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Trade: CAKE/USDT/120/PWMA/LINREG/2224

Strategy
CAKE/USDT/120/PWMA/LINREG/2224
Pair
CAKE_USDT
Interval
2h
Score
325689
Daily Profit
0.197890
Profit Factor
1.510571
Profitability
42.675159
Streak
39.303595
Best Strategy
Training Data Length
1682.080000
Evaluation Time
2025-09-28 18:17
Expiration Time
2025-11-28 05:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 332866.9327 209990.0883 122876.8445 251188.3903 196348.7622 54839.6282
Total P&L (%) 332.8669 209.9901 122.8768 251.1884 196.3488 54.8396
Avg Daily Profit (%) 0.1979 0.1248 0.0731 0.0747 0.0646 0.026
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91319 -81650 -61494 -618791 -376205 -377698
Profit Factor 1.5106 1.6236 1.3898 1.0961 1.1481 1.0426
Total Trades 157 79 78 157 79 78
Winning Trades 67 29 38 67 29 38
Losing Trades 90 50 40 90 50 40
Profitability (%) 42.6752 36.7089 48.7179 42.6752 36.7089 48.7179
Ratio Avg Win / Avg Loss 2.0291 2.7993 1.463 1.4724 1.9794 1.0975
Largest Winning Trade 103013 103013 51994 378907 378907 172477
Largest Losing Trade -24760 -22486 -24760 -179198 -143520 -179198
Avg Bars in Trades 126 112 141 126 112 141
Avg Bars in Winners 198 181 211 198 181 211
Avg Bars in Losers 73 71 75 73 71 75
Bars Traded 19918 8854 11064 19918 8854 11064
Profit Streak 39.3036 39.3036 50.1369 39.3036 39.3036 50.1369
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325689 -54859 -128738 -209007 -194800 -366759
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20185,
    "evaluation_days": 1682.08,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615305600000,
    "last_datapoint_time": 1759068000000,
    "evaluation_time": 1759072630607,
    "expiration_time": 1764299952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 222,
            "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": [
        [
            332866.9327232546,
            209990.0882717284,
            122876.8444515267,
            251188.3903158844,
            196348.7621626342,
            54839.6281532503
        ],
        [
            332.866933,
            209.990088,
            122.876844,
            251.18839,
            196.348762,
            54.839628
        ],
        [
            0.19789,
            0.12484,
            0.073051,
            0.074706,
            0.064606,
            0.025996
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91319,
            -81650,
            -61494,
            -618791,
            -376205,
            -377698
        ],
        [
            1.510571,
            1.623618,
            1.389812,
            1.096142,
            1.148055,
            1.042627
        ],
        [
            157,
            79,
            78,
            157,
            79,
            78
        ],
        [
            67,
            29,
            38,
            67,
            29,
            38
        ],
        [
            90,
            50,
            40,
            90,
            50,
            40
        ],
        [
            42.675159,
            36.708861,
            48.717949,
            42.675159,
            36.708861,
            48.717949
        ],
        [
            2.029126,
            2.799341,
            1.46296,
            1.47243,
            1.979406,
            1.097502
        ],
        [
            103013,
            103013,
            51994,
            378907,
            378907,
            172477
        ],
        [
            -24760,
            -22486,
            -24760,
            -179198,
            -143520,
            -179198
        ],
        [
            126,
            112,
            141,
            126,
            112,
            141
        ],
        [
            198,
            181,
            211,
            198,
            181,
            211
        ],
        [
            73,
            71,
            75,
            73,
            71,
            75
        ],
        [
            19918,
            8854,
            11064,
            19918,
            8854,
            11064
        ],
        [
            39.303595,
            39.303595,
            50.136928,
            39.303595,
            39.303595,
            50.136928
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325689,
            -54859,
            -128738,
            -209007,
            -194800,
            -366759
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20185,
    "evaluation_days": 1682.08,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615305600000,
    "last_datapoint_time": 1759068000000,
    "evaluation_time": 1759072630607,
    "expiration_time": 1764299952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 222,
            "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)