← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: CAKE/USDT/120/SINWMA/JMA/6590

Strategy
CAKE/USDT/120/SINWMA/JMA/6590
Pair
CAKE_USDT
Interval
2h
Score
344738
Daily Profit
0.276622
Profit Factor
1.754257
Profitability
42.675159
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 464193.4912 264266.664 199926.8272 1380245.6115 1487562.7093 -107317.0978
Total P&L (%) 464.1935 264.2667 199.9268 1380.2456 1487.5627 -107.3171
Avg Daily Profit (%) 0.2766 0.1575 0.1191 0.1607 0.1649 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114331 -65450 -78642 -3586941 -964543 -2622398
Profit Factor 1.7543 1.8452 1.6603 1.1563 1.3999 0.979
Total Trades 157 79 78 157 79 78
Winning Trades 67 32 35 67 32 35
Losing Trades 90 47 43 90 47 43
Profitability (%) 42.6752 40.5063 44.8718 42.6752 40.5063 44.8718
Ratio Avg Win / Avg Loss 2.3565 2.7101 2.0398 1.5532 2.0561 1.2028
Largest Winning Trade 113681 113681 52699 881445 881445 698729
Largest Losing Trade -27628 -17960 -27628 -681482 -432455 -681482
Avg Bars in Trades 126 111 142 126 111 142
Avg Bars in Winners 204 167 237 204 167 237
Avg Bars in Losers 69 73 64 69 73 64
Bars Traded 19904 8817 11087 19904 8817 11087
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 344738 -19890 -67260 -41802 -21107 -615563

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": 1614614400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758883921802,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 126,
            "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": [
        [
            464193.4911768663,
            264266.6640169899,
            199926.827159876,
            1380245.6115265205,
            1487562.7092800029,
            -107317.0977534813
        ],
        [
            464.193491,
            264.266664,
            199.926827,
            1380.245612,
            1487.562709,
            -107.317098
        ],
        [
            0.276622,
            0.157482,
            0.11914,
            0.160717,
            0.164895,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114331,
            -65450,
            -78642,
            -3586941,
            -964543,
            -2622398
        ],
        [
            1.754257,
            1.845199,
            1.66034,
            1.156307,
            1.399887,
            0.979
        ],
        [
            157,
            79,
            78,
            157,
            79,
            78
        ],
        [
            67,
            32,
            35,
            67,
            32,
            35
        ],
        [
            90,
            47,
            43,
            90,
            47,
            43
        ],
        [
            42.675159,
            40.506329,
            44.871795,
            42.675159,
            40.506329,
            44.871795
        ],
        [
            2.356465,
            2.710136,
            2.039847,
            1.553249,
            2.056084,
            1.202772
        ],
        [
            113681,
            113681,
            52699,
            881445,
            881445,
            698729
        ],
        [
            -27628,
            -17960,
            -27628,
            -681482,
            -432455,
            -681482
        ],
        [
            126,
            111,
            142,
            126,
            111,
            142
        ],
        [
            204,
            167,
            237,
            204,
            167,
            237
        ],
        [
            69,
            73,
            64,
            69,
            73,
            64
        ],
        [
            19904,
            8817,
            11087,
            19904,
            8817,
            11087
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344738,
            -19890,
            -67260,
            -41802,
            -21107,
            -615563
        ]
    ]
}
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": 1614614400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758883921802,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 126,
            "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)