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Trade: CAKE/USDT/240/ALMA/VWAP/6274

Strategy
CAKE/USDT/240/ALMA/VWAP/6274
Pair
CAKE_USDT
Interval
4h
Score
341510
Daily Profit
0.325254
Profit Factor
1.892927
Profitability
36.500000
Streak
44.265922
Best Strategy
Training Data Length
1685.000000
Evaluation Time
2025-10-01 05:22
Expiration Time
2025-11-20 15:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 548052.7299 316978.1286 231074.6013 3227965.9073 2297016.6093 930949.2979
Total P&L (%) 548.0527 316.9781 231.0746 3227.9659 2297.0166 930.9493
Avg Daily Profit (%) 0.3253 0.1881 0.1371 0.2082 0.1887 0.1386
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -56296 -67963 -54293 -2049233 -729153 -1510984
Profit Factor 1.8929 2.0719 1.7265 1.5795 1.9163 1.3039
Total Trades 200 100 100 200 100 100
Winning Trades 73 35 38 73 35 38
Losing Trades 127 65 62 127 65 62
Profitability (%) 36.5 35 38 36.5 35 38
Ratio Avg Win / Avg Loss 3.2932 3.8479 2.8169 2.748 3.5588 2.1275
Largest Winning Trade 112972 112972 52362 796589 796589 620336
Largest Losing Trade -24903 -14558 -24903 -740535 -275685 -740535
Avg Bars in Trades 50 45 54 50 45 54
Avg Bars in Winners 98 91 105 98 91 105
Avg Bars in Losers 22 21 23 22 21 23
Bars Traded 10013 4571 5442 10013 4571 5442
Profit Streak 44.2659 44.2659 45.0993 44.2659 44.2659 45.0993
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341510 212110 -11084 280649 216479 -10826
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10110,
    "evaluation_days": 1685,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1614672000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759285375630,
    "expiration_time": 1763644320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 68,
            "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": [
        [
            548052.7299156354,
            316978.1285866612,
            231074.6013289736,
            3227965.907251751,
            2297016.6093090503,
            930949.2979427021
        ],
        [
            548.05273,
            316.978129,
            231.074601,
            3227.965907,
            2297.016609,
            930.949298
        ],
        [
            0.325254,
            0.188118,
            0.137136,
            0.208225,
            0.188713,
            0.138557
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -56296,
            -67963,
            -54293,
            -2049233,
            -729153,
            -1510984
        ],
        [
            1.892927,
            2.071935,
            1.726503,
            1.579541,
            1.916279,
            1.303937
        ],
        [
            200,
            100,
            100,
            200,
            100,
            100
        ],
        [
            73,
            35,
            38,
            73,
            35,
            38
        ],
        [
            127,
            65,
            62,
            127,
            65,
            62
        ],
        [
            36.5,
            35,
            38,
            36.5,
            35,
            38
        ],
        [
            3.293175,
            3.847879,
            2.816926,
            2.747968,
            3.558803,
            2.127476
        ],
        [
            112972,
            112972,
            52362,
            796589,
            796589,
            620336
        ],
        [
            -24903,
            -14558,
            -24903,
            -740535,
            -275685,
            -740535
        ],
        [
            50,
            45,
            54,
            50,
            45,
            54
        ],
        [
            98,
            91,
            105,
            98,
            91,
            105
        ],
        [
            22,
            21,
            23,
            22,
            21,
            23
        ],
        [
            10013,
            4571,
            5442,
            10013,
            4571,
            5442
        ],
        [
            44.265922,
            44.265922,
            45.099255,
            44.265922,
            44.265922,
            45.099255
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341510,
            212110,
            -11084,
            280649,
            216479,
            -10826
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10110,
    "evaluation_days": 1685,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1614672000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759285375630,
    "expiration_time": 1763644320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 68,
            "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)