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Trade: CAKE/USDT/360/HILO/FWMA/9453

Strategy
CAKE/USDT/360/HILO/FWMA/9453
Pair
CAKE_USDT
Interval
6h
Score
399578
Daily Profit
0.359867
Profit Factor
1.678518
Profitability
39.080460
Streak
9.728744
Best Strategy
Training Data Length
1678.500000
Evaluation Time
2025-09-26 20:29
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 604036.4488 332760.2378 271276.2109 5280416.4725 4296079.2779 984337.1946
Total P&L (%) 604.0364 332.7602 271.2762 5280.4165 4296.0793 984.3372
Avg Daily Profit (%) 0.3599 0.1982 0.1616 0.2377 0.2257 0.1421
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -53564 -63208 -45426 -3700886 -1224101 -3241761
Profit Factor 1.6785 1.7936 1.576 1.403 1.7467 1.1339
Total Trades 348 174 174 348 174 174
Winning Trades 136 62 74 136 62 74
Losing Trades 212 112 100 212 112 100
Profitability (%) 39.0805 35.6322 42.5287 39.0805 35.6322 42.5287
Ratio Avg Win / Avg Loss 2.6165 3.2401 2.1298 2.187 3.1553 1.5324
Largest Winning Trade 88582 88582 54293 2320092 2320092 1726536
Largest Losing Trade -23519 -12971 -23519 -584886 -581910 -584886
Avg Bars in Trades 18 18 18 18 18 18
Avg Bars in Winners 33 35 32 33 35 32
Avg Bars in Losers 9 9 8 9 9 8
Bars Traded 6533 3293 3240 6533 3293 3240
Profit Streak 9.7287 32.4787 0 9.7287 32.4787 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 399578 253830 284505 313200 274001 -77270

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6714,
    "evaluation_days": 1678.5,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1616781600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758907763525,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 143,
            "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": [
        [
            604036.448753815,
            332760.2378457859,
            271276.2109080293,
            5280416.472506069,
            4296079.277894287,
            984337.1946117815
        ],
        [
            604.036449,
            332.760238,
            271.276211,
            5280.416473,
            4296.079278,
            984.337195
        ],
        [
            0.359867,
            0.198249,
            0.161618,
            0.237717,
            0.225652,
            0.142106
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -53564,
            -63208,
            -45426,
            -3700886,
            -1224101,
            -3241761
        ],
        [
            1.678518,
            1.793638,
            1.576026,
            1.403006,
            1.746701,
            1.133939
        ],
        [
            348,
            174,
            174,
            348,
            174,
            174
        ],
        [
            136,
            62,
            74,
            136,
            62,
            74
        ],
        [
            212,
            112,
            100,
            212,
            112,
            100
        ],
        [
            39.08046,
            35.632184,
            42.528736,
            39.08046,
            35.632184,
            42.528736
        ],
        [
            2.616513,
            3.240121,
            2.129765,
            2.187039,
            3.155331,
            1.53235
        ],
        [
            88582,
            88582,
            54293,
            2320092,
            2320092,
            1726536
        ],
        [
            -23519,
            -12971,
            -23519,
            -584886,
            -581910,
            -584886
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            33,
            35,
            32,
            33,
            35,
            32
        ],
        [
            9,
            9,
            8,
            9,
            9,
            8
        ],
        [
            6533,
            3293,
            3240,
            6533,
            3293,
            3240
        ],
        [
            9.728744,
            32.478744,
            0,
            9.728744,
            32.478744,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399578,
            253830,
            284505,
            313200,
            274001,
            -77270
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6714,
    "evaluation_days": 1678.5,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1616781600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758907763525,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 143,
            "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)