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compare: souti:36f4e94020e1ffc2952e93cde8d6f3d4ce526cd9
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Author SHA1 Message Date
Jérôme Delacotte
36f4e94020 TEST 1h 2025-10-08 13:38:49 +02:00
Jérôme Delacotte
67f617a5da Zeus_8_1d_Bilan.txt 2025-10-08 11:00:53 +02:00
2 changed files with 250 additions and 26 deletions
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54
Zeus_8_1d.py
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@@ -225,7 +225,7 @@ class Zeus_8_1d(IStrategy):
# paliers = {} # paliers = {}
indicateur_achat_vente = 'mid_smooth_12'; indicateur_achat_vente = 'mid_smooth_12'
should_enter_trade_count = 0 should_enter_trade_count = 0
@@ -305,7 +305,6 @@ class Zeus_8_1d(IStrategy):
self.pairs[pair]['last_sell'] = rate self.pairs[pair]['last_sell'] = rate
self.pairs[pair]['last_trade'] = trade self.pairs[pair]['last_trade'] = trade
self.pairs[pair]['last_candle'] = last_candle self.pairs[pair]['last_candle'] = last_candle
self.pairs[pair]['max_profit'] = 0
self.trades = list() self.trades = list()
dispo = round(self.wallets.get_available_stake_amount()) dispo = round(self.wallets.get_available_stake_amount())
# print(f"Sell {pair} {current_time} {exit_reason} dispo={dispo} amount={amount} rate={rate} open_rate={trade.open_rate}") # print(f"Sell {pair} {current_time} {exit_reason} dispo={dispo} amount={amount} rate={rate} open_rate={trade.open_rate}")
@@ -319,6 +318,7 @@ class Zeus_8_1d(IStrategy):
dispo=dispo, dispo=dispo,
profit=round(trade.calc_profit(rate, amount), 2) profit=round(trade.calc_profit(rate, amount), 2)
) )
self.pairs[pair]['max_profit'] = 0
self.pairs[pair]['force_sell'] = False self.pairs[pair]['force_sell'] = False
self.pairs[pair]['has_gain'] = 0 self.pairs[pair]['has_gain'] = 0
self.pairs[pair]['current_profit'] = 0 self.pairs[pair]['current_profit'] = 0
@@ -402,14 +402,13 @@ class Zeus_8_1d(IStrategy):
# self.pairs[pair]['force_buy'] = (self.pairs[pair]['count_of_buys'] - self.pairs[pair]['has_gain'] > 5) # self.pairs[pair]['force_buy'] = (self.pairs[pair]['count_of_buys'] - self.pairs[pair]['has_gain'] > 5)
# return 'Baisse_' + pair_name + '_' + str(count_of_buys) + '_' + str(self.pairs[pair]['has_gain']) + '_' + str(round(baisse, 2)) # return 'Baisse_' + pair_name + '_' + str(count_of_buys) + '_' + str(self.pairs[pair]['has_gain']) + '_' + str(round(baisse, 2))
# if before_last_candle_2['mid_smooth_5'] < before_last_candle['mid_smooth_5'] > last_candle['mid_smooth_5'] \ if last_candle['mid_smooth_5_deriv1'] <= -0.1 and profit > expected_profit and last_candle['rsi'] > 65:
# and (profit > expected_profit or (profit > 0 and last_candle['max_rsi_12'] > 