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Trade: CAKE/USDT/480/HILO/HWMA/1447

Strategy
CAKE/USDT/480/HILO/HWMA/1447
Pair
CAKE_USDT
Interval
8h
Score
344263
Daily Profit
0.152472
Profit Factor
1.725708
Profitability
45.098039
Streak
39.210789
Best Strategy
Training Data Length
1688.000000
Evaluation Time
2025-10-04 00:03
Expiration Time
2025-11-23 09:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 429030.8935 257373.2411 171657.6524 900534.3306 956425.0591 -55890.7285
Total P&L (%) 429.0309 257.3732 171.6577 900.5343 956.4251 -55.8907
Avg Daily Profit (%) 0.2542 0.1525 0.1017 0.1365 0.1398 -0.0485
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100297 -91777 -80238 -1321464 -253208 -1173373
Profit Factor 1.5742 1.7257 1.4374 1.3252 1.9808 0.9688
Total Trades 204 102 102 204 102 102
Winning Trades 87 46 41 87 46 41
Losing Trades 117 56 61 117 56 61
Profitability (%) 42.6471 45.098 40.1961 42.6471 45.098 40.1961
Ratio Avg Win / Avg Loss 2.1171 2.1009 2.1385 1.7822 2.4114 1.4415
Largest Winning Trade 88531 88531 49556 471609 443266 471609
Largest Losing Trade -28015 -19920 -28015 -261623 -157414 -261623
Avg Bars in Trades 24 23 25 24 23 25
Avg Bars in Winners 38 35 42 38 35 42
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 5023 2418 2605 5023 2418 2605
Profit Streak 0 39.2108 0 0 39.2108 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339880 344263 -58998 -10509 -3205 -582928
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5064,
    "evaluation_days": 1688,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614297600000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759525412159,
    "expiration_time": 1763882496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "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": [
        [
            429030.8934736813,
            257373.2410563634,
            171657.6524173177,
            900534.3306185026,
            956425.0591386873,
            -55890.7285201841
        ],
        [
            429.030893,
            257.373241,
            171.657652,
            900.534331,
            956.425059,
            -55.890729
        ],
        [
            0.254165,
            0.152472,
            0.101693,
            0.136534,
            0.139758,
            -0.048478
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100297,
            -91777,
            -80238,
            -1321464,
            -253208,
            -1173373
        ],
        [
            1.574237,
            1.725708,
            1.437366,
            1.325194,
            1.980797,
            0.968847
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            87,
            46,
            41,
            87,
            46,
            41
        ],
        [
            117,
            56,
            61,
            117,
            56,
            61
        ],
        [
            42.647059,
            45.098039,
            40.196078,
            42.647059,
            45.098039,
            40.196078
        ],
        [
            2.117078,
            2.100862,
            2.13852,
            1.782157,
            2.411405,
            1.441455
        ],
        [
            88531,
            88531,
            49556,
            471609,
            443266,
            471609
        ],
        [
            -28015,
            -19920,
            -28015,
            -261623,
            -157414,
            -261623
        ],
        [
            24,
            23,
            25,
            24,
            23,
            25
        ],
        [
            38,
            35,
            42,
            38,
            35,
            42
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            5023,
            2418,
            2605,
            5023,
            2418,
            2605
        ],
        [
            0,
            39.210789,
            0,
            0,
            39.210789,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339880,
            344263,
            -58998,
            -10509,
            -3205,
            -582928
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5064,
    "evaluation_days": 1688,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614297600000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759525412159,
    "expiration_time": 1763882496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "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)