┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━┓
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃ ┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━┩ │ Empty │ 62 │ 1.43 │ 1238.641 │ 123.86 │ 2 days, 2:15:00 │ 43 0 19 69.4 │ 221.99 USDT 9.17% │ └──────────┴────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┴────────────────────┘
This commit is contained in:
Jérôme Delacotte
26
Empty.json
26
Empty.json
@@ -16,22 +16,24 @@
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"max_open_trades": {
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"max_open_trades": 20
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},
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"buy": {
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"buy_deriv1_sma12d": -0.01,
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"buy_deriv1_sma5d": -0.03,
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"buy_deriv1_sma60": 0.0,
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"buy_deriv2_sma12d": -0.07,
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"buy_deriv2_sma5d": -0.04,
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"buy_deriv2_sma60": 0.002
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},
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"protection": {
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"drop_from_last_entry": -0.015,
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"range_pos_stoploss": 0.1,
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"stop_buying_indicator": "stop_buying48_1d",
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"stoploss_force": -0.01,
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"stoploss_indicator": "sma3_deriv2"
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"drop_from_last_entry": 0.0
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},
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"sell": {
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"sell_score_indicator": "sma48_score"
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},
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"buy": {
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"buy_deriv_sma12d": -0.01,
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"buy_deriv_sma5d": -0.06,
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"buy_deriv_sma60": -0.001
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"sell_crossed_sma_indicators": "sma5_1d",
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"sell_score_indicator": "sma5_score",
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"sell_sma_indicators": "sma12_1d"
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}
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},
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"ft_stratparam_v": 1,
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"export_time": "2026-02-23 21:02:56.692173+00:00"
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"export_time": "2026-02-25 18:15:42.432169+00:00"
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}
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50
Empty.py
50
Empty.py
@@ -37,10 +37,13 @@ RESET = "\033[0m"
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timeperiods = [3, 5, 12, 24, 36, 48, 60]
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sma_indicators = list()
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score_indicators = list()
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stop_buying_indicators = list()
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god_genes_with_timeperiod = list()
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for timeperiod in timeperiods:
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sma_indicators.append(f"sma{timeperiod}")
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sma_indicators.append(f"sma{timeperiod}_1d")
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# god_genes_with_timeperiod.append(f'max{timeperiod}')
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# god_genes_with_timeperiod.append(f'min{timeperiod}')
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# god_genes_with_timeperiod.append(f"percent{timeperiod}")
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@@ -363,9 +366,13 @@ class Empty(IStrategy):
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}
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}
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buy_deriv_sma60 = DecimalParameter(-0.005, 0.005, decimals=3, default=0, space='buy')
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buy_deriv_sma5d = DecimalParameter(-0.07, 0.07, decimals=2, default=0, space='buy')
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buy_deriv_sma12d = DecimalParameter(-0.07, 0.07, decimals=2, default=0, space='buy')
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buy_deriv1_sma60 = DecimalParameter(-0.005, 0.005, decimals=3, default=0, space='buy')
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buy_deriv1_sma5d = DecimalParameter(-0.07, 0.07, decimals=2, default=0, space='buy')
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buy_deriv1_sma12d = DecimalParameter(-0.07, 0.07, decimals=2, default=0, space='buy')
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buy_deriv2_sma60 = DecimalParameter(-0.005, 0.005, decimals=3, default=0, space='buy')
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buy_deriv2_sma5d = DecimalParameter(-0.07, 0.07, decimals=2, default=0, space='buy')
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buy_deriv2_sma12d = DecimalParameter(-0.07, 0.07, decimals=2, default=0, space='buy')
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# Buy Hyperoptable Parameters/Spaces.
