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Trade: CAKE/USDT/120/WMA/BBM/1401

Strategy
CAKE/USDT/120/WMA/BBM/1401
Pair
CAKE_USDT
Interval
2h
Score
354781
Daily Profit
0.255866
Profit Factor
1.708117
Profitability
42.657343
Streak
32.519825
Best Strategy
Training Data Length
1683.000000
Evaluation Time
2025-09-29 17:28
Expiration Time
2025-11-29 04:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 430623.0416 249149.5042 181473.5374 873955.705 686112.1634 187843.5416
Total P&L (%) 430.623 249.1495 181.4735 873.9557 686.1122 187.8435
Avg Daily Profit (%) 0.2559 0.148 0.1078 0.1353 0.1226 0.0628
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85068 -84260 -59241 -1350290 -407069 -946930
Profit Factor 1.7081 1.7942 1.6164 1.2634 1.4556 1.1036
Total Trades 143 72 71 143 72 71
Winning Trades 61 26 35 61 26 35
Losing Trades 82 46 36 82 46 36
Profitability (%) 42.6573 36.1111 49.2958 42.6573 36.1111 49.2958
Ratio Avg Win / Avg Loss 2.2962 3.1744 1.6626 1.6983 2.5753 1.1352
Largest Winning Trade 101870 101870 53742 527360 527360 324486
Largest Losing Trade -26258 -20276 -26258 -349657 -166648 -349657
Avg Bars in Trades 139 126 152 139 126 152
Avg Bars in Winners 220 216 223 220 216 223
Avg Bars in Losers 78 76 82 78 76 82
Bars Traded 19933 9137 10796 19933 9137 10796
Profit Streak 32.5198 32.5198 50.6865 32.5198 32.5198 50.6865
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354781 -76336 -132219 -12448 -111108 -301796
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20196,
    "evaluation_days": 1683,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615010400000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759156112923,
    "expiration_time": 1764382003200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 62,
            "offset": 0,
            "std": 2.72174
        }
    }
}
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": [
        [
            430623.0415978516,
            249149.5042195405,
            181473.5373783106,
            873955.7050464699,
            686112.1634038129,
            187843.541642657
        ],
        [
            430.623042,
            249.149504,
            181.473537,
            873.955705,
            686.112163,
            187.843542
        ],
        [
            0.255866,
            0.148039,
            0.107827,
            0.135338,
            0.12259,
            0.062839
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85068,
            -84260,
            -59241,
            -1350290,
            -407069,
            -946930
        ],
        [
            1.708117,
            1.794202,
            1.61639,
            1.263361,
            1.455629,
            1.103631
        ],
        [
            143,
            72,
            71,
            143,
            72,
            71
        ],
        [
            61,
            26,
            35,
            61,
            26,
            35
        ],
        [
            82,
            46,
            36,
            82,
            46,
            36
        ],
        [
            42.657343,
            36.111111,
            49.295775,
            42.657343,
            36.111111,
            49.295775
        ],
        [
            2.296158,
            3.174357,
            1.662573,
            1.698288,
            2.575344,
            1.135164
        ],
        [
            101870,
            101870,
            53742,
            527360,
            527360,
            324486
        ],
        [
            -26258,
            -20276,
            -26258,
            -349657,
            -166648,
            -349657
        ],
        [
            139,
            126,
            152,
            139,
            126,
            152
        ],
        [
            220,
            216,
            223,
            220,
            216,
            223
        ],
        [
            78,
            76,
            82,
            78,
            76,
            82
        ],
        [
            19933,
            9137,
            10796,
            19933,
            9137,
            10796
        ],
        [
            32.519825,
            32.519825,
            50.686492,
            32.519825,
            32.519825,
            50.686492
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354781,
            -76336,
            -132219,
            -12448,
            -111108,
            -301796
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20196,
    "evaluation_days": 1683,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615010400000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759156112923,
    "expiration_time": 1764382003200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 62,
            "offset": 0,
            "std": 2.72174
        }
    }
}

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)