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Trade: CAKE/USDT/480/SSF/WMA/4421

Strategy
CAKE/USDT/480/SSF/WMA/4421
Pair
CAKE_USDT
Interval
8h
Score
407791
Daily Profit
0.347209
Profit Factor
1.684019
Profitability
42.647059
Streak
0.000000
Best Strategy
Training Data Length
1680.330000
Evaluation Time
2025-09-26 10:55
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 583425.2617 337913.7146 245511.5471 3693560.1674 3315985.8094 377574.358
Total P&L (%) 583.4253 337.9137 245.5115 3693.5602 3315.9858 377.5744
Avg Daily Profit (%) 0.3472 0.2011 0.1461 0.2166 0.2104 0.0931
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76990 -113645 -48857 -5045351 -1816702 -3260222
Profit Factor 1.684 1.8118 1.5622 1.3506 1.744 1.0621
Total Trades 272 136 136 272 136 136
Winning Trades 116 54 62 116 54 62
Losing Trades 156 82 74 156 82 74
Profitability (%) 42.6471 39.7059 45.5882 42.6471 39.7059 45.5882
Ratio Avg Win / Avg Loss 2.2647 2.7513 1.8646 1.8163 2.6482 1.2677
Largest Winning Trade 85784 85784 51465 2212596 2212596 1508406
Largest Losing Trade -23323 -18993 -23323 -1632309 -1222578 -1632309
Avg Bars in Trades 18 17 19 18 17 19
Avg Bars in Winners 28 27 28 28 27 28
Avg Bars in Losers 11 11 11 11 11 11
Bars Traded 5017 2423 2594 5017 2423 2594
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 407791 257343 114171 306901 270478 -222508

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": 1613980800000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758873329026,
    "expiration_time": 1763200224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 32,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 11,
            "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": [
        [
            583425.2616957715,
            337913.7146199216,
            245511.5470758496,
            3693560.167371675,
            3315985.809373087,
            377574.3579985877
        ],
        [
            583.425262,
            337.913715,
            245.511547,
            3693.560167,
            3315.985809,
            377.574358
        ],
        [
            0.347209,
            0.2011,
            0.146109,
            0.216614,
            0.210361,
            0.093093
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76990,
            -113645,
            -48857,
            -5045351,
            -1816702,
            -3260222
        ],
        [
            1.684019,
            1.811835,
            1.562194,
            1.350592,
            1.743963,
            1.062121
        ],
        [
            272,
            136,
            136,
            272,
            136,
            136
        ],
        [
            116,
            54,
            62,
            116,
            54,
            62
        ],
        [
            156,
            82,
            74,
            156,
            82,
            74
        ],
        [
            42.647059,
            39.705882,
            45.588235,
            42.647059,
            39.705882,
            45.588235
        ],
        [
            2.264716,
            2.751305,
            1.864554,
            1.816314,
            2.64824,
            1.267693
        ],
        [
            85784,
            85784,
            51465,
            2212596,
            2212596,
            1508406
        ],
        [
            -23323,
            -18993,
            -23323,
            -1632309,
            -1222578,
            -1632309
        ],
        [
            18,
            17,
            19,
            18,
            17,
            19
        ],
        [
            28,
            27,
            28,
            28,
            27,
            28
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            5017,
            2423,
            2594,
            5017,
            2423,
            2594
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407791,
            257343,
            114171,
            306901,
            270478,
            -222508
        ]
    ]
}
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": 1613980800000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758873329026,
    "expiration_time": 1763200224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 32,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 11,
            "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)