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Trade: CAKE/USDT/120/PWMA/KCL/7641

Strategy
CAKE/USDT/120/PWMA/KCL/7641
Pair
CAKE_USDT
Interval
2h
Score
303981
Daily Profit
0.182732
Profit Factor
1.414492
Profitability
42.553191
Streak
43.935684
Best Strategy
Training Data Length
1683.670000
Evaluation Time
2025-09-30 07:27
Expiration Time
2025-11-29 20:41

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 307660.787 180224.1189 127436.6681 231043.6907 314588.1576 -83544.4669
Total P&L (%) 307.6608 180.2241 127.4367 231.0437 314.5882 -83.5445
Avg Daily Profit (%) 0.1827 0.107 0.0757 0.0711 0.0845 -0.1071
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117653 -53999 -87799 -778612 -372767 -599613
Profit Factor 1.4145 1.5923 1.291 1.0658 1.214 0.9591
Total Trades 188 94 94 188 94 94
Winning Trades 80 34 46 80 34 46
Losing Trades 108 60 48 108 60 48
Profitability (%) 42.5532 36.1702 48.9362 42.5532 36.1702 48.9362
Ratio Avg Win / Avg Loss 1.9096 2.81 1.3471 1.4388 2.1423 1.0008
Largest Winning Trade 84906 84906 52668 434305 434305 212962
Largest Losing Trade -34808 -18398 -34808 -226638 -109932 -226638
Avg Bars in Trades 105 84 127 105 84 127
Avg Bars in Winners 147 121 167 147 121 167
Avg Bars in Losers 74 63 88 74 63 88
Bars Traded 19927 7956 11971 19927 7956 11971
Profit Streak 43.9357 43.9357 50.1857 43.9357 43.9357 50.1857
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303981 -52230 -92009 -247097 -84596 -579263
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20204,
    "evaluation_days": 1683.67,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615406400000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759206443138,
    "expiration_time": 1764441676800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 150,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            307660.7870116611,
            180224.1188854927,
            127436.6681261684,
            231043.6907253707,
            314588.1576292877,
            -83544.4669039171
        ],
        [
            307.660787,
            180.224119,
            127.436668,
            231.043691,
            314.588158,
            -83.544467
        ],
        [
            0.182732,
            0.107042,
            0.07569,
            0.071125,
            0.084501,
            -0.10712
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117653,
            -53999,
            -87799,
            -778612,
            -372767,
            -599613
        ],
        [
            1.414492,
            1.592319,
            1.290957,
            1.065752,
            1.213989,
            0.959122
        ],
        [
            188,
            94,
            94,
            188,
            94,
            94
        ],
        [
            80,
            34,
            46,
            80,
            34,
            46
        ],
        [
            108,
            60,
            48,
            108,
            60,
            48
        ],
        [
            42.553191,
            36.170213,
            48.93617,
            42.553191,
            36.170213,
            48.93617
        ],
        [
            1.909564,
            2.809975,
            1.347086,
            1.438766,
            2.142333,
            1.000823
        ],
        [
            84906,
            84906,
            52668,
            434305,
            434305,
            212962
        ],
        [
            -34808,
            -18398,
            -34808,
            -226638,
            -109932,
            -226638
        ],
        [
            105,
            84,
            127,
            105,
            84,
            127
        ],
        [
            147,
            121,
            167,
            147,
            121,
            167
        ],
        [
            74,
            63,
            88,
            74,
            63,
            88
        ],
        [
            19927,
            7956,
            11971,
            19927,
            7956,
            11971
        ],
        [
            43.935684,
            43.935684,
            50.185684,
            43.935684,
            43.935684,
            50.185684
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303981,
            -52230,
            -92009,
            -247097,
            -84596,
            -579263
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20204,
    "evaluation_days": 1683.67,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615406400000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759206443138,
    "expiration_time": 1764441676800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 150,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)