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Trade: CAKE/USDT/120/ALMA/HILO/4724

Strategy
CAKE/USDT/120/ALMA/HILO/4724
Pair
CAKE_USDT
Interval
2h
Score
403913
Daily Profit
0.272685
Profit Factor
1.301339
Profitability
43.626807
Streak
0.000000
Best Strategy
Training Data Length
1693.080000
Evaluation Time
2025-10-09 17:35
Expiration Time
2025-12-09 14:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 461677.3638 292327.0429 169350.3209 920494.2507 995214.2264 -74719.9757
Total P&L (%) 461.6774 292.327 169.3503 920.4943 995.2142 -74.72
Avg Daily Profit (%) 0.2727 0.1727 0.1 0.1373 0.1415 -0.0812
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125213 -126058 -65224 -569667 -251712 -643995
Profit Factor 1.3013 1.4236 1.2011 1.1608 1.3989 0.9769
Total Trades 761 380 381 761 380 381
Winning Trades 332 154 178 332 154 178
Losing Trades 429 226 203 429 226 203
Profitability (%) 43.6268 40.5263 46.7192 43.6268 40.5263 46.7192
Ratio Avg Win / Avg Loss 1.6816 2.0891 1.3699 1.4999 2.053 1.1141
Largest Winning Trade 70116 70116 44579 438763 438763 206759
Largest Losing Trade -21845 -18490 -21845 -199160 -157720 -199160
Avg Bars in Trades 26 23 29 26 23 29
Avg Bars in Winners 35 33 37 35 33 37
Avg Bars in Losers 19 17 22 19 17 22
Bars Traded 20247 9033 11214 20247 9033 11214
Profit Streak 0 9.191 0 0 9.191 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 403913 289049 -59521 -51213 -3268 -578673
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20317,
    "evaluation_days": 1693.08,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1613988000000,
    "last_datapoint_time": 1760018400000,
    "evaluation_time": 1760020502100,
    "expiration_time": 1765284566400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 39,
            "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": [
        [
            461677.3637707245,
            292327.0429128587,
            169350.3208578658,
            920494.2507102077,
            995214.2263844288,
            -74719.9756742217
        ],
        [
            461.677364,
            292.327043,
            169.350321,
            920.494251,
            995.214226,
            -74.719976
        ],
        [
            0.272685,
            0.17266,
            0.100025,
            0.137292,
            0.141472,
            -0.081189
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125213,
            -126058,
            -65224,
            -569667,
            -251712,
            -643995
        ],
        [
            1.301339,
            1.423558,
            1.201149,
            1.160794,
            1.398948,
            0.976868
        ],
        [
            761,
            380,
            381,
            761,
            380,
            381
        ],
        [
            332,
            154,
            178,
            332,
            154,
            178
        ],
        [
            429,
            226,
            203,
            429,
            226,
            203
        ],
        [
            43.626807,
            40.526316,
            46.71916,
            43.626807,
            40.526316,
            46.71916
        ],
        [
            1.68155,
            2.089117,
            1.36985,
            1.499941,
            2.053001,
            1.114068
        ],
        [
            70116,
            70116,
            44579,
            438763,
            438763,
            206759
        ],
        [
            -21845,
            -18490,
            -21845,
            -199160,
            -157720,
            -199160
        ],
        [
            26,
            23,
            29,
            26,
            23,
            29
        ],
        [
            35,
            33,
            37,
            35,
            33,
            37
        ],
        [
            19,
            17,
            22,
            19,
            17,
            22
        ],
        [
            20247,
            9033,
            11214,
            20247,
            9033,
            11214
        ],
        [
            0,
            9.190996,
            0,
            0,
            9.190997,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            403913,
            289049,
            -59521,
            -51213,
            -3268,
            -578673
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20317,
    "evaluation_days": 1693.08,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1613988000000,
    "last_datapoint_time": 1760018400000,
    "evaluation_time": 1760020502100,
    "expiration_time": 1765284566400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 39,
            "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)