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Trade: CAKE/USDT/120/SMA/LINREG/2572

Strategy
CAKE/USDT/120/SMA/LINREG/2572
Pair
CAKE_USDT
Interval
2h
Score
320063
Daily Profit
0.304841
Profit Factor
1.727031
Profitability
38.725490
Streak
0.000000
Best Strategy
Training Data Length
1678.080000
Evaluation Time
2025-09-26 13:52
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 511547.3746 297912.0151 213635.3595 2022226.022 1698881.7035 323344.3185
Total P&L (%) 511.5474 297.912 213.6354 2022.226 1698.8817 323.3443
Avg Daily Profit (%) 0.3048 0.1775 0.1273 0.1822 0.1724 0.086
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84562 -92119 -55334 -2205071 -604707 -1881626
Profit Factor 1.727 1.8419 1.6108 1.425 1.8925 1.1133
Total Trades 204 102 102 204 102 102
Winning Trades 79 38 41 79 38 41
Losing Trades 125 64 61 125 64 61
Profitability (%) 38.7255 37.2549 40.1961 38.7255 37.2549 40.1961
Ratio Avg Win / Avg Loss 2.7326 3.1021 2.3966 2.2547 3.1873 1.6563
Largest Winning Trade 72596 72596 50600 870418 870418 727050
Largest Losing Trade -24581 -15942 -24581 -346745 -200109 -346745
Avg Bars in Trades 97 92 102 97 92 102
Avg Bars in Winners 160 158 163 160 158 163
Avg Bars in Losers 57 53 61 57 53 61
Bars Traded 19909 9473 10436 19909 9473 10436
Profit Streak 0 31.1195 0 0 31.1195 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320063 224120 -24106 235009 241041 -177015

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": 1614463200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758883926153,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 72,
            "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": [
        [
            511547.3746129026,
            297912.0150642989,
            213635.3595486036,
            2022226.02202455,
            1698881.7034774018,
            323344.318547146
        ],
        [
            511.547375,
            297.912015,
            213.63536,
            2022.226022,
            1698.881703,
            323.344319
        ],
        [
            0.304841,
            0.177531,
            0.127309,
            0.182222,
            0.172354,
            0.086029
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84562,
            -92119,
            -55334,
            -2205071,
            -604707,
            -1881626
        ],
        [
            1.727031,
            1.841894,
            1.61082,
            1.424998,
            1.892475,
            1.11327
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            79,
            38,
            41,
            79,
            38,
            41
        ],
        [
            125,
            64,
            61,
            125,
            64,
            61
        ],
        [
            38.72549,
            37.254902,
            40.196078,
            38.72549,
            37.254902,
            40.196078
        ],
        [
            2.732645,
            3.102138,
            2.396586,
            2.254744,
            3.187326,
            1.656329
        ],
        [
            72596,
            72596,
            50600,
            870418,
            870418,
            727050
        ],
        [
            -24581,
            -15942,
            -24581,
            -346745,
            -200109,
            -346745
        ],
        [
            97,
            92,
            102,
            97,
            92,
            102
        ],
        [
            160,
            158,
            163,
            160,
            158,
            163
        ],
        [
            57,
            53,
            61,
            57,
            53,
            61
        ],
        [
            19909,
            9473,
            10436,
            19909,
            9473,
            10436
        ],
        [
            0,
            31.119516,
            0,
            0,
            31.119516,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320063,
            224120,
            -24106,
            235009,
            241041,
            -177015
        ]
    ]
}
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": 1614463200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758883926153,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 72,
            "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)