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Trade: CAKE/USDT/360/VWMA/HWMA/9295

Strategy
CAKE/USDT/360/VWMA/HWMA/9295
Pair
CAKE_USDT
Interval
6h
Score
408738
Daily Profit
0.433472
Profit Factor
1.714958
Profitability
36.629213
Streak
9.297798
Best Strategy
Training Data Length
1678.500000
Evaluation Time
2025-09-27 04:08
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 727583.5094 414284.5528 313298.9566 16775183.4612 14030971.4375 2744212.0237
Total P&L (%) 727.5835 414.2846 313.299 16775.1835 14030.9714 2744.212
Avg Daily Profit (%) 0.4335 0.2468 0.1867 0.306 0.2954 0.1997
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73584 -58784 -53262 -5810125 -2630782 -7236240
Profit Factor 1.715 1.8886 1.5682 1.4601 1.9627 1.1254
Total Trades 445 223 222 445 223 222
Winning Trades 163 82 81 163 82 81
Losing Trades 282 141 141 282 141 141
Profitability (%) 36.6292 36.7713 36.4865 36.6292 36.7713 36.4865
Ratio Avg Win / Avg Loss 2.967 3.2474 2.7298 2.526 3.375 1.959
Largest Winning Trade 65772 65772 50369 7559320 7559320 5146603
Largest Losing Trade -13419 -13419 -13245 -2874576 -1651333 -2874576
Avg Bars in Trades 14 13 16 14 13 16
Avg Bars in Winners 28 25 31 28 25 31
Avg Bars in Losers 7 7 6 7 7 6
Bars Traded 6663 3109 3554 6663 3109 3554
Profit Streak 9.2978 9.5478 0 9.2978 9.5478 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 408738 288601 214904 330747 323701 -77838

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": 1614103200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758935329769,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.53616,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            727583.5093870838,
            414284.5527528535,
            313298.9566342306,
            16775183.46119884,
            14030971.43750033,
            2744212.0236985153
        ],
        [
            727.583509,
            414.284553,
            313.298957,
            16775.183461,
            14030.971438,
            2744.212024
        ],
        [
            0.433472,
            0.246818,
            0.186654,
            0.306004,
            0.295398,
            0.199655
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73584,
            -58784,
            -53262,
            -5810125,
            -2630782,
            -7236240
        ],
        [
            1.714958,
            1.88858,
            1.56816,
            1.460077,
            1.962746,
            1.125376
        ],
        [
            445,
            223,
            222,
            445,
            223,
            222
        ],
        [
            163,
            82,
            81,
            163,
            82,
            81
        ],
        [
            282,
            141,
            141,
            282,
            141,
            141
        ],
        [
            36.629213,
            36.7713,
            36.486486,
            36.629213,
            36.7713,
            36.486486
        ],
        [
            2.966982,
            3.247436,
            2.72976,
            2.526023,
            3.374967,
            1.958989
        ],
        [
            65772,
            65772,
            50369,
            7559320,
            7559320,
            5146603
        ],
        [
            -13419,
            -13419,
            -13245,
            -2874576,
            -1651333,
            -2874576
        ],
        [
            14,
            13,
            16,
            14,
            13,
            16
        ],
        [
            28,
            25,
            31,
            28,
            25,
            31
        ],
        [
            7,
            7,
            6,
            7,
            7,
            6
        ],
        [
            6663,
            3109,
            3554,
            6663,
            3109,
            3554
        ],
        [
            9.297798,
            9.547798,
            0,
            9.297798,
            9.547798,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            408738,
            288601,
            214904,
            330747,
            323701,
            -77838
        ]
    ]
}
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": 1614103200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758935329769,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.53616,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)