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Trade: CAKE/USDT/480/WMA/VWMA/6543

Strategy
CAKE/USDT/480/WMA/VWMA/6543
Pair
CAKE_USDT
Interval
8h
Score
324964
Daily Profit
0.284463
Profit Factor
1.955506
Profitability
38.842975
Streak
41.768549
Best Strategy
Training Data Length
1683.000000
Evaluation Time
2025-09-28 21:26
Expiration Time
2025-11-18 05:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 478751.2802 282332.7045 196418.5757 1329208.4985 752030.7496 577177.7489
Total P&L (%) 478.7513 282.3327 196.4186 1329.2085 752.0308 577.1777
Avg Daily Profit (%) 0.2845 0.1678 0.1167 0.1582 0.1274 0.1137
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71481 -105279 -54210 -1566482 -858110 -1157361
Profit Factor 1.9555 2.0146 1.8817 1.2636 1.2952 1.2313
Total Trades 121 61 60 121 61 60
Winning Trades 47 21 26 47 21 26
Losing Trades 74 40 34 74 40 34
Profitability (%) 38.843 34.4262 43.3333 38.843 34.4262 43.3333
Ratio Avg Win / Avg Loss 3.0789 3.8373 2.4607 1.9895 2.4671 1.6102
Largest Winning Trade 147001 147001 52192 1049265 1049265 434959
Largest Losing Trade -17845 -17845 -17422 -517139 -517139 -256938
Avg Bars in Trades 40 37 44 40 37 44
Avg Bars in Winners 72 70 74 72 70 74
Avg Bars in Losers 20 19 22 20 19 22
Bars Traded 4950 2261 2689 4950 2261 2689
Profit Streak 41.7685 41.7685 50.1019 41.7685 41.7685 50.1019
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324964 -156290 -204833 202397 -188846 -211199
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5049,
    "evaluation_days": 1683,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615708800000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759084002621,
    "expiration_time": 1763437536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 13,
            "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": [
        [
            478751.280228228,
            282332.7045097377,
            196418.5757184901,
            1329208.4985352613,
            752030.7495927064,
            577177.7489425553
        ],
        [
            478.75128,
            282.332705,
            196.418576,
            1329.208499,
            752.03075,
            577.177749
        ],
        [
            0.284463,
            0.167756,
            0.116707,
            0.158159,
            0.127381,
            0.113717
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71481,
            -105279,
            -54210,
            -1566482,
            -858110,
            -1157361
        ],
        [
            1.955506,
            2.014564,
            1.881731,
            1.263608,
            1.295206,
            1.231344
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            74,
            40,
            34,
            74,
            40,
            34
        ],
        [
            38.842975,
            34.42623,
            43.333333,
            38.842975,
            34.42623,
            43.333333
        ],
        [
            3.078882,
            3.837264,
            2.460725,
            1.989511,
            2.46706,
            1.61022
        ],
        [
            147001,
            147001,
            52192,
            1049265,
            1049265,
            434959
        ],
        [
            -17845,
            -17845,
            -17422,
            -517139,
            -517139,
            -256938
        ],
        [
            40,
            37,
            44,
            40,
            37,
            44
        ],
        [
            72,
            70,
            74,
            72,
            70,
            74
        ],
        [
            20,
            19,
            22,
            20,
            19,
            22
        ],
        [
            4950,
            2261,
            2689,
            4950,
            2261,
            2689
        ],
        [
            41.768549,
            41.768549,
            50.101882,
            41.768549,
            41.768549,
            50.101882
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324964,
            -156290,
            -204833,
            202397,
            -188846,
            -211199
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5049,
    "evaluation_days": 1683,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615708800000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759084002621,
    "expiration_time": 1763437536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 13,
            "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)