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Trade: CAKE/USDT/15/WMA/KCB/6210

Strategy
CAKE/USDT/15/WMA/KCB/6210
Pair
CAKE_USDT
Interval
15m
Score
308845
Daily Profit
0.514825
Profit Factor
1.419978
Profitability
40.291262
Streak
6.634192
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 22:43
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 134070.8391 93891.3178 40179.5213 167389.5553 117341.0684 50048.4868
Total P&L (%) 134.0708 93.8913 40.1795 167.3896 117.3411 50.0485
Avg Daily Profit (%) 0.5148 0.3605 0.1543 0.3784 0.2985 0.1559
Buy And Hold Return (%) 22.7114 22.7114 22.7114 22.7114 22.7114 22.7114
Max Trade Drawdown -36268 -33997 -26218 -37995 -42772 -35729
Profit Factor 1.42 1.6163 1.2408 1.3629 1.5453 1.2034
Total Trades 206 103 103 206 103 103
Winning Trades 83 41 42 83 41 42
Losing Trades 123 62 61 123 62 61
Profitability (%) 40.2913 39.8058 40.7767 40.2913 39.8058 40.7767
Ratio Avg Win / Avg Loss 2.1043 2.4441 1.8021 2.0198 2.3367 1.7478
Largest Winning Trade 52635 52635 22497 48292 48292 22264
Largest Losing Trade -12525 -9377 -12525 -17339 -11367 -17339
Avg Bars in Trades 119 117 121 119 117 121
Avg Bars in Winners 210 207 213 210 207 213
Avg Bars in Losers 57 58 57 57 58 57
Bars Traded 24601 12128 12473 24601 12128 12473
Profit Streak 6.6342 17.155 6.6342 6.6342 17.155 6.6342
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308845 210277 -4938 280634 209733 -2255

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": 1736373600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758915794225,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 52,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            134070.83908417,
            93891.3178023098,
            40179.5212818601,
            167389.5552831287,
            117341.0684383167,
            50048.4868448121
        ],
        [
            134.070839,
            93.891318,
            40.179521,
            167.389555,
            117.341068,
            50.048487
        ],
        [
            0.514825,
            0.360538,
            0.154287,
            0.378387,
            0.298539,
            0.155942
        ],
        [
            22.711421,
            22.711421,
            22.711421,
            22.711421,
            22.711421,
            22.711421
        ],
        [
            -36268,
            -33997,
            -26218,
            -37995,
            -42772,
            -35729
        ],
        [
            1.419978,
            1.616278,
            1.240767,
            1.362923,
            1.545253,
            1.203431
        ],
        [
            206,
            103,
            103,
            206,
            103,
            103
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            40.291262,
            39.805825,
            40.776699,
            40.291262,
            39.805825,
            40.776699
        ],
        [
            2.104304,
            2.444128,
            1.802067,
            2.019753,
            2.336724,
            1.74784
        ],
        [
            52635,
            52635,
            22497,
            48292,
            48292,
            22264
        ],
        [
            -12525,
            -9377,
            -12525,
            -17339,
            -11367,
            -17339
        ],
        [
            119,
            117,
            121,
            119,
            117,
            121
        ],
        [
            210,
            207,
            213,
            210,
            207,
            213
        ],
        [
            57,
            58,
            57,
            57,
            58,
            57
        ],
        [
            24601,
            12128,
            12473,
            24601,
            12128,
            12473
        ],
        [
            6.634192,
            17.155026,
            6.634192,
            6.634192,
            17.155026,
            6.634192
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308845,
            210277,
            -4938,
            280634,
            209733,
            -2255
        ]
    ]
}
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": 1736373600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758915794225,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 52,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)