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Trade: CAKE/USDT/360/SSF/HMA/5648

Strategy
CAKE/USDT/360/SSF/HMA/5648
Pair
CAKE_USDT
Interval
6h
Score
429250
Daily Profit
0.354117
Profit Factor
2.157042
Profitability
42.635659
Streak
43.583436
Best Strategy
Training Data Length
1684.250000
Evaluation Time
2025-09-30 11:00
Expiration Time
2025-11-19 20:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 596421.2867 347190.926 249230.3607 4206733.6132 2942060.8217 1264672.7914
Total P&L (%) 596.4213 347.1909 249.2304 4206.7336 2942.0608 1264.6728
Avg Daily Profit (%) 0.3541 0.2061 0.148 0.2237 0.203 0.1553
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -56052 -86431 -40955 -2609518 -795121 -2234100
Profit Factor 2.157 2.2366 2.0618 1.5286 1.829 1.2869
Total Trades 129 65 64 129 65 64
Winning Trades 55 24 31 55 24 31
Losing Trades 74 41 33 74 41 33
Profitability (%) 42.6357 36.9231 48.4375 42.6357 36.9231 48.4375
Ratio Avg Win / Avg Loss 2.9022 3.8209 2.1949 2.0567 3.1246 1.3699
Largest Winning Trade 107445 107445 51876 1663737 1663737 1029171
Largest Losing Trade -24725 -17773 -24725 -984354 -417092 -984354
Avg Bars in Trades 51 47 55 51 47 55
Avg Bars in Winners 83 83 83 83 83 83
Avg Bars in Losers 27 25 30 27 25 30
Bars Traded 6643 3079 3564 6643 3079 3564
Profit Streak 43.5834 43.5834 51.8334 43.5834 43.5834 51.8334
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 429250 -124560 -130808 334710 -124957 -131565
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6737,
    "evaluation_days": 1684.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614772800000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759219208902,
    "expiration_time": 1763577576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 102,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 45,
            "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": [
        [
            596421.2867131975,
            347190.9260220886,
            249230.3606911092,
            4206733.613155753,
            2942060.821727054,
            1264672.7914286985
        ],
        [
            596.421287,
            347.190926,
            249.230361,
            4206.733613,
            2942.060822,
            1264.672791
        ],
        [
            0.354117,
            0.20614,
            0.147977,
            0.223659,
            0.202974,
            0.155293
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -56052,
            -86431,
            -40955,
            -2609518,
            -795121,
            -2234100
        ],
        [
            2.157042,
            2.236627,
            2.061844,
            1.528639,
            1.829008,
            1.286854
        ],
        [
            129,
            65,
            64,
            129,
            65,
            64
        ],
        [
            55,
            24,
            31,
            55,
            24,
            31
        ],
        [
            74,
            41,
            33,
            74,
            41,
            33
        ],
        [
            42.635659,
            36.923077,
            48.4375,
            42.635659,
            36.923077,
            48.4375
        ],
        [
            2.902201,
            3.820904,
            2.194867,
            2.056714,
            3.124555,
            1.369876
        ],
        [
            107445,
            107445,
            51876,
            1663737,
            1663737,
            1029171
        ],
        [
            -24725,
            -17773,
            -24725,
            -984354,
            -417092,
            -984354
        ],
        [
            51,
            47,
            55,
            51,
            47,
            55
        ],
        [
            83,
            83,
            83,
            83,
            83,
            83
        ],
        [
            27,
            25,
            30,
            27,
            25,
            30
        ],
        [
            6643,
            3079,
            3564,
            6643,
            3079,
            3564
        ],
        [
            43.583436,
            43.583436,
            51.833436,
            43.583436,
            43.583436,
            51.833436
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            429250,
            -124560,
            -130808,
            334710,
            -124957,
            -131565
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6737,
    "evaluation_days": 1684.25,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1614772800000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759219208902,
    "expiration_time": 1763577576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 102,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 45,
            "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)