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Trade: CAKE/USDT/120/WMA/SMA/4503

Strategy
CAKE/USDT/120/WMA/SMA/4503
Pair
CAKE_USDT
Interval
2h
Score
323858
Daily Profit
0.183067
Profit Factor
1.398945
Profitability
45.355191
Streak
17.432277
Best Strategy
Training Data Length
1682.830000
Evaluation Time
2025-09-29 13:22
Expiration Time
2025-11-28 23:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 308070.8543 215897.4346 92173.4197 95623.7268 172619.6057 -76995.8789
Total P&L (%) 308.0709 215.8974 92.1734 95.6237 172.6196 -76.9959
Avg Daily Profit (%) 0.1831 0.1283 0.0548 0.0399 0.0596 -0.0873
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148686 -90233 -87909 -889955 -391118 -550732
Profit Factor 1.3989 1.5634 1.2369 1.0404 1.1482 0.9358
Total Trades 183 92 91 183 92 91
Winning Trades 83 38 45 83 38 45
Losing Trades 100 54 46 100 54 46
Profitability (%) 45.3552 41.3043 49.4505 45.3552 41.3043 49.4505
Ratio Avg Win / Avg Loss 1.6855 2.2217 1.2644 1.2535 1.6316 0.9566
Largest Winning Trade 127331 127331 60507 370389 370389 209683
Largest Losing Trade -38732 -36385 -38732 -383555 -105750 -383555
Avg Bars in Trades 109 102 115 109 102 115
Avg Bars in Winners 143 144 141 143 144 141
Avg Bars in Losers 80 72 90 80 72 90
Bars Traded 19984 9446 10538 19984 9446 10538
Profit Streak 17.4323 30.0989 0 17.4323 30.0989 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323858 -22092 -120601 -315960 -172908 -581302
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20194,
    "evaluation_days": 1682.83,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614902400000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759141348735,
    "expiration_time": 1764367084800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 85,
            "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": [
        [
            308070.8542942852,
            215897.4346137348,
            92173.4196805506,
            95623.7267830451,
            172619.6057318436,
            -76995.8789487984
        ],
        [
            308.070854,
            215.897435,
            92.17342,
            95.623727,
            172.619606,
            -76.995879
        ],
        [
            0.183067,
            0.128294,
            0.054773,
            0.039883,
            0.059614,
            -0.087285
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148686,
            -90233,
            -87909,
            -889955,
            -391118,
            -550732
        ],
        [
            1.398945,
            1.563427,
            1.236933,
            1.040432,
            1.148162,
            0.935834
        ],
        [
            183,
            92,
            91,
            183,
            92,
            91
        ],
        [
            83,
            38,
            45,
            83,
            38,
            45
        ],
        [
            100,
            54,
            46,
            100,
            54,
            46
        ],
        [
            45.355191,
            41.304348,
            49.450549,
            45.355191,
            41.304348,
            49.450549
        ],
        [
            1.685476,
            2.221713,
            1.264421,
            1.253533,
            1.631599,
            0.956631
        ],
        [
            127331,
            127331,
            60507,
            370389,
            370389,
            209683
        ],
        [
            -38732,
            -36385,
            -38732,
            -383555,
            -105750,
            -383555
        ],
        [
            109,
            102,
            115,
            109,
            102,
            115
        ],
        [
            143,
            144,
            141,
            143,
            144,
            141
        ],
        [
            80,
            72,
            90,
            80,
            72,
            90
        ],
        [
            19984,
            9446,
            10538,
            19984,
            9446,
            10538
        ],
        [
            17.432277,
            30.098944,
            0,
            17.432277,
            30.098944,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323858,
            -22092,
            -120601,
            -315960,
            -172908,
            -581302
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20194,
    "evaluation_days": 1682.83,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614902400000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759141348735,
    "expiration_time": 1764367084800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 85,
            "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)