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Trade: CAKE/USDT/60/DCM/VWMA/7142

Strategy
CAKE/USDT/60/DCM/VWMA/7142
Pair
CAKE_USDT
Interval
1h
Score
625761
Daily Profit
0.548556
Profit Factor
2.112499
Profitability
48.627451
Streak
9.239612
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-12 04:45
Expiration Time
2025-12-26 03:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 571414.3836 336186.3429 235228.0407 9068538.5702 6917459.8501 2151078.7202
Total P&L (%) 571.4144 336.1863 235.228 9068.5386 6917.4599 2151.0787
Avg Daily Profit (%) 0.5486 0.3227 0.2258 0.4347 0.4089 0.2994
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65946 -45953 -53495 -5171263 -1586556 -4072118
Profit Factor 2.1125 2.2395 1.9704 1.7961 2.3912 1.3351
Total Trades 255 128 127 255 128 127
Winning Trades 124 56 68 124 56 68
Losing Trades 131 72 59 131 72 59
Profitability (%) 48.6275 43.75 53.5433 48.6275 43.75 53.5433
Ratio Avg Win / Avg Loss 2.2318 2.8793 1.7096 1.8975 3.0744 1.1584
Largest Winning Trade 52779 52779 38525 2248776 2248776 1950380
Largest Losing Trade -13841 -13841 -11841 -904377 -820723 -904377
Avg Bars in Trades 97 90 104 97 90 104
Avg Bars in Winners 138 129 146 138 129 146
Avg Bars in Losers 58 60 55 58 60 55
Bars Traded 24838 11613 13225 24838 11613 13225
Profit Streak 9.2396 19.4063 9.2396 9.2396 19.4063 9.2396
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 625761 423312 449785 568745 475374 363407
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670230800000,
    "first_datapoint_time": 1670738400000,
    "last_datapoint_time": 1760230800000,
    "evaluation_time": 1760233502486,
    "expiration_time": 1766710800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 39,
            "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": [
        [
            571414.3836436686,
            336186.3429359996,
            235228.0407076694,
            9068538.570245229,
            6917459.850063798,
            2151078.720181429
        ],
        [
            571.414384,
            336.186343,
            235.228041,
            9068.53857,
            6917.45985,
            2151.07872
        ],
        [
            0.548556,
            0.322738,
            0.225818,
            0.434704,
            0.408927,
            0.29939
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65946,
            -45953,
            -53495,
            -5171263,
            -1586556,
            -4072118
        ],
        [
            2.112499,
            2.239458,
            1.970435,
            1.796067,
            2.391205,
            1.335091
        ],
        [
            255,
            128,
            127,
            255,
            128,
            127
        ],
        [
            124,
            56,
            68,
            124,
            56,
            68
        ],
        [
            131,
            72,
            59,
            131,
            72,
            59
        ],
        [
            48.627451,
            43.75,
            53.543307,
            48.627451,
            43.75,
            53.543307
        ],
        [
            2.231753,
            2.879303,
            1.709642,
            1.897458,
            3.074406,
            1.158388
        ],
        [
            52779,
            52779,
            38525,
            2248776,
            2248776,
            1950380
        ],
        [
            -13841,
            -13841,
            -11841,
            -904377,
            -820723,
            -904377
        ],
        [
            97,
            90,
            104,
            97,
            90,
            104
        ],
        [
            138,
            129,
            146,
            138,
            129,
            146
        ],
        [
            58,
            60,
            55,
            58,
            60,
            55
        ],
        [
            24838,
            11613,
            13225,
            24838,
            11613,
            13225
        ],
        [
            9.239612,
            19.406279,
            9.239612,
            9.239612,
            19.406279,
            9.239612
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            625761,
            423312,
            449785,
            568745,
            475374,
            363407
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670230800000,
    "first_datapoint_time": 1670738400000,
    "last_datapoint_time": 1760230800000,
    "evaluation_time": 1760233502486,
    "expiration_time": 1766710800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 39,
            "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)