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Trade: CAKE/USDT/720/PSAR/VWAP/7692

Strategy
CAKE/USDT/720/PSAR/VWAP/7692
Pair
CAKE_USDT
Interval
12h
Score
412366
Daily Profit
0.298522
Profit Factor
1.541168
Profitability
45.559846
Streak
0.000000
Best Strategy
Training Data Length
1693.000000
Evaluation Time
2025-10-08 21:06
Expiration Time
2025-11-28 08:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 505397.3082 284879.2724 220518.0358 1728284.906 2386369.6553 -658084.7494
Total P&L (%) 505.3973 284.8793 220.518 1728.2849 2386.3697 -658.0847
Avg Daily Profit (%) 0.2985 0.1683 0.1303 0.1718 0.19 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121840 -89687 -93058 -5275612 -1836237 -4240098
Profit Factor 1.5412 1.6479 1.4462 1.1553 1.4822 0.8935
Total Trades 259 129 130 259 129 130
Winning Trades 118 57 61 118 57 61
Losing Trades 141 72 69 141 72 69
Profitability (%) 45.5598 44.186 46.9231 45.5598 44.186 46.9231
Ratio Avg Win / Avg Loss 1.8416 2.0815 1.6359 1.3805 1.8723 1.0107
Largest Winning Trade 58788 58788 57120 2063200 2063200 1527199
Largest Losing Trade -33484 -18672 -33484 -1337301 -1018392 -1337301
Avg Bars in Trades 13 12 13 13 12 13
Avg Bars in Winners 18 16 20 18 16 20
Avg Bars in Losers 8 8 8 8 8 8
Bars Traded 3372 1570 1802 3372 1570 1802
Profit Streak 0 44.2546 0 0 44.2546 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 412366 333465 -18175 -41990 325906 -580239
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3386,
    "evaluation_days": 1693,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1613692800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759946794021,
    "expiration_time": 1764313056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            505397.3082299471,
            284879.2724478748,
            220518.0357820721,
            1728284.9059549808,
            2386369.6553480388,
            -658084.749393057
        ],
        [
            505.397308,
            284.879272,
            220.518036,
            1728.284906,
            2386.369655,
            -658.084749
        ],
        [
            0.298522,
            0.168269,
            0.130253,
            0.171793,
            0.189986,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121840,
            -89687,
            -93058,
            -5275612,
            -1836237,
            -4240098
        ],
        [
            1.541168,
            1.647891,
            1.446213,
            1.155304,
            1.48221,
            0.893506
        ],
        [
            259,
            129,
            130,
            259,
            129,
            130
        ],
        [
            118,
            57,
            61,
            118,
            57,
            61
        ],
        [
            141,
            72,
            69,
            141,
            72,
            69
        ],
        [
            45.559846,
            44.186047,
            46.923077,
            45.559846,
            44.186047,
            46.923077
        ],
        [
            1.841565,
            2.081546,
            1.63588,
            1.380491,
            1.872265,
            1.010688
        ],
        [
            58788,
            58788,
            57120,
            2063200,
            2063200,
            1527199
        ],
        [
            -33484,
            -18672,
            -33484,
            -1337301,
            -1018392,
            -1337301
        ],
        [
            13,
            12,
            13,
            13,
            12,
            13
        ],
        [
            18,
            16,
            20,
            18,
            16,
            20
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            3372,
            1570,
            1802,
            3372,
            1570,
            1802
        ],
        [
            0,
            44.25456,
            0,
            0,
            44.25456,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            412366,
            333465,
            -18175,
            -41990,
            325906,
            -580239
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3386,
    "evaluation_days": 1693,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1613692800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759946794021,
    "expiration_time": 1764313056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)