┏━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃ ┡━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━┩ │ EmptyShort │ 54 │ 0.75 │ 422.136 │ 42.21 │ 1 day, 5:07:00 │ 25 0 29 46.3 │ 142.938 USDT 9.86% │ └────────────┴────────┴──────────────┴─────────────────┴──────────────┴────────────────┴────────────────────────┴─────────────────────┘
This commit is contained in:
Jérôme Delacotte
@@ -4,9 +4,6 @@
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"roi": {
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"0": 5
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},
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"stoploss": {
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"stoploss": -0.02
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},
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"trailing": {
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"trailing_stop": false,
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"trailing_stop_positive": null,
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@@ -25,8 +22,11 @@
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"protection": {
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"drop_from_last_entry": 0.0,
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"mises_bull": 4
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},
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"stoploss": {
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"stoploss": -0.02
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}
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},
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"ft_stratparam_v": 1,
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"export_time": "2026-03-07 20:20:17.895644+00:00"
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"export_time": "2026-03-29 18:29:54.986316+00:00"
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}
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113
EmptyShort.py
113
EmptyShort.py
@@ -103,7 +103,7 @@ class EmptyShort(IStrategy):
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# trailing_only_offset_is_reached = False
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position_adjustment_enable = True
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use_custom_stoploss = True
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use_custom_stoploss = False
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#max_open_trades = 3
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@@ -494,7 +494,7 @@ class EmptyShort(IStrategy):
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profit = trade.calc_profit(rate)
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force = self.pairs[pair]['force_sell']
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allow_to_sell = (last_candle['hapercent'] < 0 and profit > 0) or force \
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or (trade.enter_tag == 'short' ) or (exit_reason == 'force_exit') or (exit_reason == 'stop_loss') or (exit_reason == 'trailing_stop_loss')
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or (trade.is_short) or (exit_reason == 'force_exit') or (exit_reason == 'stop_loss') or (exit_reason == 'trailing_stop_loss')
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minutes = int(round((current_time - trade.date_last_filled_utc).total_seconds() / 60, 0))
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@@ -562,8 +562,7 @@ class EmptyShort(IStrategy):
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dispo = round(self.wallets.get_available_stake_amount() + self.pairs[pair]['total_amount'])
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is_short = (trade.enter_tag == 'short')
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if trade.enter_tag == 'short':
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if trade.is_short:
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tp_price = max(0.02, self.pairs[pair]['take_profit'])
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# if current_profit < self.sell_force_sell.value \
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# and last_candle[f"close"] > last_candle[self.sell_indicator.value]:
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@@ -572,11 +571,19 @@ class EmptyShort(IStrategy):
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#
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if current_profit > tp_price and \
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(baisse > last_candle[f"range_pos"] and last_candle[f"close"] > last_candle[self.b30_indicateur.value]) \
