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Trade: CAKE/USDT/120/HMA/SUPERTREND/1132

Strategy
CAKE/USDT/120/HMA/SUPERTREND/1132
Pair
CAKE_USDT
Interval
2h
Score
351890
Daily Profit
0.227681
Profit Factor
1.235801
Profitability
39.948784
Streak
9.421565
Best Strategy
Training Data Length
1678.080000
Evaluation Time
2025-09-27 11:07
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 382067.043 239600.5844 142466.4586 325809.727 361132.8894 -35323.1625
Total P&L (%) 382.067 239.6006 142.4665 325.8097 361.1329 -35.3232
Avg Daily Profit (%) 0.2277 0.1428 0.0849 0.0864 0.0911 -0.026
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -189468 -171545 -100294 -638035 -220700 -496766
Profit Factor 1.2358 1.2951 1.1762 1.1172 1.2606 0.9747
Total Trades 781 391 390 781 391 390
Winning Trades 312 155 157 312 155 157
Losing Trades 469 236 233 469 236 233
Profitability (%) 39.9488 39.6419 40.2564 39.9488 39.6419 40.2564
Ratio Avg Win / Avg Loss 1.8577 1.9719 1.7456 1.6794 1.9194 1.4465
Largest Winning Trade 83991 83991 39312 293900 293900 190715
Largest Losing Trade -33437 -26387 -33437 -98032 -98032 -76346
Avg Bars in Trades 25 26 24 25 26 24
Avg Bars in Winners 38 39 37 38 39 37
Avg Bars in Losers 16 18 15 16 18 15
Bars Traded 19894 10392 9502 19894 10392 9502
Profit Streak 9.4216 9.5049 0 9.4216 9.5049 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 351890 -2860 -107184 -167011 -71942 -581139
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": 1615240800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758960423262,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 31,
            "offset": 0,
            "multiplier": 1.40909
        }
    }
}
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": [
        [
            382067.0430034522,
            239600.5844028181,
            142466.4586006344,
            325809.7269562029,
            361132.8894100664,
            -35323.1624538633
        ],
        [
            382.067043,
            239.600584,
            142.466459,
            325.809727,
            361.132889,
            -35.323162
        ],
        [
            0.227681,
            0.142783,
            0.084898,
            0.086375,
            0.091129,
            -0.025965
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -189468,
            -171545,
            -100294,
            -638035,
            -220700,
            -496766
        ],
        [
            1.235801,
            1.295094,
            1.176244,
            1.117209,
            1.26063,
            0.974663
        ],
        [
            781,
            391,
            390,
            781,
            391,
            390
        ],
        [
            312,
            155,
            157,
            312,
            155,
            157
        ],
        [
            469,
            236,
            233,
            469,
            236,
            233
        ],
        [
            39.948784,
            39.641944,
            40.25641,
            39.948784,
            39.641944,
            40.25641
        ],
        [
            1.857662,
            1.971885,
            1.745635,
            1.679394,
            1.919411,
            1.446474
        ],
        [
            83991,
            83991,
            39312,
            293900,
            293900,
            190715
        ],
        [
            -33437,
            -26387,
            -33437,
            -98032,
            -98032,
            -76346
        ],
        [
            25,
            26,
            24,
            25,
            26,
            24
        ],
        [
            38,
            39,
            37,
            38,
            39,
            37
        ],
        [
            16,
            18,
            15,
            16,
            18,
            15
        ],
        [
            19894,
            10392,
            9502,
            19894,
            10392,
            9502
        ],
        [
            9.421565,
            9.504899,
            0,
            9.421565,
            9.504899,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351890,
            -2860,
            -107184,
            -167011,
            -71942,
            -581139
        ]
    ]
}
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": 1615240800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758960423262,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 31,
            "offset": 0,
            "multiplier": 1.40909
        }
    }
}

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)