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Trade: CAKE/USDT/360/LINREG/VWAP/2397

Strategy
CAKE/USDT/360/LINREG/VWAP/2397
Pair
CAKE_USDT
Interval
6h
Score
315542
Daily Profit
0.289110
Profit Factor
1.369547
Profitability
39.787234
Streak
0.000000
Best Strategy
Training Data Length
1684.250000
Evaluation Time
2025-09-30 14:11
Expiration Time
2025-11-19 20:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 486933.1794 301540.4163 185392.7632 1022937.3819 828471.9607 194465.4212
Total P&L (%) 486.9332 301.5404 185.3928 1022.9374 828.472 194.4654
Avg Daily Profit (%) 0.2891 0.179 0.1101 0.1437 0.1324 0.0641
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -185338 -142172 -106645 -612707 -293577 -508644
Profit Factor 1.3695 1.4665 1.2762 1.3101 1.4849 1.1222
Total Trades 470 235 235 470 235 235
Winning Trades 187 90 97 187 90 97
Losing Trades 283 145 138 283 145 138
Profitability (%) 39.7872 38.2979 41.2766 39.7872 38.2979 41.2766
Ratio Avg Win / Avg Loss 2.0726 2.3626 1.8156 1.9826 2.3924 1.5966
Largest Winning Trade 77895 77895 39477 483971 483971 289323
Largest Losing Trade -23519 -21835 -23519 -272940 -272940 -168460
Avg Bars in Trades 14 14 13 14 14 13
Avg Bars in Winners 23 23 22 23 23 22
Avg Bars in Losers 8 8 7 8 8 7
Bars Traded 6672 3400 3272 6672 3400 3272
Profit Streak 0 0 13.466 0 0 13.466
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315542 217988 -46829 -770 -17138 -194060
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6737,
    "evaluation_days": 1684.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614729600000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759230660645,
    "expiration_time": 1763577576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 48,
            "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": [
        [
            486933.1794433841,
            301540.4162700023,
            185392.7631733816,
            1022937.3818630083,
            828471.9606855945,
            194465.4211774129
        ],
        [
            486.933179,
            301.540416,
            185.392763,
            1022.937382,
            828.471961,
            194.465421
        ],
        [
            0.28911,
            0.179035,
            0.110074,
            0.1437,
            0.132394,
            0.064144
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -185338,
            -142172,
            -106645,
            -612707,
            -293577,
            -508644
        ],
        [
            1.369547,
            1.466458,
            1.27621,
            1.310053,
            1.48491,
            1.122249
        ],
        [
            470,
            235,
            235,
            470,
            235,
            235
        ],
        [
            187,
            90,
            97,
            187,
            90,
            97
        ],
        [
            283,
            145,
            138,
            283,
            145,
            138
        ],
        [
            39.787234,
            38.297872,
            41.276596,
            39.787234,
            38.297872,
            41.276596
        ],
        [
            2.07263,
            2.362627,
            1.815639,
            1.982594,
            2.392355,
            1.596602
        ],
        [
            77895,
            77895,
            39477,
            483971,
            483971,
            289323
        ],
        [
            -23519,
            -21835,
            -23519,
            -272940,
            -272940,
            -168460
        ],
        [
            14,
            14,
            13,
            14,
            14,
            13
        ],
        [
            23,
            23,
            22,
            23,
            23,
            22
        ],
        [
            8,
            8,
            7,
            8,
            8,
            7
        ],
        [
            6672,
            3400,
            3272,
            6672,
            3400,
            3272
        ],
        [
            0,
            0,
            13.46598,
            0,
            0,
            13.46598
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315542,
            217988,
            -46829,
            -770,
            -17138,
            -194060
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6737,
    "evaluation_days": 1684.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614729600000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759230660645,
    "expiration_time": 1763577576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 48,
            "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)