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Trade: CAKE/USDT/720/DCM/OHLC4/1829

Strategy
CAKE/USDT/720/DCM/OHLC4/1829
Pair
CAKE_USDT
Interval
12h
Score
344930
Daily Profit
0.286425
Profit Factor
1.436281
Profitability
39.230769
Streak
19.011017
Best Strategy
Training Data Length
1690.000000
Evaluation Time
2025-10-06 03:15
Expiration Time
2025-11-25 06:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 484058.1855 280565.3615 203492.824 1253694.6731 934620.8452 319073.8279
Total P&L (%) 484.0582 280.5654 203.4928 1253.6947 934.6208 319.0738
Avg Daily Profit (%) 0.2864 0.166 0.1204 0.1543 0.1384 0.0848
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91208 -122030 -64311 -706714 -260068 -703128
Profit Factor 1.4363 1.5419 1.3439 1.2919 1.5281 1.1263
Total Trades 390 195 195 390 195 195
Winning Trades 153 70 83 153 70 83
Losing Trades 237 125 112 237 125 112
Profitability (%) 39.2308 35.8974 42.5641 39.2308 35.8974 42.5641
Ratio Avg Win / Avg Loss 2.2248 2.7534 1.8134 2.0011 2.7287 1.5199
Largest Winning Trade 60925 60925 50369 432759 432759 310918
Largest Losing Trade -37311 -15855 -37311 -499396 -117080 -499396
Avg Bars in Trades 8 7 9 8 7 9
Avg Bars in Winners 14 14 15 14 14 15
Avg Bars in Losers 4 4 4 4 4 4
Bars Traded 3360 1542 1818 3360 1542 1818
Profit Streak 19.011 42.011 19.011 19.011 42.011 19.011
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344930 225003 -32385 287500 -9078 -161748
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3380,
    "evaluation_days": 1690,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614081600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759709751856,
    "expiration_time": 1764046080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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": [
        [
            484058.1854648801,
            280565.3614707103,
            203492.8239941704,
            1253694.6730688575,
            934620.845208856,
            319073.8278600011
        ],
        [
            484.058185,
            280.565361,
            203.492824,
            1253.694673,
            934.620845,
            319.073828
        ],
        [
            0.286425,
            0.166015,
            0.12041,
            0.154286,
            0.138357,
            0.084822
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91208,
            -122030,
            -64311,
            -706714,
            -260068,
            -703128
        ],
        [
            1.436281,
            1.541925,
            1.34386,
            1.291864,
            1.528086,
            1.126333
        ],
        [
            390,
            195,
            195,
            390,
            195,
            195
        ],
        [
            153,
            70,
            83,
            153,
            70,
            83
        ],
        [
            237,
            125,
            112,
            237,
            125,
            112
        ],
        [
            39.230769,
            35.897436,
            42.564103,
            39.230769,
            35.897436,
            42.564103
        ],
        [
            2.224827,
            2.753438,
            1.813401,
            2.001122,
            2.728725,
            1.519871
        ],
        [
            60925,
            60925,
            50369,
            432759,
            432759,
            310918
        ],
        [
            -37311,
            -15855,
            -37311,
            -499396,
            -117080,
            -499396
        ],
        [
            8,
            7,
            9,
            8,
            7,
            9
        ],
        [
            14,
            14,
            15,
            14,
            14,
            15
        ],
        [
            4,
            4,
            4,
            4,
            4,
            4
        ],
        [
            3360,
            1542,
            1818,
            3360,
            1542,
            1818
        ],
        [
            19.011017,
            42.011017,
            19.011017,
            19.011017,
            42.011017,
            19.011017
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344930,
            225003,
            -32385,
            287500,
            -9078,
            -161748
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3380,
    "evaluation_days": 1690,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614081600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759709751856,
    "expiration_time": 1764046080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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)