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Trade: CAKE/USDT/15/WMA/KCB/5307

Strategy
CAKE/USDT/15/WMA/KCB/5307
Pair
CAKE_USDT
Interval
15m
Score
407415
Daily Profit
0.606201
Profit Factor
1.542485
Profitability
42.138365
Streak
6.225385
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 16:09
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 157866.8488 105407.5737 52459.2751 243309.9948 181258.5827 62051.4121
Total P&L (%) 157.8668 105.4076 52.4593 243.31 181.2586 62.0514
Avg Daily Profit (%) 0.6062 0.4048 0.2014 0.4748 0.3979 0.1855
Buy And Hold Return (%) 20.3506 20.3506 20.3506 20.3506 20.3506 20.3506
Max Trade Drawdown -30813 -20153 -26945 -75097 -45877 -58904
Profit Factor 1.5425 1.7714 1.3399 1.3693 1.6047 1.1728
Total Trades 159 79 80 159 79 80
Winning Trades 67 29 38 67 29 38
Losing Trades 92 50 42 92 50 42
Profitability (%) 42.1384 36.7089 47.5 42.1384 36.7089 47.5
Ratio Avg Win / Avg Loss 2.118 3.0541 1.4809 1.8802 2.7667 1.2963
Largest Winning Trade 38602 38602 23867 47033 47033 27465
Largest Losing Trade -16772 -8898 -16772 -30785 -19854 -30785
Avg Bars in Trades 153 162 144 153 162 144
Avg Bars in Winners 231 257 211 231 257 211
Avg Bars in Losers 96 107 85 96 107 85
Bars Traded 24415 12821 11593 24415 12821 11593
Profit Streak 6.2254 14.7566 6.2254 6.2254 14.7566 6.2254
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407415 -20515 -16657 328872 -19681 -47143

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": 1736424000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758892173240,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 134,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            157866.8488476132,
            105407.5737385676,
            52459.2751090456,
            243309.9948356097,
            181258.582720695,
            62051.4121149149
        ],
        [
            157.866849,
            105.407574,
            52.459275,
            243.309995,
            181.258583,
            62.051412
        ],
        [
            0.606201,
            0.40476,
            0.201441,
            0.474767,
            0.39788,
            0.185543
        ],
        [
            20.350577,
            20.350577,
            20.350577,
            20.350577,
            20.350577,
            20.350577
        ],
        [
            -30813,
            -20153,
            -26945,
            -75097,
            -45877,
            -58904
        ],
        [
            1.542485,
            1.771374,
            1.339855,
            1.369301,
            1.604689,
            1.172805
        ],
        [
            159,
            79,
            80,
            159,
            79,
            80
        ],
        [
            67,
            29,
            38,
            67,
            29,
            38
        ],
        [
            92,
            50,
            42,
            92,
            50,
            42
        ],
        [
            42.138365,
            36.708861,
            47.5,
            42.138365,
            36.708861,
            47.5
        ],
        [
            2.11804,
            3.054094,
            1.480893,
            1.880234,
            2.766705,
            1.296258
        ],
        [
            38602,
            38602,
            23867,
            47033,
            47033,
            27465
        ],
        [
            -16772,
            -8898,
            -16772,
            -30785,
            -19854,
            -30785
        ],
        [
            153,
            162,
            144,
            153,
            162,
            144
        ],
        [
            231,
            257,
            211,
            231,
            257,
            211
        ],
        [
            96,
            107,
            85,
            96,
            107,
            85
        ],
        [
            24415,
            12821,
            11593,
            24415,
            12821,
            11593
        ],
        [
            6.225385,
            14.756635,
            6.225385,
            6.225385,
            14.756635,
            6.225385
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407415,
            -20515,
            -16657,
            328872,
            -19681,
            -47143
        ]
    ]
}
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": 1736424000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758892173240,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 134,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)