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Trade: CAKE/USDT/5/SWMA/HMA/7769

Strategy
CAKE/USDT/5/SWMA/HMA/7769
Pair
CAKE_USDT
Interval
5m
Score
365461
Daily Profit
0.467843
Profit Factor
3.007564
Profitability
48.648649
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-01 19:34
Expiration Time
2025-12-15 18:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 64520.9731 40613.4843 23907.4888 82501.4487 48171.939 34329.5098
Total P&L (%) 64.521 40.6135 23.9075 82.5014 48.1719 34.3295
Avg Daily Profit (%) 0.7432 0.4678 0.2754 0.6954 0.454 0.3405
Buy And Hold Return (%) 14.6548 14.6548 14.6548 14.6548 14.6548 14.6548
Max Trade Drawdown -8228 -6502 -8846 -10821 -9966 -13684
Profit Factor 2.1174 3.0076 1.6374 1.9823 2.628 1.6311
Total Trades 74 37 37 74 37 37
Winning Trades 32 18 14 32 18 14
Losing Trades 42 19 23 42 19 23
Profitability (%) 43.2432 48.6486 37.8378 43.2432 48.6486 37.8378
Ratio Avg Win / Avg Loss 2.7791 3.1747 2.69 2.6018 2.774 2.6796
Largest Winning Trade 12312 12312 7689 13997 13997 12207
Largest Losing Trade -4483 -3558 -4483 -6937 -4993 -6937
Avg Bars in Trades 330 337 323 330 337 323
Avg Bars in Winners 545 526 570 545 526 570
Avg Bars in Losers 165 157 173 165 157 173
Bars Traded 24438 12476 11962 24438 12476 11962
Profit Streak 2.0933 0 2.7496 2.0933 0 2.7496
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -60636 365461 -5756 -60633 351328 -748
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751836500000,
    "first_datapoint_time": 1751936700000,
    "last_datapoint_time": 1759336200000,
    "evaluation_time": 1759336465115,
    "expiration_time": 1765816200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 139,
            "offset": 196
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 151,
            "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": [
        [
            64520.9731043131,
            40613.484292989,
            23907.4888113242,
            82501.4487478432,
            48171.9389772595,
            34329.5097705836
        ],
        [
            64.520973,
            40.613484,
            23.907489,
            82.501449,
            48.171939,
            34.32951
        ],
        [
            0.743244,
            0.467843,
            0.2754,
            0.695401,
            0.453974,
            0.340546
        ],
        [
            14.654788,
            14.654788,
            14.654788,
            14.654788,
            14.654788,
            14.654788
        ],
        [
            -8228,
            -6502,
            -8846,
            -10821,
            -9966,
            -13684
        ],
        [
            2.117435,
            3.007564,
            1.637363,
            1.982299,
            2.627995,
            1.631076
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            32,
            18,
            14,
            32,
            18,
            14
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            43.243243,
            48.648649,
            37.837838,
            43.243243,
            48.648649,
            37.837838
        ],
        [
            2.779134,
            3.174651,
            2.689953,
            2.601767,
            2.773995,
            2.679624
        ],
        [
            12312,
            12312,
            7689,
            13997,
            13997,
            12207
        ],
        [
            -4483,
            -3558,
            -4483,
            -6937,
            -4993,
            -6937
        ],
        [
            330,
            337,
            323,
            330,
            337,
            323
        ],
        [
            545,
            526,
            570,
            545,
            526,
            570
        ],
        [
            165,
            157,
            173,
            165,
            157,
            173
        ],
        [
            24438,
            12476,
            11962,
            24438,
            12476,
            11962
        ],
        [
            2.093346,
            0,
            2.749596,
            2.093346,
            0,
            2.749596
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -60636,
            365461,
            -5756,
            -60633,
            351328,
            -748
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751836500000,
    "first_datapoint_time": 1751936700000,
    "last_datapoint_time": 1759336200000,
    "evaluation_time": 1759336465115,
    "expiration_time": 1765816200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 139,
            "offset": 196
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 151,
            "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)