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Trade: CAKE/USDT/480/WMA/FWMA/5706

Strategy
CAKE/USDT/480/WMA/FWMA/5706
Pair
CAKE_USDT
Interval
8h
Score
384256
Daily Profit
0.418607
Profit Factor
1.645697
Profitability
35.476718
Streak
9.842688
Best Strategy
Training Data Length
1696.000000
Evaluation Time
2025-10-11 23:13
Expiration Time
2025-12-01 15:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 709956.653 426736.9805 283219.6724 11283000.7456 11044496.2286 238504.517
Total P&L (%) 709.9567 426.737 283.2197 11283.0007 11044.4962 238.5045
Avg Daily Profit (%) 0.4186 0.2516 0.167 0.2796 0.2783 0.0719
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -68317 -85738 -56501 -7870764 -2874400 -6268383
Profit Factor 1.6457 1.8143 1.4922 1.4172 1.9249 1.0158
Total Trades 451 226 225 451 226 225
Winning Trades 160 72 88 160 72 88
Losing Trades 291 154 137 291 154 137
Profitability (%) 35.4767 31.8584 39.1111 35.4767 31.8584 39.1111
Ratio Avg Win / Avg Loss 2.9931 3.8806 2.323 2.5774 4.1171 1.5814
Largest Winning Trade 69631 69631 50369 4481274 4481274 3226346
Largest Losing Trade -19025 -12016 -19025 -1499484 -1031401 -1499484
Avg Bars in Trades 11 10 11 11 10 11
Avg Bars in Winners 21 20 21 21 20 21
Avg Bars in Losers 5 5 5 5 5 5
Bars Traded 5049 2377 2672 5049 2377 2672
Profit Streak 9.8427 12.5094 0 9.8427 12.5094 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 384256 214906 229442 298070 245800 -302292
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5088,
    "evaluation_days": 1696,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614268800000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760213608265,
    "expiration_time": 1764594432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 15,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 21,
            "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": [
        [
            709956.652959588,
            426736.9805319665,
            283219.6724276224,
            11283000.745648189,
            11044496.228618357,
            238504.5170298272
        ],
        [
            709.956653,
            426.736981,
            283.219672,
            11283.000746,
            11044.496229,
            238.504517
        ],
        [
            0.418607,
            0.251614,
            0.166993,
            0.279559,
            0.278307,
            0.071923
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -68317,
            -85738,
            -56501,
            -7870764,
            -2874400,
            -6268383
        ],
        [
            1.645697,
            1.814314,
            1.49215,
            1.41715,
            1.924869,
            1.015789
        ],
        [
            451,
            226,
            225,
            451,
            226,
            225
        ],
        [
            160,
            72,
            88,
            160,
            72,
            88
        ],
        [
            291,
            154,
            137,
            291,
            154,
            137
        ],
        [
            35.476718,
            31.858407,
            39.111111,
            35.476718,
            31.858407,
            39.111111
        ],
        [
            2.993112,
            3.880616,
            2.323006,
            2.577442,
            4.117082,
            1.581398
        ],
        [
            69631,
            69631,
            50369,
            4481274,
            4481274,
            3226346
        ],
        [
            -19025,
            -12016,
            -19025,
            -1499484,
            -1031401,
            -1499484
        ],
        [
            11,
            10,
            11,
            11,
            10,
            11
        ],
        [
            21,
            20,
            21,
            21,
            20,
            21
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            5049,
            2377,
            2672,
            5049,
            2377,
            2672
        ],
        [
            9.842688,
            12.509355,
            0,
            9.842688,
            12.509355,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384256,
            214906,
            229442,
            298070,
            245800,
            -302292
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5088,
    "evaluation_days": 1696,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614268800000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760213608265,
    "expiration_time": 1764594432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 15,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 21,
            "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)