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Trade: CAKE/USDT/120/ZLMA/VWAP/6894

Strategy
CAKE/USDT/120/ZLMA/VWAP/6894
Pair
CAKE_USDT
Interval
2h
Score
337068
Daily Profit
0.406332
Profit Factor
1.625219
Profitability
34.349593
Streak
0.000000
Best Strategy
Training Data Length
1683.580000
Evaluation Time
2025-09-30 06:39
Expiration Time
2025-11-29 18:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 684092.9249 414983.8748 269109.0501 7705725.9367 5926945.1483 1778780.7884
Total P&L (%) 684.0929 414.9839 269.1091 7705.7259 5926.9451 1778.7808
Avg Daily Profit (%) 0.4063 0.2465 0.1598 0.2592 0.2438 0.1744
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117600 -86576 -67094 -5428215 -1798597 -4704013
Profit Factor 1.6252 1.7664 1.4869 1.423 1.6955 1.1834
Total Trades 492 246 246 492 246 246
Winning Trades 169 79 90 169 79 90
Losing Trades 323 167 156 323 167 156
Profitability (%) 34.3496 32.1138 36.5854 34.3496 32.1138 36.5854
Ratio Avg Win / Avg Loss 3.1062 3.7341 2.5773 2.7196 3.5842 2.0513
Largest Winning Trade 84288 84288 58744 3864168 3864168 2739336
Largest Losing Trade -22444 -15094 -22444 -1081353 -1081353 -729388
Avg Bars in Trades 40 42 38 40 42 38
Avg Bars in Winners 78 83 74 78 83 74
Avg Bars in Losers 20 22 18 20 22 18
Bars Traded 19933 10379 9554 19933 10379 9554
Profit Streak 0 0 13.1521 0 0 13.1521
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337068 185175 206511 251080 194407 -13701
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20203,
    "evaluation_days": 1683.58,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614960000000,
    "last_datapoint_time": 1759197600000,
    "evaluation_time": 1759203540914,
    "expiration_time": 1764434217600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 174,
            "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": [
        [
            684092.9249130281,
            414983.8747791592,
            269109.0501338684,
            7705725.936691629,
            5926945.148306651,
            1778780.7883849745
        ],
        [
            684.092925,
            414.983875,
            269.10905,
            7705.725937,
            5926.945148,
            1778.780788
        ],
        [
            0.406332,
            0.246489,
            0.159843,
            0.259155,
            0.243756,
            0.174376
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117600,
            -86576,
            -67094,
            -5428215,
            -1798597,
            -4704013
        ],
        [
            1.625219,
            1.76643,
            1.486886,
            1.422952,
            1.695516,
            1.183431
        ],
        [
            492,
            246,
            246,
            492,
            246,
            246
        ],
        [
            169,
            79,
            90,
            169,
            79,
            90
        ],
        [
            323,
            167,
            156,
            323,
            167,
            156
        ],
        [
            34.349593,
            32.113821,
            36.585366,
            34.349593,
            32.113821,
            36.585366
        ],
        [
            3.106188,
            3.7341,
            2.577269,
            2.719606,
            3.584192,
            2.05128
        ],
        [
            84288,
            84288,
            58744,
            3864168,
            3864168,
            2739336
        ],
        [
            -22444,
            -15094,
            -22444,
            -1081353,
            -1081353,
            -729388
        ],
        [
            40,
            42,
            38,
            40,
            42,
            38
        ],
        [
            78,
            83,
            74,
            78,
            83,
            74
        ],
        [
            20,
            22,
            18,
            20,
            22,
            18
        ],
        [
            19933,
            10379,
            9554,
            19933,
            10379,
            9554
        ],
        [
            0,
            0,
            13.152094,
            0,
            0,
            13.152094
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337068,
            185175,
            206511,
            251080,
            194407,
            -13701
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20203,
    "evaluation_days": 1683.58,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614960000000,
    "last_datapoint_time": 1759197600000,
    "evaluation_time": 1759203540914,
    "expiration_time": 1764434217600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 174,
            "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)