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Trade: CAKE/USDT/60/ZLMA/HILO/2561

Strategy
CAKE/USDT/60/ZLMA/HILO/2561
Pair
CAKE_USDT
Interval
1h
Score
323164
Daily Profit
0.193226
Profit Factor
1.205046
Profitability
44.543828
Streak
0.000000
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 201277.5488 145347.3419 55930.2069 103327.9903 88738.0046 14589.9857
Total P&L (%) 201.2775 145.3473 55.9302 103.328 88.738 14.59
Avg Daily Profit (%) 0.1932 0.1395 0.0537 0.0681 0.061 0.0131
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72347 -86143 -94548 -85765 -66324 -67141
Profit Factor 1.205 1.311 1.1088 1.105 1.1824 1.0293
Total Trades 559 279 280 559 279 280
Winning Trades 249 109 140 249 109 140
Losing Trades 310 170 140 310 170 140
Profitability (%) 44.5438 39.0681 50 44.5438 39.0681 50
Ratio Avg Win / Avg Loss 1.5003 2.0447 1.1088 1.3757 1.8441 1.0293
Largest Winning Trade 73457 73457 23743 76510 76510 47020
Largest Losing Trade -26877 -18722 -26877 -45880 -45880 -36266
Avg Bars in Trades 44 43 44 44 43 44
Avg Bars in Winners 59 63 56 59 63 56
Avg Bars in Losers 32 31 33 32 31 33
Bars Traded 24736 12193 12543 24736 12193 12543
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323164 -8847 -222139 -206128 -133576 -385696
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": 1670184000000,
    "last_datapoint_time": 1759395600000,
    "evaluation_time": 1759396520464,
    "expiration_time": 1765875600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            201277.5487796901,
            145347.3418883594,
            55930.2068913309,
            103327.9903200489,
            88738.004643612,
            14589.985676437
        ],
        [
            201.277549,
            145.347342,
            55.930207,
            103.32799,
            88.738005,
            14.589986
        ],
        [
            0.193226,
            0.139533,
            0.053693,
            0.068149,
            0.060997,
            0.013075
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72347,
            -86143,
            -94548,
            -85765,
            -66324,
            -67141
        ],
        [
            1.205046,
            1.311001,
            1.108757,
            1.105037,
            1.182422,
            1.029339
        ],
        [
            559,
            279,
            280,
            559,
            279,
            280
        ],
        [
            249,
            109,
            140,
            249,
            109,
            140
        ],
        [
            310,
            170,
            140,
            310,
            170,
            140
        ],
        [
            44.543828,
            39.0681,
            50,
            44.543828,
            39.0681,
            50
        ],
        [
            1.500258,
            2.04468,
            1.108757,
            1.375749,
            1.844144,
            1.029339
        ],
        [
            73457,
            73457,
            23743,
            76510,
            76510,
            47020
        ],
        [
            -26877,
            -18722,
            -26877,
            -45880,
            -45880,
            -36266
        ],
        [
            44,
            43,
            44,
            44,
            43,
            44
        ],
        [
            59,
            63,
            56,
            59,
            63,
            56
        ],
        [
            32,
            31,
            33,
            32,
            31,
            33
        ],
        [
            24736,
            12193,
            12543,
            24736,
            12193,
            12543
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323164,
            -8847,
            -222139,
            -206128,
            -133576,
            -385696
        ]
    ]
}
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": 1670184000000,
    "last_datapoint_time": 1759395600000,
    "evaluation_time": 1759396520464,
    "expiration_time": 1765875600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)