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Trade: CAKE/USDT/15/ZLMA/LINREG/2111

Strategy
CAKE/USDT/15/ZLMA/LINREG/2111
Pair
CAKE_USDT
Interval
15m
Score
300939
Daily Profit
0.460634
Profit Factor
1.328582
Profitability
44.843049
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-25 16:18
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 119958.2952 97693.5927 22264.7025 111616.5265 125603.1161 -13986.5896
Total P&L (%) 119.9583 97.6936 22.2647 111.6165 125.6031 -13.9866
Avg Daily Profit (%) 0.4606 0.3751 0.0855 0.2883 0.3129 -0.0578
Buy And Hold Return (%) 19.7872 19.7872 19.7872 19.7872 19.7872 19.7872
Max Trade Drawdown -49804 -28504 -36358 -155895 -65772 -111849
Profit Factor 1.3286 1.4864 1.1356 1.1305 1.2729 0.9646
Total Trades 223 111 112 223 111 112
Winning Trades 100 44 56 100 44 56
Losing Trades 123 67 56 123 67 56
Profitability (%) 44.843 39.6396 50 44.843 39.6396 50
Ratio Avg Win / Avg Loss 1.6342 2.2634 1.1356 1.3906 1.9383 0.9646
Largest Winning Trade 60730 60730 27369 84886 84886 51060
Largest Losing Trade -17811 -9525 -17811 -25629 -21888 -25629
Avg Bars in Trades 109 119 98 109 119 98
Avg Bars in Winners 148 174 129 148 174 129
Avg Bars in Losers 76 83 68 76 83 68
Bars Traded 24341 13262 11079 24341 13262 11079
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 300939 157665 -278692 -71707 125898 -582429

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": 1736438400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758806286778,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 205,
            "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": [
        [
            119958.295163475,
            97693.5927060739,
            22264.702457401,
            111616.5264849766,
            125603.1160898389,
            -13986.5896048622
        ],
        [
            119.958295,
            97.693593,
            22.264702,
            111.616526,
            125.603116,
            -13.98659
        ],
        [
            0.460634,
            0.375139,
            0.085495,
            0.28826,
            0.31291,
            -0.057839
        ],
        [
            19.787234,
            19.787234,
            19.787234,
            19.787234,
            19.787234,
            19.787234
        ],
        [
            -49804,
            -28504,
            -36358,
            -155895,
            -65772,
            -111849
        ],
        [
            1.328582,
            1.486412,
            1.135568,
            1.130531,
            1.272902,
            0.964577
        ],
        [
            223,
            111,
            112,
            223,
            111,
            112
        ],
        [
            100,
            44,
            56,
            100,
            44,
            56
        ],
        [
            123,
            67,
            56,
            123,
            67,
            56
        ],
        [
            44.843049,
            39.63964,
            50,
            44.843049,
            39.63964,
            50
        ],
        [
            1.634156,
            2.2634,
            1.135568,
            1.390553,
            1.938283,
            0.964577
        ],
        [
            60730,
            60730,
            27369,
            84886,
            84886,
            51060
        ],
        [
            -17811,
            -9525,
            -17811,
            -25629,
            -21888,
            -25629
        ],
        [
            109,
            119,
            98,
            109,
            119,
            98
        ],
        [
            148,
            174,
            129,
            148,
            174,
            129
        ],
        [
            76,
            83,
            68,
            76,
            83,
            68
        ],
        [
            24341,
            13262,
            11079,
            24341,
            13262,
            11079
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300939,
            157665,
            -278692,
            -71707,
            125898,
            -582429
        ]
    ]
}
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": 1736438400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758806286778,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 205,
            "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)