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Trade: CAKE/USDT/720/LINREG/FWMA/8096

Strategy
CAKE/USDT/720/LINREG/FWMA/8096
Pair
CAKE_USDT
Interval
12h
Score
371532
Daily Profit
0.220821
Profit Factor
1.343694
Profitability
45.454545
Streak
10.520235
Best Strategy
Training Data Length
1679.000000
Evaluation Time
2025-09-28 03:29
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 370759.1042 195678.6088 175080.4954 477353.9279 357000.8477 120353.0802
Total P&L (%) 370.7591 195.6786 175.0805 477.3539 357.0008 120.3531
Avg Daily Profit (%) 0.2208 0.1165 0.1043 0.1045 0.0905 0.0471
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -192505 -173556 -96105 -262172 -182075 -205049
Profit Factor 1.3437 1.3661 1.3217 1.3275 1.4719 1.1717
Total Trades 363 182 181 363 182 181
Winning Trades 165 80 85 165 80 85
Losing Trades 198 102 96 198 102 96
Profitability (%) 45.4545 43.956 46.9613 45.4545 43.956 46.9613
Ratio Avg Win / Avg Loss 1.6124 1.7418 1.4927 1.593 1.8767 1.3233
Largest Winning Trade 72083 72083 40332 214263 214263 106100
Largest Losing Trade -26099 -26099 -23206 -155292 -129818 -155292
Avg Bars in Trades 8 8 8 8 8 8
Avg Bars in Winners 11 11 11 11 11 11
Avg Bars in Losers 6 6 5 6 6 5
Bars Traded 3146 1618 1529 3146 1618 1529
Profit Streak 10.5202 25.0202 0 10.5202 25.0202 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 371532 -36464 -54065 -51078 -70488 -162238
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3358,
    "evaluation_days": 1679,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1622419200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759019348346,
    "expiration_time": 1763067168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 203,
            "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": [
        [
            370759.1041685987,
            195678.6087675367,
            175080.495401062,
            477353.9279337436,
            357000.847730328,
            120353.0802034157
        ],
        [
            370.759104,
            195.678609,
            175.080495,
            477.353928,
            357.000848,
            120.35308
        ],
        [
            0.220821,
            0.116545,
            0.104277,
            0.104479,
            0.090542,
            0.047067
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -192505,
            -173556,
            -96105,
            -262172,
            -182075,
            -205049
        ],
        [
            1.343694,
            1.366109,
            1.321681,
            1.327516,
            1.471926,
            1.171682
        ],
        [
            363,
            182,
            181,
            363,
            182,
            181
        ],
        [
            165,
            80,
            85,
            165,
            80,
            85
        ],
        [
            198,
            102,
            96,
            198,
            102,
            96
        ],
        [
            45.454545,
            43.956044,
            46.961326,
            45.454545,
            43.956044,
            46.961326
        ],
        [
            1.612432,
            1.741789,
            1.492722,
            1.593019,
            1.876705,
            1.323312
        ],
        [
            72083,
            72083,
            40332,
            214263,
            214263,
            106100
        ],
        [
            -26099,
            -26099,
            -23206,
            -155292,
            -129818,
            -155292
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            6,
            6,
            5,
            6,
            6,
            5
        ],
        [
            3146,
            1618,
            1529,
            3146,
            1618,
            1529
        ],
        [
            10.520235,
            25.020235,
            0,
            10.520235,
            25.020235,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371532,
            -36464,
            -54065,
            -51078,
            -70488,
            -162238
        ]
    ]
}
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": 1622419200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759019348346,
    "expiration_time": 1763067168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 203,
            "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)