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Trade: CAKE/USDT/60/SINWMA/DCM/8267

Strategy
CAKE/USDT/60/SINWMA/DCM/8267
Pair
CAKE_USDT
Interval
1h
Score
323790
Daily Profit
0.315965
Profit Factor
1.567687
Profitability
40.151515
Streak
0.000000
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 15:20
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 329115.7241 208233.1452 120882.579 729038.6687 592598.7659 136439.9027
Total P&L (%) 329.1157 208.2331 120.8826 729.0387 592.5988 136.4399
Avg Daily Profit (%) 0.316 0.1999 0.1161 0.2033 0.186 0.0826
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65742 -56968 -89584 -316889 -118296 -248440
Profit Factor 1.5677 1.7548 1.3978 1.4341 1.785 1.1476
Total Trades 264 132 132 264 132 132
Winning Trades 106 47 59 106 47 59
Losing Trades 158 85 73 158 85 73
Profitability (%) 40.1515 35.6061 44.697 40.1515 35.6061 44.697
Ratio Avg Win / Avg Loss 2.3367 3.1736 1.7295 2.1375 3.2282 1.4199
Largest Winning Trade 68916 68916 30253 274386 274386 193204
Largest Losing Trade -24568 -14278 -24568 -104664 -80415 -104664
Avg Bars in Trades 93 87 99 93 87 99
Avg Bars in Winners 161 155 165 161 155 165
Avg Bars in Losers 48 49 46 48 49 46
Bars Traded 24721 11555 13166 24721 11555 13166
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323790 185245 -38544 274713 198049 -143095

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669212000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758889254068,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 44,
            "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": [
        [
            329115.7241359989,
            208233.1451542199,
            120882.5789817792,
            729038.6686548356,
            592598.7659067642,
            136439.9027480715
        ],
        [
            329.115724,
            208.233145,
            120.882579,
            729.038669,
            592.598766,
            136.439903
        ],
        [
            0.315965,
            0.199913,
            0.116052,
            0.203265,
            0.185968,
            0.082648
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65742,
            -56968,
            -89584,
            -316889,
            -118296,
            -248440
        ],
        [
            1.567687,
            1.75482,
            1.397801,
            1.434052,
            1.784983,
            1.147552
        ],
        [
            264,
            132,
            132,
            264,
            132,
            132
        ],
        [
            106,
            47,
            59,
            106,
            47,
            59
        ],
        [
            158,
            85,
            73,
            158,
            85,
            73
        ],
        [
            40.151515,
            35.606061,
            44.69697,
            40.151515,
            35.606061,
            44.69697
        ],
        [
            2.336741,
            3.173611,
            1.729482,
            2.137549,
            3.22816,
            1.419852
        ],
        [
            68916,
            68916,
            30253,
            274386,
            274386,
            193204
        ],
        [
            -24568,
            -14278,
            -24568,
            -104664,
            -80415,
            -104664
        ],
        [
            93,
            87,
            99,
            93,
            87,
            99
        ],
        [
            161,
            155,
            165,
            161,
            155,
            165
        ],
        [
            48,
            49,
            46,
            48,
            49,
            46
        ],
        [
            24721,
            11555,
            13166,
            24721,
            11555,
            13166
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323790,
            185245,
            -38544,
            274713,
            198049,
            -143095
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669212000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758889254068,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 44,
            "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)