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Trade: CAKE/USDT/720/SUPERTREND/JMA/4114

Strategy
CAKE/USDT/720/SUPERTREND/JMA/4114
Pair
CAKE_USDT
Interval
12h
Score
353685
Daily Profit
0.182369
Profit Factor
1.406503
Profitability
57.692308
Streak
0.000000
Best Strategy
Training Data Length
1684.500000
Evaluation Time
2025-09-30 06:11
Expiration Time
2025-11-19 14:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 307200.9885 180291.4931 126909.4954 121297.0655 235847.2716 -114550.2061
Total P&L (%) 307.201 180.2915 126.9095 121.2971 235.8473 -114.5502
Avg Daily Profit (%) 0.1824 0.107 0.0753 0.0472 0.0719 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92770 -46152 -82089 -387231 -201972 -397184
Profit Factor 1.4065 1.5907 1.2817 1.0523 1.2498 0.9166
Total Trades 130 65 65 130 65 65
Winning Trades 75 38 37 75 38 37
Losing Trades 55 27 28 55 27 28
Profitability (%) 57.6923 58.4615 56.9231 57.6923 58.4615 56.9231
Ratio Avg Win / Avg Loss 1.0314 1.1302 0.9699 0.7717 0.888 0.6937
Largest Winning Trade 62803 60144 62803 170268 170268 135465
Largest Losing Trade -48766 -46152 -48766 -219995 -100874 -219995
Avg Bars in Trades 24 16 32 24 16 32
Avg Bars in Winners 23 12 34 23 12 34
Avg Bars in Losers 26 22 31 26 22 31
Bars Traded 3237 1094 2143 3237 1094 2143
Profit Streak 0 0 12.6333 0 0 12.6333
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 353685 -178545 -224216 -292938 -229073 -710947
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3369,
    "evaluation_days": 1684.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1617105600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759201919430,
    "expiration_time": 1763556624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 79,
            "offset": 0,
            "multiplier": 3.02451
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 43,
            "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": [
        [
            307200.9885118586,
            180291.4930757316,
            126909.4954361267,
            121297.0655027058,
            235847.2715829544,
            -114550.2060802483
        ],
        [
            307.200989,
            180.291493,
            126.909495,
            121.297066,
            235.847272,
            -114.550206
        ],
        [
            0.182369,
            0.10703,
            0.07534,
            0.047167,
            0.071946,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92770,
            -46152,
            -82089,
            -387231,
            -201972,
            -397184
        ],
        [
            1.406503,
            1.590671,
            1.281718,
            1.052321,
            1.249799,
            0.916642
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            57.692308,
            58.461538,
            56.923077,
            57.692308,
            58.461538,
            56.923077
        ],
        [
            1.031436,
            1.130213,
            0.969949,
            0.771702,
            0.888015,
            0.693675
        ],
        [
            62803,
            60144,
            62803,
            170268,
            170268,
            135465
        ],
        [
            -48766,
            -46152,
            -48766,
            -219995,
            -100874,
            -219995
        ],
        [
            24,
            16,
            32,
            24,
            16,
            32
        ],
        [
            23,
            12,
            34,
            23,
            12,
            34
        ],
        [
            26,
            22,
            31,
            26,
            22,
            31
        ],
        [
            3237,
            1094,
            2143,
            3237,
            1094,
            2143
        ],
        [
            0,
            0,
            12.633327,
            0,
            0,
            12.633327
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353685,
            -178545,
            -224216,
            -292938,
            -229073,
            -710947
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3369,
    "evaluation_days": 1684.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1617105600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759201919430,
    "expiration_time": 1763556624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 79,
            "offset": 0,
            "multiplier": 3.02451
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 43,
            "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)