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Trade: CAKE/USDT/60/MIDPOINT/VWMA/5358

Strategy
CAKE/USDT/60/MIDPOINT/VWMA/5358
Pair
CAKE_USDT
Interval
1h
Score
361368
Daily Profit
0.190128
Profit Factor
1.264698
Profitability
51.156069
Streak
8.063650
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 11:31
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 198041.0557 134309.2571 63731.7987 168324.1042 255917.6381 -87593.534
Total P&L (%) 198.0411 134.3093 63.7318 168.3241 255.9176 -87.5935
Avg Daily Profit (%) 0.1901 0.1289 0.0612 0.0948 0.122 -0.2002
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102341 -53096 -70744 -547101 -194713 -396372
Profit Factor 1.2647 1.3517 1.174 1.0849 1.2628 0.9132
Total Trades 346 173 173 346 173 173
Winning Trades 177 84 93 177 84 93
Losing Trades 169 89 80 169 89 80
Profitability (%) 51.1561 48.5549 53.7572 51.1561 48.5549 53.7572
Ratio Avg Win / Avg Loss 1.2075 1.4321 1.0099 1.0359 1.3379 0.7855
Largest Winning Trade 50163 50163 33411 180838 180838 135612
Largest Losing Trade -22452 -18024 -22452 -102920 -99980 -102920
Avg Bars in Trades 71 68 74 71 68 74
Avg Bars in Winners 85 78 92 85 78 92
Avg Bars in Losers 56 58 54 56 58 54
Bars Traded 24709 11768 12941 24709 11768 12941
Profit Streak 8.0637 31.4387 0 8.0637 31.4387 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 361368 -19694 -139927 -190919 -29555 -579940

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669230000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758875499334,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 71,
            "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": [
        [
            198041.0557286924,
            134309.2570637178,
            63731.7986649745,
            168324.1041667835,
            255917.6381470709,
            -87593.5339802874
        ],
        [
            198.041056,
            134.309257,
            63.731799,
            168.324104,
            255.917638,
            -87.593534
        ],
        [
            0.190128,
            0.128943,
            0.061185,
            0.094804,
            0.121955,
            -0.200156
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102341,
            -53096,
            -70744,
            -547101,
            -194713,
            -396372
        ],
        [
            1.264698,
            1.351673,
            1.174006,
            1.084887,
            1.262758,
            0.913184
        ],
        [
            346,
            173,
            173,
            346,
            173,
            173
        ],
        [
            177,
            84,
            93,
            177,
            84,
            93
        ],
        [
            169,
            89,
            80,
            169,
            89,
            80
        ],
        [
            51.156069,
            48.554913,
            53.757225,
            51.156069,
            48.554913,
            53.757225
        ],
        [
            1.207537,
            1.432129,
            1.009898,
            1.035853,
            1.337922,
            0.785534
        ],
        [
            50163,
            50163,
            33411,
            180838,
            180838,
            135612
        ],
        [
            -22452,
            -18024,
            -22452,
            -102920,
            -99980,
            -102920
        ],
        [
            71,
            68,
            74,
            71,
            68,
            74
        ],
        [
            85,
            78,
            92,
            85,
            78,
            92
        ],
        [
            56,
            58,
            54,
            56,
            58,
            54
        ],
        [
            24709,
            11768,
            12941,
            24709,
            11768,
            12941
        ],
        [
            8.06365,
            31.43865,
            0,
            8.06365,
            31.43865,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361368,
            -19694,
            -139927,
            -190919,
            -29555,
            -579940
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669230000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758875499334,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 71,
            "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)