Skip to content

Commit

Permalink
X5: doom stops: don't exit if there is a valid entry signal on the ca…
Browse files Browse the repository at this point in the history
…ndle.
  • Loading branch information
iterativv committed Nov 28, 2024
1 parent 45c9fa2 commit 18d9d53
Showing 1 changed file with 12 additions and 8 deletions.
20 changes: 12 additions & 8 deletions NostalgiaForInfinityX5.py
Original file line number Diff line number Diff line change
Expand Up @@ -66,7 +66,7 @@ class NostalgiaForInfinityX5(IStrategy):
INTERFACE_VERSION = 3

def version(self) -> str:
return "v15.1.249"
return "v15.1.250"

stoploss = -0.99

Expand Down Expand Up @@ -4940,12 +4940,16 @@ def is_backtest_mode(self) -> bool:
"""Check if the current run mode is backtest or hyperopt"""
return self.dp.runmode.value in ["backtest", "hyperopt"]

def has_valid_entry_conditions(self, side: str, last_candle) -> bool:
def has_valid_entry_conditions(self, trade: Trade, exit_rate: float, last_candle, previous_candle) -> bool:
"""Check if there are valid entry conditions"""
if side == "long":
return last_candle["enter_long"]
elif side == "short":
return last_candle["enter_short"]
filled_orders = trade.select_filled_orders()
if len(filled_orders) < 1:
return False
slice_profit = (exit_rate - filled_orders[-1].safe_price) / filled_orders[-1].safe_price
if not trade.is_short:
return last_candle["enter_long"] or self.long_grind_entry(last_candle, previous_candle, slice_profit, False)
else:
return last_candle["enter_short"] or self.short_grind_entry(last_candle, previous_candle, slice_profit, False)
return False

# Set Profit Target
Expand Down Expand Up @@ -24351,7 +24355,7 @@ def long_exit_stoploss(
/ trade.leverage
)
)
and (self.has_valid_entry_conditions("long", last_candle) == False)
and (self.has_valid_entry_conditions(trade, current_rate, last_candle, previous_candle_1) == False)
# temporary
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
):
Expand Down Expand Up @@ -41393,7 +41397,7 @@ def short_exit_stoploss(
/ trade.leverage
)
)
and (self.has_valid_entry_conditions("short", last_candle) == False)
and (self.has_valid_entry_conditions(trade, current_rate, last_candle, previous_candle_1) == False)
# temporary
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
):
Expand Down

88 comments on commit 18d9d53

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Binance - 20230501-20230601

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 1 day, 23:29:00 1 day, 23:29:00 1 day, 23:29:00 n/a 1 day, 20:01:00
Market Change -14.4 % -14.4 % -14.4 % n/a -14.4 %
Max Drawdown 1.195 % 1.195 % 1.195 % n/a 1.1924 %
Profit Mean 1.14 % 1.14 % 1.14 % n/a 1.42 %
Profit Sum 28.56 % 28.56 % 28.56 % n/a 38.29 %
Profit Total 5.09 % 5.09 % 5.09 % n/a 6.48 %
Trades 25 25 25 n/a 27
Win Rate 92.0 % 92.0 % 92.0 % n/a 96.3 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
RIF/USDT 3 1.96 141.017 1.41 11:22:00 3 0 0 100
RAD/USDT 4 2.05 139.331 1.39 0:48:00 4 0 0 100
RAY/USDT 1 2.74 59.694 0.6 12 days, 4:29:00 1 0 0 100
ARPA/USDT 2 1.68 58.454 0.58 0:16:00 2 0 0 100
IDEX/USDT 2 1.35 46.290 0.46 0:58:00 2 0 0 100
FET/USDT 1 1.44 40.176 0.4 11 days, 15:50:00 1 0 0 100
CKB/USDT 1 2.19 39.639 0.4 4:01:00 1 0 0 100
OG/USDT 1 2.34 39.324 0.39 0:35:00 1 0 0 100
FLM/USDT 1 0.84 17.266 0.17 9 days, 20:25:00 1 0 0 100
LRC/USDT 1 0.77 12.943 0.13 9:05:00 1 0 0 100
FUN/USDT 1 0.63 10.823 0.11 0:03:00 1 0 0 100
AUDIO/USDT 1 0.41 8.776 0.09 8 days, 7:27:00 1 0 0 100
FTM/USDT 1 0.43 7.263 0.07 0:02:00 1 0 0 100
CELR/USDT 1 0.31 5.187 0.05 9:15:00 1 0 0 100
GRT/USDT 1 0.3 5.048 0.05 9:30:00 1 0 0 100
DYDX/USDT 1 0.3 5.042 0.05 0:02:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BLZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 1 -0.02 -0.197 -0.0 3 days, 15:35:00 0 0 1 0
FLUX/USDT 1 -4.23 -126.910 -1.27 19:05:00 0 0 1 0
TOTAL 25 1.14 509.165 5.09 1 day, 23:29:00 23 0 2 92.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
AVAX/USDT 1 -0.02 -0.197 -0.0 3 days, 15:35:00 0 0 1 0
FLUX/USDT 1 -4.23 -126.910 -1.27 19:05:00 0 0 1 0
TOTAL 2 -2.13 -127.108 -1.27 2 days, 5:20:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 13 1.61 374.823 3.75 2 days, 8:31:00 13 0 0 100
3 1 2.76 87.610 0.88 1 day, 8:31:00 1 0 0 100
141 142 3 0.68 50.411 0.5 4 days, 3:32:00 3 0 0 100
1 1 2.37 41.088 0.41 0:26:00 1 0 0 100
5 1 2.19 39.639 0.4 4:01:00 1 0 0 100
43 1 1.0 17.453 0.17 1:05:00 1 0 0 100
142 1 0.77 12.943 0.13 9:05:00 1 0 0 100
141 1 0.43 7.263 0.07 0:02:00 1 0 0 100
2 3 6 1 0.3 5.042 0.05 0:02:00 1 0 0 100
120 1 -0.02 -0.197 -0.0 3 days, 15:35:00 0 0 1 0
2 1 -4.23 -126.910 -1.27 19:05:00 0 0 1 0
TOTAL 25 1.14 509.165 5.09 1 day, 23:29:00 23 0 2 92.0

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_5_55 ( 3 ) 1 2.76 87.610 0.88 1 day, 8:31:00 1 0 0 100
exit_long_normal_d_3_8 ( 6 ) 1 3.47 60.831 0.61 1:30:00 1 0 0 100
exit_long_normal_3_1_1 ( 6 ) 1 2.74 59.694 0.6 12 days, 4:29:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.12 57.338 0.57 0:06:00 3 0 0 100
exit_long_normal_d_2_91 ( 6 ) 1 2.57 42.763 0.43 0:25:00 1 0 0 100
exit_long_normal_u_2 ( 1 ) 1 2.37 41.088 0.41 0:26:00 1 0 0 100
exit_long_tc_w_2_6 ( 141 142 ) 1 1.44 40.176 0.4 11 days, 15:50:00 1 0 0 100
exit_long_normal_d_2_24 ( 5 ) 1 2.19 39.639 0.4 4:01:00 1 0 0 100
exit_long_normal_d_2_65 ( 6 ) 1 2.34 39.324 0.39 0:35:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.11 35.954 0.36 0:29:00 1 0 0 100
exit_long_normal_d_1_42 ( 6 ) 1 1.42 24.590 0.25 1:51:00 1 0 0 100
exit_long_normal_d_1_80 ( 6 ) 1 1.06 17.465 0.17 1:06:00 1 0 0 100
exit_long_quick_d_1_21 ( 43 ) 1 1.0 17.453 0.17 1:05:00 1 0 0 100
exit_long_normal_w_1_1 ( 6 ) 1 0.84 17.266 0.17 9 days, 20:25:00 1 0 0 100
exit_long_tc_d_0_1 ( 142 ) 1 0.77 12.943 0.13 9:05:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.63 10.823 0.11 0:03:00 1 0 0 100
exit_long_tc_d_0_61 ( 141 142 ) 2 0.3 10.235 0.1 9:22:00 2 0 0 100
exit_long_normal_w_0_1 ( 6 ) 1 0.41 8.776 0.09 8 days, 7:27:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 1 0.43 7.263 0.07 0:02:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 6 ) 1 0.3 5.042 0.05 0:02:00 1 0 0 100
force_exit 2 -2.13 -127.108 -1.27 2 days, 5:20:00 0 0 2 0
TOTAL 25 1.14 509.165 5.09 1 day, 23:29:00 23 0 2 92.0

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('3 ', 'exit_long_normal_d_5_55 ( 3 )') 1 2.76 87.610 0.88 1 day, 8:31:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_8 ( 6 )') 1 3.47 60.831 0.61 1:30:00 1 0 0 100
('6 ', 'exit_long_normal_3_1_1 ( 6 )') 1 2.74 59.694 0.6 12 days, 4:29:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.12 57.338 0.57 0:06:00 3 0 0 100
('6 ', 'exit_long_normal_d_2_91 ( 6 )') 1 2.57 42.763 0.43 0:25:00 1 0 0 100
('1 ', 'exit_long_normal_u_2 ( 1 )') 1 2.37 41.088 0.41 0:26:00 1 0 0 100
('141 142 ', 'exit_long_tc_w_2_6 ( 141 142 )') 1 1.44 40.176 0.4 11 days, 15:50:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_24 ( 5 )') 1 2.19 39.639 0.4 4:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_65 ( 6 )') 1 2.34 39.324 0.39 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.11 35.954 0.36 0:29:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_42 ( 6 )') 1 1.42 24.590 0.25 1:51:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_80 ( 6 )') 1 1.06 17.465 0.17 1:06:00 1 0 0 100
('43 ', 'exit_long_quick_d_1_21 ( 43 )') 1 1.0 17.453 0.17 1:05:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_1 ( 6 )') 1 0.84 17.266 0.17 9 days, 20:25:00 1 0 0 100
('142 ', 'exit_long_tc_d_0_1 ( 142 )') 1 0.77 12.943 0.13 9:05:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.63 10.823 0.11 0:03:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_0_61 ( 141 142 )') 2 0.3 10.235 0.1 9:22:00 2 0 0 100
('6 ', 'exit_long_normal_w_0_1 ( 6 )') 1 0.41 8.776 0.09 8 days, 7:27:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 1 0.43 7.263 0.07 0:02:00 1 0 0 100
('2 3 6 ', 'exit_long_normal_u_0 ( 2 3 6 )') 1 0.3 5.042 0.05 0:02:00 1 0 0 100
('120 ', 'force_exit') 1 -0.02 -0.197 -0.0 3 days, 15:35:00 0 0 1 0
('2 ', 'force_exit') 1 -4.23 -126.910 -1.27 19:05:00 0 0 1 0
TOTAL 25 1.14 509.165 5.09 1 day, 23:29:00 23 0 2 92.0

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/05/2023 59.508 3 0 0
04/05/2023 0 0 0 0
05/05/2023 42.763 1 0 0
06/05/2023 100.155 2 0 0
07/05/2023 0 0 0 0
08/05/2023 57.183 6 0 0
09/05/2023 18.272 1 0 0
10/05/2023 123.564 2 0 0
11/05/2023 10.823 1 0 0
12/05/2023 0 0 0 0
13/05/2023 0 0 0 0
14/05/2023 0 0 0 0
15/05/2023 0 0 0 0
16/05/2023 8.776 1 0 0
17/05/2023 17.266 1 0 0
18/05/2023 0 0 0 0
19/05/2023 40.176 1 0 0
20/05/2023 0 0 0 0
21/05/2023 0 0 0 0
22/05/2023 0 0 0 0
23/05/2023 0 0 0 0
24/05/2023 39.639 1 0 0
25/05/2023 0 0 0 0
26/05/2023 0 0 0 0
27/05/2023 58.454 2 0 0
28/05/2023 0 0 0 0
29/05/2023 0 0 0 0
30/05/2023 0 0 0 0
31/05/2023 59.694 1 0 0
01/06/2023 -127.108 0 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2023-05-01 00:00:00
Backtesting to 2023-06-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 25 / 0.81
Starting balance 10000 USDT
Final balance 10509.165 USDT
Absolute profit 509.165 USDT
Total profit % 5.09%
CAGR % 79.45%
Sortino 4.95
Sharpe 8.59
Calmar 262.58
Profit factor 5.01
Expectancy (Ratio) 20.37 (0.32)
Avg. daily profit % 0.16%
Avg. stake amount 1628.19 USDT
Total trade volume 40704.744 USDT
Best Pair RAD/USDT 1.39%
Worst Pair FLUX/USDT -1.27%
Best trade RAD/USDT 3.47%
Worst trade FLUX/USDT -4.23%
Best day 123.564 USDT
Worst day -127.108 USDT
Days win/draw/lose 13 / 16 / 1
Avg. Duration Winners 1 day, 22:59:00
Avg. Duration Loser 2 days, 5:20:00
Max Consecutive Wins / Loss 23 / 2
Rejected Entry signals 11
Entry/Exit Timeouts 0 / 0
Min balance 10017.465 USDT
Max balance 10636.273 USDT
Max % of account underwater 1.20%
Absolute Drawdown (Account) 1.20%
Absolute Drawdown 127.108 USDT
Drawdown high 636.273 USDT
Drawdown low 509.165 USDT
Drawdown Start 2023-05-31 08:59:00
Drawdown End 2023-06-01 00:00:00
Market change -14.40%

Backtested 2023-05-01 00:00:00 -> 2023-06-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 25 1.14 509.165 5.09 1 day, 23:29:00 23 0 2 92.0 127.108 USDT 1.20%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Binance - 20230601-20230701

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 16:15:00 16:15:00 16:15:00 n/a 19:33:00
Market Change -10.75 % -10.75 % -10.75 % n/a -10.75 %
Max Drawdown 0.0 % 0.0 % 0.0 % n/a 0.0 %
Profit Mean 1.89 % 1.89 % 1.89 % n/a 1.94 %
Profit Sum 66.14 % 66.14 % 66.14 % n/a 69.7 %
Profit Total 12.23 % 12.23 % 12.23 % n/a 12.41 %
Trades 35 35 35 n/a 36
Win Rate 100.0 % 100.0 % 100.0 % n/a 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALPHA/USDT 5 2.64 229.445 2.29 0:36:00 5 0 0 100
MTL/USDT 4 3.06 206.357 2.06 6:06:00 4 0 0 100
MLN/USDT 1 7.05 126.071 1.26 0:15:00 1 0 0 100
XVG/USDT 3 1.71 94.416 0.94 0:27:00 3 0 0 100
XRP/USDT 1 1.49 84.298 0.84 19 days, 17:38:00 1 0 0 100
RAY/USDT 1 3.65 71.169 0.71 6:35:00 1 0 0 100
OG/USDT 1 3.12 54.226 0.54 0:25:00 1 0 0 100
BEL/USDT 1 2.53 46.132 0.46 0:01:00 1 0 0 100
DYDX/USDT 2 1.21 41.913 0.42 0:09:00 2 0 0 100
DOGE/USDT 2 1.15 39.750 0.4 0:16:00 2 0 0 100
FXS/USDT 1 2.28 39.309 0.39 0:01:00 1 0 0 100
TRU/USDT 2 1.08 39.002 0.39 1:27:00 2 0 0 100
STX/USDT 1 1.24 22.648 0.23 1:00:00 1 0 0 100
ATOM/USDT 1 1.28 22.207 0.22 0:12:00 1 0 0 100
KSM/USDT 1 1.21 21.095 0.21 0:17:00 1 0 0 100
GRT/USDT 1 1.01 18.387 0.18 0:02:00 1 0 0 100
FTM/USDT 1 1.02 18.003 0.18 0:16:00 1 0 0 100
BADGER/USDT 1 1.02 17.318 0.17 1 day, 16:45:00 1 0 0 100
DOT/USDT 2 0.31 10.978 0.11 2:04:00 2 0 0 100
CKB/USDT 1 0.59 10.602 0.11 4:05:00 1 0 0 100
BCH/USDT 1 0.32 5.438 0.05 0:08:00 1 0 0 100
NKN/USDT 1 0.25 4.168 0.04 4:34:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BLZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CELR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 35 1.89 1222.932 12.23 16:15:00 35 0 0 100

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%
6 9 2.54 405.618 4.06 5:33:00 9 0 0 100
42 5 2.78 245.171 2.45 6:04:00 5 0 0 100
41 5 1.71 152.216 1.52 0:44:00 5 0 0 100
1 2 2.97 101.722 1.02 0:01:00 2 0 0 100
120 1 1.49 84.298 0.84 19 days, 17:38:00 1 0 0 100
3 2 1.34 46.176 0.46 0:21:00 2 0 0 100
142 2 1.13 40.651 0.41 0:38:00 2 0 0 100
5 1 2.28 39.309 0.39 0:01:00 1 0 0 100
2 1 1.21 21.095 0.21 0:17:00 1 0 0 100
3 142 1 1.19 20.827 0.21 0:18:00 1 0 0 100
2 4 41 1 1.16 19.907 0.2 0:09:00 1 0 0 100
3 4 142 1 1.11 18.923 0.19 0:15:00 1 0 0 100
4 1 0.59 10.602 0.11 4:05:00 1 0 0 100
141 1 0.36 6.090 0.06 0:07:00 1 0 0 100
3 4 141 1 0.32 5.438 0.05 0:08:00 1 0 0 100
143 1 0.27 4.888 0.05 4:00:00 1 0 0 100
TOTAL 35 1.89 1222.932 12.23 16:15:00 35 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_quick_q_7 ( 42 ) 1 7.05 126.071 1.26 0:15:00 1 0 0 100
exit_long_normal_w_5_7 ( 6 ) 1 5.15 85.842 0.86 0:46:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.49 84.298 0.84 19 days, 17:38:00 1 0 0 100
exit_long_normal_w_4_7 ( 6 ) 1 4.58 77.150 0.77 0:30:00 1 0 0 100
exit_long_normal_u_4 ( 1 ) 1 4.41 75.227 0.75 0:01:00 1 0 0 100
exit_long_quick_w_4_11 ( 42 ) 1 4.15 73.274 0.73 1:15:00 1 0 0 100
exit_long_normal_1_1_1 ( 6 ) 1 3.65 71.169 0.71 6:35:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.25 68.660 0.69 0:04:00 3 0 0 100
exit_long_quick_d_3_53 ( 41 ) 1 3.12 54.226 0.54 0:25:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.53 46.132 0.46 0:01:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 2 1.27 44.214 0.44 0:10:00 2 0 0 100
exit_profit_long_normal_t_2_1_m ( 6 ) 1 2.14 39.348 0.39 1:06:00 1 0 0 100
exit_long_normal_u_2 ( 5 ) 1 2.28 39.309 0.39 0:01:00 1 0 0 100
exit_long_quick_d_1_6 ( 41 ) 1 1.79 33.012 0.33 0:06:00 1 0 0 100
exit_long_normal_d_1_91 ( 3 ) 1 1.65 27.939 0.28 0:35:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 1 1.54 26.495 0.26 0:01:00 1 0 0 100
exit_long_quick_w_1_11 ( 42 ) 1 1.58 26.232 0.26 1:41:00 1 0 0 100
exit_long_tc_d_1_77 ( 142 ) 1 1.24 22.648 0.23 1:00:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.21 21.095 0.21 0:17:00 1 0 0 100
exit_long_normal_d_1_20 ( 3 142 ) 1 1.19 20.827 0.21 0:18:00 1 0 0 100
exit_long_quick_w_1_11 ( 41 ) 1 1.12 20.765 0.21 2:47:00 1 0 0 100
exit_long_normal_u_1 ( 2 4 41 ) 1 1.16 19.907 0.2 0:09:00 1 0 0 100
exit_long_normal_u_1 ( 3 4 142 ) 1 1.11 18.923 0.19 0:15:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.04 18.237 0.18 0:07:00 1 0 0 100
exit_long_tc_d_1_65 ( 142 ) 1 1.02 18.003 0.18 0:16:00 1 0 0 100
exit_long_normal_d_1_63 ( 6 ) 1 1.02 17.318 0.17 1 day, 16:45:00 1 0 0 100
exit_long_quick_d_0_55 ( 42 ) 1 0.86 15.426 0.15 22:35:00 1 0 0 100
exit_long_normal_d_0_3 ( 4 ) 1 0.59 10.602 0.11 4:05:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 1 0.36 6.090 0.06 0:07:00 1 0 0 100
exit_long_normal_u_0 ( 3 4 141 ) 1 0.32 5.438 0.05 0:08:00 1 0 0 100
exit_long_tc_d_0_38 ( 143 ) 1 0.27 4.888 0.05 4:00:00 1 0 0 100
exit_long_quick_w_0_11 ( 42 ) 1 0.25 4.168 0.04 4:34:00 1 0 0 100
TOTAL 35 1.89 1222.932 12.23 16:15:00 35 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('42 ', 'exit_long_quick_q_7 ( 42 )') 1 7.05 126.071 1.26 0:15:00 1 0 0 100
('6 ', 'exit_long_normal_w_5_7 ( 6 )') 1 5.15 85.842 0.86 0:46:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.49 84.298 0.84 19 days, 17:38:00 1 0 0 100
('6 ', 'exit_long_normal_w_4_7 ( 6 )') 1 4.58 77.150 0.77 0:30:00 1 0 0 100
('1 ', 'exit_long_normal_u_4 ( 1 )') 1 4.41 75.227 0.75 0:01:00 1 0 0 100
('42 ', 'exit_long_quick_w_4_11 ( 42 )') 1 4.15 73.274 0.73 1:15:00 1 0 0 100
('6 ', 'exit_long_normal_1_1_1 ( 6 )') 1 3.65 71.169 0.71 6:35:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.25 68.660 0.69 0:04:00 3 0 0 100
('41 ', 'exit_long_quick_d_3_53 ( 41 )') 1 3.12 54.226 0.54 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.53 46.132 0.46 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 2 1.27 44.214 0.44 0:10:00 2 0 0 100
('6 ', 'exit_profit_long_normal_t_2_1_m ( 6 )') 1 2.14 39.348 0.39 1:06:00 1 0 0 100
('5 ', 'exit_long_normal_u_2 ( 5 )') 1 2.28 39.309 0.39 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_6 ( 41 )') 1 1.79 33.012 0.33 0:06:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_91 ( 3 )') 1 1.65 27.939 0.28 0:35:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 1 1.54 26.495 0.26 0:01:00 1 0 0 100
('42 ', 'exit_long_quick_w_1_11 ( 42 )') 1 1.58 26.232 0.26 1:41:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_77 ( 142 )') 1 1.24 22.648 0.23 1:00:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.21 21.095 0.21 0:17:00 1 0 0 100
('3 142 ', 'exit_long_normal_d_1_20 ( 3 142 )') 1 1.19 20.827 0.21 0:18:00 1 0 0 100
('41 ', 'exit_long_quick_w_1_11 ( 41 )') 1 1.12 20.765 0.21 2:47:00 1 0 0 100
('2 4 41 ', 'exit_long_normal_u_1 ( 2 4 41 )') 1 1.16 19.907 0.2 0:09:00 1 0 0 100
('3 4 142 ', 'exit_long_normal_u_1 ( 3 4 142 )') 1 1.11 18.923 0.19 0:15:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.04 18.237 0.18 0:07:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_65 ( 142 )') 1 1.02 18.003 0.18 0:16:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_63 ( 6 )') 1 1.02 17.318 0.17 1 day, 16:45:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_55 ( 42 )') 1 0.86 15.426 0.15 22:35:00 1 0 0 100
('4 ', 'exit_long_normal_d_0_3 ( 4 )') 1 0.59 10.602 0.11 4:05:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 1 0.36 6.090 0.06 0:07:00 1 0 0 100
('3 4 141 ', 'exit_long_normal_u_0 ( 3 4 141 )') 1 0.32 5.438 0.05 0:08:00 1 0 0 100
('143 ', 'exit_long_tc_d_0_38 ( 143 )') 1 0.27 4.888 0.05 4:00:00 1 0 0 100
('42 ', 'exit_long_quick_w_0_11 ( 42 )') 1 0.25 4.168 0.04 4:34:00 1 0 0 100
TOTAL 35 1.89 1222.932 12.23 16:15:00 35 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/06/2023 71.169 1 0 0
02/06/2023 0 0 0 0
03/06/2023 0 0 0 0
04/06/2023 0 0 0 0
05/06/2023 30.4 2 0 0
06/06/2023 85.842 1 0 0
07/06/2023 77.15 1 0 0
08/06/2023 27.939 1 0 0
09/06/2023 15.426 1 0 0
10/06/2023 477.52 18 0 0
11/06/2023 17.318 1 0 0
12/06/2023 0 0 0 0
13/06/2023 0 0 0 0
14/06/2023 126.071 1 0 0
15/06/2023 0 0 0 0
16/06/2023 0 0 0 0
17/06/2023 0 0 0 0
18/06/2023 0 0 0 0
19/06/2023 0 0 0 0
20/06/2023 0 0 0 0
21/06/2023 0 0 0 0
22/06/2023 115.384 4 0 0
23/06/2023 0 0 0 0
24/06/2023 0 0 0 0
25/06/2023 84.298 1 0 0
26/06/2023 0 0 0 0
27/06/2023 0 0 0 0
28/06/2023 39.348 1 0 0
29/06/2023 33.012 1 0 0
30/06/2023 22.056 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-06-01 00:00:00
Backtesting to 2023-07-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 35 / 1.17
Starting balance 10000 USDT
Final balance 11222.932 USDT
Absolute profit 1222.932 USDT
Total profit % 12.23%
CAGR % 307.03%
Sortino -100.00
Sharpe 27.69
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 34.94 (100.00)
Avg. daily profit % 0.41%
Avg. stake amount 1708.616 USDT
Total trade volume 59801.547 USDT
Best Pair ALPHA/USDT 2.29%
Worst Pair 1INCH/USDT 0.00%
Best trade MLN/USDT 7.05%
Worst trade NKN/USDT 0.25%
Best day 477.52 USDT
Worst day 0 USDT
Days win/draw/lose 14 / 16 / 0
Avg. Duration Winners 16:15:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 35 / 0
Rejected Entry signals 54
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -10.75%

