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Trade: CAKE/USDT/15/KCL/HILO/1703

Strategy
CAKE/USDT/15/KCL/HILO/1703
Pair
CAKE_USDT
Interval
15m
Score
394773
Daily Profit
0.800317
Profit Factor
1.722910
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 17:20
Expiration Time
2025-12-26 16:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 208418.571 158099.0794 50319.4917 308342.9122 251444.4988 56898.4134
Total P&L (%) 208.4186 158.0991 50.3195 308.3429 251.4445 56.8984
Avg Daily Profit (%) 0.8003 0.6071 0.1932 0.5417 0.4838 0.1731
Buy And Hold Return (%) 49.1912 49.1912 49.1912 49.1912 49.1912 49.1912
Max Trade Drawdown -44122 -37020 -29756 -111553 -74268 -75065
Profit Factor 1.7229 1.7929 1.5659 1.4896 1.5843 1.2853
Total Trades 217 108 109 217 108 109
Winning Trades 93 41 52 93 41 52
Losing Trades 124 67 57 124 67 57
Profitability (%) 42.8571 37.963 47.7064 42.8571 37.963 47.7064
Ratio Avg Win / Avg Loss 2.2972 2.9299 1.7165 1.9861 2.5889 1.4089
Largest Winning Trade 71304 71304 41242 133863 133863 94142
Largest Losing Trade -15773 -15773 -12866 -24402 -24402 -24141
Avg Bars in Trades 114 206 23 114 206 23
Avg Bars in Winners 175 358 30 175 358 30
Avg Bars in Losers 68 112 16 68 112 16
Bars Traded 24791 22256 2535 24791 22256 2535
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 394773 188528 -150532 337322 193562 -111922
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737779400000,
    "first_datapoint_time": 1737891000000,
    "last_datapoint_time": 1760278500000,
    "evaluation_time": 1760278856264,
    "expiration_time": 1766758500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 125,
            "offset": 0,
            "scalar": 4
        }
    },
    "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": [
        [
            208418.5710153891,
            158099.0793592079,
            50319.4916561812,
            308342.912168454,
            251444.498752727,
            56898.4134157269
        ],
        [
            208.418571,
            158.099079,
            50.319492,
            308.342912,
            251.444499,
            56.898413
        ],
        [
            0.800317,
            0.607093,
            0.193224,
            0.541719,
            0.483803,
            0.173112
        ],
        [
            49.191246,
            49.191246,
            49.191246,
            49.191246,
            49.191246,
            49.191246
        ],
        [
            -44122,
            -37020,
            -29756,
            -111553,
            -74268,
            -75065
        ],
        [
            1.72291,
            1.792921,
            1.565917,
            1.489598,
            1.584279,
            1.285293
        ],
        [
            217,
            108,
            109,
            217,
            108,
            109
        ],
        [
            93,
            41,
            52,
            93,
            41,
            52
        ],
        [
            124,
            67,
            57,
            124,
            67,
            57
        ],
        [
            42.857143,
            37.962963,
            47.706422,
            42.857143,
            37.962963,
            47.706422
        ],
        [
            2.297213,
            2.929895,
            1.716486,
            1.986131,
            2.588944,
            1.408879
        ],
        [
            71304,
            71304,
            41242,
            133863,
            133863,
            94142
        ],
        [
            -15773,
            -15773,
            -12866,
            -24402,
            -24402,
            -24141
        ],
        [
            114,
            206,
            23,
            114,
            206,
            23
        ],
        [
            175,
            358,
            30,
            175,
            358,
            30
        ],
        [
            68,
            112,
            16,
            68,
            112,
            16
        ],
        [
            24791,
            22256,
            2535,
            24791,
            22256,
            2535
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394773,
            188528,
            -150532,
            337322,
            193562,
            -111922
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737779400000,
    "first_datapoint_time": 1737891000000,
    "last_datapoint_time": 1760278500000,
    "evaluation_time": 1760278856264,
    "expiration_time": 1766758500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 125,
            "offset": 0,
            "scalar": 4
        }
    },
    "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)