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Trade: CAKE/USDT/15/ALMA/HILO/9182

Strategy
CAKE/USDT/15/ALMA/HILO/9182
Pair
CAKE_USDT
Interval
15m
Score
316801
Daily Profit
0.614365
Profit Factor
1.485093
Profitability
39.130435
Streak
4.565607
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 01:04
Expiration Time
2025-12-24 23:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 159992.8079 133565.0906 26427.7173 229086.3717 242665.5337 -13579.162
Total P&L (%) 159.9928 133.5651 26.4277 229.0864 242.6655 -13.5792
Avg Daily Profit (%) 0.6144 0.5129 0.1015 0.4584 0.474 -0.056
Buy And Hold Return (%) 26.089 26.089 26.089 26.089 26.089 26.089
Max Trade Drawdown -32890 -27363 -36350 -90330 -53055 -82920
Profit Factor 1.4851 1.876 1.149 1.3053 1.7037 0.9665
Total Trades 230 115 115 230 115 115
Winning Trades 90 38 52 90 38 52
Losing Trades 140 77 63 140 77 63
Profitability (%) 39.1304 33.0435 45.2174 39.1304 33.0435 45.2174
Ratio Avg Win / Avg Loss 2.3101 3.8014 1.3921 2.0304 3.4523 1.171
Largest Winning Trade 42331 42331 24026 81194 81194 34942
Largest Losing Trade -16267 -9641 -16267 -37319 -17653 -37319
Avg Bars in Trades 107 103 110 107 103 110
Avg Bars in Winners 188 198 180 188 198 180
Avg Bars in Losers 55 56 53 55 56 53
Bars Traded 24648 11911 12737 24648 11911 12737
Profit Streak 4.5656 10.8156 0 4.5656 10.8156 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316801 196558 -279354 250085 217768 -582615
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737633600000,
    "first_datapoint_time": 1737781200000,
    "last_datapoint_time": 1760132700000,
    "evaluation_time": 1760133868473,
    "expiration_time": 1766612700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            159992.8079295545,
            133565.0906374886,
            26427.7172920658,
            229086.371674156,
            242665.5337207373,
            -13579.1620465812
        ],
        [
            159.992808,
            133.565091,
            26.427717,
            229.086372,
            242.665534,
            -13.579162
        ],
        [
            0.614365,
            0.512883,
            0.101481,
            0.458443,
            0.474043,
            -0.056025
        ],
        [
            26.089038,
            26.089038,
            26.089038,
            26.089038,
            26.089038,
            26.089038
        ],
        [
            -32890,
            -27363,
            -36350,
            -90330,
            -53055,
            -82920
        ],
        [
            1.485093,
            1.876025,
            1.149013,
            1.305284,
            1.703716,
            0.966518
        ],
        [
            230,
            115,
            115,
            230,
            115,
            115
        ],
        [
            90,
            38,
            52,
            90,
            38,
            52
        ],
        [
            140,
            77,
            63,
            140,
            77,
            63
        ],
        [
            39.130435,
            33.043478,
            45.217391,
            39.130435,
            33.043478,
            45.217391
        ],
        [
            2.310145,
            3.801418,
            1.392074,
            2.030441,
            3.452267,
            1.170974
        ],
        [
            42331,
            42331,
            24026,
            81194,
            81194,
            34942
        ],
        [
            -16267,
            -9641,
            -16267,
            -37319,
            -17653,
            -37319
        ],
        [
            107,
            103,
            110,
            107,
            103,
            110
        ],
        [
            188,
            198,
            180,
            188,
            198,
            180
        ],
        [
            55,
            56,
            53,
            55,
            56,
            53
        ],
        [
            24648,
            11911,
            12737,
            24648,
            11911,
            12737
        ],
        [
            4.565607,
            10.815607,
            0,
            4.565607,
            10.815607,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316801,
            196558,
            -279354,
            250085,
            217768,
            -582615
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737633600000,
    "first_datapoint_time": 1737781200000,
    "last_datapoint_time": 1760132700000,
    "evaluation_time": 1760133868473,
    "expiration_time": 1766612700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)