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Trade: CAKE/USDT/720/HMA/HWMA/3399

Strategy
CAKE/USDT/720/HMA/HWMA/3399
Pair
CAKE_USDT
Interval
12h
Score
349861
Daily Profit
0.342441
Profit Factor
1.605595
Profitability
37.500000
Streak
0.000000
Best Strategy
Training Data Length
1686.500000
Evaluation Time
2025-10-02 04:41
Expiration Time
2025-11-21 16:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 577527.5764 309577.59 267949.9864 4213240.8577 3212113.3011 1001127.5566
Total P&L (%) 577.5276 309.5776 267.95 4213.2409 3212.1133 1001.1276
Avg Daily Profit (%) 0.3424 0.1836 0.1589 0.2235 0.2078 0.1423
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82741 -71991 -65661 -2054599 -1082494 -1691090
Profit Factor 1.6056 1.656 1.5562 1.625 2.1685 1.2508
Total Trades 384 192 192 384 192 192
Winning Trades 144 66 78 144 66 78
Losing Trades 240 126 114 240 126 114
Profitability (%) 37.5 34.375 40.625 37.5 34.375 40.625
Ratio Avg Win / Avg Loss 2.676 3.1615 2.2744 2.7083 4.14 1.828
Largest Winning Trade 66944 66944 51109 1500730 1500730 1071886
Largest Losing Trade -30731 -13452 -30731 -377493 -330441 -377493
Avg Bars in Trades 8 8 8 8 8 8
Avg Bars in Winners 14 15 14 14 15 14
Avg Bars in Losers 4 5 4 4 5 4
Bars Traded 3276 1689 1587 3276 1689 1587
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 349861 189654 256028 314596 247704 -4621
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3373,
    "evaluation_days": 1686.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1616414400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759369273344,
    "expiration_time": 1763734608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.41045,
            "nb": 0.91317,
            "nc": 0.35383
        }
    }
}
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": [
        [
            577527.576387405,
            309577.5899724913,
            267949.9864149138,
            4213240.857654716,
            3212113.3011031644,
            1001127.5565515505
        ],
        [
            577.527576,
            309.57759,
            267.949986,
            4213.240858,
            3212.113301,
            1001.127557
        ],
        [
            0.342441,
            0.183562,
            0.158879,
            0.22345,
            0.207756,
            0.142344
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82741,
            -71991,
            -65661,
            -2054599,
            -1082494,
            -1691090
        ],
        [
            1.605595,
            1.656033,
            1.556191,
            1.624999,
            2.168546,
            1.250759
        ],
        [
            384,
            192,
            192,
            384,
            192,
            192
        ],
        [
            144,
            66,
            78,
            144,
            66,
            78
        ],
        [
            240,
            126,
            114,
            240,
            126,
            114
        ],
        [
            37.5,
            34.375,
            40.625,
            37.5,
            34.375,
            40.625
        ],
        [
            2.675992,
            3.161517,
            2.274433,
            2.708331,
            4.139951,
            1.828032
        ],
        [
            66944,
            66944,
            51109,
            1500730,
            1500730,
            1071886
        ],
        [
            -30731,
            -13452,
            -30731,
            -377493,
            -330441,
            -377493
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            14,
            15,
            14,
            14,
            15,
            14
        ],
        [
            4,
            5,
            4,
            4,
            5,
            4
        ],
        [
            3276,
            1689,
            1587,
            3276,
            1689,
            1587
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349861,
            189654,
            256028,
            314596,
            247704,
            -4621
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3373,
    "evaluation_days": 1686.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1616414400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759369273344,
    "expiration_time": 1763734608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.41045,
            "nb": 0.91317,
            "nc": 0.35383
        }
    }
}

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)