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Trade: CAKE/USDT/240/ALMA/HWMA/8578

Strategy
CAKE/USDT/240/ALMA/HWMA/8578
Pair
CAKE_USDT
Interval
4h
Score
334363
Daily Profit
0.326157
Profit Factor
1.677744
Profitability
36.823105
Streak
8.861456
Best Strategy
Training Data Length
1687.670000
Evaluation Time
2025-10-03 23:40
Expiration Time
2025-11-23 09:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 550444.6199 324745.268 225699.3519 2708424.84 2127065.814 581359.026
Total P&L (%) 550.4446 324.7453 225.6994 2708.4248 2127.0658 581.359
Avg Daily Profit (%) 0.3262 0.1924 0.1337 0.1978 0.184 0.1138
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77590 -88948 -51767 -2427542 -775866 -1974399
Profit Factor 1.6777 1.7999 1.5557 1.4889 1.8794 1.1862
Total Trades 277 138 139 277 138 139
Winning Trades 102 45 57 102 45 57
Losing Trades 175 93 82 175 93 82
Profitability (%) 36.8231 32.6087 41.0072 36.8231 32.6087 41.0072
Ratio Avg Win / Avg Loss 2.8785 3.7197 2.238 2.5544 3.8842 1.7065
Largest Winning Trade 85784 85784 48545 1341756 1341756 800871
Largest Losing Trade -27041 -27041 -25916 -338940 -318596 -338940
Avg Bars in Trades 36 34 38 36 34 38
Avg Bars in Winners 65 66 64 65 66 64
Avg Bars in Losers 19 19 19 19 19 19
Bars Traded 10073 4774 5298 10073 4774 5298
Profit Streak 8.8615 0 9.6948 8.8615 0 9.6948
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334363 144669 -14755 265025 162621 -58266
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10126,
    "evaluation_days": 1687.67,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1614297600000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759524029832,
    "expiration_time": 1763881632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.33584,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            550444.619866131,
            324745.2679839609,
            225699.35188217,
            2708424.840013542,
            2127065.813975204,
            581359.0260383381
        ],
        [
            550.44462,
            324.745268,
            225.699352,
            2708.42484,
            2127.065814,
            581.359026
        ],
        [
            0.326157,
            0.192422,
            0.133734,
            0.197817,
            0.184048,
            0.113767
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77590,
            -88948,
            -51767,
            -2427542,
            -775866,
            -1974399
        ],
        [
            1.677744,
            1.799865,
            1.555674,
            1.488872,
            1.87944,
            1.186244
        ],
        [
            277,
            138,
            139,
            277,
            138,
            139
        ],
        [
            102,
            45,
            57,
            102,
            45,
            57
        ],
        [
            175,
            93,
            82,
            175,
            93,
            82
        ],
        [
            36.823105,
            32.608696,
            41.007194,
            36.823105,
            32.608696,
            41.007194
        ],
        [
            2.878482,
            3.71972,
            2.237988,
            2.554437,
            3.884176,
            1.706526
        ],
        [
            85784,
            85784,
            48545,
            1341756,
            1341756,
            800871
        ],
        [
            -27041,
            -27041,
            -25916,
            -338940,
            -318596,
            -338940
        ],
        [
            36,
            34,
            38,
            36,
            34,
            38
        ],
        [
            65,
            66,
            64,
            65,
            66,
            64
        ],
        [
            19,
            19,
            19,
            19,
            19,
            19
        ],
        [
            10073,
            4774,
            5298,
            10073,
            4774,
            5298
        ],
        [
            8.861456,
            0,
            9.69479,
            8.861456,
            0,
            9.69479
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334363,
            144669,
            -14755,
            265025,
            162621,
            -58266
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10126,
    "evaluation_days": 1687.67,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1614297600000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759524029832,
    "expiration_time": 1763881632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.33584,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)