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Trade: CAKE/USDT/120/VWMA/SSF/7766

Strategy
CAKE/USDT/120/VWMA/SSF/7766
Pair
CAKE_USDT
Interval
2h
Score
301546
Daily Profit
0.200477
Profit Factor
1.526237
Profitability
44.444444
Streak
0.000000
Best Strategy
Training Data Length
1678.080000
Evaluation Time
2025-09-27 03:29
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 336416.0196 206149.2564 130266.7631 243297.3289 338692.1277 -95394.7988
Total P&L (%) 336.416 206.1493 130.2668 243.2973 338.6921 -95.3948
Avg Daily Profit (%) 0.2005 0.1228 0.0776 0.0735 0.0882 -0.1833
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109981 -65130 -102730 -1310061 -438857 -1294747
Profit Factor 1.5262 1.6596 1.3987 1.0588 1.1898 0.9595
Total Trades 126 63 63 126 63 63
Winning Trades 56 27 29 56 27 29
Losing Trades 70 36 34 70 36 34
Profitability (%) 44.4444 42.8571 46.0317 44.4444 42.8571 46.0317
Ratio Avg Win / Avg Loss 1.9078 2.2128 1.6398 1.3234 1.5864 1.125
Largest Winning Trade 133362 133362 45012 399994 399994 367378
Largest Losing Trade -52924 -17875 -52924 -872026 -188150 -872026
Avg Bars in Trades 156 128 184 156 128 184
Avg Bars in Winners 216 182 248 216 182 248
Avg Bars in Losers 108 88 129 108 88 129
Bars Traded 19745 8121 11624 19745 8121 11624
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 301546 -175601 -235727 -252494 -235644 -727334

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": 1615356000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758932969173,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 131,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            336416.0195926407,
            206149.2564490784,
            130266.7631435622,
            243297.3289297177,
            338692.1277036323,
            -95394.7987739148
        ],
        [
            336.41602,
            206.149256,
            130.266763,
            243.297329,
            338.692128,
            -95.394799
        ],
        [
            0.200477,
            0.122848,
            0.077628,
            0.073529,
            0.088153,
            -0.183255
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109981,
            -65130,
            -102730,
            -1310061,
            -438857,
            -1294747
        ],
        [
            1.526237,
            1.659603,
            1.398674,
            1.058752,
            1.189797,
            0.95952
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            70,
            36,
            34,
            70,
            36,
            34
        ],
        [
            44.444444,
            42.857143,
            46.031746,
            44.444444,
            42.857143,
            46.031746
        ],
        [
            1.907797,
            2.212804,
            1.639824,
            1.323441,
            1.586397,
            1.124954
        ],
        [
            133362,
            133362,
            45012,
            399994,
            399994,
            367378
        ],
        [
            -52924,
            -17875,
            -52924,
            -872026,
            -188150,
            -872026
        ],
        [
            156,
            128,
            184,
            156,
            128,
            184
        ],
        [
            216,
            182,
            248,
            216,
            182,
            248
        ],
        [
            108,
            88,
            129,
            108,
            88,
            129
        ],
        [
            19745,
            8121,
            11624,
            19745,
            8121,
            11624
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301546,
            -175601,
            -235727,
            -252494,
            -235644,
            -727334
        ]
    ]
}
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": 1615356000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758932969173,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 131,
            "offset": 0,
            "poles": 2
        }
    }
}

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)