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Trade: CAKE/USDT/120/SWMA/JMA/1473

Strategy
CAKE/USDT/120/SWMA/JMA/1473
Pair
CAKE_USDT
Interval
2h
Score
346350
Daily Profit
0.261883
Profit Factor
1.682097
Profitability
40.789474
Streak
16.180840
Best Strategy
Training Data Length
1688.000000
Evaluation Time
2025-10-04 17:20
Expiration Time
2025-12-04 08:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 442058.6739 252207.0654 189851.6084 931353.9254 926569.6183 4784.307
Total P&L (%) 442.0587 252.2071 189.8516 931.3539 926.5696 4.7843
Avg Daily Profit (%) 0.2619 0.1494 0.1125 0.1383 0.1381 0.0028
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107794 -82268 -74074 -2047068 -566634 -1480434
Profit Factor 1.6821 1.7529 1.6064 1.1589 1.3602 1.0015
Total Trades 152 76 76 152 76 76
Winning Trades 62 26 36 62 26 36
Losing Trades 90 50 40 90 50 40
Profitability (%) 40.7895 34.2105 47.3684 40.7895 34.2105 47.3684
Ratio Avg Win / Avg Loss 2.4418 3.3709 1.7849 1.6822 2.6158 1.1127
Largest Winning Trade 107028 107028 52456 539463 539463 385842
Largest Losing Trade -23703 -18466 -23703 -406809 -277966 -406809
Avg Bars in Trades 131 117 145 131 117 145
Avg Bars in Winners 220 200 235 220 200 235
Avg Bars in Losers 69 74 63 69 74 63
Bars Traded 19990 8950 11040 19990 8950 11040
Profit Streak 16.1808 18.0975 16.1808 16.1808 18.0975 16.1808
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346350 -45301 -89709 -54328 -61783 -623724
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20256,
    "evaluation_days": 1688,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614686400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759587624596,
    "expiration_time": 1764829555200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 136,
            "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": [
        [
            442058.6738688211,
            252207.0654339591,
            189851.6084348618,
            931353.9253632359,
            926569.6183181861,
            4784.3070450505
        ],
        [
            442.058674,
            252.207065,
            189.851608,
            931.353925,
            926.569618,
            4.784307
        ],
        [
            0.261883,
            0.149412,
            0.112471,
            0.138334,
            0.138058,
            0.002769
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107794,
            -82268,
            -74074,
            -2047068,
            -566634,
            -1480434
        ],
        [
            1.682097,
            1.75286,
            1.606381,
            1.158862,
            1.360217,
            1.001454
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            62,
            26,
            36,
            62,
            26,
            36
        ],
        [
            90,
            50,
            40,
            90,
            50,
            40
        ],
        [
            40.789474,
            34.210526,
            47.368421,
            40.789474,
            34.210526,
            47.368421
        ],
        [
            2.441753,
            3.370885,
            1.784868,
            1.682219,
            2.615801,
            1.112727
        ],
        [
            107028,
            107028,
            52456,
            539463,
            539463,
            385842
        ],
        [
            -23703,
            -18466,
            -23703,
            -406809,
            -277966,
            -406809
        ],
        [
            131,
            117,
            145,
            131,
            117,
            145
        ],
        [
            220,
            200,
            235,
            220,
            200,
            235
        ],
        [
            69,
            74,
            63,
            69,
            74,
            63
        ],
        [
            19990,
            8950,
            11040,
            19990,
            8950,
            11040
        ],
        [
            16.18084,
            18.097507,
            16.18084,
            16.18084,
            18.097507,
            16.18084
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346350,
            -45301,
            -89709,
            -54328,
            -61783,
            -623724
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20256,
    "evaluation_days": 1688,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614686400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759587624596,
    "expiration_time": 1764829555200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 136,
            "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)