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Trade: CAKE/USDT/720/ZLMA/OHLC4/1814

Strategy
CAKE/USDT/720/ZLMA/OHLC4/1814
Pair
CAKE_USDT
Interval
12h
Score
317881
Daily Profit
0.338175
Profit Factor
1.652501
Profitability
36.271186
Streak
0.000000
Best Strategy
Training Data Length
1679.000000
Evaluation Time
2025-09-27 05:03
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 567796.2142 350253.6902 217542.524 3208864.664 2735863.0288 473001.6352
Total P&L (%) 567.7962 350.2537 217.5425 3208.8647 2735.863 473.0016
Avg Daily Profit (%) 0.3382 0.2086 0.1296 0.2086 0.1994 0.104
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -68435 -102543 -52381 -2367955 -536984 -2300116
Profit Factor 1.6525 1.8063 1.4992 1.4335 1.9161 1.1071
Total Trades 295 147 148 295 147 148
Winning Trades 107 55 52 107 55 52
Losing Trades 188 92 96 188 92 96
Profitability (%) 36.2712 37.415 35.1351 36.2712 37.415 35.1351
Ratio Avg Win / Avg Loss 2.9035 3.0214 2.7678 2.5186 3.2051 2.0439
Largest Winning Trade 70052 70052 60795 1683453 1683453 1259614
Largest Losing Trade -23796 -22518 -23796 -793671 -286577 -793671
Avg Bars in Trades 11 12 10 11 12 10
Avg Bars in Winners 20 19 20 20 19 20
Avg Bars in Losers 6 7 4 6 7 4
Bars Traded 3306 1785 1521 3306 1785 1521
Profit Streak 0 33.0859 0 0 33.0859 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317881 264062 -23303 237740 283866 -161363
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3358,
    "evaluation_days": 1679,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615593600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758938621923,
    "expiration_time": 1763067168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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": [
        [
            567796.2142439195,
            350253.6902471378,
            217542.5239967823,
            3208864.664026428,
            2735863.028783678,
            473001.6352427498
        ],
        [
            567.796214,
            350.25369,
            217.542524,
            3208.864664,
            2735.863029,
            473.001635
        ],
        [
            0.338175,
            0.208609,
            0.129567,
            0.208627,
            0.19942,
            0.104028
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -68435,
            -102543,
            -52381,
            -2367955,
            -536984,
            -2300116
        ],
        [
            1.652501,
            1.806272,
            1.49921,
            1.433486,
            1.916113,
            1.107109
        ],
        [
            295,
            147,
            148,
            295,
            147,
            148
        ],
        [
            107,
            55,
            52,
            107,
            55,
            52
        ],
        [
            188,
            92,
            96,
            188,
            92,
            96
        ],
        [
            36.271186,
            37.414966,
            35.135135,
            36.271186,
            37.414966,
            35.135135
        ],
        [
            2.903459,
            3.021401,
            2.767772,
            2.518648,
            3.205134,
            2.043893
        ],
        [
            70052,
            70052,
            60795,
            1683453,
            1683453,
            1259614
        ],
        [
            -23796,
            -22518,
            -23796,
            -793671,
            -286577,
            -793671
        ],
        [
            11,
            12,
            10,
            11,
            12,
            10
        ],
        [
            20,
            19,
            20,
            20,
            19,
            20
        ],
        [
            6,
            7,
            4,
            6,
            7,
            4
        ],
        [
            3306,
            1785,
            1521,
            3306,
            1785,
            1521
        ],
        [
            0,
            33.085902,
            0,
            0,
            33.085902,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317881,
            264062,
            -23303,
            237740,
            283866,
            -161363
        ]
    ]
}
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": 1615593600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758938621923,
    "expiration_time": 1763067168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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)