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Trade: CAKE/USDT/5/VWMA/MIDPOINT/2712

Strategy
CAKE/USDT/5/VWMA/MIDPOINT/2712
Pair
CAKE_USDT
Interval
5m
Score
364707
Daily Profit
0.482179
Profit Factor
1.982530
Profitability
48.888889
Streak
5.781929
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 15:15
Expiration Time
2025-12-25 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 26088.8647 41857.9642 -15769.0995 17007.9955 38493.7 -21485.7045
Total P&L (%) 26.0889 41.858 -15.7691 17.008 38.4937 -21.4857
Avg Daily Profit (%) 0.3005 0.4822 -0.1817 0.1811 0.3758 -0.2783
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23549 -11429 -18669 -30158 -10892 -23225
Profit Factor 1.2504 1.9825 0.744 1.1602 1.9046 0.6622
Total Trades 90 45 45 90 45 45
Winning Trades 40 22 18 40 22 18
Losing Trades 50 23 27 50 23 27
Profitability (%) 44.4444 48.8889 40 44.4444 48.8889 40
Ratio Avg Win / Avg Loss 1.5629 2.0726 1.1161 1.4503 1.9912 0.9933
Largest Winning Trade 34933 34933 5857 35146 35146 5754
Largest Losing Trade -15496 -6487 -15496 -19364 -8669 -19364
Avg Bars in Trades 261 270 253 261 270 253
Avg Bars in Winners 416 419 412 416 419 412
Avg Bars in Losers 138 128 146 138 128 146
Bars Traded 23566 12179 11387 23566 12179 11387
Profit Streak 5.216 5.7819 0 5.216 5.7819 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 99309 364707 -584880 -48864 315811 -586547
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752684900000,
    "first_datapoint_time": 1752781500000,
    "last_datapoint_time": 1760184600000,
    "evaluation_time": 1760184958690,
    "expiration_time": 1766664600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 95,
            "offset": 228
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 150,
            "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": [
        [
            26088.8646819059,
            41857.964216615,
            -15769.0995347091,
            17007.9954577468,
            38493.699959021,
            -21485.7045012742
        ],
        [
            26.088865,
            41.857964,
            -15.7691,
            17.007995,
            38.4937,
            -21.485705
        ],
        [
            0.300528,
            0.482179,
            -0.181651,
            0.181102,
            0.375839,
            -0.278255
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23549,
            -11429,
            -18669,
            -30158,
            -10892,
            -23225
        ],
        [
            1.250351,
            1.98253,
            0.744037,
            1.160219,
            1.904641,
            0.662191
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            44.444444,
            48.888889,
            40,
            44.444444,
            48.888889,
            40
        ],
        [
            1.562939,
            2.072645,
            1.116056,
            1.450274,
            1.991216,
            0.993287
        ],
        [
            34933,
            34933,
            5857,
            35146,
            35146,
            5754
        ],
        [
            -15496,
            -6487,
            -15496,
            -19364,
            -8669,
            -19364
        ],
        [
            261,
            270,
            253,
            261,
            270,
            253
        ],
        [
            416,
            419,
            412,
            416,
            419,
            412
        ],
        [
            138,
            128,
            146,
            138,
            128,
            146
        ],
        [
            23566,
            12179,
            11387,
            23566,
            12179,
            11387
        ],
        [
            5.215957,
            5.781929,
            0,
            5.215957,
            5.781929,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            99309,
            364707,
            -584880,
            -48864,
            315811,
            -586547
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752684900000,
    "first_datapoint_time": 1752781500000,
    "last_datapoint_time": 1760184600000,
    "evaluation_time": 1760184958690,
    "expiration_time": 1766664600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 95,
            "offset": 228
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 150,
            "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)