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Trade: CAKE/USDT/720/DCM/SWMA/9924

Strategy
CAKE/USDT/720/DCM/SWMA/9924
Pair
CAKE_USDT
Interval
12h
Score
373209
Daily Profit
0.269646
Profit Factor
1.858140
Profitability
44.881890
Streak
0.000000
Best Strategy
Training Data Length
1682.500000
Evaluation Time
2025-09-28 11:32
Expiration Time
2025-11-17 13:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 453679.5476 251652.9739 202026.5736 1688789.4946 1355815.8627 332973.6319
Total P&L (%) 453.6795 251.653 202.0266 1688.7895 1355.8159 332.9736
Avg Daily Profit (%) 0.2696 0.1496 0.1201 0.1716 0.1593 0.0871
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93638 -45697 -53001 -3522970 -1915607 -1669362
Profit Factor 1.8581 1.962 1.7564 1.1893 1.2971 1.0764
Total Trades 127 64 63 127 64 63
Winning Trades 57 29 28 57 29 28
Losing Trades 70 35 35 70 35 35
Profitability (%) 44.8819 45.3125 44.4444 44.8819 45.3125 44.4444
Ratio Avg Win / Avg Loss 2.2819 2.3679 2.1955 1.4606 1.5655 1.3455
Largest Winning Trade 85410 85410 53433 1346714 1346714 665018
Largest Losing Trade -23711 -23711 -23553 -1086967 -1086967 -995085
Avg Bars in Trades 25 19 32 25 19 32
Avg Bars in Winners 36 26 47 36 26 47
Avg Bars in Losers 17 13 20 17 13 20
Bars Traded 3293 1241 2052 3293 1241 2052
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 373209 -130654 -178494 -5832 -132135 -362185
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3365,
    "evaluation_days": 1682.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615809600000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759048329660,
    "expiration_time": 1763378640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 7,
            "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": [
        [
            453679.5475571447,
            251652.9739092581,
            202026.5736478865,
            1688789.4945643686,
            1355815.8626656227,
            332973.6318987465
        ],
        [
            453.679548,
            251.652974,
            202.026574,
            1688.789495,
            1355.815863,
            332.973632
        ],
        [
            0.269646,
            0.149571,
            0.120075,
            0.171566,
            0.159304,
            0.087141
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93638,
            -45697,
            -53001,
            -3522970,
            -1915607,
            -1669362
        ],
        [
            1.85814,
            1.961972,
            1.756436,
            1.189342,
            1.297135,
            1.076435
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            44.88189,
            45.3125,
            44.444444,
            44.88189,
            45.3125,
            44.444444
        ],
        [
            2.281926,
            2.367897,
            2.195545,
            1.460595,
            1.565507,
            1.345544
        ],
        [
            85410,
            85410,
            53433,
            1346714,
            1346714,
            665018
        ],
        [
            -23711,
            -23711,
            -23553,
            -1086967,
            -1086967,
            -995085
        ],
        [
            25,
            19,
            32,
            25,
            19,
            32
        ],
        [
            36,
            26,
            47,
            36,
            26,
            47
        ],
        [
            17,
            13,
            20,
            17,
            13,
            20
        ],
        [
            3293,
            1241,
            2052,
            3293,
            1241,
            2052
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373209,
            -130654,
            -178494,
            -5832,
            -132135,
            -362185
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3365,
    "evaluation_days": 1682.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615809600000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759048329660,
    "expiration_time": 1763378640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 7,
            "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)