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Trade: CAKE/USDT/30/PWMA/ZLMA/5028

Strategy
CAKE/USDT/30/PWMA/ZLMA/5028
Pair
CAKE_USDT
Interval
30m
Score
360082
Daily Profit
0.464483
Profit Factor
1.672394
Profitability
41.242938
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-02 17:24
Expiration Time
2025-12-16 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 241916.5843 162699.6486 79216.9357 415467.3792 347973.6438 67493.7353
Total P&L (%) 241.9166 162.6996 79.2169 415.4674 347.9736 67.4937
Avg Daily Profit (%) 0.4645 0.3124 0.1521 0.3154 0.2883 0.0991
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50484 -23235 -41188 -336950 -120750 -277493
Profit Factor 1.6724 1.922 1.4321 1.3318 1.5817 1.1032
Total Trades 177 88 89 177 88 89
Winning Trades 73 33 40 73 33 40
Losing Trades 104 55 49 104 55 49
Profitability (%) 41.2429 37.5 44.9438 41.2429 37.5 44.9438
Ratio Avg Win / Avg Loss 2.3826 3.2034 1.7543 1.8974 2.6362 1.3514
Largest Winning Trade 93568 93568 27489 184972 184972 148599
Largest Losing Trade -14488 -8303 -14488 -59660 -49038 -59660
Avg Bars in Trades 138 132 145 138 132 145
Avg Bars in Winners 231 234 229 231 234 229
Avg Bars in Losers 74 71 77 74 71 77
Bars Traded 24596 11645 12951 24596 11645 12951
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 360082 233373 229051 250166 199578 -170719
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714415400000,
    "first_datapoint_time": 1714851000000,
    "last_datapoint_time": 1759413600000,
    "evaluation_time": 1759415088094,
    "expiration_time": 1765893600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 243,
            "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": [
        [
            241916.5842922773,
            162699.6485929053,
            79216.9356993715,
            415467.3791616028,
            347973.6438464878,
            67493.7353151151
        ],
        [
            241.916584,
            162.699649,
            79.216936,
            415.467379,
            347.973644,
            67.493735
        ],
        [
            0.464483,
            0.312385,
            0.152097,
            0.31536,
            0.288333,
            0.099079
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50484,
            -23235,
            -41188,
            -336950,
            -120750,
            -277493
        ],
        [
            1.672394,
            1.922032,
            1.432108,
            1.331805,
            1.581723,
            1.103207
        ],
        [
            177,
            88,
            89,
            177,
            88,
            89
        ],
        [
            73,
            33,
            40,
            73,
            33,
            40
        ],
        [
            104,
            55,
            49,
            104,
            55,
            49
        ],
        [
            41.242938,
            37.5,
            44.94382,
            41.242938,
            37.5,
            44.94382
        ],
        [
            2.382588,
            3.203387,
            1.754333,
            1.897367,
            2.636205,
            1.351429
        ],
        [
            93568,
            93568,
            27489,
            184972,
            184972,
            148599
        ],
        [
            -14488,
            -8303,
            -14488,
            -59660,
            -49038,
            -59660
        ],
        [
            138,
            132,
            145,
            138,
            132,
            145
        ],
        [
            231,
            234,
            229,
            231,
            234,
            229
        ],
        [
            74,
            71,
            77,
            74,
            71,
            77
        ],
        [
            24596,
            11645,
            12951,
            24596,
            11645,
            12951
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360082,
            233373,
            229051,
            250166,
            199578,
            -170719
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714415400000,
    "first_datapoint_time": 1714851000000,
    "last_datapoint_time": 1759413600000,
    "evaluation_time": 1759415088094,
    "expiration_time": 1765893600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 243,
            "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)