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Trade: CAKE/USDT/720/BBM/WMA/1365

Strategy
CAKE/USDT/720/BBM/WMA/1365
Pair
CAKE_USDT
Interval
12h
Score
394365
Daily Profit
0.275381
Profit Factor
1.876310
Profitability
47.058824
Streak
0.000000
Best Strategy
Training Data Length
1687.500000
Evaluation Time
2025-10-03 04:39
Expiration Time
2025-11-22 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 464704.6791 297219.3596 167485.3195 776917.0234 750791.4286 26125.5948
Total P&L (%) 464.7047 297.2194 167.4853 776.917 750.7914 26.1256
Avg Daily Profit (%) 0.2754 0.1761 0.0993 0.1287 0.127 0.0138
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146911 -82484 -81372 -3540779 -1957857 -1716192
Profit Factor 1.8763 2.1392 1.6217 1.1259 1.2459 1.0084
Total Trades 102 51 51 102 51 51
Winning Trades 48 20 28 48 20 28
Losing Trades 54 31 23 54 31 23
Profitability (%) 47.0588 39.2157 54.902 47.0588 39.2157 54.902
Ratio Avg Win / Avg Loss 2.1108 3.3158 1.3321 1.2666 1.9311 0.8283
Largest Winning Trade 105374 105374 57109 1475887 1475887 562252
Largest Losing Trade -50601 -37266 -50601 -1109191 -872077 -1109191
Avg Bars in Trades 32 30 34 32 30 34
Avg Bars in Winners 46 49 43 46 49 43
Avg Bars in Losers 20 18 23 20 18 23
Bars Traded 3312 1564 1748 3312 1564 1748
Profit Streak 0 0 50.0689 0 0 50.0689
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394365 -172763 -236941 -103628 -206502 -569325
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3375,
    "evaluation_days": 1687.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1616112000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759455556110,
    "expiration_time": 1763823600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 157,
            "offset": 0,
            "std": 1.42998
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 57,
            "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": [
        [
            464704.6791244937,
            297219.3596070525,
            167485.3195174411,
            776917.0234263662,
            750791.4286491923,
            26125.594777174
        ],
        [
            464.704679,
            297.21936,
            167.48532,
            776.917023,
            750.791429,
            26.125595
        ],
        [
            0.275381,
            0.17613,
            0.099251,
            0.128749,
            0.126954,
            0.013755
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146911,
            -82484,
            -81372,
            -3540779,
            -1957857,
            -1716192
        ],
        [
            1.87631,
            2.139211,
            1.621703,
            1.125905,
            1.245887,
            1.008381
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            48,
            20,
            28,
            48,
            20,
            28
        ],
        [
            54,
            31,
            23,
            54,
            31,
            23
        ],
        [
            47.058824,
            39.215686,
            54.901961,
            47.058824,
            39.215686,
            54.901961
        ],
        [
            2.110849,
            3.315778,
            1.332113,
            1.266644,
            1.931124,
            0.828313
        ],
        [
            105374,
            105374,
            57109,
            1475887,
            1475887,
            562252
        ],
        [
            -50601,
            -37266,
            -50601,
            -1109191,
            -872077,
            -1109191
        ],
        [
            32,
            30,
            34,
            32,
            30,
            34
        ],
        [
            46,
            49,
            43,
            46,
            49,
            43
        ],
        [
            20,
            18,
            23,
            20,
            18,
            23
        ],
        [
            3312,
            1564,
            1748,
            3312,
            1564,
            1748
        ],
        [
            0,
            0,
            50.068936,
            0,
            0,
            50.068936
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394365,
            -172763,
            -236941,
            -103628,
            -206502,
            -569325
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3375,
    "evaluation_days": 1687.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1616112000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759455556110,
    "expiration_time": 1763823600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 157,
            "offset": 0,
            "std": 1.42998
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 57,
            "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)