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Trade: CAKE/USDT/15/MIDPRICE/HILO/5363

Strategy
CAKE/USDT/15/MIDPRICE/HILO/5363
Pair
CAKE_USDT
Interval
15m
Score
324500
Daily Profit
0.484353
Profit Factor
1.557859
Profitability
41.212121
Streak
9.790551
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 17:58
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 126135.107 92673.4565 33461.6505 126669.8409 121349.5482 5320.2928
Total P&L (%) 126.1351 92.6735 33.4617 126.6698 121.3495 5.3203
Avg Daily Profit (%) 0.4844 0.3559 0.1285 0.3147 0.3056 0.0199
Buy And Hold Return (%) 20.2991 20.2991 20.2991 20.2991 20.2991 20.2991
Max Trade Drawdown -33091 -24600 -23621 -64621 -33305 -47557
Profit Factor 1.5579 1.9075 1.2699 1.3082 1.6847 1.0228
Total Trades 165 83 82 165 83 82
Winning Trades 68 34 34 68 34 34
Losing Trades 97 49 48 97 49 48
Profitability (%) 41.2121 40.9639 41.4634 41.2121 40.9639 41.4634
Ratio Avg Win / Avg Loss 2.2222 2.7491 1.7928 1.8662 2.4279 1.4439
Largest Winning Trade 62678 62678 31761 75038 75038 48308
Largest Losing Trade -17887 -9298 -17887 -38703 -15950 -38703
Avg Bars in Trades 147 130 164 147 130 164
Avg Bars in Winners 242 233 252 242 233 252
Avg Bars in Losers 80 59 102 80 59 102
Bars Traded 24353 10862 13491 24353 10862 13491
Profit Streak 9.7906 9.8947 0 9.7906 9.8947 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324500 241859 -38880 218021 248287 -536701
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736536500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758985103595,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 97,
            "offset": 247
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            126135.1070071582,
            92673.4565423795,
            33461.6504647788,
            126669.8409351067,
            121349.5481530024,
            5320.2927821044
        ],
        [
            126.135107,
            92.673457,
            33.46165,
            126.669841,
            121.349548,
            5.320293
        ],
        [
            0.484353,
            0.355862,
            0.128491,
            0.314727,
            0.305578,
            0.019907
        ],
        [
            20.299145,
            20.299145,
            20.299145,
            20.299145,
            20.299145,
            20.299145
        ],
        [
            -33091,
            -24600,
            -23621,
            -64621,
            -33305,
            -47557
        ],
        [
            1.557859,
            1.907504,
            1.269881,
            1.30823,
            1.684663,
            1.022764
        ],
        [
            165,
            83,
            82,
            165,
            83,
            82
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            41.212121,
            40.963855,
            41.463415,
            41.212121,
            40.963855,
            41.463415
        ],
        [
            2.22224,
            2.749051,
            1.792773,
            1.866152,
            2.427896,
            1.443902
        ],
        [
            62678,
            62678,
            31761,
            75038,
            75038,
            48308
        ],
        [
            -17887,
            -9298,
            -17887,
            -38703,
            -15950,
            -38703
        ],
        [
            147,
            130,
            164,
            147,
            130,
            164
        ],
        [
            242,
            233,
            252,
            242,
            233,
            252
        ],
        [
            80,
            59,
            102,
            80,
            59,
            102
        ],
        [
            24353,
            10862,
            13491,
            24353,
            10862,
            13491
        ],
        [
            9.790551,
            9.894717,
            0,
            9.790551,
            9.894718,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324500,
            241859,
            -38880,
            218021,
            248287,
            -536701
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736536500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758985103595,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 97,
            "offset": 247
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)