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Trade: CAKE/USDT/360/HILO/SSF/3221

Strategy
CAKE/USDT/360/HILO/SSF/3221
Pair
CAKE_USDT
Interval
6h
Score
336536
Daily Profit
0.220539
Profit Factor
1.293322
Profitability
46.822034
Streak
0.000000
Best Strategy
Training Data Length
1692.000000
Evaluation Time
2025-10-08 07:53
Expiration Time
2025-11-27 20:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 373152.1364 237970.5785 135181.5579 276958.4756 132047.0452 144911.4304
Total P&L (%) 373.1521 237.9706 135.1816 276.9585 132.047 144.9114
Avg Daily Profit (%) 0.2205 0.1406 0.0799 0.0785 0.0498 0.053
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105669 -153159 -46517 -318750 -271468 -210135
Profit Factor 1.2933 1.3119 1.2655 1.1175 1.0923 1.1563
Total Trades 472 236 236 472 236 236
Winning Trades 221 100 121 221 100 121
Losing Trades 251 136 115 251 136 115
Profitability (%) 46.822 42.3729 51.2712 46.822 42.3729 51.2712
Ratio Avg Win / Avg Loss 1.4689 1.7842 1.2028 1.2691 1.4855 1.0989
Largest Winning Trade 78261 78261 23292 234206 234206 48313
Largest Losing Trade -33834 -33834 -23519 -126815 -126815 -47875
Avg Bars in Trades 14 21 7 14 21 7
Avg Bars in Winners 17 28 8 17 28 8
Avg Bars in Losers 11 16 5 11 16 5
Bars Traded 6716 5031 1685 6716 5031 1685
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 336536 -6021 -85284 -178012 -247465 -169705
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6768,
    "evaluation_days": 1692,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614254400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759899238168,
    "expiration_time": 1764267264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 51,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            373152.1364188469,
            237970.5785025363,
            135181.5579163107,
            276958.4755577137,
            132047.0451740879,
            144911.4303836254
        ],
        [
            373.152136,
            237.970579,
            135.181558,
            276.958476,
            132.047045,
            144.91143
        ],
        [
            0.220539,
            0.140645,
            0.079895,
            0.078457,
            0.049762,
            0.052953
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105669,
            -153159,
            -46517,
            -318750,
            -271468,
            -210135
        ],
        [
            1.293322,
            1.311878,
            1.265512,
            1.117457,
            1.092298,
            1.156275
        ],
        [
            472,
            236,
            236,
            472,
            236,
            236
        ],
        [
            221,
            100,
            121,
            221,
            100,
            121
        ],
        [
            251,
            136,
            115,
            251,
            136,
            115
        ],
        [
            46.822034,
            42.372881,
            51.271186,
            46.822034,
            42.372881,
            51.271186
        ],
        [
            1.468886,
            1.784155,
            1.202759,
            1.269148,
            1.485525,
            1.098939
        ],
        [
            78261,
            78261,
            23292,
            234206,
            234206,
            48313
        ],
        [
            -33834,
            -33834,
            -23519,
            -126815,
            -126815,
            -47875
        ],
        [
            14,
            21,
            7,
            14,
            21,
            7
        ],
        [
            17,
            28,
            8,
            17,
            28,
            8
        ],
        [
            11,
            16,
            5,
            11,
            16,
            5
        ],
        [
            6716,
            5031,
            1685,
            6716,
            5031,
            1685
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336536,
            -6021,
            -85284,
            -178012,
            -247465,
            -169705
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6768,
    "evaluation_days": 1692,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614254400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759899238168,
    "expiration_time": 1764267264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 51,
            "offset": 0,
            "poles": 2
        }
    }
}

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)