65)): self.pairs[pair]['force_sell'] = False
# self.pairs[pair]['force_sell'] = False self.pairs[pair]['force_buy'] = (self.pairs[pair]['count_of_buys'] - self.pairs[pair]['has_gain'] > 5)
# self.pairs[pair]['force_buy'] = (self.pairs[pair]['count_of_buys'] - self.pairs[pair]['has_gain'] > 5) return 'RSI_' + pair_name + '_' + str(count_of_buys) + '_' + str(self.pairs[pair]['has_gain']) + '_' + str(round(baisse, 2))
# return 'RSI_' + pair_name + '_' + str(count_of_buys) + '_' + str(self.pairs[pair]['has_gain'])
if before_last_candle_2[self.indicateur_achat_vente] < before_last_candle[self.indicateur_achat_vente] > last_candle[self.indicateur_achat_vente] \ if last_candle['mid_smooth_24_deriv1'] <= -0.1 \
and last_candle['mid_smooth_5_deriv1'] < 0 and profit > expected_profit: and profit > expected_profit:
self.pairs[pair]['force_sell'] = False self.pairs[pair]['force_sell'] = False
self.pairs[pair]['force_buy'] = (self.pairs[pair]['count_of_buys'] - self.pairs[pair]['has_gain'] > 5) self.pairs[pair]['force_buy'] = (self.pairs[pair]['count_of_buys'] - self.pairs[pair]['has_gain'] > 5)
return 'Drv3_' + pair_name + '_' + str(count_of_buys) + '_' + str(self.pairs[pair]['has_gain']) + '_' + str(round(baisse, 2)) return 'Drv3_' + pair_name + '_' + str(count_of_buys) + '_' + str(self.pairs[pair]['has_gain']) + '_' + str(round(baisse, 2))
@@ -770,18 +769,18 @@ class Zeus_8_1d(IStrategy):
N = 24 # nombre minimum de bougies avant inversion N = 24 # nombre minimum de bougies avant inversion
rise_threshold = 1.0 # % de hausse à ne pas dépasser rise_threshold = 1.0 # % de hausse à ne pas dépasser
# Calcul de la hausse minimale avant inversion # # Calcul de la hausse minimale avant inversion
def compute_rise(idx): # def compute_rise(idx):
if idx < N: # if idx < N:
return 0 # return 0
low_before = dataframe['close'].iloc[idx - N:idx].min() # min des N bougies avant inversion # low_before = dataframe['close'].iloc[idx - N:idx].min() # min des N bougies avant inversion
return (dataframe['close'].iloc[idx] / low_before - 1) * 100 # return (dataframe['close'].iloc[idx] / low_before - 1) * 100
#
rise = [compute_rise(i) for i in range(len(dataframe))] # rise = [compute_rise(i) for i in range(len(dataframe))]
dataframe['rise_before_inversion'] = rise # dataframe['rise_before_inversion'] = rise
#
# Filtre : inversion sans forte hausse avant # # Filtre : inversion sans forte hausse avant
valid_inversion = inversion_last5 & (dataframe['rise_before_inversion'] <= rise_threshold) # valid_inversion = inversion_last5 & (dataframe['rise_before_inversion'] <= rise_threshold)
# dataframe.loc[ # dataframe.loc[
# ( # (
@@ -793,9 +792,13 @@ class Zeus_8_1d(IStrategy):
