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Trade: CAKE/USDT/120/SSF/HMA/2228

Strategy
CAKE/USDT/120/SSF/HMA/2228
Pair
CAKE_USDT
Interval
2h
Score
412828
Daily Profit
0.314053
Profit Factor
2.000191
Profitability
43.065693
Streak
46.140000
Best Strategy
Training Data Length
1686.500000
Evaluation Time
2025-10-03 04:21
Expiration Time
2025-12-02 19:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 529650.9977 297186.4461 232464.5516 2897184.7793 2052679.1143 844505.6649
Total P&L (%) 529.651 297.1864 232.4646 2897.1848 2052.6791 844.5057
Avg Daily Profit (%) 0.3141 0.1762 0.1378 0.2018 0.1822 0.1332
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72487 -69366 -54486 -3145792 -1051391 -2305436
Profit Factor 2.0002 2.1149 1.884 1.3829 1.5906 1.2064
Total Trades 137 69 68 137 69 68
Winning Trades 59 29 30 59 29 30
Losing Trades 78 40 38 78 40 38
Profitability (%) 43.0657 42.029 44.1176 43.0657 42.029 44.1176
Ratio Avg Win / Avg Loss 2.6443 2.9171 2.3863 1.8282 2.1939 1.5282
Largest Winning Trade 101354 101354 51338 1190808 1190808 989204
Largest Losing Trade -27938 -14887 -27938 -767781 -436647 -767781
Avg Bars in Trades 144 134 154 144 134 154
Avg Bars in Winners 219 203 235 219 203 235
Avg Bars in Losers 87 84 90 87 84 90
Bars Traded 19788 9288 10500 19788 9288 10500
Profit Streak 46.14 46.14 54.39 46.14 46.14 54.39
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 412828 -93060 -116629 302731 -93644 -125304
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20238,
    "evaluation_days": 1686.5,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615111200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759454495983,
    "expiration_time": 1764695289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 233,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 183,
            "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": [
        [
            529650.9976758452,
            297186.4460793466,
            232464.5515964983,
            2897184.7792749917,
            2052679.1143320953,
            844505.6649428981
        ],
        [
            529.650998,
            297.186446,
            232.464552,
            2897.184779,
            2052.679114,
            844.505665
        ],
        [
            0.314053,
            0.176215,
            0.137838,
            0.20182,
            0.182158,
            0.133234
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72487,
            -69366,
            -54486,
            -3145792,
            -1051391,
            -2305436
        ],
        [
            2.000191,
            2.114865,
            1.883953,
            1.382904,
            1.590595,
            1.206443
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            78,
            40,
            38,
            78,
            40,
            38
        ],
        [
            43.065693,
            42.028986,
            44.117647,
            43.065693,
            42.028986,
            44.117647
        ],
        [
            2.64432,
            2.917055,
            2.386341,
            1.828246,
            2.193925,
            1.528162
        ],
        [
            101354,
            101354,
            51338,
            1190808,
            1190808,
            989204
        ],
        [
            -27938,
            -14887,
            -27938,
            -767781,
            -436647,
            -767781
        ],
        [
            144,
            134,
            154,
            144,
            134,
            154
        ],
        [
            219,
            203,
            235,
            219,
            203,
            235
        ],
        [
            87,
            84,
            90,
            87,
            84,
            90
        ],
        [
            19788,
            9288,
            10500,
            19788,
            9288,
            10500
        ],
        [
            46.14,
            46.14,
            54.39,
            46.14,
            46.14,
            54.39
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            412828,
            -93060,
            -116629,
            302731,
            -93644,
            -125304
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20238,
    "evaluation_days": 1686.5,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615111200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759454495983,
    "expiration_time": 1764695289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 233,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 183,
            "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)