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Trade: CAKE/USDT/60/MIDPOINT/ZLMA/8481

Strategy
CAKE/USDT/60/MIDPOINT/ZLMA/8481
Pair
CAKE_USDT
Interval
1h
Score
302563
Daily Profit
0.352501
Profit Factor
1.850609
Profitability
35.023041
Streak
10.288952
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-13 06:56
Expiration Time
2025-12-27 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 367189.7338 242102.9318 125086.802 1375393.9835 1137975.8149 237418.1685
Total P&L (%) 367.1897 242.1029 125.0868 1375.394 1137.9758 237.4182
Avg Daily Profit (%) 0.3525 0.2324 0.1201 0.2587 0.2418 0.1168
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -55600 -64131 -50729 -425981 -162111 -536823
Profit Factor 1.8506 2.1845 1.5503 1.7314 2.5065 1.211
Total Trades 217 109 108 217 109 108
Winning Trades 76 38 38 76 38 38
Losing Trades 141 71 70 141 71 70
Profitability (%) 35.023 34.8624 35.1852 35.023 34.8624 35.1852
Ratio Avg Win / Avg Loss 3.4334 4.0816 2.8559 3.2123 4.6832 2.2308
Largest Winning Trade 69010 69010 48360 460309 460309 281095
Largest Losing Trade -9942 -9239 -9942 -98760 -91837 -98760
Avg Bars in Trades 112 98 127 112 98 127
Avg Bars in Winners 223 186 261 223 186 261
Avg Bars in Losers 53 51 54 53 51 54
Bars Traded 24500 10734 13766 24500 10734 13766
Profit Streak 10.289 18.039 0 10.289 18.039 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302563 250912 -35998 280427 291179 -42425
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670324400000,
    "first_datapoint_time": 1671051600000,
    "last_datapoint_time": 1760324400000,
    "evaluation_time": 1760327765493,
    "expiration_time": 1766804400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 44,
            "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": [
        [
            367189.7338119434,
            242102.9318207184,
            125086.8019912251,
            1375393.9834721782,
            1137975.8149222927,
            237418.1685498849
        ],
        [
            367.189734,
            242.102932,
            125.086802,
            1375.393983,
            1137.975815,
            237.418169
        ],
        [
            0.352501,
            0.232418,
            0.120083,
            0.258718,
            0.241833,
            0.116818
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -55600,
            -64131,
            -50729,
            -425981,
            -162111,
            -536823
        ],
        [
            1.850609,
            2.184501,
            1.550349,
            1.731426,
            2.506488,
            1.21103
        ],
        [
            217,
            109,
            108,
            217,
            109,
            108
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            141,
            71,
            70,
            141,
            71,
            70
        ],
        [
            35.023041,
            34.862385,
            35.185185,
            35.023041,
            34.862385,
            35.185185
        ],
        [
            3.433367,
            4.081568,
            2.855906,
            3.212251,
            4.683175,
            2.230845
        ],
        [
            69010,
            69010,
            48360,
            460309,
            460309,
            281095
        ],
        [
            -9942,
            -9239,
            -9942,
            -98760,
            -91837,
            -98760
        ],
        [
            112,
            98,
            127,
            112,
            98,
            127
        ],
        [
            223,
            186,
            261,
            223,
            186,
            261
        ],
        [
            53,
            51,
            54,
            53,
            51,
            54
        ],
        [
            24500,
            10734,
            13766,
            24500,
            10734,
            13766
        ],
        [
            10.288952,
            18.038952,
            0,
            10.288952,
            18.038952,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302563,
            250912,
            -35998,
            280427,
            291179,
            -42425
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670324400000,
    "first_datapoint_time": 1671051600000,
    "last_datapoint_time": 1760324400000,
    "evaluation_time": 1760327765493,
    "expiration_time": 1766804400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 44,
            "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)