factor = factor / 2 factor = factor / 2
dataframe.loc[ dataframe.loc[
( (
# (valid_inversion & inversion_last5 ) # (valid_inversion & inversion_last5 )
(dataframe['mid_smooth_12'].shift(2) > dataframe['mid_smooth_12'].shift(1)) # (dataframe['mid_smooth_12'].shift(2) > dataframe['mid_smooth_12'].shift(1))
& (dataframe['mid_smooth_12'].shift(1) < dataframe['mid_smooth_12']) # (dataframe['mid_smooth_24_deriv1'].shift(1) <= 0)
(dataframe['mid_smooth_24_deriv1'] >= 0.05)
& (dataframe['mid_smooth_24_deriv2'] > 0)
# & (dataframe['hapercent'] > 0) # & (dataframe['hapercent'] > 0)
#& (dataframe['max_rsi_12'] < 50) #& (dataframe['max_rsi_12'] < 50)
# & (dataframe['open'] <= dataframe['bb_middleband']) # & (dataframe['open'] <= dataframe['bb_middleband'])
@@ -940,8 +943,7 @@ class Zeus_8_1d(IStrategy):
condition = (last_candle['sma5_deriv1'] > 0) # and \ condition = (last_candle['sma5_deriv1'] > 0) # and \
limit_buy = 40 if condition and (pct_max < lim):
if (count_of_buys < limit_buy) and condition and (pct_max < lim):
try: try:
if self.pairs[pair]['has_gain']: if self.pairs[pair]['has_gain']:
@@ -1115,7 +1117,7 @@ class Zeus_8_1d(IStrategy):
# if last_candle['close'] < max_60: # if last_candle['close'] < max_60:
# pct_to_max = 0.25 * (max_60 - last_candle['close']) / max_60 # pct_to_max = 0.25 * (max_60 - last_candle['close']) / max_60
# pct_to_max = pct_to_max * (2 - pctClose60) # pct_to_max = pct_to_max * (2 - pctClose60)
expected_profit = lim * self.pairs[pair]['total_amount'] #min(3 * lim, max(lim, pct_to_max)) # 0.004 + 0.002 * self.pairs[pair]['count_of_buys'] #min(0.01, first_max) expected_profit = lim #* self.pairs[pair]['total_amount'] #min(3 * lim, max(lim, pct_to_max)) # 0.004 + 0.002 * self.pairs[pair]['count_of_buys'] #min(0.01, first_max)
# print( # print(
# f"Expected profit price={current_price:.4f} min_max={min_max:.4f} min_14={min_14_days:.4f} max_14={max_14_days:.4f} percent={percent:.4f} expected_profit={expected_profit:.4f}") # f"Expected profit price={current_price:.4f} min_max={min_max:.4f} min_14={min_14_days:.4f} max_14={max_14_days:.4f} percent={percent:.4f} expected_profit={expected_profit:.4f}")

222
Zeus_8_1d_Bilan.txt Normal file
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@@ -0,0 +1,222 @@
BACKTESTING REPORT
┏━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ SOL/USDT │ 9 │ 6.13 │ 160.313 │ 5.34 │ 20 days, 14:27:00 │ 8 0 1 88.9 │
│ DOGE/USDT │ 8 │ 6.4 │ 128.782 │ 4.29 │ 23 days, 11:08:00 │ 7 0 1 87.5 │
│ XRP/USDT │ 6 │ 9.36 │ 78.029 │ 2.6 │ 31 days, 18:40:00 │ 5 0 1 83.3 │
│ BTC/USDT │ 13 │ 4.02 │ 73.440 │ 2.45 │ 13 days, 10:51:00 │ 13 0 0 100 │
│ ETH/USDT │ 14 │ 3.14 │ 69.528 │ 2.32 │ 13 days, 0:13:00 │ 13 0 1 92.9 │
