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Trade: CAKE/USDT/15/ALMA/VWAP/7087

Strategy
CAKE/USDT/15/ALMA/VWAP/7087
Pair
CAKE_USDT
Interval
15m
Score
331204
Daily Profit
0.586726
Profit Factor
1.581931
Profitability
38.926174
Streak
6.279688
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 10:12
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 152795.2833 105957.3596 46837.9237 206297.32 183100.9222 23196.3978
Total P&L (%) 152.7953 105.9574 46.8379 206.2973 183.1009 23.1964
Avg Daily Profit (%) 0.5867 0.4069 0.1799 0.4308 0.4004 0.0801
Buy And Hold Return (%) 21.9671 21.9671 21.9671 21.9671 21.9671 21.9671
Max Trade Drawdown -37601 -23900 -29032 -144012 -58757 -107378
Profit Factor 1.5819 1.7929 1.3633 1.2759 1.4918 1.0618
Total Trades 149 74 75 149 74 75
Winning Trades 58 25 33 58 25 33
Losing Trades 91 49 42 91 49 42
Profitability (%) 38.9262 33.7838 44 38.9262 33.7838 44
Ratio Avg Win / Avg Loss 2.482 3.5141 1.7351 2.0018 2.9239 1.3513
Largest Winning Trade 57917 57917 24584 105498 105498 52853
Largest Losing Trade -12085 -9681 -12085 -24118 -24118 -23680
Avg Bars in Trades 166 163 168 166 163 168
Avg Bars in Winners 281 308 260 281 308 260
Avg Bars in Losers 92 88 97 92 88 97
Bars Traded 24749 12080 12668 24749 12080 12668
Profit Streak 6.2797 0 8.1026 6.2797 0 8.1026
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331204 -60860 -56990 216943 -60459 -446918
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736381700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759043565033,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "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": [
        [
            152795.2833193696,
            105957.3596167363,
            46837.9237026332,
            206297.3199823897,
            183100.9221972535,
            23196.397785136
        ],
        [
            152.795283,
            105.95736,
            46.837924,
            206.29732,
            183.100922,
            23.196398
        ],
        [
            0.586726,
            0.406871,
            0.179855,
            0.430764,
            0.400398,
            0.080137
        ],
        [
            21.967071,
            21.967071,
            21.967071,
            21.967071,
            21.967071,
            21.967071
        ],
        [
            -37601,
            -23900,
            -29032,
            -144012,
            -58757,
            -107378
        ],
        [
            1.581931,
            1.792886,
            1.36328,
            1.275856,
            1.491795,
            1.061769
        ],
        [
            149,
            74,
            75,
            149,
            74,
            75
        ],
        [
            58,
            25,
            33,
            58,
            25,
            33
        ],
        [
            91,
            49,
            42,
            91,
            49,
            42
        ],
        [
            38.926174,
            33.783784,
            44,
            38.926174,
            33.783784,
            44
        ],
        [
            2.481996,
            3.514057,
            1.735083,
            2.001774,
            2.923917,
            1.351343
        ],
        [
            57917,
            57917,
            24584,
            105498,
            105498,
            52853
        ],
        [
            -12085,
            -9681,
            -12085,
            -24118,
            -24118,
            -23680
        ],
        [
            166,
            163,
            168,
            166,
            163,
            168
        ],
        [
            281,
            308,
            260,
            281,
            308,
            260
        ],
        [
            92,
            88,
            97,
            92,
            88,
            97
        ],
        [
            24749,
            12080,
            12668,
            24749,
            12080,
            12668
        ],
        [
            6.279688,
            0,
            8.102604,
            6.279688,
            0,
            8.102605
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331204,
            -60860,
            -56990,
            216943,
            -60459,
            -446918
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736381700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759043565033,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "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)