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Trade: CAKE/USDT/15/ALMA/SINWMA/1773

Strategy
CAKE/USDT/15/ALMA/SINWMA/1773
Pair
CAKE_USDT
Interval
15m
Score
362863
Daily Profit
0.474910
Profit Factor
1.481182
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 11:49
Expiration Time
2025-12-15 10:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 123676.0257 84188.5785 39487.4472 130994.7262 108460.5875 22534.1387
Total P&L (%) 123.676 84.1886 39.4874 130.9947 108.4606 22.5341
Avg Daily Profit (%) 0.4749 0.3233 0.1516 0.322 0.2825 0.0781
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -45246 -37762 -43052 -95479 -61641 -55974
Profit Factor 1.4812 1.6374 1.316 1.2585 1.4371 1.0871
Total Trades 118 59 59 118 59 59
Winning Trades 59 29 30 59 29 30
Losing Trades 59 30 29 59 30 29
Profitability (%) 50 49.1525 50.8475 50 49.1525 50.8475
Ratio Avg Win / Avg Loss 1.4812 1.6939 1.2722 1.2585 1.4866 1.0509
Largest Winning Trade 55007 55007 21397 51019 51019 35813
Largest Losing Trade -19060 -15920 -19060 -38249 -38249 -26357
Avg Bars in Trades 207 195 218 207 195 218
Avg Bars in Winners 271 266 275 271 266 275
Avg Bars in Losers 143 127 159 143 127 159
Bars Traded 24460 11559 12901 24460 11559 12901
Profit Streak 0 0 6.8576 0 0 6.8576
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 362863 -166630 -171687 266826 -169157 -395406
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736809200000,
    "first_datapoint_time": 1737033300000,
    "last_datapoint_time": 1759308300000,
    "evaluation_time": 1759308594336,
    "expiration_time": 1765788300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 250,
            "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": [
        [
            123676.0256878776,
            84188.5784570186,
            39487.447230859,
            130994.7262125794,
            108460.5875288877,
            22534.1386836918
        ],
        [
            123.676026,
            84.188578,
            39.487447,
            130.994726,
            108.460588,
            22.534139
        ],
        [
            0.47491,
            0.32328,
            0.15163,
            0.322008,
            0.282473,
            0.078066
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -45246,
            -37762,
            -43052,
            -95479,
            -61641,
            -55974
        ],
        [
            1.481182,
            1.637435,
            1.316023,
            1.258497,
            1.437094,
            1.087134
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            50,
            49.152542,
            50.847458,
            50,
            49.152542,
            50.847458
        ],
        [
            1.481182,
            1.693898,
            1.272156,
            1.258497,
            1.486649,
            1.050896
        ],
        [
            55007,
            55007,
            21397,
            51019,
            51019,
            35813
        ],
        [
            -19060,
            -15920,
            -19060,
            -38249,
            -38249,
            -26357
        ],
        [
            207,
            195,
            218,
            207,
            195,
            218
        ],
        [
            271,
            266,
            275,
            271,
            266,
            275
        ],
        [
            143,
            127,
            159,
            143,
            127,
            159
        ],
        [
            24460,
            11559,
            12901,
            24460,
            11559,
            12901
        ],
        [
            0,
            0,
            6.857573,
            0,
            0,
            6.857573
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            362863,
            -166630,
            -171687,
            266826,
            -169157,
            -395406
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736809200000,
    "first_datapoint_time": 1737033300000,
    "last_datapoint_time": 1759308300000,
    "evaluation_time": 1759308594336,
    "expiration_time": 1765788300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 250,
            "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)