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Trade: CAKE/USDT/5/SINWMA/HMA/9573

Strategy
CAKE/USDT/5/SINWMA/HMA/9573
Pair
CAKE_USDT
Interval
5m
Score
322654
Daily Profit
0.980112
Profit Factor
1.846280
Profitability
38.970588
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 14:47
Expiration Time
2025-12-27 13:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 102840.7895 76072.6661 26768.1234 133192.1557 102547.9529 30644.2029
Total P&L (%) 102.8408 76.0727 26.7681 133.1922 102.548 30.6442
Avg Daily Profit (%) 1.1847 0.8763 0.3084 0.9801 0.8164 0.3084
Buy And Hold Return (%) 28.1428 28.1428 28.1428 28.1428 28.1428 28.1428
Max Trade Drawdown -46082 -28811 -21636 -46495 -29621 -21591
Profit Factor 1.7767 2.2247 1.3808 1.8463 2.5077 1.3429
Total Trades 136 68 68 136 68 68
Winning Trades 53 27 26 53 27 26
Losing Trades 83 41 42 83 41 42
Profitability (%) 38.9706 39.7059 38.2353 38.9706 39.7059 38.2353
Ratio Avg Win / Avg Loss 2.7823 3.3783 2.2305 2.8913 3.8079 2.1693
Largest Winning Trade 40237 40237 35259 54952 42555 54952
Largest Losing Trade -6425 -4732 -6425 -16013 -7741 -16013
Avg Bars in Trades 180 183 177 180 183 177
Avg Bars in Winners 317 328 306 317 328 306
Avg Bars in Losers 93 88 98 93 88 98
Bars Traded 24608 12509 12099 24608 12509 12099
Profit Streak 0 4.9043 0 0 4.9043 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 289699 -100828 -271522 322654 -99776 -244100
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752855900000,
    "first_datapoint_time": 1752930300000,
    "last_datapoint_time": 1760355600000,
    "evaluation_time": 1760356030980,
    "expiration_time": 1766835600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "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": [
        [
            102840.7894702409,
            76072.6660736996,
            26768.1233965413,
            133192.1557424541,
            102547.9528784389,
            30644.2028640152
        ],
        [
            102.840789,
            76.072666,
            26.768123,
            133.192156,
            102.547953,
            30.644203
        ],
        [
            1.184665,
            0.876312,
            0.308353,
            0.980112,
            0.816362,
            0.308397
        ],
        [
            28.142803,
            28.142803,
            28.142803,
            28.142803,
            28.142803,
            28.142803
        ],
        [
            -46082,
            -28811,
            -21636,
            -46495,
            -29621,
            -21591
        ],
        [
            1.776664,
            2.224737,
            1.380769,
            1.84628,
            2.507667,
            1.3429
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            53,
            27,
            26,
            53,
            27,
            26
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            38.970588,
            39.705882,
            38.235294,
            38.970588,
            39.705882,
            38.235294
        ],
        [
            2.782322,
            3.378304,
            2.230474,
            2.891344,
            3.807939,
            2.169299
        ],
        [
            40237,
            40237,
            35259,
            54952,
            42555,
            54952
        ],
        [
            -6425,
            -4732,
            -6425,
            -16013,
            -7741,
            -16013
        ],
        [
            180,
            183,
            177,
            180,
            183,
            177
        ],
        [
            317,
            328,
            306,
            317,
            328,
            306
        ],
        [
            93,
            88,
            98,
            93,
            88,
            98
        ],
        [
            24608,
            12509,
            12099,
            24608,
            12509,
            12099
        ],
        [
            0,
            4.904294,
            0,
            0,
            4.904294,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            289699,
            -100828,
            -271522,
            322654,
            -99776,
            -244100
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752855900000,
    "first_datapoint_time": 1752930300000,
    "last_datapoint_time": 1760355600000,
    "evaluation_time": 1760356030980,
    "expiration_time": 1766835600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "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)