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Trade: CAKE/USDT/720/SWMA/HWMA/9182

Strategy
CAKE/USDT/720/SWMA/HWMA/9182
Pair
CAKE_USDT
Interval
12h
Score
515603
Daily Profit
0.342035
Profit Factor
2.309909
Profitability
53.333333
Streak
0.000000
Best Strategy
Training Data Length
1679.000000
Evaluation Time
2025-09-26 16:05
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 574277.5502 282780.8318 291496.7184 3761854.6232 2480797.837 1281056.7863
Total P&L (%) 574.2776 282.7808 291.4967 3761.8546 2480.7978 1281.0568
Avg Daily Profit (%) 0.342 0.1684 0.1736 0.2179 0.1938 0.1565
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91446 -50113 -53060 -997072 -133248 -1109179
Profit Factor 2.3099 2.2865 2.3334 2.6856 5.3702 1.7698
Total Trades 90 45 45 90 45 45
Winning Trades 48 18 30 48 18 30
Losing Trades 42 27 15 42 27 15
Profitability (%) 53.3333 40 66.6667 53.3333 40 66.6667
Ratio Avg Win / Avg Loss 2.0212 3.4298 1.1667 2.3499 8.0553 0.8849
Largest Winning Trade 118095 118095 46060 1041767 1041767 869374
Largest Losing Trade -43235 -29841 -43235 -734097 -133248 -734097
Avg Bars in Trades 35 34 35 35 34 35
Avg Bars in Winners 35 35 35 35 35 35
Avg Bars in Losers 34 34 35 34 34 35
Bars Traded 3160 1573 1586 3160 1573 1586
Profit Streak 0 0 64.5457 0 0 64.5457
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 515603 283731 486490 503494 440217 397066

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3358,
    "evaluation_days": 1679,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1619611200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758891947695,
    "expiration_time": 1763067168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.06491,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            574277.5501776049,
            282780.8318145012,
            291496.7183631039,
            3761854.623248766,
            2480797.836977957,
            1281056.7862708091
        ],
        [
            574.27755,
            282.780832,
            291.496718,
            3761.854623,
            2480.797837,
            1281.056786
        ],
        [
            0.342035,
            0.168422,
            0.173613,
            0.217851,
            0.193796,
            0.156491
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91446,
            -50113,
            -53060,
            -997072,
            -133248,
            -1109179
        ],
        [
            2.309909,
            2.286512,
            2.333434,
            2.685622,
            5.370173,
            1.769835
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            48,
            18,
            30,
            48,
            18,
            30
        ],
        [
            42,
            27,
            15,
            42,
            27,
            15
        ],
        [
            53.333333,
            40,
            66.666667,
            53.333333,
            40,
            66.666667
        ],
        [
            2.02117,
            3.429768,
            1.166717,
            2.349919,
            8.05526,
            0.884918
        ],
        [
            118095,
            118095,
            46060,
            1041767,
            1041767,
            869374
        ],
        [
            -43235,
            -29841,
            -43235,
            -734097,
            -133248,
            -734097
        ],
        [
            35,
            34,
            35,
            35,
            34,
            35
        ],
        [
            35,
            35,
            35,
            35,
            35,
            35
        ],
        [
            34,
            34,
            35,
            34,
            34,
            35
        ],
        [
            3160,
            1573,
            1586,
            3160,
            1573,
            1586
        ],
        [
            0,
            0,
            64.545691,
            0,
            0,
            64.545691
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            515603,
            283731,
            486490,
            503494,
            440217,
            397066
        ]
    ]
}
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": 1619611200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758891947695,
    "expiration_time": 1763067168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.06491,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)