Backtested 2023-06-01 00:00:00 -> 2023-07-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 35 1.89 1222.932 12.23 16:15:00 35 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Binance - 20230701-20230801

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 22:53:00 22:53:00 22:53:00 n/a 1 day, 17:44:00
Market Change 3.22 % 3.22 % 3.22 % n/a 3.22 %
Max Drawdown 0.0 % 0.0 % 0.0 % n/a 10.193 %
Profit Mean 1.96 % 1.96 % 1.96 % n/a 0.09 %
Profit Sum 43.04 % 43.04 % 43.04 % n/a 2.01 %
Profit Total 8.33 % 8.33 % 8.33 % n/a -4.91 %
Trades 22 22 22 n/a 23
Win Rate 100.0 % 100.0 % 100.0 % n/a 86.96 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XVG/USDT 5 3.51 330.586 3.31 5:40:00 5 0 0 100
WRX/USDT 3 3.1 160.666 1.61 0:46:00 3 0 0 100
AUCTION/USDT 1 6.73 119.132 1.19 1:30:00 1 0 0 100
QTUM/USDT 1 1.56 82.732 0.83 17 days, 23:07:00 1 0 0 100
FTM/USDT 1 1.62 27.726 0.28 2:05:00 1 0 0 100
DEXE/USDT 1 1.66 27.595 0.28 0:21:00 1 0 0 100
WING/USDT 1 1.15 24.022 0.24 1 day, 0:05:00 1 0 0 100
MKR/USDT 1 1.04 17.361 0.17 0:08:00 1 0 0 100
STX/USDT 2 0.35 12.386 0.12 0:02:00 2 0 0 100
BEL/USDT 1 0.43 7.490 0.07 0:01:00 1 0 0 100
STPT/USDT 1 0.41 7.265 0.07 10:46:00 1 0 0 100
TLM/USDT 1 0.37 6.461 0.06 0:01:00 1 0 0 100
1INCH/USDT 1 0.2 3.500 0.04 0:01:00 1 0 0 100
SOL/USDT 1 0.18 3.234 0.03 0:01:00 1 0 0 100
AVA/USDT 1 0.15 2.580 0.03 2:42:00 1 0 0 100
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BLZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CELR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 22 1.96 832.736 8.33 22:53:00 22 0 0 100

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%
6 17 2.06 639.102 6.39 4:12:00 17 0 0 100
120 1 1.56 82.732 0.83 17 days, 23:07:00 1 0 0 100
5 6 1 3.38 58.745 0.59 0:47:00 1 0 0 100
43 1 2.41 39.771 0.4 0:01:00 1 0 0 100
141 142 1 0.58 10.237 0.1 0:03:00 1 0 0 100
6 141 142 1 0.12 2.149 0.02 0:01:00 1 0 0 100
TOTAL 22 1.96 832.736 8.33 22:53:00 22 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_w_7_4 ( 6 ) 1 5.85 132.537 1.33 6:30:00 1 0 0 100
exit_long_normal_d_6_15 ( 6 ) 1 6.73 119.132 1.19 1:30:00 1 0 0 100
exit_long_normal_d_6_42 ( 6 ) 1 6.54 110.595 1.11 1:44:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.56 82.732 0.83 17 days, 23:07:00 1 0 0 100
exit_long_normal_w_4_3 ( 6 ) 1 4.0 68.878 0.69 1:10:00 1 0 0 100
exit_long_normal_d_3_60 ( 5 6 ) 1 3.38 58.745 0.59 0:47:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.32 44.622 0.45 0:08:00 2 0 0 100
exit_long_quick_u_2 ( 43 ) 1 2.41 39.771 0.4 0:01:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.91 33.043 0.33 0:20:00 1 0 0 100
exit_long_normal_d_1_49 ( 6 ) 1 1.62 27.726 0.28 2:05:00 1 0 0 100
exit_profit_long_normal_t_1_2_m ( 6 ) 1 1.66 27.595 0.28 0:21:00 1 0 0 100
exit_long_normal_d_1_55 ( 6 ) 1 1.15 24.022 0.24 1 day, 0:05:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 4 0.29 20.686 0.21 0:01:00 4 0 0 100
exit_long_normal_d_1_35 ( 6 ) 1 1.16 20.422 0.2 20:00:00 1 0 0 100
exit_long_tc_u_0 ( 141 142 ) 1 0.58 10.237 0.1 0:03:00 1 0 0 100
exit_long_normal_w_0_7 ( 6 ) 2 0.28 9.845 0.1 6:44:00 2 0 0 100
exit_long_normal_u_0 ( 6 141 142 ) 1 0.12 2.149 0.02 0:01:00 1 0 0 100
TOTAL 22 1.96 832.736 8.33 22:53:00 22 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_w_7_4 ( 6 )') 1 5.85 132.537 1.33 6:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_6_15 ( 6 )') 1 6.73 119.132 1.19 1:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_6_42 ( 6 )') 1 6.54 110.595 1.11 1:44:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.56 82.732 0.83 17 days, 23:07:00 1 0 0 100
('6 ', 'exit_long_normal_w_4_3 ( 6 )') 1 4.0 68.878 0.69 1:10:00 1 0 0 100
('5 6 ', 'exit_long_normal_d_3_60 ( 5 6 )') 1 3.38 58.745 0.59 0:47:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.32 44.622 0.45 0:08:00 2 0 0 100
('43 ', 'exit_long_quick_u_2 ( 43 )') 1 2.41 39.771 0.4 0:01:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.91 33.043 0.33 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_49 ( 6 )') 1 1.62 27.726 0.28 2:05:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_2_m ( 6 )') 1 1.66 27.595 0.28 0:21:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_55 ( 6 )') 1 1.15 24.022 0.24 1 day, 0:05:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 4 0.29 20.686 0.21 0:01:00 4 0 0 100
('6 ', 'exit_long_normal_d_1_35 ( 6 )') 1 1.16 20.422 0.2 20:00:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_0 ( 141 142 )') 1 0.58 10.237 0.1 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_7 ( 6 )') 2 0.28 9.845 0.1 6:44:00 2 0 0 100
('6 141 142 ', 'exit_long_normal_u_0 ( 6 141 142 )') 1 0.12 2.149 0.02 0:01:00 1 0 0 100
TOTAL 22 1.96 832.736 8.33 22:53:00 22 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
05/07/2023 84.727 3 0 0
06/07/2023 270.858 3 0 0
07/07/2023 27.26 1 0 0
08/07/2023 0 0 0 0
09/07/2023 0 0 0 0
10/07/2023 0 0 0 0
11/07/2023 68.878 1 0 0
12/07/2023 91.789 2 0 0
13/07/2023 0 0 0 0
14/07/2023 0 0 0 0
15/07/2023 0 0 0 0
16/07/2023 0 0 0 0
17/07/2023 2.58 1 0 0
18/07/2023 0 0 0 0
19/07/2023 0 0 0 0
20/07/2023 0 0 0 0
21/07/2023 0 0 0 0
22/07/2023 82.732 1 0 0
23/07/2023 0 0 0 0
24/07/2023 40.336 7 0 0
25/07/2023 20.422 1 0 0
26/07/2023 0 0 0 0
27/07/2023 0 0 0 0
28/07/2023 24.022 1 0 0
29/07/2023 119.132 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-07-01 00:00:00
Backtesting to 2023-08-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 22 / 0.71
Starting balance 10000 USDT
Final balance 10832.736 USDT
Absolute profit 832.736 USDT
Total profit % 8.33%
CAGR % 156.46%
Sortino -100.00
Sharpe 13.05
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 37.85 (100.00)
Avg. daily profit % 0.27%
Avg. stake amount 1690.531 USDT
Total trade volume 37191.683 USDT
Best Pair XVG/USDT 3.31%
Worst Pair ADX/USDT 0.00%
Best trade AUCTION/USDT 6.73%
Worst trade STX/USDT 0.12%
Best day 270.858 USDT
Worst day 0 USDT
Days win/draw/lose 11 / 14 / 0
Avg. Duration Winners 22:53:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 22 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 3.22%

Backtested 2023-07-01 00:00:00 -> 2023-08-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 22 1.96 832.736 8.33 22:53:00 22 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Binance - 20230801-20230901

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 3:53:00 3:53:00 3:53:00 n/a 1 day, 5:15:00
Market Change -15.45 % -15.45 % -15.45 % n/a -15.45 %
Max Drawdown 0.1335 % 0.1335 % 0.1335 % n/a 8.1257 %
Profit Mean 2.2 % 2.2 % 2.2 % n/a 1.36 %
Profit Sum 83.47 % 83.47 % 83.47 % n/a 43.38 %
Profit Total 15.27 % 15.27 % 15.27 % n/a 2.08 %
Trades 38 38 38 n/a 32
Win Rate 97.37 % 97.37 % 97.37 % n/a 90.62 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BLZ/USDT 2 4.73 175.196 1.75 1:23:00 2 0 0 100
C98/USDT 2 4.39 157.803 1.58 1:36:00 2 0 0 100
CELR/USDT 2 3.28 116.714 1.17 0:01:00 2 0 0 100
ALPACA/USDT 2 3.3 109.634 1.1 0:20:00 2 0 0 100
ALGO/USDT 1 5.24 91.651 0.92 0:01:00 1 0 0 100
BEL/USDT 2 2.46 87.589 0.88 0:36:00 2 0 0 100
BNT/USDT 2 1.91 86.903 0.87 15:49:00 2 0 0 100
OG/USDT 2 1.94 78.487 0.78 0:16:00 2 0 0 100
DODO/USDT 2 1.59 73.518 0.74 1 day, 21:58:00 2 0 0 100
1INCH/USDT 2 1.6 56.544 0.57 0:13:00 2 0 0 100
PHA/USDT 1 3.12 53.103 0.53 0:20:00 1 0 0 100
ARPA/USDT 1 3.09 53.093 0.53 0:01:00 1 0 0 100
YGG/USDT 1 2.22 41.394 0.41 0:01:00 1 0 0 100
AVA/USDT 2 1.06 39.955 0.4 0:20:00 2 0 0 100
FIL/USDT 1 2.14 38.932 0.39 0:23:00 1 0 0 100
AGLD/USDT 2 1.06 38.769 0.39 0:08:00 2 0 0 100
CRV/USDT 1 2.13 36.909 0.37 2:25:00 1 0 0 100
GTC/USDT 1 2.05 34.301 0.34 0:22:00 1 0 0 100
BTC/USDT 1 1.92 34.240 0.34 0:01:00 1 0 0 100
CFX/USDT 1 1.89 32.781 0.33 0:01:00 1 0 0 100
CHR/USDT 1 1.68 30.608 0.31 1:10:00 1 0 0 100
IOTX/USDT 1 1.24 22.563 0.23 2:14:00 1 0 0 100
BADGER/USDT 1 1.25 22.003 0.22 0:01:00 1 0 0 100
BNX/USDT 1 1.08 18.719 0.19 0:01:00 1 0 0 100
WRX/USDT 1 0.35 6.519 0.07 0:38:00 1 0 0 100
ERN/USDT 1 0.22 4.030 0.04 0:05:00 1 0 0 100
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 1 -0.77 -15.409 -0.15 6:25:00 0 0 1 0
TOTAL 38 2.2 1526.550 15.27 3:53:00 37 0 1 97.4

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
IDEX/USDT 1 -0.77 -15.409 -0.15 6:25:00 0 0 1 0
TOTAL 1 -0.77 -15.409 -0.15 6:25:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 11 2.34 474.895 4.75 8:47:00 11 0 0 100
41 6 1.7 188.946 1.89 0:41:00 6 0 0 100
4 2 3.78 134.002 1.34 0:01:00 2 0 0 100
141 142 2 3.29 117.986 1.18 0:01:00 2 0 0 100
43 3 1.75 115.191 1.15 10:34:00 3 0 0 100
4 141 142 1 5.24 91.651 0.92 0:01:00 1 0 0 100
1 4 2 2.25 81.669 0.82 2:10:00 2 0 0 100
3 4 1 3.54 62.688 0.63 0:01:00 1 0 0 100
3 3 1.13 60.089 0.6 0:06:00 3 0 0 100
4 6 1 3.09 53.093 0.53 0:01:00 1 0 0 100
4 43 1 2.14 38.932 0.39 0:23:00 1 0 0 100
6 42 1 2.13 36.909 0.37 2:25:00 1 0 0 100
1 1 1.68 30.608 0.31 1:10:00 1 0 0 100
3 4 6 1 1.63 27.871 0.28 0:01:00 1 0 0 100
2 6 1 1.59 27.428 0.27 0:01:00 1 0 0 100
5 1 -0.77 -15.409 -0.15 6:25:00 0 0 1 0
TOTAL 38 2.2 1526.550 15.27 3:53:00 37 0 1 97.4

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_7_5 ( 6 ) 1 7.41 139.625 1.4 2:30:00 1 0 0 100
exit_long_normal_u_5 ( 4 ) 1 5.66 101.035 1.01 0:01:00 1 0 0 100
exit_long_normal_u_5 ( 4 141 142 ) 1 5.24 91.651 0.92 0:01:00 1 0 0 100
exit_long_tc_u_4 ( 141 142 ) 1 4.65 83.746 0.84 0:01:00 1 0 0 100
exit_long_normal_w_3_10 ( 6 ) 1 2.63 63.726 0.64 12:15:00 1 0 0 100
exit_long_normal_u_3 ( 3 4 ) 1 3.54 62.688 0.63 0:01:00 1 0 0 100
exit_long_quick_q_2 ( 43 ) 1 2.22 59.475 0.59 1 day, 7:37:00 1 0 0 100
exit_long_normal_d_3_71 ( 1 4 ) 1 3.12 56.768 0.57 3:10:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 2 1.51 55.716 0.56 0:02:00 2 0 0 100
exit_long_quick_u_3 ( 41 ) 1 3.33 55.582 0.56 0:16:00 1 0 0 100
exit_long_normal_d_3_42 ( 6 ) 1 3.26 54.052 0.54 0:25:00 1 0 0 100
exit_long_normal_d_3_97 ( 6 ) 1 3.12 53.103 0.53 0:20:00 1 0 0 100
exit_long_normal_u_3 ( 4 6 ) 1 3.09 53.093 0.53 0:01:00 1 0 0 100
exit_long_quick_u_2 ( 41 ) 1 1.92 42.174 0.42 0:29:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.22 41.394 0.41 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 2 1.16 40.723 0.41 0:01:00 2 0 0 100
exit_long_normal_d_2_20 ( 4 43 ) 1 2.14 38.932 0.39 0:23:00 1 0 0 100
exit_long_normal_d_2_46 ( 6 42 ) 1 2.13 36.909 0.37 2:25:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 6 ) 1 2.04 35.572 0.36 0:16:00 1 0 0 100
exit_long_normal_d_2_70 ( 6 ) 1 2.05 34.301 0.34 0:22:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.92 34.240 0.34 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 4 ) 1 1.9 32.968 0.33 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.89 32.781 0.33 0:01:00 1 0 0 100
exit_long_normal_w_1_3 ( 1 ) 1 1.68 30.608 0.31 1:10:00 1 0 0 100
exit_long_quick_d_1_70 ( 41 ) 1 1.58 28.673 0.29 0:25:00 1 0 0 100
exit_long_normal_u_1 ( 3 4 6 ) 1 1.63 27.871 0.28 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 2 6 ) 1 1.59 27.428 0.27 0:01:00 1 0 0 100
exit_long_normal_d_1_95 ( 1 4 ) 1 1.37 24.901 0.25 1:10:00 1 0 0 100
exit_long_quick_d_1_27 ( 41 ) 1 1.24 22.563 0.23 2:14:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.08 20.174 0.2 0:01:00 1 0 0 100
exit_long_quick_d_1_20 ( 41 ) 1 1.05 19.781 0.2 0:39:00 1 0 0 100
exit_long_normal_d_1_96 ( 3 ) 1 1.06 19.366 0.19 0:15:00 1 0 0 100
exit_long_normal_w_0_1 ( 6 ) 1 0.55 9.792 0.1 3 days, 7:40:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.35 6.519 0.07 0:38:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.22 4.030 0.04 0:05:00 1 0 0 100
force_exit 1 -0.77 -15.409 -0.15 6:25:00 0 0 1 0
TOTAL 38 2.2 1526.550 15.27 3:53:00 37 0 1 97.4

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_7_5 ( 6 )') 1 7.41 139.625 1.4 2:30:00 1 0 0 100
('4 ', 'exit_long_normal_u_5 ( 4 )') 1 5.66 101.035 1.01 0:01:00 1 0 0 100
('4 141 142 ', 'exit_long_normal_u_5 ( 4 141 142 )') 1 5.24 91.651 0.92 0:01:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_4 ( 141 142 )') 1 4.65 83.746 0.84 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_10 ( 6 )') 1 2.63 63.726 0.64 12:15:00 1 0 0 100
('3 4 ', 'exit_long_normal_u_3 ( 3 4 )') 1 3.54 62.688 0.63 0:01:00 1 0 0 100
('43 ', 'exit_long_quick_q_2 ( 43 )') 1 2.22 59.475 0.59 1 day, 7:37:00 1 0 0 100
('1 4 ', 'exit_long_normal_d_3_71 ( 1 4 )') 1 3.12 56.768 0.57 3:10:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 2 1.51 55.716 0.56 0:02:00 2 0 0 100
('41 ', 'exit_long_quick_u_3 ( 41 )') 1 3.33 55.582 0.56 0:16:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 1 3.26 54.052 0.54 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_97 ( 6 )') 1 3.12 53.103 0.53 0:20:00 1 0 0 100
('4 6 ', 'exit_long_normal_u_3 ( 4 6 )') 1 3.09 53.093 0.53 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_u_2 ( 41 )') 1 1.92 42.174 0.42 0:29:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.22 41.394 0.41 0:01:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 2 1.16 40.723 0.41 0:01:00 2 0 0 100
('4 43 ', 'exit_long_normal_d_2_20 ( 4 43 )') 1 2.14 38.932 0.39 0:23:00 1 0 0 100
('6 42 ', 'exit_long_normal_d_2_46 ( 6 42 )') 1 2.13 36.909 0.37 2:25:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_1_m ( 6 )') 1 2.04 35.572 0.36 0:16:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_70 ( 6 )') 1 2.05 34.301 0.34 0:22:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.92 34.240 0.34 0:01:00 1 0 0 100
('4 ', 'exit_long_normal_u_1 ( 4 )') 1 1.9 32.968 0.33 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.89 32.781 0.33 0:01:00 1 0 0 100
('1 ', 'exit_long_normal_w_1_3 ( 1 )') 1 1.68 30.608 0.31 1:10:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_70 ( 41 )') 1 1.58 28.673 0.29 0:25:00 1 0 0 100
('3 4 6 ', 'exit_long_normal_u_1 ( 3 4 6 )') 1 1.63 27.871 0.28 0:01:00 1 0 0 100
('2 6 ', 'exit_long_normal_u_1 ( 2 6 )') 1 1.59 27.428 0.27 0:01:00 1 0 0 100
('1 4 ', 'exit_long_normal_d_1_95 ( 1 4 )') 1 1.37 24.901 0.25 1:10:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_27 ( 41 )') 1 1.24 22.563 0.23 2:14:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.08 20.174 0.2 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_20 ( 41 )') 1 1.05 19.781 0.2 0:39:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_96 ( 3 )') 1 1.06 19.366 0.19 0:15:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_1 ( 6 )') 1 0.55 9.792 0.1 3 days, 7:40:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.35 6.519 0.07 0:38:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.22 4.030 0.04 0:05:00 1 0 0 100
('5 ', 'force_exit') 1 -0.77 -15.409 -0.15 6:25:00 0 0 1 0
TOTAL 38 2.2 1526.550 15.27 3:53:00 37 0 1 97.4

