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Trade: CAKE/USDT/60/SSF/MIDPRICE/1032

Strategy
CAKE/USDT/60/SSF/MIDPRICE/1032
Pair
CAKE_USDT
Interval
1h
Score
316576
Daily Profit
0.324435
Profit Factor
1.474390
Profitability
39.882698
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-08 17:46
Expiration Time
2025-12-22 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 337954.3851 221368.8842 116585.5009 664017.769 467198.9199 196818.8491
Total P&L (%) 337.9544 221.3689 116.5855 664.0178 467.1989 196.8188
Avg Daily Profit (%) 0.3244 0.2125 0.1119 0.1954 0.1668 0.1045
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -55096 -61841 -62134 -250138 -196698 -155501
Profit Factor 1.4744 1.6341 1.3209 1.3318 1.4932 1.1868
Total Trades 341 170 171 341 170 171
Winning Trades 136 68 68 136 68 68
Losing Trades 205 102 103 205 102 103
Profitability (%) 39.8827 40 39.7661 39.8827 40 39.7661
Ratio Avg Win / Avg Loss 2.2224 2.4512 2.0008 2.0076 2.2398 1.7976
Largest Winning Trade 81668 81668 30296 243352 243352 146105
Largest Losing Trade -22943 -18525 -22943 -87464 -74417 -87464
Avg Bars in Trades 72 71 73 72 71 73
Avg Bars in Winners 120 113 126 120 113 126
Avg Bars in Losers 40 43 38 40 43 38
Bars Traded 24704 12144 12560 24704 12144 12560
Profit Streak 0 7.9908 0 0 7.9908 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316576 285951 -45893 260513 246000 -71061
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669932000000,
    "first_datapoint_time": 1670191200000,
    "last_datapoint_time": 1759932000000,
    "evaluation_time": 1759934806123,
    "expiration_time": 1766412000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 189,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 73,
            "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": [
        [
            337954.3851239563,
            221368.8841946753,
            116585.5009292808,
            664017.7689608732,
            467198.919909812,
            196818.8490510605
        ],
        [
            337.954385,
            221.368884,
            116.585501,
            664.017769,
            467.19892,
            196.818849
        ],
        [
            0.324435,
            0.212513,
            0.111922,
            0.195398,
            0.16675,
            0.104498
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -55096,
            -61841,
            -62134,
            -250138,
            -196698,
            -155501
        ],
        [
            1.47439,
            1.634136,
            1.320898,
            1.331845,
            1.493189,
            1.186791
        ],
        [
            341,
            170,
            171,
            341,
            170,
            171
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            205,
            102,
            103,
            205,
            102,
            103
        ],
        [
            39.882698,
            40,
            39.766082,
            39.882698,
            40,
            39.766082
        ],
        [
            2.222427,
            2.451205,
            2.000772,
            2.007561,
            2.239783,
            1.797639
        ],
        [
            81668,
            81668,
            30296,
            243352,
            243352,
            146105
        ],
        [
            -22943,
            -18525,
            -22943,
            -87464,
            -74417,
            -87464
        ],
        [
            72,
            71,
            73,
            72,
            71,
            73
        ],
        [
            120,
            113,
            126,
            120,
            113,
            126
        ],
        [
            40,
            43,
            38,
            40,
            43,
            38
        ],
        [
            24704,
            12144,
            12560,
            24704,
            12144,
            12560
        ],
        [
            0,
            7.990811,
            0,
            0,
            7.990811,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316576,
            285951,
            -45893,
            260513,
            246000,
            -71061
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669932000000,
    "first_datapoint_time": 1670191200000,
    "last_datapoint_time": 1759932000000,
    "evaluation_time": 1759934806123,
    "expiration_time": 1766412000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 189,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 73,
            "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)