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Trade: CAKE/USDT/120/MIDPRICE/ZLMA/3099

Strategy
CAKE/USDT/120/MIDPRICE/ZLMA/3099
Pair
CAKE_USDT
Interval
2h
Score
422650
Daily Profit
0.292218
Profit Factor
1.710513
Profitability
48.101266
Streak
0.000000
Best Strategy
Training Data Length
1678.080000
Evaluation Time
2025-09-26 13:52
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 490365.0272 305776.8057 184588.2216 1035843.5312 1421029.823 -385186.2918
Total P&L (%) 490.365 305.7768 184.5882 1035.8435 1421.0298 -385.1863
Avg Daily Profit (%) 0.2922 0.1822 0.11 0.1449 0.1623 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149840 -98247 -78100 -4960854 -3031209 -1984483
Profit Factor 1.7105 1.8355 1.5694 1.0921 1.2381 0.9271
Total Trades 158 79 79 158 79 79
Winning Trades 76 35 41 76 35 41
Losing Trades 82 44 38 82 44 38
Profitability (%) 48.1013 44.3038 51.8987 48.1013 44.3038 51.8987
Ratio Avg Win / Avg Loss 1.8456 2.3074 1.4546 1.1783 1.5564 0.8592
Largest Winning Trade 171501 171501 51699 2171662 2171662 737367
Largest Losing Trade -29928 -29928 -23515 -1811397 -1811397 -874511
Avg Bars in Trades 125 105 145 125 105 145
Avg Bars in Winners 177 142 207 177 142 207
Avg Bars in Losers 77 75 79 77 75 79
Bars Traded 19817 8297 11520 19817 8297 11520
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 422650 -18221 -71121 -118336 -20640 -607489

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": 1615125600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758883923149,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 117,
            "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": [
        [
            490365.0272240249,
            305776.8056520441,
            184588.2215719813,
            1035843.5312108789,
            1421029.8230152945,
            -385186.291804416
        ],
        [
            490.365027,
            305.776806,
            184.588222,
            1035.843531,
            1421.029823,
            -385.186292
        ],
        [
            0.292218,
            0.182218,
            0.11,
            0.144911,
            0.162339,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149840,
            -98247,
            -78100,
            -4960854,
            -3031209,
            -1984483
        ],
        [
            1.710513,
            1.835465,
            1.569436,
            1.092069,
            1.238077,
            0.927076
        ],
        [
            158,
            79,
            79,
            158,
            79,
            79
        ],
        [
            76,
            35,
            41,
            76,
            35,
            41
        ],
        [
            82,
            44,
            38,
            82,
            44,
            38
        ],
        [
            48.101266,
            44.303797,
            51.898734,
            48.101266,
            44.303797,
            51.898734
        ],
        [
            1.845554,
            2.307441,
            1.454599,
            1.178284,
            1.556439,
            0.859241
        ],
        [
            171501,
            171501,
            51699,
            2171662,
            2171662,
            737367
        ],
        [
            -29928,
            -29928,
            -23515,
            -1811397,
            -1811397,
            -874511
        ],
        [
            125,
            105,
            145,
            125,
            105,
            145
        ],
        [
            177,
            142,
            207,
            177,
            142,
            207
        ],
        [
            77,
            75,
            79,
            77,
            75,
            79
        ],
        [
            19817,
            8297,
            11520,
            19817,
            8297,
            11520
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            422650,
            -18221,
            -71121,
            -118336,
            -20640,
            -607489
        ]
    ]
}
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": 1615125600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758883923149,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 117,
            "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)