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Trade: CAKE/USDT/720/PWMA/MIDPRICE/1127

Strategy
CAKE/USDT/720/PWMA/MIDPRICE/1127
Pair
CAKE_USDT
Interval
12h
Score
313388
Daily Profit
0.211347
Profit Factor
1.574681
Profitability
43.448276
Streak
0.000000
Best Strategy
Training Data Length
1689.000000
Evaluation Time
2025-10-04 22:10
Expiration Time
2025-11-24 06:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 356965.8597 229870.4462 127095.4135 445537.5532 535651.3834 -90113.8302
Total P&L (%) 356.9659 229.8704 127.0954 445.5376 535.6514 -90.1138
Avg Daily Profit (%) 0.2113 0.1361 0.0752 0.1005 0.1096 -0.1369
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95941 -77876 -68337 -999992 -430273 -733468
Profit Factor 1.5747 1.8291 1.3696 1.1052 1.2892 0.9622
Total Trades 145 72 73 145 72 73
Winning Trades 63 29 34 63 29 34
Losing Trades 82 43 39 82 43 39
Profitability (%) 43.4483 40.2778 46.5753 43.4483 40.2778 46.5753
Ratio Avg Win / Avg Loss 2.0496 2.712 1.571 1.4385 1.9116 1.1037
Largest Winning Trade 100947 100947 54786 550590 550590 265303
Largest Losing Trade -39146 -24855 -39146 -532076 -186123 -532076
Avg Bars in Trades 22 21 23 22 21 23
Avg Bars in Winners 33 32 34 33 32 34
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 3323 1581 1742 3323 1581 1742
Profit Streak 0 36.7992 0 0 36.7992 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313388 -90287 -163866 -165472 -127596 -652123
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3378,
    "evaluation_days": 1689,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615291200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759605050572,
    "expiration_time": 1763957088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 11,
            "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": [
        [
            356965.8597031951,
            229870.4461837109,
            127095.4135194841,
            445537.5532279905,
            535651.3834472046,
            -90113.8302192144
        ],
        [
            356.96586,
            229.870446,
            127.095414,
            445.537553,
            535.651383,
            -90.11383
        ],
        [
            0.211347,
            0.136099,
            0.075249,
            0.100501,
            0.109561,
            -0.136912
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95941,
            -77876,
            -68337,
            -999992,
            -430273,
            -733468
        ],
        [
            1.574681,
            1.829056,
            1.369584,
            1.105224,
            1.289223,
            0.962171
        ],
        [
            145,
            72,
            73,
            145,
            72,
            73
        ],
        [
            63,
            29,
            34,
            63,
            29,
            34
        ],
        [
            82,
            43,
            39,
            82,
            43,
            39
        ],
        [
            43.448276,
            40.277778,
            46.575342,
            43.448276,
            40.277778,
            46.575342
        ],
        [
            2.049584,
            2.712048,
            1.570994,
            1.438546,
            1.911607,
            1.103667
        ],
        [
            100947,
            100947,
            54786,
            550590,
            550590,
            265303
        ],
        [
            -39146,
            -24855,
            -39146,
            -532076,
            -186123,
            -532076
        ],
        [
            22,
            21,
            23,
            22,
            21,
            23
        ],
        [
            33,
            32,
            34,
            33,
            32,
            34
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            3323,
            1581,
            1742,
            3323,
            1581,
            1742
        ],
        [
            0,
            36.799196,
            0,
            0,
            36.799196,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313388,
            -90287,
            -163866,
            -165472,
            -127596,
            -652123
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3378,
    "evaluation_days": 1689,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615291200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759605050572,
    "expiration_time": 1763957088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 11,
            "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)