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Trade: CAKE/USDT/720/PSAR/ZLMA/3378

Strategy
CAKE/USDT/720/PSAR/ZLMA/3378
Pair
CAKE_USDT
Interval
12h
Score
392503
Daily Profit
0.246057
Profit Factor
1.436286
Profitability
49.777778
Streak
13.485503
Best Strategy
Training Data Length
1684.500000
Evaluation Time
2025-09-30 14:39
Expiration Time
2025-11-19 14:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 414482.475 241362.072 173120.403 349043.757 498722.8383 -149679.0813
Total P&L (%) 414.4825 241.3621 173.1204 349.0438 498.7228 -149.6791
Avg Daily Profit (%) 0.2461 0.1433 0.1028 0.0892 0.1063 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127653 -116635 -79082 -1154614 -434534 -804436
Profit Factor 1.4363 1.5376 1.3455 1.1525 1.464 0.8767
Total Trades 225 113 112 225 113 112
Winning Trades 112 55 57 112 55 57
Losing Trades 113 58 55 113 58 55
Profitability (%) 49.7778 48.6726 50.8929 49.7778 48.6726 50.8929
Ratio Avg Win / Avg Loss 1.4491 1.6214 1.2983 1.1628 1.5439 0.8459
Largest Winning Trade 71835 71835 38506 471117 471117 278392
Largest Losing Trade -61510 -61510 -57785 -303070 -230796 -303070
Avg Bars in Trades 14 12 16 14 12 16
Avg Bars in Winners 16 12 21 16 12 21
Avg Bars in Losers 12 11 12 12 11 12
Bars Traded 3260 1359 1901 3260 1359 1901
Profit Streak 13.4855 35.9855 0 13.4855 35.9855 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 392503 49843 -55276 -124663 -48381 -580640
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3369,
    "evaluation_days": 1684.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1616544000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759232347495,
    "expiration_time": 1763556624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 67,
            "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": [
        [
            414482.4750294585,
            241362.071984479,
            173120.4030449794,
            349043.7569841035,
            498722.8382688778,
            -149679.0812847738
        ],
        [
            414.482475,
            241.362072,
            173.120403,
            349.043757,
            498.722838,
            -149.679081
        ],
        [
            0.246057,
            0.143284,
            0.102773,
            0.089203,
            0.106297,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127653,
            -116635,
            -79082,
            -1154614,
            -434534,
            -804436
        ],
        [
            1.436286,
            1.537573,
            1.345523,
            1.15251,
            1.463998,
            0.876688
        ],
        [
            225,
            113,
            112,
            225,
            113,
            112
        ],
        [
            112,
            55,
            57,
            112,
            55,
            57
        ],
        [
            113,
            58,
            55,
            113,
            58,
            55
        ],
        [
            49.777778,
            48.672566,
            50.892857,
            49.777778,
            48.672566,
            50.892857
        ],
        [
            1.44911,
            1.621441,
            1.298311,
            1.1628,
            1.543853,
            0.845927
        ],
        [
            71835,
            71835,
            38506,
            471117,
            471117,
            278392
        ],
        [
            -61510,
            -61510,
            -57785,
            -303070,
            -230796,
            -303070
        ],
        [
            14,
            12,
            16,
            14,
            12,
            16
        ],
        [
            16,
            12,
            21,
            16,
            12,
            21
        ],
        [
            12,
            11,
            12,
            12,
            11,
            12
        ],
        [
            3260,
            1359,
            1901,
            3260,
            1359,
            1901
        ],
        [
            13.485503,
            35.985503,
            0,
            13.485503,
            35.985503,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            392503,
            49843,
            -55276,
            -124663,
            -48381,
            -580640
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3369,
    "evaluation_days": 1684.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1616544000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759232347495,
    "expiration_time": 1763556624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 67,
            "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)