│ TOTAL │ 50 │ 5.18 │ 510.093 │ 17.0 │ 18 days, 9:59:00 │ 46 0 4 92.0 │
└───────────┴────────┴──────────────┴─────────────────┴──────────────┴───────────────────┴────────────────────────┘
LEFT OPEN TRADES REPORT
┏━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ BTC/USDT │ 1 │ 0.2 │ 0.100 │ 0.0 │ 10:00:00 │ 1 0 0 100 │
│ XRP/USDT │ 1 │ -0.06 │ -0.031 │ -0.0 │ 10:00:00 │ 0 0 1 0 │
│ ETH/USDT │ 1 │ -0.79 │ -0.394 │ -0.01 │ 10:00:00 │ 0 0 1 0 │
│ DOGE/USDT │ 1 │ -0.44 │ -0.453 │ -0.02 │ 10:00:00 │ 0 0 1 0 │
│ SOL/USDT │ 1 │ -0.66 │ -0.674 │ -0.02 │ 10:00:00 │ 0 0 1 0 │
│ TOTAL │ 5 │ -0.35 │ -1.452 │ -0.05 │ 10:00:00 │ 1 0 4 20.0 │
└───────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
ENTER TAG STATS
┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ smth_12 │ 50 │ 5.18 │ 510.093 │ 17.0 │ 18 days, 9:59:00 │ 46 0 4 92.0 │
│ TOTAL │ 50 │ 5.18 │ 510.093 │ 17.0 │ 18 days, 9:59:00 │ 46 0 4 92.0 │
└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘
EXIT REASON STATS
┏━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ Drv3_SOL_4_0_55.57 │ 1 │ 20.44 │ 65.023 │ 2.17 │ 14 days, 19:00:00 │ 1 0 0 100 │
│ Drv3_DOGE_6_0_46.32 │ 1 │ 10.45 │ 52.528 │ 1.75 │ 47 days, 13:00:00 │ 1 0 0 100 │
│ Drv3_XRP_7_0_47.9 │ 1 │ 7.74 │ 44.797 │ 1.49 │ 175 days, 16:00:00 │ 1 0 0 100 │
│ Drv3_SOL_6_0_14.94 │ 1 │ 8.16 │ 41.043 │ 1.37 │ 95 days, 20:00:00 │ 1 0 0 100 │
│ Drv3_ETH_7_0_40.87 │ 1 │ 4.84 │ 34.083 │ 1.14 │ 125 days, 19:00:00 │ 1 0 0 100 │
│ Drv3_BTC_9_0_27.63 │ 1 │ 5.09 │ 31.756 │ 1.06 │ 79 days, 11:00:00 │ 1 0 0 100 │
│ Drv3_SOL_5_0_24.88 │ 1 │ 7.37 │ 31.190 │ 1.04 │ 48 days, 3:00:00 │ 1 0 0 100 │
│ Drv3_DOGE_3_0_39.29 │ 1 │ 14.44 │ 29.196 │ 0.97 │ 11 days, 22:00:00 │ 1 0 0 100 │
│ Drv3_DOGE_7_0_77.83 │ 1 │ 1.94 │ 19.971 │ 0.67 │ 110 days, 11:00:00 │ 1 0 0 100 │
│ Drv3_DOGE_1_0_19.08 │ 1 │ 18.77 │ 14.063 │ 0.47 │ 4 days, 11:00:00 │ 1 0 0 100 │
│ Drv3_XRP_1_0_20.83 │ 1 │ 26.55 │ 13.279 │ 0.44 │ 3 days, 16:00:00 │ 1 0 0 100 │
│ Drv3_SOL_1_0_11.11 │ 1 │ 12.28 │ 11.253 │ 0.38 │ 3 days, 16:00:00 │ 1 0 0 100 │
│ Drv3_BTC_2_0_15.32 │ 1 │ 10.34 │ 10.519 │ 0.35 │ 8 days, 12:00:00 │ 1 0 0 100 │
│ Drv3_XRP_3_0_32.89 │ 1 │ 6.37 │ 10.247 │ 0.34 │ 6 days, 18:00:00 │ 1 0 0 100 │
│ Drv3_ETH_3_0_44.17 │ 1 │ 5.31 │ 9.107 │ 0.3 │ 14 days, 2:00:00 │ 1 0 0 100 │
│ Drv3_XRP_1_0_17.43 │ 1 │ 14.42 │ 9.018 │ 0.3 │ 3 days, 18:00:00 │ 1 0 0 100 │
│ Drv3_BTC_4_0_12.5 │ 1 │ 3.84 │ 8.374 │ 0.28 │ 12 days, 15:00:00 │ 1 0 0 100 │
│ Drv3_ETH_1_0_12.2 │ 1 │ 14.49 │ 7.233 │ 0.24 │ 3 days, 23:00:00 │ 1 0 0 100 │
│ Drv3_DOGE_3_0_29.03 │ 1 │ 3.23 │ 6.579 │ 0.22 │ 1 day, 2:00:00 │ 1 0 0 100 │
│ Drv3_SOL_3_0_32.56 │ 1 │ 2.49 │ 5.817 │ 0.19 │ 5 days, 14:00:00 │ 1 0 0 100 │
