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Trade: CAKE/USDT/15/SSF/ALMA/9315

Strategy
CAKE/USDT/15/SSF/ALMA/9315
Pair
CAKE_USDT
Interval
15m
Score
311409
Daily Profit
0.442169
Profit Factor
1.378211
Profitability
47.849462
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 20:10
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 115149.6147 88034.4546 27115.1601 111441.1965 127038.5525 -15597.356
Total P&L (%) 115.1496 88.0345 27.1152 111.4412 127.0386 -15.5974
Avg Daily Profit (%) 0.4422 0.338 0.1041 0.2879 0.3154 -0.0651
Buy And Hold Return (%) 23.6819 23.6819 23.6819 23.6819 23.6819 23.6819
Max Trade Drawdown -80059 -29706 -55871 -286215 -116180 -191550
Profit Factor 1.3782 1.5122 1.2045 1.1165 1.2451 0.9644
Total Trades 186 93 93 186 93 93
Winning Trades 89 42 47 89 42 47
Losing Trades 97 51 46 97 51 46
Profitability (%) 47.8495 45.1613 50.5376 47.8495 45.1613 50.5376
Ratio Avg Win / Avg Loss 1.5021 1.8363 1.1789 1.2168 1.512 0.9439
Largest Winning Trade 59961 59961 23722 115547 115547 55074
Largest Losing Trade -12244 -11718 -12244 -38519 -38519 -34280
Avg Bars in Trades 132 131 133 132 131 133
Avg Bars in Winners 157 171 145 157 171 145
Avg Bars in Losers 109 98 121 109 98 121
Bars Traded 24648 12217 12431 24648 12217 12431
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 311409 188508 -176784 -86903 172557 -582409

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": 1736371800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758906635220,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 66,
            "offset": 160,
            "poles": 3
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 112,
            "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": [
        [
            115149.6147377749,
            88034.454643453,
            27115.1600943219,
            111441.1964673619,
            127038.5525109416,
            -15597.3560435799
        ],
        [
            115.149615,
            88.034455,
            27.11516,
            111.441196,
            127.038553,
            -15.597356
        ],
        [
            0.442169,
            0.338048,
            0.104121,
            0.28794,
            0.315353,
            -0.065093
        ],
        [
            23.681898,
            23.681898,
            23.681898,
            23.681898,
            23.681898,
            23.681898
        ],
        [
            -80059,
            -29706,
            -55871,
            -286215,
            -116180,
            -191550
        ],
        [
            1.378211,
            1.512223,
            1.204502,
            1.116458,
            1.245147,
            0.964447
        ],
        [
            186,
            93,
            93,
            186,
            93,
            93
        ],
        [
            89,
            42,
            47,
            89,
            42,
            47
        ],
        [
            97,
            51,
            46,
            97,
            51,
            46
        ],
        [
            47.849462,
            45.16129,
            50.537634,
            47.849462,
            45.16129,
            50.537634
        ],
        [
            1.502096,
            1.836271,
            1.178875,
            1.216813,
            1.511964,
            0.943927
        ],
        [
            59961,
            59961,
            23722,
            115547,
            115547,
            55074
        ],
        [
            -12244,
            -11718,
            -12244,
            -38519,
            -38519,
            -34280
        ],
        [
            132,
            131,
            133,
            132,
            131,
            133
        ],
        [
            157,
            171,
            145,
            157,
            171,
            145
        ],
        [
            109,
            98,
            121,
            109,
            98,
            121
        ],
        [
            24648,
            12217,
            12431,
            24648,
            12217,
            12431
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311409,
            188508,
            -176784,
            -86903,
            172557,
            -582409
        ]
    ]
}
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": 1736371800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758906635220,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 66,
            "offset": 160,
            "poles": 3
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 112,
            "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)