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Trade: CAKE/USDT/720/ZLMA/HWMA/3420

Strategy
CAKE/USDT/720/ZLMA/HWMA/3420
Pair
CAKE_USDT
Interval
12h
Score
311295
Daily Profit
0.197990
Profit Factor
1.466429
Profitability
45.454545
Streak
0.000000
Best Strategy
Training Data Length
1693.000000
Evaluation Time
2025-10-08 20:06
Expiration Time
2025-11-28 08:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 335196.5273 223501.2363 111695.291 176613.57 507606.4064 -330992.8364
Total P&L (%) 335.1965 223.5012 111.6953 176.6136 507.6064 -330.9928
Avg Daily Profit (%) 0.198 0.132 0.066 0.0601 0.1066 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110268 -70480 -94929 -935003 -327753 -917325
Profit Factor 1.4664 1.7028 1.2788 1.0468 1.3167 0.8475
Total Trades 121 60 61 121 60 61
Winning Trades 55 26 29 55 26 29
Losing Trades 66 34 32 66 34 32
Profitability (%) 45.4545 43.3333 47.541 45.4545 43.3333 47.541
Ratio Avg Win / Avg Loss 1.7597 2.2268 1.4111 1.2562 1.7218 0.9352
Largest Winning Trade 103515 103515 58308 616273 616273 225350
Largest Losing Trade -40317 -29491 -40317 -241417 -241417 -214518
Avg Bars in Trades 27 29 25 27 29 25
Avg Bars in Winners 37 39 35 37 39 35
Avg Bars in Losers 18 21 15 18 21 15
Bars Traded 3281 1749 1532 3281 1749 1532
Profit Streak 0 51.2128 0 0 51.2128 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 311295 -184490 -267244 -282867 -219845 -743136
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3386,
    "evaluation_days": 1693,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615636800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759943187275,
    "expiration_time": 1764313056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 46,
            "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": [
        [
            335196.5272577379,
            223501.2363057077,
            111695.2909520303,
            176613.5699976118,
            507606.4064304068,
            -330992.8364327948
        ],
        [
            335.196527,
            223.501236,
            111.695291,
            176.61357,
            507.606406,
            -330.992836
        ],
        [
            0.19799,
            0.132015,
            0.065975,
            0.060116,
            0.106634,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110268,
            -70480,
            -94929,
            -935003,
            -327753,
            -917325
        ],
        [
            1.466429,
            1.702839,
            1.278788,
            1.0468,
            1.316695,
            0.847538
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            55,
            26,
            29,
            55,
            26,
            29
        ],
        [
            66,
            34,
            32,
            66,
            34,
            32
        ],
        [
            45.454545,
            43.333333,
            47.540984,
            45.454545,
            43.333333,
            47.540984
        ],
        [
            1.759715,
            2.22679,
            1.411076,
            1.25616,
            1.721832,
            0.935214
        ],
        [
            103515,
            103515,
            58308,
            616273,
            616273,
            225350
        ],
        [
            -40317,
            -29491,
            -40317,
            -241417,
            -241417,
            -214518
        ],
        [
            27,
            29,
            25,
            27,
            29,
            25
        ],
        [
            37,
            39,
            35,
            37,
            39,
            35
        ],
        [
            18,
            21,
            15,
            18,
            21,
            15
        ],
        [
            3281,
            1749,
            1532,
            3281,
            1749,
            1532
        ],
        [
            0,
            51.212816,
            0,
            0,
            51.212816,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311295,
            -184490,
            -267244,
            -282867,
            -219845,
            -743136
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3386,
    "evaluation_days": 1693,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615636800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759943187275,
    "expiration_time": 1764313056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 46,
            "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)