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Trade: CAKE/USDT/60/SSF/JMA/8711

Strategy
CAKE/USDT/60/SSF/JMA/8711
Pair
CAKE_USDT
Interval
1h
Score
388139
Daily Profit
0.337942
Profit Factor
1.514398
Profitability
42.857143
Streak
7.399718
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-29 19:35
Expiration Time
2025-12-13 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 352023.8184 220610.1014 131413.717 943473.0099 973759.1781 -30286.1682
Total P&L (%) 352.0238 220.6101 131.4137 943.473 973.7592 -30.2862
Avg Daily Profit (%) 0.3379 0.2118 0.1262 0.2254 0.2281 -0.0346
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97401 -38819 -72967 -1921079 -747449 -1507346
Profit Factor 1.5144 1.6743 1.3679 1.164 1.3538 0.9899
Total Trades 301 150 151 301 150 151
Winning Trades 129 60 69 129 60 69
Losing Trades 172 90 82 172 90 82
Profitability (%) 42.8571 40 45.6954 42.8571 40 45.6954
Ratio Avg Win / Avg Loss 2.0192 2.5115 1.6256 1.552 2.0306 1.1764
Largest Winning Trade 55188 55188 38977 531030 473160 531030
Largest Losing Trade -19165 -14768 -19165 -241082 -237124 -241082
Avg Bars in Trades 82 73 91 82 73 91
Avg Bars in Winners 133 119 145 133 119 145
Avg Bars in Losers 44 43 45 44 43 45
Bars Traded 24816 11053 13763 24816 11053 13763
Profit Streak 7.3997 0 12.6081 7.3997 0 12.6081
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 388139 260468 -23811 -31294 221162 -579935
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669161600000,
    "first_datapoint_time": 1669489200000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759163735669,
    "expiration_time": 1765641600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 88,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 92,
            "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": [
        [
            352023.8184220576,
            220610.1014176051,
            131413.7170044526,
            943473.0099100989,
            973759.1780660949,
            -30286.1681559948
        ],
        [
            352.023818,
            220.610101,
            131.413717,
            943.47301,
            973.759178,
            -30.286168
        ],
        [
            0.337942,
            0.211785,
            0.126157,
            0.225386,
            0.228139,
            -0.034628
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97401,
            -38819,
            -72967,
            -1921079,
            -747449,
            -1507346
        ],
        [
            1.514398,
            1.674342,
            1.367907,
            1.163991,
            1.353758,
            0.989907
        ],
        [
            301,
            150,
            151,
            301,
            150,
            151
        ],
        [
            129,
            60,
            69,
            129,
            60,
            69
        ],
        [
            172,
            90,
            82,
            172,
            90,
            82
        ],
        [
            42.857143,
            40,
            45.695364,
            42.857143,
            40,
            45.695364
        ],
        [
            2.019197,
            2.511513,
            1.625629,
            1.551988,
            2.030638,
            1.176411
        ],
        [
            55188,
            55188,
            38977,
            531030,
            473160,
            531030
        ],
        [
            -19165,
            -14768,
            -19165,
            -241082,
            -237124,
            -241082
        ],
        [
            82,
            73,
            91,
            82,
            73,
            91
        ],
        [
            133,
            119,
            145,
            133,
            119,
            145
        ],
        [
            44,
            43,
            45,
            44,
            43,
            45
        ],
        [
            24816,
            11053,
            13763,
            24816,
            11053,
            13763
        ],
        [
            7.399718,
            0,
            12.608052,
            7.399718,
            0,
            12.608052
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388139,
            260468,
            -23811,
            -31294,
            221162,
            -579935
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669161600000,
    "first_datapoint_time": 1669489200000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759163735669,
    "expiration_time": 1765641600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 88,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 92,
            "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)