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Trade: CAKE/USDT/360/HILO/VWAP/6953

Strategy
CAKE/USDT/360/HILO/VWAP/6953
Pair
CAKE_USDT
Interval
6h
Score
405330
Daily Profit
0.375224
Profit Factor
1.663571
Profitability
38.964578
Streak
9.056705
Best Strategy
Training Data Length
1678.500000
Evaluation Time
2025-09-26 04:21
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 629814.2147 363663.0912 266151.1236 5958485.1157 4829483.2238 1129001.8919
Total P&L (%) 629.8142 363.6631 266.1511 5958.4851 4829.4832 1129.0019
Avg Daily Profit (%) 0.3752 0.2167 0.1586 0.2448 0.2325 0.1496
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -55054 -64330 -45859 -4319415 -1442002 -3361937
Profit Factor 1.6636 1.808 1.5333 1.4365 1.8345 1.1436
Total Trades 367 184 183 367 184 183
Winning Trades 143 65 78 143 65 78
Losing Trades 224 119 105 224 119 105
Profitability (%) 38.9646 35.3261 42.623 38.9646 35.3261 42.623
Ratio Avg Win / Avg Loss 2.6059 3.31 2.0641 2.2502 3.3586 1.5395
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 6664 3399 3265 6664 3399 3265
Profit Streak 9.0567 31.8067 0 9.0567 31.8067 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 405330 258139 277184 324821 279855 -56602

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": 1614254400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758849699283,
    "expiration_time": 1763065872000,
    "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": [
        [
            629814.2147389808,
            363663.0911505802,
            266151.1235884008,
            5958485.115676285,
            4829483.223766821,
            1129001.8919094666
        ],
        [
            629.814215,
            363.663091,
            266.151124,
            5958.485116,
            4829.483224,
            1129.001892
        ],
        [
            0.375224,
            0.21666,
            0.158565,
            0.244806,
            0.23249,
            0.149578
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -55054,
            -64330,
            -45859,
            -4319415,
            -1442002,
            -3361937
        ],
        [
            1.663571,
            1.807958,
            1.53334,
            1.436533,
            1.834515,
            1.143595
        ],
        [
            367,
            184,
            183,
            367,
            184,
            183
        ],
        [
            143,
            65,
            78,
            143,
            65,
            78
        ],
        [
            224,
            119,
            105,
            224,
            119,
            105
        ],
        [
            38.964578,
            35.326087,
            42.622951,
            38.964578,
            35.326087,
            42.622951
        ],
        [
            2.605874,
            3.309953,
            2.064112,
            2.250233,
            3.358573,
            1.539455
        ],
        [
            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
        ],
        [
            6664,
            3399,
            3265,
            6664,
            3399,
            3265
        ],
        [
            9.056705,
            31.806705,
            0,
            9.056705,
            31.806705,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            405330,
            258139,
            277184,
            324821,
            279855,
            -56602
        ]
    ]
}
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": 1614254400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758849699283,
    "expiration_time": 1763065872000,
    "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)