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Trade: CAKE/USDT/60/SWMA/SSF/7172

Strategy
CAKE/USDT/60/SWMA/SSF/7172
Pair
CAKE_USDT
Interval
1h
Score
386204
Daily Profit
0.335093
Profit Factor
1.976389
Profitability
44.660194
Streak
0.000000
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 19:53
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 349039.5727 226931.0253 122108.5474 838391.1283 752392.6216 85998.5066
Total P&L (%) 349.0396 226.931 122.1085 838.3911 752.3926 85.9985
Avg Daily Profit (%) 0.3351 0.2179 0.1172 0.2152 0.2059 0.0596
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82912 -43055 -55213 -1221111 -449133 -830558
Profit Factor 1.9764 2.3126 1.6615 1.3249 1.6698 1.059
Total Trades 103 51 52 103 51 52
Winning Trades 46 21 25 46 21 25
Losing Trades 57 30 27 57 30 27
Profitability (%) 44.6602 41.1765 48.0769 44.6602 41.1765 48.0769
Ratio Avg Win / Avg Loss 2.449 3.3037 1.7944 1.6417 2.3854 1.1437
Largest Winning Trade 97306 97306 49438 382732 382732 304203
Largest Losing Trade -19348 -19348 -19120 -263160 -217550 -263160
Avg Bars in Trades 238 219 255 238 219 255
Avg Bars in Winners 369 365 373 369 365 373
Avg Bars in Losers 131 118 146 131 118 146
Bars Traded 24514 11219 13295 24514 11219 13295
Profit Streak 0 30.5785 0 0 30.5785 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 386204 -170769 -214157 277641 -171695 -449752

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": 1669762800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758905586290,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 233,
            "offset": 55
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 136,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            349039.572739571,
            226931.0253056483,
            122108.5474339226,
            838391.1282754168,
            752392.6216287701,
            85998.5066466467
        ],
        [
            349.039573,
            226.931025,
            122.108547,
            838.391128,
            752.392622,
            85.998507
        ],
        [
            0.335093,
            0.217864,
            0.117229,
            0.215184,
            0.205937,
            0.059595
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82912,
            -43055,
            -55213,
            -1221111,
            -449133,
            -830558
        ],
        [
            1.976389,
            2.312599,
            1.661501,
            1.324915,
            1.669811,
            1.059022
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            57,
            30,
            27,
            57,
            30,
            27
        ],
        [
            44.660194,
            41.176471,
            48.076923,
            44.660194,
            41.176471,
            48.076923
        ],
        [
            2.449004,
            3.303712,
            1.794421,
            1.641742,
            2.385444,
            1.143744
        ],
        [
            97306,
            97306,
            49438,
            382732,
            382732,
            304203
        ],
        [
            -19348,
            -19348,
            -19120,
            -263160,
            -217550,
            -263160
        ],
        [
            238,
            219,
            255,
            238,
            219,
            255
        ],
        [
            369,
            365,
            373,
            369,
            365,
            373
        ],
        [
            131,
            118,
            146,
            131,
            118,
            146
        ],
        [
            24514,
            11219,
            13295,
            24514,
            11219,
            13295
        ],
        [
            0,
            30.578545,
            0,
            0,
            30.578545,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            386204,
            -170769,
            -214157,
            277641,
            -171695,
            -449752
        ]
    ]
}
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": 1669762800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758905586290,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 233,
            "offset": 55
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 136,
            "offset": 0,
            "poles": 3
        }
    }
}

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)