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Trade: CAKE/USDT/60/PWMA/WMA/5421

Strategy
CAKE/USDT/60/PWMA/WMA/5421
Pair
CAKE_USDT
Interval
1h
Score
414678
Daily Profit
0.324919
Profit Factor
1.468527
Profitability
45.142857
Streak
9.855575
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-28 09:32
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 338442.1442 224288.4512 114153.693 617400.7613 700821.9254 -83421.1641
Total P&L (%) 338.4421 224.2885 114.1537 617.4008 700.8219 -83.4212
Avg Daily Profit (%) 0.3249 0.2153 0.1096 0.1894 0.1999 -0.1724
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108018 -76285 -69688 -1624819 -586985 -1055381
Profit Factor 1.4685 1.6336 1.3099 1.1441 1.3655 0.9647
Total Trades 350 175 175 350 175 175
Winning Trades 158 77 81 158 77 81
Losing Trades 192 98 94 192 98 94
Profitability (%) 45.1429 44 46.2857 45.1429 44 46.2857
Ratio Avg Win / Avg Loss 1.7845 2.0791 1.5201 1.3903 1.7379 1.1196
Largest Winning Trade 100467 100467 30294 565032 565032 406400
Largest Losing Trade -18025 -18025 -17653 -390100 -327991 -390100
Avg Bars in Trades 70 69 72 70 69 72
Avg Bars in Winners 95 98 93 95 98 93
Avg Bars in Losers 50 46 53 50 46 53
Bars Traded 24755 12153 12602 24755 12153 12602
Profit Streak 9.8556 21.9806 0 9.8556 21.9806 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 414678 357076 -46511 -53436 313421 -580194
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": 1669518000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1759041121727,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 220,
            "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": [
        [
            338442.1441785478,
            224288.4512262904,
            114153.6929522576,
            617400.7613296256,
            700821.9253796777,
            -83421.1640500526
        ],
        [
            338.442144,
            224.288451,
            114.153693,
            617.400761,
            700.821925,
            -83.421164
        ],
        [
            0.324919,
            0.215327,
            0.109592,
            0.189352,
            0.199934,
            -0.172375
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108018,
            -76285,
            -69688,
            -1624819,
            -586985,
            -1055381
        ],
        [
            1.468527,
            1.633563,
            1.309912,
            1.144126,
            1.36552,
            0.964748
        ],
        [
            350,
            175,
            175,
            350,
            175,
            175
        ],
        [
            158,
            77,
            81,
            158,
            77,
            81
        ],
        [
            192,
            98,
            94,
            192,
            98,
            94
        ],
        [
            45.142857,
            44,
            46.285714,
            45.142857,
            44,
            46.285714
        ],
        [
            1.784539,
            2.07908,
            1.520144,
            1.39033,
            1.737935,
            1.119584
        ],
        [
            100467,
            100467,
            30294,
            565032,
            565032,
            406400
        ],
        [
            -18025,
            -18025,
            -17653,
            -390100,
            -327991,
            -390100
        ],
        [
            70,
            69,
            72,
            70,
            69,
            72
        ],
        [
            95,
            98,
            93,
            95,
            98,
            93
        ],
        [
            50,
            46,
            53,
            50,
            46,
            53
        ],
        [
            24755,
            12153,
            12602,
            24755,
            12153,
            12602
        ],
        [
            9.855575,
            21.980575,
            0,
            9.855575,
            21.980576,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            414678,
            357076,
            -46511,
            -53436,
            313421,
            -580194
        ]
    ]
}
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": 1669518000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1759041121727,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 220,
            "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)