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Trade: CAKE/USDT/240/WMA/ZLMA/8784

Strategy
CAKE/USDT/240/WMA/ZLMA/8784
Pair
CAKE_USDT
Interval
4h
Score
312333
Daily Profit
0.358120
Profit Factor
1.968436
Profitability
36.206897
Streak
0.000000
Best Strategy
Training Data Length
1678.500000
Evaluation Time
2025-09-27 02:36
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 601104.6851 344427.6264 256677.0587 4638692.5842 3333707.3835 1304985.2007
Total P&L (%) 601.1047 344.4276 256.6771 4638.6926 3333.7074 1304.9852
Avg Daily Profit (%) 0.3581 0.2052 0.1529 0.2301 0.2109 0.1576
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67112 -80108 -40761 -3300679 -1029902 -2416428
Profit Factor 1.9684 2.0481 1.8788 1.7132 2.2054 1.3491
Total Trades 174 87 87 174 87 87
Winning Trades 63 28 35 63 28 35
Losing Trades 111 59 52 111 59 52
Profitability (%) 36.2069 32.1839 40.2299 36.2069 32.1839 40.2299
Ratio Avg Win / Avg Loss 3.4682 4.3156 2.7914 3.0185 4.6471 2.0044
Largest Winning Trade 108649 108649 52041 1354792 1354792 1067948
Largest Losing Trade -25214 -19043 -25214 -606804 -551045 -606804
Avg Bars in Trades 57 52 61 57 52 61
Avg Bars in Winners 103 101 104 103 101 104
Avg Bars in Losers 30 29 32 30 29 32
Bars Traded 9918 4563 5355 9918 4563 5355
Profit Streak 0 31.6503 0 0 31.6503 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 312333 174561 239905 255221 202246 181763

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": 1614715200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758929787936,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 45,
            "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": [
        [
            601104.6850713616,
            344427.6264012751,
            256677.0586700869,
            4638692.58421706,
            3333707.383506574,
            1304985.2007104873
        ],
        [
            601.104685,
            344.427626,
            256.677059,
            4638.692584,
            3333.707384,
            1304.985201
        ],
        [
            0.35812,
            0.2052,
            0.15292,
            0.230133,
            0.2109,
            0.157563
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67112,
            -80108,
            -40761,
            -3300679,
            -1029902,
            -2416428
        ],
        [
            1.968436,
            2.048073,
            1.87883,
            1.713224,
            2.205417,
            1.349091
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            63,
            28,
            35,
            63,
            28,
            35
        ],
        [
            111,
            59,
            52,
            111,
            59,
            52
        ],
        [
            36.206897,
            32.183908,
            40.229885,
            36.206897,
            32.183908,
            40.229885
        ],
        [
            3.468197,
            4.315583,
            2.791404,
            3.018537,
            4.647129,
            2.004364
        ],
        [
            108649,
            108649,
            52041,
            1354792,
            1354792,
            1067948
        ],
        [
            -25214,
            -19043,
            -25214,
            -606804,
            -551045,
            -606804
        ],
        [
            57,
            52,
            61,
            57,
            52,
            61
        ],
        [
            103,
            101,
            104,
            103,
            101,
            104
        ],
        [
            30,
            29,
            32,
            30,
            29,
            32
        ],
        [
            9918,
            4563,
            5355,
            9918,
            4563,
            5355
        ],
        [
            0,
            31.650323,
            0,
            0,
            31.650323,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312333,
            174561,
            239905,
            255221,
            202246,
            181763
        ]
    ]
}
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": 1614715200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758929787936,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 45,
            "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)