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Trade: CAKE/USDT/120/ALMA/JMA/2665

Strategy
CAKE/USDT/120/ALMA/JMA/2665
Pair
CAKE_USDT
Interval
2h
Score
386217
Daily Profit
0.307990
Profit Factor
1.645362
Profitability
41.596639
Streak
8.065112
Best Strategy
Training Data Length
1678.080000
Evaluation Time
2025-09-26 04:33
Expiration Time
2025-11-24 01:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 516831.1046 317028.8654 199802.2392 1899669.766 2005492.7194 -105822.9533
Total P&L (%) 516.8311 317.0289 199.8022 1899.6698 2005.4927 -105.823
Avg Daily Profit (%) 0.308 0.1889 0.1191 0.1787 0.1818 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108902 -92797 -76597 -4374385 -1587459 -3313703
Profit Factor 1.6454 1.8312 1.4764 1.2399 1.6248 0.9775
Total Trades 238 119 119 238 119 119
Winning Trades 99 51 48 99 51 48
Losing Trades 139 68 71 139 68 71
Profitability (%) 41.5966 42.8571 40.3361 41.5966 42.8571 40.3361
Ratio Avg Win / Avg Loss 2.3102 2.4416 2.1838 1.7408 2.1664 1.4459
Largest Winning Trade 78284 78284 50758 1305301 1305301 992896
Largest Losing Trade -23470 -17538 -23470 -847819 -847819 -637166
Avg Bars in Trades 84 79 89 84 79 89
Avg Bars in Winners 134 123 147 134 123 147
Avg Bars in Losers 48 46 49 48 46 49
Bars Traded 20040 9432 10608 20040 9432 10608
Profit Streak 8.0651 10.0651 0 8.0651 10.0651 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 386217 311297 -35775 264047 309746 -583107

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20137,
    "evaluation_days": 1678.08,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614297600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758850425705,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 64,
            "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": [
        [
            516831.1046041539,
            317028.8654402283,
            199802.2391639252,
            1899669.7660285344,
            2005492.7193511892,
            -105822.9533226549
        ],
        [
            516.831105,
            317.028865,
            199.802239,
            1899.669766,
            2005.492719,
            -105.822953
        ],
        [
            0.30799,
            0.188924,
            0.119066,
            0.178671,
            0.18175,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108902,
            -92797,
            -76597,
            -4374385,
            -1587459,
            -3313703
        ],
        [
            1.645362,
            1.831236,
            1.47635,
            1.239868,
            1.624785,
            0.977531
        ],
        [
            238,
            119,
            119,
            238,
            119,
            119
        ],
        [
            99,
            51,
            48,
            99,
            51,
            48
        ],
        [
            139,
            68,
            71,
            139,
            68,
            71
        ],
        [
            41.596639,
            42.857143,
            40.336134,
            41.596639,
            42.857143,
            40.336134
        ],
        [
            2.310155,
            2.441648,
            2.183768,
            1.740824,
            2.16638,
            1.445932
        ],
        [
            78284,
            78284,
            50758,
            1305301,
            1305301,
            992896
        ],
        [
            -23470,
            -17538,
            -23470,
            -847819,
            -847819,
            -637166
        ],
        [
            84,
            79,
            89,
            84,
            79,
            89
        ],
        [
            134,
            123,
            147,
            134,
            123,
            147
        ],
        [
            48,
            46,
            49,
            48,
            46,
            49
        ],
        [
            20040,
            9432,
            10608,
            20040,
            9432,
            10608
        ],
        [
            8.065112,
            10.065112,
            0,
            8.065112,
            10.065112,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            386217,
            311297,
            -35775,
            264047,
            309746,
            -583107
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20137,
    "evaluation_days": 1678.08,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614297600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758850425705,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 64,
            "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)