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Trade: CAKE/USDT/120/SWMA/SSF/7509

Strategy
CAKE/USDT/120/SWMA/SSF/7509
Pair
CAKE_USDT
Interval
2h
Score
405902
Daily Profit
0.321824
Profit Factor
1.939052
Profitability
42.657343
Streak
36.222044
Best Strategy
Training Data Length
1685.670000
Evaluation Time
2025-10-02 08:19
Expiration Time
2025-12-01 22:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 542488.4809 316759.1317 225729.3492 2390782.7071 1847865.892 542916.8151
Total P&L (%) 542.4885 316.7591 225.7293 2390.7827 1847.8659 542.9168
Avg Daily Profit (%) 0.3218 0.1879 0.1339 0.1909 0.1763 0.1105
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96408 -91542 -68671 -3915510 -1327145 -2697441
Profit Factor 1.9391 2.043 1.8238 1.3001 1.5218 1.1227
Total Trades 143 72 71 143 72 71
Winning Trades 61 28 33 61 28 33
Losing Trades 82 44 38 82 44 38
Profitability (%) 42.6573 38.8889 46.4789 42.6573 38.8889 46.4789
Ratio Avg Win / Avg Loss 2.6066 3.2105 2.1001 1.7476 2.3914 1.2928
Largest Winning Trade 106518 106518 54901 1130485 1130485 1071780
Largest Losing Trade -21119 -16411 -21119 -911190 -527669 -911190
Avg Bars in Trades 139 126 152 139 126 152
Avg Bars in Winners 219 209 228 219 209 228
Avg Bars in Losers 79 74 85 79 74 85
Bars Traded 19936 9143 10793 19936 9143 10793
Profit Streak 36.222 36.222 53.5554 36.222 36.222 53.5554
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 405902 -71834 -98140 276081 -72850 -218067
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20228,
    "evaluation_days": 1685.67,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615053600000,
    "last_datapoint_time": 1759377600000,
    "evaluation_time": 1759382384582,
    "expiration_time": 1764620697600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 84,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            542488.4809039827,
            316759.1317152441,
            225729.349188739,
            2390782.7070899988,
            1847865.8919625601,
            542916.815127438
        ],
        [
            542.488481,
            316.759132,
            225.729349,
            2390.782707,
            1847.865892,
            542.916815
        ],
        [
            0.321824,
            0.187913,
            0.133911,
            0.190918,
            0.176306,
            0.110453
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96408,
            -91542,
            -68671,
            -3915510,
            -1327145,
            -2697441
        ],
        [
            1.939052,
            2.043039,
            1.823802,
            1.300059,
            1.521795,
            1.122656
        ],
        [
            143,
            72,
            71,
            143,
            72,
            71
        ],
        [
            61,
            28,
            33,
            61,
            28,
            33
        ],
        [
            82,
            44,
            38,
            82,
            44,
            38
        ],
        [
            42.657343,
            38.888889,
            46.478873,
            42.657343,
            38.888889,
            46.478873
        ],
        [
            2.606595,
            3.210491,
            2.100135,
            1.747621,
            2.391392,
            1.292755
        ],
        [
            106518,
            106518,
            54901,
            1130485,
            1130485,
            1071780
        ],
        [
            -21119,
            -16411,
            -21119,
            -911190,
            -527669,
            -911190
        ],
        [
            139,
            126,
            152,
            139,
            126,
            152
        ],
        [
            219,
            209,
            228,
            219,
            209,
            228
        ],
        [
            79,
            74,
            85,
            79,
            74,
            85
        ],
        [
            19936,
            9143,
            10793,
            19936,
            9143,
            10793
        ],
        [
            36.222044,
            36.222044,
            53.555377,
            36.222044,
            36.222044,
            53.555377
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            405902,
            -71834,
            -98140,
            276081,
            -72850,
            -218067
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20228,
    "evaluation_days": 1685.67,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615053600000,
    "last_datapoint_time": 1759377600000,
    "evaluation_time": 1759382384582,
    "expiration_time": 1764620697600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 84,
            "offset": 0,
            "poles": 3
        }
    }
}

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)