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Trade: CAKE/USDT/480/HILO/VWAP/5161

Strategy
CAKE/USDT/480/HILO/VWAP/5161
Pair
CAKE_USDT
Interval
8h
Score
368295
Daily Profit
0.332809
Profit Factor
1.681369
Profitability
38.351254
Streak
9.622097
Best Strategy
Training Data Length
1680.670000
Evaluation Time
2025-09-26 17:55
Expiration Time
2025-11-15 20:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 559342.8442 326041.3522 233301.492 2902626.2033 2120118.3183 782507.885
Total P&L (%) 559.3428 326.0414 233.3015 2902.6262 2120.1183 782.5079
Avg Daily Profit (%) 0.3328 0.194 0.1388 0.2026 0.1846 0.1297
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84550 -98736 -77810 -576077 -357153 -585855
Profit Factor 1.6814 1.824 1.5486 1.7383 2.2173 1.3573
Total Trades 279 140 139 279 140 139
Winning Trades 107 48 59 107 48 59
Losing Trades 172 92 80 172 92 80
Profitability (%) 38.3513 34.2857 42.446 38.3513 34.2857 42.446
Ratio Avg Win / Avg Loss 2.7028 3.4961 2.0998 2.7943 4.2499 1.8405
Largest Winning Trade 88884 88884 49393 747034 747034 530135
Largest Losing Trade -25579 -18968 -25579 -311464 -207356 -311464
Avg Bars in Trades 17 18 17 17 18 17
Avg Bars in Winners 31 33 30 31 33 30
Avg Bars in Losers 9 10 8 9 10 8
Bars Traded 4998 2565 2433 4998 2565 2433
Profit Streak 9.6221 31.9554 0 9.6221 31.9554 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 368295 216421 -7851 332196 255862 -20821

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5042,
    "evaluation_days": 1680.67,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614297600000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758898549177,
    "expiration_time": 1763229888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            559342.8441976599,
            326041.3521988452,
            233301.4919988142,
            2902626.2033270467,
            2120118.3183114217,
            782507.8850156247
        ],
        [
            559.342844,
            326.041352,
            233.301492,
            2902.626203,
            2120.118318,
            782.507885
        ],
        [
            0.332809,
            0.193995,
            0.138815,
            0.202629,
            0.184629,
            0.129651
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84550,
            -98736,
            -77810,
            -576077,
            -357153,
            -585855
        ],
        [
            1.681369,
            1.824049,
            1.548618,
            1.738317,
            2.217335,
            1.357342
        ],
        [
            279,
            140,
            139,
            279,
            140,
            139
        ],
        [
            107,
            48,
            59,
            107,
            48,
            59
        ],
        [
            172,
            92,
            80,
            172,
            92,
            80
        ],
        [
            38.351254,
            34.285714,
            42.446043,
            38.351254,
            34.285714,
            42.446043
        ],
        [
            2.702761,
            3.496095,
            2.099821,
            2.794305,
            4.249893,
            1.840464
        ],
        [
            88884,
            88884,
            49393,
            747034,
            747034,
            530135
        ],
        [
            -25579,
            -18968,
            -25579,
            -311464,
            -207356,
            -311464
        ],
        [
            17,
            18,
            17,
            17,
            18,
            17
        ],
        [
            31,
            33,
            30,
            31,
            33,
            30
        ],
        [
            9,
            10,
            8,
            9,
            10,
            8
        ],
        [
            4998,
            2565,
            2433,
            4998,
            2565,
            2433
        ],
        [
            9.622097,
            31.95543,
            0,
            9.622097,
            31.95543,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368295,
            216421,
            -7851,
            332196,
            255862,
            -20821
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5042,
    "evaluation_days": 1680.67,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614297600000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758898549177,
    "expiration_time": 1763229888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)