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Trade: CAKE/USDT/5/KCB/LINREG/7486

Strategy
CAKE/USDT/5/KCB/LINREG/7486
Pair
CAKE_USDT
Interval
5m
Score
373955
Daily Profit
0.592230
Profit Factor
1.902682
Profitability
45.454545
Streak
6.041241
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 16:44
Expiration Time
2025-12-25 15:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 44863.9814 51411.4713 -6547.49 39350.1449 50222.1805 -10872.0356
Total P&L (%) 44.864 51.4115 -6.5475 39.3501 50.2222 -10.872
Avg Daily Profit (%) 0.5168 0.5922 -0.0754 0.383 0.4699 -0.1325
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -37096 -23150 -18183 -39489 -24638 -18477
Profit Factor 1.4177 1.9027 0.8702 1.3441 1.8224 0.796
Total Trades 88 44 44 88 44 44
Winning Trades 34 20 14 34 20 14
Losing Trades 54 24 30 54 24 30
Profitability (%) 38.6364 45.4545 31.8182 38.6364 45.4545 31.8182
Ratio Avg Win / Avg Loss 2.2517 2.2832 1.8647 2.1347 2.1869 1.7058
Largest Winning Trade 36838 36838 7693 37623 37623 7871
Largest Losing Trade -7728 -7728 -7388 -9407 -8799 -9407
Avg Bars in Trades 267 275 259 267 275 259
Avg Bars in Winners 443 461 418 443 461 418
Avg Bars in Losers 156 120 185 156 120 185
Bars Traded 23542 12117 11425 23542 12117 11425
Profit Streak 5.2947 6.0412 0 5.2947 6.0412 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 181196 373955 -586959 106165 327877 -586959
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752690300000,
    "first_datapoint_time": 1752760500000,
    "last_datapoint_time": 1760190000000,
    "evaluation_time": 1760190263204,
    "expiration_time": 1766670000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 143,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 235,
            "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": [
        [
            44863.981358321,
            51411.471311051,
            -6547.48995273,
            39350.1448509376,
            50222.1804658642,
            -10872.0356149266
        ],
        [
            44.863981,
            51.411471,
            -6.54749,
            39.350145,
            50.22218,
            -10.872036
        ],
        [
            0.516807,
            0.59223,
            -0.075423,
            0.382968,
            0.469877,
            -0.132497
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -37096,
            -23150,
            -18183,
            -39489,
            -24638,
            -18477
        ],
        [
            1.417716,
            1.902682,
            0.870216,
            1.344062,
            1.822412,
            0.796031
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            34,
            20,
            14,
            34,
            20,
            14
        ],
        [
            54,
            24,
            30,
            54,
            24,
            30
        ],
        [
            38.636364,
            45.454545,
            31.818182,
            38.636364,
            45.454545,
            31.818182
        ],
        [
            2.251666,
            2.283218,
            1.864748,
            2.134687,
            2.186895,
            1.70578
        ],
        [
            36838,
            36838,
            7693,
            37623,
            37623,
            7871
        ],
        [
            -7728,
            -7728,
            -7388,
            -9407,
            -8799,
            -9407
        ],
        [
            267,
            275,
            259,
            267,
            275,
            259
        ],
        [
            443,
            461,
            418,
            443,
            461,
            418
        ],
        [
            156,
            120,
            185,
            156,
            120,
            185
        ],
        [
            23542,
            12117,
            11425,
            23542,
            12117,
            11425
        ],
        [
            5.294713,
            6.041241,
            0,
            5.294713,
            6.041241,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            181196,
            373955,
            -586959,
            106165,
            327877,
            -586959
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752690300000,
    "first_datapoint_time": 1752760500000,
    "last_datapoint_time": 1760190000000,
    "evaluation_time": 1760190263204,
    "expiration_time": 1766670000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 143,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 235,
            "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)