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Trade: CAKE/USDT/720/HILO/WMA/1908

Strategy
CAKE/USDT/720/HILO/WMA/1908
Pair
CAKE_USDT
Interval
12h
Score
563193
Daily Profit
0.335216
Profit Factor
1.804176
Profitability
51.724138
Streak
25.139109
Best Strategy
Training Data Length
1696.500000
Evaluation Time
2025-10-12 06:20
Expiration Time
2025-12-01 23:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 568693.313 336341.6952 232351.6178 2341892.8408 1580762.3037 761130.5371
Total P&L (%) 568.6933 336.3417 232.3516 2341.8928 1580.7623 761.1305
Avg Daily Profit (%) 0.3352 0.1983 0.137 0.1885 0.1665 0.127
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85070 -64528 -61688 -970257 -1097331 -457824
Profit Factor 1.8042 1.8303 1.7692 1.5443 1.6043 1.4513
Total Trades 203 102 101 203 102 101
Winning Trades 105 45 60 105 45 60
Losing Trades 98 57 41 98 57 41
Profitability (%) 51.7241 44.1176 59.4059 51.7241 44.1176 59.4059
Ratio Avg Win / Avg Loss 1.6839 2.3183 1.2089 1.4413 2.0321 0.9917
Largest Winning Trade 101117 101117 46773 808532 808532 274846
Largest Losing Trade -45730 -45730 -41206 -508554 -508554 -186331
Avg Bars in Trades 16 23 9 16 23 9
Avg Bars in Winners 20 33 11 20 33 11
Avg Bars in Losers 12 15 7 12 15 7
Bars Traded 3353 2381 972 3353 2381 972
Profit Streak 25.1391 26.1391 25.1391 25.1391 26.1391 25.1391
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 563193 352987 -6195 451617 342504 -21968
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3393,
    "evaluation_days": 1696.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615075200000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760239219017,
    "expiration_time": 1764624528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 33,
            "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": [
        [
            568693.3130142018,
            336341.6952037164,
            232351.6178104854,
            2341892.840782546,
            1580762.3036920836,
            761130.5370904617
        ],
        [
            568.693313,
            336.341695,
            232.351618,
            2341.892841,
            1580.762304,
            761.130537
        ],
        [
            0.335216,
            0.198256,
            0.136959,
            0.188528,
            0.166471,
            0.126993
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85070,
            -64528,
            -61688,
            -970257,
            -1097331,
            -457824
        ],
        [
            1.804176,
            1.830274,
            1.769177,
            1.544292,
            1.604251,
            1.45129
        ],
        [
            203,
            102,
            101,
            203,
            102,
            101
        ],
        [
            105,
            45,
            60,
            105,
            45,
            60
        ],
        [
            98,
            57,
            41,
            98,
            57,
            41
        ],
        [
            51.724138,
            44.117647,
            59.405941,
            51.724138,
            44.117647,
            59.405941
        ],
        [
            1.683897,
            2.318347,
            1.208938,
            1.44134,
            2.032051,
            0.991715
        ],
        [
            101117,
            101117,
            46773,
            808532,
            808532,
            274846
        ],
        [
            -45730,
            -45730,
            -41206,
            -508554,
            -508554,
            -186331
        ],
        [
            16,
            23,
            9,
            16,
            23,
            9
        ],
        [
            20,
            33,
            11,
            20,
            33,
            11
        ],
        [
            12,
            15,
            7,
            12,
            15,
            7
        ],
        [
            3353,
            2381,
            972,
            3353,
            2381,
            972
        ],
        [
            25.139109,
            26.139109,
            25.139109,
            25.139109,
            26.139109,
            25.139109
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            563193,
            352987,
            -6195,
            451617,
            342504,
            -21968
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3393,
    "evaluation_days": 1696.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615075200000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760239219017,
    "expiration_time": 1764624528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 33,
            "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)