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Trade: CAKE/USDT/60/MIDPOINT/JMA/4071

Strategy
CAKE/USDT/60/MIDPOINT/JMA/4071
Pair
CAKE_USDT
Interval
1h
Score
429083
Daily Profit
0.376121
Profit Factor
1.559587
Profitability
45.833333
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-03 14:56
Expiration Time
2025-12-17 13:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 391793.5748 255200.4676 136593.1072 1289446.276 1480713.3916 -191267.1156
Total P&L (%) 391.7936 255.2005 136.5931 1289.4463 1480.7134 -191.2671
Avg Daily Profit (%) 0.3761 0.245 0.1311 0.2529 0.2654 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95691 -65602 -66990 -2083310 -815123 -1533815
Profit Factor 1.5596 1.7646 1.3728 1.2666 1.7151 0.9309
Total Trades 312 156 156 312 156 156
Winning Trades 143 67 76 143 67 76
Losing Trades 169 89 80 169 89 80
Profitability (%) 45.8333 42.9487 48.7179 45.8333 42.9487 48.7179
Ratio Avg Win / Avg Loss 1.8431 2.3441 1.4451 1.4969 2.2783 0.9799
Largest Winning Trade 55401 55401 32566 795339 795339 598830
Largest Losing Trade -29983 -13925 -29983 -574151 -338803 -574151
Avg Bars in Trades 79 71 87 79 71 87
Avg Bars in Winners 106 91 119 106 91 119
Avg Bars in Losers 57 56 58 57 56 58
Bars Traded 24846 11144 13702 24846 11144 13702
Profit Streak 0 38.6225 0 0 38.6225 0
Trades During Streak 0 5 0 0 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 429083 374697 -17675 301721 392522 -581014
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669489200000,
    "first_datapoint_time": 1669928400000,
    "last_datapoint_time": 1759489200000,
    "evaluation_time": 1759492583347,
    "expiration_time": 1765969200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 85,
            "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": [
        [
            391793.5748297098,
            255200.4676337843,
            136593.1071959253,
            1289446.2759940973,
            1480713.3915874336,
            -191267.1155933367
        ],
        [
            391.793575,
            255.200468,
            136.593107,
            1289.446276,
            1480.713392,
            -191.267116
        ],
        [
            0.376121,
            0.244992,
            0.131129,
            0.252942,
            0.265355,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95691,
            -65602,
            -66990,
            -2083310,
            -815123,
            -1533815
        ],
        [
            1.559587,
            1.764636,
            1.372804,
            1.266585,
            1.715114,
            0.930858
        ],
        [
            312,
            156,
            156,
            312,
            156,
            156
        ],
        [
            143,
            67,
            76,
            143,
            67,
            76
        ],
        [
            169,
            89,
            80,
            169,
            89,
            80
        ],
        [
            45.833333,
            42.948718,
            48.717949,
            45.833333,
            42.948718,
            48.717949
        ],
        [
            1.843148,
            2.344069,
            1.445057,
            1.496873,
            2.278286,
            0.979851
        ],
        [
            55401,
            55401,
            32566,
            795339,
            795339,
            598830
        ],
        [
            -29983,
            -13925,
            -29983,
            -574151,
            -338803,
            -574151
        ],
        [
            79,
            71,
            87,
            79,
            71,
            87
        ],
        [
            106,
            91,
            119,
            106,
            91,
            119
        ],
        [
            57,
            56,
            58,
            57,
            56,
            58
        ],
        [
            24846,
            11144,
            13702,
            24846,
            11144,
            13702
        ],
        [
            0,
            38.622492,
            0,
            0,
            38.622492,
            0
        ],
        [
            0,
            5,
            0,
            0,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            429083,
            374697,
            -17675,
            301721,
            392522,
            -581014
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669489200000,
    "first_datapoint_time": 1669928400000,
    "last_datapoint_time": 1759489200000,
    "evaluation_time": 1759492583347,
    "expiration_time": 1765969200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 85,
            "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)