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Trade: CAKE/USDT/120/EMA/ZLMA/7916

Strategy
CAKE/USDT/120/EMA/ZLMA/7916
Pair
CAKE_USDT
Interval
2h
Score
306648
Daily Profit
0.278183
Profit Factor
1.922148
Profitability
37.795276
Streak
38.806579
Best Strategy
Training Data Length
1686.500000
Evaluation Time
2025-10-03 04:21
Expiration Time
2025-12-02 19:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 469155.2951 277150.1324 192005.1627 1220339.8886 763688.6299 456651.2587
Total P&L (%) 469.1553 277.1501 192.0052 1220.3399 763.6886 456.6513
Avg Daily Profit (%) 0.2782 0.1643 0.1138 0.1531 0.1279 0.1018
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64756 -88022 -49259 -1195356 -558348 -897459
Profit Factor 1.9221 1.9255 1.9173 1.3393 1.4146 1.2603
Total Trades 127 64 63 127 64 63
Winning Trades 48 20 28 48 20 28
Losing Trades 79 44 35 79 44 35
Profitability (%) 37.7953 31.25 44.4444 37.7953 31.25 44.4444
Ratio Avg Win / Avg Loss 3.1635 4.2362 2.3966 2.2043 3.1121 1.5753
Largest Winning Trade 148066 148066 55597 806133 806133 349597
Largest Losing Trade -19258 -19258 -14955 -413365 -413365 -294911
Avg Bars in Trades 156 134 179 156 134 179
Avg Bars in Winners 289 274 300 289 274 300
Avg Bars in Losers 76 70 83 76 70 83
Bars Traded 19923 8584 11339 19923 8584 11339
Profit Streak 38.8066 38.8066 55.3899 38.8066 38.8066 55.3899
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306648 -135230 -185504 203434 -166133 -204194
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20238,
    "evaluation_days": 1686.5,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614945600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759454488437,
    "expiration_time": 1764695289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 104,
            "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": [
        [
            469155.295102181,
            277150.1324450783,
            192005.1626571026,
            1220339.8885657997,
            763688.6299109656,
            456651.2586548331
        ],
        [
            469.155295,
            277.150132,
            192.005163,
            1220.339889,
            763.68863,
            456.651259
        ],
        [
            0.278183,
            0.164334,
            0.113848,
            0.153125,
            0.127923,
            0.101847
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64756,
            -88022,
            -49259,
            -1195356,
            -558348,
            -897459
        ],
        [
            1.922148,
            1.925539,
            1.917297,
            1.339298,
            1.414578,
            1.260263
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            48,
            20,
            28,
            48,
            20,
            28
        ],
        [
            79,
            44,
            35,
            79,
            44,
            35
        ],
        [
            37.795276,
            31.25,
            44.444444,
            37.795276,
            31.25,
            44.444444
        ],
        [
            3.163535,
            4.236186,
            2.396621,
            2.204262,
            3.112073,
            1.575329
        ],
        [
            148066,
            148066,
            55597,
            806133,
            806133,
            349597
        ],
        [
            -19258,
            -19258,
            -14955,
            -413365,
            -413365,
            -294911
        ],
        [
            156,
            134,
            179,
            156,
            134,
            179
        ],
        [
            289,
            274,
            300,
            289,
            274,
            300
        ],
        [
            76,
            70,
            83,
            76,
            70,
            83
        ],
        [
            19923,
            8584,
            11339,
            19923,
            8584,
            11339
        ],
        [
            38.806579,
            38.806579,
            55.389912,
            38.806579,
            38.806579,
            55.389912
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306648,
            -135230,
            -185504,
            203434,
            -166133,
            -204194
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20238,
    "evaluation_days": 1686.5,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614945600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759454488437,
    "expiration_time": 1764695289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 104,
            "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)