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Trade: CAKE/USDT/720/DCM/HWMA/8393

Strategy
CAKE/USDT/720/DCM/HWMA/8393
Pair
CAKE_USDT
Interval
12h
Score
420904
Daily Profit
0.186363
Profit Factor
1.377563
Profitability
56.632653
Streak
29.481150
Best Strategy
Training Data Length
1694.000000
Evaluation Time
2025-10-10 02:32
Expiration Time
2025-11-29 09:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 315699.398 168228.651 147470.7469 71138.1978 147903.8116 -76765.6137
Total P&L (%) 315.6994 168.2287 147.4707 71.1382 147.9038 -76.7656
Avg Daily Profit (%) 0.1864 0.0993 0.0871 0.0317 0.0536 -0.0861
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -160692 -60112 -111978 -547686 -208698 -416661
Profit Factor 1.3776 1.4642 1.3113 1.0295 1.1461 0.9452
Total Trades 196 98 98 196 98 98
Winning Trades 111 49 62 111 49 62
Losing Trades 85 49 36 85 49 36
Profitability (%) 56.6327 50 63.2653 56.6327 50 63.2653
Ratio Avg Win / Avg Loss 1.0549 1.4642 0.7614 0.7883 1.1461 0.5488
Largest Winning Trade 60152 60152 36464 148202 148202 75793
Largest Losing Trade -81968 -28300 -81968 -342925 -145170 -342925
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 16 16 16 16 16 16
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 3167 1582 1586 3167 1582 1586
Profit Streak 29.4812 37.4812 29.4812 29.4812 37.4812 29.4812
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 420904 -58332 -76002 -336663 -180211 -578533
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3388,
    "evaluation_days": 1694,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1622721600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760052771394,
    "expiration_time": 1764402048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.47786
        }
    }
}
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": [
        [
            315699.3979515884,
            168228.6510335134,
            147470.7469180748,
            71138.1978461064,
            147903.8115763117,
            -76765.6137302056
        ],
        [
            315.699398,
            168.228651,
            147.470747,
            71.138198,
            147.903812,
            -76.765614
        ],
        [
            0.186363,
            0.099309,
            0.087055,
            0.031723,
            0.053608,
            -0.086122
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -160692,
            -60112,
            -111978,
            -547686,
            -208698,
            -416661
        ],
        [
            1.377563,
            1.464204,
            1.311286,
            1.029464,
            1.146064,
            0.945238
        ],
        [
            196,
            98,
            98,
            196,
            98,
            98
        ],
        [
            111,
            49,
            62,
            111,
            49,
            62
        ],
        [
            85,
            49,
            36,
            85,
            49,
            36
        ],
        [
            56.632653,
            50,
            63.265306,
            56.632653,
            50,
            63.265306
        ],
        [
            1.054891,
            1.464204,
            0.761392,
            0.788328,
            1.146064,
            0.548848
        ],
        [
            60152,
            60152,
            36464,
            148202,
            148202,
            75793
        ],
        [
            -81968,
            -28300,
            -81968,
            -342925,
            -145170,
            -342925
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            3167,
            1582,
            1586,
            3167,
            1582,
            1586
        ],
        [
            29.48115,
            37.48115,
            29.48115,
            29.48115,
            37.48115,
            29.48115
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420904,
            -58332,
            -76002,
            -336663,
            -180211,
            -578533
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3388,
    "evaluation_days": 1694,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1622721600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760052771394,
    "expiration_time": 1764402048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.47786
        }
    }
}

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)