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Trade: CAKE/USDT/5/RMA/HMA/5124

Strategy
CAKE/USDT/5/RMA/HMA/5124
Pair
CAKE_USDT
Interval
5m
Score
518974
Daily Profit
0.764739
Profit Factor
3.809812
Profitability
41.463415
Streak
5.762972
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 08:28
Expiration Time
2025-12-25 07:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 81951.7558 69037.2925 12914.4633 106382.4915 93739.4417 12643.0498
Total P&L (%) 81.9518 69.0373 12.9145 106.3825 93.7394 12.6431
Avg Daily Profit (%) 0.944 0.7953 0.1488 0.8381 0.7647 0.1372
Buy And Hold Return (%) 14.733 14.733 14.733 14.733 14.733 14.733
Max Trade Drawdown -16489 -11627 -8124 -19255 -13659 -8262
Profit Factor 2.2845 3.4935 1.3576 2.4045 3.8098 1.2983
Total Trades 82 41 41 82 41 41
Winning Trades 34 17 17 34 17 17
Losing Trades 48 24 24 48 24 24
Profitability (%) 41.4634 41.4634 41.4634 41.4634 41.4634 41.4634
Ratio Avg Win / Avg Loss 3.2251 4.932 1.9166 3.3946 5.3786 1.8329
Largest Winning Trade 31383 31383 8851 42839 42839 8588
Largest Losing Trade -4627 -3859 -4627 -6030 -6030 -5739
Avg Bars in Trades 287 282 292 287 282 292
Avg Bars in Winners 472 490 454 472 490 454
Avg Bars in Losers 156 135 177 156 135 177
Bars Traded 23582 11588 11994 23582 11588 11994
Profit Streak 5.0303 5.763 0 5.0303 5.763 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 115768 486983 -163634 145301 518974 -179647
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752660600000,
    "first_datapoint_time": 1752729600000,
    "last_datapoint_time": 1760160300000,
    "evaluation_time": 1760160520769,
    "expiration_time": 1766640300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 218,
            "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": [
        [
            81951.7558419764,
            69037.2924932033,
            12914.463348773,
            106382.4914787086,
            93739.4417017432,
            12643.0497769654
        ],
        [
            81.951756,
            69.037292,
            12.914463,
            106.382491,
            93.739442,
            12.64305
        ],
        [
            0.944036,
            0.795269,
            0.148767,
            0.838144,
            0.764739,
            0.137237
        ],
        [
            14.733039,
            14.733039,
            14.733039,
            14.733039,
            14.733039,
            14.733039
        ],
        [
            -16489,
            -11627,
            -8124,
            -19255,
            -13659,
            -8262
        ],
        [
            2.284469,
            3.493476,
            1.357594,
            2.40453,
            3.809812,
            1.298319
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            41.463415,
            41.463415,
            41.463415,
            41.463415,
            41.463415,
            41.463415
        ],
        [
            3.225132,
            4.931966,
            1.916603,
            3.39463,
            5.378557,
            1.832921
        ],
        [
            31383,
            31383,
            8851,
            42839,
            42839,
            8588
        ],
        [
            -4627,
            -3859,
            -4627,
            -6030,
            -6030,
            -5739
        ],
        [
            287,
            282,
            292,
            287,
            282,
            292
        ],
        [
            472,
            490,
            454,
            472,
            490,
            454
        ],
        [
            156,
            135,
            177,
            156,
            135,
            177
        ],
        [
            23582,
            11588,
            11994,
            23582,
            11588,
            11994
        ],
        [
            5.030333,
            5.762972,
            0,
            5.030333,
            5.762972,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            115768,
            486983,
            -163634,
            145301,
            518974,
            -179647
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752660600000,
    "first_datapoint_time": 1752729600000,
    "last_datapoint_time": 1760160300000,
    "evaluation_time": 1760160520769,
    "expiration_time": 1766640300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 218,
            "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)