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Trade: CAKE/USDT/5/T3/RMA/5703

Strategy
CAKE/USDT/5/T3/RMA/5703
Pair
CAKE_USDT
Interval
5m
Score
395559
Daily Profit
0.603204
Profit Factor
2.690101
Profitability
41.935484
Streak
11.910403
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 17:50
Expiration Time
2025-12-25 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 46311.7794 52364.1104 -6052.331 44245.6623 55098.312 -10852.6497
Total P&L (%) 46.3118 52.3641 -6.0523 44.2457 55.0983 -10.8527
Avg Daily Profit (%) 0.5335 0.6032 -0.0697 0.4229 0.5069 -0.1322
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25708 -15238 -15673 -27150 -16338 -19042
Profit Factor 1.5347 2.6901 0.8912 1.4759 2.7313 0.8225
Total Trades 62 31 31 62 31 31
Winning Trades 25 13 12 25 13 12
Losing Trades 37 18 19 37 18 19
Profitability (%) 40.3226 41.9355 38.7097 40.3226 41.9355 38.7097
Ratio Avg Win / Avg Loss 2.2714 3.7248 1.4111 2.1843 3.7818 1.3024
Largest Winning Trade 33597 33597 6903 35803 35803 6793
Largest Losing Trade -9427 -5836 -9427 -13421 -5177 -13421
Avg Bars in Trades 379 399 358 379 399 358
Avg Bars in Winners 589 596 581 589 596 581
Avg Bars in Losers 237 257 218 237 257 218
Bars Traded 23504 12381 11123 23504 12381 11123
Profit Streak 5.3097 11.9104 0 5.3097 11.9104 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -152337 395559 -585488 -153826 375338 -585488
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752694200000,
    "first_datapoint_time": 1752767400000,
    "last_datapoint_time": 1760193900000,
    "evaluation_time": 1760194258843,
    "expiration_time": 1766673900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 188,
            "offset": 0,
            "a": 0.03113
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 245,
            "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": [
        [
            46311.7794206402,
            52364.1104384945,
            -6052.3310178544,
            44245.6622589158,
            55098.3119962261,
            -10852.6497373103
        ],
        [
            46.311779,
            52.36411,
            -6.052331,
            44.245662,
            55.098312,
            -10.85265
        ],
        [
            0.533484,
            0.603204,
            -0.069719,
            0.422903,
            0.506854,
            -0.132247
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25708,
            -15238,
            -15673,
            -27150,
            -16338,
            -19042
        ],
        [
            1.534729,
            2.690101,
            0.891194,
            1.475852,
            2.731304,
            0.822545
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            25,
            13,
            12,
            25,
            13,
            12
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            40.322581,
            41.935484,
            38.709677,
            40.322581,
            41.935484,
            38.709677
        ],
        [
            2.271398,
            3.724755,
            1.411058,
            2.184261,
            3.781806,
            1.302363
        ],
        [
            33597,
            33597,
            6903,
            35803,
            35803,
            6793
        ],
        [
            -9427,
            -5836,
            -9427,
            -13421,
            -5177,
            -13421
        ],
        [
            379,
            399,
            358,
            379,
            399,
            358
        ],
        [
            589,
            596,
            581,
            589,
            596,
            581
        ],
        [
            237,
            257,
            218,
            237,
            257,
            218
        ],
        [
            23504,
            12381,
            11123,
            23504,
            12381,
            11123
        ],
        [
            5.309709,
            11.910403,
            0,
            5.309709,
            11.910403,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152337,
            395559,
            -585488,
            -153826,
            375338,
            -585488
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752694200000,
    "first_datapoint_time": 1752767400000,
    "last_datapoint_time": 1760193900000,
    "evaluation_time": 1760194258843,
    "expiration_time": 1766673900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 188,
            "offset": 0,
            "a": 0.03113
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 245,
            "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)