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Trade: CAKE/USDT/15/DCM/JMA/8971

Strategy
CAKE/USDT/15/DCM/JMA/8971
Pair
CAKE_USDT
Interval
15m
Score
309469
Daily Profit
0.527118
Profit Factor
1.325817
Profitability
43.853821
Streak
5.430429
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 21:04
Expiration Time
2025-12-25 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 137271.9876 111183.1097 26088.8779 138093.6064 140108.4698 -2014.8633
Total P&L (%) 137.272 111.1831 26.0889 138.0936 140.1085 -2.0149
Avg Daily Profit (%) 0.5271 0.4269 0.1002 0.3337 0.3369 -0.0078
Buy And Hold Return (%) 33.5383 33.5383 33.5383 33.5383 33.5383 33.5383
Max Trade Drawdown -62037 -44541 -41641 -130663 -64965 -87950
Profit Factor 1.3258 1.5815 1.1134 1.1889 1.4125 0.9949
Total Trades 301 150 151 301 150 151
Winning Trades 132 66 66 132 66 66
Losing Trades 169 84 85 169 84 85
Profitability (%) 43.8538 44 43.7086 43.8538 44 43.7086
Ratio Avg Win / Avg Loss 1.6974 2.0128 1.4339 1.5221 1.7978 1.2813
Largest Winning Trade 57623 57623 28950 72502 72502 53453
Largest Losing Trade -12154 -8917 -12154 -18959 -18393 -18959
Avg Bars in Trades 82 77 87 82 77 87
Avg Bars in Winners 128 122 134 128 122 134
Avg Bars in Losers 46 42 50 46 42 50
Bars Traded 24746 11597 13150 24746 11597 13150
Profit Streak 5.4304 6.2013 5.4304 5.4304 6.2013 5.4304
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309469 246280 -323729 -6024 209003 -582009
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737706500000,
    "first_datapoint_time": 1737871200000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760205889073,
    "expiration_time": 1766685600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 55,
            "offset": 40
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 184,
            "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": [
        [
            137271.9876155788,
            111183.1096829363,
            26088.8779326427,
            138093.6064279294,
            140108.469754696,
            -2014.8633267665
        ],
        [
            137.271988,
            111.18311,
            26.088878,
            138.093606,
            140.10847,
            -2.014863
        ],
        [
            0.527118,
            0.426938,
            0.10018,
            0.333669,
            0.336915,
            -0.007816
        ],
        [
            33.538316,
            33.538316,
            33.538316,
            33.538316,
            33.538316,
            33.538316
        ],
        [
            -62037,
            -44541,
            -41641,
            -130663,
            -64965,
            -87950
        ],
        [
            1.325817,
            1.581518,
            1.11337,
            1.188891,
            1.412536,
            0.994853
        ],
        [
            301,
            150,
            151,
            301,
            150,
            151
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            169,
            84,
            85,
            169,
            84,
            85
        ],
        [
            43.853821,
            44,
            43.708609,
            43.853821,
            44,
            43.708609
        ],
        [
            1.697448,
            2.012841,
            1.433886,
            1.52214,
            1.797773,
            1.28125
        ],
        [
            57623,
            57623,
            28950,
            72502,
            72502,
            53453
        ],
        [
            -12154,
            -8917,
            -12154,
            -18959,
            -18393,
            -18959
        ],
        [
            82,
            77,
            87,
            82,
            77,
            87
        ],
        [
            128,
            122,
            134,
            128,
            122,
            134
        ],
        [
            46,
            42,
            50,
            46,
            42,
            50
        ],
        [
            24746,
            11597,
            13150,
            24746,
            11597,
            13150
        ],
        [
            5.430429,
            6.201262,
            5.430429,
            5.430429,
            6.201262,
            5.430429
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309469,
            246280,
            -323729,
            -6024,
            209003,
            -582009
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737706500000,
    "first_datapoint_time": 1737871200000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760205889073,
    "expiration_time": 1766685600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 55,
            "offset": 40
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 184,
            "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)