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and last_candle['hapercent'] > 0 and last_candle['sma12_deriv1_1h'] > -0.004:
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and last_candle['hapercent'] > 0 and last_candle['sma12_deriv2_1h'] > 0.0:
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self.pairs[pair]['force_sell'] = True
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return 'B30Sht'
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return None
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# if current_profit < - 0.01 and last_candle['sma60_deriv1'] > 0 and last_candle['sma60_deriv2'] > 0:
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# self.pairs[pair]['force_sell'] = True
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# return 'StpSht'
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# if last_candle['sma12_inv_1h'] == -1:
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# return 'InvSht'
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# return None
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# self.log_trade(
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# last_candle=last_candle,
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# date=current_time,
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@@ -655,41 +662,41 @@ class EmptyShort(IStrategy):
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return None
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def custom_stoploss(self, pair, trade, current_time, current_rate, current_profit, **kwargs):
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dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
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last_candle = dataframe.iloc[-1]
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profit = trade.calc_profit(current_rate)
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candle_at_buy = self.pairs[pair]['last_candle']
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# if candle_at_buy['range_pos'] > self.range_pos_stoploss.value and candle_at_buy[self.stoploss_indicator.value] < 0:
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# return self.stoploss_force.value
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# # print(f'test stop loss {self.stoploss} {last_candle["stop_buying12_1h"]}')
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# if last_candle[self.stoploss_indicator.value] and (trade.nr_of_successful_entries >= 4 or self.wallets.get_available_stake_amount() < 300): # and profit < - 30 :
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# range_min = last_candle[f"min{self.stoploss_timeperiod.value}_1h"]
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# range_max = last_candle[f"max{self.stoploss_timeperiod.value}_1h"]
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# def custom_stoploss(self, pair, trade, current_time, current_rate, current_profit, **kwargs):
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# dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
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# last_candle = dataframe.iloc[-1]
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# profit = trade.calc_profit(current_rate)
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#
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# if range_max == range_min:
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# print(f'ranges={range_min}')
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# return -0.1 # sécurité
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# candle_at_buy = self.pairs[pair]['last_candle']
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#
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# range_pos = (current_rate - range_min) / (range_max - range_min)
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# # if candle_at_buy['range_pos'] > self.range_pos_stoploss.value and candle_at_buy[self.stoploss_indicator.value] < 0:
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# # return self.stoploss_force.value
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#
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# # # print(f'test stop loss {self.stoploss} {last_candle["stop_buying12_1h"]}')
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# # if last_candle[self.stoploss_indicator.value] and (trade.nr_of_successful_entries >= 4 or self.wallets.get_available_stake_amount() < 300): # and profit < - 30 :
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# # range_min = last_candle[f"min{self.stoploss_timeperiod.value}_1h"]
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# # range_max = last_candle[f"max{self.stoploss_timeperiod.value}_1h"]
