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Trade: CAKE/USDT/60/DCM/VWAP/2267

Strategy
CAKE/USDT/60/DCM/VWAP/2267
Pair
CAKE_USDT
Interval
1h
Score
309002
Daily Profit
0.375780
Profit Factor
1.554857
Profitability
33.780161
Streak
19.245798
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-06 08:53
Expiration Time
2025-12-20 07:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 391438.387 244768.1287 146670.2583 1296142.6323 1139698.8229 156443.8094
Total P&L (%) 391.4384 244.7681 146.6703 1296.1426 1139.6988 156.4438
Avg Daily Profit (%) 0.3758 0.235 0.1408 0.2534 0.242 0.0904
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67105 -51616 -67886 -941582 -265937 -950368
Profit Factor 1.5549 1.762 1.3817 1.3626 1.8582 1.0696
Total Trades 373 186 187 373 186 187
Winning Trades 126 57 69 126 57 69
Losing Trades 247 129 118 247 129 118
Profitability (%) 33.7802 30.6452 36.8984 33.7802 30.6452 36.8984
Ratio Avg Win / Avg Loss 3.048 3.9877 2.3629 2.6712 4.2054 1.8292
Largest Winning Trade 66397 66397 34041 628712 628712 516085
Largest Losing Trade -16052 -14663 -16052 -166038 -123995 -166038
Avg Bars in Trades 66 60 71 66 60 71
Avg Bars in Winners 140 127 151 140 127 151
Avg Bars in Losers 28 31 25 28 31 25
Bars Traded 24743 11301 13441 24743 11301 13441
Profit Streak 19.2458 41.9958 19.2458 19.2458 41.9958 19.2458
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309002 200745 -7487 244057 224579 -219128
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669726800000,
    "first_datapoint_time": 1670148000000,
    "last_datapoint_time": 1759726800000,
    "evaluation_time": 1759730036978,
    "expiration_time": 1766206800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 118,
            "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": [
        [
            391438.38702264,
            244768.1286907063,
            146670.2583319336,
            1296142.6322690647,
            1139698.822909956,
            156443.8093591086
        ],
        [
            391.438387,
            244.768129,
            146.670258,
            1296.142632,
            1139.698823,
            156.443809
        ],
        [
            0.37578,
            0.234977,
            0.140803,
            0.253404,
            0.241967,
            0.090448
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67105,
            -51616,
            -67886,
            -941582,
            -265937,
            -950368
        ],
        [
            1.554857,
            1.762001,
            1.381696,
            1.362626,
            1.858203,
            1.069645
        ],
        [
            373,
            186,
            187,
            373,
            186,
            187
        ],
        [
            126,
            57,
            69,
            126,
            57,
            69
        ],
        [
            247,
            129,
            118,
            247,
            129,
            118
        ],
        [
            33.780161,
            30.645161,
            36.898396,
            33.780161,
            30.645161,
            36.898396
        ],
        [
            3.048013,
            3.987688,
            2.362901,
            2.67118,
            4.205407,
            1.829247
        ],
        [
            66397,
            66397,
            34041,
            628712,
            628712,
            516085
        ],
        [
            -16052,
            -14663,
            -16052,
            -166038,
            -123995,
            -166038
        ],
        [
            66,
            60,
            71,
            66,
            60,
            71
        ],
        [
            140,
            127,
            151,
            140,
            127,
            151
        ],
        [
            28,
            31,
            25,
            28,
            31,
            25
        ],
        [
            24743,
            11301,
            13441,
            24743,
            11301,
            13441
        ],
        [
            19.245798,
            41.995798,
            19.245798,
            19.245798,
            41.995798,
            19.245798
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309002,
            200745,
            -7487,
            244057,
            224579,
            -219128
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669726800000,
    "first_datapoint_time": 1670148000000,
    "last_datapoint_time": 1759726800000,
    "evaluation_time": 1759730036978,
    "expiration_time": 1766206800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 118,
            "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)