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Trade: CAKE/USDT/240/HMA/LINREG/5761

Strategy
CAKE/USDT/240/HMA/LINREG/5761
Pair
CAKE_USDT
Interval
4h
Score
422988
Daily Profit
0.400758
Profit Factor
1.694565
Profitability
42.546584
Streak
0.000000
Best Strategy
Training Data Length
1684.170000
Evaluation Time
2025-09-30 09:12
Expiration Time
2025-11-19 18:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 674943.9413 391453.3648 283490.5765 8141049.5719 6114668.2888 2026381.2831
Total P&L (%) 674.9439 391.4534 283.4906 8141.0496 6114.6683 2026.3813
Avg Daily Profit (%) 0.4008 0.2324 0.1683 0.2623 0.2455 0.1817
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119729 -92648 -78107 -2522384 -1732259 -2457696
Profit Factor 1.6946 1.8328 1.5651 1.499 1.7566 1.2462
Total Trades 322 161 161 322 161 161
Winning Trades 137 63 74 137 63 74
Losing Trades 185 98 87 185 98 87
Profitability (%) 42.5466 39.1304 45.9627 42.5466 39.1304 45.9627
Ratio Avg Win / Avg Loss 2.2883 2.851 1.84 2.0242 2.7325 1.4651
Largest Winning Trade 80771 80771 48548 2888856 2888856 1957422
Largest Losing Trade -28373 -18904 -28373 -1429008 -1429008 -807382
Avg Bars in Trades 30 31 29 30 31 29
Avg Bars in Winners 45 47 43 45 47 43
Avg Bars in Losers 20 21 18 20 21 18
Bars Traded 9933 5124 4809 9933 5124 4809
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 422988 267720 329791 351602 281447 238741
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10105,
    "evaluation_days": 1684.17,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1615348800000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759212761821,
    "expiration_time": 1763570160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 21,
            "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": [
        [
            674943.941268318,
            391453.3647727753,
            283490.5764955435,
            8141049.571917246,
            6114668.288844896,
            2026381.2830723478
        ],
        [
            674.943941,
            391.453365,
            283.490576,
            8141.049572,
            6114.668289,
            2026.381283
        ],
        [
            0.400758,
            0.232431,
            0.168327,
            0.262295,
            0.245496,
            0.181679
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119729,
            -92648,
            -78107,
            -2522384,
            -1732259,
            -2457696
        ],
        [
            1.694565,
            1.832782,
            1.565066,
            1.499035,
            1.756586,
            1.246169
        ],
        [
            322,
            161,
            161,
            322,
            161,
            161
        ],
        [
            137,
            63,
            74,
            137,
            63,
            74
        ],
        [
            185,
            98,
            87,
            185,
            98,
            87
        ],
        [
            42.546584,
            39.130435,
            45.962733,
            42.546584,
            39.130435,
            45.962733
        ],
        [
            2.288282,
            2.850994,
            1.84001,
            2.024244,
            2.732467,
            1.46509
        ],
        [
            80771,
            80771,
            48548,
            2888856,
            2888856,
            1957422
        ],
        [
            -28373,
            -18904,
            -28373,
            -1429008,
            -1429008,
            -807382
        ],
        [
            30,
            31,
            29,
            30,
            31,
            29
        ],
        [
            45,
            47,
            43,
            45,
            47,
            43
        ],
        [
            20,
            21,
            18,
            20,
            21,
            18
        ],
        [
            9933,
            5124,
            4809,
            9933,
            5124,
            4809
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            422988,
            267720,
            329791,
            351602,
            281447,
            238741
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10105,
    "evaluation_days": 1684.17,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1615348800000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759212761821,
    "expiration_time": 1763570160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 21,
            "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)