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Trade: CAKE/USDT/360/WMA/SINWMA/5102

Strategy
CAKE/USDT/360/WMA/SINWMA/5102
Pair
CAKE_USDT
Interval
6h
Score
332245
Daily Profit
0.363249
Profit Factor
1.967448
Profitability
37.185930
Streak
0.000000
Best Strategy
Training Data Length
1684.750000
Evaluation Time
2025-10-01 00:44
Expiration Time
2025-11-20 09:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 611983.0434 347316.1796 264666.8638 5387586.4449 3825933.085 1561653.3599
Total P&L (%) 611.983 347.3162 264.6669 5387.5864 3825.9331 1561.6534
Avg Daily Profit (%) 0.3632 0.2062 0.1571 0.238 0.2181 0.167
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73765 -104922 -43263 -2574048 -595444 -2238304
Profit Factor 1.9674 2.0385 1.8877 1.7291 2.2105 1.3693
Total Trades 199 100 99 199 100 99
Winning Trades 74 35 39 74 35 39
Losing Trades 125 65 60 125 65 60
Profitability (%) 37.1859 35 39.3939 37.1859 35 39.3939
Ratio Avg Win / Avg Loss 3.3234 3.7859 2.9042 2.9207 4.1051 2.1066
Largest Winning Trade 119132 119132 51803 1303433 1231860 1303433
Largest Losing Trade -18222 -18222 -16390 -718171 -456359 -718171
Avg Bars in Trades 33 30 36 33 30 36
Avg Bars in Winners 61 57 65 61 57 65
Avg Bars in Losers 16 15 18 16 15 18
Bars Traded 6647 3013 3634 6647 3013 3634
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332245 195384 231231 277148 225999 178516
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6739,
    "evaluation_days": 1684.75,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615010400000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759268658389,
    "expiration_time": 1763622072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 8,
            "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": [
        [
            611983.0433843158,
            347316.1796248746,
            264666.8637594414,
            5387586.444901888,
            3825933.084971589,
            1561653.3599302978
        ],
        [
            611.983043,
            347.31618,
            264.666864,
            5387.586445,
            3825.933085,
            1561.65336
        ],
        [
            0.363249,
            0.206153,
            0.157096,
            0.238008,
            0.218085,
            0.166953
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73765,
            -104922,
            -43263,
            -2574048,
            -595444,
            -2238304
        ],
        [
            1.967448,
            2.038538,
            1.887707,
            1.729066,
            2.210462,
            1.369274
        ],
        [
            199,
            100,
            99,
            199,
            100,
            99
        ],
        [
            74,
            35,
            39,
            74,
            35,
            39
        ],
        [
            125,
            65,
            60,
            125,
            65,
            60
        ],
        [
            37.18593,
            35,
            39.393939,
            37.18593,
            35,
            39.393939
        ],
        [
            3.323392,
            3.785856,
            2.904165,
            2.92072,
            4.105144,
            2.106575
        ],
        [
            119132,
            119132,
            51803,
            1303433,
            1231860,
            1303433
        ],
        [
            -18222,
            -18222,
            -16390,
            -718171,
            -456359,
            -718171
        ],
        [
            33,
            30,
            36,
            33,
            30,
            36
        ],
        [
            61,
            57,
            65,
            61,
            57,
            65
        ],
        [
            16,
            15,
            18,
            16,
            15,
            18
        ],
        [
            6647,
            3013,
            3634,
            6647,
            3013,
            3634
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332245,
            195384,
            231231,
            277148,
            225999,
            178516
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6739,
    "evaluation_days": 1684.75,
    "actual_first_datapoint_time": 1613714400000,
    "first_datapoint_time": 1615010400000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759268658389,
    "expiration_time": 1763622072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 8,
            "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)