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Trade: CAKE/USDT/60/SINWMA/WMA/4976

Strategy
CAKE/USDT/60/SINWMA/WMA/4976
Pair
CAKE_USDT
Interval
1h
Score
449513
Daily Profit
0.483404
Profit Factor
2.008321
Profitability
40.322581
Streak
7.841669
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-02 19:12
Expiration Time
2025-12-16 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 503546.9736 299326.4213 204220.5523 4384784.6779 3512058.1623 872726.5156
Total P&L (%) 503.547 299.3264 204.2206 4384.7847 3512.0582 872.7265
Avg Daily Profit (%) 0.4834 0.2874 0.1961 0.3658 0.3449 0.2186
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43016 -40888 -56734 -2386529 -774941 -2392618
Profit Factor 2.0083 2.3427 1.7387 1.5453 2.0774 1.1825
Total Trades 248 124 124 248 124 124
Winning Trades 100 48 52 100 48 52
Losing Trades 148 76 72 148 76 72
Profitability (%) 40.3226 38.7097 41.9355 40.3226 38.7097 41.9355
Ratio Avg Win / Avg Loss 2.9723 3.7093 2.4074 2.287 3.2892 1.6373
Largest Winning Trade 64749 64749 35336 1778066 1778066 1464507
Largest Losing Trade -16087 -16087 -15788 -447552 -310481 -447552
Avg Bars in Trades 100 91 108 100 91 108
Avg Bars in Winners 182 164 199 182 164 199
Avg Bars in Losers 44 45 42 44 45 42
Bars Traded 24826 11389 13437 24826 11389 13437
Profit Streak 7.8417 0 8.0083 7.8417 0 8.0083
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 449513 295691 295084 372918 309974 -13123
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669420800000,
    "first_datapoint_time": 1669921200000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759421520221,
    "expiration_time": 1765900800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 20,
            "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": [
        [
            503546.9735878573,
            299326.4212778317,
            204220.5523100259,
            4384784.677867306,
            3512058.1623005583,
            872726.5155667493
        ],
        [
            503.546974,
            299.326421,
            204.220552,
            4384.784678,
            3512.058162,
            872.726516
        ],
        [
            0.483404,
            0.287352,
            0.196051,
            0.365781,
            0.344931,
            0.218631
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43016,
            -40888,
            -56734,
            -2386529,
            -774941,
            -2392618
        ],
        [
            2.008321,
            2.342733,
            1.738677,
            1.545296,
            2.077388,
            1.182529
        ],
        [
            248,
            124,
            124,
            248,
            124,
            124
        ],
        [
            100,
            48,
            52,
            100,
            48,
            52
        ],
        [
            148,
            76,
            72,
            148,
            76,
            72
        ],
        [
            40.322581,
            38.709677,
            41.935484,
            40.322581,
            38.709677,
            41.935484
        ],
        [
            2.972316,
            3.709328,
            2.407398,
            2.287039,
            3.289198,
            1.637347
        ],
        [
            64749,
            64749,
            35336,
            1778066,
            1778066,
            1464507
        ],
        [
            -16087,
            -16087,
            -15788,
            -447552,
            -310481,
            -447552
        ],
        [
            100,
            91,
            108,
            100,
            91,
            108
        ],
        [
            182,
            164,
            199,
            182,
            164,
            199
        ],
        [
            44,
            45,
            42,
            44,
            45,
            42
        ],
        [
            24826,
            11389,
            13437,
            24826,
            11389,
            13437
        ],
        [
            7.841669,
            0,
            8.008336,
            7.841669,
            0,
            8.008336
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            449513,
            295691,
            295084,
            372918,
            309974,
            -13123
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669420800000,
    "first_datapoint_time": 1669921200000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759421520221,
    "expiration_time": 1765900800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 20,
            "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)