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Trade: CAKE/USDT/720/BBM/PWMA/8764

Strategy
CAKE/USDT/720/BBM/PWMA/8764
Pair
CAKE_USDT
Interval
12h
Score
307826
Daily Profit
0.223287
Profit Factor
1.631709
Profitability
42.253521
Streak
0.000000
Best Strategy
Training Data Length
1691.000000
Evaluation Time
2025-10-07 00:39
Expiration Time
2025-11-26 07:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 377577.7329 249010.013 128567.7199 358104.4542 410765.2788 -52660.8246
Total P&L (%) 377.5777 249.01 128.5677 358.1045 410.7653 -52.6608
Avg Daily Profit (%) 0.2233 0.1473 0.076 0.09 0.0965 -0.0442
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140054 -101496 -98142 -1829689 -902186 -1092010
Profit Factor 1.6317 1.7893 1.4556 1.0794 1.1831 0.9768
Total Trades 142 71 71 142 71 71
Winning Trades 60 25 35 60 25 35
Losing Trades 82 46 36 82 46 36
Profitability (%) 42.2535 35.2113 49.2958 42.2535 35.2113 49.2958
Ratio Avg Win / Avg Loss 2.23 3.2923 1.4971 1.4752 2.1768 1.0047
Largest Winning Trade 143014 143014 51688 875568 875568 323404
Largest Losing Trade -39939 -20859 -39939 -385514 -385514 -304632
Avg Bars in Trades 23 20 26 23 20 26
Avg Bars in Winners 37 35 38 37 35 38
Avg Bars in Losers 13 12 14 13 12 14
Bars Traded 3336 1469 1867 3336 1469 1867
Profit Streak 0 42.9025 0 0 42.9025 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 307826 -84950 -177351 -208301 -174094 -666065
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3382,
    "evaluation_days": 1691,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615291200000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759786773555,
    "expiration_time": 1764135072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 38,
            "offset": 0,
            "std": 2.01587
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 7,
            "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": [
        [
            377577.7328828654,
            249010.012967619,
            128567.7199152465,
            358104.4541945758,
            410765.278770796,
            -52660.8245762198
        ],
        [
            377.577733,
            249.010013,
            128.56772,
            358.104454,
            410.765279,
            -52.660825
        ],
        [
            0.223287,
            0.147256,
            0.076031,
            0.090042,
            0.096483,
            -0.044214
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140054,
            -101496,
            -98142,
            -1829689,
            -902186,
            -1092010
        ],
        [
            1.631709,
            1.789294,
            1.455552,
            1.079395,
            1.183058,
            0.976766
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            60,
            25,
            35,
            60,
            25,
            35
        ],
        [
            82,
            46,
            36,
            82,
            46,
            36
        ],
        [
            42.253521,
            35.211268,
            49.295775,
            42.253521,
            35.211268,
            49.295775
        ],
        [
            2.230002,
            3.292301,
            1.49714,
            1.475173,
            2.176827,
            1.004673
        ],
        [
            143014,
            143014,
            51688,
            875568,
            875568,
            323404
        ],
        [
            -39939,
            -20859,
            -39939,
            -385514,
            -385514,
            -304632
        ],
        [
            23,
            20,
            26,
            23,
            20,
            26
        ],
        [
            37,
            35,
            38,
            37,
            35,
            38
        ],
        [
            13,
            12,
            14,
            13,
            12,
            14
        ],
        [
            3336,
            1469,
            1867,
            3336,
            1469,
            1867
        ],
        [
            0,
            42.902472,
            0,
            0,
            42.902472,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307826,
            -84950,
            -177351,
            -208301,
            -174094,
            -666065
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3382,
    "evaluation_days": 1691,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615291200000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759786773555,
    "expiration_time": 1764135072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 38,
            "offset": 0,
            "std": 2.01587
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 7,
            "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)