diff --git a/Empty.json b/Empty.json index b19c874..1194588 100644 --- a/Empty.json +++ b/Empty.json @@ -2,7 +2,7 @@ "strategy_name": "Empty", "params": { "roi": { - "0": 10 + "0": 5 }, "stoploss": { "stoploss": -1.0 @@ -14,26 +14,33 @@ "trailing_only_offset_is_reached": false }, "max_open_trades": { - "max_open_trades": 1 - }, - "buy": { - "buy_deriv1_sma12d": -0.05, - "buy_deriv1_sma5d": -0.03, - "buy_deriv1_sma60": 0.0, - "buy_deriv2_sma12d": 0.0, - "buy_deriv2_sma5d": -0.07, - "buy_deriv2_sma60": -0.003, - "buy_longue": 200 + "max_open_trades": 20 }, "protection": { - "drop_from_last_entry": 0.0 + "b30_indicateur": "sma36", + "baisse": 0.33, + "drop_from_last_entry": -0.03 + }, + "buy": { + "buy_deriv1_sma12d": -0.04, + "buy_deriv1_sma5d": -0.02, + "buy_deriv1_sma60": 0.001, + "buy_deriv2_sma12d": -0.02, + "buy_deriv2_sma5d": 0.0, + "buy_deriv2_sma60": -0.001, + "buy_longue": 160, + "buy_longue_derive": "sma80_deriv1_1d", + "start_bear_deriv1": -0.004, + "start_bear_deriv2": 0.002, + "start_bear_indicator": "sma80", + "start_bull_deriv1": 0.001, + "start_bull_deriv2": -0.002, + "start_bull_indicator": "sma120" }, "sell": { - "sell_crossed_sma_indicators": "sma60", - "sell_score_indicator": "sma60_score", - "sell_sma_indicators": "sma48_1d" + "sell_score_indicator": "sma24_score" } }, "ft_stratparam_v": 1, - "export_time": "2026-02-26 20:23:41.717021+00:00" + "export_time": "2026-02-28 17:28:20.867470+00:00" } \ No newline at end of file diff --git a/Empty.py b/Empty.py index 0235d35..c0929ff 100644 --- a/Empty.py +++ b/Empty.py @@ -39,19 +39,24 @@ timeperiods = [3, 5, 12, 24, 36, 48, 60] long_timeperiods = [80, 100, 120, 140, 160, 180, 200] sma_indicators = list() +sma_indicators_h = list() +sma_indicators_d = list() score_indicators = list() stop_buying_indicators = list() -god_genes_with_timeperiod = list() +sma_deriv1_indicators = list() for timeperiod in timeperiods: sma_indicators.append(f"sma{timeperiod}") + sma_indicators_h.append(f"sma{timeperiod}") + sma_indicators_d.append(f"sma{timeperiod}") sma_indicators.append(f"sma{timeperiod}_1d") # god_genes_with_timeperiod.append(f'max{timeperiod}') # god_genes_with_timeperiod.append(f'min{timeperiod}') # god_genes_with_timeperiod.append(f"percent{timeperiod}") # god_genes_with_timeperiod.append(f"sma{timeperiod}") - god_genes_with_timeperiod.append(f"sma{timeperiod}_deriv1") - god_genes_with_timeperiod.append(f"sma{timeperiod}_deriv2") - god_genes_with_timeperiod.append(f"sma{timeperiod}_score") + # sma_deriv1_indicators.append(f"sma{timeperiod}_deriv1") + sma_deriv1_indicators.append(f"sma{timeperiod}_deriv1") + # sma_deriv1_indicators.append(f"sma{timeperiod}_deriv2") + # sma_deriv1_indicators.append(f"sma{timeperiod}_score") # stoploss_indicators.append(f"stop_buying{timeperiod}") stop_buying_indicators.append(f"stop_buying{timeperiod}_1d") @@ -63,29 +68,10 @@ for timeperiod in timeperiods: # god_genes_with_timeperiod.append(f"sma{timeperiod}_trend_down") # god_genes_with_timeperiod.append(f"sma{timeperiod}_trend_change_up") # god_genes_with_timeperiod.append(f"sma{timeperiod}_trend_change_down") +for timeperiod in long_timeperiods: + sma_deriv1_indicators.append(f"sma{timeperiod}_deriv1_1d") + sma_indicators_d.append(f"sma{timeperiod}") - -operators = [ - "D", # Disabled gene - ">", # Indicator, bigger than cross indicator - "<", # Indicator, smaller than cross indicator - "=", # Indicator, equal with cross indicator - "C", # Indicator, crossed the cross indicator - "CA", # Indicator, crossed above the cross indicator - "CB", # Indicator, crossed below the cross indicator - # ">R", # Normalized indicator, bigger than real number - # "=R", # Normalized indicator, equal with real number - # "R", # Normalized indicator devided to cross indicator, bigger than real number - # "/=R", # Normalized indicator devided to cross indicator, equal with real number - # "/ 10) - - # TODO : it ill callculated in populate indicators. - pd.set_option('display.max_rows', None) - pd.set_option('display.max_columns', None) - pd.set_option("display.width", 200) - - # print(f"{indicator} {crossed_indicator} {real_num}") - - dataframe[indicator] = gene_calculator(dataframe, indicator) - dataframe[crossed_indicator] = gene_calculator(dataframe, crossed_indicator) - - indicator_trend_sma = f"{indicator}-SMA-{TREND_CHECK_CANDLES}" - if operator in ["UT", "DT", "OT", "CUT", "CDT", "COT"]: - dataframe[indicator_trend_sma] = gene_calculator(dataframe, indicator_trend_sma) - - if operator == ">": - condition = (dataframe[indicator] > dataframe[crossed_indicator]) - elif operator == "=": - condition = (np.isclose(dataframe[indicator], dataframe[crossed_indicator])) - elif operator == "<": - condition = (dataframe[indicator] < dataframe[crossed_indicator]) - elif operator == "C": - condition = ( - (qtpylib.crossed_below(dataframe[indicator], dataframe[crossed_indicator])) | - (qtpylib.crossed_above( - dataframe[indicator], dataframe[crossed_indicator])) - ) - elif operator == "CA": - condition = (qtpylib.crossed_above(dataframe[indicator], dataframe[crossed_indicator])) - elif operator == "CB": - condition = (qtpylib.crossed_below(dataframe[indicator], dataframe[crossed_indicator])) - elif operator == ">R": - condition = (dataframe[indicator] > real_num) - elif operator == "=R": - condition = (np.isclose(dataframe[indicator], real_num)) - elif operator == "R": - condition = (dataframe[indicator].div(dataframe[crossed_indicator]) > real_num) - elif operator == "/=R": - condition = (np.isclose(dataframe[indicator].div(dataframe[crossed_indicator]), real_num)) - elif operator == "/ dataframe[indicator_trend_sma]) - elif operator == "DT": - condition = (dataframe[indicator] < dataframe[indicator_trend_sma]) - elif operator == "OT": - condition = (np.isclose(dataframe[indicator], dataframe[indicator_trend_sma])) - elif