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Trade: CAKE/USDT/360/VWAP/HWMA/6831

Strategy
CAKE/USDT/360/VWAP/HWMA/6831
Pair
CAKE_USDT
Interval
6h
Score
305383
Daily Profit
0.296596
Profit Factor
1.564065
Profitability
36.728395
Streak
0.000000
Best Strategy
Training Data Length
1693.000000
Evaluation Time
2025-10-09 06:28
Expiration Time
2025-11-28 20:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 502137.0999 293601.3138 208535.7861 1673673.739 1407275.1829 266398.5561
Total P&L (%) 502.1371 293.6013 208.5358 1673.6737 1407.2752 266.3986
Avg Daily Profit (%) 0.2966 0.1734 0.1232 0.17 0.1604 0.0767
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66223 -94142 -51317 -1802061 -631242 -1470204
Profit Factor 1.5641 1.6507 1.475 1.3093 1.5589 1.0921
Total Trades 324 162 162 324 162 162
Winning Trades 119 54 65 119 54 65
Losing Trades 205 108 97 205 108 97
Profitability (%) 36.7284 33.3333 40.1235 36.7284 33.3333 40.1235
Ratio Avg Win / Avg Loss 2.6944 3.3014 2.2012 2.2555 3.1179 1.6297
Largest Winning Trade 76149 76149 48533 1099305 1099305 588981
Largest Losing Trade -23519 -17739 -23519 -299384 -299384 -267592
Avg Bars in Trades 20 19 21 20 19 21
Avg Bars in Winners 36 37 35 36 37 35
Avg Bars in Losers 11 10 11 11 10 11
Bars Traded 6695 3215 3480 6695 3215 3480
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305383 165942 -29578 210387 164370 -211894
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6772,
    "evaluation_days": 1693,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614189600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759980530364,
    "expiration_time": 1764356256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 22
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.38589,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            502137.0999227039,
            293601.3137758728,
            208535.7861468312,
            1673673.7390211006,
            1407275.1829169681,
            266398.556104132
        ],
        [
            502.1371,
            293.601314,
            208.535786,
            1673.673739,
            1407.275183,
            266.398556
        ],
        [
            0.296596,
            0.173421,
            0.123175,
            0.169999,
            0.16037,
            0.076731
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66223,
            -94142,
            -51317,
            -1802061,
            -631242,
            -1470204
        ],
        [
            1.564065,
            1.650702,
            1.475021,
            1.309319,
            1.558934,
            1.092082
        ],
        [
            324,
            162,
            162,
            324,
            162,
            162
        ],
        [
            119,
            54,
            65,
            119,
            54,
            65
        ],
        [
            205,
            108,
            97,
            205,
            108,
            97
        ],
        [
            36.728395,
            33.333333,
            40.123457,
            36.728395,
            33.333333,
            40.123457
        ],
        [
            2.694398,
            3.301404,
            2.201184,
            2.255549,
            3.117868,
            1.629723
        ],
        [
            76149,
            76149,
            48533,
            1099305,
            1099305,
            588981
        ],
        [
            -23519,
            -17739,
            -23519,
            -299384,
            -299384,
            -267592
        ],
        [
            20,
            19,
            21,
            20,
            19,
            21
        ],
        [
            36,
            37,
            35,
            36,
            37,
            35
        ],
        [
            11,
            10,
            11,
            11,
            10,
            11
        ],
        [
            6695,
            3215,
            3480,
            6695,
            3215,
            3480
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305383,
            165942,
            -29578,
            210387,
            164370,
            -211894
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6772,
    "evaluation_days": 1693,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614189600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759980530364,
    "expiration_time": 1764356256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 22
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.38589,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)