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Trade: CAKE/USDT/15/MIDPOINT/HMA/8744

Strategy
CAKE/USDT/15/MIDPOINT/HMA/8744
Pair
CAKE_USDT
Interval
15m
Score
338186
Daily Profit
0.431809
Profit Factor
1.628486
Profitability
49.514563
Streak
11.433829
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 14:54
Expiration Time
2025-12-25 13:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 118537.9975 112451.8056 6086.1919 75259.0609 116930.673 -41671.6121
Total P&L (%) 118.538 112.4518 6.0862 75.2591 116.9307 -41.6716
Avg Daily Profit (%) 0.4552 0.4318 0.0234 0.2157 0.2978 -0.2068
Buy And Hold Return (%) 35.9962 35.9962 35.9962 35.9962 35.9962 35.9962
Max Trade Drawdown -78168 -33892 -84812 -121861 -33733 -125969
Profit Factor 1.2812 1.6285 1.0251 1.147 1.5679 0.8639
Total Trades 206 103 103 206 103 103
Winning Trades 101 51 50 101 51 50
Losing Trades 105 52 53 105 52 53
Profitability (%) 49.0291 49.5146 48.5437 49.0291 49.5146 48.5437
Ratio Avg Win / Avg Loss 1.3319 1.6604 1.0866 1.1924 1.5987 0.9157
Largest Winning Trade 49141 44354 49141 53850 53850 40003
Largest Losing Trade -31969 -10237 -31969 -61391 -14901 -61391
Avg Bars in Trades 119 112 127 119 112 127
Avg Bars in Winners 135 124 147 135 124 147
Avg Bars in Losers 104 101 107 104 101 107
Bars Traded 24697 11608 13089 24697 11608 13089
Profit Streak 4.8505 11.4338 4.8505 4.8505 11.4338 4.8505
Trades During Streak 3 4 1 3 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 277073 338186 -522027 -56620 291904 -582443
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737684000000,
    "first_datapoint_time": 1737912600000,
    "last_datapoint_time": 1760183100000,
    "evaluation_time": 1760183682841,
    "expiration_time": 1766663100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 241,
            "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": [
        [
            118537.9975452462,
            112451.805611649,
            6086.1919335973,
            75259.0609138442,
            116930.6729874622,
            -41671.612073618
        ],
        [
            118.537998,
            112.451806,
            6.086192,
            75.259061,
            116.930673,
            -41.671612
        ],
        [
            0.45518,
            0.431809,
            0.023371,
            0.21569,
            0.297811,
            -0.20679
        ],
        [
            35.99615,
            35.99615,
            35.99615,
            35.99615,
            35.99615,
            35.99615
        ],
        [
            -78168,
            -33892,
            -84812,
            -121861,
            -33733,
            -125969
        ],
        [
            1.281167,
            1.628486,
            1.02508,
            1.146963,
            1.567937,
            0.863911
        ],
        [
            206,
            103,
            103,
            206,
            103,
            103
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            49.029126,
            49.514563,
            48.543689,
            49.029126,
            49.514563,
            48.543689
        ],
        [
            1.331907,
            1.660417,
            1.086585,
            1.192388,
            1.59868,
            0.915745
        ],
        [
            49141,
            44354,
            49141,
            53850,
            53850,
            40003
        ],
        [
            -31969,
            -10237,
            -31969,
            -61391,
            -14901,
            -61391
        ],
        [
            119,
            112,
            127,
            119,
            112,
            127
        ],
        [
            135,
            124,
            147,
            135,
            124,
            147
        ],
        [
            104,
            101,
            107,
            104,
            101,
            107
        ],
        [
            24697,
            11608,
            13089,
            24697,
            11608,
            13089
        ],
        [
            4.850496,
            11.433829,
            4.850496,
            4.850496,
            11.433829,
            4.850496
        ],
        [
            3,
            4,
            1,
            3,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            277073,
            338186,
            -522027,
            -56620,
            291904,
            -582443
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737684000000,
    "first_datapoint_time": 1737912600000,
    "last_datapoint_time": 1760183100000,
    "evaluation_time": 1760183682841,
    "expiration_time": 1766663100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 241,
            "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)