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Trade: CAKE/USDT/240/VWMA/BBM/8670

Strategy
CAKE/USDT/240/VWMA/BBM/8670
Pair
CAKE_USDT
Interval
4h
Score
423981
Daily Profit
0.171571
Profit Factor
1.641353
Profitability
50.588235
Streak
45.092249
Best Strategy
Training Data Length
1684.170000
Evaluation Time
2025-09-30 09:12
Expiration Time
2025-11-19 18:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 288954.0385 135232.9602 153721.0783 323185.839 256636.1823 66549.6567
Total P&L (%) 288.954 135.233 153.7211 323.1858 256.6362 66.5497
Avg Daily Profit (%) 0.1716 0.0803 0.0913 0.0857 0.0755 0.0303
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108994 -63503 -87267 -767566 -454739 -714326
Profit Factor 1.6414 1.6604 1.6255 1.1239 1.2378 1.0436
Total Trades 85 43 42 85 43 42
Winning Trades 43 20 23 43 20 23
Losing Trades 42 23 19 42 23 19
Profitability (%) 50.5882 46.5116 54.7619 50.5882 46.5116 54.7619
Ratio Avg Win / Avg Loss 1.6032 1.9095 1.3428 1.0978 1.4234 0.8621
Largest Winning Trade 62940 62940 46284 320209 320209 248214
Largest Losing Trade -40637 -26470 -40637 -420422 -169889 -420422
Avg Bars in Trades 116 88 144 116 88 144
Avg Bars in Winners 169 141 193 169 141 193
Avg Bars in Losers 61 42 84 61 42 84
Bars Traded 9877 3821 6056 9877 3821 6056
Profit Streak 45.0922 45.0922 47.2589 45.0922 45.0922 47.2589
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 423981 -83348 -67921 -161439 -93148 -325710
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10105,
    "evaluation_days": 1684.17,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1615924800000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759212770307,
    "expiration_time": 1763570160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 180,
            "offset": 0,
            "std": 2.70985
        }
    }
}
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": [
        [
            288954.0384692673,
            135232.9601690643,
            153721.0783002029,
            323185.8389926897,
            256636.182310838,
            66549.6566818516
        ],
        [
            288.954038,
            135.23296,
            153.721078,
            323.185839,
            256.636182,
            66.549657
        ],
        [
            0.171571,
            0.080297,
            0.091274,
            0.085696,
            0.075528,
            0.030294
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108994,
            -63503,
            -87267,
            -767566,
            -454739,
            -714326
        ],
        [
            1.641353,
            1.660403,
            1.625481,
            1.123947,
            1.23776,
            1.043552
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            50.588235,
            46.511628,
            54.761905,
            50.588235,
            46.511628,
            54.761905
        ],
        [
            1.603182,
            1.909463,
            1.342789,
            1.097808,
            1.423424,
            0.862064
        ],
        [
            62940,
            62940,
            46284,
            320209,
            320209,
            248214
        ],
        [
            -40637,
            -26470,
            -40637,
            -420422,
            -169889,
            -420422
        ],
        [
            116,
            88,
            144,
            116,
            88,
            144
        ],
        [
            169,
            141,
            193,
            169,
            141,
            193
        ],
        [
            61,
            42,
            84,
            61,
            42,
            84
        ],
        [
            9877,
            3821,
            6056,
            9877,
            3821,
            6056
        ],
        [
            45.092249,
            45.092249,
            47.258915,
            45.092249,
            45.092249,
            47.258916
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            423981,
            -83348,
            -67921,
            -161439,
            -93148,
            -325710
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10105,
    "evaluation_days": 1684.17,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1615924800000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759212770307,
    "expiration_time": 1763570160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 180,
            "offset": 0,
            "std": 2.70985
        }
    }
}

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)