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Trade: CAKE/USDT/60/ZLMA/WMA/3869

Strategy
CAKE/USDT/60/ZLMA/WMA/3869
Pair
CAKE_USDT
Interval
1h
Score
396797
Daily Profit
0.281961
Profit Factor
1.428908
Profitability
46.887967
Streak
9.225006
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-27 05:24
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 293695.9926 194871.6024 98824.3902 398107.3595 326663.317 71444.0425
Total P&L (%) 293.696 194.8716 98.8244 398.1074 326.6633 71.444
Avg Daily Profit (%) 0.282 0.1871 0.0949 0.1543 0.1394 0.0518
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48372 -73824 -68830 -238252 -105467 -168731
Profit Factor 1.4289 1.5688 1.2888 1.2988 1.4924 1.1068
Total Trades 241 121 120 241 121 120
Winning Trades 113 55 58 113 55 58
Losing Trades 128 66 62 128 66 62
Profitability (%) 46.888 45.4545 48.3333 46.888 45.4545 48.3333
Ratio Avg Win / Avg Loss 1.6186 1.8826 1.3777 1.4712 1.7908 1.1831
Largest Winning Trade 72739 72739 28373 168128 168128 80515
Largest Losing Trade -37386 -16864 -37386 -106481 -67694 -106481
Avg Bars in Trades 101 108 94 101 108 94
Avg Bars in Winners 132 133 130 132 133 130
Avg Bars in Losers 74 87 60 74 87 60
Bars Traded 24420 13120 11300 24420 13120 11300
Profit Streak 9.225 28.3083 0 9.225 28.3083 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 396797 336847 -67172 288875 -5584 -227733
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669536000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758939840532,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 54,
            "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": [
        [
            293695.9925759964,
            194871.6024100481,
            98824.3901659483,
            398107.3594729163,
            326663.3169847835,
            71444.0424881325
        ],
        [
            293.695993,
            194.871602,
            98.82439,
            398.107359,
            326.663317,
            71.444042
        ],
        [
            0.281961,
            0.187085,
            0.094876,
            0.154268,
            0.139382,
            0.051768
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48372,
            -73824,
            -68830,
            -238252,
            -105467,
            -168731
        ],
        [
            1.428908,
            1.568811,
            1.288826,
            1.298763,
            1.492373,
            1.106781
        ],
        [
            241,
            121,
            120,
            241,
            121,
            120
        ],
        [
            113,
            55,
            58,
            113,
            55,
            58
        ],
        [
            128,
            66,
            62,
            128,
            66,
            62
        ],
        [
            46.887967,
            45.454545,
            48.333333,
            46.887967,
            45.454545,
            48.333333
        ],
        [
            1.618586,
            1.882574,
            1.377711,
            1.471165,
            1.790847,
            1.18311
        ],
        [
            72739,
            72739,
            28373,
            168128,
            168128,
            80515
        ],
        [
            -37386,
            -16864,
            -37386,
            -106481,
            -67694,
            -106481
        ],
        [
            101,
            108,
            94,
            101,
            108,
            94
        ],
        [
            132,
            133,
            130,
            132,
            133,
            130
        ],
        [
            74,
            87,
            60,
            74,
            87,
            60
        ],
        [
            24420,
            13120,
            11300,
            24420,
            13120,
            11300
        ],
        [
            9.225006,
            28.308339,
            0,
            9.225006,
            28.308339,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            396797,
            336847,
            -67172,
            288875,
            -5584,
            -227733
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669536000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758939840532,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 54,
            "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)