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Trade: CAKE/USDT/480/VWMA/HILO/3867

Strategy
CAKE/USDT/480/VWMA/HILO/3867
Pair
CAKE_USDT
Interval
8h
Score
393210
Daily Profit
0.173554
Profit Factor
1.416737
Profitability
47.191011
Streak
31.994749
Best Strategy
Training Data Length
1680.670000
Evaluation Time
2025-09-26 18:52
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 291687.5225 174349.4317 117338.0909 124548.8947 149013.3294 -24464.4347
Total P&L (%) 291.6875 174.3494 117.3381 124.5489 149.0133 -24.4644
Avg Daily Profit (%) 0.1736 0.1037 0.0698 0.0481 0.0543 -0.0167
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97166 -52269 -111608 -558940 -156501 -631531
Profit Factor 1.4167 1.626 1.2784 1.0583 1.1885 0.9818
Total Trades 178 89 89 178 89 89
Winning Trades 84 38 46 84 38 46
Losing Trades 94 51 43 94 51 43
Profitability (%) 47.191 42.6966 51.6854 47.191 42.6966 51.6854
Ratio Avg Win / Avg Loss 1.5854 2.1823 1.1951 1.1843 1.5952 0.9178
Largest Winning Trade 61888 61888 48147 181186 132999 181186
Largest Losing Trade -62377 -22004 -62377 -258792 -59509 -258792
Avg Bars in Trades 27 18 37 27 18 37
Avg Bars in Winners 35 26 42 35 26 42
Avg Bars in Losers 21 12 31 21 12 31
Bars Traded 4964 1641 3323 4964 1641 3323
Profit Streak 31.9947 37.9947 31.9947 31.9947 37.9947 31.9947
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 393210 -53300 -98866 -283369 -134313 -579878

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": 1615507200000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758901946293,
    "expiration_time": 1763229888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            291687.5225447538,
            174349.4316832084,
            117338.0908615454,
            124548.8946786914,
            149013.3293816043,
            -24464.4347029131
        ],
        [
            291.687523,
            174.349432,
            117.338091,
            124.548895,
            149.013329,
            -24.464435
        ],
        [
            0.173554,
            0.103738,
            0.069816,
            0.048143,
            0.054299,
            -0.016692
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97166,
            -52269,
            -111608,
            -558940,
            -156501,
            -631531
        ],
        [
            1.416737,
            1.626002,
            1.278436,
            1.058322,
            1.188546,
            0.981814
        ],
        [
            178,
            89,
            89,
            178,
            89,
            89
        ],
        [
            84,
            38,
            46,
            84,
            38,
            46
        ],
        [
            94,
            51,
            43,
            94,
            51,
            43
        ],
        [
            47.191011,
            42.696629,
            51.685393,
            47.191011,
            42.696629,
            51.685393
        ],
        [
            1.585396,
            2.182265,
            1.195059,
            1.184313,
            1.595154,
            0.917782
        ],
        [
            61888,
            61888,
            48147,
            181186,
            132999,
            181186
        ],
        [
            -62377,
            -22004,
            -62377,
            -258792,
            -59509,
            -258792
        ],
        [
            27,
            18,
            37,
            27,
            18,
            37
        ],
        [
            35,
            26,
            42,
            35,
            26,
            42
        ],
        [
            21,
            12,
            31,
            21,
            12,
            31
        ],
        [
            4964,
            1641,
            3323,
            4964,
            1641,
            3323
        ],
        [
            31.994749,
            37.994749,
            31.994749,
            31.994749,
            37.994749,
            31.994749
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            393210,
            -53300,
            -98866,
            -283369,
            -134313,
            -579878
        ]
    ]
}
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": 1615507200000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758901946293,
    "expiration_time": 1763229888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)