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Trade: CAKE/USDT/120/PWMA/JMA/8148

Strategy
CAKE/USDT/120/PWMA/JMA/8148
Pair
CAKE_USDT
Interval
2h
Score
480855
Daily Profit
0.352108
Profit Factor
2.051654
Profitability
47.976879
Streak
0.000000
Best Strategy
Training Data Length
1695.170000
Evaluation Time
2025-10-11 20:01
Expiration Time
2025-12-11 18:37

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 596883.141 359420.2302 237462.9108 4855923.9304 5252313.6459 -396389.7155
Total P&L (%) 596.8831 359.4202 237.4629 4855.9239 5252.3136 -396.3897
Avg Daily Profit (%) 0.3521 0.212 0.1401 0.2305 0.2351 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97122 -56958 -77517 -9377870 -2258500 -7255020
Profit Factor 2.0517 2.3599 1.783 1.27 1.7356 0.9634
Total Trades 173 86 87 173 86 87
Winning Trades 83 37 46 83 37 46
Losing Trades 90 49 41 90 49 41
Profitability (%) 47.9769 43.0233 52.8736 47.9769 43.0233 52.8736
Ratio Avg Win / Avg Loss 2.2247 3.1252 1.5892 1.3771 2.2985 0.8587
Largest Winning Trade 105114 105114 54526 2672734 2672734 1915070
Largest Losing Trade -28376 -14294 -28376 -1963439 -916644 -1963439
Avg Bars in Trades 115 105 125 115 105 125
Avg Bars in Winners 176 166 184 176 166 184
Avg Bars in Losers 59 59 59 59 59 59
Bars Traded 19980 9038 10942 19980 9038 10942
Profit Streak 0 46.7097 0 0 46.7097 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 480855 350634 -2597 299472 329352 -580727
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20342,
    "evaluation_days": 1695.17,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615327200000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760202117448,
    "expiration_time": 1765471046400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 76,
            "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": [
        [
            596883.1409888724,
            359420.2302172041,
            237462.9107716689,
            4855923.9304473335,
            5252313.645897671,
            -396389.7154503339
        ],
        [
            596.883141,
            359.42023,
            237.462911,
            4855.92393,
            5252.313646,
            -396.389715
        ],
        [
            0.352108,
            0.212026,
            0.140082,
            0.230518,
            0.235067,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97122,
            -56958,
            -77517,
            -9377870,
            -2258500,
            -7255020
        ],
        [
            2.051654,
            2.359874,
            1.783029,
            1.27003,
            1.735585,
            0.963441
        ],
        [
            173,
            86,
            87,
            173,
            86,
            87
        ],
        [
            83,
            37,
            46,
            83,
            37,
            46
        ],
        [
            90,
            49,
            41,
            90,
            49,
            41
        ],
        [
            47.976879,
            43.023256,
            52.873563,
            47.976879,
            43.023256,
            52.873563
        ],
        [
            2.224685,
            3.125238,
            1.589221,
            1.37714,
            2.298477,
            0.85872
        ],
        [
            105114,
            105114,
            54526,
            2672734,
            2672734,
            1915070
        ],
        [
            -28376,
            -14294,
            -28376,
            -1963439,
            -916644,
            -1963439
        ],
        [
            115,
            105,
            125,
            115,
            105,
            125
        ],
        [
            176,
            166,
            184,
            176,
            166,
            184
        ],
        [
            59,
            59,
            59,
            59,
            59,
            59
        ],
        [
            19980,
            9038,
            10942,
            19980,
            9038,
            10942
        ],
        [
            0,
            46.709693,
            0,
            0,
            46.709693,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            480855,
            350634,
            -2597,
            299472,
            329352,
            -580727
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20342,
    "evaluation_days": 1695.17,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615327200000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760202117448,
    "expiration_time": 1765471046400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 76,
            "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)