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Trade: CAKE/USDT/360/FWMA/HWMA/8907

Strategy
CAKE/USDT/360/FWMA/HWMA/8907
Pair
CAKE_USDT
Interval
6h
Score
393549
Daily Profit
0.317216
Profit Factor
1.868162
Profitability
40.500000
Streak
33.844503
Best Strategy
Training Data Length
1682.750000
Evaluation Time
2025-09-28 23:16
Expiration Time
2025-11-18 07:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 533795.5259 288342.0789 245453.447 2770831.1667 1960527.527 810303.6397
Total P&L (%) 533.7955 288.3421 245.4534 2770.8312 1960.5275 810.3036
Avg Daily Profit (%) 0.3172 0.1714 0.1459 0.1997 0.18 0.1313
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69626 -50159 -57142 -1556450 -720446 -1241790
Profit Factor 1.8682 1.9904 1.7582 1.494 1.7578 1.2682
Total Trades 200 100 100 200 100 100
Winning Trades 81 38 43 81 38 43
Losing Trades 119 62 57 119 62 57
Profitability (%) 40.5 38 43 40.5 38 43
Ratio Avg Win / Avg Loss 2.7446 3.2475 2.3307 2.1949 2.8679 1.6811
Largest Winning Trade 98789 98789 52839 996423 996423 582774
Largest Losing Trade -33623 -16967 -33623 -478468 -386961 -478468
Avg Bars in Trades 32 30 35 32 30 35
Avg Bars in Winners 54 52 55 54 52 55
Avg Bars in Losers 18 16 19 18 16 19
Bars Traded 6541 3032 3509 6541 3032 3509
Profit Streak 33.8445 33.8445 36.0945 33.8445 33.8445 36.0945
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 393549 242823 91664 315447 244311 -18740
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6731,
    "evaluation_days": 1682.75,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1617040800000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759090565042,
    "expiration_time": 1763444088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 119,
            "offset": 36
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            533795.5258536286,
            288342.0788607458,
            245453.4469928829,
            2770831.1666741795,
            1960527.5269655795,
            810303.6397085991
        ],
        [
            533.795526,
            288.342079,
            245.453447,
            2770.831167,
            1960.527527,
            810.30364
        ],
        [
            0.317216,
            0.171352,
            0.145864,
            0.199705,
            0.17996,
            0.131336
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69626,
            -50159,
            -57142,
            -1556450,
            -720446,
            -1241790
        ],
        [
            1.868162,
            1.990376,
            1.758245,
            1.494023,
            1.757769,
            1.268182
        ],
        [
            200,
            100,
            100,
            200,
            100,
            100
        ],
        [
            81,
            38,
            43,
            81,
            38,
            43
        ],
        [
            119,
            62,
            57,
            119,
            62,
            57
        ],
        [
            40.5,
            38,
            43,
            40.5,
            38,
            43
        ],
        [
            2.744584,
            3.247455,
            2.330696,
            2.194923,
            2.867938,
            1.681079
        ],
        [
            98789,
            98789,
            52839,
            996423,
            996423,
            582774
        ],
        [
            -33623,
            -16967,
            -33623,
            -478468,
            -386961,
            -478468
        ],
        [
            32,
            30,
            35,
            32,
            30,
            35
        ],
        [
            54,
            52,
            55,
            54,
            52,
            55
        ],
        [
            18,
            16,
            19,
            18,
            16,
            19
        ],
        [
            6541,
            3032,
            3509,
            6541,
            3032,
            3509
        ],
        [
            33.844503,
            33.844503,
            36.094503,
            33.844503,
            33.844503,
            36.094503
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            393549,
            242823,
            91664,
            315447,
            244311,
            -18740
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6731,
    "evaluation_days": 1682.75,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1617040800000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759090565042,
    "expiration_time": 1763444088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 119,
            "offset": 36
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)