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Trade: CAKE/USDT/60/DCM/MIDPRICE/2797

Strategy
CAKE/USDT/60/DCM/MIDPRICE/2797
Pair
CAKE_USDT
Interval
1h
Score
406072
Daily Profit
0.407527
Profit Factor
1.759588
Profitability
41.558442
Streak
12.046375
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-04 10:06
Expiration Time
2025-12-18 09:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 424508.2796 277726.5475 146781.7321 1429747.6614 1103953.2937 325794.3677
Total P&L (%) 424.5083 277.7265 146.7817 1429.7477 1103.9533 325.7944
Avg Daily Profit (%) 0.4075 0.2666 0.1409 0.2622 0.2392 0.1392
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66503 -65288 -59449 -645164 -218805 -548652
Profit Factor 1.7596 2.031 1.507 1.5167 1.9788 1.1987
Total Trades 231 115 116 231 115 116
Winning Trades 96 46 50 96 46 50
Losing Trades 135 69 66 135 69 66
Profitability (%) 41.5584 40 43.1034 41.5584 40 43.1034
Ratio Avg Win / Avg Loss 2.4744 3.0465 1.9893 2.1328 2.9683 1.5823
Largest Winning Trade 108335 108335 49752 588935 588935 360869
Largest Losing Trade -17070 -16083 -17070 -180971 -141582 -180971
Avg Bars in Trades 107 103 110 107 103 110
Avg Bars in Winners 179 156 200 179 156 200
Avg Bars in Losers 55 68 41 55 68 41
Bars Traded 24736 11959 12777 24736 11959 12777
Profit Streak 12.0464 0 17.213 12.0464 0 17.213
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 406072 284876 -4824 346932 287800 -10422
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669561200000,
    "first_datapoint_time": 1670014800000,
    "last_datapoint_time": 1759561200000,
    "evaluation_time": 1759561606797,
    "expiration_time": 1766041200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 23,
            "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": [
        [
            424508.2795718787,
            277726.5475080694,
            146781.7320638094,
            1429747.661379936,
            1103953.2936872717,
            325794.3676926636
        ],
        [
            424.50828,
            277.726548,
            146.781732,
            1429.747661,
            1103.953294,
            325.794368
        ],
        [
            0.407527,
            0.266617,
            0.14091,
            0.2622,
            0.239152,
            0.13918
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66503,
            -65288,
            -59449,
            -645164,
            -218805,
            -548652
        ],
        [
            1.759588,
            2.031023,
            1.507024,
            1.516652,
            1.978842,
            1.198714
        ],
        [
            231,
            115,
            116,
            231,
            115,
            116
        ],
        [
            96,
            46,
            50,
            96,
            46,
            50
        ],
        [
            135,
            69,
            66,
            135,
            69,
            66
        ],
        [
            41.558442,
            40,
            43.103448,
            41.558442,
            40,
            43.103448
        ],
        [
            2.474421,
            3.046534,
            1.989272,
            2.132792,
            2.968263,
            1.582302
        ],
        [
            108335,
            108335,
            49752,
            588935,
            588935,
            360869
        ],
        [
            -17070,
            -16083,
            -17070,
            -180971,
            -141582,
            -180971
        ],
        [
            107,
            103,
            110,
            107,
            103,
            110
        ],
        [
            179,
            156,
            200,
            179,
            156,
            200
        ],
        [
            55,
            68,
            41,
            55,
            68,
            41
        ],
        [
            24736,
            11959,
            12777,
            24736,
            11959,
            12777
        ],
        [
            12.046375,
            0,
            17.213042,
            12.046375,
            0,
            17.213042
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406072,
            284876,
            -4824,
            346932,
            287800,
            -10422
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669561200000,
    "first_datapoint_time": 1670014800000,
    "last_datapoint_time": 1759561200000,
    "evaluation_time": 1759561606797,
    "expiration_time": 1766041200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 23,
            "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)