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Trade: CAKE/USDT/5/T3/WMA/8637

Strategy
CAKE/USDT/5/T3/WMA/8637
Pair
CAKE_USDT
Interval
5m
Score
467620
Daily Profit
0.861310
Profit Factor
1.720288
Profitability
46.511628
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 11:27
Expiration Time
2025-12-25 10:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 74770.3514 57108.9035 17661.4479 82593.3846 55313.94 27279.4446
Total P&L (%) 74.7704 57.1089 17.6614 82.5934 55.3139 27.2794
Avg Daily Profit (%) 0.8613 0.6579 0.2034 0.696 0.5085 0.2783
Buy And Hold Return (%) 10.6408 10.6408 10.6408 10.6408 10.6408 10.6408
Max Trade Drawdown -25833 -15683 -17301 -25128 -14982 -16373
Profit Factor 1.7203 2.1149 1.3359 1.82 2.0271 1.582
Total Trades 86 43 43 86 43 43
Winning Trades 40 21 19 40 21 19
Losing Trades 46 22 24 46 22 24
Profitability (%) 46.5116 48.8372 44.186 46.5116 48.8372 44.186
Ratio Avg Win / Avg Loss 1.9783 2.2156 1.6874 2.093 2.1237 1.9983
Largest Winning Trade 42061 42061 14972 40169 40169 25716
Largest Losing Trade -8646 -7536 -8646 -14882 -14882 -8728
Avg Bars in Trades 280 284 277 280 284 277
Avg Bars in Winners 422 415 430 422 415 430
Avg Bars in Losers 158 159 156 158 159 156
Bars Traded 24154 12226 11929 24154 12226 11929
Profit Streak 0 0 12.4807 0 0 12.4807
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 467620 436309 -2739 440624 380196 182218
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752671100000,
    "first_datapoint_time": 1752738900000,
    "last_datapoint_time": 1760170800000,
    "evaluation_time": 1760171236585,
    "expiration_time": 1766650800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 227,
            "offset": 0,
            "a": 0.69645
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 194,
            "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": [
        [
            74770.351391899,
            57108.9035127333,
            17661.4478791657,
            82593.3845816875,
            55313.9400285641,
            27279.4445531234
        ],
        [
            74.770351,
            57.108904,
            17.661448,
            82.593385,
            55.31394,
            27.279445
        ],
        [
            0.86131,
            0.657861,
            0.203449,
            0.695985,
            0.508463,
            0.278252
        ],
        [
            10.640777,
            10.640777,
            10.640777,
            10.640777,
            10.640777,
            10.640777
        ],
        [
            -25833,
            -15683,
            -17301,
            -25128,
            -14982,
            -16373
        ],
        [
            1.720288,
            2.114875,
            1.335886,
            1.819963,
            2.027139,
            1.581952
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            46.511628,
            48.837209,
            44.186047,
            46.511628,
            48.837209,
            44.186047
        ],
        [
            1.978331,
            2.215583,
            1.687435,
            2.092957,
            2.12367,
            1.998255
        ],
        [
            42061,
            42061,
            14972,
            40169,
            40169,
            25716
        ],
        [
            -8646,
            -7536,
            -8646,
            -14882,
            -14882,
            -8728
        ],
        [
            280,
            284,
            277,
            280,
            284,
            277
        ],
        [
            422,
            415,
            430,
            422,
            415,
            430
        ],
        [
            158,
            159,
            156,
            158,
            159,
            156
        ],
        [
            24154,
            12226,
            11929,
            24154,
            12226,
            11929
        ],
        [
            0,
            0,
            12.480747,
            0,
            0,
            12.480747
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            467620,
            436309,
            -2739,
            440624,
            380196,
            182218
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752671100000,
    "first_datapoint_time": 1752738900000,
    "last_datapoint_time": 1760170800000,
    "evaluation_time": 1760171236585,
    "expiration_time": 1766650800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 227,
            "offset": 0,
            "a": 0.69645
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 194,
            "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)