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Trade: CAKE/USDT/60/PWMA/SINWMA/8445

Strategy
CAKE/USDT/60/PWMA/SINWMA/8445
Pair
CAKE_USDT
Interval
1h
Score
479479
Daily Profit
0.383945
Profit Factor
1.889879
Profitability
48.730964
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-09 22:15
Expiration Time
2025-12-23 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 399944.361 250813.7701 149130.5909 1698756.6152 1884899.4687 -186142.8535
Total P&L (%) 399.9444 250.8138 149.1306 1698.7566 1884.8995 -186.1429
Avg Daily Profit (%) 0.3839 0.2408 0.1432 0.2778 0.2873 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110732 -43142 -83304 -4127469 -1370681 -3196056
Profit Factor 1.8899 2.1058 1.6699 1.2198 1.5409 0.9561
Total Trades 197 98 99 197 98 99
Winning Trades 96 49 47 96 49 47
Losing Trades 101 49 52 101 49 52
Profitability (%) 48.731 50 47.4747 48.731 50 47.4747
Ratio Avg Win / Avg Loss 1.9883 2.1058 1.8475 1.2834 1.5409 1.0578
Largest Winning Trade 82476 82476 26121 1517703 1517703 1060283
Largest Losing Trade -18077 -18077 -14422 -857968 -857968 -799876
Avg Bars in Trades 124 117 132 124 117 132
Avg Bars in Winners 173 163 184 173 163 184
Avg Bars in Losers 78 71 85 78 71 85
Bars Traded 24589 11501 13088 24589 11501 13088
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 479479 420523 -28 318039 401682 -580383
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670032800000,
    "first_datapoint_time": 1670871600000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760037334932,
    "expiration_time": 1766512800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 49,
            "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": [
        [
            399944.3609876727,
            250813.7700930173,
            149130.5908946554,
            1698756.6151606452,
            1884899.4686832016,
            -186142.8535225579
        ],
        [
            399.944361,
            250.81377,
            149.130591,
            1698.756615,
            1884.899469,
            -186.142854
        ],
        [
            0.383945,
            0.24078,
            0.143165,
            0.277794,
            0.287274,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110732,
            -43142,
            -83304,
            -4127469,
            -1370681,
            -3196056
        ],
        [
            1.889879,
            2.105808,
            1.669883,
            1.219823,
            1.540876,
            0.956129
        ],
        [
            197,
            98,
            99,
            197,
            98,
            99
        ],
        [
            96,
            49,
            47,
            96,
            49,
            47
        ],
        [
            101,
            49,
            52,
            101,
            49,
            52
        ],
        [
            48.730964,
            50,
            47.474747,
            48.730964,
            50,
            47.474747
        ],
        [
            1.98831,
            2.105808,
            1.847531,
            1.283355,
            1.540876,
            1.057845
        ],
        [
            82476,
            82476,
            26121,
            1517703,
            1517703,
            1060283
        ],
        [
            -18077,
            -18077,
            -14422,
            -857968,
            -857968,
            -799876
        ],
        [
            124,
            117,
            132,
            124,
            117,
            132
        ],
        [
            173,
            163,
            184,
            173,
            163,
            184
        ],
        [
            78,
            71,
            85,
            78,
            71,
            85
        ],
        [
            24589,
            11501,
            13088,
            24589,
            11501,
            13088
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            479479,
            420523,
            -28,
            318039,
            401682,
            -580383
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670032800000,
    "first_datapoint_time": 1670871600000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760037334932,
    "expiration_time": 1766512800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 49,
            "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)