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Trade: CAKE/USDT/480/PWMA/MIDPRICE/3782

Strategy
CAKE/USDT/480/PWMA/MIDPRICE/3782
Pair
CAKE_USDT
Interval
8h
Score
328461
Daily Profit
0.165989
Profit Factor
1.514860
Profitability
50.381679
Streak
0.000000
Best Strategy
Training Data Length
1681.000000
Evaluation Time
2025-09-26 22:10
Expiration Time
2025-11-16 04:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 279028.2352 116310.3037 162717.9315 183577.0913 -84359.5599 267936.6512
Total P&L (%) 279.0282 116.3103 162.7179 183.5771 -84.3596 267.9367
Avg Daily Profit (%) 0.166 0.0692 0.0968 0.062 -0.1103 0.0775
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -216319 -113457 -129632 -2677820 -1626959 -1620169
Profit Factor 1.5149 1.3889 1.67 1.0379 0.9682 1.1219
Total Trades 131 65 66 131 65 66
Winning Trades 66 31 35 66 31 35
Losing Trades 65 34 31 65 34 31
Profitability (%) 50.3817 47.6923 53.0303 50.3817 47.6923 53.0303
Ratio Avg Win / Avg Loss 1.4919 1.5233 1.4791 1.0221 1.0619 0.9937
Largest Winning Trade 94610 94610 53397 983763 983763 334358
Largest Losing Trade -48952 -39642 -48952 -802607 -405115 -802607
Avg Bars in Trades 36 37 35 36 37 35
Avg Bars in Winners 47 49 44 47 49 44
Avg Bars in Losers 25 25 24 25 25 24
Bars Traded 4755 2427 2328 4755 2427 2328
Profit Streak 0 95.1324 0 0 95.1324 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328461 -230032 -185477 -288589 -710330 -301331

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5043,
    "evaluation_days": 1681,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1617177600000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758913843375,
    "expiration_time": 1763259552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 77,
            "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": [
        [
            279028.235188971,
            116310.3036731067,
            162717.931515864,
            183577.091312894,
            -84359.5599204544,
            267936.6512333492
        ],
        [
            279.028235,
            116.310304,
            162.717932,
            183.577091,
            -84.35956,
            267.936651
        ],
        [
            0.165989,
            0.069191,
            0.096798,
            0.062025,
            -0.110309,
            0.077528
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -216319,
            -113457,
            -129632,
            -2677820,
            -1626959,
            -1620169
        ],
        [
            1.51486,
            1.388908,
            1.669951,
            1.037861,
            0.968174,
            1.121896
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            66,
            31,
            35,
            66,
            31,
            35
        ],
        [
            65,
            34,
            31,
            65,
            34,
            31
        ],
        [
            50.381679,
            47.692308,
            53.030303,
            50.381679,
            47.692308,
            53.030303
        ],
        [
            1.491908,
            1.523318,
            1.4791,
            1.022136,
            1.061868,
            0.993679
        ],
        [
            94610,
            94610,
            53397,
            983763,
            983763,
            334358
        ],
        [
            -48952,
            -39642,
            -48952,
            -802607,
            -405115,
            -802607
        ],
        [
            36,
            37,
            35,
            36,
            37,
            35
        ],
        [
            47,
            49,
            44,
            47,
            49,
            44
        ],
        [
            25,
            25,
            24,
            25,
            25,
            24
        ],
        [
            4755,
            2427,
            2328,
            4755,
            2427,
            2328
        ],
        [
            0,
            95.132446,
            0,
            0,
            95.132446,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328461,
            -230032,
            -185477,
            -288589,
            -710330,
            -301331
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5043,
    "evaluation_days": 1681,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1617177600000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758913843375,
    "expiration_time": 1763259552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 77,
            "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)