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Trade: CAKE/USDT/30/T3/VWMA/6726

Strategy
CAKE/USDT/30/T3/VWMA/6726
Pair
CAKE_USDT
Interval
30m
Score
413215
Daily Profit
0.366861
Profit Factor
1.524060
Profitability
48.695652
Streak
11.204573
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-28 15:24
Expiration Time
2025-12-12 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 191071.9851 139099.4694 51972.5157 178236.8889 147374.0441 30862.8449
Total P&L (%) 191.072 139.0995 51.9725 178.2369 147.374 30.8628
Avg Daily Profit (%) 0.3669 0.2671 0.0998 0.1967 0.1741 0.0517
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -62440 -40132 -53058 -260940 -126508 -196541
Profit Factor 1.5241 1.6491 1.3458 1.192 1.2685 1.0814
Total Trades 115 58 57 115 58 57
Winning Trades 56 27 29 56 27 29
Losing Trades 59 31 28 59 31 28
Profitability (%) 48.6957 46.5517 50.8772 48.6957 46.5517 50.8772
Ratio Avg Win / Avg Loss 1.6057 1.8934 1.2994 1.2559 1.4565 1.0441
Largest Winning Trade 91488 91488 20807 167720 167720 71067
Largest Losing Trade -22270 -22270 -19443 -101696 -101696 -47109
Avg Bars in Trades 211 226 196 211 226 196
Avg Bars in Winners 290 303 279 290 303 279
Avg Bars in Losers 136 160 110 136 160 110
Bars Traded 24335 13158 11177 24335 13158 11177
Profit Streak 11.2046 27.5587 0 11.2046 27.5587 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 413215 -169635 -241104 -1827 -173662 -438499
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714062600000,
    "first_datapoint_time": 1714383000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759062275080,
    "expiration_time": 1765540800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 179,
            "offset": 0,
            "a": 0.78051
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 161,
            "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": [
        [
            191071.9850756131,
            139099.4694131019,
            51972.5156625114,
            178236.8889168561,
            147374.0440661802,
            30862.8448506761
        ],
        [
            191.071985,
            139.099469,
            51.972516,
            178.236889,
            147.374044,
            30.862845
        ],
        [
            0.366861,
            0.267073,
            0.099788,
            0.196669,
            0.174053,
            0.051658
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -62440,
            -40132,
            -53058,
            -260940,
            -126508,
            -196541
        ],
        [
            1.52406,
            1.64913,
            1.34576,
            1.192037,
            1.268529,
            1.081365
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            59,
            31,
            28,
            59,
            31,
            28
        ],
        [
            48.695652,
            46.551724,
            50.877193,
            48.695652,
            46.551724,
            50.877193
        ],
        [
            1.605706,
            1.893446,
            1.299355,
            1.255897,
            1.456459,
            1.044076
        ],
        [
            91488,
            91488,
            20807,
            167720,
            167720,
            71067
        ],
        [
            -22270,
            -22270,
            -19443,
            -101696,
            -101696,
            -47109
        ],
        [
            211,
            226,
            196,
            211,
            226,
            196
        ],
        [
            290,
            303,
            279,
            290,
            303,
            279
        ],
        [
            136,
            160,
            110,
            136,
            160,
            110
        ],
        [
            24335,
            13158,
            11177,
            24335,
            13158,
            11177
        ],
        [
            11.204573,
            27.558739,
            0,
            11.204573,
            27.558739,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            413215,
            -169635,
            -241104,
            -1827,
            -173662,
            -438499
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714062600000,
    "first_datapoint_time": 1714383000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759062275080,
    "expiration_time": 1765540800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 179,
            "offset": 0,
            "a": 0.78051
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 161,
            "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)