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Trade: CAKE/USDT/30/SINWMA/HILO/8840

Strategy
CAKE/USDT/30/SINWMA/HILO/8840
Pair
CAKE_USDT
Interval
30m
Score
327544
Daily Profit
0.421092
Profit Factor
1.434925
Profitability
40.718563
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-26 13:18
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 219317.3979 148267.2881 71050.1098 346604.5946 419959.7072 -73355.1126
Total P&L (%) 219.3174 148.2673 71.0501 346.6046 419.9597 -73.3551
Avg Daily Profit (%) 0.4211 0.2847 0.1364 0.2877 0.317 -0.2536
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78819 -31301 -53764 -530047 -203576 -373183
Profit Factor 1.4349 1.6652 1.2525 1.1426 1.4148 0.9483
Total Trades 334 167 167 334 167 167
Winning Trades 136 62 74 136 62 74
Losing Trades 198 105 93 198 105 93
Profitability (%) 40.7186 37.1257 44.3114 40.7186 37.1257 44.3114
Ratio Avg Win / Avg Loss 2.0891 2.8201 1.5741 1.6635 2.3961 1.1918
Largest Winning Trade 54264 54264 27628 269594 269594 143032
Largest Losing Trade -16750 -8775 -16750 -100801 -46670 -100801
Avg Bars in Trades 73 67 80 73 67 80
Avg Bars in Winners 121 118 124 121 118 124
Avg Bars in Losers 40 37 45 40 37 45
Bars Traded 24671 11243 13427 24671 11243 13427
Profit Streak 0 28.5751 0 0 28.5751 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327544 278784 -12473 -56615 243478 -581573

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714064400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758881889171,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "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": [
        [
            219317.397883724,
            148267.288074061,
            71050.1098096629,
            346604.594641685,
            419959.7072435369,
            -73355.1126018525
        ],
        [
            219.317398,
            148.267288,
            71.05011,
            346.604595,
            419.959707,
            -73.355113
        ],
        [
            0.421092,
            0.284675,
            0.136417,
            0.287744,
            0.317031,
            -0.253613
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78819,
            -31301,
            -53764,
            -530047,
            -203576,
            -373183
        ],
        [
            1.434925,
            1.665196,
            1.252513,
            1.142601,
            1.414849,
            0.948278
        ],
        [
            334,
            167,
            167,
            334,
            167,
            167
        ],
        [
            136,
            62,
            74,
            136,
            62,
            74
        ],
        [
            198,
            105,
            93,
            198,
            105,
            93
        ],
        [
            40.718563,
            37.125749,
            44.311377,
            40.718563,
            37.125749,
            44.311377
        ],
        [
            2.089081,
            2.82009,
            1.574104,
            1.663493,
            2.396116,
            1.191755
        ],
        [
            54264,
            54264,
            27628,
            269594,
            269594,
            143032
        ],
        [
            -16750,
            -8775,
            -16750,
            -100801,
            -46670,
            -100801
        ],
        [
            73,
            67,
            80,
            73,
            67,
            80
        ],
        [
            121,
            118,
            124,
            121,
            118,
            124
        ],
        [
            40,
            37,
            45,
            40,
            37,
            45
        ],
        [
            24671,
            11243,
            13427,
            24671,
            11243,
            13427
        ],
        [
            0,
            28.575106,
            0,
            0,
            28.575106,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327544,
            278784,
            -12473,
            -56615,
            243478,
            -581573
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714064400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758881889171,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "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)