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Trade: CAKE/USDT/240/SWMA/HWMA/2108

Strategy
CAKE/USDT/240/SWMA/HWMA/2108
Pair
CAKE_USDT
Interval
4h
Score
410687
Daily Profit
0.387058
Profit Factor
1.612169
Profitability
39.295393
Streak
7.886809
Best Strategy
Training Data Length
1678.500000
Evaluation Time
2025-09-25 16:17
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 649676.0493 379745.2916 269930.7577 5931573.5734 5062139.4795 869434.0939
Total P&L (%) 649.676 379.7453 269.9308 5931.5736 5062.1395 869.4341
Avg Daily Profit (%) 0.3871 0.2262 0.1608 0.2445 0.2352 0.1354
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89515 -118987 -58426 -4341756 -1362802 -3583693
Profit Factor 1.6122 1.7152 1.509 1.3428 1.6243 1.0945
Total Trades 369 185 184 369 185 184
Winning Trades 145 67 78 145 67 78
Losing Trades 224 118 106 224 118 106
Profitability (%) 39.2954 36.2162 42.3913 39.2954 36.2162 42.3913
Ratio Avg Win / Avg Loss 2.4905 3.0209 2.0507 2.0744 2.8608 1.4875
Largest Winning Trade 83939 83939 52881 2609736 2609736 2140026
Largest Losing Trade -17799 -17799 -16095 -957431 -624758 -957431
Avg Bars in Trades 27 26 27 27 26 27
Avg Bars in Winners 44 44 44 44 44 44
Avg Bars in Losers 16 16 15 16 16 15
Bars Traded 9995 4868 5127 9995 4868 5127
Profit Streak 7.8868 31.0535 0 7.8868 31.0535 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 410687 267363 269462 309404 278818 -130624

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": 1614096000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758806220313,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 28,
            "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": [
        [
            649676.0493301728,
            379745.2916007505,
            269930.7577294223,
            5931573.57336425,
            5062139.479511902,
            869434.0938523479
        ],
        [
            649.676049,
            379.745292,
            269.930758,
            5931.573573,
            5062.13948,
            869.434094
        ],
        [
            0.387058,
            0.226241,
            0.160817,
            0.24454,
            0.235244,
            0.135423
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89515,
            -118987,
            -58426,
            -4341756,
            -1362802,
            -3583693
        ],
        [
            1.612169,
            1.715242,
            1.508979,
            1.342791,
            1.624337,
            1.094547
        ],
        [
            369,
            185,
            184,
            369,
            185,
            184
        ],
        [
            145,
            67,
            78,
            145,
            67,
            78
        ],
        [
            224,
            118,
            106,
            224,
            118,
            106
        ],
        [
            39.295393,
            36.216216,
            42.391304,
            39.295393,
            36.216216,
            42.391304
        ],
        [
            2.490522,
            3.020874,
            2.050664,
            2.07438,
            2.860772,
            1.487462
        ],
        [
            83939,
            83939,
            52881,
            2609736,
            2609736,
            2140026
        ],
        [
            -17799,
            -17799,
            -16095,
            -957431,
            -624758,
            -957431
        ],
        [
            27,
            26,
            27,
            27,
            26,
            27
        ],
        [
            44,
            44,
            44,
            44,
            44,
            44
        ],
        [
            16,
            16,
            15,
            16,
            16,
            15
        ],
        [
            9995,
            4868,
            5127,
            9995,
            4868,
            5127
        ],
        [
            7.886809,
            31.053476,
            0,
            7.886809,
            31.053476,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410687,
            267363,
            269462,
            309404,
            278818,
            -130624
        ]
    ]
}
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": 1614096000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758806220313,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 28,
            "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)