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Trade: CAKE/USDT/60/VWMA/VWAP/7969

Strategy
CAKE/USDT/60/VWMA/VWAP/7969
Pair
CAKE_USDT
Interval
1h
Score
301057
Daily Profit
0.345103
Profit Factor
1.390109
Profitability
34.368932
Streak
7.434097
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-13 20:25
Expiration Time
2025-12-27 19:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 359483.5271 234185.3952 125298.132 1052681.3576 1172238.3288 -119556.9712
Total P&L (%) 359.4835 234.1854 125.2981 1052.6814 1172.2383 -119.557
Avg Daily Profit (%) 0.3451 0.2248 0.1203 0.235 0.2445 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78325 -42582 -66791 -1105852 -370590 -909707
Profit Factor 1.3901 1.5697 1.2455 1.1842 1.483 0.9636
Total Trades 515 257 258 515 257 258
Winning Trades 177 85 92 177 85 92
Losing Trades 338 172 166 338 172 166
Profitability (%) 34.3689 33.0739 35.6589 34.3689 33.0739 35.6589
Ratio Avg Win / Avg Loss 2.6546 3.1764 2.2472 2.2613 3.001 1.7388
Largest Winning Trade 48897 48897 30228 615038 615038 290313
Largest Losing Trade -12222 -7413 -12222 -210881 -116245 -210881
Avg Bars in Trades 48 44 52 48 44 52
Avg Bars in Winners 94 85 101 94 85 101
Avg Bars in Losers 24 23 25 24 23 25
Bars Traded 24854 11358 13496 24854 11358 13496
Profit Streak 7.4341 13.7258 7.4341 7.4341 13.7258 7.4341
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301057 214576 -35666 -10719 216546 -582103
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670374800000,
    "first_datapoint_time": 1670634000000,
    "last_datapoint_time": 1760374800000,
    "evaluation_time": 1760376306024,
    "expiration_time": 1766854800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 73,
            "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": [
        [
            359483.5271452519,
            234185.3951774652,
            125298.1319677869,
            1052681.3576262763,
            1172238.3288457603,
            -119556.9712194847
        ],
        [
            359.483527,
            234.185395,
            125.298132,
            1052.681358,
            1172.238329,
            -119.556971
        ],
        [
            0.345103,
            0.224817,
            0.120286,
            0.234964,
            0.24446,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78325,
            -42582,
            -66791,
            -1105852,
            -370590,
            -909707
        ],
        [
            1.390109,
            1.569739,
            1.245463,
            1.184186,
            1.483043,
            0.963645
        ],
        [
            515,
            257,
            258,
            515,
            257,
            258
        ],
        [
            177,
            85,
            92,
            177,
            85,
            92
        ],
        [
            338,
            172,
            166,
            338,
            172,
            166
        ],
        [
            34.368932,
            33.07393,
            35.658915,
            34.368932,
            33.07393,
            35.658915
        ],
        [
            2.654558,
            3.176412,
            2.247249,
            2.261326,
            3.000982,
            1.73875
        ],
        [
            48897,
            48897,
            30228,
            615038,
            615038,
            290313
        ],
        [
            -12222,
            -7413,
            -12222,
            -210881,
            -116245,
            -210881
        ],
        [
            48,
            44,
            52,
            48,
            44,
            52
        ],
        [
            94,
            85,
            101,
            94,
            85,
            101
        ],
        [
            24,
            23,
            25,
            24,
            23,
            25
        ],
        [
            24854,
            11358,
            13496,
            24854,
            11358,
            13496
        ],
        [
            7.434097,
            13.725764,
            7.434097,
            7.434097,
            13.725764,
            7.434097
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301057,
            214576,
            -35666,
            -10719,
            216546,
            -582103
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670374800000,
    "first_datapoint_time": 1670634000000,
    "last_datapoint_time": 1760374800000,
    "evaluation_time": 1760376306024,
    "expiration_time": 1766854800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 73,
            "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)