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Author SHA1 Message Date
Jérôme Delacotte
123804b5f3 ┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━┓
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃     Avg Duration ┃ Win  Draw  Loss  Win% ┃             Drawdown ┃
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━┩
│    Empty │     59 │         3.30 │        4263.790 │       426.38 │ 6 days, 23:28:00 │        33     0    26 │ 603.373 USDT  18.82% │
2026-02-28 18:58:41 +01:00
Jérôme Delacotte
f5bf4a4ac1 delete CustomPerformanceLoss 2026-02-27 18:21:58 +01:00
4 changed files with 513 additions and 395 deletions

View File

@@ -1,30 +0,0 @@
from freqtrade.optimize.hyperopt import IHyperOptLoss
from math import sqrt
class CustomPerformanceLoss(IHyperOptLoss):
@staticmethod
def hyperopt_loss_function(results, trade_count, *args, **kwargs):
total_profit = results['profit_total_abs']
max_dd = results['max_drawdown']
profit_factor = results['profit_factor']
sqn = results['sqn']
# Sécurité minimale
if trade_count < 30:
return 1000
# Éviter division par zéro
if max_dd == 0:
max_dd = 0.0001
# Score principal
performance_score = (
(profit_factor * sqn * total_profit)
/ (max_dd ** 1.5)
)
# On retourne l'inverse car hyperopt minimise
return -performance_score

View File

@@ -2,7 +2,7 @@
"strategy_name": "Empty", "strategy_name": "Empty",
"params": { "params": {
"roi": { "roi": {
"0": 10 "0": 5
}, },
"stoploss": { "stoploss": {
"stoploss": -1.0 "stoploss": -1.0
@@ -14,26 +14,33 @@
"trailing_only_offset_is_reached": false "trailing_only_offset_is_reached": false
}, },
"max_open_trades": { "max_open_trades": {
"max_open_trades": 1 "max_open_trades": 20
},
"buy": {
"buy_deriv1_sma12d": -0.05,
"buy_deriv1_sma5d": -0.03,
"buy_deriv1_sma60": 0.0,
"buy_deriv2_sma12d": 0.0,
"buy_deriv2_sma5d": -0.07,
"buy_deriv2_sma60": -0.003,
"buy_longue": 200
}, },
"protection": { "protection": {
"drop_from_last_entry": 0.0 "b30_indicateur": "sma36",
"baisse": 0.33,
"drop_from_last_entry": -0.03
},
"buy": {
"buy_deriv1_sma12d": -0.04,
"buy_deriv1_sma5d": -0.02,
"buy_deriv1_sma60": 0.001,
"buy_deriv2_sma12d": -0.02,
"buy_deriv2_sma5d": 0.0,
"buy_deriv2_sma60": -0.001,
"buy_longue": 160,
"buy_longue_derive": "sma80_deriv1_1d",
"start_bear_deriv1": -0.004,
"start_bear_deriv2": 0.002,
"start_bear_indicator": "sma80",
"start_bull_deriv1": 0.001,
"start_bull_deriv2": -0.002,
"start_bull_indicator": "sma120"
}, },
"sell": { "sell": {
"sell_crossed_sma_indicators": "sma60", "sell_score_indicator": "sma24_score"
"sell_score_indicator": "sma60_score",
"sell_sma_indicators": "sma48_1d"
} }
}, },
"ft_stratparam_v": 1, "ft_stratparam_v": 1,
"export_time": "2026-02-26 20:23:41.717021+00:00" "export_time": "2026-02-28 17:28:20.867470+00:00"
} }

561
Empty.py
View File

@@ -39,19 +39,24 @@ timeperiods = [3, 5, 12, 24, 36, 48, 60]
long_timeperiods = [80, 100, 120, 140, 160, 180, 200] long_timeperiods = [80, 100, 120, 140, 160, 180, 200]
sma_indicators = list() sma_indicators = list()
sma_indicators_h = list()
sma_indicators_d = list()
score_indicators = list() score_indicators = list()
stop_buying_indicators = list() stop_buying_indicators = list()
god_genes_with_timeperiod = list() sma_deriv1_indicators = list()
for timeperiod in timeperiods: for timeperiod in timeperiods:
sma_indicators.append(f"sma{timeperiod}") sma_indicators.append(f"sma{timeperiod}")
sma_indicators_h.append(f"sma{timeperiod}")
sma_indicators_d.append(f"sma{timeperiod}")
sma_indicators.append(f"sma{timeperiod}_1d") sma_indicators.append(f"sma{timeperiod}_1d")
# god_genes_with_timeperiod.append(f'max{timeperiod}') # god_genes_with_timeperiod.append(f'max{timeperiod}')
# god_genes_with_timeperiod.append(f'min{timeperiod}') # god_genes_with_timeperiod.append(f'min{timeperiod}')
# god_genes_with_timeperiod.append(f"percent{timeperiod}") # god_genes_with_timeperiod.append(f"percent{timeperiod}")
# god_genes_with_timeperiod.append(f"sma{timeperiod}") # god_genes_with_timeperiod.append(f"sma{timeperiod}")
god_genes_with_timeperiod.append(f"sma{timeperiod}_deriv1") # sma_deriv1_indicators.append(f"sma{timeperiod}_deriv1")
god_genes_with_timeperiod.append(f"sma{timeperiod}_deriv2") sma_deriv1_indicators.append(f"sma{timeperiod}_deriv1")
god_genes_with_timeperiod.append(f"sma{timeperiod}_score") # sma_deriv1_indicators.append(f"sma{timeperiod}_deriv2")
# sma_deriv1_indicators.append(f"sma{timeperiod}_score")
# stoploss_indicators.append(f"stop_buying{timeperiod}") # stoploss_indicators.append(f"stop_buying{timeperiod}")
stop_buying_indicators.append(f"stop_buying{timeperiod}_1d") stop_buying_indicators.append(f"stop_buying{timeperiod}_1d")
@@ -63,29 +68,10 @@ for timeperiod in timeperiods:
# god_genes_with_timeperiod.append(f"sma{timeperiod}_trend_down") # god_genes_with_timeperiod.append(f"sma{timeperiod}_trend_down")
# 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")
for timeperiod in long_timeperiods:
sma_deriv1_indicators.append(f"sma{timeperiod}_deriv1_1d")
sma_indicators_d.append(f"sma{timeperiod}")
operators = [
"D", # Disabled gene
">", # Indicator, bigger than cross indicator
"<", # Indicator, smaller than cross indicator
"=", # Indicator, equal with cross indicator
"C", # Indicator, crossed the cross indicator
"CA", # Indicator, crossed above the cross indicator
"CB", # Indicator, crossed below the cross indicator
# ">R", # Normalized indicator, bigger than real number
# "=R", # Normalized indicator, equal with real number
# "<R", # Normalized indicator, smaller than real number
# "/>R", # Normalized indicator devided to cross indicator, bigger than real number
# "/=R", # Normalized indicator devided to cross indicator, equal with real number
# "/<R", # Normalized indicator devided to cross indicator, smaller than real number
# "UT", # Indicator, is in UpTrend status
# "DT", # Indicator, is in DownTrend status
# "OT", # Indicator, is in Off trend status(RANGE)
# "CUT", # Indicator, Entered to UpTrend status
# "CDT", # Indicator, Entered to DownTrend status
# "COT" # Indicator, Entered to Off trend status(RANGE)
]
# number of candles to check up,don,off trend. # number of candles to check up,don,off trend.
TREND_CHECK_CANDLES = 4 TREND_CHECK_CANDLES = 4
DECIMALS = 1 DECIMALS = 1
@@ -94,169 +80,6 @@ def normalize(df):
df = (df-df.min())/(df.max()-df.min()) df = (df-df.min())/(df.max()-df.min())
return df return df
def gene_calculator(dataframe, indicator):
# print(indicator)
# Cuz Timeperiods not effect calculating CDL patterns recognations
if 'CDL' in indicator:
splited_indicator = indicator.split('-')
splited_indicator[1] = "0"
new_indicator = "-".join(splited_indicator)
# print(indicator, new_indicator)
indicator = new_indicator
gene = indicator.split("-")
gene_name = gene[0]
gene_len = len(gene)
# print(f"GENE {gene_name} {gene_len} {indicator}")
if gene_name in dataframe.keys():
# print(f"{indicator}, calculated befoure")
# print(len(dataframe.keys()))
return dataframe[gene_name]
if indicator in dataframe.keys():
# print(f"{indicator}, calculated befoure")
# print(len(dataframe.keys()))
return dataframe[indicator]
else:
result = None
# For Pattern Recognations
if gene_len == 1:
# print('gene_len == 1\t', indicator)
result = getattr(talib, gene_name)(
dataframe
)
return normalize(result)
elif gene_len == 2:
# print('gene_len == 2\t', indicator)
gene_timeperiod = int(gene[1])
result = getattr(talib, gene_name)(
dataframe,
timeperiod=gene_timeperiod,
)
return normalize(result)
# For
elif gene_len == 3:
# print('gene_len == 3\t', indicator)
gene_timeperiod = int(gene[2])
gene_index = int(gene[1])
result = getattr(talib, gene_name)(
dataframe,
timeperiod=gene_timeperiod,
).iloc[:, gene_index]
return normalize(result)
# For trend operators(MA-5-SMA-4)
elif gene_len == 4:
# print('gene_len == 4\t', indicator)
gene_timeperiod = int(gene[1])
sharp_indicator = f'{gene_name}-{gene_timeperiod}'
dataframe[sharp_indicator] = getattr(talib, gene_name)(
dataframe,
timeperiod=gene_timeperiod,
)
return normalize(talib.SMA(dataframe[sharp_indicator].fillna(0), TREND_CHECK_CANDLES))
# For trend operators(STOCH-0-4-SMA-4)
elif gene_len == 5:
# print('gene_len == 5\t', indicator)
gene_timeperiod = int(gene[2])
gene_index = int(gene[1])
sharp_indicator = f'{gene_name}-{gene_index}-{gene_timeperiod}'
dataframe[sharp_indicator] = getattr(talib, gene_name)(
dataframe,
timeperiod=gene_timeperiod,
).iloc[:, gene_index]
return normalize(talib.SMA(dataframe[sharp_indicator].fillna(0), TREND_CHECK_CANDLES))
def condition_generator(dataframe, operator, indicator, crossed_indicator, real_num):
condition = (dataframe['volume'] > 10)
