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Trade: CAKE/USDT/360/PWMA/MIDPOINT/1389

Strategy
CAKE/USDT/360/PWMA/MIDPOINT/1389
Pair
CAKE_USDT
Interval
6h
Score
405874
Daily Profit
0.204175
Profit Factor
1.502416
Profitability
47.368421
Streak
81.844779
Best Strategy
Training Data Length
1691.000000
Evaluation Time
2025-10-07 05:16
Expiration Time
2025-11-26 19:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 345260.2701 209845.8382 135414.4319 190649.8806 61844.4056 128805.4749
Total P&L (%) 345.2603 209.8458 135.4144 190.6499 61.8444 128.8055
Avg Daily Profit (%) 0.2042 0.1241 0.0801 0.0631 0.0285 0.049
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -80888 -93243 -72624 -430875 -279017 -382279
Profit Factor 1.5024 1.5763 1.4191 1.0846 1.0536 1.117
Total Trades 152 76 76 152 76 76
Winning Trades 72 28 44 72 28 44
Losing Trades 80 48 32 80 48 32
Profitability (%) 47.3684 36.8421 57.8947 47.3684 36.8421 57.8947
Ratio Avg Win / Avg Loss 1.6694 2.7023 1.0321 1.2051 1.8062 0.8124
Largest Winning Trade 128009 128009 50386 257117 257117 140611
Largest Losing Trade -38539 -25346 -38539 -165773 -91709 -165773
Avg Bars in Trades 42 45 40 42 45 40
Avg Bars in Winners 59 70 52 59 70 52
Avg Bars in Losers 28 31 23 28 31 23
Bars Traded 6520 3460 3060 6520 3460 3060
Profit Streak 81.8448 106.5948 81.8448 81.8448 106.5948 81.8448
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 405874 -77643 -132417 -234950 -368986 -268206
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6764,
    "evaluation_days": 1691,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1616414400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759803388913,
    "expiration_time": 1764178272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 96,
            "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": [
        [
            345260.2700926757,
            209845.8381785995,
            135414.4319140764,
            190649.8805553707,
            61844.4056130073,
            128805.4749423634
        ],
        [
            345.26027,
            209.845838,
            135.414432,
            190.649881,
            61.844406,
            128.805475
        ],
        [
            0.204175,
            0.124096,
            0.080079,
            0.063116,
            0.028476,
            0.048959
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -80888,
            -93243,
            -72624,
            -430875,
            -279017,
            -382279
        ],
        [
            1.502416,
            1.576349,
            1.419104,
            1.084584,
            1.053631,
            1.117009
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            72,
            28,
            44,
            72,
            28,
            44
        ],
        [
            80,
            48,
            32,
            80,
            48,
            32
        ],
        [
            47.368421,
            36.842105,
            57.894737,
            47.368421,
            36.842105,
            57.894737
        ],
        [
            1.669351,
            2.702313,
            1.032075,
            1.205093,
            1.806224,
            0.81237
        ],
        [
            128009,
            128009,
            50386,
            257117,
            257117,
            140611
        ],
        [
            -38539,
            -25346,
            -38539,
            -165773,
            -91709,
            -165773
        ],
        [
            42,
            45,
            40,
            42,
            45,
            40
        ],
        [
            59,
            70,
            52,
            59,
            70,
            52
        ],
        [
            28,
            31,
            23,
            28,
            31,
            23
        ],
        [
            6520,
            3460,
            3060,
            6520,
            3460,
            3060
        ],
        [
            81.844779,
            106.594779,
            81.844779,
            81.844779,
            106.594779,
            81.844779
        ],
        [
            4,
            4,
            2,
            4,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            405874,
            -77643,
            -132417,
            -234950,
            -368986,
            -268206
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6764,
    "evaluation_days": 1691,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1616414400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759803388913,
    "expiration_time": 1764178272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 96,
            "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)