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Trade: CAKE/USDT/360/PSAR/HWMA/6156

Strategy
CAKE/USDT/360/PSAR/HWMA/6156
Pair
CAKE_USDT
Interval
6h
Score
329115
Daily Profit
0.217714
Profit Factor
1.236491
Profitability
41.697417
Streak
7.218150
Best Strategy
Training Data Length
1683.000000
Evaluation Time
2025-09-29 08:14
Expiration Time
2025-11-18 13:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 366411.9883 229781.7583 136630.23 219161.0757 182655.1868 36505.8889
Total P&L (%) 366.412 229.7818 136.6302 219.1611 182.6552 36.5059
Avg Daily Profit (%) 0.2177 0.1365 0.0812 0.069 0.0618 0.0185
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -223555 -192088 -152205 -89790 -52028 -89479
Profit Factor 1.2365 1.3 1.1744 1.267 1.4471 1.0885
Total Trades 542 271 271 542 271 271
Winning Trades 226 110 116 226 110 116
Losing Trades 316 161 155 316 161 155
Profitability (%) 41.6974 40.5904 42.8044 41.6974 40.5904 42.8044
Ratio Avg Win / Avg Loss 1.7289 1.9027 1.5692 1.7715 2.1181 1.4545
Largest Winning Trade 91641 91641 39561 83007 83007 42413
Largest Losing Trade -23519 -21936 -23519 -34969 -23125 -34969
Avg Bars in Trades 12 11 12 12 11 12
Avg Bars in Winners 17 16 18 17 16 18
Avg Bars in Losers 8 8 8 8 8 8
Bars Traded 6710 3224 3486 6710 3224 3486
Profit Streak 7.2182 0 19.2182 7.2182 0 19.2182
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329115 -12089 -112332 -99276 -110889 -294009
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6732,
    "evaluation_days": 1683,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1613714400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759122848154,
    "expiration_time": 1763466336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.71964,
            "nb": 0.09306,
            "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": [
        [
            366411.9883193874,
            229781.758318216,
            136630.2300011713,
            219161.0756566026,
            182655.1867983008,
            36505.8888583018
        ],
        [
            366.411988,
            229.781758,
            136.63023,
            219.161076,
            182.655187,
            36.505889
        ],
        [
            0.217714,
            0.136531,
            0.081183,
            0.06898,
            0.061757,
            0.018492
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -223555,
            -192088,
            -152205,
            -89790,
            -52028,
            -89479
        ],
        [
            1.236491,
            1.300012,
            1.174393,
            1.266991,
            1.447115,
            1.088534
        ],
        [
            542,
            271,
            271,
            542,
            271,
            271
        ],
        [
            226,
            110,
            116,
            226,
            110,
            116
        ],
        [
            316,
            161,
            155,
            316,
            161,
            155
        ],
        [
            41.697417,
            40.590406,
            42.804428,
            41.697417,
            40.590406,
            42.804428
        ],
        [
            1.728899,
            1.902744,
            1.569232,
            1.771546,
            2.118051,
            1.454507
        ],
        [
            91641,
            91641,
            39561,
            83007,
            83007,
            42413
        ],
        [
            -23519,
            -21936,
            -23519,
            -34969,
            -23125,
            -34969
        ],
        [
            12,
            11,
            12,
            12,
            11,
            12
        ],
        [
            17,
            16,
            18,
            17,
            16,
            18
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            6710,
            3224,
            3486,
            6710,
            3224,
            3486
        ],
        [
            7.21815,
            0,
            19.21815,
            7.21815,
            0,
            19.21815
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329115,
            -12089,
            -112332,
            -99276,
            -110889,
            -294009
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6732,
    "evaluation_days": 1683,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1613714400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759122848154,
    "expiration_time": 1763466336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.71964,
            "nb": 0.09306,
            "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)