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Trade: CAKE/USDT/480/SINWMA/LINREG/3206

Strategy
CAKE/USDT/480/SINWMA/LINREG/3206
Pair
CAKE_USDT
Interval
8h
Score
363261
Daily Profit
0.359686
Profit Factor
2.226679
Profitability
38.655462
Streak
38.783231
Best Strategy
Training Data Length
1680.330000
Evaluation Time
2025-09-26 05:47
Expiration Time
2025-11-15 11:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 604391.0761 373662.9554 230728.1207 3100945.4952 2131434.3821 969511.1131
Total P&L (%) 604.3911 373.663 230.7281 3100.9455 2131.4344 969.5111
Avg Daily Profit (%) 0.3597 0.2224 0.1373 0.2065 0.185 0.1411
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78053 -78008 -56433 -4036946 -1445629 -2764915
Profit Factor 2.2267 2.3489 2.0697 1.3237 1.4546 1.1982
Total Trades 119 59 60 119 59 60
Winning Trades 46 19 27 46 19 27
Losing Trades 73 40 33 73 40 33
Profitability (%) 38.6555 32.2034 45 38.6555 32.2034 45
Ratio Avg Win / Avg Loss 3.5336 4.945 2.5297 2.1007 3.0623 1.4645
Largest Winning Trade 195943 195943 51738 2057859 2057859 999878
Largest Losing Trade -17055 -15965 -17055 -900884 -859062 -900884
Avg Bars in Trades 41 36 46 41 36 46
Avg Bars in Winners 74 73 75 74 73 75
Avg Bars in Losers 20 19 21 20 19 21
Bars Traded 4926 2163 2763 4926 2163 2763
Profit Streak 38.7832 0 48.1166 38.7832 0 48.1166
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 363261 -171593 -176353 211801 -173830 -177245

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5041,
    "evaluation_days": 1680.33,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615392000000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758854871136,
    "expiration_time": 1763200224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 22,
            "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": [
        [
            604391.0760593112,
            373662.9553952389,
            230728.1206640721,
            3100945.4951754245,
            2131434.382074925,
            969511.1131005003
        ],
        [
            604.391076,
            373.662955,
            230.728121,
            3100.945495,
            2131.434382,
            969.511113
        ],
        [
            0.359686,
            0.222375,
            0.137311,
            0.206484,
            0.18497,
            0.141131
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78053,
            -78008,
            -56433,
            -4036946,
            -1445629,
            -2764915
        ],
        [
            2.226679,
            2.348896,
            2.069714,
            1.323713,
            1.454597,
            1.198237
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            46,
            19,
            27,
            46,
            19,
            27
        ],
        [
            73,
            40,
            33,
            73,
            40,
            33
        ],
        [
            38.655462,
            32.20339,
            45,
            38.655462,
            32.20339,
            45
        ],
        [
            3.533642,
            4.945045,
            2.52965,
            2.100675,
            3.062308,
            1.464511
        ],
        [
            195943,
            195943,
            51738,
            2057859,
            2057859,
            999878
        ],
        [
            -17055,
            -15965,
            -17055,
            -900884,
            -859062,
            -900884
        ],
        [
            41,
            36,
            46,
            41,
            36,
            46
        ],
        [
            74,
            73,
            75,
            74,
            73,
            75
        ],
        [
            20,
            19,
            21,
            20,
            19,
            21
        ],
        [
            4926,
            2163,
            2763,
            4926,
            2163,
            2763
        ],
        [
            38.783231,
            0,
            48.116564,
            38.783231,
            0,
            48.116564
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363261,
            -171593,
            -176353,
            211801,
            -173830,
            -177245
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5041,
    "evaluation_days": 1680.33,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615392000000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758854871136,
    "expiration_time": 1763200224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 22,
            "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)