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Trade: CAKE/USDT/60/SSF/LINREG/6668

Strategy
CAKE/USDT/60/SSF/LINREG/6668
Pair
CAKE_USDT
Interval
1h
Score
401170
Daily Profit
0.452354
Profit Factor
1.840457
Profitability
39.245283
Streak
8.783804
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-10 23:48
Expiration Time
2025-12-24 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 471203.2227 299940.1168 171263.1058 3015151.3573 2624235.7207 390915.6366
Total P&L (%) 471.2032 299.9401 171.2631 3015.1514 2624.2357 390.9156
Avg Daily Profit (%) 0.4524 0.2879 0.1644 0.3307 0.3178 0.1529
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -49058 -55929 -54068 -1378244 -417474 -963180
Profit Factor 1.8405 2.0801 1.6053 1.6027 2.119 1.1471
Total Trades 265 133 132 265 133 132
Winning Trades 104 45 59 104 45 59
Losing Trades 161 88 73 161 88 73
Profitability (%) 39.2453 33.8346 44.697 39.2453 33.8346 44.697
Ratio Avg Win / Avg Loss 2.8492 4.0678 1.9862 2.4811 4.1439 1.4193
Largest Winning Trade 70373 70373 29778 900054 900054 537663
Largest Losing Trade -18479 -11357 -18479 -407908 -186877 -407908
Avg Bars in Trades 93 87 100 93 87 100
Avg Bars in Winners 162 159 164 162 159 164
Avg Bars in Losers 49 50 48 49 50 48
Bars Traded 24845 11640 13205 24845 11640 13205
Profit Streak 8.7838 10.7421 0 8.7838 10.7421 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 401170 233504 291203 362211 260382 -53783
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670126400000,
    "first_datapoint_time": 1670493600000,
    "last_datapoint_time": 1760126400000,
    "evaluation_time": 1760129320719,
    "expiration_time": 1766606400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 121,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 103,
            "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": [
        [
            471203.2226503298,
            299940.1168296396,
            171263.1058206902,
            3015151.357311175,
            2624235.72066211,
            390915.6366490662
        ],
        [
            471.203223,
            299.940117,
            171.263106,
            3015.151357,
            2624.235721,
            390.915637
        ],
        [
            0.452354,
            0.287942,
            0.164412,
            0.330675,
            0.317761,
            0.152862
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -49058,
            -55929,
            -54068,
            -1378244,
            -417474,
            -963180
        ],
        [
            1.840457,
            2.080129,
            1.605251,
            1.602684,
            2.119034,
            1.147084
        ],
        [
            265,
            133,
            132,
            265,
            133,
            132
        ],
        [
            104,
            45,
            59,
            104,
            45,
            59
        ],
        [
            161,
            88,
            73,
            161,
            88,
            73
        ],
        [
            39.245283,
            33.834586,
            44.69697,
            39.245283,
            33.834586,
            44.69697
        ],
        [
            2.849169,
            4.067809,
            1.986159,
            2.481079,
            4.143888,
            1.419273
        ],
        [
            70373,
            70373,
            29778,
            900054,
            900054,
            537663
        ],
        [
            -18479,
            -11357,
            -18479,
            -407908,
            -186877,
            -407908
        ],
        [
            93,
            87,
            100,
            93,
            87,
            100
        ],
        [
            162,
            159,
            164,
            162,
            159,
            164
        ],
        [
            49,
            50,
            48,
            49,
            50,
            48
        ],
        [
            24845,
            11640,
            13205,
            24845,
            11640,
            13205
        ],
        [
            8.783804,
            10.742138,
            0,
            8.783805,
            10.742138,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401170,
            233504,
            291203,
            362211,
            260382,
            -53783
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670126400000,
    "first_datapoint_time": 1670493600000,
    "last_datapoint_time": 1760126400000,
    "evaluation_time": 1760129320719,
    "expiration_time": 1766606400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 121,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 103,
            "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)