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Trade: CAKE/USDT/120/SWMA/BBL/3770

Strategy
CAKE/USDT/120/SWMA/BBL/3770
Pair
CAKE_USDT
Interval
2h
Score
313456
Daily Profit
0.174986
Profit Factor
1.270690
Profitability
45.501285
Streak
0.000000
Best Strategy
Training Data Length
1678.080000
Evaluation Time
2025-09-27 06:30
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 293641.2524 178099.8456 115541.4068 223650.3714 543477.3974 -319827.0259
Total P&L (%) 293.6413 178.0998 115.5414 223.6504 543.4774 -319.827
Avg Daily Profit (%) 0.175 0.1061 0.0689 0.07 0.111 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149562 -55486 -94075 -1373199 -460985 -912213
Profit Factor 1.2707 1.4152 1.1762 1.0405 1.2649 0.9079
Total Trades 389 195 194 389 195 194
Winning Trades 177 83 94 177 83 94
Losing Trades 212 112 100 212 112 100
Profitability (%) 45.5013 42.5641 48.4536 45.5013 42.5641 48.4536
Ratio Avg Win / Avg Loss 1.522 1.9096 1.2513 1.2462 1.7069 0.9659
Largest Winning Trade 54242 34234 54242 298356 298356 277787
Largest Losing Trade -25976 -13861 -25976 -379780 -156366 -379780
Avg Bars in Trades 51 22 80 51 22 80
Avg Bars in Winners 76 23 122 76 23 122
Avg Bars in Losers 30 20 40 30 20 40
Bars Traded 19879 4335 15544 19879 4335 15544
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 313456 -51545 -127872 -275169 -45550 -580919
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": 1614780000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758943804007,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 176,
            "offset": 0,
            "std": 3.53337
        }
    }
}
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": [
        [
            293641.2523761314,
            178099.8455879242,
            115541.4067882074,
            223650.3714261107,
            543477.3973672098,
            -319827.0259410994
        ],
        [
            293.641252,
            178.099846,
            115.541407,
            223.650371,
            543.477397,
            -319.827026
        ],
        [
            0.174986,
            0.106133,
            0.068853,
            0.070015,
            0.111005,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149562,
            -55486,
            -94075,
            -1373199,
            -460985,
            -912213
        ],
        [
            1.27069,
            1.415175,
            1.17618,
            1.040479,
            1.264914,
            0.907924
        ],
        [
            389,
            195,
            194,
            389,
            195,
            194
        ],
        [
            177,
            83,
            94,
            177,
            83,
            94
        ],
        [
            212,
            112,
            100,
            212,
            112,
            100
        ],
        [
            45.501285,
            42.564103,
            48.453608,
            45.501285,
            42.564103,
            48.453608
        ],
        [
            1.521956,
            1.909634,
            1.251255,
            1.246224,
            1.706871,
            0.965877
        ],
        [
            54242,
            34234,
            54242,
            298356,
            298356,
            277787
        ],
        [
            -25976,
            -13861,
            -25976,
            -379780,
            -156366,
            -379780
        ],
        [
            51,
            22,
            80,
            51,
            22,
            80
        ],
        [
            76,
            23,
            122,
            76,
            23,
            122
        ],
        [
            30,
            20,
            40,
            30,
            20,
            40
        ],
        [
            19879,
            4335,
            15544,
            19879,
            4335,
            15544
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313456,
            -51545,
            -127872,
            -275169,
            -45550,
            -580919
        ]
    ]
}
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": 1614780000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758943804007,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 176,
            "offset": 0,
            "std": 3.53337
        }
    }
}

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)