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Trade: CAKE/USDT/360/PWMA/HILO/8377

Strategy
CAKE/USDT/360/PWMA/HILO/8377
Pair
CAKE_USDT
Interval
6h
Score
305426
Daily Profit
0.166938
Profit Factor
1.462297
Profitability
46.456693
Streak
0.000000
Best Strategy
Training Data Length
1686.000000
Evaluation Time
2025-10-02 05:40
Expiration Time
2025-11-21 15:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 281457.1444 163315.2434 118141.901 139833.2391 156425.9766 -16592.7375
Total P&L (%) 281.4571 163.3152 118.1419 139.8332 156.426 -16.5927
Avg Daily Profit (%) 0.1669 0.0969 0.0701 0.0519 0.0559 -0.0108
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161437 -74721 -97149 -1219098 -636097 -697299
Profit Factor 1.4623 1.5218 1.3993 1.0381 1.0885 0.9913
Total Trades 127 64 63 127 64 63
Winning Trades 59 27 32 59 27 32
Losing Trades 68 37 31 68 37 31
Profitability (%) 46.4567 42.1875 50.7937 46.4567 42.1875 50.7937
Ratio Avg Win / Avg Loss 1.6854 2.0855 1.3556 1.1965 1.4916 0.9603
Largest Winning Trade 100185 100185 56642 460514 460514 281394
Largest Losing Trade -27660 -25763 -27660 -233063 -233063 -208617
Avg Bars in Trades 51 44 59 51 44 59
Avg Bars in Winners 73 67 78 73 67 78
Avg Bars in Losers 33 27 39 33 27 39
Bars Traded 6598 2854 3744 6598 2854 3744
Profit Streak 0 0 48.8617 0 0 48.8617
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305426 -203597 -244701 -303238 -384017 -726792
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6744,
    "evaluation_days": 1686,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1616176800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759372850669,
    "expiration_time": 1763733312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 115,
            "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": [
        [
            281457.1444172947,
            163315.2434147233,
            118141.9010025712,
            139833.2390528677,
            156425.9765537975,
            -16592.7375009294
        ],
        [
            281.457144,
            163.315243,
            118.141901,
            139.833239,
            156.425977,
            -16.592738
        ],
        [
            0.166938,
            0.096866,
            0.070072,
            0.051898,
            0.055868,
            -0.010761
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161437,
            -74721,
            -97149,
            -1219098,
            -636097,
            -697299
        ],
        [
            1.462297,
            1.52184,
            1.399313,
            1.038126,
            1.088474,
            0.991265
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            59,
            27,
            32,
            59,
            27,
            32
        ],
        [
            68,
            37,
            31,
            68,
            37,
            31
        ],
        [
            46.456693,
            42.1875,
            50.793651,
            46.456693,
            42.1875,
            50.793651
        ],
        [
            1.685359,
            2.085484,
            1.355585,
            1.196485,
            1.491612,
            0.960288
        ],
        [
            100185,
            100185,
            56642,
            460514,
            460514,
            281394
        ],
        [
            -27660,
            -25763,
            -27660,
            -233063,
            -233063,
            -208617
        ],
        [
            51,
            44,
            59,
            51,
            44,
            59
        ],
        [
            73,
            67,
            78,
            73,
            67,
            78
        ],
        [
            33,
            27,
            39,
            33,
            27,
            39
        ],
        [
            6598,
            2854,
            3744,
            6598,
            2854,
            3744
        ],
        [
            0,
            0,
            48.861697,
            0,
            0,
            48.861698
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305426,
            -203597,
            -244701,
            -303238,
            -384017,
            -726792
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6744,
    "evaluation_days": 1686,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1616176800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759372850669,
    "expiration_time": 1763733312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 115,
            "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)