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Trade: CAKE/USDT/120/SSF/WMA/9238

Strategy
CAKE/USDT/120/SSF/WMA/9238
Pair
CAKE_USDT
Interval
2h
Score
399982
Daily Profit
0.294432
Profit Factor
1.727326
Profitability
46.296296
Streak
0.000000
Best Strategy
Training Data Length
1692.170000
Evaluation Time
2025-10-08 19:45
Expiration Time
2025-12-08 16:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 498228.3791 303269.3115 194959.0677 1714294.5054 1981257.8798 -266963.3744
Total P&L (%) 498.2284 303.2693 194.9591 1714.2945 1981.2579 -266.9634
Avg Daily Profit (%) 0.2944 0.1792 0.1152 0.1714 0.1795 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72711 -99294 -70231 -2286419 -469400 -2194638
Profit Factor 1.7273 1.9546 1.5307 1.3135 2.0612 0.9259
Total Trades 162 81 81 162 81 81
Winning Trades 75 35 40 75 35 40
Losing Trades 87 46 41 87 46 41
Profitability (%) 46.2963 43.2099 49.3827 46.2963 43.2099 49.3827
Ratio Avg Win / Avg Loss 2.0037 2.569 1.569 1.5237 2.7091 0.949
Largest Winning Trade 95914 95914 51891 951584 951584 817108
Largest Losing Trade -29731 -21952 -29731 -563905 -267992 -563905
Avg Bars in Trades 123 121 125 123 121 125
Avg Bars in Winners 176 175 177 176 175 177
Avg Bars in Losers 78 80 76 78 80 76
Bars Traded 20065 9867 10198 20065 9867 10198
Profit Streak 0 43.8646 0 0 43.8646 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399982 -2888 -48783 305255 -2263 -592976
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20306,
    "evaluation_days": 1692.17,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614916800000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759941903705,
    "expiration_time": 1765202515200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 219,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 168,
            "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": [
        [
            498228.3791455823,
            303269.3114856865,
            194959.0676598956,
            1714294.5053763846,
            1981257.879780273,
            -266963.374403888
        ],
        [
            498.228379,
            303.269311,
            194.959068,
            1714.294505,
            1981.25788,
            -266.963374
        ],
        [
            0.294432,
            0.179219,
            0.115212,
            0.171423,
            0.179549,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72711,
            -99294,
            -70231,
            -2286419,
            -469400,
            -2194638
        ],
        [
            1.727326,
            1.954638,
            1.530741,
            1.313492,
            2.061243,
            0.925874
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            75,
            35,
            40,
            75,
            35,
            40
        ],
        [
            87,
            46,
            41,
            87,
            46,
            41
        ],
        [
            46.296296,
            43.209877,
            49.382716,
            46.296296,
            43.209877,
            49.382716
        ],
        [
            2.003698,
            2.568952,
            1.569009,
            1.523651,
            2.709063,
            0.94902
        ],
        [
            95914,
            95914,
            51891,
            951584,
            951584,
            817108
        ],
        [
            -29731,
            -21952,
            -29731,
            -563905,
            -267992,
            -563905
        ],
        [
            123,
            121,
            125,
            123,
            121,
            125
        ],
        [
            176,
            175,
            177,
            176,
            175,
            177
        ],
        [
            78,
            80,
            76,
            78,
            80,
            76
        ],
        [
            20065,
            9867,
            10198,
            20065,
            9867,
            10198
        ],
        [
            0,
            43.864626,
            0,
            0,
            43.864626,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399982,
            -2888,
            -48783,
            305255,
            -2263,
            -592976
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20306,
    "evaluation_days": 1692.17,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614916800000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759941903705,
    "expiration_time": 1765202515200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 219,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 168,
            "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)