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Trade: CAKE/USDT/5/T3/SMA/5299

Strategy
CAKE/USDT/5/T3/SMA/5299
Pair
CAKE_USDT
Interval
5m
Score
404456
Daily Profit
0.849929
Profit Factor
1.821234
Profitability
45.871560
Streak
4.142483
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 21:40
Expiration Time
2025-12-26 20:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 89377.1464 56894.0351 32483.1113 108486.7727 65985.3666 42501.406
Total P&L (%) 89.3771 56.894 32.4831 108.4868 65.9854 42.5014
Avg Daily Profit (%) 1.0296 0.6554 0.3742 0.8499 0.5854 0.4088
Buy And Hold Return (%) 23.4369 23.4369 23.4369 23.4369 23.4369 23.4369
Max Trade Drawdown -32870 -20620 -16415 -34281 -21754 -23067
Profit Factor 1.7937 2.0816 1.5414 1.8212 2.0954 1.5914
Total Trades 109 54 55 109 54 55
Winning Trades 50 27 23 50 27 23
Losing Trades 59 27 32 59 27 32
Profitability (%) 45.8716 50 41.8182 45.8716 50 41.8182
Ratio Avg Win / Avg Loss 2.1166 2.0816 2.1446 2.1491 2.0954 2.2141
Largest Winning Trade 40707 40707 33190 51953 46928 51953
Largest Losing Trade -8330 -6049 -8330 -14896 -10079 -14896
Avg Bars in Trades 225 224 227 225 224 227
Avg Bars in Winners 362 352 373 362 352 373
Avg Bars in Losers 110 97 121 110 97 121
Bars Traded 24618 12133 12485 24618 12133 12485
Profit Streak 4.1425 0 4.4411 4.1425 0 4.4411
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 382069 -170569 -218907 404456 -170377 -180743
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752794400000,
    "first_datapoint_time": 1752824700000,
    "last_datapoint_time": 1760294100000,
    "evaluation_time": 1760294410523,
    "expiration_time": 1766774100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 102,
            "offset": 0,
            "a": 0.27652
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 81,
            "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": [
        [
            89377.1463951548,
            56894.0350502802,
            32483.1113448747,
            108486.772675915,
            65985.3666380529,
            42501.4060378621
        ],
        [
            89.377146,
            56.894035,
            32.483111,
            108.486773,
            65.985367,
            42.501406
        ],
        [
            1.029572,
            0.655386,
            0.374186,
            0.849929,
            0.585429,
            0.40883
        ],
        [
            23.436929,
            23.436929,
            23.436929,
            23.436929,
            23.436929,
            23.436929
        ],
        [
            -32870,
            -20620,
            -16415,
            -34281,
            -21754,
            -23067
        ],
        [
            1.793743,
            2.081561,
            1.541399,
            1.821234,
            2.095437,
            1.591402
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            59,
            27,
            32,
            59,
            27,
            32
        ],
        [
            45.87156,
            50,
            41.818182,
            45.87156,
            50,
            41.818182
        ],
        [
            2.116617,
            2.081561,
            2.144555,
            2.149057,
            2.095437,
            2.214125
        ],
        [
            40707,
            40707,
            33190,
            51953,
            46928,
            51953
        ],
        [
            -8330,
            -6049,
            -8330,
            -14896,
            -10079,
            -14896
        ],
        [
            225,
            224,
            227,
            225,
            224,
            227
        ],
        [
            362,
            352,
            373,
            362,
            352,
            373
        ],
        [
            110,
            97,
            121,
            110,
            97,
            121
        ],
        [
            24618,
            12133,
            12485,
            24618,
            12133,
            12485
        ],
        [
            4.142483,
            0,
            4.441094,
            4.142483,
            0,
            4.441094
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382069,
            -170569,
            -218907,
            404456,
            -170377,
            -180743
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752794400000,
    "first_datapoint_time": 1752824700000,
    "last_datapoint_time": 1760294100000,
    "evaluation_time": 1760294410523,
    "expiration_time": 1766774100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 102,
            "offset": 0,
            "a": 0.27652
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 81,
            "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)