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Trade: CAKE/USDT/720/SUPERTREND/SSF/4144

Strategy
CAKE/USDT/720/SUPERTREND/SSF/4144
Pair
CAKE_USDT
Interval
12h
Score
408582
Daily Profit
0.195950
Profit Factor
1.632218
Profitability
67.441860
Streak
7.204717
Best Strategy
Training Data Length
1694.000000
Evaluation Time
2025-10-09 19:54
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 331939.7192 167576.3632 164363.356 302496.8853 197564.1677 104932.7176
Total P&L (%) 331.9397 167.5764 164.3634 302.4969 197.5642 104.9327
Avg Daily Profit (%) 0.196 0.0989 0.097 0.0822 0.0644 0.0424
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103373 -59822 -90225 -702103 -317715 -411791
Profit Factor 1.6322 1.7425 1.5491 1.129 1.1794 1.0844
Total Trades 86 43 43 86 43 43
Winning Trades 58 29 29 58 29 29
Losing Trades 28 14 14 28 14 14
Profitability (%) 67.4419 67.4419 67.4419 67.4419 67.4419 67.4419
Ratio Avg Win / Avg Loss 0.788 0.8412 0.7478 0.545 0.5694 0.5235
Largest Winning Trade 83877 83877 51107 411995 411995 174891
Largest Losing Trade -52178 -46064 -52178 -282060 -282060 -278685
Avg Bars in Trades 38 23 52 38 23 52
Avg Bars in Winners 36 14 58 36 14 58
Avg Bars in Losers 40 42 39 40 42 39
Bars Traded 3275 1018 2257 3275 1018 2257
Profit Streak 7.2047 9.7047 0 7.2047 9.7047 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 408582 -57128 -61185 -160000 -128564 -263384
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3388,
    "evaluation_days": 1694,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1615636800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760028887537,
    "expiration_time": 1764402048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 45,
            "offset": 0,
            "multiplier": 4.80858
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 178,
            "offset": 0,
            "poles": 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": [
        [
            331939.7192183312,
            167576.363194514,
            164363.356023817,
            302496.8853034564,
            197564.1676603659,
            104932.7176430906
        ],
        [
            331.939719,
            167.576363,
            164.363356,
            302.496885,
            197.564168,
            104.932718
        ],
        [
            0.19595,
            0.098923,
            0.097027,
            0.082237,
            0.064393,
            0.042365
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103373,
            -59822,
            -90225,
            -702103,
            -317715,
            -411791
        ],
        [
            1.632218,
            1.74253,
            1.549054,
            1.129,
            1.179385,
            1.084379
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            28,
            14,
            14,
            28,
            14,
            14
        ],
        [
            67.44186,
            67.44186,
            67.44186,
            67.44186,
            67.44186,
            67.44186
        ],
        [
            0.787967,
            0.841221,
            0.747819,
            0.545035,
            0.569358,
            0.523493
        ],
        [
            83877,
            83877,
            51107,
            411995,
            411995,
            174891
        ],
        [
            -52178,
            -46064,
            -52178,
            -282060,
            -282060,
            -278685
        ],
        [
            38,
            23,
            52,
            38,
            23,
            52
        ],
        [
            36,
            14,
            58,
            36,
            14,
            58
        ],
        [
            40,
            42,
            39,
            40,
            42,
            39
        ],
        [
            3275,
            1018,
            2257,
            3275,
            1018,
            2257
        ],
        [
            7.204717,
            9.704717,
            0,
            7.204717,
            9.704717,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            408582,
            -57128,
            -61185,
            -160000,
            -128564,
            -263384
        ]
    ]
}
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": 1615636800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760028887537,
    "expiration_time": 1764402048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 45,
            "offset": 0,
            "multiplier": 4.80858
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 178,
            "offset": 0,
            "poles": 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)