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Trade: CAKE/USDT/720/PWMA/BBM/1992

Strategy
CAKE/USDT/720/PWMA/BBM/1992
Pair
CAKE_USDT
Interval
12h
Score
453826
Daily Profit
0.351414
Profit Factor
1.583786
Profitability
44.036697
Streak
7.778594
Best Strategy
Training Data Length
1679.000000
Evaluation Time
2025-09-26 09:41
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 590024.2655 358803.5926 231220.6729 2441983.6943 2548964.2078 -106980.5135
Total P&L (%) 590.0243 358.8036 231.2207 2441.9837 2548.9642 -106.9805
Avg Daily Profit (%) 0.3514 0.2137 0.1377 0.1929 0.1954 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95637 -112524 -67702 -4170115 -1521670 -3204387
Profit Factor 1.5838 1.6847 1.4751 1.2044 1.4613 0.9833
Total Trades 327 164 163 327 164 163
Winning Trades 144 67 77 144 67 77
Losing Trades 183 97 86 183 97 86
Profitability (%) 44.0367 40.8537 47.2393 44.0367 40.8537 47.2393
Ratio Avg Win / Avg Loss 2.0127 2.439 1.6476 1.5305 2.1156 1.0983
Largest Winning Trade 91867 91867 38764 2123526 2123526 1089317
Largest Losing Trade -33484 -24118 -33484 -1187617 -1003958 -1187617
Avg Bars in Trades 10 9 10 10 9 10
Avg Bars in Winners 14 14 14 14 14 14
Avg Bars in Losers 6 6 7 6 6 7
Bars Traded 3331 1633 1698 3331 1633 1698
Profit Streak 7.7786 30.7786 0 7.7786 30.7786 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 453826 322385 -7421 321575 295335 -579608

Evaluation Data

{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3358,
    "evaluation_days": 1679,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614513600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758868870547,
    "expiration_time": 1763067168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 215,
            "offset": 0,
            "std": 4.57951
        }
    }
}
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": [
        [
            590024.2654936065,
            358803.5926216193,
            231220.6728719864,
            2441983.6943044,
            2548964.2077865507,
            -106980.5134821494
        ],
        [
            590.024265,
            358.803593,
            231.220673,
            2441.983694,
            2548.964208,
            -106.980513
        ],
        [
            0.351414,
            0.213701,
            0.137713,
            0.192892,
            0.195352,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95637,
            -112524,
            -67702,
            -4170115,
            -1521670,
            -3204387
        ],
        [
            1.583786,
            1.684666,
            1.475147,
            1.204353,
            1.461262,
            0.983346
        ],
        [
            327,
            164,
            163,
            327,
            164,
            163
        ],
        [
            144,
            67,
            77,
            144,
            67,
            77
        ],
        [
            183,
            97,
            86,
            183,
            97,
            86
        ],
        [
            44.036697,
            40.853659,
            47.239264,
            44.036697,
            40.853659,
            47.239264
        ],
        [
            2.012728,
            2.438995,
            1.647567,
            1.530532,
            2.115559,
            1.098283
        ],
        [
            91867,
            91867,
            38764,
            2123526,
            2123526,
            1089317
        ],
        [
            -33484,
            -24118,
            -33484,
            -1187617,
            -1003958,
            -1187617
        ],
        [
            10,
            9,
            10,
            10,
            9,
            10
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            6,
            6,
            7,
            6,
            6,
            7
        ],
        [
            3331,
            1633,
            1698,
            3331,
            1633,
            1698
        ],
        [
            7.778594,
            30.778594,
            0,
            7.778594,
            30.778594,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            453826,
            322385,
            -7421,
            321575,
            295335,
            -579608
        ]
    ]
}
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": 1614513600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758868870547,
    "expiration_time": 1763067168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 215,
            "offset": 0,
            "std": 4.57951
        }
    }
}

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)