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┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━┓

Browse Source 
┃ 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% │
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴───────────────────┴────────────────────────┴──────────────────────┘
This commit is contained in:
Jérôme Delacotte
2026-02-21 19:05:38 +01:00
parent 60ed27529a
commit a09189064e
2 changed files with 83 additions and 82 deletions
Download Patch File Download Diff File Expand all files Collapse all files

17
Empty.py
View File

@@ -26,7 +26,7 @@ from random import shuffle
timeperiods = [3, 5, 12, 24, 48, 60] timeperiods = [3, 5, 12, 24, 48, 60]
score_indicators = list() score_indicators = list()
stoploss_indicators = list() stop_buying_indicators = list()
god_genes_with_timeperiod = list() god_genes_with_timeperiod = list()
for timeperiod in timeperiods: for timeperiod in timeperiods:
# god_genes_with_timeperiod.append(f'max{timeperiod}') # god_genes_with_timeperiod.append(f'max{timeperiod}')
@@ -38,7 +38,7 @@ for timeperiod in timeperiods:
god_genes_with_timeperiod.append(f"sma{timeperiod}_score") god_genes_with_timeperiod.append(f"sma{timeperiod}_score")
# stoploss_indicators.append(f"stop_buying{timeperiod}") # stoploss_indicators.append(f"stop_buying{timeperiod}")
stoploss_indicators.append(f"stop_buying{timeperiod}_1d") stop_buying_indicators.append(f"stop_buying{timeperiod}_1d")
score_indicators.append(f"sma{timeperiod}_score") score_indicators.append(f"sma{timeperiod}_score")
# score_indicators.append(f"sma{timeperiod}_score_1d") # score_indicators.append(f"sma{timeperiod}_score_1d")
@@ -48,7 +48,7 @@ for timeperiod in timeperiods:
# god_genes_with_timeperiod.append(f"sma{timeperiod}_trend_change_up") # god_genes_with_timeperiod.append(f"sma{timeperiod}_trend_change_up")
# god_genes_with_timeperiod.append(f"sma{timeperiod}_trend_change_down") # god_genes_with_timeperiod.append(f"sma{timeperiod}_trend_change_down")
print(stoploss_indicators) print(stop_buying_indicators)
operators = [ operators = [
"D", # Disabled gene "D", # Disabled gene
@@ -385,10 +385,12 @@ class Empty(IStrategy):
sell_score_indicator = CategoricalParameter(score_indicators, default="sma24_score", space='sell') sell_score_indicator = CategoricalParameter(score_indicators, default="sma24_score", space='sell')
drop_from_last_entry = DecimalParameter(-0.1, 0, decimals=2, default=-0.025, space='protection')
range_pos_stoploss = DecimalParameter(0, 0.1, decimals=2, default=0.05, space='protection') range_pos_stoploss = DecimalParameter(0, 0.1, decimals=2, default=0.05, space='protection')
stoploss_force = DecimalParameter(-0.2, 0, decimals=2, default=-0.05, space='protection') stoploss_force = DecimalParameter(-0.2, 0, decimals=2, default=-0.05, space='protection')
stoploss_indicator = CategoricalParameter(god_genes_with_timeperiod, default="stop_buying12_1d", space='protection') stoploss_indicator = CategoricalParameter(god_genes_with_timeperiod, default="stop_buying12_1d", space='protection')
