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Trade: CAKE/USDT/15/ALMA/MIDPRICE/6590

Strategy
CAKE/USDT/15/ALMA/MIDPRICE/6590
Pair
CAKE_USDT
Interval
15m
Score
337654
Daily Profit
0.354574
Profit Factor
1.583385
Profitability
46.938776
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 09:05
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 137840.0189 100461.3243 37378.6946 144336.0298 151367.9021 -7031.8723
Total P&L (%) 137.84 100.4613 37.3787 144.336 151.3679 -7.0319
Avg Daily Profit (%) 0.5293 0.3858 0.1435 0.3436 0.3546 -0.028
Buy And Hold Return (%) 19.7872 19.7872 19.7872 19.7872 19.7872 19.7872
Max Trade Drawdown -46981 -28199 -30856 -160856 -59341 -104810
Profit Factor 1.706 2.0191 1.3867 1.2628 1.5834 0.9757
Total Trades 98 49 49 98 49 49
Winning Trades 41 23 18 41 23 18
Losing Trades 57 26 31 57 26 31
Profitability (%) 41.8367 46.9388 36.7347 41.8367 46.9388 36.7347
Ratio Avg Win / Avg Loss 2.3718 2.2824 2.3883 1.7556 1.7899 1.6804
Largest Winning Trade 75706 75706 30201 98732 98732 66318
Largest Losing Trade -17053 -17053 -14860 -43100 -36759 -43100
Avg Bars in Trades 250 247 252 250 247 252
Avg Bars in Winners 414 361 482 414 361 482
Avg Bars in Losers 132 147 119 132 147 119
Bars Traded 24526 12142 12384 24526 12142 12384
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 336127 333872 -13791 198267 337654 -584458

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736513100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758866711833,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 208,
            "offset": 110
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 130,
            "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": [
        [
            137840.0189282901,
            100461.3243153343,
            37378.694612956,
            144336.0298243691,
            151367.9021429417,
            -7031.8723185724
        ],
        [
            137.840019,
            100.461324,
            37.378695,
            144.33603,
            151.367902,
            -7.031872
        ],
        [
            0.529299,
            0.385767,
            0.143532,
            0.34364,
            0.354574,
            -0.027994
        ],
        [
            19.787234,
            19.787234,
            19.787234,
            19.787234,
            19.787234,
            19.787234
        ],
        [
            -46981,
            -28199,
            -30856,
            -160856,
            -59341,
            -104810
        ],
        [
            1.706034,
            2.019074,
            1.386741,
            1.262815,
            1.583385,
            0.975729
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            41,
            23,
            18,
            41,
            23,
            18
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            41.836735,
            46.938776,
            36.734694,
            41.836735,
            46.938776,
            36.734694
        ],
        [
            2.371804,
            2.282432,
            2.388277,
            1.75562,
            1.789913,
            1.680423
        ],
        [
            75706,
            75706,
            30201,
            98732,
            98732,
            66318
        ],
        [
            -17053,
            -17053,
            -14860,
            -43100,
            -36759,
            -43100
        ],
        [
            250,
            247,
            252,
            250,
            247,
            252
        ],
        [
            414,
            361,
            482,
            414,
            361,
            482
        ],
        [
            132,
            147,
            119,
            132,
            147,
            119
        ],
        [
            24526,
            12142,
            12384,
            24526,
            12142,
            12384
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336127,
            333872,
            -13791,
            198267,
            337654,
            -584458
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736513100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758866711833,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 208,
            "offset": 110
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 130,
            "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)