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Trade: CAKE/USDT/15/MIDPOINT/VWAP/7760

Strategy
CAKE/USDT/15/MIDPOINT/VWAP/7760
Pair
CAKE_USDT
Interval
15m
Score
419169
Daily Profit
0.593901
Profit Factor
1.391457
Profitability
43.630573
Streak
7.976310
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 06:55
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 154663.8027 106191.9111 48471.8915 220961.1601 197419.6172 23541.5429
Total P&L (%) 154.6638 106.1919 48.4719 220.9612 197.4196 23.5415
Avg Daily Profit (%) 0.5939 0.4078 0.1861 0.4488 0.4194 0.0812
Buy And Hold Return (%) 21.2317 21.2317 21.2317 21.2317 21.2317 21.2317
Max Trade Drawdown -39683 -26591 -32966 -155019 -93472 -124973
Profit Factor 1.3915 1.5342 1.2469 1.2115 1.3832 1.0445
Total Trades 314 157 157 314 157 157
Winning Trades 137 66 71 137 66 71
Losing Trades 177 91 86 177 91 86
Profitability (%) 43.6306 42.0382 45.2229 43.6306 42.0382 45.2229
Ratio Avg Win / Avg Loss 1.7977 2.1153 1.5103 1.5653 1.9071 1.2651
Largest Winning Trade 40676 40676 22420 86837 86837 52645
Largest Losing Trade -15337 -8878 -15337 -43976 -33808 -43976
Avg Bars in Trades 78 77 79 78 77 79
Avg Bars in Winners 110 108 112 110 108 112
Avg Bars in Losers 53 54 52 53 54 52
Bars Traded 24630 12158 12473 24630 12158 12473
Profit Streak 7.9763 8.1326 7.9763 7.9763 8.1326 7.9763
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 419169 257037 38145 334937 275352 -390373
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": 1736353800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759031753178,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 141,
            "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": [
        [
            154663.8026556372,
            106191.9111484313,
            48471.8915072059,
            220961.1600790207,
            197419.6171535389,
            23541.5429254819
        ],
        [
            154.663803,
            106.191911,
            48.471892,
            220.96116,
            197.419617,
            23.541543
        ],
        [
            0.593901,
            0.407772,
            0.18613,
            0.4488,
            0.419422,
            0.081212
        ],
        [
            21.231697,
            21.231697,
            21.231697,
            21.231697,
            21.231697,
            21.231697
        ],
        [
            -39683,
            -26591,
            -32966,
            -155019,
            -93472,
            -124973
        ],
        [
            1.391457,
            1.534205,
            1.246911,
            1.211529,
            1.383151,
            1.044473
        ],
        [
            314,
            157,
            157,
            314,
            157,
            157
        ],
        [
            137,
            66,
            71,
            137,
            66,
            71
        ],
        [
            177,
            91,
            86,
            177,
            91,
            86
        ],
        [
            43.630573,
            42.038217,
            45.22293,
            43.630573,
            42.038217,
            45.22293
        ],
        [
            1.797721,
            2.115343,
            1.510343,
            1.56526,
            1.907072,
            1.265137
        ],
        [
            40676,
            40676,
            22420,
            86837,
            86837,
            52645
        ],
        [
            -15337,
            -8878,
            -15337,
            -43976,
            -33808,
            -43976
        ],
        [
            78,
            77,
            79,
            78,
            77,
            79
        ],
        [
            110,
            108,
            112,
            110,
            108,
            112
        ],
        [
            53,
            54,
            52,
            53,
            54,
            52
        ],
        [
            24630,
            12158,
            12473,
            24630,
            12158,
            12473
        ],
        [
            7.97631,
            8.13256,
            7.97631,
            7.97631,
            8.13256,
            7.97631
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            419169,
            257037,
            38145,
            334937,
            275352,
            -390373
        ]
    ]
}
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": 1736353800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759031753178,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 141,
            "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)