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Trade: CAKE/USDT/30/VWMA/ZLMA/8086

Strategy
CAKE/USDT/30/VWMA/ZLMA/8086
Pair
CAKE_USDT
Interval
30m
Score
329661
Daily Profit
0.463343
Profit Factor
1.518135
Profitability
40.284360
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-26 05:03
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 241322.9701 162590.1331 78732.837 409500.1695 554061.9848 -144561.8152
Total P&L (%) 241.323 162.5901 78.7328 409.5002 554.062 -144.5618
Avg Daily Profit (%) 0.4633 0.3122 0.1512 0.3131 0.3612 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96889 -38981 -68775 -875134 -305401 -643550
Profit Factor 1.5181 1.8174 1.2951 1.1481 1.4777 0.91
Total Trades 211 105 106 211 105 106
Winning Trades 85 41 44 85 41 44
Losing Trades 126 64 62 126 64 62
Profitability (%) 40.2844 39.0476 41.5094 40.2844 39.0476 41.5094
Ratio Avg Win / Avg Loss 2.2504 2.8369 1.8248 1.7018 2.3067 1.2823
Largest Winning Trade 62094 62094 34555 437184 437184 256417
Largest Losing Trade -21471 -10935 -21471 -133416 -78276 -133416
Avg Bars in Trades 117 109 125 117 109 125
Avg Bars in Winners 188 170 204 188 170 204
Avg Bars in Losers 70 70 69 70 70 69
Bars Traded 24837 11501 13336 24837 11501 13336
Profit Streak 0 11.336 0 0 11.336 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329661 272161 152129 -51203 260255 -583253

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": 1713981600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758852232781,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 134,
            "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": [
        [
            241322.9700639017,
            162590.1331059458,
            78732.8369579558,
            409500.1695274919,
            554061.9847588065,
            -144561.8152313138
        ],
        [
            241.32297,
            162.590133,
            78.732837,
            409.50017,
            554.061985,
            -144.561815
        ],
        [
            0.463343,
            0.312175,
            0.151168,
            0.313117,
            0.361235,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96889,
            -38981,
            -68775,
            -875134,
            -305401,
            -643550
        ],
        [
            1.518135,
            1.817406,
            1.295053,
            1.148061,
            1.477743,
            0.909986
        ],
        [
            211,
            105,
            106,
            211,
            105,
            106
        ],
        [
            85,
            41,
            44,
            85,
            41,
            44
        ],
        [
            126,
            64,
            62,
            126,
            64,
            62
        ],
        [
            40.28436,
            39.047619,
            41.509434,
            40.28436,
            39.047619,
            41.509434
        ],
        [
            2.250412,
            2.836927,
            1.824847,
            1.701832,
            2.30672,
            1.282254
        ],
        [
            62094,
            62094,
            34555,
            437184,
            437184,
            256417
        ],
        [
            -21471,
            -10935,
            -21471,
            -133416,
            -78276,
            -133416
        ],
        [
            117,
            109,
            125,
            117,
            109,
            125
        ],
        [
            188,
            170,
            204,
            188,
            170,
            204
        ],
        [
            70,
            70,
            69,
            70,
            70,
            69
        ],
        [
            24837,
            11501,
            13336,
            24837,
            11501,
            13336
        ],
        [
            0,
            11.336027,
            0,
            0,
            11.336028,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329661,
            272161,
            152129,
            -51203,
            260255,
            -583253
        ]
    ]
}
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": 1713981600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758852232781,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 134,
            "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)