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Trade: CAKE/USDT/120/SWMA/SSF/7973

Strategy
CAKE/USDT/120/SWMA/SSF/7973
Pair
CAKE_USDT
Interval
2h
Score
406241
Daily Profit
0.386156
Profit Factor
2.395170
Profitability
41.739130
Streak
0.000000
Best Strategy
Training Data Length
1689.250000
Evaluation Time
2025-10-05 21:32
Expiration Time
2025-12-05 15:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 652314.7008 411669.1219 240645.5789 4697666.065 4762478.2036 -64812.1386
Total P&L (%) 652.3147 411.6691 240.6456 4697.6661 4762.4782 -64.8121
Avg Daily Profit (%) 0.3862 0.2437 0.1425 0.2294 0.2302 -0.0618
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92676 -69748 -77544 -8774902 -2349948 -6988870
Profit Factor 2.3952 2.6646 2.0927 1.2617 1.647 0.9939
Total Trades 115 57 58 115 57 58
Winning Trades 48 21 27 48 21 27
Losing Trades 67 36 31 67 36 31
Profitability (%) 41.7391 36.8421 46.5517 41.7391 36.8421 46.5517
Ratio Avg Win / Avg Loss 3.3433 4.5678 2.4027 1.7611 2.8234 1.1411
Largest Winning Trade 209868 209868 51381 3389461 3389461 1841074
Largest Losing Trade -30149 -16589 -30149 -2070768 -1124652 -2070768
Avg Bars in Trades 173 154 192 173 154 192
Avg Bars in Winners 298 286 308 298 286 308
Avg Bars in Losers 84 78 91 84 78 91
Bars Traded 19975 8818 11157 19975 8818 11157
Profit Streak 0 48.1059 0 0 48.1059 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 406241 -171811 -180280 228342 -173474 -760507
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20271,
    "evaluation_days": 1689.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615478400000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759689146363,
    "expiration_time": 1764941443200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 66,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            652314.700832282,
            411669.1218975725,
            240645.5789347097,
            4697666.065000973,
            4762478.203556803,
            -64812.1385558303
        ],
        [
            652.314701,
            411.669122,
            240.645579,
            4697.666065,
            4762.478204,
            -64.812139
        ],
        [
            0.386156,
            0.243699,
            0.142457,
            0.229401,
            0.230197,
            -0.061811
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92676,
            -69748,
            -77544,
            -8774902,
            -2349948,
            -6988870
        ],
        [
            2.39517,
            2.664568,
            2.092655,
            1.261711,
            1.646983,
            0.993879
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            48,
            21,
            27,
            48,
            21,
            27
        ],
        [
            67,
            36,
            31,
            67,
            36,
            31
        ],
        [
            41.73913,
            36.842105,
            46.551724,
            41.73913,
            36.842105,
            46.551724
        ],
        [
            3.343258,
            4.567831,
            2.402678,
            1.761138,
            2.8234,
            1.141121
        ],
        [
            209868,
            209868,
            51381,
            3389461,
            3389461,
            1841074
        ],
        [
            -30149,
            -16589,
            -30149,
            -2070768,
            -1124652,
            -2070768
        ],
        [
            173,
            154,
            192,
            173,
            154,
            192
        ],
        [
            298,
            286,
            308,
            298,
            286,
            308
        ],
        [
            84,
            78,
            91,
            84,
            78,
            91
        ],
        [
            19975,
            8818,
            11157,
            19975,
            8818,
            11157
        ],
        [
            0,
            48.105861,
            0,
            0,
            48.105861,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406241,
            -171811,
            -180280,
            228342,
            -173474,
            -760507
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20271,
    "evaluation_days": 1689.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615478400000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759689146363,
    "expiration_time": 1764941443200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 66,
            "offset": 0,
            "poles": 2
        }
    }
}

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)