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Trade: CAKE/USDT/120/SSF/SINWMA/1804

Strategy
CAKE/USDT/120/SSF/SINWMA/1804
Pair
CAKE_USDT
Interval
2h
Score
387816
Daily Profit
0.280182
Profit Factor
1.416040
Profitability
44.307692
Streak
13.914305
Best Strategy
Training Data Length
1686.330000
Evaluation Time
2025-10-03 00:56
Expiration Time
2025-12-02 14:59

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 472478.5597 298504.5326 173974.0272 658490.4528 623861.4596 34628.9933
Total P&L (%) 472.4786 298.5045 173.974 658.4905 623.8615 34.629
Avg Daily Profit (%) 0.2802 0.177 0.1032 0.1202 0.1175 0.0176
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111500 -90673 -80774 -1532430 -595490 -1154014
Profit Factor 1.416 1.5266 1.3059 1.0774 1.1567 1.0076
Total Trades 325 162 163 325 162 163
Winning Trades 144 68 76 144 68 76
Losing Trades 181 94 87 181 94 87
Profitability (%) 44.3077 41.9753 46.6258 44.3077 41.9753 46.6258
Ratio Avg Win / Avg Loss 1.7799 2.1102 1.4949 1.3542 1.599 1.1535
Largest Winning Trade 100752 100752 43143 658054 658054 457993
Largest Losing Trade -35319 -29077 -35319 -416826 -330082 -416826
Avg Bars in Trades 61 61 62 61 61 62
Avg Bars in Winners 84 89 78 84 89 78
Avg Bars in Losers 44 40 47 44 40 47
Bars Traded 20130 9954 10176 20130 9954 10176
Profit Streak 13.9143 37.081 13.9143 13.9143 37.081 13.9143
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 387816 293982 -55546 -166964 -84639 -384531
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20236,
    "evaluation_days": 1686.33,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614124800000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759442195971,
    "expiration_time": 1764680371200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 109,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 58,
            "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": [
        [
            472478.5597495659,
            298504.5325823943,
            173974.0271671715,
            658490.4528466316,
            623861.4595611623,
            34628.9932854694
        ],
        [
            472.47856,
            298.504533,
            173.974027,
            658.490453,
            623.86146,
            34.628993
        ],
        [
            0.280182,
            0.177014,
            0.103167,
            0.120224,
            0.11745,
            0.017635
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111500,
            -90673,
            -80774,
            -1532430,
            -595490,
            -1154014
        ],
        [
            1.41604,
            1.526561,
            1.305883,
            1.077356,
            1.156731,
            1.007641
        ],
        [
            325,
            162,
            163,
            325,
            162,
            163
        ],
        [
            144,
            68,
            76,
            144,
            68,
            76
        ],
        [
            181,
            94,
            87,
            181,
            94,
            87
        ],
        [
            44.307692,
            41.975309,
            46.625767,
            44.307692,
            41.975309,
            46.625767
        ],
        [
            1.779884,
            2.110246,
            1.494892,
            1.354177,
            1.59901,
            1.153484
        ],
        [
            100752,
            100752,
            43143,
            658054,
            658054,
            457993
        ],
        [
            -35319,
            -29077,
            -35319,
            -416826,
            -330082,
            -416826
        ],
        [
            61,
            61,
            62,
            61,
            61,
            62
        ],
        [
            84,
            89,
            78,
            84,
            89,
            78
        ],
        [
            44,
            40,
            47,
            44,
            40,
            47
        ],
        [
            20130,
            9954,
            10176,
            20130,
            9954,
            10176
        ],
        [
            13.914305,
            37.080972,
            13.914305,
            13.914305,
            37.080972,
            13.914305
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            387816,
            293982,
            -55546,
            -166964,
            -84639,
            -384531
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20236,
    "evaluation_days": 1686.33,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614124800000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759442195971,
    "expiration_time": 1764680371200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 109,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 58,
            "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)