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Trade: CAKE/USDT/360/PWMA/HILO/3062

Strategy
CAKE/USDT/360/PWMA/HILO/3062
Pair
CAKE_USDT
Interval
6h
Score
485362
Daily Profit
0.234138
Profit Factor
1.881862
Profitability
50.833333
Streak
56.618991
Best Strategy
Training Data Length
1691.250000
Evaluation Time
2025-10-07 11:51
Expiration Time
2025-11-27 01:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 395985.1334 193389.1357 202595.9977 958770.3058 560955.2705 397815.0353
Total P&L (%) 395.9851 193.3891 202.596 958.7703 560.9553 397.815
Avg Daily Profit (%) 0.2341 0.1143 0.1198 0.1396 0.1117 0.0949
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96853 -62071 -60927 -1356277 -900159 -867357
Profit Factor 1.8819 1.7911 1.9903 1.2415 1.2647 1.2151
Total Trades 120 60 60 120 60 60
Winning Trades 61 27 34 61 27 34
Losing Trades 59 33 26 59 33 26
Profitability (%) 50.8333 45 56.6667 50.8333 45 56.6667
Ratio Avg Win / Avg Loss 1.8202 2.1892 1.522 1.2008 1.5457 0.9292
Largest Winning Trade 86511 86511 57380 597418 597418 370245
Largest Losing Trade -32499 -24258 -32499 -362840 -362840 -325786
Avg Bars in Trades 54 46 61 54 46 61
Avg Bars in Winners 75 71 78 75 71 78
Avg Bars in Losers 32 27 39 32 27 39
Bars Traded 6529 2818 3711 6529 2818 3711
Profit Streak 56.619 57.119 56.619 56.619 57.119 56.619
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 485362 -206672 -196219 -4504 -212168 -235225
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6765,
    "evaluation_days": 1691.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1616652000000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759827080838,
    "expiration_time": 1764200520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 137,
            "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": [
        [
            395985.1334160049,
            193389.1356790245,
            202595.9977369804,
            958770.3058176097,
            560955.2705226205,
            397815.0352949887
        ],
        [
            395.985133,
            193.389136,
            202.595998,
            958.770306,
            560.955271,
            397.815035
        ],
        [
            0.234138,
            0.114347,
            0.119791,
            0.139621,
            0.111726,
            0.094949
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96853,
            -62071,
            -60927,
            -1356277,
            -900159,
            -867357
        ],
        [
            1.881862,
            1.791145,
            1.99025,
            1.241539,
            1.264658,
            1.21505
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            61,
            27,
            34,
            61,
            27,
            34
        ],
        [
            59,
            33,
            26,
            59,
            33,
            26
        ],
        [
            50.833333,
            45,
            56.666667,
            50.833333,
            45,
            56.666667
        ],
        [
            1.820162,
            2.189177,
            1.521956,
            1.200833,
            1.545693,
            0.929156
        ],
        [
            86511,
            86511,
            57380,
            597418,
            597418,
            370245
        ],
        [
            -32499,
            -24258,
            -32499,
            -362840,
            -362840,
            -325786
        ],
        [
            54,
            46,
            61,
            54,
            46,
            61
        ],
        [
            75,
            71,
            78,
            75,
            71,
            78
        ],
        [
            32,
            27,
            39,
            32,
            27,
            39
        ],
        [
            6529,
            2818,
            3711,
            6529,
            2818,
            3711
        ],
        [
            56.618991,
            57.118991,
            56.618991,
            56.618991,
            57.118991,
            56.618991
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            485362,
            -206672,
            -196219,
            -4504,
            -212168,
            -235225
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6765,
    "evaluation_days": 1691.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1616652000000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759827080838,
    "expiration_time": 1764200520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 137,
            "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)