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Trade: CAKE/USDT/15/RMA/VWMA/5965

Strategy
CAKE/USDT/15/RMA/VWMA/5965
Pair
CAKE_USDT
Interval
15m
Score
337579
Daily Profit
0.464612
Profit Factor
1.500537
Profitability
43.949045
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 08:10
Expiration Time
2025-12-15 07:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 120994.1937 88331.1641 32663.0296 106539.9356 103521.3822 3018.5534
Total P&L (%) 120.9942 88.3312 32.663 106.5399 103.5214 3.0186
Avg Daily Profit (%) 0.4646 0.3392 0.1254 0.2789 0.2732 0.0114
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -58331 -33280 -47051 -188188 -68694 -146785
Profit Factor 1.5005 1.6086 1.3382 1.1718 1.2973 1.0111
Total Trades 157 79 78 157 79 78
Winning Trades 69 35 34 69 35 34
Losing Trades 88 44 44 88 44 44
Profitability (%) 43.949 44.3038 43.5897 43.949 44.3038 43.5897
Ratio Avg Win / Avg Loss 1.9137 2.0222 1.7318 1.4944 1.6308 1.3085
Largest Winning Trade 75152 75152 18486 87575 87575 37580
Largest Losing Trade -21545 -21545 -8992 -42805 -42805 -24958
Avg Bars in Trades 157 160 155 157 160 155
Avg Bars in Winners 255 249 261 255 249 261
Avg Bars in Losers 81 89 73 81 89 73
Bars Traded 24793 12675 12118 24793 12675 12118
Profit Streak 0 0 6.3509 0 0 6.3509
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337579 -18713 -64674 -26210 -21143 -589331
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736795700000,
    "first_datapoint_time": 1736932500000,
    "last_datapoint_time": 1759294800000,
    "evaluation_time": 1759295421167,
    "expiration_time": 1765774800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 153,
            "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": [
        [
            120994.1937181237,
            88331.1640985343,
            32663.0296195894,
            106539.9355795231,
            103521.3821587484,
            3018.5534207743
        ],
        [
            120.994194,
            88.331164,
            32.66303,
            106.539936,
            103.521382,
            3.018553
        ],
        [
            0.464612,
            0.339187,
            0.125424,
            0.278909,
            0.27324,
            0.01142
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -58331,
            -33280,
            -47051,
            -188188,
            -68694,
            -146785
        ],
        [
            1.500537,
            1.608563,
            1.33819,
            1.17177,
            1.297256,
            1.011098
        ],
        [
            157,
            79,
            78,
            157,
            79,
            78
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            43.949045,
            44.303797,
            43.589744,
            43.949045,
            44.303797,
            43.589744
        ],
        [
            1.913728,
            2.022194,
            1.731775,
            1.494431,
            1.630836,
            1.30848
        ],
        [
            75152,
            75152,
            18486,
            87575,
            87575,
            37580
        ],
        [
            -21545,
            -21545,
            -8992,
            -42805,
            -42805,
            -24958
        ],
        [
            157,
            160,
            155,
            157,
            160,
            155
        ],
        [
            255,
            249,
            261,
            255,
            249,
            261
        ],
        [
            81,
            89,
            73,
            81,
            89,
            73
        ],
        [
            24793,
            12675,
            12118,
            24793,
            12675,
            12118
        ],
        [
            0,
            0,
            6.350939,
            0,
            0,
            6.350939
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337579,
            -18713,
            -64674,
            -26210,
            -21143,
            -589331
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736795700000,
    "first_datapoint_time": 1736932500000,
    "last_datapoint_time": 1759294800000,
    "evaluation_time": 1759295421167,
    "expiration_time": 1765774800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 153,
            "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)