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Trade: CAKE/USDT/720/PSAR/ZLMA/7772

Strategy
CAKE/USDT/720/PSAR/ZLMA/7772
Pair
CAKE_USDT
Interval
12h
Score
436673
Daily Profit
0.298006
Profit Factor
1.546949
Profitability
45.525292
Streak
9.008307
Best Strategy
Training Data Length
1695.500000
Evaluation Time
2025-10-11 15:11
Expiration Time
2025-11-30 22:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 505269.2732 318061.8279 187207.4453 1755442.8882 2344335.4176 -588892.5294
Total P&L (%) 505.2693 318.0618 187.2074 1755.4429 2344.3354 -588.8925
Avg Daily Profit (%) 0.298 0.1876 0.1104 0.1724 0.1887 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121840 -89687 -93058 -4443066 -1546460 -3570966
Profit Factor 1.5469 1.7418 1.3782 1.1886 1.5681 0.8864
Total Trades 257 129 128 257 129 128
Winning Trades 117 58 59 117 58 59
Losing Trades 140 71 69 140 71 69
Profitability (%) 45.5253 44.9612 46.0938 45.5253 44.9612 46.0938
Ratio Avg Win / Avg Loss 1.8511 2.1322 1.6118 1.4222 1.9196 1.0366
Largest Winning Trade 58788 58788 57120 1737606 1737606 1286191
Largest Losing Trade -33484 -18672 -33484 -1126261 -857679 -1126261
Avg Bars in Trades 13 12 14 13 12 14
Avg Bars in Winners 18 16 20 18 16 20
Avg Bars in Losers 8 8 8 8 8 8
Bars Traded 3357 1561 1796 3357 1561 1796
Profit Streak 9.0083 47.0083 0 9.0083 47.0083 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 436673 372289 -45370 -4766 370764 -580567
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3391,
    "evaluation_days": 1695.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614859200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760184717714,
    "expiration_time": 1764535536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 28,
            "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": [
        [
            505269.2732036881,
            318061.8279183976,
            187207.4452852907,
            1755442.8882379043,
            2344335.417645505,
            -588892.5294076012
        ],
        [
            505.269273,
            318.061828,
            187.207445,
            1755.442888,
            2344.335418,
            -588.892529
        ],
        [
            0.298006,
            0.187592,
            0.110414,
            0.172411,
            0.188698,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121840,
            -89687,
            -93058,
            -4443066,
            -1546460,
            -3570966
        ],
        [
            1.546949,
            1.74179,
            1.378182,
            1.188553,
            1.56812,
            0.886393
        ],
        [
            257,
            129,
            128,
            257,
            129,
            128
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            140,
            71,
            69,
            140,
            71,
            69
        ],
        [
            45.525292,
            44.96124,
            46.09375,
            45.525292,
            44.96124,
            46.09375
        ],
        [
            1.85105,
            2.132192,
            1.611772,
            1.4222,
            1.919595,
            1.036629
        ],
        [
            58788,
            58788,
            57120,
            1737606,
            1737606,
            1286191
        ],
        [
            -33484,
            -18672,
            -33484,
            -1126261,
            -857679,
            -1126261
        ],
        [
            13,
            12,
            14,
            13,
            12,
            14
        ],
        [
            18,
            16,
            20,
            18,
            16,
            20
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            3357,
            1561,
            1796,
            3357,
            1561,
            1796
        ],
        [
            9.008307,
            47.008307,
            0,
            9.008307,
            47.008307,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436673,
            372289,
            -45370,
            -4766,
            370764,
            -580567
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3391,
    "evaluation_days": 1695.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614859200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760184717714,
    "expiration_time": 1764535536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 28,
            "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)