a04b07f7ea
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃ ┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━┩ │ Empty │ 71 │ 3.39 │ 6790.561 │ 679.06 │ 6 days, 19:44:00 │ 42 0 29 59.2 │ 722.969 USDT 16.42% │
536 lines
54 KiB
Plaintext
536 lines
54 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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| 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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| 2023-03-10 20:00 |🟩Buy 11160 | BTC | dist | 20022.72| 1294 | 0/0| - | 20024.32 | - | 24091 | 17302 | 1/1| 1293.8
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| 2023-03-11 05:00 |🟥Sell 540 | BTC | B30 | 20339.7| - |17.87/33.82| 0.016 | 20024.32 | 0.016 | 24091 | 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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| 2023-03-11 21:00 |🟩Buy 960 | BTC | dist | 20349.4| 1312 | 0/0| - | 20349.4 | - | 24091 | 17302 | 1/1|1311.67
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| 2023-04-21 20:00 |🟥Sell 58980 | BTC | B30 | 27279.91| - |443.6/679.44| 0.341 | 20349.4 | 0.341 | 24091 | 17302 | /1| -
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| 2023-04-26 00:00 |🟩Buy 6000 | BTC | bull | 28300.8| 1755 | 0/0| - | 28300.79 | - | 28300 | 17302 | 1/1|1755.28
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| 2023-04-28 14:00 |🟥Sell 3720 | BTC | B30 | 29029.48| - |41.64/99.63| 0.026 | 28300.79 | 0.026 | 28300 | 17302 | /1| -
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| 2023-04-28 23:00 |🟩Buy 540 | BTC | bull | 29345.35| 1797 | 0/0| - | 29345.34 | - | 29345 | 17302 | 1/1|1796.91
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| 2023-05-01 02:00 |🟥Sell 3060 | BTC | sma60 | 28504.36| - |-55.04/19.17| -0.029 | 29345.34 | -0.029 | 29345 | 17302 | /1| -
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| 2023-05-25 16:00 |🟩Buy 35400 | BTC | dist | 26226.12| 1742 | 0/0| - | 26226.12 | - | 29345 | 17302 | 1/1|1741.88
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| 2023-05-26 02:00 |🟥Sell 600 | BTC | B30 | 26414.9| - |9.04/13.71| 0.007 | 26226.12 | 0.007 | 29345 | 17302 | /1| -
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| 2023-05-28 00:00 |🟩Buy 2760 | BTC | bull | 26854.28| 1751 | 0/0| - | 26854.27 | - | 29345 | 17302 | 1/1|1750.92
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| 2023-05-29 17:00 |🟥Sell 2460 | BTC | B30 | 27597.24| - |44.89/83.66| 0.028 | 26854.27 | 0.028 | 29345 | 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 1140 | BTC | bull | 28021.39| 1796 | 0/0| - | 28021.4 | - | 29345 | 17302 | 1/1|1795.81
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| 2023-05-31 05:00 |🟥Sell 1020 | BTC | sma60 | 27257.7| - | -52.48/0| -0.027 | 28021.4 | -0.027 | 29345 | 17302 | /1| -
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| 2023-06-06 08:00 |🟩Buy 8820 | BTC | dist | 25722.34| 1743 | 0/0| - | 25722.33 | - | 29345 | 17302 | 1/1|1743.33
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| 2023-06-07 10:00 |🟥Sell 1560 | BTC | B30 | 26486.28| - |48.23/98.59| 0.03 | 25722.33 | 0.03 | 29345 | 17302 | /1| -
