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Trade: CAKE/USDT/60/MIDPRICE/WMA/1281

Strategy
CAKE/USDT/60/MIDPRICE/WMA/1281
Pair
CAKE_USDT
Interval
1h
Score
328308
Daily Profit
0.271151
Profit Factor
1.958461
Profitability
39.560440
Streak
44.302363
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-02 12:15
Expiration Time
2025-12-16 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 282450.2782 181992.062 100458.2162 468528.4704 388726.4553 79802.0151
Total P&L (%) 282.4503 181.9921 100.4582 468.5285 388.7265 79.802
Avg Daily Profit (%) 0.2712 0.1747 0.0964 0.167 0.1524 0.0563
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -63902 -42080 -46096 -470931 -171755 -347283
Profit Factor 1.9585 2.2654 1.6658 1.3476 1.6302 1.1092
Total Trades 91 46 45 91 46 45
Winning Trades 36 16 20 36 16 20
Losing Trades 55 30 25 55 30 25
Profitability (%) 39.5604 34.7826 44.4444 39.5604 34.7826 44.4444
Ratio Avg Win / Avg Loss 2.9921 4.2477 2.0823 2.0589 3.0566 1.3865
Largest Winning Trade 107626 107626 51626 195793 195793 125615
Largest Losing Trade -19098 -16730 -19098 -128877 -89843 -128877
Avg Bars in Trades 269 223 316 269 223 316
Avg Bars in Winners 498 434 549 498 434 549
Avg Bars in Losers 119 110 130 119 110 130
Bars Traded 24522 10272 14250 24522 10272 14250
Profit Streak 44.3024 44.3024 51.5524 44.3024 44.3024 51.5524
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328308 231390 -62594 215827 180402 -219659
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669395600000,
    "first_datapoint_time": 1670626800000,
    "last_datapoint_time": 1759395600000,
    "evaluation_time": 1759396524205,
    "expiration_time": 1765875600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 124,
            "offset": 219
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 64,
            "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": [
        [
            282450.2781574625,
            181992.0619803147,
            100458.216177148,
            468528.470390657,
            388726.4552555832,
            79802.015135074
        ],
        [
            282.450278,
            181.992062,
            100.458216,
            468.52847,
            388.726455,
            79.802015
        ],
        [
            0.271151,
            0.174712,
            0.09644,
            0.166975,
            0.152432,
            0.056338
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -63902,
            -42080,
            -46096,
            -470931,
            -171755,
            -347283
        ],
        [
            1.958461,
            2.265442,
            1.665839,
            1.347622,
            1.630206,
            1.10917
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            55,
            30,
            25,
            55,
            30,
            25
        ],
        [
            39.56044,
            34.782609,
            44.444444,
            39.56044,
            34.782609,
            44.444444
        ],
        [
            2.992092,
            4.247704,
            2.082299,
            2.058867,
            3.056637,
            1.386463
        ],
        [
            107626,
            107626,
            51626,
            195793,
            195793,
            125615
        ],
        [
            -19098,
            -16730,
            -19098,
            -128877,
            -89843,
            -128877
        ],
        [
            269,
            223,
            316,
            269,
            223,
            316
        ],
        [
            498,
            434,
            549,
            498,
            434,
            549
        ],
        [
            119,
            110,
            130,
            119,
            110,
            130
        ],
        [
            24522,
            10272,
            14250,
            24522,
            10272,
            14250
        ],
        [
            44.302363,
            44.302363,
            51.552363,
            44.302363,
            44.302363,
            51.552363
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328308,
            231390,
            -62594,
            215827,
            180402,
            -219659
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669395600000,
    "first_datapoint_time": 1670626800000,
    "last_datapoint_time": 1759395600000,
    "evaluation_time": 1759396524205,
    "expiration_time": 1765875600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 124,
            "offset": 219
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 64,
            "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)