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Trade: CAKE/USDT/120/T3/PWMA/4028

Strategy
CAKE/USDT/120/T3/PWMA/4028
Pair
CAKE_USDT
Interval
2h
Score
305419
Daily Profit
0.218387
Profit Factor
1.258853
Profitability
42.495127
Streak
0.000000
Best Strategy
Training Data Length
1681.920000
Evaluation Time
2025-09-28 13:48
Expiration Time
2025-11-28 01:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 367309.8032 240965.1329 126344.6703 209248.0393 224886.9383 -15638.8991
Total P&L (%) 367.3098 240.9651 126.3447 209.248 224.8869 -15.6389
Avg Daily Profit (%) 0.2184 0.1433 0.0751 0.0671 0.0701 -0.0101
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -204361 -204150 -89164 -439559 -370346 -316192
Profit Factor 1.2589 1.3344 1.1809 1.0801 1.1667 0.9876
Total Trades 513 257 256 513 257 256
Winning Trades 218 104 114 218 104 114
Losing Trades 295 153 142 295 153 142
Profitability (%) 42.4951 40.4669 44.5313 42.4951 40.4669 44.5313
Ratio Avg Win / Avg Loss 1.7035 1.9632 1.4709 1.4616 1.7163 1.2302
Largest Winning Trade 91247 91247 39788 175592 175592 132541
Largest Losing Trade -32055 -21688 -32055 -162071 -103674 -162071
Avg Bars in Trades 38 40 37 38 40 37
Avg Bars in Winners 50 52 48 50 52 48
Avg Bars in Losers 30 31 28 30 31 28
Bars Traded 19987 10317 9670 19987 10317 9670
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 305419 -3295 -115547 -235910 -138374 -580454
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20183,
    "evaluation_days": 1681.92,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614052800000,
    "last_datapoint_time": 1759053600000,
    "evaluation_time": 1759056512363,
    "expiration_time": 1764285033600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 48,
            "offset": 0,
            "a": 0.73737
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 28,
            "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": [
        [
            367309.8031622696,
            240965.1328806913,
            126344.6702815787,
            209248.0392649446,
            224886.9383252016,
            -15638.899060257
        ],
        [
            367.309803,
            240.965133,
            126.34467,
            209.248039,
            224.886938,
            -15.638899
        ],
        [
            0.218387,
            0.143268,
            0.075119,
            0.067147,
            0.070082,
            -0.010111
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -204361,
            -204150,
            -89164,
            -439559,
            -370346,
            -316192
        ],
        [
            1.258853,
            1.334442,
            1.180882,
            1.08012,
            1.166658,
            0.987611
        ],
        [
            513,
            257,
            256,
            513,
            257,
            256
        ],
        [
            218,
            104,
            114,
            218,
            104,
            114
        ],
        [
            295,
            153,
            142,
            295,
            153,
            142
        ],
        [
            42.495127,
            40.466926,
            44.53125,
            42.495127,
            40.466926,
            44.53125
        ],
        [
            1.703494,
            1.96317,
            1.470923,
            1.46163,
            1.716333,
            1.230182
        ],
        [
            91247,
            91247,
            39788,
            175592,
            175592,
            132541
        ],
        [
            -32055,
            -21688,
            -32055,
            -162071,
            -103674,
            -162071
        ],
        [
            38,
            40,
            37,
            38,
            40,
            37
        ],
        [
            50,
            52,
            48,
            50,
            52,
            48
        ],
        [
            30,
            31,
            28,
            30,
            31,
            28
        ],
        [
            19987,
            10317,
            9670,
            19987,
            10317,
            9670
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305419,
            -3295,
            -115547,
            -235910,
            -138374,
            -580454
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20183,
    "evaluation_days": 1681.92,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614052800000,
    "last_datapoint_time": 1759053600000,
    "evaluation_time": 1759056512363,
    "expiration_time": 1764285033600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 48,
            "offset": 0,
            "a": 0.73737
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 28,
            "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)