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Trade: CAKE/USDT/120/MIDPRICE/ZLMA/7008

Strategy
CAKE/USDT/120/MIDPRICE/ZLMA/7008
Pair
CAKE_USDT
Interval
2h
Score
417466
Daily Profit
0.290464
Profit Factor
1.393784
Profitability
47.424893
Streak
0.000000
Best Strategy
Training Data Length
1693.250000
Evaluation Time
2025-10-09 21:46
Expiration Time
2025-12-09 18:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 491828.6661 319594.7475 172233.9186 1025519.236 1794994.1101 -769474.8741
Total P&L (%) 491.8287 319.5947 172.2339 1025.5192 1794.9941 -769.4749
Avg Daily Profit (%) 0.2905 0.1887 0.1017 0.1431 0.1739 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128356 -87127 -102814 -3846703 -1046234 -3085605
Profit Factor 1.3938 1.522 1.2705 1.0906 1.3333 0.8704
Total Trades 466 233 233 466 233 233
Winning Trades 221 105 116 221 105 116
Losing Trades 245 128 117 245 128 117
Profitability (%) 47.4249 45.0644 49.7854 47.4249 45.0644 49.7854
Ratio Avg Win / Avg Loss 1.5451 1.8554 1.2815 1.209 1.6254 0.8779
Largest Winning Trade 78625 78625 40529 1455061 1455061 819318
Largest Losing Trade -37888 -28588 -37888 -1017489 -639316 -1017489
Avg Bars in Trades 43 38 47 43 38 47
Avg Bars in Winners 54 48 59 54 48 59
Avg Bars in Losers 32 30 35 32 30 35
Bars Traded 20106 9030 11076 20106 9030 11076
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 417466 317548 -56698 -121085 286468 -580197
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20319,
    "evaluation_days": 1693.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614196800000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760035590086,
    "expiration_time": 1765299484800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 68,
            "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": [
        [
            491828.666123181,
            319594.7474775894,
            172233.9186455921,
            1025519.2360316622,
            1794994.110092542,
            -769474.8740608811
        ],
        [
            491.828666,
            319.594747,
            172.233919,
            1025.519236,
            1794.99411,
            -769.474874
        ],
        [
            0.290464,
            0.188746,
            0.101718,
            0.143072,
            0.173888,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128356,
            -87127,
            -102814,
            -3846703,
            -1046234,
            -3085605
        ],
        [
            1.393784,
            1.521993,
            1.270501,
            1.090577,
            1.333319,
            0.87039
        ],
        [
            466,
            233,
            233,
            466,
            233,
            233
        ],
        [
            221,
            105,
            116,
            221,
            105,
            116
        ],
        [
            245,
            128,
            117,
            245,
            128,
            117
        ],
        [
            47.424893,
            45.064378,
            49.785408,
            47.424893,
            45.064378,
            49.785408
        ],
        [
            1.545145,
            1.855382,
            1.281453,
            1.209011,
            1.62538,
            0.877893
        ],
        [
            78625,
            78625,
            40529,
            1455061,
            1455061,
            819318
        ],
        [
            -37888,
            -28588,
            -37888,
            -1017489,
            -639316,
            -1017489
        ],
        [
            43,
            38,
            47,
            43,
            38,
            47
        ],
        [
            54,
            48,
            59,
            54,
            48,
            59
        ],
        [
            32,
            30,
            35,
            32,
            30,
            35
        ],
        [
            20106,
            9030,
            11076,
            20106,
            9030,
            11076
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            417466,
            317548,
            -56698,
            -121085,
            286468,
            -580197
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20319,
    "evaluation_days": 1693.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614196800000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760035590086,
    "expiration_time": 1765299484800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 68,
            "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)