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Trade: CAKE/USDT/360/ZLMA/FWMA/1982

Strategy
CAKE/USDT/360/ZLMA/FWMA/1982
Pair
CAKE_USDT
Interval
6h
Score
410440
Daily Profit
0.355197
Profit Factor
1.580749
Profitability
40.318302
Streak
10.934627
Best Strategy
Training Data Length
1682.500000
Evaluation Time
2025-09-28 19:25
Expiration Time
2025-11-18 01:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 597619.3839 310343.9665 287275.4174 4254672.4345 3993722.3427 260950.0918
Total P&L (%) 597.6194 310.344 287.2754 4254.6724 3993.7223 260.9501
Avg Daily Profit (%) 0.3552 0.1845 0.1707 0.2246 0.2209 0.0763
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164860 -107142 -88083 -3733326 -1246623 -3058671
Profit Factor 1.5807 1.5862 1.575 1.3223 1.6669 1.0362
Total Trades 377 189 188 377 189 188
Winning Trades 152 69 83 152 69 83
Losing Trades 225 120 105 225 120 105
Profitability (%) 40.3183 36.5079 44.1489 40.3183 36.5079 44.1489
Ratio Avg Win / Avg Loss 2.3399 2.7586 1.9924 1.9573 2.899 1.3108
Largest Winning Trade 84913 84913 40734 2411620 2411620 1677810
Largest Losing Trade -20849 -20849 -16760 -1167926 -734529 -1167926
Avg Bars in Trades 17 18 16 17 18 16
Avg Bars in Winners 28 29 26 28 29 26
Avg Bars in Losers 9 11 7 9 11 7
Bars Traded 6463 3412 3050 6463 3412 3050
Profit Streak 10.9346 24.6846 0 10.9346 24.6846 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 410440 249250 312395 313381 283142 -273347
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6730,
    "evaluation_days": 1682.5,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1618574400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759076751756,
    "expiration_time": 1763421840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 226,
            "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": [
        [
            597619.3839002269,
            310343.9665029469,
            287275.4173972802,
            4254672.434487621,
            3993722.3426547265,
            260950.0918328951
        ],
        [
            597.619384,
            310.343967,
            287.275417,
            4254.672434,
            3993.722343,
            260.950092
        ],
        [
            0.355197,
            0.184454,
            0.170743,
            0.224551,
            0.22087,
            0.076319
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164860,
            -107142,
            -88083,
            -3733326,
            -1246623,
            -3058671
        ],
        [
            1.580749,
            1.58619,
            1.574982,
            1.322295,
            1.666921,
            1.036178
        ],
        [
            377,
            189,
            188,
            377,
            189,
            188
        ],
        [
            152,
            69,
            83,
            152,
            69,
            83
        ],
        [
            225,
            120,
            105,
            225,
            120,
            105
        ],
        [
            40.318302,
            36.507937,
            44.148936,
            40.318302,
            36.507937,
            44.148936
        ],
        [
            2.339924,
            2.758592,
            1.992448,
            1.957345,
            2.898993,
            1.310828
        ],
        [
            84913,
            84913,
            40734,
            2411620,
            2411620,
            1677810
        ],
        [
            -20849,
            -20849,
            -16760,
            -1167926,
            -734529,
            -1167926
        ],
        [
            17,
            18,
            16,
            17,
            18,
            16
        ],
        [
            28,
            29,
            26,
            28,
            29,
            26
        ],
        [
            9,
            11,
            7,
            9,
            11,
            7
        ],
        [
            6463,
            3412,
            3050,
            6463,
            3412,
            3050
        ],
        [
            10.934627,
            24.684627,
            0,
            10.934627,
            24.684627,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410440,
            249250,
            312395,
            313381,
            283142,
            -273347
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6730,
    "evaluation_days": 1682.5,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1618574400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759076751756,
    "expiration_time": 1763421840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 226,
            "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)