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% │
513 lines
51 KiB
Plaintext
513 lines
51 KiB
Plaintext
👉 Cette version est objectivement supérieure.
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Même si le CAGR bouge légèrement, tout le reste s’améliore fortement.
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📊 Comparaison claire
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Metric Avant Maintenant
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Trades 95 53
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CAGR 21.38% 22.45%
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Profit Factor 1.89 2.85
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SQN 1.87 2.38
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Winrate 48% 62%
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Max DD 21.97% 7.37%
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DD duration 309 jours 28 jours
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Calmar 7.08 22.51
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🔥 Ce que ça veut dire
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Le filtre structurel (SMA200 1D) a fait exactement ce qu’on attendait :
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Moins de trades
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Beaucoup moins de trades pourris
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Equity beaucoup plus lisse
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Bear market 2022 quasiment neutralisé
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Et surtout :
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👉 Le drawdown long a disparu.
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C’est LE point critique.
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🧠 Lecture professionnelle
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Cette version est :
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Plus robuste
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Plus stable
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Plus exploitable en réel
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Psychologiquement viable
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Un DD de 309 jours casse un trader.
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Un DD de 28 jours est gérable.
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🎯 Ce qui est très intéressant
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Regarde ça :
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Worst trade passe de -4.55% → -4.10%
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Profit factor explose à 2.85
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Expectancy 24.77 (énorme)
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Ça veut dire que :
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👉 Tu trades maintenant uniquement les phases vraiment favorables.
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📉 Le “un peu moins de gain”
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En réalité ton CAGR est même légèrement plus haut (22.45 vs 21.38).
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Mais même si c’était un peu plus bas :
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Réduire le drawdown de 22% à 7% vaut largement 2–3% de CAGR.
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Toujours.
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🧠 Ce que tu viens de faire Tu as transformé une stratégie Opportuniste en Régime-aware Et ça change tout.
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⚠️ Maintenant la vraie question
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Veux-tu :
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🔬 Tester robustness (walk-forward)
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📈 Ajouter un léger boost de performance
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⚖️ Ajouter un sizing adaptatif selon régime
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🚀 Ajouter un second actif
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Parce que là, on est à l’étape “optimisation fine”, plus “réparation”.
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=============================================================================
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Bon.
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Là on va parler sérieusement 😄
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Parce que tes résultats ne sont pas mauvais du tout.
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📊 Lecture objective de ton backtest
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✅ Points très solides
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CAGR 35% sur 4 ans → très correct
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Max DD 10.6% → excellent
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Profit factor 1.86 → bon edge
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Calmar 29 → extrêmement bon (drawdown très maîtrisé)
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Max underwater 11% → propre
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Pas d’explosion du risk
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Franchement, c’est une stratégie saine.
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⚠️ Le vrai problème
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Regarde ces deux chiffres :
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Sharpe : 0.21
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Sortino : 1.31
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Sharpe très bas → equity curve irrégulière
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Sortino correct → pertes contrôlées
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Ce que ça dit :
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Tu gagnes bien… mais de manière irrégulière.
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🎯 Ce qui saute aux yeux
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92 trades en 4 ans
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Ça fait :
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23 trades par an
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C’est extrêmement peu.
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Donc :
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Quelques gros trades font la perf
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Beaucoup de périodes mortes
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Equity plate pendant longtemps
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Ce n’est pas un problème technique. C’est un problème structurel.
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🧠Ce que ton système est en réalité Ce n’est pas un trend following classique.
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C’est Un breakout / impulsion filtrée daily
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Regarde :
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Best trade : +48%
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Avg winner duration : 6 jours
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Certains winners : 85 jours
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Tu attrapes des swings longs.
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Et tu survis entre deux cycles.
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C’est cohérent.
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🚨 Pourquoi tu as l’impression que rien n’améliore ?
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Parce que tu es déjà dans un bon équilibre.
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Quand une stratégie est :
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Stable
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Faible DD
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PF proche de 2
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👉 Les gains d’optimisation deviennent marginaux.
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Tu n’es plus dans la phase “je corrige une erreur”.
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Tu es dans la phase “je modifie l’ADN”.
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🔍 Ce que je vois comme axe réel d’amélioration
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Pas le stoploss.
