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Trade: CAKE/USDT/360/HILO/ZLMA/6910

Strategy
CAKE/USDT/360/HILO/ZLMA/6910
Pair
CAKE_USDT
Interval
6h
Score
338098
Daily Profit
0.302185
Profit Factor
1.570785
Profitability
37.377049
Streak
9.266584
Best Strategy
Training Data Length
1695.250000
Evaluation Time
2025-10-11 15:23
Expiration Time
2025-12-01 04:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 512278.8891 332697.0931 179581.796 1424020.4323 1247182.2166 176838.2157
Total P&L (%) 512.2789 332.6971 179.5818 1424.0204 1247.1822 176.8382
Avg Daily Profit (%) 0.3022 0.1963 0.1059 0.1608 0.1535 0.0601
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -59035 -76143 -42952 -896402 -296209 -699711
Profit Factor 1.5708 1.7337 1.4044 1.336 1.6131 1.0802
Total Trades 305 153 152 305 153 152
Winning Trades 114 52 62 114 52 62
Losing Trades 191 101 90 191 101 90
Profitability (%) 37.377 33.9869 40.7895 37.377 33.9869 40.7895
Ratio Avg Win / Avg Loss 2.6318 3.3673 2.0387 2.2383 3.1332 1.5681
Largest Winning Trade 106378 106378 52555 423867 423867 263846
Largest Losing Trade -25621 -21177 -25621 -146409 -124849 -146409
Avg Bars in Trades 22 19 24 22 19 24
Avg Bars in Winners 40 38 42 40 38 42
Avg Bars in Losers 10 10 11 10 10 11
Bars Traded 6723 3048 3675 6723 3048 3675
Profit Streak 9.2666 16.2666 0 9.2666 16.2666 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338098 206925 -52793 242935 200402 -246937
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6781,
    "evaluation_days": 1695.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614448800000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760185432834,
    "expiration_time": 1764556488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 35,
            "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": [
        [
            512278.889090461,
            332697.0931224406,
            179581.7959680202,
            1424020.4323252477,
            1247182.216626973,
            176838.2156982747
        ],
        [
            512.278889,
            332.697093,
            179.581796,
            1424.020432,
            1247.182217,
            176.838216
        ],
        [
            0.302185,
            0.196253,
            0.105932,
            0.16081,
            0.153523,
            0.060084
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -59035,
            -76143,
            -42952,
            -896402,
            -296209,
            -699711
        ],
        [
            1.570785,
            1.733679,
            1.404431,
            1.335956,
            1.613123,
            1.080215
        ],
        [
            305,
            153,
            152,
            305,
            153,
            152
        ],
        [
            114,
            52,
            62,
            114,
            52,
            62
        ],
        [
            191,
            101,
            90,
            191,
            101,
            90
        ],
        [
            37.377049,
            33.986928,
            40.789474,
            37.377049,
            33.986928,
            40.789474
        ],
        [
            2.631753,
            3.367339,
            2.03869,
            2.238312,
            3.133181,
            1.568053
        ],
        [
            106378,
            106378,
            52555,
            423867,
            423867,
            263846
        ],
        [
            -25621,
            -21177,
            -25621,
            -146409,
            -124849,
            -146409
        ],
        [
            22,
            19,
            24,
            22,
            19,
            24
        ],
        [
            40,
            38,
            42,
            40,
            38,
            42
        ],
        [
            10,
            10,
            11,
            10,
            10,
            11
        ],
        [
            6723,
            3048,
            3675,
            6723,
            3048,
            3675
        ],
        [
            9.266584,
            16.266584,
            0,
            9.266584,
            16.266584,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338098,
            206925,
            -52793,
            242935,
            200402,
            -246937
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6781,
    "evaluation_days": 1695.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614448800000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760185432834,
    "expiration_time": 1764556488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 35,
            "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)