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Trade: CAKE/USDT/240/VWAP/TEMA/3538

Strategy
CAKE/USDT/240/VWAP/TEMA/3538
Pair
CAKE_USDT
Interval
4h
Score
321522
Daily Profit
0.206229
Profit Factor
1.517707
Profitability
43.023256
Streak
36.497337
Best Strategy
Training Data Length
1678.500000
Evaluation Time
2025-09-26 18:56
Expiration Time
2025-11-13 22:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 346155.9101 218244.4705 127911.4396 255826.0628 242039.0106 13787.0522
Total P&L (%) 346.1559 218.2445 127.9114 255.8261 242.039 13.7871
Avg Daily Profit (%) 0.2062 0.13 0.0762 0.0756 0.0733 0.0077
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104035 -83757 -71348 -798349 -431374 -578931
Profit Factor 1.5177 1.5976 1.4216 1.0755 1.1377 1.0085
Total Trades 172 86 86 172 86 86
Winning Trades 74 34 40 74 34 40
Losing Trades 98 52 46 98 52 46
Profitability (%) 43.0233 39.5349 46.5116 43.0233 39.5349 46.5116
Ratio Avg Win / Avg Loss 2.0099 2.4434 1.6348 1.4243 1.74 1.1597
Largest Winning Trade 131679 131679 57015 437481 437481 218825
Largest Losing Trade -40004 -21033 -40004 -192162 -184554 -192162
Avg Bars in Trades 57 51 63 57 51 63
Avg Bars in Winners 91 84 97 91 84 97
Avg Bars in Losers 31 30 33 31 30 33
Bars Traded 9876 4458 5418 9876 4458 5418
Profit Streak 36.4973 0 44.164 36.4973 0 44.164
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321522 -20821 -90386 -230690 -167402 -442860

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10071,
    "evaluation_days": 1678.5,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1614931200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758902169899,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 85
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 80,
            "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": [
        [
            346155.9100719814,
            218244.4704725841,
            127911.4395993977,
            255826.0627935922,
            242039.0105913763,
            13787.0522022158
        ],
        [
            346.15591,
            218.24447,
            127.91144,
            255.826063,
            242.039011,
            13.787052
        ],
        [
            0.206229,
            0.130024,
            0.076206,
            0.075648,
            0.073292,
            0.007695
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104035,
            -83757,
            -71348,
            -798349,
            -431374,
            -578931
        ],
        [
            1.517707,
            1.597577,
            1.42157,
            1.075498,
            1.137719,
            1.008453
        ],
        [
            172,
            86,
            86,
            172,
            86,
            86
        ],
        [
            74,
            34,
            40,
            74,
            34,
            40
        ],
        [
            98,
            52,
            46,
            98,
            52,
            46
        ],
        [
            43.023256,
            39.534884,
            46.511628,
            43.023256,
            39.534884,
            46.511628
        ],
        [
            2.009937,
            2.443353,
            1.634805,
            1.424309,
            1.740041,
            1.159721
        ],
        [
            131679,
            131679,
            57015,
            437481,
            437481,
            218825
        ],
        [
            -40004,
            -21033,
            -40004,
            -192162,
            -184554,
            -192162
        ],
        [
            57,
            51,
            63,
            57,
            51,
            63
        ],
        [
            91,
            84,
            97,
            91,
            84,
            97
        ],
        [
            31,
            30,
            33,
            31,
            30,
            33
        ],
        [
            9876,
            4458,
            5418,
            9876,
            4458,
            5418
        ],
        [
            36.497337,
            0,
            44.164003,
            36.497337,
            0,
            44.164003
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321522,
            -20821,
            -90386,
            -230690,
            -167402,
            -442860
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10071,
    "evaluation_days": 1678.5,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1614931200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758902169899,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 85
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 80,
            "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)