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Trade: CAKE/USDT/480/HILO/HWMA/3840

Strategy
CAKE/USDT/480/HILO/HWMA/3840
Pair
CAKE_USDT
Interval
8h
Score
317270
Daily Profit
0.366445
Profit Factor
1.652359
Profitability
32.027650
Streak
9.327978
Best Strategy
Training Data Length
1687.670000
Evaluation Time
2025-10-03 18:52
Expiration Time
2025-11-23 01:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 618437.7903 356099.7249 262338.0655 4995342.5251 3730834.1085 1264508.4166
Total P&L (%) 618.4378 356.0997 262.3381 4995.3425 3730.8341 1264.5084
Avg Daily Profit (%) 0.3664 0.211 0.1554 0.2332 0.2163 0.155
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -63860 -90274 -71679 -1711735 -685561 -1548045
Profit Factor 1.6524 1.7646 1.544 1.6529 2.0731 1.3029
Total Trades 434 217 217 434 217 217
Winning Trades 139 60 79 139 60 79
Losing Trades 295 157 138 295 157 138
Profitability (%) 32.0277 27.6498 36.4055 32.0277 27.6498 36.4055
Ratio Avg Win / Avg Loss 3.5068 4.6173 2.6971 3.5079 5.4245 2.276
Largest Winning Trade 88840 88840 53200 1318212 1318212 1008209
Largest Losing Trade -19774 -14926 -19774 -549608 -456093 -549608
Avg Bars in Trades 11 11 11 11 11 11
Avg Bars in Winners 25 28 22 25 28 22
Avg Bars in Losers 5 5 4 5 5 4
Bars Traded 5026 2602 2424 5026 2602 2424
Profit Streak 9.328 0 9.6613 9.328 0 9.6613
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317270 -6217 221849 276304 -5160 183668
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5063,
    "evaluation_days": 1687.67,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614297600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759506737299,
    "expiration_time": 1763852832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.90246,
            "nb": 0.56872,
            "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": [
        [
            618437.7903204927,
            356099.7248545778,
            262338.0654659148,
            4995342.52506332,
            3730834.1084695887,
            1264508.4165937323
        ],
        [
            618.43779,
            356.099725,
            262.338065,
            4995.342525,
            3730.834108,
            1264.508417
        ],
        [
            0.366445,
            0.211001,
            0.155444,
            0.233191,
            0.216251,
            0.154971
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -63860,
            -90274,
            -71679,
            -1711735,
            -685561,
            -1548045
        ],
        [
            1.652359,
            1.764569,
            1.543988,
            1.652875,
            2.073056,
            1.302915
        ],
        [
            434,
            217,
            217,
            434,
            217,
            217
        ],
        [
            139,
            60,
            79,
            139,
            60,
            79
        ],
        [
            295,
            157,
            138,
            295,
            157,
            138
        ],
        [
            32.02765,
            27.64977,
            36.40553,
            32.02765,
            27.64977,
            36.40553
        ],
        [
            3.506805,
            4.617289,
            2.697093,
            3.5079,
            5.424498,
            2.275977
        ],
        [
            88840,
            88840,
            53200,
            1318212,
            1318212,
            1008209
        ],
        [
            -19774,
            -14926,
            -19774,
            -549608,
            -456093,
            -549608
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            25,
            28,
            22,
            25,
            28,
            22
        ],
        [
            5,
            5,
            4,
            5,
            5,
            4
        ],
        [
            5026,
            2602,
            2424,
            5026,
            2602,
            2424
        ],
        [
            9.327978,
            0,
            9.661311,
            9.327978,
            0,
            9.661311
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317270,
            -6217,
            221849,
            276304,
            -5160,
            183668
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5063,
    "evaluation_days": 1687.67,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614297600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759506737299,
    "expiration_time": 1763852832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.90246,
            "nb": 0.56872,
            "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)