│ Drv3_BTC_1_0_19.12 │ 1 │ 8.78 │ 5.472 │ 0.18 │ 6 days, 13:00:00 │ 1 0 0 100 │
│ Drv3_DOGE_4_0_83.45 │ 1 │ 1.65 │ 4.730 │ 0.16 │ 11 days, 6:00:00 │ 1 0 0 100 │
│ Drv3_ETH_3_0_56.31 │ 1 │ 2.8 │ 4.481 │ 0.15 │ 2 days, 11:00:00 │ 1 0 0 100 │
│ Drv3_BTC_1_0_10.64 │ 1 │ 8.37 │ 4.169 │ 0.14 │ 6 days, 22:00:00 │ 1 0 0 100 │
│ Drv3_BTC_5_0_57.73 │ 1 │ 1.18 │ 4.068 │ 0.14 │ 19 days, 11:00:00 │ 1 0 0 100 │
│ Drv3_SOL_2_0_59.6 │ 1 │ 2.64 │ 4.040 │ 0.13 │ 4 days, 0:00:00 │ 1 0 0 100 │
│ Drv3_ETH_2_0_43.55 │ 1 │ 3.42 │ 3.514 │ 0.12 │ 8 days, 3:00:00 │ 1 0 0 100 │
│ Drv3_BTC_1_0_15.79 │ 1 │ 6.34 │ 3.161 │ 0.11 │ 9 days, 14:00:00 │ 1 0 0 100 │
│ Drv3_ETH_4_0_63.51 │ 1 │ 1.15 │ 2.694 │ 0.09 │ 6 days, 23:00:00 │ 1 0 0 100 │
│ Drv3_BTC_1_0_56.0 │ 1 │ 3.55 │ 2.217 │ 0.07 │ 6 days, 15:00:00 │ 1 0 0 100 │
│ Drv3_DOGE_3_0_48.84 │ 1 │ 1.19 │ 2.168 │ 0.07 │ 14:00:00 │ 1 0 0 100 │
│ Drv3_BTC_3_0_61.22 │ 1 │ 1.2 │ 1.936 │ 0.06 │ 12 days, 1:00:00 │ 1 0 0 100 │
│ Drv3_SOL_3_0_85.12 │ 1 │ 1.11 │ 1.773 │ 0.06 │ 11 days, 14:00:00 │ 1 0 0 100 │
│ Drv3_ETH_1_0_26.09 │ 1 │ 2.8 │ 1.746 │ 0.06 │ 2 days, 10:00:00 │ 1 0 0 100 │
│ Drv3_ETH_2_0_79.01 │ 1 │ 1.56 │ 1.707 │ 0.06 │ 7 days, 8:00:00 │ 1 0 0 100 │
│ Drv3_ETH_1_0_11.11 │ 1 │ 3.14 │ 1.565 │ 0.05 │ 2 days, 8:00:00 │ 1 0 0 100 │
│ Drv3_ETH_2_0_76.56 │ 1 │ 1.15 │ 1.466 │ 0.05 │ 3 days, 6:00:00 │ 1 0 0 100 │
│ Drv3_ETH_1_0_56.52 │ 1 │ 1.94 │ 0.970 │ 0.03 │ 2 days, 15:00:00 │ 1 0 0 100 │
│ Drv3_SOL_1_0_71.43 │ 1 │ 1.36 │ 0.849 │ 0.03 │ 1 day, 10:00:00 │ 1 0 0 100 │
│ Drv3_BTC_1_0_46.67 │ 1 │ 1.53 │ 0.756 │ 0.03 │ 4 days, 20:00:00 │ 1 0 0 100 │
│ Drv3_XRP_1_0_41.67 │ 1 │ 1.15 │ 0.718 │ 0.02 │ 10:00:00 │ 1 0 0 100 │
│ Drv3_ETH_1_0_65.0 │ 1 │ 1.11 │ 0.690 │ 0.02 │ 2 days, 5:00:00 │ 1 0 0 100 │
│ Drv3_ETH_1_0_0.0 │ 1 │ 1.07 │ 0.666 │ 0.02 │ 4:00:00 │ 1 0 0 100 │
│ Drv3_BTC_1_0_58.33 │ 1 │ 1.03 │ 0.508 │ 0.02 │ 5 days, 23:00:00 │ 1 0 0 100 │
│ Drv3_BTC_1_0_50.0 │ 1 │ 0.81 │ 0.404 │ 0.01 │ 1 day, 22:00:00 │ 1 0 0 100 │
│ force_exit │ 5 │ -0.35 │ -1.452 │ -0.05 │ 10:00:00 │ 1 0 4 20.0 │
│ TOTAL │ 50 │ 5.18 │ 510.093 │ 17.0 │ 18 days, 9:59:00 │ 46 0 4 92.0 │
└─────────────────────┴───────┴──────────────┴─────────────────┴──────────────┴────────────────────┴────────────────────────┘
MIXED TAG STATS
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ ('smth_12', 'Drv3_SOL_4_0_55.57') │ │ 1 │ 20.44 │ 65.023 │ 2.17 │ 14 days, 19:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_DOGE_6_0_46.32') │ │ 1 │ 10.45 │ 52.528 │ 1.75 │ 47 days, 13:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_XRP_7_0_47.9') │ │ 1 │ 7.74 │ 44.797 │ 1.49 │ 175 days, 16:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_SOL_6_0_14.94') │ │ 1 │ 8.16 │ 41.043 │ 1.37 │ 95 days, 20:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_ETH_7_0_40.87') │ │ 1 │ 4.84 │ 34.083 │ 1.14 │ 125 days, 19:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_BTC_9_0_27.63') │ │ 1 │ 5.09 │ 31.756 │ 1.06 │ 79 days, 11:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_SOL_5_0_24.88') │ │ 1 │ 7.37 │ 31.190 │ 1.04 │ 48 days, 3:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_DOGE_3_0_39.29') │ │ 1 │ 14.44 │ 29.196 │ 0.97 │ 11 days, 22:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_DOGE_7_0_77.83') │ │ 1 │ 1.94 │ 19.971 │ 0.67 │ 110 days, 11:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_DOGE_1_0_19.08') │ │ 1 │ 18.77 │ 14.063 │ 0.47 │ 4 days, 11:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_XRP_1_0_20.83') │ │ 1 │ 26.55 │ 13.279 │ 0.44 │ 3 days, 16:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_SOL_1_0_11.11') │ │ 1 │ 12.28 │ 11.253 │ 0.38 │ 3 days, 16:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_BTC_2_0_15.32') │ │ 1 │ 10.34 │ 10.519 │ 0.35 │ 8 days, 12:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_XRP_3_0_32.89') │ │ 1 │ 6.37 │ 10.247 │ 0.34 │ 6 days, 18:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_ETH_3_0_44.17') │ │ 1 │ 5.31 │ 9.107 │ 0.3 │ 14 days, 2:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_XRP_1_0_17.43') │ │ 1 │ 14.42 │ 9.018 │ 0.3 │ 3 days, 18:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_BTC_4_0_12.5') │ │ 1 │ 3.84 │ 8.374 │ 0.28 │ 12 days, 15:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_ETH_1_0_12.2') │ │ 1 │ 14.49 │ 7.233 │ 0.24 │ 3 days, 23:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_DOGE_3_0_29.03') │ │ 1 │ 3.23 │ 6.579 │ 0.22 │ 1 day, 2:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_SOL_3_0_32.56') │ │ 1 │ 2.49 │ 5.817 │ 0.19 │ 5 days, 14:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_BTC_1_0_19.12') │ │ 1 │ 8.78 │ 5.472 │ 0.18 │ 6 days, 13:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_DOGE_4_0_83.45') │ │ 1 │ 1.65 │ 4.730 │ 0.16 │ 11 days, 6:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_ETH_3_0_56.31') │ │ 1 │ 2.8 │ 4.481 │ 0.15 │ 2 days, 11:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_BTC_1_0_10.64') │ │ 1 │ 8.37 │ 4.169 │ 0.14 │ 6 days, 22:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_BTC_5_0_57.73') │ │ 1 │ 1.18 │ 4.068 │ 0.14 │ 19 days, 11:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_SOL_2_0_59.6') │ │ 1 │ 2.64 │ 4.040 │ 0.13 │ 4 days, 0:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_ETH_2_0_43.55') │ │ 1 │ 3.42 │ 3.514 │ 0.12 │ 8 days, 3:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_BTC_1_0_15.79') │ │ 1 │ 6.34 │ 3.161 │ 