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Trade: CAKE/USDT/120/SINWMA/SINWMA/1048

Strategy
CAKE/USDT/120/SINWMA/SINWMA/1048
Pair
CAKE_USDT
Interval
2h
Score
393836
Daily Profit
0.374866
Profit Factor
2.125588
Profitability
39.716312
Streak
35.852364
Best Strategy
Training Data Length
1683.670000
Evaluation Time
2025-09-30 07:27
Expiration Time
2025-11-29 20:41

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 631150.5406 386029.2376 245121.3031 3174962.6999 2482970.8494 691991.8504
Total P&L (%) 631.1505 386.0292 245.1213 3174.9627 2482.9708 691.9919
Avg Daily Profit (%) 0.3749 0.2293 0.1456 0.2074 0.1933 0.123
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72934 -85070 -51990 -3528621 -1304431 -2457121
Profit Factor 2.1256 2.1918 2.035 1.3539 1.5821 1.147
Total Trades 141 71 70 141 71 70
Winning Trades 56 24 32 56 24 32
Losing Trades 85 47 38 85 47 38
Profitability (%) 39.7163 33.8028 45.7143 39.7163 33.8028 45.7143
Ratio Avg Win / Avg Loss 3.2263 4.2922 2.4166 2.055 3.0984 1.3621
Largest Winning Trade 220453 220453 51537 1737325 1737325 978121
Largest Losing Trade -23018 -18824 -23018 -798190 -798190 -795978
Avg Bars in Trades 141 126 156 141 126 156
Avg Bars in Winners 249 245 253 249 245 253
Avg Bars in Losers 70 65 75 70 65 75
Bars Traded 19939 8962 10977 19939 8962 10977
Profit Streak 35.8524 35.8524 52.1857 35.8524 35.8524 52.1857
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 393836 -80672 -89960 251661 -81814 -182333
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20204,
    "evaluation_days": 1683.67,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615190400000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759206444277,
    "expiration_time": 1764441676800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 30,
            "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": [
        [
            631150.5406324053,
            386029.2375780063,
            245121.3030543993,
            3174962.69986912,
            2482970.84944387,
            691991.850425249
        ],
        [
            631.150541,
            386.029238,
            245.121303,
            3174.9627,
            2482.970849,
            691.99185
        ],
        [
            0.374866,
            0.229278,
            0.145587,
            0.207434,
            0.193308,
            0.122985
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72934,
            -85070,
            -51990,
            -3528621,
            -1304431,
            -2457121
        ],
        [
            2.125588,
            2.191785,
            2.035048,
            1.353898,
            1.582149,
            1.147037
        ],
        [
            141,
            71,
            70,
            141,
            71,
            70
        ],
        [
            56,
            24,
            32,
            56,
            24,
            32
        ],
        [
            85,
            47,
            38,
            85,
            47,
            38
        ],
        [
            39.716312,
            33.802817,
            45.714286,
            39.716312,
            33.802817,
            45.714286
        ],
        [
            3.226339,
            4.292245,
            2.41662,
            2.055023,
            3.098375,
            1.362107
        ],
        [
            220453,
            220453,
            51537,
            1737325,
            1737325,
            978121
        ],
        [
            -23018,
            -18824,
            -23018,
            -798190,
            -798190,
            -795978
        ],
        [
            141,
            126,
            156,
            141,
            126,
            156
        ],
        [
            249,
            245,
            253,
            249,
            245,
            253
        ],
        [
            70,
            65,
            75,
            70,
            65,
            75
        ],
        [
            19939,
            8962,
            10977,
            19939,
            8962,
            10977
        ],
        [
            35.852364,
            35.852364,
            52.185698,
            35.852364,
            35.852364,
            52.185698
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            393836,
            -80672,
            -89960,
            251661,
            -81814,
            -182333
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20204,
    "evaluation_days": 1683.67,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615190400000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759206444277,
    "expiration_time": 1764441676800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 30,
            "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)