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Trade: CAKE/USDT/15/ZLMA/JMA/3712

Strategy
CAKE/USDT/15/ZLMA/JMA/3712
Pair
CAKE_USDT
Interval
15m
Score
302655
Daily Profit
0.397542
Profit Factor
1.393158
Profitability
58.757062
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 00:42
Expiration Time
2025-12-24 23:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 161201.5049 103527.7693 57673.7356 214912.3394 133221.0431 81691.2963
Total P&L (%) 161.2015 103.5278 57.6737 214.9123 133.221 81.6913
Avg Daily Profit (%) 0.619 0.3975 0.2215 0.4415 0.3257 0.2296
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48430 -47554 -42974 -89884 -68546 -116131
Profit Factor 1.3049 1.3932 1.2174 1.2131 1.2713 1.1579
Total Trades 355 177 178 355 177 178
Winning Trades 209 104 105 209 104 105
Losing Trades 146 73 73 146 73 73
Profitability (%) 58.8732 58.7571 58.9888 58.8732 58.7571 58.9888
Ratio Avg Win / Avg Loss 0.9116 0.9779 0.8464 0.8474 0.8923 0.805
Largest Winning Trade 38947 19735 38947 88270 34783 88270
Largest Losing Trade -17093 -13957 -17093 -41528 -36764 -41528
Avg Bars in Trades 69 78 61 69 78 61
Avg Bars in Winners 61 65 57 61 65 57
Avg Bars in Losers 81 95 67 81 95 67
Bars Traded 24738 13810 10929 24738 13810 10929
Profit Streak 0.1021 0 3.2375 0.1021 0 3.2375
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 267285 302655 179808 192454 253731 -40505
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737632700000,
    "first_datapoint_time": 1737823500000,
    "last_datapoint_time": 1760131800000,
    "evaluation_time": 1760132522464,
    "expiration_time": 1766611800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 213,
            "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": [
        [
            161201.5048886783,
            103527.7692771204,
            57673.7356115581,
            214912.3394150062,
            133221.0431080989,
            81691.2963069075
        ],
        [
            161.201505,
            103.527769,
            57.673736,
            214.912339,
            133.221043,
            81.691296
        ],
        [
            0.619006,
            0.397542,
            0.221464,
            0.441462,
            0.325703,
            0.229561
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48430,
            -47554,
            -42974,
            -89884,
            -68546,
            -116131
        ],
        [
            1.304945,
            1.393158,
            1.217389,
            1.213119,
            1.271256,
            1.157923
        ],
        [
            355,
            177,
            178,
            355,
            177,
            178
        ],
        [
            209,
            104,
            105,
            209,
            104,
            105
        ],
        [
            146,
            73,
            73,
            146,
            73,
            73
        ],
        [
            58.873239,
            58.757062,
            58.988764,
            58.873239,
            58.757062,
            58.988764
        ],
        [
            0.911588,
            0.97789,
            0.846375,
            0.847442,
            0.892324,
            0.805032
        ],
        [
            38947,
            19735,
            38947,
            88270,
            34783,
            88270
        ],
        [
            -17093,
            -13957,
            -17093,
            -41528,
            -36764,
            -41528
        ],
        [
            69,
            78,
            61,
            69,
            78,
            61
        ],
        [
            61,
            65,
            57,
            61,
            65,
            57
        ],
        [
            81,
            95,
            67,
            81,
            95,
            67
        ],
        [
            24738,
            13810,
            10929,
            24738,
            13810,
            10929
        ],
        [
            0.102112,
            0,
            3.237528,
            0.102112,
            0,
            3.237528
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            267285,
            302655,
            179808,
            192454,
            253731,
            -40505
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737632700000,
    "first_datapoint_time": 1737823500000,
    "last_datapoint_time": 1760131800000,
    "evaluation_time": 1760132522464,
    "expiration_time": 1766611800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 213,
            "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)