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| 2023-06-08 10:00 |🟩Buy 1440 | BTC | dist | 26385.05| 1792 | 0/0| - | 26385.06 | - | 29345 | 17302 | 1/1|1791.56
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| 2023-06-10 05:00 |🟥Sell 2580 | BTC | sma60 | 25765.28| - |-45.62/19.25| -0.023 | 26385.06 | -0.023 | 29345 | 17302 | /1| -
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| 2023-06-10 20:00 |🟩Buy 900 | BTC | dist | 25750.01| 1746 | 0/0| - | 25750.0 | - | 29345 | 17302 | 1/1|1745.94
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| 2023-06-13 15:00 |🟥Sell 4020 | BTC | B30 | 25985.67| - |12.47/26.43| 0.009 | 25750.0 | 0.009 | 29345 | 17302 | /1| -
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| 2023-06-14 04:00 |🟩Buy 780 | BTC | bull | 25985.06| 1758 | 0/0| - | 25985.07 | - | 29345 | 17302 | 1/1|1758.41
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| 2023-06-14 21:00 |🟥Sell 1020 | BTC | sma60 | 24934.21| - | -74.56/0| -0.04 | 25985.07 | -0.04 | 29345 | 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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| 2023-06-19 19:00 |🟩Buy 7080 | BTC | bull | 26495.99| 1684 | 0/0| - | 26496.0 | - | 29345 | 17302 | 1/1|1683.85
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| 2023-07-17 19:00 |🟥Sell 40320 | BTC | B30 | 29802.39| - |206.54/321.05| 0.125 | 26496.0 | 0.125 | 29345 | 17302 | /1| -
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| 2023-07-19 05:00 |🟩Buy 2040 | BTC | bull | 30099.08| 1890 | 0/0| - | 30099.08 | - | 30099 | 17302 | 1/1| 1890.4
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| 2023-07-24 10:00 |🟥Sell 7500 | BTC | sma60 | 29178.01| - |-61.57/10.58| -0.031 | 30099.08 | -0.031 | 30099 | 17302 | /1| -
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| 2023-09-20 03:00 |🟩Buy 83100 | BTC | bull | 27165.48| 1829 | 0/0| - | 27165.48 | - | 30099 | 17302 | 1/1|1828.83
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| 2023-09-21 11:00 |🟥Sell 1920 | BTC | sma60 | 26649.89| - | -38.33/0| -0.019 | 27165.48 | -0.019 | 30099 | 17302 | /1| -
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| 2023-10-01 08:00 |🟩Buy 14220 | BTC | bull | 27107.94| 1790 | 0/0| - | 27107.95 | - | 30099 | 17302 | 1/1| 1790.5
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| 2023-10-02 22:00 |🟥Sell 2280 | BTC | B30 | 27472.22| - |20.46/91.18| 0.013 | 27107.95 | 0.013 | 30099 | 17302 | /1| -
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| 2023-10-06 13:00 |🟩Buy 5220 | BTC | dist | 27252.99| 1811 | 0/0| - | 27252.99 | - | 30099 | 17302 | 1/1|1810.95
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| 2023-10-08 12:00 |🟥Sell 2820 | BTC | B30 | 27811.63| - |33.46/50.27| 0.02 | 27252.99 | 0.02 | 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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| 2023-10-12 06:00 |🟩Buy 5400 | BTC | dist | 26876.85| 1844 | 0/0| - | 26876.85 | - | 30099 | 17302 | 1/1|1844.41
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| 2024-01-18 20:00 |🟥Sell 141960 | BTC | B30 | 41022.32| - |966.0/1483.49| 0.526 | 26876.85 | 0.526 | 30099 | 17302 | /1| -
