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Trade: CAKE/USDT/240/SINWMA/HWMA/3630

Strategy
CAKE/USDT/240/SINWMA/HWMA/3630
Pair
CAKE_USDT
Interval
4h
Score
357944
Daily Profit
0.318735
Profit Factor
1.592968
Profitability
40.860215
Streak
0.000000
Best Strategy
Training Data Length
1678.500000
Evaluation Time
2025-09-25 23:57
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 534997.4897 316719.3214 218278.1683 2248886.6171 1857629.5474 391257.0696
Total P&L (%) 534.9975 316.7193 218.2782 2248.8866 1857.6295 391.2571
Avg Daily Profit (%) 0.3187 0.1887 0.13 0.1882 0.1774 0.0949
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -62992 -114342 -66429 -2301969 -777102 -1542978
Profit Factor 1.593 1.694 1.4896 1.3257 1.5899 1.1042
Total Trades 279 140 139 279 140 139
Winning Trades 114 53 61 114 53 61
Losing Trades 165 87 78 165 87 78
Profitability (%) 40.8602 37.8571 43.8849 40.8602 37.8571 43.8849
Ratio Avg Win / Avg Loss 2.3056 2.7806 1.9047 1.9187 2.6098 1.4119
Largest Winning Trade 85784 85784 51573 1127663 1127663 694400
Largest Losing Trade -20772 -18222 -20772 -584971 -510676 -584971
Avg Bars in Trades 35 33 38 35 33 38
Avg Bars in Winners 58 56 59 58 56 59
Avg Bars in Losers 20 19 21 20 19 21
Bars Traded 9995 4713 5282 9995 4713 5282
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 357944 209829 -19624 258982 212589 -174821

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": 1614427200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758833832556,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "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": [
        [
            534997.4897339051,
            316719.3214149093,
            218278.168318996,
            2248886.617081792,
            1857629.5474322443,
            391257.0696495479
        ],
        [
            534.99749,
            316.719321,
            218.278168,
            2248.886617,
            1857.629547,
            391.25707
        ],
        [
            0.318735,
            0.188692,
            0.130044,
            0.188233,
            0.177358,
            0.094879
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -62992,
            -114342,
            -66429,
            -2301969,
            -777102,
            -1542978
        ],
        [
            1.592968,
            1.69395,
            1.489594,
            1.32566,
            1.589883,
            1.104155
        ],
        [
            279,
            140,
            139,
            279,
            140,
            139
        ],
        [
            114,
            53,
            61,
            114,
            53,
            61
        ],
        [
            165,
            87,
            78,
            165,
            87,
            78
        ],
        [
            40.860215,
            37.857143,
            43.884892,
            40.860215,
            37.857143,
            43.884892
        ],
        [
            2.305612,
            2.780635,
            1.904727,
            1.918718,
            2.609808,
            1.41187
        ],
        [
            85784,
            85784,
            51573,
            1127663,
            1127663,
            694400
        ],
        [
            -20772,
            -18222,
            -20772,
            -584971,
            -510676,
            -584971
        ],
        [
            35,
            33,
            38,
            35,
            33,
            38
        ],
        [
            58,
            56,
            59,
            58,
            56,
            59
        ],
        [
            20,
            19,
            21,
            20,
            19,
            21
        ],
        [
            9995,
            4713,
            5282,
            9995,
            4713,
            5282
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357944,
            209829,
            -19624,
            258982,
            212589,
            -174821
        ]
    ]
}
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": 1614427200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758833832556,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "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)