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Trade: CAKE/USDT/15/T3/SINWMA/5714

Strategy
CAKE/USDT/15/T3/SINWMA/5714
Pair
CAKE_USDT
Interval
15m
Score
583634
Daily Profit
0.518338
Profit Factor
3.537939
Profitability
50.000000
Streak
32.037467
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 17:23
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 212730.3137 134985.5595 77744.7543 457408.3161 332452.5679 124955.7483
Total P&L (%) 212.7303 134.9856 77.7448 457.4083 332.4526 124.9557
Avg Daily Profit (%) 0.8169 0.5183 0.2985 0.6619 0.5639 0.3118
Buy And Hold Return (%) 21.1274 21.1274 21.1274 21.1274 21.1274 21.1274
Max Trade Drawdown -16578 -10224 -17029 -90519 -55409 -97778
Profit Factor 3.2094 3.5379 2.8039 2.031 2.566 1.5401
Total Trades 59 30 29 59 30 29
Winning Trades 31 15 16 31 15 16
Losing Trades 28 15 13 28 15 13
Profitability (%) 52.5424 50 55.1724 52.5424 50 55.1724
Ratio Avg Win / Avg Loss 2.8988 3.5379 2.2782 1.8345 2.566 1.2513
Largest Winning Trade 64887 64887 32127 139083 139083 97740
Largest Losing Trade -8538 -8310 -8538 -46648 -31884 -46648
Avg Bars in Trades 407 380 436 407 380 436
Avg Bars in Winners 602 572 630 602 572 630
Avg Bars in Losers 192 188 196 192 188 196
Bars Traded 24065 11415 12650 24065 11415 12650
Profit Streak 8.8708 32.0375 0 8.8708 32.0375 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 -160998 583634 379007 -164467 546415 310466

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": 1736399700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758896637137,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 154,
            "offset": 0,
            "a": 0.02014
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 192,
            "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": [
        [
            212730.3137117786,
            134985.5594597835,
            77744.7542519948,
            457408.3161319601,
            332452.5678526178,
            124955.7482793426
        ],
        [
            212.730314,
            134.985559,
            77.744754,
            457.408316,
            332.452568,
            124.955748
        ],
        [
            0.816874,
            0.518338,
            0.298536,
            0.661934,
            0.563869,
            0.311803
        ],
        [
            21.127367,
            21.127367,
            21.127367,
            21.127367,
            21.127367,
            21.127367
        ],
        [
            -16578,
            -10224,
            -17029,
            -90519,
            -55409,
            -97778
        ],
        [
            3.209386,
            3.537939,
            2.803917,
            2.031029,
            2.566017,
            1.540114
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            52.542373,
            50,
            55.172414,
            52.542373,
            50,
            55.172414
        ],
        [
            2.8988,
            3.537939,
            2.278182,
            1.834478,
            2.566017,
            1.251343
        ],
        [
            64887,
            64887,
            32127,
            139083,
            139083,
            97740
        ],
        [
            -8538,
            -8310,
            -8538,
            -46648,
            -31884,
            -46648
        ],
        [
            407,
            380,
            436,
            407,
            380,
            436
        ],
        [
            602,
            572,
            630,
            602,
            572,
            630
        ],
        [
            192,
            188,
            196,
            192,
            188,
            196
        ],
        [
            24065,
            11415,
            12650,
            24065,
            11415,
            12650
        ],
        [
            8.8708,
            32.037467,
            0,
            8.8708,
            32.037467,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -160998,
            583634,
            379007,
            -164467,
            546415,
            310466
        ]
    ]
}
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": 1736399700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758896637137,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 154,
            "offset": 0,
            "a": 0.02014
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 192,
            "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)