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Trade: CAKE/USDT/30/VWMA/VWMA/3474

Strategy
CAKE/USDT/30/VWMA/VWMA/3474
Pair
CAKE_USDT
Interval
30m
Score
436006
Daily Profit
0.435109
Profit Factor
1.596019
Profitability
46.153846
Streak
10.316513
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-28 01:35
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 226617.7306 155863.9369 70753.7937 352112.6943 303132.6014 48980.0929
Total P&L (%) 226.6177 155.8639 70.7538 352.1127 303.1326 48.9801
Avg Daily Profit (%) 0.4351 0.2993 0.1358 0.2901 0.268 0.0766
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -46149 -56663 -24508 -201809 -113504 -114869
Profit Factor 1.596 1.8088 1.3773 1.3762 1.6609 1.1026
Total Trades 169 85 84 169 85 84
Winning Trades 78 38 40 78 38 40
Losing Trades 91 47 44 91 47 44
Profitability (%) 46.1538 44.7059 47.619 46.1538 44.7059 47.619
Ratio Avg Win / Avg Loss 1.862 2.2372 1.5151 1.6055 2.0542 1.2129
Largest Winning Trade 59860 59860 29711 106760 106760 88351
Largest Losing Trade -17092 -17092 -13391 -52506 -46294 -52506
Avg Bars in Trades 144 141 146 144 141 146
Avg Bars in Winners 206 214 198 206 214 198
Avg Bars in Losers 90 82 99 90 82 99
Bars Traded 24361 12029 12331 24361 12029 12331
Profit Streak 10.3165 29.254 0 10.3165 29.254 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 436006 358265 -11832 343024 338379 -201619
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714071600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1759012546754,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 138,
            "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": [
        [
            226617.7305810949,
            155863.9368827841,
            70753.7936983109,
            352112.6942928108,
            303132.6014040758,
            48980.0928887349
        ],
        [
            226.617731,
            155.863937,
            70.753794,
            352.112694,
            303.132601,
            48.980093
        ],
        [
            0.435109,
            0.299261,
            0.135848,
            0.290104,
            0.268027,
            0.076569
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -46149,
            -56663,
            -24508,
            -201809,
            -113504,
            -114869
        ],
        [
            1.596019,
            1.808781,
            1.377345,
            1.376175,
            1.660871,
            1.102609
        ],
        [
            169,
            85,
            84,
            169,
            85,
            84
        ],
        [
            78,
            38,
            40,
            78,
            38,
            40
        ],
        [
            91,
            47,
            44,
            91,
            47,
            44
        ],
        [
            46.153846,
            44.705882,
            47.619048,
            46.153846,
            44.705882,
            47.619048
        ],
        [
            1.862023,
            2.237176,
            1.51508,
            1.605538,
            2.054235,
            1.21287
        ],
        [
            59860,
            59860,
            29711,
            106760,
            106760,
            88351
        ],
        [
            -17092,
            -17092,
            -13391,
            -52506,
            -46294,
            -52506
        ],
        [
            144,
            141,
            146,
            144,
            141,
            146
        ],
        [
            206,
            214,
            198,
            206,
            214,
            198
        ],
        [
            90,
            82,
            99,
            90,
            82,
            99
        ],
        [
            24361,
            12029,
            12331,
            24361,
            12029,
            12331
        ],
        [
            10.316513,
            29.254013,
            0,
            10.316513,
            29.254013,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436006,
            358265,
            -11832,
            343024,
            338379,
            -201619
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714071600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1759012546754,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 138,
            "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)