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Trade: CAKE/USDT/60/MIDPRICE/MIDPOINT/5495

Strategy
CAKE/USDT/60/MIDPRICE/MIDPOINT/5495
Pair
CAKE_USDT
Interval
1h
Score
314978
Daily Profit
0.390228
Profit Factor
1.552959
Profitability
36.604775
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-05 11:37
Expiration Time
2025-12-19 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 406488.3511 255202.5085 151285.8426 1404855.1005 1338224.4814 66630.6191
Total P&L (%) 406.4884 255.2025 151.2858 1404.8551 1338.2245 66.6306
Avg Daily Profit (%) 0.3902 0.245 0.1452 0.2606 0.2563 0.049
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -68672 -56182 -58228 -1550800 -481574 -1373131
Profit Factor 1.553 1.7403 1.3875 1.2195 1.5176 1.0175
Total Trades 377 188 189 377 188 189
Winning Trades 138 64 74 138 64 74
Losing Trades 239 124 115 239 124 115
Profitability (%) 36.6048 34.0426 39.1534 36.6048 34.0426 39.1534
Ratio Avg Win / Avg Loss 2.6895 3.3718 2.1563 2.1121 2.9404 1.5812
Largest Winning Trade 62670 62670 31676 889013 889013 700051
Largest Losing Trade -25034 -12909 -25034 -403216 -198555 -403216
Avg Bars in Trades 65 59 71 65 59 71
Avg Bars in Winners 129 117 139 129 117 139
Avg Bars in Losers 28 29 27 28 29 27
Bars Traded 24743 11240 13503 24743 11240 13503
Profit Streak 0 17.8597 0 0 17.8597 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 314978 237401 -1215 216745 227999 -331640
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669651200000,
    "first_datapoint_time": 1670029200000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759653479274,
    "expiration_time": 1766131200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 10,
            "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": [
        [
            406488.3511104365,
            255202.5085207355,
            151285.8425897014,
            1404855.100535381,
            1338224.4814096661,
            66630.6191257136
        ],
        [
            406.488351,
            255.202509,
            151.285843,
            1404.855101,
            1338.224481,
            66.630619
        ],
        [
            0.390228,
            0.244994,
            0.145234,
            0.260621,
            0.256262,
            0.04903
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -68672,
            -56182,
            -58228,
            -1550800,
            -481574,
            -1373131
        ],
        [
            1.552959,
            1.740305,
            1.387527,
            1.219533,
            1.51763,
            1.01747
        ],
        [
            377,
            188,
            189,
            377,
            188,
            189
        ],
        [
            138,
            64,
            74,
            138,
            64,
            74
        ],
        [
            239,
            124,
            115,
            239,
            124,
            115
        ],
        [
            36.604775,
            34.042553,
            39.153439,
            36.604775,
            34.042553,
            39.153439
        ],
        [
            2.689546,
            3.371841,
            2.156291,
            2.11209,
            2.940408,
            1.581203
        ],
        [
            62670,
            62670,
            31676,
            889013,
            889013,
            700051
        ],
        [
            -25034,
            -12909,
            -25034,
            -403216,
            -198555,
            -403216
        ],
        [
            65,
            59,
            71,
            65,
            59,
            71
        ],
        [
            129,
            117,
            139,
            129,
            117,
            139
        ],
        [
            28,
            29,
            27,
            28,
            29,
            27
        ],
        [
            24743,
            11240,
            13503,
            24743,
            11240,
            13503
        ],
        [
            0,
            17.859714,
            0,
            0,
            17.859714,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314978,
            237401,
            -1215,
            216745,
            227999,
            -331640
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669651200000,
    "first_datapoint_time": 1670029200000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759653479274,
    "expiration_time": 1766131200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 10,
            "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)