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/08/2023 146.544 3 0 0
02/08/2023 0 0 0 0
03/08/2023 0 0 0 0
04/08/2023 0 0 0 0
05/08/2023 0 0 0 0
06/08/2023 0 0 0 0
07/08/2023 34.301 1 0 0
08/08/2023 0 0 0 0
09/08/2023 63.726 1 0 0
10/08/2023 59.475 1 0 0
11/08/2023 0 0 0 0
12/08/2023 9.792 1 0 0
13/08/2023 0 0 0 0
14/08/2023 0 0 0 0
15/08/2023 245.964 7 0 0
16/08/2023 35.572 1 0 0
17/08/2023 561.274 13 0 0
18/08/2023 157.819 4 0 0
19/08/2023 41.394 1 0 0
20/08/2023 6.519 1 0 0
21/08/2023 0 0 0 0
22/08/2023 0 0 0 0
23/08/2023 0 0 0 0
24/08/2023 39.955 2 0 0
25/08/2023 139.625 1 0 0
26/08/2023 0 0 0 0
27/08/2023 0 0 0 0
28/08/2023 0 0 0 0
29/08/2023 0 0 0 0
30/08/2023 0 0 0 0
31/08/2023 0 0 0 0
01/09/2023 -15.409 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2023-08-01 00:00:00
Backtesting to 2023-09-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 38 / 1.23
Starting balance 10000 USDT
Final balance 11526.55 USDT
Absolute profit 1526.55 USDT
Total profit % 15.27%
CAGR % 432.67%
Sortino -100.00
Sharpe 33.02
Calmar 7047.16
Profit factor 100.07
Expectancy (Ratio) 40.17 (2.61)
Avg. daily profit % 0.49%
Avg. stake amount 1772.546 USDT
Total trade volume 67356.746 USDT
Best Pair BLZ/USDT 1.75%
Worst Pair IDEX/USDT -0.15%
Best trade BLZ/USDT 7.41%
Worst trade IDEX/USDT -0.77%
Best day 561.274 USDT
Worst day -15.409 USDT
Days win/draw/lose 13 / 18 / 1
Avg. Duration Winners 3:49:00
Avg. Duration Loser 6:25:00
Max Consecutive Wins / Loss 37 / 1
Rejected Entry signals 207
Entry/Exit Timeouts 0 / 0
Min balance 10036.909 USDT
Max balance 11541.959 USDT
Max % of account underwater 0.13%
Absolute Drawdown (Account) 0.13%
Absolute Drawdown 15.409 USDT
Drawdown high 1541.959 USDT
Drawdown low 1526.55 USDT
Drawdown Start 2023-08-25 11:05:00
Drawdown End 2023-09-01 00:00:00
Market change -15.45%

Backtested 2023-08-01 00:00:00 -> 2023-09-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 38 2.20 1526.550 15.27 3:53:00 37 0 1 97.4 15.409 USDT 0.13%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Binance - 20230901-20231001

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 15:23:00 15:23:00 15:23:00 n/a 1 day, 22:35:00
Market Change 7.23 % 7.23 % 7.23 % n/a 7.23 %
Max Drawdown 0.0 % 0.0 % 0.0 % n/a 6.3885 %
Profit Mean 2.37 % 2.37 % 2.37 % n/a 0.94 %
Profit Sum 35.54 % 35.54 % 35.54 % n/a 15.99 %
Profit Total 6.08 % 6.08 % 6.08 % n/a -0.96 %
Trades 15 15 15 n/a 17
Win Rate 100.0 % 100.0 % 100.0 % n/a 82.35 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
PYR/USDT 1 11.04 185.035 1.85 6:25:00 1 0 0 100
OG/USDT 2 3.94 130.519 1.31 1:48:00 2 0 0 100
STPT/USDT 1 4.31 74.203 0.74 0:06:00 1 0 0 100
MLN/USDT 2 1.25 45.119 0.45 1:47:00 2 0 0 100
AUCTION/USDT 2 1.16 44.254 0.44 0:18:00 2 0 0 100
FLM/USDT 2 1.11 38.171 0.38 0:24:00 2 0 0 100
GTC/USDT 1 2.09 35.667 0.36 0:50:00 1 0 0 100
PERP/USDT 2 0.99 35.052 0.35 4 days, 9:41:00 2 0 0 100
ENS/USDT 1 1.03 16.966 0.17 2:44:00 1 0 0 100
BLZ/USDT 1 0.15 2.536 0.03 0:41:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CELR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 15 2.37 607.523 6.08 15:23:00 15 0 0 100

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%
6 8 3.16 423.881 4.24 1:52:00 8 0 0 100
2 43 1 4.31 74.203 0.74 0:06:00 1 0 0 100
43 3 1.31 71.964 0.72 0:13:00 3 0 0 100
41 1 1.51 27.597 0.28 3:05:00 1 0 0 100
42 1 0.37 7.343 0.07 8 days, 19:21:00 1 0 0 100
3 1 0.15 2.536 0.03 0:41:00 1 0 0 100
TOTAL 15 2.37 607.523 6.08 15:23:00 15 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_w_10_1 ( 6 ) 1 11.04 185.035 1.85 6:25:00 1 0 0 100
exit_profit_long_normal_t_6_1_m ( 6 ) 1 6.94 114.748 1.15 2:15:00 1 0 0 100
exit_long_normal_u_4 ( 2 43 ) 1 4.31 74.203 0.74 0:06:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 3 1.31 71.964 0.72 0:13:00 3 0 0 100
exit_long_normal_d_2_43 ( 6 ) 1 2.09 35.667 0.36 0:50:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.01 35.020 0.35 0:16:00 2 0 0 100
exit_long_quick_d_1_95 ( 41 ) 1 1.51 27.597 0.28 3:05:00 1 0 0 100
exit_long_normal_d_1_83 ( 6 ) 1 1.21 20.674 0.21 0:46:00 1 0 0 100
exit_long_normal_w_1_11 ( 6 ) 1 1.03 16.966 0.17 2:44:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.94 15.772 0.16 1:22:00 1 0 0 100
exit_long_quick_d_0_52 ( 42 ) 1 0.37 7.343 0.07 8 days, 19:21:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 3 ) 1 0.15 2.536 0.03 0:41:00 1 0 0 100
TOTAL 15 2.37 607.523 6.08 15:23:00 15 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_w_10_1 ( 6 )') 1 11.04 185.035 1.85 6:25:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_6_1_m ( 6 )') 1 6.94 114.748 1.15 2:15:00 1 0 0 100
('2 43 ', 'exit_long_normal_u_4 ( 2 43 )') 1 4.31 74.203 0.74 0:06:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 3 1.31 71.964 0.72 0:13:00 3 0 0 100
('6 ', 'exit_long_normal_d_2_43 ( 6 )') 1 2.09 35.667 0.36 0:50:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.01 35.020 0.35 0:16:00 2 0 0 100
('41 ', 'exit_long_quick_d_1_95 ( 41 )') 1 1.51 27.597 0.28 3:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_83 ( 6 )') 1 1.21 20.674 0.21 0:46:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_11 ( 6 )') 1 1.03 16.966 0.17 2:44:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.94 15.772 0.16 1:22:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_52 ( 42 )') 1 0.37 7.343 0.07 8 days, 19:21:00 1 0 0 100
('3 ', 'exit_profit_long_normal_t_0_1_m ( 3 )') 1 0.15 2.536 0.03 0:41:00 1 0 0 100
TOTAL 15 2.37 607.523 6.08 15:23:00 15 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/09/2023 16.966 1 0 0
02/09/2023 130.519 2 0 0
03/09/2023 0 0 0 0
04/09/2023 220.702 2 0 0
05/09/2023 20.674 1 0 0
06/09/2023 0 0 0 0
07/09/2023 0 0 0 0
08/09/2023 0 0 0 0
09/09/2023 0 0 0 0
10/09/2023 27.709 1 0 0
11/09/2023 2.536 1 0 0
12/09/2023 0 0 0 0
13/09/2023 17.497 1 0 0
14/09/2023 0 0 0 0
15/09/2023 0 0 0 0
16/09/2023 0 0 0 0
17/09/2023 74.203 1 0 0
18/09/2023 0 0 0 0
19/09/2023 7.343 1 0 0
20/09/2023 0 0 0 0
21/09/2023 19.646 1 0 0
22/09/2023 24.609 1 0 0
23/09/2023 0 0 0 0
24/09/2023 0 0 0 0
25/09/2023 27.597 1 0 0
26/09/2023 0 0 0 0
27/09/2023 17.522 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-09-01 00:00:00
Backtesting to 2023-10-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 15 / 0.5
Starting balance 10000 USDT
Final balance 10607.523 USDT
Absolute profit 607.523 USDT
Total profit % 6.08%
CAGR % 104.94%
Sortino -100.00
Sharpe 8.16
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 40.50 (100.00)
Avg. daily profit % 0.20%
Avg. stake amount 1706.635 USDT
Total trade volume 25599.521 USDT
Best Pair PYR/USDT 1.85%
Worst Pair 1INCH/USDT 0.00%
Best trade PYR/USDT 11.04%
Worst trade BLZ/USDT 0.15%
Best day 220.702 USDT
Worst day 0 USDT
Days win/draw/lose 13 / 14 / 0
Avg. Duration Winners 15:23:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 15 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 7.23%

Backtested 2023-09-01 00:00:00 -> 2023-10-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 15 2.37 607.523 6.08 15:23:00 15 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Binance - 20231001-20231101

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 1 day, 20:32:00 1 day, 20:32:00 1 day, 20:32:00 n/a 1 day, 23:34:00
Market Change 19.26 % 19.26 % 19.26 % n/a 19.26 %
Max Drawdown 0.0 % 0.0 % 0.0 % n/a 0.0 %
Profit Mean 2.15 % 2.15 % 2.13 % n/a 1.99 %
Profit Sum 51.71 % 51.71 % 51.03 % n/a 49.77 %
Profit Total 11.38 % 11.38 % 11.22 % n/a 10.62 %
Trades 24 24 24 n/a 25
Win Rate 100.0 % 100.0 % 100.0 % n/a 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALPACA/USDT 2 8.41 452.364 4.52 2 days, 22:28:00 2 0 0 100
WAXP/USDT 4 1.17 93.181 0.93 3:46:00 4 0 0 100
ETC/USDT 1 2.19 83.017 0.83 21 days, 21:53:00 1 0 0 100
MINA/USDT 1 4.6 82.205 0.82 0:30:00 1 0 0 100
GALA/USDT 1 3.0 54.437 0.54 0:55:00 1 0 0 100
STPT/USDT 2 1.24 46.890 0.47 1:24:00 2 0 0 100
YGG/USDT 1 2.58 42.801 0.43 0:01:00 1 0 0 100
BNT/USDT 1 2.1 41.862 0.42 11:45:00 1 0 0 100
STRAX/USDT 2 1.13 40.246 0.4 4:42:00 2 0 0 100
ZRX/USDT 1 1.3 33.461 0.33 6 days, 4:40:00 1 0 0 100
STORJ/USDT 1 1.54 27.843 0.28 0:03:00 1 0 0 100
SXP/USDT 1 1.67 27.577 0.28 0:01:00 1 0 0 100
ATOM/USDT 1 1.96 27.069 0.27 5 days, 9:25:00 1 0 0 100
VIDT/USDT 1 0.98 21.647 0.22 2 days, 4:00:00 1 0 0 100
UMA/USDT 1 1.22 21.280 0.21 1 day, 6:40:00 1 0 0 100
RUNE/USDT 1 1.11 20.096 0.2 0:03:00 1 0 0 100
BAKE/USDT 1 1.0 18.030 0.18 0:02:00 1 0 0 100
WRX/USDT 1 0.21 3.909 0.04 0:35:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BLZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CELR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 24 2.15 1137.916 11.38 1 day, 20:32:00 24 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ATOM/USDT 1 1.96 27.069 0.27 5 days, 9:25:00 1 0 0 100
TOTAL 1 1.96 27.069 0.27 5 days, 9:25:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
5 5 4.1 538.752 5.39 2 days, 13:31:00 5 0 0 100
6 14 1.57 392.519 3.93 7:31:00 14 0 0 100
120 2 2.07 110.086 1.1 13 days, 15:39:00 2 0 0 100
43 2 1.63 63.287 0.63 0:18:00 2 0 0 100
4 1 1.83 33.272 0.33 0:02:00 1 0 0 100
TOTAL 24 2.15 1137.916 11.38 1 day, 20:32:00 24 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_3_1_1 ( 5 ) 1 14.98 419.092 4.19 5 days, 20:55:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 5 1.3 114.167 1.14 0:02:00 5 0 0 100
exit_long_grind_g ( 120 ) 1 2.19 83.017 0.83 21 days, 21:53:00 1 0 0 100
exit_long_normal_d_4_88 ( 6 ) 1 4.6 82.205 0.82 0:30:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 2 1.63 63.287 0.63 0:18:00 2 0 0 100
exit_long_normal_d_3_83 ( 6 ) 1 3.0 54.437 0.54 0:55:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 2 1.33 46.665 0.47 17:26:00 2 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.58 42.801 0.43 0:01:00 1 0 0 100
exit_long_normal_d_2_24 ( 5 ) 1 2.1 41.862 0.42 11:45:00 1 0 0 100
exit_long_normal_1_1_1 ( 5 ) 1 1.3 33.461 0.33 6 days, 4:40:00 1 0 0 100
exit_long_normal_u_1 ( 4 ) 1 1.83 33.272 0.33 0:02:00 1 0 0 100
force_exit 1 1.96 27.069 0.27 5 days, 9:25:00 1 0 0 100
exit_long_normal_d_1_95 ( 5 ) 1 1.32 26.270 0.26 2:45:00 1 0 0 100
exit_long_normal_1_1_1 ( 6 ) 1 0.98 21.647 0.22 2 days, 4:00:00 1 0 0 100
exit_long_normal_d_1_42 ( 5 ) 1 0.81 18.067 0.18 3:32:00 1 0 0 100
exit_long_normal_d_0_95 ( 6 ) 1 0.81 16.268 0.16 6:50:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.63 10.419 0.1 9:15:00 1 0 0 100
exit_long_normal_d_0_80 ( 6 ) 1 0.21 3.909 0.04 0:35:00 1 0 0 100
TOTAL 24 2.15 1137.916 11.38 1 day, 20:32:00 24 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('5 ', 'exit_long_normal_3_1_1 ( 5 )') 1 14.98 419.092 4.19 5 days, 20:55:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 5 1.3 114.167 1.14 0:02:00 5 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 2.19 83.017 0.83 21 days, 21:53:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_88 ( 6 )') 1 4.6 82.205 0.82 0:30:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 2 1.63 63.287 0.63 0:18:00 2 0 0 100
('6 ', 'exit_long_normal_d_3_83 ( 6 )') 1 3.0 54.437 0.54 0:55:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 2 1.33 46.665 0.47 17:26:00 2 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.58 42.801 0.43 0:01:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_24 ( 5 )') 1 2.1 41.862 0.42 11:45:00 1 0 0 100
('5 ', 'exit_long_normal_1_1_1 ( 5 )') 1 1.3 33.461 0.33 6 days, 4:40:00 1 0 0 100
('4 ', 'exit_long_normal_u_1 ( 4 )') 1 1.83 33.272 0.33 0:02:00 1 0 0 100
('120 ', 'force_exit') 1 1.96 27.069 0.27 5 days, 9:25:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_95 ( 5 )') 1 1.32 26.270 0.26 2:45:00 1 0 0 100
('6 ', 'exit_long_normal_1_1_1 ( 6 )') 1 0.98 21.647 0.22 2 days, 4:00:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_42 ( 5 )') 1 0.81 18.067 0.18 3:32:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_95 ( 6 )') 1 0.81 16.268 0.16 6:50:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.63 10.419 0.1 9:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_80 ( 6 )') 1 0.21 3.909 0.04 0:35:00 1 0 0 100
TOTAL 24 2.15 1137.916 11.38 1 day, 20:32:00 24 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
02/10/2023 70.378 2 0 0
03/10/2023 0 0 0 0
04/10/2023 0 0 0 0
05/10/2023 0 0 0 0
06/10/2023 0 0 0 0
07/10/2023 10.419 1 0 0
08/10/2023 0 0 0 0
09/10/2023 0 0 0 0
10/10/2023 0 0 0 0
11/10/2023 0 0 0 0
12/10/2023 0 0 0 0
13/10/2023 0 0 0 0
14/10/2023 0 0 0 0
15/10/2023 452.553 2 0 0
16/10/2023 3.909 1 0 0
17/10/2023 0 0 0 0
18/10/2023 99.078 4 0 0
19/10/2023 104.135 4 0 0
20/10/2023 0 0 0 0
21/10/2023 0 0 0 0
22/10/2023 0 0 0 0
23/10/2023 0 0 0 0
24/10/2023 231.192 5 0 0
25/10/2023 0 0 0 0
26/10/2023 54.437 1 0 0
27/10/2023 54.919 2 0 0
28/10/2023 0 0 0 0
29/10/2023 0 0 0 0
30/10/2023 0 0 0 0
31/10/2023 29.826 1 0 0
01/11/2023 27.069 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-10-01 00:00:00
Backtesting to 2023-11-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 24 / 0.77
Starting balance 10000 USDT
Final balance 11137.916 USDT
Absolute profit 1137.916 USDT
Total profit % 11.38%
CAGR % 255.70%
Sortino -100.00
Sharpe 8.80
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 47.41 (100.00)
Avg. daily profit % 0.37%
Avg. stake amount 1614.12 USDT
Total trade volume 38738.887 USDT
Best Pair ALPACA/USDT 4.52%
Worst Pair 1INCH/USDT 0.00%
Best trade ALPACA/USDT 14.98%
Worst trade WRX/USDT 0.21%
Best day 452.553 USDT
Worst day 0 USDT
Days win/draw/lose 11 / 20 / 0
Avg. Duration Winners 1 day, 20:32:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 24 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 19.26%

Backtested 2023-10-01 00:00:00 -> 2023-11-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 24 2.15 1137.916 11.38 1 day, 20:32:00 24 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Binance - 20231101-20231201

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 17:01:00 17:01:00 17:01:00 n/a 2 days, 6:14:00
Market Change 26.13 % 26.13 % 26.13 % n/a 26.13 %
Max Drawdown 0.0 % 0.0 % 0.0 % n/a 9.1216 %
Profit Mean 1.67 % 1.67 % 1.67 % n/a 1.22 %
Profit Sum 76.8 % 76.8 % 76.8 % n/a 52.38 %
Profit Total 16.11 % 16.11 % 16.11 % n/a 2.66 %
Trades 46 46 46 n/a 43
Win Rate 100.0 % 100.0 % 100.0 % n/a 93.02 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
RAY/USDT 2 2.96 213.487 2.13 3 days, 12:18:00 2 0 0 100
QI/USDT 3 2.24 122.242 1.22 4:20:00 3 0 0 100
ZRX/USDT 3 1.97 118.020 1.18 4:47:00 3 0 0 100
RIF/USDT 1 5.67 93.282 0.93 0:01:00 1 0 0 100
DOGE/USDT 1 1.75 92.097 0.92 13 days, 3:39:00 1 0 0 100
QTUM/USDT 1 1.83 83.215 0.83 9 days, 5:09:00 1 0 0 100
SKL/USDT 3 1.26 70.929 0.71 0:14:00 3 0 0 100
CAKE/USDT 2 1.64 59.250 0.59 0:38:00 2 0 0 100
TWT/USDT 2 1.68 55.999 0.56 0:05:00 2 0 0 100
XVS/USDT 2 1.58 55.325 0.55 0:04:00 2 0 0 100
C98/USDT 2 1.4 51.482 0.51 0:24:00 2 0 0 100
AUDIO/USDT 2 1.38 50.817 0.51 1:00:00 2 0 0 100
RARE/USDT 1 2.44 48.676 0.49 1:44:00 1 0 0 100
NEAR/USDT 1 2.48 46.085 0.46 1:20:00 1 0 0 100
FET/USDT 1 2.03 38.247 0.38 0:02:00 1 0 0 100
CFX/USDT 2 0.94 37.144 0.37 3:42:00 2 0 0 100
ALICE/USDT 1 2.1 36.232 0.36 0:04:00 1 0 0 100
PYR/USDT 1 1.79 32.421 0.32 0:01:00 1 0 0 100
1INCH/USDT 1 1.69 29.172 0.29 5:55:00 1 0 0 100
BURGER/USDT 1 1.41 25.432 0.25 3:39:00 1 0 0 100
SOL/USDT 1 1.38 24.684 0.25 0:02:00 1 0 0 100
NEO/USDT 1 1.33 24.259 0.24 0:11:00 1 0 0 100
MOVR/USDT 1 1.41 23.514 0.24 0:30:00 1 0 0 100
BLZ/USDT 1 1.35 23.363 0.23 0:03:00 1 0 0 100
GTC/USDT 1 1.21 22.466 0.22 1:14:00 1 0 0 100
XLM/USDT 1 1.14 20.570 0.21 16:50:00 1 0 0 100
FIL/USDT 1 1.13 20.533 0.21 0:41:00 1 0 0 100
GALA/USDT 1 1.11 20.298 0.2 0:12:00 1 0 0 100
ALGO/USDT 1 1.17 20.123 0.2 0:01:00 1 0 0 100
ALPHA/USDT 1 1.16 20.066 0.2 0:04:00 1 0 0 100
YGG/USDT 1 1.06 19.758 0.2 0:30:00 1 0 0 100
XRP/USDT 1 0.49 8.923 0.09 0:01:00 1 0 0 100
AUCTION/USDT 1 0.11 2.524 0.03 4:50:00 1 0 0 100
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CELR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 46 1.67 1610.634 16.11 17:01:00 46 0 0 100

