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Trade: CAKE/USDT/240/SSF/HILO/1060

Strategy
CAKE/USDT/240/SSF/HILO/1060
Pair
CAKE_USDT
Interval
4h
Score
406395
Daily Profit
0.297237
Profit Factor
1.857634
Profitability
44.508671
Streak
31.995044
Best Strategy
Training Data Length
1678.500000
Evaluation Time
2025-09-26 18:52
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 498912.5 274330.8362 224581.6639 1949124.9033 1492197.4105 456927.4928
Total P&L (%) 498.9125 274.3308 224.5817 1949.1249 1492.1974 456.9275
Avg Daily Profit (%) 0.2972 0.1634 0.1338 0.1801 0.165 0.1024
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -56893 -75384 -47377 -1748802 -554367 -1445997
Profit Factor 1.8576 1.927 1.7858 1.3181 1.5694 1.1303
Total Trades 173 86 87 173 86 87
Winning Trades 77 32 45 77 32 45
Losing Trades 96 54 42 96 54 42
Profitability (%) 44.5087 37.2093 51.7241 44.5087 37.2093 51.7241
Ratio Avg Win / Avg Loss 2.316 3.2518 1.6668 1.6434 2.6484 1.055
Largest Winning Trade 100090 100090 54123 941448 941448 688657
Largest Losing Trade -26174 -20330 -26174 -623129 -310165 -623129
Avg Bars in Trades 57 49 65 57 49 65
Avg Bars in Winners 87 86 89 87 86 89
Avg Bars in Losers 33 27 40 33 27 40
Bars Traded 9961 4235 5726 9961 4235 5726
Profit Streak 31.995 0 32.495 31.995 0 32.495
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 406395 204104 -10578 305437 190154 -133063

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": 1614009600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758901971793,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 165,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            498912.5000442471,
            274330.8361928287,
            224581.6638514188,
            1949124.9032722923,
            1492197.4105140166,
            456927.4927582757
        ],
        [
            498.9125,
            274.330836,
            224.581664,
            1949.124903,
            1492.197411,
            456.927493
        ],
        [
            0.297237,
            0.163438,
            0.133799,
            0.180084,
            0.165027,
            0.102362
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -56893,
            -75384,
            -47377,
            -1748802,
            -554367,
            -1445997
        ],
        [
            1.857634,
            1.926963,
            1.78584,
            1.318128,
            1.569437,
            1.130313
        ],
        [
            173,
            86,
            87,
            173,
            86,
            87
        ],
        [
            77,
            32,
            45,
            77,
            32,
            45
        ],
        [
            96,
            54,
            42,
            96,
            54,
            42
        ],
        [
            44.508671,
            37.209302,
            51.724138,
            44.508671,
            37.209302,
            51.724138
        ],
        [
            2.316012,
            3.251751,
            1.666784,
            1.64338,
            2.648424,
            1.054959
        ],
        [
            100090,
            100090,
            54123,
            941448,
            941448,
            688657
        ],
        [
            -26174,
            -20330,
            -26174,
            -623129,
            -310165,
            -623129
        ],
        [
            57,
            49,
            65,
            57,
            49,
            65
        ],
        [
            87,
            86,
            89,
            87,
            86,
            89
        ],
        [
            33,
            27,
            40,
            33,
            27,
            40
        ],
        [
            9961,
            4235,
            5726,
            9961,
            4235,
            5726
        ],
        [
            31.995044,
            0,
            32.495044,
            31.995044,
            0,
            32.495044
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406395,
            204104,
            -10578,
            305437,
            190154,
            -133063
        ]
    ]
}
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": 1614009600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758901971793,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 165,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)