6391 192.6391 175.6391 175.6391 192.6391 175.6391
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 459207 346315 -107615 -296416 -133041 -578639
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3393,
    "evaluation_days": 1696.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1613692800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760239214730,
    "expiration_time": 1764624528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "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": [
        [
            372333.279829535,
            265296.824233385,
            107036.4555961499,
            61179.6499223628,
            114393.1102137523,
            -53213.4602913896
        ],
        [
            372.33328,
            265.296824,
            107.036456,
            61.17965,
            114.39311,
            -53.21346
        ],
        [
            0.219471,
            0.156379,
            0.063093,
            0.028141,
            0.044964,
            -0.044763
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123237,
            -127088,
            -68445,
            -313954,
            -200565,
            -210861
        ],
        [
            1.741495,
            2.188704,
            1.383703,
            1.071197,
            1.367123,
            0.902844
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            48,
            20,
            28,
            48,
            20,
            28
        ],
        [
            48,
            28,
            20,
            48,
            28,
            20
        ],
        [
            50,
            41.666667,
            58.333333,
            50,
            41.666667,
            58.333333
        ],
        [
            1.741495,
            3.064185,
            0.988359,
            1.071197,
            1.913973,
            0.644889
        ],
        [
            170936,
            170936,
            52522,
            180273,
            180273,
            115695
        ],
        [
            -68445,
            -49551,
            -68445,
            -210861,
            -48973,
            -210861
        ],
        [
            34,
            32,
            36,
            34,
            32,
            36
        ],
        [
            46,
            53,
            41,
            46,
            53,
            41
        ],
        [
            22,
            17,
            29,
            22,
            17,
            29
        ],
        [
            3320,
            1562,
            1758,
            3320,
            1562,
            1758
        ],
        [
            175.639059,
            192.639059,
            175.639059,
            175.639059,
            192.639059,
            175.639059
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            459207,
            346315,
            -107615,
            -296416,
            -133041,
            -578639
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3393,
    "evaluation_days": 1696.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1613692800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760239214730,
    "expiration_time": 1764624528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "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)