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Trade: CAKE/USDT/30/PWMA/HILO/1484

Strategy
CAKE/USDT/30/PWMA/HILO/1484
Pair
CAKE_USDT
Interval
30m
Score
310663
Daily Profit
0.411390
Profit Factor
1.424484
Profitability
39.823009
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-28 15:24
Expiration Time
2025-12-12 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 214264.3531 145498.9359 68765.4173 340459.6872 389312.0261 -48852.339
Total P&L (%) 214.2644 145.4989 68.7654 340.4597 389.312 -48.8523
Avg Daily Profit (%) 0.4114 0.2794 0.132 0.2851 0.3053 -0.1286
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86518 -31536 -65389 -705738 -218751 -538426
Profit Factor 1.4245 1.6282 1.2517 1.1477 1.3848 0.9622
Total Trades 339 170 169 339 170 169
Winning Trades 135 64 71 135 64 71
Losing Trades 204 106 98 204 106 98
Profitability (%) 39.823 37.6471 42.0118 39.823 37.6471 42.0118
Ratio Avg Win / Avg Loss 2.1526 2.6968 1.7278 1.7343 2.2936 1.3282
Largest Winning Trade 50804 50804 28236 278506 278506 200577
Largest Losing Trade -14661 -8775 -14661 -126364 -62956 -126364
Avg Bars in Trades 72 67 76 72 67 76
Avg Bars in Winners 117 114 119 117 114 119
Avg Bars in Losers 42 39 45 42 39 45
Bars Traded 24510 11501 13010 24510 11501 13010
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 310663 228396 -19294 -51381 187083 -582456
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714062600000,
    "first_datapoint_time": 1714410000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759062272787,
    "expiration_time": 1765540800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            214264.3531393443,
            145498.9358829222,
            68765.4172564222,
            340459.6871851039,
            389312.026141094,
            -48852.3389559899
        ],
        [
            214.264353,
            145.498936,
            68.765417,
            340.459687,
            389.312026,
            -48.852339
        ],
        [
            0.41139,
            0.27936,
            0.13203,
            0.285076,
            0.305331,
            -0.128645
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86518,
            -31536,
            -65389,
            -705738,
            -218751,
            -538426
        ],
        [
            1.424484,
            1.62823,
            1.251738,
            1.147673,
            1.384803,
            0.962241
        ],
        [
            339,
            170,
            169,
            339,
            170,
            169
        ],
        [
            135,
            64,
            71,
            135,
            64,
            71
        ],
        [
            204,
            106,
            98,
            204,
            106,
            98
        ],
        [
            39.823009,
            37.647059,
            42.011834,
            39.823009,
            37.647059,
            42.011834
        ],
        [
            2.152554,
            2.696756,
            1.727751,
            1.734261,
            2.293579,
            1.328163
        ],
        [
            50804,
            50804,
            28236,
            278506,
            278506,
            200577
        ],
        [
            -14661,
            -8775,
            -14661,
            -126364,
            -62956,
            -126364
        ],
        [
            72,
            67,
            76,
            72,
            67,
            76
        ],
        [
            117,
            114,
            119,
            117,
            114,
            119
        ],
        [
            42,
            39,
            45,
            42,
            39,
            45
        ],
        [
            24510,
            11501,
            13010,
            24510,
            11501,
            13010
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310663,
            228396,
            -19294,
            -51381,
            187083,
            -582456
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714062600000,
    "first_datapoint_time": 1714410000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759062272787,
    "expiration_time": 1765540800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)