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Trade: CAKE/USDT/360/ALMA/VWAP/1825

Strategy
CAKE/USDT/360/ALMA/VWAP/1825
Pair
CAKE_USDT
Interval
6h
Score
443539
Daily Profit
0.159533
Profit Factor
1.668633
Profitability
50.458716
Streak
53.423734
Best Strategy
Training Data Length
1678.500000
Evaluation Time
2025-09-26 07:10
Expiration Time
2025-11-13 22:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 267776.6231 100792.4756 166984.1475 227733.2335 65962.7767 161770.4569
Total P&L (%) 267.7766 100.7925 166.9841 227.7332 65.9628 161.7705
Avg Daily Profit (%) 0.1595 0.06 0.0995 0.0707 0.0302 0.0573
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99569 -156695 -43748 -128105 -118124 -89268
Profit Factor 1.6686 1.3791 2.2402 1.5293 1.2374 2.0614
Total Trades 109 54 55 109 54 55
Winning Trades 55 22 33 55 22 33
Losing Trades 54 32 22 54 32 22
Profitability (%) 50.4587 40.7407 60 50.4587 40.7407 60
Ratio Avg Win / Avg Loss 1.6383 2.006 1.4935 1.5015 1.7998 1.3743
Largest Winning Trade 83406 83406 46858 70495 70495 37471
Largest Losing Trade -43748 -43003 -43748 -89268 -66257 -89268
Avg Bars in Trades 59 68 50 59 68 50
Avg Bars in Winners 62 73 55 62 73 55
Avg Bars in Losers 56 65 42 56 65 42
Bars Traded 6453 3695 2758 6453 3695 2758
Profit Streak 53.4237 53.4237 53.9237 53.4237 53.4237 53.9237
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 443539 -293733 -234360 -93998 -334686 -290888

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6714,
    "evaluation_days": 1678.5,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1618185600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758859810658,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 207
        }
    }
}
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": [
        [
            267776.6231226313,
            100792.4756387738,
            166984.1474838575,
            227733.233536659,
            65962.776674523,
            161770.4568621361
        ],
        [
            267.776623,
            100.792476,
            166.984147,
            227.733234,
            65.962777,
            161.770457
        ],
        [
            0.159533,
            0.060049,
            0.099484,
            0.070745,
            0.030186,
            0.057347
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99569,
            -156695,
            -43748,
            -128105,
            -118124,
            -89268
        ],
        [
            1.668633,
            1.379143,
            2.240215,
            1.529277,
            1.237393,
            2.061424
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            55,
            22,
            33,
            55,
            22,
            33
        ],
        [
            54,
            32,
            22,
            54,
            32,
            22
        ],
        [
            50.458716,
            40.740741,
            60,
            50.458716,
            40.740741,
            60
        ],
        [
            1.638294,
            2.006027,
            1.493477,
            1.501472,
            1.799844,
            1.374283
        ],
        [
            83406,
            83406,
            46858,
            70495,
            70495,
            37471
        ],
        [
            -43748,
            -43003,
            -43748,
            -89268,
            -66257,
            -89268
        ],
        [
            59,
            68,
            50,
            59,
            68,
            50
        ],
        [
            62,
            73,
            55,
            62,
            73,
            55
        ],
        [
            56,
            65,
            42,
            56,
            65,
            42
        ],
        [
            6453,
            3695,
            2758,
            6453,
            3695,
            2758
        ],
        [
            53.423734,
            53.423734,
            53.923734,
            53.423734,
            53.423734,
            53.923734
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            443539,
            -293733,
            -234360,
            -93998,
            -334686,
            -290888
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6714,
    "evaluation_days": 1678.5,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1618185600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758859810658,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 207
        }
    }
}

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)