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Trade: CAKE/USDT/720/ALMA/HLC3/1289

Strategy
CAKE/USDT/720/ALMA/HLC3/1289
Pair
CAKE_USDT
Interval
12h
Score
387862
Daily Profit
0.361182
Profit Factor
1.603677
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
1685.500000
Evaluation Time
2025-10-01 09:43
Expiration Time
2025-11-20 15:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 608772.444 344920.7595 263851.6845 4403391.4933 3090002.7775 1313388.7158
Total P&L (%) 608.7724 344.9208 263.8517 4403.3915 3090.0028 1313.3887
Avg Daily Profit (%) 0.3612 0.2046 0.1565 0.2261 0.2056 0.1573
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72641 -74109 -57090 -1948328 -739766 -1412525
Profit Factor 1.6037 1.6706 1.534 1.5483 1.7906 1.3186
Total Trades 370 185 185 370 185 185
Winning Trades 148 65 83 148 65 83
Losing Trades 222 120 102 222 120 102
Profitability (%) 40 35.1351 44.8649 40 35.1351 44.8649
Ratio Avg Win / Avg Loss 2.4055 3.0842 1.8852 2.3225 3.3057 1.6205
Largest Winning Trade 64410 64410 50698 1453598 1453598 977431
Largest Losing Trade -26372 -18538 -26372 -504175 -386973 -504175
Avg Bars in Trades 9 8 9 9 8 9
Avg Bars in Winners 15 14 15 15 14 15
Avg Bars in Losers 4 5 4 4 5 4
Bars Traded 3357 1579 1778 3357 1579 1778
Profit Streak 0 0 14.2804 0 0 14.2804
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 387862 206477 329839 334691 230121 297677
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3371,
    "evaluation_days": 1685.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614038400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759301025882,
    "expiration_time": 1763645616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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": [
        [
            608772.443978224,
            344920.7594511031,
            263851.6845271205,
            4403391.493266242,
            3090002.777469909,
            1313388.7157963344
        ],
        [
            608.772444,
            344.920759,
            263.851685,
            4403.391493,
            3090.002777,
            1313.388716
        ],
        [
            0.361182,
            0.20464,
            0.156542,
            0.226148,
            0.205646,
            0.157262
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72641,
            -74109,
            -57090,
            -1948328,
            -739766,
            -1412525
        ],
        [
            1.603677,
            1.670598,
            1.534012,
            1.548333,
            1.790563,
            1.318637
        ],
        [
            370,
            185,
            185,
            370,
            185,
            185
        ],
        [
            148,
            65,
            83,
            148,
            65,
            83
        ],
        [
            222,
            120,
            102,
            222,
            120,
            102
        ],
        [
            40,
            35.135135,
            44.864865,
            40,
            35.135135,
            44.864865
        ],
        [
            2.405516,
            3.084182,
            1.885172,
            2.322499,
            3.305655,
            1.620494
        ],
        [
            64410,
            64410,
            50698,
            1453598,
            1453598,
            977431
        ],
        [
            -26372,
            -18538,
            -26372,
            -504175,
            -386973,
            -504175
        ],
        [
            9,
            8,
            9,
            9,
            8,
            9
        ],
        [
            15,
            14,
            15,
            15,
            14,
            15
        ],
        [
            4,
            5,
            4,
            4,
            5,
            4
        ],
        [
            3357,
            1579,
            1778,
            3357,
            1579,
            1778
        ],
        [
            0,
            0,
            14.280392,
            0,
            0,
            14.280392
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            387862,
            206477,
            329839,
            334691,
            230121,
            297677
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3371,
    "evaluation_days": 1685.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614038400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759301025882,
    "expiration_time": 1763645616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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)