# TODO : it ill callculated in populate indicators.
pd.set_option('display.max_rows', None)
pd.set_option('display.max_columns', None)
pd.set_option("display.width", 200)
# print(f"{indicator} {crossed_indicator} {real_num}")
dataframe[indicator] = gene_calculator(dataframe, indicator)
dataframe[crossed_indicator] = gene_calculator(dataframe, crossed_indicator)
indicator_trend_sma = f"{indicator}-SMA-{TREND_CHECK_CANDLES}"
if operator in ["UT", "DT", "OT", "CUT", "CDT", "COT"]:
dataframe[indicator_trend_sma] = gene_calculator(dataframe, indicator_trend_sma)
if operator == ">":
condition = (dataframe[indicator] > dataframe[crossed_indicator])
elif operator == "=":
condition = (np.isclose(dataframe[indicator], dataframe[crossed_indicator]))
elif operator == "<":
condition = (dataframe[indicator] < dataframe[crossed_indicator])
elif operator == "C":
condition = (
(qtpylib.crossed_below(dataframe[indicator], dataframe[crossed_indicator])) |
(qtpylib.crossed_above(
dataframe[indicator], dataframe[crossed_indicator]))
)
elif operator == "CA":
condition = (qtpylib.crossed_above(dataframe[indicator], dataframe[crossed_indicator]))
elif operator == "CB":
condition = (qtpylib.crossed_below(dataframe[indicator], dataframe[crossed_indicator]))
elif operator == ">R":
condition = (dataframe[indicator] > real_num)
elif operator == "=R":
condition = (np.isclose(dataframe[indicator], real_num))
elif operator == "<R":
condition = (dataframe[indicator] < real_num)
elif operator == "/>R":
condition = (dataframe[indicator].div(dataframe[crossed_indicator]) > real_num)
elif operator == "/=R":
condition = (np.isclose(dataframe[indicator].div(dataframe[crossed_indicator]), real_num))
elif operator == "/<R":
condition = (dataframe[indicator].div(dataframe[crossed_indicator]) < real_num)
elif operator == "UT":
condition = (dataframe[indicator] > dataframe[indicator_trend_sma])
elif operator == "DT":
condition = (dataframe[indicator] < dataframe[indicator_trend_sma])
elif operator == "OT":
condition = (np.isclose(dataframe[indicator], dataframe[indicator_trend_sma]))
elif operator == "CUT":
condition = (
(
qtpylib.crossed_above(dataframe[indicator],dataframe[indicator_trend_sma])
) & (
dataframe[indicator] > dataframe[indicator_trend_sma]
)
)
elif operator == "CDT":
condition = (
(
qtpylib.crossed_below(dataframe[indicator], dataframe[indicator_trend_sma])
) &
(
dataframe[indicator] < dataframe[indicator_trend_sma]
)
)
elif operator == "COT":
condition = (
(
(
qtpylib.crossed_below(dataframe[indicator], dataframe[indicator_trend_sma])
) |
(
qtpylib.crossed_above(dataframe[indicator], dataframe[indicator_trend_sma])
)
) &
(
np.isclose(dataframe[indicator], dataframe[indicator_trend_sma])
)
)
return condition, dataframe
# #########################################################################################################################
# This class is a sample. Feel free to customize it. # This class is a sample. Feel free to customize it.
class Empty(IStrategy): class Empty(IStrategy):
@@ -364,6 +187,14 @@ class Empty(IStrategy):
} }
} }
start_bull_indicator = CategoricalParameter(sma_indicators_d, default='sma100', space='buy', optimize=True, load=True)
start_bull_deriv1 = DecimalParameter(-0.005, 0.005, decimals=3, default=0, space='buy', optimize=True, load=True)
start_bull_deriv2 = DecimalParameter(-0.005, 0.005, decimals=3, default=0, space='buy', optimize=True, load=True)
start_bear_indicator = CategoricalParameter(sma_indicators_d, default='sma100', space='buy', optimize=True, load=True)
start_bear_deriv1 = DecimalParameter(-0.005, 0.005, decimals=3, default=0, space='buy', optimize=True, load=True)
start_bear_deriv2 = DecimalParameter(-0.005, 0.005, decimals=3, default=0, space='buy', optimize=True, load=True)
buy_deriv1_sma60 = DecimalParameter(-0.005, 0.005, decimals=3, default=0, space='buy', optimize=False, load=True) buy_deriv1_sma60 = DecimalParameter(-0.005, 0.005, decimals=3, default=0, space='buy', optimize=False, load=True)
buy_deriv1_sma5d = DecimalParameter(-0.07, 0.07, decimals=2, default=0, space='buy', optimize=False, load=True) buy_deriv1_sma5d = DecimalParameter(-0.07, 0.07, decimals=2, default=0, space='buy', optimize=False, load=True)
buy_deriv1_sma12d = DecimalParameter(-0.07, 0.07, decimals=2, default=0, space='buy', optimize=False, load=True) buy_deriv1_sma12d = DecimalParameter(-0.07, 0.07, decimals=2, default=0, space='buy', optimize=False, load=True)
@@ -372,48 +203,24 @@ class Empty(IStrategy):
buy_deriv2_sma5d = DecimalParameter(-0.07, 0.07, decimals=2, default=0, space='buy', optimize=False, load=True) buy_deriv2_sma5d = DecimalParameter(-0.07, 0.07, decimals=2, default=0, space='buy', optimize=False, load=True)
buy_deriv2_sma12d = DecimalParameter(-0.07, 0.07, decimals=2, default=0, space='buy', optimize=False, load=True) buy_deriv2_sma12d = DecimalParameter(-0.07, 0.07, decimals=2, default=0, space='buy', optimize=False, load=True)
buy_longue = CategoricalParameter(long_timeperiods, default=120, space='buy') buy_longue = CategoricalParameter(long_timeperiods, default=120, space='buy', optimize=False, load=True)
buy_longue_derive = CategoricalParameter(sma_deriv1_indicators, default="sma60_deriv1_1d", space='buy', optimize=False, load=True)
