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Trade: CAKE/USDT/120/DCM/VWMA/1787

Strategy
CAKE/USDT/120/DCM/VWMA/1787
Pair
CAKE_USDT
Interval
2h
Score
345404
Daily Profit
0.179762
Profit Factor
1.242056
Profitability
52.956298
Streak
0.000000
Best Strategy
Training Data Length
1686.330000
Evaluation Time
2025-10-03 00:56
Expiration Time
2025-12-02 14:59

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 303137.6761 193943.4267 109194.2493 83107.828 73500.4215 9607.4065
Total P&L (%) 303.1377 193.9434 109.1942 83.1078 73.5004 9.6074
Avg Daily Profit (%) 0.1798 0.115 0.0648 0.0359 0.0327 0.0054
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137648 -113663 -84537 -479807 -351112 -350230
Profit Factor 1.2421 1.3249 1.1666 1.0275 1.0479 1.0064
Total Trades 389 195 194 389 195 194
Winning Trades 206 102 104 206 102 104
Losing Trades 183 93 90 183 93 90
Profitability (%) 52.9563 52.3077 53.6082 52.9563 52.3077 53.6082
Ratio Avg Win / Avg Loss 1.1034 1.208 1.0096 0.9127 0.9554 0.871
Largest Winning Trade 68779 68779 38951 129081 129081 110484
Largest Losing Trade -57629 -29148 -57629 -148010 -97636 -148010
Avg Bars in Trades 51 47 54 51 47 54
Avg Bars in Winners 50 43 57 50 43 57
Avg Bars in Losers 51 52 51 51 52 51
Bars Traded 19976 9343 10633 19976 9343 10633
Profit Streak 0 0 14.3309 0 0 14.3309
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345404 -38460 -141704 -334542 -317967 -564440
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20236,
    "evaluation_days": 1686.33,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614744000000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759442188868,
    "expiration_time": 1764680371200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 95,
            "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": [
        [
            303137.6760617003,
            193943.4267286754,
            109194.2493330254,
            83107.8280343245,
            73500.4214921281,
            9607.4065421964
        ],
        [
            303.137676,
            193.943427,
            109.194249,
            83.107828,
            73.500421,
            9.607407
        ],
        [
            0.179762,
            0.115009,
            0.064753,
            0.035878,
            0.03268,
            0.00544
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137648,
            -113663,
            -84537,
            -479807,
            -351112,
            -350230
        ],
        [
            1.242056,
            1.324853,
            1.166626,
            1.027458,
            1.047904,
            1.006438
        ],
        [
            389,
            195,
            194,
            389,
            195,
            194
        ],
        [
            206,
            102,
            104,
            206,
            102,
            104
        ],
        [
            183,
            93,
            90,
            183,
            93,
            90
        ],
        [
            52.956298,
            52.307692,
            53.608247,
            52.956298,
            52.307692,
            53.608247
        ],
        [
            1.10338,
            1.207954,
            1.00958,
            0.912742,
            0.955442,
            0.870956
        ],
        [
            68779,
            68779,
            38951,
            129081,
            129081,
            110484
        ],
        [
            -57629,
            -29148,
            -57629,
            -148010,
            -97636,
            -148010
        ],
        [
            51,
            47,
            54,
            51,
            47,
            54
        ],
        [
            50,
            43,
            57,
            50,
            43,
            57
        ],
        [
            51,
            52,
            51,
            51,
            52,
            51
        ],
        [
            19976,
            9343,
            10633,
            19976,
            9343,
            10633
        ],
        [
            0,
            0,
            14.33089,
            0,
            0,
            14.33089
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345404,
            -38460,
            -141704,
            -334542,
            -317967,
            -564440
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20236,
    "evaluation_days": 1686.33,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614744000000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759442188868,
    "expiration_time": 1764680371200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 95,
            "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)