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Trade: CAKE/USDT/120/PWMA/WMA/3847

Strategy
CAKE/USDT/120/PWMA/WMA/3847
Pair
CAKE_USDT
Interval
2h
Score
311392
Daily Profit
0.233092
Profit Factor
1.421897
Profitability
41.947566
Streak
27.672180
Best Strategy
Training Data Length
1678.080000
Evaluation Time
2025-09-26 09:07
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 391146.7636 231333.4677 159813.2959 445561.5549 263523.7159 182037.8389
Total P&L (%) 391.1468 231.3335 159.8133 445.5616 263.5237 182.0378
Avg Daily Profit (%) 0.2331 0.1379 0.0952 0.1012 0.0769 0.0618
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88052 -82075 -88814 -760034 -340187 -515934
Profit Factor 1.4219 1.4911 1.3504 1.1226 1.1411 1.1031
Total Trades 267 133 134 267 133 134
Winning Trades 112 42 70 112 42 70
Losing Trades 155 91 64 155 91 64
Profitability (%) 41.9476 31.5789 52.2388 41.9476 31.5789 52.2388
Ratio Avg Win / Avg Loss 1.9678 3.2308 1.2346 1.5537 2.4724 1.0086
Largest Winning Trade 94949 94949 56400 330166 330166 153061
Largest Losing Trade -33987 -19066 -33987 -234351 -121314 -234351
Avg Bars in Trades 73 71 76 73 71 76
Avg Bars in Winners 103 112 97 103 112 97
Avg Bars in Losers 52 52 53 52 52 53
Bars Traded 19735 9476 10259 19735 9476 10259
Profit Streak 27.6722 0 33.5888 27.6722 0 33.5888
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311392 -14000 -64347 -143639 -161793 -216415

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": 1615096800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758866876318,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 193,
            "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": [
        [
            391146.7635640791,
            231333.4676660637,
            159813.2958980155,
            445561.5548745943,
            263523.7159351876,
            182037.8389394073
        ],
        [
            391.146764,
            231.333468,
            159.813296,
            445.561555,
            263.523716,
            182.037839
        ],
        [
            0.233092,
            0.137856,
            0.095236,
            0.101157,
            0.076943,
            0.061808
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88052,
            -82075,
            -88814,
            -760034,
            -340187,
            -515934
        ],
        [
            1.421897,
            1.491142,
            1.350389,
            1.122637,
            1.141094,
            1.103111
        ],
        [
            267,
            133,
            134,
            267,
            133,
            134
        ],
        [
            112,
            42,
            70,
            112,
            42,
            70
        ],
        [
            155,
            91,
            64,
            155,
            91,
            64
        ],
        [
            41.947566,
            31.578947,
            52.238806,
            41.947566,
            31.578947,
            52.238806
        ],
        [
            1.967804,
            3.230808,
            1.234642,
            1.55365,
            2.472371,
            1.008559
        ],
        [
            94949,
            94949,
            56400,
            330166,
            330166,
            153061
        ],
        [
            -33987,
            -19066,
            -33987,
            -234351,
            -121314,
            -234351
        ],
        [
            73,
            71,
            76,
            73,
            71,
            76
        ],
        [
            103,
            112,
            97,
            103,
            112,
            97
        ],
        [
            52,
            52,
            53,
            52,
            52,
            53
        ],
        [
            19735,
            9476,
            10259,
            19735,
            9476,
            10259
        ],
        [
            27.67218,
            0,
            33.588846,
            27.67218,
            0,
            33.588846
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311392,
            -14000,
            -64347,
            -143639,
            -161793,
            -216415
        ]
    ]
}
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": 1615096800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758866876318,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 193,
            "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)