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Trade: CAKE/USDT/5/T3/VWAP/6789

Strategy
CAKE/USDT/5/T3/VWAP/6789
Pair
CAKE_USDT
Interval
5m
Score
354535
Daily Profit
0.860064
Profit Factor
3.424936
Profitability
45.945946
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-10 08:40
Expiration Time
2025-12-24 07:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 106042.6715 76819.8025 29222.869 154590.645 110313.5944 44277.0506
Total P&L (%) 106.0427 76.8198 29.2229 154.5906 110.3136 44.2771
Avg Daily Profit (%) 1.2215 0.8849 0.3366 1.0823 0.8601 0.4232
Buy And Hold Return (%) 51.657 51.657 51.657 51.657 51.657 51.657
Max Trade Drawdown -14049 -12720 -8314 -20819 -14791 -9092
Profit Factor 2.4903 3.1479 1.8257 2.7472 3.4249 2.03
Total Trades 74 37 37 74 37 37
Winning Trades 33 17 16 33 17 16
Losing Trades 41 20 21 41 20 21
Profitability (%) 44.5946 45.9459 43.2432 44.5946 45.9459 43.2432
Ratio Avg Win / Avg Loss 3.094 3.7034 2.3963 3.4132 4.0293 2.6644
Largest Winning Trade 37527 37527 11359 56250 56250 26021
Largest Losing Trade -5883 -5883 -4411 -11726 -11726 -6827
Avg Bars in Trades 323 345 300 323 345 300
Avg Bars in Winners 530 559 500 530 559 500
Avg Bars in Losers 155 164 147 155 164 147
Bars Traded 23904 12795 11108 23904 12795 11108
Profit Streak 0 0 4.0766 0 0 4.0766
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -61501 39213 -157964 -57707 354535 -157108
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752574800000,
    "first_datapoint_time": 1752638100000,
    "last_datapoint_time": 1760074500000,
    "evaluation_time": 1760074818543,
    "expiration_time": 1766554500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 212,
            "offset": 0,
            "a": 0.5386
        }
    },
    "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": [
        [
            106042.671473423,
            76819.8025194223,
            29222.8689540008,
            154590.6449690571,
            110313.5944074025,
            44277.0505616545
        ],
        [
            106.042671,
            76.819803,
            29.222869,
            154.590645,
            110.313594,
            44.277051
        ],
        [
            1.221549,
            0.884919,
            0.33663,
            1.082288,
            0.860064,
            0.423154
        ],
        [
            51.657001,
            51.657001,
            51.657001,
            51.657001,
            51.657001,
            51.657001
        ],
        [
            -14049,
            -12720,
            -8314,
            -20819,
            -14791,
            -9092
        ],
        [
            2.490306,
            3.147914,
            1.825735,
            2.74719,
            3.424936,
            2.029981
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            44.594595,
            45.945946,
            43.243243,
            44.594595,
            45.945946,
            43.243243
        ],
        [
            3.094016,
            3.703429,
            2.396277,
            3.413176,
            4.029336,
            2.66435
        ],
        [
            37527,
            37527,
            11359,
            56250,
            56250,
            26021
        ],
        [
            -5883,
            -5883,
            -4411,
            -11726,
            -11726,
            -6827
        ],
        [
            323,
            345,
            300,
            323,
            345,
            300
        ],
        [
            530,
            559,
            500,
            530,
            559,
            500
        ],
        [
            155,
            164,
            147,
            155,
            164,
            147
        ],
        [
            23904,
            12795,
            11108,
            23904,
            12795,
            11108
        ],
        [
            0,
            0,
            4.076603,
            0,
            0,
            4.076603
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -61501,
            39213,
            -157964,
            -57707,
            354535,
            -157108
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752574800000,
    "first_datapoint_time": 1752638100000,
    "last_datapoint_time": 1760074500000,
    "evaluation_time": 1760074818543,
    "expiration_time": 1766554500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 212,
            "offset": 0,
            "a": 0.5386
        }
    },
    "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)