0.11 │ 9 days, 14:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_ETH_4_0_63.51') │ │ 1 │ 1.15 │ 2.694 │ 0.09 │ 6 days, 23:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_BTC_1_0_56.0') │ │ 1 │ 3.55 │ 2.217 │ 0.07 │ 6 days, 15:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_DOGE_3_0_48.84') │ │ 1 │ 1.19 │ 2.168 │ 0.07 │ 14:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_BTC_3_0_61.22') │ │ 1 │ 1.2 │ 1.936 │ 0.06 │ 12 days, 1:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_SOL_3_0_85.12') │ │ 1 │ 1.11 │ 1.773 │ 0.06 │ 11 days, 14:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_ETH_1_0_26.09') │ │ 1 │ 2.8 │ 1.746 │ 0.06 │ 2 days, 10:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_ETH_2_0_79.01') │ │ 1 │ 1.56 │ 1.707 │ 0.06 │ 7 days, 8:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_ETH_1_0_11.11') │ │ 1 │ 3.14 │ 1.565 │ 0.05 │ 2 days, 8:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_ETH_2_0_76.56') │ │ 1 │ 1.15 │ 1.466 │ 0.05 │ 3 days, 6:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_ETH_1_0_56.52') │ │ 1 │ 1.94 │ 0.970 │ 0.03 │ 2 days, 15:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_SOL_1_0_71.43') │ │ 1 │ 1.36 │ 0.849 │ 0.03 │ 1 day, 10:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_BTC_1_0_46.67') │ │ 1 │ 1.53 │ 0.756 │ 0.03 │ 4 days, 20:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_XRP_1_0_41.67') │ │ 1 │ 1.15 │ 0.718 │ 0.02 │ 10:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_ETH_1_0_65.0') │ │ 1 │ 1.11 │ 0.690 │ 0.02 │ 2 days, 5:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_ETH_1_0_0.0') │ │ 1 │ 1.07 │ 0.666 │ 0.02 │ 4:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_BTC_1_0_58.33') │ │ 1 │ 1.03 │ 0.508 │ 0.02 │ 5 days, 23:00:00 │ 1 0 0 100 │
│ ('smth_12', 'Drv3_BTC_1_0_50.0') │ │ 1 │ 0.81 │ 0.404 │ 0.01 │ 1 day, 22:00:00 │ 1 0 0 100 │
│ ('smth_12', 'force_exit') │ │ 5 │ -0.35 │ -1.452 │ -0.05 │ 10:00:00 │ 1 0 4 20.0 │
│ TOTAL │ │ 50 │ 5.18 │ 510.093 │ 17.0 │ 18 days, 9:59:00 │ 46 0 4 92.0 │
└────────────────────────────────────┴─────────────┴────────┴──────────────┴─────────────────┴──────────────┴────────────────────┴────────────────────────┘
WEEK BREAKDOWN
┏━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━┳━━━━━━━┳━━━━━━━━┓
┃ Week ┃ Tot Profit USDT ┃ Wins ┃ Draws ┃ Losses ┃
┡━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━╇━━━━━━━╇━━━━━━━━┩
│ 06/01/2025 │ 37.646 │ 5 │ 0 │ 0 │
│ 13/01/2025 │ 12.464 │ 2 │ 0 │ 0 │
│ 20/01/2025 │ 120.185 │ 5 │ 0 │ 0 │
│ 27/01/2025 │ 10.619 │ 2 │ 0 │ 0 │
│ 03/02/2025 │ 7.753 │ 2 │ 0 │ 0 │
│ 10/02/2025 │ 0 │ 0 │ 0 │ 0 │
│ 17/02/2025 │ 0 │ 0 │ 0 │ 0 │
│ 24/02/2025 │ 0 │ 0 │ 0 │ 0 │
