diff --git a/Zeus_8_1d.py b/Zeus_8_1d.py index 31399d0..bff08b9 100644 --- a/Zeus_8_1d.py +++ b/Zeus_8_1d.py @@ -225,7 +225,7 @@ class Zeus_8_1d(IStrategy): # paliers = {} - indicateur_achat_vente = 'mid_smooth_12'; + indicateur_achat_vente = 'mid_smooth_12' should_enter_trade_count = 0 @@ -305,7 +305,6 @@ class Zeus_8_1d(IStrategy): self.pairs[pair]['last_sell'] = rate self.pairs[pair]['last_trade'] = trade self.pairs[pair]['last_candle'] = last_candle - self.pairs[pair]['max_profit'] = 0 self.trades = list() dispo = round(self.wallets.get_available_stake_amount()) # print(f"Sell {pair} {current_time} {exit_reason} dispo={dispo} amount={amount} rate={rate} open_rate={trade.open_rate}") @@ -319,6 +318,7 @@ class Zeus_8_1d(IStrategy): dispo=dispo, profit=round(trade.calc_profit(rate, amount), 2) ) + self.pairs[pair]['max_profit'] = 0 self.pairs[pair]['force_sell'] = False self.pairs[pair]['has_gain'] = 0 self.pairs[pair]['current_profit'] = 0 @@ -402,14 +402,13 @@ class Zeus_8_1d(IStrategy): # self.pairs[pair]['force_buy'] = (self.pairs[pair]['count_of_buys'] - self.pairs[pair]['has_gain'] > 5) # return 'Baisse_' + pair_name + '_' + str(count_of_buys) + '_' + str(self.pairs[pair]['has_gain']) + '_' + str(round(baisse, 2)) - # if before_last_candle_2['mid_smooth_5'] < before_last_candle['mid_smooth_5'] > last_candle['mid_smooth_5'] \ - # and (profit > expected_profit or (profit > 0 and last_candle['max_rsi_12'] > 65)): - # self.pairs[pair]['force_sell'] = False - # self.pairs[pair]['force_buy'] = (self.pairs[pair]['count_of_buys'] - self.pairs[pair]['has_gain'] > 5) - # return 'RSI_' + pair_name + '_' + str(count_of_buys) + '_' + str(self.pairs[pair]['has_gain']) + if last_candle['mid_smooth_5_deriv1'] <= -0.1 and profit > expected_profit and last_candle['rsi'] > 65: + self.pairs[pair]['force_sell'] = False + self.pairs[pair]['force_buy'] = (self.pairs[pair]['count_of_buys'] - self.pairs[pair]['has_gain'] > 5) + return 'RSI_' + pair_name + '_' + str(count_of_buys) + '_' + str(self.pairs[pair]['has_gain']) + '_' + str(round(baisse, 2)) - if before_last_candle_2[self.indicateur_achat_vente] < before_last_candle[self.indicateur_achat_vente] > last_candle[self.indicateur_achat_vente] \ - and last_candle['mid_smooth_5_deriv1'] < 0 and profit > expected_profit: + if last_candle['mid_smooth_24_deriv1'] <= -0.1 \ + and profit > expected_profit: self.pairs[pair]['force_sell'] = False self.pairs[pair]['force_buy'] = (self.pairs[pair]['count_of_buys'] - self.pairs[pair]['has_gain'] > 5) return 'Drv3_' + pair_name + '_' + str(count_of_buys) + '_' + str(self.pairs[pair]['has_gain']) + '_' + str(round(baisse, 2)) @@ -770,18 +769,18 @@ class Zeus_8_1d(IStrategy): N = 24 # nombre minimum de bougies avant inversion rise_threshold = 1.0 # % de hausse à ne pas dépasser - # Calcul de la hausse minimale avant inversion - def