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Trade: CAKE/USDT/480/ALMA/VWAP/4004

Strategy
CAKE/USDT/480/ALMA/VWAP/4004
Pair
CAKE_USDT
Interval
8h
Score
353201
Daily Profit
0.331496
Profit Factor
1.582870
Profitability
37.272727
Streak
8.369125
Best Strategy
Training Data Length
1679.330000
Evaluation Time
2025-09-25 11:51
Expiration Time
2025-11-14 11:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 556690.9105 323607.2518 233083.6587 2640429.6573 2217617.3314 422812.326
Total P&L (%) 556.6909 323.6073 233.0837 2640.4297 2217.6173 422.8123
Avg Daily Profit (%) 0.3315 0.1927 0.1388 0.1973 0.1873 0.0985
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72728 -111665 -63451 -1899163 -776087 -1258899
Profit Factor 1.5829 1.7102 1.4667 1.4171 1.7725 1.1222
Total Trades 330 165 165 330 165 165
Winning Trades 123 54 69 123 54 69
Losing Trades 207 111 96 207 111 96
Profitability (%) 37.2727 32.7273 41.8182 37.2727 32.7273 41.8182
Ratio Avg Win / Avg Loss 2.6639 3.5154 2.0406 2.385 3.6434 1.5614
Largest Winning Trade 87969 87969 51293 1065669 1065669 672398
Largest Losing Trade -21543 -13838 -21543 -779961 -463101 -779961
Avg Bars in Trades 15 14 15 15 14 15
Avg Bars in Winners 26 26 26 26 26 26
Avg Bars in Losers 8 8 7 8 8 7
Bars Traded 5013 2404 2609 5013 2404 2609
Profit Streak 8.3691 30.7025 0 8.3691 30.7025 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 353201 204125 -8126 275463 221802 -148966

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5038,
    "evaluation_days": 1679.33,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614124800000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758790292383,
    "expiration_time": 1763111232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 16,
            "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": [
        [
            556690.9105148135,
            323607.2518351353,
            233083.6586796779,
            2640429.657315766,
            2217617.331357126,
            422812.3259586416
        ],
        [
            556.690911,
            323.607252,
            233.083659,
            2640.429657,
            2217.617331,
            422.812326
        ],
        [
            0.331496,
            0.1927,
            0.138796,
            0.197339,
            0.187341,
            0.098543
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72728,
            -111665,
            -63451,
            -1899163,
            -776087,
            -1258899
        ],
        [
            1.58287,
            1.710208,
            1.466695,
            1.417144,
            1.772467,
            1.122237
        ],
        [
            330,
            165,
            165,
            330,
            165,
            165
        ],
        [
            123,
            54,
            69,
            123,
            54,
            69
        ],
        [
            207,
            111,
            96,
            207,
            111,
            96
        ],
        [
            37.272727,
            32.727273,
            41.818182,
            37.272727,
            32.727273,
            41.818182
        ],
        [
            2.663854,
            3.515427,
            2.040619,
            2.38495,
            3.643405,
            1.561373
        ],
        [
            87969,
            87969,
            51293,
            1065669,
            1065669,
            672398
        ],
        [
            -21543,
            -13838,
            -21543,
            -779961,
            -463101,
            -779961
        ],
        [
            15,
            14,
            15,
            15,
            14,
            15
        ],
        [
            26,
            26,
            26,
            26,
            26,
            26
        ],
        [
            8,
            8,
            7,
            8,
            8,
            7
        ],
        [
            5013,
            2404,
            2609,
            5013,
            2404,
            2609
        ],
        [
            8.369125,
            30.702458,
            0,
            8.369125,
            30.702458,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353201,
            204125,
            -8126,
            275463,
            221802,
            -148966
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5038,
    "evaluation_days": 1679.33,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614124800000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758790292383,
    "expiration_time": 1763111232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 16,
            "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)