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Trade: CAKE/USDT/720/HILO/HWMA/6364

Strategy
CAKE/USDT/720/HILO/HWMA/6364
Pair
CAKE_USDT
Interval
12h
Score
337731
Daily Profit
0.279832
Profit Factor
1.809794
Profitability
39.716312
Streak
34.355651
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 470816.7684 264763.6208 206053.1476 1481123.8864 1097545.4591 383578.4273
Total P&L (%) 470.8168 264.7636 206.0531 1481.1239 1097.5455 383.5784
Avg Daily Profit (%) 0.2798 0.1574 0.1225 0.1642 0.1477 0.0937
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -58062 -68311 -41206 -1002822 -252621 -854267
Profit Factor 1.8098 1.9055 1.7129 1.4527 1.75 1.2121
Total Trades 141 71 70 141 71 70
Winning Trades 56 25 31 56 25 31
Losing Trades 85 46 39 85 46 39
Profitability (%) 39.7163 35.2113 44.2857 39.7163 35.2113 44.2857
Ratio Avg Win / Avg Loss 2.747 3.5062 2.155 2.205 3.2201 1.5249
Largest Winning Trade 89746 89746 50105 448019 448019 294498
Largest Losing Trade -41206 -22201 -41206 -373394 -159662 -373394
Avg Bars in Trades 23 22 24 23 22 24
Avg Bars in Winners 39 39 40 39 39 40
Avg Bars in Losers 12 13 12 12 13 12
Bars Traded 3323 1591 1732 3323 1591 1732
Profit Streak 34.3557 34.3557 36.8557 34.3557 34.3557 36.8557
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337731 -81015 -122127 270174 -84056 -163051
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": 1614729600000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759048328276,
    "expiration_time": 1763378640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            470816.7684414684,
            264763.6208166959,
            206053.147624772,
            1481123.8864492117,
            1097545.4591217735,
            383578.4273274384
        ],
        [
            470.816768,
            264.763621,
            206.053148,
            1481.123886,
            1097.545459,
            383.578427
        ],
        [
            0.279832,
            0.157363,
            0.122468,
            0.164219,
            0.147679,
            0.093717
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -58062,
            -68311,
            -41206,
            -1002822,
            -252621,
            -854267
        ],
        [
            1.809794,
            1.905532,
            1.712941,
            1.452685,
            1.75004,
            1.212092
        ],
        [
            141,
            71,
            70,
            141,
            71,
            70
        ],
        [
            56,
            25,
            31,
            56,
            25,
            31
        ],
        [
            85,
            46,
            39,
            85,
            46,
            39
        ],
        [
            39.716312,
            35.211268,
            44.285714,
            39.716312,
            35.211268,
            44.285714
        ],
        [
            2.747008,
            3.506178,
            2.15499,
            2.204968,
            3.220074,
            1.52489
        ],
        [
            89746,
            89746,
            50105,
            448019,
            448019,
            294498
        ],
        [
            -41206,
            -22201,
            -41206,
            -373394,
            -159662,
            -373394
        ],
        [
            23,
            22,
            24,
            23,
            22,
            24
        ],
        [
            39,
            39,
            40,
            39,
            39,
            40
        ],
        [
            12,
            13,
            12,
            12,
            13,
            12
        ],
        [
            3323,
            1591,
            1732,
            3323,
            1591,
            1732
        ],
        [
            34.355651,
            34.355651,
            36.855651,
            34.355651,
            34.355651,
            36.855651
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337731,
            -81015,
            -122127,
            270174,
            -84056,
            -163051
        ]
    ]
}
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": 1614729600000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759048328276,
    "expiration_time": 1763378640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)