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Trade: CAKE/USDT/120/T3/MIDPRICE/2462

Strategy
CAKE/USDT/120/T3/MIDPRICE/2462
Pair
CAKE_USDT
Interval
2h
Score
383595
Daily Profit
0.224153
Profit Factor
1.642267
Profitability
44.915254
Streak
156.712906
Best Strategy
Training Data Length
1678.080000
Evaluation Time
2025-09-27 00:06
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 376145.9779 260165.4079 115980.57 219322.6412 -504028.5458 723351.187
Total P&L (%) 376.146 260.1654 115.9806 219.3226 -504.0285 723.3512
Avg Daily Profit (%) 0.2242 0.155 0.0691 0.0692 0 0.1257
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -223175 -105762 -124443 -2573313 -1594800 -1131230
Profit Factor 1.6423 1.8292 1.4266 1.0342 0.8665 1.2733
Total Trades 118 59 59 118 59 59
Winning Trades 53 28 25 53 28 25
Losing Trades 65 31 34 65 31 34
Profitability (%) 44.9153 47.4576 42.3729 44.9153 47.4576 42.3729
Ratio Avg Win / Avg Loss 2.0141 2.0252 1.9401 1.2683 0.9593 1.7316
Largest Winning Trade 119582 119582 56754 892040 892040 643861
Largest Losing Trade -49319 -38312 -49319 -875618 -875618 -695321
Avg Bars in Trades 166 210 121 166 210 121
Avg Bars in Winners 222 240 201 222 240 201
Avg Bars in Losers 120 183 63 120 183 63
Bars Traded 19618 12424 7194 19618 12424 7194
Profit Streak 156.7129 173.2129 156.7129 156.7129 173.2129 156.7129
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 383595 -165992 -277366 -283763 -757478 -202425
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": 1615305600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758920795082,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 222,
            "offset": 0,
            "a": 0.86582
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 184,
            "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": [
        [
            376145.9778751823,
            260165.4079022082,
            115980.5699729743,
            219322.6411872916,
            -504028.5457651059,
            723351.1869523977
        ],
        [
            376.145978,
            260.165408,
            115.98057,
            219.322641,
            -504.028546,
            723.351187
        ],
        [
            0.224153,
            0.155038,
            0.069115,
            0.069212,
            0,
            0.125711
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -223175,
            -105762,
            -124443,
            -2573313,
            -1594800,
            -1131230
        ],
        [
            1.642267,
            1.829186,
            1.426566,
            1.034154,
            0.866465,
            1.273263
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            53,
            28,
            25,
            53,
            28,
            25
        ],
        [
            65,
            31,
            34,
            65,
            31,
            34
        ],
        [
            44.915254,
            47.457627,
            42.372881,
            44.915254,
            47.457627,
            42.372881
        ],
        [
            2.014101,
            2.02517,
            1.94013,
            1.268302,
            0.9593,
            1.731638
        ],
        [
            119582,
            119582,
            56754,
            892040,
            892040,
            643861
        ],
        [
            -49319,
            -38312,
            -49319,
            -875618,
            -875618,
            -695321
        ],
        [
            166,
            210,
            121,
            166,
            210,
            121
        ],
        [
            222,
            240,
            201,
            222,
            240,
            201
        ],
        [
            120,
            183,
            63,
            120,
            183,
            63
        ],
        [
            19618,
            12424,
            7194,
            19618,
            12424,
            7194
        ],
        [
            156.712906,
            173.212906,
            156.712906,
            156.712906,
            173.212906,
            156.712906
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            383595,
            -165992,
            -277366,
            -283763,
            -757478,
            -202425
        ]
    ]
}
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": 1615305600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758920795082,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 222,
            "offset": 0,
            "a": 0.86582
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 184,
            "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)