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Trade: CAKE/USDT/15/VWMA/PWMA/4950

Strategy
CAKE/USDT/15/VWMA/PWMA/4950
Pair
CAKE_USDT
Interval
15m
Score
444598
Daily Profit
0.579443
Profit Factor
1.689168
Profitability
46.728972
Streak
8.958985
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 16:00
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 150898.4778 108374.0078 42524.4699 178452.3314 165661.9681 12790.3632
Total P&L (%) 150.8985 108.374 42.5245 178.4523 165.662 12.7904
Avg Daily Profit (%) 0.5794 0.4162 0.1633 0.394 0.3759 0.0462
Buy And Hold Return (%) 20.6601 20.6601 20.6601 20.6601 20.6601 20.6601
Max Trade Drawdown -36403 -19200 -28155 -110624 -49959 -82437
Profit Factor 1.6892 2.1515 1.3406 1.3631 1.7962 1.0451
Total Trades 107 54 53 107 54 53
Winning Trades 50 26 24 50 26 24
Losing Trades 57 28 29 57 28 29
Profitability (%) 46.729 48.1481 45.283 46.729 48.1481 45.283
Ratio Avg Win / Avg Loss 1.9257 2.317 1.6199 1.5539 1.9344 1.2629
Largest Winning Trade 57592 57592 34925 91892 91892 64102
Largest Losing Trade -21685 -11025 -21685 -34051 -33440 -34051
Avg Bars in Trades 227 201 253 227 201 253
Avg Bars in Winners 348 305 395 348 305 395
Avg Bars in Losers 121 105 135 121 105 135
Bars Traded 24331 10903 13428 24331 10903 13428
Profit Streak 8.959 27.9694 0 8.959 27.9694 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 444598 -168314 -181034 329234 -168174 -651109

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": 1736588700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758891656301,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 174,
            "offset": 228
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 105,
            "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": [
        [
            150898.4777607142,
            108374.0078233304,
            42524.4699373838,
            178452.3313591651,
            165661.968136767,
            12790.3632223981
        ],
        [
            150.898478,
            108.374008,
            42.52447,
            178.452331,
            165.661968,
            12.790363
        ],
        [
            0.579443,
            0.416151,
            0.163292,
            0.394015,
            0.375889,
            0.046229
        ],
        [
            20.660094,
            20.660094,
            20.660094,
            20.660094,
            20.660094,
            20.660094
        ],
        [
            -36403,
            -19200,
            -28155,
            -110624,
            -49959,
            -82437
        ],
        [
            1.689168,
            2.151496,
            1.340628,
            1.363113,
            1.796187,
            1.045135
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            46.728972,
            48.148148,
            45.283019,
            46.728972,
            48.148148,
            45.283019
        ],
        [
            1.925652,
            2.316996,
            1.619925,
            1.553948,
            1.934355,
            1.262871
        ],
        [
            57592,
            57592,
            34925,
            91892,
            91892,
            64102
        ],
        [
            -21685,
            -11025,
            -21685,
            -34051,
            -33440,
            -34051
        ],
        [
            227,
            201,
            253,
            227,
            201,
            253
        ],
        [
            348,
            305,
            395,
            348,
            305,
            395
        ],
        [
            121,
            105,
            135,
            121,
            105,
            135
        ],
        [
            24331,
            10903,
            13428,
            24331,
            10903,
            13428
        ],
        [
            8.958985,
            27.969402,
            0,
            8.958985,
            27.969402,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            444598,
            -168314,
            -181034,
            329234,
            -168174,
            -651109
        ]
    ]
}
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": 1736588700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758891656301,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 174,
            "offset": 228
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 105,
            "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)