compute_rise(idx): - if idx < N: - return 0 - low_before = dataframe['close'].iloc[idx - N:idx].min() # min des N bougies avant inversion - return (dataframe['close'].iloc[idx] / low_before - 1) * 100 - - rise = [compute_rise(i) for i in range(len(dataframe))] - dataframe['rise_before_inversion'] = rise - - # Filtre : inversion sans forte hausse avant - valid_inversion = inversion_last5 & (dataframe['rise_before_inversion'] <= rise_threshold) + # # Calcul de la hausse minimale avant inversion + # def compute_rise(idx): + # if idx < N: + # return 0 + # low_before = dataframe['close'].iloc[idx - N:idx].min() # min des N bougies avant inversion + # return (dataframe['close'].iloc[idx] / low_before - 1) * 100 + # + # rise = [compute_rise(i) for i in range(len(dataframe))] + # dataframe['rise_before_inversion'] = rise + # + # # Filtre : inversion sans forte hausse avant + # valid_inversion = inversion_last5 & (dataframe['rise_before_inversion'] <= rise_threshold) # dataframe.loc[ # ( @@ -794,8 +793,10 @@ class Zeus_8_1d(IStrategy): dataframe.loc[ ( # (valid_inversion & inversion_last5 ) - (dataframe['mid_smooth_12'].shift(2) > dataframe['mid_smooth_12'].shift(1)) - & (dataframe['mid_smooth_12'].shift(1) < dataframe['mid_smooth_12']) + # (dataframe['mid_smooth_12'].shift(2) > dataframe['mid_smooth_12'].shift(1)) + # (dataframe['mid_smooth_24_deriv1'].shift(1) <= 0) + (dataframe['mid_smooth_24_deriv1'] >= 0.05) + & (dataframe['mid_smooth_24_deriv2'] > 0) # & (dataframe['hapercent'] > 0) #& (dataframe['max_rsi_12'] < 50) # & (dataframe['open'] <= dataframe['bb_middleband']) @@ -940,8 +941,7 @@ class Zeus_8_1d(IStrategy): condition = (last_candle['sma5_deriv1'] > 0) # and \ - limit_buy = 40 - if (count_of_buys < limit_buy) and condition and (pct_max < lim): + if condition and (pct_max < lim): try: if self.pairs[pair]['has_gain']: @@ -1115,7 +1115,7 @@ class Zeus_8_1d(IStrategy): # if last_candle['close'] < max_60: # pct_to_max = 0.25 * (max_60 - last_candle['close']) / max_60 # pct_to_max = pct_to_max * (2 - pctClose60) - 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) + 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) # print( # f"Expected profit price={current_price:.4f} min_max={min_max:.4f} min_14={min_14_days:.4f} max_14={max_14_days:.4f} percent={percent:.4f} expected_profit={expected_profit:.4f}") diff --git a/Zeus_8_1d_Bilan.txt b/Zeus_8_1d_Bilan.txt new file mode 100644 index 0000000..a98c081 --- /dev/null +++ b/Zeus_8_1d_Bilan.txt @@ -0,0 +1,222 @@ + BACKTESTING REPORT +┏━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ +┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ +┡━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ +│ SOL/USDT │ 9 │ 6.13 │ 160.313 │ 5.34 │ 20 days, 14:27:00 │ 8 0 1 88.9 │ +│ DOGE/USDT │ 8 │ 6.4 │ 128.782 │ 4.29 │ 23 days, 11:08:00 │ 7 0 1 87.5 │ +│ XRP/USDT │ 6 │ 