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Trade: CAKE/USDT/120/VWMA/EMA/8405

Strategy
CAKE/USDT/120/VWMA/EMA/8405
Pair
CAKE_USDT
Interval
2h
Score
316052
Daily Profit
0.152193
Profit Factor
1.387943
Profitability
47.200000
Streak
14.450360
Best Strategy
Training Data Length
1681.920000
Evaluation Time
2025-09-28 13:48
Expiration Time
2025-11-28 01:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 255975.7269 133962.2436 122013.4834 83888.6335 298374.6727 -214486.0392
Total P&L (%) 255.9757 133.9622 122.0135 83.8886 298.3747 -214.486
Avg Daily Profit (%) 0.1522 0.0796 0.0725 0.0362 0.0822 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129080 -54343 -116673 -1032996 -190863 -1079464
Profit Factor 1.3879 1.4384 1.3444 1.0283 1.2759 0.8861
Total Trades 125 63 62 125 63 62
Winning Trades 59 28 31 59 28 31
Losing Trades 66 35 31 66 35 31
Profitability (%) 47.2 44.4444 50 47.2 44.4444 50
Ratio Avg Win / Avg Loss 1.5526 1.7981 1.3444 1.1503 1.5949 0.8861
Largest Winning Trade 65219 65219 40371 255228 255228 204316
Largest Losing Trade -51613 -23269 -51613 -561898 -81183 -561898
Avg Bars in Trades 157 122 192 157 122 192
Avg Bars in Winners 210 166 251 210 166 251
Avg Bars in Losers 109 87 134 109 87 134
Bars Traded 19651 7710 11941 19651 7710 11941
Profit Streak 14.4504 39.5337 0 14.4504 39.5337 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316052 -233139 -249906 -334063 -230709 -734958
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20183,
    "evaluation_days": 1681.92,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615442400000,
    "last_datapoint_time": 1759053600000,
    "evaluation_time": 1759056511099,
    "expiration_time": 1764285033600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 156,
            "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": [
        [
            255975.7269184187,
            133962.2435554363,
            122013.4833629823,
            83888.6335003055,
            298374.6726930073,
            -214486.0391927012
        ],
        [
            255.975727,
            133.962244,
            122.013483,
            83.888634,
            298.374673,
            -214.486039
        ],
        [
            0.152193,
            0.079648,
            0.072544,
            0.036225,
            0.082215,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129080,
            -54343,
            -116673,
            -1032996,
            -190863,
            -1079464
        ],
        [
            1.387943,
            1.43844,
            1.344393,
            1.028305,
            1.275919,
            0.886051
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            59,
            28,
            31,
            59,
            28,
            31
        ],
        [
            66,
            35,
            31,
            66,
            35,
            31
        ],
        [
            47.2,
            44.444444,
            50,
            47.2,
            44.444444,
            50
        ],
        [
            1.552614,
            1.79805,
            1.344393,
            1.150308,
            1.594898,
            0.886051
        ],
        [
            65219,
            65219,
            40371,
            255228,
            255228,
            204316
        ],
        [
            -51613,
            -23269,
            -51613,
            -561898,
            -81183,
            -561898
        ],
        [
            157,
            122,
            192,
            157,
            122,
            192
        ],
        [
            210,
            166,
            251,
            210,
            166,
            251
        ],
        [
            109,
            87,
            134,
            109,
            87,
            134
        ],
        [
            19651,
            7710,
            11941,
            19651,
            7710,
            11941
        ],
        [
            14.45036,
            39.533693,
            0,
            14.45036,
            39.533693,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316052,
            -233139,
            -249906,
            -334063,
            -230709,
            -734958
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20183,
    "evaluation_days": 1681.92,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615442400000,
    "last_datapoint_time": 1759053600000,
    "evaluation_time": 1759056511099,
    "expiration_time": 1764285033600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 156,
            "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)