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# #
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# # if range_max == range_min:
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# # print(f'ranges={range_min}')
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# # return -0.1 # sécurité
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# #
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# # range_pos = (current_rate - range_min) / (range_max - range_min)
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# #
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# # if (range_pos > 1):
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# # return -1
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# #
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# # sl_min = -0.02
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# # sl_max = -0.1 #self.stoploss
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# #
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# # dynamic_sl = (sl_min + (1 - range_pos) * (sl_max - sl_min))
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# #
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# # print(f'{current_time} Loss ranges={round(range_min,0)} {round(range_max, 0)} range_pos={round(range_pos, 3)} dynamic_sl={round(dynamic_sl, 3)} '
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# # f'profit={profit} current={current_profit} {self.stoploss_indicator.value} {self.stoploss_timeperiod.value} {last_candle[self.stoploss_indicator.value]}')
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# #
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# # return dynamic_sl
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#
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# if (range_pos > 1):
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# return -1
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#
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# sl_min = -0.02
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# sl_max = -0.1 #self.stoploss
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#
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# dynamic_sl = (sl_min + (1 - range_pos) * (sl_max - sl_min))
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#
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# print(f'{current_time} Loss ranges={round(range_min,0)} {round(range_max, 0)} range_pos={round(range_pos, 3)} dynamic_sl={round(dynamic_sl, 3)} '
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# f'profit={profit} current={current_profit} {self.stoploss_indicator.value} {self.stoploss_timeperiod.value} {last_candle[self.stoploss_indicator.value]}')
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#
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# return dynamic_sl
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return -1
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def informative_pairs(self):
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# get access to all pairs available in whitelist.
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@@ -867,6 +874,13 @@ class EmptyShort(IStrategy):
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# Compter les baisses / hausses consécutives
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dataframe = self.calculateDownAndUp(dataframe, limit=0.0001)
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dataframe['volume2'] = dataframe['volume']
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dataframe.loc[dataframe['hapercent'] < 0, 'volume2'] *= -1
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# Volume confirmation
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dataframe['volume_spike'] = (abs(dataframe['volume2']) > abs(dataframe['volume2'].rolling(window=20).mean() * 5)) \
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& (dataframe['volume'].rolling(window=5).max() > 1000)
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# récupérer le dernier trade fermé
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trades = Trade.get_trades_proxy(pair=pair,is_open=False)
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if trades:
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@@ -891,6 +905,17 @@ class EmptyShort(IStrategy):
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['enter_long', 'enter_tag']
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] = (1, 'long')
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dataframe.loc[
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(
