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Trade: CAKE/USDT/30/BBM/VWMA/2468

Strategy
CAKE/USDT/30/BBM/VWMA/2468
Pair
CAKE_USDT
Interval
30m
Score
304506
Daily Profit
0.396520
Profit Factor
1.322150
Profitability
38.315217
Streak
6.774212
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-13 04:04
Expiration Time
2025-12-27 02:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 206519.6011 150182.3997 56337.2014 275918.5595 218595.2494 57323.3101
Total P&L (%) 206.5196 150.1824 56.3372 275.9186 218.5952 57.3233
Avg Daily Profit (%) 0.3965 0.2884 0.1082 0.2546 0.2227 0.087
Buy And Hold Return (%) 30.4364 30.4364 30.4364 30.4364 30.4364 30.4364
Max Trade Drawdown -78584 -58728 -56996 -185380 -124771 -143906
Profit Factor 1.3222 1.4812 1.1713 1.242 1.394 1.0979
Total Trades 368 184 184 368 184 184
Winning Trades 141 70 71 141 70 71
Losing Trades 227 114 113 227 114 113
Profitability (%) 38.3152 38.0435 38.587 38.3152 38.0435 38.587
Ratio Avg Win / Avg Loss 2.1286 2.4123 1.8641 1.9995 2.2703 1.7473
Largest Winning Trade 47222 47222 26286 100421 100421 73940
Largest Losing Trade -17614 -16113 -17614 -49077 -49077 -45003
Avg Bars in Trades 67 66 68 67 66 68
Avg Bars in Winners 116 116 116 116 116 116
Avg Bars in Losers 36 35 38 36 35 38
Bars Traded 24809 12195 12614 24809 12195 12614
Profit Streak 6.7742 13.3367 6.7742 6.7742 13.3367 6.7742
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304506 199989 -91418 248340 210722 -200073
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715317200000,
    "first_datapoint_time": 1715464800000,
    "last_datapoint_time": 1760315400000,
    "evaluation_time": 1760317491924,
    "expiration_time": 1766795400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 210,
            "offset": 0,
            "std": 2.40427
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 22,
            "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": [
        [
            206519.6010585232,
            150182.3996609072,
            56337.2013976161,
            275918.5594586071,
            218595.2493739391,
            57323.3100846681
        ],
        [
            206.519601,
            150.1824,
            56.337201,
            275.918559,
            218.595249,
            57.32331
        ],
        [
            0.39652,
            0.288352,
            0.108168,
            0.254572,
            0.222729,
            0.08704
        ],
        [
            30.436447,
            30.436447,
            30.436447,
            30.436447,
            30.436447,
            30.436447
        ],
        [
            -78584,
            -58728,
            -56996,
            -185380,
            -124771,
            -143906
        ],
        [
            1.32215,
            1.481213,
            1.17125,
            1.241956,
            1.39404,
            1.097886
        ],
        [
            368,
            184,
            184,
            368,
            184,
            184
        ],
        [
            141,
            70,
            71,
            141,
            70,
            71
        ],
        [
            227,
            114,
            113,
            227,
            114,
            113
        ],
        [
            38.315217,
            38.043478,
            38.586957,
            38.315217,
            38.043478,
            38.586957
        ],
        [
            2.128568,
            2.412262,
            1.864103,
            1.999461,
            2.270293,
            1.74734
        ],
        [
            47222,
            47222,
            26286,
            100421,
            100421,
            73940
        ],
        [
            -17614,
            -16113,
            -17614,
            -49077,
            -49077,
            -45003
        ],
        [
            67,
            66,
            68,
            67,
            66,
            68
        ],
        [
            116,
            116,
            116,
            116,
            116,
            116
        ],
        [
            36,
            35,
            38,
            36,
            35,
            38
        ],
        [
            24809,
            12195,
            12614,
            24809,
            12195,
            12614
        ],
        [
            6.774212,
            13.336712,
            6.774212,
            6.774212,
            13.336712,
            6.774212
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304506,
            199989,
            -91418,
            248340,
            210722,
            -200073
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715317200000,
    "first_datapoint_time": 1715464800000,
    "last_datapoint_time": 1760315400000,
    "evaluation_time": 1760317491924,
    "expiration_time": 1766795400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 210,
            "offset": 0,
            "std": 2.40427
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 22,
            "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)