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Trade: CAKE/USDT/240/DCM/LINREG/1229

Strategy
CAKE/USDT/240/DCM/LINREG/1229
Pair
CAKE_USDT
Interval
4h
Score
437011
Daily Profit
0.207807
Profit Factor
1.779458
Profitability
52.173913
Streak
41.220986
Best Strategy
Training Data Length
1678.500000
Evaluation Time
2025-09-27 12:18
Expiration Time
2025-11-13 22:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 348804.7422 185108.904 163695.8381 704926.8588 688692.1404 16234.7184
Total P&L (%) 348.8047 185.1089 163.6958 704.9269 688.6921 16.2347
Avg Daily Profit (%) 0.2078 0.1103 0.0975 0.1243 0.1231 0.009
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -56265 -35720 -65575 -734325 -462995 -779561
Profit Factor 1.7795 1.9028 1.6751 1.1864 1.4238 1.0075
Total Trades 92 46 46 92 46 46
Winning Trades 48 25 23 48 25 23
Losing Trades 44 21 23 44 21 23
Profitability (%) 52.1739 54.3478 50 52.1739 54.3478 50
Ratio Avg Win / Avg Loss 1.6312 1.5984 1.6751 1.0876 1.196 1.0075
Largest Winning Trade 69296 69296 59106 345427 345427 304703
Largest Losing Trade -25737 -19658 -25737 -326537 -234142 -326537
Avg Bars in Trades 106 77 136 106 77 136
Avg Bars in Winners 139 92 190 139 92 190
Avg Bars in Losers 70 58 82 70 58 82
Bars Traded 9815 3549 6265 9815 3549 6265
Profit Streak 41.221 0 45.0543 41.221 0 45.0543
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 437011 -41513 -58970 -40986 -26758 -401869
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10071,
    "evaluation_days": 1678.5,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1616486400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758964693156,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 90,
            "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": [
        [
            348804.7421514233,
            185108.9040290795,
            163695.8381223437,
            704926.8587983211,
            688692.1403587842,
            16234.7184395368
        ],
        [
            348.804742,
            185.108904,
            163.695838,
            704.926859,
            688.69214,
            16.234718
        ],
        [
            0.207807,
            0.110282,
            0.097525,
            0.12433,
            0.123115,
            0.008963
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -56265,
            -35720,
            -65575,
            -734325,
            -462995,
            -779561
        ],
        [
            1.779458,
            1.902816,
            1.675142,
            1.186437,
            1.423823,
            1.00753
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            52.173913,
            54.347826,
            50,
            52.173913,
            54.347826,
            50
        ],
        [
            1.63117,
            1.598366,
            1.675142,
            1.087567,
            1.196011,
            1.00753
        ],
        [
            69296,
            69296,
            59106,
            345427,
            345427,
            304703
        ],
        [
            -25737,
            -19658,
            -25737,
            -326537,
            -234142,
            -326537
        ],
        [
            106,
            77,
            136,
            106,
            77,
            136
        ],
        [
            139,
            92,
            190,
            139,
            92,
            190
        ],
        [
            70,
            58,
            82,
            70,
            58,
            82
        ],
        [
            9815,
            3549,
            6265,
            9815,
            3549,
            6265
        ],
        [
            41.220986,
            0,
            45.054319,
            41.220986,
            0,
            45.054319
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            437011,
            -41513,
            -58970,
            -40986,
            -26758,
            -401869
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10071,
    "evaluation_days": 1678.5,
    "actual_first_datapoint_time": 1613707200000,
    "first_datapoint_time": 1616486400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758964693156,
    "expiration_time": 1763065872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 90,
            "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)