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Trade: CAKE/USDT/360/MIDPRICE/FWMA/9594

Strategy
CAKE/USDT/360/MIDPRICE/FWMA/9594
Pair
CAKE_USDT
Interval
6h
Score
317028
Daily Profit
0.330798
Profit Factor
1.585451
Profitability
36.056338
Streak
0.000000
Best Strategy
Training Data Length
1678.500000
Evaluation Time
2025-09-26 20:29
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 555243.9507 329710.4558 225533.4949 2598423.754 2187033.8537 411389.9003
Total P&L (%) 555.244 329.7105 225.5335 2598.4238 2187.0339 411.3899
Avg Daily Profit (%) 0.3308 0.1964 0.1344 0.1965 0.1866 0.0973
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -75328 -98168 -80006 -2799285 -1145801 -2426332
Profit Factor 1.5855 1.7228 1.4582 1.3063 1.5434 1.0923
Total Trades 355 178 177 355 178 177
Winning Trades 128 58 70 128 58 70
Losing Trades 227 120 107 227 120 107
Profitability (%) 36.0563 32.5843 39.548 36.0563 32.5843 39.548
Ratio Avg Win / Avg Loss 2.8117 3.5644 2.2289 2.3166 3.1932 1.6696
Largest Winning Trade 80304 80304 52388 1489123 1489123 1124733
Largest Losing Trade -35838 -14246 -35838 -788582 -543547 -788582
Avg Bars in Trades 18 17 20 18 17 20
Avg Bars in Winners 35 33 36 35 33 36
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 6660 3063 3596 6660 3063 3596
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 317028 170551 -14905 214290 161546 -184454

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": 1614535200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758907767456,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 39,
            "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": [
        [
            555243.9507105292,
            329710.4558307849,
            225533.4948797444,
            2598423.7539851693,
            2187033.8537208047,
            411389.9002643651
        ],
        [
            555.243951,
            329.710456,
            225.533495,
            2598.423754,
            2187.033854,
            411.3899
        ],
        [
            0.330798,
            0.196432,
            0.134366,
            0.196514,
            0.18664,
            0.097275
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -75328,
            -98168,
            -80006,
            -2799285,
            -1145801,
            -2426332
        ],
        [
            1.585451,
            1.722799,
            1.458173,
            1.306269,
            1.543359,
            1.092258
        ],
        [
            355,
            178,
            177,
            355,
            178,
            177
        ],
        [
            128,
            58,
            70,
            128,
            58,
            70
        ],
        [
            227,
            120,
            107,
            227,
            120,
            107
        ],
        [
            36.056338,
            32.58427,
            39.548023,
            36.056338,
            32.58427,
            39.548023
        ],
        [
            2.811698,
            3.564411,
            2.228921,
            2.316586,
            3.193157,
            1.669595
        ],
        [
            80304,
            80304,
            52388,
            1489123,
            1489123,
            1124733
        ],
        [
            -35838,
            -14246,
            -35838,
            -788582,
            -543547,
            -788582
        ],
        [
            18,
            17,
            20,
            18,
            17,
            20
        ],
        [
            35,
            33,
            36,
            35,
            33,
            36
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            6660,
            3063,
            3596,
            6660,
            3063,
            3596
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317028,
            170551,
            -14905,
            214290,
            161546,
            -184454
        ]
    ]
}
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": 1614535200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758907767456,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 39,
            "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)