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Trade: CAKE/USDT/480/SSF/HL2/3776

Strategy
CAKE/USDT/480/SSF/HL2/3776
Pair
CAKE_USDT
Interval
8h
Score
325379
Daily Profit
0.369803
Profit Factor
1.523128
Profitability
33.795494
Streak
0.000000
Best Strategy
Training Data Length
1689.000000
Evaluation Time
2025-10-05 01:49
Expiration Time
2025-11-24 10:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 624596.6086 358523.1705 266073.4382 4945742.1227 4027709.4758 918032.6469
Total P&L (%) 624.5966 358.5232 266.0734 4945.7421 4027.7095 918.0326
Avg Daily Profit (%) 0.3698 0.2123 0.1575 0.2324 0.2205 0.1375
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84011 -91619 -57125 -2601187 -785669 -2336275
Profit Factor 1.5231 1.6112 1.438 1.4533 1.8537 1.1482
Total Trades 577 288 289 577 288 289
Winning Trades 195 93 102 195 93 102
Losing Trades 382 195 187 382 195 187
Profitability (%) 33.7955 32.2917 35.2941 33.7955 32.2917 35.2941
Ratio Avg Win / Avg Loss 2.9838 3.3784 2.6364 2.8469 3.8868 2.1051
Largest Winning Trade 72393 72393 53200 2004680 2004680 1643725
Largest Losing Trade -19025 -12889 -19025 -714021 -384797 -714021
Avg Bars in Trades 8 8 9 8 8 9
Avg Bars in Winners 17 15 18 17 15 18
Avg Bars in Losers 4 4 4 4 4 4
Bars Traded 5047 2399 2648 5047 2399 2648
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325379 184244 173215 267738 218626 -69938
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5067,
    "evaluation_days": 1689,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1613692800000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759618191306,
    "expiration_time": 1763971488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 31,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hl2",
        "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": [
        [
            624596.608638027,
            358523.1704679494,
            266073.4381700783,
            4945742.122711658,
            4027709.475841587,
            918032.6468700723
        ],
        [
            624.596609,
            358.52317,
            266.073438,
            4945.742123,
            4027.709476,
            918.032647
        ],
        [
            0.369803,
            0.212269,
            0.157533,
            0.232427,
            0.22051,
            0.137481
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84011,
            -91619,
            -57125,
            -2601187,
            -785669,
            -2336275
        ],
        [
            1.523128,
            1.611234,
            1.438046,
            1.453261,
            1.853725,
            1.148222
        ],
        [
            577,
            288,
            289,
            577,
            288,
            289
        ],
        [
            195,
            93,
            102,
            195,
            93,
            102
        ],
        [
            382,
            195,
            187,
            382,
            195,
            187
        ],
        [
            33.795494,
            32.291667,
            35.294118,
            33.795494,
            32.291667,
            35.294118
        ],
        [
            2.983768,
            3.378394,
            2.636418,
            2.846902,
            3.886843,
            2.105073
        ],
        [
            72393,
            72393,
            53200,
            2004680,
            2004680,
            1643725
        ],
        [
            -19025,
            -12889,
            -19025,
            -714021,
            -384797,
            -714021
        ],
        [
            8,
            8,
            9,
            8,
            8,
            9
        ],
        [
            17,
            15,
            18,
            17,
            15,
            18
        ],
        [
            4,
            4,
            4,
            4,
            4,
            4
        ],
        [
            5047,
            2399,
            2648,
            5047,
            2399,
            2648
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325379,
            184244,
            173215,
            267738,
            218626,
            -69938
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5067,
    "evaluation_days": 1689,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1613692800000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759618191306,
    "expiration_time": 1763971488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 31,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hl2",
        "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)