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Trade: CAKE/USDT/720/SSF/FWMA/3320

Strategy
CAKE/USDT/720/SSF/FWMA/3320
Pair
CAKE_USDT
Interval
12h
Score
311809
Daily Profit
0.286808
Profit Factor
1.791582
Profitability
38.743455
Streak
0.000000
Best Strategy
Training Data Length
1698.000000
Evaluation Time
2025-10-13 21:21
Expiration Time
2025-12-03 12:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 486999.6522 250707.9095 236291.7428 2104554.1761 1729577.0419 374977.1342
Total P&L (%) 486.9997 250.7079 236.2917 2104.5542 1729.577 374.9771
Avg Daily Profit (%) 0.2868 0.1476 0.1392 0.1823 0.1713 0.0918
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -63471 -97870 -45137 -1303071 -336312 -1336677
Profit Factor 1.7916 1.7918 1.7913 1.5558 2.1001 1.1694
Total Trades 191 96 95 191 96 95
Winning Trades 74 35 39 74 35 39
Losing Trades 117 61 56 117 61 56
Profitability (%) 38.7435 36.4583 41.0526 38.7435 36.4583 41.0526
Ratio Avg Win / Avg Loss 2.8326 3.1229 2.5721 2.4599 3.6601 1.6791
Largest Winning Trade 87707 87707 48395 940385 940385 571617
Largest Losing Trade -24118 -24118 -19403 -477097 -197678 -477097
Avg Bars in Trades 16 15 17 16 15 17
Avg Bars in Winners 28 27 29 28 27 29
Avg Bars in Losers 9 8 9 9 8 9
Bars Traded 3196 1513 1683 3196 1513 1683
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 311809 78160 -7365 271635 233986 -107021
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3396,
    "evaluation_days": 1698,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1621166400000,
    "last_datapoint_time": 1760356800000,
    "evaluation_time": 1760379712788,
    "expiration_time": 1764758016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 34,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 174,
            "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": [
        [
            486999.6522250401,
            250707.9094726798,
            236291.7427523605,
            2104554.1760846768,
            1729577.0418890119,
            374977.1341956656
        ],
        [
            486.999652,
            250.707909,
            236.291743,
            2104.554176,
            1729.577042,
            374.977134
        ],
        [
            0.286808,
            0.147649,
            0.139159,
            0.182328,
            0.171329,
            0.091803
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -63471,
            -97870,
            -45137,
            -1303071,
            -336312,
            -1336677
        ],
        [
            1.791582,
            1.791835,
            1.791313,
            1.555838,
            2.100074,
            1.169363
        ],
        [
            191,
            96,
            95,
            191,
            96,
            95
        ],
        [
            74,
            35,
            39,
            74,
            35,
            39
        ],
        [
            117,
            61,
            56,
            117,
            61,
            56
        ],
        [
            38.743455,
            36.458333,
            41.052632,
            38.743455,
            36.458333,
            41.052632
        ],
        [
            2.832636,
            3.122912,
            2.572142,
            2.459906,
            3.660129,
            1.679086
        ],
        [
            87707,
            87707,
            48395,
            940385,
            940385,
            571617
        ],
        [
            -24118,
            -24118,
            -19403,
            -477097,
            -197678,
            -477097
        ],
        [
            16,
            15,
            17,
            16,
            15,
            17
        ],
        [
            28,
            27,
            29,
            28,
            27,
            29
        ],
        [
            9,
            8,
            9,
            9,
            8,
            9
        ],
        [
            3196,
            1513,
            1683,
            3196,
            1513,
            1683
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311809,
            78160,
            -7365,
            271635,
            233986,
            -107021
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3396,
    "evaluation_days": 1698,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1621166400000,
    "last_datapoint_time": 1760356800000,
    "evaluation_time": 1760379712788,
    "expiration_time": 1764758016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 34,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 174,
            "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)