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Trade: CAKE/USDT/720/MIDPRICE/HMA/5124

Strategy
CAKE/USDT/720/MIDPRICE/HMA/5124
Pair
CAKE_USDT
Interval
12h
Score
314252
Daily Profit
0.154136
Profit Factor
1.417614
Profitability
50.862069
Streak
0.000000
Best Strategy
Training Data Length
1694.500000
Evaluation Time
2025-10-10 10:34
Expiration Time
2025-11-29 22:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 261183.9651 160232.6469 100951.3182 50557.1593 444793.5244 -394236.3651
Total P&L (%) 261.184 160.2326 100.9513 50.5572 444.7935 -394.2364
Avg Daily Profit (%) 0.1541 0.0946 0.0596 0.0242 0.1001 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138588 -68239 -136595 -1165155 -331024 -1275751
Profit Factor 1.4176 1.5803 1.289 1.0157 1.3977 0.8116
Total Trades 116 58 58 116 58 58
Winning Trades 59 30 29 59 30 29
Losing Trades 57 28 29 57 28 29
Profitability (%) 50.8621 51.7241 50 50.8621 51.7241 50
Ratio Avg Win / Avg Loss 1.3696 1.475 1.289 0.9813 1.3045 0.8116
Largest Winning Trade 75992 75992 46850 287185 287185 280105
Largest Losing Trade -62254 -28856 -62254 -549243 -148417 -549243
Avg Bars in Trades 28 22 34 28 22 34
Avg Bars in Winners 37 28 45 37 28 45
Avg Bars in Losers 19 16 23 19 16 23
Bars Traded 3308 1319 1989 3308 1319 1989
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314252 -244483 -293410 -366080 -238221 -760833
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3389,
    "evaluation_days": 1694.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1616068800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760081673506,
    "expiration_time": 1764446544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 50,
            "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": [
        [
            261183.9650573086,
            160232.6468821494,
            100951.3181751591,
            50557.1593274284,
            444793.5243913747,
            -394236.3650639465
        ],
        [
            261.183965,
            160.232647,
            100.951318,
            50.557159,
            444.793524,
            -394.236365
        ],
        [
            0.154136,
            0.09456,
            0.059576,
            0.02415,
            0.100094,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138588,
            -68239,
            -136595,
            -1165155,
            -331024,
            -1275751
        ],
        [
            1.417614,
            1.580348,
            1.288992,
            1.015744,
            1.397662,
            0.81161
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            50.862069,
            51.724138,
            50,
            50.862069,
            51.724138,
            50
        ],
        [
            1.369559,
            1.474992,
            1.288992,
            0.981312,
            1.304484,
            0.81161
        ],
        [
            75992,
            75992,
            46850,
            287185,
            287185,
            280105
        ],
        [
            -62254,
            -28856,
            -62254,
            -549243,
            -148417,
            -549243
        ],
        [
            28,
            22,
            34,
            28,
            22,
            34
        ],
        [
            37,
            28,
            45,
            37,
            28,
            45
        ],
        [
            19,
            16,
            23,
            19,
            16,
            23
        ],
        [
            3308,
            1319,
            1989,
            3308,
            1319,
            1989
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314252,
            -244483,
            -293410,
            -366080,
            -238221,
            -760833
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3389,
    "evaluation_days": 1694.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1616068800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760081673506,
    "expiration_time": 1764446544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 50,
            "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)