│ 03/03/2025 │ 0 │ 0 │ 0 │ 0 │
│ 10/03/2025 │ 0 │ 0 │ 0 │ 0 │
│ 17/03/2025 │ 0 │ 0 │ 0 │ 0 │
│ 24/03/2025 │ 0 │ 0 │ 0 │ 0 │
│ 31/03/2025 │ 0 │ 0 │ 0 │ 0 │
│ 07/04/2025 │ 0 │ 0 │ 0 │ 0 │
│ 14/04/2025 │ 0 │ 0 │ 0 │ 0 │
│ 21/04/2025 │ 0 │ 0 │ 0 │ 0 │
│ 28/04/2025 │ 32.16 │ 2 │ 0 │ 0 │
│ 05/05/2025 │ 0.756 │ 1 │ 0 │ 0 │
│ 12/05/2025 │ 101.417 │ 5 │ 0 │ 0 │
│ 19/05/2025 │ 4.481 │ 1 │ 0 │ 0 │
│ 26/05/2025 │ 11.371 │ 4 │ 0 │ 0 │
│ 02/06/2025 │ 0.97 │ 1 │ 0 │ 0 │
│ 09/06/2025 │ 0 │ 0 │ 0 │ 0 │
│ 16/06/2025 │ 13.175 │ 2 │ 0 │ 0 │
│ 23/06/2025 │ 2.131 │ 2 │ 0 │ 0 │
│ 30/06/2025 │ 11.069 │ 2 │ 0 │ 0 │
│ 07/07/2025 │ 4.712 │ 3 │ 0 │ 0 │
│ 14/07/2025 │ 139.183 │ 7 │ 0 │ 4 │
└────────────┴─────────────────┴──────┴───────┴────────┘
SUMMARY METRICS
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓
┃ Metric ┃ Value ┃
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━┩
│ Backtesting from │ 2025-01-01 00:00:00 │
│ Backtesting to │ 2025-07-14 00:00:00 │
│ Trading Mode │ Spot │
│ Max open trades │ 5 │
│ │ │
│ Total/Daily Avg Trades │ 50 / 0.26 │
│ Starting balance │ 3000 USDT │
│ Final balance │ 3510.093 USDT │
│ Absolute profit │ 510.093 USDT │
│ Total profit % │ 17.00% │
│ CAGR % │ 34.37% │
│ Sortino │ 217.46 │
│ Sharpe │ 3.37 │
│ Calmar │ 3788.00 │
│ Profit factor │ 329.61 │
│ Expectancy (Ratio) │ 10.20 (26.29) │
│ Avg. daily profit % │ 0.09% │
│ Avg. stake amount │ 189.108 USDT │
│ Total trade volume │ 9455.407 USDT │
│ │ │
│ Best Pair │ XRP/USDT 2.60% │
│ Worst Pair │ ETH/USDT 2.32% │
│ Best trade │ XRP/USDT 26.55% │
│ Worst trade │ ETH/USDT -0.79% │
│ Best day │ 139.917 USDT │
│ Worst day │ -1.452 USDT │
│ Days win/draw/lose │ 30 / 162 / 1 │
│ Avg. Duration Winners │ 19 days, 23:33:00 │
│ Avg. Duration Loser │ 10:00:00 │
│ Max Consecutive Wins / Loss │ 46 / 4 │
│ Rejected Entry signals │ 0 │
│ Entry/Exit Timeouts │ 0 / 0 │
│ │ │
│ Min balance │ 3001.746 USDT │
│ Max balance │ 3511.645 USDT │
│ Max % of account underwater │ 0.04% │
│ Absolute Drawdown (Account) │ 0.04% │
│ Absolute Drawdown │ 1.552 USDT │
│ Drawdown high │ 511.645 USDT │
│ Drawdown low │ 510.093 USDT │
│ Drawdown Start │ 2025-07-14 00:00:00 │
│ Drawdown End │ 2025-07-14 00:00:00 │
│ Market change │ -17.01% │
└─────────────────────────────┴─────────────────────┘
Backtested 2025-01-01 00:00:00 -> 2025-07-14 00:00:00 | Max open trades : 5
STRATEGY SUMMARY
┏━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┓
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃
┡━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━┩
│ Zeus_8_1d │ 50 │ 5.18 │ 510.093 │ 17.0 │ 18 days, 9:59:00 │ 46 0 4 92.0 │ 1.552 USDT 0.04% │
└───────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┴───────────────────┘