9.36 │ 78.029 │ 2.6 │ 31 days, 18:40:00 │ 5 0 1 83.3 │ +│ BTC/USDT │ 13 │ 4.02 │ 73.440 │ 2.45 │ 13 days, 10:51:00 │ 13 0 0 100 │ +│ ETH/USDT │ 14 │ 3.14 │ 69.528 │ 2.32 │ 13 days, 0:13:00 │ 13 0 1 92.9 │ +│ TOTAL │ 50 │ 5.18 │ 510.093 │ 17.0 │ 18 days, 9:59:00 │ 46 0 4 92.0 │ +└───────────┴────────┴──────────────┴─────────────────┴──────────────┴───────────────────┴────────────────────────┘ + LEFT OPEN TRADES REPORT +┏━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ +┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ +┡━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ +│ BTC/USDT │ 1 │ 0.2 │ 0.100 │ 0.0 │ 10:00:00 │ 1 0 0 100 │ +│ XRP/USDT │ 1 │ -0.06 │ -0.031 │ -0.0 │ 10:00:00 │ 0 0 1 0 │ +│ ETH/USDT │ 1 │ -0.79 │ -0.394 │ -0.01 │ 10:00:00 │ 0 0 1 0 │ +│ DOGE/USDT │ 1 │ -0.44 │ -0.453 │ -0.02 │ 10:00:00 │ 0 0 1 0 │ +│ SOL/USDT │ 1 │ -0.66 │ -0.674 │ -0.02 │ 10:00:00 │ 0 0 1 0 │ +│ TOTAL │ 5 │ -0.35 │ -1.452 │ -0.05 │ 10:00:00 │ 1 0 4 20.0 │ +└───────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘ + ENTER TAG STATS +┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ +┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ +┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ +│ smth_12 │ 50 │ 5.18 │ 510.093 │ 17.0 │ 18 days, 9:59:00 │ 46 0 4 92.0 │ +│ TOTAL │ 50 │ 5.18 │ 510.093 │ 17.0 │ 18 days, 9:59:00 │ 46 0 4 92.0 │ +└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘ + EXIT REASON STATS +┏━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ +┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ +┡━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ +│ Drv3_SOL_4_0_55.57 │ 1 │ 20.44 │ 65.023 │ 2.17 │ 14 days, 19:00:00 │ 1 0 0 100 │ +│ Drv3_DOGE_6_0_46.32 │ 1 │ 10.45 │ 52.528 │ 1.75 │ 47 days, 13:00:00 │ 1 0 0 100 │ +│ Drv3_XRP_7_0_47.9 │ 1 │ 7.74 │ 44.797 │ 1.49 │ 175 days, 16:00:00 │ 1 0 0 100 │ +│ Drv3_SOL_6_0_14.94 │ 1 │ 8.16 │ 41.043 │ 1.37 │ 95 days, 20:00:00 │ 1 0 0 100 │ +│ Drv3_ETH_7_0_40.87 │ 1 │ 4.84 │ 34.083 │ 1.14 │ 125 days, 19:00:00 │ 1 0 0 100 │ +│ Drv3_BTC_9_0_27.63 │ 1 │ 5.09 │ 31.756 │ 1.06 │ 79 days, 11:00:00 │ 1 0 0 100 │ +│ Drv3_SOL_5_0_24.88 │ 1 │ 7.37 │ 31.190 │ 1.04 │ 48 days, 3:00:00 │ 1 0 0 100 │ +│ Drv3_DOGE_3_0_39.29 │ 1 │ 14.44 │ 29.196 │ 0.97 │ 11 days, 22:00:00 │ 1 0 0 100 │ +│ Drv3_DOGE_7_0_77.83 │ 1 │ 1.94 │ 19.971 │ 0.67 │ 110 days, 11:00:00 │ 1 0 0 100 │ +│ Drv3_DOGE_1_0_19.08 │ 1 │ 18.77 │ 14.063 │ 0.47 │ 4 days, 11:00:00 │ 1 0 0 100 │ +│ Drv3_XRP_1_0_20.83 │ 1 │ 26.55 │ 13.279 │ 0.44 │ 3 days, 16:00:00 │ 1 0 0 100 │ +│ Drv3_SOL_1_0_11.11 │ 1 │ 12.28 │ 11.253 │ 0.38 │ 3 days, 16:00:00 │ 1 0 0 100 │ +│ Drv3_BTC_2_0_15.32 │ 1 │ 10.34 │ 10.519 │ 0.35 │ 8 days, 12:00:00 │ 1 0 0 100 │ +│ Drv3_XRP_3_0_32.89 │ 1 │ 6.37 │ 10.247 │ 0.34 │ 6 days, 18:00:00 │ 1 0 0 100 │ +│ Drv3_ETH_3_0_44.17 │ 1 │ 5.31 │ 9.107 │ 0.3 │ 14 days, 2:00:00 │ 1 0 0 