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Trade: CAKE/USDT/15/MIDPRICE/VWAP/3782

Strategy
CAKE/USDT/15/MIDPRICE/VWAP/3782
Pair
CAKE_USDT
Interval
15m
Score
325067
Daily Profit
0.503965
Profit Factor
1.378311
Profitability
43.171806
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 22:25
Expiration Time
2025-12-15 21:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 131242.6811 88150.0567 43092.6244 159770.8442 133923.8201 25847.0241
Total P&L (%) 131.2427 88.1501 43.0926 159.7708 133.9238 25.847
Avg Daily Profit (%) 0.504 0.3385 0.1655 0.3672 0.3269 0.0883
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -41173 -26726 -35199 -133915 -75591 -87202
Profit Factor 1.3783 1.4975 1.2539 1.214 1.3569 1.0696
Total Trades 227 113 114 227 113 114
Winning Trades 98 46 52 98 46 52
Losing Trades 129 67 62 129 67 62
Profitability (%) 43.1718 40.708 45.614 43.1718 40.708 45.614
Ratio Avg Win / Avg Loss 1.8143 2.1811 1.495 1.5981 1.9764 1.2753
Largest Winning Trade 37568 37568 22888 43629 43629 43329
Largest Losing Trade -10519 -9576 -10519 -34965 -34965 -20825
Avg Bars in Trades 108 102 113 108 102 113
Avg Bars in Winners 165 161 168 165 161 168
Avg Bars in Losers 64 62 68 64 62 68
Bars Traded 24592 11598 12994 24592 11598 12994
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 325067 213975 65829 246859 179480 -225831
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736847000000,
    "first_datapoint_time": 1737004500000,
    "last_datapoint_time": 1759346100000,
    "evaluation_time": 1759346722041,
    "expiration_time": 1765826100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 176,
            "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": [
        [
            131242.6811481576,
            88150.0567370008,
            43092.6244111568,
            159770.8442098302,
            133923.8200985419,
            25847.0241112879
        ],
        [
            131.242681,
            88.150057,
            43.092624,
            159.770844,
            133.92382,
            25.847024
        ],
        [
            0.503965,
            0.338492,
            0.165474,
            0.367246,
            0.326862,
            0.088318
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -41173,
            -26726,
            -35199,
            -133915,
            -75591,
            -87202
        ],
        [
            1.378311,
            1.497464,
            1.253906,
            1.214032,
            1.356937,
            1.069616
        ],
        [
            227,
            113,
            114,
            227,
            113,
            114
        ],
        [
            98,
            46,
            52,
            98,
            46,
            52
        ],
        [
            129,
            67,
            62,
            129,
            67,
            62
        ],
        [
            43.171806,
            40.707965,
            45.614035,
            43.171806,
            40.707965,
            45.614035
        ],
        [
            1.814307,
            2.181088,
            1.495042,
            1.598062,
            1.976408,
            1.275312
        ],
        [
            37568,
            37568,
            22888,
            43629,
            43629,
            43329
        ],
        [
            -10519,
            -9576,
            -10519,
            -34965,
            -34965,
            -20825
        ],
        [
            108,
            102,
            113,
            108,
            102,
            113
        ],
        [
            165,
            161,
            168,
            165,
            161,
            168
        ],
        [
            64,
            62,
            68,
            64,
            62,
            68
        ],
        [
            24592,
            11598,
            12994,
            24592,
            11598,
            12994
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325067,
            213975,
            65829,
            246859,
            179480,
            -225831
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736847000000,
    "first_datapoint_time": 1737004500000,
    "last_datapoint_time": 1759346100000,
    "evaluation_time": 1759346722041,
    "expiration_time": 1765826100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 176,
            "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)