operator == "CUT": - condition = ( - ( - qtpylib.crossed_above(dataframe[indicator],dataframe[indicator_trend_sma]) - ) & ( - dataframe[indicator] > dataframe[indicator_trend_sma] - ) - ) - elif operator == "CDT": - condition = ( - ( - qtpylib.crossed_below(dataframe[indicator], dataframe[indicator_trend_sma]) - ) & - ( - dataframe[indicator] < dataframe[indicator_trend_sma] - ) - ) - elif operator == "COT": - condition = ( - ( - ( - qtpylib.crossed_below(dataframe[indicator], dataframe[indicator_trend_sma]) - ) | - ( - qtpylib.crossed_above(dataframe[indicator], dataframe[indicator_trend_sma]) - ) - ) & - ( - np.isclose(dataframe[indicator], dataframe[indicator_trend_sma]) - ) - ) - - return condition, dataframe -# ######################################################################################################################### - # This class is a sample. Feel free to customize it. class Empty(IStrategy): @@ -364,6 +187,14 @@ class Empty(IStrategy): } } + start_bull_indicator = CategoricalParameter(sma_indicators_d, default='sma100', space='buy', optimize=True, load=True) + start_bull_deriv1 = DecimalParameter(-0.005, 0.005, decimals=3, default=0, space='buy', optimize=True, load=True) + start_bull_deriv2 = DecimalParameter(-0.005, 0.005, decimals=3, default=0, space='buy', optimize=True, load=True) + + start_bear_indicator = CategoricalParameter(sma_indicators_d, default='sma100', space='buy', optimize=True, load=True) + start_bear_deriv1 = DecimalParameter(-0.005, 0.005, decimals=3, default=0, space='buy', optimize=True, load=True) + start_bear_deriv2 = DecimalParameter(-0.005, 0.005, decimals=3, default=0, space='buy', optimize=True, load=True) + buy_deriv1_sma60 = DecimalParameter(-0.005, 0.005, decimals=3, default=0, space='buy', optimize=False, load=True) buy_deriv1_sma5d = DecimalParameter(-0.07, 0.07, decimals=2, default=0, space='buy', optimize=False, load=True) buy_deriv1_sma12d = DecimalParameter(-0.07, 0.07, decimals=2, default=0, space='buy', optimize=False, load=True) @@ -372,48 +203,24 @@ class Empty(IStrategy): buy_deriv2_sma5d = DecimalParameter(-0.07, 0.07, decimals=2, default=0, space='buy', optimize=False, load=True) buy_deriv2_sma12d = DecimalParameter(-0.07, 0.07, decimals=2, default=0, space='buy', optimize=False, load=True) - buy_longue = CategoricalParameter(long_timeperiods, default=120, space='buy') - - # Buy Hyperoptable Parameters/Spaces. - # buy_crossed_indicator0 = CategoricalParameter(god_genes_with_timeperiod, default="ADD-20", space='buy') - # buy_crossed_indicator1 = CategoricalParameter(god_genes_with_timeperiod, default="ASIN-6", space='buy') - # buy_crossed_indicator2 = CategoricalParameter(god_genes_with_timeperiod, default="CDLEVENINGSTAR-50", space='buy') - # - # buy_indicator0 = CategoricalParameter(god_genes_with_timeperiod, default="SMA-100", space='buy') - # buy_indicator1 = CategoricalParameter(god_genes_with_timeperiod, default="WILLR-50", space='buy') - # buy_indicator2 = CategoricalParameter(god_genes_with_timeperiod, default="CDLHANGINGMAN-20", space='buy') - # - # buy_operator0 = CategoricalParameter(operators, default="/ 0.01: + # factor = self.pairs[pair]['last_trade'].close_profit / 0.01 + # amount = amount / factor return min(amount, self.wallets.get_available_stake_amount()) @@ -546,6 +364,9 @@ class Empty(IStrategy): last_candle_2 = dataframe.iloc[-2].squeeze() last_candle_3 = dataframe.iloc[-3].squeeze() + # if (last_candle['has_cross_min_6'] and last_candle['sma60_deriv1'] > 0) or (last_candle['sma12_inv_1d']): + # self.pairs[pair]['count_of_lost'] = 0 + condition = False if self.pairs[pair]['count_of_lost'] >= 1 \ and (last_candle['sma12_deriv1_1d'] < 0.001 \ or last_candle['sma12_deriv2_1d'] < 0.001) else True @@ -619,19 +440,19 @@ class Empty(IStrategy): buys=1, stake=round(stake_amount, 2) ) - else: - self.log_trade( - last_candle=last_candle, - date=current_time, - action=("🟩Buy" if allow_to_buy else "Canceled") + " " + reason, - pair=pair, - rate=rate, - dispo=dispo, - profit=0, - trade_type=entry_tag, - buys=1, - stake=0 - ) + # else: + # self.log_trade( + # last_candle=last_candle, + # date=current_time, + # action=("🟩Buy" if allow_to_buy else "Canceled") + " " + reason, + # pair=pair, + # rate=rate, + # dispo=dispo, + # profit=0, + # trade_type=entry_tag, + # buys=1, + # stake=0 + # ) return allow_to_buy def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float, rate: float, @@ -701,6 +522,8 @@ class Empty(IStrategy): self.pairs[pair]['max_profit'] = max(self.pairs[pair]['max_profit'], profit) max_profit = self.pairs[pair]['max_profit'] + # baisse_min = last_candle['close'] - last_candle['min12'] + baisse = 0 if profit > 0: baisse = 1 - (profit / max_profit) @@ -722,19 +545,19 @@ class Empty(IStrategy): # buys=count_of_buys, # stake=0 # ) + # if self.pairs[pair]['current_trade'].enter_tag == 'fall': + # if current_profit < - 0.02 and last_candle[f"close"] <= last_candle['sma60'] and self.wallets.get_available_stake_amount() < 50: + # self.pairs[pair]['force_sell'] = True + # return 'sma60' + # else: if current_profit < - 0.02 and last_candle[f"close"] <= last_candle['sma60']: self.pairs[pair]['force_sell'] = True return 'sma60' - cross = qtpylib.crossed_below(dataframe[self.sell_sma_indicators.value], dataframe[self.sell_crossed_sma_indicators.value]) - - # if profit > 0 and cross.iloc[-1]: - # self.pairs[pair]['force_sell'] = True - # return 'Cross' - - if profit > max(5, expected_profit) and baisse > 0.30 and last_candle[f"close"] <= last_candle['sma36']: - # and last_candle['percent3'] < 0 and last_candle['percent5'] < 0: + if profit > max(5, expected_profit) and \ + (baisse > self.baisse.value and last_candle[f"close"] <= last_candle[self.b30_indicateur.value]) \ + and last_candle['hapercent'] <0 : self.pairs[pair]['force_sell'] = True