← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: CAKE/USDT/120/T3/VWMA/1739

Strategy
CAKE/USDT/120/T3/VWMA/1739
Pair
CAKE_USDT
Interval
2h
Score
433476
Daily Profit
0.283354
Profit Factor
1.853440
Profitability
47.311828
Streak
51.936489
Best Strategy
Training Data Length
1683.250000
Evaluation Time
2025-09-29 21:28
Expiration Time
2025-11-29 10:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 476955.001 332708.9557 144246.0453 370921.5509 -796754.9513 1167676.5021
Total P&L (%) 476.955 332.709 144.246 370.9216 -796.755 1167.6765
Avg Daily Profit (%) 0.2834 0.1977 0.0857 0.0921 0 0.151
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -220534 -105336 -134778 -4974592 -2788256 -2222662
Profit Factor 1.8534 1.9893 1.6482 1.041 0.8584 1.3416
Total Trades 93 46 47 93 46 47
Winning Trades 44 19 25 44 19 25
Losing Trades 49 27 22 49 27 22
Profitability (%) 47.3118 41.3043 53.1915 47.3118 41.3043 53.1915
Ratio Avg Win / Avg Loss 2.0641 2.8268 1.4504 1.1593 1.2198 1.1806
Largest Winning Trade 219459 219459 50275 1372603 1372603 1347839
Largest Losing Trade -50957 -32959 -50957 -1002246 -1002246 -983976
Avg Bars in Trades 212 256 169 212 256 169
Avg Bars in Winners 275 345 221 275 345 221
Avg Bars in Losers 156 194 110 156 194 110
Bars Traded 19789 11807 7982 19789 11807 7982
Profit Streak 51.9365 53.5198 51.9365 51.9365 53.5198 51.9365
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 433476 326072 -75477 -245231 -581434 324547
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20199,
    "evaluation_days": 1683.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615089600000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759170512674,
    "expiration_time": 1764404380800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 187,
            "offset": 0,
            "a": 0.71409
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 192,
            "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": [
        [
            476955.0010325824,
            332708.9557090514,
            144246.0453235305,
            370921.5508622723,
            -796754.9512828328,
            1167676.5021451046
        ],
        [
            476.955001,
            332.708956,
            144.246045,
            370.921551,
            -796.754951,
            1167.676502
        ],
        [
            0.283354,
            0.197659,
            0.085695,
            0.092098,
            0,
            0.150999
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -220534,
            -105336,
            -134778,
            -4974592,
            -2788256,
            -2222662
        ],
        [
            1.85344,
            1.989256,
            1.648183,
            1.041013,
            0.858361,
            1.341561
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            44,
            19,
            25,
            44,
            19,
            25
        ],
        [
            49,
            27,
            22,
            49,
            27,
            22
        ],
        [
            47.311828,
            41.304348,
            53.191489,
            47.311828,
            41.304348,
            53.191489
        ],
        [
            2.064058,
            2.826837,
            1.450401,
            1.15931,
            1.219776,
            1.180574
        ],
        [
            219459,
            219459,
            50275,
            1372603,
            1372603,
            1347839
        ],
        [
            -50957,
            -32959,
            -50957,
            -1002246,
            -1002246,
            -983976
        ],
        [
            212,
            256,
            169,
            212,
            256,
            169
        ],
        [
            275,
            345,
            221,
            275,
            345,
            221
        ],
        [
            156,
            194,
            110,
            156,
            194,
            110
        ],
        [
            19789,
            11807,
            7982,
            19789,
            11807,
            7982
        ],
        [
            51.936489,
            53.519823,
            51.936489,
            51.936489,
            53.519823,
            51.936489
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433476,
            326072,
            -75477,
            -245231,
            -581434,
            324547
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20199,
    "evaluation_days": 1683.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615089600000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759170512674,
    "expiration_time": 1764404380800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 187,
            "offset": 0,
            "a": 0.71409
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 192,
            "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)