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Trade: CAKE/USDT/15/RMA/ALMA/7856

Strategy
CAKE/USDT/15/RMA/ALMA/7856
Pair
CAKE_USDT
Interval
15m
Score
312241
Daily Profit
0.511579
Profit Factor
2.203352
Profitability
39.080460
Streak
10.278414
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 01:40
Expiration Time
2025-12-26 00:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 150814.7263 133225.4455 17589.2808 191468.9803 219793.121 -28324.1407
Total P&L (%) 150.8147 133.2254 17.5893 191.469 219.7931 -28.3241
Avg Daily Profit (%) 0.5791 0.5116 0.0675 0.4116 0.4474 -0.1278
Buy And Hold Return (%) 26.9176 26.9176 26.9176 26.9176 26.9176 26.9176
Max Trade Drawdown -53342 -22065 -47550 -153455 -61454 -145999
Profit Factor 1.657 2.2034 1.148 1.3125 1.753 0.9117
Total Trades 173 87 86 173 87 86
Winning Trades 66 34 32 66 34 32
Losing Trades 107 53 54 107 53 54
Profitability (%) 38.1503 39.0805 37.2093 38.1503 39.0805 37.2093
Ratio Avg Win / Avg Loss 2.6863 3.4346 1.9372 2.1278 2.7327 1.5385
Largest Winning Trade 57429 57429 29636 102865 102865 77282
Largest Losing Trade -8884 -8884 -6876 -22950 -19639 -22950
Avg Bars in Trades 140 135 144 140 135 144
Avg Bars in Winners 269 265 273 269 265 273
Avg Bars in Losers 60 52 68 60 52 68
Bars Traded 24242 11823 12419 24242 11823 12419
Profit Streak 5.7992 10.2784 0 5.7992 10.2784 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312176 312241 -331840 226958 310828 -584694
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737722700000,
    "first_datapoint_time": 1737919800000,
    "last_datapoint_time": 1760221800000,
    "evaluation_time": 1760222454946,
    "expiration_time": 1766701800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 20,
            "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": [
        [
            150814.726344888,
            133225.4455248129,
            17589.2808200751,
            191468.9802920513,
            219793.1209528004,
            -28324.1406607492
        ],
        [
            150.814726,
            133.225446,
            17.589281,
            191.46898,
            219.793121,
            -28.324141
        ],
        [
            0.579121,
            0.511579,
            0.067542,
            0.411629,
            0.447394,
            -0.127795
        ],
        [
            26.91758,
            26.91758,
            26.91758,
            26.91758,
            26.91758,
            26.91758
        ],
        [
            -53342,
            -22065,
            -47550,
            -153455,
            -61454,
            -145999
        ],
        [
            1.656973,
            2.203352,
            1.147998,
            1.312473,
            1.753047,
            0.911731
        ],
        [
            173,
            87,
            86,
            173,
            87,
            86
        ],
        [
            66,
            34,
            32,
            66,
            34,
            32
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            38.150289,
            39.08046,
            37.209302,
            38.150289,
            39.08046,
            37.209302
        ],
        [
            2.686305,
            3.434636,
            1.937247,
            2.127796,
            2.732691,
            1.538545
        ],
        [
            57429,
            57429,
            29636,
            102865,
            102865,
            77282
        ],
        [
            -8884,
            -8884,
            -6876,
            -22950,
            -19639,
            -22950
        ],
        [
            140,
            135,
            144,
            140,
            135,
            144
        ],
        [
            269,
            265,
            273,
            269,
            265,
            273
        ],
        [
            60,
            52,
            68,
            60,
            52,
            68
        ],
        [
            24242,
            11823,
            12419,
            24242,
            11823,
            12419
        ],
        [
            5.799247,
            10.278414,
            0,
            5.799247,
            10.278414,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312176,
            312241,
            -331840,
            226958,
            310828,
            -584694
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737722700000,
    "first_datapoint_time": 1737919800000,
    "last_datapoint_time": 1760221800000,
    "evaluation_time": 1760222454946,
    "expiration_time": 1766701800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 20,
            "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)