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# buy_crossed_indicator0 = CategoricalParameter(god_genes_with_timeperiod, default="ADD-20", space='buy')
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@@ -403,9 +410,12 @@ class Empty(IStrategy):
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sell_score_indicator = CategoricalParameter(score_indicators, default="sma24_score", space='sell')
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sell_sma_indicators = CategoricalParameter(sma_indicators, default="sma24_score", space='sell')
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sell_crossed_sma_indicators = CategoricalParameter(sma_indicators, default="sma24_score", space='sell')
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drop_from_last_entry = DecimalParameter(-0.1, 0, decimals=2, default=-0.025, space='protection')
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range_pos_stoploss = DecimalParameter(0, 0.1, decimals=2, default=0.05, space='protection')
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stoploss_force = DecimalParameter(-0.2, 0, decimals=2, default=-0.05, space='protection')
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# range_pos_stoploss = DecimalParameter(0, 0.1, decimals=2, default=0.05, space='protection')
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# stoploss_force = DecimalParameter(-0.2, 0, decimals=2, default=-0.05, space='protection')
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# stoploss_timeperiod = CategoricalParameter(timeperiods, default="12", space='protection')
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@@ -698,11 +708,16 @@ class Empty(IStrategy):
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self.pairs[pair]['force_sell'] = True
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return 'sma60'
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cross = qtpylib.crossed_below(dataframe[self.sell_sma_indicators.value], dataframe[self.sell_crossed_sma_indicators.value])
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if profit > 0 and cross.iloc[-1]:
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self.pairs[pair]['force_sell'] = True
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return 'Cross'
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if profit > max(5, expected_profit) and baisse > 0.30 and last_candle[f"close"] <= last_candle['sma5']\
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and last_candle['percent3'] < 0 and last_candle['percent5'] < 0:
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self.pairs[pair]['force_sell'] = True
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self.pairs[pair]['force_buy'] = (self.pairs[pair]['count_of_buys'] - self.pairs[pair]['has_gain'] > 3)
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return str(count_of_buys) + '_' + 'B30_' + pair + '_' + str(self.pairs[pair]['has_gain'])
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return 'B30'
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# if last_candle['range_pos'] > 0.05 and current_profit < - last_candle['range_pos'] /4 : #last_candle['cross_sma60']:
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# self.pairs[pair]['force_sell'] = True
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@@ -828,7 +843,9 @@ class Empty(IStrategy):
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range_max = dataframe[f"max48"]
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dataframe[f"range_pos"] = ((dataframe['mid'] - range_min) / (range_max)).rolling(5).mean()
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dataframe['cross_sma60'] = qtpylib.crossed_below(dataframe['sma12'], dataframe['sma5_1d'])
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# dataframe['cross_sma60'] = qtpylib.crossed_below(dataframe[self.sell_sma_indicators.value], dataframe[self.sell_crossed_sma_indicators.value])
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dataframe[f'stop_buying'] = qtpylib.crossed_below(dataframe[f"sma12"], dataframe['sma48'])
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dataframe['rsi'] = talib.RSI(dataframe['close'], timeperiod=14)
