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Trade: CAKE/USDT/480/HILO/FWMA/9361

Strategy
CAKE/USDT/480/HILO/FWMA/9361
Pair
CAKE_USDT
Interval
8h
Score
331179
Daily Profit
0.291942
Profit Factor
1.620368
Profitability
38.372093
Streak
12.260766
Best Strategy
Training Data Length
1683.330000
Evaluation Time
2025-09-29 09:15
Expiration Time
2025-11-18 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 491435.0845 258687.1766 232747.9079 1642071.7391 1230676.54 411395.1991
Total P&L (%) 491.4351 258.6872 232.7479 1642.0717 1230.6765 411.3952
Avg Daily Profit (%) 0.2919 0.1537 0.1383 0.1699 0.1539 0.097
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74189 -104263 -51479 -412662 -215385 -401052
Profit Factor 1.6204 1.6787 1.5662 1.7334 2.2837 1.3213
Total Trades 258 129 129 258 129 129
Winning Trades 99 44 55 99 44 55
Losing Trades 159 85 74 159 85 74
Profitability (%) 38.3721 34.1085 42.6357 38.3721 34.1085 42.6357
Ratio Avg Win / Avg Loss 2.6024 3.243 2.1073 2.784 4.4117 1.7778
Largest Winning Trade 88884 88884 49393 455297 455297 324853
Largest Losing Trade -25579 -18968 -25579 -172460 -156385 -172460
Avg Bars in Trades 18 18 18 18 18 18
Avg Bars in Winners 32 34 31 32 34 31
Avg Bars in Losers 10 10 9 10 10 9
Bars Traded 4860 2443 2417 4860 2443 2417
Profit Streak 12.2608 34.5941 0 12.2608 34.5941 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 331179 190220 -8427 316484 247313 -64951
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5050,
    "evaluation_days": 1683.33,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1618531200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759126530198,
    "expiration_time": 1763467200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 169,
            "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": [
        [
            491435.0844966958,
            258687.1765933703,
            232747.9079033249,
            1642071.739073705,
            1230676.5399927883,
            411395.1990809167
        ],
        [
            491.435084,
            258.687177,
            232.747908,
            1642.071739,
            1230.67654,
            411.395199
        ],
        [
            0.291942,
            0.153676,
            0.138266,
            0.169907,
            0.153877,
            0.096996
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74189,
            -104263,
            -51479,
            -412662,
            -215385,
            -401052
        ],
        [
            1.620368,
            1.678741,
            1.566242,
            1.733411,
            2.283728,
            1.321333
        ],
        [
            258,
            129,
            129,
            258,
            129,
            129
        ],
        [
            99,
            44,
            55,
            99,
            44,
            55
        ],
        [
            159,
            85,
            74,
            159,
            85,
            74
        ],
        [
            38.372093,
            34.108527,
            42.635659,
            38.372093,
            34.108527,
            42.635659
        ],
        [
            2.602409,
            3.243023,
            2.107308,
            2.783963,
            4.411746,
            1.777793
        ],
        [
            88884,
            88884,
            49393,
            455297,
            455297,
            324853
        ],
        [
            -25579,
            -18968,
            -25579,
            -172460,
            -156385,
            -172460
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            32,
            34,
            31,
            32,
            34,
            31
        ],
        [
            10,
            10,
            9,
            10,
            10,
            9
        ],
        [
            4860,
            2443,
            2417,
            4860,
            2443,
            2417
        ],
        [
            12.260766,
            34.594099,
            0,
            12.260766,
            34.5941,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331179,
            190220,
            -8427,
            316484,
            247313,
            -64951
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5050,
    "evaluation_days": 1683.33,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1618531200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759126530198,
    "expiration_time": 1763467200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 169,
            "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)