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Trade: CAKE/USDT/120/PWMA/JMA/5977

Strategy
CAKE/USDT/120/PWMA/JMA/5977
Pair
CAKE_USDT
Interval
2h
Score
304627
Daily Profit
0.219807
Profit Factor
1.588947
Profitability
40.666667
Streak
20.328292
Best Strategy
Training Data Length
1685.330000
Evaluation Time
2025-10-02 00:52
Expiration Time
2025-12-01 14:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 370446.9037 230150.0049 140296.8987 404905.4011 277114.4784 127790.9227
Total P&L (%) 370.4469 230.15 140.2969 404.9054 277.1145 127.7909
Avg Daily Profit (%) 0.2198 0.1366 0.0832 0.0961 0.0788 0.0489
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79232 -86095 -52377 -655920 -413935 -472847
Profit Factor 1.5889 1.7173 1.4553 1.1131 1.151 1.0732
Total Trades 150 75 75 150 75 75
Winning Trades 61 26 35 61 26 35
Losing Trades 89 49 40 89 49 40
Profitability (%) 40.6667 34.6667 46.6667 40.6667 34.6667 46.6667
Ratio Avg Win / Avg Loss 2.3183 3.2364 1.6632 1.624 2.1691 1.2266
Largest Winning Trade 99600 99600 54767 469927 469927 223384
Largest Losing Trade -30419 -25917 -30419 -226331 -169669 -226331
Avg Bars in Trades 132 123 142 132 123 142
Avg Bars in Winners 202 208 197 202 208 197
Avg Bars in Losers 85 78 93 85 78 93
Bars Traded 19919 9253 10666 19919 9253 10666
Profit Streak 20.3283 32.8283 0 20.3283 32.8283 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 304627 -69850 -137921 -161951 -203491 -325871
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20224,
    "evaluation_days": 1685.33,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615449600000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759355564479,
    "expiration_time": 1764590860800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 163,
            "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": [
        [
            370446.9036856851,
            230150.0049374268,
            140296.8987482582,
            404905.4011082591,
            277114.4783762499,
            127790.9227320093
        ],
        [
            370.446904,
            230.150005,
            140.296899,
            404.905401,
            277.114478,
            127.790923
        ],
        [
            0.219807,
            0.136561,
            0.083246,
            0.096122,
            0.078792,
            0.04886
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79232,
            -86095,
            -52377,
            -655920,
            -413935,
            -472847
        ],
        [
            1.588947,
            1.717274,
            1.455315,
            1.113089,
            1.150959,
            1.073245
        ],
        [
            150,
            75,
            75,
            150,
            75,
            75
        ],
        [
            61,
            26,
            35,
            61,
            26,
            35
        ],
        [
            89,
            49,
            40,
            89,
            49,
            40
        ],
        [
            40.666667,
            34.666667,
            46.666667,
            40.666667,
            34.666667,
            46.666667
        ],
        [
            2.318299,
            3.2364,
            1.663218,
            1.624016,
            2.169114,
            1.226566
        ],
        [
            99600,
            99600,
            54767,
            469927,
            469927,
            223384
        ],
        [
            -30419,
            -25917,
            -30419,
            -226331,
            -169669,
            -226331
        ],
        [
            132,
            123,
            142,
            132,
            123,
            142
        ],
        [
            202,
            208,
            197,
            202,
            208,
            197
        ],
        [
            85,
            78,
            93,
            85,
            78,
            93
        ],
        [
            19919,
            9253,
            10666,
            19919,
            9253,
            10666
        ],
        [
            20.328292,
            32.828293,
            0,
            20.328293,
            32.828293,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304627,
            -69850,
            -137921,
            -161951,
            -203491,
            -325871
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20224,
    "evaluation_days": 1685.33,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615449600000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759355564479,
    "expiration_time": 1764590860800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 163,
            "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)