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Trade: CAKE/USDT/120/WMA/RMA/3875

Strategy
CAKE/USDT/120/WMA/RMA/3875
Pair
CAKE_USDT
Interval
2h
Score
304121
Daily Profit
0.395571
Profit Factor
2.236688
Profitability
33.774834
Streak
0.000000
Best Strategy
Training Data Length
1692.330000
Evaluation Time
2025-10-09 01:09
Expiration Time
2025-12-08 20:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 669435.9438 430997.4823 238438.4615 4427123.7044 4027291.5162 399832.1882
Total P&L (%) 669.4359 430.9975 238.4385 4427.1237 4027.2915 399.8322
Avg Daily Profit (%) 0.3956 0.2547 0.1409 0.2255 0.2201 0.0951
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65947 -90671 -57336 -4828800 -1214176 -4025112
Profit Factor 2.2367 2.4708 1.9604 1.3869 1.8277 1.0608
Total Trades 151 75 76 151 75 76
Winning Trades 51 21 30 51 21 30
Losing Trades 100 54 46 100 54 46
Profitability (%) 33.7748 28 39.4737 33.7748 28 39.4737
Ratio Avg Win / Avg Loss 4.3857 6.3535 3.0059 2.7194 4.6998 1.6265
Largest Winning Trade 231043 231043 51338 1677839 1677839 1261724
Largest Losing Trade -22542 -16222 -22542 -981032 -896392 -981032
Avg Bars in Trades 132 118 146 132 118 146
Avg Bars in Winners 268 263 272 268 263 272
Avg Bars in Losers 62 61 63 62 61 63
Bars Traded 19975 8876 11099 19975 8876 11099
Profit Streak 0 45.4231 0 0 45.4231 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304121 -60197 -54775 160690 -61317 -272065
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20308,
    "evaluation_days": 1692.33,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615334400000,
    "last_datapoint_time": 1759953600000,
    "evaluation_time": 1759961358288,
    "expiration_time": 1765217433600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 16,
            "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": [
        [
            669435.9438207466,
            430997.4823298821,
            238438.4614908652,
            4427123.704409903,
            4027291.5161954868,
            399832.1882144186
        ],
        [
            669.435944,
            430.997482,
            238.438461,
            4427.123704,
            4027.291516,
            399.832188
        ],
        [
            0.395571,
            0.254677,
            0.140894,
            0.225545,
            0.220069,
            0.095127
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65947,
            -90671,
            -57336,
            -4828800,
            -1214176,
            -4025112
        ],
        [
            2.236688,
            2.470813,
            1.960361,
            1.386895,
            1.827684,
            1.060793
        ],
        [
            151,
            75,
            76,
            151,
            75,
            76
        ],
        [
            51,
            21,
            30,
            51,
            21,
            30
        ],
        [
            100,
            54,
            46,
            100,
            54,
            46
        ],
        [
            33.774834,
            28,
            39.473684,
            33.774834,
            28,
            39.473684
        ],
        [
            4.385663,
            6.35352,
            3.005887,
            2.719403,
            4.699759,
            1.626549
        ],
        [
            231043,
            231043,
            51338,
            1677839,
            1677839,
            1261724
        ],
        [
            -22542,
            -16222,
            -22542,
            -981032,
            -896392,
            -981032
        ],
        [
            132,
            118,
            146,
            132,
            118,
            146
        ],
        [
            268,
            263,
            272,
            268,
            263,
            272
        ],
        [
            62,
            61,
            63,
            62,
            61,
            63
        ],
        [
            19975,
            8876,
            11099,
            19975,
            8876,
            11099
        ],
        [
            0,
            45.423128,
            0,
            0,
            45.423128,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304121,
            -60197,
            -54775,
            160690,
            -61317,
            -272065
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20308,
    "evaluation_days": 1692.33,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615334400000,
    "last_datapoint_time": 1759953600000,
    "evaluation_time": 1759961358288,
    "expiration_time": 1765217433600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 16,
            "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)