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Trade: CAKE/USDT/60/SSF/EMA/2563

Strategy
CAKE/USDT/60/SSF/EMA/2563
Pair
CAKE_USDT
Interval
1h
Score
304013
Daily Profit
0.247623
Profit Factor
1.318997
Profitability
40.776699
Streak
13.884987
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-01 06:14
Expiration Time
2025-12-15 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 257941.4256 177688.9119 80252.5137 230027.4318 195397.0001 34630.4316
Total P&L (%) 257.9414 177.6889 80.2525 230.0274 195.397 34.6304
Avg Daily Profit (%) 0.2476 0.1706 0.077 0.1147 0.104 0.0286
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67494 -77443 -56597 -147249 -116152 -93093
Profit Factor 1.319 1.4242 1.2059 1.194 1.3173 1.0608
Total Trades 309 154 155 309 154 155
Winning Trades 126 63 63 126 63 63
Losing Trades 183 91 92 183 91 92
Profitability (%) 40.7767 40.9091 40.6452 40.7767 40.9091 40.6452
Ratio Avg Win / Avg Loss 1.9157 2.0572 1.761 1.7342 1.9027 1.5491
Largest Winning Trade 70744 70744 21959 113660 113660 44217
Largest Losing Trade -37796 -22845 -37796 -82473 -50776 -82473
Avg Bars in Trades 80 83 77 80 83 77
Avg Bars in Winners 109 112 107 109 112 107
Avg Bars in Losers 59 63 56 59 63 56
Bars Traded 24813 12825 11988 24813 12825 11988
Profit Streak 13.885 17.26 13.885 13.885 17.26 13.885
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304013 237914 -92247 -46768 -55505 -312767
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669284000000,
    "first_datapoint_time": 1669640400000,
    "last_datapoint_time": 1759284000000,
    "evaluation_time": 1759288462916,
    "expiration_time": 1765764000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 197,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 100,
            "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": [
        [
            257941.4255902734,
            177688.9118765266,
            80252.5137137467,
            230027.4317559549,
            195397.0001429585,
            34630.4316129966
        ],
        [
            257.941426,
            177.688912,
            80.252514,
            230.027432,
            195.397,
            34.630432
        ],
        [
            0.247623,
            0.170581,
            0.077042,
            0.11469,
            0.104036,
            0.028551
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67494,
            -77443,
            -56597,
            -147249,
            -116152,
            -93093
        ],
        [
            1.318997,
            1.424185,
            1.205931,
            1.194026,
            1.317262,
            1.060791
        ],
        [
            309,
            154,
            155,
            309,
            154,
            155
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            183,
            91,
            92,
            183,
            91,
            92
        ],
        [
            40.776699,
            40.909091,
            40.645161,
            40.776699,
            40.909091,
            40.645161
        ],
        [
            1.915687,
            2.057156,
            1.761043,
            1.734181,
            1.902712,
            1.549092
        ],
        [
            70744,
            70744,
            21959,
            113660,
            113660,
            44217
        ],
        [
            -37796,
            -22845,
            -37796,
            -82473,
            -50776,
            -82473
        ],
        [
            80,
            83,
            77,
            80,
            83,
            77
        ],
        [
            109,
            112,
            107,
            109,
            112,
            107
        ],
        [
            59,
            63,
            56,
            59,
            63,
            56
        ],
        [
            24813,
            12825,
            11988,
            24813,
            12825,
            11988
        ],
        [
            13.884987,
            17.259987,
            13.884987,
            13.884987,
            17.259987,
            13.884987
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304013,
            237914,
            -92247,
            -46768,
            -55505,
            -312767
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669284000000,
    "first_datapoint_time": 1669640400000,
    "last_datapoint_time": 1759284000000,
    "evaluation_time": 1759288462916,
    "expiration_time": 1765764000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 197,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 100,
            "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)