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Trade: CAKE/USDT/720/SUPERTREND/HWMA/2691

Strategy
CAKE/USDT/720/SUPERTREND/HWMA/2691
Pair
CAKE_USDT
Interval
12h
Score
364399
Daily Profit
0.226344
Profit Factor
1.386155
Profitability
51.541850
Streak
0.000000
Best Strategy
Training Data Length
1691.000000
Evaluation Time
2025-10-07 00:39
Expiration Time
2025-11-26 07:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 382747.0752 177744.3024 205002.7728 267739.0089 361230.6599 -93491.651
Total P&L (%) 382.7471 177.7443 205.0028 267.739 361.2307 -93.4917
Avg Daily Profit (%) 0.2263 0.1051 0.1212 0.077 0.0904 -0.1614
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135538 -145744 -54301 -492966 -248594 -511462
Profit Factor 1.3862 1.3595 1.4127 1.0985 1.2985 0.938
Total Trades 227 114 113 227 114 113
Winning Trades 117 51 66 117 51 66
Losing Trades 110 63 47 110 63 47
Profitability (%) 51.5419 44.7368 58.4071 51.5419 44.7368 58.4071
Ratio Avg Win / Avg Loss 1.3032 1.6794 1.006 1.0328 1.604 0.668
Largest Winning Trade 90716 90716 46589 174751 174751 149322
Largest Losing Trade -51384 -31503 -51384 -385473 -178227 -385473
Avg Bars in Trades 14 14 14 14 14 14
Avg Bars in Winners 14 14 14 14 14 14
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 3218 1615 1603 3218 1615 1603
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364399 -53118 -29277 -200578 -73047 -579664
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3382,
    "evaluation_days": 1691,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1620129600000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759786767819,
    "expiration_time": 1764135072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 149,
            "offset": 0,
            "multiplier": 2.73743
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 40,
            "na": 0.04635,
            "nb": 0.48067,
            "nc": 0.53876
        }
    }
}
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": [
        [
            382747.0752052758,
            177744.3024388065,
            205002.7727664695,
            267739.0089491179,
            361230.6599461885,
            -93491.6509970702
        ],
        [
            382.747075,
            177.744302,
            205.002773,
            267.739009,
            361.23066,
            -93.491651
        ],
        [
            0.226344,
            0.105112,
            0.121232,
            0.077038,
            0.090445,
            -0.161436
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135538,
            -145744,
            -54301,
            -492966,
            -248594,
            -511462
        ],
        [
            1.386155,
            1.359488,
            1.412699,
            1.09852,
            1.298485,
            0.937978
        ],
        [
            227,
            114,
            113,
            227,
            114,
            113
        ],
        [
            117,
            51,
            66,
            117,
            51,
            66
        ],
        [
            110,
            63,
            47,
            110,
            63,
            47
        ],
        [
            51.54185,
            44.736842,
            58.40708,
            51.54185,
            44.736842,
            58.40708
        ],
        [
            1.303223,
            1.679368,
            1.006013,
            1.032797,
            1.604011,
            0.667954
        ],
        [
            90716,
            90716,
            46589,
            174751,
            174751,
            149322
        ],
        [
            -51384,
            -31503,
            -51384,
            -385473,
            -178227,
            -385473
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            3218,
            1615,
            1603,
            3218,
            1615,
            1603
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364399,
            -53118,
            -29277,
            -200578,
            -73047,
            -579664
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3382,
    "evaluation_days": 1691,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1620129600000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759786767819,
    "expiration_time": 1764135072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 149,
            "offset": 0,
            "multiplier": 2.73743
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 40,
            "na": 0.04635,
            "nb": 0.48067,
            "nc": 0.53876
        }
    }
}

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)