return 'B30' @@ -827,7 +650,9 @@ class Empty(IStrategy): dataframe['mid'] = dataframe['haopen'] + (dataframe['haclose'] - dataframe['haopen']) / 2 dataframe['zero'] = 0 + dataframe[f"percent"] = dataframe['close'].pct_change() for timeperiod in timeperiods: + dataframe[f"mid_smooth{timeperiod}"] = dataframe['mid'].rolling(timeperiod).mean() dataframe[f'max{timeperiod}'] = talib.MAX(dataframe['close'], timeperiod=timeperiod) dataframe[f'min{timeperiod}'] = talib.MIN(dataframe['close'], timeperiod=timeperiod) dataframe[f"percent{timeperiod}"] = dataframe['close'].pct_change(timeperiod) @@ -853,11 +678,27 @@ class Empty(IStrategy): for timeperiod in long_timeperiods: informative[f"sma{timeperiod}"] = informative['mid'].ewm(span=timeperiod, adjust=False).mean() + self.calculeDerivees(informative, f"sma{timeperiod}", timeframe=self.timeframe, ema_period=timeperiod) + informative['rsi'] = talib.RSI(informative['close'], timeperiod=14) self.calculeDerivees(informative, f"rsi", timeframe=self.timeframe, ema_period=14) informative['max_rsi_12'] = talib.MAX(informative['rsi'], timeperiod=12) informative['max_rsi_24'] = talib.MAX(informative['rsi'], timeperiod=24) + informative[f'stop_buying_deb'] = qtpylib.crossed_below(informative[f"sma12"], informative['sma36']) & (informative['close'] < informative['sma100']) + informative[f'stop_buying_end'] = qtpylib.crossed_above(informative[f"sma12"], informative['sma36']) & (informative['close'] > informative['sma100']) + + latched = np.zeros(len(informative), dtype=bool) + + for i in range(1, len(informative)): + if informative['stop_buying_deb'].iloc[i]: + latched[i] = True + elif informative['stop_buying_end'].iloc[i]: + latched[i] = False + else: + latched[i] = latched[i - 1] + informative['stop_buying'] = latched + dataframe = merge_informative_pair(dataframe, informative, self.timeframe, "1d", ffill=True) # ###################################################################################################### @@ -868,7 +709,8 @@ class Empty(IStrategy): # dataframe['cross_sma60'] = qtpylib.crossed_below(dataframe[self.sell_sma_indicators.value], dataframe[self.sell_crossed_sma_indicators.value]) - dataframe[f'stop_buying'] = qtpylib.crossed_below(dataframe[f"sma12"], dataframe['sma48']) + dataframe[f'has_cross_min'] = qtpylib.crossed_above(dataframe[f"close"], dataframe['min60_1d']) + dataframe[f'has_cross_min_6'] = (dataframe['has_cross_min'].rolling(6).max() == 1) dataframe['atr'] = talib.ATR(dataframe) dataframe['rsi'] = talib.RSI(dataframe['close'], timeperiod=14) @@ -891,62 +733,13 @@ class Empty(IStrategy): def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: - # dataframe.loc[ - # ( - # (dataframe['sma24_score'].shift(2) <= dataframe['zero']) - # & (dataframe['sma5'].shift(1) <= dataframe['sma5']) - # & (dataframe['sma5_inv'] == -1) - # & (dataframe['min24'].shift(3) == dataframe['min24']) - # ), - # 'buy'] = 1 - conditions = list() - # # print(dataframe.columns) - # - # buy_indicator = self.buy_indicator0.value - # buy_crossed_indicator = self.buy_crossed_indicator0.value - # buy_operator = self.buy_operator0.value - # buy_real_num = self.buy_real_num0.value - # condition, dataframe = condition_generator( - # dataframe, - # buy_operator, - # buy_indicator, - # buy_crossed_indicator, - # buy_real_num - # ) - # conditions.append(condition) - # # backup - # buy_indicator = self.buy_indicator1.value - # buy_crossed_indicator = self.buy_crossed_indicator1.value - # buy_operator = self.buy_operator1.value - # buy_real_num = self.buy_real_num1.value - # - # condition, dataframe = condition_generator( - # dataframe, - # buy_operator, - # buy_indicator, - # buy_crossed_indicator, - # buy_real_num - # ) - # conditions.append(condition) - # - # buy_indicator = self.buy_indicator2.value - # buy_crossed_indicator = self.buy_crossed_indicator2.value - # buy_operator = self.buy_operator2.value - # buy_real_num = self.buy_real_num2.value - # condition, dataframe = condition_generator( - # dataframe, - # buy_operator, - # buy_indicator, - # buy_crossed_indicator, - # buy_real_num - # ) - # conditions.append(condition) - # conditions.append((dataframe[self.stop_buying_indicator.value] == False) | (dataframe['range_pos'] < 0)) - - #conditions.append((dataframe[self.stop_buying_indicator.value] == False) | (dataframe['range_pos'] < 0)) - + # ##################################################################################### + # CA MONTE !! + # ##################################################################################### + # conditions.append(dataframe[f"{self.start_bull_indicator.value}_deriv1_1d" ] > self.start_bull_deriv1.value) + # conditions.append(dataframe[f"{self.start_bull_indicator.value}_deriv2_1d"] > self.start_bull_deriv2.value) conditions.append(dataframe['sma12_deriv1'] > self.buy_deriv1_sma60.value) conditions.append(dataframe['sma5_deriv1_1d'] > self.buy_deriv1_sma5d.value) conditions.append(dataframe['sma12_deriv1_1d'] > self.buy_deriv1_sma12d.value) @@ -962,11 +755,6 @@ class Empty(IStrategy): dynamic_rsi_threshold = 70 + 15 * np.tanh(dataframe["dist_sma200_1d"] * 5) conditions.append((dataframe['max_rsi_12_1d'] < dynamic_rsi_threshold)) - # | ( - # (dataframe['sma5_deriv1'] > 0) & (dataframe['sma12_deriv1'] > 0) & (dataframe['sma24_deriv1'] > 0) & ( - # dataframe['sma48_deriv1'] > 0) & (dataframe['sma60_deriv1'] > 0) & (dataframe['sma5_deriv1_1d'] > 0)) - # ) - conditions.append(dataframe[f"close"] > dataframe['sma60']) conditions.append(((dataframe[f"range_pos"] < 0.05) ) | ((dataframe['sma12_deriv1'] > 0) & (dataframe['sma12_deriv2'] > 0))) @@ -975,17 +763,84 @@ class Empty(IStrategy): | (dataframe['sma60_inv_1d'] == -1) ) - # print(f"BUY indicators tested \n" - # f"{self.buy_indicator0.value} {self.buy_crossed_indicator0.value} {self.buy_operator0.value} {self.buy_real_num0.value} \n" - # f"{self.buy_indicator1.value} {self.buy_crossed_indicator1.value} {self.buy_operator1.value} {self.buy_real_num1.value} \n" - # f"{self.buy_indicator2.value} {self.buy_crossed_indicator2.value} {self.buy_operator2.value} {self.buy_real_num2.value} \n" - # ) - if conditions: dataframe.loc[ reduce(lambda x, y: x & y, conditions), ['enter_long', 'enter_tag'] - ] = (1, 'god') + ] = (1, 'bull') + + # ##################################################################################### + # CA BAISSE !! + # "buy": { + # "buy_deriv1_sma12d": 0.0, + # "buy_deriv1_sma5d": 0.0, + # "buy_deriv1_sma60": 0.003, + # "buy_deriv2_sma12d": -0.03, + # "buy_deriv2_sma5d": 0.0, + # "buy_deriv2_sma60": -0.002, + # "buy_longue": 200, + # "buy_longue_derive": "sma160_deriv1_1d" + # }, + # "protection": { + # "drop_from_last_entry": -0.03, + # "b30_indicateur": "sma3", + # "baisse": 0.31 + # }, + # ##################################################################################### + conditions = list() + conditions.append(dataframe[f"{self.start_bear_indicator.value}_deriv1_1d" ] < self.start_bear_deriv1.value) + conditions.append(dataframe[f"{self.start_bear_indicator.value}_deriv2_1d"] < self.start_bear_deriv2.value) + + conditions.append(dataframe['sma12_deriv1'] > 0.003) + conditions.append(dataframe['sma5_deriv1_1d'] > 0.0) + conditions.append(dataframe['sma12_deriv1_1d'] > 0.0) + + conditions.append(dataframe['sma12_deriv2'] > -0.002) + conditions.append(dataframe['sma5_deriv2_1d'] > 0) + conditions.append(dataframe['sma12_deriv2_1d'] > -0.03) + + conditions.append(dataframe['hapercent'] > 0) + # conditions.append(dataframe['percent12'] < 0.01) + # conditions.append(dataframe['percent5'] < 0.01) + conditions.append(dataframe['max_rsi_24'] < 80) + + dynamic_rsi_threshold = 70 + 15 * np.tanh(dataframe["dist_sma200_1d"] * 5) + conditions.append((dataframe['max_rsi_12_1d'] < dynamic_rsi_threshold)) + conditions.append(dataframe[f"close"] > dataframe['sma60']) + conditions.append(((dataframe[f"range_pos"] < 0.05) ) | ((dataframe['sma12_deriv1'] > 0) & (dataframe['sma12_deriv2'] > 0))) + + conditions.append( + (dataframe['close_1d'] > dataframe[f'sma{self.buy_longue.value}_1d']) + | (dataframe['sma60_inv_1d'] == -1) + ) + + # if conditions: + # dataframe.loc[ + # reduce(lambda x, y: x & y, conditions), + # ['enter_long', 'enter_tag'] + # ] = (1, 'bear') + + # conditions = list() + # conditions.append(dataframe['close_1d'] < dataframe[f'sma{self.buy_longue.value}_1d']) + # conditions.append(dataframe['has_cross_min'].rolling(6).max() == 1) + # conditions.append(dataframe['mid_smooth5'] > dataframe['mid_smooth5'].shift(1)) + # conditions.append(dataframe['hapercent'] > 0) + # conditions.append(dataframe['percent5'] < 0.01) + # dataframe.loc[ + # reduce(lambda x, y: x & y, conditions), + # ['enter_long', 'enter_tag'] + # ] = (1, 'cross_min') + + # conditions = list() + # # conditions.append(dataframe['close_1d'] < dataframe[f'sma{self.buy_longue.value}_1d']) + # # conditions.append(dataframe['has_cross_min'].rolling(6).max() == 1) + # # conditions.append(dataframe['mid_smooth5'] > dataframe['mid_smooth5'].shift(1)) + # conditions.append(dataframe['min12'] == dataframe['min12'].shift(3)) + # conditions.append((dataframe['percent24'] < -0.025) | (dataframe['percent12'] < -0.025)) + # dataframe.loc[ + # reduce(lambda x, y: x & y, conditions), + # ['enter_long', 'enter_tag'] + # ] = (1, 'fall') return dataframe @@ -1087,35 +942,35 @@ class Empty(IStrategy): # #################################################################### # Calcul de la pente lissΓ©e - d1 = series.diff() - d1_smooth = d1.rolling(5).mean() - # Normalisation - z = (d1_smooth - d1_smooth.rolling(ema_period).mean()) / d1_smooth.rolling(ema_period).std() + # d1 = series.diff() + # d1_smooth = d1.rolling(5).mean() + # # Normalisation + # z = (d1_smooth - d1_smooth.rolling(ema_period).mean()) / d1_smooth.rolling(ema_period).std() - dataframe[f"{name}{suffixe}_trend_up"] = ( - (d1_smooth.shift(1) < 0) & - (d1_smooth > 0) & - (z > 1.0) - ) - - dataframe[f"{name}{suffixe}_trend_down"] = ( - (d1_smooth.shift(1) > 0) & - (d1_smooth < 0) & - (z < -1.0) - ) - - momentum_short = d1.rolling(int(ema_period / 2)).mean() - momentum_long = d1.rolling(ema_period * 2).mean() - - dataframe[f"{name}{suffixe}_trend_change_up"] = ( - (momentum_short.shift(1) < momentum_long.shift(1)) & - (momentum_short > momentum_long) - ) - - dataframe[f"{name}{suffixe}_trend_change_down"] = ( - (momentum_short.shift(1) > momentum_long.shift(1)) & - (momentum_short < momentum_long) - ) + # dataframe[f"{name}{suffixe}_trend_up"] = ( + # (d1_smooth.shift(1) < 0) & + # (d1_smooth > 0) & + # (z > 1.0) + # ) + # + # dataframe[f"{name}{suffixe}_trend_down"] = ( + # (d1_smooth.shift(1) > 0) & + # (d1_smooth < 0) & + # (z < -1.0) + # ) + # + # momentum_short = d1.rolling(int(ema_period / 2)).mean() + # momentum_long = d1.rolling(ema_period * 2).mean() + # + # dataframe[f"{name}{suffixe}_trend_change_up"] = ( + # (momentum_short.shift(1) < momentum_long.shift(1)) & + # (momentum_short > momentum_long) + # ) + # + # dataframe[f"{name}{suffixe}_trend_change_down"] = ( + # (momentum_short.shift(1) > momentum_long.shift(1)) & + # (momentum_short < momentum_long) + # ) return dataframe @@ -1290,4 +1145,12 @@ class Empty(IStrategy): expected_profit = lim * self.pairs[pair]['total_amount'] # min(3 * lim, max(lim, pct_to_max)) # 0.004 + 0.002 * self.pairs[pair]['count_of_buys'] #min(0.01, first_max) self.pairs[pair]['expected_profit'] = expected_profit - return expected_profit \ No newline at end of file + return expected_profit + + def getLastClosedTrade(self): + # rΓ©cupΓ©rer le dernier trade fermΓ© + trades = Trade.get_trades_proxy(pair=pair,is_open=False) + if trades: + last_trade = trades[-1] + self.pairs[pair]['last_profit'] = last_trade.close_profit # ex: 0.12 = +12% + self.pairs[pair]['last_trade'] = last_trade \ No newline at end of file diff --git a/Empty.txt b/Empty.txt index 20872b5..c226f13 100644 --- a/Empty.txt +++ b/Empty.txt @@ -232,3 +232,281 @@ Backtested 2022-01-01 00:00:00 -> 2026-02-20 00:00:00 | Max open trades : 1 ┑━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━┩ β”‚ Empty β”‚ 92 β”‚ 1.62 β”‚ 2474.507 β”‚ 247.45 β”‚ 3 days, 23:07:00 β”‚ 45 0 47 48.9 β”‚ 359.078 USDT 10.66% β”‚ β””β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”˜ + +| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi| ++------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+ +| 2023-01-10 17:00 |🟩Buy 0 | BTC | bull | 17302.55| 1000 | 0/0| - | 17302.15 | - | 17302 | 17302 | 1/1| 1000.0 +| 2023-02-09 22:00 |πŸŸ₯Sell 43500 | BTC | B30 | 21856.3| - |260.9/395.52| 0.263 | 17302.15 | 0.263 | 17302 | 17302 | /1| - +| 2023-02-15 00:00 |🟩Buy 7320 | BTC | bull | 22199.84| 1261 | 0/0| - | 22199.84 | - | 22199 | 17302 | 1/1| 1260.9 +| 2023-02-16 23:00 |πŸŸ₯Sell 2820 | BTC | B30 | 23994.76| - |99.31/160.46| 0.081 | 22199.84 | 0.081 | 22199 | 17302 | /1| - +| 2023-02-17 17:00 |🟩Buy 1080 | BTC | bull | 24091.21| 1360 | 0/0| - | 24091.21 | - | 24091 | 17302 | 1/1|1360.21 +| 2023-02-19 18:00 |πŸŸ₯Sell 2940 | BTC | B30 | 24361.74| - |12.69/44.15| 0.011 | 24091.21 | 0.011 | 24091 | 17302 | /1| - +| 2023-02-28 17:00 |🟩Buy 12900 | BTC | bull | 23456.05| 1373 | 0/0| - | 23456.05 | - | 24091 | 17302 | 1/1| 1372.9 +| 2023-03-03 02:00 |πŸŸ₯Sell 3420 | BTC | sma60 | 22150.31| - |-79.09/21.4| -0.056 | 23456.05 | -0.056 | 24091 | 17302 | /1| - +| 2023-03-16 09:00 |🟩Buy 19140 | BTC | bull | 24581.1| 1294 | 0/0| - | 24581.1 | - | 24581 | 17302 | 1/1| 1293.8 +| 2023-03-22 20:00 |πŸŸ₯Sell 9300 | BTC | B30 | 26667.33| - |107.18/211.2| 0.085 | 24581.1 | 0.085 | 24581 | 17302 | /1| - +| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi| ++------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+ +| 2023-03-30 03:00 |🟩Buy 10500 | BTC | bull | 28964.76| 1401 | 0/0| - | 28964.76 | - | 28964 | 17302 | 1/1|1400.98 +| 2023-03-30 18:00 |πŸŸ₯Sell 900 | BTC | sma60 | 27839.41| - | -57.17/0| -0.039 | 28964.76 | -0.039 | 28964 | 17302 | /1| - +| 2023-03-31 15:00 |🟩Buy 1260 | BTC | bull | 28521.78| 1344 | 0/0| - | 28521.78 | - | 28964 | 17302 | 1/1|1343.81 +| 2023-04-02 20:00 |πŸŸ₯Sell 3180 | BTC | sma60 | 27943.85| - |-29.89/1.49| -0.02 | 28521.78 | -0.02 | 28964 | 17302 | /1| - +| 2023-04-13 04:00 |🟩Buy 14880 | BTC | bull | 30072.17| 1314 | 0/0| - | 30072.17 | - | 30072 | 17302 | 1/1|1313.92 +| 2023-04-15 02:00 |πŸŸ₯Sell 2760 | BTC | B30 | 30370.01| - |10.37/35.37| 0.01 | 30072.17 | 0.01 | 30072 | 17302 | /1| - +| 2023-04-26 00:00 |🟩Buy 15720 | BTC | bull | 28300.8| 1324 | 0/0| - | 28300.79 | - | 30072 | 17302 | 1/1| 1324.3 +| 2023-04-28 14:00 |πŸŸ₯Sell 3720 | BTC | B30 | 29029.48| - |31.41/75.16| 0.026 | 28300.79 | 0.026 | 30072 | 17302 | /1| - +| 2023-04-28 23:00 |🟩Buy 540 | BTC | bull | 29345.35| 1356 | 0/0| - | 29345.34 | - | 30072 | 17302 | 1/1|1355.71 +| 2023-05-01 02:00 |πŸŸ₯Sell 3060 | BTC | sma60 | 28504.36| - |-41.52/14.46| -0.029 | 29345.34 | -0.029 | 30072 | 17302 | /1| - +| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi| ++------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+ +| 2023-05-30 12:00 |🟩Buy 42360 | BTC | bull | 28021.39| 1314 | 0/0| - | 28021.4 | - | 30072 | 17302 | 1/1|1314.19 +| 2023-05-31 05:00 |πŸŸ₯Sell 1020 | BTC | sma60 | 27257.7| - | -38.4/0| -0.027 | 28021.4 | -0.027 | 30072 | 17302 | /1| - +| 2023-06-19 19:00 |🟩Buy 28200 | BTC | bull | 26495.99| 1276 | 0/0| - | 26496.0 | - | 30072 | 17302 | 1/1|1275.79 +| 2023-07-17 19:00 |πŸŸ₯Sell 40320 | BTC | B30 | 29802.39| - |156.49/243.25| 0.125 | 26496.0 | 0.125 | 30072 | 17302 | /1| - +| 2023-07-19 05:00 |🟩Buy 2040 | BTC | bull | 30099.08| 1432 | 0/0| - | 30099.08 | - | 30099 | 17302 | 1/1|1432.28 +| 2023-07-24 10:00 |πŸŸ₯Sell 7500 | BTC | sma60 | 29178.01| - |-46.65/8.02| -0.031 | 30099.08 | -0.031 | 30099 | 17302 | /1| - +| 2023-09-20 03:00 |🟩Buy 83100 | BTC | bull | 27165.48| 1386 | 0/0| - | 27165.48 | - | 30099 | 17302 | 1/1|1385.64 +| 2023-09-21 11:00 |πŸŸ₯Sell 1920 | BTC | sma60 | 26649.89| - | -29.04/0| -0.019 | 27165.48 | -0.019 | 30099 | 17302 | /1| - +| 2023-10-01 08:00 |🟩Buy 14220 | BTC | bull | 27107.94| 1357 | 0/0| - | 27107.95 | - | 30099 | 17302 | 1/1| 1356.6 +| 2023-10-02 22:00 |πŸŸ₯Sell 2280 | BTC | B30 | 27472.22| - |15.5/69.08| 0.013 | 27107.95 | 0.013 | 30099 | 17302 | /1| - +| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi| ++------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+ +| 2023-10-15 20:00 |🟩Buy 18600 | BTC | bull | 27043.75| 1372 | 0/0| - | 27043.75 | - | 30099 | 17302 | 1/1| 1372.1 +| 2023-10-18 15:00 |πŸŸ₯Sell 4020 | BTC | B30 | 28190.49| - |55.37/82.75| 0.042 | 27043.75 | 0.042 | 30099 | 17302 | /1| - +| 2023-10-19 12:00 |🟩Buy 1260 | BTC | bull | 28450.7| 1427 | 0/0| - | 28450.69 | - | 30099 | 17302 | 1/1|1427.47 +| 2024-01-15 00:00 |πŸŸ₯Sell 126000 | BTC | B30 | 41732.35| - |662.82/1005.58| 0.467 | 28450.69 | 0.467 | 30099 | 17302 | /1| - +| 2024-01-27 22:00 |🟩Buy 18600 | BTC | bull | 42150.59| 2090 | 0/0| - | 42150.59 | - | 42150 | 17302 | 1/1|2090.29 +| 2024-01-31 00:00 |πŸŸ₯Sell 4440 | BTC | B30 | 42941.1| - |34.98/68.37| 0.019 | 42150.59 | 0.019 | 42150 | 17302 | /1| - +| 2024-02-08 00:00 |🟩Buy 11520 | BTC | bull | 44349.6| 2125 | 0/0| - | 44349.6 | - | 44349 | 17302 | 1/1|2125.27 +| 2024-03-19 09:00 |πŸŸ₯Sell 58140 | BTC | B30 | 63464.0| - |910.78/1394.94| 0.431 | 44349.6 | 0.431 | 44349 | 17302 | /1| - +| 2024-03-24 11:00 |🟩Buy 7320 | BTC | bull | 65098.01| 3036 | 0/0| - | 65098.01 | - | 65098 | 17302 | 1/1|3036.05 +| 2024-03-27 16:00 |πŸŸ₯Sell 4620 | BTC | B30 | 68874.0| 1 |169.83/275.49| 0.058 | 65098.01 | 0.058 | 65098 | 17302 | /1| - +| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi| ++------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+ +| 2024-03-28 07:00 |🟩Buy 900 | BTC | bull | 70363.74| 3206 | 0/0| - | 70363.74 | - | 70363 | 17302 | 1/1|3205.87 +| 2024-04-01 15:00 |πŸŸ₯Sell 6240 | BTC | sma60 | 68906.07| - |-72.76/47.03| -0.021 | 70363.74 | -0.021 | 70363 | 17302 | /1| - +| 2024-04-08 08:00 |🟩Buy 9660 | BTC | bull | 70698.64| 3133 | 0/0| - | 70698.63 | - | 70698 | 17302 | 1/1|3133.12 +| 2024-04-09 15:00 |πŸŸ₯Sell 1860 | BTC | sma60 | 69358.32| - |-65.6/69.22| -0.019 | 70698.63 | -0.019 | 70698 | 17302 | /1| - +| 2024-04-10 20:00 |🟩Buy 1740 | BTC | bull | 70084.0| 3068 | 0/0| - | 70083.99 | - | 70698 | 17302 | 1/1|3067.52 +| 2024-04-12 18:00 |πŸŸ₯Sell 2760 | BTC | sma60 | 68140.02| 1 |-91.12/38.98| -0.028 | 70083.99 | -0.028 | 70698 | 17302 | /1| - +| 2024-04-24 05:00 |🟩Buy 16500 | BTC | bull | 67008.0| 2976 | 0/0| - | 67008.0 | - | 70698 | 17302 | 1/1| 2976.4 +| 2024-04-24 15:00 |πŸŸ₯Sell 600 | BTC | sma60 | 65234.85| 1 | -84.62/0| -0.026 | 67008.0 | -0.026 | 70698 | 17302 | /1| - +| 2024-05-06 08:00 |🟩Buy 16860 | BTC | bull | 64540.75| 2892 | 0/0| - | 64540.75 | - | 70698 | 17302 | 1/1|2891.79 +| 2024-05-06 15:00 |πŸŸ₯Sell 420 | BTC | sma60 | 63271.97| - |-62.57/22.21| -0.02 | 64540.75 | -0.02 | 70698 | 17302 | /1| - +| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi| ++------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+ +| 2024-05-07 10:00 |🟩Buy 1140 | BTC | bull | 64119.98| 2829 | 0/0| - | 64119.98 | - | 70698 | 17302 | 1/1|2829.22 +| 2024-05-07 23:00 |πŸŸ₯Sell 780 | BTC | sma60 | 62850.92| - | -61.59/0| -0.02 | 64119.98 | -0.02 | 70698 | 17302 | /1| - +| 2024-05-17 08:00 |🟩Buy 13500 | BTC | bull | 66386.93| 2768 | 0/0| - | 66386.94 | - | 70698 | 17302 | 1/1|2767.63 +| 2024-05-19 15:00 |πŸŸ₯Sell 3300 | BTC | B30 | 66928.0| 1 |17.0/33.73| 0.008 | 66386.94 | 0.008 | 70698 | 17302 | /1| - +| 2024-05-27 16:00 |🟩Buy 11580 | BTC | bull | 70373.86| 2785 | 0/0| - | 70373.85 | - | 70698 | 17302 | 1/1|2784.62 +| 2024-05-28 02:00 |πŸŸ₯Sell 600 | BTC | sma60 | 68614.11| 1 | -75.11/0| -0.025 | 70373.85 | -0.025 | 70698 | 17302 | /1| - +| 2024-06-05 01:00 |🟩Buy 11460 | BTC | bull | 70775.99| 2710 | 0/0| - | 70776.0 | - | 70776 | 17302 | 1/1|2709.51 +| 2024-06-07 19:00 |πŸŸ₯Sell 3960 | BTC | sma60 | 69154.43| - |-67.43/29.92| -0.023 | 70776.0 | -0.023 | 70776 | 17302 | /1| - +| 2024-07-15 00:00 |🟩Buy 53580 | BTC | bull | 60797.91| 2642 | 0/0| - | 60797.91 | - | 70776 | 17302 | 1/1|2642.08 +| 2024-07-16 09:00 |πŸŸ₯Sell 1980 | BTC | B30 | 62820.67| - |82.52/170.52| 0.033 | 60797.91 | 0.033 | 70776 | 17302 | /1| - +| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi| ++------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+ +| 2024-07-16 17:00 |🟩Buy 480 | BTC | bull | 64500.0| 2725 | 0/0| - | 64500.0 | - | 70776 | 17302 | 1/1| 2724.6 +| 2024-07-22 15:00 |πŸŸ₯Sell 8520 | BTC | B30 | 66712.0| - |87.89/150.43| 0.034 | 64500.0 | 0.034 | 70776 | 17302 | /1| - +| 2024-07-27 00:00 |🟩Buy 6300 | BTC | bull | 67908.0| 2812 | 0/0| - | 67907.99 | - | 70776 | 17302 | 1/1|2812.49 +| 2024-07-30 01:00 |πŸŸ₯Sell 4380 | BTC | sma60 | 66610.0| - |-59.32/72.62| -0.019 | 67907.99 | -0.019 | 70776 | 17302 | /1| - +| 2024-08-25 23:00 |🟩Buy 38760 | BTC | bull | 64482.0| 2753 | 0/0| - | 64482.01 | - | 70776 | 17302 | 1/1|2753.17 +| 2024-08-26 22:00 |πŸŸ₯Sell 1380 | BTC | sma60 | 63155.81| - | -62.06/0| -0.021 | 64482.01 | -0.021 | 70776 | 17302 | /1| - +| 2024-09-14 00:00 |🟩Buy 26040 | BTC | bull | 60497.99| 2691 | 0/0| - | 60498.0 | - | 70776 | 17302 | 1/1| 2691.1 +| 2024-09-16 00:00 |πŸŸ₯Sell 2880 | BTC | sma60 | 59132.0| - | -66.08/0| -0.023 | 60498.0 | -0.023 | 70776 | 17302 | /1| - +| 2024-09-19 00:00 |🟩Buy 4320 | BTC | bull | 61759.98| 2625 | 0/0| - | 61759.99 | - | 70776 | 17302 | 1/1|2625.02 +| 2024-09-20 18:00 |πŸŸ₯Sell 2520 | BTC | B30 | 62704.0| - |34.83/83.22| 0.015 | 61759.99 | 0.015 | 70776 | 17302 | /1| - +| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi| ++------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+ +| 2024-09-28 04:00 |🟩Buy 10680 | BTC | bull | 66063.76| 2660 | 0/0| - | 66063.76 | - | 70776 | 17302 | 1/1|2659.86 +| 2024-09-30 02:00 |πŸŸ₯Sell 2760 | BTC | sma60 | 64769.99| - | -57.35/0| -0.02 | 66063.76 | -0.02 | 70776 | 17302 | /1| - +| 2024-10-14 05:00 |🟩Buy 20340 | BTC | bull | 64137.99| 2603 | 0/0| - | 64137.99 | - | 70776 | 17302 | 1/1| 2602.5 +| 2024-10-21 14:00 |πŸŸ₯Sell 10620 | BTC | B30 | 67312.0| - |123.44/200.4| 0.049 | 64137.99 | 0.049 | 70776 | 17302 | /1| - +| 2024-10-27 15:00 |🟩Buy 8700 | BTC | bull | 67696.0| 2726 | 0/0| - | 67695.99 | - | 70776 | 17302 | 1/1|2725.94 +| 2024-10-31 14:00 |πŸŸ₯Sell 5700 | BTC | B30 | 71308.0| - |139.82/214.71| 0.053 | 67695.99 | 0.053 | 70776 | 17302 | /1| - +| 2024-11-06 01:00 |🟩Buy 7860 | BTC | bull | 71096.03| 2866 | 0/0| - | 71096.04 | - | 71096 | 17302 | 1/1|2865.76 +| 2024-12-20 09:00 |πŸŸ₯Sell 63840 | BTC | B30 | 95473.74| 1 |975.71/1490.41| 0.343 | 71096.04 | 0.343 | 71096 | 17302 | /1| - +| 2024-12-26 00:00 |🟩Buy 8100 | BTC | bull | 99429.61| 3841 | 0/0| - | 99429.6 | - | 99429 | 17302 | 1/1|3841.47 +| 2024-12-26 09:00 |πŸŸ₯Sell 540 | BTC | sma60 | 95878.56| 1 | -144.72/0| -0.036 | 99429.6 | -0.036 | 99429 | 17302 | /1| - +| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi| ++------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+ +| 2025-01-05 23:00 |🟩Buy 15240 | BTC | bull | 98695.21| 3697 | 0/0| - | 98695.21 | - | 99429 | 17302 | 1/1|3696.75 +| 2025-01-07 13:00 |πŸŸ₯Sell 2280 | BTC | B30 |100750.89| 1 |69.52/125.06| 0.021 | 98695.21 | 0.021 | 99429 | 17302 | /1| - +| 2025-01-13 22:00 |🟩Buy 9180 | BTC | bull | 94193.49| 3766 | 0/0| - | 94193.49 | - | 99429 | 17302 | 1/1|3766.26 +| 2025-01-16 15:00 |πŸŸ₯Sell 3900 | BTC | B30 | 97618.89| - |129.28/244.24| 