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Trade: CAKE/USDT/60/MIDPRICE/HILO/6460

Strategy
CAKE/USDT/60/MIDPRICE/HILO/6460
Pair
CAKE_USDT
Interval
1h
Score
364578
Daily Profit
0.315700
Profit Factor
1.409531
Profitability
41.552511
Streak
10.642906
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-28 23:25
Expiration Time
2025-12-12 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 328854.8522 218939.2751 109915.5771 613329.0949 594037.0007 19292.0942
Total P&L (%) 328.8549 218.9393 109.9156 613.3291 594.037 19.2921
Avg Daily Profit (%) 0.3157 0.2102 0.1055 0.1888 0.1862 0.0169
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88441 -72469 -57624 -701275 -239409 -662620
Profit Factor 1.4095 1.5897 1.2546 1.205 1.4342 1.0119
Total Trades 438 219 219 438 219 219
Winning Trades 182 85 97 182 85 97
Losing Trades 256 134 122 256 134 122
Profitability (%) 41.5525 38.8128 44.2922 41.5525 38.8128 44.2922
Ratio Avg Win / Avg Loss 1.9826 2.5061 1.5779 1.6949 2.2609 1.2727
Largest Winning Trade 57807 57807 46200 387612 387612 336354
Largest Losing Trade -30919 -15855 -30919 -137217 -119132 -137217
Avg Bars in Trades 56 47 65 56 47 65
Avg Bars in Winners 79 60 96 79 60 96
Avg Bars in Losers 39 39 40 39 39 40
Bars Traded 24683 10391 14292 24683 10391 14292
Profit Streak 10.6429 11.1846 0 10.6429 11.1846 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364578 271846 -52825 295533 245237 -386671
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669089600000,
    "first_datapoint_time": 1669633200000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759091147074,
    "expiration_time": 1765569600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            328854.852162935,
            218939.2750509359,
            109915.5771119989,
            613329.0948793422,
            594037.0006636305,
            19292.0942157118
        ],
        [
            328.854852,
            218.939275,
            109.915577,
            613.329095,
            594.037001,
            19.292094
        ],
        [
            0.3157,
            0.210181,
            0.105519,
            0.188796,
            0.186159,
            0.016936
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88441,
            -72469,
            -57624,
            -701275,
            -239409,
            -662620
        ],
        [
            1.409531,
            1.589693,
            1.254595,
            1.205,
            1.434154,
            1.011882
        ],
        [
            438,
            219,
            219,
            438,
            219,
            219
        ],
        [
            182,
            85,
            97,
            182,
            85,
            97
        ],
        [
            256,
            134,
            122,
            256,
            134,
            122
        ],
        [
            41.552511,
            38.812785,
            44.292237,
            41.552511,
            38.812785,
            44.292237
        ],
        [
            1.982637,
            2.506104,
            1.577944,
            1.694945,
            2.260901,
            1.272677
        ],
        [
            57807,
            57807,
            46200,
            387612,
            387612,
            336354
        ],
        [
            -30919,
            -15855,
            -30919,
            -137217,
            -119132,
            -137217
        ],
        [
            56,
            47,
            65,
            56,
            47,
            65
        ],
        [
            79,
            60,
            96,
            79,
            60,
            96
        ],
        [
            39,
            39,
            40,
            39,
            39,
            40
        ],
        [
            24683,
            10391,
            14292,
            24683,
            10391,
            14292
        ],
        [
            10.642906,
            11.184572,
            0,
            10.642906,
            11.184573,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364578,
            271846,
            -52825,
            295533,
            245237,
            -386671
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669089600000,
    "first_datapoint_time": 1669633200000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759091147074,
    "expiration_time": 1765569600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)