stop_buying_indicator = CategoricalParameter(stoploss_indicators, default="stop_buying12_1d", space='protection') stop_buying_indicator = CategoricalParameter(stop_buying_indicators, default="stop_buying12_1d", space='protection')
# stoploss_timeperiod = CategoricalParameter(timeperiods, default="12", space='protection') # stoploss_timeperiod = CategoricalParameter(timeperiods, default="12", space='protection')
def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float, def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
@@ -475,10 +477,9 @@ class Empty(IStrategy):
if last_entry_price: if last_entry_price:
drop_from_last_entry = (current_rate - last_entry_price) / last_entry_price drop_from_last_entry = (current_rate - last_entry_price) / last_entry_price
if drop_from_last_entry <= -0.025 and last_candle['min60'] == last_candle_3['min60'] \ if drop_from_last_entry <= self.drop_from_last_entry.value and last_candle['min60'] == last_candle_3['min60'] \
and last_candle[self.stop_buying_indicator.value] == False\ and (last_candle[self.stop_buying_indicator.value] == False or (last_candle['range_pos'] < 0))\
and ((last_candle['stop_buying5_1d'] == False) or (last_candle['range_pos'] < 0)) \ and last_candle['hapercent'] > 0:
and last_candle['range_pos'] <= -0.01:
# stake_amount = trade.stake_amount # stake_amount = trade.stake_amount
self.pairs[trade.pair]['last_buy'] = current_rate self.pairs[trade.pair]['last_buy'] = current_rate
print(f"adjust {current_time} {stake_amount}") print(f"adjust {current_time} {stake_amount}")

148
Empty.txt
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@@ -1,72 +1,72 @@
BACKTESTING REPORT BACKTESTING REPORT
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ ┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ BTC/USDT │ 49 │ 2.64 │ 680.535 │ 68.05 │ 14 days, 0:38:00 │ 44 0 5 89.8 │ │ BTC/USDT │ 49 │ 2.57 │ 875.875 │ 87.59 │ 13 days, 18:47:00 │ 44 0 5 89.8 │
│ TOTAL │ 49 │ 2.64 │ 680.535 │ 68.05 │ 14 days, 0:38:00 │ 44 0 5 89.8 │ │ TOTAL │ 49 │ 2.57 │ 875.875 │ 87.59 │ 13 days, 18:47:00 │ 44 0 5 89.8 │
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘ └──────────┴────────┴──────────────┴─────────────────┴──────────────┴───────────────────┴────────────────────────┘
LEFT OPEN TRADES REPORT LEFT OPEN TRADES REPORT
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ ┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ BTC/USDT │ 1 │ -27.24 │ -629.763 │ -62.98 │ 98 days, 12:00:00 │ 0 0 1 0 │ │ BTC/USDT │ 1 │ -33.11 │ -929.817 │ -92.98 │ 98 days, 12:00:00 │ 0 0 1 0 │
│ TOTAL │ 1 │ -27.24 │ -629.763 │ -62.98 │ 98 days, 12:00:00 │ 0 0 1 0 │ │ TOTAL │ 1 │ -33.11 │ -929.817 │ -92.98 │ 98 days, 12:00:00 │ 0 0 1 0 │
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴───────────────────┴────────────────────────┘ └──────────┴────────┴──────────────┴─────────────────┴──────────────┴───────────────────┴────────────────────────┘
ENTER TAG STATS ENTER TAG STATS
┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ ┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ god │ 49 │ 2.64 │ 680.535 │ 68.05 │ 14 days, 0:38:00 │ 44 0 5 89.8 │ │ god │ 49 │ 2.57 │ 875.875 │ 87.59 │ 13 days, 18:47:00 │ 44 0 5 89.8 │
