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Trade: CAKE/USDT/360/ALMA/HILO/4278

Strategy
CAKE/USDT/360/ALMA/HILO/4278
Pair
CAKE_USDT
Interval
6h
Score
306117
Daily Profit
0.150600
Profit Factor
1.399278
Profitability
46.456693
Streak
36.762921
Best Strategy
Training Data Length
1678.500000
Evaluation Time
2025-09-26 09:18
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 252781.7917 162680.7461 90101.0457 62224.8214 128459.6937 -66234.8722
Total P&L (%) 252.7818 162.6807 90.101 62.2248 128.4597 -66.2349
Avg Daily Profit (%) 0.1506 0.0969 0.0537 0.0288 0.0492 -0.0647
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157971 -75307 -85228 -807501 -435639 -375897
Profit Factor 1.3993 1.5036 1.2906 1.0303 1.1246 0.9353
Total Trades 127 63 64 127 63 64
Winning Trades 59 26 33 59 26 33
Losing Trades 68 37 31 68 37 31
Profitability (%) 46.4567 41.2698 51.5625 46.4567 41.2698 51.5625
Ratio Avg Win / Avg Loss 1.6127 2.1398 1.2124 1.1874 1.6004 0.8787
Largest Winning Trade 98614 98614 56615 329251 329251 129327
Largest Losing Trade -41238 -25461 -41238 -176449 -176449 -145332
Avg Bars in Trades 51 44 59 51 44 59
Avg Bars in Winners 72 66 77 72 66 77
Avg Bars in Losers 34 28 41 34 28 41
Bars Traded 6599 2780 3819 6599 2780 3819
Profit Streak 36.7629 0 43.2629 36.7629 0 43.2629
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306117 -211493 -259631 -342607 -359836 -719203

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6714,
    "evaluation_days": 1678.5,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615183200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758867516398,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 69,
            "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": [
        [
            252781.791739409,
            162680.7460635755,
            90101.0456758334,
            62224.8214448281,
            128459.6936637709,
            -66234.8722189431
        ],
        [
            252.781792,
            162.680746,
            90.101046,
            62.224821,
            128.459694,
            -66.234872
        ],
        [
            0.1506,
            0.09692,
            0.05368,
            0.028828,
            0.049234,
            -0.064664
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157971,
            -75307,
            -85228,
            -807501,
            -435639,
            -375897
        ],
        [
            1.399278,
            1.503618,
            1.290581,
            1.030277,
            1.124631,
            0.935349
        ],
        [
            127,
            63,
            64,
            127,
            63,
            64
        ],
        [
            59,
            26,
            33,
            59,
            26,
            33
        ],
        [
            68,
            37,
            31,
            68,
            37,
            31
        ],
        [
            46.456693,
            41.269841,
            51.5625,
            46.456693,
            41.269841,
            51.5625
        ],
        [
            1.612728,
            2.139763,
            1.212364,
            1.187437,
            1.600436,
            0.878661
        ],
        [
            98614,
            98614,
            56615,
            329251,
            329251,
            129327
        ],
        [
            -41238,
            -25461,
            -41238,
            -176449,
            -176449,
            -145332
        ],
        [
            51,
            44,
            59,
            51,
            44,
            59
        ],
        [
            72,
            66,
            77,
            72,
            66,
            77
        ],
        [
            34,
            28,
            41,
            34,
            28,
            41
        ],
        [
            6599,
            2780,
            3819,
            6599,
            2780,
            3819
        ],
        [
            36.762921,
            0,
            43.262921,
            36.762921,
            0,
            43.262921
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306117,
            -211493,
            -259631,
            -342607,
            -359836,
            -719203
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6714,
    "evaluation_days": 1678.5,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615183200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758867516398,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 69,
            "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)