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Trade: CAKE/USDT/480/VWMA/WMA/5439

Strategy
CAKE/USDT/480/VWMA/WMA/5439
Pair
CAKE_USDT
Interval
8h
Score
446442
Daily Profit
0.227240
Profit Factor
1.676312
Profitability
55.855856
Streak
39.422134
Best Strategy
Training Data Length
1684.670000
Evaluation Time
2025-09-30 13:07
Expiration Time
2025-11-19 22:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 382823.8938 216638.2552 166185.6386 199355.8231 482033.3903 -282677.5671
Total P&L (%) 382.8239 216.6383 166.1856 199.3558 482.0334 -282.6776
Avg Daily Profit (%) 0.2272 0.1286 0.0986 0.0651 0.1046 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151325 -56621 -121592 -1246971 -480968 -1520152
Profit Factor 1.6763 2.1072 1.4487 1.047 1.403 0.9073
Total Trades 111 56 55 111 56 55
Winning Trades 62 32 30 62 32 30
Losing Trades 49 24 25 49 24 25
Profitability (%) 55.8559 57.1429 54.5455 55.8559 57.1429 54.5455
Ratio Avg Win / Avg Loss 1.3248 1.5804 1.2072 0.8274 1.0522 0.7561
Largest Winning Trade 71446 71446 59537 297215 272624 297215
Largest Losing Trade -65372 -19966 -65372 -909641 -155465 -909641
Avg Bars in Trades 44 29 59 44 29 59
Avg Bars in Winners 54 34 76 54 34 76
Avg Bars in Losers 30 22 38 30 22 38
Bars Traded 4902 1656 3246 4902 1656 3246
Profit Streak 39.4221 39.7555 39.4221 39.4221 39.7555 39.4221
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 446442 -195204 -239204 -274062 -230480 -759697
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5054,
    "evaluation_days": 1684.67,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615564800000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759226872425,
    "expiration_time": 1763585856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 66,
            "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": [
        [
            382823.8937928487,
            216638.2552259546,
            166185.6385668942,
            199355.8231461157,
            482033.3902710623,
            -282677.5671249465
        ],
        [
            382.823894,
            216.638255,
            166.185639,
            199.355823,
            482.03339,
            -282.677567
        ],
        [
            0.22724,
            0.128594,
            0.098646,
            0.065106,
            0.104607,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151325,
            -56621,
            -121592,
            -1246971,
            -480968,
            -1520152
        ],
        [
            1.676312,
            2.107192,
            1.448687,
            1.046952,
            1.402985,
            0.907311
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            62,
            32,
            30,
            62,
            32,
            30
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            55.855856,
            57.142857,
            54.545455,
            55.855856,
            57.142857,
            54.545455
        ],
        [
            1.324827,
            1.580394,
            1.207239,
            0.82743,
            1.052239,
            0.756093
        ],
        [
            71446,
            71446,
            59537,
            297215,
            272624,
            297215
        ],
        [
            -65372,
            -19966,
            -65372,
            -909641,
            -155465,
            -909641
        ],
        [
            44,
            29,
            59,
            44,
            29,
            59
        ],
        [
            54,
            34,
            76,
            54,
            34,
            76
        ],
        [
            30,
            22,
            38,
            30,
            22,
            38
        ],
        [
            4902,
            1656,
            3246,
            4902,
            1656,
            3246
        ],
        [
            39.422134,
            39.755468,
            39.422134,
            39.422135,
            39.755468,
            39.422135
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            446442,
            -195204,
            -239204,
            -274062,
            -230480,
            -759697
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5054,
    "evaluation_days": 1684.67,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615564800000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759226872425,
    "expiration_time": 1763585856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 66,
            "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)