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@@ -902,12 +919,21 @@ class Empty(IStrategy):
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#conditions.append((dataframe[self.stop_buying_indicator.value] == False) | (dataframe['range_pos'] < 0))
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conditions.append(dataframe['sma60_deriv1'] > self.buy_deriv_sma60.value)
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conditions.append(dataframe['sma5_deriv1_1d'] > self.buy_deriv_sma5d.value)
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conditions.append(dataframe['sma12_deriv1_1d'] > self.buy_deriv_sma12d.value)
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conditions.append(dataframe['sma60_deriv1'] > self.buy_deriv1_sma60.value)
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conditions.append(dataframe['sma5_deriv1_1d'] > self.buy_deriv1_sma5d.value)
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conditions.append(dataframe['sma12_deriv1_1d'] > self.buy_deriv1_sma12d.value)
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conditions.append(dataframe['sma60_deriv2'] > self.buy_deriv1_sma60.value)
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conditions.append(dataframe['sma5_deriv2_1d'] > self.buy_deriv1_sma5d.value)
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conditions.append(dataframe['sma12_deriv2_1d'] > self.buy_deriv1_sma12d.value)
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conditions.append(dataframe['hapercent'] > 0)
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conditions.append(dataframe['max_rsi_24'] < 80)
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conditions.append(dataframe['max_rsi_12_1d'] < 65)
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conditions.append((dataframe['max_rsi_12_1d'] < 65))\
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# | (
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# (dataframe['sma5_deriv1'] > 0) & (dataframe['sma12_deriv1'] > 0) & (dataframe['sma24_deriv1'] > 0) & (
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# dataframe['sma48_deriv1'] > 0) & (dataframe['sma60_deriv1'] > 0) & (dataframe['sma5_deriv1_1d'] > 0))
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# )
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conditions.append(dataframe[f"close"] > dataframe['sma60'])
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conditions.append(((dataframe[f"range_pos"] < 0.05) ) | ((dataframe['sma12_deriv1'] > 0) & (dataframe['sma12_deriv2'] > 0)))
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236
Empty.txt
236
Empty.txt
@@ -1,127 +1,125 @@
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BACKTESTING REPORT
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┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
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┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
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┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
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│ BTC/USDT │ 49 │ 2.57 │ 875.875 │ 87.59 │ 13 days, 18:47:00 │ 44 0 5 89.8 │
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│ TOTAL │ 49 │ 2.57 │ 875.875 │ 87.59 │ 13 days, 18:47:00 │ 44 0 5 89.8 │
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└──────────┴────────┴──────────────┴─────────────────┴──────────────┴───────────────────┴────────────────────────┘
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LEFT OPEN TRADES REPORT
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┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
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┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
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┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
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│ BTC/USDT │ 1 │ -33.11 │ -929.817 │ -92.98 │ 98 days, 12:00:00 │ 0 0 1 0 │
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│ TOTAL │ 1 │ -33.11 │ -929.817 │ -92.98 │ 98 days, 12:00:00 │ 0 0 1 0 │
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└──────────┴────────┴──────────────┴─────────────────┴──────────────┴───────────────────┴────────────────────────┘
