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Trade: CAKE/USDT/480/HILO/HWMA/2616

Strategy
CAKE/USDT/480/HILO/HWMA/2616
Pair
CAKE_USDT
Interval
8h
Score
359782
Daily Profit
0.338365
Profit Factor
1.557328
Profitability
36.446469
Streak
5.594001
Best Strategy
Training Data Length
1683.330000
Evaluation Time
2025-09-29 09:15
Expiration Time
2025-11-18 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 569579.4853 337647.9445 231931.5408 2872606.6348 2428846.8163 443759.8185
Total P&L (%) 569.5795 337.6479 231.9315 2872.6066 2428.8468 443.7598
Avg Daily Profit (%) 0.3384 0.2006 0.1378 0.2017 0.1921 0.1006
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84550 -120892 -84758 -1966674 -744621 -1584714
Profit Factor 1.5573 1.6724 1.4462 1.457 1.8627 1.1278
Total Trades 439 220 219 439 220 219
Winning Trades 160 73 87 160 73 87
Losing Trades 279 147 132 279 147 132
Profitability (%) 36.4465 33.1818 39.726 36.4465 33.1818 39.726
Ratio Avg Win / Avg Loss 2.7156 3.3678 2.1942 2.5406 3.7509 1.7112
Largest Winning Trade 88840 88840 53200 984901 984901 819557
Largest Losing Trade -25579 -17739 -25579 -410639 -295027 -410639
Avg Bars in Trades 11 11 10 11 11 10
Avg Bars in Winners 21 24 19 21 24 19
Avg Bars in Losers 5 5 5 5 5 5
Bars Traded 5005 2628 2377 5005 2628 2377
Profit Streak 5.594 35.9273 0 5.594 35.9273 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 359782 236371 -10137 295652 261976 -140524
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5050,
    "evaluation_days": 1683.33,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614297600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759126521693,
    "expiration_time": 1763467200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.41258,
            "nb": 0.97789,
            "nc": 0.22666
        }
    }
}
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": [
        [
            569579.4852829652,
            337647.9444608512,
            231931.5408221137,
            2872606.634823105,
            2428846.8162857676,
            443759.8185373368
        ],
        [
            569.579485,
            337.647944,
            231.931541,
            2872.606635,
            2428.846816,
            443.759819
        ],
        [
            0.338365,
            0.200583,
            0.137781,
            0.20171,
            0.192087,
            0.100645
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84550,
            -120892,
            -84758,
            -1966674,
            -744621,
            -1584714
        ],
        [
            1.557328,
            1.672422,
            1.446155,
            1.456952,
            1.862695,
            1.127847
        ],
        [
            439,
            220,
            219,
            439,
            220,
            219
        ],
        [
            160,
            73,
            87,
            160,
            73,
            87
        ],
        [
            279,
            147,
            132,
            279,
            147,
            132
        ],
        [
            36.446469,
            33.181818,
            39.726027,
            36.446469,
            33.181818,
            39.726027
        ],
        [
            2.715591,
            3.367755,
            2.194166,
            2.540561,
            3.750906,
            1.711216
        ],
        [
            88840,
            88840,
            53200,
            984901,
            984901,
            819557
        ],
        [
            -25579,
            -17739,
            -25579,
            -410639,
            -295027,
            -410639
        ],
        [
            11,
            11,
            10,
            11,
            11,
            10
        ],
        [
            21,
            24,
            19,
            21,
            24,
            19
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            5005,
            2628,
            2377,
            5005,
            2628,
            2377
        ],
        [
            5.594001,
            35.927334,
            0,
            5.594001,
            35.927334,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            359782,
            236371,
            -10137,
            295652,
            261976,
            -140524
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5050,
    "evaluation_days": 1683.33,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614297600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759126521693,
    "expiration_time": 1763467200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.41258,
            "nb": 0.97789,
            "nc": 0.22666
        }
    }
}

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)