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Trade: CAKE/USDT/480/ZLMA/VWAP/5864

Strategy
CAKE/USDT/480/ZLMA/VWAP/5864
Pair
CAKE_USDT
Interval
8h
Score
323245
Daily Profit
0.323881
Profit Factor
1.589714
Profitability
35.555556
Streak
12.959106
Best Strategy
Training Data Length
1692.000000
Evaluation Time
2025-10-08 02:01
Expiration Time
2025-11-27 12:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 548007.1841 338874.1052 209133.0789 2373117.5042 2031531.3682 341586.136
Total P&L (%) 548.0072 338.8741 209.1331 2373.1175 2031.5314 341.5861
Avg Daily Profit (%) 0.3239 0.2003 0.1236 0.1898 0.181 0.0878
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78856 -102748 -64952 -1194118 -251886 -1264320
Profit Factor 1.5897 1.7578 1.4338 1.5481 2.2466 1.1265
Total Trades 315 157 158 315 157 158
Winning Trades 112 55 57 112 55 57
Losing Trades 203 102 101 203 102 101
Profitability (%) 35.5556 35.0318 36.0759 35.5556 35.0318 36.0759
Ratio Avg Win / Avg Loss 2.8814 3.26 2.5406 2.806 4.1664 1.9961
Largest Winning Trade 69922 69922 52954 1019923 1019923 823334
Largest Losing Trade -27148 -23123 -27148 -275895 -217051 -275895
Avg Bars in Trades 15 17 14 15 17 14
Avg Bars in Winners 29 29 29 29 29 29
Avg Bars in Losers 8 10 6 8 10 6
Bars Traded 4986 2688 2298 4986 2688 2298
Profit Streak 12.9591 0 13.9591 12.9591 0 13.9591
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323245 204489 -30260 272833 247509 -160234
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5076,
    "evaluation_days": 1692,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615536000000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759878066795,
    "expiration_time": 1764238464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 65,
            "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": [
        [
            548007.1840595715,
            338874.1052030059,
            209133.0788565657,
            2373117.504202114,
            2031531.3681662325,
            341586.1360358815
        ],
        [
            548.007184,
            338.874105,
            209.133079,
            2373.117504,
            2031.531368,
            341.586136
        ],
        [
            0.323881,
            0.20028,
            0.123601,
            0.189782,
            0.180981,
            0.087816
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78856,
            -102748,
            -64952,
            -1194118,
            -251886,
            -1264320
        ],
        [
            1.589714,
            1.757817,
            1.433792,
            1.548117,
            2.246608,
            1.126516
        ],
        [
            315,
            157,
            158,
            315,
            157,
            158
        ],
        [
            112,
            55,
            57,
            112,
            55,
            57
        ],
        [
            203,
            102,
            101,
            203,
            102,
            101
        ],
        [
            35.555556,
            35.031847,
            36.075949,
            35.555556,
            35.031847,
            36.075949
        ],
        [
            2.881357,
            3.259951,
            2.540579,
            2.805961,
            4.166437,
            1.996108
        ],
        [
            69922,
            69922,
            52954,
            1019923,
            1019923,
            823334
        ],
        [
            -27148,
            -23123,
            -27148,
            -275895,
            -217051,
            -275895
        ],
        [
            15,
            17,
            14,
            15,
            17,
            14
        ],
        [
            29,
            29,
            29,
            29,
            29,
            29
        ],
        [
            8,
            10,
            6,
            8,
            10,
            6
        ],
        [
            4986,
            2688,
            2298,
            4986,
            2688,
            2298
        ],
        [
            12.959106,
            0,
            13.959106,
            12.959106,
            0,
            13.959106
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323245,
            204489,
            -30260,
            272833,
            247509,
            -160234
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5076,
    "evaluation_days": 1692,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615536000000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759878066795,
    "expiration_time": 1764238464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 65,
            "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)