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ENTER TAG STATS
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┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
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┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
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┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
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│ god │ 49 │ 2.57 │ 875.875 │ 87.59 │ 13 days, 18:47:00 │ 44 0 5 89.8 │
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│ TOTAL │ 49 │ 2.57 │ 875.875 │ 87.59 │ 13 days, 18:47:00 │ 44 0 5 89.8 │
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└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴───────────────────┴────────────────────────┘
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EXIT REASON STATS
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┏━━━━━━━━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
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┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
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┡━━━━━━━━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
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│ momentum_drop │ 41 │ 3.91 │ 1816.893 │ 181.69 │ 14 days, 1:25:00 │ 41 0 0 100 │
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│ trailing_stop_loss │ 7 │ -0.14 │ -11.201 │ -1.12 │ 1:26:00 │ 3 0 4 42.9 │
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│ force_exit │ 1 │ -33.11 │ -929.817 │ -92.98 │ 98 days, 12:00:00 │ 0 0 1 0 │
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│ TOTAL │ 49 │ 2.57 │ 875.875 │ 87.59 │ 13 days, 18:47:00 │ 44 0 5 89.8 │
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└────────────────────┴───────┴──────────────┴─────────────────┴──────────────┴───────────────────┴────────────────────────┘
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MIXED TAG STATS
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┏━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
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┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
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┡━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
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│ god │ momentum_drop │ 41 │ 3.91 │ 1816.893 │ 181.69 │ 14 days, 1:25:00 │ 41 0 0 100 │
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│ god │ trailing_stop_loss │ 7 │ -0.14 │ -11.201 │ -1.12 │ 1:26:00 │ 3 0 4 42.9 │
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│ god │ force_exit │ 1 │ -33.11 │ -929.817 │ -92.98 │ 98 days, 12:00:00 │ 0 0 1 0 │
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│ TOTAL │ │ 49 │ 2.57 │ 875.875 │ 87.59 │ 13 days, 18:47:00 │ 44 0 5 89.8 │
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└───────────┴────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴───────────────────┴────────────────────────┘
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BACKTESTING REPORT
|
||||
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ BTC/USDT │ 62 │ 1.43 │ 1238.641 │ 123.86 │ 2 days, 2:15:00 │ 43 0 19 69.4 │
|
||||
│ TOTAL │ 62 │ 1.43 │ 1238.641 │ 123.86 │ 2 days, 2:15:00 │ 43 0 19 69.4 │
|
||||
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘
|
||||
LEFT OPEN TRADES REPORT
|
||||
┏━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ TOTAL │ 0 │ 0.0 │ 0.000 │ 0.0 │ 0:00 │ 0 0 0 0 │
|
||||
└───────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
ENTER TAG STATS
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ god │ 62 │ 1.43 │ 1238.641 │ 123.86 │ 2 days, 2:15:00 │ 43 0 19 69.4 │
|
||||
│ TOTAL │ 62 │ 1.43 │ 1238.641 │ 123.86 │ 2 days, 2:15:00 │ 43 0 19 69.4 │
|
||||
└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘
|
||||
EXIT REASON STATS
|
||||
┏━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ B30 │ 35 │ 3.04 │ 1581.248 │ 158.12 │ 2 days, 16:26:00 │ 35 0 0 100 │
|
||||
│ Cross │ 8 │ 3.56 │ 515.637 │ 51.56 │ 1 day, 8:45:00 │ 8 0 0 100 │
|
||||
│ sma60 │ 19 │ -2.44 │ -858.244 │ -85.82 │ 1 day, 7:32:00 │ 0 0 19 0 │
