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Trade: CAKE/USDT/240/VWMA/JMA/1287

Strategy
CAKE/USDT/240/VWMA/JMA/1287
Pair
CAKE_USDT
Interval
4h
Score
300683
Daily Profit
0.150407
Profit Factor
1.419189
Profitability
47.272727
Streak
0.000000
Best Strategy
Training Data Length
1689.330000
Evaluation Time
2025-10-05 12:15
Expiration Time
2025-11-25 02:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 254086.9044 188676.1693 65410.735 46259.2507 378169.8004 -331910.5498
Total P&L (%) 254.0869 188.6762 65.4107 46.2593 378.1698 -331.9106
Avg Daily Profit (%) 0.1504 0.1117 0.0387 0.0225 0.0927 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -233305 -98128 -170498 -2498500 -1545462 -1432512
Profit Factor 1.4192 1.6844 1.1979 1.0074 1.1304 0.9017
Total Trades 110 55 55 110 55 55
Winning Trades 52 27 25 52 27 25
Losing Trades 58 28 30 58 28 30
Profitability (%) 47.2727 49.0909 45.4545 47.2727 49.0909 45.4545
Ratio Avg Win / Avg Loss 1.5829 1.7468 1.4375 1.1236 1.1723 1.082
Largest Winning Trade 126464 126464 60220 1009640 1009640 486893
Largest Losing Trade -40209 -28481 -40209 -421740 -421740 -382688
Avg Bars in Trades 90 72 108 90 72 108
Avg Bars in Winners 128 94 166 128 94 166
Avg Bars in Losers 55 50 60 55 50 60
Bars Traded 9916 3961 5955 9916 3961 5955
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 300683 -221107 -326110 -377647 -326689 -760934
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10136,
    "evaluation_days": 1689.33,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1615608000000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759655738856,
    "expiration_time": 1764029952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 52,
            "offset": 41
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 133,
            "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": [
        [
            254086.9043925533,
            188676.1693437381,
            65410.7350488159,
            46259.2506646632,
            378169.8004475216,
            -331910.5497828589
        ],
        [
            254.086904,
            188.676169,
            65.410735,
            46.259251,
            378.1698,
            -331.91055
        ],
        [
            0.150407,
            0.111687,
            0.03872,
            0.022509,
            0.092671,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -233305,
            -98128,
            -170498,
            -2498500,
            -1545462,
            -1432512
        ],
        [
            1.419189,
            1.68443,
            1.197932,
            1.007371,
            1.130447,
            0.901702
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            58,
            28,
            30,
            58,
            28,
            30
        ],
        [
            47.272727,
            49.090909,
            45.454545,
            47.272727,
            49.090909,
            45.454545
        ],
        [
            1.582941,
            1.746817,
            1.437519,
            1.123606,
            1.172316,
            1.082043
        ],
        [
            126464,
            126464,
            60220,
            1009640,
            1009640,
            486893
        ],
        [
            -40209,
            -28481,
            -40209,
            -421740,
            -421740,
            -382688
        ],
        [
            90,
            72,
            108,
            90,
            72,
            108
        ],
        [
            128,
            94,
            166,
            128,
            94,
            166
        ],
        [
            55,
            50,
            60,
            55,
            50,
            60
        ],
        [
            9916,
            3961,
            5955,
            9916,
            3961,
            5955
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300683,
            -221107,
            -326110,
            -377647,
            -326689,
            -760934
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10136,
    "evaluation_days": 1689.33,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1615608000000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759655738856,
    "expiration_time": 1764029952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 52,
            "offset": 41
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 133,
            "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)