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Trade: CAKE/USDT/480/WMA/HWMA/8550

Strategy
CAKE/USDT/480/WMA/HWMA/8550
Pair
CAKE_USDT
Interval
8h
Score
402974
Daily Profit
0.377380
Profit Factor
1.904010
Profitability
38.827839
Streak
9.940864
Best Strategy
Training Data Length
1696.670000
Evaluation Time
2025-10-12 17:34
Expiration Time
2025-12-02 07:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 640289.3006 425424.7816 214864.519 3012169.7106 3096944.4077 -84774.6971
Total P&L (%) 640.2893 425.4248 214.8645 3012.1697 3096.9444 -84.7747
Avg Daily Profit (%) 0.3774 0.2507 0.1266 0.2028 0.2044 -0.1109
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82518 -102802 -60086 -4012534 -1466923 -3010708
Profit Factor 1.904 2.1329 1.6457 1.2829 1.6513 0.9856
Total Trades 273 137 136 273 137 136
Winning Trades 106 52 54 106 52 54
Losing Trades 167 85 82 167 85 82
Profitability (%) 38.8278 37.9562 39.7059 38.8278 37.9562 39.7059
Ratio Avg Win / Avg Loss 2.9997 3.4864 2.4991 2.0212 2.6992 1.4967
Largest Winning Trade 237359 237359 51615 1030340 1030340 634514
Largest Losing Trade -24972 -15955 -24972 -959238 -502085 -959238
Avg Bars in Trades 18 15 20 18 15 20
Avg Bars in Winners 33 28 38 33 28 38
Avg Bars in Losers 8 8 8 8 8 8
Bars Traded 4988 2173 2815 4988 2173 2815
Profit Streak 9.9409 12.2742 0 9.9409 12.2742 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 402974 292808 -24756 258386 260098 -583030
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5090,
    "evaluation_days": 1696.67,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615996800000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760279690643,
    "expiration_time": 1764653760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.80885,
            "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": [
        [
            640289.3005964862,
            425424.7815728036,
            214864.5190236833,
            3012169.710620308,
            3096944.4076850787,
            -84774.6970647705
        ],
        [
            640.289301,
            425.424782,
            214.864519,
            3012.169711,
            3096.944408,
            -84.774697
        ],
        [
            0.37738,
            0.250741,
            0.126639,
            0.202832,
            0.204419,
            -0.110874
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82518,
            -102802,
            -60086,
            -4012534,
            -1466923,
            -3010708
        ],
        [
            1.90401,
            2.132879,
            1.645721,
            1.282908,
            1.6513,
            0.985612
        ],
        [
            273,
            137,
            136,
            273,
            137,
            136
        ],
        [
            106,
            52,
            54,
            106,
            52,
            54
        ],
        [
            167,
            85,
            82,
            167,
            85,
            82
        ],
        [
            38.827839,
            37.956204,
            39.705882,
            38.827839,
            37.956204,
            39.705882
        ],
        [
            2.999714,
            3.486437,
            2.499058,
            2.021185,
            2.69924,
            1.49667
        ],
        [
            237359,
            237359,
            51615,
            1030340,
            1030340,
            634514
        ],
        [
            -24972,
            -15955,
            -24972,
            -959238,
            -502085,
            -959238
        ],
        [
            18,
            15,
            20,
            18,
            15,
            20
        ],
        [
            33,
            28,
            38,
            33,
            28,
            38
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            4988,
            2173,
            2815,
            4988,
            2173,
            2815
        ],
        [
            9.940864,
            12.274197,
            0,
            9.940864,
            12.274197,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402974,
            292808,
            -24756,
            258386,
            260098,
            -583030
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5090,
    "evaluation_days": 1696.67,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615996800000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760279690643,
    "expiration_time": 1764653760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.80885,
            "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)