# Buy Hyperoptable Parameters/Spaces.
# buy_crossed_indicator0 = CategoricalParameter(god_genes_with_timeperiod, default="ADD-20", space='buy')
# buy_crossed_indicator1 = CategoricalParameter(god_genes_with_timeperiod, default="ASIN-6", space='buy')
# buy_crossed_indicator2 = CategoricalParameter(god_genes_with_timeperiod, default="CDLEVENINGSTAR-50", space='buy')
#
# buy_indicator0 = CategoricalParameter(god_genes_with_timeperiod, default="SMA-100", space='buy')
# buy_indicator1 = CategoricalParameter(god_genes_with_timeperiod, default="WILLR-50", space='buy')
# buy_indicator2 = CategoricalParameter(god_genes_with_timeperiod, default="CDLHANGINGMAN-20", space='buy')
#
# buy_operator0 = CategoricalParameter(operators, default="/<R", space='buy')
# buy_operator1 = CategoricalParameter(operators, default="<R", space='buy')
# buy_operator2 = CategoricalParameter(operators, default="CB", space='buy')
#
# buy_real_num0 = DecimalParameter(-1, 1, decimals=DECIMALS, default=0, space='buy')
# buy_real_num1 = DecimalParameter(-1, 1, decimals=DECIMALS, default=0, space='buy')
# buy_real_num2 = DecimalParameter(-1, 1, decimals=DECIMALS, default=0, space='buy')
# Sell Hyperoptable Parameters/Spaces.
# sell_crossed_indicator0 = CategoricalParameter(god_genes_with_timeperiod, default="CDLSHOOTINGSTAR-150", space='sell')
# sell_crossed_indicator1 = CategoricalParameter(god_genes_with_timeperiod, default="MAMA-1-100", space='sell')
# sell_crossed_indicator2 = CategoricalParameter(god_genes_with_timeperiod, default="CDLMATHOLD-6", space='sell')
#
# sell_indicator0 = CategoricalParameter(god_genes_with_timeperiod, default="CDLUPSIDEGAP2CROWS-5", space='sell')
# sell_indicator1 = CategoricalParameter(god_genes_with_timeperiod, default="CDLHARAMICROSS-150", space='sell')
# sell_indicator2 = CategoricalParameter(god_genes_with_timeperiod, default="CDL2CROWS-5", space='sell')
#
# sell_operator0 = CategoricalParameter(operators, default="<R", space='sell')
# sell_operator1 = CategoricalParameter(operators, default="D", space='sell')
# sell_operator2 = CategoricalParameter(operators, default="/>R", space='sell')
#
# sell_real_num0 = DecimalParameter(-1, 1, decimals=DECIMALS, default=0, space='sell')
# sell_real_num1 = DecimalParameter(-1, 1, decimals=DECIMALS, default=0, space='sell')
# sell_real_num2 = DecimalParameter(-1, 1, decimals=DECIMALS, default=0, space='sell')
sell_score_indicator = CategoricalParameter(score_indicators, default="sma24_score", space='sell') sell_score_indicator = CategoricalParameter(score_indicators, default="sma24_score", space='sell')
sell_sma_indicators = CategoricalParameter(sma_indicators, default="sma24_score", space='sell') # sell_sma_indicators = CategoricalParameter(sma_indicators, default="sma24_score", space='sell')
sell_crossed_sma_indicators = CategoricalParameter(sma_indicators, default="sma24_score", space='sell') # sell_crossed_sma_indicators = CategoricalParameter(sma_indicators, default="sma24_score", space='sell')
drop_from_last_entry = DecimalParameter(-0.1, 0, decimals=2, default=-0.025, space='protection', optimize=False, load=True)
# baisses = list()
# for i in range(0, 0.5, 0.05):
# baisses.append(i)
baisse = DecimalParameter(0, 0.5, decimals=2, default=0.3, space='protection', optimize=True, load=True)
b30_indicateur = CategoricalParameter(sma_indicators_h, default="sma36", space='protection', optimize=True, load=True)
# lost_indicator = CategoricalParameter(sma_deriv1_indicators, default="sma5_deriv1", space='protection')
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')
@@ -438,12 +245,23 @@ class Empty(IStrategy):
# #
# range_pos = (last_candle['close'] - range_min) / (range_max - range_min) # range_pos = (last_candle['close'] - range_min) / (range_max - range_min)
range_pos = last_candle[f"range_pos"] # range_pos = last_candle[f"range_pos"]
sl_min = self.wallets.get_available_stake_amount() / 6 # sl_min = self.wallets.get_available_stake_amount() / 6
sl_max = self.wallets.get_available_stake_amount() / 2 # sl_max = self.wallets.get_available_stake_amount() / 2
#
# amount = sl_min + (1 - range_pos) * (sl_max - sl_min)
if last_candle['enter_tag'] == 'fall':
amount = self.wallets.get_available_stake_amount() / 5
else:
amount = self.wallets.get_available_stake_amount() # / (2 * self.pairs[pair]['count_of_lost'] + 1)
amount = sl_min + (1 - range_pos) * (sl_max - sl_min) # factor = 1
amount = self.wallets.get_available_stake_amount() #
# if self.pairs[pair]['last_trade'] is not None \
# and self.pairs[pair]['last_trade'].close_profit is not None \
# and self.pairs[pair]['last_trade'].close_profit > 0.01:
# factor = self.pairs[pair]['last_trade'].close_profit / 0.01
# amount = amount / factor
return min(amount, self.wallets.get_available_stake_amount()) return min(amount, self.wallets.get_available_stake_amount())
@@ -546,6 +364,9 @@ class Empty(IStrategy):
last_candle_2 = dataframe.iloc[-2].squeeze() last_candle_2 = dataframe.iloc[-2].squeeze()
last_candle_3 = dataframe.iloc[-3].squeeze() last_candle_3 = dataframe.iloc[-3].squeeze()
# if (last_candle['has_cross_min_6'] and last_candle['sma60_deriv1'] > 0) or (last_candle['sma12_inv_1d']):
# self.pairs[pair]['count_of_lost'] = 0
condition = False if self.pairs[pair]['count_of_lost'] >= 1 \ condition = False if self.pairs[pair]['count_of_lost'] >= 1 \
and (last_candle['sma12_deriv1_1d'] < 0.001 \ and (last_candle['sma12_deriv1_1d'] < 0.001 \
or last_candle['sma12_deriv2_1d'] < 0.001) else True or last_candle['sma12_deriv2_1d'] < 0.001) else True
@@ -619,19 +440,19 @@ class Empty(IStrategy):
buys=1, buys=1,
stake=round(stake_amount, 2) stake=round(stake_amount, 2)
) )
else: # else:
self.log_trade( # self.log_trade(
last_candle=last_candle, # last_candle=last_candle,
date=current_time, # date=current_time,
action=("🟩Buy" if allow_to_buy else "Canceled") + " " + reason, # action=("🟩Buy" if allow_to_buy else "Canceled") + " " + reason,
pair=pair, # pair=pair,
rate=rate, # rate=rate,
dispo=dispo, # dispo=dispo,
profit=0, # profit=0,
trade_type=entry_tag, # trade_type=entry_tag,
buys=1, # buys=1,
stake=0 # stake=0
) # )
return allow_to_buy return allow_to_buy
def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float, rate: float, def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float, rate: float,
@@ -701,6 +522,8 @@ class Empty(IStrategy):
self.pairs[pair]['max_profit'] = max(self.pairs[pair]['max_profit'], profit) self.pairs[pair]['max_profit'] = max(self.pairs[pair]['max_profit'], profit)
max_profit = self.pairs[pair]['max_profit'] max_profit = self.pairs[pair]['max_profit']
# baisse_min = last_candle['close'] - last_candle['min12']
baisse = 0 baisse = 0
if profit > 0: if profit > 0:
baisse = 1 - (profit / max_profit) baisse = 1 - (profit / max_profit)
@@ -722,19 +545,19 @@ class Empty(IStrategy):
# buys=count_of_buys, # buys=count_of_buys,
# stake=0 # stake=0
# ) # )
# if self.pairs[pair]['current_trade'].enter_tag == 'fall':
# if current_profit < - 0.02 and last_candle[f"close"] <= last_candle['sma60'] and self.wallets.get_available_stake_amount() < 50:
# self.pairs[pair]['force_sell'] = True
# return 'sma60'
# else:
if current_profit < - 0.02 and last_candle[f"close"] <= last_candle['sma60']: if current_profit < - 0.02 and last_candle[f"close"] <= last_candle['sma60']:
self.pairs[pair]['force_sell'] = True self.pairs[pair]['force_sell'] = True
return 'sma60' return 'sma60'
cross = qtpylib.crossed_below(dataframe[self.sell_sma_indicators.value], dataframe[self.sell_crossed_sma_indicators.value]) if profit > max(5, expected_profit) and \
(baisse > self.baisse.value and last_candle[f"close"] <= last_candle[self.b30_indicateur.value]) \
# if profit > 0 and cross.iloc[-1]: and last_candle['hapercent'] <0 :
# self.pairs[pair]['force_sell'] = True
# return 'Cross'
if profit > max(5, expected_profit) and baisse > 0.30 and last_candle[f"close"] <= last_candle['sma36']:
# and last_candle['percent3'] < 0 and last_candle['percent5'] < 0:
self.pairs[pair]['force_sell'] = True self.pairs[pair]['force_sell'] = True
return 'B30' return 'B30'
@@ -827,7 +650,9 @@ class Empty(IStrategy):
dataframe['mid'] = dataframe['haopen'] + (dataframe['haclose'] - dataframe['haopen']) / 2 dataframe['mid'] = dataframe['haopen'] + (dataframe['haclose'] - dataframe['haopen']) / 2
dataframe['zero'] = 0 dataframe['zero'] = 0
dataframe[f"percent"] = dataframe['close'].pct_change()
for timeperiod in timeperiods: for timeperiod in timeperiods:
dataframe[f"mid_smooth{timeperiod}"] = dataframe['mid'].rolling(timeperiod).mean()
dataframe[f'max{timeperiod}'] = talib.MAX(dataframe['close'], timeperiod=timeperiod) dataframe[f'max{timeperiod}'] = talib.MAX(dataframe['close'], timeperiod=timeperiod)
dataframe[f'min{timeperiod}'] = talib.MIN(dataframe['close'], timeperiod=timeperiod) dataframe[f'min{timeperiod}'] = talib.MIN(dataframe['close'], timeperiod=timeperiod)
dataframe[f"percent{timeperiod}"] = dataframe['close'].pct_change(timeperiod) dataframe[f"percent{timeperiod}"] = dataframe['close'].pct_change(timeperiod)
@@ -853,11 +678,27 @@ class Empty(IStrategy):
for timeperiod in long_timeperiods: for timeperiod in long_timeperiods:
informative[f"sma{timeperiod}"] = informative['mid'].ewm(span=timeperiod, adjust=False).mean() informative[f"sma{timeperiod}"] = informative['mid'].ewm(span=timeperiod, adjust=False).mean()
self.calculeDerivees(informative, f"sma{timeperiod}", timeframe=self.timeframe, ema_period=timeperiod)
informative['rsi'] = talib.RSI(informative['close'], timeperiod=14) informative['rsi'] = talib.RSI(informative['close'], timeperiod=14)
self.calculeDerivees(informative, f"rsi", timeframe=self.timeframe, ema_period=14) self.calculeDerivees(informative, f"rsi", timeframe=self.timeframe, ema_period=14)
informative['max_rsi_12'] = talib.MAX(informative['rsi'], timeperiod=12) informative['max_rsi_12'] = talib.MAX(informative['rsi'], timeperiod=12)
informative['max_rsi_24'] = talib.MAX(informative['rsi'], timeperiod=24) informative['max_rsi_24'] = talib.MAX(informative['rsi'], timeperiod=24)
informative[f'stop_buying_deb'] = qtpylib.crossed_below(informative[f"sma12"], informative['sma36']) & (informative['close'] < informative['sma100'])
informative[f'stop_buying_end'] = qtpylib.crossed_above(informative[f"sma12"], informative['sma36']) & (informative['close'] > informative['sma100'])
latched = np.zeros(len(informative), dtype=bool)
for i in range(1, len(informative)):
if informative['stop_buying_deb'].iloc[i]:
latched[i] = True
elif informative['stop_buying_end'].iloc[i]:
latched[i] = False
else:
latched[i] = latched[i - 1]
informative['stop_buying'] = latched
dataframe = merge_informative_pair(dataframe, informative, self.timeframe, "1d", ffill=True) dataframe = merge_informative_pair(dataframe, informative, self.timeframe, "1d", ffill=True)
# ###################################################################################################### # ######################################################################################################
@@ -868,7 +709,8 @@ class Empty(IStrategy):
# dataframe['cross_sma60'] = qtpylib.crossed_below(dataframe[self.sell_sma_indicators.value], dataframe[self.sell_crossed_sma_indicators.value]) # dataframe['cross_sma60'] = qtpylib.crossed_below(dataframe[self.sell_sma_indicators.value], dataframe[self.sell_crossed_sma_indicators.value])
dataframe[f'stop_buying'] = qtpylib.crossed_below(dataframe[f"sma12"], dataframe['sma48']) dataframe[f'has_cross_min'] = qtpylib.crossed_above(dataframe[f"close"], dataframe['min60_1d'])
dataframe[f'has_cross_min_6'] = (dataframe['has_cross_min'].rolling(6).max() == 1)
dataframe['atr'] = talib.ATR(dataframe) dataframe['atr'] = talib.ATR(dataframe)
dataframe['rsi'] = talib.RSI(dataframe['close'], timeperiod=14) dataframe['rsi'] = talib.RSI(dataframe['close'], timeperiod=14)
@@ -891,62 +733,13 @@ class Empty(IStrategy):
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# dataframe.loc[
# (
# (dataframe['sma24_score'].shift(2) <= dataframe['zero'])
# & (dataframe['sma5'].shift(1) <= dataframe['sma5'])
# & (dataframe['sma5_inv'] == -1)
# & (dataframe['min24'].shift(3) == dataframe['min24'])
# ),
# 'buy'] = 1
conditions = list() conditions = list()
