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Trade: CAKE/USDT/360/HILO/OHLC4/6442

Strategy
CAKE/USDT/360/HILO/OHLC4/6442
Pair
CAKE_USDT
Interval
6h
Score
406780
Daily Profit
0.396913
Profit Factor
1.697504
Profitability
38.181818
Streak
9.073201
Best Strategy
Training Data Length
1695.000000
Evaluation Time
2025-10-11 04:45
Expiration Time
2025-11-30 22:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 672768.0378 406314.1673 266453.8705 8355197.4871 7123595.0848 1231602.4023
Total P&L (%) 672.768 406.3142 266.4539 8355.1975 7123.5951 1231.6024
Avg Daily Profit (%) 0.3969 0.2397 0.1572 0.2621 0.2528 0.1529
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -51099 -62144 -45859 -3929326 -1268970 -3532923
Profit Factor 1.6975 1.8873 1.526 1.5309 2.006 1.1423
Total Trades 385 193 192 385 193 192
Winning Trades 147 66 81 147 66 81
Losing Trades 238 127 111 238 127 111
Profitability (%) 38.1818 34.1969 42.1875 38.1818 34.1969 42.1875
Ratio Avg Win / Avg Loss 2.7483 3.6316 2.0911 2.4786 3.86 1.5653
Largest Winning Trade 93199 93199 54293 2569227 2569227 1911934
Largest Losing Trade -23519 -15101 -23519 -647692 -644396 -647692
Avg Bars in Trades 17 17 17 17 17 17
Avg Bars in Winners 31 34 29 31 34 29
Avg Bars in Losers 8 9 8 8 9 8
Bars Traded 6735 3444 3291 6735 3444 3291
Profit Streak 9.0732 11.8232 0 9.0732 11.8232 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 406780 243239 270736 343333 270520 -57592
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6780,
    "evaluation_days": 1695,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614254400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760147124538,
    "expiration_time": 1764534240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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": [
        [
            672768.0378432997,
            406314.1673179278,
            266453.870525372,
            8355197.487091601,
            7123595.084781744,
            1231602.4023098561
        ],
        [
            672.768038,
            406.314167,
            266.453871,
            8355.197487,
            7123.595085,
            1231.602402
        ],
        [
            0.396913,
            0.239713,
            0.1572,
            0.262135,
            0.252823,
            0.152858
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -51099,
            -62144,
            -45859,
            -3929326,
            -1268970,
            -3532923
        ],
        [
            1.697504,
            1.887277,
            1.525962,
            1.530895,
            2.005978,
            1.142272
        ],
        [
            385,
            193,
            192,
            385,
            193,
            192
        ],
        [
            147,
            66,
            81,
            147,
            66,
            81
        ],
        [
            238,
            127,
            111,
            238,
            127,
            111
        ],
        [
            38.181818,
            34.196891,
            42.1875,
            38.181818,
            34.196891,
            42.1875
        ],
        [
            2.748339,
            3.631578,
            2.091133,
            2.478593,
            3.859987,
            1.565336
        ],
        [
            93199,
            93199,
            54293,
            2569227,
            2569227,
            1911934
        ],
        [
            -23519,
            -15101,
            -23519,
            -647692,
            -644396,
            -647692
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            31,
            34,
            29,
            31,
            34,
            29
        ],
        [
            8,
            9,
            8,
            8,
            9,
            8
        ],
        [
            6735,
            3444,
            3291,
            6735,
            3444,
            3291
        ],
        [
            9.073201,
            11.823201,
            0,
            9.073201,
            11.823201,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406780,
            243239,
            270736,
            343333,
            270520,
            -57592
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6780,
    "evaluation_days": 1695,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614254400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760147124538,
    "expiration_time": 1764534240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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)