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Trade: CAKE/USDT/60/SWMA/VWMA/7453

Strategy
CAKE/USDT/60/SWMA/VWMA/7453
Pair
CAKE_USDT
Interval
1h
Score
302602
Daily Profit
0.325395
Profit Factor
1.515865
Profitability
37.406484
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-07 22:14
Expiration Time
2025-12-21 21:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 338954.2548 211938.7025 127015.5523 791187.6056 615768.6067 175418.9989
Total P&L (%) 338.9543 211.9387 127.0156 791.1876 615.7686 175.419
Avg Daily Profit (%) 0.3254 0.2035 0.1219 0.2102 0.1891 0.0973
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86594 -55578 -82906 -388388 -171142 -260050
Profit Factor 1.5159 1.6213 1.402 1.3804 1.579 1.1726
Total Trades 401 200 201 401 200 201
Winning Trades 150 68 82 150 68 82
Losing Trades 251 132 119 251 132 119
Profitability (%) 37.4065 34 40.796 37.4065 34 40.796
Ratio Avg Win / Avg Loss 2.5365 3.1473 2.0346 2.3099 3.0652 1.7017
Largest Winning Trade 68225 68225 35827 301749 301749 147914
Largest Losing Trade -24637 -12498 -24637 -86829 -69322 -86829
Avg Bars in Trades 61 64 58 61 64 58
Avg Bars in Winners 112 124 102 112 124 102
Avg Bars in Losers 31 33 28 31 33 28
Bars Traded 24726 12888 11837 24726 12888 11837
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 302602 179620 -31490 252360 184114 -95716
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669863600000,
    "first_datapoint_time": 1670263200000,
    "last_datapoint_time": 1759863600000,
    "evaluation_time": 1759864495645,
    "expiration_time": 1766343600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 93,
            "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": [
        [
            338954.2548292103,
            211938.7025267343,
            127015.5523024757,
            791187.605646563,
            615768.606741491,
            175418.9989050722
        ],
        [
            338.954255,
            211.938703,
            127.015552,
            791.187606,
            615.768607,
            175.418999
        ],
        [
            0.325395,
            0.203461,
            0.121935,
            0.210209,
            0.189124,
            0.097307
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86594,
            -55578,
            -82906,
            -388388,
            -171142,
            -260050
        ],
        [
            1.515865,
            1.621347,
            1.401994,
            1.380409,
            1.579041,
            1.172587
        ],
        [
            401,
            200,
            201,
            401,
            200,
            201
        ],
        [
            150,
            68,
            82,
            150,
            68,
            82
        ],
        [
            251,
            132,
            119,
            251,
            132,
            119
        ],
        [
            37.406484,
            34,
            40.79602,
            37.406484,
            34,
            40.79602
        ],
        [
            2.536548,
            3.147321,
            2.034601,
            2.309884,
            3.065196,
            1.701682
        ],
        [
            68225,
            68225,
            35827,
            301749,
            301749,
            147914
        ],
        [
            -24637,
            -12498,
            -24637,
            -86829,
            -69322,
            -86829
        ],
        [
            61,
            64,
            58,
            61,
            64,
            58
        ],
        [
            112,
            124,
            102,
            112,
            124,
            102
        ],
        [
            31,
            33,
            28,
            31,
            33,
            28
        ],
        [
            24726,
            12888,
            11837,
            24726,
            12888,
            11837
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302602,
            179620,
            -31490,
            252360,
            184114,
            -95716
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669863600000,
    "first_datapoint_time": 1670263200000,
    "last_datapoint_time": 1759863600000,
    "evaluation_time": 1759864495645,
    "expiration_time": 1766343600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 93,
            "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)