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Trade: CAKE/USDT/240/PWMA/SSF/2358

Strategy
CAKE/USDT/240/PWMA/SSF/2358
Pair
CAKE_USDT
Interval
4h
Score
320425
Daily Profit
0.225085
Profit Factor
1.555760
Profitability
43.478261
Streak
0.000000
Best Strategy
Training Data Length
1689.500000
Evaluation Time
2025-10-05 15:28
Expiration Time
2025-11-25 06:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 380281.2695 252946.499 127334.7704 484502.435 578729.1303 -94226.6953
Total P&L (%) 380.2813 252.9465 127.3348 484.5024 578.7291 -94.2267
Avg Daily Profit (%) 0.2251 0.1497 0.0754 0.1046 0.1134 -0.1687
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107894 -75419 -89833 -1440814 -438754 -1154281
Profit Factor 1.5558 1.825 1.3372 1.0982 1.2696 0.9662
Total Trades 161 80 81 161 80 81
Winning Trades 70 31 39 70 31 39
Losing Trades 91 49 42 91 49 42
Profitability (%) 43.4783 38.75 48.1481 43.4783 38.75 48.1481
Ratio Avg Win / Avg Loss 2.0225 2.8847 1.44 1.4277 2.0067 1.0405
Largest Winning Trade 81496 81496 54429 564026 564026 325696
Largest Losing Trade -39414 -20185 -39414 -380259 -199440 -380259
Avg Bars in Trades 61 57 65 61 57 65
Avg Bars in Winners 90 90 90 90 90 90
Avg Bars in Losers 39 37 43 39 37 43
Bars Traded 9978 4634 5344 9978 4634 5344
Profit Streak 0 37.5201 0 0 37.5201 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320425 -13009 -104682 -167564 -63450 -591789
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10137,
    "evaluation_days": 1689.5,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1615147200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759667332400,
    "expiration_time": 1764044784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 57,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            380281.2694579977,
            252946.4990228025,
            127334.7704351951,
            484502.4349533119,
            578729.1302781211,
            -94226.6953248095
        ],
        [
            380.281269,
            252.946499,
            127.33477,
            484.502435,
            578.72913,
            -94.226695
        ],
        [
            0.225085,
            0.149717,
            0.075368,
            0.104558,
            0.113414,
            -0.168661
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107894,
            -75419,
            -89833,
            -1440814,
            -438754,
            -1154281
        ],
        [
            1.55576,
            1.825003,
            1.337174,
            1.098228,
            1.269567,
            0.966173
        ],
        [
            161,
            80,
            81,
            161,
            80,
            81
        ],
        [
            70,
            31,
            39,
            70,
            31,
            39
        ],
        [
            91,
            49,
            42,
            91,
            49,
            42
        ],
        [
            43.478261,
            38.75,
            48.148148,
            43.478261,
            38.75,
            48.148148
        ],
        [
            2.022488,
            2.884682,
            1.440033,
            1.427697,
            2.006735,
            1.040494
        ],
        [
            81496,
            81496,
            54429,
            564026,
            564026,
            325696
        ],
        [
            -39414,
            -20185,
            -39414,
            -380259,
            -199440,
            -380259
        ],
        [
            61,
            57,
            65,
            61,
            57,
            65
        ],
        [
            90,
            90,
            90,
            90,
            90,
            90
        ],
        [
            39,
            37,
            43,
            39,
            37,
            43
        ],
        [
            9978,
            4634,
            5344,
            9978,
            4634,
            5344
        ],
        [
            0,
            37.520051,
            0,
            0,
            37.520051,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320425,
            -13009,
            -104682,
            -167564,
            -63450,
            -591789
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10137,
    "evaluation_days": 1689.5,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1615147200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759667332400,
    "expiration_time": 1764044784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 57,
            "offset": 0,
            "poles": 2
        }
    }
}

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)