← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: CAKE/USDT/15/DCM/VWAP/7883

Strategy
CAKE/USDT/15/DCM/VWAP/7883
Pair
CAKE_USDT
Interval
15m
Score
494125
Daily Profit
0.829210
Profit Factor
1.577222
Profitability
42.276423
Streak
5.684698
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 01:40
Expiration Time
2025-12-26 00:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 215942.8481 136297.4359 79645.4122 428996.1467 263928.0833 165068.0635
Total P&L (%) 215.9428 136.2974 79.6454 428.9961 263.9281 165.0681
Avg Daily Profit (%) 0.8292 0.5234 0.3058 0.6417 0.4973 0.375
Buy And Hold Return (%) 25.8979 25.8979 25.8979 25.8979 25.8979 25.8979
Max Trade Drawdown -42156 -26957 -30013 -129899 -71137 -90659
Profit Factor 1.5772 1.7323 1.4237 1.5291 1.6718 1.395
Total Trades 246 123 123 246 123 123
Winning Trades 104 47 57 104 47 57
Losing Trades 142 76 66 142 76 66
Profitability (%) 42.2764 38.2114 46.3415 42.2764 38.2114 46.3415
Ratio Avg Win / Avg Loss 2.1535 2.8011 1.6485 2.0878 2.7034 1.6152
Largest Winning Trade 50695 29542 50695 177960 50312 177960
Largest Losing Trade -12385 -10514 -12385 -34537 -34537 -23990
Avg Bars in Trades 100 98 102 100 98 102
Avg Bars in Winners 150 161 142 150 161 142
Avg Bars in Losers 63 60 67 63 60 67
Bars Traded 24726 12172 12554 24726 12172 12554
Profit Streak 5.6847 11.9451 5.6847 5.6847 11.9451 5.6847
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 494125 281454 183225 433924 310914 292752
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737722700000,
    "first_datapoint_time": 1737868500000,
    "last_datapoint_time": 1760221800000,
    "evaluation_time": 1760222457942,
    "expiration_time": 1766701800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 163,
            "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": [
        [
            215942.8480983647,
            136297.4359342645,
            79645.4121641001,
            428996.1467395655,
            263928.0832529757,
            165068.0634865897
        ],
        [
            215.942848,
            136.297436,
            79.645412,
            428.996147,
            263.928083,
            165.068063
        ],
        [
            0.82921,
            0.523375,
            0.305834,
            0.641713,
            0.497272,
            0.375026
        ],
        [
            25.897921,
            25.897921,
            25.897921,
            25.897921,
            25.897921,
            25.897921
        ],
        [
            -42156,
            -26957,
            -30013,
            -129899,
            -71137,
            -90659
        ],
        [
            1.577222,
            1.732253,
            1.423707,
            1.529113,
            1.671817,
            1.394969
        ],
        [
            246,
            123,
            123,
            246,
            123,
            123
        ],
        [
            104,
            47,
            57,
            104,
            47,
            57
        ],
        [
            142,
            76,
            66,
            142,
            76,
            66
        ],
        [
            42.276423,
            38.211382,
            46.341463,
            42.276423,
            38.211382,
            46.341463
        ],
        [
            2.153514,
            2.80109,
            1.648502,
            2.087827,
            2.703364,
            1.615227
        ],
        [
            50695,
            29542,
            50695,
            177960,
            50312,
            177960
        ],
        [
            -12385,
            -10514,
            -12385,
            -34537,
            -34537,
            -23990
        ],
        [
            100,
            98,
            102,
            100,
            98,
            102
        ],
        [
            150,
            161,
            142,
            150,
            161,
            142
        ],
        [
            63,
            60,
            67,
            63,
            60,
            67
        ],
        [
            24726,
            12172,
            12554,
            24726,
            12172,
            12554
        ],
        [
            5.684698,
            11.945115,
            5.684698,
            5.684698,
            11.945115,
            5.684698
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            494125,
            281454,
            183225,
            433924,
            310914,
            292752
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737722700000,
    "first_datapoint_time": 1737868500000,
    "last_datapoint_time": 1760221800000,
    "evaluation_time": 1760222457942,
    "expiration_time": 1766701800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 163,
            "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)