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Trade: CAKE/USDT/480/SSF/HWMA/3284

Strategy
CAKE/USDT/480/SSF/HWMA/3284
Pair
CAKE_USDT
Interval
8h
Score
329643
Daily Profit
0.325676
Profit Factor
1.410686
Profitability
36.769759
Streak
0.000000
Best Strategy
Training Data Length
1694.000000
Evaluation Time
2025-10-10 03:58
Expiration Time
2025-11-29 13:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 551695.6478 336641.3927 215054.2551 2368226.7283 2707886.0487 -339659.3203
Total P&L (%) 551.6956 336.6414 215.0543 2368.2267 2707.886 -339.6593
Avg Daily Profit (%) 0.3257 0.1987 0.127 0.1894 0.1971 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141593 -113606 -74383 -1490987 -668661 -1725460
Profit Factor 1.4107 1.5205 1.3087 1.2597 1.6629 0.9325
Total Trades 582 291 291 582 291 291
Winning Trades 214 105 109 214 105 109
Losing Trades 368 186 182 368 186 182
Profitability (%) 36.7698 36.0825 37.457 36.7698 36.0825 37.457
Ratio Avg Win / Avg Loss 2.4259 2.6935 2.1852 2.1662 2.9456 1.5571
Largest Winning Trade 75397 75397 53200 1151374 1151374 682414
Largest Losing Trade -21235 -13838 -21235 -501213 -273615 -501213
Avg Bars in Trades 8 8 9 8 8 9
Avg Bars in Winners 15 14 16 15 14 16
Avg Bars in Losers 4 4 4 4 4 4
Bars Traded 5069 2424 2645 5069 2424 2645
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 329643 215449 -25923 254507 251789 -581633
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5082,
    "evaluation_days": 1694,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1613692800000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760057923754,
    "expiration_time": 1764416448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 25,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.36097,
            "nb": 0.82429,
            "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": [
        [
            551695.6477851061,
            336641.3926858814,
            215054.2550992247,
            2368226.7283453178,
            2707886.0486543137,
            -339659.3203089967
        ],
        [
            551.695648,
            336.641393,
            215.054255,
            2368.226728,
            2707.886049,
            -339.65932
        ],
        [
            0.325676,
            0.198726,
            0.126951,
            0.18944,
            0.197066,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141593,
            -113606,
            -74383,
            -1490987,
            -668661,
            -1725460
        ],
        [
            1.410686,
            1.520526,
            1.308712,
            1.259702,
            1.662863,
            0.932525
        ],
        [
            582,
            291,
            291,
            582,
            291,
            291
        ],
        [
            214,
            105,
            109,
            214,
            105,
            109
        ],
        [
            368,
            186,
            182,
            368,
            186,
            182
        ],
        [
            36.769759,
            36.082474,
            37.457045,
            36.769759,
            36.082474,
            37.457045
        ],
        [
            2.425853,
            2.693503,
            2.185189,
            2.166216,
            2.945643,
            1.557061
        ],
        [
            75397,
            75397,
            53200,
            1151374,
            1151374,
            682414
        ],
        [
            -21235,
            -13838,
            -21235,
            -501213,
            -273615,
            -501213
        ],
        [
            8,
            8,
            9,
            8,
            8,
            9
        ],
        [
            15,
            14,
            16,
            15,
            14,
            16
        ],
        [
            4,
            4,
            4,
            4,
            4,
            4
        ],
        [
            5069,
            2424,
            2645,
            5069,
            2424,
            2645
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329643,
            215449,
            -25923,
            254507,
            251789,
            -581633
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5082,
    "evaluation_days": 1694,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1613692800000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760057923754,
    "expiration_time": 1764416448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 25,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.36097,
            "nb": 0.82429,
            "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)