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Trade: CAKE/USDT/5/T3/ZLMA/3844

Strategy
CAKE/USDT/5/T3/ZLMA/3844
Pair
CAKE_USDT
Interval
5m
Score
360827
Daily Profit
0.952128
Profit Factor
1.994963
Profitability
41.525424
Streak
4.700024
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 10:18
Expiration Time
2025-12-27 09:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 97476.8215 60951.143 36525.6785 127648.4268 74346.7382 53301.6886
Total P&L (%) 97.4768 60.9511 36.5257 127.6484 74.3467 53.3017
Avg Daily Profit (%) 1.1229 0.7021 0.4208 0.9521 0.6424 0.4934
Buy And Hold Return (%) 31.3166 31.3166 31.3166 31.3166 31.3166 31.3166
Max Trade Drawdown -28945 -19924 -13901 -31401 -22123 -20794
Profit Factor 1.9222 2.1939 1.6683 1.995 2.2318 1.7845
Total Trades 118 59 59 118 59 59
Winning Trades 49 26 23 49 26 23
Losing Trades 69 33 36 69 33 36
Profitability (%) 41.5254 44.0678 38.9831 41.5254 44.0678 38.9831
Ratio Avg Win / Avg Loss 2.7067 2.7846 2.6112 2.8092 2.8327 2.7932
Largest Winning Trade 40189 40189 33466 57081 48997 57081
Largest Losing Trade -6880 -4247 -6880 -12684 -7566 -12684
Avg Bars in Trades 205 203 207 205 203 207
Avg Bars in Winners 350 352 349 350 352 349
Avg Bars in Losers 103 87 117 103 87 117
Bars Traded 24302 12032 12270 24302 12032 12270
Profit Streak 4.7 0 4.9882 4.7 0 4.9882
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330274 -171815 -283843 360827 -169679 -177845
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752840000000,
    "first_datapoint_time": 1752880500000,
    "last_datapoint_time": 1760339700000,
    "evaluation_time": 1760339882041,
    "expiration_time": 1766819700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 84,
            "offset": 0,
            "a": 0.08737
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 136,
            "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": [
        [
            97476.8215183708,
            60951.1430126552,
            36525.6785057156,
            127648.4268444455,
            74346.7382388657,
            53301.6886055798
        ],
        [
            97.476822,
            60.951143,
            36.525679,
            127.648427,
            74.346738,
            53.301689
        ],
        [
            1.122875,
            0.702121,
            0.420754,
            0.952128,
            0.642391,
            0.493366
        ],
        [
            31.316591,
            31.316591,
            31.316591,
            31.316591,
            31.316591,
            31.316591
        ],
        [
            -28945,
            -19924,
            -13901,
            -31401,
            -22123,
            -20794
        ],
        [
            1.922157,
            2.193946,
            1.668295,
            1.994963,
            2.231838,
            1.784537
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            69,
            33,
            36,
            69,
            33,
            36
        ],
        [
            41.525424,
            44.067797,
            38.983051,
            41.525424,
            44.067797,
            38.983051
        ],
        [
            2.706711,
            2.784624,
            2.611244,
            2.809233,
            2.832717,
            2.793188
        ],
        [
            40189,
            40189,
            33466,
            57081,
            48997,
            57081
        ],
        [
            -6880,
            -4247,
            -6880,
            -12684,
            -7566,
            -12684
        ],
        [
            205,
            203,
            207,
            205,
            203,
            207
        ],
        [
            350,
            352,
            349,
            350,
            352,
            349
        ],
        [
            103,
            87,
            117,
            103,
            87,
            117
        ],
        [
            24302,
            12032,
            12270,
            24302,
            12032,
            12270
        ],
        [
            4.700023,
            0,
            4.988218,
            4.700024,
            0,
            4.988218
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330274,
            -171815,
            -283843,
            360827,
            -169679,
            -177845
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752840000000,
    "first_datapoint_time": 1752880500000,
    "last_datapoint_time": 1760339700000,
    "evaluation_time": 1760339882041,
    "expiration_time": 1766819700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 84,
            "offset": 0,
            "a": 0.08737
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 136,
            "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)