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%
6 22 1.88 852.530 8.53 9:26:00 22 0 0 100
2 8 1.33 196.670 1.97 2:10:00 8 0 0 100
120 2 1.79 175.312 1.75 11 days, 4:24:00 2 0 0 100
43 4 1.49 112.264 1.12 0:30:00 4 0 0 100
142 3 1.67 91.339 0.91 6:04:00 3 0 0 100
3 3 1.48 76.420 0.76 0:03:00 3 0 0 100
143 1 2.03 38.247 0.38 0:02:00 1 0 0 100
41 1 1.65 30.631 0.31 0:30:00 1 0 0 100
3 43 1 1.04 19.583 0.2 0:04:00 1 0 0 100
42 1 1.0 17.636 0.18 0:30:00 1 0 0 100
TOTAL 46 1.67 1610.634 16.11 17:01:00 46 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_normal_t_11_1_m ( 6 ) 1 5.03 197.655 1.98 6 days, 22:50:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 7 1.52 184.717 1.85 0:07:00 7 0 0 100
exit_long_grind_g ( 120 ) 2 1.79 175.312 1.75 11 days, 4:24:00 2 0 0 100
exit_long_normal_u_5 ( 6 ) 1 5.67 93.282 0.93 0:01:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 3 1.17 63.588 0.64 0:05:00 3 0 0 100
exit_long_normal_w_3_9 ( 6 ) 1 3.23 59.586 0.6 1:05:00 1 0 0 100
exit_long_normal_d_3_88 ( 6 ) 1 3.25 57.668 0.58 1:35:00 1 0 0 100
exit_long_normal_d_3_70 ( 6 ) 1 3.19 57.012 0.57 0:24:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 2 1.56 56.319 0.56 0:02:00 2 0 0 100
exit_long_quick_d_2_3 ( 43 ) 1 2.44 48.676 0.49 1:44:00 1 0 0 100
exit_long_tc_d_2_45 ( 142 ) 1 2.48 46.085 0.46 1:20:00 1 0 0 100
exit_long_normal_d_2_27 ( 2 ) 1 2.27 41.614 0.42 0:45:00 1 0 0 100
exit_long_normal_d_2_42 ( 6 ) 1 1.59 40.842 0.41 12:40:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 2 1.16 40.189 0.4 0:02:00 2 0 0 100
exit_long_tc_u_2 ( 143 ) 1 2.03 38.247 0.38 0:02:00 1 0 0 100
exit_long_normal_u_2 ( 3 ) 1 2.1 36.232 0.36 0:04:00 1 0 0 100
exit_long_normal_w_1_11 ( 6 ) 1 1.77 32.974 0.33 1:05:00 1 0 0 100
exit_long_quick_d_1_87 ( 41 ) 1 1.65 30.631 0.31 0:30:00 1 0 0 100
exit_long_normal_d_1_95 ( 2 ) 1 1.69 29.172 0.29 5:55:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.41 25.432 0.25 3:39:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.38 24.684 0.25 0:02:00 1 0 0 100
exit_long_normal_d_1_80 ( 6 ) 1 1.41 23.514 0.24 0:30:00 1 0 0 100
exit_long_normal_d_1_27 ( 6 ) 1 1.21 22.466 0.22 1:14:00 1 0 0 100
exit_long_tc_d_1_84 ( 142 ) 1 1.14 20.570 0.21 16:50:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 ) 1 1.13 20.533 0.21 0:41:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 1 1.06 19.758 0.2 0:30:00 1 0 0 100
exit_long_normal_u_1 ( 3 43 ) 1 1.04 19.583 0.2 0:04:00 1 0 0 100
exit_long_normal_d_1_38 ( 2 ) 1 0.85 18.189 0.18 7:13:00 1 0 0 100
exit_long_normal_d_1_70 ( 2 ) 1 0.98 17.842 0.18 0:56:00 1 0 0 100
exit_long_normal_d_1_71 ( 2 ) 1 0.86 17.703 0.18 0:46:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.0 17.636 0.18 0:30:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 2 ) 1 0.89 15.832 0.16 1:45:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.49 8.923 0.09 0:01:00 1 0 0 100
exit_long_normal_w_0_6 ( 6 ) 1 0.29 5.644 0.06 11:30:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.11 2.524 0.03 4:50:00 1 0 0 100
TOTAL 46 1.67 1610.634 16.11 17:01:00 46 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_profit_long_normal_t_11_1_m ( 6 )') 1 5.03 197.655 1.98 6 days, 22:50:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 7 1.52 184.717 1.85 0:07:00 7 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 2 1.79 175.312 1.75 11 days, 4:24:00 2 0 0 100
('6 ', 'exit_long_normal_u_5 ( 6 )') 1 5.67 93.282 0.93 0:01:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 3 1.17 63.588 0.64 0:05:00 3 0 0 100
('6 ', 'exit_long_normal_w_3_9 ( 6 )') 1 3.23 59.586 0.6 1:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_88 ( 6 )') 1 3.25 57.668 0.58 1:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_70 ( 6 )') 1 3.19 57.012 0.57 0:24:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 2 1.56 56.319 0.56 0:02:00 2 0 0 100
('43 ', 'exit_long_quick_d_2_3 ( 43 )') 1 2.44 48.676 0.49 1:44:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_45 ( 142 )') 1 2.48 46.085 0.46 1:20:00 1 0 0 100
('2 ', 'exit_long_normal_d_2_27 ( 2 )') 1 2.27 41.614 0.42 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_42 ( 6 )') 1 1.59 40.842 0.41 12:40:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 2 1.16 40.189 0.4 0:02:00 2 0 0 100
('143 ', 'exit_long_tc_u_2 ( 143 )') 1 2.03 38.247 0.38 0:02:00 1 0 0 100
('3 ', 'exit_long_normal_u_2 ( 3 )') 1 2.1 36.232 0.36 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_11 ( 6 )') 1 1.77 32.974 0.33 1:05:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_87 ( 41 )') 1 1.65 30.631 0.31 0:30:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_95 ( 2 )') 1 1.69 29.172 0.29 5:55:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.41 25.432 0.25 3:39:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.38 24.684 0.25 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_80 ( 6 )') 1 1.41 23.514 0.24 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_27 ( 6 )') 1 1.21 22.466 0.22 1:14:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_84 ( 142 )') 1 1.14 20.570 0.21 16:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_20 ( 6 )') 1 1.13 20.533 0.21 0:41:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 1 1.06 19.758 0.2 0:30:00 1 0 0 100
('3 43 ', 'exit_long_normal_u_1 ( 3 43 )') 1 1.04 19.583 0.2 0:04:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_38 ( 2 )') 1 0.85 18.189 0.18 7:13:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_70 ( 2 )') 1 0.98 17.842 0.18 0:56:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_71 ( 2 )') 1 0.86 17.703 0.18 0:46:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.0 17.636 0.18 0:30:00 1 0 0 100
('2 ', 'exit_profit_long_normal_t_0_1_m ( 2 )') 1 0.89 15.832 0.16 1:45:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.49 8.923 0.09 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_6 ( 6 )') 1 0.29 5.644 0.06 11:30:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.11 2.524 0.03 4:50:00 1 0 0 100
TOTAL 46 1.67 1610.634 16.11 17:01:00 46 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
04/11/2023 93.282 1 0 0
05/11/2023 0 0 0 0
06/11/2023 0 0 0 0
07/11/2023 32.785 1 0 0
08/11/2023 79.513 3 0 0
09/11/2023 473.375 12 0 0
10/11/2023 0 0 0 0
11/11/2023 98.184 3 0 0
12/11/2023 57.012 1 0 0
13/11/2023 66.274 2 0 0
14/11/2023 229.173 8 0 0
15/11/2023 0 0 0 0
16/11/2023 79.095 2 0 0
17/11/2023 0 0 0 0
18/11/2023 0 0 0 0
19/11/2023 0 0 0 0
20/11/2023 0 0 0 0
21/11/2023 151.914 5 0 0
22/11/2023 84.19 4 0 0
23/11/2023 0 0 0 0
24/11/2023 0 0 0 0
25/11/2023 0 0 0 0
26/11/2023 0 0 0 0
27/11/2023 51.2 2 0 0
28/11/2023 22.539 1 0 0
29/11/2023 92.097 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-11-01 00:00:00
Backtesting to 2023-12-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 46 / 1.53
Starting balance 10000 USDT
Final balance 11610.634 USDT
Absolute profit 1610.634 USDT
Total profit % 16.11%
CAGR % 515.29%
Sortino -100.00
Sharpe 32.83
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 35.01 (100.00)
Avg. daily profit % 0.54%
Avg. stake amount 1726.01 USDT
Total trade volume 79396.443 USDT
Best Pair QI/USDT 1.22%
Worst Pair ADX/USDT 0.00%
Best trade RIF/USDT 5.67%
Worst trade AUCTION/USDT 0.11%
Best day 473.375 USDT
Worst day 0 USDT
Days win/draw/lose 14 / 12 / 0
Avg. Duration Winners 17:01:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 46 / 0
Rejected Entry signals 88
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 26.13%

Backtested 2023-11-01 00:00:00 -> 2023-12-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 46 1.67 1610.634 16.11 17:01:00 46 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Binance - 20231201-20240101

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 11:47:00 11:47:00 1 day, 4:40:00 n/a 1 day, 15:51:00
Market Change 40.52 % 40.52 % 40.52 % n/a 40.52 %
Max Drawdown 4.0207 % 4.0207 % 15.2934 % n/a 17.8077 %
Profit Mean 2.3 % 2.3 % 1.88 % n/a 1.95 %
Profit Sum 153.99 % 153.99 % 109.01 % n/a 109.3 %
Profit Total 29.37 % 29.37 % 8.77 % n/a 4.68 %
Trades 67 67 58 n/a 56
Win Rate 97.01 % 97.01 % 91.38 % n/a 91.07 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DF/USDT 4 4.41 345.722 3.46 2:13:00 4 0 0 100
QI/USDT 8 2.38 307.875 3.08 13:52:00 7 0 1 87.5
AVAX/USDT 2 3.81 206.081 2.06 3 days, 14:45:00 2 0 0 100
VTHO/USDT 3 3.27 181.346 1.81 1:12:00 3 0 0 100
MOVR/USDT 2 4.36 175.924 1.76 0:55:00 2 0 0 100
AUCTION/USDT 5 1.56 174.601 1.75 5:47:00 5 0 0 100
BAKE/USDT 4 2.01 172.845 1.73 1:54:00 4 0 0 100
POND/USDT 1 8.76 150.479 1.5 3:00:00 1 0 0 100
RARE/USDT 2 3.25 137.878 1.38 22:58:00 2 0 0 100
DATA/USDT 3 2.06 124.051 1.24 0:17:00 3 0 0 100
MLN/USDT 2 2.77 119.742 1.2 1:38:00 2 0 0 100
WRX/USDT 1 4.26 119.346 1.19 2 days, 22:20:00 1 0 0 100
ONT/USDT 1 4.09 90.515 0.91 1:25:00 1 0 0 100
BURGER/USDT 1 3.5 79.775 0.8 2:40:00 1 0 0 100
ALPHA/USDT 2 1.58 75.839 0.76 4:50:00 2 0 0 100
ALGO/USDT 2 1.81 69.256 0.69 0:01:00 2 0 0 100
ALICE/USDT 1 2.72 57.150 0.57 0:01:00 1 0 0 100
REQ/USDT 1 2.88 57.089 0.57 9:35:00 1 0 0 100
KSM/USDT 1 2.74 57.082 0.57 1:05:00 1 0 0 100
PYR/USDT 1 2.5 53.444 0.53 0:09:00 1 0 0 100
RAY/USDT 1 2.19 42.300 0.42 0:30:00 1 0 0 100
ALPACA/USDT 1 2.21 41.130 0.41 0:35:00 1 0 0 100
IOTA/USDT 1 1.81 29.954 0.3 0:55:00 1 0 0 100
WING/USDT 1 1.05 21.862 0.22 0:18:00 1 0 0 100
INJ/USDT 1 1.03 19.891 0.2 0:08:00 1 0 0 100
STORJ/USDT 1 1.01 19.578 0.2 0:55:00 1 0 0 100
ATOM/USDT 1 1.09 18.487 0.18 0:04:00 1 0 0 100
NEAR/USDT 1 1.09 18.414 0.18 0:39:00 1 0 0 100
XRP/USDT 1 1.01 17.156 0.17 0:42:00 1 0 0 100
HIGH/USDT 1 1.0 17.041 0.17 0:45:00 1 0 0 100
FET/USDT 1 0.93 15.477 0.15 0:01:00 1 0 0 100
BCH/USDT 1 0.85 14.432 0.14 0:01:00 1 0 0 100
1INCH/USDT 1 0.83 13.927 0.14 0:01:00 1 0 0 100
OM/USDT 1 0.56 12.379 0.12 1:20:00 1 0 0 100
VET/USDT 1 0.2 10.550 0.11 9 days, 16:20:00 1 0 0 100
FARM/USDT 1 0.43 9.307 0.09 0:10:00 1 0 0 100
ETC/USDT 1 0.15 2.460 0.02 21:54:00 1 0 0 100
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BLZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CELR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 3 0.48 -143.394 -1.43 14:51:00 2 0 1 66.7
TOTAL 67 2.3 2936.992 29.37 11:47:00 65 0 2 97.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
MLN/USDT 1 0.76 16.825 0.17 0:30:00 1 0 0 100
OM/USDT 1 0.56 12.379 0.12 1:20:00 1 0 0 100
VET/USDT 1 0.2 10.550 0.11 9 days, 16:20:00 1 0 0 100
QI/USDT 1 -7.9 -222.013 -2.22 2 days, 8:05:00 0 0 1 0
DEGO/USDT 1 -8.56 -348.694 -3.49 1 day, 19:05:00 0 0 1 0
TOTAL 5 -2.99 -530.953 -5.31 2 days, 18:40:00 3 0 2 60.0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 40 2.43 1756.171 17.56 8:06:00 38 0 2 95.0
5 3 5.36 305.040 3.05 1:38:00 3 0 0 100
2 4 3.34 272.687 2.73 1:55:00 4 0 0 100
142 6 0.99 103.208 1.03 3:55:00 6 0 0 100
120 2 1.03 94.283 0.94 8 days, 10:54:00 2 0 0 100
42 2 1.9 85.428 0.85 9:38:00 2 0 0 100
4 3 1.31 75.861 0.76 0:01:00 3 0 0 100
43 2 1.47 66.740 0.67 1:14:00 2 0 0 100
3 2 1.44 62.491 0.62 0:48:00 2 0 0 100
2 6 1 2.72 57.150 0.57 0:01:00 1 0 0 100
3 141 142 1 2.03 42.457 0.42 0:01:00 1 0 0 100
6 142 1 0.93 15.477 0.15 0:01:00 1 0 0 100
TOTAL 67 2.3 2936.992 29.37 11:47:00 65 0 2 97.0

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_normal_t_11_1_m ( 6 ) 1 11.31 219.667 2.2 5:05:00 1 0 0 100
exit_long_normal_d_5_42 ( 6 ) 2 5.4 218.613 2.19 0:38:00 2 0 0 100
exit_profit_long_normal_t_11_3_m ( 6 ) 1 9.62 202.655 2.03 1:06:00 1 0 0 100
exit_long_normal_w_8_7 ( 5 ) 1 8.76 150.479 1.5 3:00:00 1 0 0 100
exit_long_normal_w_3_10 ( 6 ) 2 3.3 141.341 1.41 2:40:00 2 0 0 100
exit_profit_long_normal_t_7_2_m ( 6 ) 1 7.23 136.237 1.36 1:35:00 1 0 0 100
exit_long_normal_u_5 ( 2 ) 1 5.77 122.347 1.22 0:01:00 1 0 0 100
exit_long_normal_d_6_42 ( 6 ) 1 6.98 119.426 1.19 0:45:00 1 0 0 100
exit_long_normal_2_1_1 ( 6 ) 1 4.26 119.346 1.19 2 days, 22:20:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 2 2.38 103.295 1.03 0:16:00 2 0 0 100
exit_long_normal_w_4_7 ( 6 ) 1 4.78 102.917 1.03 2:45:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 6 ) 2 2.47 99.383 0.99 0:48:00 2 0 0 100
exit_long_normal_w_5_1 ( 6 ) 1 4.31 95.200 0.95 1 day, 16:10:00 1 0 0 100
exit_long_normal_d_4_60 ( 2 ) 1 4.39 90.622 0.91 1:08:00 1 0 0 100
exit_long_normal_d_4_69 ( 5 ) 1 4.09 90.515 0.91 1:25:00 1 0 0 100
exit_long_normal_d_2_77 ( 6 ) 2 2.2 88.824 0.89 0:49:00 2 0 0 100
exit_long_grind_g ( 120 ) 1 1.86 83.734 0.84 7 days, 5:29:00 1 0 0 100
exit_long_normal_d_4_42 ( 6 ) 1 4.39 77.774 0.78 0:40:00 1 0 0 100
exit_long_normal_d_3_42 ( 6 ) 1 3.55 71.990 0.72 0:55:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 2 1.8 65.454 0.65 2:32:00 2 0 0 100
exit_long_tc_u_1 ( 142 ) 3 1.24 65.178 0.65 0:04:00 3 0 0 100
exit_long_normal_d_3_70 ( 5 ) 1 3.24 64.046 0.64 0:28:00 1 0 0 100
exit_profit_long_normal_t_3_1_m ( 6 ) 1 3.13 59.919 0.6 0:25:00 1 0 0 100
exit_long_normal_d_2_3 ( 6 ) 1 2.95 59.017 0.59 1:00:00 1 0 0 100
exit_long_normal_u_2 ( 2 6 ) 1 2.72 57.150 0.57 0:01:00 1 0 0 100
exit_long_quick_q_8 ( 42 ) 1 2.88 57.089 0.57 9:35:00 1 0 0 100
exit_long_normal_w_3_9 ( 6 ) 1 2.1 55.983 0.56 4:56:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.14 47.995 0.48 0:10:00 2 0 0 100
exit_long_normal_u_2 ( 4 ) 1 2.25 47.501 0.48 0:01:00 1 0 0 100
exit_long_normal_w_2_7 ( 2 ) 1 2.18 42.678 0.43 5:45:00 1 0 0 100
exit_long_normal_u_2 ( 3 141 142 ) 1 2.03 42.457 0.42 0:01:00 1 0 0 100
exit_long_normal_d_2_27 ( 6 ) 1 2.21 41.130 0.41 0:35:00 1 0 0 100
exit_long_normal_d_2_83 ( 6 ) 1 2.25 39.249 0.39 0:47:00 1 0 0 100
exit_long_tc_d_1_20 ( 142 ) 2 1.05 35.570 0.36 0:40:00 2 0 0 100
exit_long_quick_d_2_53 ( 43 ) 1 1.51 35.457 0.35 2:18:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.55 33.326 0.33 0:02:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.43 31.283 0.31 0:09:00 1 0 0 100
exit_long_normal_d_1_96 ( 6 ) 1 1.5 30.806 0.31 0:25:00 1 0 0 100
exit_long_normal_d_1_80 ( 6 ) 1 1.81 29.954 0.3 0:55:00 1 0 0 100
exit_long_normal_d_1_95 ( 3 ) 1 1.33 29.165 0.29 1:35:00 1 0 0 100
exit_long_normal_u_0 ( 4 ) 2 0.84 28.360 0.28 0:01:00 2 0 0 100
exit_long_quick_w_1_12 ( 42 ) 1 0.91 28.338 0.28 9:40:00 1 0 0 100
exit_long_normal_1_1_1 ( 6 ) 1 0.6 25.167 0.25 1 day, 3:46:00 1 0 0 100
exit_long_normal_d_1_72 ( 6 ) 1 1.01 19.578 0.2 0:55:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 3 0.3 18.159 0.18 1:14:00 3 0 0 100
exit_long_normal_d_1_70 ( 2 ) 1 1.0 17.041 0.17 0:45:00 1 0 0 100
exit_long_normal_u_0 ( 6 142 ) 1 0.93 15.477 0.15 0:01:00 1 0 0 100
exit_long_normal_w_0_2 ( 6 ) 1 0.22 8.596 0.09 1 day, 18:20:00 1 0 0 100
exit_long_tc_d_0_35 ( 142 ) 1 0.15 2.460 0.02 21:54:00 1 0 0 100
force_exit 5 -2.99 -530.953 -5.31 2 days, 18:40:00 3 0 2 60.0
TOTAL 67 2.3 2936.992 29.37 11:47:00 65 0 2 97.0

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_profit_long_normal_t_11_1_m ( 6 )') 1 11.31 219.667 2.2 5:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_5_42 ( 6 )') 2 5.4 218.613 2.19 0:38:00 2 0 0 100
('6 ', 'exit_profit_long_normal_t_11_3_m ( 6 )') 1 9.62 202.655 2.03 1:06:00 1 0 0 100
('5 ', 'exit_long_normal_w_8_7 ( 5 )') 1 8.76 150.479 1.5 3:00:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_10 ( 6 )') 2 3.3 141.341 1.41 2:40:00 2 0 0 100
('6 ', 'exit_profit_long_normal_t_7_2_m ( 6 )') 1 7.23 136.237 1.36 1:35:00 1 0 0 100
('2 ', 'exit_long_normal_u_5 ( 2 )') 1 5.77 122.347 1.22 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_6_42 ( 6 )') 1 6.98 119.426 1.19 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_2_1_1 ( 6 )') 1 4.26 119.346 1.19 2 days, 22:20:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 2 2.38 103.295 1.03 0:16:00 2 0 0 100
('6 ', 'exit_long_normal_w_4_7 ( 6 )') 1 4.78 102.917 1.03 2:45:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_1_m ( 6 )') 2 2.47 99.383 0.99 0:48:00 2 0 0 100
('6 ', 'exit_long_normal_w_5_1 ( 6 )') 1 4.31 95.200 0.95 1 day, 16:10:00 1 0 0 100
('2 ', 'exit_long_normal_d_4_60 ( 2 )') 1 4.39 90.622 0.91 1:08:00 1 0 0 100
('5 ', 'exit_long_normal_d_4_69 ( 5 )') 1 4.09 90.515 0.91 1:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_77 ( 6 )') 2 2.2 88.824 0.89 0:49:00 2 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.86 83.734 0.84 7 days, 5:29:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_42 ( 6 )') 1 4.39 77.774 0.78 0:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 1 3.55 71.990 0.72 0:55:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 2 1.8 65.454 0.65 2:32:00 2 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 3 1.24 65.178 0.65 0:04:00 3 0 0 100
('5 ', 'exit_long_normal_d_3_70 ( 5 )') 1 3.24 64.046 0.64 0:28:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_3_1_m ( 6 )') 1 3.13 59.919 0.6 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_3 ( 6 )') 1 2.95 59.017 0.59 1:00:00 1 0 0 100
('2 6 ', 'exit_long_normal_u_2 ( 2 6 )') 1 2.72 57.150 0.57 0:01:00 1 0 0 100
('42 ', 'exit_long_quick_q_8 ( 42 )') 1 2.88 57.089 0.57 9:35:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_9 ( 6 )') 1 2.1 55.983 0.56 4:56:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.14 47.995 0.48 0:10:00 2 0 0 100
('4 ', 'exit_long_normal_u_2 ( 4 )') 1 2.25 47.501 0.48 0:01:00 1 0 0 100
('2 ', 'exit_long_normal_w_2_7 ( 2 )') 1 2.18 42.678 0.43 5:45:00 1 0 0 100
('3 141 142 ', 'exit_long_normal_u_2 ( 3 141 142 )') 1 2.03 42.457 0.42 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_27 ( 6 )') 1 2.21 41.130 0.41 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_83 ( 6 )') 1 2.25 39.249 0.39 0:47:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_20 ( 142 )') 2 1.05 35.570 0.36 0:40:00 2 0 0 100
('43 ', 'exit_long_quick_d_2_53 ( 43 )') 1 1.51 35.457 0.35 2:18:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.55 33.326 0.33 0:02:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 1 1.43 31.283 0.31 0:09:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_96 ( 6 )') 1 1.5 30.806 0.31 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_80 ( 6 )') 1 1.81 29.954 0.3 0:55:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_95 ( 3 )') 1 1.33 29.165 0.29 1:35:00 1 0 0 100
('4 ', 'exit_long_normal_u_0 ( 4 )') 2 0.84 28.360 0.28 0:01:00 2 0 0 100
('42 ', 'exit_long_quick_w_1_12 ( 42 )') 1 0.91 28.338 0.28 9:40:00 1 0 0 100
('6 ', 'exit_long_normal_1_1_1 ( 6 )') 1 0.6 25.167 0.25 1 day, 3:46:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_72 ( 6 )') 1 1.01 19.578 0.2 0:55:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 3 0.3 18.159 0.18 1:14:00 3 0 0 100
('2 ', 'exit_long_normal_d_1_70 ( 2 )') 1 1.0 17.041 0.17 0:45:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_0 ( 6 142 )') 1 0.93 15.477 0.15 0:01:00 1 0 0 100
('120 ', 'force_exit') 1 0.2 10.550 0.11 9 days, 16:20:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_2 ( 6 )') 1 0.22 8.596 0.09 1 day, 18:20:00 1 0 0 100
('142 ', 'exit_long_tc_d_0_35 ( 142 )') 1 0.15 2.460 0.02 21:54:00 1 0 0 100
('6 ', 'force_exit') 4 -3.79 -541.503 -5.42 1 day, 1:15:00 2 0 2 50.0
TOTAL 67 2.3 2936.992 29.37 11:47:00 65 0 2 97.0

