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Trade: CAKE/USDT/720/PWMA/FWMA/7117

Strategy
CAKE/USDT/720/PWMA/FWMA/7117
Pair
CAKE_USDT
Interval
12h
Score
374104
Daily Profit
0.297137
Profit Factor
1.603546
Profitability
38.989170
Streak
22.212003
Best Strategy
Training Data Length
1694.000000
Evaluation Time
2025-10-09 20:05
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 503349.6345 275030.4599 228319.1746 1873239.2133 1752497.6778 120741.5355
Total P&L (%) 503.3496 275.0305 228.3192 1873.2392 1752.4977 120.7415
Avg Daily Profit (%) 0.2971 0.1624 0.1348 0.1762 0.1725 0.0468
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86191 -128271 -58457 -2707888 -954400 -2012482
Profit Factor 1.6035 1.6439 1.5612 1.2706 1.5655 1.0316
Total Trades 277 138 139 277 138 139
Winning Trades 108 46 62 108 46 62
Losing Trades 169 92 77 169 92 77
Profitability (%) 38.9892 33.3333 44.6043 38.9892 33.3333 44.6043
Ratio Avg Win / Avg Loss 2.5093 3.2878 1.9389 1.9882 3.1309 1.2812
Largest Winning Trade 86957 86957 46947 1281011 1281011 864041
Largest Losing Trade -21030 -18672 -21030 -962436 -674787 -962436
Avg Bars in Trades 11 11 12 11 11 12
Avg Bars in Winners 19 20 19 19 20 19
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 3287 1556 1731 3287 1556 1731
Profit Streak 22.212 45.212 22.212 22.212 45.212 22.212
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374104 180286 -11765 264176 187748 -317718
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3388,
    "evaluation_days": 1694,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1616500800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760029517035,
    "expiration_time": 1764402048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 66,
            "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": [
        [
            503349.6345286196,
            275030.4599132477,
            228319.1746153719,
            1873239.213305662,
            1752497.6777807153,
            120741.5355249468
        ],
        [
            503.349635,
            275.03046,
            228.319175,
            1873.239213,
            1752.497678,
            120.741536
        ],
        [
            0.297137,
            0.162356,
            0.134781,
            0.176204,
            0.17247,
            0.046754
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86191,
            -128271,
            -58457,
            -2707888,
            -954400,
            -2012482
        ],
        [
            1.603546,
            1.643889,
            1.56119,
            1.27058,
            1.565451,
            1.031577
        ],
        [
            277,
            138,
            139,
            277,
            138,
            139
        ],
        [
            108,
            46,
            62,
            108,
            46,
            62
        ],
        [
            169,
            92,
            77,
            169,
            92,
            77
        ],
        [
            38.98917,
            33.333333,
            44.604317,
            38.98917,
            33.333333,
            44.604317
        ],
        [
            2.509252,
            3.287778,
            1.938898,
            1.988223,
            3.130902,
            1.281152
        ],
        [
            86957,
            86957,
            46947,
            1281011,
            1281011,
            864041
        ],
        [
            -21030,
            -18672,
            -21030,
            -962436,
            -674787,
            -962436
        ],
        [
            11,
            11,
            12,
            11,
            11,
            12
        ],
        [
            19,
            20,
            19,
            19,
            20,
            19
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            3287,
            1556,
            1731,
            3287,
            1556,
            1731
        ],
        [
            22.212003,
            45.212003,
            22.212003,
            22.212003,
            45.212003,
            22.212003
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374104,
            180286,
            -11765,
            264176,
            187748,
            -317718
        ]
    ]
}
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": 1616500800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760029517035,
    "expiration_time": 1764402048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 66,
            "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)