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Trade: CAKE/USDT/60/T3/ZLMA/9237

Strategy
CAKE/USDT/60/T3/ZLMA/9237
Pair
CAKE_USDT
Interval
1h
Score
515442
Daily Profit
0.564338
Profit Factor
2.154215
Profitability
41.702128
Streak
18.912462
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-06 08:53
Expiration Time
2025-12-20 07:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 587853.6952 354121.1115 233732.5837 7848427.8255 5595807.8894 2252619.9361
Total P&L (%) 587.8537 354.1211 233.7326 7848.4278 5595.8079 2252.6199
Avg Daily Profit (%) 0.5643 0.34 0.2244 0.4209 0.3888 0.3036
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43961 -52780 -36143 -3357775 -1186443 -3156060
Profit Factor 2.1542 2.3433 1.9513 1.6701 1.967 1.3801
Total Trades 235 117 118 235 117 118
Winning Trades 98 46 52 98 46 52
Losing Trades 137 71 66 137 71 66
Profitability (%) 41.7021 39.3162 44.0678 41.7021 39.3162 44.0678
Ratio Avg Win / Avg Loss 3.0115 3.6168 2.4767 2.3347 3.036 1.7517
Largest Winning Trade 91158 91158 37740 2835234 2835234 2128772
Largest Losing Trade -17370 -17370 -13036 -1016089 -1016089 -675414
Avg Bars in Trades 105 104 106 105 104 106
Avg Bars in Winners 182 176 186 182 176 186
Avg Bars in Losers 50 57 42 50 57 42
Bars Traded 24734 12210 12524 24734 12210 12524
Profit Streak 18.9125 41.6625 18.9125 18.9125 41.6625 18.9125
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 515442 355290 343742 437683 359183 310346
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669726800000,
    "first_datapoint_time": 1670158800000,
    "last_datapoint_time": 1759726800000,
    "evaluation_time": 1759730036741,
    "expiration_time": 1766206800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 121,
            "offset": 0,
            "a": 0.82271
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 44,
            "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": [
        [
            587853.6951986131,
            354121.1114957776,
            233732.5837028352,
            7848427.825482574,
            5595807.8893501805,
            2252619.936132387
        ],
        [
            587.853695,
            354.121111,
            233.732584,
            7848.427825,
            5595.807889,
            2252.619936
        ],
        [
            0.564338,
            0.339955,
            0.224383,
            0.420936,
            0.388815,
            0.303638
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43961,
            -52780,
            -36143,
            -3357775,
            -1186443,
            -3156060
        ],
        [
            2.154215,
            2.343279,
            1.951347,
            1.670073,
            1.967006,
            1.380121
        ],
        [
            235,
            117,
            118,
            235,
            117,
            118
        ],
        [
            98,
            46,
            52,
            98,
            46,
            52
        ],
        [
            137,
            71,
            66,
            137,
            71,
            66
        ],
        [
            41.702128,
            39.316239,
            44.067797,
            41.702128,
            39.316239,
            44.067797
        ],
        [
            3.011505,
            3.616801,
            2.47671,
            2.334694,
            3.036031,
            1.751692
        ],
        [
            91158,
            91158,
            37740,
            2835234,
            2835234,
            2128772
        ],
        [
            -17370,
            -17370,
            -13036,
            -1016089,
            -1016089,
            -675414
        ],
        [
            105,
            104,
            106,
            105,
            104,
            106
        ],
        [
            182,
            176,
            186,
            182,
            176,
            186
        ],
        [
            50,
            57,
            42,
            50,
            57,
            42
        ],
        [
            24734,
            12210,
            12524,
            24734,
            12210,
            12524
        ],
        [
            18.912462,
            41.662462,
            18.912462,
            18.912462,
            41.662462,
            18.912462
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            515442,
            355290,
            343742,
            437683,
            359183,
            310346
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669726800000,
    "first_datapoint_time": 1670158800000,
    "last_datapoint_time": 1759726800000,
    "evaluation_time": 1759730036741,
    "expiration_time": 1766206800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 121,
            "offset": 0,
            "a": 0.82271
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 44,
            "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)