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Trade: CAKE/USDT/120/MIDPRICE/HMA/3012

Strategy
CAKE/USDT/120/MIDPRICE/HMA/3012
Pair
CAKE_USDT
Interval
2h
Score
372434
Daily Profit
0.238930
Profit Factor
1.318134
Profitability
49.883450
Streak
0.000000
Best Strategy
Training Data Length
1678.080000
Evaluation Time
2025-09-26 16:23
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 400943.4497 242194.3335 158749.1162 481957.6396 798607.9001 -316650.2605
Total P&L (%) 400.9435 242.1943 158.7491 481.9576 798.6079 -316.6503
Avg Daily Profit (%) 0.2389 0.1443 0.0946 0.105 0.1309 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111184 -93701 -82991 -1546268 -1038852 -1419450
Profit Factor 1.3181 1.3852 1.2514 1.062 1.2112 0.9208
Total Trades 429 215 214 429 215 214
Winning Trades 214 99 115 214 99 115
Losing Trades 215 116 99 215 116 99
Profitability (%) 49.8835 46.0465 53.7383 49.8835 46.0465 53.7383
Ratio Avg Win / Avg Loss 1.3243 1.623 1.0773 1.0669 1.4192 0.7927
Largest Winning Trade 81433 81433 36477 442251 442251 306463
Largest Losing Trade -30541 -30541 -30434 -466025 -466025 -430829
Avg Bars in Trades 46 42 50 46 42 50
Avg Bars in Winners 52 47 56 52 47 56
Avg Bars in Losers 40 37 43 40 37 43
Bars Traded 19977 9117 10860 19977 9117 10860
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 372434 13638 -65834 -202958 -19242 -579728

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": 1614542400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758893016589,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 107,
            "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": [
        [
            400943.4496906582,
            242194.3335060862,
            158749.1161845717,
            481957.6395943285,
            798607.9001249088,
            -316650.2605305797
        ],
        [
            400.94345,
            242.194334,
            158.749116,
            481.95764,
            798.6079,
            -316.650261
        ],
        [
            0.23893,
            0.144328,
            0.094602,
            0.10501,
            0.13093,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111184,
            -93701,
            -82991,
            -1546268,
            -1038852,
            -1419450
        ],
        [
            1.318134,
            1.385173,
            1.251383,
            1.061968,
            1.211178,
            0.920756
        ],
        [
            429,
            215,
            214,
            429,
            215,
            214
        ],
        [
            214,
            99,
            115,
            214,
            99,
            115
        ],
        [
            215,
            116,
            99,
            215,
            116,
            99
        ],
        [
            49.88345,
            46.046512,
            53.738318,
            49.88345,
            46.046512,
            53.738318
        ],
        [
            1.324294,
            1.623031,
            1.077277,
            1.06693,
            1.419158,
            0.792651
        ],
        [
            81433,
            81433,
            36477,
            442251,
            442251,
            306463
        ],
        [
            -30541,
            -30541,
            -30434,
            -466025,
            -466025,
            -430829
        ],
        [
            46,
            42,
            50,
            46,
            42,
            50
        ],
        [
            52,
            47,
            56,
            52,
            47,
            56
        ],
        [
            40,
            37,
            43,
            40,
            37,
            43
        ],
        [
            19977,
            9117,
            10860,
            19977,
            9117,
            10860
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            372434,
            13638,
            -65834,
            -202958,
            -19242,
            -579728
        ]
    ]
}
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": 1614542400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758893016589,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 107,
            "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)