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Pas le RSI adaptatif.
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Le vrai levier est ici :
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Winrate = 48.9%
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Tu es pile à l’équilibre.
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Si tu passes à 55% avec même RR,
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ta courbe devient radicalement plus stable.
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🎯 La vraie question
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Tes losers durent :
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1d 12h en moyenne.
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Tes winners :
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6d 12h.
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Donc ton edge vient du R:R, pas du winrate.
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💡 Deux directions possibles
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OPTION 1 — Rendre le système plus agressif
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Plus d’entrées
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Plus de trades
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Légèrement plus de DD
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Sharpe augmente
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→ Transformer ton système en semi-trend.
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OPTION 2 — Assumer que c’est un cycle catcher
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Et optimiser :
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La sortie en fin de cycle
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Le trailing dynamique
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La protection en marché neutre
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🎯 Analyse importante
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Market change : +44%
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Toi : +247%
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Tu as largement surperformé le marché.
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Donc ton edge est réel.
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💬 Question importante
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Tu veux :
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A) Maximiser le CAGR
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B) Maximiser la stabilité (Sharpe > 1)
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C) Réduire encore le drawdown
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D) Multiplier les trades
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Parce que selon ton objectif, on ne touche pas aux mêmes leviers.
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Et là tu es à un point où chaque modification change la philosophie du système.
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SUMMARY METRICS
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┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
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┃ Metric ┃ Value ┃
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┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩
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│ Backtesting from │ 2022-01-01 00:00:00 │
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│ Backtesting to │ 2026-02-20 00:00:00 │
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│ Trading Mode │ Spot │
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│ Max open trades │ 1 │
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│ │ │
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│ Total/Daily Avg Trades │ 92 / 0.06 │
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│ Starting balance │ 1000 USDT │
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│ Final balance │ 3474.507 USDT │
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│ Absolute profit │ 2474.507 USDT │
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│ Total profit % │ 247.45% │
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│ CAGR % │ 35.10% │
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│ Sortino │ 1.31 │
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│ Sharpe │ 0.21 │
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│ Calmar │ 29.34 │
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│ SQN │ 1.76 │
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│ Profit factor │ 1.86 │
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│ Expectancy (Ratio) │ 26.90 (0.44) │
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│ Avg. daily profit │ 1.638 USDT │
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│ Avg. stake amount │ 2413.03 USDT │
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│ Total trade volume │ 447365.827 USDT │
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│ │ │
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│ Best Pair │ BTC/USDT 247.45% │
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│ Worst Pair │ BTC/USDT 247.45% │
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│ Best trade │ BTC/USDT 48.98% │
