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Trade: CAKE/USDT/240/SSF/DEMA/1246

Strategy
CAKE/USDT/240/SSF/DEMA/1246
Pair
CAKE_USDT
Interval
4h
Score
338753
Daily Profit
0.299596
Profit Factor
1.906837
Profitability
41.284404
Streak
0.000000
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 505619.2364 337874.4574 167744.7791 1044178.4951 937858.9237 106319.5714
Total P&L (%) 505.6192 337.8745 167.7448 1044.1785 937.8589 106.3196
Avg Daily Profit (%) 0.2996 0.2002 0.0994 0.1445 0.1387 0.0429
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102511 -90283 -80806 -2423655 -933156 -1769013
Profit Factor 1.9068 2.1046 1.6665 1.1756 1.3261 1.0346
Total Trades 109 54 55 109 54 55
Winning Trades 45 18 27 45 18 27
Losing Trades 64 36 28 64 36 28
Profitability (%) 41.2844 33.3333 49.0909 41.2844 33.3333 49.0909
Ratio Avg Win / Avg Loss 2.7119 4.2093 1.7282 1.6719 2.6523 1.0729
Largest Winning Trade 192961 192961 52361 1210191 1210191 591224
Largest Losing Trade -28504 -17795 -28504 -456181 -430933 -456181
Avg Bars in Trades 92 83 101 92 83 101
Avg Bars in Winners 157 159 156 157 159 156
Avg Bars in Losers 46 45 47 46 45 47
Bars Traded 10038 4483 5555 10038 4483 5555
Profit Streak 0 46.6947 0 0 46.6947 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338753 -174631 -237533 -29062 -192312 -498428
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": 1614412800000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759524024422,
    "expiration_time": 1763881632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 195,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 50,
            "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": [
        [
            505619.2364130126,
            337874.4573547764,
            167744.7790582364,
            1044178.4951241342,
            937858.923674138,
            106319.5714499963
        ],
        [
            505.619236,
            337.874457,
            167.744779,
            1044.178495,
            937.858924,
            106.319571
        ],
        [
            0.299596,
            0.200202,
            0.099394,
            0.144521,
            0.138734,
            0.042924
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102511,
            -90283,
            -80806,
            -2423655,
            -933156,
            -1769013
        ],
        [
            1.906837,
            2.104639,
            1.66646,
            1.175589,
            1.326134,
            1.03462
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            45,
            18,
            27,
            45,
            18,
            27
        ],
        [
            64,
            36,
            28,
            64,
            36,
            28
        ],
        [
            41.284404,
            33.333333,
            49.090909,
            41.284404,
            33.333333,
            49.090909
        ],
        [
            2.711945,
            4.209278,
            1.728181,
            1.671949,
            2.652269,
            1.072939
        ],
        [
            192961,
            192961,
            52361,
            1210191,
            1210191,
            591224
        ],
        [
            -28504,
            -17795,
            -28504,
            -456181,
            -430933,
            -456181
        ],
        [
            92,
            83,
            101,
            92,
            83,
            101
        ],
        [
            157,
            159,
            156,
            157,
            159,
            156
        ],
        [
            46,
            45,
            47,
            46,
            45,
            47
        ],
        [
            10038,
            4483,
            5555,
            10038,
            4483,
            5555
        ],
        [
            0,
            46.694727,
            0,
            0,
            46.694727,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338753,
            -174631,
            -237533,
            -29062,
            -192312,
            -498428
        ]
    ]
}
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": 1614412800000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759524024422,
    "expiration_time": 1763881632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 195,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 50,
            "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)