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Trade: CAKE/USDT/60/VWMA/VWMA/3431

Strategy
CAKE/USDT/60/VWMA/VWMA/3431
Pair
CAKE_USDT
Interval
1h
Score
407482
Daily Profit
0.385524
Profit Factor
1.920506
Profitability
41.847826
Streak
8.367674
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 06:49
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 401569.4737 252507.2985 149062.1752 1557121.4716 1272740.272 284381.1996
Total P&L (%) 401.5695 252.5073 149.0622 1557.1215 1272.7403 284.3812
Avg Daily Profit (%) 0.3855 0.2424 0.1431 0.2699 0.2518 0.1294
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48287 -58613 -40960 -713680 -263770 -613122
Profit Factor 1.9205 2.1474 1.6896 1.5804 2.0536 1.1928
Total Trades 184 92 92 184 92 92
Winning Trades 77 35 42 77 35 42
Losing Trades 107 57 50 107 57 50
Profitability (%) 41.8478 38.0435 45.6522 41.8478 38.0435 45.6522
Ratio Avg Win / Avg Loss 2.6688 3.4971 2.0114 2.1961 3.3445 1.42
Largest Winning Trade 80668 80668 48774 673223 673223 360824
Largest Losing Trade -15902 -15902 -12553 -216087 -201413 -216087
Avg Bars in Trades 134 126 142 134 126 142
Avg Bars in Winners 219 205 230 219 205 230
Avg Bars in Losers 73 77 68 73 77 68
Bars Traded 24707 11597 13110 24707 11597 13110
Profit Streak 8.3677 31.1593 0 8.3677 31.1593 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407482 291953 -796 360322 303324 -30790

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": 1669294800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758858567076,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 59,
            "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": [
        [
            401569.4736509501,
            252507.2984881831,
            149062.1751627671,
            1557121.4715931525,
            1272740.2720202017,
            284381.1995729509
        ],
        [
            401.569474,
            252.507298,
            149.062175,
            1557.121472,
            1272.740272,
            284.3812
        ],
        [
            0.385524,
            0.242418,
            0.143106,
            0.269912,
            0.25179,
            0.12935
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48287,
            -58613,
            -40960,
            -713680,
            -263770,
            -613122
        ],
        [
            1.920506,
            2.147356,
            1.689556,
            1.580363,
            2.053613,
            1.192796
        ],
        [
            184,
            92,
            92,
            184,
            92,
            92
        ],
        [
            77,
            35,
            42,
            77,
            35,
            42
        ],
        [
            107,
            57,
            50,
            107,
            57,
            50
        ],
        [
            41.847826,
            38.043478,
            45.652174,
            41.847826,
            38.043478,
            45.652174
        ],
        [
            2.668754,
            3.497123,
            2.011376,
            2.196089,
            3.344455,
            1.419996
        ],
        [
            80668,
            80668,
            48774,
            673223,
            673223,
            360824
        ],
        [
            -15902,
            -15902,
            -12553,
            -216087,
            -201413,
            -216087
        ],
        [
            134,
            126,
            142,
            134,
            126,
            142
        ],
        [
            219,
            205,
            230,
            219,
            205,
            230
        ],
        [
            73,
            77,
            68,
            73,
            77,
            68
        ],
        [
            24707,
            11597,
            13110,
            24707,
            11597,
            13110
        ],
        [
            8.367674,
            31.159341,
            0,
            8.367674,
            31.159341,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407482,
            291953,
            -796,
            360322,
            303324,
            -30790
        ]
    ]
}
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": 1669294800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758858567076,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 59,
            "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)