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| 2024-01-27 22:00 |🟩Buy 13080 | BTC | bull | 42150.59| 2810 | 0/0| - | 42150.59 | - | 42150 | 17302 | 1/1|2810.42
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| 2024-01-31 00:00 |🟥Sell 4440 | BTC | B30 | 42941.1| - |47.03/91.92| 0.019 | 42150.59 | 0.019 | 42150 | 17302 | /1| -
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| 2024-02-08 00:00 |🟩Buy 11520 | BTC | bull | 44349.6| 2857 | 0/0| - | 44349.6 | - | 44349 | 17302 | 1/1|2857.45
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| 2024-03-19 09:00 |🟥Sell 58140 | BTC | B30 | 63464.0| - |1224.57/1875.55| 0.431 | 44349.6 | 0.431 | 44349 | 17302 | /1| -
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| 2024-03-24 11:00 |🟩Buy 7320 | BTC | bull | 65098.01| 4082 | 0/0| - | 65098.01 | - | 65098 | 17302 | 1/1|4082.02
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| 2024-03-27 16:00 |🟥Sell 4620 | BTC | B30 | 68874.0| - |228.35/370.43| 0.058 | 65098.01 | 0.058 | 65098 | 17302 | /1| -
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| 2024-03-28 07:00 |🟩Buy 900 | BTC | bull | 70363.74| 4310 | 0/0| - | 70363.74 | - | 70363 | 17302 | 1/1|4310.37
|
||
| 2024-04-01 15:00 |🟥Sell 6240 | BTC | sma60 | 68906.07| 1 |-97.81/63.23| -0.021 | 70363.74 | -0.021 | 70363 | 17302 | /1| -
|
||
| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi|
|
||
+------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+
|
||
| 2024-04-08 08:00 |🟩Buy 9660 | BTC | bull | 70698.64| 4213 | 0/0| - | 70698.63 | - | 70698 | 17302 | 1/1|4212.56
|
||
| 2024-04-09 15:00 |🟥Sell 1860 | BTC | sma60 | 69358.32| - |-88.2/93.08| -0.019 | 70698.63 | -0.019 | 70698 | 17302 | /1| -
|
||
| 2024-04-10 20:00 |🟩Buy 1740 | BTC | bull | 70084.0| 4124 | 0/0| - | 70083.99 | - | 70698 | 17302 | 1/1|4124.36
|
||
| 2024-04-12 18:00 |🟥Sell 2760 | BTC | sma60 | 68140.02| 1 |-122.52/52.41| -0.028 | 70083.99 | -0.028 | 70698 | 17302 | /1| -
|
||
| 2024-04-24 05:00 |🟩Buy 16500 | BTC | bull | 67008.0| 4002 | 0/0| - | 67008.0 | - | 70698 | 17302 | 1/1|4001.84
|
||
| 2024-04-24 15:00 |🟥Sell 600 | BTC | sma60 | 65234.85| - | -113.79/0| -0.026 | 67008.0 | -0.026 | 70698 | 17302 | /1| -
|
||
| 2024-05-01 23:00 |🟩Buy 10560 | BTC | dist | 57880.58| 3888 | 0/0| - | 57880.58 | - | 70698 | 17302 | 1/1|3888.05
|
||
| 2024-05-08 00:00 |🟥Sell 8700 | BTC | B30 | 62312.08| - |289.59/481.11| 0.077 | 57880.58 | 0.077 | 70698 | 17302 | /1| -
|
||
| 2024-05-15 06:00 |🟩Buy 10440 | BTC | bull | 61928.67| 4178 | 0/0| - | 61928.68 | - | 70698 | 17302 | 1/1|4177.64
|
||
| 2024-05-16 18:00 |🟥Sell 2160 | BTC | B30 | 64994.99| 1 |198.26/299.93| 0.05 | 61928.68 | 0.05 | 70698 | 17302 | /1| -
|
||
| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi|
|
||
+------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+
|
||
| 2024-05-17 08:00 |🟩Buy 840 | BTC | bull | 66386.93| 4376 | 0/0| - | 66386.94 | - | 70698 | 17302 | 1/1| 4375.9
|
||
| 2024-05-19 15:00 |🟥Sell 3300 | BTC | B30 | 66928.0| - |26.88/53.35| 0.008 | 66386.94 | 0.008 | 70698 | 17302 | /1| -
