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Trade: CAKE/USDT/60/WMA/MIDPRICE/9583

Strategy
CAKE/USDT/60/WMA/MIDPRICE/9583
Pair
CAKE_USDT
Interval
1h
Score
300111
Daily Profit
0.178662
Profit Factor
1.385451
Profitability
44.148936
Streak
24.594161
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-09 22:15
Expiration Time
2025-12-23 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 195616.8682 186107.2457 9509.6224 15985.7595 92840.7869 -76855.0274
Total P&L (%) 195.6169 186.1072 9.5096 15.9858 92.8408 -76.855
Avg Daily Profit (%) 0.1878 0.1787 0.0091 0.0142 0.0631 -0.1404
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103989 -66478 -100938 -171658 -122217 -127800
Profit Factor 1.2093 1.3855 1.0211 1.0181 1.1991 0.8166
Total Trades 375 188 187 375 188 187
Winning Trades 169 83 86 169 83 86
Losing Trades 206 105 101 206 105 101
Profitability (%) 45.0667 44.1489 45.9893 45.0667 44.1489 45.9893
Ratio Avg Win / Avg Loss 1.4741 1.7527 1.1991 1.2409 1.5169 0.959
Largest Winning Trade 92518 92518 23261 113160 113160 21592
Largest Losing Trade -58806 -25643 -58806 -70410 -43105 -70410
Avg Bars in Trades 65 78 53 65 78 53
Avg Bars in Winners 84 97 72 84 97 72
Avg Bars in Losers 50 63 37 50 63 37
Bars Traded 24737 14780 9957 24737 14780 9957
Profit Streak 2.5942 24.5942 0 2.5942 24.5942 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 200166 300111 -544913 -385537 -109956 -581914
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670032800000,
    "first_datapoint_time": 1670860800000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760037335560,
    "expiration_time": 1766512800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 194,
            "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": [
        [
            195616.868179652,
            186107.2457374581,
            9509.6224421938,
            15985.7594505389,
            92840.7868843676,
            -76855.0274338287
        ],
        [
            195.616868,
            186.107246,
            9.509622,
            15.985759,
            92.840787,
            -76.855027
        ],
        [
            0.187792,
            0.178662,
            0.009129,
            0.014238,
            0.063062,
            -0.140387
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103989,
            -66478,
            -100938,
            -171658,
            -122217,
            -127800
        ],
        [
            1.209333,
            1.385451,
            1.021056,
            1.018058,
            1.199093,
            0.816553
        ],
        [
            375,
            188,
            187,
            375,
            188,
            187
        ],
        [
            169,
            83,
            86,
            169,
            83,
            86
        ],
        [
            206,
            105,
            101,
            206,
            105,
            101
        ],
        [
            45.066667,
            44.148936,
            45.989305,
            45.066667,
            44.148936,
            45.989305
        ],
        [
            1.474099,
            1.752679,
            1.199147,
            1.240946,
            1.516925,
            0.958975
        ],
        [
            92518,
            92518,
            23261,
            113160,
            113160,
            21592
        ],
        [
            -58806,
            -25643,
            -58806,
            -70410,
            -43105,
            -70410
        ],
        [
            65,
            78,
            53,
            65,
            78,
            53
        ],
        [
            84,
            97,
            72,
            84,
            97,
            72
        ],
        [
            50,
            63,
            37,
            50,
            63,
            37
        ],
        [
            24737,
            14780,
            9957,
            24737,
            14780,
            9957
        ],
        [
            2.594161,
            24.594161,
            0,
            2.594162,
            24.594162,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            200166,
            300111,
            -544913,
            -385537,
            -109956,
            -581914
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670032800000,
    "first_datapoint_time": 1670860800000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760037335560,
    "expiration_time": 1766512800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 194,
            "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)