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(dataframe['volume_spike'] == 1)
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& (dataframe['down_count'] >= 3)
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& (dataframe['down_count'] < 15)
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& (dataframe['hapercent'] > 0)
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& (dataframe['sma60'] > dataframe['sma60'].shift(1))
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),
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['enter_long', 'enter_tag']
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] = (1, 'long_spike')
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dataframe.loc[
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(
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(dataframe['sma12_deriv1_1h'] < -0.0005)
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@@ -903,9 +928,23 @@ class EmptyShort(IStrategy):
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)
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& (dataframe['hapercent'] < 0)
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# & (dataframe['pct_min_max_12_1d'] > 0.04)
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& (dataframe['down_count'] <= -3)
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& (dataframe['down_count'] > -15)
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),
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['enter_short', 'enter_tag']
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] = (1, 'short')
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dataframe.loc[
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(
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(dataframe['volume_spike'] == 1)
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& (dataframe['down_count'] <= -3)
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& (dataframe['down_count'] > -15)
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& (dataframe['hapercent'] < 0)
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& (dataframe['sma60'] < dataframe['sma60'].shift(1))
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),
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['enter_short', 'enter_tag']
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] = (1, 'short_spike')
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dataframe['short'] = np.where(dataframe['enter_short'] == 1, dataframe['close'] * 0.99, np.nan)
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dataframe['long'] = np.where(dataframe['enter_long'] == 1, dataframe['close'] * 1.01, np.nan)
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209
EmptyShort.txt
209
EmptyShort.txt
@@ -1,10 +1,10 @@
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BACKTESTING REPORT
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┏━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
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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:USDT │ 34 │ 1.08 │ 379.432 │ 37.94 │ 1 day, 10:30:00 │ 18 0 16 52.9 │
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│ TOTAL │ 34 │ 1.08 │ 379.432 │ 37.94 │ 1 day, 10:30:00 │ 18 0 16 52.9 │
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└───────────────┴────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘
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┡━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
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│ BTC/USDT:USDT │ 54 │ 0.75 │ 422.136 │ 42.21 │ 1 day, 5:07:00 │ 25 0 29 46.3 │
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│ TOTAL │ 54 │ 0.75 │ 422.136 │ 42.21 │ 1 day, 5:07:00 │ 25 0 29 46.3 │
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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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@@ -12,31 +12,34 @@
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│ TOTAL │ 0 │ 0.0 │ 0.000 │ 0.0 │ 0:00 │ 0 0 0 0 │
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└───────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
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ENTER TAG STATS
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┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
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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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│ short │ 33 │ 0.99 │ 343.256 │ 34.33 │ 1 day, 6:51:00 │ 17 0 16 51.5 │
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┡━━━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
