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Trade: CAKE/USDT/120/SINWMA/HILO/1049

Strategy
CAKE/USDT/120/SINWMA/HILO/1049
Pair
CAKE_USDT
Interval
2h
Score
375536
Daily Profit
0.288240
Profit Factor
1.525485
Profitability
43.617021
Streak
0.000000
Best Strategy
Training Data Length
1693.330000
Evaluation Time
2025-10-10 00:41
Expiration Time
2025-12-09 21:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 488086.0594 295078.8849 193007.1745 1619176.7119 1662271.4753 -43094.7634
Total P&L (%) 488.0861 295.0789 193.0072 1619.1767 1662.2715 -43.0948
Avg Daily Profit (%) 0.2882 0.1743 0.114 0.1681 0.1696 -0.0333
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94297 -90856 -73016 -2979038 -925766 -2379969
Profit Factor 1.5255 1.671 1.3946 1.2407 1.6143 0.9893
Total Trades 376 188 188 376 188 188
Winning Trades 164 77 87 164 77 87
Losing Trades 212 111 101 212 111 101
Profitability (%) 43.617 40.9574 46.2766 43.617 40.9574 46.2766
Ratio Avg Win / Avg Loss 1.972 2.4088 1.6191 1.6038 2.3271 1.1485
Largest Winning Trade 81008 81008 48276 1082497 1082497 716140
Largest Losing Trade -23304 -21496 -23304 -430304 -425207 -430304
Avg Bars in Trades 53 47 59 53 47 59
Avg Bars in Winners 79 71 86 79 71 86
Avg Bars in Losers 33 31 35 33 31 35
Bars Traded 20097 8943 11154 20097 8943 11154
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 375536 269234 -40077 290923 278855 -580130
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20320,
    "evaluation_days": 1693.33,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614477600000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760046113099,
    "expiration_time": 1765306944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 107,
            "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": [
        [
            488086.0594205993,
            295078.8848748304,
            193007.1745457693,
            1619176.711859999,
            1662271.4753023614,
            -43094.7634423625
        ],
        [
            488.086059,
            295.078885,
            193.007175,
            1619.176712,
            1662.271475,
            -43.094763
        ],
        [
            0.28824,
            0.17426,
            0.113981,
            0.16812,
            0.169584,
            -0.033289
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94297,
            -90856,
            -73016,
            -2979038,
            -925766,
            -2379969
        ],
        [
            1.525485,
            1.671002,
            1.39464,
            1.2407,
            1.614296,
            0.989283
        ],
        [
            376,
            188,
            188,
            376,
            188,
            188
        ],
        [
            164,
            77,
            87,
            164,
            77,
            87
        ],
        [
            212,
            111,
            101,
            212,
            111,
            101
        ],
        [
            43.617021,
            40.957447,
            46.276596,
            43.617021,
            40.957447,
            46.276596
        ],
        [
            1.971968,
            2.408847,
            1.619065,
            1.603831,
            2.327102,
            1.148477
        ],
        [
            81008,
            81008,
            48276,
            1082497,
            1082497,
            716140
        ],
        [
            -23304,
            -21496,
            -23304,
            -430304,
            -425207,
            -430304
        ],
        [
            53,
            47,
            59,
            53,
            47,
            59
        ],
        [
            79,
            71,
            86,
            79,
            71,
            86
        ],
        [
            33,
            31,
            35,
            33,
            31,
            35
        ],
        [
            20097,
            8943,
            11154,
            20097,
            8943,
            11154
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            375536,
            269234,
            -40077,
            290923,
            278855,
            -580130
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20320,
    "evaluation_days": 1693.33,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614477600000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760046113099,
    "expiration_time": 1765306944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 107,
            "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)