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Trade: CAKE/USDT/120/SINWMA/HMA/5770

Strategy
CAKE/USDT/120/SINWMA/HMA/5770
Pair
CAKE_USDT
Interval
2h
Score
331883
Daily Profit
0.244264
Profit Factor
1.595516
Profitability
41.875000
Streak
30.011874
Best Strategy
Training Data Length
1678.080000
Evaluation Time
2025-09-26 09:17
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 409895.2471 251316.4409 158578.8062 656259.0555 572365.2367 83893.8188
Total P&L (%) 409.8952 251.3164 158.5788 656.2591 572.3652 83.8938
Avg Daily Profit (%) 0.2443 0.1498 0.0945 0.1206 0.1136 0.0363
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88002 -82598 -61616 -1110209 -351148 -776519
Profit Factor 1.5955 1.7655 1.4405 1.2233 1.4333 1.0519
Total Trades 160 80 80 160 80 80
Winning Trades 67 30 37 67 30 37
Losing Trades 93 50 43 93 50 43
Profitability (%) 41.875 37.5 46.25 41.875 37.5 46.25
Ratio Avg Win / Avg Loss 2.2147 2.9426 1.6741 1.6981 2.3889 1.2224
Largest Winning Trade 88970 88970 55094 376010 376010 255948
Largest Losing Trade -26790 -17488 -26790 -242625 -158912 -242625
Avg Bars in Trades 123 113 133 123 113 133
Avg Bars in Winners 194 191 196 194 191 196
Avg Bars in Losers 72 67 79 72 67 79
Bars Traded 19789 9094 10695 19789 9094 10695
Profit Streak 30.0119 0 48.0952 30.0119 0 48.0952
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331883 -14092 -84680 -32591 -63199 -327796

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": 1614902400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758867425912,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 148,
            "offset": 7
        }
    }
}
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": [
        [
            409895.2470598886,
            251316.4409012207,
            158578.8061586677,
            656259.0555252008,
            572365.236723504,
            83893.8188016971
        ],
        [
            409.895247,
            251.316441,
            158.578806,
            656.259056,
            572.365237,
            83.893819
        ],
        [
            0.244264,
            0.149764,
            0.0945,
            0.12064,
            0.113625,
            0.036309
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88002,
            -82598,
            -61616,
            -1110209,
            -351148,
            -776519
        ],
        [
            1.595516,
            1.765538,
            1.440478,
            1.223344,
            1.433338,
            1.051866
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            67,
            30,
            37,
            67,
            30,
            37
        ],
        [
            93,
            50,
            43,
            93,
            50,
            43
        ],
        [
            41.875,
            37.5,
            46.25,
            41.875,
            37.5,
            46.25
        ],
        [
            2.214672,
            2.942564,
            1.674069,
            1.698075,
            2.388897,
            1.222439
        ],
        [
            88970,
            88970,
            55094,
            376010,
            376010,
            255948
        ],
        [
            -26790,
            -17488,
            -26790,
            -242625,
            -158912,
            -242625
        ],
        [
            123,
            113,
            133,
            123,
            113,
            133
        ],
        [
            194,
            191,
            196,
            194,
            191,
            196
        ],
        [
            72,
            67,
            79,
            72,
            67,
            79
        ],
        [
            19789,
            9094,
            10695,
            19789,
            9094,
            10695
        ],
        [
            30.011874,
            0,
            48.095207,
            30.011874,
            0,
            48.095207
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331883,
            -14092,
            -84680,
            -32591,
            -63199,
            -327796
        ]
    ]
}
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": 1614902400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758867425912,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 148,
            "offset": 7
        }
    }
}

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)