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Trade: CAKE/USDT/120/MIDPRICE/DEMA/3768

Strategy
CAKE/USDT/120/MIDPRICE/DEMA/3768
Pair
CAKE_USDT
Interval
2h
Score
467494
Daily Profit
0.363462
Profit Factor
1.801228
Profitability
47.572816
Streak
0.000000
Best Strategy
Training Data Length
1689.250000
Evaluation Time
2025-10-05 22:11
Expiration Time
2025-12-05 15:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 613978.8637 396482.5298 217496.334 2697703.1757 5714438.6022 -3016735.4265
Total P&L (%) 613.9789 396.4825 217.4963 2697.7032 5714.4386 -3016.7354
Avg Daily Profit (%) 0.3635 0.2347 0.1288 0.1974 0.2408 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130737 -97624 -105308 -10378361 -3550709 -8277234
Profit Factor 1.8012 2.0434 1.563 1.099 1.5508 0.8212
Total Trades 206 103 103 206 103 103
Winning Trades 98 51 47 98 51 47
Losing Trades 108 52 56 108 52 56
Profitability (%) 47.5728 49.5146 45.6311 47.5728 49.5146 45.6311
Ratio Avg Win / Avg Loss 1.985 2.0835 1.8623 1.2112 1.5812 0.9784
Largest Winning Trade 215476 215476 53918 2762107 2421311 2762107
Largest Losing Trade -31156 -23406 -31156 -3532681 -2257173 -3532681
Avg Bars in Trades 97 81 113 97 81 113
Avg Bars in Winners 128 96 164 128 96 164
Avg Bars in Losers 68 66 70 68 66 70
Bars Traded 20029 8374 11655 20029 8374 11655
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 467494 407996 -20312 -103454 383235 -582756
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20271,
    "evaluation_days": 1689.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614880800000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759691488731,
    "expiration_time": 1764941443200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 100,
            "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": [
        [
            613978.8637236219,
            396482.5297644387,
            217496.3339591831,
            2697703.1756793503,
            5714438.602184076,
            -3016735.426504724
        ],
        [
            613.978864,
            396.48253,
            217.496334,
            2697.703176,
            5714.438602,
            -3016.735427
        ],
        [
            0.363462,
            0.234709,
            0.128753,
            0.197405,
            0.240806,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130737,
            -97624,
            -105308,
            -10378361,
            -3550709,
            -8277234
        ],
        [
            1.801228,
            2.043431,
            1.562998,
            1.099021,
            1.550773,
            0.821162
        ],
        [
            206,
            103,
            103,
            206,
            103,
            103
        ],
        [
            98,
            51,
            47,
            98,
            51,
            47
        ],
        [
            108,
            52,
            56,
            108,
            52,
            56
        ],
        [
            47.572816,
            49.514563,
            45.631068,
            47.572816,
            49.514563,
            45.631068
        ],
        [
            1.985027,
            2.083499,
            1.862296,
            1.211166,
            1.58118,
            0.978406
        ],
        [
            215476,
            215476,
            53918,
            2762107,
            2421311,
            2762107
        ],
        [
            -31156,
            -23406,
            -31156,
            -3532681,
            -2257173,
            -3532681
        ],
        [
            97,
            81,
            113,
            97,
            81,
            113
        ],
        [
            128,
            96,
            164,
            128,
            96,
            164
        ],
        [
            68,
            66,
            70,
            68,
            66,
            70
        ],
        [
            20029,
            8374,
            11655,
            20029,
            8374,
            11655
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            467494,
            407996,
            -20312,
            -103454,
            383235,
            -582756
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20271,
    "evaluation_days": 1689.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614880800000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759691488731,
    "expiration_time": 1764941443200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 100,
            "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)