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Trade: CAKE/USDT/60/PWMA/JMA/4028

Strategy
CAKE/USDT/60/PWMA/JMA/4028
Pair
CAKE_USDT
Interval
1h
Score
440413
Daily Profit
0.372521
Profit Factor
1.689013
Profitability
44.615385
Streak
8.403066
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 10:40
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 388025.6176 242024.7637 146000.854 1294854.0224 1054340.8244 240513.198
Total P&L (%) 388.0256 242.0248 146.0009 1294.854 1054.3408 240.5132
Avg Daily Profit (%) 0.3725 0.2324 0.1402 0.2533 0.2351 0.1177
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50516 -74263 -48692 -812755 -349244 -604423
Profit Factor 1.689 1.806 1.5554 1.4325 1.6909 1.1638
Total Trades 260 130 130 260 130 130
Winning Trades 116 53 63 116 53 63
Losing Trades 144 77 67 144 77 67
Profitability (%) 44.6154 40.7692 48.4615 44.6154 40.7692 48.4615
Ratio Avg Win / Avg Loss 2.0967 2.6238 1.6542 1.7782 2.4565 1.2377
Largest Winning Trade 68661 68661 28574 515945 515945 357425
Largest Losing Trade -20617 -18127 -20617 -272915 -204862 -272915
Avg Bars in Trades 95 86 103 95 86 103
Avg Bars in Winners 145 136 153 145 136 153
Avg Bars in Losers 54 52 56 54 52 56
Bars Traded 24705 11250 13455 24705 11250 13455
Profit Streak 8.4031 31.2781 0 8.4031 31.2781 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 440413 306858 -3968 375693 314710 -76995

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669316400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758872424949,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 143,
            "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": [
        [
            388025.6176417372,
            242024.7636524669,
            146000.8539892703,
            1294854.022409051,
            1054340.8243966098,
            240513.1980124419
        ],
        [
            388.025618,
            242.024764,
            146.000854,
            1294.854022,
            1054.340824,
            240.513198
        ],
        [
            0.372521,
            0.232354,
            0.140167,
            0.253328,
            0.235113,
            0.117702
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50516,
            -74263,
            -48692,
            -812755,
            -349244,
            -604423
        ],
        [
            1.689013,
            1.805983,
            1.555397,
            1.432452,
            1.690864,
            1.163827
        ],
        [
            260,
            130,
            130,
            260,
            130,
            130
        ],
        [
            116,
            53,
            63,
            116,
            53,
            63
        ],
        [
            144,
            77,
            67,
            144,
            77,
            67
        ],
        [
            44.615385,
            40.769231,
            48.461538,
            44.615385,
            40.769231,
            48.461538
        ],
        [
            2.096706,
            2.623787,
            1.654153,
            1.778217,
            2.456538,
            1.237721
        ],
        [
            68661,
            68661,
            28574,
            515945,
            515945,
            357425
        ],
        [
            -20617,
            -18127,
            -20617,
            -272915,
            -204862,
            -272915
        ],
        [
            95,
            86,
            103,
            95,
            86,
            103
        ],
        [
            145,
            136,
            153,
            145,
            136,
            153
        ],
        [
            54,
            52,
            56,
            54,
            52,
            56
        ],
        [
            24705,
            11250,
            13455,
            24705,
            11250,
            13455
        ],
        [
            8.403066,
            31.278066,
            0,
            8.403067,
            31.278067,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            440413,
            306858,
            -3968,
            375693,
            314710,
            -76995
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669316400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758872424949,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 143,
            "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)