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Trade: CAKE/USDT/360/VWMA/FWMA/8101

Strategy
CAKE/USDT/360/VWMA/FWMA/8101
Pair
CAKE_USDT
Interval
6h
Score
313965
Daily Profit
0.315902
Profit Factor
1.639606
Profitability
34.754098
Streak
10.857930
Best Strategy
Training Data Length
1678.500000
Evaluation Time
2025-09-27 23:35
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 530241.977 316849.2818 213392.6952 2237234.7445 1624056.9178 613177.8267
Total P&L (%) 530.242 316.8493 213.3927 2237.2347 1624.0569 613.1778
Avg Daily Profit (%) 0.3159 0.1888 0.1271 0.1879 0.1698 0.1171
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94159 -108986 -55727 -744190 -198585 -773326
Profit Factor 1.6396 1.789 1.4993 1.712 2.2674 1.3295
Total Trades 305 153 152 305 153 152
Winning Trades 106 51 55 106 51 55
Losing Trades 199 102 97 199 102 97
Profitability (%) 34.7541 33.3333 36.1842 34.7541 33.3333 36.1842
Ratio Avg Win / Avg Loss 3.0781 3.578 2.6441 3.214 4.5348 2.3448
Largest Winning Trade 87346 87346 48225 780289 780289 469379
Largest Losing Trade -25377 -25377 -23519 -198585 -198585 -184663
Avg Bars in Trades 21 19 23 21 19 23
Avg Bars in Winners 42 38 47 42 38 47
Avg Bars in Losers 10 10 10 10 10 10
Bars Traded 6639 3002 3637 6639 3002 3637
Profit Streak 10.8579 33.6079 0 10.8579 33.6079 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313965 214378 -25737 279619 256770 -39720
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6714,
    "evaluation_days": 1678.5,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615096800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759005325182,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 65,
            "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": [
        [
            530241.9770386012,
            316849.2817906766,
            213392.6952479243,
            2237234.7444726015,
            1624056.9178061564,
            613177.8266664436
        ],
        [
            530.241977,
            316.849282,
            213.392695,
            2237.234744,
            1624.056918,
            613.177827
        ],
        [
            0.315902,
            0.188769,
            0.127133,
            0.187936,
            0.169775,
            0.117111
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94159,
            -108986,
            -55727,
            -744190,
            -198585,
            -773326
        ],
        [
            1.639606,
            1.788982,
            1.499256,
            1.711981,
            2.267375,
            1.329518
        ],
        [
            305,
            153,
            152,
            305,
            153,
            152
        ],
        [
            106,
            51,
            55,
            106,
            51,
            55
        ],
        [
            199,
            102,
            97,
            199,
            102,
            97
        ],
        [
            34.754098,
            33.333333,
            36.184211,
            34.754098,
            33.333333,
            36.184211
        ],
        [
            3.078128,
            3.577964,
            2.644143,
            3.214002,
            4.53475,
            2.344786
        ],
        [
            87346,
            87346,
            48225,
            780289,
            780289,
            469379
        ],
        [
            -25377,
            -25377,
            -23519,
            -198585,
            -198585,
            -184663
        ],
        [
            21,
            19,
            23,
            21,
            19,
            23
        ],
        [
            42,
            38,
            47,
            42,
            38,
            47
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            6639,
            3002,
            3637,
            6639,
            3002,
            3637
        ],
        [
            10.85793,
            33.60793,
            0,
            10.85793,
            33.60793,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313965,
            214378,
            -25737,
            279619,
            256770,
            -39720
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6714,
    "evaluation_days": 1678.5,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615096800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759005325182,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 65,
            "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)