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Trade: CAKE/USDT/120/SINWMA/BBM/1427

Strategy
CAKE/USDT/120/SINWMA/BBM/1427
Pair
CAKE_USDT
Interval
2h
Score
351054
Daily Profit
0.354921
Profit Factor
1.656038
Profitability
38.580247
Streak
0.000000
Best Strategy
Training Data Length
1687.080000
Evaluation Time
2025-10-03 18:26
Expiration Time
2025-12-03 09:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 598780.1539 351092.4365 247687.7174 4068420.6558 3374943.9068 693476.7491
Total P&L (%) 598.7802 351.0924 247.6877 4068.4207 3374.9439 693.4767
Avg Daily Profit (%) 0.3549 0.2081 0.1468 0.2213 0.2105 0.1228
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65603 -99636 -53994 -3810673 -1350932 -2735358
Profit Factor 1.656 1.7791 1.536 1.3598 1.6582 1.1122
Total Trades 324 162 162 324 162 162
Winning Trades 125 55 70 125 55 70
Losing Trades 199 107 92 199 107 92
Profitability (%) 38.5802 33.9506 43.2099 38.5802 33.9506 43.2099
Ratio Avg Win / Avg Loss 2.6364 3.4611 2.0188 2.1649 3.2259 1.4618
Largest Winning Trade 87954 87954 50149 1878628 1878628 1237811
Largest Losing Trade -20543 -14969 -20543 -1249230 -831728 -1249230
Avg Bars in Trades 62 58 65 62 58 65
Avg Bars in Winners 102 101 103 102 101 103
Avg Bars in Losers 36 37 36 36 37 36
Bars Traded 20100 9544 10556 20100 9544 10556
Profit Streak 0 38.6435 0 0 38.6435 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351054 219757 116487 253225 227105 -128003
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20245,
    "evaluation_days": 1687.08,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614153600000,
    "last_datapoint_time": 1759500000000,
    "evaluation_time": 1759505194198,
    "expiration_time": 1764747504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 202,
            "offset": 0,
            "std": 4.18355
        }
    }
}
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": [
        [
            598780.1538749512,
            351092.4364581447,
            247687.7174168067,
            4068420.655830114,
            3374943.906750534,
            693476.7490795774
        ],
        [
            598.780154,
            351.092436,
            247.687717,
            4068.420656,
            3374.943907,
            693.476749
        ],
        [
            0.354921,
            0.208107,
            0.146814,
            0.221344,
            0.210535,
            0.122847
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65603,
            -99636,
            -53994,
            -3810673,
            -1350932,
            -2735358
        ],
        [
            1.656038,
            1.779069,
            1.536045,
            1.359841,
            1.658178,
            1.112241
        ],
        [
            324,
            162,
            162,
            324,
            162,
            162
        ],
        [
            125,
            55,
            70,
            125,
            55,
            70
        ],
        [
            199,
            107,
            92,
            199,
            107,
            92
        ],
        [
            38.580247,
            33.950617,
            43.209877,
            38.580247,
            33.950617,
            43.209877
        ],
        [
            2.636413,
            3.461098,
            2.018802,
            2.164867,
            3.225911,
            1.461803
        ],
        [
            87954,
            87954,
            50149,
            1878628,
            1878628,
            1237811
        ],
        [
            -20543,
            -14969,
            -20543,
            -1249230,
            -831728,
            -1249230
        ],
        [
            62,
            58,
            65,
            62,
            58,
            65
        ],
        [
            102,
            101,
            103,
            102,
            101,
            103
        ],
        [
            36,
            37,
            36,
            36,
            37,
            36
        ],
        [
            20100,
            9544,
            10556,
            20100,
            9544,
            10556
        ],
        [
            0,
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            0,
            0,
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            0
        ],
        [
            0,
            2,
            0,
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            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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        ],
        [
            351054,
            219757,
            116487,
            253225,
            227105,
            -128003
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20245,
    "evaluation_days": 1687.08,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614153600000,
    "last_datapoint_time": 1759500000000,
    "evaluation_time": 1759505194198,
    "expiration_time": 1764747504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 202,
            "offset": 0,
            "std": 4.18355
        }
    }
}

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)