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Trade: CAKE/USDT/240/ZLMA/VWAP/3664

Strategy
CAKE/USDT/240/ZLMA/VWAP/3664
Pair
CAKE_USDT
Interval
4h
Score
338721
Daily Profit
0.360880
Profit Factor
1.556189
Profitability
33.642691
Streak
18.100882
Best Strategy
Training Data Length
1689.000000
Evaluation Time
2025-10-05 05:25
Expiration Time
2025-11-24 18:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 609525.4811 376096.9778 233428.5032 3604815.1687 2880040.4918 724774.6769
Total P&L (%) 609.5255 376.097 233.4285 3604.8152 2880.0405 724.7747
Avg Daily Profit (%) 0.3609 0.2227 0.1382 0.2141 0.2012 0.125
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156674 -127178 -67797 -2268219 -688325 -2133726
Profit Factor 1.5562 1.6959 1.4203 1.4394 1.7683 1.1627
Total Trades 431 215 216 431 215 216
Winning Trades 145 66 79 145 66 79
Losing Trades 286 149 137 286 149 137
Profitability (%) 33.6427 30.6977 36.5741 33.6427 30.6977 36.5741
Ratio Avg Win / Avg Loss 3.0694 3.8286 2.463 2.8392 3.9921 2.0163
Largest Winning Trade 90732 90732 55926 1690188 1690188 1221081
Largest Losing Trade -19987 -14719 -19987 -465876 -415895 -465876
Avg Bars in Trades 23 24 22 23 24 22
Avg Bars in Winners 44 46 42 44 46 42
Avg Bars in Losers 12 14 10 12 14 10
Bars Traded 9984 5214 4770 9984 5214 4770
Profit Streak 18.1009 40.7675 18.1009 18.1009 40.7675 18.1009
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338721 192842 -10407 267873 206262 -69970
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10134,
    "evaluation_days": 1689,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1615003200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759631116219,
    "expiration_time": 1764000288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 91,
            "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": [
        [
            609525.4810757282,
            376096.9778359479,
            233428.5032397807,
            3604815.16868072,
            2880040.491799551,
            724774.6768811692
        ],
        [
            609.525481,
            376.096978,
            233.428503,
            3604.815169,
            2880.040492,
            724.774677
        ],
        [
            0.36088,
            0.222674,
            0.138205,
            0.214096,
            0.20118,
            0.125001
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156674,
            -127178,
            -67797,
            -2268219,
            -688325,
            -2133726
        ],
        [
            1.556189,
            1.695893,
            1.420256,
            1.439447,
            1.768331,
            1.162701
        ],
        [
            431,
            215,
            216,
            431,
            215,
            216
        ],
        [
            145,
            66,
            79,
            145,
            66,
            79
        ],
        [
            286,
            149,
            137,
            286,
            149,
            137
        ],
        [
            33.642691,
            30.697674,
            36.574074,
            33.642691,
            30.697674,
            36.574074
        ],
        [
            3.069449,
            3.828606,
            2.462976,
            2.839186,
            3.992142,
            2.01633
        ],
        [
            90732,
            90732,
            55926,
            1690188,
            1690188,
            1221081
        ],
        [
            -19987,
            -14719,
            -19987,
            -465876,
            -415895,
            -465876
        ],
        [
            23,
            24,
            22,
            23,
            24,
            22
        ],
        [
            44,
            46,
            42,
            44,
            46,
            42
        ],
        [
            12,
            14,
            10,
            12,
            14,
            10
        ],
        [
            9984,
            5214,
            4770,
            9984,
            5214,
            4770
        ],
        [
            18.100882,
            40.767549,
            18.100882,
            18.100882,
            40.767549,
            18.100882
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338721,
            192842,
            -10407,
            267873,
            206262,
            -69970
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10134,
    "evaluation_days": 1689,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1615003200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759631116219,
    "expiration_time": 1764000288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 91,
            "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)