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Trade: CAKE/USDT/360/ZLMA/HL2/1013

Strategy
CAKE/USDT/360/ZLMA/HL2/1013
Pair
CAKE_USDT
Interval
6h
Score
325218
Daily Profit
0.366427
Profit Factor
1.484694
Profitability
34.046053
Streak
0.000000
Best Strategy
Training Data Length
1684.750000
Evaluation Time
2025-09-30 23:09
Expiration Time
2025-11-20 09:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 617337.3192 370354.1282 246983.1909 4210935.458 3810152.2016 400783.2563
Total P&L (%) 617.3373 370.3541 246.9832 4210.9355 3810.1522 400.7833
Avg Daily Profit (%) 0.3664 0.2198 0.1466 0.2237 0.2178 0.0957
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153855 -97322 -77043 -4409255 -1589607 -3042680
Profit Factor 1.4847 1.5982 1.3774 1.2841 1.569 1.0493
Total Trades 608 304 304 608 304 304
Winning Trades 207 99 108 207 99 108
Losing Trades 401 205 196 401 205 196
Profitability (%) 34.0461 32.5658 35.5263 34.0461 32.5658 35.5263
Ratio Avg Win / Avg Loss 2.8761 3.3093 2.4996 2.4876 3.2489 1.9043
Largest Winning Trade 84913 84913 43298 2297481 2297481 1588323
Largest Losing Trade -23519 -17071 -23519 -841311 -717950 -841311
Avg Bars in Trades 10 11 10 10 11 10
Avg Bars in Winners 20 21 19 20 21 19
Avg Bars in Losers 5 6 5 5 6 5
Bars Traded 6647 3457 3190 6647 3457 3190
Profit Streak 0 0 13.8397 0 0 13.8397
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325218 192230 21907 237158 200204 -234124
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6739,
    "evaluation_days": 1684.75,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614816000000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759262953925,
    "expiration_time": 1763622072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            617337.319169383,
            370354.1282252572,
            246983.1909441256,
            4210935.457967468,
            3810152.2016220707,
            400783.2563453981
        ],
        [
            617.337319,
            370.354128,
            246.983191,
            4210.935458,
            3810.152202,
            400.783256
        ],
        [
            0.366427,
            0.219827,
            0.146599,
            0.22365,
            0.217846,
            0.095668
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153855,
            -97322,
            -77043,
            -4409255,
            -1589607,
            -3042680
        ],
        [
            1.484694,
            1.598164,
            1.377354,
            1.284109,
            1.568997,
            1.049326
        ],
        [
            608,
            304,
            304,
            608,
            304,
            304
        ],
        [
            207,
            99,
            108,
            207,
            99,
            108
        ],
        [
            401,
            205,
            196,
            401,
            205,
            196
        ],
        [
            34.046053,
            32.565789,
            35.526316,
            34.046053,
            32.565789,
            35.526316
        ],
        [
            2.876146,
            3.30933,
            2.499642,
            2.487574,
            3.248933,
            1.904331
        ],
        [
            84913,
            84913,
            43298,
            2297481,
            2297481,
            1588323
        ],
        [
            -23519,
            -17071,
            -23519,
            -841311,
            -717950,
            -841311
        ],
        [
            10,
            11,
            10,
            10,
            11,
            10
        ],
        [
            20,
            21,
            19,
            20,
            21,
            19
        ],
        [
            5,
            6,
            5,
            5,
            6,
            5
        ],
        [
            6647,
            3457,
            3190,
            6647,
            3457,
            3190
        ],
        [
            0,
            0,
            13.839744,
            0,
            0,
            13.839744
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325218,
            192230,
            21907,
            237158,
            200204,
            -234124
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6739,
    "evaluation_days": 1684.75,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614816000000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759262953925,
    "expiration_time": 1763622072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)