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Trade: CAKE/USDT/120/PWMA/JMA/1362

Strategy
CAKE/USDT/120/PWMA/JMA/1362
Pair
CAKE_USDT
Interval
2h
Score
400430
Daily Profit
0.296578
Profit Factor
1.362721
Profitability
42.630745
Streak
9.119512
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 497681.307 289997.1417 207684.1653 1527032.3918 1314572.6551 212459.7367
Total P&L (%) 497.6813 289.9971 207.6842 1527.0324 1314.5727 212.4597
Avg Daily Profit (%) 0.2966 0.1728 0.1238 0.1664 0.158 0.0679
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86978 -130294 -68571 -1003428 -273093 -880059
Profit Factor 1.3627 1.4346 1.2947 1.2693 1.5241 1.0672
Total Trades 631 316 315 631 316 315
Winning Trades 269 130 139 269 130 139
Losing Trades 362 186 176 362 186 176
Profitability (%) 42.6307 41.1392 44.127 42.6307 41.1392 44.127
Ratio Avg Win / Avg Loss 1.8338 2.0525 1.6393 1.7081 2.1806 1.3513
Largest Winning Trade 72322 72322 46563 661554 661554 396713
Largest Losing Trade -24198 -14764 -24198 -291299 -155362 -291299
Avg Bars in Trades 31 29 33 31 29 33
Avg Bars in Winners 47 44 49 47 44 49
Avg Bars in Losers 20 19 20 20 19 20
Bars Traded 20040 9458 10582 20040 9458 10582
Profit Streak 9.1195 38.5362 0 9.1195 38.5362 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 400430 315568 -27818 354812 345710 -250058

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": 1614088800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758883925868,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 48,
            "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": [
        [
            497681.3070276773,
            289997.1417178994,
            207684.1653097781,
            1527032.3917976958,
            1314572.655094832,
            212459.7367028642
        ],
        [
            497.681307,
            289.997142,
            207.684165,
            1527.032392,
            1314.572655,
            212.459737
        ],
        [
            0.296578,
            0.172815,
            0.123763,
            0.166361,
            0.158008,
            0.067916
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86978,
            -130294,
            -68571,
            -1003428,
            -273093,
            -880059
        ],
        [
            1.362721,
            1.434574,
            1.294686,
            1.269311,
            1.524108,
            1.067193
        ],
        [
            631,
            316,
            315,
            631,
            316,
            315
        ],
        [
            269,
            130,
            139,
            269,
            130,
            139
        ],
        [
            362,
            186,
            176,
            362,
            186,
            176
        ],
        [
            42.630745,
            41.139241,
            44.126984,
            42.630745,
            41.139241,
            44.126984
        ],
        [
            1.833848,
            2.052545,
            1.639315,
            1.708144,
            2.180647,
            1.351266
        ],
        [
            72322,
            72322,
            46563,
            661554,
            661554,
            396713
        ],
        [
            -24198,
            -14764,
            -24198,
            -291299,
            -155362,
            -291299
        ],
        [
            31,
            29,
            33,
            31,
            29,
            33
        ],
        [
            47,
            44,
            49,
            47,
            44,
            49
        ],
        [
            20,
            19,
            20,
            20,
            19,
            20
        ],
        [
            20040,
            9458,
            10582,
            20040,
            9458,
            10582
        ],
        [
            9.119512,
            38.536179,
            0,
            9.119512,
            38.536179,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400430,
            315568,
            -27818,
            354812,
            345710,
            -250058
        ]
    ]
}
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": 1614088800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758883925868,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 48,
            "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)