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Trade: CAKE/USDT/120/SSF/LINREG/4173

Strategy
CAKE/USDT/120/SSF/LINREG/4173
Pair
CAKE_USDT
Interval
2h
Score
375320
Daily Profit
0.309579
Profit Factor
1.955158
Profitability
41.780822
Streak
39.820321
Best Strategy
Training Data Length
1678.080000
Evaluation Time
2025-09-27 02:41
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 519497.51 288771.5196 230725.9904 2776368.897 2188306.7063 588062.1907
Total P&L (%) 519.4975 288.7715 230.726 2776.3689 2188.3067 588.0622
Avg Daily Profit (%) 0.3096 0.1721 0.1375 0.2004 0.1867 0.115
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70171 -62615 -45645 -2358573 -738722 -1893698
Profit Factor 1.9552 2.0148 1.8897 1.4047 1.6961 1.1582
Total Trades 146 73 73 146 73 73
Winning Trades 61 28 33 61 28 33
Losing Trades 85 45 40 85 45 40
Profitability (%) 41.7808 38.3562 45.2055 41.7808 38.3562 45.2055
Ratio Avg Win / Avg Loss 2.7244 3.2381 2.2905 1.9574 2.7259 1.4039
Largest Winning Trade 106902 106902 50105 995961 995961 849675
Largest Losing Trade -26685 -17871 -26685 -635665 -391845 -635665
Avg Bars in Trades 135 124 146 135 124 146
Avg Bars in Winners 225 210 237 225 210 237
Avg Bars in Losers 70 70 70 70 70 70
Bars Traded 19750 9092 10658 19750 9092 10658
Profit Streak 39.8203 0 48.237 39.8203 0 48.237
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 375320 -65275 -79154 274078 -65348 -158810
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": 1614758400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758930075728,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 196,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 146,
            "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": [
        [
            519497.5100017033,
            288771.5195561937,
            230725.9904455099,
            2776368.8970428067,
            2188306.7063307893,
            588062.1907120167
        ],
        [
            519.49751,
            288.77152,
            230.72599,
            2776.368897,
            2188.306706,
            588.062191
        ],
        [
            0.309579,
            0.172084,
            0.137494,
            0.200377,
            0.18672,
            0.115002
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70171,
            -62615,
            -45645,
            -2358573,
            -738722,
            -1893698
        ],
        [
            1.955158,
            2.014814,
            1.8897,
            1.404689,
            1.696126,
            1.158211
        ],
        [
            146,
            73,
            73,
            146,
            73,
            73
        ],
        [
            61,
            28,
            33,
            61,
            28,
            33
        ],
        [
            85,
            45,
            40,
            85,
            45,
            40
        ],
        [
            41.780822,
            38.356164,
            45.205479,
            41.780822,
            38.356164,
            45.205479
        ],
        [
            2.724401,
            3.238094,
            2.290545,
            1.957354,
            2.725918,
            1.403892
        ],
        [
            106902,
            106902,
            50105,
            995961,
            995961,
            849675
        ],
        [
            -26685,
            -17871,
            -26685,
            -635665,
            -391845,
            -635665
        ],
        [
            135,
            124,
            146,
            135,
            124,
            146
        ],
        [
            225,
            210,
            237,
            225,
            210,
            237
        ],
        [
            70,
            70,
            70,
            70,
            70,
            70
        ],
        [
            19750,
            9092,
            10658,
            19750,
            9092,
            10658
        ],
        [
            39.820321,
            0,
            48.236988,
            39.820321,
            0,
            48.236988
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            375320,
            -65275,
            -79154,
            274078,
            -65348,
            -158810
        ]
    ]
}
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": 1614758400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758930075728,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 196,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 146,
            "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)