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Trade: CAKE/USDT/720/WMA/SWMA/6001

Strategy
CAKE/USDT/720/WMA/SWMA/6001
Pair
CAKE_USDT
Interval
12h
Score
406723
Daily Profit
0.391837
Profit Factor
2.096663
Profitability
38.755981
Streak
11.355707
Best Strategy
Training Data Length
1682.500000
Evaluation Time
2025-09-28 11:32
Expiration Time
2025-11-17 13:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 659265.4482 371138.5427 288126.9055 8759118.9129 5905779.8754 2853339.0375
Total P&L (%) 659.2654 371.1385 288.1269 8759.1189 5905.7799 2853.339
Avg Daily Profit (%) 0.3918 0.2206 0.1712 0.2669 0.2437 0.2014
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78893 -94493 -47313 -2938059 -987124 -2405299
Profit Factor 2.0967 2.1289 2.0578 1.898 2.295 1.5494
Total Trades 209 105 104 209 105 104
Winning Trades 81 37 44 81 37 44
Losing Trades 128 68 60 128 68 60
Profitability (%) 38.756 35.2381 42.3077 38.756 35.2381 42.3077
Ratio Avg Win / Avg Loss 3.3132 3.9125 2.8061 2.9993 4.2178 2.1128
Largest Winning Trade 116763 116763 52634 1778438 1778438 1479612
Largest Losing Trade -18222 -18222 -12509 -1194068 -705250 -1194068
Avg Bars in Trades 15 14 17 15 14 17
Avg Bars in Winners 29 27 31 29 27 31
Avg Bars in Losers 7 7 7 7 7 7
Bars Traded 3323 1487 1836 3323 1487 1836
Profit Streak 11.3557 12.8557 0 11.3557 12.8557 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 406723 241889 298665 354470 275541 280017
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3365,
    "evaluation_days": 1682.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615032000000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759048333102,
    "expiration_time": 1763378640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 3,
            "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": [
        [
            659265.4481611223,
            371138.542668711,
            288126.9054924115,
            8759118.912889326,
            5905779.875379562,
            2853339.037509769
        ],
        [
            659.265448,
            371.138543,
            288.126905,
            8759.118913,
            5905.779875,
            2853.339038
        ],
        [
            0.391837,
            0.220588,
            0.171249,
            0.266866,
            0.243703,
            0.201422
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78893,
            -94493,
            -47313,
            -2938059,
            -987124,
            -2405299
        ],
        [
            2.096663,
            2.128877,
            2.057781,
            1.898009,
            2.294972,
            1.549418
        ],
        [
            209,
            105,
            104,
            209,
            105,
            104
        ],
        [
            81,
            37,
            44,
            81,
            37,
            44
        ],
        [
            128,
            68,
            60,
            128,
            68,
            60
        ],
        [
            38.755981,
            35.238095,
            42.307692,
            38.755981,
            35.238095,
            42.307692
        ],
        [
            3.313246,
            3.912532,
            2.806065,
            2.999323,
            4.217786,
            2.112843
        ],
        [
            116763,
            116763,
            52634,
            1778438,
            1778438,
            1479612
        ],
        [
            -18222,
            -18222,
            -12509,
            -1194068,
            -705250,
            -1194068
        ],
        [
            15,
            14,
            17,
            15,
            14,
            17
        ],
        [
            29,
            27,
            31,
            29,
            27,
            31
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            3323,
            1487,
            1836,
            3323,
            1487,
            1836
        ],
        [
            11.355707,
            12.855707,
            0,
            11.355707,
            12.855707,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406723,
            241889,
            298665,
            354470,
            275541,
            280017
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3365,
    "evaluation_days": 1682.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615032000000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759048333102,
    "expiration_time": 1763378640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 3,
            "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)