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Trade: CAKE/USDT/360/MIDPRICE/HWMA/9064

Strategy
CAKE/USDT/360/MIDPRICE/HWMA/9064
Pair
CAKE_USDT
Interval
6h
Score
300200
Daily Profit
0.314854
Profit Factor
1.893697
Profitability
36.809816
Streak
0.000000
Best Strategy
Training Data Length
1684.250000
Evaluation Time
2025-09-30 14:11
Expiration Time
2025-11-19 20:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 530292.9807 312905.7172 217387.2634 2276407.1994 1997312.054 279095.1454
Total P&L (%) 530.293 312.9057 217.3873 2276.4072 1997.3121 279.0951
Avg Daily Profit (%) 0.3149 0.1858 0.1291 0.1883 0.1809 0.0792
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86257 -86429 -56468 -2521453 -805311 -2293427
Profit Factor 1.8937 2.0089 1.7676 1.3687 1.7373 1.0805
Total Trades 163 82 81 163 82 81
Winning Trades 60 26 34 60 26 34
Losing Trades 103 56 47 103 56 47
Profitability (%) 36.8098 31.7073 41.9753 36.8098 31.7073 41.9753
Ratio Avg Win / Avg Loss 3.2508 4.3268 2.4434 2.3496 3.7419 1.4937
Largest Winning Trade 109337 109337 52294 886837 886837 703707
Largest Losing Trade -20592 -20592 -19208 -596781 -366502 -596781
Avg Bars in Trades 40 33 47 40 33 47
Avg Bars in Winners 74 70 77 74 70 77
Avg Bars in Losers 20 17 24 20 17 24
Bars Traded 6585 2779 3807 6585 2779 3807
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 300200 -255 -32438 189963 -404 -234280
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6737,
    "evaluation_days": 1684.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615291200000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759230660074,
    "expiration_time": 1763577576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            530292.9806591799,
            312905.7172330895,
            217387.2634260904,
            2276407.1993567613,
            1997312.0539520257,
            279095.1454047374
        ],
        [
            530.292981,
            312.905717,
            217.387263,
            2276.407199,
            1997.312054,
            279.095145
        ],
        [
            0.314854,
            0.185783,
            0.129071,
            0.188283,
            0.180852,
            0.079154
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86257,
            -86429,
            -56468,
            -2521453,
            -805311,
            -2293427
        ],
        [
            1.893697,
            2.008867,
            1.767571,
            1.368693,
            1.737305,
            1.080539
        ],
        [
            163,
            82,
            81,
            163,
            82,
            81
        ],
        [
            60,
            26,
            34,
            60,
            26,
            34
        ],
        [
            103,
            56,
            47,
            103,
            56,
            47
        ],
        [
            36.809816,
            31.707317,
            41.975309,
            36.809816,
            31.707317,
            41.975309
        ],
        [
            3.250846,
            4.32679,
            2.443408,
            2.34959,
            3.741889,
            1.493687
        ],
        [
            109337,
            109337,
            52294,
            886837,
            886837,
            703707
        ],
        [
            -20592,
            -20592,
            -19208,
            -596781,
            -366502,
            -596781
        ],
        [
            40,
            33,
            47,
            40,
            33,
            47
        ],
        [
            74,
            70,
            77,
            74,
            70,
            77
        ],
        [
            20,
            17,
            24,
            20,
            17,
            24
        ],
        [
            6585,
            2779,
            3807,
            6585,
            2779,
            3807
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300200,
            -255,
            -32438,
            189963,
            -404,
            -234280
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6737,
    "evaluation_days": 1684.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615291200000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759230660074,
    "expiration_time": 1763577576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)