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Trade: CAKE/USDT/5/RMA/VWMA/7013

Strategy
CAKE/USDT/5/RMA/VWMA/7013
Pair
CAKE_USDT
Interval
5m
Score
317859
Daily Profit
0.923531
Profit Factor
1.955045
Profitability
36.196319
Streak
4.095775
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 20:02
Expiration Time
2025-12-26 18:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 96679.9869 60414.5979 36265.389 122117.7776 67290.5503 54827.2273
Total P&L (%) 96.68 60.4146 36.2654 122.1178 67.2906 54.8272
Avg Daily Profit (%) 1.1137 0.6959 0.4178 0.9235 0.5945 0.5048
Buy And Hold Return (%) 23.143 23.143 23.143 23.143 23.143 23.143
Max Trade Drawdown -24125 -16630 -13124 -24811 -17456 -13019
Profit Factor 1.8203 2.0019 1.6301 1.955 2.016 1.8895
Total Trades 163 81 82 163 81 82
Winning Trades 59 28 31 59 28 31
Losing Trades 104 53 51 104 53 51
Profitability (%) 36.1963 34.5679 37.8049 36.1963 34.5679 37.8049
Ratio Avg Win / Avg Loss 3.2087 3.7893 2.6817 3.4462 3.816 3.1086
Largest Winning Trade 38142 38142 33023 55141 41396 55141
Largest Losing Trade -5203 -5203 -4490 -9165 -9165 -8281
Avg Bars in Trades 151 148 154 151 148 154
Avg Bars in Winners 309 320 300 309 320 300
Avg Bars in Losers 61 58 65 61 58 65
Bars Traded 24699 12054 12645 24699 12054 12645
Profit Streak 4.0958 0 4.3979 4.0958 0 4.3979
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 281481 -7699 -7925 317859 -8275 -1611
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752788400000,
    "first_datapoint_time": 1752812400000,
    "last_datapoint_time": 1760288100000,
    "evaluation_time": 1760288574946,
    "expiration_time": 1766768100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 56,
            "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": [
        [
            96679.9868933508,
            60414.5978799461,
            36265.3890134048,
            122117.7776039162,
            67290.5503367543,
            54827.2272671619
        ],
        [
            96.679987,
            60.414598,
            36.265389,
            122.117778,
            67.29055,
            54.827227
        ],
        [
            1.113696,
            0.695941,
            0.417756,
            0.923531,
            0.594505,
            0.504829
        ],
        [
            23.142964,
            23.142964,
            23.142964,
            23.142964,
            23.142964,
            23.142964
        ],
        [
            -24125,
            -16630,
            -13124,
            -24811,
            -17456,
            -13019
        ],
        [
            1.820306,
            2.001914,
            1.630054,
            1.955045,
            2.016005,
            1.88954
        ],
        [
            163,
            81,
            82,
            163,
            81,
            82
        ],
        [
            59,
            28,
            31,
            59,
            28,
            31
        ],
        [
            104,
            53,
            51,
            104,
            53,
            51
        ],
        [
            36.196319,
            34.567901,
            37.804878,
            36.196319,
            34.567901,
            37.804878
        ],
        [
            3.208676,
            3.789338,
            2.681701,
            3.446181,
            3.816009,
            3.108599
        ],
        [
            38142,
            38142,
            33023,
            55141,
            41396,
            55141
        ],
        [
            -5203,
            -5203,
            -4490,
            -9165,
            -9165,
            -8281
        ],
        [
            151,
            148,
            154,
            151,
            148,
            154
        ],
        [
            309,
            320,
            300,
            309,
            320,
            300
        ],
        [
            61,
            58,
            65,
            61,
            58,
            65
        ],
        [
            24699,
            12054,
            12645,
            24699,
            12054,
            12645
        ],
        [
            4.095775,
            0,
            4.397858,
            4.095775,
            0,
            4.397858
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            281481,
            -7699,
            -7925,
            317859,
            -8275,
            -1611
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752788400000,
    "first_datapoint_time": 1752812400000,
    "last_datapoint_time": 1760288100000,
    "evaluation_time": 1760288574946,
    "expiration_time": 1766768100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 56,
            "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)