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Trade: CAKE/USDT/240/ALMA/MIDPOINT/1919

Strategy
CAKE/USDT/240/ALMA/MIDPOINT/1919
Pair
CAKE_USDT
Interval
4h
Score
320747
Daily Profit
0.207569
Profit Factor
1.486563
Profitability
44.755245
Streak
41.482956
Best Strategy
Training Data Length
1690.670000
Evaluation Time
2025-10-06 22:35
Expiration Time
2025-11-26 11:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 350931.3306 226953.1056 123978.225 189924.1791 107140.4585 82783.7205
Total P&L (%) 350.9313 226.9531 123.9782 189.9242 107.1405 82.7837
Avg Daily Profit (%) 0.2076 0.1342 0.0733 0.063 0.0431 0.0357
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102914 -79828 -72952 -783241 -276271 -559094
Profit Factor 1.4866 1.6005 1.3611 1.0643 1.0719 1.0565
Total Trades 143 71 72 143 71 72
Winning Trades 64 26 38 64 26 38
Losing Trades 79 45 34 79 45 34
Profitability (%) 44.7552 36.6197 52.7778 44.7552 36.6197 52.7778
Ratio Avg Win / Avg Loss 1.835 2.7702 1.2178 1.3137 1.8552 0.9453
Largest Winning Trade 114889 114889 49834 291084 291084 169630
Largest Losing Trade -46104 -22494 -46104 -411151 -165500 -411151
Avg Bars in Trades 68 80 56 68 80 56
Avg Bars in Winners 93 119 75 93 119 75
Avg Bars in Losers 48 58 35 48 58 35
Bars Traded 9791 5712 4079 9791 5712 4079
Profit Streak 41.483 0 53.8163 41.483 0 53.8163
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320747 -102953 -172831 -259755 -367835 -383501
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10144,
    "evaluation_days": 1690.67,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1616198400000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759779327375,
    "expiration_time": 1764148608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 174,
            "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": [
        [
            350931.33060356,
            226953.1056134434,
            123978.2249901167,
            189924.1790758507,
            107140.4585372992,
            82783.7205385513
        ],
        [
            350.931331,
            226.953106,
            123.978225,
            189.924179,
            107.140459,
            82.783721
        ],
        [
            0.207569,
            0.134239,
            0.073331,
            0.06298,
            0.043083,
            0.035681
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102914,
            -79828,
            -72952,
            -783241,
            -276271,
            -559094
        ],
        [
            1.486563,
            1.600533,
            1.361109,
            1.064287,
            1.071913,
            1.056529
        ],
        [
            143,
            71,
            72,
            143,
            71,
            72
        ],
        [
            64,
            26,
            38,
            64,
            26,
            38
        ],
        [
            79,
            45,
            34,
            79,
            45,
            34
        ],
        [
            44.755245,
            36.619718,
            52.777778,
            44.755245,
            36.619718,
            52.777778
        ],
        [
            1.834976,
            2.770154,
            1.217835,
            1.313729,
            1.855234,
            0.945315
        ],
        [
            114889,
            114889,
            49834,
            291084,
            291084,
            169630
        ],
        [
            -46104,
            -22494,
            -46104,
            -411151,
            -165500,
            -411151
        ],
        [
            68,
            80,
            56,
            68,
            80,
            56
        ],
        [
            93,
            119,
            75,
            93,
            119,
            75
        ],
        [
            48,
            58,
            35,
            48,
            58,
            35
        ],
        [
            9791,
            5712,
            4079,
            9791,
            5712,
            4079
        ],
        [
            41.482956,
            0,
            53.816289,
            41.482956,
            0,
            53.816289
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320747,
            -102953,
            -172831,
            -259755,
            -367835,
            -383501
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10144,
    "evaluation_days": 1690.67,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1616198400000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759779327375,
    "expiration_time": 1764148608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 174,
            "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)