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Trade: CAKE/USDT/720/LINREG/FWMA/1792

Strategy
CAKE/USDT/720/LINREG/FWMA/1792
Pair
CAKE_USDT
Interval
12h
Score
426037
Daily Profit
0.298680
Profit Factor
1.473557
Profitability
44.262295
Streak
20.854605
Best Strategy
Training Data Length
1697.500000
Evaluation Time
2025-10-13 11:30
Expiration Time
2025-12-03 00:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 507008.7021 339435.3795 167573.3226 1082678.5848 1010971.4913 71707.0936
Total P&L (%) 507.0087 339.4354 167.5733 1082.6786 1010.9715 71.7071
Avg Daily Profit (%) 0.2987 0.2 0.0987 0.1456 0.1419 0.0319
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153471 -168002 -92477 -460138 -209553 -337318
Profit Factor 1.4736 1.6234 1.3185 1.403 1.7701 1.0522
Total Trades 305 153 152 305 153 152
Winning Trades 135 61 74 135 61 74
Losing Trades 170 92 78 170 92 78
Profitability (%) 44.2623 39.8693 48.6842 44.2623 39.8693 48.6842
Ratio Avg Win / Avg Loss 1.8556 2.4484 1.3898 1.7667 2.6696 1.1091
Largest Winning Trade 86440 86440 38430 382818 382818 205262
Largest Losing Trade -36309 -29241 -36309 -154804 -102475 -154804
Avg Bars in Trades 10 11 10 10 11 10
Avg Bars in Winners 15 16 14 15 16 14
Avg Bars in Losers 7 8 6 7 8 6
Bars Traded 3329 1719 1610 3329 1719 1610
Profit Streak 20.8546 20.8546 25.8546 20.8546 20.8546 25.8546
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 426037 281913 -60436 155289 -2635 -312900
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3395,
    "evaluation_days": 1697.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615636800000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760344237917,
    "expiration_time": 1764713520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 46,
            "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": [
        [
            507008.7021099412,
            339435.3794680946,
            167573.3226418464,
            1082678.5848188994,
            1010971.4912538412,
            71707.0935650585
        ],
        [
            507.008702,
            339.435379,
            167.573323,
            1082.678585,
            1010.971491,
            71.707094
        ],
        [
            0.29868,
            0.199962,
            0.098718,
            0.145636,
            0.141946,
            0.031853
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153471,
            -168002,
            -92477,
            -460138,
            -209553,
            -337318
        ],
        [
            1.473557,
            1.623375,
            1.318504,
            1.402978,
            1.77006,
            1.052194
        ],
        [
            305,
            153,
            152,
            305,
            153,
            152
        ],
        [
            135,
            61,
            74,
            135,
            61,
            74
        ],
        [
            170,
            92,
            78,
            170,
            92,
            78
        ],
        [
            44.262295,
            39.869281,
            48.684211,
            44.262295,
            39.869281,
            48.684211
        ],
        [
            1.855591,
            2.448369,
            1.389774,
            1.766713,
            2.669598,
            1.10907
        ],
        [
            86440,
            86440,
            38430,
            382818,
            382818,
            205262
        ],
        [
            -36309,
            -29241,
            -36309,
            -154804,
            -102475,
            -154804
        ],
        [
            10,
            11,
            10,
            10,
            11,
            10
        ],
        [
            15,
            16,
            14,
            15,
            16,
            14
        ],
        [
            7,
            8,
            6,
            7,
            8,
            6
        ],
        [
            3329,
            1719,
            1610,
            3329,
            1719,
            1610
        ],
        [
            20.854605,
            20.854605,
            25.854605,
            20.854605,
            20.854605,
            25.854605
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426037,
            281913,
            -60436,
            155289,
            -2635,
            -312900
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3395,
    "evaluation_days": 1697.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615636800000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760344237917,
    "expiration_time": 1764713520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 46,
            "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)