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Trade: CAKE/USDT/5/SINWMA/DCM/2241

Strategy
CAKE/USDT/5/SINWMA/DCM/2241
Pair
CAKE_USDT
Interval
5m
Score
360839
Daily Profit
0.782784
Profit Factor
1.599230
Profitability
38.202247
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 15:15
Expiration Time
2025-12-25 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 81250.1149 51893.3847 29356.7302 96774.6747 53834.8473 42939.8273
Total P&L (%) 81.2501 51.8934 29.3567 96.7747 53.8348 42.9398
Avg Daily Profit (%) 0.936 0.5978 0.3382 0.7828 0.4974 0.4124
Buy And Hold Return (%) 12.1611 12.1611 12.1611 12.1611 12.1611 12.1611
Max Trade Drawdown -37344 -27348 -17818 -36438 -26683 -17179
Profit Factor 1.553 1.7191 1.3926 1.5992 1.6584 1.5385
Total Trades 178 89 89 178 89 89
Winning Trades 68 35 33 68 35 33
Losing Trades 110 54 56 110 54 56
Profitability (%) 38.2022 39.3258 37.0787 38.2022 39.3258 37.0787
Ratio Avg Win / Avg Loss 2.5121 2.6524 2.3632 2.587 2.5587 2.6108
Largest Winning Trade 36458 36458 21404 40908 40908 34922
Largest Losing Trade -5255 -5255 -4620 -9005 -9005 -6400
Avg Bars in Trades 138 141 135 138 141 135
Avg Bars in Winners 234 235 232 234 235 232
Avg Bars in Losers 79 80 77 79 80 77
Bars Traded 24638 12603 12034 24638 12603 12034
Profit Streak 0 0 1.0179 0 0 1.0179
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352552 211694 -3521 360839 181695 -783
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752684900000,
    "first_datapoint_time": 1752732600000,
    "last_datapoint_time": 1760184600000,
    "evaluation_time": 1760184950291,
    "expiration_time": 1766664600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 85,
            "offset": 75
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 85,
            "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": [
        [
            81250.1148643114,
            51893.3846690283,
            29356.7301952832,
            96774.6746684615,
            53834.8473348841,
            42939.8273335774
        ],
        [
            81.250115,
            51.893385,
            29.35673,
            96.774675,
            53.834847,
            42.939827
        ],
        [
            0.935953,
            0.597781,
            0.338172,
            0.782784,
            0.497385,
            0.412383
        ],
        [
            12.161085,
            12.161085,
            12.161085,
            12.161085,
            12.161085,
            12.161085
        ],
        [
            -37344,
            -27348,
            -17818,
            -36438,
            -26683,
            -17179
        ],
        [
            1.552954,
            1.719132,
            1.39259,
            1.59923,
            1.658437,
            1.53852
        ],
        [
            178,
            89,
            89,
            178,
            89,
            89
        ],
        [
            68,
            35,
            33,
            68,
            35,
            33
        ],
        [
            110,
            54,
            56,
            110,
            54,
            56
        ],
        [
            38.202247,
            39.325843,
            37.078652,
            38.202247,
            39.325843,
            37.078652
        ],
        [
            2.512132,
            2.652375,
            2.363183,
            2.58699,
            2.558731,
            2.610821
        ],
        [
            36458,
            36458,
            21404,
            40908,
            40908,
            34922
        ],
        [
            -5255,
            -5255,
            -4620,
            -9005,
            -9005,
            -6400
        ],
        [
            138,
            141,
            135,
            138,
            141,
            135
        ],
        [
            234,
            235,
            232,
            234,
            235,
            232
        ],
        [
            79,
            80,
            77,
            79,
            80,
            77
        ],
        [
            24638,
            12603,
            12034,
            24638,
            12603,
            12034
        ],
        [
            0,
            0,
            1.017943,
            0,
            0,
            1.017943
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352552,
            211694,
            -3521,
            360839,
            181695,
            -783
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752684900000,
    "first_datapoint_time": 1752732600000,
    "last_datapoint_time": 1760184600000,
    "evaluation_time": 1760184950291,
    "expiration_time": 1766664600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 85,
            "offset": 75
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 85,
            "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)