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Trade: CAKE/USDT/120/DCM/LINREG/6834

Strategy
CAKE/USDT/120/DCM/LINREG/6834
Pair
CAKE_USDT
Interval
2h
Score
494683
Daily Profit
0.265883
Profit Factor
2.308157
Profitability
50.526316
Streak
102.682207
Best Strategy
Training Data Length
1678.080000
Evaluation Time
2025-09-26 11:22
Expiration Time
2025-11-24 01:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 728842.2627 446172.2913 282669.9713 9236059.223 7532112.4825 1703946.7405
Total P&L (%) 728.8423 446.1723 282.67 9236.0592 7532.1125 1703.9467
Avg Daily Profit (%) 0.4343 0.2659 0.1684 0.2707 0.2587 0.1725
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84997 -87757 -43202 -10690372 -5856532 -5207114
Profit Factor 2.1151 2.3082 1.9045 1.3679 1.541 1.1523
Total Trades 190 95 95 190 95 95
Winning Trades 87 48 39 87 48 39
Losing Trades 103 47 56 103 47 56
Profitability (%) 45.7895 50.5263 41.0526 45.7895 50.5263 41.0526
Ratio Avg Win / Avg Loss 2.5041 2.2601 2.7347 1.6194 1.5089 1.6546
Largest Winning Trade 194975 194975 56700 6590814 6590814 2527942
Largest Losing Trade -20491 -20491 -18828 -3740404 -3740404 -2122795
Avg Bars in Trades 104 89 119 104 89 119
Avg Bars in Winners 148 113 192 148 113 192
Avg Bars in Losers 66 63 69 66 63 69
Bars Traded 19828 8457 11371 19828 8457 11371
Profit Streak 0 102.6822 0 0 102.6822 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 483136 494683 258738 345927 445280 -47819

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20137,
    "evaluation_days": 1678.08,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614981600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758874942680,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 98,
            "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": [
        [
            728842.2626908288,
            446172.2913484274,
            282669.971342401,
            9236059.223005133,
            7532112.482542856,
            1703946.7404622782
        ],
        [
            728.842263,
            446.172291,
            282.669971,
            9236.059223,
            7532.112483,
            1703.94674
        ],
        [
            0.434331,
            0.265883,
            0.168448,
            0.270703,
            0.258662,
            0.172522
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84997,
            -87757,
            -43202,
            -10690372,
            -5856532,
            -5207114
        ],
        [
            2.115148,
            2.308157,
            1.904502,
            1.367851,
            1.540985,
            1.15234
        ],
        [
            190,
            95,
            95,
            190,
            95,
            95
        ],
        [
            87,
            48,
            39,
            87,
            48,
            39
        ],
        [
            103,
            47,
            56,
            103,
            47,
            56
        ],
        [
            45.789474,
            50.526316,
            41.052632,
            45.789474,
            50.526316,
            41.052632
        ],
        [
            2.50414,
            2.260071,
            2.73467,
            1.61941,
            1.508881,
            1.654642
        ],
        [
            194975,
            194975,
            56700,
            6590814,
            6590814,
            2527942
        ],
        [
            -20491,
            -20491,
            -18828,
            -3740404,
            -3740404,
            -2122795
        ],
        [
            104,
            89,
            119,
            104,
            89,
            119
        ],
        [
            148,
            113,
            192,
            148,
            113,
            192
        ],
        [
            66,
            63,
            69,
            66,
            63,
            69
        ],
        [
            19828,
            8457,
            11371,
            19828,
            8457,
            11371
        ],
        [
            0,
            102.682207,
            0,
            0,
            102.682207,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            483136,
            494683,
            258738,
            345927,
            445280,
            -47819
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20137,
    "evaluation_days": 1678.08,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614981600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758874942680,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 98,
            "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)