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Trade: CAKE/USDT/60/SSF/ZLMA/4486

Strategy
CAKE/USDT/60/SSF/ZLMA/4486
Pair
CAKE_USDT
Interval
1h
Score
426090
Daily Profit
0.372997
Profit Factor
1.835092
Profitability
43.750000
Streak
7.455901
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-25 10:56
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 388521.2698 231192.4697 157328.8001 1636144.0528 1318621.7132 317522.3396
Total P&L (%) 388.5213 231.1925 157.3288 1636.1441 1318.6217 317.5223
Avg Daily Profit (%) 0.373 0.222 0.151 0.2744 0.255 0.1373
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -38581 -48401 -45904 -889989 -256018 -849664
Profit Factor 1.8351 2.1247 1.6058 1.5007 1.9925 1.1637
Total Trades 192 96 96 192 96 96
Winning Trades 84 38 46 84 38 46
Losing Trades 108 58 50 108 58 50
Profitability (%) 43.75 39.5833 47.9167 43.75 39.5833 47.9167
Ratio Avg Win / Avg Loss 2.3594 3.243 1.7455 1.9295 3.0411 1.2649
Largest Winning Trade 63077 63077 35105 775939 775939 547918
Largest Losing Trade -18697 -11055 -18697 -225286 -129441 -225286
Avg Bars in Trades 129 119 138 129 119 138
Avg Bars in Winners 205 187 220 205 187 220
Avg Bars in Losers 69 74 63 69 74 63
Bars Traded 24783 11449 13334 24783 11449 13334
Profit Streak 7.4559 30.6226 0 7.4559 30.6226 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 426090 306070 328824 372572 322037 -51256

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": 1669064400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758786989814,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 226,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 94,
            "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": [
        [
            388521.2698221745,
            231192.4697379009,
            157328.8000842737,
            1636144.05282964,
            1318621.7131854256,
            317522.3396442152
        ],
        [
            388.52127,
            231.19247,
            157.3288,
            1636.144053,
            1318.621713,
            317.52234
        ],
        [
            0.372997,
            0.221955,
            0.151042,
            0.274396,
            0.254954,
            0.1373
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -38581,
            -48401,
            -45904,
            -889989,
            -256018,
            -849664
        ],
        [
            1.835092,
            2.124714,
            1.605841,
            1.500694,
            1.992475,
            1.163744
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            84,
            38,
            46,
            84,
            38,
            46
        ],
        [
            108,
            58,
            50,
            108,
            58,
            50
        ],
        [
            43.75,
            39.583333,
            47.916667,
            43.75,
            39.583333,
            47.916667
        ],
        [
            2.359405,
            3.242985,
            1.745479,
            1.929463,
            3.041146,
            1.264939
        ],
        [
            63077,
            63077,
            35105,
            775939,
            775939,
            547918
        ],
        [
            -18697,
            -11055,
            -18697,
            -225286,
            -129441,
            -225286
        ],
        [
            129,
            119,
            138,
            129,
            119,
            138
        ],
        [
            205,
            187,
            220,
            205,
            187,
            220
        ],
        [
            69,
            74,
            63,
            69,
            74,
            63
        ],
        [
            24783,
            11449,
            13334,
            24783,
            11449,
            13334
        ],
        [
            7.455901,
            30.622567,
            0,
            7.455901,
            30.622567,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426090,
            306070,
            328824,
            372572,
            322037,
            -51256
        ]
    ]
}
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": 1669064400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758786989814,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 226,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 94,
            "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)