Heat oven to 300 degrees. Prepare a 9x11 baking sheet with parchment paper. Set aside.
To a large ziplock bag, add white sugar, brown sugar, cinnamon, salt, and cayenne pepper. Toss to combine. Set aside.
In a medium-size bowl, whisk egg white until frothy. Add in pecans and toss to coat. Pour the pecans into the bag with sugar mixture. Toss until pecans are coated. Place on the prepared baking sheet and bake in oven for 40 minutes. Toss after 20 minutes and continue to cook. Remove from oven and let cool.
Store in an airtight container until ready to serve.