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Trade: CAKE/USDT/120/WMA/ZLMA/8422

Strategy
CAKE/USDT/120/WMA/ZLMA/8422
Pair
CAKE_USDT
Interval
2h
Score
308926
Daily Profit
0.215833
Profit Factor
1.781287
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
1691.580000
Evaluation Time
2025-10-08 07:28
Expiration Time
2025-12-08 01:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 365098.8553 223832.2241 141266.6312 467959.5401 775938.8791 -307979.339
Total P&L (%) 365.0989 223.8322 141.2666 467.9595 775.9389 -307.9793
Avg Daily Profit (%) 0.2158 0.1323 0.0835 0.1027 0.1284 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139315 -63949 -96557 -2390599 -1263977 -1467075
Profit Factor 1.7813 1.9966 1.582 1.0785 1.2739 0.9017
Total Trades 84 42 42 84 42 42
Winning Trades 36 17 19 36 17 19
Losing Trades 48 25 23 48 25 23
Profitability (%) 42.8571 40.4762 45.2381 42.8571 40.4762 45.2381
Ratio Avg Win / Avg Loss 2.3751 2.9362 1.9151 1.4379 1.8734 1.0915
Largest Winning Trade 105785 105785 58052 1114639 1114639 483960
Largest Losing Trade -32661 -24206 -32661 -523494 -523494 -500419
Avg Bars in Trades 235 194 277 235 194 277
Avg Bars in Winners 399 332 460 399 332 460
Avg Bars in Losers 112 100 125 112 100 125
Bars Traded 19810 8171 11638 19810 8171 11638
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308926 -16244 -80347 -192616 -23851 -580919
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20299,
    "evaluation_days": 1691.58,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615420800000,
    "last_datapoint_time": 1759888800000,
    "evaluation_time": 1759897689427,
    "expiration_time": 1765150300800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 238,
            "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": [
        [
            365098.8552761678,
            223832.2240817447,
            141266.6311944234,
            467959.5400554258,
            775938.8790707084,
            -307979.3390152825
        ],
        [
            365.098855,
            223.832224,
            141.266631,
            467.95954,
            775.938879,
            -307.979339
        ],
        [
            0.215833,
            0.132321,
            0.083512,
            0.102731,
            0.128372,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139315,
            -63949,
            -96557,
            -2390599,
            -1263977,
            -1467075
        ],
        [
            1.781287,
            1.996625,
            1.582029,
            1.078451,
            1.273893,
            0.901667
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            42.857143,
            40.47619,
            45.238095,
            42.857143,
            40.47619,
            45.238095
        ],
        [
            2.37505,
            2.936214,
            1.915088,
            1.437935,
            1.873372,
            1.091491
        ],
        [
            105785,
            105785,
            58052,
            1114639,
            1114639,
            483960
        ],
        [
            -32661,
            -24206,
            -32661,
            -523494,
            -523494,
            -500419
        ],
        [
            235,
            194,
            277,
            235,
            194,
            277
        ],
        [
            399,
            332,
            460,
            399,
            332,
            460
        ],
        [
            112,
            100,
            125,
            112,
            100,
            125
        ],
        [
            19810,
            8171,
            11638,
            19810,
            8171,
            11638
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308926,
            -16244,
            -80347,
            -192616,
            -23851,
            -580919
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20299,
    "evaluation_days": 1691.58,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615420800000,
    "last_datapoint_time": 1759888800000,
    "evaluation_time": 1759897689427,
    "expiration_time": 1765150300800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 238,
            "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)