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Trade: CAKE/USDT/15/EMA/VWMA/5224

Strategy
CAKE/USDT/15/EMA/VWMA/5224
Pair
CAKE_USDT
Interval
15m
Score
448484
Daily Profit
0.531353
Profit Factor
1.644836
Profitability
48.695652
Streak
9.355156
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 13:46
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 138374.8787 100316.8688 38058.0099 146410.746 135067.3016 11343.4443
Total P&L (%) 138.3749 100.3169 38.058 146.4107 135.0673 11.3434
Avg Daily Profit (%) 0.5314 0.3852 0.1461 0.3469 0.3287 0.0413
Buy And Hold Return (%) 20.5567 20.5567 20.5567 20.5567 20.5567 20.5567
Max Trade Drawdown -52882 -41520 -43222 -168494 -74843 -130467
Profit Factor 1.6448 1.8098 1.4196 1.2745 1.4722 1.0458
Total Trades 115 58 57 115 58 57
Winning Trades 56 28 28 56 28 28
Losing Trades 59 30 29 59 30 29
Profitability (%) 48.6957 48.2759 49.1228 48.6957 48.2759 49.1228
Ratio Avg Win / Avg Loss 1.733 1.9391 1.4703 1.3427 1.5774 1.0832
Largest Winning Trade 75621 75621 18796 91826 91826 30618
Largest Losing Trade -21966 -21966 -7777 -37291 -37291 -24419
Avg Bars in Trades 209 213 204 209 213 204
Avg Bars in Winners 309 300 318 309 300 318
Avg Bars in Losers 113 133 93 113 133 93
Bars Traded 24041 12410 11631 24041 12410 11631
Profit Streak 9.3552 38.7822 0 9.3552 38.7822 0
Trades During Streak 1 5 0 1 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 448484 -169387 -186808 283444 -169901 -655448

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736440200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758883585481,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 145,
            "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": [
        [
            138374.8787228746,
            100316.8688201675,
            38058.0099027073,
            146410.7459739966,
            135067.3016395986,
            11343.4443343979
        ],
        [
            138.374879,
            100.316869,
            38.05801,
            146.410746,
            135.067302,
            11.343444
        ],
        [
            0.531353,
            0.385212,
            0.146141,
            0.346898,
            0.32874,
            0.041269
        ],
        [
            20.556745,
            20.556745,
            20.556745,
            20.556745,
            20.556745,
            20.556745
        ],
        [
            -52882,
            -41520,
            -43222,
            -168494,
            -74843,
            -130467
        ],
        [
            1.644836,
            1.809787,
            1.419563,
            1.274466,
            1.472247,
            1.045845
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            56,
            28,
            28,
            56,
            28,
            28
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            48.695652,
            48.275862,
            49.122807,
            48.695652,
            48.275862,
            49.122807
        ],
        [
            1.732952,
            1.939058,
            1.470261,
            1.342741,
            1.577408,
            1.083197
        ],
        [
            75621,
            75621,
            18796,
            91826,
            91826,
            30618
        ],
        [
            -21966,
            -21966,
            -7777,
            -37291,
            -37291,
            -24419
        ],
        [
            209,
            213,
            204,
            209,
            213,
            204
        ],
        [
            309,
            300,
            318,
            309,
            300,
            318
        ],
        [
            113,
            133,
            93,
            113,
            133,
            93
        ],
        [
            24041,
            12410,
            11631,
            24041,
            12410,
            11631
        ],
        [
            9.355156,
            38.782239,
            0,
            9.355156,
            38.782239,
            0
        ],
        [
            1,
            5,
            0,
            1,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            448484,
            -169387,
            -186808,
            283444,
            -169901,
            -655448
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736440200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758883585481,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 145,
            "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)