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Trade: CAKE/USDT/360/SWMA/HWMA/1373

Strategy
CAKE/USDT/360/SWMA/HWMA/1373
Pair
CAKE_USDT
Interval
6h
Score
454014
Daily Profit
0.273465
Profit Factor
1.410043
Profitability
47.854785
Streak
21.763630
Best Strategy
Training Data Length
1694.000000
Evaluation Time
2025-10-10 09:19
Expiration Time
2025-11-29 21:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 463248.9877 314750.4118 148498.5758 671203.0405 833178.244 -161975.2035
Total P&L (%) 463.249 314.7504 148.4986 671.203 833.1782 -161.9752
Avg Daily Profit (%) 0.2735 0.1858 0.0877 0.1207 0.1319 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110944 -123396 -72343 -932870 -360836 -683091
Profit Factor 1.41 1.6237 1.2376 1.2036 1.6195 0.917
Total Trades 303 152 151 303 152 151
Winning Trades 145 72 73 145 72 73
Losing Trades 158 80 78 158 80 78
Profitability (%) 47.8548 47.3684 48.3444 47.8548 47.3684 48.3444
Ratio Avg Win / Avg Loss 1.5365 1.8041 1.3223 1.3115 1.7994 0.9798
Largest Winning Trade 73061 73061 43391 332266 332266 322030
Largest Losing Trade -30558 -30558 -28198 -233053 -206458 -233053
Avg Bars in Trades 22 22 22 22 22 22
Avg Bars in Winners 27 26 28 27 26 28
Avg Bars in Losers 17 18 16 17 18 16
Bars Traded 6731 3382 3349 6731 3382 3349
Profit Streak 21.7636 37.7636 21.7636 21.7636 37.7636 21.7636
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 454014 414071 -75803 -29516 -12488 -580358
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6776,
    "evaluation_days": 1694,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614016800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760077177634,
    "expiration_time": 1764445248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 15,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.21905
        }
    }
}
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": [
        [
            463248.9876838527,
            314750.4118389274,
            148498.5758449255,
            671203.0404676995,
            833178.2439699733,
            -161975.2035022742
        ],
        [
            463.248988,
            314.750412,
            148.498576,
            671.20304,
            833.178244,
            -161.975204
        ],
        [
            0.273465,
            0.185803,
            0.087661,
            0.120662,
            0.13193,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110944,
            -123396,
            -72343,
            -932870,
            -360836,
            -683091
        ],
        [
            1.410043,
            1.623674,
            1.237565,
            1.203633,
            1.619474,
            0.916985
        ],
        [
            303,
            152,
            151,
            303,
            152,
            151
        ],
        [
            145,
            72,
            73,
            145,
            72,
            73
        ],
        [
            158,
            80,
            78,
            158,
            80,
            78
        ],
        [
            47.854785,
            47.368421,
            48.344371,
            47.854785,
            47.368421,
            48.344371
        ],
        [
            1.536461,
            1.804082,
            1.32233,
            1.311545,
            1.799415,
            0.979793
        ],
        [
            73061,
            73061,
            43391,
            332266,
            332266,
            322030
        ],
        [
            -30558,
            -30558,
            -28198,
            -233053,
            -206458,
            -233053
        ],
        [
            22,
            22,
            22,
            22,
            22,
            22
        ],
        [
            27,
            26,
            28,
            27,
            26,
            28
        ],
        [
            17,
            18,
            16,
            17,
            18,
            16
        ],
        [
            6731,
            3382,
            3349,
            6731,
            3382,
            3349
        ],
        [
            21.76363,
            37.76363,
            21.76363,
            21.76363,
            37.76363,
            21.76363
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            454014,
            414071,
            -75803,
            -29516,
            -12488,
            -580358
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6776,
    "evaluation_days": 1694,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614016800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760077177634,
    "expiration_time": 1764445248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 15,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.21905
        }
    }
}

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)