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│ short │ 28 │ 0.72 │ 211.154 │ 21.12 │ 19:27:00 │ 13 0 15 46.4 │
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│ short_spike │ 25 │ 0.65 │ 174.806 │ 17.48 │ 1 day, 10:54:00 │ 11 0 14 44.0 │
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│ long │ 1 │ 3.75 │ 36.176 │ 3.62 │ 6 days, 10:57:00 │ 1 0 0 100 │
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│ TOTAL │ 34 │ 1.08 │ 379.432 │ 37.94 │ 1 day, 10:30:00 │ 18 0 16 52.9 │
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└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘
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│ TOTAL │ 54 │ 0.75 │ 422.136 │ 42.21 │ 1 day, 5:07:00 │ 25 0 29 46.3 │
|
||||
└─────────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘
|
||||
EXIT REASON STATS
|
||||
┏━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ B30Sht │ 17 │ 3.91 │ 770.836 │ 77.08 │ 1 day, 18:12:00 │ 17 0 0 100 │
|
||||
│ B30Sht │ 24 │ 4.06 │ 1155.077 │ 115.51 │ 1 day, 10:30:00 │ 24 0 0 100 │
|
||||
│ B30 │ 1 │ 3.75 │ 36.176 │ 3.62 │ 6 days, 10:57:00 │ 1 0 0 100 │
|
||||
│ stop_loss │ 16 │ -2.1 │ -427.580 │ -42.76 │ 18:48:00 │ 0 0 16 0 │
|
||||
│ TOTAL │ 34 │ 1.08 │ 379.432 │ 37.94 │ 1 day, 10:30:00 │ 18 0 16 52.9 │
|
||||
│ stop_loss │ 29 │ -2.1 │ -769.117 │ -76.91 │ 20:19:00 │ 0 0 29 0 │
|
||||
│ TOTAL │ 54 │ 0.75 │ 422.136 │ 42.21 │ 1 day, 5:07:00 │ 25 0 29 46.3 │
|
||||
└─────────────┴───────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘
|
||||
MIXED TAG STATS
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┏━━━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ short │ B30Sht │ 17 │ 3.91 │ 770.836 │ 77.08 │ 1 day, 18:12:00 │ 17 0 0 100 │
|
||||
┡━━━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ short │ B30Sht │ 13 │ 3.98 │ 601.641 │ 60.16 │ 1 day, 9:46:00 │ 13 0 0 100 │
|
||||
│ short_spike │ B30Sht │ 11 │ 4.16 │ 553.436 │ 55.34 │ 1 day, 11:22:00 │ 11 0 0 100 │
|
||||
│ long │ B30 │ 1 │ 3.75 │ 36.176 │ 3.62 │ 6 days, 10:57:00 │ 1 0 0 100 │
|
||||
│ short │ stop_loss │ 16 │ -2.1 │ -427.580 │ -42.76 │ 18:48:00 │ 0 0 16 0 │
|
||||
│ TOTAL │ │ 34 │ 1.08 │ 379.432 │ 37.94 │ 1 day, 10:30:00 │ 18 0 16 52.9 │
|
||||
└───────────┴─────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘
|
||||
│ short_spike │ stop_loss │ 14 │ -2.1 │ -378.630 │ -37.86 │ 1 day, 10:32:00 │ 0 0 14 0 │
|
||||
│ short │ stop_loss │ 15 │ -2.1 │ -390.487 │ -39.05 │ 7:03:00 │ 0 0 15 0 │
|
||||
│ TOTAL │ │ 54 │ 0.75 │ 422.136 │ 42.21 │ 1 day, 5:07:00 │ 25 0 29 46.3 │
|
||||
└─────────────┴─────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘
|
||||
DAY BREAKDOWN
|
||||
┏━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Day ┃ Trades ┃ Tot Profit USDT ┃ Profit Factor ┃ Win Draw Loss Win% ┃
|
||||
@@ -47,78 +50,80 @@
|
||||
│ 10/01/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 11/01/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 12/01/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 13/01/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 13/01/2026 │ 1 │ -20.15 │ 0.0 │ 0 0 1 0 │
|
||||
│ 14/01/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 15/01/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 16/01/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 17/01/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 18/01/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 19/01/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 20/01/2026 │ 1 │ 49.877 │ 0.0 │ 1 0 0 100 │
|
||||
│ 21/01/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 20/01/2026 │ 1 │ 49.664 │ 0.0 │ 1 0 0 100 │
|
||||
│ 21/01/2026 │ 1 │ 20.963 │ 0.0 │ 1 0 0 100 │
|
||||
│ 22/01/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 23/01/2026 │ 1 │ -22.186 │ 0.0 │ 0 0 1 0 │
|
||||
│ 23/01/2026 │ 1 │ -22.227 │ 0.0 │ 0 0 1 0 │
|
||||
│ 24/01/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 25/01/2026 │ 1 │ 23.333 │ 0.0 │ 1 0 0 100 │
|
||||
│ 26/01/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 27/01/2026 │ 1 │ -21.693 │ 0.0 │ 0 0 1 0 │
|
||||
│ 28/01/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 29/01/2026 │ 1 │ 44.977 │ 0.0 │ 1 0 0 100 │
|
||||
│ 30/01/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 31/01/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 01/02/2026 │ 2 │ 78.6 │ 0.0 │ 2 0 0 100 │
|
||||
│ 02/02/2026 │ 3 │ -23.839 │ 0.52 │ 1 0 2 33.3 │
|
||||
│ 03/02/2026 │ 1 │ 33.135 │ 0.0 │ 1 0 0 100 │
|
||||
│ 04/02/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 05/02/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 06/02/2026 │ 2 │ 111.129 │ 5.0 │ 1 0 1 50.0 │
|
||||
│ 07/02/2026 │ 1 │ -27.273 │ 0.0 │ 0 0 1 0 │
