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Trade: CAKE/USDT/15/SINWMA/RMA/6753

Strategy
CAKE/USDT/15/SINWMA/RMA/6753
Pair
CAKE_USDT
Interval
15m
Score
355946
Daily Profit
0.577322
Profit Factor
1.597481
Profitability
42.142857
Streak
4.352611
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 12:12
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 150346.2056 100915.2207 49430.9849 224627.3117 186886.2637 37741.048
Total P&L (%) 150.3462 100.9152 49.431 224.6273 186.8863 37.741
Avg Daily Profit (%) 0.5773 0.3875 0.1898 0.4532 0.4055 0.123
Buy And Hold Return (%) 20.1964 20.1964 20.1964 20.1964 20.1964 20.1964
Max Trade Drawdown -30549 -20215 -26944 -81147 -61529 -61754
Profit Factor 1.5975 1.8274 1.3812 1.3635 1.6257 1.1182
Total Trades 140 70 70 140 70 70
Winning Trades 59 24 35 59 24 35
Losing Trades 81 46 35 81 46 35
Profitability (%) 42.1429 34.2857 50 42.1429 34.2857 50
Ratio Avg Win / Avg Loss 2.1932 3.5025 1.3812 1.872 3.1159 1.1182
Largest Winning Trade 38718 38718 26300 51497 51497 39538
Largest Losing Trade -14491 -6493 -14491 -28163 -16746 -28163
Avg Bars in Trades 175 168 183 175 168 183
Avg Bars in Winners 297 321 280 297 321 280
Avg Bars in Losers 87 88 85 87 88 85
Bars Traded 24610 11782 12828 24610 11782 12828
Profit Streak 4.3526 0 6.1547 4.3526 0 6.1547
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 355946 -90610 -90949 266278 -89509 -222159

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": 1736423100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758877965583,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 27,
            "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": [
        [
            150346.2055650511,
            100915.2206777278,
            49430.9848873233,
            224627.3116728007,
            186886.2636816455,
            37741.047991155
        ],
        [
            150.346206,
            100.915221,
            49.430985,
            224.627312,
            186.886264,
            37.741048
        ],
        [
            0.577322,
            0.387509,
            0.189813,
            0.453181,
            0.405518,
            0.123033
        ],
        [
            20.196413,
            20.196413,
            20.196413,
            20.196413,
            20.196413,
            20.196413
        ],
        [
            -30549,
            -20215,
            -26944,
            -81147,
            -61529,
            -61754
        ],
        [
            1.597481,
            1.827385,
            1.381222,
            1.363527,
            1.62568,
            1.11823
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            59,
            24,
            35,
            59,
            24,
            35
        ],
        [
            81,
            46,
            35,
            81,
            46,
            35
        ],
        [
            42.142857,
            34.285714,
            50,
            42.142857,
            34.285714,
            50
        ],
        [
            2.193152,
            3.502487,
            1.381222,
            1.871961,
            3.115887,
            1.11823
        ],
        [
            38718,
            38718,
            26300,
            51497,
            51497,
            39538
        ],
        [
            -14491,
            -6493,
            -14491,
            -28163,
            -16746,
            -28163
        ],
        [
            175,
            168,
            183,
            175,
            168,
            183
        ],
        [
            297,
            321,
            280,
            297,
            321,
            280
        ],
        [
            87,
            88,
            85,
            87,
            88,
            85
        ],
        [
            24610,
            11782,
            12828,
            24610,
            11782,
            12828
        ],
        [
            4.352611,
            0,
            6.154694,
            4.352611,
            0,
            6.154694
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            355946,
            -90610,
            -90949,
            266278,
            -89509,
            -222159
        ]
    ]
}
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": 1736423100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758877965583,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 27,
            "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)