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Trade: CAKE/USDT/30/DCU/VWAP/5679

Strategy
CAKE/USDT/30/DCU/VWAP/5679
Pair
CAKE_USDT
Interval
30m
Score
310561
Daily Profit
0.263089
Profit Factor
1.937182
Profitability
41.176471
Streak
9.104405
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-26 13:00
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 182525.2412 137024.6248 45500.6164 187505.5572 306979.4248 -119473.8676
Total P&L (%) 182.5252 137.0246 45.5006 187.5056 306.9794 -119.4739
Avg Daily Profit (%) 0.3505 0.2631 0.0874 0.203 0.2699 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104018 -39277 -74307 -595445 -201020 -452215
Profit Factor 1.5189 1.9372 1.2213 1.1416 1.6024 0.8534
Total Trades 169 85 84 169 85 84
Winning Trades 62 35 27 62 35 27
Losing Trades 107 50 57 107 50 57
Profitability (%) 36.6864 41.1765 32.1429 36.6864 41.1765 32.1429
Ratio Avg Win / Avg Loss 2.6213 2.7674 2.5784 1.9701 2.2891 1.8015
Largest Winning Trade 71847 71847 41947 267494 267494 177493
Largest Losing Trade -15242 -12193 -15242 -123438 -63248 -123438
Avg Bars in Trades 144 103 185 144 103 185
Avg Bars in Winners 282 171 425 282 171 425
Avg Bars in Losers 64 55 71 64 55 71
Bars Traded 24348 8772 15577 24348 8772 15577
Profit Streak 2.5211 9.1044 0 2.5211 9.1044 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 179359 310561 -85185 -62487 289381 -585842

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714116600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758880820580,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 29,
            "offset": 188
        }
    },
    "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": [
        [
            182525.2411766771,
            137024.6247633861,
            45500.616413291,
            187505.5572199821,
            306979.424808741,
            -119473.8675887588
        ],
        [
            182.525241,
            137.024625,
            45.500616,
            187.505557,
            306.979425,
            -119.473868
        ],
        [
            0.350451,
            0.263089,
            0.087362,
            0.202973,
            0.269855,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104018,
            -39277,
            -74307,
            -595445,
            -201020,
            -452215
        ],
        [
            1.518866,
            1.937182,
            1.221341,
            1.141581,
            1.602363,
            0.85336
        ],
        [
            169,
            85,
            84,
            169,
            85,
            84
        ],
        [
            62,
            35,
            27,
            62,
            35,
            27
        ],
        [
            107,
            50,
            57,
            107,
            50,
            57
        ],
        [
            36.686391,
            41.176471,
            32.142857,
            36.686391,
            41.176471,
            32.142857
        ],
        [
            2.621268,
            2.767403,
            2.578386,
            1.970148,
            2.289091,
            1.801538
        ],
        [
            71847,
            71847,
            41947,
            267494,
            267494,
            177493
        ],
        [
            -15242,
            -12193,
            -15242,
            -123438,
            -63248,
            -123438
        ],
        [
            144,
            103,
            185,
            144,
            103,
            185
        ],
        [
            282,
            171,
            425,
            282,
            171,
            425
        ],
        [
            64,
            55,
            71,
            64,
            55,
            71
        ],
        [
            24348,
            8772,
            15577,
            24348,
            8772,
            15577
        ],
        [
            2.521071,
            9.104405,
            0,
            2.521071,
            9.104405,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            179359,
            310561,
            -85185,
            -62487,
            289381,
            -585842
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714116600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758880820580,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 29,
            "offset": 188
        }
    },
    "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)