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Trade: CAKE/USDT/720/HILO/WMA/6725

Strategy
CAKE/USDT/720/HILO/WMA/6725
Pair
CAKE_USDT
Interval
12h
Score
306077
Daily Profit
0.277360
Profit Factor
1.698568
Profitability
39.204545
Streak
0.000000
Best Strategy
Training Data Length
1696.500000
Evaluation Time
2025-10-12 11:13
Expiration Time
2025-12-01 23:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 470540.6213 285909.3989 184631.2224 1256555.0835 1168447.3462 88107.7374
Total P&L (%) 470.5406 285.9094 184.6312 1256.5551 1168.4473 88.1077
Avg Daily Profit (%) 0.2774 0.1685 0.1088 0.1538 0.1499 0.0373
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66937 -76376 -60380 -1005085 -335688 -949143
Profit Factor 1.6986 1.9158 1.5109 1.4741 2.1698 1.0533
Total Trades 176 88 88 176 88 88
Winning Trades 69 29 40 69 29 40
Losing Trades 107 59 48 107 59 48
Profitability (%) 39.2045 32.9545 45.4545 39.2045 32.9545 45.4545
Ratio Avg Win / Avg Loss 2.634 3.8976 1.8131 2.2859 4.4144 1.264
Largest Winning Trade 100938 100938 49172 420023 420023 342553
Largest Losing Trade -41206 -18222 -41206 -360934 -161295 -360934
Avg Bars in Trades 19 18 19 19 18 19
Avg Bars in Winners 32 34 30 32 34 30
Avg Bars in Losers 10 10 10 10 10 10
Bars Traded 3361 1631 1730 3361 1631 1730
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 306077 155516 -47023 248517 175500 -306791
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3393,
    "evaluation_days": 1696.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614729600000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760256795470,
    "expiration_time": 1764624528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 9,
            "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": [
        [
            470540.6213297251,
            285909.3989071943,
            184631.2224225311,
            1256555.0835456082,
            1168447.3461853878,
            88107.7373602203
        ],
        [
            470.540621,
            285.909399,
            184.631222,
            1256.555084,
            1168.447346,
            88.107737
        ],
        [
            0.27736,
            0.168529,
            0.108831,
            0.153819,
            0.149855,
            0.037251
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66937,
            -76376,
            -60380,
            -1005085,
            -335688,
            -949143
        ],
        [
            1.698568,
            1.915782,
            1.510911,
            1.474094,
            2.169773,
            1.053348
        ],
        [
            176,
            88,
            88,
            176,
            88,
            88
        ],
        [
            69,
            29,
            40,
            69,
            29,
            40
        ],
        [
            107,
            59,
            48,
            107,
            59,
            48
        ],
        [
            39.204545,
            32.954545,
            45.454545,
            39.204545,
            32.954545,
            45.454545
        ],
        [
            2.634011,
            3.897625,
            1.813093,
            2.285914,
            4.414365,
            1.264018
        ],
        [
            100938,
            100938,
            49172,
            420023,
            420023,
            342553
        ],
        [
            -41206,
            -18222,
            -41206,
            -360934,
            -161295,
            -360934
        ],
        [
            19,
            18,
            19,
            19,
            18,
            19
        ],
        [
            32,
            34,
            30,
            32,
            34,
            30
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            3361,
            1631,
            1730,
            3361,
            1631,
            1730
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306077,
            155516,
            -47023,
            248517,
            175500,
            -306791
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3393,
    "evaluation_days": 1696.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614729600000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760256795470,
    "expiration_time": 1764624528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 9,
            "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)