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Trade: CAKE/USDT/15/ALMA/VWAP/4830

Strategy
CAKE/USDT/15/ALMA/VWAP/4830
Pair
CAKE_USDT
Interval
15m
Score
302018
Daily Profit
0.596767
Profit Factor
1.586530
Profitability
38.255034
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 03:43
Expiration Time
2025-12-17 02:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 155410.0574 103331.3406 52078.7168 210627.9808 178846.7693 31781.2115
Total P&L (%) 155.4101 103.3313 52.0787 210.628 178.8468 31.7812
Avg Daily Profit (%) 0.5968 0.3968 0.2 0.4362 0.3946 0.106
Buy And Hold Return (%) 18.9486 18.9486 18.9486 18.9486 18.9486 18.9486
Max Trade Drawdown -33356 -23788 -27242 -134304 -76897 -105033
Profit Factor 1.5865 1.7877 1.3893 1.2582 1.4484 1.0762
Total Trades 149 74 75 149 74 75
Winning Trades 57 22 35 57 22 35
Losing Trades 92 52 40 92 52 40
Profitability (%) 38.255 29.7297 46.6667 38.255 29.7297 46.6667
Ratio Avg Win / Avg Loss 2.5607 4.2254 1.5878 2.0308 3.4236 1.23
Largest Winning Trade 61088 61088 25577 130465 130465 53971
Largest Losing Trade -12152 -6708 -12152 -28156 -24447 -28156
Avg Bars in Trades 165 160 169 165 160 169
Avg Bars in Winners 282 323 255 282 323 255
Avg Bars in Losers 92 91 94 92 91 94
Bars Traded 24600 11883 12717 24600 11883 12717
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302018 -63160 -53623 180375 -63436 -256801
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736952300000,
    "first_datapoint_time": 1737103500000,
    "last_datapoint_time": 1759451400000,
    "evaluation_time": 1759452182034,
    "expiration_time": 1765931400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 169,
            "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": [
        [
            155410.0573700459,
            103331.3405552713,
            52078.7168147749,
            210627.980834145,
            178846.7693493005,
            31781.2114848448
        ],
        [
            155.410057,
            103.331341,
            52.078717,
            210.627981,
            178.846769,
            31.781211
        ],
        [
            0.596767,
            0.396787,
            0.19998,
            0.436178,
            0.39456,
            0.106028
        ],
        [
            18.948607,
            18.948607,
            18.948607,
            18.948607,
            18.948607,
            18.948607
        ],
        [
            -33356,
            -23788,
            -27242,
            -134304,
            -76897,
            -105033
        ],
        [
            1.58653,
            1.787682,
            1.389283,
            1.258208,
            1.448447,
            1.076229
        ],
        [
            149,
            74,
            75,
            149,
            74,
            75
        ],
        [
            57,
            22,
            35,
            57,
            22,
            35
        ],
        [
            92,
            52,
            40,
            92,
            52,
            40
        ],
        [
            38.255034,
            29.72973,
            46.666667,
            38.255034,
            29.72973,
            46.666667
        ],
        [
            2.560715,
            4.225431,
            1.587751,
            2.030792,
            3.423603,
            1.229976
        ],
        [
            61088,
            61088,
            25577,
            130465,
            130465,
            53971
        ],
        [
            -12152,
            -6708,
            -12152,
            -28156,
            -24447,
            -28156
        ],
        [
            165,
            160,
            169,
            165,
            160,
            169
        ],
        [
            282,
            323,
            255,
            282,
            323,
            255
        ],
        [
            92,
            91,
            94,
            92,
            91,
            94
        ],
        [
            24600,
            11883,
            12717,
            24600,
            11883,
            12717
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302018,
            -63160,
            -53623,
            180375,
            -63436,
            -256801
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736952300000,
    "first_datapoint_time": 1737103500000,
    "last_datapoint_time": 1759451400000,
    "evaluation_time": 1759452182034,
    "expiration_time": 1765931400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 169,
            "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)