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Trade: CAKE/USDT/120/MIDPRICE/HMA/5293

Strategy
CAKE/USDT/120/MIDPRICE/HMA/5293
Pair
CAKE_USDT
Interval
2h
Score
499183
Daily Profit
0.305311
Profit Factor
1.278688
Profitability
48.098160
Streak
5.306853
Best Strategy
Training Data Length
1692.420000
Evaluation Time
2025-10-09 02:21
Expiration Time
2025-12-08 22:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 516714.5374 341483.6998 175230.8375 1233623.1728 1834314.2117 -600691.039
Total P&L (%) 516.7145 341.4837 175.2308 1233.6232 1834.3142 -600.691
Avg Daily Profit (%) 0.3053 0.2018 0.1035 0.1532 0.1752 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125010 -100347 -86330 -2700247 -797315 -2221103
Profit Factor 1.2787 1.4097 1.1717 1.0822 1.2754 0.9281
Total Trades 815 407 408 815 407 408
Winning Trades 392 183 209 392 183 209
Losing Trades 423 224 199 423 224 199
Profitability (%) 48.0982 44.9631 51.2255 48.0982 44.9631 51.2255
Ratio Avg Win / Avg Loss 1.3798 1.7256 1.1156 1.1677 1.5612 0.8837
Largest Winning Trade 53955 53955 43047 717544 717544 683212
Largest Losing Trade -36772 -18173 -36772 -714678 -438403 -714678
Avg Bars in Trades 24 23 26 24 23 26
Avg Bars in Winners 27 27 27 27 27 27
Avg Bars in Losers 22 20 25 22 20 25
Bars Traded 20199 9513 10686 20199 9513 10686
Profit Streak 5.3069 13.0569 5.3069 5.3069 13.0569 5.3069
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 499183 360021 -83704 -117542 337290 -578053
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20309,
    "evaluation_days": 1692.42,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614225600000,
    "last_datapoint_time": 1759960800000,
    "evaluation_time": 1759965712125,
    "expiration_time": 1765224892800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 65,
            "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": [
        [
            516714.537361642,
            341483.6998377902,
            175230.8375238521,
            1233623.172764466,
            1834314.2117342765,
            -600691.0389698108
        ],
        [
            516.714537,
            341.4837,
            175.230838,
            1233.623173,
            1834.314212,
            -600.691039
        ],
        [
            0.305311,
            0.201772,
            0.103539,
            0.153181,
            0.175189,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125010,
            -100347,
            -86330,
            -2700247,
            -797315,
            -2221103
        ],
        [
            1.278688,
            1.409728,
            1.171684,
            1.082157,
            1.275403,
            0.928104
        ],
        [
            815,
            407,
            408,
            815,
            407,
            408
        ],
        [
            392,
            183,
            209,
            392,
            183,
            209
        ],
        [
            423,
            224,
            199,
            423,
            224,
            199
        ],
        [
            48.09816,
            44.963145,
            51.22549,
            48.09816,
            44.963145,
            51.22549
        ],
        [
            1.379809,
            1.725568,
            1.115623,
            1.167736,
            1.56115,
            0.883697
        ],
        [
            53955,
            53955,
            43047,
            717544,
            717544,
            683212
        ],
        [
            -36772,
            -18173,
            -36772,
            -714678,
            -438403,
            -714678
        ],
        [
            24,
            23,
            26,
            24,
            23,
            26
        ],
        [
            27,
            27,
            27,
            27,
            27,
            27
        ],
        [
            22,
            20,
            25,
            22,
            20,
            25
        ],
        [
            20199,
            9513,
            10686,
            20199,
            9513,
            10686
        ],
        [
            5.306853,
            13.056853,
            5.306853,
            5.306853,
            13.056853,
            5.306853
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            499183,
            360021,
            -83704,
            -117542,
            337290,
            -578053
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20309,
    "evaluation_days": 1692.42,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614225600000,
    "last_datapoint_time": 1759960800000,
    "evaluation_time": 1759965712125,
    "expiration_time": 1765224892800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 65,
            "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)