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Trade: CAKE/USDT/120/SSF/FWMA/6740

Strategy
CAKE/USDT/120/SSF/FWMA/6740
Pair
CAKE_USDT
Interval
2h
Score
313212
Daily Profit
0.416245
Profit Factor
1.647503
Profitability
32.317073
Streak
0.000000
Best Strategy
Training Data Length
1678.080000
Evaluation Time
2025-09-26 22:38
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 698492.3583 411848.455 286643.9033 11271206.2406 9877233.62 1393972.6206
Total P&L (%) 698.4924 411.8485 286.6439 11271.2062 9877.2336 1393.9726
Avg Daily Profit (%) 0.4162 0.2454 0.1708 0.2825 0.2747 0.1613
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -59443 -68935 -54312 -6834653 -2327529 -7392102
Profit Factor 1.6475 1.8308 1.4916 1.4124 1.8573 1.0882
Total Trades 492 246 246 492 246 246
Winning Trades 159 75 84 159 75 84
Losing Trades 333 171 162 333 171 162
Profitability (%) 32.3171 30.4878 34.1463 32.3171 30.4878 34.1463
Ratio Avg Win / Avg Loss 3.4504 4.1742 2.8768 2.958 4.2347 2.0986
Largest Winning Trade 73043 73043 52500 5637668 5637668 4275891
Largest Losing Trade -15899 -11883 -15899 -1126646 -1126646 -1088331
Avg Bars in Trades 40 39 42 40 39 42
Avg Bars in Winners 89 85 92 89 85 92
Avg Bars in Losers 17 18 16 17 18 16
Bars Traded 19969 9603 10366 19969 9603 10366
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 313212 166556 154947 227479 192398 -120162

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": 1614751200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758915487204,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 114,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 145,
            "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": [
        [
            698492.3582703432,
            411848.4550096271,
            286643.9032607164,
            11271206.240609782,
            9877233.619962353,
            1393972.6206474304
        ],
        [
            698.492358,
            411.848455,
            286.643903,
            11271.206241,
            9877.23362,
            1393.972621
        ],
        [
            0.416245,
            0.245428,
            0.170817,
            0.282487,
            0.274672,
            0.161268
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -59443,
            -68935,
            -54312,
            -6834653,
            -2327529,
            -7392102
        ],
        [
            1.647503,
            1.830805,
            1.491649,
            1.412383,
            1.857335,
            1.088164
        ],
        [
            492,
            246,
            246,
            492,
            246,
            246
        ],
        [
            159,
            75,
            84,
            159,
            75,
            84
        ],
        [
            333,
            171,
            162,
            333,
            171,
            162
        ],
        [
            32.317073,
            30.487805,
            34.146341,
            32.317073,
            30.487805,
            34.146341
        ],
        [
            3.450431,
            4.174235,
            2.876752,
            2.958009,
            4.234725,
            2.098603
        ],
        [
            73043,
            73043,
            52500,
            5637668,
            5637668,
            4275891
        ],
        [
            -15899,
            -11883,
            -15899,
            -1126646,
            -1126646,
            -1088331
        ],
        [
            40,
            39,
            42,
            40,
            39,
            42
        ],
        [
            89,
            85,
            92,
            89,
            85,
            92
        ],
        [
            17,
            18,
            16,
            17,
            18,
            16
        ],
        [
            19969,
            9603,
            10366,
            19969,
            9603,
            10366
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313212,
            166556,
            154947,
            227479,
            192398,
            -120162
        ]
    ]
}
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": 1614751200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758915487204,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 114,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 145,
            "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)