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Trade: CAKE/USDT/120/SMA/HILO/3216

Strategy
CAKE/USDT/120/SMA/HILO/3216
Pair
CAKE_USDT
Interval
2h
Score
378795
Daily Profit
0.341908
Profit Factor
1.927592
Profitability
40.573770
Streak
0.000000
Best Strategy
Training Data Length
1678.080000
Evaluation Time
2025-09-27 00:32
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 573749.1569 347219.638 226529.5189 2294701.4871 1945048.7068 349652.7803
Total P&L (%) 573.7492 347.2196 226.5295 2294.7015 1945.0487 349.6528
Avg Daily Profit (%) 0.3419 0.2069 0.135 0.1894 0.18 0.0896
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81109 -69530 -58350 -3258407 -1103843 -2314528
Profit Factor 1.9276 2.0248 1.8099 1.2297 1.4436 1.0624
Total Trades 244 122 122 244 122 122
Winning Trades 99 48 51 99 48 51
Losing Trades 145 74 71 145 74 71
Profitability (%) 40.5738 39.3443 41.8033 40.5738 39.3443 41.8033
Ratio Avg Win / Avg Loss 2.8232 3.1215 2.5196 1.801 2.2256 1.479
Largest Winning Trade 203616 203616 50548 1245634 1245634 933228
Largest Losing Trade -20710 -20710 -15829 -680698 -422764 -680698
Avg Bars in Trades 81 68 94 81 68 94
Avg Bars in Winners 139 116 162 139 116 162
Avg Bars in Losers 41 37 45 41 37 45
Bars Traded 19818 8324 11494 19818 8324 11494
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 378795 257549 -12800 227645 200361 -228663
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": 1615161600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758922328233,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            573749.1569420074,
            347219.6380345635,
            226529.5189074436,
            2294701.4870941895,
            1945048.7068324983,
            349652.7802616901
        ],
        [
            573.749157,
            347.219638,
            226.529519,
            2294.701487,
            1945.048707,
            349.65278
        ],
        [
            0.341908,
            0.206915,
            0.134993,
            0.189434,
            0.180011,
            0.089625
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81109,
            -69530,
            -58350,
            -3258407,
            -1103843,
            -2314528
        ],
        [
            1.927592,
            2.02478,
            1.809865,
            1.229655,
            1.443639,
            1.062353
        ],
        [
            244,
            122,
            122,
            244,
            122,
            122
        ],
        [
            99,
            48,
            51,
            99,
            48,
            51
        ],
        [
            145,
            74,
            71,
            145,
            74,
            71
        ],
        [
            40.57377,
            39.344262,
            41.803279,
            40.57377,
            39.344262,
            41.803279
        ],
        [
            2.823241,
            3.121537,
            2.519616,
            1.801009,
            2.225611,
            1.478962
        ],
        [
            203616,
            203616,
            50548,
            1245634,
            1245634,
            933228
        ],
        [
            -20710,
            -20710,
            -15829,
            -680698,
            -422764,
            -680698
        ],
        [
            81,
            68,
            94,
            81,
            68,
            94
        ],
        [
            139,
            116,
            162,
            139,
            116,
            162
        ],
        [
            41,
            37,
            45,
            41,
            37,
            45
        ],
        [
            19818,
            8324,
            11494,
            19818,
            8324,
            11494
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378795,
            257549,
            -12800,
            227645,
            200361,
            -228663
        ]
    ]
}
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": 1615161600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758922328233,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)