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Trade: CAKE/USDT/30/WMA/LINREG/1496

Strategy
CAKE/USDT/30/WMA/LINREG/1496
Pair
CAKE_USDT
Interval
30m
Score
365009
Daily Profit
0.382103
Profit Factor
1.316079
Profitability
45.730028
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-26 19:06
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 199010.8782 136149.7176 62861.1607 237572.2168 240506.8599 -2934.6432
Total P&L (%) 199.0109 136.1497 62.8612 237.5722 240.5069 -2.9346
Avg Daily Profit (%) 0.3821 0.2614 0.1207 0.2339 0.2355 -0.0057
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69131 -38131 -53648 -373819 -147946 -281611
Profit Factor 1.3161 1.4048 1.2143 1.1212 1.2235 0.9967
Total Trades 363 181 182 363 181 182
Winning Trades 166 77 89 166 77 89
Losing Trades 197 104 93 197 104 93
Profitability (%) 45.73 42.5414 48.9011 45.73 42.5414 48.9011
Ratio Avg Win / Avg Loss 1.5619 1.8974 1.2689 1.3306 1.6525 1.0415
Largest Winning Trade 58101 58101 26813 192686 192686 55847
Largest Losing Trade -18638 -16810 -18638 -70144 -70144 -61488
Avg Bars in Trades 68 67 69 68 67 69
Avg Bars in Winners 82 84 80 82 84 80
Avg Bars in Losers 56 53 59 56 53 59
Bars Traded 24871 12147 12724 24871 12147 12724
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 365009 248560 -33395 -79603 200701 -579709

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": 1713909600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758902809026,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 102,
            "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": [
        [
            199010.8782377495,
            136149.7175532806,
            62861.1606844688,
            237572.216779898,
            240506.8599490813,
            -2934.6431691829
        ],
        [
            199.010878,
            136.149718,
            62.861161,
            237.572217,
            240.50686,
            -2.934643
        ],
        [
            0.382103,
            0.261409,
            0.120694,
            0.233864,
            0.235529,
            -0.005719
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69131,
            -38131,
            -53648,
            -373819,
            -147946,
            -281611
        ],
        [
            1.316079,
            1.404818,
            1.214323,
            1.121223,
            1.223474,
            0.996679
        ],
        [
            363,
            181,
            182,
            363,
            181,
            182
        ],
        [
            166,
            77,
            89,
            166,
            77,
            89
        ],
        [
            197,
            104,
            93,
            197,
            104,
            93
        ],
        [
            45.730028,
            42.541436,
            48.901099,
            45.730028,
            42.541436,
            48.901099
        ],
        [
            1.561852,
            1.897417,
            1.268899,
            1.330609,
            1.652485,
            1.041473
        ],
        [
            58101,
            58101,
            26813,
            192686,
            192686,
            55847
        ],
        [
            -18638,
            -16810,
            -18638,
            -70144,
            -70144,
            -61488
        ],
        [
            68,
            67,
            69,
            68,
            67,
            69
        ],
        [
            82,
            84,
            80,
            82,
            84,
            80
        ],
        [
            56,
            53,
            59,
            56,
            53,
            59
        ],
        [
            24871,
            12147,
            12724,
            24871,
            12147,
            12724
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            365009,
            248560,
            -33395,
            -79603,
            200701,
            -579709
        ]
    ]
}
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": 1713909600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758902809026,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 102,
            "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)