|
||||
│ 08/02/2026 │ 1 │ -26.223 │ 0.0 │ 0 0 1 0 │
|
||||
│ 09/02/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 10/02/2026 │ 1 │ 24.285 │ 0.0 │ 1 0 0 100 │
|
||||
│ 11/02/2026 │ 3 │ 26.089 │ 1.94 │ 2 0 1 66.7 │
|
||||
│ 12/02/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 13/02/2026 │ 1 │ -26.778 │ 0.0 │ 0 0 1 0 │
|
||||
│ 25/01/2026 │ 1 │ 32.61 │ 0.0 │ 1 0 0 100 │
|
||||
│ 26/01/2026 │ 1 │ -21.707 │ 0.0 │ 0 0 1 0 │
|
||||
│ 27/01/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 28/01/2026 │ 1 │ -21.939 │ 0.0 │ 0 0 1 0 │
|
||||
│ 29/01/2026 │ 1 │ 50.715 │ 0.0 │ 1 0 0 100 │
|
||||
│ 30/01/2026 │ 1 │ -22.455 │ 0.0 │ 0 0 1 0 │
|
||||
│ 31/01/2026 │ 1 │ 59.691 │ 0.0 │ 1 0 0 100 │
|
||||
│ 01/02/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 02/02/2026 │ 3 │ -7.976 │ 0.83 │ 1 0 2 33.3 │
|
||||
│ 03/02/2026 │ 1 │ 22.032 │ 0.0 │ 1 0 0 100 │
|
||||
│ 04/02/2026 │ 1 │ 33.959 │ 0.0 │ 1 0 0 100 │
|
||||
│ 05/02/2026 │ 1 │ 39.293 │ 0.0 │ 1 0 0 100 │
|
||||
│ 06/02/2026 │ 4 │ 74.327 │ 1.89 │ 1 0 3 25.0 │
|
||||
│ 07/02/2026 │ 2 │ 12.485 │ 1.46 │ 1 0 1 50.0 │
|
||||
│ 08/02/2026 │ 2 │ -54.289 │ 0.0 │ 0 0 2 0 │
|
||||
│ 09/02/2026 │ 2 │ -1.939 │ 0.93 │ 1 0 1 50.0 │
|
||||
│ 10/02/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 11/02/2026 │ 4 │ 20.391 │ 1.38 │ 2 0 2 50.0 │
|
||||
│ 12/02/2026 │ 1 │ 35.171 │ 0.0 │ 1 0 0 100 │
|
||||
│ 13/02/2026 │ 1 │ -26.178 │ 0.0 │ 0 0 1 0 │
|
||||
│ 14/02/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 15/02/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 16/02/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 17/02/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 18/02/2026 │ 1 │ 32.734 │ 0.0 │ 1 0 0 100 │
|
||||
│ 19/02/2026 │ 1 │ 25.775 │ 0.0 │ 1 0 0 100 │
|
||||
│ 20/02/2026 │ 2 │ -54.318 │ 0.0 │ 0 0 2 0 │
|
||||
│ 21/02/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 18/02/2026 │ 1 │ 36.046 │ 0.0 │ 1 0 0 100 │
|
||||
│ 19/02/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 20/02/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 21/02/2026 │ 1 │ -26.642 │ 0.0 │ 0 0 1 0 │
|
||||
│ 22/02/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 23/02/2026 │ 1 │ 40.137 │ 0.0 │ 1 0 0 100 │
|
||||
│ 24/02/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 23/02/2026 │ 1 │ 57.25 │ 0.0 │ 1 0 0 100 │
|
||||
│ 24/02/2026 │ 2 │ 7.103 │ 1.25 │ 1 0 1 50.0 │
|
||||
│ 25/02/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 26/02/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 27/02/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 28/02/2026 │ 1 │ 52.892 │ 0.0 │ 1 0 0 100 │
|
||||
│ 01/03/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 02/03/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 28/02/2026 │ 1 │ 87.891 │ 0.0 │ 1 0 0 100 │
|
||||
│ 01/03/2026 │ 1 │ -29.21 │ 0.0 │ 0 0 1 0 │
|
||||
│ 02/03/2026 │ 1 │ -29.332 │ 0.0 │ 0 0 1 0 │
|
||||
│ 03/03/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 04/03/2026 │ 1 │ -28.629 │ 0.0 │ 0 0 1 0 │
|
||||
│ 05/03/2026 │ 1 │ -27.218 │ 0.0 │ 0 0 1 0 │
|
||||
│ 04/03/2026 │ 2 │ -57.218 │ 0.0 │ 0 0 2 0 │
|
||||
│ 05/03/2026 │ 1 │ -27.178 │ 0.0 │ 0 0 1 0 │
|
||||
│ 06/03/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 07/03/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 08/03/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 09/03/2026 │ 1 │ 85.083 │ 0.0 │ 1 0 0 100 │
|
||||
│ 09/03/2026 │ 1 │ 104.735 │ 0.0 │ 1 0 0 100 │
|
||||
│ 10/03/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 11/03/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 12/03/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 13/03/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 13/03/2026 │ 1 │ -30.23 │ 0.0 │ 0 0 1 0 │
|
||||
│ 14/03/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 15/03/2026 │ 1 │ -28.661 │ 0.0 │ 0 0 1 0 │
|
||||
│ 16/03/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 15/03/2026 │ 1 │ -28.727 │ 0.0 │ 0 0 1 0 │
|
||||
│ 16/03/2026 │ 1 │ -27.688 │ 0.0 │ 0 0 1 0 │
|
||||
│ 17/03/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 18/03/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 19/03/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 20/03/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 21/03/2026 │ 1 │ 61.417 │ 0.0 │ 1 0 0 100 │
|
||||
│ 21/03/2026 │ 1 │ 59.772 │ 0.0 │ 1 0 0 100 │
|
||||
│ 22/03/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 23/03/2026 │ 1 │ -29.977 │ 0.0 │ 0 0 1 0 │
|
||||
│ 24/03/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||||
│ 25/03/2026 │ 1 │ -29.414 │ 0.0 │ 0 0 1 0 │
|
||||
│ 23/03/2026 │ 1 │ -29.287 │ 0.0 │ 0 0 1 0 │
|
||||
│ 24/03/2026 │ 1 │ 29.577 │ 0.0 │ 1 0 0 100 │
