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Trade: CAKE/USDT/720/ZLMA/FWMA/7889

Strategy
CAKE/USDT/720/ZLMA/FWMA/7889
Pair
CAKE_USDT
Interval
12h
Score
312899
Daily Profit
0.163101
Profit Factor
1.211010
Profitability
43.307087
Streak
16.836644
Best Strategy
Training Data Length
1688.500000
Evaluation Time
2025-10-04 11:04
Expiration Time
2025-11-23 17:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 275396.3171 180484.6097 94911.7074 59972.1487 144902.7167 -84930.568
Total P&L (%) 275.3963 180.4846 94.9117 59.9721 144.9027 -84.9306
Avg Daily Profit (%) 0.1631 0.1069 0.0562 0.0278 0.0531 -0.112
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -201014 -203269 -115790 -206954 -181485 -114092
Profit Factor 1.211 1.2768 1.1453 1.0537 1.2731 0.8553
Total Trades 381 190 191 381 190 191
Winning Trades 165 78 87 165 78 87
Losing Trades 216 112 104 216 112 104
Profitability (%) 43.3071 41.0526 45.5497 43.3071 41.0526 45.5497
Ratio Avg Win / Avg Loss 1.5853 1.8334 1.3691 1.3793 1.828 1.0224
Largest Winning Trade 72201 72201 34436 82593 82593 38980
Largest Losing Trade -33741 -33741 -32177 -70885 -70885 -59811
Avg Bars in Trades 8 9 7 8 9 7
Avg Bars in Winners 11 12 11 11 12 11
Avg Bars in Losers 6 7 5 6 7 5
Bars Traded 3324 1804 1520 3324 1804 1520
Profit Streak 16.8366 32.8366 16.8366 16.8366 32.8366 16.8366
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312899 -50998 -178989 -317127 -122794 -579547
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3377,
    "evaluation_days": 1688.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614556800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759565086067,
    "expiration_time": 1763912592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 21,
            "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": [
        [
            275396.3170688615,
            180484.6097182293,
            94911.7073506324,
            59972.1486937708,
            144902.7167249742,
            -84930.5680312034
        ],
        [
            275.396317,
            180.48461,
            94.911707,
            59.972149,
            144.902717,
            -84.930568
        ],
        [
            0.163101,
            0.106891,
            0.056211,
            0.027829,
            0.053061,
            -0.112019
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -201014,
            -203269,
            -115790,
            -206954,
            -181485,
            -114092
        ],
        [
            1.21101,
            1.276844,
            1.145302,
            1.053668,
            1.273073,
            0.855274
        ],
        [
            381,
            190,
            191,
            381,
            190,
            191
        ],
        [
            165,
            78,
            87,
            165,
            78,
            87
        ],
        [
            216,
            112,
            104,
            216,
            112,
            104
        ],
        [
            43.307087,
            41.052632,
            45.549738,
            43.307087,
            41.052632,
            45.549738
        ],
        [
            1.585322,
            1.833417,
            1.369097,
            1.379347,
            1.828002,
            1.022396
        ],
        [
            72201,
            72201,
            34436,
            82593,
            82593,
            38980
        ],
        [
            -33741,
            -33741,
            -32177,
            -70885,
            -70885,
            -59811
        ],
        [
            8,
            9,
            7,
            8,
            9,
            7
        ],
        [
            11,
            12,
            11,
            11,
            12,
            11
        ],
        [
            6,
            7,
            5,
            6,
            7,
            5
        ],
        [
            3324,
            1804,
            1520,
            3324,
            1804,
            1520
        ],
        [
            16.836644,
            32.836644,
            16.836644,
            16.836644,
            32.836644,
            16.836644
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312899,
            -50998,
            -178989,
            -317127,
            -122794,
            -579547
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3377,
    "evaluation_days": 1688.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614556800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759565086067,
    "expiration_time": 1763912592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 21,
            "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)