│ TOTAL │ 49 │ 2.64 │ 680.535 │ 68.05 │ 14 days, 0:38:00 │ 44 0 5 89.8 │ │ TOTAL │ 49 │ 2.57 │ 875.875 │ 87.59 │ 13 days, 18:47:00 │ 44 0 5 89.8 │
└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘ └───────────┴─────────┴──────────────┴─────────────────┴──────────────┴───────────────────┴────────────────────────┘
EXIT REASON STATS EXIT REASON STATS
┏━━━━━━━━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┏━━━━━━━━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ ┡━━━━━━━━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ momentum_drop │ 42 │ 3.77 │ 1324.780 │ 132.48 │ 14 days, 0:14:00 │ 42 0 0 100 │ │ momentum_drop │ 41 │ 3.91 │ 1816.893 │ 181.69 │ 14 days, 1:25:00 │ 41 0 0 100 │
│ trailing_stop_loss │ 6 │ -0.28 │ -14.483 │ -1.45 │ 1:30:00 │ 2 0 4 33.3 │ │ trailing_stop_loss │ 7 │ -0.14 │ -11.201 │ -1.12 │ 1:26:00 │ 3 0 4 42.9 │
│ force_exit │ 1 │ -27.24 │ -629.763 │ -62.98 │ 98 days, 12:00:00 │ 0 0 1 0 │ │ force_exit │ 1 │ -33.11 │ -929.817 │ -92.98 │ 98 days, 12:00:00 │ 0 0 1 0 │
│ TOTAL │ 49 │ 2.64 │ 680.535 │ 68.05 │ 14 days, 0:38:00 │ 44 0 5 89.8 │ │ TOTAL │ 49 │ 2.57 │ 875.875 │ 87.59 │ 13 days, 18:47:00 │ 44 0 5 89.8 │
└────────────────────┴───────┴──────────────┴─────────────────┴──────────────┴───────────────────┴────────────────────────┘ └────────────────────┴───────┴──────────────┴─────────────────┴──────────────┴───────────────────┴────────────────────────┘
MIXED TAG STATS MIXED TAG STATS
┏━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┏━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ ┡━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ god │ momentum_drop │ 42 │ 3.77 │ 1324.780 │ 132.48 │ 14 days, 0:14:00 │ 42 0 0 100 │ │ god │ momentum_drop │ 41 │ 3.91 │ 1816.893 │ 181.69 │ 14 days, 1:25:00 │ 41 0 0 100 │
│ god │ trailing_stop_loss │ 6 │ -0.28 │ -14.483 │ -1.45 │ 1:30:00 │ 2 0 4 33.3 │ │ god │ trailing_stop_loss │ 7 │ -0.14 │ -11.201 │ -1.12 │ 1:26:00 │ 3 0 4 42.9 │
│ god │ force_exit │ 1 │ -27.24 │ -629.763 │ -62.98 │ 98 days, 12:00:00 │ 0 0 1 0 │ │ god │ force_exit │ 1 │ -33.11 │ -929.817 │ -92.98 │ 98 days, 12:00:00 │ 0 0 1 0 │
│ TOTAL │ │ 49 │ 2.64 │ 680.535 │ 68.05 │ 14 days, 0:38:00 │ 44 0 5 89.8 │ │ TOTAL │ │ 49 │ 2.57 │ 875.875 │ 87.59 │ 13 days, 18:47:00 │ 44 0 5 89.8 │
└───────────┴────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴───────────────────┴────────────────────────┘ └───────────┴────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴───────────────────┴────────────────────────┘
MONTH BREAKDOWN MONTH BREAKDOWN
┏━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┏━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Month ┃ Trades ┃ Tot Profit USDT ┃ Profit Factor ┃ Win Draw Loss Win% ┃ ┃ Month ┃ Trades ┃ Tot Profit USDT ┃ Profit Factor ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ ┡━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ 31/01/2024 │ 2 │ 30.559 │ 0.0 │ 2 0 0 100 │ │ 31/01/2024 │ 2 │ 69.712 │ 0.0 │ 2 0 0 100 │
│ 29/02/2024 │ 7 │ 155.223 │ 0.0 │ 7 0 0 100 │ │ 29/02/2024 │ 7 │ 135.735 │ 0.0 │ 7 0 0 100 │
