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Trade: CAKE/USDT/120/MIDPOINT/JMA/2932

Strategy
CAKE/USDT/120/MIDPOINT/JMA/2932
Pair
CAKE_USDT
Interval
2h
Score
448727
Daily Profit
0.298297
Profit Factor
1.550925
Profitability
48.669202
Streak
0.000000
Best Strategy
Training Data Length
1683.250000
Evaluation Time
2025-09-29 21:28
Expiration Time
2025-11-29 10:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 502108.7132 306809.8475 195298.8657 1529077.7599 1886684.3496 -357606.5896
Total P&L (%) 502.1087 306.8098 195.2989 1529.0778 1886.6844 -357.6066
Avg Daily Profit (%) 0.2983 0.1823 0.116 0.1659 0.1777 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117315 -95894 -83044 -4379724 -1503963 -3289666
Profit Factor 1.5509 1.698 1.4139 1.1258 1.3188 0.9427
Total Trades 263 132 131 263 132 131
Winning Trades 128 56 72 128 56 72
Losing Trades 135 76 59 135 76 59
Profitability (%) 48.6692 42.4242 54.9618 48.6692 42.4242 54.9618
Ratio Avg Win / Avg Loss 1.6357 2.3044 1.1586 1.1874 1.7898 0.7725
Largest Winning Trade 87147 87147 52668 1421145 1421145 979413
Largest Losing Trade -27124 -19774 -27124 -888880 -853256 -888880
Avg Bars in Trades 75 67 84 75 67 84
Avg Bars in Winners 91 81 98 91 81 98
Avg Bars in Losers 61 57 66 61 57 66
Bars Traded 19939 8890 11049 19939 8890 11049
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 448727 271320 -36889 -73546 216259 -580341
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20199,
    "evaluation_days": 1683.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614571200000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759170513540,
    "expiration_time": 1764404380800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 106,
            "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": [
        [
            502108.7131968717,
            306809.8474645871,
            195298.8657322848,
            1529077.7599295215,
            1886684.3495610834,
            -357606.589631562
        ],
        [
            502.108713,
            306.809847,
            195.298866,
            1529.07776,
            1886.68435,
            -357.60659
        ],
        [
            0.298297,
            0.182272,
            0.116025,
            0.165924,
            0.177734,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117315,
            -95894,
            -83044,
            -4379724,
            -1503963,
            -3289666
        ],
        [
            1.550925,
            1.697957,
            1.413937,
            1.125796,
            1.318816,
            0.942668
        ],
        [
            263,
            132,
            131,
            263,
            132,
            131
        ],
        [
            128,
            56,
            72,
            128,
            56,
            72
        ],
        [
            135,
            76,
            59,
            135,
            76,
            59
        ],
        [
            48.669202,
            42.424242,
            54.961832,
            48.669202,
            42.424242,
            54.961832
        ],
        [
            1.635742,
            2.30437,
            1.158643,
            1.187362,
            1.789822,
            0.772464
        ],
        [
            87147,
            87147,
            52668,
            1421145,
            1421145,
            979413
        ],
        [
            -27124,
            -19774,
            -27124,
            -888880,
            -853256,
            -888880
        ],
        [
            75,
            67,
            84,
            75,
            67,
            84
        ],
        [
            91,
            81,
            98,
            91,
            81,
            98
        ],
        [
            61,
            57,
            66,
            61,
            57,
            66
        ],
        [
            19939,
            8890,
            11049,
            19939,
            8890,
            11049
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            448727,
            271320,
            -36889,
            -73546,
            216259,
            -580341
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20199,
    "evaluation_days": 1683.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614571200000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759170513540,
    "expiration_time": 1764404380800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 106,
            "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)