|
||||
│ TOTAL │ 62 │ 1.43 │ 1238.641 │ 123.86 │ 2 days, 2:15:00 │ 43 0 19 69.4 │
|
||||
└─────────────┴───────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘
|
||||
MIXED TAG STATS
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ god │ B30 │ 35 │ 3.04 │ 1581.248 │ 158.12 │ 2 days, 16:26:00 │ 35 0 0 100 │
|
||||
│ god │ Cross │ 8 │ 3.56 │ 515.637 │ 51.56 │ 1 day, 8:45:00 │ 8 0 0 100 │
|
||||
│ god │ sma60 │ 19 │ -2.44 │ -858.244 │ -85.82 │ 1 day, 7:32:00 │ 0 0 19 0 │
|
||||
│ TOTAL │ │ 62 │ 1.43 │ 1238.641 │ 123.86 │ 2 days, 2:15:00 │ 43 0 19 69.4 │
|
||||
└───────────┴─────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘
|
||||
MONTH BREAKDOWN
|
||||
┏━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Month ┃ Trades ┃ Tot Profit USDT ┃ Profit Factor ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ 31/01/2024 │ 2 │ 69.712 │ 0.0 │ 2 0 0 100 │
|
||||
│ 29/02/2024 │ 7 │ 135.735 │ 0.0 │ 7 0 0 100 │
|
||||
│ 31/03/2024 │ 5 │ 107.411 │ 27.59 │ 4 0 1 80.0 │
|
||||
│ 30/04/2024 │ 1 │ 42.164 │ 0.0 │ 1 0 0 100 │
|
||||
│ 31/05/2024 │ 1 │ 28.101 │ 0.0 │ 1 0 0 100 │
|
||||
│ 30/06/2024 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 31/07/2024 │ 1 │ 29.811 │ 0.0 │ 1 0 0 100 │
|
||||
│ 31/08/2024 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 30/09/2024 │ 1 │ 64.566 │ 0.0 │ 1 0 0 100 │
|
||||
│ 31/10/2024 │ 4 │ 90.36 │ 14.05 │ 3 0 1 75.0 │
|
||||
│ 30/11/2024 │ 8 │ 244.958 │ 16.29 │ 6 0 2 75.0 │
|
||||
│ 31/12/2024 │ 4 │ 164.449 │ 0.0 │ 4 0 0 100 │
|
||||
│ 31/01/2025 │ 2 │ 107.814 │ 0.0 │ 2 0 0 100 │
|
||||
│ 28/02/2025 │ 1 │ 57.354 │ 0.0 │ 1 0 0 100 │
|
||||
│ 31/03/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 30/04/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 31/05/2025 │ 4 │ 157.518 │ 0.0 │ 4 0 0 100 │
|
||||
│ 30/06/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 31/07/2025 │ 2 │ 205.478 │ 0.0 │ 2 0 0 100 │
|
||||
│ 31/08/2025 │ 2 │ 95.89 │ 0.0 │ 2 0 0 100 │
|
||||
│ 30/09/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 31/10/2025 │ 3 │ 204.37 │ 0.0 │ 3 0 0 100 │
|
||||
│ 31/01/2024 │ 5 │ 56.121 │ 2.03 │ 3 0 2 60.0 │
|
||||
│ 29/02/2024 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 31/03/2024 │ 2 │ 429.112 │ 0.0 │ 2 0 0 100 │
|
||||
│ 30/04/2024 │ 5 │ -0.991 │ 0.99 │ 3 0 2 60.0 │
|
||||
│ 31/05/2024 │ 3 │ 52.358 │ 2.65 │ 2 0 1 66.7 │
|
||||
│ 30/06/2024 │ 3 │ 14.301 │ 1.44 │ 2 0 1 66.7 │
|
||||
│ 31/07/2024 │ 2 │ 59.63 │ 2.6 │ 1 0 1 50.0 │
|
||||
│ 31/08/2024 │ 1 │ 65.81 │ 0.0 │ 1 0 0 100 │
|
||||
│ 30/09/2024 │ 6 │ 46.406 │ 1.6 │ 4 0 2 66.7 │
|
||||
│ 31/10/2024 │ 2 │ 70.475 │ 0.0 │ 2 0 0 100 │
|
||||
│ 30/11/2024 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 31/12/2024 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 31/01/2025 │ 7 │ 146.962 │ 3.83 │ 6 0 1 85.7 │
|
||||
│ 28/02/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 31/03/2025 │ 5 │ -23.06 │ 0.73 │ 3 0 2 60.0 │
|
||||
│ 30/04/2025 │ 2 │ 43.195 │ 1.89 │ 1 0 1 50.0 │
|
||||
│ 31/05/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 30/06/2025 │ 2 │ 27.632 │ 1.57 │ 1 0 1 50.0 │
|
||||
│ 31/07/2025 │ 2 │ 81.245 │ 3.0 │ 1 0 1 50.0 │
|
||||
│ 31/08/2025 │ 3 │ 123.165 │ 0.0 │ 3 0 0 100 │
|
||||
│ 30/09/2025 │ 4 │ 41.089 │ 1.85 │ 3 0 1 75.0 │
|
||||
│ 31/10/2025 │ 4 │ 137.411 │ 3.73 │ 3 0 1 75.0 │
|
||||
│ 30/11/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 31/12/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 31/01/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 28/02/2026 │ 1 │ -929.817 │ 0.0 │ 0 0 1 0 │
|
||||
│ 31/12/2025 │ 2 │ -171.727 │ 0.0 │ 0 0 2 0 │
|
||||
│ 31/01/2026 │ 2 │ 39.506 │ 0.0 │ 2 0 0 100 │
|
||||
└────────────┴────────┴─────────────────┴───────────────┴────────────────────────┘
|
||||
SUMMARY METRICS
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Metric ┃ Value ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ Backtesting from │ 2024-01-01 00:00:00 │
|
||||
│ Backtesting to │ 2026-02-10 00:00:00 │
|
||||
│ Trading Mode │ Spot │
|
||||
│ Max open trades │ 1 │
|
||||
│ │ │
|
||||
│ Total/Daily Avg Trades │ 49 / 0.06 │
|
||||
│ Starting balance │ 1000 USDT │
|
||||
│ Final balance │ 1875.875 USDT │
|
||||
│ Absolute profit │ 875.875 USDT │
