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Trade: CAKE/USDT/240/SSF/VWMA/5995

Strategy
CAKE/USDT/240/SSF/VWMA/5995
Pair
CAKE_USDT
Interval
4h
Score
465222
Daily Profit
0.449611
Profit Factor
1.979209
Profitability
42.013889
Streak
14.530454
Best Strategy
Training Data Length
1685.830000
Evaluation Time
2025-10-01 23:43
Expiration Time
2025-11-21 11:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 757967.3423 421359.8248 336607.5175 21873856.1984 15831962.8951 6041893.3033
Total P&L (%) 757.9673 421.3598 336.6075 21873.8562 15831.9629 6041.8933
Avg Daily Profit (%) 0.4496 0.2499 0.1997 0.3204 0.3012 0.2446
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50255 -77796 -60370 -6703704 -2887366 -4960142
Profit Factor 1.9792 2.0851 1.8727 1.8327 2.3695 1.4108
Total Trades 288 144 144 288 144 144
Winning Trades 121 53 68 121 53 68
Losing Trades 167 91 76 167 91 76
Profitability (%) 42.0139 36.8056 47.2222 42.0139 36.8056 47.2222
Ratio Avg Win / Avg Loss 2.7316 3.58 2.093 2.5294 4.0684 1.5767
Largest Winning Trade 71161 71161 55601 6092234 6092234 4796433
Largest Losing Trade -24291 -13466 -24291 -1967700 -1473797 -1967700
Avg Bars in Trades 34 34 35 34 34 35
Avg Bars in Winners 54 56 53 54 56 53
Avg Bars in Losers 20 20 19 20 20 19
Bars Traded 10032 4901 5131 10032 4901 5131
Profit Streak 14.5305 37.0305 0 14.5305 37.0305 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 465222 277128 357109 415278 327675 325344
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10115,
    "evaluation_days": 1685.83,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1613865600000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759351431263,
    "expiration_time": 1763718480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 66,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 12,
            "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": [
        [
            757967.3423157706,
            421359.8248092855,
            336607.5175064853,
            21873856.19842076,
            15831962.895094309,
            6041893.303326454
        ],
        [
            757.967342,
            421.359825,
            336.607518,
            21873.856198,
            15831.962895,
            6041.893303
        ],
        [
            0.449611,
            0.249942,
            0.199669,
            0.320381,
            0.301249,
            0.244553
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50255,
            -77796,
            -60370,
            -6703704,
            -2887366,
            -4960142
        ],
        [
            1.979209,
            2.085055,
            1.87265,
            1.832668,
            2.369485,
            1.410759
        ],
        [
            288,
            144,
            144,
            288,
            144,
            144
        ],
        [
            121,
            53,
            68,
            121,
            53,
            68
        ],
        [
            167,
            91,
            76,
            167,
            91,
            76
        ],
        [
            42.013889,
            36.805556,
            47.222222,
            42.013889,
            36.805556,
            47.222222
        ],
        [
            2.731636,
            3.58,
            2.092962,
            2.529385,
            4.068361,
            1.576731
        ],
        [
            71161,
            71161,
            55601,
            6092234,
            6092234,
            4796433
        ],
        [
            -24291,
            -13466,
            -24291,
            -1967700,
            -1473797,
            -1967700
        ],
        [
            34,
            34,
            35,
            34,
            34,
            35
        ],
        [
            54,
            56,
            53,
            54,
            56,
            53
        ],
        [
            20,
            20,
            19,
            20,
            20,
            19
        ],
        [
            10032,
            4901,
            5131,
            10032,
            4901,
            5131
        ],
        [
            14.530454,
            37.030454,
            0,
            14.530454,
            37.030454,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            465222,
            277128,
            357109,
            415278,
            327675,
            325344
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10115,
    "evaluation_days": 1685.83,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1613865600000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759351431263,
    "expiration_time": 1763718480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 66,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 12,
            "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)