# # print(dataframe.columns) # #####################################################################################
# # CA MONTE !!
# buy_indicator = self.buy_indicator0.value # #####################################################################################
# buy_crossed_indicator = self.buy_crossed_indicator0.value # conditions.append(dataframe[f"{self.start_bull_indicator.value}_deriv1_1d" ] > self.start_bull_deriv1.value)
# buy_operator = self.buy_operator0.value # conditions.append(dataframe[f"{self.start_bull_indicator.value}_deriv2_1d"] > self.start_bull_deriv2.value)
# buy_real_num = self.buy_real_num0.value
# condition, dataframe = condition_generator(
# dataframe,
# buy_operator,
# buy_indicator,
# buy_crossed_indicator,
# buy_real_num
# )
# conditions.append(condition)
# # backup
# buy_indicator = self.buy_indicator1.value
# buy_crossed_indicator = self.buy_crossed_indicator1.value
# buy_operator = self.buy_operator1.value
# buy_real_num = self.buy_real_num1.value
#
# condition, dataframe = condition_generator(
# dataframe,
# buy_operator,
# buy_indicator,
# buy_crossed_indicator,
# buy_real_num
# )
# conditions.append(condition)
#
# buy_indicator = self.buy_indicator2.value
# buy_crossed_indicator = self.buy_crossed_indicator2.value
# buy_operator = self.buy_operator2.value
# buy_real_num = self.buy_real_num2.value
# condition, dataframe = condition_generator(
# dataframe,
# buy_operator,
# buy_indicator,
# buy_crossed_indicator,
# buy_real_num
# )
# conditions.append(condition)
# conditions.append((dataframe[self.stop_buying_indicator.value] == False) | (dataframe['range_pos'] < 0))
#conditions.append((dataframe[self.stop_buying_indicator.value] == False) | (dataframe['range_pos'] < 0))
conditions.append(dataframe['sma12_deriv1'] > self.buy_deriv1_sma60.value) conditions.append(dataframe['sma12_deriv1'] > self.buy_deriv1_sma60.value)
conditions.append(dataframe['sma5_deriv1_1d'] > self.buy_deriv1_sma5d.value) conditions.append(dataframe['sma5_deriv1_1d'] > self.buy_deriv1_sma5d.value)
conditions.append(dataframe['sma12_deriv1_1d'] > self.buy_deriv1_sma12d.value) conditions.append(dataframe['sma12_deriv1_1d'] > self.buy_deriv1_sma12d.value)
@@ -962,11 +755,6 @@ class Empty(IStrategy):
dynamic_rsi_threshold = 70 + 15 * np.tanh(dataframe["dist_sma200_1d"] * 5) dynamic_rsi_threshold = 70 + 15 * np.tanh(dataframe["dist_sma200_1d"] * 5)
conditions.append((dataframe['max_rsi_12_1d'] < dynamic_rsi_threshold)) conditions.append((dataframe['max_rsi_12_1d'] < dynamic_rsi_threshold))
# | (
# (dataframe['sma5_deriv1'] > 0) & (dataframe['sma12_deriv1'] > 0) & (dataframe['sma24_deriv1'] > 0) & (
# dataframe['sma48_deriv1'] > 0) & (dataframe['sma60_deriv1'] > 0) & (dataframe['sma5_deriv1_1d'] > 0))
# )
conditions.append(dataframe[f"close"] > dataframe['sma60']) conditions.append(dataframe[f"close"] > dataframe['sma60'])
conditions.append(((dataframe[f"range_pos"] < 0.05) ) | ((dataframe['sma12_deriv1'] > 0) & (dataframe['sma12_deriv2'] > 0))) conditions.append(((dataframe[f"range_pos"] < 0.05) ) | ((dataframe['sma12_deriv1'] > 0) & (dataframe['sma12_deriv2'] > 0)))
@@ -975,17 +763,84 @@ class Empty(IStrategy):
| (dataframe['sma60_inv_1d'] == -1) | (dataframe['sma60_inv_1d'] == -1)
) )
# print(f"BUY indicators tested \n"
# f"{self.buy_indicator0.value} {self.buy_crossed_indicator0.value} {self.buy_operator0.value} {self.buy_real_num0.value} \n"
# f"{self.buy_indicator1.value} {self.buy_crossed_indicator1.value} {self.buy_operator1.value} {self.buy_real_num1.value} \n"
# f"{self.buy_indicator2.value} {self.buy_crossed_indicator2.value} {self.buy_operator2.value} {self.buy_real_num2.value} \n"
# )
if conditions: if conditions:
dataframe.loc[ dataframe.loc[
reduce(lambda x, y: x & y, conditions), reduce(lambda x, y: x & y, conditions),
['enter_long', 'enter_tag'] ['enter_long', 'enter_tag']
] = (1, 'god') ] = (1, 'bull')
