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Trade: CAKE/USDT/5/T3/RMA/7105

Strategy
CAKE/USDT/5/T3/RMA/7105
Pair
CAKE_USDT
Interval
5m
Score
628652
Daily Profit
0.776189
Profit Factor
5.849160
Profitability
52.941176
Streak
11.194929
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-10 23:20
Expiration Time
2025-12-24 22:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 83678.709 70641.2013 13037.5077 107983.9127 95659.8848 12324.0279
Total P&L (%) 83.6787 70.6412 13.0375 107.9839 95.6599 12.324
Avg Daily Profit (%) 0.9639 0.8137 0.1502 0.8471 0.7762 0.134
Buy And Hold Return (%) 34.1561 34.1561 34.1561 34.1561 34.1561 34.1561
Max Trade Drawdown -15022 -9726 -13747 -16886 -11274 -15523
Profit Factor 2.3165 5.0465 1.2828 2.4943 5.8492 1.2346
Total Trades 68 34 34 68 34 34
Winning Trades 30 18 12 30 18 12
Losing Trades 38 16 22 38 16 22
Profitability (%) 44.1176 52.9412 35.2941 44.1176 52.9412 35.2941
Ratio Avg Win / Avg Loss 2.9342 4.4858 2.3518 3.1594 5.1993 2.2634
Largest Winning Trade 38533 38533 7458 49625 49625 8068
Largest Losing Trade -5907 -3225 -5907 -7049 -3564 -7049
Avg Bars in Trades 346 357 334 346 357 334
Avg Bars in Winners 539 495 604 539 495 604
Avg Bars in Losers 193 202 187 193 202 187
Bars Traded 23547 12171 11376 23547 12171 11376
Profit Streak 4.5838 11.1949 0 4.5838 11.1949 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 -104273 501963 -165175 -103109 628652 -186851
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752627600000,
    "first_datapoint_time": 1752690300000,
    "last_datapoint_time": 1760127300000,
    "evaluation_time": 1760127641860,
    "expiration_time": 1766607300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 210,
            "offset": 0,
            "a": 0.32516
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 170,
            "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": [
        [
            83678.7090351504,
            70641.20130008,
            13037.5077350704,
            107983.9127293982,
            95659.8848010041,
            12324.027928394
        ],
        [
            83.678709,
            70.641201,
            13.037508,
            107.983913,
            95.659885,
            12.324028
        ],
        [
            0.963929,
            0.813745,
            0.150184,
            0.847123,
            0.776189,
            0.133965
        ],
        [
            34.156051,
            34.156051,
            34.156051,
            34.156051,
            34.156051,
            34.156051
        ],
        [
            -15022,
            -9726,
            -13747,
            -16886,
            -11274,
            -15523
        ],
        [
            2.316481,
            5.046499,
            1.282778,
            2.494291,
            5.84916,
            1.234577
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            30,
            18,
            12,
            30,
            18,
            12
        ],
        [
            38,
            16,
            22,
            38,
            16,
            22
        ],
        [
            44.117647,
            52.941176,
            35.294118,
            44.117647,
            52.941176,
            35.294118
        ],
        [
            2.934209,
            4.485777,
            2.35176,
            3.159435,
            5.199253,
            2.263391
        ],
        [
            38533,
            38533,
            7458,
            49625,
            49625,
            8068
        ],
        [
            -5907,
            -3225,
            -5907,
            -7049,
            -3564,
            -7049
        ],
        [
            346,
            357,
            334,
            346,
            357,
            334
        ],
        [
            539,
            495,
            604,
            539,
            495,
            604
        ],
        [
            193,
            202,
            187,
            193,
            202,
            187
        ],
        [
            23547,
            12171,
            11376,
            23547,
            12171,
            11376
        ],
        [
            4.583818,
            11.194929,
            0,
            4.583818,
            11.194929,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -104273,
            501963,
            -165175,
            -103109,
            628652,
            -186851
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752627600000,
    "first_datapoint_time": 1752690300000,
    "last_datapoint_time": 1760127300000,
    "evaluation_time": 1760127641860,
    "expiration_time": 1766607300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 210,
            "offset": 0,
            "a": 0.32516
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 170,
            "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)