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Trade: CAKE/USDT/720/JMA/HWMA/5493

Strategy
CAKE/USDT/720/JMA/HWMA/5493
Pair
CAKE_USDT
Interval
12h
Score
317086
Daily Profit
0.153486
Profit Factor
1.286214
Profitability
49.438202
Streak
14.301380
Best Strategy
Training Data Length
1679.000000
Evaluation Time
2025-09-26 22:13
Expiration Time
2025-11-13 22:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 257702.9208 129494.8675 128208.0532 37976.2712 42896.028 -4919.7568
Total P&L (%) 257.7029 129.4949 128.2081 37.9763 42.896 -4.9198
Avg Daily Profit (%) 0.1535 0.0771 0.0764 0.0192 0.0213 -0.003
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104440 -97940 -87996 -124272 -92141 -109249
Profit Factor 1.2862 1.2842 1.2883 1.0457 1.1079 0.9886
Total Trades 178 89 89 178 89 89
Winning Trades 88 39 49 88 39 49
Losing Trades 90 50 40 90 50 40
Profitability (%) 49.4382 43.8202 55.0562 49.4382 43.8202 55.0562
Ratio Avg Win / Avg Loss 1.3154 1.6464 1.0517 1.0695 1.4204 0.8071
Largest Winning Trade 91350 91350 39473 51219 51219 40487
Largest Losing Trade -51337 -34538 -51337 -65803 -32111 -65803
Avg Bars in Trades 18 18 18 18 18 18
Avg Bars in Winners 18 18 18 18 18 18
Avg Bars in Losers 18 18 18 18 18 18
Bars Traded 3230 1614 1616 3230 1614 1616
Profit Streak 14.3014 23.3014 0 14.3014 23.3014 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317086 -90769 -90363 -338273 -270101 -580161

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3358,
    "evaluation_days": 1679,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1618401600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758914039219,
    "expiration_time": 1763067168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.33918
        }
    }
}
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": [
        [
            257702.9207859787,
            129494.8675411618,
            128208.0532448168,
            37976.2712408461,
            42896.0279970372,
            -4919.7567561912
        ],
        [
            257.702921,
            129.494868,
            128.208053,
            37.976271,
            42.896028,
            -4.919757
        ],
        [
            0.153486,
            0.077126,
            0.07636,
            0.019175,
            0.021262,
            -0.003005
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104440,
            -97940,
            -87996,
            -124272,
            -92141,
            -109249
        ],
        [
            1.286214,
            1.284168,
            1.28831,
            1.045737,
            1.107948,
            0.988637
        ],
        [
            178,
            89,
            89,
            178,
            89,
            89
        ],
        [
            88,
            39,
            49,
            88,
            39,
            49
        ],
        [
            90,
            50,
            40,
            90,
            50,
            40
        ],
        [
            49.438202,
            43.820225,
            55.05618,
            49.438202,
            43.820225,
            55.05618
        ],
        [
            1.315446,
            1.64637,
            1.051682,
            1.069504,
            1.420447,
            0.80705
        ],
        [
            91350,
            91350,
            39473,
            51219,
            51219,
            40487
        ],
        [
            -51337,
            -34538,
            -51337,
            -65803,
            -32111,
            -65803
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            3230,
            1614,
            1616,
            3230,
            1614,
            1616
        ],
        [
            14.30138,
            23.30138,
            0,
            14.30138,
            23.30138,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317086,
            -90769,
            -90363,
            -338273,
            -270101,
            -580161
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3358,
    "evaluation_days": 1679,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1618401600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758914039219,
    "expiration_time": 1763067168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.33918
        }
    }
}

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)