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/12/2023 29.954 1 0 0
04/12/2023 15.477 1 0 0
05/12/2023 42.678 1 0 0
06/12/2023 35.457 1 0 0
07/12/2023 0 0 0 0
08/12/2023 95.2 1 0 0
09/12/2023 0 0 0 0
10/12/2023 0 0 0 0
11/12/2023 575.029 13 0 0
12/12/2023 356.92 4 0 0
13/12/2023 0 0 0 0
14/12/2023 92.33 2 0 0
15/12/2023 32.995 1 0 0
16/12/2023 42.167 1 0 0
17/12/2023 0 0 0 0
18/12/2023 230.872 4 0 0
19/12/2023 117.009 2 0 0
20/12/2023 0 0 0 0
21/12/2023 62.191 2 0 0
22/12/2023 19.578 1 0 0
23/12/2023 407.288 5 0 0
24/12/2023 175.924 2 0 0
25/12/2023 236.106 3 0 0
26/12/2023 573.525 11 0 0
27/12/2023 79.775 1 0 0
28/12/2023 156.955 4 0 0
29/12/2023 0 0 0 0
30/12/2023 0 0 0 0
31/12/2023 90.515 1 0 0
01/01/2024 -530.953 3 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2023-12-01 00:00:00
Backtesting to 2024-01-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 67 / 2.16
Starting balance 10000 USDT
Final balance 12936.992 USDT
Absolute profit 2936.992 USDT
Total profit % 29.37%
CAGR % 1973.71%
Sortino 28.58
Sharpe 24.56
Calmar 450.18
Profit factor 6.15
Expectancy (Ratio) 43.84 (0.15)
Avg. daily profit % 0.95%
Avg. stake amount 1909.106 USDT
Total trade volume 127910.124 USDT
Best Pair QI/USDT 3.08%
Worst Pair ADX/USDT 0.00%
Best trade DF/USDT 11.31%
Worst trade DEGO/USDT -8.56%
Best day 575.029 USDT
Worst day -530.953 USDT
Days win/draw/lose 21 / 8 / 1
Avg. Duration Winners 10:37:00
Avg. Duration Loser 2 days, 1:35:00
Max Consecutive Wins / Loss 62 / 1
Rejected Entry signals 71
Entry/Exit Timeouts 0 / 0
Min balance 10029.954 USDT
Max balance 13467.946 USDT
Max % of account underwater 4.02%
Absolute Drawdown (Account) 4.02%
Absolute Drawdown 541.503 USDT
Drawdown high 3467.946 USDT
Drawdown low 2926.443 USDT
Drawdown Start 2023-12-31 21:35:00
Drawdown End 2024-01-01 00:00:00
Market change 40.52%

Backtested 2023-12-01 00:00:00 -> 2024-01-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 67 2.30 2936.992 29.37 11:47:00 65 0 2 97.0 541.503 USDT 4.02%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Binance - 20240101-20240201

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 1 day, 18:49:00 1 day, 18:49:00 2 days, 0:41:00 n/a 2 days, 1:16:00
Market Change -11.17 % -11.17 % -11.17 % n/a -11.17 %
Max Drawdown 3.0964 % 3.0964 % 5.1819 % n/a 5.405 %
Profit Mean 1.55 % 1.55 % 1.32 % n/a 1.39 %
Profit Sum 69.85 % 69.85 % 60.84 % n/a 62.42 %
Profit Total 10.83 % 10.83 % 8.13 % n/a 8.41 %
Trades 45 45 46 n/a 45
Win Rate 95.56 % 95.56 % 93.48 % n/a 93.33 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
PEOPLE/USDT 6 2.74 287.970 2.88 2:42:00 6 0 0 100
REQ/USDT 1 6.38 112.717 1.13 4:25:00 1 0 0 100
DEGO/USDT 1 5.44 89.861 0.9 1:20:00 1 0 0 100
CELR/USDT 1 1.13 82.922 0.83 18 days, 11:45:00 1 0 0 100
BAND/USDT 1 4.63 82.881 0.83 4:45:00 1 0 0 100
OM/USDT 3 1.32 71.738 0.72 8:22:00 3 0 0 100
UMA/USDT 1 3.71 67.635 0.68 0:47:00 1 0 0 100
ENS/USDT 1 3.33 58.763 0.59 0:25:00 1 0 0 100
DATA/USDT 3 1.04 55.195 0.55 11:25:00 3 0 0 100
STRAX/USDT 2 1.45 47.148 0.47 0:10:00 2 0 0 100
RLC/USDT 1 2.32 41.205 0.41 0:25:00 1 0 0 100
WRX/USDT 2 1.23 40.372 0.4 0:02:00 2 0 0 100
STX/USDT 2 1.11 37.436 0.37 3:21:00 2 0 0 100
RAD/USDT 1 2.06 36.605 0.37 0:57:00 1 0 0 100
FUN/USDT 1 2.0 35.633 0.36 5:00:00 1 0 0 100
SANTOS/USDT 2 0.9 33.054 0.33 0:36:00 2 0 0 100
ERN/USDT 1 1.82 32.783 0.33 1:30:00 1 0 0 100
FLUX/USDT 1 1.66 26.233 0.26 0:09:00 1 0 0 100
AR/USDT 1 0.78 24.494 0.24 7 days, 9:54:00 1 0 0 100
TRU/USDT 1 1.1 22.131 0.22 1:31:00 1 0 0 100
AGLD/USDT 1 0.65 21.779 0.22 7 days, 10:13:00 1 0 0 100
RIF/USDT 1 0.88 20.035 0.2 1:57:00 1 0 0 100
ZRX/USDT 1 1.07 19.913 0.2 0:10:00 1 0 0 100
LRC/USDT 1 0.47 18.810 0.19 9 days, 14:20:00 1 0 0 100
INJ/USDT 1 1.04 18.793 0.19 0:01:00 1 0 0 100
SOL/USDT 1 1.02 17.934 0.18 0:08:00 1 0 0 100
FTM/USDT 1 1.06 16.842 0.17 0:09:00 1 0 0 100
BADGER/USDT 1 1.06 16.811 0.17 1:59:00 1 0 0 100
VIDT/USDT 1 0.77 15.053 0.15 2 days, 7:35:00 1 0 0 100
RAY/USDT 1 0.18 3.034 0.03 2:22:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BLZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 1 -6.21 -141.355 -1.41 1 day, 21:10:00 0 0 1 0
MOVR/USDT 1 -1.39 -231.591 -2.32 28 days, 11:55:00 0 0 1 0
TOTAL 45 1.55 1082.835 10.83 1 day, 18:49:00 43 0 2 95.6

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LRC/USDT 1 0.47 18.810 0.19 9 days, 14:20:00 1 0 0 100
AUCTION/USDT 1 -6.21 -141.355 -1.41 1 day, 21:10:00 0 0 1 0
MOVR/USDT 1 -1.39 -231.591 -2.32 28 days, 11:55:00 0 0 1 0
TOTAL 3 -2.38 -354.136 -3.54 13 days, 7:48:00 1 0 2 33.3

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 21 2.14 811.670 8.12 15:14:00 21 0 0 100
5 7 1.9 234.784 2.35 2:13:00 7 0 0 100
120 2 0.8 101.732 1.02 14 days, 1:02:00 2 0 0 100
41 3 1.58 82.348 0.82 0:43:00 3 0 0 100
43 1 3.43 54.937 0.55 0:02:00 1 0 0 100
142 2 0.94 32.999 0.33 3:04:00 2 0 0 100
1 1 1.77 28.285 0.28 0:28:00 1 0 0 100
3 1 0.78 24.494 0.24 7 days, 9:54:00 1 0 0 100
6 142 1 1.35 22.371 0.22 0:43:00 1 0 0 100
141 1 1.04 18.793 0.19 0:01:00 1 0 0 100
143 1 1.06 16.842 0.17 0:09:00 1 0 0 100
4 1 0.26 4.292 0.04 0:01:00 1 0 0 100
2 2 -2.43 -119.121 -1.19 22:52:00 1 0 1 50.0
3 6 1 -1.39 -231.591 -2.32 28 days, 11:55:00 0 0 1 0
TOTAL 45 1.55 1082.835 10.83 1 day, 18:49:00 43 0 2 95.6

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_w_6_7 ( 5 ) 1 6.38 112.717 1.13 4:25:00 1 0 0 100
exit_long_normal_w_5_4 ( 6 ) 1 5.98 96.667 0.97 2:40:00 1 0 0 100
exit_long_normal_d_5_92 ( 6 ) 1 5.44 89.861 0.9 1:20:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.13 82.922 0.83 18 days, 11:45:00 1 0 0 100
exit_long_normal_d_4_4 ( 6 ) 1 4.63 82.881 0.83 4:45:00 1 0 0 100
exit_long_normal_d_3_80 ( 6 ) 1 3.71 67.635 0.68 0:47:00 1 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.32 62.028 0.62 2:40:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 2 1.6 58.786 0.59 12:00:00 2 0 0 100
exit_long_normal_d_3_77 ( 6 ) 1 3.33 58.763 0.59 0:25:00 1 0 0 100
exit_long_quick_o_3 ( 43 ) 1 3.43 54.937 0.55 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.45 47.148 0.47 0:10:00 2 0 0 100
exit_long_normal_d_2_15 ( 6 ) 1 1.76 43.372 0.43 7:30:00 1 0 0 100
exit_long_normal_d_2_93 ( 6 ) 1 2.32 41.205 0.41 0:25:00 1 0 0 100
exit_long_normal_d_2_60 ( 5 ) 1 2.06 36.605 0.37 0:57:00 1 0 0 100
exit_long_quick_u_2 ( 41 ) 1 2.2 36.080 0.36 0:03:00 1 0 0 100
exit_long_normal_w_2_10 ( 5 ) 1 2.0 35.633 0.36 5:00:00 1 0 0 100
exit_long_normal_d_1_81 ( 6 ) 1 1.94 35.194 0.35 1:05:00 1 0 0 100
exit_profit_long_normal_t_1_2_m ( 1 ) 1 1.77 28.285 0.28 0:28:00 1 0 0 100
exit_long_normal_d_1_77 ( 6 ) 1 1.56 28.261 0.28 0:50:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.66 26.233 0.26 0:09:00 1 0 0 100
exit_long_normal_d_1_47 ( 3 ) 1 0.78 24.494 0.24 7 days, 9:54:00 1 0 0 100
exit_long_normal_d_1_60 ( 6 ) 1 1.23 22.984 0.23 0:36:00 1 0 0 100
exit_long_normal_d_1_71 ( 6 142 ) 1 1.35 22.371 0.22 0:43:00 1 0 0 100
exit_long_normal_d_1_20 ( 2 ) 1 1.36 22.233 0.22 0:33:00 1 0 0 100
exit_long_normal_d_1_45 ( 6 ) 1 1.1 22.131 0.22 1:31:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 2 0.58 22.012 0.22 1 day, 9:24:00 2 0 0 100
exit_long_normal_w_1_1 ( 6 ) 1 0.65 21.779 0.22 7 days, 10:13:00 1 0 0 100
exit_long_quick_d_1_10 ( 41 ) 1 0.88 20.035 0.2 1:57:00 1 0 0 100
exit_long_normal_d_1_60 ( 5 ) 1 1.07 19.913 0.2 0:10:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.04 18.793 0.19 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.02 17.934 0.18 0:08:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 1 1.06 16.842 0.17 0:09:00 1 0 0 100
exit_long_normal_d_1_95 ( 5 ) 1 1.06 16.811 0.17 1:59:00 1 0 0 100
exit_profit_long_tc_t_0_1_m ( 142 ) 1 0.86 15.065 0.15 5:59:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 5 ) 1 0.57 10.070 0.1 0:36:00 1 0 0 100
exit_long_normal_d_0_55 ( 6 ) 1 0.47 8.283 0.08 23:10:00 1 0 0 100
exit_long_normal_u_0 ( 4 ) 1 0.26 4.292 0.04 0:01:00 1 0 0 100
exit_long_normal_d_0_78 ( 5 ) 1 0.18 3.034 0.03 2:22:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 6 ) 1 0.16 2.681 0.03 2:50:00 1 0 0 100
force_exit 3 -2.38 -354.136 -3.54 13 days, 7:48:00 1 0 2 33.3
TOTAL 45 1.55 1082.835 10.83 1 day, 18:49:00 43 0 2 95.6

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('5 ', 'exit_long_normal_w_6_7 ( 5 )') 1 6.38 112.717 1.13 4:25:00 1 0 0 100
('6 ', 'exit_long_normal_w_5_4 ( 6 )') 1 5.98 96.667 0.97 2:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_5_92 ( 6 )') 1 5.44 89.861 0.9 1:20:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.13 82.922 0.83 18 days, 11:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_4 ( 6 )') 1 4.63 82.881 0.83 4:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_80 ( 6 )') 1 3.71 67.635 0.68 0:47:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.32 62.028 0.62 2:40:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 2 1.6 58.786 0.59 12:00:00 2 0 0 100
('6 ', 'exit_long_normal_d_3_77 ( 6 )') 1 3.33 58.763 0.59 0:25:00 1 0 0 100
('43 ', 'exit_long_quick_o_3 ( 43 )') 1 3.43 54.937 0.55 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.45 47.148 0.47 0:10:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_15 ( 6 )') 1 1.76 43.372 0.43 7:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_93 ( 6 )') 1 2.32 41.205 0.41 0:25:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_60 ( 5 )') 1 2.06 36.605 0.37 0:57:00 1 0 0 100
('41 ', 'exit_long_quick_u_2 ( 41 )') 1 2.2 36.080 0.36 0:03:00 1 0 0 100
('5 ', 'exit_long_normal_w_2_10 ( 5 )') 1 2.0 35.633 0.36 5:00:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_81 ( 6 )') 1 1.94 35.194 0.35 1:05:00 1 0 0 100
('1 ', 'exit_profit_long_normal_t_1_2_m ( 1 )') 1 1.77 28.285 0.28 0:28:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_77 ( 6 )') 1 1.56 28.261 0.28 0:50:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.66 26.233 0.26 0:09:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_47 ( 3 )') 1 0.78 24.494 0.24 7 days, 9:54:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_60 ( 6 )') 1 1.23 22.984 0.23 0:36:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_1_71 ( 6 142 )') 1 1.35 22.371 0.22 0:43:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_20 ( 2 )') 1 1.36 22.233 0.22 0:33:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_45 ( 6 )') 1 1.1 22.131 0.22 1:31:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 2 0.58 22.012 0.22 1 day, 9:24:00 2 0 0 100
('6 ', 'exit_long_normal_w_1_1 ( 6 )') 1 0.65 21.779 0.22 7 days, 10:13:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_10 ( 41 )') 1 0.88 20.035 0.2 1:57:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_60 ( 5 )') 1 1.07 19.913 0.2 0:10:00 1 0 0 100
('120 ', 'force_exit') 1 0.47 18.810 0.19 9 days, 14:20:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.04 18.793 0.19 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.02 17.934 0.18 0:08:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 1 1.06 16.842 0.17 0:09:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_95 ( 5 )') 1 1.06 16.811 0.17 1:59:00 1 0 0 100
('142 ', 'exit_profit_long_tc_t_0_1_m ( 142 )') 1 0.86 15.065 0.15 5:59:00 1 0 0 100
('5 ', 'exit_profit_long_normal_t_0_2_m ( 5 )') 1 0.57 10.070 0.1 0:36:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_55 ( 6 )') 1 0.47 8.283 0.08 23:10:00 1 0 0 100
('4 ', 'exit_long_normal_u_0 ( 4 )') 1 0.26 4.292 0.04 0:01:00 1 0 0 100
('5 ', 'exit_long_normal_d_0_78 ( 5 )') 1 0.18 3.034 0.03 2:22:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_2_m ( 6 )') 1 0.16 2.681 0.03 2:50:00 1 0 0 100
('2 ', 'force_exit') 1 -6.21 -141.355 -1.41 1 day, 21:10:00 0 0 1 0
('3 6 ', 'force_exit') 1 -1.39 -231.591 -2.32 28 days, 11:55:00 0 0 1 0
TOTAL 45 1.55 1082.835 10.83 1 day, 18:49:00 43 0 2 95.6

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/01/2024 132.673 6 0 0
04/01/2024 183.768 5 0 0
05/01/2024 62.028 1 0 0
06/01/2024 40.372 2 0 0
07/01/2024 37.286 2 0 0
08/01/2024 144.846 4 0 0
09/01/2024 43.372 1 0 0
10/01/2024 185.984 5 0 0
11/01/2024 15.065 1 0 0
12/01/2024 17.934 1 0 0
13/01/2024 58.763 1 0 0
14/01/2024 0 0 0 0
15/01/2024 0 0 0 0
16/01/2024 33.054 2 0 0
17/01/2024 0 0 0 0
18/01/2024 0 0 0 0
19/01/2024 35.633 1 0 0
20/01/2024 160.691 3 0 0
21/01/2024 82.922 1 0 0
22/01/2024 61.044 2 0 0
23/01/2024 121.622 3 0 0
24/01/2024 0 0 0 0
25/01/2024 0 0 0 0
26/01/2024 0 0 0 0
27/01/2024 0 0 0 0
28/01/2024 19.913 1 0 0
29/01/2024 0 0 0 0
30/01/2024 0 0 0 0
31/01/2024 0 0 0 0
01/02/2024 -354.136 1 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-02-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 45 / 1.45
Starting balance 10000 USDT
Final balance 11082.835 USDT
Absolute profit 1082.835 USDT
Total profit % 10.83%
CAGR % 235.53%
Sortino 14.79
Sharpe 12.59
Calmar 215.52
Profit factor 3.90
Expectancy (Ratio) 24.06 (0.13)
Avg. daily profit % 0.35%
Avg. stake amount 1658.616 USDT
Total trade volume 74637.74 USDT
Best Pair PEOPLE/USDT 2.88%
Worst Pair AUCTION/USDT -1.41%
Best trade REQ/USDT 6.38%
Worst trade AUCTION/USDT -6.21%
Best day 185.984 USDT
Worst day -354.136 USDT
Days win/draw/lose 18 / 11 / 1
Avg. Duration Winners 1 day, 3:51:00
Avg. Duration Loser 15 days, 4:32:00
Max Consecutive Wins / Loss 42 / 1
Rejected Entry signals 41
Entry/Exit Timeouts 0 / 0
Min balance 10022.371 USDT
Max balance 11436.97 USDT
Max % of account underwater 3.10%
Absolute Drawdown (Account) 3.10%
Absolute Drawdown 354.136 USDT
Drawdown high 1436.97 USDT
Drawdown low 1082.835 USDT
Drawdown Start 2024-01-28 05:00:00
Drawdown End 2024-02-01 00:00:00
Market change -11.17%

Backtested 2024-01-01 00:00:00 -> 2024-02-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 45 1.55 1082.835 10.83 1 day, 18:49:00 43 0 2 95.6 354.136 USDT 3.10%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Binance - 20240201-20240301

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 14:06:00 14:06:00 13:54:00 n/a 15:27:00
Market Change 41.17 % 41.17 % 41.17 % n/a 41.17 %
Max Drawdown 0.0 % 0.0 % 0.0 % n/a 0.0 %
Profit Mean 1.37 % 1.37 % 1.41 % n/a 1.46 %
Profit Sum 42.55 % 42.55 % 45.21 % n/a 45.14 %
Profit Total 7.9 % 7.9 % 8.39 % n/a 8.11 %
Trades 31 31 32 n/a 31
Win Rate 100.0 % 100.0 % 100.0 % n/a 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VTHO/USDT 2 2.86 103.111 1.03 1:12:00 2 0 0 100
TKO/USDT 2 2.63 92.805 0.93 0:38:00 2 0 0 100
CELR/USDT 1 2.05 85.199 0.85 12 days, 2:47:00 1 0 0 100
SPELL/USDT 3 1.24 63.941 0.64 12:00:00 3 0 0 100
NEAR/USDT 1 2.55 44.572 0.45 2:15:00 1 0 0 100
VET/USDT 2 1.13 38.696 0.39 0:28:00 2 0 0 100
AUDIO/USDT 1 2.16 36.408 0.36 0:01:00 1 0 0 100
CKB/USDT 1 1.78 29.395 0.29 8:40:00 1 0 0 100
IOTX/USDT 2 0.83 28.874 0.29 0:03:00 2 0 0 100
INJ/USDT 1 1.66 28.581 0.29 0:08:00 1 0 0 100
C98/USDT 1 1.58 27.271 0.27 0:08:00 1 0 0 100
THETA/USDT 1 1.56 27.120 0.27 0:03:00 1 0 0 100
ZEN/USDT 1 1.53 25.643 0.26 0:01:00 1 0 0 100
TRU/USDT 1 1.28 22.383 0.22 0:04:00 1 0 0 100
WIN/USDT 1 1.16 20.361 0.2 1:50:00 1 0 0 100
FET/USDT 1 1.12 19.103 0.19 0:50:00 1 0 0 100
PERP/USDT 1 1.07 18.903 0.19 8:15:00 1 0 0 100
FIL/USDT 1 1.02 17.906 0.18 0:30:00 1 0 0 100
PEOPLE/USDT 1 1.04 17.661 0.18 0:01:00 1 0 0 100
ALICE/USDT 1 1.02 17.638 0.18 0:06:00 1 0 0 100
OM/USDT 2 0.4 15.036 0.15 16:20:00 2 0 0 100
RIF/USDT 1 0.26 4.947 0.05 1 day, 23:20:00 1 0 0 100
GTC/USDT 1 0.15 2.484 0.02 0:01:00 1 0 0 100
UNI/USDT 1 0.14 2.405 0.02 2:46:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BLZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 31 1.37 790.440 7.9 14:06:00 31 0 0 100