0.036 | 94193.49 | 0.036 | 99429 | 17302 | /1| - +| 2025-01-17 02:00 |🟩Buy 660 | BTC | bull | 101659.8| 3896 | 0/0| - | 101659.8 | - | 101659 | 17302 | 1/1|3895.54 +| 2025-01-19 22:00 |πŸŸ₯Sell 4080 | BTC | B30 |103684.44| 1 |69.7/168.86| 0.02 | 101659.8 | 0.02 | 101659 | 17302 | /1| - +| 2025-01-23 18:00 |🟩Buy 5520 | BTC | bull |105927.78| 3965 | 0/0| - | 105927.78 | - | 105927 | 17302 | 1/1|3965.24 +| 2025-01-23 20:00 |πŸŸ₯Sell 120 | BTC | sma60 |103770.04| - | -88.61/0| -0.02 | 105927.78 | -0.02 | 105927 | 17302 | /1| - +| 2025-01-31 17:00 |🟩Buy 11340 | BTC | bull |105081.86| 3877 | 0/0| - | 105081.87 | - | 105927 | 17302 | 1/1|3876.63 +| 2025-01-31 19:00 |πŸŸ₯Sell 120 | BTC | sma60 |102627.29| - | -98.21/0| -0.023 | 105081.87 | -0.023 | 105927 | 17302 | /1| - +| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi| ++------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+ +| 2025-04-14 04:00 |🟩Buy 104220 | BTC | bull | 84566.04| 3778 | 0/0| - | 84566.03 | - | 105927 | 17302 | 1/1|3778.41 +| 2025-06-05 20:00 |πŸŸ₯Sell 75840 | BTC | B30 |101914.77| - |766.81/1207.18| 0.205 | 84566.03 | 0.205 | 105927 | 17302 | /1| - +| 2025-06-08 17:00 |🟩Buy 4140 | BTC | bull | 106190.0| 4545 | 0/0| - | 106189.99 | - | 106189 | 17302 | 1/1|4545.22 +| 2025-06-11 18:00 |πŸŸ₯Sell 4380 | BTC | B30 |108984.72| - |110.4/165.55| 0.026 | 106189.99 | 0.026 | 106189 | 17302 | /1| - +| 2025-06-24 00:00 |🟩Buy 17640 | BTC | bull |105333.94| 4656 | 0/0| - | 105333.93 | - | 106189 | 17302 | 1/1|4655.63 +| 2025-06-26 14:00 |πŸŸ₯Sell 3720 | BTC | B30 |106960.01| 1 |62.47/105.0| 0.015 | 105333.93 | 0.015 | 106189 | 17302 | /1| - +| 2025-07-09 14:00 |🟩Buy 18720 | BTC | bull |109183.99| 4718 | 0/0| - | 109184.0 | - | 109184 | 17302 | 1/1| 4718.1 +| 2025-07-15 03:00 |πŸŸ₯Sell 7980 | BTC | B30 |118251.05| - |381.96/575.56| 0.083 | 109184.0 | 0.083 | 109184 | 17302 | /1| - +| 2025-07-23 00:00 |🟩Buy 11340 | BTC | bull |119954.43| 5100 | 0/0| - | 119954.42 | - | 119954 | 17302 | 1/1|5100.06 +| 2025-07-23 14:00 |πŸŸ₯Sell 840 | BTC | sma60 |117381.44| 1 | -119.47/0| -0.021 | 119954.42 | -0.021 | 119954 | 17302 | /1| - +| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi| ++------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+ +| 2025-07-24 02:00 |🟩Buy 720 | BTC | bull | 119094.4| 4981 | 0/0| - | 119094.4 | - | 119954 | 17302 | 1/1| 4980.6 +| 2025-07-25 03:00 |πŸŸ₯Sell 1500 | BTC | sma60 |116353.67| - | -124.46/0| -0.023 | 119094.4 | -0.023 | 119954 | 17302 | /1| - +| 2025-08-09 11:00 |🟩Buy 22080 | BTC | bull |117424.16| 4856 | 0/0| - | 117424.16 | - | 119954 | 17302 | 1/1|4856.13 +| 2025-08-11 18:00 |πŸŸ₯Sell 3300 | BTC | B30 | 119500.0| 1 |76.04/191.73| 0.018 | 117424.16 | 0.018 | 119954 | 17302 | /1| - +| 2025-08-12 17:00 |🟩Buy 1380 | BTC | bull |119647.69| 4932 | 0/0| - | 119647.7 | - | 119954 | 17302 | 1/1|4932.17 +| 2025-08-14 11:00 |πŸŸ₯Sell 2520 | BTC | B30 | 120933.0| - |43.06/163.09| 0.011 | 119647.7 | 0.011 | 119954 | 17302 | /1| - +| 2025-09-02 03:00 |🟩Buy 26880 | BTC | bull | 110246.0| 4975 | 0/0| - | 110246.01 | - | 119954 | 17302 | 1/1|4975.23 +| 2025-09-04 04:00 |πŸŸ₯Sell 2940 | BTC | B30 |111148.97| 1 |30.75/83.2| 0.008 | 110246.01 | 0.008 | 119954 | 17302 | /1| - +| 2025-09-05 00:00 |🟩Buy 1200 | BTC | bull |110730.87| 5006 | 0/0| - | 110730.87 | - | 119954 | 17302 | 1/1|5005.99 +| 2025-09-09 01:00 |πŸŸ₯Sell 5820 | BTC | B30 |111650.03| 1 |31.49/102.15| 0.008 | 110730.87 | 0.008 | 119954 | 17302 | /1| - +| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi| ++------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+ +| 2025-09-09 09:00 |🟩Buy 480 | BTC | bull |112992.69| 5037 | 0/0| - | 112992.69 | - | 119954 | 17302 | 1/1|5037.48 +| 2025-09-09 16:00 |πŸŸ₯Sell 420 | BTC | sma60 |110880.76| - | -104.13/0| -0.019 | 112992.69 | -0.019 | 119954 | 17302 | /1| - +| 2025-09-10 09:00 |🟩Buy 1020 | BTC | bull |112370.07| 4933 | 0/0| - | 112370.08 | - | 119954 | 17302 | 1/1|4933.35 +| 2025-09-14 16:00 |πŸŸ₯Sell 6180 | BTC | B30 |115224.01| - |115.3/177.07| 0.025 | 112370.08 | 0.025 | 119954 | 17302 | /1| - +| 2025-09-18 01:00 |🟩Buy 4860 | BTC | bull |116350.65| 5049 | 0/0| - | 116350.65 | - | 119954 | 17302 | 1/1|5048.65 +| 2025-09-22 03:00 |πŸŸ₯Sell 5880 | BTC | sma60 |114187.81| - |-103.85/53.72| -0.019 | 116350.65 | -0.019 | 119954 | 17302 | /1| - +| 2025-10-01 01:00 |🟩Buy 12840 | BTC | bull |114239.53| 4945 | 0/0| - | 114239.53 | - | 119954 | 17302 | 1/1| 4944.8 +| 2025-10-07 16:00 |πŸŸ₯Sell 9540 | BTC | B30 |121846.01| 1 |318.99/499.08| 0.067 | 114239.53 | 0.067 | 119954 | 17302 | /1| - +2026-02-28 17:34:59,918 - freqtrade.misc - INFO - dumping json to +"/freqtrade/user_data/backtest_results/backtest-result-2026-02-28_17-34-59.meta.json" +Result for strategy Empty + BACKTESTING REPORT +┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ +┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ +┑━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ +β”‚ BTC/USDT β”‚ 59 β”‚ 3.3 β”‚ 4263.790 β”‚ 426.38 β”‚ 6 days, 23:28:00 β”‚ 33 0 26 55.9 β”‚ +β”‚ TOTAL β”‚ 59 β”‚ 3.3 β”‚ 4263.790 β”‚ 426.38 β”‚ 6 days, 23:28:00 β”‚ 33 0 26 55.9 β”‚ +β””β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”˜ + LEFT OPEN TRADES REPORT +┏━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ +┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ +┑━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ +β”‚ TOTAL β”‚ 0 β”‚ 0.0 β”‚ 0.000 β”‚ 0.0 β”‚ 0:00 β”‚ 0 0 0 0 β”‚ +β””β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”˜ + ENTER TAG STATS +┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ +┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ +┑━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ +β”‚ bull β”‚ 59 β”‚ 3.3 β”‚ 4263.790 β”‚ 426.38 β”‚ 6 days, 23:28:00 β”‚ 33 0 26 55.9 β”‚ +β”‚ TOTAL β”‚ 59 β”‚ 3.3 β”‚ 4263.790 β”‚ 426.38 β”‚ 6 