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Trade: CAKE/USDT/720/SINWMA/MIDPOINT/6299

Strategy
CAKE/USDT/720/SINWMA/MIDPOINT/6299
Pair
CAKE_USDT
Interval
12h
Score
320594
Daily Profit
0.265877
Profit Factor
1.763429
Profitability
39.097744
Streak
42.812659
Best Strategy
Training Data Length
1684.000000
Evaluation Time
2025-09-29 22:30
Expiration Time
2025-11-19 02:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 447736.791 257233.0132 190503.7779 1016726.4567 736482.6393 280243.8174
Total P&L (%) 447.7368 257.233 190.5038 1016.7265 736.4826 280.2438
Avg Daily Profit (%) 0.2659 0.1528 0.1131 0.1434 0.1262 0.0793
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69619 -106147 -42262 -783718 -217927 -642254
Profit Factor 1.7634 1.7975 1.7218 1.4207 1.6574 1.2162
Total Trades 133 67 66 133 67 66
Winning Trades 52 24 28 52 24 28
Losing Trades 81 43 38 81 43 38
Profitability (%) 39.0977 35.8209 42.4242 39.0977 35.8209 42.4242
Ratio Avg Win / Avg Loss 2.7469 3.2205 2.3367 2.2131 2.9695 1.6506
Largest Winning Trade 100442 100442 51665 338548 338548 265860
Largest Losing Trade -41206 -20764 -41206 -263785 -132702 -263785
Avg Bars in Trades 25 23 26 25 23 26
Avg Bars in Winners 43 40 45 43 40 45
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 3327 1547 1780 3327 1547 1780
Profit Streak 42.8127 42.8127 51.3127 42.8127 42.8127 51.3127
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320594 -111015 -165270 -1889 -142613 -212892
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3368,
    "evaluation_days": 1684,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614988800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759174213782,
    "expiration_time": 1763512128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 9,
            "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": [
        [
            447736.7910080617,
            257233.0131535064,
            190503.7778545556,
            1016726.4567050249,
            736482.6392836068,
            280243.8174214184
        ],
        [
            447.736791,
            257.233013,
            190.503778,
            1016.726457,
            736.482639,
            280.243817
        ],
        [
            0.265877,
            0.152751,
            0.113126,
            0.143392,
            0.12621,
            0.079345
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69619,
            -106147,
            -42262,
            -783718,
            -217927,
            -642254
        ],
        [
            1.763429,
            1.797502,
            1.72179,
            1.420734,
            1.65738,
            1.2162
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            52,
            24,
            28,
            52,
            24,
            28
        ],
        [
            81,
            43,
            38,
            81,
            43,
            38
        ],
        [
            39.097744,
            35.820896,
            42.424242,
            39.097744,
            35.820896,
            42.424242
        ],
        [
            2.74688,
            3.220524,
            2.336715,
            2.213066,
            2.969473,
            1.650557
        ],
        [
            100442,
            100442,
            51665,
            338548,
            338548,
            265860
        ],
        [
            -41206,
            -20764,
            -41206,
            -263785,
            -132702,
            -263785
        ],
        [
            25,
            23,
            26,
            25,
            23,
            26
        ],
        [
            43,
            40,
            45,
            43,
            40,
            45
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            3327,
            1547,
            1780,
            3327,
            1547,
            1780
        ],
        [
            42.812659,
            42.812659,
            51.312659,
            42.812659,
            42.81266,
            51.312659
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320594,
            -111015,
            -165270,
            -1889,
            -142613,
            -212892
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3368,
    "evaluation_days": 1684,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614988800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759174213782,
    "expiration_time": 1763512128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 9,
            "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)