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Trade: CAKE/USDT/240/SINWMA/HL2/8538

Strategy
CAKE/USDT/240/SINWMA/HL2/8538
Pair
CAKE_USDT
Interval
4h
Score
302545
Daily Profit
0.330408
Profit Factor
1.398875
Profitability
30.473752
Streak
6.603079
Best Strategy
Training Data Length
1696.500000
Evaluation Time
2025-10-12 17:28
Expiration Time
2025-12-02 11:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 560536.9338 340652.3525 219884.5812 2573244.6018 2632433.6419 -59189.04
Total P&L (%) 560.5369 340.6524 219.8846 2573.2446 2632.4336 -59.189
Avg Daily Profit (%) 0.3304 0.2008 0.1296 0.1939 0.1952 -0.0528
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81005 -99298 -79559 -1172871 -709401 -1027172
Profit Factor 1.3989 1.5083 1.2991 1.3064 1.716 0.9875
Total Trades 781 391 390 781 391 390
Winning Trades 238 115 123 238 115 123
Losing Trades 543 276 267 543 276 267
Profitability (%) 30.4738 29.4118 31.5385 30.4738 29.4118 31.5385
Ratio Avg Win / Avg Loss 3.1916 3.62 2.82 2.9806 4.1184 2.1435
Largest Winning Trade 65617 65617 43162 990034 990034 613141
Largest Losing Trade -14872 -13452 -14872 -364907 -202990 -364907
Avg Bars in Trades 12 12 13 12 12 13
Avg Bars in Winners 28 26 30 28 26 30
Avg Bars in Losers 6 6 5 6 6 5
Bars Traded 10129 4800 5329 10129 4800 5329
Profit Streak 6.6031 12.6031 0 6.6031 12.6031 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302545 92686 -24220 240193 134177 -583418
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10179,
    "evaluation_days": 1696.5,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1614096000000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760279306079,
    "expiration_time": 1764667728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            560536.933756897,
            340652.3525116787,
            219884.5812452189,
            2573244.601839398,
            2632433.641888817,
            -59189.0400494183
        ],
        [
            560.536934,
            340.652353,
            219.884581,
            2573.244602,
            2632.433642,
            -59.18904
        ],
        [
            0.330408,
            0.200797,
            0.129611,
            0.193873,
            0.195167,
            -0.052814
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81005,
            -99298,
            -79559,
            -1172871,
            -709401,
            -1027172
        ],
        [
            1.398875,
            1.508345,
            1.299092,
            1.306418,
            1.715996,
            0.987463
        ],
        [
            781,
            391,
            390,
            781,
            391,
            390
        ],
        [
            238,
            115,
            123,
            238,
            115,
            123
        ],
        [
            543,
            276,
            267,
            543,
            276,
            267
        ],
        [
            30.473752,
            29.411765,
            31.538462,
            30.473752,
            29.411765,
            31.538462
        ],
        [
            3.191551,
            3.620028,
            2.81998,
            2.980609,
            4.118391,
            2.143518
        ],
        [
            65617,
            65617,
            43162,
            990034,
            990034,
            613141
        ],
        [
            -14872,
            -13452,
            -14872,
            -364907,
            -202990,
            -364907
        ],
        [
            12,
            12,
            13,
            12,
            12,
            13
        ],
        [
            28,
            26,
            30,
            28,
            26,
            30
        ],
        [
            6,
            6,
            5,
            6,
            6,
            5
        ],
        [
            10129,
            4800,
            5329,
            10129,
            4800,
            5329
        ],
        [
            6.603079,
            12.603079,
            0,
            6.60308,
            12.60308,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302545,
            92686,
            -24220,
            240193,
            134177,
            -583418
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10179,
    "evaluation_days": 1696.5,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1614096000000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760279306079,
    "expiration_time": 1764667728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)