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Trade: CAKE/USDT/60/DEMA/VWAP/4367

Strategy
CAKE/USDT/60/DEMA/VWAP/4367
Pair
CAKE_USDT
Interval
1h
Score
357216
Daily Profit
0.476510
Profit Factor
1.701056
Profitability
35.585586
Streak
0.000000
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-27 04:55
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 496341.9054 301058.1667 195283.7387 3710346.4066 3155120.277 555226.1296
Total P&L (%) 496.3419 301.0582 195.2837 3710.3464 3155.1203 555.2261
Avg Daily Profit (%) 0.4765 0.289 0.1875 0.3501 0.3349 0.1806
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -46136 -48634 -33222 -1692147 -1079044 -1471204
Profit Factor 1.7011 1.8128 1.5785 1.3098 1.5301 1.0921
Total Trades 444 222 222 444 222 222
Winning Trades 158 71 87 158 71 87
Losing Trades 286 151 135 286 151 135
Profitability (%) 35.5856 31.982 39.1892 35.5856 31.982 39.1892
Ratio Avg Win / Avg Loss 3.0791 3.8553 2.4494 2.3709 3.2542 1.6947
Largest Winning Trade 73829 73829 25541 1609193 1609193 801828
Largest Losing Trade -14054 -11243 -14054 -579668 -379355 -579668
Avg Bars in Trades 55 58 52 55 58 52
Avg Bars in Winners 104 115 95 104 115 95
Avg Bars in Losers 28 31 25 28 31 25
Bars Traded 24747 12999 11748 24747 12999 11748
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 357216 195128 245267 262449 194099 -113791
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669366800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758938125621,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 178,
            "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": [
        [
            496341.9053626405,
            301058.166672068,
            195283.7386905717,
            3710346.40661576,
            3155120.2770333486,
            555226.1295824134
        ],
        [
            496.341905,
            301.058167,
            195.283739,
            3710.346407,
            3155.120277,
            555.22613
        ],
        [
            0.47651,
            0.289029,
            0.187481,
            0.350096,
            0.334925,
            0.180633
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -46136,
            -48634,
            -33222,
            -1692147,
            -1079044,
            -1471204
        ],
        [
            1.701056,
            1.812769,
            1.578478,
            1.309775,
            1.530141,
            1.092137
        ],
        [
            444,
            222,
            222,
            444,
            222,
            222
        ],
        [
            158,
            71,
            87,
            158,
            71,
            87
        ],
        [
            286,
            151,
            135,
            286,
            151,
            135
        ],
        [
            35.585586,
            31.981982,
            39.189189,
            35.585586,
            31.981982,
            39.189189
        ],
        [
            3.079126,
            3.855326,
            2.449363,
            2.370859,
            3.254243,
            1.694696
        ],
        [
            73829,
            73829,
            25541,
            1609193,
            1609193,
            801828
        ],
        [
            -14054,
            -11243,
            -14054,
            -579668,
            -379355,
            -579668
        ],
        [
            55,
            58,
            52,
            55,
            58,
            52
        ],
        [
            104,
            115,
            95,
            104,
            115,
            95
        ],
        [
            28,
            31,
            25,
            28,
            31,
            25
        ],
        [
            24747,
            12999,
            11748,
            24747,
            12999,
            11748
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357216,
            195128,
            245267,
            262449,
            194099,
            -113791
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669366800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758938125621,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 178,
            "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)