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Trade: CAKE/USDT/360/JMA/HL2/9776

Strategy
CAKE/USDT/360/JMA/HL2/9776
Pair
CAKE_USDT
Interval
6h
Score
345730
Daily Profit
0.377303
Profit Factor
1.661531
Profitability
33.870968
Streak
11.629042
Best Strategy
Training Data Length
1682.250000
Evaluation Time
2025-09-28 12:05
Expiration Time
2025-11-17 19:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 634717.9189 380678.9512 254038.9677 6445692.1511 5232398.6492 1213293.5019
Total P&L (%) 634.7179 380.679 254.039 6445.6922 5232.3986 1213.2935
Avg Daily Profit (%) 0.3773 0.2263 0.151 0.2489 0.2367 0.1532
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108469 -170783 -52279 -1382197 -584244 -1072117
Profit Factor 1.6615 1.8676 1.4879 1.6299 2.3972 1.187
Total Trades 434 217 217 434 217 217
Winning Trades 147 76 71 147 76 71
Losing Trades 287 141 146 287 141 146
Profitability (%) 33.871 35.023 32.7189 33.871 35.023 32.7189
Ratio Avg Win / Avg Loss 3.2439 3.4649 3.0596 3.1821 4.4475 2.4409
Largest Winning Trade 61474 61474 59603 1880268 1880268 1157793
Largest Losing Trade -24699 -11606 -24699 -828914 -399275 -828914
Avg Bars in Trades 15 15 15 15 15 15
Avg Bars in Winners 30 29 30 30 29 30
Avg Bars in Losers 7 7 7 7 7 7
Bars Traded 6618 3311 3307 6618 3311 3307
Profit Streak 11.629 34.379 0 11.629 34.379 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 345730 267019 132589 304012 322000 -11951
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6729,
    "evaluation_days": 1682.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615248000000,
    "last_datapoint_time": 1759039200000,
    "evaluation_time": 1759050349201,
    "expiration_time": 1763399592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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": [
        [
            634717.9188828121,
            380678.9512162679,
            254038.9676665445,
            6445692.151122542,
            5232398.64918106,
            1213293.5019414837
        ],
        [
            634.717919,
            380.678951,
            254.038968,
            6445.692151,
            5232.398649,
            1213.293502
        ],
        [
            0.377303,
            0.226292,
            0.151011,
            0.248869,
            0.236653,
            0.153193
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108469,
            -170783,
            -52279,
            -1382197,
            -584244,
            -1072117
        ],
        [
            1.661531,
            1.867622,
            1.487873,
            1.629867,
            2.397218,
            1.18699
        ],
        [
            434,
            217,
            217,
            434,
            217,
            217
        ],
        [
            147,
            76,
            71,
            147,
            76,
            71
        ],
        [
            287,
            141,
            146,
            287,
            141,
            146
        ],
        [
            33.870968,
            35.023041,
            32.718894,
            33.870968,
            35.023041,
            32.718894
        ],
        [
            3.243941,
            3.464931,
            3.05957,
            3.182121,
            4.44747,
            2.440853
        ],
        [
            61474,
            61474,
            59603,
            1880268,
            1880268,
            1157793
        ],
        [
            -24699,
            -11606,
            -24699,
            -828914,
            -399275,
            -828914
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            30,
            29,
            30,
            30,
            29,
            30
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            6618,
            3311,
            3307,
            6618,
            3311,
            3307
        ],
        [
            11.629042,
            34.379042,
            0,
            11.629042,
            34.379042,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345730,
            267019,
            132589,
            304012,
            322000,
            -11951
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6729,
    "evaluation_days": 1682.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615248000000,
    "last_datapoint_time": 1759039200000,
    "evaluation_time": 1759050349201,
    "expiration_time": 1763399592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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)