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Trade: CAKE/USDT/720/KCU/HWMA/8782

Strategy
CAKE/USDT/720/KCU/HWMA/8782
Pair
CAKE_USDT
Interval
12h
Score
424702
Daily Profit
0.229941
Profit Factor
1.274653
Profitability
52.668213
Streak
9.056685
Best Strategy
Training Data Length
1689.500000
Evaluation Time
2025-10-05 04:21
Expiration Time
2025-11-24 18:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 388486.0381 256885.8819 131600.1562 203186.3966 258970.7291 -55784.3325
Total P&L (%) 388.486 256.8859 131.6002 203.1864 258.9707 -55.7843
Avg Daily Profit (%) 0.2299 0.152 0.0779 0.0657 0.0757 -0.0483
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88362 -88890 -88783 -324360 -218497 -298715
Profit Factor 1.2747 1.3819 1.1774 1.0607 1.1691 0.9693
Total Trades 431 216 215 431 216 215
Winning Trades 227 108 119 227 108 119
Losing Trades 204 108 96 204 108 96
Profitability (%) 52.6682 50 55.3488 52.6682 50 55.3488
Ratio Avg Win / Avg Loss 1.1455 1.3819 0.9498 0.9532 1.1691 0.7819
Largest Winning Trade 58661 58661 50345 78511 78511 75986
Largest Losing Trade -56447 -29037 -56447 -162354 -62035 -162354
Avg Bars in Trades 7 7 7 7 7 7
Avg Bars in Winners 7 7 7 7 7 7
Avg Bars in Losers 7 7 7 7 7 7
Bars Traded 3306 1652 1654 3306 1652 1654
Profit Streak 9.0567 9.0567 20.5567 9.0567 9.0567 20.5567
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 424702 335386 -113399 -256652 -124929 -578178
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3379,
    "evaluation_days": 1689.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1616068800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759627297573,
    "expiration_time": 1764001584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 56,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.5128,
            "nc": 0.54249
        }
    }
}
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": [
        [
            388486.0380783659,
            256885.8819283529,
            131600.1561500135,
            203186.3965755001,
            258970.729068774,
            -55784.3324932736
        ],
        [
            388.486038,
            256.885882,
            131.600156,
            203.186397,
            258.970729,
            -55.784332
        ],
        [
            0.229941,
            0.152048,
            0.077893,
            0.065673,
            0.075676,
            -0.048292
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88362,
            -88890,
            -88783,
            -324360,
            -218497,
            -298715
        ],
        [
            1.274653,
            1.381903,
            1.177403,
            1.06072,
            1.169075,
            0.969257
        ],
        [
            431,
            216,
            215,
            431,
            216,
            215
        ],
        [
            227,
            108,
            119,
            227,
            108,
            119
        ],
        [
            204,
            108,
            96,
            204,
            108,
            96
        ],
        [
            52.668213,
            50,
            55.348837,
            52.668213,
            50,
            55.348837
        ],
        [
            1.145503,
            1.381903,
            0.949838,
            0.953247,
            1.169075,
            0.781922
        ],
        [
            58661,
            58661,
            50345,
            78511,
            78511,
            75986
        ],
        [
            -56447,
            -29037,
            -56447,
            -162354,
            -62035,
            -162354
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            3306,
            1652,
            1654,
            3306,
            1652,
            1654
        ],
        [
            9.056685,
            9.056685,
            20.556685,
            9.056685,
            9.056685,
            20.556685
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            424702,
            335386,
            -113399,
            -256652,
            -124929,
            -578178
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3379,
    "evaluation_days": 1689.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1616068800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759627297573,
    "expiration_time": 1764001584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 56,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.5128,
            "nc": 0.54249
        }
    }
}

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)