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Trade: CAKE/USDT/15/T3/MIDPOINT/1264

Strategy
CAKE/USDT/15/T3/MIDPOINT/1264
Pair
CAKE_USDT
Interval
15m
Score
341113
Daily Profit
0.516243
Profit Factor
2.578002
Profitability
39.130435
Streak
12.392930
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 163336.5602 134439.9331 28896.6271 225447.9758 255325.2985 -29877.3227
Total P&L (%) 163.3366 134.4399 28.8966 225.448 255.3253 -29.8773
Avg Daily Profit (%) 0.6272 0.5162 0.111 0.4542 0.488 -0.1362
Buy And Hold Return (%) 26.616 26.616 26.616 26.616 26.616 26.616
Max Trade Drawdown -51713 -19678 -49572 -179093 -66449 -186876
Profit Factor 1.8798 2.578 1.2877 1.3633 1.9589 0.9157
Total Trades 92 46 46 92 46 46
Winning Trades 31 18 13 31 18 13
Losing Trades 61 28 33 61 28 33
Profitability (%) 33.6957 39.1304 28.2609 33.6957 39.1304 28.2609
Ratio Avg Win / Avg Loss 3.6989 4.0102 3.2687 2.6826 3.0471 2.3244
Largest Winning Trade 67157 67157 32255 112756 112756 101791
Largest Losing Trade -13072 -13072 -9231 -36153 -28289 -36153
Avg Bars in Trades 267 256 278 267 256 278
Avg Bars in Winners 546 465 659 546 465 659
Avg Bars in Losers 125 121 128 125 121 128
Bars Traded 24592 11789 12803 24592 11789 12803
Profit Streak 5.8929 12.3929 0 5.8929 12.3929 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 269055 341113 -199621 165011 336197 -594764
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": 1737882900000,
    "last_datapoint_time": 1760221800000,
    "evaluation_time": 1760222449149,
    "expiration_time": 1766701800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 179,
            "offset": 0,
            "a": 0.13967
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 39,
            "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": [
        [
            163336.5601703728,
            134439.9330518724,
            28896.6271185003,
            225447.9757736482,
            255325.2985059074,
            -29877.3227322592
        ],
        [
            163.33656,
            134.439933,
            28.896627,
            225.447976,
            255.325299,
            -29.877323
        ],
        [
            0.627204,
            0.516243,
            0.110962,
            0.454155,
            0.48804,
            -0.136196
        ],
        [
            26.61597,
            26.61597,
            26.61597,
            26.61597,
            26.61597,
            26.61597
        ],
        [
            -51713,
            -19678,
            -49572,
            -179093,
            -66449,
            -186876
        ],
        [
            1.879792,
            2.578002,
            1.287651,
            1.363288,
            1.958877,
            0.915672
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            31,
            18,
            13,
            31,
            18,
            13
        ],
        [
            61,
            28,
            33,
            61,
            28,
            33
        ],
        [
            33.695652,
            39.130435,
            28.26087,
            33.695652,
            39.130435,
            28.26087
        ],
        [
            3.698945,
            4.010225,
            3.268651,
            2.682599,
            3.047143,
            2.324399
        ],
        [
            67157,
            67157,
            32255,
            112756,
            112756,
            101791
        ],
        [
            -13072,
            -13072,
            -9231,
            -36153,
            -28289,
            -36153
        ],
        [
            267,
            256,
            278,
            267,
            256,
            278
        ],
        [
            546,
            465,
            659,
            546,
            465,
            659
        ],
        [
            125,
            121,
            128,
            125,
            121,
            128
        ],
        [
            24592,
            11789,
            12803,
            24592,
            11789,
            12803
        ],
        [
            5.89293,
            12.39293,
            0,
            5.89293,
            12.39293,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            269055,
            341113,
            -199621,
            165011,
            336197,
            -594764
        ]
    ]
}
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": 1737882900000,
    "last_datapoint_time": 1760221800000,
    "evaluation_time": 1760222449149,
    "expiration_time": 1766701800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 179,
            "offset": 0,
            "a": 0.13967
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 39,
            "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)