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Trade: CAKE/USDT/5/T3/KCB/2697

Strategy
CAKE/USDT/5/T3/KCB/2697
Pair
CAKE_USDT
Interval
5m
Score
495262
Daily Profit
0.504121
Profit Factor
3.424710
Profitability
54.838710
Streak
15.972562
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-25 18:25
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 66844.0901 44033.4229 22810.6672 87440.0815 54732.5008 32707.5808
Total P&L (%) 66.8441 44.0334 22.8107 87.4401 54.7325 32.7076
Avg Daily Profit (%) 0.77 0.5072 0.2628 0.7264 0.5041 0.3265
Buy And Hold Return (%) 21.0843 21.0843 21.0843 21.0843 21.0843 21.0843
Max Trade Drawdown -5690 -4704 -5995 -8877 -7281 -9289
Profit Factor 2.4559 3.6021 1.7868 2.3967 3.4247 1.8171
Total Trades 63 31 32 63 31 32
Winning Trades 29 17 12 29 17 12
Losing Trades 34 14 20 34 14 20
Profitability (%) 46.0317 54.8387 37.5 46.0317 54.8387 37.5
Ratio Avg Win / Avg Loss 2.8793 2.9664 2.9781 2.81 2.8203 3.0284
Largest Winning Trade 12734 12734 7753 13742 13742 12598
Largest Losing Trade -4377 -2774 -4377 -6749 -3954 -6749
Avg Bars in Trades 384 393 377 384 393 377
Avg Bars in Winners 619 574 681 619 574 681
Avg Bars in Losers 185 172 194 185 172 194
Bars Traded 24253 12183 12070 24253 12183 12070
Profit Streak 5.4552 15.9726 5.4552 5.4552 15.9726 5.4552
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -138821 402305 -134613 -138717 495262 -3863

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751272800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758813929330,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 137,
            "offset": 0,
            "a": 0.02588
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 153,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            66844.0900982376,
            44033.4228568629,
            22810.6672413748,
            87440.081539174,
            54732.5007596775,
            32707.5807794965
        ],
        [
            66.84409,
            44.033423,
            22.810667,
            87.440082,
            54.732501,
            32.707581
        ],
        [
            0.770004,
            0.507239,
            0.262765,
            0.726377,
            0.504121,
            0.326506
        ],
        [
            21.084337,
            21.084337,
            21.084337,
            21.084337,
            21.084337,
            21.084337
        ],
        [
            -5690,
            -4704,
            -5995,
            -8877,
            -7281,
            -9289
        ],
        [
            2.455895,
            3.60206,
            1.786841,
            2.396723,
            3.42471,
            1.817058
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            29,
            17,
            12,
            29,
            17,
            12
        ],
        [
            34,
            14,
            20,
            34,
            14,
            20
        ],
        [
            46.031746,
            54.83871,
            37.5,
            46.031746,
            54.83871,
            37.5
        ],
        [
            2.879326,
            2.966402,
            2.978069,
            2.809951,
            2.820349,
            3.028429
        ],
        [
            12734,
            12734,
            7753,
            13742,
            13742,
            12598
        ],
        [
            -4377,
            -2774,
            -4377,
            -6749,
            -3954,
            -6749
        ],
        [
            384,
            393,
            377,
            384,
            393,
            377
        ],
        [
            619,
            574,
            681,
            619,
            574,
            681
        ],
        [
            185,
            172,
            194,
            185,
            172,
            194
        ],
        [
            24253,
            12183,
            12070,
            24253,
            12183,
            12070
        ],
        [
            5.4552,
            15.972562,
            5.4552,
            5.455201,
            15.972562,
            5.455201
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -138821,
            402305,
            -134613,
            -138717,
            495262,
            -3863
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751272800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758813929330,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 137,
            "offset": 0,
            "a": 0.02588
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 153,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)