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Trade: CAKE/USDT/5/VWMA/SMA/2141

Strategy
CAKE/USDT/5/VWMA/SMA/2141
Pair
CAKE_USDT
Interval
5m
Score
481075
Daily Profit
1.471426
Profit Factor
2.873652
Profitability
41.911765
Streak
2.529524
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 06:02
Expiration Time
2025-12-25 04:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 156716.5113 100612.5399 56103.9714 255387.4253 173648.7316 81738.6936
Total P&L (%) 156.7165 100.6125 56.104 255.3874 173.6487 81.7387
Avg Daily Profit (%) 1.8053 1.159 0.6463 1.4714 1.1664 0.6905
Buy And Hold Return (%) 19.9275 19.9275 19.9275 19.9275 19.9275 19.9275
Max Trade Drawdown -48822 -30705 -20180 -44001 -28607 -18187
Profit Factor 2.1313 2.758 1.6901 2.8737 4.1059 2.0167
Total Trades 136 68 68 136 68 68
Winning Trades 57 30 27 57 30 27
Losing Trades 79 38 41 79 38 41
Profitability (%) 41.9118 44.1176 39.7059 41.9118 44.1176 39.7059
Ratio Avg Win / Avg Loss 2.9539 3.4934 2.5665 3.9828 5.2008 3.0624
Largest Winning Trade 56395 56395 47476 128151 128151 73152
Largest Losing Trade -8305 -4089 -8305 -9036 -4443 -9036
Avg Bars in Trades 178 173 183 178 173 183
Avg Bars in Winners 289 278 302 289 278 302
Avg Bars in Losers 98 91 104 98 91 104
Bars Traded 24283 11827 12456 24283 11827 12456
Profit Streak 2.5295 2.5295 2.8108 2.5295 2.5295 2.8108
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 439935 -97499 -104902 481075 -94316 -102750
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752651600000,
    "first_datapoint_time": 1752724500000,
    "last_datapoint_time": 1760151300000,
    "evaluation_time": 1760151750911,
    "expiration_time": 1766631300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 65,
            "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": [
        [
            156716.5112988203,
            100612.539858093,
            56103.9714407273,
            255387.4252637738,
            173648.7316337677,
            81738.693630006
        ],
        [
            156.716511,
            100.61254,
            56.103971,
            255.387425,
            173.648732,
            81.738694
        ],
        [
            1.805282,
            1.158997,
            0.646285,
            1.471426,
            1.16638,
            0.690543
        ],
        [
            19.927536,
            19.927536,
            19.927536,
            19.927536,
            19.927536,
            19.927536
        ],
        [
            -48822,
            -30705,
            -20180,
            -44001,
            -28607,
            -18187
        ],
        [
            2.131311,
            2.757983,
            1.690131,
            2.873652,
            4.105865,
            2.016717
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            57,
            30,
            27,
            57,
            30,
            27
        ],
        [
            79,
            38,
            41,
            79,
            38,
            41
        ],
        [
            41.911765,
            44.117647,
            39.705882,
            41.911765,
            44.117647,
            39.705882
        ],
        [
            2.953922,
            3.493445,
            2.566496,
            3.98278,
            5.200763,
            3.062422
        ],
        [
            56395,
            56395,
            47476,
            128151,
            128151,
            73152
        ],
        [
            -8305,
            -4089,
            -8305,
            -9036,
            -4443,
            -9036
        ],
        [
            178,
            173,
            183,
            178,
            173,
            183
        ],
        [
            289,
            278,
            302,
            289,
            278,
            302
        ],
        [
            98,
            91,
            104,
            98,
            91,
            104
        ],
        [
            24283,
            11827,
            12456,
            24283,
            11827,
            12456
        ],
        [
            2.529524,
            2.529524,
            2.810774,
            2.529524,
            2.529524,
            2.810774
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            439935,
            -97499,
            -104902,
            481075,
            -94316,
            -102750
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752651600000,
    "first_datapoint_time": 1752724500000,
    "last_datapoint_time": 1760151300000,
    "evaluation_time": 1760151750911,
    "expiration_time": 1766631300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 65,
            "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)