← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: CAKE/USDT/60/T3/VWAP/7884

Strategy
CAKE/USDT/60/T3/VWAP/7884
Pair
CAKE_USDT
Interval
1h
Score
315374
Daily Profit
0.402018
Profit Factor
1.764647
Profitability
34.586466
Streak
8.820888
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-03 01:42
Expiration Time
2025-12-17 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 418769.5979 252670.725 166098.8729 1905765.2079 1574376.5909 331388.617
Total P&L (%) 418.7696 252.6707 166.0989 1905.7652 1574.3766 331.3886
Avg Daily Profit (%) 0.402 0.2426 0.1595 0.2883 0.2709 0.1404
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -56542 -46425 -50415 -1559057 -599970 -1491065
Profit Factor 1.7646 1.9589 1.5845 1.3521 1.6288 1.1139
Total Trades 266 133 133 266 133 133
Winning Trades 92 41 51 92 41 51
Losing Trades 174 92 82 174 92 82
Profitability (%) 34.5865 30.8271 38.3459 34.5865 30.8271 38.3459
Ratio Avg Win / Avg Loss 3.3375 4.3955 2.5477 2.5573 3.6548 1.791
Largest Winning Trade 66591 66591 36321 1072769 1072769 760845
Largest Losing Trade -11723 -9108 -11723 -229987 -229987 -213373
Avg Bars in Trades 93 92 94 93 92 94
Avg Bars in Winners 189 194 186 189 194 186
Avg Bars in Losers 42 47 37 42 47 37
Bars Traded 24817 12293 12524 24817 12293 12524
Profit Streak 8.8209 0 8.9042 8.8209 0 8.9042
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315374 145732 221163 229404 146517 -103708
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669442400000,
    "first_datapoint_time": 1669885200000,
    "last_datapoint_time": 1759442400000,
    "evaluation_time": 1759444924742,
    "expiration_time": 1765922400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 124,
            "offset": 0,
            "a": 0.72925
        }
    },
    "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": [
        [
            418769.5979405364,
            252670.7250308029,
            166098.8729097331,
            1905765.2079213785,
            1574376.5908818857,
            331388.6170394904
        ],
        [
            418.769598,
            252.670725,
            166.098873,
            1905.765208,
            1574.376591,
            331.388617
        ],
        [
            0.402018,
            0.242563,
            0.159454,
            0.28828,
            0.270896,
            0.140435
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -56542,
            -46425,
            -50415,
            -1559057,
            -599970,
            -1491065
        ],
        [
            1.764647,
            1.958873,
            1.584534,
            1.352113,
            1.628777,
            1.113938
        ],
        [
            266,
            133,
            133,
            266,
            133,
            133
        ],
        [
            92,
            41,
            51,
            92,
            41,
            51
        ],
        [
            174,
            92,
            82,
            174,
            92,
            82
        ],
        [
            34.586466,
            30.827068,
            38.345865,
            34.586466,
            30.827068,
            38.345865
        ],
        [
            3.337484,
            4.39552,
            2.547682,
            2.557257,
            3.654816,
            1.791038
        ],
        [
            66591,
            66591,
            36321,
            1072769,
            1072769,
            760845
        ],
        [
            -11723,
            -9108,
            -11723,
            -229987,
            -229987,
            -213373
        ],
        [
            93,
            92,
            94,
            93,
            92,
            94
        ],
        [
            189,
            194,
            186,
            189,
            194,
            186
        ],
        [
            42,
            47,
            37,
            42,
            47,
            37
        ],
        [
            24817,
            12293,
            12524,
            24817,
            12293,
            12524
        ],
        [
            8.820888,
            0,
            8.904221,
            8.820888,
            0,
            8.904222
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315374,
            145732,
            221163,
            229404,
            146517,
            -103708
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669442400000,
    "first_datapoint_time": 1669885200000,
    "last_datapoint_time": 1759442400000,
    "evaluation_time": 1759444924742,
    "expiration_time": 1765922400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 124,
            "offset": 0,
            "a": 0.72925
        }
    },
    "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)