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Trade: CAKE/USDT/120/SSF/VWMA/1738

Strategy
CAKE/USDT/120/SSF/VWMA/1738
Pair
CAKE_USDT
Interval
2h
Score
399909
Daily Profit
0.292524
Profit Factor
1.777375
Profitability
44.755245
Streak
41.818802
Best Strategy
Training Data Length
1683.580000
Evaluation Time
2025-09-30 06:39
Expiration Time
2025-11-29 18:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 492487.6267 292717.2284 199770.3983 1657560.3959 1191307.3659 466253.0301
Total P&L (%) 492.4876 292.7172 199.7704 1657.5604 1191.3074 466.253
Avg Daily Profit (%) 0.2925 0.1739 0.1187 0.1704 0.1521 0.103
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74989 -78283 -45616 -1167983 -572275 -938127
Profit Factor 1.7774 1.9131 1.6384 1.3442 1.4907 1.1952
Total Trades 143 72 71 143 72 71
Winning Trades 64 31 33 64 31 33
Losing Trades 79 41 38 79 41 38
Profitability (%) 44.7552 43.0556 46.4789 44.7552 43.0556 46.4789
Ratio Avg Win / Avg Loss 2.1939 2.5302 1.8866 1.6592 1.9716 1.3763
Largest Winning Trade 113436 113436 55344 590953 590953 478250
Largest Losing Trade -28056 -24851 -28056 -391939 -284842 -391939
Avg Bars in Trades 139 143 135 139 143 135
Avg Bars in Winners 211 210 213 211 210 213
Avg Bars in Losers 81 93 68 81 93 68
Bars Traded 19979 10358 9621 19979 10358 9621
Profit Streak 41.8188 41.8188 51.0688 41.8188 41.8188 51.0688
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399909 -70578 -119256 308725 -71619 -148983
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20203,
    "evaluation_days": 1683.58,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614369600000,
    "last_datapoint_time": 1759197600000,
    "evaluation_time": 1759203544480,
    "expiration_time": 1764434217600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 240,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 92,
            "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": [
        [
            492487.6267125154,
            292717.2283642423,
            199770.3983482735,
            1657560.395936976,
            1191307.3658668406,
            466253.0300701357
        ],
        [
            492.487627,
            292.717228,
            199.770398,
            1657.560396,
            1191.307366,
            466.25303
        ],
        [
            0.292524,
            0.173866,
            0.118658,
            0.170408,
            0.152068,
            0.10304
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74989,
            -78283,
            -45616,
            -1167983,
            -572275,
            -938127
        ],
        [
            1.777375,
            1.913065,
            1.638369,
            1.344155,
            1.490693,
            1.195206
        ],
        [
            143,
            72,
            71,
            143,
            72,
            71
        ],
        [
            64,
            31,
            33,
            64,
            31,
            33
        ],
        [
            79,
            41,
            38,
            79,
            41,
            38
        ],
        [
            44.755245,
            43.055556,
            46.478873,
            44.755245,
            43.055556,
            46.478873
        ],
        [
            2.193948,
            2.530183,
            1.886607,
            1.659191,
            1.971562,
            1.376297
        ],
        [
            113436,
            113436,
            55344,
            590953,
            590953,
            478250
        ],
        [
            -28056,
            -24851,
            -28056,
            -391939,
            -284842,
            -391939
        ],
        [
            139,
            143,
            135,
            139,
            143,
            135
        ],
        [
            211,
            210,
            213,
            211,
            210,
            213
        ],
        [
            81,
            93,
            68,
            81,
            93,
            68
        ],
        [
            19979,
            10358,
            9621,
            19979,
            10358,
            9621
        ],
        [
            41.818802,
            41.818802,
            51.068802,
            41.818802,
            41.818802,
            51.068802
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399909,
            -70578,
            -119256,
            308725,
            -71619,
            -148983
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20203,
    "evaluation_days": 1683.58,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614369600000,
    "last_datapoint_time": 1759197600000,
    "evaluation_time": 1759203544480,
    "expiration_time": 1764434217600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 240,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 92,
            "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)