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Trade: CAKE/USDT/5/T3/WMA/9049

Strategy
CAKE/USDT/5/T3/WMA/9049
Pair
CAKE_USDT
Interval
5m
Score
521699
Daily Profit
0.709917
Profit Factor
2.448027
Profitability
52.500000
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 83924.948 61627.922 22297.026 102359.9919 66951.5241 35408.4678
Total P&L (%) 83.9249 61.6279 22.297 102.36 66.9515 35.4085
Avg Daily Profit (%) 0.9668 0.7099 0.2568 0.8153 0.5922 0.3498
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -17583 -11749 -17185 -21049 -21049 -17363
Profit Factor 1.9109 2.448 1.4497 1.9679 2.204 1.7061
Total Trades 80 40 40 80 40 40
Winning Trades 38 21 17 38 21 17
Losing Trades 42 19 23 42 19 23
Profitability (%) 47.5 52.5 42.5 47.5 52.5 42.5
Ratio Avg Win / Avg Loss 2.112 2.2149 1.9614 2.175 1.9941 2.3082
Largest Winning Trade 40164 40164 13138 44642 44642 25944
Largest Losing Trade -9422 -9422 -6564 -21049 -21049 -6614
Avg Bars in Trades 301 308 295 301 308 295
Avg Bars in Winners 458 452 465 458 452 465
Avg Bars in Losers 160 149 168 160 149 168
Bars Traded 24136 12333 11803 24136 12333 11803
Profit Streak 0 0 12.6187 0 0 12.6187
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -10174 521699 55165 -10195 481286 222368
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": 1752754800000,
    "last_datapoint_time": 1760184600000,
    "evaluation_time": 1760184951737,
    "expiration_time": 1766664600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 234,
            "offset": 0,
            "a": 0.66129
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 199,
            "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": [
        [
            83924.9480001997,
            61627.922042265,
            22297.0259579348,
            102359.9918996994,
            66951.5240760695,
            35408.4678236299
        ],
        [
            83.924948,
            61.627922,
            22.297026,
            102.359992,
            66.951524,
            35.408468
        ],
        [
            0.966766,
            0.709917,
            0.256849,
            0.815283,
            0.592154,
            0.349793
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -17583,
            -11749,
            -17185,
            -21049,
            -21049,
            -17363
        ],
        [
            1.910858,
            2.448027,
            1.449733,
            1.967869,
            2.203981,
            1.706056
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            47.5,
            52.5,
            42.5,
            47.5,
            52.5,
            42.5
        ],
        [
            2.112001,
            2.214882,
            1.961403,
            2.175013,
            1.994078,
            2.308194
        ],
        [
            40164,
            40164,
            13138,
            44642,
            44642,
            25944
        ],
        [
            -9422,
            -9422,
            -6564,
            -21049,
            -21049,
            -6614
        ],
        [
            301,
            308,
            295,
            301,
            308,
            295
        ],
        [
            458,
            452,
            465,
            458,
            452,
            465
        ],
        [
            160,
            149,
            168,
            160,
            149,
            168
        ],
        [
            24136,
            12333,
            11803,
            24136,
            12333,
            11803
        ],
        [
            0,
            0,
            12.618654,
            0,
            0,
            12.618654
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -10174,
            521699,
            55165,
            -10195,
            481286,
            222368
        ]
    ]
}
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": 1752754800000,
    "last_datapoint_time": 1760184600000,
    "evaluation_time": 1760184951737,
    "expiration_time": 1766664600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 234,
            "offset": 0,
            "a": 0.66129
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 199,
            "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)