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Trade: CAKE/USDT/120/WMA/HILO/1475

Strategy
CAKE/USDT/120/WMA/HILO/1475
Pair
CAKE_USDT
Interval
2h
Score
363316
Daily Profit
0.325641
Profit Factor
1.708963
Profitability
40.065147
Streak
0.000000
Best Strategy
Training Data Length
1678.080000
Evaluation Time
2025-09-27 03:29
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 546451.0602 327633.6002 218817.4599 2476139.943 2261420.614 214719.3291
Total P&L (%) 546.4511 327.6336 218.8175 2476.1399 2261.4206 214.7193
Avg Daily Profit (%) 0.3256 0.1952 0.1304 0.1938 0.1886 0.0683
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92377 -78985 -63357 -4447068 -1979588 -3025116
Profit Factor 1.709 1.8328 1.5799 1.2153 1.4195 1.0351
Total Trades 307 153 154 307 153 154
Winning Trades 123 57 66 123 57 66
Losing Trades 184 96 88 184 96 88
Profitability (%) 40.0651 37.2549 42.8571 40.0651 37.2549 42.8571
Ratio Avg Win / Avg Loss 2.5565 3.0868 2.1065 1.8179 2.3907 1.3802
Largest Winning Trade 114913 114913 52174 1521205 1521205 853017
Largest Losing Trade -20768 -20768 -15907 -629597 -528522 -629597
Avg Bars in Trades 64 54 74 64 54 74
Avg Bars in Winners 104 89 116 104 89 116
Avg Bars in Losers 37 33 43 37 33 43
Bars Traded 19796 8278 11518 19796 8278 11518
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 363316 228517 -18563 230535 185584 -286086
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": 1615356000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758932968050,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            546451.0601849474,
            327633.6002458979,
            218817.459939049,
            2476139.943017663,
            2261420.6139533385,
            214719.3290643239
        ],
        [
            546.45106,
            327.6336,
            218.81746,
            2476.139943,
            2261.420614,
            214.719329
        ],
        [
            0.325641,
            0.195243,
            0.130398,
            0.193794,
            0.188598,
            0.068346
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92377,
            -78985,
            -63357,
            -4447068,
            -1979588,
            -3025116
        ],
        [
            1.708963,
            1.832762,
            1.579887,
            1.215259,
            1.419466,
            1.035132
        ],
        [
            307,
            153,
            154,
            307,
            153,
            154
        ],
        [
            123,
            57,
            66,
            123,
            57,
            66
        ],
        [
            184,
            96,
            88,
            184,
            96,
            88
        ],
        [
            40.065147,
            37.254902,
            42.857143,
            40.065147,
            37.254902,
            42.857143
        ],
        [
            2.556497,
            3.086757,
            2.106516,
            1.817949,
            2.390679,
            1.380175
        ],
        [
            114913,
            114913,
            52174,
            1521205,
            1521205,
            853017
        ],
        [
            -20768,
            -20768,
            -15907,
            -629597,
            -528522,
            -629597
        ],
        [
            64,
            54,
            74,
            64,
            54,
            74
        ],
        [
            104,
            89,
            116,
            104,
            89,
            116
        ],
        [
            37,
            33,
            43,
            37,
            33,
            43
        ],
        [
            19796,
            8278,
            11518,
            19796,
            8278,
            11518
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363316,
            228517,
            -18563,
            230535,
            185584,
            -286086
        ]
    ]
}
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": 1615356000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758932968050,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)