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Trade: CAKE/USDT/120/MIDPRICE/LINREG/3642

Strategy
CAKE/USDT/120/MIDPRICE/LINREG/3642
Pair
CAKE_USDT
Interval
2h
Score
532284
Daily Profit
0.377853
Profit Factor
1.540299
Profitability
50.310559
Streak
0.000000
Best Strategy
Training Data Length
1684.000000
Evaluation Time
2025-09-30 16:57
Expiration Time
2025-11-30 04:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 636304.3066 362183.7007 274120.6059 6138412.6909 7146441.1101 -1008028.4192
Total P&L (%) 636.3043 362.1837 274.1206 6138.4127 7146.4411 -1008.0284
Avg Daily Profit (%) 0.3779 0.2151 0.1628 0.2457 0.2547 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104127 -87075 -71802 -13793444 -4881287 -9838220
Profit Factor 1.5403 1.6439 1.4456 1.1351 1.3426 0.959
Total Trades 483 242 241 483 242 241
Winning Trades 243 116 127 243 116 127
Losing Trades 240 126 114 240 126 114
Profitability (%) 50.3106 47.9339 52.6971 50.3106 47.9339 52.6971
Ratio Avg Win / Avg Loss 1.5213 1.7856 1.2976 1.1211 1.4583 0.8608
Largest Winning Trade 68520 68520 40328 5767768 5767768 3084109
Largest Losing Trade -25318 -25318 -20271 -2847954 -2380924 -2847954
Avg Bars in Trades 41 38 44 41 38 44
Avg Bars in Winners 47 44 50 47 44 50
Avg Bars in Losers 35 32 37 35 32 37
Bars Traded 19976 9228 10748 19976 9228 10748
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 532284 387724 335935 -60927 315220 -579722
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20208,
    "evaluation_days": 1684,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614225600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759240626621,
    "expiration_time": 1764471513600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 72,
            "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": [
        [
            636304.3066134129,
            362183.700727065,
            274120.6058863483,
            6138412.690868961,
            7146441.110117677,
            -1008028.419248716
        ],
        [
            636.304307,
            362.183701,
            274.120606,
            6138.412691,
            7146.44111,
            -1008.028419
        ],
        [
            0.377853,
            0.215073,
            0.162779,
            0.245747,
            0.254664,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104127,
            -87075,
            -71802,
            -13793444,
            -4881287,
            -9838220
        ],
        [
            1.540299,
            1.643897,
            1.445578,
            1.135097,
            1.342563,
            0.958982
        ],
        [
            483,
            242,
            241,
            483,
            242,
            241
        ],
        [
            243,
            116,
            127,
            243,
            116,
            127
        ],
        [
            240,
            126,
            114,
            240,
            126,
            114
        ],
        [
            50.310559,
            47.933884,
            52.697095,
            50.310559,
            47.933884,
            52.697095
        ],
        [
            1.521282,
            1.785612,
            1.297605,
            1.121084,
            1.458301,
            0.860818
        ],
        [
            68520,
            68520,
            40328,
            5767768,
            5767768,
            3084109
        ],
        [
            -25318,
            -25318,
            -20271,
            -2847954,
            -2380924,
            -2847954
        ],
        [
            41,
            38,
            44,
            41,
            38,
            44
        ],
        [
            47,
            44,
            50,
            47,
            44,
            50
        ],
        [
            35,
            32,
            37,
            35,
            32,
            37
        ],
        [
            19976,
            9228,
            10748,
            19976,
            9228,
            10748
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            532284,
            387724,
            335935,
            -60927,
            315220,
            -579722
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20208,
    "evaluation_days": 1684,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614225600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759240626621,
    "expiration_time": 1764471513600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 72,
            "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)