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Trade: CAKE/USDT/5/VWMA/SWMA/7246

Strategy
CAKE/USDT/5/VWMA/SWMA/7246
Pair
CAKE_USDT
Interval
5m
Score
445580
Daily Profit
0.819812
Profit Factor
1.542250
Profitability
43.775100
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 16:04
Expiration Time
2025-12-25 15:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 86794.5251 58852.5459 27941.9792 103150.5261 69876.5565 33273.9696
Total P&L (%) 86.7945 58.8525 27.942 103.1505 69.8766 33.274
Avg Daily Profit (%) 0.9998 0.6779 0.3219 0.8198 0.6123 0.3314
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -45369 -26687 -23621 -42839 -24849 -24737
Profit Factor 1.4419 1.6479 1.2646 1.5423 1.8041 1.322
Total Trades 249 124 125 249 124 125
Winning Trades 109 57 52 109 57 52
Losing Trades 140 67 73 140 67 73
Profitability (%) 43.7751 45.9677 41.6 43.7751 45.9677 41.6
Ratio Avg Win / Avg Loss 1.8519 1.937 1.7753 1.9809 2.1207 1.8559
Largest Winning Trade 35119 27410 35119 45000 45000 42671
Largest Losing Trade -7653 -7020 -7653 -9174 -9174 -8366
Avg Bars in Trades 98 99 97 98 99 97
Avg Bars in Winners 134 132 136 134 132 136
Avg Bars in Losers 70 71 70 70 71 70
Bars Traded 24563 12362 12201 24563 12362 12201
Profit Streak 0 0.8507 0 0 0.8507 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 429120 260486 32826 445580 277596 65453
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752687900000,
    "first_datapoint_time": 1752741900000,
    "last_datapoint_time": 1760187600000,
    "evaluation_time": 1760187896357,
    "expiration_time": 1766667600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 57,
            "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": [
        [
            86794.5250790128,
            58852.5459060667,
            27941.9791729461,
            103150.526078516,
            69876.5564867663,
            33273.9695917498
        ],
        [
            86.794525,
            58.852546,
            27.941979,
            103.150526,
            69.876556,
            33.27397
        ],
        [
            0.999822,
            0.677947,
            0.321875,
            0.819812,
            0.612283,
            0.331428
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -45369,
            -26687,
            -23621,
            -42839,
            -24849,
            -24737
        ],
        [
            1.441862,
            1.647878,
            1.264627,
            1.54225,
            1.804136,
            1.322015
        ],
        [
            249,
            124,
            125,
            249,
            124,
            125
        ],
        [
            109,
            57,
            52,
            109,
            57,
            52
        ],
        [
            140,
            67,
            73,
            140,
            67,
            73
        ],
        [
            43.7751,
            45.967742,
            41.6,
            43.7751,
            45.967742,
            41.6
        ],
        [
            1.851933,
            1.936979,
            1.775341,
            1.980871,
            2.120651,
            1.855905
        ],
        [
            35119,
            27410,
            35119,
            45000,
            45000,
            42671
        ],
        [
            -7653,
            -7020,
            -7653,
            -9174,
            -9174,
            -8366
        ],
        [
            98,
            99,
            97,
            98,
            99,
            97
        ],
        [
            134,
            132,
            136,
            134,
            132,
            136
        ],
        [
            70,
            71,
            70,
            70,
            71,
            70
        ],
        [
            24563,
            12362,
            12201,
            24563,
            12362,
            12201
        ],
        [
            0,
            0.850652,
            0,
            0,
            0.850652,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            429120,
            260486,
            32826,
            445580,
            277596,
            65453
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752687900000,
    "first_datapoint_time": 1752741900000,
    "last_datapoint_time": 1760187600000,
    "evaluation_time": 1760187896357,
    "expiration_time": 1766667600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 57,
            "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)