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Trade: CAKE/USDT/720/SSF/BBM/3543

Strategy
CAKE/USDT/720/SSF/BBM/3543
Pair
CAKE_USDT
Interval
12h
Score
388259
Daily Profit
0.320828
Profit Factor
1.719004
Profitability
42.396313
Streak
0.000000
Best Strategy
Training Data Length
1679.000000
Evaluation Time
2025-09-26 07:57
Expiration Time
2025-11-13 22:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 538670.2058 317879.6099 220790.5959 2439833.1777 1972158.9151 467674.2625
Total P&L (%) 538.6702 317.8796 220.7906 2439.8332 1972.1589 467.6743
Avg Daily Profit (%) 0.3208 0.1893 0.1315 0.1928 0.1807 0.1035
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72852 -96379 -51033 -2172446 -699914 -2054123
Profit Factor 1.719 1.8262 1.6059 1.3425 1.6241 1.118
Total Trades 217 108 109 217 108 109
Winning Trades 92 42 50 92 42 50
Losing Trades 125 66 59 125 66 59
Profitability (%) 42.3963 38.8889 45.8716 42.3963 38.8889 45.8716
Ratio Avg Win / Avg Loss 2.3356 2.8697 1.8949 1.824 2.5522 1.3192
Largest Winning Trade 81051 81051 48413 1158357 1158357 1049530
Largest Losing Trade -33301 -21585 -33301 -523892 -523892 -423511
Avg Bars in Trades 15 15 15 15 15 15
Avg Bars in Winners 22 23 21 22 23 21
Avg Bars in Losers 9 9 10 9 9 10
Bars Traded 3331 1621 1710 3331 1621 1710
Profit Streak 0 30.2067 0 0 30.2067 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 388259 260093 -16023 283959 258402 -147182

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3358,
    "evaluation_days": 1679,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1613995200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758862655643,
    "expiration_time": 1763067168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 28,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 238,
            "offset": 0,
            "std": 4.17618
        }
    }
}
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": [
        [
            538670.2058109529,
            317879.6099156762,
            220790.5958952767,
            2439833.1776579907,
            1972158.9151103722,
            467674.2625476201
        ],
        [
            538.670206,
            317.87961,
            220.790596,
            2439.833178,
            1972.158915,
            467.674263
        ],
        [
            0.320828,
            0.189327,
            0.131501,
            0.192841,
            0.180698,
            0.103471
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72852,
            -96379,
            -51033,
            -2172446,
            -699914,
            -2054123
        ],
        [
            1.719004,
            1.826158,
            1.605868,
            1.34249,
            1.624119,
            1.117983
        ],
        [
            217,
            108,
            109,
            217,
            108,
            109
        ],
        [
            92,
            42,
            50,
            92,
            42,
            50
        ],
        [
            125,
            66,
            59,
            125,
            66,
            59
        ],
        [
            42.396313,
            38.888889,
            45.87156,
            42.396313,
            38.888889,
            45.87156
        ],
        [
            2.335604,
            2.869676,
            1.894924,
            1.824035,
            2.552187,
            1.31922
        ],
        [
            81051,
            81051,
            48413,
            1158357,
            1158357,
            1049530
        ],
        [
            -33301,
            -21585,
            -33301,
            -523892,
            -523892,
            -423511
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            22,
            23,
            21,
            22,
            23,
            21
        ],
        [
            9,
            9,
            10,
            9,
            9,
            10
        ],
        [
            3331,
            1621,
            1710,
            3331,
            1621,
            1710
        ],
        [
            0,
            30.206662,
            0,
            0,
            30.206663,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388259,
            260093,
            -16023,
            283959,
            258402,
            -147182
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3358,
    "evaluation_days": 1679,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1613995200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758862655643,
    "expiration_time": 1763067168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 28,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 238,
            "offset": 0,
            "std": 4.17618
        }
    }
}

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)