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Trade: CAKE/USDT/60/MIDPRICE/WMA/9845

Strategy
CAKE/USDT/60/MIDPRICE/WMA/9845
Pair
CAKE_USDT
Interval
1h
Score
487178
Daily Profit
0.376631
Profit Factor
2.617834
Profitability
45.348837
Streak
38.444704
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 10:40
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 392306.7223 241509.8775 150796.8448 1632961.4951 1277671.9295 355289.5656
Total P&L (%) 392.3067 241.5099 150.7968 1632.9615 1277.6719 355.2896
Avg Daily Profit (%) 0.3766 0.2319 0.1448 0.2742 0.2521 0.1456
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -60721 -34605 -39367 -1117640 -348310 -769330
Profit Factor 2.6178 3.1956 2.1382 1.7471 2.4912 1.2674
Total Trades 86 43 43 86 43 43
Winning Trades 39 17 22 39 17 22
Losing Trades 47 26 21 47 26 21
Profitability (%) 45.3488 39.5349 51.1628 45.3488 39.5349 51.1628
Ratio Avg Win / Avg Loss 3.1548 4.8874 2.041 2.1055 3.81 1.2098
Largest Winning Trade 99766 99766 52272 464751 464751 397448
Largest Losing Trade -21029 -14012 -21029 -346313 -160485 -346313
Avg Bars in Trades 284 238 331 284 238 331
Avg Bars in Winners 452 415 482 452 415 482
Avg Bars in Losers 145 123 172 145 123 172
Bars Traded 24506 10271 14235 24506 10271 14235
Profit Streak 38.4447 38.4447 46.8614 38.4447 38.4447 46.8614
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 487178 379001 181765 410175 351301 72237

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669842000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758872422449,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 241,
            "offset": 69
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 156,
            "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": [
        [
            392306.7222525561,
            241509.8774878664,
            150796.8447646895,
            1632961.495107403,
            1277671.9295369314,
            355289.5655704721
        ],
        [
            392.306722,
            241.509877,
            150.796845,
            1632.961495,
            1277.67193,
            355.289566
        ],
        [
            0.376631,
            0.23186,
            0.144771,
            0.27422,
            0.252135,
            0.145626
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -60721,
            -34605,
            -39367,
            -1117640,
            -348310,
            -769330
        ],
        [
            2.617834,
            3.195579,
            2.138169,
            1.747121,
            2.491173,
            1.267366
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            47,
            26,
            21,
            47,
            26,
            21
        ],
        [
            45.348837,
            39.534884,
            51.162791,
            45.348837,
            39.534884,
            51.162791
        ],
        [
            3.154825,
            4.887357,
            2.04098,
            2.105504,
            3.810029,
            1.209759
        ],
        [
            99766,
            99766,
            52272,
            464751,
            464751,
            397448
        ],
        [
            -21029,
            -14012,
            -21029,
            -346313,
            -160485,
            -346313
        ],
        [
            284,
            238,
            331,
            284,
            238,
            331
        ],
        [
            452,
            415,
            482,
            452,
            415,
            482
        ],
        [
            145,
            123,
            172,
            145,
            123,
            172
        ],
        [
            24506,
            10271,
            14235,
            24506,
            10271,
            14235
        ],
        [
            38.444704,
            38.444704,
            46.861371,
            38.444704,
            38.444704,
            46.861371
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            487178,
            379001,
            181765,
            410175,
            351301,
            72237
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669842000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758872422449,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 241,
            "offset": 69
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 156,
            "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)