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Trade: CAKE/USDT/120/DCM/SSF/4251

Strategy
CAKE/USDT/120/DCM/SSF/4251
Pair
CAKE_USDT
Interval
2h
Score
392879
Daily Profit
0.268963
Profit Factor
1.449380
Profitability
51.178451
Streak
0.000000
Best Strategy
Training Data Length
1687.080000
Evaluation Time
2025-10-03 18:26
Expiration Time
2025-12-03 09:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 453762.8557 275528.5706 178234.285 875495.5782 1141928.8904 -266433.3122
Total P&L (%) 453.7629 275.5286 178.2343 875.4956 1141.9289 -266.4333
Avg Daily Profit (%) 0.269 0.1633 0.1056 0.1351 0.1494 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128160 -78363 -80349 -2081640 -992908 -1409265
Profit Factor 1.4494 1.5796 1.3335 1.0844 1.2335 0.9514
Total Trades 297 149 148 297 149 148
Winning Trades 152 77 75 152 77 75
Losing Trades 145 72 73 145 72 73
Profitability (%) 51.1785 51.6779 50.6757 51.1785 51.6779 50.6757
Ratio Avg Win / Avg Loss 1.3826 1.477 1.298 1.0345 1.1534 0.926
Largest Winning Trade 68765 68765 40685 681200 681200 527064
Largest Losing Trade -42350 -20511 -42350 -861049 -489446 -861049
Avg Bars in Trades 67 57 77 67 57 77
Avg Bars in Winners 75 60 90 75 60 90
Avg Bars in Losers 58 53 63 58 53 63
Bars Traded 19920 8493 11426 19920 8493 11426
Profit Streak 0 0 14.5601 0 0 14.5601
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 392879 329684 -51138 -138242 237469 -580262
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20245,
    "evaluation_days": 1687.08,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614729600000,
    "last_datapoint_time": 1759500000000,
    "evaluation_time": 1759505194771,
    "expiration_time": 1764747504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 94,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            453762.8556631727,
            275528.5706340878,
            178234.2850290845,
            875495.5781558394,
            1141928.8904026751,
            -266433.3122468363
        ],
        [
            453.762856,
            275.528571,
            178.234285,
            875.495578,
            1141.92889,
            -266.433312
        ],
        [
            0.268963,
            0.163317,
            0.105647,
            0.135104,
            0.149438,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128160,
            -78363,
            -80349,
            -2081640,
            -992908,
            -1409265
        ],
        [
            1.44938,
            1.579603,
            1.333536,
            1.084391,
            1.23351,
            0.951417
        ],
        [
            297,
            149,
            148,
            297,
            149,
            148
        ],
        [
            152,
            77,
            75,
            152,
            77,
            75
        ],
        [
            145,
            72,
            73,
            145,
            72,
            73
        ],
        [
            51.178451,
            51.677852,
            50.675676,
            51.178451,
            51.677852,
            50.675676
        ],
        [
            1.382633,
            1.477031,
            1.297975,
            1.034452,
            1.153412,
            0.926045
        ],
        [
            68765,
            68765,
            40685,
            681200,
            681200,
            527064
        ],
        [
            -42350,
            -20511,
            -42350,
            -861049,
            -489446,
            -861049
        ],
        [
            67,
            57,
            77,
            67,
            57,
            77
        ],
        [
            75,
            60,
            90,
            75,
            60,
            90
        ],
        [
            58,
            53,
            63,
            58,
            53,
            63
        ],
        [
            19920,
            8493,
            11426,
            19920,
            8493,
            11426
        ],
        [
            0,
            0,
            14.560125,
            0,
            0,
            14.560125
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            392879,
            329684,
            -51138,
            -138242,
            237469,
            -580262
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20245,
    "evaluation_days": 1687.08,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614729600000,
    "last_datapoint_time": 1759500000000,
    "evaluation_time": 1759505194771,
    "expiration_time": 1764747504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 94,
            "offset": 0,
            "poles": 2
        }
    }
}

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)