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Trade: CAKE/USDT/360/PWMA/SINWMA/8637

Strategy
CAKE/USDT/360/PWMA/SINWMA/8637
Pair
CAKE_USDT
Interval
6h
Score
399777
Daily Profit
0.220320
Profit Factor
1.609518
Profitability
47.058824
Streak
21.840035
Best Strategy
Training Data Length
1694.250000
Evaluation Time
2025-10-10 11:09
Expiration Time
2025-11-30 03:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 373277.4932 219683.1915 153594.3017 414563.9602 356636.9361 57927.0242
Total P&L (%) 373.2775 219.6832 153.5943 414.564 356.6369 57.927
Avg Daily Profit (%) 0.2203 0.1297 0.0907 0.0967 0.0897 0.027
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -171024 -84244 -97360 -924663 -509615 -515213
Profit Factor 1.6095 1.7585 1.4758 1.1579 1.3071 1.0395
Total Trades 136 68 68 136 68 68
Winning Trades 64 28 36 64 28 36
Losing Trades 72 40 32 72 40 32
Profitability (%) 47.0588 41.1765 52.9412 47.0588 41.1765 52.9412
Ratio Avg Win / Avg Loss 1.8107 2.5121 1.3119 1.3026 1.8673 0.924
Largest Winning Trade 92321 92321 53568 392977 392977 219222
Largest Losing Trade -46963 -33393 -46963 -374046 -178025 -374046
Avg Bars in Trades 48 46 50 48 46 50
Avg Bars in Winners 60 70 52 60 70 52
Avg Bars in Losers 38 30 47 38 30 47
Bars Traded 6614 3185 3429 6614 3185 3429
Profit Streak 21.84 45.34 21.84 21.84 45.34 21.84
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399777 -128920 -179022 -110448 -184328 -444590
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6777,
    "evaluation_days": 1694.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1616889600000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760083779021,
    "expiration_time": 1764467496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 109,
            "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": [
        [
            373277.4932186299,
            219683.1915434577,
            153594.3016751722,
            414563.9602388184,
            356636.9360620901,
            57927.0241767282
        ],
        [
            373.277493,
            219.683192,
            153.594302,
            414.56396,
            356.636936,
            57.927024
        ],
        [
            0.22032,
            0.129664,
            0.090656,
            0.096736,
            0.08968,
            0.026975
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -171024,
            -84244,
            -97360,
            -924663,
            -509615,
            -515213
        ],
        [
            1.609518,
            1.758501,
            1.47584,
            1.157855,
            1.307093,
            1.039543
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            64,
            28,
            36,
            64,
            28,
            36
        ],
        [
            72,
            40,
            32,
            72,
            40,
            32
        ],
        [
            47.058824,
            41.176471,
            52.941176,
            47.058824,
            41.176471,
            52.941176
        ],
        [
            1.810708,
            2.512144,
            1.311858,
            1.302587,
            1.867275,
            0.924039
        ],
        [
            92321,
            92321,
            53568,
            392977,
            392977,
            219222
        ],
        [
            -46963,
            -33393,
            -46963,
            -374046,
            -178025,
            -374046
        ],
        [
            48,
            46,
            50,
            48,
            46,
            50
        ],
        [
            60,
            70,
            52,
            60,
            70,
            52
        ],
        [
            38,
            30,
            47,
            38,
            30,
            47
        ],
        [
            6614,
            3185,
            3429,
            6614,
            3185,
            3429
        ],
        [
            21.840035,
            45.340035,
            21.840035,
            21.840035,
            45.340035,
            21.840035
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399777,
            -128920,
            -179022,
            -110448,
            -184328,
            -444590
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6777,
    "evaluation_days": 1694.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1616889600000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760083779021,
    "expiration_time": 1764467496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 109,
            "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)