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Trade: CAKE/USDT/120/SWMA/HILO/2697

Strategy
CAKE/USDT/120/SWMA/HILO/2697
Pair
CAKE_USDT
Interval
2h
Score
337207
Daily Profit
0.324080
Profit Factor
1.864888
Profitability
36.363636
Streak
33.005488
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 543831.3385 336437.5201 207393.8185 1422496.9135 1168913.3615 253583.552
Total P&L (%) 543.8313 336.4375 207.3938 1422.4969 1168.9134 253.5836
Avg Daily Profit (%) 0.3241 0.2005 0.1236 0.1624 0.1515 0.0753
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74583 -86814 -55081 -1780645 -595999 -1283770
Profit Factor 1.8649 1.9949 1.7136 1.2483 1.482 1.0768
Total Trades 198 99 99 198 99 99
Winning Trades 72 32 40 72 32 40
Losing Trades 126 67 59 126 67 59
Profitability (%) 36.3636 32.3232 40.404 36.3636 32.3232 40.404
Ratio Avg Win / Avg Loss 3.2636 4.1769 2.5275 2.1845 3.1029 1.5882
Largest Winning Trade 209931 209931 50716 735183 735183 583931
Largest Losing Trade -24299 -24299 -21525 -543499 -306032 -543499
Avg Bars in Trades 99 84 114 99 84 114
Avg Bars in Winners 181 161 198 181 161 198
Avg Bars in Losers 52 48 57 52 48 57
Bars Traded 19750 8408 11342 19750 8408 11342
Profit Streak 33.0055 38.7555 33.0055 33.0055 38.7555 33.0055
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337207 172706 -28253 191679 119236 -230887

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": 1615276800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758866874156,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            543831.3385348832,
            336437.5200727037,
            207393.8184621796,
            1422496.9135009218,
            1168913.3614601044,
            253583.5520408187
        ],
        [
            543.831339,
            336.43752,
            207.393818,
            1422.496914,
            1168.913361,
            253.583552
        ],
        [
            0.32408,
            0.20049,
            0.12359,
            0.162397,
            0.151523,
            0.07529
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74583,
            -86814,
            -55081,
            -1780645,
            -595999,
            -1283770
        ],
        [
            1.864888,
            1.994923,
            1.713591,
            1.248292,
            1.481968,
            1.076754
        ],
        [
            198,
            99,
            99,
            198,
            99,
            99
        ],
        [
            72,
            32,
            40,
            72,
            32,
            40
        ],
        [
            126,
            67,
            59,
            126,
            67,
            59
        ],
        [
            36.363636,
            32.323232,
            40.40404,
            36.363636,
            32.323232,
            40.40404
        ],
        [
            3.263553,
            4.17687,
            2.527546,
            2.184511,
            3.102871,
            1.588212
        ],
        [
            209931,
            209931,
            50716,
            735183,
            735183,
            583931
        ],
        [
            -24299,
            -24299,
            -21525,
            -543499,
            -306032,
            -543499
        ],
        [
            99,
            84,
            114,
            99,
            84,
            114
        ],
        [
            181,
            161,
            198,
            181,
            161,
            198
        ],
        [
            52,
            48,
            57,
            52,
            48,
            57
        ],
        [
            19750,
            8408,
            11342,
            19750,
            8408,
            11342
        ],
        [
            33.005488,
            38.755488,
            33.005488,
            33.005488,
            38.755488,
            33.005488
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337207,
            172706,
            -28253,
            191679,
            119236,
            -230887
        ]
    ]
}
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": 1615276800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758866874156,
    "expiration_time": 1763941910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)