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Trade: CAKE/USDT/360/SINWMA/BBM/4368

Strategy
CAKE/USDT/360/SINWMA/BBM/4368
Pair
CAKE_USDT
Interval
6h
Score
326206
Daily Profit
0.168927
Profit Factor
1.387997
Profitability
47.656250
Streak
23.763551
Best Strategy
Training Data Length
1683.500000
Evaluation Time
2025-09-29 21:19
Expiration Time
2025-11-19 02:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 284387.9536 204333.0745 80054.8791 -198166.6831 -42565.2443 -155601.4389
Total P&L (%) 284.388 204.3331 80.0549 -198.1667 -42.5652 -155.6014
Avg Daily Profit (%) 0.1689 0.1214 0.0476 0 -0.0329 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113701 -102924 -113701 -341739 -132224 -230958
Profit Factor 1.388 1.6402 1.1935 0.632 0.7959 0.5283
Total Trades 128 64 64 128 64 64
Winning Trades 61 30 31 66 35 31
Losing Trades 67 34 33 62 29 33
Profitability (%) 47.6563 46.875 48.4375 51.5625 54.6875 48.4375
Ratio Avg Win / Avg Loss 1.5245 1.8589 1.2705 0.5937 0.6595 0.5624
Largest Winning Trade 93981 93981 49091 51547 31534 51547
Largest Losing Trade -113701 -47796 -113701 -125677 -43413 -125677
Avg Bars in Trades 51 54 48 51 54 48
Avg Bars in Winners 59 62 56 44 48 40
Avg Bars in Losers 44 48 41 59 62 56
Bars Traded 6606 3506 3100 6606 3506 3100
Profit Streak 23.7636 26.7636 0 0 0 27.7636
Trades During Streak 1 1 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326206 -167722 -276909 -580236 -719350 -720025
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6734,
    "evaluation_days": 1683.5,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615852800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759169970857,
    "expiration_time": 1763510832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 100,
            "offset": 0,
            "std": 3.30044
        }
    }
}
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": [
        [
            284387.953617206,
            204333.0745243661,
            80054.8790928396,
            -198166.6831318288,
            -42565.2442784453,
            -155601.4388533834
        ],
        [
            284.387954,
            204.333075,
            80.054879,
            -198.166683,
            -42.565244,
            -155.601439
        ],
        [
            0.168927,
            0.121374,
            0.047553,
            0,
            -0.032933,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113701,
            -102924,
            -113701,
            -341739,
            -132224,
            -230958
        ],
        [
            1.387997,
            1.640215,
            1.193462,
            0.63197,
            0.795907,
            0.528329
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            61,
            30,
            31,
            66,
            35,
            31
        ],
        [
            67,
            34,
            33,
            62,
            29,
            33
        ],
        [
            47.65625,
            46.875,
            48.4375,
            51.5625,
            54.6875,
            48.4375
        ],
        [
            1.524521,
            1.85891,
            1.27046,
            0.593669,
            0.659466,
            0.562415
        ],
        [
            93981,
            93981,
            49091,
            51547,
            31534,
            51547
        ],
        [
            -113701,
            -47796,
            -113701,
            -125677,
            -43413,
            -125677
        ],
        [
            51,
            54,
            48,
            51,
            54,
            48
        ],
        [
            59,
            62,
            56,
            44,
            48,
            40
        ],
        [
            44,
            48,
            41,
            59,
            62,
            56
        ],
        [
            6606,
            3506,
            3100,
            6606,
            3506,
            3100
        ],
        [
            23.763551,
            26.763552,
            0,
            0,
            0,
            27.763552
        ],
        [
            1,
            1,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326206,
            -167722,
            -276909,
            -580236,
            -719350,
            -720025
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6734,
    "evaluation_days": 1683.5,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615852800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759169970857,
    "expiration_time": 1763510832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 100,
            "offset": 0,
            "std": 3.30044
        }
    }
}

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)