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Trade: CAKE/USDT/720/WMA/HWMA/4378

Strategy
CAKE/USDT/720/WMA/HWMA/4378
Pair
CAKE_USDT
Interval
12h
Score
311686
Daily Profit
0.223325
Profit Factor
1.576229
Profitability
43.220339
Streak
0.000000
Best Strategy
Training Data Length
1693.500000
Evaluation Time
2025-10-09 11:42
Expiration Time
2025-11-28 21:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 378200.0425 247719.7688 130480.2737 352031.0326 510355.553 -158324.5204
Total P&L (%) 378.2 247.7198 130.4803 352.031 510.3556 -158.3245
Avg Daily Profit (%) 0.2233 0.1463 0.077 0.0891 0.1069 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115048 -89720 -88010 -1196056 -310931 -917905
Profit Factor 1.5762 1.7916 1.38 1.1232 1.4322 0.9055
Total Trades 118 59 59 118 59 59
Winning Trades 51 22 29 51 22 29
Losing Trades 67 37 30 67 37 30
Profitability (%) 43.2203 37.2881 49.1525 43.2203 37.2881 49.1525
Ratio Avg Win / Avg Loss 2.0707 3.0131 1.4276 1.4756 2.4086 0.9367
Largest Winning Trade 89746 89746 57003 358717 358717 222494
Largest Losing Trade -28866 -28866 -27723 -331289 -178734 -331289
Avg Bars in Trades 28 27 28 28 27 28
Avg Bars in Winners 42 44 40 42 44 40
Avg Bars in Losers 17 17 17 17 17 17
Bars Traded 3338 1640 1698 3338 1640 1698
Profit Streak 0 50.8627 0 0 50.8627 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 311686 -175431 -266235 -160989 -228953 -757510
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3387,
    "evaluation_days": 1693.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614686400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759999339240,
    "expiration_time": 1764357552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            378200.0424586761,
            247719.7688043623,
            130480.2736543138,
            352031.0326024403,
            510355.5529618515,
            -158324.5203594104
        ],
        [
            378.200042,
            247.719769,
            130.480274,
            352.031033,
            510.355553,
            -158.32452
        ],
        [
            0.223325,
            0.146277,
            0.077048,
            0.08912,
            0.10687,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115048,
            -89720,
            -88010,
            -1196056,
            -310931,
            -917905
        ],
        [
            1.576229,
            1.791601,
            1.379965,
            1.123239,
            1.432161,
            0.905509
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            51,
            22,
            29,
            51,
            22,
            29
        ],
        [
            67,
            37,
            30,
            67,
            37,
            30
        ],
        [
            43.220339,
            37.288136,
            49.152542,
            43.220339,
            37.288136,
            49.152542
        ],
        [
            2.070732,
            3.013148,
            1.42755,
            1.475628,
            2.408635,
            0.936733
        ],
        [
            89746,
            89746,
            57003,
            358717,
            358717,
            222494
        ],
        [
            -28866,
            -28866,
            -27723,
            -331289,
            -178734,
            -331289
        ],
        [
            28,
            27,
            28,
            28,
            27,
            28
        ],
        [
            42,
            44,
            40,
            42,
            44,
            40
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            3338,
            1640,
            1698,
            3338,
            1640,
            1698
        ],
        [
            0,
            50.862723,
            0,
            0,
            50.862723,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311686,
            -175431,
            -266235,
            -160989,
            -228953,
            -757510
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3387,
    "evaluation_days": 1693.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614686400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759999339240,
    "expiration_time": 1764357552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)