100 │ +│ Drv3_XRP_1_0_17.43 │ 1 │ 14.42 │ 9.018 │ 0.3 │ 3 days, 18:00:00 │ 1 0 0 100 │ +│ Drv3_BTC_4_0_12.5 │ 1 │ 3.84 │ 8.374 │ 0.28 │ 12 days, 15:00:00 │ 1 0 0 100 │ +│ Drv3_ETH_1_0_12.2 │ 1 │ 14.49 │ 7.233 │ 0.24 │ 3 days, 23:00:00 │ 1 0 0 100 │ +│ Drv3_DOGE_3_0_29.03 │ 1 │ 3.23 │ 6.579 │ 0.22 │ 1 day, 2:00:00 │ 1 0 0 100 │ +│ Drv3_SOL_3_0_32.56 │ 1 │ 2.49 │ 5.817 │ 0.19 │ 5 days, 14:00:00 │ 1 0 0 100 │ +│ Drv3_BTC_1_0_19.12 │ 1 │ 8.78 │ 5.472 │ 0.18 │ 6 days, 13:00:00 │ 1 0 0 100 │ +│ Drv3_DOGE_4_0_83.45 │ 1 │ 1.65 │ 4.730 │ 0.16 │ 11 days, 6:00:00 │ 1 0 0 100 │ +│ Drv3_ETH_3_0_56.31 │ 1 │ 2.8 │ 4.481 │ 0.15 │ 2 days, 11:00:00 │ 1 0 0 100 │ +│ Drv3_BTC_1_0_10.64 │ 1 │ 8.37 │ 4.169 │ 0.14 │ 6 days, 22:00:00 │ 1 0 0 100 │ +│ Drv3_BTC_5_0_57.73 │ 1 │ 1.18 │ 4.068 │ 0.14 │ 19 days, 11:00:00 │ 1 0 0 100 │ +│ Drv3_SOL_2_0_59.6 │ 1 │ 2.64 │ 4.040 │ 0.13 │ 4 days, 0:00:00 │ 1 0 0 100 │ +│ Drv3_ETH_2_0_43.55 │ 1 │ 3.42 │ 3.514 │ 0.12 │ 8 days, 3:00:00 │ 1 0 0 100 │ +│ Drv3_BTC_1_0_15.79 │ 1 │ 6.34 │ 3.161 │ 0.11 │ 9 days, 14:00:00 │ 1 0 0 100 │ +│ Drv3_ETH_4_0_63.51 │ 1 │ 1.15 │ 2.694 │ 0.09 │ 6 days, 23:00:00 │ 1 0 0 100 │ +│ Drv3_BTC_1_0_56.0 │ 1 │ 3.55 │ 2.217 │ 0.07 │ 6 days, 15:00:00 │ 1 0 0 100 │ +│ Drv3_DOGE_3_0_48.84 │ 1 │ 1.19 │ 2.168 │ 0.07 │ 14:00:00 │ 1 0 0 100 │ +│ Drv3_BTC_3_0_61.22 │ 1 │ 1.2 │ 1.936 │ 0.06 │ 12 days, 1:00:00 │ 1 0 0 100 │ +│ Drv3_SOL_3_0_85.12 │ 1 │ 1.11 │ 1.773 │ 0.06 │ 11 days, 14:00:00 │ 1 0 0 100 │ +│ Drv3_ETH_1_0_26.09 │ 1 │ 2.8 │ 1.746 │ 0.06 │ 2 days, 10:00:00 │ 1 0 0 100 │ +│ Drv3_ETH_2_0_79.01 │ 1 │ 1.56 │ 1.707 │ 0.06 │ 7 days, 8:00:00 │ 1 0 0 100 │ +│ Drv3_ETH_1_0_11.11 │ 1 │ 3.14 │ 1.565 │ 0.05 │ 2 days, 8:00:00 │ 1 0 0 100 │ +│ Drv3_ETH_2_0_76.56 │ 1 │ 1.15 │ 1.466 │ 0.05 │ 3 days, 6:00:00 │ 1 0 0 100 │ +│ Drv3_ETH_1_0_56.52 │ 1 │ 1.94 │ 0.970 │ 0.03 │ 2 days, 15:00:00 │ 1 0 0 100 │ +│ Drv3_SOL_1_0_71.43 │ 1 │ 1.36 │ 0.849 │ 0.03 │ 1 day, 10:00:00 │ 1 0 0 100 │ +│ Drv3_BTC_1_0_46.67 │ 1 │ 1.53 │ 0.756 │ 0.03 │ 4 days, 20:00:00 │ 1 0 0 100 │ +│ Drv3_XRP_1_0_41.67 │ 1 │ 1.15 │ 0.718 │ 0.02 │ 10:00:00 │ 1 0 0 100 │ +│ Drv3_ETH_1_0_65.0 │ 1 │ 1.11 │ 0.690 │ 0.02 │ 2 days, 5:00:00 │ 1 0 0 100 │ +│ Drv3_ETH_1_0_0.0 │ 1 │ 1.07 │ 0.666 │ 0.02 │ 4:00:00 │ 1 0 0 100 │ +│ Drv3_BTC_1_0_58.33 │ 1 │ 1.03 │ 0.508 │ 0.02 │ 5 days, 23:00:00 │ 1 0 0 100 │ +│ Drv3_BTC_1_0_50.0 │ 1 │ 0.81 │ 0.404 │ 0.01 │ 1 day, 22:00:00 │ 1 0 0 100 │ +│ force_exit │ 5 │ -0.35 │ -1.452 │ -0.05 │ 10:00:00 │ 1 0 4 20.0 │ +│ TOTAL │ 50 │ 5.18 │ 510.093 │ 17.0 │ 18 days, 9:59:00 │ 46 0 4 92.0 │ +└─────────────────────┴───────┴──────────────┴─────────────────┴──────────────┴────────────────────┴────────────────────────┘ + MIXED TAG STATS +┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ +┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ +┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ +│ ('smth_12', 'Drv3_SOL_4_0_55.57') │ │ 1 │ 20.44 │ 65.023 │ 2.17 │ 14 days, 19:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_DOGE_6_0_46.32') │ │ 1 │ 10.45 │ 52.528 │ 1.75 │ 47 days, 13:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_XRP_7_0_47.9') │ │ 1 │ 7.74 │ 44.797 │ 1.49 │ 175 days, 16:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_SOL_6_0_14.94') │ │ 1 │ 8.16 │ 41.043 │ 1.37 │ 95 days, 20:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_ETH_7_0_40.87') │ │ 1 │ 4.84 │ 34.083 │ 1.14 │ 125 days, 19:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_BTC_9_0_27.63') │ │ 1 │ 5.09 │ 31.756 │ 1.06 │ 79 days, 11:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_SOL_5_0_24.88') │ │ 1 │ 7.37 │ 31.190 │ 1.04 │ 48 days, 3:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_DOGE_3_0_39.29') │ │ 1 │ 14.44 │ 29.196 │ 0.97 │ 11 days, 22:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_DOGE_7_0_77.83') │ │ 1 │ 1.94 │ 19.971 │ 0.67 │ 110 days, 11:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_DOGE_1_0_19.08') │ │ 1 │ 18.77 │ 14.063 │ 0.47 │ 4 days, 11:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_XRP_1_0_20.83') │ │ 1 │ 26.55 │ 13.279 │ 0.44 │ 3 days, 16:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_SOL_1_0_11.11') │ │ 1 │ 12.28 │ 11.253 │ 0.38 │ 3 days, 16:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_BTC_2_0_15.32') │ │ 1 │ 10.34 │ 10.519 │ 0.35 │ 8 days, 12:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_XRP_3_0_32.89') │ │ 1 │ 6.37 │ 10.247 │ 0.34 │ 6 days, 18:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_ETH_3_0_44.17') │ │ 1 │ 5.31 │ 9.107 │ 0.3 │ 14 days, 2:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_XRP_1_0_17.43') │ │ 1 │ 14.42 │ 9.018 │ 0.3 │ 3 days, 18:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_BTC_4_0_12.5') │ │ 1 │ 3.84 │ 8.374 │ 0.28 │ 12 days, 15:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_ETH_1_0_12.2') │ │ 1 │ 14.49 │ 7.233 │ 0.24 │ 3 days, 23:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_DOGE_3_0_29.03') │ │ 1 │ 3.23 │ 6.579 │ 0.22 │ 1 day, 2:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_SOL_3_0_32.56') │ │ 1 │ 2.49 │ 5.817 │ 0.19 │ 5 days, 14:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_BTC_1_0_19.12') │ │ 1 │ 8.78 │ 5.472 │ 0.18 │ 6 days, 13:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_DOGE_4_0_83.45') │ │ 1 │ 1.65 │ 4.730 │ 0.16 │ 11 days, 6:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_ETH_3_0_56.31') │ │ 1 │ 2.8 │ 4.481 │ 0.15 │ 2 days, 11:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_BTC_1_0_10.64') │ │ 1 │ 8.37 │ 4.169 │ 0.14 │ 6 days, 22:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_BTC_5_0_57.73') │ │ 1 │ 1.18 │ 4.068 │ 0.14 │ 19 days, 11:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_SOL_2_0_59.6') │ │ 1 │ 2.64 │ 4.040 │ 0.13 │ 4 days, 0:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_ETH_2_0_43.55') │ │ 1 │ 3.42 │ 3.514 │ 0.12 │ 8 days, 3:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_BTC_1_0_15.79') │ │ 1 │ 6.34 │ 3.161 │ 0.11 │ 9 days, 14:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_ETH_4_0_63.51') │ │ 1 │ 1.15 │ 2.694 │ 0.09 │ 6 days, 23:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_BTC_1_0_56.0') │ │ 1 │ 3.55 │ 2.217 │ 0.07 │ 6 days, 15:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_DOGE_3_0_48.84') │ │ 1 │ 1.19 │ 2.168 │ 0.07 │ 14:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_BTC_3_0_61.22') │ │ 1 │ 1.2 │ 1.936 │ 0.06 │ 12 days, 1:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_SOL_3_0_85.12') │ │ 1 │ 1.11 │ 1.773 │ 0.06 │ 11 days, 14:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_ETH_1_0_26.09') │ │ 1 │ 2.8 │ 1.746 │ 0.06 │ 2 days, 10:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_ETH_2_0_79.01') │ │ 1 │ 1.56 │ 1.707 │ 0.06 │ 7 days, 8:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_ETH_1_0_11.11') │ │ 1 │ 3.14 │ 1.565 │ 0.05 │ 2 days, 8:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_ETH_2_0_76.56') │ │ 1 │ 1.15 │ 1.466 │ 0.05 │ 3 days, 6:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_ETH_1_0_56.52') │ │ 1 │ 1.94 │ 0.970 │ 0.03 │ 2 days, 15:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_SOL_1_0_71.43') │ │ 1 │ 1.36 │ 0.849 │ 0.03 │ 1 day, 10:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_BTC_1_0_46.67') │ │ 1 │ 1.53 │ 0.756 │ 0.03 │ 4 days, 20:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_XRP_1_0_41.67') │ │ 1 │ 1.15 │ 0.718 │ 0.02 │ 10:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_ETH_1_0_65.0') │ │ 1 │ 1.11 │ 0.690 │ 0.02 │ 2 days, 5:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_ETH_1_0_0.0') │ │ 1 │ 1.07 │ 0.666 │ 0.02 │ 4:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_BTC_1_0_58.33') │ │ 1 │ 1.03 │ 0.508 │ 0.02 │ 5 days, 23:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'Drv3_BTC_1_0_50.0') │ │ 1 │ 0.81 │ 0.404 │ 0.01 │ 1 day, 22:00:00 │ 1 0 0 100 │ +│ ('smth_12', 'force_exit') │ │ 5 │ -0.35 │ -1.452 │ -0.05 │ 10:00:00 │ 1 0 4 20.0 │ +│ TOTAL │ │ 50 │ 5.18 │ 510.093 │ 17.0 │ 18 days, 9:59:00 │ 46 0 4 92.0 │ +└────────────────────────────────────┴─────────────┴────────┴──────────────┴─────────────────┴──────────────┴────────────────────┴────────────────────────┘ + WEEK BREAKDOWN +┏━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━┳━━━━━━━┳━━━━━━━━┓ +┃ Week ┃ Tot Profit USDT ┃ Wins ┃ Draws ┃ Losses ┃ +┡━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━╇━━━━━━━╇━━━━━━━━┩ +│ 06/01/2025 │ 37.646 │ 5 │ 0 │ 0 │ +│ 13/01/2025 │ 12.464 │ 2 │ 0 │ 0 │ +│ 20/01/2025 │ 120.185 │ 5 │ 0 │ 0 │ +│ 27/01/2025 │ 10.619 │ 2 │ 0 │ 0 │ +│ 03/02/2025 │ 7.753 │ 2 │ 0 │ 0 │ +│ 10/02/2025 │ 0 │ 