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Trade: CAKE/USDT/720/T3/HWMA/7969

Strategy
CAKE/USDT/720/T3/HWMA/7969
Pair
CAKE_USDT
Interval
12h
Score
426825
Daily Profit
0.258468
Profit Factor
1.759899
Profitability
50.980392
Streak
0.000000
Best Strategy
Training Data Length
1696.500000
Evaluation Time
2025-10-12 07:06
Expiration Time
2025-12-01 23:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 438491.0806 287232.4036 151258.677 655275.8367 910387.7779 -255111.9412
Total P&L (%) 438.4911 287.2324 151.2587 655.2758 910.3878 -255.1119
Avg Daily Profit (%) 0.2585 0.1693 0.0892 0.1193 0.1364 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132833 -76502 -71506 -1205461 -656243 -1066667
Profit Factor 1.7599 2.1249 1.4702 1.1338 1.5064 0.9177
Total Trades 102 51 51 102 51 51
Winning Trades 52 24 28 52 24 28
Losing Trades 50 27 23 50 27 23
Profitability (%) 50.9804 47.0588 54.902 50.9804 47.0588 54.902
Ratio Avg Win / Avg Loss 1.6922 2.3905 1.2077 1.0902 1.6947 0.7538
Largest Winning Trade 111857 111857 49103 703768 703768 264227
Largest Losing Trade -50210 -21139 -50210 -761653 -205587 -761653
Avg Bars in Trades 32 32 32 32 32 32
Avg Bars in Winners 38 37 39 38 37 39
Avg Bars in Losers 26 28 24 26 28 24
Bars Traded 3339 1667 1673 3339 1667 1673
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 426825 -169799 -252223 -106365 -189228 -760197
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3393,
    "evaluation_days": 1696.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614427200000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760241992039,
    "expiration_time": 1764624528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 18,
            "offset": 0,
            "a": 0.76974
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.10819,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            438491.0805570064,
            287232.4035762827,
            151258.6769807237,
            655275.8366824966,
            910387.7779134085,
            -255111.9412309122
        ],
        [
            438.491081,
            287.232404,
            151.258677,
            655.275837,
            910.387778,
            -255.111941
        ],
        [
            0.258468,
            0.169309,
            0.089159,
            0.119252,
            0.136428,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132833,
            -76502,
            -71506,
            -1205461,
            -656243,
            -1066667
        ],
        [
            1.759899,
            2.12487,
            1.470198,
            1.133773,
            1.506403,
            0.917724
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            52,
            24,
            28,
            52,
            24,
            28
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            50.980392,
            47.058824,
            54.901961,
            50.980392,
            47.058824,
            54.901961
        ],
        [
            1.69221,
            2.390479,
            1.207663,
            1.090166,
            1.694703,
            0.753845
        ],
        [
            111857,
            111857,
            49103,
            703768,
            703768,
            264227
        ],
        [
            -50210,
            -21139,
            -50210,
            -761653,
            -205587,
            -761653
        ],
        [
            32,
            32,
            32,
            32,
            32,
            32
        ],
        [
            38,
            37,
            39,
            38,
            37,
            39
        ],
        [
            26,
            28,
            24,
            26,
            28,
            24
        ],
        [
            3339,
            1667,
            1673,
            3339,
            1667,
            1673
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426825,
            -169799,
            -252223,
            -106365,
            -189228,
            -760197
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3393,
    "evaluation_days": 1696.5,
    "actual_first_datapoint_time": 1613692800000,
    "first_datapoint_time": 1614427200000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760241992039,
    "expiration_time": 1764624528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 18,
            "offset": 0,
            "a": 0.76974
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.10819,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)