│ 31/03/2024 │ 6 │ 130.898 │ 33.94 │ 5 0 1 83.3 │ │ 31/03/2024 │ 5 │ 107.411 │ 27.59 │ 4 0 1 80.0 │
│ 30/04/2024 │ 1 │ 14.465 │ 0.0 │ 1 0 0 100 │ │ 30/04/2024 │ 1 │ 42.164 │ 0.0 │ 1 0 0 100 │
│ 31/05/2024 │ 1 │ 77.139 │ 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 │ │ 30/06/2024 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
│ 31/07/2024 │ 1 │ 21.35 │ 0.0 │ 1 0 0 100 │ │ 31/07/2024 │ 1 │ 29.811 │ 0.0 │ 1 0 0 100 │
│ 31/08/2024 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ │ 31/08/2024 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
│ 30/09/2024 │ 1 │ 16.997 │ 0.0 │ 1 0 0 100 │ │ 30/09/2024 │ 1 │ 64.566 │ 0.0 │ 1 0 0 100 │
│ 31/10/2024 │ 4 │ 122.332 │ 18.65 │ 3 0 1 75.0 │ │ 31/10/2024 │ 4 │ 90.36 │ 14.05 │ 3 0 1 75.0 │
│ 30/11/2024 │ 8 │ 178.685 │ 12.58 │ 6 0 2 75.0 │ │ 30/11/2024 │ 8 │ 244.958 │ 16.29 │ 6 0 2 75.0 │
│ 31/12/2024 │ 3 │ 61.642 │ 0.0 │ 3 0 0 100 │ │ 31/12/2024 │ 4 │ 164.449 │ 0.0 │ 4 0 0 100 │
│ 31/01/2025 │ 2 │ 100.148 │ 0.0 │ 2 0 0 100 │ │ 31/01/2025 │ 2 │ 107.814 │ 0.0 │ 2 0 0 100 │
│ 28/02/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ │ 28/02/2025 │ 1 │ 57.354 │ 0.0 │ 1 0 0 100 │
│ 31/03/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ │ 31/03/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
│ 30/04/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ │ 30/04/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
│ 31/05/2025 │ 3 │ 71.136 │ 0.0 │ 3 0 0 100 │ │ 31/05/2025 │ 4 │ 157.518 │ 0.0 │ 4 0 0 100 │
│ 30/06/2025 │ 2 │ 92.872 │ 0.0 │ 2 0 0 100 │ │ 30/06/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
│ 31/07/2025 │ 2 │ 82.561 │ 0.0 │ 2 0 0 100 │ │ 31/07/2025 │ 2 │ 205.478 │ 0.0 │ 2 0 0 100 │
│ 31/08/2025 │ 2 │ 68.278 │ 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 │ │ 30/09/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
│ 31/10/2025 │ 3 │ 86.012 │ 0.0 │ 3 0 0 100 │ │ 31/10/2025 │ 3 │ 204.37 │ 0.0 │ 3 0 0 100 │
│ 30/11/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ │ 30/11/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
│ 31/12/2025 │ 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 │ │ 31/01/2026 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
│ 28/02/2026 │ 1 │ -629.763 │ 0.0 │ 0 0 1 0 │ │ 28/02/2026 │ 1 │ -929.817 │ 0.0 │ 0 0 1 0 │
└────────────┴────────┴─────────────────┴───────────────┴────────────────────────┘ └────────────┴────────┴─────────────────┴───────────────┴────────────────────────┘
SUMMARY METRICS SUMMARY METRICS
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓ ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
@@ -79,49 +79,49 @@
│ │ │ │ │ │
│ Total/Daily Avg Trades │ 49 / 0.06 │ │ Total/Daily Avg Trades │ 49 / 0.06 │
│ Starting balance │ 1000 USDT │ │ Starting balance │ 1000 USDT │
│ Final balance │ 1680.535 USDT │ │ Final balance │ 1875.875 USDT │
│ Absolute profit │ 680.535 USDT │ │ Absolute profit │ 875.875 USDT │
│ Total profit % │ 68.05% │ │ Total profit % │ 87.59% │
│ CAGR % │ 27.86% │ │ CAGR % │ 34.69% │
│ Sortino │ 0.07 │ │ Sortino │ 0.06 │
│ Sharpe │ 0.18 │ │ Sharpe │ 0.15 │