0 │ 0 │ 0 │ +│ 17/02/2025 │ 0 │ 0 │ 0 │ 0 │ +│ 24/02/2025 │ 0 │ 0 │ 0 │ 0 │ +│ 03/03/2025 │ 0 │ 0 │ 0 │ 0 │ +│ 10/03/2025 │ 0 │ 0 │ 0 │ 0 │ +│ 17/03/2025 │ 0 │ 0 │ 0 │ 0 │ +│ 24/03/2025 │ 0 │ 0 │ 0 │ 0 │ +│ 31/03/2025 │ 0 │ 0 │ 0 │ 0 │ +│ 07/04/2025 │ 0 │ 0 │ 0 │ 0 │ +│ 14/04/2025 │ 0 │ 0 │ 0 │ 0 │ +│ 21/04/2025 │ 0 │ 0 │ 0 │ 0 │ +│ 28/04/2025 │ 32.16 │ 2 │ 0 │ 0 │ +│ 05/05/2025 │ 0.756 │ 1 │ 0 │ 0 │ +│ 12/05/2025 │ 101.417 │ 5 │ 0 │ 0 │ +│ 19/05/2025 │ 4.481 │ 1 │ 0 │ 0 │ +│ 26/05/2025 │ 11.371 │ 4 │ 0 │ 0 │ +│ 02/06/2025 │ 0.97 │ 1 │ 0 │ 0 │ +│ 09/06/2025 │ 0 │ 0 │ 0 │ 0 │ +│ 16/06/2025 │ 13.175 │ 2 │ 0 │ 0 │ +│ 23/06/2025 │ 2.131 │ 2 │ 0 │ 0 │ +│ 30/06/2025 │ 11.069 │ 2 │ 0 │ 0 │ +│ 07/07/2025 │ 4.712 │ 3 │ 0 │ 0 │ +│ 14/07/2025 │ 139.183 │ 7 │ 0 │ 4 │ +└────────────┴─────────────────┴──────┴───────┴────────┘ + SUMMARY METRICS +┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓ +┃ Metric ┃ Value ┃ +┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━┩ +│ Backtesting from │ 2025-01-01 00:00:00 │ +│ Backtesting to │ 2025-07-14 00:00:00 │ +│ Trading Mode │ Spot │ +│ Max open trades │ 5 │ +│ │ │ +│ Total/Daily Avg Trades │ 50 / 0.26 │ +│ Starting balance │ 3000 USDT │ +│ Final balance │ 3510.093 USDT │ +│ Absolute profit │ 510.093 USDT │ +│ Total profit % │ 17.00% │ +│ CAGR % │ 34.37% │ +│ Sortino │ 217.46 │ +│ Sharpe │ 3.37 │ +│ Calmar │ 3788.00 │ +│ Profit factor │ 329.61 │ +│ Expectancy (Ratio) │ 10.20 (26.29) │ +│ Avg. daily profit % │ 0.09% │ +│ Avg. stake amount │ 189.108 USDT │ +│ Total trade volume │ 9455.407 USDT │ +│ │ │ +│ Best Pair │ XRP/USDT 2.60% │ +│ Worst Pair │ ETH/USDT 2.32% │ +│ Best trade │ XRP/USDT 26.55% │ +│ Worst trade │ ETH/USDT -0.79% │ +│ Best day │ 139.917 USDT │ +│ Worst day │ -1.452 USDT │ +│ Days win/draw/lose │ 30 / 162 / 1 │ +│ Avg. Duration Winners │ 19 days, 23:33:00 │ +│ Avg. Duration Loser │ 10:00:00 │ +│ Max Consecutive Wins / Loss │ 46 / 4 │ +│ Rejected Entry signals │ 0 │ +│ Entry/Exit Timeouts │ 0 / 0 │ +│ │ │ +│ Min balance │ 3001.746 USDT │ +│ Max balance │ 3511.645 USDT │ +│ Max % of account underwater │ 0.04% │ +│ Absolute Drawdown (Account) │ 0.04% │ +│ Absolute Drawdown │ 1.552 USDT │ +│ Drawdown high │ 511.645 USDT │ +│ Drawdown low │ 510.093 USDT │ +│ Drawdown Start │ 2025-07-14 00:00:00 │ +│ Drawdown End │ 2025-07-14 00:00:00 │ +│ Market change │ -17.01% │ +└─────────────────────────────┴─────────────────────┘ + +Backtested 2025-01-01 00:00:00 -> 2025-07-14 00:00:00 | Max open trades : 5 + STRATEGY SUMMARY +┏━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┓ +┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃ +┡━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━┩ +│ Zeus_8_1d │ 50 │ 5.18 │ 510.093 │ 17.0 │ 18 days, 9:59:00 │ 46 0 4 92.0 │ 1.552 USDT 0.04% │ +└───────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┴───────────────────┘