← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: CAKE/USDT/120/SSF/JMA/2006

Strategy
CAKE/USDT/120/SSF/JMA/2006
Pair
CAKE_USDT
Interval
2h
Score
356494
Daily Profit
0.227692
Profit Factor
1.560241
Profitability
47.142857
Streak
0.000000
Best Strategy
Training Data Length
1683.250000
Evaluation Time
2025-09-29 21:28
Expiration Time
2025-11-29 10:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 383262.602 274429.4295 108833.1725 220792.9616 178757.6059 42035.3557
Total P&L (%) 383.2626 274.4294 108.8332 220.793 178.7576 42.0354
Avg Daily Profit (%) 0.2277 0.163 0.0647 0.0693 0.0609 0.0208
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119419 -65898 -71684 -949094 -649848 -437258
Profit Factor 1.5602 1.8207 1.3112 1.0629 1.0961 1.0254
Total Trades 140 70 70 140 70 70
Winning Trades 66 33 33 66 33 33
Losing Trades 74 37 37 74 37 37
Profitability (%) 47.1429 47.1429 47.1429 47.1429 47.1429 47.1429
Ratio Avg Win / Avg Loss 1.7494 2.0413 1.4702 1.1917 1.229 1.1497
Largest Winning Trade 206950 206950 57300 416336 416336 216433
Largest Losing Trade -42760 -28702 -42760 -256642 -256642 -159494
Avg Bars in Trades 141 139 143 141 139 143
Avg Bars in Winners 198 196 200 198 196 200
Avg Bars in Losers 89 87 91 89 87 91
Bars Traded 19748 9732 10016 19748 9732 10016
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 356494 -84809 -202013 -252554 -321939 -455159
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20199,
    "evaluation_days": 1683.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615356000000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759170516211,
    "expiration_time": 1764404380800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 134,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 229,
            "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": [
        [
            383262.6020141843,
            274429.4295441744,
            108833.1724700097,
            220792.9615748366,
            178757.6059238532,
            42035.3556509832
        ],
        [
            383.262602,
            274.42943,
            108.833172,
            220.792962,
            178.757606,
            42.035356
        ],
        [
            0.227692,
            0.163035,
            0.064657,
            0.069273,
            0.060923,
            0.020849
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119419,
            -65898,
            -71684,
            -949094,
            -649848,
            -437258
        ],
        [
            1.560241,
            1.820663,
            1.311215,
            1.062869,
            1.096121,
            1.025442
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            47.142857,
            47.142857,
            47.142857,
            47.142857,
            47.142857,
            47.142857
        ],
        [
            1.749361,
            2.041349,
            1.470151,
            1.191702,
            1.228985,
            1.149737
        ],
        [
            206950,
            206950,
            57300,
            416336,
            416336,
            216433
        ],
        [
            -42760,
            -28702,
            -42760,
            -256642,
            -256642,
            -159494
        ],
        [
            141,
            139,
            143,
            141,
            139,
            143
        ],
        [
            198,
            196,
            200,
            198,
            196,
            200
        ],
        [
            89,
            87,
            91,
            89,
            87,
            91
        ],
        [
            19748,
            9732,
            10016,
            19748,
            9732,
            10016
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356494,
            -84809,
            -202013,
            -252554,
            -321939,
            -455159
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20199,
    "evaluation_days": 1683.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615356000000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759170516211,
    "expiration_time": 1764404380800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 134,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 229,
            "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)