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%
6 16 1.44 405.204 4.05 8:40:00 16 0 0 100
142 4 1.37 95.202 0.95 1:16:00 4 0 0 100
120 1 2.05 85.199 0.85 12 days, 2:47:00 1 0 0 100
2 3 1.48 75.732 0.76 0:02:00 3 0 0 100
2 6 2 1.15 40.021 0.4 0:05:00 2 0 0 100
143 2 1.01 35.497 0.35 0:42:00 2 0 0 100
2 3 1 1.58 27.271 0.27 0:08:00 1 0 0 100
141 142 1 1.12 19.103 0.19 0:50:00 1 0 0 100
2 3 6 1 0.42 7.212 0.07 0:01:00 1 0 0 100
TOTAL 31 1.37 790.440 7.9 14:06:00 31 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 2.05 85.199 0.85 12 days, 2:47:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.46 74.835 0.75 0:04:00 3 0 0 100
exit_long_normal_w_4_3 ( 6 ) 1 4.08 72.194 0.72 1:13:00 1 0 0 100
exit_long_normal_w_3_10 ( 6 ) 1 2.65 52.044 0.52 1:48:00 1 0 0 100
exit_long_normal_d_3_77 ( 6 ) 1 3.08 51.067 0.51 0:35:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 2 1.4 48.225 0.48 0:02:00 2 0 0 100
exit_long_tc_w_2_11 ( 142 ) 1 2.55 44.572 0.45 2:15:00 1 0 0 100
exit_long_normal_u_1 ( 2 6 ) 2 1.15 40.021 0.4 0:05:00 2 0 0 100
exit_long_normal_u_1 ( 2 ) 2 1.15 39.324 0.39 0:03:00 2 0 0 100
exit_long_normal_u_2 ( 2 ) 1 2.16 36.408 0.36 0:01:00 1 0 0 100
exit_long_normal_d_2_77 ( 6 ) 1 2.08 35.495 0.35 0:30:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 4 0.49 35.319 0.35 20:12:00 4 0 0 100
exit_long_normal_w_1_10 ( 6 ) 1 1.78 29.395 0.29 8:40:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 ) 1 1.58 27.271 0.27 0:08:00 1 0 0 100
exit_long_normal_w_1_7 ( 6 ) 1 1.16 20.361 0.2 1:50:00 1 0 0 100
exit_long_tc_d_1_77 ( 141 142 ) 1 1.12 19.103 0.19 0:50:00 1 0 0 100
exit_long_normal_d_1_95 ( 6 ) 1 1.07 18.903 0.19 8:15:00 1 0 0 100
exit_long_tc_d_1_70 ( 143 ) 1 1.02 17.906 0.18 0:30:00 1 0 0 100
exit_long_tc_d_1_97 ( 143 ) 1 1.01 17.591 0.18 0:55:00 1 0 0 100
exit_long_normal_d_0_55 ( 6 ) 1 0.73 13.109 0.13 1 day, 10:39:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 6 ) 1 0.42 7.212 0.07 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.15 2.484 0.02 0:01:00 1 0 0 100
exit_profit_long_tc_t_0_3_m ( 142 ) 1 0.14 2.405 0.02 2:46:00 1 0 0 100
TOTAL 31 1.37 790.440 7.9 14:06:00 31 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 2.05 85.199 0.85 12 days, 2:47:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.46 74.835 0.75 0:04:00 3 0 0 100
('6 ', 'exit_long_normal_w_4_3 ( 6 )') 1 4.08 72.194 0.72 1:13:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_10 ( 6 )') 1 2.65 52.044 0.52 1:48:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_77 ( 6 )') 1 3.08 51.067 0.51 0:35:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 2 1.4 48.225 0.48 0:02:00 2 0 0 100
('142 ', 'exit_long_tc_w_2_11 ( 142 )') 1 2.55 44.572 0.45 2:15:00 1 0 0 100
('2 6 ', 'exit_long_normal_u_1 ( 2 6 )') 2 1.15 40.021 0.4 0:05:00 2 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 2 1.15 39.324 0.39 0:03:00 2 0 0 100
('2 ', 'exit_long_normal_u_2 ( 2 )') 1 2.16 36.408 0.36 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_77 ( 6 )') 1 2.08 35.495 0.35 0:30:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 4 0.49 35.319 0.35 20:12:00 4 0 0 100
('6 ', 'exit_long_normal_w_1_10 ( 6 )') 1 1.78 29.395 0.29 8:40:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_1 ( 2 3 )') 1 1.58 27.271 0.27 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_7 ( 6 )') 1 1.16 20.361 0.2 1:50:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_1_77 ( 141 142 )') 1 1.12 19.103 0.19 0:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_95 ( 6 )') 1 1.07 18.903 0.19 8:15:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_70 ( 143 )') 1 1.02 17.906 0.18 0:30:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_97 ( 143 )') 1 1.01 17.591 0.18 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_55 ( 6 )') 1 0.73 13.109 0.13 1 day, 10:39:00 1 0 0 100
('2 3 6 ', 'exit_long_normal_u_0 ( 2 3 6 )') 1 0.42 7.212 0.07 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.15 2.484 0.02 0:01:00 1 0 0 100
('142 ', 'exit_profit_long_tc_t_0_3_m ( 142 )') 1 0.14 2.405 0.02 2:46:00 1 0 0 100
TOTAL 31 1.37 790.440 7.9 14:06:00 31 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/02/2024 29.395 1 0 0
02/02/2024 0 0 0 0
03/02/2024 0 0 0 0
04/02/2024 0 0 0 0
05/02/2024 0 0 0 0
06/02/2024 0 0 0 0
07/02/2024 0 0 0 0
08/02/2024 0 0 0 0
09/02/2024 6.175 1 0 0
10/02/2024 0 0 0 0
11/02/2024 0 0 0 0
12/02/2024 0 0 0 0
13/02/2024 0 0 0 0
14/02/2024 0 0 0 0
15/02/2024 0 0 0 0
16/02/2024 103.111 2 0 0
17/02/2024 0 0 0 0
18/02/2024 30.589 2 0 0
19/02/2024 0 0 0 0
20/02/2024 96.56 5 0 0
21/02/2024 0 0 0 0
22/02/2024 15.337 1 0 0
23/02/2024 57.003 3 0 0
24/02/2024 13.109 1 0 0
25/02/2024 0 0 0 0
26/02/2024 0 0 0 0
27/02/2024 0 0 0 0
28/02/2024 358.107 13 0 0
29/02/2024 81.054 2 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2024-02-01 00:00:00
Backtesting to 2024-03-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 31 / 1.07
Starting balance 10000 USDT
Final balance 10790.44 USDT
Absolute profit 790.44 USDT
Total profit % 7.90%
CAGR % 160.52%
Sortino -100.00
Sharpe 27.82
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 25.50 (100.00)
Avg. daily profit % 0.27%
Avg. stake amount 1651.817 USDT
Total trade volume 51206.33 USDT
Best Pair VTHO/USDT 1.03%
Worst Pair 1INCH/USDT 0.00%
Best trade TKO/USDT 4.08%
Worst trade UNI/USDT 0.14%
Best day 358.107 USDT
Worst day 0 USDT
Days win/draw/lose 10 / 19 / 0
Avg. Duration Winners 14:06:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 31 / 0
Rejected Entry signals 8
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 41.17%

Backtested 2024-02-01 00:00:00 -> 2024-03-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 31 1.37 790.440 7.9 14:06:00 31 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Binance - 20240301-20240401

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 1 day, 16:38:00 1 day, 16:38:00 2 days, 1:57:00 n/a 2 days, 4:11:00
Market Change 39.98 % 39.98 % 39.98 % n/a 39.98 %
Max Drawdown 5.5458 % 5.5461 % 7.3267 % n/a 8.5474 %
Profit Mean 2.04 % 2.04 % 1.95 % n/a 1.87 %
Profit Sum 102.23 % 101.89 % 93.47 % n/a 93.64 %
Profit Total 13.15 % 13.15 % 9.94 % n/a 8.88 %
Trades 50 50 48 n/a 50
Win Rate 96.0 % 96.0 % 93.75 % n/a 94.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
RAY/USDT 4 2.33 157.940 1.58 5:13:00 4 0 0 100
TKO/USDT 3 2.91 157.121 1.57 1:58:00 3 0 0 100
FIS/USDT 3 2.91 148.207 1.48 2:22:00 3 0 0 100
LTO/USDT 3 2.07 114.579 1.15 2:34:00 3 0 0 100
DATA/USDT 1 5.64 97.689 0.98 0:45:00 1 0 0 100
PEOPLE/USDT 2 3.07 97.392 0.97 1:00:00 2 0 0 100
FTM/USDT 1 1.93 84.379 0.84 2 days, 21:19:00 1 0 0 100
VIDT/USDT 2 2.42 81.814 0.82 1:22:00 2 0 0 100
ATOM/USDT 1 1.5 79.386 0.79 12 days, 21:57:00 1 0 0 100
QI/USDT 1 4.94 78.507 0.79 0:50:00 1 0 0 100
MTL/USDT 2 2.36 72.377 0.72 0:22:00 2 0 0 100
RARE/USDT 1 4.29 70.419 0.7 0:45:00 1 0 0 100
FET/USDT 2 2.05 68.796 0.69 0:08:00 2 0 0 100
ZRX/USDT 2 1.45 56.670 0.57 4:18:00 2 0 0 100
XEC/USDT 1 3.4 56.588 0.57 4:50:00 1 0 0 100
SANTOS/USDT 2 1.59 55.833 0.56 4:16:00 2 0 0 100
SHIB/USDT 1 3.32 55.020 0.55 0:15:00 1 0 0 100
DOGE/USDT 2 1.34 44.153 0.44 0:02:00 2 0 0 100
FORTH/USDT 1 1.65 40.266 0.4 2 days, 17:00:00 1 0 0 100
BADGER/USDT 1 2.13 40.059 0.4 2 days, 6:15:00 1 0 0 100
PERP/USDT 1 1.58 39.796 0.4 2 days, 8:15:00 1 0 0 100
AXS/USDT 1 1.79 39.795 0.4 12:35:00 1 0 0 100
OM/USDT 1 2.1 35.005 0.35 2:07:00 1 0 0 100
BURGER/USDT 1 1.9 31.054 0.31 0:02:00 1 0 0 100
CELR/USDT 1 1.57 30.346 0.3 7:50:00 1 0 0 100
TFUEL/USDT 1 1.43 23.860 0.24 0:03:00 1 0 0 100
MDT/USDT 1 1.17 21.783 0.22 0:25:00 1 0 0 100
POND/USDT 1 1.27 21.706 0.22 0:18:00 1 0 0 100
NEAR/USDT 1 1.26 21.414 0.21 5:20:00 1 0 0 100
ERN/USDT 1 0.93 20.772 0.21 3:57:00 1 0 0 100
IDEX/USDT 1 1.16 19.614 0.2 0:10:00 1 0 0 100
ALGO/USDT 1 1.03 17.346 0.17 3:13:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BLZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 1 -1.83 -264.844 -2.65 26 days, 7:50:00 0 0 1 0
WAXP/USDT 1 -3.48 -399.527 -4.0 30 days, 17:05:00 0 0 1 0
TOTAL 50 2.04 1315.314 13.15 1 day, 16:38:00 48 0 2 96.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BAKE/USDT 1 -1.83 -264.844 -2.65 26 days, 7:50:00 0 0 1 0
WAXP/USDT 1 -3.48 -399.527 -4.0 30 days, 17:05:00 0 0 1 0
TOTAL 2 -2.65 -664.372 -6.64 28 days, 12:28:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 31 2.28 999.900 10.0 1 day, 4:22:00 30 0 1 96.8
42 5 1.99 174.980 1.75 3:29:00 5 0 0 100
120 2 1.71 163.765 1.64 7 days, 21:38:00 2 0 0 100
3 1 5.64 97.689 0.98 0:45:00 1 0 0 100
142 2 1.34 45.071 0.45 1:38:00 2 0 0 100
1 1 1.87 34.696 0.35 0:21:00 1 0 0 100
141 142 1 1.57 30.346 0.3 7:50:00 1 0 0 100
43 1 1.5 24.693 0.25 0:01:00 1 0 0 100
41 1 1.17 21.783 0.22 0:25:00 1 0 0 100
6 142 1 1.26 21.414 0.21 5:20:00 1 0 0 100
143 1 1.1 17.971 0.18 0:04:00 1 0 0 100
141 1 1.02 16.428 0.16 0:03:00 1 0 0 100
2 2 0.18 -333.423 -3.33 15 days, 8:50:00 1 0 1 50.0
TOTAL 50 2.04 1315.314 13.15 1 day, 16:38:00 48 0 2 96.0

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 2 1.71 163.765 1.64 7 days, 21:38:00 2 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 4 1.66 113.389 1.13 2:30:00 4 0 0 100
exit_long_normal_w_5_7 ( 3 ) 1 5.64 97.689 0.98 0:45:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 6 ) 2 2.16 89.784 0.9 1 day, 9:00:00 2 0 0 100
exit_long_normal_w_4_7 ( 6 ) 1 4.94 78.507 0.79 0:50:00 1 0 0 100
exit_long_normal_d_2_42 ( 6 ) 2 2.12 75.065 0.75 1 day, 4:11:00 2 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.5 74.529 0.75 0:05:00 3 0 0 100
exit_profit_long_normal_t_4_1_m ( 6 ) 1 4.64 72.699 0.73 2:00:00 1 0 0 100
exit_long_normal_d_4_77 ( 6 ) 1 4.22 72.158 0.72 0:30:00 1 0 0 100
exit_long_normal_d_4_8 ( 6 ) 1 4.29 70.419 0.7 0:45:00 1 0 0 100
exit_long_normal_d_3_83 ( 2 ) 1 3.84 66.105 0.66 0:35:00 1 0 0 100
exit_long_normal_w_3_9 ( 6 ) 1 3.31 65.715 0.66 4:26:00 1 0 0 100
exit_long_normal_d_4_42 ( 6 ) 1 4.15 63.584 0.64 1:10:00 1 0 0 100
exit_long_normal_d_4_89 ( 6 ) 1 4.07 62.351 0.62 0:16:00 1 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.4 56.588 0.57 4:50:00 1 0 0 100
exit_long_quick_d_3_87 ( 42 ) 1 3.3 55.865 0.56 0:10:00 1 0 0 100
exit_long_quick_d_3_78 ( 42 ) 1 3.32 55.020 0.55 0:15:00 1 0 0 100
exit_long_normal_d_3_81 ( 6 ) 1 3.01 52.393 0.52 0:55:00 1 0 0 100
exit_long_normal_d_3_70 ( 6 ) 1 3.0 50.825 0.51 0:12:00 1 0 0 100
exit_long_normal_d_2_80 ( 6 ) 1 2.56 43.034 0.43 0:35:00 1 0 0 100
exit_long_normal_d_2_93 ( 6 ) 1 2.42 40.509 0.41 0:35:00 1 0 0 100
exit_long_normal_w_2_1 ( 6 ) 1 1.58 39.796 0.4 2 days, 8:15:00 1 0 0 100
exit_long_normal_w_2_2 ( 6 ) 1 1.79 39.795 0.4 12:35:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.16 35.418 0.35 0:07:00 1 0 0 100
exit_long_normal_w_2_11 ( 6 ) 1 1.6 35.151 0.35 5:10:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 1 1.87 34.696 0.35 0:21:00 1 0 0 100
exit_long_tc_d_1_84 ( 141 142 ) 1 1.57 30.346 0.3 7:50:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.66 27.725 0.28 0:02:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.5 24.693 0.25 0:01:00 1 0 0 100
exit_long_quick_d_1_61 ( 42 ) 1 1.03 21.974 0.22 8:15:00 1 0 0 100
exit_long_quick_d_1_70 ( 41 ) 1 1.17 21.783 0.22 0:25:00 1 0 0 100
exit_long_quick_d_1_20 ( 42 ) 1 1.27 21.706 0.22 0:18:00 1 0 0 100
exit_long_normal_w_1_10 ( 6 142 ) 1 1.26 21.414 0.21 5:20:00 1 0 0 100
exit_long_normal_d_1_95 ( 6 ) 1 0.93 20.772 0.21 3:57:00 1 0 0 100
exit_long_quick_d_1_35 ( 42 ) 1 1.02 20.415 0.2 8:25:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 1 1.1 17.971 0.18 0:04:00 1 0 0 100
exit_long_tc_d_1_64 ( 142 ) 1 1.03 17.346 0.17 3:13:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.02 16.428 0.16 0:03:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.66 10.026 0.1 0:28:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 6 ) 1 0.1 2.239 0.02 19:13:00 1 0 0 100
force_exit 2 -2.65 -664.372 -6.64 28 days, 12:28:00 0 0 2 0
TOTAL 50 2.04 1315.314 13.15 1 day, 16:38:00 48 0 2 96.0

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 2 1.71 163.765 1.64 7 days, 21:38:00 2 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 4 1.66 113.389 1.13 2:30:00 4 0 0 100
('3 ', 'exit_long_normal_w_5_7 ( 3 )') 1 5.64 97.689 0.98 0:45:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_1_m ( 6 )') 2 2.16 89.784 0.9 1 day, 9:00:00 2 0 0 100
('6 ', 'exit_long_normal_w_4_7 ( 6 )') 1 4.94 78.507 0.79 0:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_42 ( 6 )') 2 2.12 75.065 0.75 1 day, 4:11:00 2 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.5 74.529 0.75 0:05:00 3 0 0 100
('6 ', 'exit_profit_long_normal_t_4_1_m ( 6 )') 1 4.64 72.699 0.73 2:00:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_77 ( 6 )') 1 4.22 72.158 0.72 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_8 ( 6 )') 1 4.29 70.419 0.7 0:45:00 1 0 0 100
('2 ', 'exit_long_normal_d_3_83 ( 2 )') 1 3.84 66.105 0.66 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_9 ( 6 )') 1 3.31 65.715 0.66 4:26:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_42 ( 6 )') 1 4.15 63.584 0.64 1:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_89 ( 6 )') 1 4.07 62.351 0.62 0:16:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.4 56.588 0.57 4:50:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_87 ( 42 )') 1 3.3 55.865 0.56 0:10:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_78 ( 42 )') 1 3.32 55.020 0.55 0:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_81 ( 6 )') 1 3.01 52.393 0.52 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_70 ( 6 )') 1 3.0 50.825 0.51 0:12:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_80 ( 6 )') 1 2.56 43.034 0.43 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_93 ( 6 )') 1 2.42 40.509 0.41 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_1 ( 6 )') 1 1.58 39.796 0.4 2 days, 8:15:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_2 ( 6 )') 1 1.79 39.795 0.4 12:35:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.16 35.418 0.35 0:07:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_11 ( 6 )') 1 1.6 35.151 0.35 5:10:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 1 1.87 34.696 0.35 0:21:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_1_84 ( 141 142 )') 1 1.57 30.346 0.3 7:50:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.66 27.725 0.28 0:02:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 1 1.5 24.693 0.25 0:01:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_61 ( 42 )') 1 1.03 21.974 0.22 8:15:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_70 ( 41 )') 1 1.17 21.783 0.22 0:25:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_20 ( 42 )') 1 1.27 21.706 0.22 0:18:00 1 0 0 100
('6 142 ', 'exit_long_normal_w_1_10 ( 6 142 )') 1 1.26 21.414 0.21 5:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_95 ( 6 )') 1 0.93 20.772 0.21 3:57:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_35 ( 42 )') 1 1.02 20.415 0.2 8:25:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 1 1.1 17.971 0.18 0:04:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_64 ( 142 )') 1 1.03 17.346 0.17 3:13:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.02 16.428 0.16 0:03:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.66 10.026 0.1 0:28:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_2_m ( 6 )') 1 0.1 2.239 0.02 19:13:00 1 0 0 100
('6 ', 'force_exit') 1 -1.83 -264.844 -2.65 26 days, 7:50:00 0 0 1 0
('2 ', 'force_exit') 1 -3.48 -399.527 -4.0 30 days, 17:05:00 0 0 1 0
TOTAL 50 2.04 1315.314 13.15 1 day, 16:38:00 48 0 2 96.0

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/03/2024 24.693 1 0 0
04/03/2024 96.647 2 0 0
05/03/2024 27.725 1 0 0
06/03/2024 136.439 4 0 0
07/03/2024 125.934 2 0 0
08/03/2024 112.495 2 0 0
09/03/2024 0 0 0 0
10/03/2024 0 0 0 0
11/03/2024 0 0 0 0
12/03/2024 78.507 1 0 0
13/03/2024 0 0 0 0
14/03/2024 0 0 0 0
15/03/2024 150.106 6 0 0
16/03/2024 209.883 5 0 0
17/03/2024 58.866 2 0 0
18/03/2024 83.543 2 0 0
19/03/2024 376.323 10 0 0
20/03/2024 215.797 3 0 0
21/03/2024 0 0 0 0
22/03/2024 40.266 1 0 0
23/03/2024 0 0 0 0
24/03/2024 0 0 0 0
25/03/2024 79.386 1 0 0
26/03/2024 0 0 0 0
27/03/2024 0 0 0 0
28/03/2024 35.105 1 0 0
29/03/2024 127.971 4 0 0
30/03/2024 0 0 0 0
31/03/2024 0 0 0 0
01/04/2024 -664.372 0 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2024-03-01 00:00:00
Backtesting to 2024-04-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 50 / 1.61
Starting balance 10000 USDT
Final balance 11315.314 USDT
Absolute profit 1315.314 USDT
Total profit % 13.15%
CAGR % 328.43%
Sortino 12.04
Sharpe 10.47
Calmar 146.17
Profit factor 2.98
Expectancy (Ratio) 26.31 (0.08)
Avg. daily profit % 0.42%
Avg. stake amount 1586.967 USDT
Total trade volume 79348.353 USDT
Best Pair RAY/USDT 1.58%
Worst Pair WAXP/USDT -4.00%
Best trade DATA/USDT 5.64%
Worst trade WAXP/USDT -3.48%
Best day 376.323 USDT
Worst day -664.372 USDT
Days win/draw/lose 17 / 12 / 1
Avg. Duration Winners 13:48:00
Avg. Duration Loser 28 days, 12:28:00
Max Consecutive Wins / Loss 48 / 2
Rejected Entry signals 119
Entry/Exit Timeouts 0 / 0
Min balance 10024.693 USDT
Max balance 11979.686 USDT
Max % of account underwater 5.55%
Absolute Drawdown (Account) 5.55%
Absolute Drawdown 664.372 USDT
Drawdown high 1979.686 USDT
Drawdown low 1315.314 USDT
Drawdown Start 2024-03-29 13:35:00
Drawdown End 2024-04-01 00:00:00
Market change 39.98%

