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Trade: CAKE/USDT/120/SINWMA/MIDPOINT/4088

Strategy
CAKE/USDT/120/SINWMA/MIDPOINT/4088
Pair
CAKE_USDT
Interval
2h
Score
313540
Daily Profit
0.232362
Profit Factor
1.576578
Profitability
40.909091
Streak
29.146722
Best Strategy
Training Data Length
1678.080000
Evaluation Time
2025-09-26 04:31
Expiration Time
2025-11-24 01:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 389922.7018 229759.7926 160162.9092 666598.4368 513155.3282 153443.1086
Total P&L (%) 389.9227 229.7598 160.1629 666.5984 513.1553 153.4431
Avg Daily Profit (%) 0.2324 0.1369 0.0954 0.1215 0.1081 0.0554
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -80556 -117208 -46160 -646593 -273174 -467255
Profit Factor 1.5766 1.6745 1.4772 1.28 1.4513 1.1234
Total Trades 176 88 88 176 88 88
Winning Trades 72 33 39 72 33 39
Losing Trades 104 55 49 104 55 49
Profitability (%) 40.9091 37.5 44.3182 40.9091 37.5 44.3182
Ratio Avg Win / Avg Loss 2.2773 2.7908 1.856 1.8489 2.4189 1.4114
Largest Winning Trade 107866 107866 53361 285326 285326 179875
Largest Losing Trade -23704 -20764 -23704 -161301 -143954 -161301
Avg Bars in Trades 112 106 118 112 106 118
Avg Bars in Winners 180 179 180 180 179 180
Avg Bars in Losers 65 62 68 65 62 68
Bars Traded 19781 9386 10395 19781 9386 10395
Profit Streak 29.1467 0 33.4801 29.1467 0 33.4801
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313540 -12256 -65257 -31457 -51283 -205716

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20137,
    "evaluation_days": 1678.08,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614650400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758850276791,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 60,
            "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": [
        [
            389922.7018432231,
            229759.7926165999,
            160162.9092266232,
            666598.4368311645,
            513155.3282477458,
            153443.1085834188
        ],
        [
            389.922702,
            229.759793,
            160.162909,
            666.598437,
            513.155328,
            153.443109
        ],
        [
            0.232362,
            0.136918,
            0.095444,
            0.12145,
            0.108125,
            0.055434
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -80556,
            -117208,
            -46160,
            -646593,
            -273174,
            -467255
        ],
        [
            1.576578,
            1.674504,
            1.477194,
            1.279978,
            1.451327,
            1.123357
        ],
        [
            176,
            88,
            88,
            176,
            88,
            88
        ],
        [
            72,
            33,
            39,
            72,
            33,
            39
        ],
        [
            104,
            55,
            49,
            104,
            55,
            49
        ],
        [
            40.909091,
            37.5,
            44.318182,
            40.909091,
            37.5,
            44.318182
        ],
        [
            2.27728,
            2.79084,
            1.855962,
            1.848858,
            2.418878,
            1.411397
        ],
        [
            107866,
            107866,
            53361,
            285326,
            285326,
            179875
        ],
        [
            -23704,
            -20764,
            -23704,
            -161301,
            -143954,
            -161301
        ],
        [
            112,
            106,
            118,
            112,
            106,
            118
        ],
        [
            180,
            179,
            180,
            180,
            179,
            180
        ],
        [
            65,
            62,
            68,
            65,
            62,
            68
        ],
        [
            19781,
            9386,
            10395,
            19781,
            9386,
            10395
        ],
        [
            29.146722,
            0,
            33.480055,
            29.146722,
            0,
            33.480055
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313540,
            -12256,
            -65257,
            -31457,
            -51283,
            -205716
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20137,
    "evaluation_days": 1678.08,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614650400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758850276791,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 60,
            "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)