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Trade: CAKE/USDT/120/DCM/HILO/3369

Strategy
CAKE/USDT/120/DCM/HILO/3369
Pair
CAKE_USDT
Interval
2h
Score
544993
Daily Profit
0.378044
Profit Factor
1.590084
Profitability
50.513347
Streak
0.000000
Best Strategy
Training Data Length
1682.170000
Evaluation Time
2025-09-28 19:47
Expiration Time
2025-11-28 07:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 635934.2228 362065.1178 273869.1051 7182845.2002 7005994.7324 176850.4678
Total P&L (%) 635.9342 362.0651 273.8691 7182.8452 7005.9947 176.8505
Avg Daily Profit (%) 0.378 0.2152 0.1628 0.2552 0.2538 0.0606
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83862 -69313 -64658 -11294061 -3495949 -8923090
Profit Factor 1.5901 1.696 1.4913 1.1967 1.3903 1.0095
Total Trades 487 244 243 487 244 243
Winning Trades 246 126 120 246 126 120
Losing Trades 241 118 123 241 118 123
Profitability (%) 50.5133 51.6393 49.3827 50.5133 51.6393 49.3827
Ratio Avg Win / Avg Loss 1.5578 1.5883 1.5285 1.1724 1.3021 1.0348
Largest Winning Trade 63235 63235 48285 4198564 4198564 3229139
Largest Losing Trade -21711 -20200 -21711 -2237965 -1767011 -2237965
Avg Bars in Trades 41 32 49 41 32 49
Avg Bars in Winners 49 33 65 49 33 65
Avg Bars in Losers 32 31 33 32 31 33
Bars Traded 20006 8030 11976 20006 8030 11976
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 544993 428346 365141 252373 362408 -321638
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20186,
    "evaluation_days": 1682.17,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614484800000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759078024865,
    "expiration_time": 1764307411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            635934.2228490461,
            362065.117784318,
            273869.1050647281,
            7182845.200204484,
            7005994.732395549,
            176850.4678089232
        ],
        [
            635.934223,
            362.065118,
            273.869105,
            7182.8452,
            7005.994732,
            176.850468
        ],
        [
            0.378044,
            0.215237,
            0.162807,
            0.25524,
            0.253775,
            0.060554
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83862,
            -69313,
            -64658,
            -11294061,
            -3495949,
            -8923090
        ],
        [
            1.590084,
            1.695992,
            1.491256,
            1.196742,
            1.390334,
            1.009528
        ],
        [
            487,
            244,
            243,
            487,
            244,
            243
        ],
        [
            246,
            126,
            120,
            246,
            126,
            120
        ],
        [
            241,
            118,
            123,
            241,
            118,
            123
        ],
        [
            50.513347,
            51.639344,
            49.382716,
            50.513347,
            51.639344,
            49.382716
        ],
        [
            1.557765,
            1.58831,
            1.528537,
            1.172418,
            1.302059,
            1.034767
        ],
        [
            63235,
            63235,
            48285,
            4198564,
            4198564,
            3229139
        ],
        [
            -21711,
            -20200,
            -21711,
            -2237965,
            -1767011,
            -2237965
        ],
        [
            41,
            32,
            49,
            41,
            32,
            49
        ],
        [
            49,
            33,
            65,
            49,
            33,
            65
        ],
        [
            32,
            31,
            33,
            32,
            31,
            33
        ],
        [
            20006,
            8030,
            11976,
            20006,
            8030,
            11976
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            544993,
            428346,
            365141,
            252373,
            362408,
            -321638
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20186,
    "evaluation_days": 1682.17,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614484800000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759078024865,
    "expiration_time": 1764307411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)