Backtested 2024-03-01 00:00:00 -> 2024-04-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 50 2.04 1315.314 13.15 1 day, 16:38:00 48 0 2 96.0 664.372 USDT 5.55%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Binance - 20240401-20240501

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 2 days, 10:31:00 2 days, 9:05:00 2 days, 9:05:00 n/a 2 days, 20:10:00
Market Change -31.63 % -31.63 % -31.63 % n/a -31.63 %
Max Drawdown 16.7291 % 16.719 % 16.719 % n/a 16.6355 %
Profit Mean 0.61 % 0.6 % 0.6 % n/a 0.25 %
Profit Sum 24.38 % 24.7 % 24.7 % n/a 8.87 %
Profit Total -10.67 % -10.61 % -10.61 % n/a -10.6 %
Trades 40 41 41 n/a 35
Win Rate 87.5 % 87.8 % 87.8 % n/a 88.57 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CELR/USDT 1 1.93 82.678 0.83 10 days, 11:08:00 1 0 0 100
BCH/USDT 1 4.47 74.103 0.74 11:50:00 1 0 0 100
QTUM/USDT 2 1.4 67.824 0.68 2 days, 18:52:00 2 0 0 100
FARM/USDT 1 3.73 54.333 0.54 1:10:00 1 0 0 100
OM/USDT 2 1.55 50.230 0.5 0:22:00 2 0 0 100
CKB/USDT 2 2.35 38.572 0.39 0:52:00 2 0 0 100
C98/USDT 2 0.93 31.778 0.32 2:46:00 2 0 0 100
NKN/USDT 1 1.76 29.307 0.29 2:00:00 1 0 0 100
FIL/USDT 1 1.4 25.244 0.25 5:10:00 1 0 0 100
AR/USDT 1 1.64 25.239 0.25 1:00:00 1 0 0 100
ARPA/USDT 1 1.58 23.293 0.23 0:02:00 1 0 0 100
PUNDIX/USDT 1 1.22 22.060 0.22 2:28:00 1 0 0 100
HIGH/USDT 1 1.3 19.796 0.2 0:03:00 1 0 0 100
DOGE/USDT 1 1.17 19.391 0.19 0:07:00 1 0 0 100
VET/USDT 1 1.13 19.065 0.19 0:03:00 1 0 0 100
BLZ/USDT 1 1.29 19.033 0.19 0:14:00 1 0 0 100
BNX/USDT 1 1.07 18.842 0.19 19:31:00 1 0 0 100
BADGER/USDT 1 1.07 18.099 0.18 0:02:00 1 0 0 100
BAKE/USDT 1 0.82 13.641 0.14 0:01:00 1 0 0 100
ALPHA/USDT 2 1.13 10.327 0.1 0:12:00 2 0 0 100
FET/USDT 1 0.27 7.399 0.07 2:45:00 1 0 0 100
EOS/USDT 1 0.44 7.341 0.07 0:01:00 1 0 0 100
FTM/USDT 1 1.43 6.619 0.07 0:31:00 1 0 0 100
PHA/USDT 1 0.4 6.196 0.06 0:01:00 1 0 0 100
ALGO/USDT 1 0.35 5.778 0.06 0:01:00 1 0 0 100
MTL/USDT 1 1.06 4.820 0.05 0:09:00 1 0 0 100
INJ/USDT 1 0.18 2.980 0.03 0:04:00 1 0 0 100
SXP/USDT 1 0.17 2.738 0.03 0:01:00 1 0 0 100
ONT/USDT 1 0.15 2.432 0.02 0:01:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 1 -1.63 -54.497 -0.54 6 days, 9:25:00 0 0 1 0
UNI/USDT 2 -1.87 -375.605 -3.76 9 days, 3:16:00 1 0 1 50.0
XVS/USDT 1 -5.61 -389.768 -3.9 17 days, 23:35:00 0 0 1 0
GTC/USDT 1 -4.08 -438.583 -4.39 18 days, 6:15:00 0 0 1 0
LTO/USDT 1 -5.32 -517.765 -5.18 18 days, 6:05:00 0 0 1 0
TOTAL 40 0.61 -1067.061 -10.67 2 days, 10:31:00 35 0 5 87.5

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NEAR/USDT 1 -1.63 -54.497 -0.54 6 days, 9:25:00 0 0 1 0
XVS/USDT 1 -5.61 -389.768 -3.9 17 days, 23:35:00 0 0 1 0
UNI/USDT 1 -4.83 -394.006 -3.94 18 days, 6:30:00 0 0 1 0
GTC/USDT 1 -4.08 -438.583 -4.39 18 days, 6:15:00 0 0 1 0
LTO/USDT 1 -5.32 -517.765 -5.18 18 days, 6:05:00 0 0 1 0
TOTAL 5 -4.29 -1794.619 -17.95 15 days, 19:58:00 0 0 5 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
142 4 1.61 106.613 1.07 3:00:00 4 0 0 100
42 3 2.2 90.774 0.91 1:05:00 3 0 0 100
120 3 0.64 76.004 0.76 7 days, 11:25:00 2 0 1 66.7
2 2 2.26 32.324 0.32 0:30:00 2 0 0 100
41 3 1.18 29.790 0.3 0:09:00 3 0 0 100
4 141 143 1 1.4 25.244 0.25 5:10:00 1 0 0 100
3 1 1.58 23.293 0.23 0:02:00 1 0 0 100
141 1 1.17 20.001 0.2 0:02:00 1 0 0 100
43 2 1.05 18.561 0.19 2:50:00 2 0 0 100
42 142 1 1.08 18.401 0.18 0:02:00 1 0 0 100
2 3 2 0.5 16.620 0.17 0:02:00 2 0 0 100
6 142 1 0.27 7.399 0.07 2:45:00 1 0 0 100
6 16 -0.45 -1532.085 -15.32 4 days, 14:44:00 12 0 4 75.0
TOTAL 40 0.61 -1067.061 -10.67 2 days, 10:31:00 35 0 5 87.5

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 2 1.77 130.500 1.31 8 days, 0:26:00 2 0 0 100
exit_long_normal_u_1 ( 6 ) 5 1.2 95.829 0.96 0:09:00 5 0 0 100
exit_long_tc_d_4_84 ( 142 ) 1 4.47 74.103 0.74 11:50:00 1 0 0 100
exit_long_quick_w_3_11 ( 42 ) 1 3.73 54.333 0.54 1:10:00 1 0 0 100
exit_long_quick_d_1_81 ( 42 ) 2 1.44 36.442 0.36 1:02:00 2 0 0 100
exit_long_normal_d_1_70 ( 6 ) 1 1.83 30.633 0.31 0:30:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 3 1.18 29.790 0.3 0:09:00 3 0 0 100
exit_long_normal_d_1_3 ( 6 ) 1 1.76 29.307 0.29 2:00:00 1 0 0 100
exit_long_normal_d_3_77 ( 2 ) 1 3.46 27.369 0.27 0:40:00 1 0 0 100
exit_long_normal_d_1_13 ( 4 141 143 ) 1 1.4 25.244 0.25 5:10:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.58 23.293 0.23 0:02:00 1 0 0 100
exit_long_normal_d_1_26 ( 6 ) 1 1.22 22.060 0.22 2:28:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.17 20.001 0.2 0:02:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.17 19.391 0.19 0:07:00 1 0 0 100
exit_long_normal_w_1_12 ( 6 ) 1 1.07 18.842 0.19 19:31:00 1 0 0 100
exit_long_quick_u_1 ( 42 142 ) 1 1.08 18.401 0.18 0:02:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 ) 2 0.5 16.620 0.17 0:02:00 2 0 0 100
exit_long_tc_u_0 ( 142 ) 2 0.4 13.119 0.13 0:01:00 2 0 0 100
exit_long_quick_w_0_8 ( 43 ) 1 0.66 11.943 0.12 5:10:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 3 0.24 11.366 0.11 0:01:00 3 0 0 100
exit_long_normal_d_0_38 ( 6 142 ) 1 0.27 7.399 0.07 2:45:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.43 6.619 0.07 0:31:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.06 4.955 0.05 0:21:00 1 0 0 100
force_exit 5 -4.29 -1794.619 -17.95 15 days, 19:58:00 0 0 5 0
TOTAL 40 0.61 -1067.061 -10.67 2 days, 10:31:00 35 0 5 87.5

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 2 1.77 130.500 1.31 8 days, 0:26:00 2 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 5 1.2 95.829 0.96 0:09:00 5 0 0 100
('142 ', 'exit_long_tc_d_4_84 ( 142 )') 1 4.47 74.103 0.74 11:50:00 1 0 0 100
('42 ', 'exit_long_quick_w_3_11 ( 42 )') 1 3.73 54.333 0.54 1:10:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_81 ( 42 )') 2 1.44 36.442 0.36 1:02:00 2 0 0 100
('6 ', 'exit_long_normal_d_1_70 ( 6 )') 1 1.83 30.633 0.31 0:30:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 3 1.18 29.790 0.3 0:09:00 3 0 0 100
('6 ', 'exit_long_normal_d_1_3 ( 6 )') 1 1.76 29.307 0.29 2:00:00 1 0 0 100
('2 ', 'exit_long_normal_d_3_77 ( 2 )') 1 3.46 27.369 0.27 0:40:00 1 0 0 100
('4 141 143 ', 'exit_long_normal_d_1_13 ( 4 141 143 )') 1 1.4 25.244 0.25 5:10:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.58 23.293 0.23 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_26 ( 6 )') 1 1.22 22.060 0.22 2:28:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.17 20.001 0.2 0:02:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.17 19.391 0.19 0:07:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_12 ( 6 )') 1 1.07 18.842 0.19 19:31:00 1 0 0 100
('42 142 ', 'exit_long_quick_u_1 ( 42 142 )') 1 1.08 18.401 0.18 0:02:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_0 ( 2 3 )') 2 0.5 16.620 0.17 0:02:00 2 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 2 0.4 13.119 0.13 0:01:00 2 0 0 100
('43 ', 'exit_long_quick_w_0_8 ( 43 )') 1 0.66 11.943 0.12 5:10:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 3 0.24 11.366 0.11 0:01:00 3 0 0 100
('6 142 ', 'exit_long_normal_d_0_38 ( 6 142 )') 1 0.27 7.399 0.07 2:45:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 1 1.43 6.619 0.07 0:31:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.06 4.955 0.05 0:21:00 1 0 0 100
('120 ', 'force_exit') 1 -1.63 -54.497 -0.54 6 days, 9:25:00 0 0 1 0
('6 ', 'force_exit') 4 -4.96 -1740.123 -17.4 18 days, 4:36:00 0 0 4 0
TOTAL 40 0.61 -1067.061 -10.67 2 days, 10:31:00 35 0 5 87.5

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/04/2024 27.986 4 0 0
02/04/2024 120.254 5 0 0
03/04/2024 29.307 1 0 0
04/04/2024 0 0 0 0
05/04/2024 0 0 0 0
06/04/2024 0 0 0 0
07/04/2024 0 0 0 0
08/04/2024 0 0 0 0
09/04/2024 0 0 0 0
10/04/2024 67.797 3 0 0
11/04/2024 101.078 2 0 0
12/04/2024 117.526 9 0 0
13/04/2024 29.459 2 0 0
14/04/2024 77.625 2 0 0
15/04/2024 0 0 0 0
16/04/2024 19.033 1 0 0
17/04/2024 0 0 0 0
18/04/2024 66.665 2 0 0
19/04/2024 0 0 0 0
20/04/2024 0 0 0 0
21/04/2024 0 0 0 0
22/04/2024 0 0 0 0
23/04/2024 0 0 0 0
24/04/2024 0 0 0 0
25/04/2024 19.796 1 0 0
26/04/2024 6.196 1 0 0
27/04/2024 0 0 0 0
28/04/2024 0 0 0 0
29/04/2024 19.597 1 0 0
30/04/2024 25.239 1 0 0
01/05/2024 -1794.619 0 0 5

SUMMARY METRICS

Metric Value
Backtesting from 2024-04-01 00:00:00
Backtesting to 2024-05-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 40 / 1.33
Starting balance 10000 USDT
Final balance 8932.939 USDT
Absolute profit -1067.061 USDT
Total profit % -10.67%
CAGR % -74.66%
Sortino -4.27
Sharpe -4.90
Calmar -40.62
Profit factor 0.41
Expectancy (Ratio) -26.68 (-0.07)
Avg. daily profit % -0.36%
Avg. stake amount 1323.771 USDT
Total trade volume 52950.852 USDT
Best Pair CKB/USDT 0.39%
Worst Pair XVS/USDT -3.90%
Best trade BCH/USDT 4.47%
Worst trade XVS/USDT -5.61%
Best day 120.254 USDT
Worst day -1794.619 USDT
Days win/draw/lose 14 / 16 / 1
Avg. Duration Winners 12:35:00
Avg. Duration Loser 15 days, 19:58:00
Max Consecutive Wins / Loss 35 / 5
Rejected Entry signals 797
Entry/Exit Timeouts 0 / 0
Min balance 8932.939 USDT
Max balance 10727.559 USDT
Max % of account underwater 16.73%
Absolute Drawdown (Account) 16.73%
Absolute Drawdown 1794.619 USDT
Drawdown high 727.559 USDT
Drawdown low -1067.061 USDT
Drawdown Start 2024-04-30 20:10:00
Drawdown End 2024-05-01 00:00:00
Market change -31.63%

Backtested 2024-04-01 00:00:00 -> 2024-05-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 40 0.61 -1067.061 -10.67 2 days, 10:31:00 35 0 5 87.5 1794.619 USDT 16.73%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Binance - 20240501-20240601

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 3 days, 3:52:00 3 days, 3:52:00 3 days, 3:52:00 n/a 3 days, 4:00:00
Market Change 2.35 % 2.35 % 2.35 % n/a 2.35 %
Max Drawdown 0.1134 % 0.1134 % 0.1134 % n/a 0.1135 %
Profit Mean 2.76 % 2.76 % 2.76 % n/a 2.41 %
Profit Sum 22.07 % 22.07 % 22.07 % n/a 24.11 %
Profit Total 4.8 % 4.8 % 4.8 % n/a 4.67 %
Trades 8 8 8 n/a 10
Win Rate 87.5 % 87.5 % 87.5 % n/a 90.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
AUDIO/USDT 1 7.63 153.396 1.53 5:40:00 1 0 0 100
QI/USDT 1 4.93 97.420 0.97 2:10:00 1 0 0 100
ALGO/USDT 1 1.75 82.784 0.83 24 days, 7:53:00 1 0 0 100
UMA/USDT 1 3.3 74.554 0.75 7:42:00 1 0 0 100
IDEX/USDT 2 1.52 50.390 0.5 0:28:00 2 0 0 100
STX/USDT 1 2.01 33.844 0.34 0:06:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BLZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CELR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 1 -0.58 -11.902 -0.12 6:25:00 0 0 1 0
TOTAL 8 2.76 480.486 4.8 3 days, 3:52:00 7 0 1 87.5

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ENJ/USDT 1 -0.58 -11.902 -0.12 6:25:00 0 0 1 0
TOTAL 1 -0.58 -11.902 -0.12 6:25:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 4 3.82 313.468 3.13 5:29:00 3 0 1 75.0
120 1 1.75 82.784 0.83 24 days, 7:53:00 1 0 0 100
142 1 2.01 33.844 0.34 0:06:00 1 0 0 100
5 1 1.92 31.712 0.32 0:41:00 1 0 0 100
41 1 1.12 18.678 0.19 0:15:00 1 0 0 100
TOTAL 8 2.76 480.486 4.8 3 days, 3:52:00 7 0 1 87.5

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_normal_t_9_1_m ( 6 ) 1 7.63 153.396 1.53 5:40:00 1 0 0 100
exit_long_normal_d_5_86 ( 6 ) 1 4.93 97.420 0.97 2:10:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.75 82.784 0.83 24 days, 7:53:00 1 0 0 100
exit_long_normal_w_4_9 ( 6 ) 1 3.3 74.554 0.75 7:42:00 1 0 0 100
exit_long_tc_u_2 ( 142 ) 1 2.01 33.844 0.34 0:06:00 1 0 0 100
exit_long_normal_d_1_94 ( 5 ) 1 1.92 31.712 0.32 0:41:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.12 18.678 0.19 0:15:00 1 0 0 100
force_exit 1 -0.58 -11.902 -0.12 6:25:00 0 0 1 0
TOTAL 8 2.76 480.486 4.8 3 days, 3:52:00 7 0 1 87.5

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_profit_long_normal_t_9_1_m ( 6 )') 1 7.63 153.396 1.53 5:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_5_86 ( 6 )') 1 4.93 97.420 0.97 2:10:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.75 82.784 0.83 24 days, 7:53:00 1 0 0 100
('6 ', 'exit_long_normal_w_4_9 ( 6 )') 1 3.3 74.554 0.75 7:42:00 1 0 0 100
('142 ', 'exit_long_tc_u_2 ( 142 )') 1 2.01 33.844 0.34 0:06:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_94 ( 5 )') 1 1.92 31.712 0.32 0:41:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.12 18.678 0.19 0:15:00 1 0 0 100
('6 ', 'force_exit') 1 -0.58 -11.902 -0.12 6:25:00 0 0 1 0
TOTAL 8 2.76 480.486 4.8 3 days, 3:52:00 7 0 1 87.5

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
08/05/2024 31.712 1 0 0
09/05/2024 93.232 2 0 0
10/05/2024 97.42 1 0 0
11/05/2024 0 0 0 0
12/05/2024 0 0 0 0
13/05/2024 0 0 0 0
14/05/2024 0 0 0 0
15/05/2024 0 0 0 0
16/05/2024 33.844 1 0 0
17/05/2024 0 0 0 0
18/05/2024 0 0 0 0
19/05/2024 0 0 0 0
20/05/2024 0 0 0 0
21/05/2024 0 0 0 0
22/05/2024 0 0 0 0
23/05/2024 0 0 0 0
24/05/2024 153.396 1 0 0
25/05/2024 82.784 1 0 0
26/05/2024 0 0 0 0
27/05/2024 0 0 0 0
28/05/2024 0 0 0 0
29/05/2024 0 0 0 0
30/05/2024 0 0 0 0
31/05/2024 0 0 0 0
01/06/2024 -11.902 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2024-05-01 00:00:00
Backtesting to 2024-06-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 8 / 0.26
Starting balance 10000 USDT
Final balance 10480.486 USDT
Absolute profit 480.486 USDT
Total profit % 4.80%
CAGR % 73.77%
Sortino -100.00
Sharpe 6.04
Calmar 2610.38
Profit factor 41.37
Expectancy (Ratio) 60.06 (5.05)
Avg. daily profit % 0.15%
Avg. stake amount 1541.949 USDT
Total trade volume 12335.595 USDT
Best Pair AUDIO/USDT 1.53%
Worst Pair ENJ/USDT -0.12%
Best trade AUDIO/USDT 7.63%
Worst trade ENJ/USDT -0.58%
Best day 153.396 USDT
Worst day -11.902 USDT
Days win/draw/lose 6 / 18 / 1
Avg. Duration Winners 3 days, 13:47:00
Avg. Duration Loser 6:25:00
Max Consecutive Wins / Loss 7 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10031.712 USDT
Max balance 10492.389 USDT
Max % of account underwater 0.11%
Absolute Drawdown (Account) 0.11%
Absolute Drawdown 11.902 USDT
Drawdown high 492.389 USDT
Drawdown low 480.486 USDT
Drawdown Start 2024-05-25 15:03:00
Drawdown End 2024-06-01 00:00:00
Market change 2.35%

Backtested 2024-05-01 00:00:00 -> 2024-06-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 8 2.76 480.486 4.8 3 days, 3:52:00 7 0 1 87.5 11.902 USDT 0.11%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Binance - 20240601-20240701

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 20:49:00 20:49:00 20:49:00 n/a 1 day, 0:19:00
Market Change -25.85 % -25.85 % -25.85 % n/a -25.85 %
Max Drawdown 2.1873 % 2.1873 % 2.1873 % n/a 2.2086 %
Profit Mean 1.29 % 1.29 % 1.29 % n/a 1.3 %
Profit Sum 56.88 % 56.88 % 56.88 % n/a 57.1 %
Profit Total 9.05 % 9.05 % 9.05 % n/a 8.94 %
Trades 44 44 44 n/a 44
Win Rate 97.73 % 97.73 % 97.73 % n/a 97.73 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BAKE/USDT 5 2.65 227.664 2.28 0:58:00 5 0 0 100
MDT/USDT 2 3.09 112.787 1.13 2:02:00 2 0 0 100
FTM/USDT 2 1.34 112.044 1.12 5 days, 23:18:00 2 0 0 100
BNX/USDT 2 1.66 59.181 0.59 0:38:00 2 0 0 100
ALGO/USDT 2 1.6 56.310 0.56 0:14:00 2 0 0 100
SLP/USDT 1 3.3 54.606 0.55 0:45:00 1 0 0 100
CELR/USDT 2 1.09 37.857 0.38 0:36:00 2 0 0 100
EOS/USDT 2 0.97 35.496 0.35 1 day, 2:58:00 2 0 0 100
CRV/USDT 1 1.98 34.138 0.34 0:01:00 1 0 0 100
HIGH/USDT 1 1.88 32.367 0.32 0:40:00 1 0 0 100
ATOM/USDT 1 1.92 32.089 0.32 0:02:00 1 0 0 100
BADGER/USDT 1 1.63 28.780 0.29 0:02:00 1 0 0 100
BEL/USDT 2 0.8 27.176 0.27 2:00:00 2 0 0 100
PEOPLE/USDT 2 0.7 26.097 0.26 1 day, 3:01:00 2 0 0 100
BNT/USDT 1 1.48 25.110 0.25 0:02:00 1 0 0 100
INJ/USDT 1 1.34 23.292 0.23 2:15:00 1 0 0 100
STMX/USDT 1 1.01 21.861 0.22 17:38:00 1 0 0 100
SANTOS/USDT 2 0.6 21.425 0.21 3:00:00 2 0 0 100
FIS/USDT 1 1.17 20.288 0.2 0:03:00 1 0 0 100
ALPHA/USDT 1 1.05 18.428 0.18 0:05:00 1 0 0 100
MINA/USDT 1 1.05 18.182 0.18 0:06:00 1 0 0 100
THETA/USDT 1 1.02 18.108 0.18 0:13:00 1 0 0 100
DYDX/USDT 1 1.02 17.385 0.17 1:20:00 1 0 0 100
BAND/USDT 1 0.96 16.876 0.17 0:02:00 1 0 0 100
DGB/USDT 1 0.87 14.820 0.15 0:01:00 1 0 0 100
DOGE/USDT 1 1.04 13.408 0.13 0:34:00 1 0 0 100
AUCTION/USDT 1 0.68 11.348 0.11 0:02:00 1 0 0 100
CFX/USDT 1 0.19 4.614 0.05 6 days, 21:50:00 1 0 0 100
MTL/USDT 1 0.15 2.756 0.03 1:19:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BLZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 2 -1.89 -219.439 -2.19 6 days, 10:12:00 1 0 1 50.0
TOTAL 44 1.29 905.053 9.05 20:49:00 43 0 1 97.7

