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Trade: CAKE/USDT/15/MIDPOINT/VWMA/2927

Strategy
CAKE/USDT/15/MIDPOINT/VWMA/2927
Pair
CAKE_USDT
Interval
15m
Score
625903
Daily Profit
0.983944
Profit Factor
1.662974
Profitability
49.416342
Streak
5.199123
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 15:01
Expiration Time
2025-12-25 13:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 256238.7676 177920.2313 78318.5363 597995.4717 451666.5637 146328.9081
Total P&L (%) 256.2388 177.9202 78.3185 597.9955 451.6666 146.3289
Avg Daily Profit (%) 0.9839 0.6832 0.3007 0.7489 0.6579 0.3468
Buy And Hold Return (%) 34.2803 34.2803 34.2803 34.2803 34.2803 34.2803
Max Trade Drawdown -44503 -25366 -30051 -121704 -75583 -112243
Profit Factor 1.663 1.9609 1.389 1.6039 1.972 1.2784
Total Trades 257 129 128 257 129 128
Winning Trades 127 61 66 127 61 66
Losing Trades 130 68 62 130 68 62
Profitability (%) 49.4163 47.2868 51.5625 49.4163 47.2868 51.5625
Ratio Avg Win / Avg Loss 1.7023 2.1859 1.3048 1.6417 2.1983 1.2009
Largest Winning Trade 50695 48562 50695 185328 185328 172467
Largest Losing Trade -17932 -8646 -17932 -51565 -29017 -51565
Avg Bars in Trades 96 94 97 96 94 97
Avg Bars in Winners 124 121 127 124 121 127
Avg Bars in Losers 68 70 66 68 70 66
Bars Traded 24742 12212 12530 24742 12212 12530
Profit Streak 5.1991 11.7408 5.1991 5.1991 11.7408 5.1991
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 625903 472478 123263 615328 508911 221373
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737684000000,
    "first_datapoint_time": 1737819000000,
    "last_datapoint_time": 1760183100000,
    "evaluation_time": 1760184104213,
    "expiration_time": 1766663100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 64,
            "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": [
        [
            256238.7676217296,
            177920.2313050607,
            78318.5363166688,
            597995.4717352366,
            451666.5636508582,
            146328.9080843785
        ],
        [
            256.238768,
            177.920231,
            78.318536,
            597.995472,
            451.666564,
            146.328908
        ],
        [
            0.983944,
            0.683205,
            0.300739,
            0.748909,
            0.657932,
            0.34677
        ],
        [
            34.280303,
            34.280303,
            34.280303,
            34.280303,
            34.280303,
            34.280303
        ],
        [
            -44503,
            -25366,
            -30051,
            -121704,
            -75583,
            -112243
        ],
        [
            1.662974,
            1.96089,
            1.388992,
            1.603851,
            1.972013,
            1.278387
        ],
        [
            257,
            129,
            128,
            257,
            129,
            128
        ],
        [
            127,
            61,
            66,
            127,
            61,
            66
        ],
        [
            130,
            68,
            62,
            130,
            68,
            62
        ],
        [
            49.416342,
            47.286822,
            51.5625,
            49.416342,
            47.286822,
            51.5625
        ],
        [
            1.702257,
            2.18591,
            1.304811,
            1.641737,
            2.198309,
            1.200909
        ],
        [
            50695,
            48562,
            50695,
            185328,
            185328,
            172467
        ],
        [
            -17932,
            -8646,
            -17932,
            -51565,
            -29017,
            -51565
        ],
        [
            96,
            94,
            97,
            96,
            94,
            97
        ],
        [
            124,
            121,
            127,
            124,
            121,
            127
        ],
        [
            68,
            70,
            66,
            68,
            70,
            66
        ],
        [
            24742,
            12212,
            12530,
            24742,
            12212,
            12530
        ],
        [
            5.199123,
            11.740789,
            5.199123,
            5.199123,
            11.740789,
            5.199123
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            625903,
            472478,
            123263,
            615328,
            508911,
            221373
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737684000000,
    "first_datapoint_time": 1737819000000,
    "last_datapoint_time": 1760183100000,
    "evaluation_time": 1760184104213,
    "expiration_time": 1766663100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 64,
            "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)