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Trade: CAKE/USDT/720/SUPERTREND/VWAP/4355

Strategy
CAKE/USDT/720/SUPERTREND/VWAP/4355
Pair
CAKE_USDT
Interval
12h
Score
306484
Daily Profit
0.260789
Profit Factor
1.980451
Profitability
40.659341
Streak
0.000000
Best Strategy
Training Data Length
1679.000000
Evaluation Time
2025-09-26 16:57
Expiration Time
2025-11-13 22:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 437865.5368 195897.4268 241968.11 1347891.2562 881157.189 466734.0672
Total P&L (%) 437.8655 195.8974 241.9681 1347.8913 881.1572 466.7341
Avg Daily Profit (%) 0.2608 0.1167 0.1441 0.1593 0.1361 0.1034
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67187 -104255 -38301 -1124498 -499661 -676691
Profit Factor 1.9805 1.7065 2.429 1.683 1.8507 1.4977
Total Trades 91 45 46 91 45 46
Winning Trades 37 15 22 37 15 22
Losing Trades 54 30 24 54 30 24
Profitability (%) 40.6593 33.3333 47.8261 40.6593 33.3333 47.8261
Ratio Avg Win / Avg Loss 2.8904 3.4131 2.6498 2.4562 3.7015 1.6338
Largest Winning Trade 91073 91073 53102 403493 403493 309026
Largest Losing Trade -24371 -24371 -14356 -305337 -305337 -281802
Avg Bars in Trades 34 33 36 34 33 36
Avg Bars in Winners 54 58 52 54 58 52
Avg Bars in Losers 21 20 21 21 20 21
Bars Traded 3163 1496 1667 3163 1496 1667
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 306484 -40421 115271 269593 -13826 -53345

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3358,
    "evaluation_days": 1679,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1613779200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758895067728,
    "expiration_time": 1763067168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 2,
            "offset": 143,
            "multiplier": 2.77975
        }
    },
    "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": [
        [
            437865.5368312377,
            195897.4268499718,
            241968.1099812657,
            1347891.2562374212,
            881157.1890379654,
            466734.0671994559
        ],
        [
            437.865537,
            195.897427,
            241.96811,
            1347.891256,
            881.157189,
            466.734067
        ],
        [
            0.260789,
            0.116675,
            0.144114,
            0.15931,
            0.1361,
            0.103372
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67187,
            -104255,
            -38301,
            -1124498,
            -499661,
            -676691
        ],
        [
            1.980451,
            1.706528,
            2.428986,
            1.682961,
            1.850728,
            1.497674
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            37,
            15,
            22,
            37,
            15,
            22
        ],
        [
            54,
            30,
            24,
            54,
            30,
            24
        ],
        [
            40.659341,
            33.333333,
            47.826087,
            40.659341,
            33.333333,
            47.826087
        ],
        [
            2.890387,
            3.413056,
            2.649803,
            2.456213,
            3.701456,
            1.633826
        ],
        [
            91073,
            91073,
            53102,
            403493,
            403493,
            309026
        ],
        [
            -24371,
            -24371,
            -14356,
            -305337,
            -305337,
            -281802
        ],
        [
            34,
            33,
            36,
            34,
            33,
            36
        ],
        [
            54,
            58,
            52,
            54,
            58,
            52
        ],
        [
            21,
            20,
            21,
            21,
            20,
            21
        ],
        [
            3163,
            1496,
            1667,
            3163,
            1496,
            1667
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306484,
            -40421,
            115271,
            269593,
            -13826,
            -53345
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3358,
    "evaluation_days": 1679,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1613779200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758895067728,
    "expiration_time": 1763067168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 2,
            "offset": 143,
            "multiplier": 2.77975
        }
    },
    "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)