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Trade: CAKE/USDT/120/WMA/SSF/4948

Strategy
CAKE/USDT/120/WMA/SSF/4948
Pair
CAKE_USDT
Interval
2h
Score
353231
Daily Profit
0.276159
Profit Factor
1.859814
Profitability
42.727273
Streak
38.729302
Best Strategy
Training Data Length
1678.080000
Evaluation Time
2025-09-27 06:30
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 463416.7474 291000.8502 172415.8973 787247.3512 568908.9488 218338.4025
Total P&L (%) 463.4167 291.0009 172.4159 787.2474 568.9089 218.3384
Avg Daily Profit (%) 0.2762 0.1734 0.1027 0.1302 0.1133 0.069
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131087 -68854 -72801 -2704014 -1433105 -1313684
Profit Factor 1.8598 2.0461 1.6611 1.1279 1.1927 1.0682
Total Trades 110 55 55 110 55 55
Winning Trades 47 20 27 47 20 27
Losing Trades 63 35 28 63 35 28
Profitability (%) 42.7273 36.3636 49.0909 42.7273 36.3636 49.0909
Ratio Avg Win / Avg Loss 2.4929 3.5807 1.7226 1.5119 2.0871 1.1078
Largest Winning Trade 182218 182218 52142 1220233 1220233 624876
Largest Losing Trade -24272 -18922 -24272 -495338 -495338 -408428
Avg Bars in Trades 179 159 199 179 159 199
Avg Bars in Winners 278 281 276 278 281 276
Avg Bars in Losers 105 90 124 105 90 124
Bars Traded 19748 8786 10962 19748 8786 10962
Profit Streak 38.7293 0 47.396 38.7293 0 47.396
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 353231 -174353 -232514 -99497 -234436 -426093
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": 1615428000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758943811735,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 145,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            463416.7474367457,
            291000.8501631108,
            172415.8972736346,
            787247.3512308642,
            568908.9487616273,
            218338.4024692365
        ],
        [
            463.416747,
            291.00085,
            172.415897,
            787.247351,
            568.908949,
            218.338402
        ],
        [
            0.276159,
            0.173413,
            0.102746,
            0.130171,
            0.113317,
            0.069028
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131087,
            -68854,
            -72801,
            -2704014,
            -1433105,
            -1313684
        ],
        [
            1.859814,
            2.046136,
            1.661089,
            1.127942,
            1.192651,
            1.068229
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            47,
            20,
            27,
            47,
            20,
            27
        ],
        [
            63,
            35,
            28,
            63,
            35,
            28
        ],
        [
            42.727273,
            36.363636,
            49.090909,
            42.727273,
            36.363636,
            49.090909
        ],
        [
            2.492942,
            3.580738,
            1.722611,
            1.511922,
            2.08714,
            1.107793
        ],
        [
            182218,
            182218,
            52142,
            1220233,
            1220233,
            624876
        ],
        [
            -24272,
            -18922,
            -24272,
            -495338,
            -495338,
            -408428
        ],
        [
            179,
            159,
            199,
            179,
            159,
            199
        ],
        [
            278,
            281,
            276,
            278,
            281,
            276
        ],
        [
            105,
            90,
            124,
            105,
            90,
            124
        ],
        [
            19748,
            8786,
            10962,
            19748,
            8786,
            10962
        ],
        [
            38.729302,
            0,
            47.395969,
            38.729302,
            0,
            47.395969
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353231,
            -174353,
            -232514,
            -99497,
            -234436,
            -426093
        ]
    ]
}
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": 1615428000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758943811735,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 145,
            "offset": 0,
            "poles": 2
        }
    }
}

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)