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Trade: CAKE/USDT/120/ALMA/SINWMA/3943

Strategy
CAKE/USDT/120/ALMA/SINWMA/3943
Pair
CAKE_USDT
Interval
2h
Score
417071
Daily Profit
0.357601
Profit Factor
2.134763
Profitability
44.217687
Streak
0.000000
Best Strategy
Training Data Length
1693.080000
Evaluation Time
2025-10-09 17:35
Expiration Time
2025-12-09 14:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 605447.7138 371315.1849 234132.5289 4441324.8815 6050342.8385 -1609017.957
Total P&L (%) 605.4477 371.3152 234.1325 4441.3249 6050.3428 -1609.018
Avg Daily Profit (%) 0.3576 0.2193 0.1383 0.2256 0.2436 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115571 -49284 -93706 -12757032 -3652007 -9838608
Profit Factor 2.1348 2.4746 1.831 1.1923 1.6929 0.888
Total Trades 147 73 74 147 73 74
Winning Trades 65 29 36 65 29 36
Losing Trades 82 44 38 82 44 38
Profitability (%) 44.2177 39.726 48.6486 44.2177 39.726 48.6486
Ratio Avg Win / Avg Loss 2.6931 3.7546 1.9328 1.5042 2.5686 0.9373
Largest Winning Trade 108498 108498 51869 3035230 3035230 2946366
Largest Losing Trade -40132 -15572 -40132 -3088982 -1238812 -3088982
Avg Bars in Trades 136 124 148 136 124 148
Avg Bars in Winners 211 196 222 211 196 222
Avg Bars in Losers 77 77 78 77 77 78
Bars Traded 20103 9095 11007 20103 9095 11007
Profit Streak 0 53.5245 0 0 53.5245 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 417071 -62888 -69931 -1464 -63772 -645761
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20317,
    "evaluation_days": 1693.08,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614715200000,
    "last_datapoint_time": 1760018400000,
    "evaluation_time": 1760020515719,
    "expiration_time": 1765284566400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 37,
            "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": [
        [
            605447.7137670488,
            371315.184880197,
            234132.5288868514,
            4441324.881509395,
            6050342.838487096,
            -1609017.9569777045
        ],
        [
            605.447714,
            371.315185,
            234.132529,
            4441.324882,
            6050.342838,
            -1609.017957
        ],
        [
            0.357601,
            0.219313,
            0.138288,
            0.225631,
            0.243586,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115571,
            -49284,
            -93706,
            -12757032,
            -3652007,
            -9838608
        ],
        [
            2.134763,
            2.474596,
            1.831031,
            1.192322,
            1.692921,
            0.887964
        ],
        [
            147,
            73,
            74,
            147,
            73,
            74
        ],
        [
            65,
            29,
            36,
            65,
            29,
            36
        ],
        [
            82,
            44,
            38,
            82,
            44,
            38
        ],
        [
            44.217687,
            39.726027,
            48.648649,
            44.217687,
            39.726027,
            48.648649
        ],
        [
            2.693086,
            3.75456,
            1.932755,
            1.50416,
            2.56857,
            0.937295
        ],
        [
            108498,
            108498,
            51869,
            3035230,
            3035230,
            2946366
        ],
        [
            -40132,
            -15572,
            -40132,
            -3088982,
            -1238812,
            -3088982
        ],
        [
            136,
            124,
            148,
            136,
            124,
            148
        ],
        [
            211,
            196,
            222,
            211,
            196,
            222
        ],
        [
            77,
            77,
            78,
            77,
            77,
            78
        ],
        [
            20103,
            9095,
            11007,
            20103,
            9095,
            11007
        ],
        [
            0,
            53.524487,
            0,
            0,
            53.524487,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            417071,
            -62888,
            -69931,
            -1464,
            -63772,
            -645761
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20317,
    "evaluation_days": 1693.08,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614715200000,
    "last_datapoint_time": 1760018400000,
    "evaluation_time": 1760020515719,
    "expiration_time": 1765284566400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 37,
            "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)