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Trade: CAKE/USDT/60/PWMA/LINREG/1509

Strategy
CAKE/USDT/60/PWMA/LINREG/1509
Pair
CAKE_USDT
Interval
1h
Score
315454
Daily Profit
0.262160
Profit Factor
1.367980
Profitability
40.238095
Streak
13.624737
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-09 02:59
Expiration Time
2025-12-23 01:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 273084.4241 175721.6101 97362.814 421393.7262 422755.6609 -1361.9347
Total P&L (%) 273.0844 175.7216 97.3628 421.3937 422.7557 -1.3619
Avg Daily Profit (%) 0.2622 0.1687 0.0935 0.1587 0.1589 -0.0013
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87961 -45332 -75574 -805959 -288227 -633156
Profit Factor 1.368 1.4649 1.2674 1.1614 1.3331 0.999
Total Trades 420 210 210 420 210 210
Winning Trades 169 82 87 169 82 87
Losing Trades 251 128 123 251 128 123
Profitability (%) 40.2381 39.0476 41.4286 40.2381 39.0476 41.4286
Ratio Avg Win / Avg Loss 2.0317 2.2867 1.7918 1.725 2.081 1.4124
Largest Winning Trade 61072 61072 46834 434248 434248 249739
Largest Losing Trade -18984 -15278 -18984 -115424 -115424 -96426
Avg Bars in Trades 58 54 63 58 54 63
Avg Bars in Winners 98 87 109 98 87 109
Avg Bars in Losers 31 32 30 31 32 30
Bars Traded 24668 11390 13278 24668 11390 13278
Profit Streak 13.6247 0 15.0414 13.6247 0 15.0414
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315454 210262 -69390 -35554 178263 -581314
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669964400000,
    "first_datapoint_time": 1670468400000,
    "last_datapoint_time": 1759964400000,
    "evaluation_time": 1759967977263,
    "expiration_time": 1766444400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 141,
            "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": [
        [
            273084.4241353032,
            175721.6101077775,
            97362.814027526,
            421393.726183619,
            422755.6608696067,
            -1361.9346859872
        ],
        [
            273.084424,
            175.72161,
            97.362814,
            421.393726,
            422.755661,
            -1.361935
        ],
        [
            0.26216,
            0.168692,
            0.093468,
            0.158653,
            0.158904,
            -0.001316
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87961,
            -45332,
            -75574,
            -805959,
            -288227,
            -633156
        ],
        [
            1.36798,
            1.464902,
            1.267376,
            1.161449,
            1.333137,
            0.998984
        ],
        [
            420,
            210,
            210,
            420,
            210,
            210
        ],
        [
            169,
            82,
            87,
            169,
            82,
            87
        ],
        [
            251,
            128,
            123,
            251,
            128,
            123
        ],
        [
            40.238095,
            39.047619,
            41.428571,
            40.238095,
            39.047619,
            41.428571
        ],
        [
            2.031733,
            2.286677,
            1.791807,
            1.724992,
            2.080995,
            1.412357
        ],
        [
            61072,
            61072,
            46834,
            434248,
            434248,
            249739
        ],
        [
            -18984,
            -15278,
            -18984,
            -115424,
            -115424,
            -96426
        ],
        [
            58,
            54,
            63,
            58,
            54,
            63
        ],
        [
            98,
            87,
            109,
            98,
            87,
            109
        ],
        [
            31,
            32,
            30,
            31,
            32,
            30
        ],
        [
            24668,
            11390,
            13278,
            24668,
            11390,
            13278
        ],
        [
            13.624737,
            0,
            15.041403,
            13.624737,
            0,
            15.041403
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315454,
            210262,
            -69390,
            -35554,
            178263,
            -581314
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669964400000,
    "first_datapoint_time": 1670468400000,
    "last_datapoint_time": 1759964400000,
    "evaluation_time": 1759967977263,
    "expiration_time": 1766444400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 141,
            "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)