|
||
| 2024-05-27 16:00 |🟩Buy 11580 | BTC | bull | 70373.86| 4403 | 0/0| - | 70373.85 | - | 70698 | 17302 | 1/1|4402.78
|
||
| 2024-05-28 02:00 |🟥Sell 600 | BTC | sma60 | 68614.11| - | -118.79/0| -0.025 | 70373.85 | -0.025 | 70698 | 17302 | /1| -
|
||
| 2024-06-05 01:00 |🟩Buy 11460 | BTC | bull | 70775.99| 4284 | 0/0| - | 70776.0 | - | 70776 | 17302 | 1/1|4283.99
|
||
| 2024-06-07 19:00 |🟥Sell 3960 | BTC | sma60 | 69154.43| 1 |-106.6/47.3| -0.023 | 70776.0 | -0.023 | 70776 | 17302 | /1| -
|
||
| 2024-06-21 22:00 |🟩Buy 20340 | BTC | dist | 64084.44| 4177 | 0/0| - | 64084.43 | - | 70776 | 17302 | 1/1|4177.39
|
||
| 2024-06-24 03:00 |🟥Sell 3180 | BTC | sma60 | 62880.94| - |-86.72/20.01| -0.019 | 64084.43 | -0.019 | 70776 | 17302 | /1| -
|
||
| 2024-07-15 00:00 |🟩Buy 30060 | BTC | bull | 60797.91| 4091 | 0/0| - | 60797.91 | - | 70776 | 17302 | 1/1|4090.67
|
||
| 2024-07-16 09:00 |🟥Sell 1980 | BTC | B30 | 62820.67| - |127.77/264.04| 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| 4218 | 0/0| - | 64500.0 | - | 70776 | 17302 | 1/1|4218.44
|
||
| 2024-07-22 15:00 |🟥Sell 8520 | BTC | B30 | 66712.0| - |136.08/232.91| 0.034 | 64500.0 | 0.034 | 70776 | 17302 | /1| -
|
||
| 2024-07-27 00:00 |🟩Buy 6300 | BTC | bull | 67908.0| 4355 | 0/0| - | 67907.99 | - | 70776 | 17302 | 1/1|4354.53
|
||
| 2024-07-30 01:00 |🟥Sell 4380 | BTC | sma60 | 66610.0| - |-91.85/112.44| -0.019 | 67907.99 | -0.019 | 70776 | 17302 | /1| -
|
||
| 2024-08-03 12:00 |🟩Buy 6420 | BTC | dist | 61919.38| 4263 | 0/0| - | 61919.38 | - | 70776 | 17302 | 1/1|4262.68
|
||
| 2024-08-03 18:00 |🟥Sell 360 | BTC | sma60 | 60576.0| - | -100.91/0| -0.022 | 61919.38 | -0.022 | 70776 | 17302 | /1| -
|
||
| 2024-08-25 23:00 |🟩Buy 31980 | BTC | bull | 64482.0| 4162 | 0/0| - | 64482.01 | - | 70776 | 17302 | 1/1|4161.76
|
||
| 2024-08-26 22:00 |🟥Sell 1380 | BTC | sma60 | 63155.81| - | -93.83/0| -0.021 | 64482.01 | -0.021 | 70776 | 17302 | /1| -
|
||
| 2024-08-28 13:00 |🟩Buy 2340 | BTC | dist | 59946.23| 4068 | 0/0| - | 59946.22 | - | 70776 | 17302 | 1/1|4067.93
|
||
| 2024-08-28 18:00 |🟥Sell 300 | BTC | sma60 | 58650.0| 1 | -96.0/0| -0.022 | 59946.22 | -0.022 | 70776 | 17302 | /1| -
|
||
| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi|
|
||
+------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+
|
||
| 2024-09-14 00:00 |🟩Buy 23400 | BTC | bull | 60497.99| 3972 | 0/0| - | 60498.0 | - | 70776 | 17302 | 1/1|3971.94
|
||
| 2024-09-16 00:00 |🟥Sell 2880 | BTC | sma60 | 59132.0| - | -97.53/0| -0.023 | 60498.0 | -0.023 | 70776 | 17302 | /1| -
|
||
| 2024-09-19 00:00 |🟩Buy 4320 | BTC | bull | 61759.98| 3874 | 0/0| - | 61759.99 | - | 70776 | 17302 | 1/1|3874.41
|
||
| 2024-09-20 18:00 |🟥Sell 2520 | BTC | B30 | 62704.0| - |51.41/122.84| 0.015 | 61759.99 | 0.015 | 70776 | 17302 | /1| -
|
||
| 2024-09-28 04:00 |🟩Buy 10680 | BTC | bull | 66063.76| 3926 | 0/0| - | 66063.76 | - | 70776 | 17302 | 1/1|3925.82
|
||
| 2024-09-30 02:00 |🟥Sell 2760 | BTC | sma60 | 64769.99| - | -84.65/0| -0.02 | 66063.76 | -0.02 | 70776 | 17302 | /1| -
|
||
