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Trade: CAKE/USDT/360/HILO/PWMA/2736

Strategy
CAKE/USDT/360/HILO/PWMA/2736
Pair
CAKE_USDT
Interval
6h
Score
419358
Daily Profit
0.264780
Profit Factor
1.254369
Profitability
45.634921
Streak
4.952309
Best Strategy
Training Data Length
1693.000000
Evaluation Time
2025-10-09 07:51
Expiration Time
2025-11-28 20:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 448272.2354 314185.3219 134086.9135 478665.0525 472268.6089 6396.4436
Total P&L (%) 448.2722 314.1853 134.0869 478.6651 472.2686 6.3964
Avg Daily Profit (%) 0.2648 0.1856 0.0792 0.1037 0.1031 0.0037
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158027 -136554 -83496 -633406 -472774 -532317
Profit Factor 1.2544 1.3786 1.1438 1.0946 1.2078 1.0023
Total Trades 756 378 378 756 378 378
Winning Trades 345 159 186 345 159 186
Losing Trades 411 219 192 411 219 192
Profitability (%) 45.6349 42.0635 49.2063 45.6349 42.0635 49.2063
Ratio Avg Win / Avg Loss 1.4943 1.8988 1.1807 1.304 1.6635 1.0346
Largest Winning Trade 86406 86406 51103 182104 182104 136090
Largest Losing Trade -34138 -20730 -34138 -215216 -82188 -215216
Avg Bars in Trades 8 9 8 8 9 8
Avg Bars in Winners 10 12 8 10 12 8
Avg Bars in Losers 7 7 8 7 7 8
Bars Traded 6738 3641 3097 6738 3641 3097
Profit Streak 4.9523 12.2023 4.9523 4.9523 12.2023 4.9523
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 419358 319327 -147489 -167261 -55023 -569640
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6772,
    "evaluation_days": 1693,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614254400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759985479483,
    "expiration_time": 1764356256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 17,
            "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": [
        [
            448272.2354369957,
            314185.3219239012,
            134086.9135130949,
            478665.0524682596,
            472268.6088938961,
            6396.4435743634
        ],
        [
            448.272235,
            314.185322,
            134.086914,
            478.665052,
            472.268609,
            6.396444
        ],
        [
            0.26478,
            0.185579,
            0.079201,
            0.103749,
            0.103091,
            0.003662
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158027,
            -136554,
            -83496,
            -633406,
            -472774,
            -532317
        ],
        [
            1.254369,
            1.378611,
            1.1438,
            1.09461,
            1.207753,
            1.002296
        ],
        [
            756,
            378,
            378,
            756,
            378,
            378
        ],
        [
            345,
            159,
            186,
            345,
            159,
            186
        ],
        [
            411,
            219,
            192,
            411,
            219,
            192
        ],
        [
            45.634921,
            42.063492,
            49.206349,
            45.634921,
            42.063492,
            49.206349
        ],
        [
            1.494335,
            1.898841,
            1.180697,
            1.304014,
            1.663509,
            1.034628
        ],
        [
            86406,
            86406,
            51103,
            182104,
            182104,
            136090
        ],
        [
            -34138,
            -20730,
            -34138,
            -215216,
            -82188,
            -215216
        ],
        [
            8,
            9,
            8,
            8,
            9,
            8
        ],
        [
            10,
            12,
            8,
            10,
            12,
            8
        ],
        [
            7,
            7,
            8,
            7,
            7,
            8
        ],
        [
            6738,
            3641,
            3097,
            6738,
            3641,
            3097
        ],
        [
            4.952309,
            12.202309,
            4.952309,
            4.952309,
            12.202309,
            4.952309
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            419358,
            319327,
            -147489,
            -167261,
            -55023,
            -569640
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6772,
    "evaluation_days": 1693,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614254400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759985479483,
    "expiration_time": 1764356256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 17,
            "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)