# #####################################################################################
# CA BAISSE !!
# "buy": {
# "buy_deriv1_sma12d": 0.0,
# "buy_deriv1_sma5d": 0.0,
# "buy_deriv1_sma60": 0.003,
# "buy_deriv2_sma12d": -0.03,
# "buy_deriv2_sma5d": 0.0,
# "buy_deriv2_sma60": -0.002,
# "buy_longue": 200,
# "buy_longue_derive": "sma160_deriv1_1d"
# },
# "protection": {
# "drop_from_last_entry": -0.03,
# "b30_indicateur": "sma3",
# "baisse": 0.31
# },
# #####################################################################################
conditions = list()
conditions.append(dataframe[f"{self.start_bear_indicator.value}_deriv1_1d" ] < self.start_bear_deriv1.value)
conditions.append(dataframe[f"{self.start_bear_indicator.value}_deriv2_1d"] < self.start_bear_deriv2.value)
conditions.append(dataframe['sma12_deriv1'] > 0.003)
conditions.append(dataframe['sma5_deriv1_1d'] > 0.0)
conditions.append(dataframe['sma12_deriv1_1d'] > 0.0)
conditions.append(dataframe['sma12_deriv2'] > -0.002)
conditions.append(dataframe['sma5_deriv2_1d'] > 0)
conditions.append(dataframe['sma12_deriv2_1d'] > -0.03)
conditions.append(dataframe['hapercent'] > 0)
# conditions.append(dataframe['percent12'] < 0.01)
# conditions.append(dataframe['percent5'] < 0.01)
conditions.append(dataframe['max_rsi_24'] < 80)
dynamic_rsi_threshold = 70 + 15 * np.tanh(dataframe["dist_sma200_1d"] * 5)
conditions.append((dataframe['max_rsi_12_1d'] < dynamic_rsi_threshold))
conditions.append(dataframe[f"close"] > dataframe['sma60'])
conditions.append(((dataframe[f"range_pos"] < 0.05) ) | ((dataframe['sma12_deriv1'] > 0) & (dataframe['sma12_deriv2'] > 0)))
conditions.append(
(dataframe['close_1d'] > dataframe[f'sma{self.buy_longue.value}_1d'])
| (dataframe['sma60_inv_1d'] == -1)
)
# if conditions:
# dataframe.loc[
# reduce(lambda x, y: x & y, conditions),
# ['enter_long', 'enter_tag']
# ] = (1, 'bear')
# conditions = list()
# conditions.append(dataframe['close_1d'] < dataframe[f'sma{self.buy_longue.value}_1d'])
# conditions.append(dataframe['has_cross_min'].rolling(6).max() == 1)
# conditions.append(dataframe['mid_smooth5'] > dataframe['mid_smooth5'].shift(1))
# conditions.append(dataframe['hapercent'] > 0)
# conditions.append(dataframe['percent5'] < 0.01)
# dataframe.loc[
# reduce(lambda x, y: x & y, conditions),
# ['enter_long', 'enter_tag']
# ] = (1, 'cross_min')
# conditions = list()
# # conditions.append(dataframe['close_1d'] < dataframe[f'sma{self.buy_longue.value}_1d'])
# # conditions.append(dataframe['has_cross_min'].rolling(6).max() == 1)
# # conditions.append(dataframe['mid_smooth5'] > dataframe['mid_smooth5'].shift(1))
# conditions.append(dataframe['min12'] == dataframe['min12'].shift(3))
# conditions.append((dataframe['percent24'] < -0.025) | (dataframe['percent12'] < -0.025))
# dataframe.loc[
# reduce(lambda x, y: x & y, conditions),
# ['enter_long', 'enter_tag']
# ] = (1, 'fall')
return dataframe return dataframe
@@ -1087,35 +942,35 @@ class Empty(IStrategy):
# #################################################################### # ####################################################################
# Calcul de la pente lissée # Calcul de la pente lissée
d1 = series.diff() # d1 = series.diff()
d1_smooth = d1.rolling(5).mean() # d1_smooth = d1.rolling(5).mean()
# Normalisation # # Normalisation
z = (d1_smooth - d1_smooth.rolling(ema_period).mean()) / d1_smooth.rolling(ema_period).std() # z = (d1_smooth - d1_smooth.rolling(ema_period).mean()) / d1_smooth.rolling(ema_period).std()
dataframe[f"{name}{suffixe}_trend_up"] = ( # dataframe[f"{name}{suffixe}_trend_up"] = (
(d1_smooth.shift(1) < 0) & # (d1_smooth.shift(1) < 0) &
(d1_smooth > 0) & # (d1_smooth > 0) &
(z > 1.0) # (z > 1.0)
) # )
#
dataframe[f"{name}{suffixe}_trend_down"] = ( # dataframe[f"{name}{suffixe}_trend_down"] = (
(d1_smooth.shift(1) > 0) & # (d1_smooth.shift(1) > 0) &
(d1_smooth < 0) & # (d1_smooth < 0) &
(z < -1.0) # (z < -1.0)
) # )
#
momentum_short = d1.rolling(int(ema_period / 2)).mean() # momentum_short = d1.rolling(int(ema_period / 2)).mean()
momentum_long = d1.rolling(ema_period * 2).mean() # momentum_long = d1.rolling(ema_period * 2).mean()
#
dataframe[f"{name}{suffixe}_trend_change_up"] = ( # dataframe[f"{name}{suffixe}_trend_change_up"] = (
(momentum_short.shift(1) < momentum_long.shift(1)) & # (momentum_short.shift(1) < momentum_long.shift(1)) &
(momentum_short > momentum_long) # (momentum_short > momentum_long)
) # )
#
dataframe[f"{name}{suffixe}_trend_change_down"] = ( # dataframe[f"{name}{suffixe}_trend_change_down"] = (
(momentum_short.shift(1) > momentum_long.shift(1)) & # (momentum_short.shift(1) > momentum_long.shift(1)) &
(momentum_short < momentum_long) # (momentum_short < momentum_long)
) # )
return dataframe return dataframe
@@ -1290,4 +1145,12 @@ class Empty(IStrategy):
expected_profit = lim * self.pairs[pair]['total_amount'] # min(3 * lim, max(lim, pct_to_max)) # 0.004 + 0.002 * self.pairs[pair]['count_of_buys'] #min(0.01, first_max) expected_profit = lim * self.pairs[pair]['total_amount'] # min(3 * lim, max(lim, pct_to_max)) # 0.004 + 0.002 * self.pairs[pair]['count_of_buys'] #min(0.01, first_max)
self.pairs[pair]['expected_profit'] = expected_profit self.pairs[pair]['expected_profit'] = expected_profit
return expected_profit return expected_profit
def getLastClosedTrade(self):
# récupérer le dernier trade fermé
trades = Trade.get_trades_proxy(pair=pair,is_open=False)
if trades:
last_trade = trades[-1]
self.pairs[pair]['last_profit'] = last_trade.close_profit # ex: 0.12 = +12%
self.pairs[pair]['last_trade'] = last_trade

278
Empty.txt
View File

@@ -232,3 +232,281 @@ Backtested 2022-01-01 00:00:00 -> 2026-02-20 00:00:00 | Max open trades : 1
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━┩ ┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━┩
│ Empty │ 92 │ 1.62 │ 2474.507 │ 247.45 │ 3 days, 23:07:00 │ 45 0 47 48.9 │ 359.078 USDT 10.66% │ │ Empty │ 92 │ 1.62 │ 2474.507 │ 247.45 │ 3 days, 23:07:00 │ 45 0 47 48.9 │ 359.078 USDT 10.66% │
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┴──────────────────────┘ └──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┴──────────────────────┘
| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi|
+------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+
| 2023-01-10 17:00 |🟩Buy 0 | BTC | bull | 17302.55| 1000 | 0/0| - | 17302.15 | - | 17302 | 17302 | 1/1| 1000.0
| 2023-02-09 22:00 |🟥Sell 43500 | BTC | B30 | 21856.3| - |260.9/395.52| 0.263 | 17302.15 | 0.263 | 17302 | 17302 | /1| -
| 2023-02-15 00:00 |🟩Buy 7320 | BTC | bull | 22199.84| 1261 | 0/0| - | 22199.84 | - | 22199 | 17302 | 1/1| 1260.9
| 2023-02-16 23:00 |🟥Sell 2820 | BTC | B30 | 23994.76| - |99.31/160.46| 0.081 | 22199.84 | 0.081 | 22199 | 17302 | /1| -