| 2024-10-02 10:00 |🟩Buy 3360 | BTC | dist | 61271.24| 3841 | 0/0| - | 61271.25 | - | 70776 | 17302 | 1/1|3841.17
|
||
| 2024-10-05 19:00 |🟥Sell 4860 | BTC | B30 | 61864.0| - |29.44/63.49| 0.01 | 61271.25 | 0.01 | 70776 | 17302 | /1| -
|
||
| 2024-10-06 15:00 |🟩Buy 1200 | BTC | bull | 62716.0| 3871 | 0/0| - | 62715.99 | - | 70776 | 17302 | 1/1|3870.61
|
||
| 2024-10-09 19:00 |🟥Sell 4560 | BTC | sma60 | 61196.01| - |-101.45/70.92| -0.024 | 62715.99 | -0.024 | 70776 | 17302 | /1| -
|
||
| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi|
|
||
+------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+
|
||
| 2024-10-10 10:00 |🟩Buy 900 | BTC | dist | 60935.14| 3769 | 0/0| - | 60935.15 | - | 70776 | 17302 | 1/1|3769.16
|
||
| 2024-10-10 18:00 |🟥Sell 480 | BTC | sma60 | 59611.01| - |-89.35/12.66| -0.022 | 60935.15 | -0.022 | 70776 | 17302 | /1| -
|
||
| 2024-10-14 05:00 |🟩Buy 4980 | BTC | bull | 64137.99| 3680 | 0/0| - | 64137.99 | - | 70776 | 17302 | 1/1|3679.81
|
||
| 2024-10-21 14:00 |🟥Sell 10620 | BTC | B30 | 67312.0| - |174.55/283.38| 0.049 | 64137.99 | 0.049 | 70776 | 17302 | /1| -
|
||
| 2024-10-27 15:00 |🟩Buy 8700 | BTC | bull | 67696.0| 3854 | 0/0| - | 67695.99 | - | 70776 | 17302 | 1/1|3854.36
|
||
| 2024-10-31 14:00 |🟥Sell 5700 | BTC | B30 | 71308.0| - |197.72/303.62| 0.053 | 67695.99 | 0.053 | 70776 | 17302 | /1| -
|
||
| 2024-11-06 01:00 |🟩Buy 7860 | BTC | bull | 71096.03| 4052 | 0/0| - | 71096.04 | - | 71096 | 17302 | 1/1|4052.08
|
||
| 2024-12-20 09:00 |🟥Sell 63840 | BTC | B30 | 95473.74| - |1379.79/2107.66| 0.343 | 71096.04 | 0.343 | 71096 | 17302 | /1| -
|
||
| 2024-12-26 00:00 |🟩Buy 8100 | BTC | bull | 99429.61| 5432 | 0/0| - | 99429.6 | - | 99429 | 17302 | 1/1|5431.87
|
||
| 2024-12-26 09:00 |🟥Sell 540 | BTC | sma60 | 95878.56| - | -204.66/0| -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| 5227 | 0/0| - | 98695.21 | - | 99429 | 17302 | 1/1|5227.21
|
||
| 2025-01-07 13:00 |🟥Sell 2280 | BTC | B30 |100750.89| - |98.31/176.86| 0.021 | 98695.21 | 0.021 | 99429 | 17302 | /1| -
|
||
| 2025-01-13 22:00 |🟩Buy 9180 | BTC | bull | 94193.49| 5326 | 0/0| - | 94193.49 | - | 99429 | 17302 | 1/1|5325.51
|
||
| 2025-01-16 15:00 |🟥Sell 3900 | BTC | B30 | 97618.89| 1 |182.79/345.35| 0.036 | 94193.49 | 0.036 | 99429 | 17302 | /1| -
|
||
| 2025-01-17 02:00 |🟩Buy 660 | BTC | bull | 101659.8| 5508 | 0/0| - | 101659.8 | - | 101659 | 17302 | 1/1|5508.31
|
||
| 2025-01-19 22:00 |🟥Sell 4080 | BTC | B30 |103684.44| - |98.57/238.81| 0.02 | 101659.8 | 0.02 | 101659 | 17302 | /1| -
|
||
| 2025-01-23 18:00 |🟩Buy 5520 | BTC | bull |105927.78| 5607 | 0/0| - | 105927.78 | - | 105927 | 17302 | 1/1|5606.88
|
||
| 2025-01-23 20:00 |🟥Sell 120 | BTC | sma60 |103770.04| - | -125.31/0| -0.02 | 105927.78 | -0.02 | 105927 | 17302 | /1| -
|
||
| 2025-01-31 17:00 |🟩Buy 11340 | BTC | bull |105081.86| 5482 | 0/0| - | 105081.87 | - | 105927 | 17302 | 1/1|5481.57
|
||
| 2025-01-31 19:00 |🟥Sell 120 | BTC | sma60 |102627.29| - | -138.86/0| -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| 5343 | 0/0| - | 84566.03 | - | 105927 | 17302 | 1/1|5342.71
|
||
