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Trade: CAKE/USDT/240/PWMA/VWAP/6080

Strategy
CAKE/USDT/240/PWMA/VWAP/6080
Pair
CAKE_USDT
Interval
4h
Score
303625
Daily Profit
0.313124
Profit Factor
1.878851
Profitability
34.183673
Streak
44.863800
Best Strategy
Training Data Length
1685.830000
Evaluation Time
2025-10-01 23:43
Expiration Time
2025-11-21 11:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 527874.3966 306164.4528 221709.9439 2496682.4484 1791229.4797 705452.9687
Total P&L (%) 527.8744 306.1645 221.7099 2496.6824 1791.2295 705.453
Avg Daily Profit (%) 0.3131 0.1816 0.1315 0.1934 0.1745 0.1238
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70146 -82590 -40477 -1415633 -551381 -1098788
Profit Factor 1.8789 1.9924 1.7589 1.4353 1.6559 1.2348
Total Trades 196 98 98 196 98 98
Winning Trades 67 30 37 67 30 37
Losing Trades 129 68 61 129 68 61
Profitability (%) 34.1837 30.6122 37.7551 34.1837 30.6122 37.7551
Ratio Avg Win / Avg Loss 3.6175 4.5161 2.8999 2.7635 3.7534 2.0357
Largest Winning Trade 110846 110846 51627 625006 625006 486718
Largest Losing Trade -24903 -13255 -24903 -503438 -223538 -503438
Avg Bars in Trades 50 46 54 50 46 54
Avg Bars in Winners 105 100 109 105 100 109
Avg Bars in Losers 22 22 21 22 22 21
Bars Traded 9960 4580 5380 9960 4580 5380
Profit Streak 44.8638 44.8638 53.6971 44.8638 44.8638 53.6971
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303625 143000 -18611 211174 132448 -30981
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10115,
    "evaluation_days": 1685.83,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1615377600000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759351432338,
    "expiration_time": 1763718480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 117,
            "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": [
        [
            527874.3966489262,
            306164.4527625231,
            221709.9438864033,
            2496682.4483938743,
            1791229.4797082494,
            705452.9686856237
        ],
        [
            527.874397,
            306.164453,
            221.709944,
            2496.682448,
            1791.22948,
            705.452969
        ],
        [
            0.313124,
            0.181611,
            0.131514,
            0.193375,
            0.174536,
            0.123828
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70146,
            -82590,
            -40477,
            -1415633,
            -551381,
            -1098788
        ],
        [
            1.878851,
            1.992386,
            1.758948,
            1.43531,
            1.655926,
            1.234793
        ],
        [
            196,
            98,
            98,
            196,
            98,
            98
        ],
        [
            67,
            30,
            37,
            67,
            30,
            37
        ],
        [
            129,
            68,
            61,
            129,
            68,
            61
        ],
        [
            34.183673,
            30.612245,
            37.755102,
            34.183673,
            30.612245,
            37.755102
        ],
        [
            3.617489,
            4.516074,
            2.899887,
            2.763507,
            3.753432,
            2.03574
        ],
        [
            110846,
            110846,
            51627,
            625006,
            625006,
            486718
        ],
        [
            -24903,
            -13255,
            -24903,
            -503438,
            -223538,
            -503438
        ],
        [
            50,
            46,
            54,
            50,
            46,
            54
        ],
        [
            105,
            100,
            109,
            105,
            100,
            109
        ],
        [
            22,
            22,
            21,
            22,
            22,
            21
        ],
        [
            9960,
            4580,
            5380,
            9960,
            4580,
            5380
        ],
        [
            44.8638,
            44.8638,
            53.697133,
            44.8638,
            44.8638,
            53.697134
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303625,
            143000,
            -18611,
            211174,
            132448,
            -30981
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10115,
    "evaluation_days": 1685.83,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1615377600000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759351432338,
    "expiration_time": 1763718480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 117,
            "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)