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Trade: CAKE/USDT/15/SINWMA/JMA/2912

Strategy
CAKE/USDT/15/SINWMA/JMA/2912
Pair
CAKE_USDT
Interval
15m
Score
326227
Daily Profit
0.538503
Profit Factor
1.557818
Profitability
41.964286
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 21:33
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 140236.9432 105426.86 34810.0832 151192.983 196295.091 -45102.1081
Total P&L (%) 140.2369 105.4269 34.8101 151.193 196.2951 -45.1021
Avg Daily Profit (%) 0.5385 0.4048 0.1337 0.3543 0.418 -0.23
Buy And Hold Return (%) 19.6854 19.6854 19.6854 19.6854 19.6854 19.6854
Max Trade Drawdown -80369 -31244 -65670 -374893 -121291 -296844
Profit Factor 1.5578 1.848 1.2739 1.1467 1.3951 0.9155
Total Trades 112 56 56 112 56 56
Winning Trades 47 21 26 47 21 26
Losing Trades 65 35 30 65 35 30
Profitability (%) 41.9643 37.5 46.4286 41.9643 37.5 46.4286
Ratio Avg Win / Avg Loss 2.1544 3.08 1.4699 1.5859 2.3251 1.0563
Largest Winning Trade 70677 70677 27100 153486 153486 53091
Largest Losing Trade -10839 -10839 -9477 -52619 -47915 -52619
Avg Bars in Trades 219 209 230 219 209 230
Avg Bars in Winners 343 358 331 343 358 331
Avg Bars in Losers 130 120 143 130 120 143
Bars Traded 24619 11721 12898 24619 11721 12898
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 326227 -174807 -205929 -53317 -175329 -761951
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736437500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758998028639,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 234,
            "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": [
        [
            140236.9432245006,
            105426.8599816684,
            34810.083242832,
            151192.9829541991,
            196295.0910111925,
            -45102.1080569932
        ],
        [
            140.236943,
            105.42686,
            34.810083,
            151.192983,
            196.295091,
            -45.102108
        ],
        [
            0.538503,
            0.404834,
            0.133669,
            0.354305,
            0.417961,
            -0.230015
        ],
        [
            19.685374,
            19.685374,
            19.685374,
            19.685374,
            19.685374,
            19.685374
        ],
        [
            -80369,
            -31244,
            -65670,
            -374893,
            -121291,
            -296844
        ],
        [
            1.557818,
            1.847998,
            1.273927,
            1.146711,
            1.395068,
            0.915489
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            65,
            35,
            30,
            65,
            35,
            30
        ],
        [
            41.964286,
            37.5,
            46.428571,
            41.964286,
            37.5,
            46.428571
        ],
        [
            2.15443,
            3.079997,
            1.469915,
            1.585877,
            2.325113,
            1.056334
        ],
        [
            70677,
            70677,
            27100,
            153486,
            153486,
            53091
        ],
        [
            -10839,
            -10839,
            -9477,
            -52619,
            -47915,
            -52619
        ],
        [
            219,
            209,
            230,
            219,
            209,
            230
        ],
        [
            343,
            358,
            331,
            343,
            358,
            331
        ],
        [
            130,
            120,
            143,
            130,
            120,
            143
        ],
        [
            24619,
            11721,
            12898,
            24619,
            11721,
            12898
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326227,
            -174807,
            -205929,
            -53317,
            -175329,
            -761951
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736437500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758998028639,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 234,
            "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)