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Trade: CAKE/USDT/720/SUPERTREND/VWAP/6131

Strategy
CAKE/USDT/720/SUPERTREND/VWAP/6131
Pair
CAKE_USDT
Interval
12h
Score
300606
Daily Profit
0.191558
Profit Factor
1.524755
Profitability
43.902439
Streak
0.000000
Best Strategy
Training Data Length
1688.500000
Evaluation Time
2025-10-04 08:22
Expiration Time
2025-11-23 17:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 323445.1865 140572.2814 182872.9051 440564.6592 475920.1989 -35355.5398
Total P&L (%) 323.4452 140.5723 182.8729 440.5647 475.9202 -35.3555
Avg Daily Profit (%) 0.1916 0.0833 0.1083 0.1 0.1037 -0.0258
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -57258 -68239 -55783 -481292 -153142 -437045
Profit Factor 1.5248 1.4133 1.6619 1.1965 1.4531 0.9703
Total Trades 123 61 62 123 61 62
Winning Trades 54 23 31 54 23 31
Losing Trades 69 38 31 69 38 31
Profitability (%) 43.9024 37.7049 50 43.9024 37.7049 50
Ratio Avg Win / Avg Loss 1.9483 2.3351 1.6619 1.5289 2.4007 0.9703
Largest Winning Trade 54760 54760 51176 265240 265240 162783
Largest Losing Trade -26036 -22381 -26036 -174247 -95847 -174247
Avg Bars in Trades 26 23 28 26 23 28
Avg Bars in Winners 36 32 38 36 32 38
Avg Bars in Losers 18 18 18 18 18 18
Bars Traded 3208 1442 1766 3208 1442 1766
Profit Streak 0 39.7237 0 0 39.7237 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300606 -245829 -199154 -64477 -218266 -734680
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3377,
    "evaluation_days": 1688.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1620172800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759555325495,
    "expiration_time": 1763912592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 229,
            "offset": 127,
            "multiplier": 1.77909
        }
    },
    "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": [
        [
            323445.1865344038,
            140572.2814310414,
            182872.9051033623,
            440564.6591600337,
            475920.1989165464,
            -35355.5397565128
        ],
        [
            323.445187,
            140.572281,
            182.872905,
            440.564659,
            475.920199,
            -35.35554
        ],
        [
            0.191558,
            0.083253,
            0.108305,
            0.099987,
            0.103743,
            -0.025834
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -57258,
            -68239,
            -55783,
            -481292,
            -153142,
            -437045
        ],
        [
            1.524755,
            1.413329,
            1.66192,
            1.196542,
            1.453072,
            0.970318
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            54,
            23,
            31,
            54,
            23,
            31
        ],
        [
            69,
            38,
            31,
            69,
            38,
            31
        ],
        [
            43.902439,
            37.704918,
            50,
            43.902439,
            37.704918,
            50
        ],
        [
            1.948298,
            2.335065,
            1.66192,
            1.528915,
            2.400728,
            0.970318
        ],
        [
            54760,
            54760,
            51176,
            265240,
            265240,
            162783
        ],
        [
            -26036,
            -22381,
            -26036,
            -174247,
            -95847,
            -174247
        ],
        [
            26,
            23,
            28,
            26,
            23,
            28
        ],
        [
            36,
            32,
            38,
            36,
            32,
            38
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            3208,
            1442,
            1766,
            3208,
            1442,
            1766
        ],
        [
            0,
            39.723675,
            0,
            0,
            39.723675,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300606,
            -245829,
            -199154,
            -64477,
            -218266,
            -734680
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3377,
    "evaluation_days": 1688.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1620172800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759555325495,
    "expiration_time": 1763912592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 229,
            "offset": 127,
            "multiplier": 1.77909
        }
    },
    "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)