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Trade: CAKE/USDT/360/HILO/VWAP/2249

Strategy
CAKE/USDT/360/HILO/VWAP/2249
Pair
CAKE_USDT
Interval
6h
Score
422892
Daily Profit
0.375102
Profit Factor
1.665232
Profitability
39.130435
Streak
12.409895
Best Strategy
Training Data Length
1683.250000
Evaluation Time
2025-09-29 12:50
Expiration Time
2025-11-18 19:56

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 631390.4809 363663.0912 267727.3898 6053982.9672 4829483.2238 1224499.7434
Total P&L (%) 631.3905 363.6631 267.7274 6053.983 4829.4832 1224.4997
Avg Daily Profit (%) 0.3751 0.216 0.1591 0.245 0.2318 0.1536
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -55054 -64330 -45859 -4319415 -1442002 -3361937
Profit Factor 1.6652 1.808 1.5365 1.4435 1.8345 1.1557
Total Trades 368 184 184 368 184 184
Winning Trades 144 65 79 144 65 79
Losing Trades 224 119 105 224 119 105
Profitability (%) 39.1304 35.3261 42.9348 39.1304 35.3261 42.9348
Ratio Avg Win / Avg Loss 2.5904 3.31 2.0422 2.2455 3.3586 1.5361
Largest Winning Trade 88582 88582 54293 2426714 2426714 1805881
Largest Losing Trade -23519 -15101 -23519 -668939 -538351 -668939
Avg Bars in Trades 18 18 17 18 18 17
Avg Bars in Winners 32 34 30 32 34 30
Avg Bars in Losers 9 9 8 9 9 8
Bars Traded 6691 3399 3292 6691 3399 3292
Profit Streak 12.4099 35.1599 12.4099 12.4099 35.1599 12.4099
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 422892 257722 304798 343919 279424 -41904
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6733,
    "evaluation_days": 1683.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614254400000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759139414969,
    "expiration_time": 1763488584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            631390.4809127331,
            363663.0911505802,
            267727.3897621531,
            6053982.967196509,
            4829483.223766821,
            1224499.7434296915
        ],
        [
            631.390481,
            363.663091,
            267.72739,
            6053.982967,
            4829.483224,
            1224.499743
        ],
        [
            0.375102,
            0.216048,
            0.159054,
            0.245046,
            0.231833,
            0.153608
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -55054,
            -64330,
            -45859,
            -4319415,
            -1442002,
            -3361937
        ],
        [
            1.665232,
            1.807958,
            1.536499,
            1.443529,
            1.834515,
            1.155741
        ],
        [
            368,
            184,
            184,
            368,
            184,
            184
        ],
        [
            144,
            65,
            79,
            144,
            65,
            79
        ],
        [
            224,
            119,
            105,
            224,
            119,
            105
        ],
        [
            39.130435,
            35.326087,
            42.934783,
            39.130435,
            35.326087,
            42.934783
        ],
        [
            2.590361,
            3.309953,
            2.042182,
            2.24549,
            3.358573,
            1.536112
        ],
        [
            88582,
            88582,
            54293,
            2426714,
            2426714,
            1805881
        ],
        [
            -23519,
            -15101,
            -23519,
            -668939,
            -538351,
            -668939
        ],
        [
            18,
            18,
            17,
            18,
            18,
            17
        ],
        [
            32,
            34,
            30,
            32,
            34,
            30
        ],
        [
            9,
            9,
            8,
            9,
            9,
            8
        ],
        [
            6691,
            3399,
            3292,
            6691,
            3399,
            3292
        ],
        [
            12.409895,
            35.159895,
            12.409895,
            12.409895,
            35.159895,
            12.409895
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            422892,
            257722,
            304798,
            343919,
            279424,
            -41904
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6733,
    "evaluation_days": 1683.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614254400000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759139414969,
    "expiration_time": 1763488584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)