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Trade: CAKE/USDT/360/LINREG/HWMA/5723

Strategy
CAKE/USDT/360/LINREG/HWMA/5723
Pair
CAKE_USDT
Interval
6h
Score
389259
Daily Profit
0.440220
Profit Factor
1.635588
Profitability
34.339623
Streak
9.061264
Best Strategy
Training Data Length
1678.500000
Evaluation Time
2025-09-26 22:28
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 738909.2284 437518.2813 301390.947 14014167.5753 11373434.827 2640732.7483
Total P&L (%) 738.9092 437.5183 301.3909 14014.1676 11373.4348 2640.7327
Avg Daily Profit (%) 0.4402 0.2607 0.1796 0.2953 0.283 0.1974
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -177514 -108767 -88072 -7259328 -2962188 -5056462
Profit Factor 1.6356 1.7663 1.5095 1.5616 2.0248 1.1906
Total Trades 530 265 265 530 265 265
Winning Trades 182 86 96 182 86 96
Losing Trades 348 179 169 348 179 169
Profitability (%) 34.3396 32.4528 36.2264 34.3396 32.4528 36.2264
Ratio Avg Win / Avg Loss 3.1274 3.6763 2.6573 2.9859 4.2144 2.0959
Largest Winning Trade 84913 84913 43298 4347424 4347424 3057502
Largest Losing Trade -19790 -17071 -19790 -1783291 -1496017 -1783291
Avg Bars in Trades 12 12 12 12 12 12
Avg Bars in Winners 24 24 24 24 24 24
Avg Bars in Losers 6 6 5 6 6 5
Bars Traded 6642 3325 3317 6642 3325 3317
Profit Streak 9.0613 9.3113 0 9.0613 9.3113 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 389259 231838 204246 333750 271656 -6021
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": 1614945600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758914893264,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.86398,
            "nb": 0.1,
            "nc": 0.52754
        }
    }
}
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": [
        [
            738909.2283650844,
            437518.2813477791,
            301390.9470173049,
            14014167.57529043,
            11373434.827027041,
            2640732.7482633907
        ],
        [
            738.909228,
            437.518281,
            301.390947,
            14014.167575,
            11373.434827,
            2640.732748
        ],
        [
            0.44022,
            0.26066,
            0.17956,
            0.295327,
            0.282951,
            0.197443
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -177514,
            -108767,
            -88072,
            -7259328,
            -2962188,
            -5056462
        ],
        [
            1.635588,
            1.766273,
            1.509458,
            1.561567,
            2.024778,
            1.19057
        ],
        [
            530,
            265,
            265,
            530,
            265,
            265
        ],
        [
            182,
            86,
            96,
            182,
            86,
            96
        ],
        [
            348,
            179,
            169,
            348,
            179,
            169
        ],
        [
            34.339623,
            32.45283,
            36.226415,
            34.339623,
            32.45283,
            36.226415
        ],
        [
            3.127387,
            3.676312,
            2.657275,
            2.985854,
            4.214363,
            2.095899
        ],
        [
            84913,
            84913,
            43298,
            4347424,
            4347424,
            3057502
        ],
        [
            -19790,
            -17071,
            -19790,
            -1783291,
            -1496017,
            -1783291
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            24,
            24,
            24,
            24,
            24,
            24
        ],
        [
            6,
            6,
            5,
            6,
            6,
            5
        ],
        [
            6642,
            3325,
            3317,
            6642,
            3325,
            3317
        ],
        [
            9.061264,
            9.311265,
            0,
            9.061265,
            9.311265,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389259,
            231838,
            204246,
            333750,
            271656,
            -6021
        ]
    ]
}
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": 1614945600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758914893264,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.86398,
            "nb": 0.1,
            "nc": 0.52754
        }
    }
}

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)