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Trade: CAKE/USDT/60/PWMA/VWAP/3638

Strategy
CAKE/USDT/60/PWMA/VWAP/3638
Pair
CAKE_USDT
Interval
1h
Score
325318
Daily Profit
0.317542
Profit Factor
1.620061
Profitability
38.174274
Streak
7.219032
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-02 12:15
Expiration Time
2025-12-16 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 330773.5019 209823.9563 120949.5456 781028.9765 698422.3938 82606.5827
Total P&L (%) 330.7735 209.824 120.9495 781.029 698.4224 82.6066
Avg Daily Profit (%) 0.3175 0.2014 0.1161 0.2091 0.1996 0.0578
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76936 -54724 -63786 -1102974 -324300 -852287
Profit Factor 1.6201 1.7993 1.4464 1.3257 1.6684 1.0611
Total Trades 241 120 121 241 120 121
Winning Trades 92 44 48 92 44 48
Losing Trades 149 76 73 149 76 73
Profitability (%) 38.1743 36.6667 39.6694 38.1743 36.6667 39.6694
Ratio Avg Win / Avg Loss 2.6238 3.1079 2.1997 2.1471 2.8817 1.6137
Largest Winning Trade 68227 68227 48567 531382 531382 347076
Largest Losing Trade -11831 -11831 -11785 -159237 -120068 -159237
Avg Bars in Trades 102 96 108 102 96 108
Avg Bars in Winners 186 169 201 186 169 201
Avg Bars in Losers 50 54 47 50 54 47
Bars Traded 24711 11558 13153 24711 11558 13153
Profit Streak 7.219 0 8.3857 7.219 0 8.3857
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325318 202525 -39480 245223 207874 -271527
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669395600000,
    "first_datapoint_time": 1670274000000,
    "last_datapoint_time": 1759395600000,
    "evaluation_time": 1759396524359,
    "expiration_time": 1765875600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 245,
            "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": [
        [
            330773.5018971506,
            209823.9563201074,
            120949.545577043,
            781028.9764980412,
            698422.3937656617,
            82606.5827323795
        ],
        [
            330.773502,
            209.823956,
            120.949546,
            781.028976,
            698.422394,
            82.606583
        ],
        [
            0.317542,
            0.20143,
            0.116111,
            0.209106,
            0.199635,
            0.057824
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76936,
            -54724,
            -63786,
            -1102974,
            -324300,
            -852287
        ],
        [
            1.620061,
            1.799338,
            1.446381,
            1.325747,
            1.66838,
            1.061068
        ],
        [
            241,
            120,
            121,
            241,
            120,
            121
        ],
        [
            92,
            44,
            48,
            92,
            44,
            48
        ],
        [
            149,
            76,
            73,
            149,
            76,
            73
        ],
        [
            38.174274,
            36.666667,
            39.669421,
            38.174274,
            36.666667,
            39.669421
        ],
        [
            2.623795,
            3.107947,
            2.199705,
            2.147134,
            2.881748,
            1.613707
        ],
        [
            68227,
            68227,
            48567,
            531382,
            531382,
            347076
        ],
        [
            -11831,
            -11831,
            -11785,
            -159237,
            -120068,
            -159237
        ],
        [
            102,
            96,
            108,
            102,
            96,
            108
        ],
        [
            186,
            169,
            201,
            186,
            169,
            201
        ],
        [
            50,
            54,
            47,
            50,
            54,
            47
        ],
        [
            24711,
            11558,
            13153,
            24711,
            11558,
            13153
        ],
        [
            7.219032,
            0,
            8.385698,
            7.219032,
            0,
            8.385699
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325318,
            202525,
            -39480,
            245223,
            207874,
            -271527
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669395600000,
    "first_datapoint_time": 1670274000000,
    "last_datapoint_time": 1759395600000,
    "evaluation_time": 1759396524359,
    "expiration_time": 1765875600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 245,
            "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)