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Trade: CAKE/USDT/60/MIDPRICE/HMA/4035

Strategy
CAKE/USDT/60/MIDPRICE/HMA/4035
Pair
CAKE_USDT
Interval
1h
Score
475743
Daily Profit
0.334835
Profit Factor
2.358080
Profitability
46.728972
Streak
14.270518
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-09 17:29
Expiration Time
2025-12-23 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 467608.1877 300667.4735 166940.7142 3372080.1626 3152627.271 219452.8916
Total P&L (%) 467.6082 300.6675 166.9407 3372.0802 3152.6273 219.4529
Avg Daily Profit (%) 0.4489 0.2886 0.1603 0.3411 0.3348 0.1116
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43861 -49647 -42954 -1456506 -751842 -1766988
Profit Factor 2.0678 2.5892 1.6712 1.5574 2.3581 1.0589
Total Trades 214 107 107 214 107 107
Winning Trades 92 50 42 92 50 42
Losing Trades 122 57 65 122 57 65
Profitability (%) 42.9907 46.729 39.2523 42.9907 46.729 39.2523
Ratio Avg Win / Avg Loss 2.7421 2.9517 2.5865 2.0652 2.6882 1.6387
Largest Winning Trade 69665 69665 47921 1570836 1570836 769256
Largest Losing Trade -25074 -12381 -25074 -458878 -437383 -458878
Avg Bars in Trades 113 96 130 113 96 130
Avg Bars in Winners 177 137 224 177 137 224
Avg Bars in Losers 65 60 69 65 60 69
Bars Traded 24296 10342 13954 24296 10342 13954
Profit Streak 0 14.2705 0 0 14.2705 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 434659 462584 215938 374611 475743 -203185
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670018400000,
    "first_datapoint_time": 1670828400000,
    "last_datapoint_time": 1760018400000,
    "evaluation_time": 1760020172780,
    "expiration_time": 1766498400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 69,
            "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": [
        [
            467608.1877068238,
            300667.4735147764,
            166940.7141920471,
            3372080.162605276,
            3152627.2709769597,
            219452.8916283141
        ],
        [
            467.608188,
            300.667474,
            166.940714,
            3372.080163,
            3152.627271,
            219.452892
        ],
        [
            0.448902,
            0.28864,
            0.160263,
            0.341124,
            0.334835,
            0.11156
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43861,
            -49647,
            -42954,
            -1456506,
            -751842,
            -1766988
        ],
        [
            2.067845,
            2.589182,
            1.671247,
            1.557354,
            2.35808,
            1.058854
        ],
        [
            214,
            107,
            107,
            214,
            107,
            107
        ],
        [
            92,
            50,
            42,
            92,
            50,
            42
        ],
        [
            122,
            57,
            65,
            122,
            57,
            65
        ],
        [
            42.990654,
            46.728972,
            39.252336,
            42.990654,
            46.728972,
            39.252336
        ],
        [
            2.742143,
            2.951668,
            2.586453,
            2.065187,
            2.688212,
            1.638702
        ],
        [
            69665,
            69665,
            47921,
            1570836,
            1570836,
            769256
        ],
        [
            -25074,
            -12381,
            -25074,
            -458878,
            -437383,
            -458878
        ],
        [
            113,
            96,
            130,
            113,
            96,
            130
        ],
        [
            177,
            137,
            224,
            177,
            137,
            224
        ],
        [
            65,
            60,
            69,
            65,
            60,
            69
        ],
        [
            24296,
            10342,
            13954,
            24296,
            10342,
            13954
        ],
        [
            0,
            14.270518,
            0,
            0,
            14.270518,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            434659,
            462584,
            215938,
            374611,
            475743,
            -203185
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670018400000,
    "first_datapoint_time": 1670828400000,
    "last_datapoint_time": 1760018400000,
    "evaluation_time": 1760020172780,
    "expiration_time": 1766498400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 69,
            "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)