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Trade: CAKE/USDT/480/ALMA/VWMA/5908

Strategy
CAKE/USDT/480/ALMA/VWMA/5908
Pair
CAKE_USDT
Interval
8h
Score
313727
Daily Profit
0.257574
Profit Factor
1.565817
Profitability
38.073394
Streak
30.575969
Best Strategy
Training Data Length
1681.000000
Evaluation Time
2025-09-27 00:49
Expiration Time
2025-11-16 04:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 432981.989 258080.8046 174901.1844 943207.423 691936.6728 251270.7502
Total P&L (%) 432.982 258.0808 174.9012 943.2074 691.9367 251.2708
Avg Daily Profit (%) 0.2576 0.1535 0.104 0.1396 0.1232 0.0748
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97247 -116919 -62377 -606444 -284664 -530105
Profit Factor 1.5658 1.6513 1.474 1.3722 1.5537 1.1957
Total Trades 218 109 109 218 109 109
Winning Trades 83 41 42 83 41 42
Losing Trades 135 68 67 135 68 67
Profitability (%) 38.0734 37.6147 38.5321 38.0734 37.6147 38.5321
Ratio Avg Win / Avg Loss 2.5468 2.7387 2.3514 2.232 2.5769 1.9074
Largest Winning Trade 94041 94041 53366 328886 328886 208350
Largest Losing Trade -23716 -23716 -22781 -214558 -214558 -127740
Avg Bars in Trades 22 22 23 22 22 23
Avg Bars in Winners 37 36 37 37 36 37
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 5013 2458 2555 5013 2458 2555
Profit Streak 30.576 30.576 33.9093 30.576 30.576 33.9093
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313727 219185 -55724 -6849 -29672 -101211

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5043,
    "evaluation_days": 1681,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614326400000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758923363711,
    "expiration_time": 1763259552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 12,
            "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": [
        [
            432981.9889728775,
            258080.8045754581,
            174901.1843974192,
            943207.4229871219,
            691936.6728074389,
            251270.7501796833
        ],
        [
            432.981989,
            258.080805,
            174.901184,
            943.207423,
            691.936673,
            251.27075
        ],
        [
            0.257574,
            0.153528,
            0.104046,
            0.139591,
            0.123176,
            0.074768
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97247,
            -116919,
            -62377,
            -606444,
            -284664,
            -530105
        ],
        [
            1.565817,
            1.651271,
            1.474038,
            1.37224,
            1.553711,
            1.195659
        ],
        [
            218,
            109,
            109,
            218,
            109,
            109
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            38.073394,
            37.614679,
            38.53211,
            38.073394,
            37.614679,
            38.53211
        ],
        [
            2.546811,
            2.738693,
            2.351441,
            2.231957,
            2.576886,
            1.90736
        ],
        [
            94041,
            94041,
            53366,
            328886,
            328886,
            208350
        ],
        [
            -23716,
            -23716,
            -22781,
            -214558,
            -214558,
            -127740
        ],
        [
            22,
            22,
            23,
            22,
            22,
            23
        ],
        [
            37,
            36,
            37,
            37,
            36,
            37
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            5013,
            2458,
            2555,
            5013,
            2458,
            2555
        ],
        [
            30.575969,
            30.575969,
            33.909302,
            30.575969,
            30.575969,
            33.909302
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313727,
            219185,
            -55724,
            -6849,
            -29672,
            -101211
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5043,
    "evaluation_days": 1681,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614326400000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758923363711,
    "expiration_time": 1763259552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 12,
            "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)