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Trade: CAKE/USDT/120/WMA/JMA/4976

Strategy
CAKE/USDT/120/WMA/JMA/4976
Pair
CAKE_USDT
Interval
2h
Score
462472
Daily Profit
0.358318
Profit Factor
1.590262
Profitability
44.090056
Streak
0.000000
Best Strategy
Training Data Length
1684.080000
Evaluation Time
2025-09-30 18:05
Expiration Time
2025-11-30 07:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 603436.3168 348349.264 255087.0528 4211720.9205 3901051.9002 310669.0203
Total P&L (%) 603.4363 348.3493 255.0871 4211.7209 3901.0519 310.669
Avg Daily Profit (%) 0.3583 0.2068 0.1515 0.2238 0.2193 0.0839
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115973 -101123 -78266 -9489171 -4122390 -6861377
Profit Factor 1.5903 1.6701 1.5077 1.1853 1.3585 1.0262
Total Trades 533 267 266 533 267 266
Winning Trades 235 107 128 235 107 128
Losing Trades 298 160 138 298 160 138
Profitability (%) 44.0901 40.0749 48.1203 44.0901 40.0749 48.1203
Ratio Avg Win / Avg Loss 2.0166 2.4973 1.6255 1.503 2.0314 1.1064
Largest Winning Trade 83161 83161 48376 3957901 3957901 2100624
Largest Losing Trade -24322 -17338 -24322 -1584194 -1584194 -1267281
Avg Bars in Trades 37 35 39 37 35 39
Avg Bars in Winners 56 59 54 56 59 54
Avg Bars in Losers 22 19 25 22 19 25
Bars Traded 20003 9576 10427 20003 9576 10427
Profit Streak 0 0 13.1288 0 0 13.1288
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 462472 281685 373769 -6874 242513 -271891
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20209,
    "evaluation_days": 1684.08,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614232800000,
    "last_datapoint_time": 1759240800000,
    "evaluation_time": 1759244730513,
    "expiration_time": 1764478972800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 2,
            "offset": 71
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 58,
            "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": [
        [
            603436.3167987523,
            348349.2639746232,
            255087.0528241284,
            4211720.9204869745,
            3901051.9002126763,
            310669.0202742969
        ],
        [
            603.436317,
            348.349264,
            255.087053,
            4211.72092,
            3901.0519,
            310.66902
        ],
        [
            0.358318,
            0.206848,
            0.15147,
            0.22375,
            0.2193,
            0.083916
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115973,
            -101123,
            -78266,
            -9489171,
            -4122390,
            -6861377
        ],
        [
            1.590262,
            1.670067,
            1.50769,
            1.185286,
            1.358475,
            1.02622
        ],
        [
            533,
            267,
            266,
            533,
            267,
            266
        ],
        [
            235,
            107,
            128,
            235,
            107,
            128
        ],
        [
            298,
            160,
            138,
            298,
            160,
            138
        ],
        [
            44.090056,
            40.074906,
            48.120301,
            44.090056,
            40.074906,
            48.120301
        ],
        [
            2.016588,
            2.497297,
            1.625478,
            1.503043,
            2.031364,
            1.106393
        ],
        [
            83161,
            83161,
            48376,
            3957901,
            3957901,
            2100624
        ],
        [
            -24322,
            -17338,
            -24322,
            -1584194,
            -1584194,
            -1267281
        ],
        [
            37,
            35,
            39,
            37,
            35,
            39
        ],
        [
            56,
            59,
            54,
            56,
            59,
            54
        ],
        [
            22,
            19,
            25,
            22,
            19,
            25
        ],
        [
            20003,
            9576,
            10427,
            20003,
            9576,
            10427
        ],
        [
            0,
            0,
            13.128825,
            0,
            0,
            13.128825
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            462472,
            281685,
            373769,
            -6874,
            242513,
            -271891
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20209,
    "evaluation_days": 1684.08,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614232800000,
    "last_datapoint_time": 1759240800000,
    "evaluation_time": 1759244730513,
    "expiration_time": 1764478972800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 2,
            "offset": 71
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 58,
            "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)