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Trade: CAKE/USDT/120/MIDPOINT/SINWMA/6984

Strategy
CAKE/USDT/120/MIDPOINT/SINWMA/6984
Pair
CAKE_USDT
Interval
2h
Score
433293
Daily Profit
0.276000
Profit Factor
1.716769
Profitability
55.367232
Streak
0.000000
Best Strategy
Training Data Length
1683.500000
Evaluation Time
2025-09-30 04:24
Expiration Time
2025-11-29 16:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 464646.2577 252119.0798 212527.178 1599626.9191 2160864.389 -561237.4699
Total P&L (%) 464.6463 252.1191 212.5272 1599.6269 2160.8644 -561.2375
Avg Daily Profit (%) 0.276 0.1498 0.1262 0.1684 0.1854 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95192 -36297 -83942 -3236118 -978727 -2896459
Profit Factor 1.7168 1.8081 1.632 1.1269 1.4407 0.9271
Total Trades 177 89 88 177 89 88
Winning Trades 98 51 47 98 51 47
Losing Trades 79 38 41 79 38 41
Profitability (%) 55.3672 57.3034 53.4091 55.3672 57.3034 53.4091
Ratio Avg Win / Avg Loss 1.3839 1.3472 1.4237 0.9084 1.0735 0.8088
Largest Winning Trade 94751 94751 43786 1287249 580236 1287249
Largest Losing Trade -42744 -20784 -42744 -1986950 -697029 -1986950
Avg Bars in Trades 111 91 132 111 91 132
Avg Bars in Winners 110 90 133 110 90 133
Avg Bars in Losers 112 92 130 112 92 130
Bars Traded 19742 8124 11618 19742 8124 11618
Profit Streak 0 0 10.8921 0 0 10.8921
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 433293 353580 -21739 -73210 341539 -580011
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20202,
    "evaluation_days": 1683.5,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615471200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759195480076,
    "expiration_time": 1764426758400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 54,
            "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": [
        [
            464646.2577310952,
            252119.0797558822,
            212527.1779752127,
            1599626.9190810057,
            2160864.3889553994,
            -561237.4698743946
        ],
        [
            464.646258,
            252.11908,
            212.527178,
            1599.626919,
            2160.864389,
            -561.23747
        ],
        [
            0.276,
            0.149759,
            0.126241,
            0.168422,
            0.185401,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95192,
            -36297,
            -83942,
            -3236118,
            -978727,
            -2896459
        ],
        [
            1.716769,
            1.808143,
            1.631999,
            1.126903,
            1.44072,
            0.927132
        ],
        [
            177,
            89,
            88,
            177,
            89,
            88
        ],
        [
            98,
            51,
            47,
            98,
            51,
            47
        ],
        [
            79,
            38,
            41,
            79,
            38,
            41
        ],
        [
            55.367232,
            57.303371,
            53.409091,
            55.367232,
            57.303371,
            53.409091
        ],
        [
            1.383926,
            1.347243,
            1.423659,
            0.908421,
            1.073478,
            0.808775
        ],
        [
            94751,
            94751,
            43786,
            1287249,
            580236,
            1287249
        ],
        [
            -42744,
            -20784,
            -42744,
            -1986950,
            -697029,
            -1986950
        ],
        [
            111,
            91,
            132,
            111,
            91,
            132
        ],
        [
            110,
            90,
            133,
            110,
            90,
            133
        ],
        [
            112,
            92,
            130,
            112,
            92,
            130
        ],
        [
            19742,
            8124,
            11618,
            19742,
            8124,
            11618
        ],
        [
            0,
            0,
            10.89213,
            0,
            0,
            10.89213
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433293,
            353580,
            -21739,
            -73210,
            341539,
            -580011
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20202,
    "evaluation_days": 1683.5,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615471200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759195480076,
    "expiration_time": 1764426758400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 54,
            "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)