|
||||
│ 25/03/2026 │ 1 │ -27.872 │ 0.0 │ 0 0 1 0 │
|
||||
│ 26/03/2026 │ 1 │ 36.754 │ 0.0 │ 1 0 0 100 │
|
||||
│ 27/03/2026 │ 1 │ 27.777 │ 0.0 │ 1 0 0 100 │
|
||||
└────────────┴────────┴─────────────────┴───────────────┴────────────────────────┘
|
||||
SUMMARY METRICS
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
@@ -129,55 +134,55 @@
|
||||
│ Trading Mode │ Isolated Futures │
|
||||
│ Max open trades │ 1 │
|
||||
│ │ │
|
||||
│ Total/Daily Avg Trades │ 34 / 0.4 │
|
||||
│ Total/Daily Avg Trades │ 54 / 0.64 │
|
||||
│ Starting balance │ 1000 USDT │
|
||||
│ Final balance │ 1379.432 USDT │
|
||||
│ Absolute profit │ 379.432 USDT │
|
||||
│ Total profit % │ 37.94% │
|
||||
│ CAGR % │ 298.01% │
|
||||
│ Sortino │ 37.32 │
|
||||
│ Sharpe │ 2.08 │
|
||||
│ Calmar │ 140.28 │
|
||||
│ SQN │ 1.56 │
|
||||
│ Profit factor │ 1.89 │
|
||||
│ Expectancy (Ratio) │ 11.16 (0.42) │
|
||||
│ Avg. daily profit │ 4.464 USDT │
|
||||
│ Avg. stake amount │ 1212.112 USDT │
|
||||
│ Total trade volume │ 82120.278 USDT │
|
||||
│ Final balance │ 1422.136 USDT │
|
||||
│ Absolute profit │ 422.136 USDT │
|
||||
│ Total profit % │ 42.21% │
|
||||
│ CAGR % │ 353.68% │
|
||||
│ Sortino │ 36.18 │
|
||||
│ Sharpe │ 2.25 │
|
||||
│ Calmar │ 96.27 │
|
||||
│ SQN │ 1.35 │
|
||||
│ Profit factor │ 1.55 │
|
||||
│ Expectancy (Ratio) │ 7.82 (0.29) │
|
||||
│ Avg. daily profit │ 4.966 USDT │
|
||||
│ Avg. stake amount │ 1224.501 USDT │
|
||||
│ Total trade volume │ 131900.967 USDT │
|
||||
│ │ │
|
||||
│ Long / Short trades │ 1 / 33 │
|
||||
│ Long / Short profit % │ 3.62% / 34.33% │
|
||||
│ Long / Short profit USDT │ 36.176 / 343.256 │
|
||||
│ Long / Short trades │ 1 / 53 │
|
||||
│ Long / Short profit % │ 3.62% / 38.60% │
|
||||
│ Long / Short profit USDT │ 36.176 / 385.960 │
|
||||
│ │ │
|
||||
│ Best Pair │ BTC/USDT:USDT 37.94% │
|
||||
│ Worst Pair │ BTC/USDT:USDT 37.94% │
|
||||
│ Best trade │ BTC/USDT:USDT 12.24% │
|
||||
│ Worst trade │ BTC/USDT:USDT -2.12% │
|
||||
│ Best day │ 111.129 USDT │
|
||||
│ Worst day │ -54.318 USDT │
|
||||
│ Days win/draw/lose │ 15 / 51 / 12 │
|
||||
│ Min/Max/Avg. Duration Winners │ 0d 00:58 / 6d 10:57 / 2d 00:28 │
|
||||
│ Min/Max/Avg. Duration Losers │ 0d 02:23 / 2d 01:26 / 0d 18:48 │
|
||||
│ Max Consecutive Wins / Loss │ 4 / 3 │
|
||||
│ Best Pair │ BTC/USDT:USDT 42.21% │
|
||||
│ Worst Pair │ BTC/USDT:USDT 42.21% │
|
||||
│ Best trade │ BTC/USDT:USDT 13.07% │
|
||||
│ Worst trade │ BTC/USDT:USDT -2.14% │
|
||||
│ Best day │ 104.735 USDT │
|
||||
│ Worst day │ -57.218 USDT │
|
||||
│ Days win/draw/lose │ 22 / 39 / 19 │
|
||||
│ Min/Max/Avg. Duration Winners │ 0d 00:58 / 6d 10:57 / 1d 15:19 │
|
||||
│ Min/Max/Avg. Duration Losers │ 0d 00:18 / 5d 19:41 / 0d 20:19 │
|
||||
│ Max Consecutive Wins / Loss │ 4 / 5 │
|
||||
│ Rejected Entry signals │ 0 │
|
||||
│ Entry/Exit Timeouts │ 0 / 0 │
|
||||
│ │ │
|
||||
│ Min balance │ 1036.176 USDT │
|
||||
│ Max balance │ 1438.823 USDT │
|
||||
│ Max % of account underwater │ 6.08% │
|
||||
│ Absolute drawdown │ 81.299 USDT (6.08%) │
|
||||
│ Drawdown duration │ 2 days 02:32:00 │
|
||||
│ Profit at drawdown start │ 337.312 USDT │
|
||||
│ Profit at drawdown end │ 256.013 USDT │
|
||||
│ Drawdown start │ 2026-02-06 06:00:00 │
|
||||
│ Drawdown end │ 2026-02-08 08:32:00 │
|
||||
│ Min balance │ 1016.026 USDT │
|
||||
│ Max balance │ 1450.263 USDT │
|
||||
│ Max % of account underwater │ 9.86% │
|
||||
│ Absolute drawdown │ 142.938 USDT (9.86%) │
|
||||
│ Drawdown duration │ 4 days 23:26:00 │
|
||||
│ Profit at drawdown start │ 450.263 USDT │
|
||||
│ Profit at drawdown end │ 307.325 USDT │
|
||||
│ Drawdown start │ 2026-02-28 11:00:00 │
|
||||
│ Drawdown end │ 2026-03-05 10:26:00 │
|
||||
│ Market change │ -24.27% │
|
||||
└───────────────────────────────┴────────────────────────────────┘
|
||||
|
||||
Backtested 2026-01-01 00:00:00 -> 2026-03-27 15:43:00 | Max open trades : 1
|
||||
STRATEGY SUMMARY
|
||||
┏━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━┓
|
||||
┏━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃
|
||||
┡━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ EmptyShort │ 34 │ 1.08 │ 379.432 │ 37.94 │ 1 day, 10:30:00 │ 18 0 16 52.9 │ 81.299 USDT 6.08% │
|
||||
└────────────┴────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┴────────────────────┘
|
||||
┡━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ EmptyShort │ 54 │ 0.75 │ 422.136 │ 42.21 │ 1 day, 5:07:00 │ 25 0 29 46.3 │ 142.938 USDT 9.86% │
|
||||
└────────────┴────────┴──────────────┴─────────────────┴──────────────┴────────────────┴────────────────────────┴─────────────────────┘
|
||||
|
||||
Reference in New Issue
Block a user