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Trade: CAKE/USDT/360/HILO/HWMA/9557

Strategy
CAKE/USDT/360/HILO/HWMA/9557
Pair
CAKE_USDT
Interval
6h
Score
339568
Daily Profit
0.354153
Profit Factor
1.595665
Profitability
36.455696
Streak
0.000000
Best Strategy
Training Data Length
1684.000000
Evaluation Time
2025-09-30 07:34
Expiration Time
2025-11-19 14:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 596393.7061 347491.4035 248902.3026 4051995.0137 3300207.2838 751787.73
Total P&L (%) 596.3937 347.4914 248.9023 4051.995 3300.2073 751.7877
Avg Daily Profit (%) 0.3542 0.2063 0.1478 0.2215 0.2096 0.1273
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -63888 -71409 -50137 -3615623 -1260562 -2934889
Profit Factor 1.5957 1.7239 1.4776 1.3291 1.5956 1.1111
Total Trades 395 198 197 395 198 197
Winning Trades 144 64 80 144 64 80
Losing Trades 251 134 117 251 134 117
Profitability (%) 36.4557 32.3232 40.6091 36.4557 32.3232 40.6091
Ratio Avg Win / Avg Loss 2.7813 3.6094 2.1609 2.3168 3.3408 1.6249
Largest Winning Trade 93199 93199 54293 1983962 1983962 1476399
Largest Losing Trade -23519 -15101 -23519 -512677 -497604 -512677
Avg Bars in Trades 16 17 16 16 17 16
Avg Bars in Winners 31 34 29 31 34 29
Avg Bars in Losers 8 9 7 8 9 7
Bars Traded 6692 3441 3250 6692 3441 3250
Profit Streak 0 0 13.1909 0 0 13.1909
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339568 173781 153132 240121 180213 -122223
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6736,
    "evaluation_days": 1684,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614254400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759206897836,
    "expiration_time": 1763555328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.83052,
            "nb": 0.1,
            "nc": 0.29763
        }
    }
}
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": [
        [
            596393.7061021884,
            347491.4034690849,
            248902.3026331032,
            4051995.013719781,
            3300207.2837518854,
            751787.7299678964
        ],
        [
            596.393706,
            347.491403,
            248.902303,
            4051.995014,
            3300.207284,
            751.78773
        ],
        [
            0.354153,
            0.206349,
            0.147804,
            0.221514,
            0.209627,
            0.127288
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -63888,
            -71409,
            -50137,
            -3615623,
            -1260562,
            -2934889
        ],
        [
            1.595665,
            1.723889,
            1.477566,
            1.329143,
            1.595593,
            1.111052
        ],
        [
            395,
            198,
            197,
            395,
            198,
            197
        ],
        [
            144,
            64,
            80,
            144,
            64,
            80
        ],
        [
            251,
            134,
            117,
            251,
            134,
            117
        ],
        [
            36.455696,
            32.323232,
            40.609137,
            36.455696,
            32.323232,
            40.609137
        ],
        [
            2.781332,
            3.609393,
            2.16094,
            2.316771,
            3.340774,
            1.624914
        ],
        [
            93199,
            93199,
            54293,
            1983962,
            1983962,
            1476399
        ],
        [
            -23519,
            -15101,
            -23519,
            -512677,
            -497604,
            -512677
        ],
        [
            16,
            17,
            16,
            16,
            17,
            16
        ],
        [
            31,
            34,
            29,
            31,
            34,
            29
        ],
        [
            8,
            9,
            7,
            8,
            9,
            7
        ],
        [
            6692,
            3441,
            3250,
            6692,
            3441,
            3250
        ],
        [
            0,
            0,
            13.190947,
            0,
            0,
            13.190947
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339568,
            173781,
            153132,
            240121,
            180213,
            -122223
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6736,
    "evaluation_days": 1684,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614254400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759206897836,
    "expiration_time": 1763555328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.83052,
            "nb": 0.1,
            "nc": 0.29763
        }
    }
}

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)