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Trade: CAKE/USDT/240/SSF/LINREG/3493

Strategy
CAKE/USDT/240/SSF/LINREG/3493
Pair
CAKE_USDT
Interval
4h
Score
463828
Daily Profit
0.503177
Profit Factor
1.935129
Profitability
40.526316
Streak
0.000000
Best Strategy
Training Data Length
1685.170000
Evaluation Time
2025-10-01 08:32
Expiration Time
2025-11-20 19:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 847938.3799 470811.1366 377127.2433 49744450.7703 37531238.8116 12213211.9587
Total P&L (%) 847.9384 470.8111 377.1272 49744.4508 37531.2388 12213.212
Avg Daily Profit (%) 0.5032 0.2794 0.2238 0.3693 0.3525 0.286
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -80552 -73436 -52316 -13686531 -8061135 -12955883
Profit Factor 1.9351 2.0985 1.7887 1.726 2.2217 1.3232
Total Trades 380 190 190 380 190 190
Winning Trades 154 72 82 154 72 82
Losing Trades 226 118 108 226 118 108
Profitability (%) 40.5263 37.8947 43.1579 40.5263 37.8947 43.1579
Ratio Avg Win / Avg Loss 2.8399 3.4392 2.3558 2.533 3.6411 1.7427
Largest Winning Trade 73301 73301 52609 14358435 14358435 10798234
Largest Losing Trade -19107 -15711 -19107 -5351209 -3599786 -5351209
Avg Bars in Trades 26 25 27 26 25 27
Avg Bars in Winners 44 42 45 44 42 45
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 10080 4785 5295 10080 4785 5295
Profit Streak 0 0 13.8976 0 0 13.8976
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 463828 298778 355351 408102 344846 315487
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10111,
    "evaluation_days": 1685.17,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1613980800000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759296749503,
    "expiration_time": 1763659152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 57,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 20,
            "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": [
        [
            847938.3799286223,
            470811.1366190134,
            377127.2433096088,
            49744450.770275444,
            37531238.811586834,
            12213211.958688613
        ],
        [
            847.93838,
            470.811137,
            377.127243,
            49744.45077,
            37531.238812,
            12213.211959
        ],
        [
            0.503177,
            0.279385,
            0.223792,
            0.369278,
            0.352538,
            0.286033
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -80552,
            -73436,
            -52316,
            -13686531,
            -8061135,
            -12955883
        ],
        [
            1.935129,
            2.098506,
            1.788691,
            1.726048,
            2.221716,
            1.323153
        ],
        [
            380,
            190,
            190,
            380,
            190,
            190
        ],
        [
            154,
            72,
            82,
            154,
            72,
            82
        ],
        [
            226,
            118,
            108,
            226,
            118,
            108
        ],
        [
            40.526316,
            37.894737,
            43.157895,
            40.526316,
            37.894737,
            43.157895
        ],
        [
            2.839865,
            3.439218,
            2.355837,
            2.533032,
            3.641145,
            1.74269
        ],
        [
            73301,
            73301,
            52609,
            14358435,
            14358435,
            10798234
        ],
        [
            -19107,
            -15711,
            -19107,
            -5351209,
            -3599786,
            -5351209
        ],
        [
            26,
            25,
            27,
            26,
            25,
            27
        ],
        [
            44,
            42,
            45,
            44,
            42,
            45
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            10080,
            4785,
            5295,
            10080,
            4785,
            5295
        ],
        [
            0,
            0,
            13.897564,
            0,
            0,
            13.897564
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            463828,
            298778,
            355351,
            408102,
            344846,
            315487
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10111,
    "evaluation_days": 1685.17,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1613980800000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759296749503,
    "expiration_time": 1763659152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 57,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 20,
            "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)