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Trade: CAKE/USDT/5/SWMA/WMA/4469

Strategy
CAKE/USDT/5/SWMA/WMA/4469
Pair
CAKE_USDT
Interval
5m
Score
350032
Daily Profit
0.661895
Profit Factor
1.534344
Profitability
45.283019
Streak
4.088416
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 11:07
Expiration Time
2025-12-25 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 57459.0977 56619.9096 839.1881 59439.6097 63789.8815 -4350.2718
Total P&L (%) 57.4591 56.6199 0.8392 59.4396 63.7899 -4.3503
Avg Daily Profit (%) 0.6619 0.6522 0.0097 0.5388 0.57 -0.0512
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35319 -22247 -17863 -34852 -22170 -17546
Profit Factor 1.5343 2.1841 1.0141 1.5303 2.3269 0.932
Total Trades 106 53 53 106 53 53
Winning Trades 48 26 22 48 26 22
Losing Trades 58 27 31 58 27 31
Profitability (%) 45.283 49.0566 41.5094 45.283 49.0566 41.5094
Ratio Avg Win / Avg Loss 1.854 2.2681 1.4289 1.8491 2.4164 1.3133
Largest Winning Trade 40133 40133 9048 42634 42634 9022
Largest Losing Trade -7771 -3939 -7771 -12801 -4388 -12801
Avg Bars in Trades 222 231 213 222 231 213
Avg Bars in Winners 350 356 342 350 356 342
Avg Bars in Losers 116 110 122 116 110 122
Bars Traded 23576 12265 11311 23576 12265 11311
Profit Streak 4.0884 5.8974 0 4.0884 5.8974 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 350032 -166170 -736067 316019 -166119 -764415
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752669900000,
    "first_datapoint_time": 1752739800000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760170039110,
    "expiration_time": 1766649600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 191,
            "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": [
        [
            57459.0976832221,
            56619.9095957877,
            839.1880874344,
            59439.6096890169,
            63789.8815281267,
            -4350.2718391098
        ],
        [
            57.459098,
            56.61991,
            0.839188,
            59.43961,
            63.789882,
            -4.350272
        ],
        [
            0.661895,
            0.652228,
            0.009667,
            0.538821,
            0.570002,
            -0.051222
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35319,
            -22247,
            -17863,
            -34852,
            -22170,
            -17546
        ],
        [
            1.534344,
            2.184083,
            1.014053,
            1.530268,
            2.326896,
            0.932047
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            58,
            27,
            31,
            58,
            27,
            31
        ],
        [
            45.283019,
            49.056604,
            41.509434,
            45.283019,
            49.056604,
            41.509434
        ],
        [
            1.854,
            2.268086,
            1.428893,
            1.849074,
            2.416392,
            1.313339
        ],
        [
            40133,
            40133,
            9048,
            42634,
            42634,
            9022
        ],
        [
            -7771,
            -3939,
            -7771,
            -12801,
            -4388,
            -12801
        ],
        [
            222,
            231,
            213,
            222,
            231,
            213
        ],
        [
            350,
            356,
            342,
            350,
            356,
            342
        ],
        [
            116,
            110,
            122,
            116,
            110,
            122
        ],
        [
            23576,
            12265,
            11311,
            23576,
            12265,
            11311
        ],
        [
            4.088416,
            5.897443,
            0,
            4.088416,
            5.897443,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350032,
            -166170,
            -736067,
            316019,
            -166119,
            -764415
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752669900000,
    "first_datapoint_time": 1752739800000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760170039110,
    "expiration_time": 1766649600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 191,
            "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)