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Trade: CAKE/USDT/60/SINWMA/DCM/8127

Strategy
CAKE/USDT/60/SINWMA/DCM/8127
Pair
CAKE_USDT
Interval
1h
Score
342228
Daily Profit
0.297067
Profit Factor
1.691163
Profitability
40.571429
Streak
13.572518
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-30 18:44
Expiration Time
2025-12-14 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 309445.2618 201238.3249 108206.9369 605345.4405 548846.6604 56498.7802
Total P&L (%) 309.4453 201.2383 108.2069 605.3454 548.8467 56.4988
Avg Daily Profit (%) 0.2971 0.1932 0.1039 0.1877 0.1797 0.043
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -58786 -43174 -61707 -606259 -204532 -502947
Profit Factor 1.6912 1.898 1.4839 1.3329 1.6465 1.0583
Total Trades 175 88 87 175 88 87
Winning Trades 71 33 38 71 33 38
Losing Trades 104 55 49 104 55 49
Profitability (%) 40.5714 37.5 43.6782 40.5714 37.5 43.6782
Ratio Avg Win / Avg Loss 2.4772 3.1633 1.9135 1.9524 2.7442 1.3646
Largest Winning Trade 81840 81840 47078 345783 345783 219488
Largest Losing Trade -25397 -13630 -25397 -92106 -92106 -85779
Avg Bars in Trades 140 131 149 140 131 149
Avg Bars in Winners 246 232 259 246 232 259
Avg Bars in Losers 68 71 64 68 71 64
Bars Traded 24626 11604 13022 24626 11604 13022
Profit Streak 13.5725 35.7809 0 13.5725 35.7809 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 342228 251179 -54763 258483 244556 -295574
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669244400000,
    "first_datapoint_time": 1669957200000,
    "last_datapoint_time": 1759244400000,
    "evaluation_time": 1759247065557,
    "expiration_time": 1765724400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 63,
            "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": [
        [
            309445.2617835571,
            201238.3248918501,
            108206.9368917073,
            605345.440518804,
            548846.6603617324,
            56498.7801570714
        ],
        [
            309.445262,
            201.238325,
            108.206937,
            605.345441,
            548.84666,
            56.49878
        ],
        [
            0.297067,
            0.193188,
            0.103878,
            0.187713,
            0.179683,
            0.043005
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -58786,
            -43174,
            -61707,
            -606259,
            -204532,
            -502947
        ],
        [
            1.691163,
            1.897974,
            1.4839,
            1.332888,
            1.646547,
            1.058272
        ],
        [
            175,
            88,
            87,
            175,
            88,
            87
        ],
        [
            71,
            33,
            38,
            71,
            33,
            38
        ],
        [
            104,
            55,
            49,
            104,
            55,
            49
        ],
        [
            40.571429,
            37.5,
            43.678161,
            40.571429,
            37.5,
            43.678161
        ],
        [
            2.477197,
            3.16329,
            1.91345,
            1.9524,
            2.744246,
            1.364613
        ],
        [
            81840,
            81840,
            47078,
            345783,
            345783,
            219488
        ],
        [
            -25397,
            -13630,
            -25397,
            -92106,
            -92106,
            -85779
        ],
        [
            140,
            131,
            149,
            140,
            131,
            149
        ],
        [
            246,
            232,
            259,
            246,
            232,
            259
        ],
        [
            68,
            71,
            64,
            68,
            71,
            64
        ],
        [
            24626,
            11604,
            13022,
            24626,
            11604,
            13022
        ],
        [
            13.572518,
            35.780851,
            0,
            13.572518,
            35.780851,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342228,
            251179,
            -54763,
            258483,
            244556,
            -295574
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669244400000,
    "first_datapoint_time": 1669957200000,
    "last_datapoint_time": 1759244400000,
    "evaluation_time": 1759247065557,
    "expiration_time": 1765724400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 63,
            "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)