| 2025-06-05 20:00 |🟥Sell 75840 | BTC | B30 |101914.77| 1 |1084.14/1706.76| 0.205 | 84566.03 | 0.205 | 105927 | 17302 | /1| -
|
||
| 2025-06-08 17:00 |🟩Buy 4140 | BTC | bull | 106190.0| 6427 | 0/0| - | 106189.99 | - | 106189 | 17302 | 1/1|6426.84
|
||
| 2025-06-11 18:00 |🟥Sell 4380 | BTC | B30 |108984.72| - |156.11/234.09| 0.026 | 106189.99 | 0.026 | 106189 | 17302 | /1| -
|
||
| 2025-06-24 00:00 |🟩Buy 17640 | BTC | bull |105333.94| 6583 | 0/0| - | 105333.93 | - | 106189 | 17302 | 1/1|6582.96
|
||
| 2025-06-26 14:00 |🟥Sell 3720 | BTC | B30 |106960.01| 1 |88.35/148.48| 0.015 | 105333.93 | 0.015 | 106189 | 17302 | /1| -
|
||
| 2025-07-09 14:00 |🟩Buy 18720 | BTC | bull |109183.99| 6671 | 0/0| - | 109184.0 | - | 109184 | 17302 | 1/1| 6671.3
|
||
| 2025-07-15 03:00 |🟥Sell 7980 | BTC | B30 |118251.05| - |540.1/813.86| 0.083 | 109184.0 | 0.083 | 109184 | 17302 | /1| -
|
||
| 2025-07-23 00:00 |🟩Buy 11340 | BTC | bull |119954.43| 7211 | 0/0| - | 119954.42 | - | 119954 | 17302 | 1/1|7211.41
|
||
| 2025-07-23 14:00 |🟥Sell 840 | BTC | sma60 |117381.44| 1 | -168.93/0| -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| 7042 | 0/0| - | 119094.4 | - | 119954 | 17302 | 1/1|7042.48
|
||
| 2025-07-25 03:00 |🟥Sell 1500 | BTC | sma60 |116353.67| - | -175.98/0| -0.023 | 119094.4 | -0.023 | 119954 | 17302 | /1| -
|
||
| 2025-08-09 11:00 |🟩Buy 22080 | BTC | bull |117424.16| 6866 | 0/0| - | 117424.16 | - | 119954 | 17302 | 1/1| 6866.5
|
||
| 2025-08-11 18:00 |🟥Sell 3300 | BTC | B30 | 119500.0| 1 |107.52/271.11| 0.018 | 117424.16 | 0.018 | 119954 | 17302 | /1| -
|
||
| 2025-08-12 17:00 |🟩Buy 1380 | BTC | bull |119647.69| 6974 | 0/0| - | 119647.7 | - | 119954 | 17302 | 1/1|6974.02
|
||
| 2025-08-14 11:00 |🟥Sell 2520 | BTC | B30 | 120933.0| 1 |60.89/230.59| 0.011 | 119647.7 | 0.011 | 119954 | 17302 | /1| -
|
||
| 2025-08-26 13:00 |🟩Buy 17400 | BTC | dist |110216.81| 7035 | 0/0| - | 110216.81 | - | 119954 | 17302 | 1/1| 7034.9
|
||
| 2025-08-27 07:00 |🟥Sell 1080 | BTC | B30 |111040.09| 1 |38.42/93.88| 0.007 | 110216.81 | 0.007 | 119954 | 17302 | /1| -
|
||
| 2025-08-30 09:00 |🟩Buy 4440 | BTC | dist | 108568.0| 7073 | 0/0| - | 108568.0 | - | 119954 | 17302 | 1/1|7073.33
|
||
| 2025-09-04 05:00 |🟥Sell 6960 | BTC | B30 |110917.45| - |138.77/229.57| 0.022 | 108568.0 | 0.022 | 119954 | 17302 | /1| -
|
||
| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi|
|
||
+------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+
|
||
| 2025-09-05 00:00 |🟩Buy 1140 | BTC | dist |110730.87| 7212 | 0/0| - | 110730.87 | - | 119954 | 17302 | 1/1|7212.09
|
||
| 2025-09-09 01:00 |🟥Sell 5820 | BTC | B30 |111650.03| - |45.38/147.19| 0.008 | 110730.87 | 0.008 | 119954 | 17302 | /1| -
|
||
| 2025-09-09 09:00 |🟩Buy 480 | BTC | bull |112992.69| 7257 | 0/0| - | 112992.69 | - | 119954 | 17302 | 1/1|7257.47
|
||
| 2025-09-09 16:00 |🟥Sell 420 | BTC | sma60 |110880.76| 1 | -150.01/0| -0.019 | 112992.69 | -0.019 | 119954 | 17302 | /1| -
|
||
| 2025-09-10 09:00 |🟩Buy 1020 | BTC | bull |112370.07| 7107 | 0/0| - | 112370.08 | - | 119954 | 17302 | 1/1|7107.47
|
||
| 2025-09-14 16:00 |🟥Sell 6180 | BTC | B30 |115224.01| - |166.12/255.11| 0.025 | 112370.08 | 0.025 | 119954 | 17302 | /1| -
