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Trade: CAKE/USDT/120/ALMA/PWMA/8765

Strategy
CAKE/USDT/120/ALMA/PWMA/8765
Pair
CAKE_USDT
Interval
2h
Score
403398
Daily Profit
0.318781
Profit Factor
1.935355
Profitability
43.646409
Streak
0.000000
Best Strategy
Training Data Length
1695.830000
Evaluation Time
2025-10-12 12:09
Expiration Time
2025-12-12 11:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 540598.4972 328400.0546 212198.4426 2599122.8475 3355370.1766 -756247.329
Total P&L (%) 540.5985 328.4001 212.1984 2599.1228 3355.3702 -756.2473
Avg Daily Profit (%) 0.3188 0.1937 0.1251 0.1945 0.2091 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89058 -93354 -81275 -5165480 -1153203 -4604609
Profit Factor 1.9354 2.104 1.7565 1.2279 1.8417 0.8981
Total Trades 181 90 91 181 90 91
Winning Trades 79 33 46 79 33 46
Losing Trades 102 57 45 102 57 45
Profitability (%) 43.6464 36.6667 50.5495 43.6464 36.6667 50.5495
Ratio Avg Win / Avg Loss 2.4988 3.6341 1.7184 1.5854 3.1811 0.8785
Largest Winning Trade 110215 110215 54556 1366011 1288234 1366011
Largest Losing Trade -40109 -17638 -40109 -1807632 -509696 -1807632
Avg Bars in Trades 111 101 120 111 101 120
Avg Bars in Winners 169 164 172 169 164 172
Avg Bars in Losers 65 64 67 65 64 67
Bars Traded 20092 9142 10950 20092 9142 10950
Profit Streak 0 54.3812 0 0 54.3812 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 403398 238721 -22875 260004 240257 -581017
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20350,
    "evaluation_days": 1695.83,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614816000000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760260139601,
    "expiration_time": 1765530720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 32,
            "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": [
        [
            540598.4971990819,
            328400.054583736,
            212198.4426153459,
            2599122.847522869,
            3355370.1765534324,
            -756247.3290305624
        ],
        [
            540.598497,
            328.400055,
            212.198443,
            2599.122848,
            3355.370177,
            -756.247329
        ],
        [
            0.318781,
            0.193652,
            0.12513,
            0.194519,
            0.209114,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89058,
            -93354,
            -81275,
            -5165480,
            -1153203,
            -4604609
        ],
        [
            1.935355,
            2.103956,
            1.756541,
            1.227906,
            1.841675,
            0.89805
        ],
        [
            181,
            90,
            91,
            181,
            90,
            91
        ],
        [
            79,
            33,
            46,
            79,
            33,
            46
        ],
        [
            102,
            57,
            45,
            102,
            57,
            45
        ],
        [
            43.646409,
            36.666667,
            50.549451,
            43.646409,
            36.666667,
            50.549451
        ],
        [
            2.498813,
            3.634106,
            1.718355,
            1.585397,
            3.181076,
            0.878527
        ],
        [
            110215,
            110215,
            54556,
            1366011,
            1288234,
            1366011
        ],
        [
            -40109,
            -17638,
            -40109,
            -1807632,
            -509696,
            -1807632
        ],
        [
            111,
            101,
            120,
            111,
            101,
            120
        ],
        [
            169,
            164,
            172,
            169,
            164,
            172
        ],
        [
            65,
            64,
            67,
            65,
            64,
            67
        ],
        [
            20092,
            9142,
            10950,
            20092,
            9142,
            10950
        ],
        [
            0,
            54.381245,
            0,
            0,
            54.381245,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            403398,
            238721,
            -22875,
            260004,
            240257,
            -581017
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20350,
    "evaluation_days": 1695.83,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614816000000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760260139601,
    "expiration_time": 1765530720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 32,
            "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)