days, 23:28:00 β”‚ 33 0 26 55.9 β”‚ +β””β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”˜ + EXIT REASON STATS +┏━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ +┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ +┑━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ +β”‚ B30 β”‚ 33 β”‚ 8.0 β”‚ 6194.610 β”‚ 619.46 β”‚ 11 days, 5:36:00 β”‚ 33 0 0 100 β”‚ +β”‚ sma60 β”‚ 26 β”‚ -2.67 β”‚ -1930.820 β”‚ -193.08 β”‚ 1 day, 13:51:00 β”‚ 0 0 26 0 β”‚ +β”‚ TOTAL β”‚ 59 β”‚ 3.3 β”‚ 4263.790 β”‚ 426.38 β”‚ 6 days, 23:28:00 β”‚ 33 0 26 55.9 β”‚ +β””β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”˜ + MIXED TAG STATS +┏━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ +┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ +┑━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ +β”‚ bull β”‚ B30 β”‚ 33 β”‚ 8.0 β”‚ 6194.610 β”‚ 619.46 β”‚ 11 days, 5:36:00 β”‚ 33 0 0 100 β”‚ +β”‚ bull β”‚ sma60 β”‚ 26 β”‚ -2.67 β”‚ -1930.820 β”‚ -193.08 β”‚ 1 day, 13:51:00 β”‚ 0 0 26 0 β”‚ +β”‚ TOTAL β”‚ β”‚ 59 β”‚ 3.3 β”‚ 4263.790 β”‚ 426.38 β”‚ 6 days, 23:28:00 β”‚ 33 0 26 55.9 β”‚ +β””β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”˜ + MONTH BREAKDOWN +┏━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ +┃ Month ┃ Trades ┃ Tot Profit USDT ┃ Profit Factor ┃ Win Draw Loss Win% ┃ +┑━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ +β”‚ 28/02/2023 β”‚ 3 β”‚ 372.897 β”‚ 0.0 β”‚ 3 0 0 100 β”‚ +β”‚ 31/03/2023 β”‚ 3 β”‚ -29.085 β”‚ 0.79 β”‚ 1 0 2 33.3 β”‚ +β”‚ 30/04/2023 β”‚ 3 β”‚ 11.898 β”‚ 1.4 β”‚ 2 0 1 66.7 β”‚ +β”‚ 31/05/2023 β”‚ 2 β”‚ -79.919 β”‚ 0.0 β”‚ 0 0 2 0 β”‚ +β”‚ 30/06/2023 β”‚ 0 β”‚ 0 β”‚ 0.0 β”‚ 0 0 0 0 β”‚ +β”‚ 31/07/2023 β”‚ 2 β”‚ 109.847 β”‚ 3.35 β”‚ 1 0 1 50.0 β”‚ +β”‚ 31/08/2023 β”‚ 0 β”‚ 0 β”‚ 0.0 β”‚ 0 0 0 0 β”‚ +β”‚ 30/09/2023 β”‚ 1 β”‚ -29.039 β”‚ 0.0 β”‚ 0 0 1 0 β”‚ +β”‚ 31/10/2023 β”‚ 2 β”‚ 70.87 β”‚ 0.0 β”‚ 2 0 0 100 β”‚ +β”‚ 30/11/2023 β”‚ 0 β”‚ 0 β”‚ 0.0 β”‚ 0 0 0 0 β”‚ +β”‚ 31/12/2023 β”‚ 0 β”‚ 0 β”‚ 0.0 β”‚ 0 0 0 0 β”‚ +β”‚ 31/01/2024 β”‚ 2 β”‚ 697.801 β”‚ 0.0 β”‚ 2 0 0 100 β”‚ +β”‚ 29/02/2024 β”‚ 0 β”‚ 0 β”‚ 0.0 β”‚ 0 0 0 0 β”‚ +β”‚ 31/03/2024 β”‚ 2 β”‚ 1080.605 β”‚ 0.0 β”‚ 2 0 0 100 β”‚ +β”‚ 30/04/2024 β”‚ 4 β”‚ -314.088 β”‚ 0.0 β”‚ 0 0 4 0 β”‚ +β”‚ 31/05/2024 β”‚ 4 β”‚ -182.279 β”‚ 0.09 β”‚ 1 0 3 25.0 β”‚ +β”‚ 30/06/2024 β”‚ 1 β”‚ -67.429 β”‚ 0.0 β”‚ 0 0 1 0 β”‚ +β”‚ 31/07/2024 β”‚ 3 β”‚ 111.09 β”‚ 2.87 β”‚ 2 0 1 66.7 β”‚ +β”‚ 31/08/2024 β”‚ 1 β”‚ -62.063 β”‚ 0.0 β”‚ 0 0 1 0 β”‚ +β”‚ 30/09/2024 β”‚ 3 β”‚ -88.603 β”‚ 0.28 β”‚ 1 0 2 33.3 β”‚ +β”‚ 31/10/2024 β”‚ 2 β”‚ 263.26 β”‚ 0.0 β”‚ 2 0 0 100 β”‚ +β”‚ 30/11/2024 β”‚ 0 β”‚ 0 β”‚ 0.0 β”‚ 0 0 0 0 β”‚ +β”‚ 31/12/2024 β”‚ 2 β”‚ 830.987 β”‚ 6.74 β”‚ 1 0 1 50.0 β”‚ +β”‚ 31/01/2025 β”‚ 5 β”‚ 81.667 β”‚ 1.44 β”‚ 3 0 2 60.0 β”‚ +β”‚ 28/02/2025 β”‚ 0 β”‚ 0 β”‚ 0.0 β”‚ 0 0 0 0 β”‚ +β”‚ 31/03/2025 β”‚ 0 β”‚ 0 β”‚ 0.0 β”‚ 0 0 0 0 β”‚ +β”‚ 30/04/2025 β”‚ 0 β”‚ 0 β”‚ 0.0 β”‚ 0 0 0 0 β”‚ +β”‚ 31/05/2025 β”‚ 0 β”‚ 0 β”‚ 0.0 β”‚ 0 0 0 0 β”‚ +β”‚ 30/06/2025 β”‚ 3 β”‚ 939.688 β”‚ 0.0 β”‚ 3 0 0 100 β”‚ +β”‚ 31/07/2025 β”‚ 3 β”‚ 138.029 β”‚ 1.57 β”‚ 1 0 2 33.3 β”‚ +β”‚ 31/08/2025 β”‚ 2 β”‚ 119.103 β”‚ 0.0 β”‚ 2 0 0 100 β”‚ +β”‚ 30/09/2025 β”‚ 5 β”‚ -30.436 β”‚ 0.85 β”‚ 3 0 2 60.0 β”‚ +β”‚ 31/10/2025 β”‚ 1 β”‚ 318.991 β”‚ 0.0 β”‚ 1 0 0 100 β”‚ +β””β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”˜ + SUMMARY METRICS +┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓ +┃ Metric ┃ Value ┃ +┑━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩ +β”‚ Backtesting from β”‚ 2023-01-01 00:00:00 β”‚ +β”‚ Backtesting to β”‚ 2025-10-11 00:00:00 β”‚ +β”‚ Trading Mode β”‚ Spot β”‚ +β”‚ Max open trades β”‚ 1 β”‚ +β”‚ β”‚ β”‚ +β”‚ Total/Daily Avg Trades β”‚ 59 / 0.06 β”‚ +β”‚ Starting balance β”‚ 1000 USDT β”‚ +β”‚ Final balance β”‚ 5263.79 USDT β”‚ +β”‚ Absolute profit β”‚ 4263.79 USDT β”‚ +β”‚ Total profit % β”‚ 426.38% β”‚ +β”‚ CAGR % β”‚ 81.82% β”‚ +β”‚ Sortino β”‚ 2.82 β”‚ +β”‚ Sharpe β”‚ 0.35 β”‚ +β”‚ Calmar β”‚ 42.68 β”‚ +β”‚ SQN β”‚ 2.37 β”‚ +β”‚ Profit factor β”‚ 3.21 β”‚ +β”‚ Expectancy (Ratio) β”‚ 72.27 (0.97) β”‚ +β”‚ Avg. daily profit β”‚ 4.205 USDT β”‚ +β”‚ Avg. stake amount β”‚ 2946.519 USDT β”‚ +β”‚ Total trade volume β”‚ 352657.589 USDT β”‚ +β”‚ β”‚ β”‚ +β”‚ Best Pair β”‚ BTC/USDT 426.38% β”‚ +β”‚ Worst Pair β”‚ BTC/USDT 426.38% β”‚ +β”‚ Best trade β”‚ BTC/USDT 46.39% β”‚ +β”‚ Worst trade β”‚ BTC/USDT -5.76% β”‚ +β”‚ Best day β”‚ 975.709 USDT β”‚ +β”‚ Worst day β”‚ -144.722 USDT β”‚ +β”‚ Days win/draw/lose β”‚ 32 / 914 / 26 β”‚ +β”‚ Min/Max/Avg. Duration Winners β”‚ 1d 09:00 / 87d 12:00 / 11d 05:36 β”‚ +β”‚ Min/Max/Avg. Duration Losers β”‚ 0d 02:00 / 5d 05:00 / 1d 13:51 β”‚ +β”‚ Max Consecutive Wins / Loss β”‚ 6 / 6 β”‚ +β”‚ Rejected Entry signals β”‚ 0 β”‚ +β”‚ Entry/Exit Timeouts β”‚ 0 / 0 β”‚ +β”‚ β”‚ β”‚ +β”‚ Min balance β”‚ 1260.898 USDT β”‚ +β”‚ Max balance β”‚ 5263.79 USDT β”‚ +β”‚ Max % of account underwater β”‚ 18.82% β”‚ +β”‚ Absolute drawdown β”‚ 603.373 USDT (18.82%) β”‚ +β”‚ Drawdown duration β”‚ 186 days 10:00:00 β”‚ +β”‚ Profit at drawdown start β”‚ 2205.874 USDT β”‚ +β”‚ Profit at drawdown end β”‚ 1602.501 USDT β”‚ +β”‚ Drawdown start β”‚ 2024-03-27 16:00:00 β”‚ +β”‚ Drawdown end β”‚ 2024-09-30 02:00:00 β”‚ +β”‚ Market change β”‚ 580.68% β”‚ +β””β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”˜ + +Backtested 2023-01-01 00:00:00 -> 2025-10-11 00:00:00 | Max open trades : 1 + STRATEGY SUMMARY +┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━┓ +┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃ +┑━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━┩ +β”‚ Empty β”‚ 59 β”‚ 3.30 β”‚ 4263.790 β”‚ 426.38 β”‚ 6 days, 23:28:00 β”‚ 33 0 26 β”‚ 603.373 USDT 18.82% β”‚ +β”‚ β”‚ β”‚ β”‚ β”‚ β”‚ β”‚ 55.9 β”‚ β”‚ +β””β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”΄β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”˜