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Trade: CAKE/USDT/120/MIDPOINT/VWMA/3089

Strategy
CAKE/USDT/120/MIDPOINT/VWMA/3089
Pair
CAKE_USDT
Interval
2h
Score
531373
Daily Profit
0.345287
Profit Factor
1.964346
Profitability
49.253731
Streak
40.897162
Best Strategy
Training Data Length
1678.080000
Evaluation Time
2025-09-27 12:31
Expiration Time
2025-11-24 01:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 579420.0382 334678.8261 244741.2121 4422075.1733 3287076.9253 1134998.248
Total P&L (%) 579.42 334.6788 244.7412 4422.0752 3287.0769 1134.9982
Avg Daily Profit (%) 0.3453 0.1994 0.1458 0.2274 0.2101 0.1499
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67466 -92173 -43347 -3200603 -1135993 -2159176
Profit Factor 1.9643 2.0985 1.8263 1.5316 1.8555 1.2535
Total Trades 201 101 100 201 101 100
Winning Trades 99 46 53 99 46 53
Losing Trades 102 55 47 102 55 47
Profitability (%) 49.2537 45.5446 53 49.2537 45.5446 53
Ratio Avg Win / Avg Loss 2.0239 2.5091 1.6196 1.578 2.2185 1.1116
Largest Winning Trade 112295 112295 53697 1125152 1125152 1121300
Largest Losing Trade -24221 -15149 -24221 -878603 -437092 -878603
Avg Bars in Trades 99 90 107 99 90 107
Avg Bars in Winners 136 128 144 136 128 144
Avg Bars in Losers 62 59 66 62 59 66
Bars Traded 19955 9171 10784 19955 9171 10784
Profit Streak 40.8972 40.8972 48.7305 40.8972 40.8972 48.7305
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 531373 364971 208215 454731 366376 286150
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20137,
    "evaluation_days": 1678.08,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614758400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758965514780,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 37,
            "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": [
        [
            579420.0381560499,
            334678.8260577066,
            244741.2120983438,
            4422075.173274031,
            3287076.925301952,
            1134998.247972079
        ],
        [
            579.420038,
            334.678826,
            244.741212,
            4422.075173,
            3287.076925,
            1134.998248
        ],
        [
            0.345287,
            0.199442,
            0.145846,
            0.227396,
            0.210136,
            0.149906
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67466,
            -92173,
            -43347,
            -3200603,
            -1135993,
            -2159176
        ],
        [
            1.964346,
            2.098515,
            1.826332,
            1.531565,
            1.855485,
            1.253539
        ],
        [
            201,
            101,
            100,
            201,
            101,
            100
        ],
        [
            99,
            46,
            53,
            99,
            46,
            53
        ],
        [
            102,
            55,
            47,
            102,
            55,
            47
        ],
        [
            49.253731,
            45.544554,
            53,
            49.253731,
            45.544554,
            53
        ],
        [
            2.023872,
            2.509094,
            1.619578,
            1.577976,
            2.218514,
            1.111629
        ],
        [
            112295,
            112295,
            53697,
            1125152,
            1125152,
            1121300
        ],
        [
            -24221,
            -15149,
            -24221,
            -878603,
            -437092,
            -878603
        ],
        [
            99,
            90,
            107,
            99,
            90,
            107
        ],
        [
            136,
            128,
            144,
            136,
            128,
            144
        ],
        [
            62,
            59,
            66,
            62,
            59,
            66
        ],
        [
            19955,
            9171,
            10784,
            19955,
            9171,
            10784
        ],
        [
            40.897162,
            40.897162,
            48.730495,
            40.897162,
            40.897162,
            48.730495
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            531373,
            364971,
            208215,
            454731,
            366376,
            286150
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20137,
    "evaluation_days": 1678.08,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614758400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758965514780,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 37,
            "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)