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Trade: CAKE/USDT/120/SSF/RMA/5532

Strategy
CAKE/USDT/120/SSF/RMA/5532
Pair
CAKE_USDT
Interval
2h
Score
424117
Daily Profit
0.447225
Profit Factor
1.858750
Profitability
38.793103
Streak
11.002846
Best Strategy
Training Data Length
1696.500000
Evaluation Time
2025-10-13 05:04
Expiration Time
2025-12-13 03:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 758716.4768 443826.6563 314889.8205 22803598.9425 18326016.2454 4477582.6972
Total P&L (%) 758.7165 443.8267 314.8898 22803.5989 18326.0162 4477.5827
Avg Daily Profit (%) 0.4472 0.2616 0.1856 0.3208 0.308 0.2256
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -55957 -92042 -49866 -5597759 -2128850 -5638235
Profit Factor 1.8588 2.0593 1.6779 2.1496 3.1156 1.4007
Total Trades 348 174 174 348 174 174
Winning Trades 135 65 70 135 65 70
Losing Trades 213 109 104 213 109 104
Profitability (%) 38.7931 37.3563 40.2299 38.7931 37.3563 40.2299
Ratio Avg Win / Avg Loss 2.9327 3.4533 2.4928 3.3916 5.2247 2.0811
Largest Winning Trade 67327 67327 50672 6813803 6813803 3934761
Largest Losing Trade -17095 -17095 -15381 -1216643 -1216643 -1185517
Avg Bars in Trades 58 56 60 58 56 60
Avg Bars in Winners 100 96 103 100 96 103
Avg Bars in Losers 31 32 31 31 32 31
Bars Traded 20269 9764 10505 20269 9764 10505
Profit Streak 11.0028 48.5862 0 11.0028 48.5862 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 424117 321059 260387 405429 423706 238455
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20358,
    "evaluation_days": 1696.5,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1613800800000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760321045870,
    "expiration_time": 1765590393600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 132,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 13,
            "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": [
        [
            758716.4767538386,
            443826.6562825427,
            314889.8204712957,
            22803598.94253648,
            18326016.24538079,
            4477582.697155687
        ],
        [
            758.716477,
            443.826656,
            314.88982,
            22803.598943,
            18326.016245,
            4477.582697
        ],
        [
            0.447225,
            0.261613,
            0.185611,
            0.320813,
            0.30795,
            0.225645
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -55957,
            -92042,
            -49866,
            -5597759,
            -2128850,
            -5638235
        ],
        [
            1.85875,
            2.059283,
            1.677875,
            2.149617,
            3.115638,
            1.400727
        ],
        [
            348,
            174,
            174,
            348,
            174,
            174
        ],
        [
            135,
            65,
            70,
            135,
            65,
            70
        ],
        [
            213,
            109,
            104,
            213,
            109,
            104
        ],
        [
            38.793103,
            37.356322,
            40.229885,
            38.793103,
            37.356322,
            40.229885
        ],
        [
            2.932694,
            3.453259,
            2.492843,
            3.391619,
            5.224686,
            2.08108
        ],
        [
            67327,
            67327,
            50672,
            6813803,
            6813803,
            3934761
        ],
        [
            -17095,
            -17095,
            -15381,
            -1216643,
            -1216643,
            -1185517
        ],
        [
            58,
            56,
            60,
            58,
            56,
            60
        ],
        [
            100,
            96,
            103,
            100,
            96,
            103
        ],
        [
            31,
            32,
            31,
            31,
            32,
            31
        ],
        [
            20269,
            9764,
            10505,
            20269,
            9764,
            10505
        ],
        [
            11.002846,
            48.586179,
            0,
            11.002846,
            48.586179,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            424117,
            321059,
            260387,
            405429,
            423706,
            238455
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20358,
    "evaluation_days": 1696.5,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1613800800000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760321045870,
    "expiration_time": 1765590393600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 132,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 13,
            "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)