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Trade: CAKE/USDT/240/LINREG/ZLMA/9938

Strategy
CAKE/USDT/240/LINREG/ZLMA/9938
Pair
CAKE_USDT
Interval
4h
Score
425494
Daily Profit
0.388890
Profit Factor
1.636634
Profitability
43.354430
Streak
0.000000
Best Strategy
Training Data Length
1678.500000
Evaluation Time
2025-09-26 22:12
Expiration Time
2025-11-13 22:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 652752.155 387197.9597 265554.1953 5417032.1832 4194826.3062 1222205.8769
Total P&L (%) 652.7522 387.198 265.5542 5417.0322 4194.8263 1222.2059
Avg Daily Profit (%) 0.3889 0.2307 0.1582 0.2392 0.2243 0.1539
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -145308 -111720 -89553 -2704554 -1214080 -2676296
Profit Factor 1.6366 1.769 1.5089 1.4623 1.7601 1.1972
Total Trades 316 158 158 316 158 158
Winning Trades 137 67 70 137 67 70
Losing Trades 179 91 88 179 91 88
Profitability (%) 43.3544 42.4051 44.3038 43.3544 42.4051 44.3038
Ratio Avg Win / Avg Loss 2.1384 2.4027 1.8969 1.9106 2.3905 1.505
Largest Winning Trade 86440 86440 48548 2499650 2499650 1638561
Largest Losing Trade -25120 -19635 -25120 -667140 -667140 -637326
Avg Bars in Trades 31 32 30 31 32 30
Avg Bars in Winners 45 44 45 45 44 45
Avg Bars in Losers 20 22 18 20 22 18
Bars Traded 9935 5061 4874 9935 5061 4874
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 425494 308035 280528 346594 320435 113400
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10071,
    "evaluation_days": 1678.5,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1614873600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758913953774,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 22,
            "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": [
        [
            652752.1549794197,
            387197.9596905112,
            265554.1952889087,
            5417032.183162483,
            4194826.3062150655,
            1222205.8769474183
        ],
        [
            652.752155,
            387.19796,
            265.554195,
            5417.032183,
            4194.826306,
            1222.205877
        ],
        [
            0.38889,
            0.230681,
            0.158209,
            0.239215,
            0.22426,
            0.153939
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -145308,
            -111720,
            -89553,
            -2704554,
            -1214080,
            -2676296
        ],
        [
            1.636634,
            1.769046,
            1.508882,
            1.462266,
            1.760063,
            1.19715
        ],
        [
            316,
            158,
            158,
            316,
            158,
            158
        ],
        [
            137,
            67,
            70,
            137,
            67,
            70
        ],
        [
            179,
            91,
            88,
            179,
            91,
            88
        ],
        [
            43.35443,
            42.405063,
            44.303797,
            43.35443,
            42.405063,
            44.303797
        ],
        [
            2.138376,
            2.402734,
            1.89688,
            1.910552,
            2.390533,
            1.504988
        ],
        [
            86440,
            86440,
            48548,
            2499650,
            2499650,
            1638561
        ],
        [
            -25120,
            -19635,
            -25120,
            -667140,
            -667140,
            -637326
        ],
        [
            31,
            32,
            30,
            31,
            32,
            30
        ],
        [
            45,
            44,
            45,
            45,
            44,
            45
        ],
        [
            20,
            22,
            18,
            20,
            22,
            18
        ],
        [
            9935,
            5061,
            4874,
            9935,
            5061,
            4874
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425494,
            308035,
            280528,
            346594,
            320435,
            113400
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10071,
    "evaluation_days": 1678.5,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1614873600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758913953774,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 22,
            "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)