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Trade: CAKE/USDT/15/PWMA/JMA/6032

Strategy
CAKE/USDT/15/PWMA/JMA/6032
Pair
CAKE_USDT
Interval
15m
Score
315395
Daily Profit
0.447801
Profit Factor
1.296010
Profitability
46.896552
Streak
6.229098
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 13:59
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 116616.3687 88640.9999 27975.3688 109603.1858 115750.3106 -6147.1248
Total P&L (%) 116.6164 88.641 27.9754 109.6032 115.7503 -6.1471
Avg Daily Profit (%) 0.4478 0.3404 0.1074 0.2846 0.2957 -0.0244
Buy And Hold Return (%) 21.9142 21.9142 21.9142 21.9142 21.9142 21.9142
Max Trade Drawdown -48704 -26300 -34007 -135783 -64018 -92136
Profit Factor 1.296 1.4697 1.1363 1.1323 1.2863 0.9855
Total Trades 290 145 145 290 145 145
Winning Trades 136 66 70 136 66 70
Losing Trades 154 79 75 154 79 75
Profitability (%) 46.8966 45.5172 48.2759 46.8966 45.5172 48.2759
Ratio Avg Win / Avg Loss 1.4675 1.7592 1.2175 1.2822 1.5397 1.0559
Largest Winning Trade 59620 59620 27995 63317 63317 29110
Largest Losing Trade -16456 -7949 -16456 -32053 -16420 -32053
Avg Bars in Trades 84 82 87 84 82 87
Avg Bars in Winners 120 122 119 120 122 119
Avg Bars in Losers 52 48 57 52 48 57
Bars Traded 24582 11903 12678 24582 11903 12678
Profit Streak 6.2291 11.8853 6.2291 6.2291 11.8853 6.2291
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315395 239351 -201430 -67893 222598 -580653

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": 1736394300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758884394088,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 186,
            "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": [
        [
            116616.3687197011,
            88640.9998748817,
            27975.3688448195,
            109603.1858253791,
            115750.310598744,
            -6147.1247733648
        ],
        [
            116.616369,
            88.641,
            27.975369,
            109.603186,
            115.750311,
            -6.147125
        ],
        [
            0.447801,
            0.340377,
            0.107424,
            0.284578,
            0.29571,
            -0.024358
        ],
        [
            21.914249,
            21.914249,
            21.914249,
            21.914249,
            21.914249,
            21.914249
        ],
        [
            -48704,
            -26300,
            -34007,
            -135783,
            -64018,
            -92136
        ],
        [
            1.29601,
            1.469669,
            1.136312,
            1.13231,
            1.286309,
            0.985505
        ],
        [
            290,
            145,
            145,
            290,
            145,
            145
        ],
        [
            136,
            66,
            70,
            136,
            66,
            70
        ],
        [
            154,
            79,
            75,
            154,
            79,
            75
        ],
        [
            46.896552,
            45.517241,
            48.275862,
            46.896552,
            45.517241,
            48.275862
        ],
        [
            1.467541,
            1.75915,
            1.217477,
            1.282174,
            1.539673,
            1.055899
        ],
        [
            59620,
            59620,
            27995,
            63317,
            63317,
            29110
        ],
        [
            -16456,
            -7949,
            -16456,
            -32053,
            -16420,
            -32053
        ],
        [
            84,
            82,
            87,
            84,
            82,
            87
        ],
        [
            120,
            122,
            119,
            120,
            122,
            119
        ],
        [
            52,
            48,
            57,
            52,
            48,
            57
        ],
        [
            24582,
            11903,
            12678,
            24582,
            11903,
            12678
        ],
        [
            6.229098,
            11.885348,
            6.229098,
            6.229098,
            11.885348,
            6.229098
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315395,
            239351,
            -201430,
            -67893,
            222598,
            -580653
        ]
    ]
}
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": 1736394300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758884394088,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 186,
            "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)