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Trade: CAKE/USDT/60/VWMA/JMA/9604

Strategy
CAKE/USDT/60/VWMA/JMA/9604
Pair
CAKE_USDT
Interval
1h
Score
342687
Daily Profit
0.236330
Profit Factor
1.311931
Profitability
46.290801
Streak
0.000000
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 05:01
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 246166.072 169830.7699 76335.3021 235171.9265 320896.1219 -85724.1954
Total P&L (%) 246.1661 169.8308 76.3353 235.1719 320.8961 -85.7242
Avg Daily Profit (%) 0.2363 0.163 0.0733 0.1162 0.1381 -0.1867
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92827 -72245 -66142 -586998 -204897 -422808
Profit Factor 1.3119 1.4712 1.1781 1.1322 1.4338 0.9175
Total Trades 337 169 168 337 169 168
Winning Trades 156 73 83 156 73 83
Losing Trades 181 96 85 181 96 85
Profitability (%) 46.2908 43.1953 49.4048 46.2908 43.1953 49.4048
Ratio Avg Win / Avg Loss 1.5222 1.9347 1.2064 1.3137 1.8856 0.9396
Largest Winning Trade 55538 55538 36038 165803 139541 165803
Largest Losing Trade -24295 -13827 -24295 -163268 -94750 -163268
Avg Bars in Trades 73 63 84 73 63 84
Avg Bars in Winners 93 72 112 93 72 112
Avg Bars in Losers 56 55 56 56 55 56
Bars Traded 24812 10683 14129 24812 10683 14129
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 342687 260267 -119668 -112654 -9011 -580684

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": 1669222800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758852077954,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 138,
            "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": [
        [
            246166.0719933298,
            169830.7698682619,
            76335.3021250679,
            235171.9264914489,
            320896.1219342889,
            -85724.1954428396
        ],
        [
            246.166072,
            169.83077,
            76.335302,
            235.171926,
            320.896122,
            -85.724195
        ],
        [
            0.23633,
            0.163045,
            0.073285,
            0.116182,
            0.138074,
            -0.186708
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92827,
            -72245,
            -66142,
            -586998,
            -204897,
            -422808
        ],
        [
            1.311931,
            1.471168,
            1.178053,
            1.132227,
            1.433823,
            0.917482
        ],
        [
            337,
            169,
            168,
            337,
            169,
            168
        ],
        [
            156,
            73,
            83,
            156,
            73,
            83
        ],
        [
            181,
            96,
            85,
            181,
            96,
            85
        ],
        [
            46.290801,
            43.195266,
            49.404762,
            46.290801,
            43.195266,
            49.404762
        ],
        [
            1.522177,
            1.934687,
            1.20644,
            1.313674,
            1.885576,
            0.93959
        ],
        [
            55538,
            55538,
            36038,
            165803,
            139541,
            165803
        ],
        [
            -24295,
            -13827,
            -24295,
            -163268,
            -94750,
            -163268
        ],
        [
            73,
            63,
            84,
            73,
            63,
            84
        ],
        [
            93,
            72,
            112,
            93,
            72,
            112
        ],
        [
            56,
            55,
            56,
            56,
            55,
            56
        ],
        [
            24812,
            10683,
            14129,
            24812,
            10683,
            14129
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342687,
            260267,
            -119668,
            -112654,
            -9011,
            -580684
        ]
    ]
}
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": 1669222800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758852077954,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 138,
            "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)