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Trade: CAKE/USDT/5/VWMA/EMA/3616

Strategy
CAKE/USDT/5/VWMA/EMA/3616
Pair
CAKE_USDT
Interval
5m
Score
455907
Daily Profit
1.190291
Profit Factor
2.137879
Profitability
42.465753
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 04:03
Expiration Time
2025-12-26 03:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 118624.9635 71694.2295 46930.734 179320.6269 106162.1401 73158.4868
Total P&L (%) 118.625 71.6942 46.9307 179.3206 106.1621 73.1585
Avg Daily Profit (%) 1.3665 0.8259 0.5406 1.1903 0.8369 0.6345
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43691 -28934 -19643 -39099 -27002 -21303
Profit Factor 1.8597 2.1006 1.6442 2.1379 2.5109 1.8377
Total Trades 146 73 73 146 73 73
Winning Trades 62 32 30 62 32 30
Losing Trades 84 41 43 84 41 43
Profitability (%) 42.4658 43.8356 41.0959 42.4658 43.8356 41.0959
Ratio Avg Win / Avg Loss 2.5196 2.6914 2.3568 2.8965 3.2171 2.6341
Largest Winning Trade 33692 22426 33692 63732 56715 63732
Largest Losing Trade -6880 -4217 -6880 -21303 -8983 -21303
Avg Bars in Trades 167 164 171 167 164 171
Avg Bars in Winners 275 273 277 275 273 277
Avg Bars in Losers 88 79 96 88 79 96
Bars Traded 24501 12006 12494 24501 12006 12494
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 442087 -59258 -65327 455907 -58734 -62545
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752731100000,
    "first_datapoint_time": 1752800400000,
    "last_datapoint_time": 1760230800000,
    "evaluation_time": 1760231014971,
    "expiration_time": 1766710800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 72,
            "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": [
        [
            118624.9634526742,
            71694.2294886629,
            46930.7339640112,
            179320.6268830685,
            106162.140086513,
            73158.4867965555
        ],
        [
            118.624963,
            71.694229,
            46.930734,
            179.320627,
            106.16214,
            73.158487
        ],
        [
            1.36649,
            0.825875,
            0.540614,
            1.190291,
            0.836904,
            0.634463
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43691,
            -28934,
            -19643,
            -39099,
            -27002,
            -21303
        ],
        [
            1.859696,
            2.100635,
            1.644247,
            2.137879,
            2.510936,
            1.837729
        ],
        [
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            73,
            73,
            146,
            73,
            73
        ],
        [
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            32,
            30,
            62,
            32,
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        ],
        [
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            43,
            84,
            41,
            43
        ],
        [
            42.465753,
            43.835616,
            41.09589,
            42.465753,
            43.835616,
            41.09589
        ],
        [
            2.519588,
            2.691439,
            2.356754,
            2.896481,
            3.217137,
            2.634078
        ],
        [
            33692,
            22426,
            33692,
            63732,
            56715,
            63732
        ],
        [
            -6880,
            -4217,
            -6880,
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            -21303
        ],
        [
            167,
            164,
            171,
            167,
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        ],
        [
            275,
            273,
            277,
            275,
            273,
            277
        ],
        [
            88,
            79,
            96,
            88,
            79,
            96
        ],
        [
            24501,
            12006,
            12494,
            24501,
            12006,
            12494
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            442087,
            -59258,
            -65327,
            455907,
            -58734,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752731100000,
    "first_datapoint_time": 1752800400000,
    "last_datapoint_time": 1760230800000,
    "evaluation_time": 1760231014971,
    "expiration_time": 1766710800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 72,
            "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)