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Trade: CAKE/USDT/5/T3/ZLMA/8272

Strategy
CAKE/USDT/5/T3/ZLMA/8272
Pair
CAKE_USDT
Interval
5m
Score
391445
Daily Profit
0.818164
Profit Factor
1.850206
Profitability
41.322314
Streak
5.406831
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 18:45
Expiration Time
2025-12-26 17:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 85803.9389 55672.6843 30131.2547 102862.4603 60168.9784 42693.4819
Total P&L (%) 85.8039 55.6727 30.1313 102.8625 60.169 42.6935
Avg Daily Profit (%) 0.9884 0.6413 0.3471 0.8182 0.5441 0.4104
Buy And Hold Return (%) 21.7844 21.7844 21.7844 21.7844 21.7844 21.7844
Max Trade Drawdown -30940 -21935 -15027 -30628 -21816 -14586
Profit Factor 1.7314 2.0205 1.4801 1.8502 2.0906 1.6487
Total Trades 121 60 61 121 60 61
Winning Trades 50 26 24 50 26 24
Losing Trades 71 34 37 71 34 37
Profitability (%) 41.3223 43.3333 39.3443 41.3223 43.3333 39.3443
Ratio Avg Win / Avg Loss 2.4586 2.6422 2.2818 2.6273 2.7339 2.5417
Largest Winning Trade 39966 39966 32293 49519 41655 49519
Largest Losing Trade -6908 -3745 -6908 -10844 -3874 -10844
Avg Bars in Trades 203 205 200 203 205 200
Avg Bars in Winners 354 349 358 354 349 358
Avg Bars in Losers 96 95 98 96 95 98
Bars Traded 24576 12331 12245 24576 12331 12245
Profit Streak 5.4068 7.2297 5.4068 5.4068 7.2297 5.4068
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 363453 -160567 -202739 391445 -161079 -161955
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752784200000,
    "first_datapoint_time": 1752856200000,
    "last_datapoint_time": 1760283900000,
    "evaluation_time": 1760283950181,
    "expiration_time": 1766763900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 109,
            "offset": 0,
            "a": 0.59728
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 241,
            "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": [
        [
            85803.9389390402,
            55672.684270038,
            30131.2546690023,
            102862.4602996141,
            60168.9784252231,
            42693.481874391
        ],
        [
            85.803939,
            55.672684,
            30.131255,
            102.86246,
            60.168978,
            42.693482
        ],
        [
            0.988411,
            0.641316,
            0.347094,
            0.818164,
            0.544107,
            0.410388
        ],
        [
            21.784387,
            21.784387,
            21.784387,
            21.784387,
            21.784387,
            21.784387
        ],
        [
            -30940,
            -21935,
            -15027,
            -30628,
            -21816,
            -14586
        ],
        [
            1.731407,
            2.020509,
            1.480105,
            1.850206,
            2.090622,
            1.648681
        ],
        [
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            60,
            61,
            121,
            60,
            61
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            71,
            34,
            37,
            71,
            34,
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        ],
        [
            41.322314,
            43.333333,
            39.344262,
            41.322314,
            43.333333,
            39.344262
        ],
        [
            2.458598,
            2.642204,
            2.281829,
            2.627293,
            2.73389,
            2.541716
        ],
        [
            39966,
            39966,
            32293,
            49519,
            41655,
            49519
        ],
        [
            -6908,
            -3745,
            -6908,
            -10844,
            -3874,
            -10844
        ],
        [
            203,
            205,
            200,
            203,
            205,
            200
        ],
        [
            354,
            349,
            358,
            354,
            349,
            358
        ],
        [
            96,
            95,
            98,
            96,
            95,
            98
        ],
        [
            24576,
            12331,
            12245,
            24576,
            12331,
            12245
        ],
        [
            5.406831,
            7.229747,
            5.406831,
            5.406831,
            7.229747,
            5.406831
        ],
        [
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            1,
            2,
            2,
            1
        ],
        [
            0.8,
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            0.8,
            1.45,
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        ],
        [
            363453,
            -160567,
            -202739,
            391445,
            -161079,
            -161955
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752784200000,
    "first_datapoint_time": 1752856200000,
    "last_datapoint_time": 1760283900000,
    "evaluation_time": 1760283950181,
    "expiration_time": 1766763900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 109,
            "offset": 0,
            "a": 0.59728
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 241,
            "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)