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Trade: CAKE/USDT/480/PWMA/MIDPRICE/1449

Strategy
CAKE/USDT/480/PWMA/MIDPRICE/1449
Pair
CAKE_USDT
Interval
8h
Score
408077
Daily Profit
0.194417
Profit Factor
1.578095
Profitability
55.371901
Streak
84.465754
Best Strategy
Training Data Length
1681.000000
Evaluation Time
2025-09-26 22:10
Expiration Time
2025-11-16 04:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 326815.4245 142754.405 184061.0195 130264.4192 -97482.8209 227747.2401
Total P&L (%) 326.8154 142.7544 184.061 130.2644 -97.4828 227.7472
Avg Daily Profit (%) 0.1944 0.0849 0.1095 0.0496 -0.2188 0.0706
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -205809 -93401 -120737 -3157055 -1493682 -1824296
Profit Factor 1.5781 1.479 1.6886 1.0249 0.9645 1.0914
Total Trades 121 60 61 121 60 61
Winning Trades 67 33 34 67 33 34
Losing Trades 54 27 27 54 27 27
Profitability (%) 55.3719 55 55.7377 55.3719 55 55.7377
Ratio Avg Win / Avg Loss 1.2719 1.2101 1.3409 0.826 0.7892 0.8667
Largest Winning Trade 93302 93302 45143 966902 966902 472813
Largest Losing Trade -78197 -36025 -78197 -863124 -809088 -863124
Avg Bars in Trades 39 44 33 39 44 33
Avg Bars in Winners 48 54 42 48 54 42
Avg Bars in Losers 28 33 22 28 33 22
Bars Traded 4753 2695 2058 4753 2695 2058
Profit Streak 84.4658 91.4658 84.4658 84.4658 91.4658 84.4658
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 408077 -246372 -205103 -319495 -748751 -380624

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5043,
    "evaluation_days": 1681,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1616889600000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758913841157,
    "expiration_time": 1763259552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 89,
            "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": [
        [
            326815.4245382855,
            142754.4050097038,
            184061.0195285819,
            130264.4191676555,
            -97482.8209398053,
            227747.240107462
        ],
        [
            326.815425,
            142.754405,
            184.06102,
            130.264419,
            -97.482821,
            227.74724
        ],
        [
            0.194417,
            0.084922,
            0.109495,
            0.049629,
            -0.218798,
            0.070642
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -205809,
            -93401,
            -120737,
            -3157055,
            -1493682,
            -1824296
        ],
        [
            1.578095,
            1.479006,
            1.688568,
            1.024867,
            0.964518,
            1.091423
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            55.371901,
            55,
            55.737705,
            55.371901,
            55,
            55.737705
        ],
        [
            1.271897,
            1.210096,
            1.340922,
            0.826012,
            0.789151,
            0.866718
        ],
        [
            93302,
            93302,
            45143,
            966902,
            966902,
            472813
        ],
        [
            -78197,
            -36025,
            -78197,
            -863124,
            -809088,
            -863124
        ],
        [
            39,
            44,
            33,
            39,
            44,
            33
        ],
        [
            48,
            54,
            42,
            48,
            54,
            42
        ],
        [
            28,
            33,
            22,
            28,
            33,
            22
        ],
        [
            4753,
            2695,
            2058,
            4753,
            2695,
            2058
        ],
        [
            84.465754,
            91.465754,
            84.465754,
            84.465754,
            91.465754,
            84.465754
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            408077,
            -246372,
            -205103,
            -319495,
            -748751,
            -380624
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5043,
    "evaluation_days": 1681,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1616889600000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758913841157,
    "expiration_time": 1763259552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 89,
            "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)