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Trade: CAKE/USDT/720/FWMA/FWMA/3192

Strategy
CAKE/USDT/720/FWMA/FWMA/3192
Pair
CAKE_USDT
Interval
12h
Score
305012
Daily Profit
0.288061
Profit Factor
1.746267
Profitability
36.744186
Streak
30.520225
Best Strategy
Training Data Length
1679.000000
Evaluation Time
2025-09-28 03:29
Expiration Time
2025-11-13 22:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 483655.2134 260117.7435 223537.4698 1516529.694 1228388.8586 288140.8353
Total P&L (%) 483.6552 260.1177 223.5375 1516.5297 1228.3889 288.1408
Avg Daily Profit (%) 0.2881 0.1549 0.1331 0.1659 0.1542 0.0808
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66577 -78637 -47779 -1430834 -417740 -1105855
Profit Factor 1.7463 1.8174 1.6776 1.3304 1.593 1.1144
Total Trades 215 107 108 215 107 108
Winning Trades 79 33 46 79 33 46
Losing Trades 136 74 62 136 74 62
Profitability (%) 36.7442 30.8411 42.5926 36.7442 30.8411 42.5926
Ratio Avg Win / Avg Loss 3.0062 4.0755 2.2611 2.2904 3.5723 1.5021
Largest Winning Trade 117399 117399 51846 641502 641502 452007
Largest Losing Trade -26372 -20177 -26372 -376089 -214210 -376089
Avg Bars in Trades 14 13 16 14 13 16
Avg Bars in Winners 27 27 27 27 27 27
Avg Bars in Losers 7 6 8 7 6 8
Bars Traded 3212 1420 1792 3212 1420 1792
Profit Streak 30.5202 0 50.0202 30.5202 0 50.0202
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305012 116695 -13991 212953 114825 -180487
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3358,
    "evaluation_days": 1679,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1618272000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759019347487,
    "expiration_time": 1763067168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 16,
            "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": [
        [
            483655.2133722878,
            260117.7435247036,
            223537.4698475839,
            1516529.6939721743,
            1228388.8586358428,
            288140.8353363311
        ],
        [
            483.655213,
            260.117744,
            223.53747,
            1516.529694,
            1228.388859,
            288.140835
        ],
        [
            0.288061,
            0.154924,
            0.133137,
            0.165883,
            0.154172,
            0.080807
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66577,
            -78637,
            -47779,
            -1430834,
            -417740,
            -1105855
        ],
        [
            1.746267,
            1.817446,
            1.677609,
            1.330438,
            1.593038,
            1.114428
        ],
        [
            215,
            107,
            108,
            215,
            107,
            108
        ],
        [
            79,
            33,
            46,
            79,
            33,
            46
        ],
        [
            136,
            74,
            62,
            136,
            74,
            62
        ],
        [
            36.744186,
            30.841121,
            42.592593,
            36.744186,
            30.841121,
            42.592593
        ],
        [
            3.006232,
            4.075485,
            2.261125,
            2.290375,
            3.572266,
            1.502055
        ],
        [
            117399,
            117399,
            51846,
            641502,
            641502,
            452007
        ],
        [
            -26372,
            -20177,
            -26372,
            -376089,
            -214210,
            -376089
        ],
        [
            14,
            13,
            16,
            14,
            13,
            16
        ],
        [
            27,
            27,
            27,
            27,
            27,
            27
        ],
        [
            7,
            6,
            8,
            7,
            6,
            8
        ],
        [
            3212,
            1420,
            1792,
            3212,
            1420,
            1792
        ],
        [
            30.520225,
            0,
            50.020225,
            30.520226,
            0,
            50.020226
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305012,
            116695,
            -13991,
            212953,
            114825,
            -180487
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3358,
    "evaluation_days": 1679,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1618272000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759019347487,
    "expiration_time": 1763067168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 16,
            "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)