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Trade: CAKE/USDT/15/RMA/VWMA/5396

Strategy
CAKE/USDT/15/RMA/VWMA/5396
Pair
CAKE_USDT
Interval
15m
Score
343056
Daily Profit
0.577603
Profit Factor
1.873220
Profitability
40.476190
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 20:10
Expiration Time
2025-12-15 19:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 150419.5024 102502.2902 47917.2122 175842.6027 182039.7701 -6197.1674
Total P&L (%) 150.4195 102.5023 47.9172 175.8426 182.0398 -6.1972
Avg Daily Profit (%) 0.5776 0.3936 0.184 0.3904 0.399 -0.0246
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -58313 -25271 -45429 -242439 -98568 -202861
Profit Factor 1.8732 2.0604 1.6339 1.2832 1.5735 0.9796
Total Trades 84 42 42 84 42 42
Winning Trades 34 16 18 34 16 18
Losing Trades 50 26 24 50 26 24
Profitability (%) 40.4762 38.0952 42.8571 40.4762 38.0952 42.8571
Ratio Avg Win / Avg Loss 2.7547 3.3481 2.1785 1.8871 2.5569 1.3061
Largest Winning Trade 72662 72662 30735 134362 134362 104765
Largest Losing Trade -12332 -12332 -8128 -40873 -36007 -40873
Avg Bars in Trades 293 289 298 293 289 298
Avg Bars in Winners 508 516 501 508 516 501
Avg Bars in Losers 148 150 145 148 150 145
Bars Traded 24681 12162 12519 24681 12162 12519
Profit Streak 0 0 7.1012 0 0 7.1012
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343056 259585 202051 196775 223411 -582558
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736838900000,
    "first_datapoint_time": 1736980200000,
    "last_datapoint_time": 1759338000000,
    "evaluation_time": 1759338646627,
    "expiration_time": 1765818000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 136,
            "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": [
        [
            150419.5023925784,
            102502.2902066874,
            47917.2121858909,
            175842.6027278684,
            182039.7700827505,
            -6197.1673548822
        ],
        [
            150.419502,
            102.50229,
            47.917212,
            175.842603,
            182.03977,
            -6.197167
        ],
        [
            0.577603,
            0.393604,
            0.184,
            0.390385,
            0.39895,
            -0.024563
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -58313,
            -25271,
            -45429,
            -242439,
            -98568,
            -202861
        ],
        [
            1.87322,
            2.060382,
            1.633883,
            1.283209,
            1.573478,
            0.979578
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            40.47619,
            38.095238,
            42.857143,
            40.47619,
            38.095238,
            42.857143
        ],
        [
            2.754735,
            3.348121,
            2.178511,
            1.887072,
            2.556902,
            1.306105
        ],
        [
            72662,
            72662,
            30735,
            134362,
            134362,
            104765
        ],
        [
            -12332,
            -12332,
            -8128,
            -40873,
            -36007,
            -40873
        ],
        [
            293,
            289,
            298,
            293,
            289,
            298
        ],
        [
            508,
            516,
            501,
            508,
            516,
            501
        ],
        [
            148,
            150,
            145,
            148,
            150,
            145
        ],
        [
            24681,
            12162,
            12519,
            24681,
            12162,
            12519
        ],
        [
            0,
            0,
            7.101234,
            0,
            0,
            7.101234
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343056,
            259585,
            202051,
            196775,
            223411,
            -582558
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736838900000,
    "first_datapoint_time": 1736980200000,
    "last_datapoint_time": 1759338000000,
    "evaluation_time": 1759338646627,
    "expiration_time": 1765818000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 136,
            "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)