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Trade: CAKE/USDT/120/SSF/JMA/6626

Strategy
CAKE/USDT/120/SSF/JMA/6626
Pair
CAKE_USDT
Interval
2h
Score
341490
Daily Profit
0.249323
Profit Factor
1.567792
Profitability
42.051282
Streak
7.199196
Best Strategy
Training Data Length
1678.080000
Evaluation Time
2025-09-25 17:46
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 418384.3109 250784.7733 167599.5376 776787.7052 838966.1347 -62178.4295
Total P&L (%) 418.3843 250.7848 167.5995 776.7877 838.9661 -62.1784
Avg Daily Profit (%) 0.2493 0.1494 0.0999 0.1295 0.1336 -0.0579
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92336 -90977 -64917 -1518316 -390058 -1159077
Profit Factor 1.5678 1.686 1.4514 1.249 1.6837 0.9672
Total Trades 195 98 97 195 98 97
Winning Trades 82 37 45 82 37 45
Losing Trades 113 61 52 113 61 52
Profitability (%) 42.0513 37.7551 46.3918 42.0513 37.7551 46.3918
Ratio Avg Win / Avg Loss 2.1605 2.7797 1.6771 1.7211 2.7758 1.1176
Largest Winning Trade 91767 91767 52672 431725 427921 431725
Largest Losing Trade -23841 -19803 -23841 -351628 -276170 -351628
Avg Bars in Trades 102 91 113 102 91 113
Avg Bars in Winners 160 143 175 160 143 175
Avg Bars in Losers 60 59 60 60 59 60
Bars Traded 19991 8944 11047 19991 8944 11047
Profit Streak 7.1992 9.3659 0 7.1992 9.3659 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341490 189443 -59216 -20277 -15518 -580809

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": 1614592800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758811610533,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 143,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 123,
            "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": [
        [
            418384.3108900756,
            250784.7732592766,
            167599.5376307992,
            776787.7051922593,
            838966.1347027946,
            -62178.4295105357
        ],
        [
            418.384311,
            250.784773,
            167.599538,
            776.787705,
            838.966135,
            -62.17843
        ],
        [
            0.249323,
            0.149447,
            0.099876,
            0.129463,
            0.133552,
            -0.057924
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92336,
            -90977,
            -64917,
            -1518316,
            -390058,
            -1159077
        ],
        [
            1.567792,
            1.686045,
            1.451373,
            1.248974,
            1.683695,
            0.967151
        ],
        [
            195,
            98,
            97,
            195,
            98,
            97
        ],
        [
            82,
            37,
            45,
            82,
            37,
            45
        ],
        [
            113,
            61,
            52,
            113,
            61,
            52
        ],
        [
            42.051282,
            37.755102,
            46.391753,
            42.051282,
            37.755102,
            46.391753
        ],
        [
            2.160494,
            2.779695,
            1.677142,
            1.721146,
            2.775822,
            1.117597
        ],
        [
            91767,
            91767,
            52672,
            431725,
            427921,
            431725
        ],
        [
            -23841,
            -19803,
            -23841,
            -351628,
            -276170,
            -351628
        ],
        [
            102,
            91,
            113,
            102,
            91,
            113
        ],
        [
            160,
            143,
            175,
            160,
            143,
            175
        ],
        [
            60,
            59,
            60,
            60,
            59,
            60
        ],
        [
            19991,
            8944,
            11047,
            19991,
            8944,
            11047
        ],
        [
            7.199196,
            9.365862,
            0,
            7.199196,
            9.365863,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341490,
            189443,
            -59216,
            -20277,
            -15518,
            -580809
        ]
    ]
}
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": 1614592800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758811610533,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 143,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 123,
            "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)