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Trade: CAKE/USDT/360/T3/ZLMA/2703

Strategy
CAKE/USDT/360/T3/ZLMA/2703
Pair
CAKE_USDT
Interval
6h
Score
309203
Daily Profit
0.227142
Profit Factor
1.487527
Profitability
40.883978
Streak
34.940926
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 382507.0427 219597.7959 162909.2468 507012.7438 409227.9724 97784.7713
Total P&L (%) 382.507 219.5978 162.9092 507.0127 409.228 97.7848
Avg Daily Profit (%) 0.2271 0.1304 0.0967 0.1071 0.0967 0.0405
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84352 -122584 -61857 -793463 -354962 -594573
Profit Factor 1.4875 1.5492 1.4235 1.1804 1.3041 1.0667
Total Trades 181 91 90 181 91 90
Winning Trades 74 36 38 74 36 38
Losing Trades 107 55 52 107 55 52
Profitability (%) 40.884 39.5604 42.2222 40.884 39.5604 42.2222
Ratio Avg Win / Avg Loss 2.1509 2.3668 1.9479 1.7068 1.9924 1.4598
Largest Winning Trade 90725 90725 53949 341975 341975 199037
Largest Losing Trade -29193 -23759 -29193 -119956 -94948 -119956
Avg Bars in Trades 36 36 36 36 36 36
Avg Bars in Winners 56 56 56 56 56 56
Avg Bars in Losers 23 23 22 23 23 22
Bars Traded 6643 3317 3326 6643 3317 3326
Profit Streak 34.9409 34.9409 37.1909 34.9409 34.9409 37.1909
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309203 -20047 -64665 -72131 -66474 -288698
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6736,
    "evaluation_days": 1684,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614686400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759206896031,
    "expiration_time": 1763555328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 28,
            "offset": 0,
            "a": 0.80867
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 46,
            "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": [
        [
            382507.0426618566,
            219597.7958965125,
            162909.2467653441,
            507012.7437526231,
            409227.9724464093,
            97784.771306214
        ],
        [
            382.507043,
            219.597796,
            162.909247,
            507.012744,
            409.227972,
            97.784771
        ],
        [
            0.227142,
            0.130402,
            0.096739,
            0.107146,
            0.096705,
            0.040508
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84352,
            -122584,
            -61857,
            -793463,
            -354962,
            -594573
        ],
        [
            1.487527,
            1.54916,
            1.423463,
            1.18038,
            1.304091,
            1.066744
        ],
        [
            181,
            91,
            90,
            181,
            91,
            90
        ],
        [
            74,
            36,
            38,
            74,
            36,
            38
        ],
        [
            107,
            55,
            52,
            107,
            55,
            52
        ],
        [
            40.883978,
            39.56044,
            42.222222,
            40.883978,
            39.56044,
            42.222222
        ],
        [
            2.150883,
            2.366772,
            1.947896,
            1.706766,
            1.992362,
            1.459755
        ],
        [
            90725,
            90725,
            53949,
            341975,
            341975,
            199037
        ],
        [
            -29193,
            -23759,
            -29193,
            -119956,
            -94948,
            -119956
        ],
        [
            36,
            36,
            36,
            36,
            36,
            36
        ],
        [
            56,
            56,
            56,
            56,
            56,
            56
        ],
        [
            23,
            23,
            22,
            23,
            23,
            22
        ],
        [
            6643,
            3317,
            3326,
            6643,
            3317,
            3326
        ],
        [
            34.940926,
            34.940926,
            37.190926,
            34.940926,
            34.940926,
            37.190926
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309203,
            -20047,
            -64665,
            -72131,
            -66474,
            -288698
        ]
    ]
}
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": 1614686400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759206896031,
    "expiration_time": 1763555328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 28,
            "offset": 0,
            "a": 0.80867
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 46,
            "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)