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Trade: CAKE/USDT/240/LINREG/FWMA/8326

Strategy
CAKE/USDT/240/LINREG/FWMA/8326
Pair
CAKE_USDT
Interval
4h
Score
332773
Daily Profit
0.363732
Profit Factor
1.559611
Profitability
34.595960
Streak
9.091529
Best Strategy
Training Data Length
1678.500000
Evaluation Time
2025-09-27 01:11
Expiration Time
2025-11-13 22:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 610524.3192 377967.9709 232556.3483 3389926.9453 2603790.5905 786136.3547
Total P&L (%) 610.5243 377.968 232.5563 3389.9269 2603.7906 786.1364
Avg Daily Profit (%) 0.3637 0.2252 0.1386 0.2119 0.1966 0.1301
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -186428 -173718 -85947 -1738132 -605345 -1350333
Profit Factor 1.5596 1.6917 1.4271 1.6551 2.1199 1.2759
Total Trades 396 198 198 396 198 198
Winning Trades 137 67 70 137 67 70
Losing Trades 259 131 128 259 131 128
Profitability (%) 34.596 33.8384 35.3535 34.596 33.8384 35.3535
Ratio Avg Win / Avg Loss 2.9485 3.3076 2.6095 3.129 4.1448 2.333
Largest Winning Trade 86439 86439 60298 1106452 1106452 823956
Largest Losing Trade -25120 -22078 -25120 -375572 -348080 -375572
Avg Bars in Trades 25 25 24 25 25 24
Avg Bars in Winners 46 46 47 46 46 47
Avg Bars in Losers 13 14 12 13 14 12
Bars Traded 9932 5062 4870 9932 5062 4870
Profit Streak 9.0915 9.4249 0 9.0915 9.4249 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332773 222527 -11038 298760 258492 -22860

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10071,
    "evaluation_days": 1678.5,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1615449600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758924708090,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 122,
            "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": [
        [
            610524.3191790689,
            377967.9709066122,
            232556.3482724565,
            3389926.945250188,
            2603790.5905162883,
            786136.3547338995
        ],
        [
            610.524319,
            377.967971,
            232.556348,
            3389.926945,
            2603.790591,
            786.136355
        ],
        [
            0.363732,
            0.225182,
            0.13855,
            0.211869,
            0.196633,
            0.130064
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -186428,
            -173718,
            -85947,
            -1738132,
            -605345,
            -1350333
        ],
        [
            1.559611,
            1.691655,
            1.427092,
            1.655107,
            2.119861,
            1.275884
        ],
        [
            396,
            198,
            198,
            396,
            198,
            198
        ],
        [
            137,
            67,
            70,
            137,
            67,
            70
        ],
        [
            259,
            131,
            128,
            259,
            131,
            128
        ],
        [
            34.59596,
            33.838384,
            35.353535,
            34.59596,
            33.838384,
            35.353535
        ],
        [
            2.948461,
            3.307564,
            2.60954,
            3.128998,
            4.144804,
            2.333045
        ],
        [
            86439,
            86439,
            60298,
            1106452,
            1106452,
            823956
        ],
        [
            -25120,
            -22078,
            -25120,
            -375572,
            -348080,
            -375572
        ],
        [
            25,
            25,
            24,
            25,
            25,
            24
        ],
        [
            46,
            46,
            47,
            46,
            46,
            47
        ],
        [
            13,
            14,
            12,
            13,
            14,
            12
        ],
        [
            9932,
            5062,
            4870,
            9932,
            5062,
            4870
        ],
        [
            9.091529,
            9.424862,
            0,
            9.091529,
            9.424862,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332773,
            222527,
            -11038,
            298760,
            258492,
            -22860
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10071,
    "evaluation_days": 1678.5,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1615449600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758924708090,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 122,
            "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)