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Trade: CAKE/USDT/60/SINWMA/HILO/1450

Strategy
CAKE/USDT/60/SINWMA/HILO/1450
Pair
CAKE_USDT
Interval
1h
Score
373710
Daily Profit
0.352167
Profit Factor
1.548268
Profitability
40.932642
Streak
4.509070
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-29 19:13
Expiration Time
2025-12-13 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 366842.2001 226803.2212 140038.9789 1121182.1745 999163.4775 122018.697
Total P&L (%) 366.8422 226.8032 140.039 1121.1822 999.1635 122.0187
Avg Daily Profit (%) 0.3522 0.2177 0.1344 0.2405 0.2304 0.0766
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65780 -64812 -68277 -1104795 -372436 -1025439
Profit Factor 1.5483 1.74 1.3862 1.2811 1.6121 1.0518
Total Trades 386 193 193 386 193 193
Winning Trades 158 67 91 158 67 91
Losing Trades 228 126 102 228 126 102
Profitability (%) 40.9326 34.715 47.1503 40.9326 34.715 47.1503
Ratio Avg Win / Avg Loss 2.2342 3.2722 1.5538 1.8487 3.0318 1.1789
Largest Winning Trade 61923 61923 34950 621036 621036 550489
Largest Losing Trade -14903 -10273 -14903 -194954 -155319 -194954
Avg Bars in Trades 64 55 72 64 55 72
Avg Bars in Winners 107 102 111 107 102 111
Avg Bars in Losers 34 31 38 34 31 38
Bars Traded 24833 10801 14032 24833 10801 14032
Profit Streak 4.5091 0 4.8007 4.5091 0 4.8007
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 373710 200947 -11958 295579 210961 -254365
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669158000000,
    "first_datapoint_time": 1669611600000,
    "last_datapoint_time": 1759158000000,
    "evaluation_time": 1759162383635,
    "expiration_time": 1765638000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            366842.2001160936,
            226803.221176783,
            140038.9789393104,
            1121182.1745034724,
            999163.4775404071,
            122018.6969630654
        ],
        [
            366.8422,
            226.803221,
            140.038979,
            1121.182175,
            999.163478,
            122.018697
        ],
        [
            0.352167,
            0.21773,
            0.134437,
            0.240519,
            0.230389,
            0.076598
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65780,
            -64812,
            -68277,
            -1104795,
            -372436,
            -1025439
        ],
        [
            1.548268,
            1.739975,
            1.386217,
            1.281096,
            1.612143,
            1.051783
        ],
        [
            386,
            193,
            193,
            386,
            193,
            193
        ],
        [
            158,
            67,
            91,
            158,
            67,
            91
        ],
        [
            228,
            126,
            102,
            228,
            126,
            102
        ],
        [
            40.932642,
            34.715026,
            47.150259,
            40.932642,
            34.715026,
            47.150259
        ],
        [
            2.23421,
            3.272191,
            1.553782,
            1.848671,
            3.031792,
            1.178921
        ],
        [
            61923,
            61923,
            34950,
            621036,
            621036,
            550489
        ],
        [
            -14903,
            -10273,
            -14903,
            -194954,
            -155319,
            -194954
        ],
        [
            64,
            55,
            72,
            64,
            55,
            72
        ],
        [
            107,
            102,
            111,
            107,
            102,
            111
        ],
        [
            34,
            31,
            38,
            34,
            31,
            38
        ],
        [
            24833,
            10801,
            14032,
            24833,
            10801,
            14032
        ],
        [
            4.50907,
            0,
            4.800736,
            4.50907,
            0,
            4.800736
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373710,
            200947,
            -11958,
            295579,
            210961,
            -254365
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669158000000,
    "first_datapoint_time": 1669611600000,
    "last_datapoint_time": 1759158000000,
    "evaluation_time": 1759162383635,
    "expiration_time": 1765638000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)