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Trade: CAKE/USDT/15/RMA/SINWMA/4692

Strategy
CAKE/USDT/15/RMA/SINWMA/4692
Pair
CAKE_USDT
Interval
15m
Score
369977
Daily Profit
0.313582
Profit Factor
1.604069
Profitability
47.368421
Streak
32.040108
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 13:27
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 96984.0684 77178.9237 19805.1447 86963.6124 125997.2403 -39033.6279
Total P&L (%) 96.9841 77.1789 19.8051 86.9636 125.9972 -39.0336
Avg Daily Profit (%) 0.3724 0.2964 0.0761 0.2406 0.3136 -0.1898
Buy And Hold Return (%) 19.6854 19.6854 19.6854 19.6854 19.6854 19.6854
Max Trade Drawdown -76631 -28904 -55462 -241005 -89634 -176786
Profit Factor 1.5719 2.029 1.2094 1.1795 1.6041 0.8585
Total Trades 76 38 38 76 38 38
Winning Trades 33 18 15 33 18 15
Losing Trades 43 20 23 43 20 23
Profitability (%) 43.4211 47.3684 39.4737 43.4211 47.3684 39.4737
Ratio Avg Win / Avg Loss 2.0482 2.2545 1.8544 1.537 1.7823 1.3163
Largest Winning Trade 51686 51686 35876 107078 107078 65003
Largest Losing Trade -10369 -10369 -9336 -34372 -29484 -34372
Avg Bars in Trades 318 296 340 318 296 340
Avg Bars in Winners 549 461 654 549 461 654
Avg Bars in Losers 141 148 136 141 148 136
Bars Traded 24222 11273 12949 24222 11273 12949
Profit Streak 0 32.0401 0 0 32.0401 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -47178 326050 -260124 -73553 369977 -584587

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": 1736437500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758882465314,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 85,
            "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": [
        [
            96984.0684151328,
            77178.9236897893,
            19805.1447253436,
            86963.6124121578,
            125997.2403309816,
            -39033.627918824
        ],
        [
            96.984068,
            77.178924,
            19.805145,
            86.963612,
            125.99724,
            -39.033628
        ],
        [
            0.372414,
            0.296363,
            0.076051,
            0.240571,
            0.313582,
            -0.189839
        ],
        [
            19.685374,
            19.685374,
            19.685374,
            19.685374,
            19.685374,
            19.685374
        ],
        [
            -76631,
            -28904,
            -55462,
            -241005,
            -89634,
            -176786
        ],
        [
            1.571874,
            2.029047,
            1.20938,
            1.179525,
            1.604069,
            0.858487
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            43.421053,
            47.368421,
            39.473684,
            43.421053,
            47.368421,
            39.473684
        ],
        [
            2.0482,
            2.254497,
            1.854383,
            1.536956,
            1.782299,
            1.316346
        ],
        [
            51686,
            51686,
            35876,
            107078,
            107078,
            65003
        ],
        [
            -10369,
            -10369,
            -9336,
            -34372,
            -29484,
            -34372
        ],
        [
            318,
            296,
            340,
            318,
            296,
            340
        ],
        [
            549,
            461,
            654,
            549,
            461,
            654
        ],
        [
            141,
            148,
            136,
            141,
            148,
            136
        ],
        [
            24222,
            11273,
            12949,
            24222,
            11273,
            12949
        ],
        [
            0,
            32.040108,
            0,
            0,
            32.040108,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -47178,
            326050,
            -260124,
            -73553,
            369977,
            -584587
        ]
    ]
}
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": 1736437500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758882465314,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 85,
            "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)