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Trade: CAKE/USDT/5/MIDPRICE/KCL/8397

Strategy
CAKE/USDT/5/MIDPRICE/KCL/8397
Pair
CAKE_USDT
Interval
5m
Score
350452
Daily Profit
0.872205
Profit Factor
1.660224
Profitability
40.659341
Streak
1.536861
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 07:38
Expiration Time
2025-12-26 06:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 92239.5385 58354.1403 33885.3982 112522.6375 69215.5961 43307.0414
Total P&L (%) 92.2395 58.3541 33.8854 112.5226 69.2156 43.307
Avg Daily Profit (%) 1.0625 0.6722 0.3903 0.8722 0.6078 0.4154
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50536 -29631 -23221 -42085 -24465 -22961
Profit Factor 1.4735 1.724 1.2967 1.6602 1.9785 1.4344
Total Trades 273 137 136 273 137 136
Winning Trades 111 65 46 111 65 46
Losing Trades 162 72 90 162 72 90
Profitability (%) 40.6593 47.4453 33.8235 40.6593 47.4453 33.8235
Ratio Avg Win / Avg Loss 2.1505 1.9097 2.5371 2.423 2.1916 2.8064
Largest Winning Trade 33791 25075 33791 42914 42607 42914
Largest Losing Trade -7996 -2921 -7996 -7449 -2913 -7449
Avg Bars in Trades 90 72 108 90 72 108
Avg Bars in Winners 142 96 207 142 96 207
Avg Bars in Losers 54 50 57 54 50 57
Bars Traded 24619 9897 14721 24619 9897 14721
Profit Streak 1.5369 1.5369 3.773 1.5369 1.5369 3.773
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324392 317244 -301 350452 341165 57271
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752744000000,
    "first_datapoint_time": 1752795600000,
    "last_datapoint_time": 1760243700000,
    "evaluation_time": 1760243884799,
    "expiration_time": 1766723700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 48,
            "offset": 211,
            "scalar": 1
        }
    }
}
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": [
        [
            92239.53852928,
            58354.1402820217,
            33885.3982472583,
            112522.6374522541,
            69215.5960702685,
            43307.0413819856
        ],
        [
            92.239539,
            58.35414,
            33.885398,
            112.522637,
            69.215596,
            43.307041
        ],
        [
            1.062545,
            0.672205,
            0.39034,
            0.872205,
            0.607764,
            0.415351
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50536,
            -29631,
            -23221,
            -42085,
            -24465,
            -22961
        ],
        [
            1.473524,
            1.724019,
            1.29673,
            1.660224,
            1.978527,
            1.434389
        ],
        [
            273,
            137,
            136,
            273,
            137,
            136
        ],
        [
            111,
            65,
            46,
            111,
            65,
            46
        ],
        [
            162,
            72,
            90,
            162,
            72,
            90
        ],
        [
            40.659341,
            47.445255,
            33.823529,
            40.659341,
            47.445255,
            33.823529
        ],
        [
            2.150549,
            1.909683,
            2.53708,
            2.42303,
            2.191599,
            2.806413
        ],
        [
            33791,
            25075,
            33791,
            42914,
            42607,
            42914
        ],
        [
            -7996,
            -2921,
            -7996,
            -7449,
            -2913,
            -7449
        ],
        [
            90,
            72,
            108,
            90,
            72,
            108
        ],
        [
            142,
            96,
            207,
            142,
            96,
            207
        ],
        [
            54,
            50,
            57,
            54,
            50,
            57
        ],
        [
            24619,
            9897,
            14721,
            24619,
            9897,
            14721
        ],
        [
            1.536861,
            1.536861,
            3.772972,
            1.536861,
            1.536861,
            3.772972
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324392,
            317244,
            -301,
            350452,
            341165,
            57271
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752744000000,
    "first_datapoint_time": 1752795600000,
    "last_datapoint_time": 1760243700000,
    "evaluation_time": 1760243884799,
    "expiration_time": 1766723700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 48,
            "offset": 211,
            "scalar": 1
        }
    }
}

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)