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Trade: CAKE/USDT/5/EMA/ZLMA/5747

Strategy
CAKE/USDT/5/EMA/ZLMA/5747
Pair
CAKE_USDT
Interval
5m
Score
531870
Daily Profit
0.763932
Profit Factor
3.075930
Profitability
43.902439
Streak
5.498462
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 02:12
Expiration Time
2025-12-25 01:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 73965.8454 66316.953 7648.8924 86767.7611 80656.0623 6111.6988
Total P&L (%) 73.9658 66.317 7.6489 86.7678 80.6561 6.1117
Avg Daily Profit (%) 0.852 0.7639 0.0881 0.7222 0.6836 0.0684
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25273 -17205 -13891 -28194 -19648 -14990
Profit Factor 1.9243 3.0759 1.1591 1.9581 3.1414 1.1155
Total Trades 82 41 41 82 41 41
Winning Trades 35 18 17 35 18 17
Losing Trades 47 23 24 47 23 24
Profitability (%) 42.6829 43.9024 41.4634 42.6829 43.9024 41.4634
Ratio Avg Win / Avg Loss 2.584 3.9304 1.6363 2.6294 4.014 1.5749
Largest Winning Trade 36992 36992 9323 43860 43860 9243
Largest Losing Trade -5060 -4398 -5060 -6878 -6878 -6166
Avg Bars in Trades 287 289 284 287 289 284
Avg Bars in Winners 471 478 463 471 478 463
Avg Bars in Losers 150 142 158 150 142 158
Bars Traded 23565 11887 11678 23565 11887 11678
Profit Streak 4.7485 5.4985 0 4.7485 5.4985 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 120929 531870 -290762 97718 510546 -364993
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752637800000,
    "first_datapoint_time": 1752699900000,
    "last_datapoint_time": 1760137500000,
    "evaluation_time": 1760137967153,
    "expiration_time": 1766617500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 198,
            "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": [
        [
            73965.845424099,
            66316.9530323909,
            7648.8923917082,
            86767.7611038261,
            80656.062322184,
            6111.6987816421
        ],
        [
            73.965845,
            66.316953,
            7.648892,
            86.767761,
            80.656062,
            6.111699
        ],
        [
            0.852043,
            0.763932,
            0.088111,
            0.722208,
            0.683613,
            0.068359
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25273,
            -17205,
            -13891,
            -28194,
            -19648,
            -14990
        ],
        [
            1.92425,
            3.07593,
            1.159079,
            1.958097,
            3.141423,
            1.115538
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            42.682927,
            43.902439,
            41.463415,
            42.682927,
            43.902439,
            41.463415
        ],
        [
            2.583992,
            3.930355,
            1.636347,
            2.629445,
            4.014041,
            1.574877
        ],
        [
            36992,
            36992,
            9323,
            43860,
            43860,
            9243
        ],
        [
            -5060,
            -4398,
            -5060,
            -6878,
            -6878,
            -6166
        ],
        [
            287,
            289,
            284,
            287,
            289,
            284
        ],
        [
            471,
            478,
            463,
            471,
            478,
            463
        ],
        [
            150,
            142,
            158,
            150,
            142,
            158
        ],
        [
            23565,
            11887,
            11678,
            23565,
            11887,
            11678
        ],
        [
            4.748462,
            5.498462,
            0,
            4.748462,
            5.498462,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            120929,
            531870,
            -290762,
            97718,
            510546,
            -364993
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752637800000,
    "first_datapoint_time": 1752699900000,
    "last_datapoint_time": 1760137500000,
    "evaluation_time": 1760137967153,
    "expiration_time": 1766617500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 198,
            "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)