|
||
| 2025-09-18 01:00 |🟩Buy 4860 | BTC | bull |116350.65| 7274 | 0/0| - | 116350.65 | - | 119954 | 17302 | 1/1|7273.59
|
||
| 2025-09-22 03:00 |🟥Sell 5880 | BTC | sma60 |114187.81| 1 |-149.61/77.4| -0.019 | 116350.65 | -0.019 | 119954 | 17302 | /1| -
|
||
| 2025-09-26 10:00 |🟩Buy 6180 | BTC | dist |109568.72| 7124 | 0/0| - | 109568.72 | - | 119954 | 17302 | 1/1|7123.97
|
||
| 2025-09-30 10:00 |🟥Sell 5760 | BTC | B30 |112781.97| 1 |194.44/307.7| 0.029 | 109568.72 | 0.029 | 119954 | 17302 | /1| -
|
||
| Date | Action |Pair | Trade Type | Rate | Dispo | Profit | Pct | max_touch | last_lost | last_max| last_max| Buys| Stake | rsi|
|
||
+------------------+------------+-----+--------------------+---------+--------+------------+--------+-------------+--------------+------------------+-----+-------++------+-------+-----+-----+-----+-----+-----+-----+
|
||
| 2025-10-01 01:00 |🟩Buy 900 | BTC | bull |114239.53| 7318 | 0/0| - | 114239.53 | - | 119954 | 17302 | 1/1|7318.41
|
||
| 2025-10-07 16:00 |🟥Sell 9540 | BTC | B30 |121846.01| - |472.15/738.7| 0.067 | 114239.53 | 0.067 | 119954 | 17302 | /1| -
|
||
2026-02-28 19:21:53,745 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2026-02-28_19-21-53.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 │ 71 │ 3.39 │ 6790.561 │ 679.06 │ 6 days, 19:44:00 │ 42 0 29 59.2 │
|
||
│ TOTAL │ 71 │ 3.39 │ 6790.561 │ 679.06 │ 6 days, 19:44:00 │ 42 0 29 59.2 │
|
||
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘
|
||
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 │ 53 │ 2.73 │ 4942.446 │ 494.24 │ 5 days, 20:33:00 │ 29 0 24 54.7 │
|
||
│ dist │ 18 │ 5.32 │ 1848.115 │ 184.81 │ 9 days, 16:00:00 │ 13 0 5 72.2 │
|
||
│ TOTAL │ 71 │ 3.39 │ 6790.561 │ 679.06 │ 6 days, 19:44:00 │ 42 0 29 59.2 │
|
||
└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘
|
||
EXIT REASON STATS
|
||
┏━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||
┡━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||
│ B30 │ 42 │ 7.57 │ 9800.609 │ 980.06 │ 10 days, 10:30:00 │ 42 0 0 100 │
|
||
│ sma60 │ 29 │ -2.67 │ -3010.049 │ -301.0 │ 1 day, 14:04:00 │ 0 0 29 0 │
|
||
│ TOTAL │ 71 │ 3.39 │ 6790.561 │ 679.06 │ 6 days, 19:44:00 │ 42 0 29 59.2 │
|
||
└─────────────┴───────┴──────────────┴─────────────────┴──────────────┴───────────────────┴────────────────────────┘
|
||
MIXED TAG STATS
|
||
┏━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||
┡━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||
│ bull │ B30 │ 29 │ 7.26 │ 7533.891 │ 753.39 │ 9 days, 6:46:00 │ 29 0 0 100 │
|
||
│ dist │ B30 │ 13 │ 8.26 │ 2266.718 │ 226.67 │ 13 days, 0:23:00 │ 13 0 0 100 │
|
||
│ dist │ sma60 │ 5 │ -2.34 │ -418.603 │ -41.86 │ 23:00:00 │ 0 0 5 0 │
|
||
│ bull │ sma60 │ 24 │ -2.74 │ -2591.445 │ -259.14 │ 1 day, 17:12:00 │ 0 0 24 0 │
|
||
│ TOTAL │ │ 71 │ 3.39 │ 6790.561 │ 679.06 │ 6 days, 19:44:00 │ 42 0 29 59.2 │
|
||
└───────────┴─────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘
|
||
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 │ 2 │ -61.223 │ 0.23 │ 1 0 1 50.0 │
|
||
