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Trade: CAKE/USDT/720/TEMA/VWAP/6020

Strategy
CAKE/USDT/720/TEMA/VWAP/6020
Pair
CAKE_USDT
Interval
12h
Score
306861
Daily Profit
0.257145
Profit Factor
1.347990
Profitability
37.899543
Streak
19.818218
Best Strategy
Training Data Length
1691.000000
Evaluation Time
2025-10-06 22:38
Expiration Time
2025-11-26 07:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 434831.424 272146.1756 162685.2484 521659.4595 541501.0054 -19841.546
Total P&L (%) 434.8314 272.1462 162.6852 521.6595 541.501 -19.8415
Avg Daily Profit (%) 0.2571 0.1609 0.0962 0.1081 0.11 -0.0131
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -191906 -163644 -96679 -551542 -231544 -465047
Profit Factor 1.348 1.4276 1.2654 1.1711 1.3746 0.9876
Total Trades 438 219 219 438 219 219
Winning Trades 166 76 90 166 76 90
Losing Trades 272 143 129 272 143 129
Profitability (%) 37.8995 34.7032 41.0959 37.8995 34.7032 41.0959
Ratio Avg Win / Avg Loss 2.2088 2.6861 1.8137 1.9188 2.5863 1.4156
Largest Winning Trade 88395 88395 38159 323220 323220 230808
Largest Losing Trade -33992 -29241 -33992 -141210 -141210 -139312
Avg Bars in Trades 7 7 7 7 7 7
Avg Bars in Winners 12 13 10 12 13 10
Avg Bars in Losers 4 5 4 4 5 4
Bars Traded 3338 1730 1608 3338 1730 1608
Profit Streak 19.8182 35.8182 19.8182 19.8182 35.8182 19.8182
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306861 186205 -65584 -80565 -48196 -581149
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3382,
    "evaluation_days": 1691,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614686400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759779494010,
    "expiration_time": 1764135072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "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": [
        [
            434831.4240370475,
            272146.1756291453,
            162685.2484079018,
            521659.4594810115,
            541501.0054461921,
            -19841.5459651807
        ],
        [
            434.831424,
            272.146176,
            162.685248,
            521.659459,
            541.501005,
            -19.841546
        ],
        [
            0.257145,
            0.160938,
            0.096207,
            0.108114,
            0.109974,
            -0.013078
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -191906,
            -163644,
            -96679,
            -551542,
            -231544,
            -465047
        ],
        [
            1.34799,
            1.427556,
            1.265377,
            1.171056,
            1.374556,
            0.987629
        ],
        [
            438,
            219,
            219,
            438,
            219,
            219
        ],
        [
            166,
            76,
            90,
            166,
            76,
            90
        ],
        [
            272,
            143,
            129,
            272,
            143,
            129
        ],
        [
            37.899543,
            34.703196,
            41.09589,
            37.899543,
            34.703196,
            41.09589
        ],
        [
            2.208755,
            2.686059,
            1.813707,
            1.918839,
            2.586335,
            1.415602
        ],
        [
            88395,
            88395,
            38159,
            323220,
            323220,
            230808
        ],
        [
            -33992,
            -29241,
            -33992,
            -141210,
            -141210,
            -139312
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            12,
            13,
            10,
            12,
            13,
            10
        ],
        [
            4,
            5,
            4,
            4,
            5,
            4
        ],
        [
            3338,
            1730,
            1608,
            3338,
            1730,
            1608
        ],
        [
            19.818218,
            35.818218,
            19.818218,
            19.818218,
            35.818218,
            19.818218
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306861,
            186205,
            -65584,
            -80565,
            -48196,
            -581149
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3382,
    "evaluation_days": 1691,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614686400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759779494010,
    "expiration_time": 1764135072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "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)