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Trade: CAKE/USDT/720/HILO/SINWMA/7083

Strategy
CAKE/USDT/720/HILO/SINWMA/7083
Pair
CAKE_USDT
Interval
12h
Score
484302
Daily Profit
0.269385
Profit Factor
1.501237
Profitability
49.230769
Streak
18.056680
Best Strategy
Training Data Length
1689.500000
Evaluation Time
2025-10-05 04:21
Expiration Time
2025-11-24 18:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 455125.6509 307592.3558 147533.295 495801.7607 377408.1719 118393.5887
Total P&L (%) 455.1257 307.5924 147.5333 495.8018 377.4082 118.3936
Avg Daily Profit (%) 0.2694 0.1821 0.0873 0.1057 0.0926 0.0462
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109644 -147873 -67102 -91143 -91240 -59507
Profit Factor 1.5012 1.5643 1.4065 1.5662 1.7147 1.3406
Total Trades 260 130 130 260 130 130
Winning Trades 128 54 74 128 54 74
Losing Trades 132 76 56 132 76 56
Profitability (%) 49.2308 41.5385 56.9231 49.2308 41.5385 56.9231
Ratio Avg Win / Avg Loss 1.5482 2.2017 1.0644 1.6151 2.4133 1.0145
Largest Winning Trade 103438 103438 31807 147792 147792 36259
Largest Losing Trade -46861 -46861 -41206 -71282 -71282 -37951
Avg Bars in Trades 12 19 6 12 19 6
Avg Bars in Winners 14 23 7 14 23 7
Avg Bars in Losers 11 16 4 11 16 4
Bars Traded 3348 2506 842 3348 2506 842
Profit Streak 18.0567 19.0567 18.0567 18.0567 19.0567 18.0567
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 484302 292368 -74109 -46246 -68290 -129284
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3379,
    "evaluation_days": 1689.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614729600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759627297125,
    "expiration_time": 1764001584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 22,
            "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": [
        [
            455125.6508689979,
            307592.3558365486,
            147533.2950324494,
            495801.760655666,
            377408.1719104275,
            118393.5887452385
        ],
        [
            455.125651,
            307.592356,
            147.533295,
            495.801761,
            377.408172,
            118.393589
        ],
        [
            0.269385,
            0.182061,
            0.087324,
            0.105693,
            0.092567,
            0.046245
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109644,
            -147873,
            -67102,
            -91143,
            -91240,
            -59507
        ],
        [
            1.501237,
            1.564335,
            1.406481,
            1.56618,
            1.714688,
            1.340581
        ],
        [
            260,
            130,
            130,
            260,
            130,
            130
        ],
        [
            128,
            54,
            74,
            128,
            54,
            74
        ],
        [
            132,
            76,
            56,
            132,
            76,
            56
        ],
        [
            49.230769,
            41.538462,
            56.923077,
            49.230769,
            41.538462,
            56.923077
        ],
        [
            1.548151,
            2.201657,
            1.064364,
            1.615123,
            2.413264,
            1.014494
        ],
        [
            103438,
            103438,
            31807,
            147792,
            147792,
            36259
        ],
        [
            -46861,
            -46861,
            -41206,
            -71282,
            -71282,
            -37951
        ],
        [
            12,
            19,
            6,
            12,
            19,
            6
        ],
        [
            14,
            23,
            7,
            14,
            23,
            7
        ],
        [
            11,
            16,
            4,
            11,
            16,
            4
        ],
        [
            3348,
            2506,
            842,
            3348,
            2506,
            842
        ],
        [
            18.05668,
            19.05668,
            18.05668,
            18.05668,
            19.05668,
            18.05668
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            484302,
            292368,
            -74109,
            -46246,
            -68290,
            -129284
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3379,
    "evaluation_days": 1689.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614729600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759627297125,
    "expiration_time": 1764001584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 22,
            "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)