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Trade: CAKE/USDT/15/TEMA/VWAP/3835

Strategy
CAKE/USDT/15/TEMA/VWAP/3835
Pair
CAKE_USDT
Interval
15m
Score
321382
Daily Profit
0.465301
Profit Factor
1.529798
Profitability
44.594595
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 02:37
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 121173.5971 88111.3958 33062.2013 141583.978 147485.9932 -5902.0152
Total P&L (%) 121.1736 88.1114 33.0622 141.584 147.486 -5.902
Avg Daily Profit (%) 0.4653 0.3383 0.127 0.3393 0.3486 -0.0234
Buy And Hold Return (%) 19.1787 19.1787 19.1787 19.1787 19.1787 19.1787
Max Trade Drawdown -42843 -35674 -28424 -121732 -57016 -80253
Profit Factor 1.5298 1.8533 1.2635 1.2698 1.6605 0.9804
Total Trades 148 74 74 148 74 74
Winning Trades 66 35 31 66 35 31
Losing Trades 82 39 43 82 39 43
Profitability (%) 44.5946 47.2973 41.8919 44.5946 47.2973 41.8919
Ratio Avg Win / Avg Loss 1.9007 2.0651 1.7527 1.5776 1.8503 1.3599
Largest Winning Trade 47269 47269 25838 72074 72074 43244
Largest Losing Trade -16414 -9143 -16414 -35475 -20221 -35475
Avg Bars in Trades 166 165 167 166 165 167
Avg Bars in Winners 251 255 246 251 255 246
Avg Bars in Losers 98 85 109 98 85 109
Bars Traded 24625 12261 12364 24625 12261 12364
Profit Streak 0 20.1617 0 0 20.1617 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321382 -55215 -100294 241766 -53805 -648118

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": 1736505000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758843471414,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 100,
            "offset": 209
        }
    },
    "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": [
        [
            121173.5971252952,
            88111.3958176672,
            33062.201307628,
            141583.977979709,
            147485.9931798114,
            -5902.0152001023
        ],
        [
            121.173597,
            88.111396,
            33.062201,
            141.583978,
            147.485993,
            -5.902015
        ],
        [
            0.465301,
            0.338343,
            0.126957,
            0.339276,
            0.348576,
            -0.023357
        ],
        [
            19.178662,
            19.178662,
            19.178662,
            19.178662,
            19.178662,
            19.178662
        ],
        [
            -42843,
            -35674,
            -28424,
            -121732,
            -57016,
            -80253
        ],
        [
            1.529798,
            1.853264,
            1.263543,
            1.269788,
            1.660548,
            0.980426
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            66,
            35,
            31,
            66,
            35,
            31
        ],
        [
            82,
            39,
            43,
            82,
            39,
            43
        ],
        [
            44.594595,
            47.297297,
            41.891892,
            44.594595,
            47.297297,
            41.891892
        ],
        [
            1.900658,
            2.065066,
            1.752657,
            1.577615,
            1.850325,
            1.359945
        ],
        [
            47269,
            47269,
            25838,
            72074,
            72074,
            43244
        ],
        [
            -16414,
            -9143,
            -16414,
            -35475,
            -20221,
            -35475
        ],
        [
            166,
            165,
            167,
            166,
            165,
            167
        ],
        [
            251,
            255,
            246,
            251,
            255,
            246
        ],
        [
            98,
            85,
            109,
            98,
            85,
            109
        ],
        [
            24625,
            12261,
            12364,
            24625,
            12261,
            12364
        ],
        [
            0,
            20.161706,
            0,
            0,
            20.161706,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321382,
            -55215,
            -100294,
            241766,
            -53805,
            -648118
        ]
    ]
}
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": 1736505000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758843471414,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 100,
            "offset": 209
        }
    },
    "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)