│ Calmar │ 6.19 │ │ Calmar │ 6.55 │
│ SQN │ 1.02 │ │ SQN │ 0.88 │
│ Profit factor │ 2.04 │ │ Profit factor │ 1.92 │
│ Expectancy (Ratio) │ 13.89 (0.11) │ │ Expectancy (Ratio) │ 17.87 (0.09) │
│ Avg. daily profit │ 0.883 USDT │ │ Avg. daily profit │ 1.136 USDT │
│ Avg. stake amount │ 879.203 USDT │ │ Avg. stake amount │ 1151.422 USDT │
│ Total trade volume │ 87016.262 USDT │ │ Total trade volume │ 113942.886 USDT │
│ │ │ │ │ │
│ Best Pair │ BTC/USDT 68.05% │ │ Best Pair │ BTC/USDT 87.59% │
│ Worst Pair │ BTC/USDT 68.05% │ │ Worst Pair │ BTC/USDT 87.59% │
│ Best trade │ BTC/USDT 8.49% │ │ Best trade │ BTC/USDT 8.49% │
│ Worst trade │ BTC/USDT -27.24% │ │ Worst trade │ BTC/USDT -33.11% │
│ Best day │ 77.139 USDT │ │ Best day │ 168.071 USDT │
│ Worst day │ -629.763 USDT │ │ Worst day │ -929.817 USDT │
│ Days win/draw/lose │ 44 / 723 / 4 │ │ Days win/draw/lose │ 43 / 724 / 4 │
│ Min/Max/Avg. Duration Winners │ 0d 01:00 / 96d 06:00 / 13d 09:00 │ │ 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 │ │ Min/Max/Avg. Duration Losers │ 0d 00:00 / 98d 12:00 / 19d 18:12 │
│ Max Consecutive Wins / Loss │ 18 / 1 │ │ Max Consecutive Wins / Loss │ 19 / 1 │
│ Rejected Entry signals │ 0 │ │ Rejected Entry signals │ 0 │
│ Entry/Exit Timeouts │ 0 / 0 │ │ Entry/Exit Timeouts │ 0 / 0 │
│ │ │ │ │ │
│ Min balance │ 1019.449 USDT │ │ Min balance │ 1019.449 USDT │
│ Max balance │ 2310.297 USDT │ │ Max balance │ 2805.692 USDT │
│ Max % of account underwater │ 27.26% │ │ Max % of account underwater │ 33.14% │
│ Absolute drawdown │ 629.763 USDT (27.26%) │ │ Absolute drawdown │ 929.817 USDT (33.14%) │
│ Drawdown duration │ 107 days 09:00:00 │ │ Drawdown duration │ 112 days 06:00:00 │
│ Profit at drawdown start │ 1310.297 USDT │ │ Profit at drawdown start │ 1805.692 USDT │
│ Profit at drawdown end │ 680.535 USDT │ │ Profit at drawdown end │ 875.875 USDT │
│ Drawdown start │ 2025-10-25 15:00:00 │ │ Drawdown start │ 2025-10-20 18:00:00 │
│ Drawdown end │ 2026-02-10 00:00:00 │ │ Drawdown end │ 2026-02-10 00:00:00 │
│ Market change │ 64.40% │ │ Market change │ 64.40% │
└───────────────────────────────┴──────────────────────────────────┘ └───────────────────────────────┴──────────────────────────────────┘
Backtested 2024-01-01 00:00:00 -> 2026-02-10 00:00:00 | Max open trades : 1 Backtested 2024-01-01 00:00:00 -> 2026-02-10 00:00:00 | Max open trades : 1
STRATEGY SUMMARY STRATEGY SUMMARY
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━┓ ┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━┓
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃ ┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━┩ ┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━┩
│ Empty │ 49 │ 2.64 │ 680.535 │ 68.05 │ 14 days, 0:38:00 │ 44 0 5 89.8 │ 629.763 USDT 27.26% │ │ Empty │ 49 │ 2.57 │ 875.875 │ 87.59 │ 13 days, 18:47:00 │ 44 0 5 89.8 │ 929.817 USDT 33.14% │
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┴──────────────────────┘ └──────────┴────────┴──────────────┴─────────────────┴──────────────┴───────────────────┴────────────────────────┴──────────────────────┘