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Trade: CAKE/USDT/15/KCL/HWMA/8775

Strategy
CAKE/USDT/15/KCL/HWMA/8775
Pair
CAKE_USDT
Interval
15m
Score
447550
Daily Profit
0.773236
Profit Factor
1.502607
Profitability
56.000000
Streak
1.970286
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 01:02
Expiration Time
2025-12-14 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 201366.0034 128363.7927 73002.2107 368155.8753 255260.3598 112895.5155
Total P&L (%) 201.366 128.3638 73.0022 368.1559 255.2604 112.8955
Avg Daily Profit (%) 0.7732 0.4929 0.2803 0.5945 0.488 0.2906
Buy And Hold Return (%) 11.588 11.588 11.588 11.588 11.588 11.588
Max Trade Drawdown -48939 -41475 -37844 -272489 -138311 -197949
Profit Factor 1.5026 1.5544 1.4317 1.2427 1.318 1.158
Total Trades 250 125 125 250 125 125
Winning Trades 140 70 70 140 70 70
Losing Trades 110 55 55 110 55 55
Profitability (%) 56 56 56 56 56 56
Ratio Avg Win / Avg Loss 1.1806 1.2213 1.1249 0.9764 1.0356 0.9099
Largest Winning Trade 53013 53013 9511 83408 83408 41066
Largest Losing Trade -18115 -18115 -15682 -92118 -67390 -92118
Avg Bars in Trades 98 98 98 98 98 98
Avg Bars in Winners 98 98 98 98 98 98
Avg Bars in Losers 98 98 98 98 98 98
Bars Traded 24611 12307 12304 24611 12307 12304
Profit Streak 1.9703 2.9911 0 1.9703 2.9911 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 447550 351601 284011 275375 298073 -40790
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736684100000,
    "first_datapoint_time": 1736901000000,
    "last_datapoint_time": 1759183200000,
    "evaluation_time": 1759183332705,
    "expiration_time": 1765663200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 242,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.01257,
            "nb": 0.01654,
            "nc": 0.2145
        }
    }
}
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": [
        [
            201366.0034125476,
            128363.7927237648,
            73002.2106887824,
            368155.8753047131,
            255260.3598462344,
            112895.5154584789
        ],
        [
            201.366003,
            128.363793,
            73.002211,
            368.155875,
            255.26036,
            112.895515
        ],
        [
            0.773236,
            0.492911,
            0.280325,
            0.594507,
            0.48797,
            0.29058
        ],
        [
            11.587983,
            11.587983,
            11.587983,
            11.587983,
            11.587983,
            11.587983
        ],
        [
            -48939,
            -41475,
            -37844,
            -272489,
            -138311,
            -197949
        ],
        [
            1.502607,
            1.554434,
            1.431657,
            1.242694,
            1.318031,
            1.158044
        ],
        [
            250,
            125,
            125,
            250,
            125,
            125
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            56,
            56,
            56,
            56,
            56,
            56
        ],
        [
            1.18062,
            1.221341,
            1.124873,
            0.976402,
            1.035596,
            0.909892
        ],
        [
            53013,
            53013,
            9511,
            83408,
            83408,
            41066
        ],
        [
            -18115,
            -18115,
            -15682,
            -92118,
            -67390,
            -92118
        ],
        [
            98,
            98,
            98,
            98,
            98,
            98
        ],
        [
            98,
            98,
            98,
            98,
            98,
            98
        ],
        [
            98,
            98,
            98,
            98,
            98,
            98
        ],
        [
            24611,
            12307,
            12304,
            24611,
            12307,
            12304
        ],
        [
            1.970286,
            2.991119,
            0,
            1.970286,
            2.991119,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            447550,
            351601,
            284011,
            275375,
            298073,
            -40790
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736684100000,
    "first_datapoint_time": 1736901000000,
    "last_datapoint_time": 1759183200000,
    "evaluation_time": 1759183332705,
    "expiration_time": 1765663200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 242,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.01257,
            "nb": 0.01654,
            "nc": 0.2145
        }
    }
}

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)