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Trade: CAKE/USDT/120/HILO/HMA/5646

Strategy
CAKE/USDT/120/HILO/HMA/5646
Pair
CAKE_USDT
Interval
2h
Score
397216
Daily Profit
0.216607
Profit Factor
1.205330
Profitability
39.391056
Streak
5.322862
Best Strategy
Training Data Length
1688.330000
Evaluation Time
2025-10-05 00:44
Expiration Time
2025-12-04 16:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 365703.829 229811.4651 135892.3639 254575.148 162891.7888 91683.3591
Total P&L (%) 365.7038 229.8115 135.8924 254.5751 162.8918 91.6834
Avg Daily Profit (%) 0.2166 0.1361 0.0805 0.075 0.0573 0.0385
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149645 -187266 -77754 -214848 -167216 -110717
Profit Factor 1.2053 1.245 1.1612 1.1384 1.1705 1.1037
Total Trades 1051 525 526 1051 525 526
Winning Trades 414 199 215 414 199 215
Losing Trades 637 326 311 637 326 311
Profitability (%) 39.3911 37.9048 40.8745 39.3911 37.9048 40.8745
Ratio Avg Win / Avg Loss 1.8546 2.0395 1.6797 1.7516 1.9175 1.5965
Largest Winning Trade 65998 65998 41373 70429 70429 62994
Largest Losing Trade -30332 -30332 -16809 -36520 -36520 -29197
Avg Bars in Trades 19 21 16 19 21 16
Avg Bars in Winners 29 33 25 29 33 25
Avg Bars in Losers 12 14 10 12 14 10
Bars Traded 20131 11234 8897 20131 11234 8897
Profit Streak 5.3229 0 5.4062 5.3229 0 5.4062
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397216 -12695 -127941 -157327 -150531 -247127
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20260,
    "evaluation_days": 1688.33,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614232800000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759614295339,
    "expiration_time": 1764859392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 66,
            "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": [
        [
            365703.8290374679,
            229811.4651049712,
            135892.363932497,
            254575.1479658911,
            162891.7888167261,
            91683.359149165
        ],
        [
            365.703829,
            229.811465,
            135.892364,
            254.575148,
            162.891789,
            91.683359
        ],
        [
            0.216607,
            0.136118,
            0.080489,
            0.074999,
            0.057267,
            0.038547
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149645,
            -187266,
            -77754,
            -214848,
            -167216,
            -110717
        ],
        [
            1.20533,
            1.244974,
            1.161211,
            1.138402,
            1.170521,
            1.103699
        ],
        [
            1051,
            525,
            526,
            1051,
            525,
            526
        ],
        [
            414,
            199,
            215,
            414,
            199,
            215
        ],
        [
            637,
            326,
            311,
            637,
            326,
            311
        ],
        [
            39.391056,
            37.904762,
            40.874525,
            39.391056,
            37.904762,
            40.874525
        ],
        [
            1.854578,
            2.039505,
            1.679705,
            1.751599,
            1.917537,
            1.596513
        ],
        [
            65998,
            65998,
            41373,
            70429,
            70429,
            62994
        ],
        [
            -30332,
            -30332,
            -16809,
            -36520,
            -36520,
            -29197
        ],
        [
            19,
            21,
            16,
            19,
            21,
            16
        ],
        [
            29,
            33,
            25,
            29,
            33,
            25
        ],
        [
            12,
            14,
            10,
            12,
            14,
            10
        ],
        [
            20131,
            11234,
            8897,
            20131,
            11234,
            8897
        ],
        [
            5.322862,
            0,
            5.406196,
            5.322863,
            0,
            5.406196
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397216,
            -12695,
            -127941,
            -157327,
            -150531,
            -247127
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20260,
    "evaluation_days": 1688.33,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614232800000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759614295339,
    "expiration_time": 1764859392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 66,
            "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)