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Trade: CAKE/USDT/360/SUPERTREND/ZLMA/6837

Strategy
CAKE/USDT/360/SUPERTREND/ZLMA/6837
Pair
CAKE_USDT
Interval
6h
Score
419875
Daily Profit
0.271970
Profit Factor
1.626455
Profitability
59.375000
Streak
3.594226
Best Strategy
Training Data Length
1690.250000
Evaluation Time
2025-10-06 11:15
Expiration Time
2025-11-26 00:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 459696.9414 261529.3189 198167.6225 980798.0386 1208071.3422 -227273.3035
Total P&L (%) 459.6969 261.5293 198.1676 980.798 1208.0713 -227.2733
Avg Daily Profit (%) 0.272 0.1547 0.1172 0.1409 0.1522 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97533 -48420 -94715 -1004752 -411320 -1187785
Profit Factor 1.6265 1.7998 1.4871 1.1923 1.5918 0.9257
Total Trades 160 80 80 160 80 80
Winning Trades 95 48 47 95 48 47
Losing Trades 65 32 33 65 32 33
Profitability (%) 59.375 60 58.75 59.375 60 58.75
Ratio Avg Win / Avg Loss 1.1128 1.1999 1.0441 0.8158 1.0612 0.65
Largest Winning Trade 53789 53789 52123 346658 286849 346658
Largest Losing Trade -66690 -24955 -66690 -865627 -196745 -865627
Avg Bars in Trades 41 27 55 41 27 55
Avg Bars in Winners 45 24 68 45 24 68
Avg Bars in Losers 34 32 36 34 32 36
Bars Traded 6603 2193 4410 6603 2193 4410
Profit Streak 3.5942 47.5942 0 3.5942 47.5942 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 419875 -7080 -53302 -13732 -7120 -598824
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6761,
    "evaluation_days": 1690.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1616436000000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759738541103,
    "expiration_time": 1764111528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 87,
            "offset": 0,
            "multiplier": 4.56741
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 127,
            "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": [
        [
            459696.9413519342,
            261529.3188889966,
            198167.622462938,
            980798.0386188959,
            1208071.3421547455,
            -227273.3035358503
        ],
        [
            459.696941,
            261.529319,
            198.167622,
            980.798039,
            1208.071342,
            -227.273304
        ],
        [
            0.27197,
            0.154728,
            0.117242,
            0.140924,
            0.152232,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97533,
            -48420,
            -94715,
            -1004752,
            -411320,
            -1187785
        ],
        [
            1.626455,
            1.799804,
            1.487119,
            1.192267,
            1.591773,
            0.925723
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            59.375,
            60,
            58.75,
            59.375,
            60,
            58.75
        ],
        [
            1.112838,
            1.19987,
            1.044148,
            0.815761,
            1.061182,
            0.649976
        ],
        [
            53789,
            53789,
            52123,
            346658,
            286849,
            346658
        ],
        [
            -66690,
            -24955,
            -66690,
            -865627,
            -196745,
            -865627
        ],
        [
            41,
            27,
            55,
            41,
            27,
            55
        ],
        [
            45,
            24,
            68,
            45,
            24,
            68
        ],
        [
            34,
            32,
            36,
            34,
            32,
            36
        ],
        [
            6603,
            2193,
            4410,
            6603,
            2193,
            4410
        ],
        [
            3.594226,
            47.594226,
            0,
            3.594226,
            47.594226,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            419875,
            -7080,
            -53302,
            -13732,
            -7120,
            -598824
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6761,
    "evaluation_days": 1690.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1616436000000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759738541103,
    "expiration_time": 1764111528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 87,
            "offset": 0,
            "multiplier": 4.56741
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 127,
            "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)