│ 30/04/2023 │ 2 │ 485.239 │ 0.0 │ 2 0 0 100 │
|
||
│ 31/05/2023 │ 4 │ -53.584 │ 0.5 │ 2 0 2 50.0 │
|
||
│ 30/06/2023 │ 4 │ -59.476 │ 0.51 │ 2 0 2 50.0 │
|
||
│ 31/07/2023 │ 2 │ 144.977 │ 3.35 │ 1 0 1 50.0 │
|
||
│ 31/08/2023 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||
│ 30/09/2023 │ 1 │ -38.332 │ 0.0 │ 0 0 1 0 │
|
||
│ 31/10/2023 │ 2 │ 53.914 │ 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 │ 1013.034 │ 0.0 │ 2 0 0 100 │
|
||
│ 29/02/2024 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||
│ 31/03/2024 │ 2 │ 1452.925 │ 0.0 │ 2 0 0 100 │
|
||
│ 30/04/2024 │ 4 │ -422.32 │ 0.0 │ 0 0 4 0 │
|
||
│ 31/05/2024 │ 4 │ 395.943 │ 4.33 │ 3 0 1 75.0 │
|
||
│ 30/06/2024 │ 2 │ -193.324 │ 0.0 │ 0 0 2 0 │
|
||
│ 31/07/2024 │ 3 │ 172.005 │ 2.87 │ 2 0 1 66.7 │
|
||
│ 31/08/2024 │ 3 │ -290.737 │ 0.0 │ 0 0 3 0 │
|
||
│ 30/09/2024 │ 3 │ -130.77 │ 0.28 │ 1 0 2 33.3 │
|
||
│ 31/10/2024 │ 5 │ 210.911 │ 2.11 │ 3 0 2 60.0 │
|
||
│ 30/11/2024 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │
|
||
│ 31/12/2024 │ 2 │ 1175.129 │ 6.74 │ 1 0 1 50.0 │
|
||
│ 31/01/2025 │ 5 │ 115.496 │ 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 │ 1328.6 │ 0.0 │ 3 0 0 100 │
|
||
│ 31/07/2025 │ 3 │ 195.19 │ 1.57 │ 1 0 2 33.3 │
|
||
│ 31/08/2025 │ 3 │ 206.83 │ 0.0 │ 3 0 0 100 │
|
||
│ 30/09/2025 │ 6 │ 245.088 │ 1.82 │ 4 0 2 66.7 │
|
||
│ 31/10/2025 │ 1 │ 472.147 │ 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 │ 71 / 0.07 │
|
||
│ Starting balance │ 1000 USDT │
|
||
│ Final balance │ 7790.561 USDT │
|
||
│ Absolute profit │ 6790.561 USDT │
|
||
│ Total profit % │ 679.06% │
|
||
│ CAGR % │ 109.38% │
|
||
│ Sortino │ 3.30 │
|
||
│ Sharpe │ 0.42 │
|
||
│ Calmar │ 77.92 │
|
||
│ SQN │ 2.64 │
|
||
│ Profit factor │ 3.26 │
|
||
│ Expectancy (Ratio) │ 95.64 (0.92) │
|
||
│ Avg. daily profit │ 6.697 USDT │
|
||
│ Avg. stake amount │ 4071.944 USDT │
|
||
│ Total trade volume │ 586177.825 USDT │
|
||
│ │ │
|
||
│ Best Pair │ BTC/USDT 679.06% │
|
||
│ Worst Pair │ BTC/USDT 679.06% │
|
||
│ Best trade │ BTC/USDT 52.33% │
|
||
│ Worst trade │ BTC/USDT -5.76% │
|
||
│ Best day │ 1379.793 USDT │
|
||
│ Worst day │ -204.664 USDT │
|
||
│ Days win/draw/lose │ 41 / 902 / 29 │
|
||
│ Min/Max/Avg. Duration Winners │ 0d 09:00 / 98d 14:00 / 10d 10:30 │
|
||
│ Min/Max/Avg. Duration Losers │ 0d 02:00 / 5d 05:00 / 1d 14:04 │
|
||
│ Max Consecutive Wins / Loss │ 6 / 5 │
|
||
│ Rejected Entry signals │ 0 │
|
||
│ Entry/Exit Timeouts │ 0 / 0 │
|
||
│ │ │
|
||
│ Min balance │ 1260.898 USDT │
|
||
│ Max balance │ 7790.561 USDT │
|
||
│ Max % of account underwater │ 16.42% │
|
||
│ Absolute drawdown │ 722.969 USDT (16.42%) │
|
||
│ Drawdown duration │ 144 days 03:00:00 │
|
||
│ Profit at drawdown start │ 3402.779 USDT │
|
||
│ Profit at drawdown end │ 2679.81 USDT │
|
||
│ Drawdown start │ 2024-05-19 15:00:00 │
|
||
│ Drawdown end │ 2024-10-10 18:00:00 │
|
||
│ 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 │ 71 │ 3.39 │ 6790.561 │ 679.06 │ 6 days, 19:44:00 │ 42 0 29 59.2 │ 722.969 USDT 16.42% │
|
||
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┴──────────────────────┘
|