| 2023-02-17 17:00 |🟩Buy 1080 | BTC | bull | 24091.21| 1360 | 0/0| - | 24091.21 | - | 24091 | 17302 | 1/1|1360.21
| 2023-02-19 18:00 |🟥Sell 2940 | BTC | B30 | 24361.74| - |12.69/44.15| 0.011 | 24091.21 | 0.011 | 24091 | 17302 | /1| -
| 2023-02-28 17:00 |🟩Buy 12900 | BTC | bull | 23456.05| 1373 | 0/0| - | 23456.05 | - | 24091 | 17302 | 1/1| 1372.9
| 2023-03-03 02:00 |🟥Sell 3420 | BTC | sma60 | 22150.31| - |-79.09/21.4| -0.056 | 23456.05 | -0.056 | 24091 | 17302 | /1| -
| 2023-03-16 09:00 |🟩Buy 19140 | BTC | bull | 24581.1| 1294 | 0/0| - | 24581.1 | - | 24581 | 17302 | 1/1| 1293.8
| 2023-03-22 20:00 |🟥Sell 9300 | BTC | B30 | 26667.33| - |107.18/211.2| 0.085 | 24581.1 | 0.085 | 24581 | 17302 | /1| -
| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi|
+------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+
| 2023-03-30 03:00 |🟩Buy 10500 | BTC | bull | 28964.76| 1401 | 0/0| - | 28964.76 | - | 28964 | 17302 | 1/1|1400.98
| 2023-03-30 18:00 |🟥Sell 900 | BTC | sma60 | 27839.41| - | -57.17/0| -0.039 | 28964.76 | -0.039 | 28964 | 17302 | /1| -
| 2023-03-31 15:00 |🟩Buy 1260 | BTC | bull | 28521.78| 1344 | 0/0| - | 28521.78 | - | 28964 | 17302 | 1/1|1343.81
| 2023-04-02 20:00 |🟥Sell 3180 | BTC | sma60 | 27943.85| - |-29.89/1.49| -0.02 | 28521.78 | -0.02 | 28964 | 17302 | /1| -
| 2023-04-13 04:00 |🟩Buy 14880 | BTC | bull | 30072.17| 1314 | 0/0| - | 30072.17 | - | 30072 | 17302 | 1/1|1313.92
| 2023-04-15 02:00 |🟥Sell 2760 | BTC | B30 | 30370.01| - |10.37/35.37| 0.01 | 30072.17 | 0.01 | 30072 | 17302 | /1| -
| 2023-04-26 00:00 |🟩Buy 15720 | BTC | bull | 28300.8| 1324 | 0/0| - | 28300.79 | - | 30072 | 17302 | 1/1| 1324.3
| 2023-04-28 14:00 |🟥Sell 3720 | BTC | B30 | 29029.48| - |31.41/75.16| 0.026 | 28300.79 | 0.026 | 30072 | 17302 | /1| -
| 2023-04-28 23:00 |🟩Buy 540 | BTC | bull | 29345.35| 1356 | 0/0| - | 29345.34 | - | 30072 | 17302 | 1/1|1355.71
| 2023-05-01 02:00 |🟥Sell 3060 | BTC | sma60 | 28504.36| - |-41.52/14.46| -0.029 | 29345.34 | -0.029 | 30072 | 17302 | /1| -
| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi|
+------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+
| 2023-05-30 12:00 |🟩Buy 42360 | BTC | bull | 28021.39| 1314 | 0/0| - | 28021.4 | - | 30072 | 17302 | 1/1|1314.19
| 2023-05-31 05:00 |🟥Sell 1020 | BTC | sma60 | 27257.7| - | -38.4/0| -0.027 | 28021.4 | -0.027 | 30072 | 17302 | /1| -
| 2023-06-19 19:00 |🟩Buy 28200 | BTC | bull | 26495.99| 1276 | 0/0| - | 26496.0 | - | 30072 | 17302 | 1/1|1275.79
| 2023-07-17 19:00 |🟥Sell 40320 | BTC | B30 | 29802.39| - |156.49/243.25| 0.125 | 26496.0 | 0.125 | 30072 | 17302 | /1| -
| 2023-07-19 05:00 |🟩Buy 2040 | BTC | bull | 30099.08| 1432 | 0/0| - | 30099.08 | - | 30099 | 17302 | 1/1|1432.28
| 2023-07-24 10:00 |🟥Sell 7500 | BTC | sma60 | 29178.01| - |-46.65/8.02| -0.031 | 30099.08 | -0.031 | 30099 | 17302 | /1| -
| 2023-09-20 03:00 |🟩Buy 83100 | BTC | bull | 27165.48| 1386 | 0/0| - | 27165.48 | - | 30099 | 17302 | 1/1|1385.64
| 2023-09-21 11:00 |🟥Sell 1920 | BTC | sma60 | 26649.89| - | -29.04/0| -0.019 | 27165.48 | -0.019 | 30099 | 17302 | /1| -
| 2023-10-01 08:00 |🟩Buy 14220 | BTC | bull | 27107.94| 1357 | 0/0| - | 27107.95 | - | 30099 | 17302 | 1/1| 1356.6
| 2023-10-02 22:00 |🟥Sell 2280 | BTC | B30 | 27472.22| - |15.5/69.08| 0.013 | 27107.95 | 0.013 | 30099 | 17302 | /1| -
| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi|
+------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+
| 2023-10-15 20:00 |🟩Buy 18600 | BTC | bull | 27043.75| 1372 | 0/0| - | 27043.75 | - | 30099 | 17302 | 1/1| 1372.1
| 2023-10-18 15:00 |🟥Sell 4020 | BTC | B30 | 28190.49| - |55.37/82.75| 0.042 | 27043.75 | 0.042 | 30099 | 17302 | /1| -
| 2023-10-19 12:00 |🟩Buy 1260 | BTC | bull | 28450.7| 1427 | 0/0| - | 28450.69 | - | 30099 | 17302 | 1/1|1427.47
| 2024-01-15 00:00 |🟥Sell 126000 | BTC | B30 | 41732.35| - |662.82/1005.58| 0.467 | 28450.69 | 0.467 | 30099 | 17302 | /1| -
| 2024-01-27 22:00 |🟩Buy 18600 | BTC | bull | 42150.59| 2090 | 0/0| - | 42150.59 | - | 42150 | 17302 | 1/1|2090.29
| 2024-01-31 00:00 |🟥Sell 4440 | BTC | B30 | 42941.1| - |34.98/68.37| 0.019 | 42150.59 | 0.019 | 42150 | 17302 | /1| -
| 2024-02-08 00:00 |🟩Buy 11520 | BTC | bull | 44349.6| 2125 | 0/0| - | 44349.6 | - | 44349 | 17302 | 1/1|2125.27
| 2024-03-19 09:00 |🟥Sell 58140 | BTC | B30 | 63464.0| - |910.78/1394.94| 0.431 | 44349.6 | 0.431 | 44349 | 17302 | /1| -
| 2024-03-24 11:00 |🟩Buy 7320 | BTC | bull | 65098.01| 3036 | 0/0| - | 65098.01 | - | 65098 | 17302 | 1/1|3036.05
| 2024-03-27 16:00 |🟥Sell 4620 | BTC | B30 | 68874.0| 1 |169.83/275.49| 0.058 | 65098.01 | 0.058 | 65098 | 17302 | /1| -
| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi|
+------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+
| 2024-03-28 07:00 |🟩Buy 900 | BTC | bull | 70363.74| 3206 | 0/0| - | 70363.74 | - | 70363 | 17302 | 1/1|3205.87
| 2024-04-01 15:00 |🟥Sell 6240 | BTC | sma60 | 68906.07| - |-72.76/47.03| -0.021 | 70363.74 | -0.021 | 70363 | 17302 | /1| -
| 2024-04-08 08:00 |🟩Buy 9660 | BTC | bull | 70698.64| 3133 | 0/0| - | 70698.63 | - | 70698 | 17302 | 1/1|3133.12
| 2024-04-09 15:00 |🟥Sell 1860 | BTC | sma60 | 69358.32| - |-65.6/69.22| -0.019 | 70698.63 | -0.019 | 70698 | 17302 | /1| -
| 2024-04-10 20:00 |🟩Buy 1740 | BTC | bull | 70084.0| 3068 | 0/0| - | 70083.99 | - | 70698 | 17302 | 1/1|3067.52
| 2024-04-12 18:00 |🟥Sell 2760 | BTC | sma60 | 68140.02| 1 |-91.12/38.98| -0.028 | 70083.99 | -0.028 | 70698 | 17302 | /1| -
| 2024-04-24 05:00 |🟩Buy 16500 | BTC | bull | 67008.0| 2976 | 0/0| - | 67008.0 | - | 70698 | 17302 | 1/1| 2976.4
| 2024-04-24 15:00 |🟥Sell 600 | BTC | sma60 | 65234.85| 1 | -84.62/0| -0.026 | 67008.0 | -0.026 | 70698 | 17302 | /1| -
| 2024-05-06 08:00 |🟩Buy 16860 | BTC | bull | 64540.75| 2892 | 0/0| - | 64540.75 | - | 70698 | 17302 | 1/1|2891.79
| 2024-05-06 15:00 |🟥Sell 420 | BTC | sma60 | 63271.97| - |-62.57/22.21| -0.02 | 64540.75 | -0.02 | 70698 | 17302 | /1| -
| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi|
+------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+
| 2024-05-07 10:00 |🟩Buy 1140 | BTC | bull | 64119.98| 2829 | 0/0| - | 64119.98 | - | 70698 | 17302 | 1/1|2829.22
| 2024-05-07 23:00 |🟥Sell 780 | BTC | sma60 | 62850.92| - | -61.59/0| -0.02 | 64119.98 | -0.02 | 70698 | 17302 | /1| -
| 2024-05-17 08:00 |🟩Buy 13500 | BTC | bull | 66386.93| 2768 | 0/0| - | 66386.94 | - | 70698 | 17302 | 1/1|2767.63
| 2024-05-19 15:00 |🟥Sell 3300 | BTC | B30 | 66928.0| 1 |17.0/33.73| 0.008 | 66386.94 | 0.008 | 70698 | 17302 | /1| -
| 2024-05-27 16:00 |🟩Buy 11580 | BTC | bull | 70373.86| 2785 | 0/0| - | 70373.85 | - | 70698 | 17302 | 1/1|2784.62
| 2024-05-28 02:00 |🟥Sell 600 | BTC | sma60 | 68614.11| 1 | -75.11/0| -0.025 | 70373.85 | -0.025 | 70698 | 17302 | /1| -
