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Trade: CAKE/USDT/120/SINWMA/PWMA/2433

Strategy
CAKE/USDT/120/SINWMA/PWMA/2433
Pair
CAKE_USDT
Interval
2h
Score
300009
Daily Profit
0.310247
Profit Factor
1.746644
Profitability
35.761589
Streak
0.000000
Best Strategy
Training Data Length
1684.420000
Evaluation Time
2025-10-01 02:39
Expiration Time
2025-11-30 15:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 522586.6659 305349.433 217237.2329 2435878.3116 1655443.1401 780435.1715
Total P&L (%) 522.5867 305.3494 217.2372 2435.8783 1655.4431 780.4352
Avg Daily Profit (%) 0.3102 0.1813 0.129 0.1921 0.1703 0.1292
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70082 -93130 -67298 -577298 -170230 -626526
Profit Factor 1.7466 1.955 1.5714 1.7396 2.2297 1.4008
Total Trades 302 151 151 302 151 151
Winning Trades 108 50 58 108 50 58
Losing Trades 194 101 93 194 101 93
Profitability (%) 35.7616 33.1126 38.4106 35.7616 33.1126 38.4106
Ratio Avg Win / Avg Loss 3.1375 3.9492 2.5196 3.1249 4.504 2.2461
Largest Winning Trade 109800 109800 51057 560151 560151 423747
Largest Losing Trade -27381 -14910 -27381 -185269 -112930 -185269
Avg Bars in Trades 66 59 72 66 59 72
Avg Bars in Winners 122 111 131 122 111 131
Avg Bars in Losers 35 34 35 35 34 35
Bars Traded 19985 9037 10948 19985 9037 10948
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300009 174346 -22265 263178 205035 -22552
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20213,
    "evaluation_days": 1684.42,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614808800000,
    "last_datapoint_time": 1759269600000,
    "evaluation_time": 1759275567724,
    "expiration_time": 1764508809600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 11,
            "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": [
        [
            522586.6659253559,
            305349.4329995253,
            217237.2329258301,
            2435878.311551535,
            1655443.140084374,
            780435.171467162
        ],
        [
            522.586666,
            305.349433,
            217.237233,
            2435.878312,
            1655.44314,
            780.435171
        ],
        [
            0.310247,
            0.181279,
            0.128969,
            0.192127,
            0.170251,
            0.129223
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70082,
            -93130,
            -67298,
            -577298,
            -170230,
            -626526
        ],
        [
            1.746644,
            1.955042,
            1.57139,
            1.739649,
            2.229702,
            1.400824
        ],
        [
            302,
            151,
            151,
            302,
            151,
            151
        ],
        [
            108,
            50,
            58,
            108,
            50,
            58
        ],
        [
            194,
            101,
            93,
            194,
            101,
            93
        ],
        [
            35.761589,
            33.112583,
            38.410596,
            35.761589,
            33.112583,
            38.410596
        ],
        [
            3.13749,
            3.949186,
            2.519642,
            3.124925,
            4.503999,
            2.246149
        ],
        [
            109800,
            109800,
            51057,
            560151,
            560151,
            423747
        ],
        [
            -27381,
            -14910,
            -27381,
            -185269,
            -112930,
            -185269
        ],
        [
            66,
            59,
            72,
            66,
            59,
            72
        ],
        [
            122,
            111,
            131,
            122,
            111,
            131
        ],
        [
            35,
            34,
            35,
            35,
            34,
            35
        ],
        [
            19985,
            9037,
            10948,
            19985,
            9037,
            10948
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300009,
            174346,
            -22265,
            263178,
            205035,
            -22552
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20213,
    "evaluation_days": 1684.42,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614808800000,
    "last_datapoint_time": 1759269600000,
    "evaluation_time": 1759275567724,
    "expiration_time": 1764508809600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 11,
            "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)