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Trade: CAKE/USDT/120/MIDPRICE/HILO/7037

Strategy
CAKE/USDT/120/MIDPRICE/HILO/7037
Pair
CAKE_USDT
Interval
2h
Score
515073
Daily Profit
0.359963
Profit Factor
1.556710
Profitability
49.344978
Streak
0.000000
Best Strategy
Training Data Length
1688.420000
Evaluation Time
2025-10-05 02:20
Expiration Time
2025-12-04 18:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 607769.0854 370560.9572 237208.1281 4641418.9237 7372607.3535 -2731188.4298
Total P&L (%) 607.7691 370.561 237.2081 4641.4189 7372.6074 -2731.1884
Avg Daily Profit (%) 0.36 0.2195 0.1405 0.2288 0.2558 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116046 -70224 -100607 -13769620 -3860792 -11958791
Profit Factor 1.5567 1.7119 1.4153 1.1254 1.4377 0.8645
Total Trades 458 229 229 458 229 229
Winning Trades 226 112 114 226 112 114
Losing Trades 232 117 115 232 117 115
Profitability (%) 49.345 48.9083 49.7817 49.345 48.9083 49.7817
Ratio Avg Win / Avg Loss 1.598 1.7883 1.4277 1.1553 1.5019 0.8721
Largest Winning Trade 73329 73329 48760 4152946 4152946 3330023
Largest Losing Trade -38019 -22182 -38019 -2908466 -1881089 -2908466
Avg Bars in Trades 43 35 52 43 35 52
Avg Bars in Winners 53 38 68 53 38 68
Avg Bars in Losers 34 32 36 34 32 36
Bars Traded 20088 8076 12012 20088 8076 12012
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 515073 405001 -4138 -72118 387701 -580220
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20261,
    "evaluation_days": 1688.42,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614506400000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759620026873,
    "expiration_time": 1764866851200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 111,
            "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": [
        [
            607769.0853791998,
            370560.9572496532,
            237208.1281295469,
            4641418.9237399995,
            7372607.353540949,
            -2731188.42980095
        ],
        [
            607.769085,
            370.560957,
            237.208128,
            4641.418924,
            7372.607354,
            -2731.18843
        ],
        [
            0.359963,
            0.219472,
            0.140491,
            0.228814,
            0.255822,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116046,
            -70224,
            -100607,
            -13769620,
            -3860792,
            -11958791
        ],
        [
            1.55671,
            1.711886,
            1.415294,
            1.125442,
            1.437673,
            0.864495
        ],
        [
            458,
            229,
            229,
            458,
            229,
            229
        ],
        [
            226,
            112,
            114,
            226,
            112,
            114
        ],
        [
            232,
            117,
            115,
            232,
            117,
            115
        ],
        [
            49.344978,
            48.908297,
            49.781659,
            49.344978,
            48.908297,
            49.781659
        ],
        [
            1.598039,
            1.788309,
            1.427709,
            1.155321,
            1.501855,
            0.872078
        ],
        [
            73329,
            73329,
            48760,
            4152946,
            4152946,
            3330023
        ],
        [
            -38019,
            -22182,
            -38019,
            -2908466,
            -1881089,
            -2908466
        ],
        [
            43,
            35,
            52,
            43,
            35,
            52
        ],
        [
            53,
            38,
            68,
            53,
            38,
            68
        ],
        [
            34,
            32,
            36,
            34,
            32,
            36
        ],
        [
            20088,
            8076,
            12012,
            20088,
            8076,
            12012
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            515073,
            405001,
            -4138,
            -72118,
            387701,
            -580220
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20261,
    "evaluation_days": 1688.42,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614506400000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759620026873,
    "expiration_time": 1764866851200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 111,
            "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)