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Trade: CAKE/USDT/480/HWMA/VWAP/3056

Strategy
CAKE/USDT/480/HWMA/VWAP/3056
Pair
CAKE_USDT
Interval
8h
Score
441371
Daily Profit
0.243621
Profit Factor
1.213959
Profitability
53.646477
Streak
3.496599
Best Strategy
Training Data Length
1685.670000
Evaluation Time
2025-10-01 14:55
Expiration Time
2025-11-20 23:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 410664.9905 229666.3258 180998.6647 436280.1002 522328.7104 -86048.6102
Total P&L (%) 410.665 229.6663 180.9987 436.2801 522.3287 -86.0486
Avg Daily Profit (%) 0.2436 0.1362 0.1074 0.0997 0.1085 -0.1168
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124395 -88479 -87786 -1371646 -739439 -1097723
Profit Factor 1.214 1.236 1.1913 1.0455 1.1129 0.9827
Total Trades 809 404 405 809 404 405
Winning Trades 434 212 222 434 212 222
Losing Trades 375 192 183 375 192 183
Profitability (%) 53.6465 52.4752 54.8148 53.6465 52.4752 54.8148
Ratio Avg Win / Avg Loss 1.0489 1.1194 0.982 0.9033 1.008 0.8101
Largest Winning Trade 39174 39174 27608 246155 246155 134547
Largest Losing Trade -42047 -30545 -42047 -453334 -187235 -453334
Avg Bars in Trades 6 6 6 6 6 6
Avg Bars in Winners 6 6 6 6 6 6
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 5050 2517 2533 5050 2517 2533
Profit Streak 3.4966 0 9.8299 3.4966 0 9.8299
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 441371 -9297 -57863 -227359 -141828 -577209
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5057,
    "evaluation_days": 1685.67,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1613692800000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759319706165,
    "expiration_time": 1763674848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.6032,
            "nc": 0.92393
        }
    },
    "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": [
        [
            410664.990539608,
            229666.3258139312,
            180998.6647256779,
            436280.1001748759,
            522328.7104114067,
            -86048.6102365304
        ],
        [
            410.664991,
            229.666326,
            180.998665,
            436.2801,
            522.32871,
            -86.04861
        ],
        [
            0.243621,
            0.136246,
            0.107375,
            0.099683,
            0.10852,
            -0.116775
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124395,
            -88479,
            -87786,
            -1371646,
            -739439,
            -1097723
        ],
        [
            1.213959,
            1.236019,
            1.191274,
            1.045474,
            1.112946,
            0.982684
        ],
        [
            809,
            404,
            405,
            809,
            404,
            405
        ],
        [
            434,
            212,
            222,
            434,
            212,
            222
        ],
        [
            375,
            192,
            183,
            375,
            192,
            183
        ],
        [
            53.646477,
            52.475248,
            54.814815,
            53.646477,
            52.475248,
            54.814815
        ],
        [
            1.048928,
            1.119413,
            0.981996,
            0.903348,
            1.007951,
            0.810051
        ],
        [
            39174,
            39174,
            27608,
            246155,
            246155,
            134547
        ],
        [
            -42047,
            -30545,
            -42047,
            -453334,
            -187235,
            -453334
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            5050,
            2517,
            2533,
            5050,
            2517,
            2533
        ],
        [
            3.496599,
            0,
            9.829932,
            3.496599,
            0,
            9.829932
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            441371,
            -9297,
            -57863,
            -227359,
            -141828,
            -577209
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5057,
    "evaluation_days": 1685.67,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1613692800000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759319706165,
    "expiration_time": 1763674848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.6032,
            "nc": 0.92393
        }
    },
    "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)