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Trade: CAKE/USDT/360/VWMA/TEMA/1260

Strategy
CAKE/USDT/360/VWMA/TEMA/1260
Pair
CAKE_USDT
Interval
6h
Score
350717
Daily Profit
0.319219
Profit Factor
1.892771
Profitability
40.140845
Streak
41.797776
Best Strategy
Training Data Length
1678.500000
Evaluation Time
2025-09-27 04:08
Expiration Time
2025-11-13 22:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 535809.2372 304294.5938 231514.6434 2664381.9683 2282724.9016 381657.0667
Total P&L (%) 535.8092 304.2946 231.5146 2664.382 2282.7249 381.6571
Avg Daily Profit (%) 0.3192 0.1813 0.1379 0.198 0.1891 0.0937
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82761 -84457 -51567 -3587223 -1803127 -2165250
Profit Factor 1.8928 1.9588 1.8187 1.2984 1.5256 1.0833
Total Trades 142 71 71 142 71 71
Winning Trades 57 25 32 57 25 32
Losing Trades 85 46 39 85 46 39
Profitability (%) 40.1408 35.2113 45.0704 40.1408 35.2113 45.0704
Ratio Avg Win / Avg Loss 2.8226 3.6042 2.2165 1.9363 2.8071 1.3202
Largest Winning Trade 89810 89810 53830 1373238 1373238 952877
Largest Losing Trade -23492 -17739 -23492 -749061 -749061 -665905
Avg Bars in Trades 46 40 52 46 40 52
Avg Bars in Winners 81 73 87 81 73 87
Avg Bars in Losers 22 22 23 22 22 23
Bars Traded 6583 2885 3698 6583 2885 3698
Profit Streak 41.7978 0 48.7978 41.7978 0 48.7978
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 350717 -81527 -93763 226724 -82191 -285129
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6714,
    "evaluation_days": 1678.5,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614708000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758935327873,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 39,
            "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": [
        [
            535809.2371624154,
            304294.59375719,
            231514.6434052252,
            2664381.9683078616,
            2282724.9016243313,
            381657.0666835291
        ],
        [
            535.809237,
            304.294594,
            231.514643,
            2664.381968,
            2282.724902,
            381.657067
        ],
        [
            0.319219,
            0.18129,
            0.137929,
            0.197956,
            0.189087,
            0.093703
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82761,
            -84457,
            -51567,
            -3587223,
            -1803127,
            -2165250
        ],
        [
            1.892771,
            1.95879,
            1.818679,
            1.298447,
            1.525578,
            1.083254
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            57,
            25,
            32,
            57,
            25,
            32
        ],
        [
            85,
            46,
            39,
            85,
            46,
            39
        ],
        [
            40.140845,
            35.211268,
            45.070423,
            40.140845,
            35.211268,
            45.070423
        ],
        [
            2.822553,
            3.604173,
            2.216514,
            1.93628,
            2.807064,
            1.320216
        ],
        [
            89810,
            89810,
            53830,
            1373238,
            1373238,
            952877
        ],
        [
            -23492,
            -17739,
            -23492,
            -749061,
            -749061,
            -665905
        ],
        [
            46,
            40,
            52,
            46,
            40,
            52
        ],
        [
            81,
            73,
            87,
            81,
            73,
            87
        ],
        [
            22,
            22,
            23,
            22,
            22,
            23
        ],
        [
            6583,
            2885,
            3698,
            6583,
            2885,
            3698
        ],
        [
            41.797776,
            0,
            48.797776,
            41.797776,
            0,
            48.797776
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
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            1.45,
            1.45
        ],
        [
            350717,
            -81527,
            -93763,
            226724,
            -82191,
            -285129
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6714,
    "evaluation_days": 1678.5,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614708000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758935327873,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 39,
            "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)