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Trade: CAKE/USDT/5/SSF/JMA/3956

Strategy
CAKE/USDT/5/SSF/JMA/3956
Pair
CAKE_USDT
Interval
5m
Score
425669
Daily Profit
0.759983
Profit Factor
1.559798
Profitability
46.043165
Streak
4.257594
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 65974.1026 60179.5663 5794.5363 74020.4026 72648.1984 1372.2042
Total P&L (%) 65.9741 60.1796 5.7945 74.0204 72.6482 1.3722
Avg Daily Profit (%) 0.76 0.6932 0.0668 0.6402 0.631 0.0157
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26249 -21326 -11424 -29283 -23625 -13684
Profit Factor 1.5598 2.0424 1.0964 1.5193 2.057 1.0186
Total Trades 139 70 69 139 70 69
Winning Trades 64 34 30 64 34 30
Losing Trades 75 36 39 75 36 39
Profitability (%) 46.0432 48.5714 43.4783 46.0432 48.5714 43.4783
Ratio Avg Win / Avg Loss 1.8279 2.1625 1.4253 1.7804 2.178 1.3242
Largest Winning Trade 36750 36750 6972 45154 45154 8045
Largest Losing Trade -7157 -3943 -7157 -13010 -6219 -13010
Avg Bars in Trades 172 187 157 172 187 157
Avg Bars in Winners 272 295 247 272 295 247
Avg Bars in Losers 87 85 88 87 85 88
Bars Traded 23998 13116 10881 23998 13116 10881
Profit Streak 4.2576 6.0805 0 4.2576 6.0805 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 425669 -80449 -490534 389574 -80576 -644166
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": 1752756900000,
    "last_datapoint_time": 1760184600000,
    "evaluation_time": 1760184956123,
    "expiration_time": 1766664600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 208,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 241,
            "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": [
        [
            65974.1026397712,
            60179.5663319953,
            5794.5363077759,
            74020.4026218661,
            72648.1983753471,
            1372.204246519
        ],
        [
            65.974103,
            60.179566,
            5.794536,
            74.020403,
            72.648198,
            1.372204
        ],
        [
            0.759983,
            0.693233,
            0.06675,
            0.640219,
            0.631041,
            0.015701
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26249,
            -21326,
            -11424,
            -29283,
            -23625,
            -13684
        ],
        [
            1.559798,
            2.042402,
            1.09638,
            1.519312,
            2.057022,
            1.018592
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            64,
            34,
            30,
            64,
            34,
            30
        ],
        [
            75,
            36,
            39,
            75,
            36,
            39
        ],
        [
            46.043165,
            48.571429,
            43.478261,
            46.043165,
            48.571429,
            43.478261
        ],
        [
            1.827888,
            2.162543,
            1.425294,
            1.780444,
            2.178023,
            1.32417
        ],
        [
            36750,
            36750,
            6972,
            45154,
            45154,
            8045
        ],
        [
            -7157,
            -3943,
            -7157,
            -13010,
            -6219,
            -13010
        ],
        [
            172,
            187,
            157,
            172,
            187,
            157
        ],
        [
            272,
            295,
            247,
            272,
            295,
            247
        ],
        [
            87,
            85,
            88,
            87,
            85,
            88
        ],
        [
            23998,
            13116,
            10881,
            23998,
            13116,
            10881
        ],
        [
            4.257594,
            6.080511,
            0,
            4.257594,
            6.080511,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425669,
            -80449,
            -490534,
            389574,
            -80576,
            -644166
        ]
    ]
}
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": 1752756900000,
    "last_datapoint_time": 1760184600000,
    "evaluation_time": 1760184956123,
    "expiration_time": 1766664600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 208,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 241,
            "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)