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Trade: CAKE/USDT/480/SSF/HILO/8834

Strategy
CAKE/USDT/480/SSF/HILO/8834
Pair
CAKE_USDT
Interval
8h
Score
310940
Daily Profit
0.154110
Profit Factor
1.416063
Profitability
45.312500
Streak
45.143121
Best Strategy
Training Data Length
1686.670000
Evaluation Time
2025-10-02 14:26
Expiration Time
2025-11-22 00:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 259932.9644 184255.4312 75677.5331 17884.2358 43666.6256 -25782.3898
Total P&L (%) 259.933 184.2554 75.6775 17.8842 43.6666 -25.7824
Avg Daily Profit (%) 0.1541 0.1092 0.0449 0.0098 0.0215 -0.0177
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104494 -59723 -70940 -286331 -187997 -141385
Profit Factor 1.4161 1.6042 1.2367 1.0175 1.0874 0.9507
Total Trades 128 64 64 128 64 64
Winning Trades 58 27 31 58 27 31
Losing Trades 70 37 33 70 37 33
Profitability (%) 45.3125 42.1875 48.4375 45.3125 42.1875 48.4375
Ratio Avg Win / Avg Loss 1.709 2.1983 1.3164 1.228 1.4901 1.012
Largest Winning Trade 101430 101430 52811 124340 124340 95287
Largest Losing Trade -70757 -29610 -70757 -70757 -56168 -70757
Avg Bars in Trades 38 32 45 38 32 45
Avg Bars in Winners 54 49 59 54 49 59
Avg Bars in Losers 25 20 31 25 20 31
Bars Traded 4978 2094 2884 4978 2094 2884
Profit Streak 45.1431 45.1431 49.8098 45.1431 45.1431 49.8098
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310940 -186054 -272509 -389885 -432423 -718334
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5060,
    "evaluation_days": 1686.67,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614297600000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759404365647,
    "expiration_time": 1763763840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 127,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            259932.9643744958,
            184255.4312366286,
            75677.5331378672,
            17884.2357926681,
            43666.625639348,
            -25782.3898466798
        ],
        [
            259.932964,
            184.255431,
            75.677533,
            17.884236,
            43.666626,
            -25.78239
        ],
        [
            0.15411,
            0.109242,
            0.044868,
            0.009755,
            0.021484,
            -0.017676
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104494,
            -59723,
            -70940,
            -286331,
            -187997,
            -141385
        ],
        [
            1.416063,
            1.60419,
            1.236654,
            1.017488,
            1.087365,
            0.950686
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            58,
            27,
            31,
            58,
            27,
            31
        ],
        [
            70,
            37,
            33,
            70,
            37,
            33
        ],
        [
            45.3125,
            42.1875,
            48.4375,
            45.3125,
            42.1875,
            48.4375
        ],
        [
            1.709042,
            2.198335,
            1.316438,
            1.228003,
            1.490093,
            1.012021
        ],
        [
            101430,
            101430,
            52811,
            124340,
            124340,
            95287
        ],
        [
            -70757,
            -29610,
            -70757,
            -70757,
            -56168,
            -70757
        ],
        [
            38,
            32,
            45,
            38,
            32,
            45
        ],
        [
            54,
            49,
            59,
            54,
            49,
            59
        ],
        [
            25,
            20,
            31,
            25,
            20,
            31
        ],
        [
            4978,
            2094,
            2884,
            4978,
            2094,
            2884
        ],
        [
            45.143121,
            45.143121,
            49.809787,
            45.143121,
            45.143121,
            49.809788
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310940,
            -186054,
            -272509,
            -389885,
            -432423,
            -718334
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5060,
    "evaluation_days": 1686.67,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614297600000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759404365647,
    "expiration_time": 1763763840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 127,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "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)