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Trade: CAKE/USDT/240/LINREG/HWMA/6057

Strategy
CAKE/USDT/240/LINREG/HWMA/6057
Pair
CAKE_USDT
Interval
4h
Score
335326
Daily Profit
0.253230
Profit Factor
1.316223
Profitability
42.943548
Streak
4.041788
Best Strategy
Training Data Length
1690.500000
Evaluation Time
2025-10-06 16:00
Expiration Time
2025-11-26 07:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 428084.8572 275396.1408 152688.7165 696693.3404 597673.1782 99020.1622
Total P&L (%) 428.0849 275.3961 152.6887 696.6933 597.6732 99.0202
Avg Daily Profit (%) 0.2532 0.1629 0.0903 0.1228 0.115 0.0407
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97675 -98804 -85189 -523565 -287168 -378360
Profit Factor 1.3162 1.4171 1.2202 1.1529 1.2679 1.0426
Total Trades 496 248 248 496 248 248
Winning Trades 213 102 111 213 102 111
Losing Trades 283 146 137 283 146 137
Profitability (%) 42.9435 41.129 44.7581 42.9435 41.129 44.7581
Ratio Avg Win / Avg Loss 1.7488 2.0284 1.506 1.5317 1.8148 1.2868
Largest Winning Trade 69794 69794 43717 246398 246398 136220
Largest Losing Trade -25653 -20188 -25653 -118312 -118312 -90422
Avg Bars in Trades 20 20 20 20 20 20
Avg Bars in Winners 28 29 28 28 29 28
Avg Bars in Losers 13 14 13 13 14 13
Bars Traded 10056 5061 4995 10056 5061 4995
Profit Streak 4.0418 5.7085 0 4.0418 5.7085 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 335326 269533 -72688 -79927 -39814 -313236
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10143,
    "evaluation_days": 1690.5,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1614873600000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759755610525,
    "expiration_time": 1764133776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.13276,
            "nb": 0.37088,
            "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": [
        [
            428084.857234319,
            275396.1407617743,
            152688.7164725443,
            696693.3404113844,
            597673.1782056536,
            99020.1622057302
        ],
        [
            428.084857,
            275.396141,
            152.688716,
            696.69334,
            597.673178,
            99.020162
        ],
        [
            0.25323,
            0.162908,
            0.090322,
            0.122838,
            0.114978,
            0.04072
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97675,
            -98804,
            -85189,
            -523565,
            -287168,
            -378360
        ],
        [
            1.316223,
            1.417082,
            1.220187,
            1.152863,
            1.267854,
            1.042566
        ],
        [
            496,
            248,
            248,
            496,
            248,
            248
        ],
        [
            213,
            102,
            111,
            213,
            102,
            111
        ],
        [
            283,
            146,
            137,
            283,
            146,
            137
        ],
        [
            42.943548,
            41.129032,
            44.758065,
            42.943548,
            41.129032,
            44.758065
        ],
        [
            1.748785,
            2.028373,
            1.505997,
            1.531739,
            1.814772,
            1.28677
        ],
        [
            69794,
            69794,
            43717,
            246398,
            246398,
            136220
        ],
        [
            -25653,
            -20188,
            -25653,
            -118312,
            -118312,
            -90422
        ],
        [
            20,
            20,
            20,
            20,
            20,
            20
        ],
        [
            28,
            29,
            28,
            28,
            29,
            28
        ],
        [
            13,
            14,
            13,
            13,
            14,
            13
        ],
        [
            10056,
            5061,
            4995,
            10056,
            5061,
            4995
        ],
        [
            4.041788,
            5.708455,
            0,
            4.041788,
            5.708455,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335326,
            269533,
            -72688,
            -79927,
            -39814,
            -313236
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10143,
    "evaluation_days": 1690.5,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1614873600000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759755610525,
    "expiration_time": 1764133776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.13276,
            "nb": 0.37088,
            "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)