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Trade: CAKE/USDT/5/RMA/SSF/7925

Strategy
CAKE/USDT/5/RMA/SSF/7925
Pair
CAKE_USDT
Interval
5m
Score
640795
Daily Profit
0.868068
Profit Factor
3.763411
Profitability
57.142857
Streak
6.597363
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 21:40
Expiration Time
2025-12-26 20:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 137080.5934 80634.6868 56445.9066 242789.6955 131022.3786 111767.3169
Total P&L (%) 137.0806 80.6347 56.4459 242.7897 131.0224 111.7673
Avg Daily Profit (%) 1.5791 0.9289 0.6502 1.4292 0.9692 0.8681
Buy And Hold Return (%) 23.5273 23.5273 23.5273 23.5273 23.5273 23.5273
Max Trade Drawdown -11870 -8980 -5370 -17231 -12694 -9710
Profit Factor 3.7994 4.8307 3.0219 4.4288 5.315 3.7634
Total Trades 69 34 35 69 34 35
Winning Trades 36 16 20 36 16 20
Losing Trades 33 18 15 33 18 15
Profitability (%) 52.1739 47.0588 57.1429 52.1739 47.0588 57.1429
Ratio Avg Win / Avg Loss 3.4828 5.4345 2.2664 4.0597 5.9794 2.8226
Largest Winning Trade 31377 30843 31377 81869 52723 81869
Largest Losing Trade -5096 -3135 -5096 -7614 -5390 -7614
Avg Bars in Trades 357 337 377 357 337 377
Avg Bars in Winners 531 536 528 531 536 528
Avg Bars in Losers 167 160 175 167 160 175
Bars Traded 24670 11474 13196 24670 11474 13196
Profit Streak 6.5974 7.3439 6.5974 6.5974 7.3439 6.5974
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -86943 563445 456196 -85829 631475 640795
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752794400000,
    "first_datapoint_time": 1752848100000,
    "last_datapoint_time": 1760294100000,
    "evaluation_time": 1760294412190,
    "expiration_time": 1766774100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 165,
            "offset": 15
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 127,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            137080.5934203337,
            80634.686795691,
            56445.9066246427,
            242789.6955134626,
            131022.3785789344,
            111767.3169345283
        ],
        [
            137.080593,
            80.634687,
            56.445907,
            242.789696,
            131.022379,
            111.767317
        ],
        [
            1.579088,
            0.928864,
            0.650224,
            1.429248,
            0.969238,
            0.868068
        ],
        [
            23.527259,
            23.527259,
            23.527259,
            23.527259,
            23.527259,
            23.527259
        ],
        [
            -11870,
            -8980,
            -5370,
            -17231,
            -12694,
            -9710
        ],
        [
            3.79944,
            4.830703,
            3.021878,
            4.42877,
            5.315036,
            3.763411
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            33,
            18,
            15,
            33,
            18,
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        ],
        [
            52.173913,
            47.058824,
            57.142857,
            52.173913,
            47.058824,
            57.142857
        ],
        [
            3.48282,
            5.434541,
            2.266408,
            4.059706,
            5.979415,
            2.822558
        ],
        [
            31377,
            30843,
            31377,
            81869,
            52723,
            81869
        ],
        [
            -5096,
            -3135,
            -5096,
            -7614,
            -5390,
            -7614
        ],
        [
            357,
            337,
            377,
            357,
            337,
            377
        ],
        [
            531,
            536,
            528,
            531,
            536,
            528
        ],
        [
            167,
            160,
            175,
            167,
            160,
            175
        ],
        [
            24670,
            11474,
            13196,
            24670,
            11474,
            13196
        ],
        [
            6.597363,
            7.343891,
            6.597363,
            6.597363,
            7.343891,
            6.597363
        ],
        [
            2,
            1,
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            1,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            -86943,
            563445,
            456196,
            -85829,
            631475,
            640795
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752794400000,
    "first_datapoint_time": 1752848100000,
    "last_datapoint_time": 1760294100000,
    "evaluation_time": 1760294412190,
    "expiration_time": 1766774100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 165,
            "offset": 15
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 127,
            "offset": 0,
            "poles": 2
        }
    }
}

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)