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Trade: CAKE/USDT/120/SSF/LINREG/2359

Strategy
CAKE/USDT/120/SSF/LINREG/2359
Pair
CAKE_USDT
Interval
2h
Score
332221
Daily Profit
0.347870
Profit Factor
1.935715
Profitability
36.627907
Streak
41.503637
Best Strategy
Training Data Length
1678.080000
Evaluation Time
2025-09-27 01:05
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 583754.129 339477.4249 244276.7041 3618603.1592 2501178.8243 1117424.335
Total P&L (%) 583.7541 339.4774 244.2767 3618.6032 2501.1788 1117.4243
Avg Daily Profit (%) 0.3479 0.2023 0.1456 0.2157 0.1944 0.1491
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77969 -104437 -48969 -1934539 -563690 -1408042
Profit Factor 1.9357 2.0408 1.8206 1.7784 2.1629 1.4473
Total Trades 172 86 86 172 86 86
Winning Trades 63 27 36 63 27 36
Losing Trades 109 59 50 109 59 50
Profitability (%) 36.6279 31.3953 41.8605 36.6279 31.3953 41.8605
Ratio Avg Win / Avg Loss 3.3491 4.4595 2.5286 3.0768 4.7264 2.0101
Largest Winning Trade 114642 114642 52347 1010914 1010914 672150
Largest Losing Trade -19462 -18519 -19462 -446859 -279564 -446859
Avg Bars in Trades 115 102 127 115 102 127
Avg Bars in Winners 224 216 230 224 216 230
Avg Bars in Losers 51 50 53 51 50 53
Bars Traded 19816 8845 10971 19816 8845 10971
Profit Streak 41.5036 0 49.0036 41.5036 0 49.0036
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332221 142576 65270 280625 163621 198434

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": 1614708000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758924314234,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 126,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 139,
            "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": [
        [
            583754.1289812134,
            339477.4248922218,
            244276.7040889915,
            3618603.1592483493,
            2501178.824260593,
            1117424.334987756
        ],
        [
            583.754129,
            339.477425,
            244.276704,
            3618.603159,
            2501.178824,
            1117.424335
        ],
        [
            0.34787,
            0.202301,
            0.145569,
            0.215713,
            0.194372,
            0.14905
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77969,
            -104437,
            -48969,
            -1934539,
            -563690,
            -1408042
        ],
        [
            1.935715,
            2.040799,
            1.820576,
            1.778352,
            2.162937,
            1.447271
        ],
        [
            172,
            86,
            86,
            172,
            86,
            86
        ],
        [
            63,
            27,
            36,
            63,
            27,
            36
        ],
        [
            109,
            59,
            50,
            109,
            59,
            50
        ],
        [
            36.627907,
            31.395349,
            41.860465,
            36.627907,
            31.395349,
            41.860465
        ],
        [
            3.349094,
            4.459525,
            2.528578,
            3.076831,
            4.726417,
            2.010099
        ],
        [
            114642,
            114642,
            52347,
            1010914,
            1010914,
            672150
        ],
        [
            -19462,
            -18519,
            -19462,
            -446859,
            -279564,
            -446859
        ],
        [
            115,
            102,
            127,
            115,
            102,
            127
        ],
        [
            224,
            216,
            230,
            224,
            216,
            230
        ],
        [
            51,
            50,
            53,
            51,
            50,
            53
        ],
        [
            19816,
            8845,
            10971,
            19816,
            8845,
            10971
        ],
        [
            41.503637,
            0,
            49.003637,
            41.503637,
            0,
            49.003637
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332221,
            142576,
            65270,
            280625,
            163621,
            198434
        ]
    ]
}
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": 1614708000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758924314234,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 126,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 139,
            "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)