| 2024-06-05 01:00 |🟩Buy 11460 | BTC | bull | 70775.99| 2710 | 0/0| - | 70776.0 | - | 70776 | 17302 | 1/1|2709.51
| 2024-06-07 19:00 |🟥Sell 3960 | BTC | sma60 | 69154.43| - |-67.43/29.92| -0.023 | 70776.0 | -0.023 | 70776 | 17302 | /1| -
| 2024-07-15 00:00 |🟩Buy 53580 | BTC | bull | 60797.91| 2642 | 0/0| - | 60797.91 | - | 70776 | 17302 | 1/1|2642.08
| 2024-07-16 09:00 |🟥Sell 1980 | BTC | B30 | 62820.67| - |82.52/170.52| 0.033 | 60797.91 | 0.033 | 70776 | 17302 | /1| -
| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi|
+------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+
| 2024-07-16 17:00 |🟩Buy 480 | BTC | bull | 64500.0| 2725 | 0/0| - | 64500.0 | - | 70776 | 17302 | 1/1| 2724.6
| 2024-07-22 15:00 |🟥Sell 8520 | BTC | B30 | 66712.0| - |87.89/150.43| 0.034 | 64500.0 | 0.034 | 70776 | 17302 | /1| -
| 2024-07-27 00:00 |🟩Buy 6300 | BTC | bull | 67908.0| 2812 | 0/0| - | 67907.99 | - | 70776 | 17302 | 1/1|2812.49
| 2024-07-30 01:00 |🟥Sell 4380 | BTC | sma60 | 66610.0| - |-59.32/72.62| -0.019 | 67907.99 | -0.019 | 70776 | 17302 | /1| -
| 2024-08-25 23:00 |🟩Buy 38760 | BTC | bull | 64482.0| 2753 | 0/0| - | 64482.01 | - | 70776 | 17302 | 1/1|2753.17
| 2024-08-26 22:00 |🟥Sell 1380 | BTC | sma60 | 63155.81| - | -62.06/0| -0.021 | 64482.01 | -0.021 | 70776 | 17302 | /1| -
| 2024-09-14 00:00 |🟩Buy 26040 | BTC | bull | 60497.99| 2691 | 0/0| - | 60498.0 | - | 70776 | 17302 | 1/1| 2691.1
| 2024-09-16 00:00 |🟥Sell 2880 | BTC | sma60 | 59132.0| - | -66.08/0| -0.023 | 60498.0 | -0.023 | 70776 | 17302 | /1| -
| 2024-09-19 00:00 |🟩Buy 4320 | BTC | bull | 61759.98| 2625 | 0/0| - | 61759.99 | - | 70776 | 17302 | 1/1|2625.02
| 2024-09-20 18:00 |🟥Sell 2520 | BTC | B30 | 62704.0| - |34.83/83.22| 0.015 | 61759.99 | 0.015 | 70776 | 17302 | /1| -
| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi|
+------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+
| 2024-09-28 04:00 |🟩Buy 10680 | BTC | bull | 66063.76| 2660 | 0/0| - | 66063.76 | - | 70776 | 17302 | 1/1|2659.86
| 2024-09-30 02:00 |🟥Sell 2760 | BTC | sma60 | 64769.99| - | -57.35/0| -0.02 | 66063.76 | -0.02 | 70776 | 17302 | /1| -
| 2024-10-14 05:00 |🟩Buy 20340 | BTC | bull | 64137.99| 2603 | 0/0| - | 64137.99 | - | 70776 | 17302 | 1/1| 2602.5
| 2024-10-21 14:00 |🟥Sell 10620 | BTC | B30 | 67312.0| - |123.44/200.4| 0.049 | 64137.99 | 0.049 | 70776 | 17302 | /1| -
| 2024-10-27 15:00 |🟩Buy 8700 | BTC | bull | 67696.0| 2726 | 0/0| - | 67695.99 | - | 70776 | 17302 | 1/1|2725.94
| 2024-10-31 14:00 |🟥Sell 5700 | BTC | B30 | 71308.0| - |139.82/214.71| 0.053 | 67695.99 | 0.053 | 70776 | 17302 | /1| -
| 2024-11-06 01:00 |🟩Buy 7860 | BTC | bull | 71096.03| 2866 | 0/0| - | 71096.04 | - | 71096 | 17302 | 1/1|2865.76
| 2024-12-20 09:00 |🟥Sell 63840 | BTC | B30 | 95473.74| 1 |975.71/1490.41| 0.343 | 71096.04 | 0.343 | 71096 | 17302 | /1| -
| 2024-12-26 00:00 |🟩Buy 8100 | BTC | bull | 99429.61| 3841 | 0/0| - | 99429.6 | - | 99429 | 17302 | 1/1|3841.47
| 2024-12-26 09:00 |🟥Sell 540 | BTC | sma60 | 95878.56| 1 | -144.72/0| -0.036 | 99429.6 | -0.036 | 99429 | 17302 | /1| -
| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi|
+------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+
| 2025-01-05 23:00 |🟩Buy 15240 | BTC | bull | 98695.21| 3697 | 0/0| - | 98695.21 | - | 99429 | 17302 | 1/1|3696.75
| 2025-01-07 13:00 |🟥Sell 2280 | BTC | B30 |100750.89| 1 |69.52/125.06| 0.021 | 98695.21 | 0.021 | 99429 | 17302 | /1| -
| 2025-01-13 22:00 |🟩Buy 9180 | BTC | bull | 94193.49| 3766 | 0/0| - | 94193.49 | - | 99429 | 17302 | 1/1|3766.26
| 2025-01-16 15:00 |🟥Sell 3900 | BTC | B30 | 97618.89| - |129.28/244.24| 0.036 | 94193.49 | 0.036 | 99429 | 17302 | /1| -
| 2025-01-17 02:00 |🟩Buy 660 | BTC | bull | 101659.8| 3896 | 0/0| - | 101659.8 | - | 101659 | 17302 | 1/1|3895.54
| 2025-01-19 22:00 |🟥Sell 4080 | BTC | B30 |103684.44| 1 |69.7/168.86| 0.02 | 101659.8 | 0.02 | 101659 | 17302 | /1| -
| 2025-01-23 18:00 |🟩Buy 5520 | BTC | bull |105927.78| 3965 | 0/0| - | 105927.78 | - | 105927 | 17302 | 1/1|3965.24
| 2025-01-23 20:00 |🟥Sell 120 | BTC | sma60 |103770.04| - | -88.61/0| -0.02 | 105927.78 | -0.02 | 105927 | 17302 | /1| -
| 2025-01-31 17:00 |🟩Buy 11340 | BTC | bull |105081.86| 3877 | 0/0| - | 105081.87 | - | 105927 | 17302 | 1/1|3876.63
| 2025-01-31 19:00 |🟥Sell 120 | BTC | sma60 |102627.29| - | -98.21/0| -0.023 | 105081.87 | -0.023 | 105927 | 17302 | /1| -
| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi|
+------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+
| 2025-04-14 04:00 |🟩Buy 104220 | BTC | bull | 84566.04| 3778 | 0/0| - | 84566.03 | - | 105927 | 17302 | 1/1|3778.41
| 2025-06-05 20:00 |🟥Sell 75840 | BTC | B30 |101914.77| - |766.81/1207.18| 0.205 | 84566.03 | 0.205 | 105927 | 17302 | /1| -
| 2025-06-08 17:00 |🟩Buy 4140 | BTC | bull | 106190.0| 4545 | 0/0| - | 106189.99 | - | 106189 | 17302 | 1/1|4545.22
| 2025-06-11 18:00 |🟥Sell 4380 | BTC | B30 |108984.72| - |110.4/165.55| 0.026 | 106189.99 | 0.026 | 106189 | 17302 | /1| -
| 2025-06-24 00:00 |🟩Buy 17640 | BTC | bull |105333.94| 4656 | 0/0| - | 105333.93 | - | 106189 | 17302 | 1/1|4655.63
| 2025-06-26 14:00 |🟥Sell 3720 | BTC | B30 |106960.01| 1 |62.47/105.0| 0.015 | 105333.93 | 0.015 | 106189 | 17302 | /1| -
| 2025-07-09 14:00 |🟩Buy 18720 | BTC | bull |109183.99| 4718 | 0/0| - | 109184.0 | - | 109184 | 17302 | 1/1| 4718.1
| 2025-07-15 03:00 |🟥Sell 7980 | BTC | B30 |118251.05| - |381.96/575.56| 0.083 | 109184.0 | 0.083 | 109184 | 17302 | /1| -
| 2025-07-23 00:00 |🟩Buy 11340 | BTC | bull |119954.43| 5100 | 0/0| - | 119954.42 | - | 119954 | 17302 | 1/1|5100.06
| 2025-07-23 14:00 |🟥Sell 840 | BTC | sma60 |117381.44| 1 | -119.47/0| -0.021 | 119954.42 | -0.021 | 119954 | 17302 | /1| -
| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi|
+------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+
| 2025-07-24 02:00 |🟩Buy 720 | BTC | bull | 119094.4| 4981 | 0/0| - | 119094.4 | - | 119954 | 17302 | 1/1| 4980.6
| 2025-07-25 03:00 |🟥Sell 1500 | BTC | sma60 |116353.67| - | -124.46/0| -0.023 | 119094.4 | -0.023 | 119954 | 17302 | /1| -
| 2025-08-09 11:00 |🟩Buy 22080 | BTC | bull |117424.16| 4856 | 0/0| - | 117424.16 | - | 119954 | 17302 | 1/1|4856.13
| 2025-08-11 18:00 |🟥Sell 3300 | BTC | B30 | 119500.0| 1 |76.04/191.73| 0.018 | 117424.16 | 0.018 | 119954 | 17302 | /1| -
| 2025-08-12 17:00 |🟩Buy 1380 | BTC | bull |119647.69| 4932 | 0/0| - | 119647.7 | - | 119954 | 17302 | 1/1|4932.17
| 2025-08-14 11:00 |🟥Sell 2520 | BTC | B30 | 120933.0| - |43.06/163.09| 0.011 | 119647.7 | 0.011 | 119954 | 17302 | /1| -
| 2025-09-02 03:00 |🟩Buy 26880 | BTC | bull | 110246.0| 4975 | 0/0| - | 110246.01 | - | 119954 | 17302 | 1/1|4975.23
| 2025-09-04 04:00 |🟥Sell 2940 | BTC | B30 |111148.97| 1 |30.75/83.2| 0.008 | 110246.01 | 0.008 | 119954 | 17302 | /1| -
