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Trade: CAKE/USDT/5/KCU/VWMA/9969

Strategy
CAKE/USDT/5/KCU/VWMA/9969
Pair
CAKE_USDT
Interval
5m
Score
331562
Daily Profit
0.939658
Profit Factor
2.119820
Profitability
37.588652
Streak
5.769303
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-04 18:07
Expiration Time
2025-12-18 17:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 90588.9929 69097.8874 21491.1055 125220.1745 95838.4479 29381.7266
Total P&L (%) 90.589 69.0979 21.4911 125.2202 95.8384 29.3817
Avg Daily Profit (%) 1.0435 0.796 0.2476 0.9397 0.7772 0.2972
Buy And Hold Return (%) 42.5345 42.5345 42.5345 42.5345 42.5345 42.5345
Max Trade Drawdown -19810 -14244 -8384 -28407 -20187 -12276
Profit Factor 2.0575 2.7686 1.4612 2.1198 2.8482 1.49
Total Trades 141 71 70 141 71 70
Winning Trades 53 30 23 53 30 23
Losing Trades 88 41 47 88 41 47
Profitability (%) 37.5887 42.2535 32.8571 37.5887 42.2535 32.8571
Ratio Avg Win / Avg Loss 3.4162 3.7838 2.9859 3.5197 3.8925 3.0447
Largest Winning Trade 37636 37636 8423 61586 61586 10340
Largest Losing Trade -3026 -2655 -3026 -4702 -3886 -4702
Avg Bars in Trades 174 148 201 174 148 201
Avg Bars in Winners 350 270 454 350 270 454
Avg Bars in Losers 69 59 77 69 59 77
Bars Traded 24654 10548 14106 24654 10548 14106
Profit Streak 5.7693 5.8769 5.7693 5.7693 5.8769 5.7693
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 227414 -81862 -257662 331562 -77677 -257062
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752090600000,
    "first_datapoint_time": 1752156900000,
    "last_datapoint_time": 1759590300000,
    "evaluation_time": 1759590467812,
    "expiration_time": 1766070300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 222,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 44,
            "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": [
        [
            90588.9928765711,
            69097.8874180209,
            21491.1054585504,
            125220.1745273879,
            95838.4478798021,
            29381.7266475859
        ],
        [
            90.588993,
            69.097887,
            21.491105,
            125.220175,
            95.838448,
            29.381727
        ],
        [
            1.043532,
            0.795967,
            0.247565,
            0.939658,
            0.777247,
            0.297177
        ],
        [
            42.534504,
            42.534504,
            42.534504,
            42.534504,
            42.534504,
            42.534504
        ],
        [
            -19810,
            -14244,
            -8384,
            -28407,
            -20187,
            -12276
        ],
        [
            2.057457,
            2.768613,
            1.461204,
            2.11982,
            2.848155,
            1.489978
        ],
        [
            141,
            71,
            70,
            141,
            71,
            70
        ],
        [
            53,
            30,
            23,
            53,
            30,
            23
        ],
        [
            88,
            41,
            47,
            88,
            41,
            47
        ],
        [
            37.588652,
            42.253521,
            32.857143,
            37.588652,
            42.253521,
            32.857143
        ],
        [
            3.416155,
            3.783771,
            2.985938,
            3.519701,
            3.892478,
            3.044738
        ],
        [
            37636,
            37636,
            8423,
            61586,
            61586,
            10340
        ],
        [
            -3026,
            -2655,
            -3026,
            -4702,
            -3886,
            -4702
        ],
        [
            174,
            148,
            201,
            174,
            148,
            201
        ],
        [
            350,
            270,
            454,
            350,
            270,
            454
        ],
        [
            69,
            59,
            77,
            69,
            59,
            77
        ],
        [
            24654,
            10548,
            14106,
            24654,
            10548,
            14106
        ],
        [
            5.769303,
            5.876942,
            5.769303,
            5.769303,
            5.876942,
            5.769303
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            227414,
            -81862,
            -257662,
            331562,
            -77677,
            -257062
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752090600000,
    "first_datapoint_time": 1752156900000,
    "last_datapoint_time": 1759590300000,
    "evaluation_time": 1759590467812,
    "expiration_time": 1766070300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 222,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 44,
            "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)