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Trade: CAKE/USDT/120/EMA/HILO/3060

Strategy
CAKE/USDT/120/EMA/HILO/3060
Pair
CAKE_USDT
Interval
2h
Score
442962
Daily Profit
0.325232
Profit Factor
1.675597
Profitability
44.908616
Streak
0.000000
Best Strategy
Training Data Length
1682.170000
Evaluation Time
2025-09-28 21:34
Expiration Time
2025-11-28 07:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 547095.722 305168.5111 241927.2109 3222625.4429 2523452.2137 699173.2291
Total P&L (%) 547.0957 305.1685 241.9272 3222.6254 2523.4522 699.1732
Avg Daily Profit (%) 0.3252 0.1814 0.1438 0.2085 0.1944 0.1236
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78838 -94210 -59993 -3045675 -912872 -2326221
Profit Factor 1.6756 1.7793 1.5785 1.3256 1.5938 1.1238
Total Trades 383 192 191 383 192 191
Winning Trades 172 79 93 172 79 93
Losing Trades 211 113 98 211 113 98
Profitability (%) 44.9086 41.1458 48.6911 44.9086 41.1458 48.6911
Ratio Avg Win / Avg Loss 2.0555 2.5451 1.6633 1.6261 2.2797 1.1842
Largest Winning Trade 113260 113260 51367 1332829 1332829 793545
Largest Losing Trade -17692 -17692 -14488 -486214 -486214 -445418
Avg Bars in Trades 52 42 62 52 42 62
Avg Bars in Winners 80 69 90 80 69 90
Avg Bars in Losers 28 22 34 28 22 34
Bars Traded 19925 8064 11861 19925 8064 11861
Profit Streak 0 0 10.8575 0 0 10.8575
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 442962 282351 87440 341410 287520 -111343
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20186,
    "evaluation_days": 1682.17,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614636000000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759084484783,
    "expiration_time": 1764307411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            547095.7219908173,
            305168.5111322968,
            241927.2108585195,
            3222625.4428590457,
            2523452.21372258,
            699173.2291364651
        ],
        [
            547.095722,
            305.168511,
            241.927211,
            3222.625443,
            2523.452214,
            699.173229
        ],
        [
            0.325232,
            0.181414,
            0.143819,
            0.20848,
            0.194407,
            0.123632
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78838,
            -94210,
            -59993,
            -3045675,
            -912872,
            -2326221
        ],
        [
            1.675597,
            1.779335,
            1.578468,
            1.325563,
            1.593773,
            1.123774
        ],
        [
            383,
            192,
            191,
            383,
            192,
            191
        ],
        [
            172,
            79,
            93,
            172,
            79,
            93
        ],
        [
            211,
            113,
            98,
            211,
            113,
            98
        ],
        [
            44.908616,
            41.145833,
            48.691099,
            44.908616,
            41.145833,
            48.691099
        ],
        [
            2.055529,
            2.545125,
            1.663332,
            1.626126,
            2.279701,
            1.184192
        ],
        [
            113260,
            113260,
            51367,
            1332829,
            1332829,
            793545
        ],
        [
            -17692,
            -17692,
            -14488,
            -486214,
            -486214,
            -445418
        ],
        [
            52,
            42,
            62,
            52,
            42,
            62
        ],
        [
            80,
            69,
            90,
            80,
            69,
            90
        ],
        [
            28,
            22,
            34,
            28,
            22,
            34
        ],
        [
            19925,
            8064,
            11861,
            19925,
            8064,
            11861
        ],
        [
            0,
            0,
            10.857463,
            0,
            0,
            10.857463
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            442962,
            282351,
            87440,
            341410,
            287520,
            -111343
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20186,
    "evaluation_days": 1682.17,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614636000000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759084484783,
    "expiration_time": 1764307411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)