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Trade: CAKE/USDT/480/WMA/MIDPOINT/2790

Strategy
CAKE/USDT/480/WMA/MIDPOINT/2790
Pair
CAKE_USDT
Interval
8h
Score
319993
Daily Profit
0.311850
Profit Factor
2.068280
Profitability
38.686131
Streak
0.000000
Best Strategy
Training Data Length
1694.000000
Evaluation Time
2025-10-10 03:58
Expiration Time
2025-11-29 13:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 528273.2466 342037.5793 186235.6673 1659722.3272 1328473.3548 331248.9725
Total P&L (%) 528.2732 342.0376 186.2357 1659.7223 1328.4734 331.249
Avg Daily Profit (%) 0.3119 0.2019 0.1099 0.1694 0.1571 0.0863
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105143 -79875 -66758 -3730857 -1992819 -1967055
Profit Factor 2.0683 2.3299 1.7848 1.1784 1.2912 1.0699
Total Trades 137 68 69 137 68 69
Winning Trades 53 20 33 53 20 33
Losing Trades 84 48 36 84 48 36
Profitability (%) 38.6861 29.4118 47.8261 38.6861 29.4118 47.8261
Ratio Avg Win / Avg Loss 3.278 5.5917 1.947 1.8677 3.0988 1.1671
Largest Winning Trade 174800 174800 60891 1994071 1994071 937098
Largest Losing Trade -17808 -16238 -17808 -832116 -832116 -588873
Avg Bars in Trades 36 32 40 36 32 40
Avg Bars in Winners 64 70 60 64 70 60
Avg Bars in Losers 19 17 21 19 17 21
Bars Traded 4989 2229 2760 4989 2229 2760
Profit Streak 0 45.374 0 0 45.374 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 319993 -107198 -145640 -19437 -110460 -324194
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5082,
    "evaluation_days": 1694,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615622400000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760057917609,
    "expiration_time": 1764416448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 13,
            "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": [
        [
            528273.2465982919,
            342037.5792717154,
            186235.6673265763,
            1659722.3272312633,
            1328473.3547542128,
            331248.9724770491
        ],
        [
            528.273247,
            342.037579,
            186.235667,
            1659.722327,
            1328.473355,
            331.248972
        ],
        [
            0.31185,
            0.201911,
            0.109938,
            0.169432,
            0.1571,
            0.086313
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105143,
            -79875,
            -66758,
            -3730857,
            -1992819,
            -1967055
        ],
        [
            2.06828,
            2.32986,
            1.784777,
            1.178399,
            1.291169,
            1.069871
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            53,
            20,
            33,
            53,
            20,
            33
        ],
        [
            84,
            48,
            36,
            84,
            48,
            36
        ],
        [
            38.686131,
            29.411765,
            47.826087,
            38.686131,
            29.411765,
            47.826087
        ],
        [
            3.278028,
            5.591664,
            1.94703,
            1.867652,
            3.098805,
            1.167132
        ],
        [
            174800,
            174800,
            60891,
            1994071,
            1994071,
            937098
        ],
        [
            -17808,
            -16238,
            -17808,
            -832116,
            -832116,
            -588873
        ],
        [
            36,
            32,
            40,
            36,
            32,
            40
        ],
        [
            64,
            70,
            60,
            64,
            70,
            60
        ],
        [
            19,
            17,
            21,
            19,
            17,
            21
        ],
        [
            4989,
            2229,
            2760,
            4989,
            2229,
            2760
        ],
        [
            0,
            45.374046,
            0,
            0,
            45.374046,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319993,
            -107198,
            -145640,
            -19437,
            -110460,
            -324194
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5082,
    "evaluation_days": 1694,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615622400000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760057917609,
    "expiration_time": 1764416448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 13,
            "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)