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Trade: CAKE/USDT/720/SUPERTREND/ZLMA/3096

Strategy
CAKE/USDT/720/SUPERTREND/ZLMA/3096
Pair
CAKE_USDT
Interval
12h
Score
409058
Daily Profit
0.196727
Profit Factor
1.538671
Profitability
57.377049
Streak
8.778606
Best Strategy
Training Data Length
1679.000000
Evaluation Time
2025-09-26 09:41
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 330304.6475 182690.4291 147614.2184 347847.3331 352022.5068 -4175.1738
Total P&L (%) 330.3046 182.6904 147.6142 347.8473 352.0225 -4.1752
Avg Daily Profit (%) 0.1967 0.1088 0.0879 0.0893 0.0899 -0.0025
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72117 -55814 -69152 -521705 -371121 -454169
Profit Factor 1.5387 1.5845 1.491 1.1402 1.2788 0.9966
Total Trades 122 61 61 122 61 61
Winning Trades 70 34 36 70 34 36
Losing Trades 52 27 25 52 27 25
Profitability (%) 57.377 55.7377 59.0164 57.377 55.7377 59.0164
Ratio Avg Win / Avg Loss 1.143 1.2583 1.0354 0.847 1.0155 0.6921
Largest Winning Trade 60741 54598 60741 220728 220728 129189
Largest Losing Trade -49775 -25588 -49775 -262508 -135529 -262508
Avg Bars in Trades 26 16 37 26 16 37
Avg Bars in Winners 26 12 39 26 12 39
Avg Bars in Losers 26 21 33 26 21 33
Bars Traded 3277 1005 2272 3277 1005 2272
Profit Streak 8.7786 28.2786 0 8.7786 28.2786 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 409058 -206023 -234842 -139411 -233118 -741289

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3358,
    "evaluation_days": 1679,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1616544000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758868871530,
    "expiration_time": 1763067168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 66,
            "offset": 0,
            "multiplier": 3.24993
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 63,
            "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": [
        [
            330304.6475132435,
            182690.4291061577,
            147614.2184070858,
            347847.3330604277,
            352022.5068358636,
            -4175.173775436
        ],
        [
            330.304648,
            182.690429,
            147.614218,
            347.847333,
            352.022507,
            -4.175174
        ],
        [
            0.196727,
            0.108809,
            0.087918,
            0.089336,
            0.089889,
            -0.00254
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72117,
            -55814,
            -69152,
            -521705,
            -371121,
            -454169
        ],
        [
            1.538671,
            1.584503,
            1.49102,
            1.140224,
            1.278827,
            0.996572
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            70,
            34,
            36,
            70,
            34,
            36
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            57.377049,
            55.737705,
            59.016393,
            57.377049,
            55.737705,
            59.016393
        ],
        [
            1.143013,
            1.258282,
            1.035431,
            0.847024,
            1.015539,
            0.692064
        ],
        [
            60741,
            54598,
            60741,
            220728,
            220728,
            129189
        ],
        [
            -49775,
            -25588,
            -49775,
            -262508,
            -135529,
            -262508
        ],
        [
            26,
            16,
            37,
            26,
            16,
            37
        ],
        [
            26,
            12,
            39,
            26,
            12,
            39
        ],
        [
            26,
            21,
            33,
            26,
            21,
            33
        ],
        [
            3277,
            1005,
            2272,
            3277,
            1005,
            2272
        ],
        [
            8.778606,
            28.278606,
            0,
            8.778606,
            28.278606,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            409058,
            -206023,
            -234842,
            -139411,
            -233118,
            -741289
        ]
    ]
}
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": 1616544000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758868871530,
    "expiration_time": 1763067168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 66,
            "offset": 0,
            "multiplier": 3.24993
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 63,
            "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)