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Trade: CAKE/USDT/720/HWMA/KCB/2535

Strategy
CAKE/USDT/720/HWMA/KCB/2535
Pair
CAKE_USDT
Interval
12h
Score
388716
Daily Profit
0.256815
Profit Factor
1.460929
Profitability
51.339286
Streak
0.000000
Best Strategy
Training Data Length
1696.000000
Evaluation Time
2025-10-12 00:01
Expiration Time
2025-12-01 11:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 435557.8168 255003.6257 180554.1911 643544.7201 953293.6861 -309748.966
Total P&L (%) 435.5578 255.0036 180.5542 643.5447 953.2937 -309.749
Avg Daily Profit (%) 0.2568 0.1504 0.1065 0.1184 0.1389 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -173436 -142611 -79421 -1690007 -541880 -1334853
Profit Factor 1.4609 1.5193 1.3978 1.1864 1.6226 0.8387
Total Trades 224 112 112 224 112 112
Winning Trades 115 50 65 115 50 65
Losing Trades 109 62 47 109 62 47
Profitability (%) 51.3393 44.6429 58.0357 51.3393 44.6429 58.0357
Ratio Avg Win / Avg Loss 1.3847 1.884 1.0107 1.1245 2.012 0.6065
Largest Winning Trade 83423 83423 30704 334432 334432 267646
Largest Losing Trade -47888 -36680 -47888 -683297 -253354 -683297
Avg Bars in Trades 14 14 14 14 14 14
Avg Bars in Winners 14 14 14 14 14 14
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 3182 1592 1590 3182 1592 1590
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 388716 276126 -49116 -48385 -6148 -579714
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3392,
    "evaluation_days": 1696,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1622203200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760216464141,
    "expiration_time": 1764580032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.26896,
            "nb": 0.1,
            "nc": 0.56335
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 198,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            435557.8168038431,
            255003.6256938602,
            180554.1911099827,
            643544.7201017784,
            953293.6861000634,
            -309748.9659982855
        ],
        [
            435.557817,
            255.003626,
            180.554191,
            643.54472,
            953.293686,
            -309.748966
        ],
        [
            0.256815,
            0.150356,
            0.106459,
            0.118364,
            0.138923,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -173436,
            -142611,
            -79421,
            -1690007,
            -541880,
            -1334853
        ],
        [
            1.460929,
            1.519315,
            1.397768,
            1.186445,
            1.622584,
            0.838712
        ],
        [
            224,
            112,
            112,
            224,
            112,
            112
        ],
        [
            115,
            50,
            65,
            115,
            50,
            65
        ],
        [
            109,
            62,
            47,
            109,
            62,
            47
        ],
        [
            51.339286,
            44.642857,
            58.035714,
            51.339286,
            44.642857,
            58.035714
        ],
        [
            1.384706,
            1.883951,
            1.010693,
            1.124543,
            2.012004,
            0.606454
        ],
        [
            83423,
            83423,
            30704,
            334432,
            334432,
            267646
        ],
        [
            -47888,
            -36680,
            -47888,
            -683297,
            -253354,
            -683297
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            3182,
            1592,
            1590,
            3182,
            1592,
            1590
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388716,
            276126,
            -49116,
            -48385,
            -6148,
            -579714
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3392,
    "evaluation_days": 1696,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1622203200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760216464141,
    "expiration_time": 1764580032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.26896,
            "nb": 0.1,
            "nc": 0.56335
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 198,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)