| 2025-09-05 00:00 |🟩Buy 1200 | BTC | bull |110730.87| 5006 | 0/0| - | 110730.87 | - | 119954 | 17302 | 1/1|5005.99
| 2025-09-09 01:00 |🟥Sell 5820 | BTC | B30 |111650.03| 1 |31.49/102.15| 0.008 | 110730.87 | 0.008 | 119954 | 17302 | /1| -
| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi|
+------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+
| 2025-09-09 09:00 |🟩Buy 480 | BTC | bull |112992.69| 5037 | 0/0| - | 112992.69 | - | 119954 | 17302 | 1/1|5037.48
| 2025-09-09 16:00 |🟥Sell 420 | BTC | sma60 |110880.76| - | -104.13/0| -0.019 | 112992.69 | -0.019 | 119954 | 17302 | /1| -
| 2025-09-10 09:00 |🟩Buy 1020 | BTC | bull |112370.07| 4933 | 0/0| - | 112370.08 | - | 119954 | 17302 | 1/1|4933.35
| 2025-09-14 16:00 |🟥Sell 6180 | BTC | B30 |115224.01| - |115.3/177.07| 0.025 | 112370.08 | 0.025 | 119954 | 17302 | /1| -
| 2025-09-18 01:00 |🟩Buy 4860 | BTC | bull |116350.65| 5049 | 0/0| - | 116350.65 | - | 119954 | 17302 | 1/1|5048.65
| 2025-09-22 03:00 |🟥Sell 5880 | BTC | sma60 |114187.81| - |-103.85/53.72| -0.019 | 116350.65 | -0.019 | 119954 | 17302 | /1| -
| 2025-10-01 01:00 |🟩Buy 12840 | BTC | bull |114239.53| 4945 | 0/0| - | 114239.53 | - | 119954 | 17302 | 1/1| 4944.8
| 2025-10-07 16:00 |🟥Sell 9540 | BTC | B30 |121846.01| 1 |318.99/499.08| 0.067 | 114239.53 | 0.067 | 119954 | 17302 | /1| -
2026-02-28 17:34:59,918 - freqtrade.misc - INFO - dumping json to
"/freqtrade/user_data/backtest_results/backtest-result-2026-02-28_17-34-59.meta.json"
Result for strategy Empty
BACKTESTING REPORT
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ BTC/USDT │ 59 │ 3.3 │ 4263.790 │ 426.38 │ 6 days, 23:28:00 │ 33 0 26 55.9 │
│ TOTAL │ 59 │ 3.3 │ 4263.790 │ 426.38 │ 6 days, 23:28:00 │ 33 0 26 55.9 │
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘
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% ┃
┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ bull │ 59 │ 3.3 │ 4263.790 │ 426.38 │ 6 days, 23:28:00 │ 33 0 26 55.9 │
│ TOTAL │ 59 │ 3.3 │ 4263.790 │ 426.38 │ 6 days, 23:28:00 │ 33 0 26 55.9 │
└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘
EXIT REASON STATS
┏━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ B30 │ 33 │ 8.0 │ 6194.610 │ 619.46 │ 11 days, 5:36:00 │ 33 0 0 100 │
│ sma60 │ 26 │ -2.67 │ -1930.820 │ -193.08 │ 1 day, 13:51:00 │ 0 0 26 0 │
│ TOTAL │ 59 │ 3.3 │ 4263.790 │ 426.38 │ 6 days, 23:28:00 │ 33 0 26 55.9 │
└─────────────┴───────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘
MIXED TAG STATS
┏━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ bull │ B30 │ 33 │ 8.0 │ 6194.610 │ 619.46 │ 11 days, 5:36:00 │ 33 0 0 100 │
│ bull │ sma60 │ 26 │ -2.67 │ -1930.820 │ -193.08 │ 1 day, 13:51:00 │ 0 0 26 0 │
│ TOTAL │ │ 59 │ 3.3 │ 4263.790 │ 426.38 │ 6 days, 23:28:00 │ 33 0 26 55.9 │
└───────────┴─────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘
MONTH BREAKDOWN
┏━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Month ┃ Trades ┃ Tot Profit USDT ┃ Profit Factor ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ 28/02/2023 │ 3 │ 372.897 │ 0.0 │ 3 0 0 100 │
│ 31/03/2023 │ 3 │ -29.085 │ 0.79 │ 1 0 2 33.3 │
│ 30/04/2023 │ 3 │ 11.898 │ 1.4 │ 2 0 1 66.7 │
│ 31/05/2023 │ 2 │ -79.919 │ 0.0 │ 0 0 2 0 │
│ 30/06/2023 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
│ 31/07/2023 │ 2 │ 109.847 │ 3.35 │ 1 0 1 50.0 │
│ 31/08/2023 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
│ 30/09/2023 │ 1 │ -29.039 │ 0.0 │ 0 0 1 0 │
│ 31/10/2023 │ 2 │ 70.87 │ 0.0 │ 2 0 0 100 │
│ 30/11/2023 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
│ 31/12/2023 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
│ 31/01/2024 │ 2 │ 697.801 │ 0.0 │ 2 0 0 100 │
│ 29/02/2024 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
│ 31/03/2024 │ 2 │ 1080.605 │ 0.0 │ 2 0 0 100 │
│ 30/04/2024 │ 4 │ -314.088 │ 0.0 │ 0 0 4 0 │
│ 31/05/2024 │ 4 │ -182.279 │ 0.09 │ 1 0 3 25.0 │
│ 30/06/2024 │ 1 │ -67.429 │ 0.0 │ 0 0 1 0 │
│ 31/07/2024 │ 3 │ 111.09 │ 2.87 │ 2 0 1 66.7 │
│ 31/08/2024 │ 1 │ -62.063 │ 0.0 │ 0 0 1 0 │
│ 30/09/2024 │ 3 │ -88.603 │ 0.28 │ 1 0 2 33.3 │
│ 31/10/2024 │ 2 │ 263.26 │ 0.0 │ 2 0 0 100 │
│ 30/11/2024 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
│ 31/12/2024 │ 2 │ 830.987 │ 6.74 │ 1 0 1 50.0 │
│ 31/01/2025 │ 5 │ 81.667 │ 1.44 │ 3 0 2 60.0 │
│ 28/02/2025 │ 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 │
│ 31/05/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
│ 30/06/2025 │ 3 │ 939.688 │ 0.0 │ 3 0 0 100 │
│ 31/07/2025 │ 3 │ 138.029 │ 1.57 │ 1 0 2 33.3 │
│ 31/08/2025 │ 2 │ 119.103 │ 0.0 │ 2 0 0 100 │
│ 30/09/2025 │ 5 │ -30.436 │ 0.85 │ 3 0 2 60.0 │
│ 31/10/2025 │ 1 │ 318.991 │ 0.0 │ 1 0 0 100 │
└────────────┴────────┴─────────────────┴───────────────┴────────────────────────┘
SUMMARY METRICS
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Metric ┃ Value ┃
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩
│ Backtesting from │ 2023-01-01 00:00:00 │
│ Backtesting to │ 2025-10-11 00:00:00 │
│ Trading Mode │ Spot │
│ Max open trades │ 1 │
│ │ │
│ Total/Daily Avg Trades │ 59 / 0.06 │
│ Starting balance │ 1000 USDT │
│ Final balance │ 5263.79 USDT │
│ Absolute profit │ 4263.79 USDT │
│ Total profit % │ 426.38% │
│ CAGR % │ 81.82% │
│ Sortino │ 2.82 │
│ Sharpe │ 0.35 │
│ Calmar │ 42.68 │
│ SQN │ 2.37 │
│ Profit factor │ 3.21 │
│ Expectancy (Ratio) │ 72.27 (0.97) │
│ Avg. daily profit │ 4.205 USDT │
│ Avg. stake amount │ 2946.519 USDT │
│ Total trade volume │ 352657.589 USDT │
│ │ │
│ Best Pair │ BTC/USDT 426.38% │
│ Worst Pair │ BTC/USDT 426.38% │
│ Best trade │ BTC/USDT 46.39% │
│ Worst trade │ BTC/USDT -5.76% │
│ Best day │ 975.709 USDT │
│ Worst day │ -144.722 USDT │
│ Days win/draw/lose │ 32 / 914 / 26 │
│ Min/Max/Avg. Duration Winners │ 1d 09:00 / 87d 12:00 / 11d 05:36 │
│ Min/Max/Avg. Duration Losers │ 0d 02:00 / 5d 05:00 / 1d 13:51 │
│ Max Consecutive Wins / Loss │ 6 / 6 │
│ Rejected Entry signals │ 0 │
│ Entry/Exit Timeouts │ 0 / 0 │
│ │ │
│ Min balance │ 1260.898 USDT │
│ Max balance │ 5263.79 USDT │
│ Max % of account underwater │ 18.82% │
│ Absolute drawdown │ 603.373 USDT (18.82%) │
│ Drawdown duration │ 186 days 10:00:00 │
│ Profit at drawdown start │ 2205.874 USDT │
│ Profit at drawdown end │ 1602.501 USDT │
│ Drawdown start │ 2024-03-27 16:00:00 │
│ Drawdown end │ 2024-09-30 02:00:00 │
│ Market change │ 580.68% │
└───────────────────────────────┴──────────────────────────────────┘
Backtested 2023-01-01 00:00:00 -> 2025-10-11 00:00:00 | Max open trades : 1
STRATEGY SUMMARY
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━┓
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━┩
│ Empty │ 59 │ 3.30 │ 4263.790 │ 426.38 │ 6 days, 23:28:00 │ 33 0 26 │ 603.373 USDT 18.82% │
│ │ │ │ │ │ │ 55.9 │ │
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴───────────────────────┴──────────────────────┘