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Trade: CAKE/USDT/5/JMA/BBM/8534

Strategy
CAKE/USDT/5/JMA/BBM/8534
Pair
CAKE_USDT
Interval
5m
Score
383059
Daily Profit
0.913403
Profit Factor
1.799460
Profitability
39.814815
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 20:09
Expiration Time
2025-12-25 19:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 79292.5237 61769.1613 17523.3624 95669.9979 73826.8561 21843.1418
Total P&L (%) 79.2925 61.7692 17.5234 95.67 73.8269 21.8431
Avg Daily Profit (%) 0.9134 0.7115 0.2019 0.7762 0.6389 0.2278
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -18926 -9883 -13818 -31824 -12483 -22570
Profit Factor 1.7995 2.1633 1.3802 1.7957 2.1591 1.3864
Total Trades 108 54 54 108 54 54
Winning Trades 43 22 21 43 22 21
Losing Trades 65 32 33 65 32 33
Profitability (%) 39.8148 40.7407 38.8889 39.8148 40.7407 38.8889
Ratio Avg Win / Avg Loss 2.7201 3.1467 2.1689 2.7145 3.1405 2.1786
Largest Winning Trade 36018 36018 12966 47430 47430 22733
Largest Losing Trade -7356 -7356 -6313 -12483 -12483 -9926
Avg Bars in Trades 223 228 218 223 228 218
Avg Bars in Winners 386 426 344 386 426 344
Avg Bars in Losers 114 91 137 114 91 137
Bars Traded 24095 12322 11773 24095 12322 11773
Profit Streak 0 0 5.4509 0 0 5.4509
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 383059 -170042 -184833 371948 -170122 -181693
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752702600000,
    "first_datapoint_time": 1752809100000,
    "last_datapoint_time": 1760202300000,
    "evaluation_time": 1760202553584,
    "expiration_time": 1766682300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 118,
            "offset": 238
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 31,
            "offset": 0,
            "std": 3.43005
        }
    }
}
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": [
        [
            79292.5237144777,
            61769.1613208477,
            17523.3623936299,
            95669.9978670248,
            73826.8560872861,
            21843.1417797387
        ],
        [
            79.292524,
            61.769161,
            17.523362,
            95.669998,
            73.826856,
            21.843142
        ],
        [
            0.913403,
            0.711544,
            0.201859,
            0.776249,
            0.638929,
            0.227842
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -18926,
            -9883,
            -13818,
            -31824,
            -12483,
            -22570
        ],
        [
            1.79946,
            2.163346,
            1.380227,
            1.795724,
            2.159106,
            1.38635
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            39.814815,
            40.740741,
            38.888889,
            39.814815,
            40.740741,
            38.888889
        ],
        [
            2.720113,
            3.146685,
            2.168929,
            2.714466,
            3.140517,
            2.17855
        ],
        [
            36018,
            36018,
            12966,
            47430,
            47430,
            22733
        ],
        [
            -7356,
            -7356,
            -6313,
            -12483,
            -12483,
            -9926
        ],
        [
            223,
            228,
            218,
            223,
            228,
            218
        ],
        [
            386,
            426,
            344,
            386,
            426,
            344
        ],
        [
            114,
            91,
            137,
            114,
            91,
            137
        ],
        [
            24095,
            12322,
            11773,
            24095,
            12322,
            11773
        ],
        [
            0,
            0,
            5.450852,
            0,
            0,
            5.450852
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            383059,
            -170042,
            -184833,
            371948,
            -170122,
            -181693
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752702600000,
    "first_datapoint_time": 1752809100000,
    "last_datapoint_time": 1760202300000,
    "evaluation_time": 1760202553584,
    "expiration_time": 1766682300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 118,
            "offset": 238
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 31,
            "offset": 0,
            "std": 3.43005
        }
    }
}

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)