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Trade: CAKE/USDT/5/SINWMA/SINWMA/8887

Strategy
CAKE/USDT/5/SINWMA/SINWMA/8887
Pair
CAKE_USDT
Interval
5m
Score
373752
Daily Profit
0.881497
Profit Factor
1.537538
Profitability
39.869281
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 07:18
Expiration Time
2025-12-26 06:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 76522.7614 48877.9755 27644.7859 84454.4064 45129.8631 39324.5432
Total P&L (%) 76.5228 48.878 27.6448 84.4544 45.1299 39.3245
Avg Daily Profit (%) 0.8815 0.563 0.3185 0.7077 0.43 0.3828
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -51892 -28074 -25915 -45474 -23652 -23157
Profit Factor 1.5375 1.6808 1.3918 1.6216 1.6505 1.5913
Total Trades 153 77 76 153 77 76
Winning Trades 61 30 31 61 30 31
Losing Trades 92 47 45 92 47 45
Profitability (%) 39.8693 38.961 40.7895 39.8693 38.961 40.7895
Ratio Avg Win / Avg Loss 2.3189 2.6332 2.0203 2.4456 2.5858 2.31
Largest Winning Trade 40863 40863 20815 38559 38559 32375
Largest Losing Trade -8532 -4443 -8532 -8835 -6562 -8835
Avg Bars in Trades 160 163 158 160 163 158
Avg Bars in Winners 261 285 238 261 285 238
Avg Bars in Losers 93 84 103 93 84 103
Bars Traded 24616 12569 12047 24616 12569 12047
Profit Streak 0 0 3.7767 0 0 3.7767
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 373752 -35444 -47885 358059 -37251 -45078
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752742800000,
    "first_datapoint_time": 1752800100000,
    "last_datapoint_time": 1760242500000,
    "evaluation_time": 1760242704372,
    "expiration_time": 1766722500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 84,
            "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": [
        [
            76522.7614035589,
            48877.9754838145,
            27644.7859197444,
            84454.4063614815,
            45129.8631335229,
            39324.5432279586
        ],
        [
            76.522761,
            48.877975,
            27.644786,
            84.454406,
            45.129863,
            39.324543
        ],
        [
            0.881497,
            0.563045,
            0.318452,
            0.707748,
            0.429972,
            0.382756
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -51892,
            -28074,
            -25915,
            -45474,
            -23652,
            -23157
        ],
        [
            1.537538,
            1.680792,
            1.39178,
            1.621551,
            1.65051,
            1.591339
        ],
        [
            153,
            77,
            76,
            153,
            77,
            76
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            92,
            47,
            45,
            92,
            47,
            45
        ],
        [
            39.869281,
            38.961039,
            40.789474,
            39.869281,
            38.961039,
            40.789474
        ],
        [
            2.31891,
            2.63324,
            2.020326,
            2.445618,
            2.585799,
            2.310009
        ],
        [
            40863,
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            38559,
            38559,
            32375
        ],
        [
            -8532,
            -4443,
            -8532,
            -8835,
            -6562,
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        ],
        [
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            163,
            158,
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        ],
        [
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            285,
            238,
            261,
            285,
            238
        ],
        [
            93,
            84,
            103,
            93,
            84,
            103
        ],
        [
            24616,
            12569,
            12047,
            24616,
            12569,
            12047
        ],
        [
            0,
            0,
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            0,
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        ],
        [
            0,
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        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            373752,
            -35444,
            -47885,
            358059,
            -37251,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752742800000,
    "first_datapoint_time": 1752800100000,
    "last_datapoint_time": 1760242500000,
    "evaluation_time": 1760242704372,
    "expiration_time": 1766722500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 84,
            "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)