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Trade: CAKE/USDT/480/SSF/WMA/2297

Strategy
CAKE/USDT/480/SSF/WMA/2297
Pair
CAKE_USDT
Interval
8h
Score
312881
Daily Profit
0.203939
Profit Factor
1.331654
Profitability
45.258621
Streak
0.000000
Best Strategy
Training Data Length
1680.670000
Evaluation Time
2025-09-26 13:45
Expiration Time
2025-11-15 20:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 342754.349 228666.3799 114087.9691 139129.9707 225817.3417 -86687.371
Total P&L (%) 342.7543 228.6664 114.088 139.13 225.8173 -86.6874
Avg Daily Profit (%) 0.2039 0.1361 0.0679 0.0519 0.0703 -0.1199
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141629 -159485 -71167 -348063 -183166 -270363
Profit Factor 1.3317 1.4421 1.221 1.0777 1.2888 0.9141
Total Trades 232 116 116 232 116 116
Winning Trades 105 49 56 105 49 56
Losing Trades 127 67 60 127 67 60
Profitability (%) 45.2586 42.2414 48.2759 45.2586 42.2414 48.2759
Ratio Avg Win / Avg Loss 1.6107 1.9719 1.3082 1.3035 1.7622 0.9794
Largest Winning Trade 94688 94688 34007 133228 108819 133228
Largest Losing Trade -41038 -27314 -41038 -160980 -72737 -160980
Avg Bars in Trades 21 21 20 21 21 20
Avg Bars in Winners 27 28 25 27 28 25
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 4964 2548 2416 4964 2548 2416
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312881 -12318 -103334 -259044 -100926 -581416

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5042,
    "evaluation_days": 1680.67,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614931200000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758883537104,
    "expiration_time": 1763229888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 46,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 44,
            "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": [
        [
            342754.3489900422,
            228666.3798899923,
            114087.9691000498,
            139129.9707114108,
            225817.3416908797,
            -86687.3709794689
        ],
        [
            342.754349,
            228.66638,
            114.087969,
            139.129971,
            225.817342,
            -86.687371
        ],
        [
            0.203939,
            0.136057,
            0.067882,
            0.051888,
            0.070304,
            -0.119907
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141629,
            -159485,
            -71167,
            -348063,
            -183166,
            -270363
        ],
        [
            1.331654,
            1.44213,
            1.220983,
            1.077688,
            1.288779,
            0.914078
        ],
        [
            232,
            116,
            116,
            232,
            116,
            116
        ],
        [
            105,
            49,
            56,
            105,
            49,
            56
        ],
        [
            127,
            67,
            60,
            127,
            67,
            60
        ],
        [
            45.258621,
            42.241379,
            48.275862,
            45.258621,
            42.241379,
            48.275862
        ],
        [
            1.610668,
            1.971891,
            1.308196,
            1.30349,
            1.762209,
            0.979369
        ],
        [
            94688,
            94688,
            34007,
            133228,
            108819,
            133228
        ],
        [
            -41038,
            -27314,
            -41038,
            -160980,
            -72737,
            -160980
        ],
        [
            21,
            21,
            20,
            21,
            21,
            20
        ],
        [
            27,
            28,
            25,
            27,
            28,
            25
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            4964,
            2548,
            2416,
            4964,
            2548,
            2416
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312881,
            -12318,
            -103334,
            -259044,
            -100926,
            -581416
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5042,
    "evaluation_days": 1680.67,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614931200000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758883537104,
    "expiration_time": 1763229888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 46,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 44,
            "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)