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Trade: CAKE/USDT/5/VWMA/BBM/2317

Strategy
CAKE/USDT/5/VWMA/BBM/2317
Pair
CAKE_USDT
Interval
5m
Score
477860
Daily Profit
1.309218
Profit Factor
1.948362
Profitability
43.076923
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 08:28
Expiration Time
2025-12-25 07:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 131924.0056 84492.9429 47431.0628 209304.6026 136569.7887 72734.8138
Total P&L (%) 131.924 84.4929 47.4311 209.3046 136.5698 72.7348
Avg Daily Profit (%) 1.5197 0.9733 0.5464 1.3092 0.9968 0.6316
Buy And Hold Return (%) 12.2104 12.2104 12.2104 12.2104 12.2104 12.2104
Max Trade Drawdown -27915 -18145 -13714 -32431 -21804 -22979
Profit Factor 1.812 2.107 1.5506 1.9484 2.415 1.5857
Total Trades 195 97 98 195 97 98
Winning Trades 84 42 42 84 42 42
Losing Trades 111 55 56 111 55 56
Profitability (%) 43.0769 43.299 42.8571 43.0769 43.299 42.8571
Ratio Avg Win / Avg Loss 2.3944 2.7592 2.0674 2.5746 3.1625 2.1143
Largest Winning Trade 34967 34967 33791 68069 61773 68069
Largest Losing Trade -7051 -4365 -7051 -21978 -7938 -21978
Avg Bars in Trades 126 127 126 126 127 126
Avg Bars in Winners 196 199 194 196 199 194
Avg Bars in Losers 73 72 75 73 72 75
Bars Traded 24749 12368 12381 24749 12368 12381
Profit Streak 0 0.572 0 0 0.572 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 474962 320534 214761 477860 334592 307378
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752660600000,
    "first_datapoint_time": 1752719400000,
    "last_datapoint_time": 1760160300000,
    "evaluation_time": 1760160522365,
    "expiration_time": 1766640300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 235,
            "offset": 0,
            "std": 4.02445
        }
    }
}
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": [
        [
            131924.0056482507,
            84492.9428855549,
            47431.0627626958,
            209304.6025585878,
            136569.7887389168,
            72734.8138196709
        ],
        [
            131.924006,
            84.492943,
            47.431063,
            209.304603,
            136.569789,
            72.734814
        ],
        [
            1.519687,
            0.973309,
            0.546378,
            1.309218,
            0.996841,
            0.631623
        ],
        [
            12.210444,
            12.210444,
            12.210444,
            12.210444,
            12.210444,
            12.210444
        ],
        [
            -27915,
            -18145,
            -13714,
            -32431,
            -21804,
            -22979
        ],
        [
            1.811973,
            2.107042,
            1.550562,
            1.948362,
            2.415012,
            1.585691
        ],
        [
            195,
            97,
            98,
            195,
            97,
            98
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            43.076923,
            43.298969,
            42.857143,
            43.076923,
            43.298969,
            42.857143
        ],
        [
            2.394393,
            2.759222,
            2.067416,
            2.574621,
            3.162516,
            2.114255
        ],
        [
            34967,
            34967,
            33791,
            68069,
            61773,
            68069
        ],
        [
            -7051,
            -4365,
            -7051,
            -21978,
            -7938,
            -21978
        ],
        [
            126,
            127,
            126,
            126,
            127,
            126
        ],
        [
            196,
            199,
            194,
            196,
            199,
            194
        ],
        [
            73,
            72,
            75,
            73,
            72,
            75
        ],
        [
            24749,
            12368,
            12381,
            24749,
            12368,
            12381
        ],
        [
            0,
            0.572018,
            0,
            0,
            0.572018,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            474962,
            320534,
            214761,
            477860,
            334592,
            307378
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752660600000,
    "first_datapoint_time": 1752719400000,
    "last_datapoint_time": 1760160300000,
    "evaluation_time": 1760160522365,
    "expiration_time": 1766640300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 235,
            "offset": 0,
            "std": 4.02445
        }
    }
}

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)