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Trade: CAKE/USDT/5/VWMA/HMA/1826

Strategy
CAKE/USDT/5/VWMA/HMA/1826
Pair
CAKE_USDT
Interval
5m
Score
322781
Daily Profit
0.589980
Profit Factor
1.605894
Profitability
44.545455
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-01 06:47
Expiration Time
2025-12-15 05:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 51216.1695 34093.2571 17122.9124 59209.682 35224.229 23985.453
Total P&L (%) 51.2162 34.0933 17.1229 59.2097 35.2242 23.9855
Avg Daily Profit (%) 0.59 0.3927 0.1972 0.5372 0.3482 0.248
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28986 -15829 -17424 -44766 -26038 -25676
Profit Factor 1.6059 1.851 1.3851 1.4605 1.563 1.3634
Total Trades 110 55 55 110 55 55
Winning Trades 49 27 22 49 27 22
Losing Trades 61 28 33 61 28 33
Profitability (%) 44.5455 49.0909 40 44.5455 49.0909 40
Ratio Avg Win / Avg Loss 1.9992 1.9196 2.0776 1.8182 1.6209 2.045
Largest Winning Trade 12125 12125 7917 14991 14991 11361
Largest Losing Trade -5344 -3556 -5344 -7355 -5355 -7355
Avg Bars in Trades 219 231 208 219 231 208
Avg Bars in Winners 377 391 360 377 391 360
Avg Bars in Losers 92 76 107 92 76 107
Bars Traded 24190 12711 11479 24190 12711 11479
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 322781 -172043 -185385 294612 -173312 -180509
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751790600000,
    "first_datapoint_time": 1751875500000,
    "last_datapoint_time": 1759290300000,
    "evaluation_time": 1759290465889,
    "expiration_time": 1765770300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 123,
            "offset": 161
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 107,
            "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": [
        [
            51216.1695344016,
            34093.257095035,
            17122.9124393665,
            59209.6820319688,
            35224.2290343131,
            23985.4529976557
        ],
        [
            51.21617,
            34.093257,
            17.122912,
            59.209682,
            35.224229,
            23.985453
        ],
        [
            0.58998,
            0.392734,
            0.197246,
            0.53715,
            0.348219,
            0.247967
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28986,
            -15829,
            -17424,
            -44766,
            -26038,
            -25676
        ],
        [
            1.605894,
            1.851034,
            1.385053,
            1.460504,
            1.562995,
            1.36336
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            49,
            27,
            22,
            49,
            27,
            22
        ],
        [
            61,
            28,
            33,
            61,
            28,
            33
        ],
        [
            44.545455,
            49.090909,
            40,
            44.545455,
            49.090909,
            40
        ],
        [
            1.999174,
            1.919591,
            2.077579,
            1.818178,
            1.620884,
            2.045041
        ],
        [
            12125,
            12125,
            7917,
            14991,
            14991,
            11361
        ],
        [
            -5344,
            -3556,
            -5344,
            -7355,
            -5355,
            -7355
        ],
        [
            219,
            231,
            208,
            219,
            231,
            208
        ],
        [
            377,
            391,
            360,
            377,
            391,
            360
        ],
        [
            92,
            76,
            107,
            92,
            76,
            107
        ],
        [
            24190,
            12711,
            11479,
            24190,
            12711,
            11479
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322781,
            -172043,
            -185385,
            294612,
            -173312,
            -180509
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751790600000,
    "first_datapoint_time": 1751875500000,
    "last_datapoint_time": 1759290300000,
    "evaluation_time": 1759290465889,
    "expiration_time": 1765770300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 123,
            "offset": 161
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 107,
            "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)