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Trade: CAKE/USDT/720/SSF/TEMA/3987

Strategy
CAKE/USDT/720/SSF/TEMA/3987
Pair
CAKE_USDT
Interval
12h
Score
413413
Daily Profit
0.371916
Profit Factor
2.081044
Profitability
40.769231
Streak
43.896865
Best Strategy
Training Data Length
1685.000000
Evaluation Time
2025-10-01 00:31
Expiration Time
2025-11-20 03:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 626678.8831 398609.7187 228069.1644 2798192.3088 2187888.5002 610303.8086
Total P&L (%) 626.6789 398.6097 228.0692 2798.1923 2187.8885 610.3038
Avg Daily Profit (%) 0.3719 0.2366 0.1354 0.2 0.1859 0.1164
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82792 -83645 -59284 -3885699 -1260882 -2759091
Profit Factor 2.081 2.2242 1.8976 1.2813 1.4504 1.1199
Total Trades 130 65 65 130 65 65
Winning Trades 53 23 30 53 23 30
Losing Trades 77 42 35 77 42 35
Profitability (%) 40.7692 35.3846 46.1538 40.7692 35.3846 46.1538
Ratio Avg Win / Avg Loss 3.0234 4.0615 2.2139 1.8614 2.6485 1.3065
Largest Winning Trade 222540 222540 50519 1779922 1779922 972391
Largest Losing Trade -23458 -18635 -23458 -841769 -560178 -841769
Avg Bars in Trades 25 23 27 25 23 27
Avg Bars in Winners 44 44 44 44 44 44
Avg Bars in Losers 12 12 12 12 12 12
Bars Traded 3334 1543 1791 3334 1543 1791
Profit Streak 43.8969 43.8969 44.8969 43.8969 43.8969 44.8969
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 413413 -124644 -141353 256972 -126778 -258447
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3370,
    "evaluation_days": 1685,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614470400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759267889119,
    "expiration_time": 1763601120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 63,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 19,
            "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": [
        [
            626678.8831271788,
            398609.7186836415,
            228069.1644435375,
            2798192.308783184,
            2187888.5002148044,
            610303.8085683787
        ],
        [
            626.678883,
            398.609719,
            228.069164,
            2798.192309,
            2187.8885,
            610.303809
        ],
        [
            0.371916,
            0.236564,
            0.135353,
            0.200002,
            0.185942,
            0.116419
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82792,
            -83645,
            -59284,
            -3885699,
            -1260882,
            -2759091
        ],
        [
            2.081044,
            2.224151,
            1.897641,
            1.281255,
            1.450381,
            1.119877
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            53,
            23,
            30,
            53,
            23,
            30
        ],
        [
            77,
            42,
            35,
            77,
            42,
            35
        ],
        [
            40.769231,
            35.384615,
            46.153846,
            40.769231,
            35.384615,
            46.153846
        ],
        [
            3.023404,
            4.061493,
            2.213914,
            1.861446,
            2.648521,
            1.306523
        ],
        [
            222540,
            222540,
            50519,
            1779922,
            1779922,
            972391
        ],
        [
            -23458,
            -18635,
            -23458,
            -841769,
            -560178,
            -841769
        ],
        [
            25,
            23,
            27,
            25,
            23,
            27
        ],
        [
            44,
            44,
            44,
            44,
            44,
            44
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            3334,
            1543,
            1791,
            3334,
            1543,
            1791
        ],
        [
            43.896865,
            43.896865,
            44.896865,
            43.896865,
            43.896865,
            44.896865
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            413413,
            -124644,
            -141353,
            256972,
            -126778,
            -258447
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3370,
    "evaluation_days": 1685,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614470400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759267889119,
    "expiration_time": 1763601120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 63,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 19,
            "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)