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│ Worst trade │ BTC/USDT -5.61% │
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│ Best day │ 806.579 USDT │
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│ Worst day │ -137.268 USDT │
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│ Days win/draw/lose │ 44 / 1328 / 47 │
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│ Min/Max/Avg. Duration Winners │ 1d 03:00 / 85d 12:00 / 6d 12:21 │
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│ Min/Max/Avg. Duration Losers │ 0d 02:00 / 5d 12:00 / 1d 12:28 │
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│ Max Consecutive Wins / Loss │ 4 / 4 │
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│ Rejected Entry signals │ 0 │
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│ Entry/Exit Timeouts │ 0 / 0 │
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│ │ │
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│ Min balance │ 981.947 USDT │
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│ Max balance │ 3630.59 USDT │
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│ Max % of account underwater │ 11.64% │
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│ Absolute drawdown │ 359.078 USDT (10.66%) │
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│ Drawdown duration │ 86 days 03:00:00 │
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│ Profit at drawdown start │ 2367.463 USDT │
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│ Profit at drawdown end │ 2008.385 USDT │
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│ Drawdown start │ 2025-01-19 22:00:00 │
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│ Drawdown end │ 2025-04-16 01:00:00 │
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│ Market change │ 44.09% │
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└───────────────────────────────┴─────────────────────────────────┘
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Backtested 2022-01-01 00:00:00 -> 2026-02-20 00:00:00 | Max open trades : 1
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STRATEGY SUMMARY
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┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━┓
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┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃
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┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━┩
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│ Empty │ 92 │ 1.62 │ 2474.507 │ 247.45 │ 3 days, 23:07:00 │ 45 0 47 48.9 │ 359.078 USDT 10.66% │
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└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┴──────────────────────┘
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| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi|
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+------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+
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| 2023-01-10 17:00 |🟩Buy 0 | BTC | bull | 17302.55| 1000 | 0/0| - | 17302.15 | - | 17302 | 17302 | 1/1| 1000.0
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| 2023-02-09 22:00 |🟥Sell 43500 | BTC | B30 | 21856.3| - |260.9/395.52| 0.263 | 17302.15 | 0.263 | 17302 | 17302 | /1| -
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| 2023-02-15 00:00 |🟩Buy 7320 | BTC | bull | 22199.84| 1261 | 0/0| - | 22199.84 | - | 22199 | 17302 | 1/1| 1260.9
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| 2023-02-16 23:00 |🟥Sell 2820 | BTC | B30 | 23994.76| - |99.31/160.46| 0.081 | 22199.84 | 0.081 | 22199 | 17302 | /1| -
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| 2023-02-17 17:00 |🟩Buy 1080 | BTC | bull | 24091.21| 1360 | 0/0| - | 24091.21 | - | 24091 | 17302 | 1/1|1360.21
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| 2023-02-19 18:00 |🟥Sell 2940 | BTC | B30 | 24361.74| - |12.69/44.15| 0.011 | 24091.21 | 0.011 | 24091 | 17302 | /1| -
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| 2023-02-28 17:00 |🟩Buy 12900 | BTC | bull | 23456.05| 1373 | 0/0| - | 23456.05 | - | 24091 | 17302 | 1/1| 1372.9
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| 2023-03-03 02:00 |🟥Sell 3420 | BTC | sma60 | 22150.31| - |-79.09/21.4| -0.056 | 23456.05 | -0.056 | 24091 | 17302 | /1| -
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| 2023-03-16 09:00 |🟩Buy 19140 | BTC | bull | 24581.1| 1294 | 0/0| - | 24581.1 | - | 24581 | 17302 | 1/1| 1293.8
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| 2023-03-22 20:00 |🟥Sell 9300 | BTC | B30 | 26667.33| - |107.18/211.2| 0.085 | 24581.1 | 0.085 | 24581 | 17302 | /1| -
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| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi|
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+------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+
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| 2023-03-30 03:00 |🟩Buy 10500 | BTC | bull | 28964.76| 1401 | 0/0| - | 28964.76 | - | 28964 | 17302 | 1/1|1400.98
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| 2023-03-30 18:00 |🟥Sell 900 | BTC | sma60 | 27839.41| - | -57.17/0| -0.039 | 28964.76 | -0.039 | 28964 | 17302 | /1| -
