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Trade: CAKE/USDT/5/T3/RMA/1117

Strategy
CAKE/USDT/5/T3/RMA/1117
Pair
CAKE_USDT
Interval
5m
Score
621908
Daily Profit
0.757167
Profit Factor
4.347560
Profitability
56.756757
Streak
7.717905
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-05 23:03
Expiration Time
2025-12-19 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 88540.2702 66180.3773 22359.893 120704.7252 92479.7671 28224.9581
Total P&L (%) 88.5403 66.1804 22.3599 120.7047 92.4798 28.225
Avg Daily Profit (%) 1.0199 0.7624 0.2576 0.9161 0.7572 0.2868
Buy And Hold Return (%) 27.3705 27.3705 27.3705 27.3705 27.3705 27.3705
Max Trade Drawdown -14750 -9857 -12089 -19741 -13541 -16480
Profit Factor 2.427 4.0612 1.5531 2.5266 4.3476 1.5487
Total Trades 74 37 37 74 37 37
Winning Trades 35 21 14 35 21 14
Losing Trades 39 16 23 39 16 23
Profitability (%) 47.2973 56.7568 37.8378 47.2973 56.7568 37.8378
Ratio Avg Win / Avg Loss 2.7044 3.0943 2.5515 2.8153 3.3124 2.5442
Largest Winning Trade 38752 38752 7982 61641 61641 10139
Largest Losing Trade -4944 -3448 -4944 -7026 -4341 -7026
Avg Bars in Trades 328 343 313 328 343 313
Avg Bars in Winners 503 468 556 503 468 556
Avg Bars in Losers 171 180 165 171 180 165
Bars Traded 24316 12721 11594 24316 12721 11594
Profit Streak 6.961 7.7179 6.961 6.961 7.7179 6.961
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -55265 568130 -160631 -54396 621908 -150974
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752194700000,
    "first_datapoint_time": 1752267600000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759694626987,
    "expiration_time": 1766174400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 244,
            "offset": 0,
            "a": 0.60265
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 59,
            "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": [
        [
            88540.2702351029,
            66180.3772623927,
            22359.8929727101,
            120704.7251637878,
            92479.7670546123,
            28224.9581091756
        ],
        [
            88.54027,
            66.180377,
            22.359893,
            120.704725,
            92.479767,
            28.224958
        ],
        [
            1.019932,
            0.762359,
            0.257573,
            0.916111,
            0.757167,
            0.286801
        ],
        [
            27.370518,
            27.370518,
            27.370518,
            27.370518,
            27.370518,
            27.370518
        ],
        [
            -14750,
            -9857,
            -12089,
            -19741,
            -13541,
            -16480
        ],
        [
            2.427001,
            4.061229,
            1.553086,
            2.526569,
            4.34756,
            1.548662
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            35,
            21,
            14,
            35,
            21,
            14
        ],
        [
            39,
            16,
            23,
            39,
            16,
            23
        ],
        [
            47.297297,
            56.756757,
            37.837838,
            47.297297,
            56.756757,
            37.837838
        ],
        [
            2.704373,
            3.09427,
            2.551499,
            2.81532,
            3.312427,
            2.54423
        ],
        [
            38752,
            38752,
            7982,
            61641,
            61641,
            10139
        ],
        [
            -4944,
            -3448,
            -4944,
            -7026,
            -4341,
            -7026
        ],
        [
            328,
            343,
            313,
            328,
            343,
            313
        ],
        [
            503,
            468,
            556,
            503,
            468,
            556
        ],
        [
            171,
            180,
            165,
            171,
            180,
            165
        ],
        [
            24316,
            12721,
            11594,
            24316,
            12721,
            11594
        ],
        [
            6.96096,
            7.717905,
            6.96096,
            6.96096,
            7.717905,
            6.96096
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -55265,
            568130,
            -160631,
            -54396,
            621908,
            -150974
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752194700000,
    "first_datapoint_time": 1752267600000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759694626987,
    "expiration_time": 1766174400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 244,
            "offset": 0,
            "a": 0.60265
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 59,
            "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)