|
||||
│ Total profit % │ 87.59% │
|
||||
│ CAGR % │ 34.69% │
|
||||
│ Sortino │ 0.06 │
|
||||
│ Sharpe │ 0.15 │
|
||||
│ Calmar │ 6.55 │
|
||||
│ SQN │ 0.88 │
|
||||
│ Profit factor │ 1.92 │
|
||||
│ Expectancy (Ratio) │ 17.87 (0.09) │
|
||||
│ Avg. daily profit │ 1.136 USDT │
|
||||
│ Avg. stake amount │ 1151.422 USDT │
|
||||
│ Total trade volume │ 113942.886 USDT │
|
||||
│ │ │
|
||||
│ Best Pair │ BTC/USDT 87.59% │
|
||||
│ Worst Pair │ BTC/USDT 87.59% │
|
||||
│ Best trade │ BTC/USDT 8.49% │
|
||||
│ Worst trade │ BTC/USDT -33.11% │
|
||||
│ Best day │ 168.071 USDT │
|
||||
│ Worst day │ -929.817 USDT │
|
||||
│ Days win/draw/lose │ 43 / 724 / 4 │
|
||||
│ Min/Max/Avg. Duration Winners │ 0d 01:00 / 85d 00:00 / 13d 02:29 │
|
||||
│ Min/Max/Avg. Duration Losers │ 0d 00:00 / 98d 12:00 / 19d 18:12 │
|
||||
│ Max Consecutive Wins / Loss │ 19 / 1 │
|
||||
│ Rejected Entry signals │ 0 │
|
||||
│ Entry/Exit Timeouts │ 0 / 0 │
|
||||
│ │ │
|
||||
│ Min balance │ 1019.449 USDT │
|
||||
│ Max balance │ 2805.692 USDT │
|
||||
│ Max % of account underwater │ 33.14% │
|
||||
│ Absolute drawdown │ 929.817 USDT (33.14%) │
|
||||
│ Drawdown duration │ 112 days 06:00:00 │
|
||||
│ Profit at drawdown start │ 1805.692 USDT │
|
||||
│ Profit at drawdown end │ 875.875 USDT │
|
||||
│ Drawdown start │ 2025-10-20 18:00:00 │
|
||||
│ Drawdown end │ 2026-02-10 00:00:00 │
|
||||
│ Market change │ 64.40% │
|
||||
└───────────────────────────────┴──────────────────────────────────┘
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Metric ┃ Value ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ Backtesting from │ 2024-01-01 00:00:00 │
|
||||
│ Backtesting to │ 2026-02-25 00:00:00 │
|
||||
│ Trading Mode │ Spot │
|
||||
│ Max open trades │ 1 │
|
||||
│ │ │
|
||||
│ Total/Daily Avg Trades │ 62 / 0.08 │
|
||||
│ Starting balance │ 1000 USDT │
|
||||
│ Final balance │ 2238.641 USDT │
|
||||
│ Absolute profit │ 1238.641 USDT │
|
||||
│ Total profit % │ 123.86% │
|
||||
│ CAGR % │ 45.39% │
|
||||
│ Sortino │ 1.74 │
|
||||
│ Sharpe │ 0.45 │
|
||||
│ Calmar │ 32.84 │
|
||||
│ SQN │ 2.31 │
|
||||
│ Profit factor │ 2.44 │
|
||||
│ Expectancy (Ratio) │ 19.98 (0.44) │
|
||||
│ Avg. daily profit │ 1.576 USDT │
|
||||
│ Avg. stake amount │ 1797.064 USDT │
|
||||
│ Total trade volume │ 224523.232 USDT │
|
||||
│ │ │
|
||||
│ Best Pair │ BTC/USDT 123.86% │
|
||||
│ Worst Pair │ BTC/USDT 123.86% │
|
||||
│ Best trade │ BTC/USDT 38.19% │
|
||||
│ Worst trade │ BTC/USDT -4.55% │
|
||||
│ Best day │ 403.713 USDT │
|
||||
│ Worst day │ -108.048 USDT │
|
||||
│ Days win/draw/lose │ 42 / 675 / 18 │
|
||||
│ Min/Max/Avg. Duration Winners │ 0d 06:00 / 26d 20:00 / 2d 10:32 │
|
||||
│ Min/Max/Avg. Duration Losers │ 0d 02:00 / 5d 12:00 / 1d 07:32 │
|
||||
│ Max Consecutive Wins / Loss │ 10 / 3 │
|
||||
│ Rejected Entry signals │ 0 │
|
||||
│ Entry/Exit Timeouts │ 0 / 0 │
|
||||
│ │ │
|
||||
│ Min balance │ 1048.079 USDT │
|
||||
│ Max balance │ 2421.125 USDT │
|
||||
│ Max % of account underwater │ 9.17% │
|
||||
│ Absolute drawdown │ 221.99 USDT (9.17%) │
|
||||
│ Drawdown duration │ 46 days 16:00:00 │
|
||||
│ Profit at drawdown start │ 1421.125 USDT │
|
||||
│ Profit at drawdown end │ 1199.135 USDT │
|
||||
│ Drawdown start │ 2025-10-27 00:00:00 │
|
||||
│ Drawdown end │ 2025-12-12 16:00:00 │
|
||||
│ Market change │ 51.20% │
|
||||
└───────────────────────────────┴─────────────────────────────────┘
|
||||
|
||||
Backtested 2024-01-01 00:00:00 -> 2026-02-10 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 ┃
|
||||
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ Empty │ 49 │ 2.57 │ 875.875 │ 87.59 │ 13 days, 18:47:00 │ 44 0 5 89.8 │ 929.817 USDT 33.14% │
|
||||
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴───────────────────┴────────────────────────┴──────────────────────┘
|
||||
Backtested 2024-01-01 00:00:00 -> 2026-02-25 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 ┃
|
||||
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ Empty │ 62 │ 1.43 │ 1238.641 │ 123.86 │ 2 days, 2:15:00 │ 43 0 19 69.4 │ 221.99 USDT 9.17% │
|
||||
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┴────────────────────┘
|
||||
|
||||
Reference in New Issue
Block a user