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Trade: CAKE/USDT/60/SINWMA/SSF/5658

Strategy
CAKE/USDT/60/SINWMA/SSF/5658
Pair
CAKE_USDT
Interval
1h
Score
389628
Daily Profit
0.350059
Profit Factor
2.040927
Profitability
44.094488
Streak
0.000000
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 11:30
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 364628.6467 224107.7252 140520.9215 1271128.1252 1147892.6848 123235.4404
Total P&L (%) 364.6286 224.1077 140.5209 1271.1281 1147.8927 123.2354
Avg Daily Profit (%) 0.3501 0.2152 0.1349 0.2517 0.2426 0.0771
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67494 -31728 -55063 -1443492 -504575 -1247162
Profit Factor 2.0409 2.3319 1.772 1.3368 1.7251 1.0562
Total Trades 127 63 64 127 63 64
Winning Trades 56 29 27 56 29 27
Losing Trades 71 34 37 71 34 37
Profitability (%) 44.0945 46.0317 42.1875 44.0945 46.0317 42.1875
Ratio Avg Win / Avg Loss 2.5876 2.734 2.4282 1.6948 2.0225 1.4474
Largest Winning Trade 75173 75173 49137 616457 616457 480043
Largest Losing Trade -14533 -14533 -12287 -284444 -223942 -284444
Avg Bars in Trades 193 180 205 193 180 205
Avg Bars in Winners 296 261 333 296 261 333
Avg Bars in Losers 112 111 112 112 111 112
Bars Traded 24557 11391 13166 24557 11391 13166
Profit Streak 0 30.4795 0 0 30.4795 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 389628 -135492 -152067 285812 -136011 -391132

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": 1669438800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758875432259,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 215,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            364628.6467353896,
            224107.725210948,
            140520.9215244413,
            1271128.1252047243,
            1147892.684848985,
            123235.4403557394
        ],
        [
            364.628647,
            224.107725,
            140.520922,
            1271.128125,
            1147.892685,
            123.23544
        ],
        [
            0.350059,
            0.215153,
            0.134906,
            0.251676,
            0.242613,
            0.077127
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67494,
            -31728,
            -55063,
            -1443492,
            -504575,
            -1247162
        ],
        [
            2.040927,
            2.331913,
            1.771956,
            1.336768,
            1.725065,
            1.056238
        ],
        [
            127,
            63,
            64,
            127,
            63,
            64
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            71,
            34,
            37,
            71,
            34,
            37
        ],
        [
            44.094488,
            46.031746,
            42.1875,
            44.094488,
            46.031746,
            42.1875
        ],
        [
            2.587604,
            2.733967,
            2.428237,
            1.69483,
            2.02249,
            1.447437
        ],
        [
            75173,
            75173,
            49137,
            616457,
            616457,
            480043
        ],
        [
            -14533,
            -14533,
            -12287,
            -284444,
            -223942,
            -284444
        ],
        [
            193,
            180,
            205,
            193,
            180,
            205
        ],
        [
            296,
            261,
            333,
            296,
            261,
            333
        ],
        [
            112,
            111,
            112,
            112,
            111,
            112
        ],
        [
            24557,
            11391,
            13166,
            24557,
            11391,
            13166
        ],
        [
            0,
            30.47954,
            0,
            0,
            30.47954,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389628,
            -135492,
            -152067,
            285812,
            -136011,
            -391132
        ]
    ]
}
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": 1669438800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758875432259,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 215,
            "offset": 0,
            "poles": 2
        }
    }
}

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)