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Trade: CAKE/USDT/720/JMA/JMA/5335

Strategy
CAKE/USDT/720/JMA/JMA/5335
Pair
CAKE_USDT
Interval
12h
Score
317725
Daily Profit
0.216625
Profit Factor
1.479897
Profitability
42.236025
Streak
9.375704
Best Strategy
Training Data Length
1696.000000
Evaluation Time
2025-10-12 00:01
Expiration Time
2025-12-01 11:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 367395.5307 236167.2837 131228.247 426347.5574 431503.6108 -5156.0534
Total P&L (%) 367.3955 236.1673 131.2282 426.3476 431.5036 -5.1561
Avg Daily Profit (%) 0.2166 0.1393 0.0774 0.098 0.0985 -0.0031
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115059 -137644 -52543 -385552 -240477 -356471
Profit Factor 1.4799 1.631 1.3354 1.2358 1.5244 0.9948
Total Trades 161 81 80 161 81 80
Winning Trades 68 31 37 68 31 37
Losing Trades 93 50 43 93 50 43
Profitability (%) 42.236 38.2716 46.25 42.236 38.2716 46.25
Ratio Avg Win / Avg Loss 2.024 2.6306 1.5519 1.6901 2.4587 1.1561
Largest Winning Trade 99055 99055 56414 158934 158934 136162
Largest Losing Trade -24807 -24807 -23873 -101409 -62981 -101409
Avg Bars in Trades 20 20 20 20 20 20
Avg Bars in Winners 28 26 29 28 26 29
Avg Bars in Losers 14 17 12 14 17 12
Bars Traded 3321 1679 1642 3321 1679 1642
Profit Streak 9.3757 53.8757 0 9.3757 53.8757 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 317725 -19308 -108867 -62606 -74100 -599750
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3392,
    "evaluation_days": 1696,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615852800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760216460815,
    "expiration_time": 1764580032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 10,
            "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": [
        [
            367395.5306803271,
            236167.2837185645,
            131228.2469617623,
            426347.5573799456,
            431503.6107610095,
            -5156.0533810642
        ],
        [
            367.395531,
            236.167284,
            131.228247,
            426.347557,
            431.503611,
            -5.156053
        ],
        [
            0.216625,
            0.13925,
            0.077375,
            0.097972,
            0.098547,
            -0.003121
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115059,
            -137644,
            -52543,
            -385552,
            -240477,
            -356471
        ],
        [
            1.479897,
            1.630987,
            1.335374,
            1.235793,
            1.52439,
            0.994767
        ],
        [
            161,
            81,
            80,
            161,
            81,
            80
        ],
        [
            68,
            31,
            37,
            68,
            31,
            37
        ],
        [
            93,
            50,
            43,
            93,
            50,
            43
        ],
        [
            42.236025,
            38.271605,
            46.25,
            42.236025,
            38.271605,
            46.25
        ],
        [
            2.023977,
            2.630624,
            1.551922,
            1.690129,
            2.458694,
            1.15608
        ],
        [
            99055,
            99055,
            56414,
            158934,
            158934,
            136162
        ],
        [
            -24807,
            -24807,
            -23873,
            -101409,
            -62981,
            -101409
        ],
        [
            20,
            20,
            20,
            20,
            20,
            20
        ],
        [
            28,
            26,
            29,
            28,
            26,
            29
        ],
        [
            14,
            17,
            12,
            14,
            17,
            12
        ],
        [
            3321,
            1679,
            1642,
            3321,
            1679,
            1642
        ],
        [
            9.375704,
            53.875704,
            0,
            9.375704,
            53.875704,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317725,
            -19308,
            -108867,
            -62606,
            -74100,
            -599750
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3392,
    "evaluation_days": 1696,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615852800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760216460815,
    "expiration_time": 1764580032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 10,
            "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)