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Trade: CAKE/USDT/60/ALMA/VWAP/8837

Strategy
CAKE/USDT/60/ALMA/VWAP/8837
Pair
CAKE_USDT
Interval
1h
Score
328983
Daily Profit
0.426534
Profit Factor
1.752648
Profitability
36.303630
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-29 12:26
Expiration Time
2025-12-13 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 444307.7453 270959.2643 173348.481 2354266.9197 1958437.4992 395829.4205
Total P&L (%) 444.3077 270.9593 173.3485 2354.2669 1958.4375 395.8294
Avg Daily Profit (%) 0.4265 0.2601 0.1664 0.3077 0.2908 0.1538
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -46619 -42745 -55984 -640356 -342004 -602937
Profit Factor 1.7526 2.0147 1.5362 1.4705 1.9461 1.1349
Total Trades 303 151 152 303 151 152
Winning Trades 110 48 62 110 48 62
Losing Trades 193 103 90 193 103 90
Profitability (%) 36.3036 31.7881 40.7895 36.3036 31.7881 40.7895
Ratio Avg Win / Avg Loss 3.0751 4.3231 2.23 2.58 4.176 1.6474
Largest Winning Trade 64543 64543 29722 752486 752486 547465
Largest Losing Trade -15719 -11522 -15719 -362327 -228801 -362327
Avg Bars in Trades 82 76 87 82 76 87
Avg Bars in Winners 158 149 166 158 149 166
Avg Bars in Losers 38 43 32 38 43 32
Bars Traded 24865 11618 13247 24865 11618 13247
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328983 184205 238737 268319 203873 -67132
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669136400000,
    "first_datapoint_time": 1669492800000,
    "last_datapoint_time": 1759136400000,
    "evaluation_time": 1759138003292,
    "expiration_time": 1765616400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 100,
            "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": [
        [
            444307.7452933426,
            270959.2642784025,
            173348.4810149408,
            2354266.919691256,
            1958437.4991582672,
            395829.4205329873
        ],
        [
            444.307745,
            270.959264,
            173.348481,
            2354.26692,
            1958.437499,
            395.829421
        ],
        [
            0.426534,
            0.26012,
            0.166414,
            0.307711,
            0.290776,
            0.15382
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -46619,
            -42745,
            -55984,
            -640356,
            -342004,
            -602937
        ],
        [
            1.752648,
            2.014668,
            1.536211,
            1.470465,
            1.946086,
            1.134907
        ],
        [
            303,
            151,
            152,
            303,
            151,
            152
        ],
        [
            110,
            48,
            62,
            110,
            48,
            62
        ],
        [
            193,
            103,
            90,
            193,
            103,
            90
        ],
        [
            36.30363,
            31.788079,
            40.789474,
            36.30363,
            31.788079,
            40.789474
        ],
        [
            3.0751,
            4.323142,
            2.229983,
            2.579998,
            4.175976,
            1.647446
        ],
        [
            64543,
            64543,
            29722,
            752486,
            752486,
            547465
        ],
        [
            -15719,
            -11522,
            -15719,
            -362327,
            -228801,
            -362327
        ],
        [
            82,
            76,
            87,
            82,
            76,
            87
        ],
        [
            158,
            149,
            166,
            158,
            149,
            166
        ],
        [
            38,
            43,
            32,
            38,
            43,
            32
        ],
        [
            24865,
            11618,
            13247,
            24865,
            11618,
            13247
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328983,
            184205,
            238737,
            268319,
            203873,
            -67132
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669136400000,
    "first_datapoint_time": 1669492800000,
    "last_datapoint_time": 1759136400000,
    "evaluation_time": 1759138003292,
    "expiration_time": 1765616400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 100,
            "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)