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Trade: CAKE/USDT/240/SSF/HLC3/3422

Strategy
CAKE/USDT/240/SSF/HLC3/3422
Pair
CAKE_USDT
Interval
4h
Score
303334
Daily Profit
0.335520
Profit Factor
1.402542
Profitability
31.095890
Streak
8.873044
Best Strategy
Training Data Length
1678.500000
Evaluation Time
2025-09-25 23:57
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 563170.363 328965.2263 234205.1367 2670006.2784 2369107.1237 300899.1547
Total P&L (%) 563.1704 328.9652 234.2051 2670.0063 2369.1071 300.8992
Avg Daily Profit (%) 0.3355 0.196 0.1395 0.1981 0.1912 0.0828
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91688 -93569 -68772 -931191 -662665 -995059
Profit Factor 1.4025 1.4867 1.3239 1.2889 1.5837 1.0581
Total Trades 730 365 365 730 365 365
Winning Trades 227 109 118 227 109 118
Losing Trades 503 256 247 503 256 247
Profitability (%) 31.0959 29.863 32.3288 31.0959 29.863 32.3288
Ratio Avg Win / Avg Loss 3.1078 3.4917 2.7712 2.8561 3.7195 2.2148
Largest Winning Trade 72545 72545 43162 1076231 1076231 692764
Largest Losing Trade -14544 -9652 -14544 -415619 -211830 -415619
Avg Bars in Trades 13 13 14 13 13 14
Avg Bars in Winners 30 29 31 30 29 31
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 10037 4765 5272 10037 4765 5272
Profit Streak 8.873 31.873 0 8.873 31.873 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303334 150106 -10664 236053 184973 -243241

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": 1613707200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758833831050,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 44,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hlc3",
        "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": [
        [
            563170.3629978879,
            328965.2262761631,
            234205.1367217246,
            2670006.2783609447,
            2369107.1236875276,
            300899.1546734165
        ],
        [
            563.170363,
            328.965226,
            234.205137,
            2670.006278,
            2369.107124,
            300.899155
        ],
        [
            0.33552,
            0.195988,
            0.139532,
            0.198077,
            0.191213,
            0.082759
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91688,
            -93569,
            -68772,
            -931191,
            -662665,
            -995059
        ],
        [
            1.402542,
            1.486698,
            1.323881,
            1.288944,
            1.583683,
            1.05807
        ],
        [
            730,
            365,
            365,
            730,
            365,
            365
        ],
        [
            227,
            109,
            118,
            227,
            109,
            118
        ],
        [
            503,
            256,
            247,
            503,
            256,
            247
        ],
        [
            31.09589,
            29.863014,
            32.328767,
            31.09589,
            29.863014,
            32.328767
        ],
        [
            3.107836,
            3.491694,
            2.771175,
            2.856119,
            3.719477,
            2.214774
        ],
        [
            72545,
            72545,
            43162,
            1076231,
            1076231,
            692764
        ],
        [
            -14544,
            -9652,
            -14544,
            -415619,
            -211830,
            -415619
        ],
        [
            13,
            13,
            14,
            13,
            13,
            14
        ],
        [
            30,
            29,
            31,
            30,
            29,
            31
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            10037,
            4765,
            5272,
            10037,
            4765,
            5272
        ],
        [
            8.873044,
            31.873044,
            0,
            8.873045,
            31.873045,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303334,
            150106,
            -10664,
            236053,
            184973,
            -243241
        ]
    ]
}
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": 1613707200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758833831050,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 44,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hlc3",
        "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)