← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: CAKE/USDT/480/JMA/LINREG/2016

Strategy
CAKE/USDT/480/JMA/LINREG/2016
Pair
CAKE_USDT
Interval
8h
Score
501878
Daily Profit
0.471370
Profit Factor
2.174820
Profitability
43.043478
Streak
8.659781
Best Strategy
Training Data Length
1679.670000
Evaluation Time
2025-09-25 18:50
Expiration Time
2025-11-14 19:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 791746.8092 449755.5304 341991.2788 30546447.8573 29626237.7389 920210.1184
Total P&L (%) 791.7468 449.7555 341.9913 30546.4479 29626.2377 920.2101
Avg Daily Profit (%) 0.4714 0.2678 0.2036 0.3414 0.3396 0.1384
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74838 -84047 -56020 -33140208 -12422884 -28632412
Profit Factor 2.1748 2.3845 1.9797 1.4336 2.0842 1.0213
Total Trades 230 115 115 230 115 115
Winning Trades 99 49 50 99 49 50
Losing Trades 131 66 65 131 66 65
Profitability (%) 43.0435 42.6087 43.4783 43.0435 42.6087 43.4783
Ratio Avg Win / Avg Loss 2.8778 3.2118 2.5736 1.897 2.8072 1.3277
Largest Winning Trade 85784 85784 53244 16771228 16771228 11002922
Largest Losing Trade -22677 -17105 -22677 -11282610 -8450527 -11282610
Avg Bars in Trades 21 21 21 21 21 21
Avg Bars in Winners 31 31 30 31 31 30
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 4979 2519 2460 4979 2519 2460
Profit Streak 8.6598 30.9931 0 8.6598 30.9931 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 501878 392319 320616 385350 408557 -207454

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5039,
    "evaluation_days": 1679.67,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614960000000,
    "last_datapoint_time": 1758787200000,
    "evaluation_time": 1758815405052,
    "expiration_time": 1763140896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 17,
            "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": [
        [
            791746.8091868144,
            449755.5304292372,
            341991.2787575775,
            30546447.857310012,
            29626237.738904558,
            920210.1184054413
        ],
        [
            791.746809,
            449.75553,
            341.991279,
            30546.447857,
            29626.237739,
            920.210118
        ],
        [
            0.47137,
            0.267764,
            0.203606,
            0.341428,
            0.339607,
            0.138372
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74838,
            -84047,
            -56020,
            -33140208,
            -12422884,
            -28632412
        ],
        [
            2.17482,
            2.384535,
            1.979671,
            1.433588,
            2.084163,
            1.021339
        ],
        [
            230,
            115,
            115,
            230,
            115,
            115
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            43.043478,
            42.608696,
            43.478261,
            43.043478,
            42.608696,
            43.478261
        ],
        [
            2.877793,
            3.211823,
            2.573573,
            1.89697,
            2.80724,
            1.32774
        ],
        [
            85784,
            85784,
            53244,
            16771228,
            16771228,
            11002922
        ],
        [
            -22677,
            -17105,
            -22677,
            -11282610,
            -8450527,
            -11282610
        ],
        [
            21,
            21,
            21,
            21,
            21,
            21
        ],
        [
            31,
            31,
            30,
            31,
            31,
            30
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            4979,
            2519,
            2460,
            4979,
            2519,
            2460
        ],
        [
            8.659781,
            30.993114,
            0,
            8.659781,
            30.993114,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            501878,
            392319,
            320616,
            385350,
            408557,
            -207454
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5039,
    "evaluation_days": 1679.67,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614960000000,
    "last_datapoint_time": 1758787200000,
    "evaluation_time": 1758815405052,
    "expiration_time": 1763140896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 17,
            "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)