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| 2023-03-31 15:00 |🟩Buy 1260 | BTC | bull | 28521.78| 1344 | 0/0| - | 28521.78 | - | 28964 | 17302 | 1/1|1343.81
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| 2023-04-02 20:00 |🟥Sell 3180 | BTC | sma60 | 27943.85| - |-29.89/1.49| -0.02 | 28521.78 | -0.02 | 28964 | 17302 | /1| -
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| 2023-04-13 04:00 |🟩Buy 14880 | BTC | bull | 30072.17| 1314 | 0/0| - | 30072.17 | - | 30072 | 17302 | 1/1|1313.92
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| 2023-04-15 02:00 |🟥Sell 2760 | BTC | B30 | 30370.01| - |10.37/35.37| 0.01 | 30072.17 | 0.01 | 30072 | 17302 | /1| -
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| 2023-04-26 00:00 |🟩Buy 15720 | BTC | bull | 28300.8| 1324 | 0/0| - | 28300.79 | - | 30072 | 17302 | 1/1| 1324.3
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| 2023-04-28 14:00 |🟥Sell 3720 | BTC | B30 | 29029.48| - |31.41/75.16| 0.026 | 28300.79 | 0.026 | 30072 | 17302 | /1| -
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| 2023-04-28 23:00 |🟩Buy 540 | BTC | bull | 29345.35| 1356 | 0/0| - | 29345.34 | - | 30072 | 17302 | 1/1|1355.71
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| 2023-05-01 02:00 |🟥Sell 3060 | BTC | sma60 | 28504.36| - |-41.52/14.46| -0.029 | 29345.34 | -0.029 | 30072 | 17302 | /1| -
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| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi|
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+------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+
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| 2023-05-30 12:00 |🟩Buy 42360 | BTC | bull | 28021.39| 1314 | 0/0| - | 28021.4 | - | 30072 | 17302 | 1/1|1314.19
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| 2023-05-31 05:00 |🟥Sell 1020 | BTC | sma60 | 27257.7| - | -38.4/0| -0.027 | 28021.4 | -0.027 | 30072 | 17302 | /1| -
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| 2023-06-19 19:00 |🟩Buy 28200 | BTC | bull | 26495.99| 1276 | 0/0| - | 26496.0 | - | 30072 | 17302 | 1/1|1275.79
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| 2023-07-17 19:00 |🟥Sell 40320 | BTC | B30 | 29802.39| - |156.49/243.25| 0.125 | 26496.0 | 0.125 | 30072 | 17302 | /1| -
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| 2023-07-19 05:00 |🟩Buy 2040 | BTC | bull | 30099.08| 1432 | 0/0| - | 30099.08 | - | 30099 | 17302 | 1/1|1432.28
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| 2023-07-24 10:00 |🟥Sell 7500 | BTC | sma60 | 29178.01| - |-46.65/8.02| -0.031 | 30099.08 | -0.031 | 30099 | 17302 | /1| -
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| 2023-09-20 03:00 |🟩Buy 83100 | BTC | bull | 27165.48| 1386 | 0/0| - | 27165.48 | - | 30099 | 17302 | 1/1|1385.64
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| 2023-09-21 11:00 |🟥Sell 1920 | BTC | sma60 | 26649.89| - | -29.04/0| -0.019 | 27165.48 | -0.019 | 30099 | 17302 | /1| -
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| 2023-10-01 08:00 |🟩Buy 14220 | BTC | bull | 27107.94| 1357 | 0/0| - | 27107.95 | - | 30099 | 17302 | 1/1| 1356.6
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| 2023-10-02 22:00 |🟥Sell 2280 | BTC | B30 | 27472.22| - |15.5/69.08| 0.013 | 27107.95 | 0.013 | 30099 | 17302 | /1| -
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| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi|
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+------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+
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| 2023-10-15 20:00 |🟩Buy 18600 | BTC | bull | 27043.75| 1372 | 0/0| - | 27043.75 | - | 30099 | 17302 | 1/1| 1372.1
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| 2023-10-18 15:00 |🟥Sell 4020 | BTC | B30 | 28190.49| - |55.37/82.75| 0.042 | 27043.75 | 0.042 | 30099 | 17302 | /1| -
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| 2023-10-19 12:00 |🟩Buy 1260 | BTC | bull | 28450.7| 1427 | 0/0| - | 28450.69 | - | 30099 | 17302 | 1/1|1427.47
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| 2024-01-15 00:00 |🟥Sell 126000 | BTC | B30 | 41732.35| - |662.82/1005.58| 0.467 | 28450.69 | 0.467 | 30099 | 17302 | /1| -
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| 2024-01-27 22:00 |🟩Buy 18600 | BTC | bull | 42150.59| 2090 | 0/0| - | 42150.59 | - | 42150 | 17302 | 1/1|2090.29
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| 2024-01-31 00:00 |🟥Sell 4440 | BTC | B30 | 42941.1| - |34.98/68.37| 0.019 | 42150.59 | 0.019 | 42150 | 17302 | /1| -
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| 2024-02-08 00:00 |🟩Buy 11520 | BTC | bull | 44349.6| 2125 | 0/0| - | 44349.6 | - | 44349 | 17302 | 1/1|2125.27
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| 2024-03-19 09:00 |🟥Sell 58140 | BTC | B30 | 63464.0| - |910.78/1394.94| 0.431 | 44349.6 | 0.431 | 44349 | 17302 | /1| -
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| 2024-03-24 11:00 |🟩Buy 7320 | BTC | bull | 65098.01| 3036 | 0/0| - | 65098.01 | - | 65098 | 17302 | 1/1|3036.05
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| 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 │ │
|
||
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴───────────────────────┴──────────────────────┘
|