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BURGER/USDT 1 -5.25 -243.865 -2.44 12 days, 19:55:00 0 0 1 0
TOTAL 1 -5.25 -243.865 -2.44 12 days, 19:55:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
4 7 2.03 242.535 2.43 0:13:00 7 0 0 100
6 14 1.14 132.370 1.32 1 day, 0:07:00 13 0 1 92.9
143 6 1.07 107.778 1.08 0:38:00 6 0 0 100
120 1 1.7 94.592 0.95 11 days, 18:12:00 1 0 0 100
142 3 1.61 85.489 0.85 17:34:00 3 0 0 100
3 3 0.98 53.330 0.53 18:01:00 3 0 0 100
41 2 1.3 45.905 0.46 0:12:00 2 0 0 100
42 2 1.24 44.059 0.44 3:44:00 2 0 0 100
5 1 1.88 32.367 0.32 0:40:00 1 0 0 100
4 43 1 1.12 18.999 0.19 3:58:00 1 0 0 100
2 143 1 0.98 17.452 0.17 4:25:00 1 0 0 100
2 1 1.02 17.385 0.17 1:20:00 1 0 0 100
3 4 1 0.48 8.177 0.08 0:01:00 1 0 0 100
1 1 0.19 4.614 0.05 6 days, 21:50:00 1 0 0 100
TOTAL 44 1.29 905.053 9.05 20:49:00 43 0 1 97.7

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_6 ( 4 ) 1 6.72 112.509 1.13 0:02:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.7 94.592 0.95 11 days, 18:12:00 1 0 0 100
exit_long_normal_u_1 ( 4 ) 3 1.39 72.317 0.72 0:03:00 3 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.82 68.279 0.68 1:40:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.11 56.723 0.57 0:04:00 3 0 0 100
exit_profit_long_normal_t_3_2_m ( 6 ) 1 3.3 54.606 0.55 0:45:00 1 0 0 100
exit_long_normal_d_2_3 ( 6 ) 1 2.36 44.508 0.45 2:25:00 1 0 0 100
exit_long_quick_w_2_8 ( 42 ) 1 2.29 40.558 0.41 1:35:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 2 1.02 36.188 0.36 0:26:00 2 0 0 100
exit_long_tc_u_2 ( 142 ) 1 2.04 35.789 0.36 0:02:00 1 0 0 100
exit_long_normal_d_1_46 ( 6 ) 1 1.96 35.642 0.36 0:45:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.98 34.138 0.34 0:01:00 1 0 0 100
exit_long_tc_d_1_70 ( 143 ) 2 1.1 33.184 0.33 0:34:00 2 0 0 100
exit_long_normal_d_1_10 ( 5 ) 1 1.88 32.367 0.32 0:40:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.92 32.089 0.32 0:02:00 1 0 0 100
exit_long_normal_u_0 ( 4 ) 2 0.91 31.696 0.32 0:02:00 2 0 0 100
exit_long_quick_d_1_60 ( 41 ) 1 1.6 27.982 0.28 0:15:00 1 0 0 100
exit_long_normal_w_1_3 ( 4 ) 1 1.53 26.013 0.26 1:15:00 1 0 0 100
exit_long_normal_d_1_77 ( 6 ) 1 1.47 24.427 0.24 0:30:00 1 0 0 100
exit_long_normal_d_1_71 ( 6 ) 1 1.35 23.539 0.24 0:30:00 1 0 0 100
exit_long_normal_d_1_3 ( 6 ) 1 1.34 23.292 0.23 2:15:00 1 0 0 100
exit_long_normal_d_1_61 ( 6 ) 1 1.01 21.861 0.22 17:38:00 1 0 0 100
exit_long_normal_d_1_81 ( 6 ) 1 1.11 20.603 0.21 1:45:00 1 0 0 100
exit_long_tc_d_1_20 ( 143 ) 1 1.16 20.521 0.21 0:27:00 1 0 0 100
exit_long_normal_d_1_14 ( 4 43 ) 1 1.12 18.999 0.19 3:58:00 1 0 0 100
exit_long_quick_d_1_20 ( 41 ) 1 1.0 17.923 0.18 0:08:00 1 0 0 100
exit_long_tc_w_1_3 ( 143 ) 1 1.05 17.885 0.18 1:19:00 1 0 0 100
exit_long_tc_d_1_4 ( 142 ) 1 0.88 17.611 0.18 2 days, 4:37:00 1 0 0 100
exit_long_normal_d_1_75 ( 2 143 ) 1 0.98 17.452 0.17 4:25:00 1 0 0 100
exit_long_normal_w_1_3 ( 2 ) 1 1.02 17.385 0.17 1:20:00 1 0 0 100
exit_long_normal_u_0 ( 3 ) 1 0.68 11.348 0.11 0:02:00 1 0 0 100
exit_long_normal_u_0 ( 3 4 ) 1 0.48 8.177 0.08 0:01:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 3 ) 1 0.29 7.845 0.08 2 days, 6:00:00 1 0 0 100
exit_long_normal_d_0_52 ( 1 ) 1 0.19 4.614 0.05 6 days, 21:50:00 1 0 0 100
exit_long_quick_w_0_8 ( 42 ) 1 0.2 3.501 0.04 5:52:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.15 2.756 0.03 1:19:00 1 0 0 100
force_exit 1 -5.25 -243.865 -2.44 12 days, 19:55:00 0 0 1 0
TOTAL 44 1.29 905.053 9.05 20:49:00 43 0 1 97.7

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('4 ', 'exit_long_normal_u_6 ( 4 )') 1 6.72 112.509 1.13 0:02:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.7 94.592 0.95 11 days, 18:12:00 1 0 0 100
('4 ', 'exit_long_normal_u_1 ( 4 )') 3 1.39 72.317 0.72 0:03:00 3 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.82 68.279 0.68 1:40:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.11 56.723 0.57 0:04:00 3 0 0 100
('6 ', 'exit_profit_long_normal_t_3_2_m ( 6 )') 1 3.3 54.606 0.55 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_3 ( 6 )') 1 2.36 44.508 0.45 2:25:00 1 0 0 100
('42 ', 'exit_long_quick_w_2_8 ( 42 )') 1 2.29 40.558 0.41 1:35:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 2 1.02 36.188 0.36 0:26:00 2 0 0 100
('142 ', 'exit_long_tc_u_2 ( 142 )') 1 2.04 35.789 0.36 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_46 ( 6 )') 1 1.96 35.642 0.36 0:45:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.98 34.138 0.34 0:01:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_70 ( 143 )') 2 1.1 33.184 0.33 0:34:00 2 0 0 100
('5 ', 'exit_long_normal_d_1_10 ( 5 )') 1 1.88 32.367 0.32 0:40:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.92 32.089 0.32 0:02:00 1 0 0 100
('4 ', 'exit_long_normal_u_0 ( 4 )') 2 0.91 31.696 0.32 0:02:00 2 0 0 100
('41 ', 'exit_long_quick_d_1_60 ( 41 )') 1 1.6 27.982 0.28 0:15:00 1 0 0 100
('4 ', 'exit_long_normal_w_1_3 ( 4 )') 1 1.53 26.013 0.26 1:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_77 ( 6 )') 1 1.47 24.427 0.24 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_71 ( 6 )') 1 1.35 23.539 0.24 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_3 ( 6 )') 1 1.34 23.292 0.23 2:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_61 ( 6 )') 1 1.01 21.861 0.22 17:38:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_81 ( 6 )') 1 1.11 20.603 0.21 1:45:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 1 1.16 20.521 0.21 0:27:00 1 0 0 100
('4 43 ', 'exit_long_normal_d_1_14 ( 4 43 )') 1 1.12 18.999 0.19 3:58:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_20 ( 41 )') 1 1.0 17.923 0.18 0:08:00 1 0 0 100
('143 ', 'exit_long_tc_w_1_3 ( 143 )') 1 1.05 17.885 0.18 1:19:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_4 ( 142 )') 1 0.88 17.611 0.18 2 days, 4:37:00 1 0 0 100
('2 143 ', 'exit_long_normal_d_1_75 ( 2 143 )') 1 0.98 17.452 0.17 4:25:00 1 0 0 100
('2 ', 'exit_long_normal_w_1_3 ( 2 )') 1 1.02 17.385 0.17 1:20:00 1 0 0 100
('3 ', 'exit_long_normal_u_0 ( 3 )') 1 0.68 11.348 0.11 0:02:00 1 0 0 100
('3 4 ', 'exit_long_normal_u_0 ( 3 4 )') 1 0.48 8.177 0.08 0:01:00 1 0 0 100
('3 ', 'exit_profit_long_normal_t_0_1_m ( 3 )') 1 0.29 7.845 0.08 2 days, 6:00:00 1 0 0 100
('1 ', 'exit_long_normal_d_0_52 ( 1 )') 1 0.19 4.614 0.05 6 days, 21:50:00 1 0 0 100
('42 ', 'exit_long_quick_w_0_8 ( 42 )') 1 0.2 3.501 0.04 5:52:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.15 2.756 0.03 1:19:00 1 0 0 100
('6 ', 'force_exit') 1 -5.25 -243.865 -2.44 12 days, 19:55:00 0 0 1 0
TOTAL 44 1.29 905.053 9.05 20:49:00 43 0 1 97.7

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
02/06/2024 18.252 1 0 0
03/06/2024 54.606 1 0 0
04/06/2024 0 0 0 0
05/06/2024 0 0 0 0
06/06/2024 0 0 0 0
07/06/2024 345.989 13 0 0
08/06/2024 32.367 1 0 0
09/06/2024 0 0 0 0
10/06/2024 0 0 0 0
11/06/2024 0 0 0 0
12/06/2024 0 0 0 0
13/06/2024 57.43 2 0 0
14/06/2024 69.854 4 0 0
15/06/2024 0 0 0 0
16/06/2024 27.982 1 0 0
17/06/2024 25.362 2 0 0
18/06/2024 187.912 9 0 0
19/06/2024 61.16 2 0 0
20/06/2024 17.611 1 0 0
21/06/2024 0 0 0 0
22/06/2024 112.787 2 0 0
23/06/2024 0 0 0 0
24/06/2024 101.963 3 0 0
25/06/2024 0 0 0 0
26/06/2024 0 0 0 0
27/06/2024 0 0 0 0
28/06/2024 0 0 0 0
29/06/2024 35.642 1 0 0
30/06/2024 0 0 0 0
01/07/2024 -243.865 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2024-06-01 00:00:00
Backtesting to 2024-07-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 44 / 1.47
Starting balance 10000 USDT
Final balance 10905.053 USDT
Absolute profit 905.053 USDT
Total profit % 9.05%
CAGR % 186.95%
Sortino -100.00
Sharpe 12.69
Calmar 263.50
Profit factor 4.71
Expectancy (Ratio) 20.57 (0.08)
Avg. daily profit % 0.30%
Avg. stake amount 1707.826 USDT
Total trade volume 75144.359 USDT
Best Pair BAKE/USDT 2.28%
Worst Pair BURGER/USDT -2.19%
Best trade BAKE/USDT 6.72%
Worst trade BURGER/USDT -5.25%
Best day 345.989 USDT
Worst day -243.865 USDT
Days win/draw/lose 14 / 15 / 1
Avg. Duration Winners 14:08:00
Avg. Duration Loser 12 days, 19:55:00
Max Consecutive Wins / Loss 43 / 1
Rejected Entry signals 171
Entry/Exit Timeouts 0 / 0
Min balance 10018.252 USDT
Max balance 11148.918 USDT
Max % of account underwater 2.19%
Absolute Drawdown (Account) 2.19%
Absolute Drawdown 243.865 USDT
Drawdown high 1148.918 USDT
Drawdown low 905.053 USDT
Drawdown Start 2024-06-29 07:40:00
Drawdown End 2024-07-01 00:00:00
Market change -25.85%

Backtested 2024-06-01 00:00:00 -> 2024-07-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 44 1.29 905.053 9.05 20:49:00 43 0 1 97.7 243.865 USDT 2.19%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Binance - 20240701-20240801

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 3 days, 18:44:00 3 days, 18:44:00 3 days, 18:44:00 n/a 4 days, 3:51:00
Market Change -6.26 % -6.26 % -6.26 % n/a -6.26 %
Max Drawdown 3.7366 % 3.7366 % 3.7366 % n/a 4.217 %
Profit Mean 0.98 % 0.98 % 0.98 % n/a 0.48 %
Profit Sum 14.76 % 14.76 % 14.76 % n/a 7.24 %
Profit Total 1.26 % 1.26 % 1.26 % n/a -0.05 %
Trades 15 15 15 n/a 15
Win Rate 93.33 % 93.33 % 93.33 % n/a 86.67 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
PUNDIX/USDT 1 3.7 130.832 1.31 8 days, 10:35:00 1 0 0 100
NEAR/USDT 1 1.43 84.226 0.84 18 days, 17:51:00 1 0 0 100
FLUX/USDT 1 2.48 41.293 0.41 1:50:00 1 0 0 100
STRAX/USDT 1 1.89 36.846 0.37 5:40:00 1 0 0 100
INJ/USDT 1 1.75 32.004 0.32 1:30:00 1 0 0 100
VTHO/USDT 1 1.66 27.584 0.28 0:09:00 1 0 0 100
XEC/USDT 1 1.6 26.464 0.26 1:40:00 1 0 0 100
CHR/USDT 1 1.43 23.672 0.24 0:02:00 1 0 0 100
RIF/USDT 1 1.39 23.306 0.23 1:06:00 1 0 0 100
MLN/USDT 1 1.31 22.066 0.22 0:04:00 1 0 0 100
MTL/USDT 1 1.1 18.290 0.18 0:04:00 1 0 0 100
BAKE/USDT 1 1.06 18.184 0.18 3:40:00 1 0 0 100
AUCTION/USDT 1 1.02 17.432 0.17 0:35:00 1 0 0 100
BCH/USDT 1 1.03 17.230 0.17 0:13:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BLZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CELR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 1 -8.1 -393.067 -3.93 28 days, 20:05:00 0 0 1 0
TOTAL 15 0.98 126.363 1.26 3 days, 18:44:00 14 0 1 93.3

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FXS/USDT 1 -8.1 -393.067 -3.93 28 days, 20:05:00 0 0 1 0
TOTAL 1 -8.1 -393.067 -3.93 28 days, 20:05:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 1 1.43 84.226 0.84 18 days, 17:51:00 1 0 0 100
5 3 1.31 65.268 0.65 0:24:00 3 0 0 100
41 1 2.48 41.293 0.41 1:50:00 1 0 0 100
3 6 141 1 1.75 32.004 0.32 1:30:00 1 0 0 100
3 1 1.31 22.066 0.22 0:04:00 1 0 0 100
6 141 142 1 1.03 17.230 0.17 0:13:00 1 0 0 100
6 7 0.4 -135.724 -1.36 5 days, 9:29:00 6 0 1 85.7
TOTAL 15 0.98 126.363 1.26 3 days, 18:44:00 14 0 1 93.3

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_w_7_1 ( 6 ) 1 3.7 130.832 1.31 8 days, 10:35:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.43 84.226 0.84 18 days, 17:51:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 2 1.27 41.962 0.42 0:03:00 2 0 0 100
exit_long_quick_d_2_26 ( 41 ) 1 2.48 41.293 0.41 1:50:00 1 0 0 100
exit_long_normal_w_2_10 ( 6 ) 1 1.89 36.846 0.37 5:40:00 1 0 0 100
exit_long_normal_d_1_78 ( 3 6 141 ) 1 1.75 32.004 0.32 1:30:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.66 27.584 0.28 0:09:00 1 0 0 100
exit_long_normal_d_1_78 ( 6 ) 1 1.6 26.464 0.26 1:40:00 1 0 0 100
exit_long_normal_d_1_65 ( 5 ) 1 1.39 23.306 0.23 1:06:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.31 22.066 0.22 0:04:00 1 0 0 100
exit_long_normal_w_1_11 ( 6 ) 1 1.06 18.184 0.18 3:40:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 1 1.02 17.432 0.17 0:35:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 1 1.03 17.230 0.17 0:13:00 1 0 0 100
force_exit 1 -8.1 -393.067 -3.93 28 days, 20:05:00 0 0 1 0
TOTAL 15 0.98 126.363 1.26 3 days, 18:44:00 14 0 1 93.3

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_w_7_1 ( 6 )') 1 3.7 130.832 1.31 8 days, 10:35:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.43 84.226 0.84 18 days, 17:51:00 1 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 2 1.27 41.962 0.42 0:03:00 2 0 0 100
('41 ', 'exit_long_quick_d_2_26 ( 41 )') 1 2.48 41.293 0.41 1:50:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_10 ( 6 )') 1 1.89 36.846 0.37 5:40:00 1 0 0 100
('3 6 141 ', 'exit_long_normal_d_1_78 ( 3 6 141 )') 1 1.75 32.004 0.32 1:30:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.66 27.584 0.28 0:09:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_78 ( 6 )') 1 1.6 26.464 0.26 1:40:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_65 ( 5 )') 1 1.39 23.306 0.23 1:06:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.31 22.066 0.22 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_11 ( 6 )') 1 1.06 18.184 0.18 3:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 1 1.02 17.432 0.17 0:35:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 1 1.03 17.230 0.17 0:13:00 1 0 0 100
('6 ', 'force_exit') 1 -8.1 -393.067 -3.93 28 days, 20:05:00 0 0 1 0
TOTAL 15 0.98 126.363 1.26 3 days, 18:44:00 14 0 1 93.3

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
05/07/2024 208.603 8 0 0
06/07/2024 0 0 0 0
07/07/2024 0 0 0 0
08/07/2024 0 0 0 0
09/07/2024 0 0 0 0
10/07/2024 0 0 0 0
11/07/2024 0 0 0 0
12/07/2024 0 0 0 0
13/07/2024 0 0 0 0
14/07/2024 0 0 0 0
15/07/2024 0 0 0 0
16/07/2024 130.832 1 0 0
17/07/2024 0 0 0 0
18/07/2024 0 0 0 0
19/07/2024 36.846 1 0 0
20/07/2024 0 0 0 0
21/07/2024 0 0 0 0
22/07/2024 0 0 0 0
23/07/2024 0 0 0 0
24/07/2024 0 0 0 0
25/07/2024 35.616 2 0 0
26/07/2024 84.226 1 0 0
27/07/2024 0 0 0 0
28/07/2024 0 0 0 0
29/07/2024 0 0 0 0
30/07/2024 0 0 0 0
31/07/2024 23.306 1 0 0
01/08/2024 -393.067 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2024-07-01 00:00:00
Backtesting to 2024-08-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 15 / 0.48
Starting balance 10000 USDT
Final balance 10126.363 USDT
Absolute profit 126.363 USDT
Total profit % 1.26%
CAGR % 15.93%
Sortino -100.00
Sharpe 0.70
Calmar 20.84
Profit factor 1.32
Expectancy (Ratio) 8.42 (0.02)
Avg. daily profit % 0.04%
Avg. stake amount 1595.827 USDT
Total trade volume 23937.398 USDT
Best Pair PUNDIX/USDT 1.31%
Worst Pair FXS/USDT -3.93%
Best trade PUNDIX/USDT 3.70%
Worst trade FXS/USDT -8.10%
Best day 208.603 USDT
Worst day -393.067 USDT
Days win/draw/lose 6 / 21 / 1
Avg. Duration Winners 1 day, 23:47:00
Avg. Duration Loser 28 days, 20:05:00
Max Consecutive Wins / Loss 14 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10023.672 USDT
Max balance 10519.43 USDT
Max % of account underwater 3.74%
Absolute Drawdown (Account) 3.74%
Absolute Drawdown 393.067 USDT
Drawdown high 519.43 USDT
Drawdown low 126.363 USDT
Drawdown Start 2024-07-31 17:11:00
Drawdown End 2024-08-01 00:00:00
Market change -6.26%

Backtested 2024-07-01 00:00:00 -> 2024-08-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 15 0.98 126.363 1.26 3 days, 18:44:00 14 0 1 93.3 393.067 USDT 3.74%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Binance - 20240801-20240901

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 1 day, 10:13:00 1 day, 10:13:00 1 day, 10:13:00 n/a 1 day, 9:24:00
Market Change -16.89 % -16.89 % -16.89 % n/a -16.89 %
Max Drawdown 2.8804 % 2.8804 % 2.8804 % n/a 3.3468 %
Profit Mean 1.3 % 1.3 % 1.3 % n/a 1.24 %
Profit Sum 53.37 % 53.37 % 53.37 % n/a 52.02 %
Profit Total 6.42 % 6.42 % 6.42 % n/a 6.18 %
Trades 41 41 41 n/a 42
Win Rate 95.12 % 95.12 % 95.12 % n/a 95.24 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
SKL/USDT 4 1.36 100.202 1.0 6:19:00 4 0 0 100
MBOX/USDT 2 2.45 83.231 0.83 0:52:00 2 0 0 100
STRAX/USDT 2 2.16 72.663 0.73 2:02:00 2 0 0 100
BCH/USDT 1 4.36 70.988 0.71 0:40:00 1 0 0 100
ALGO/USDT 2 1.89 61.515 0.62 0:04:00 2 0 0 100
IDEX/USDT 1 3.45 60.172 0.6 0:36:00 1 0 0 100
ARPA/USDT 3 1.22 59.646 0.6 0:06:00 3 0 0 100
BURGER/USDT 3 1.04 53.994 0.54 0:33:00 3 0 0 100
RARE/USDT 3 0.96 49.296 0.49 0:08:00 3 0 0 100
FIL/USDT 1 2.98 48.856 0.49 0:15:00 1 0 0 100
PEOPLE/USDT 2 1.35 44.905 0.45 0:10:00 2 0 0 100
RUNE/USDT 1 2.01 35.007 0.35 1:10:00 1 0 0 100
RAY/USDT 1 1.4 23.201 0.23 0:04:00 1 0 0 100
AR/USDT 1 1.37 22.257 0.22 0:02:00 1 0 0 100
ONE/USDT 1 1.28 20.884 0.21 0:01:00 1 0 0 100
RIF/USDT 1 1.26 20.829 0.21 0:06:00 1 0 0 100
FET/USDT 1 1.19 20.699 0.21 0:35:00 1 0 0 100
TLM/USDT 1 1.15 19.501 0.2 0:43:00 1 0 0 100
DODO/USDT 1 1.02 17.623 0.18 0:02:00 1 0 0 100
NEAR/USDT 1 1.01 17.489 0.17 0:05:00 1 0 0 100
XEC/USDT 1 0.96 15.884 0.16 0:06:00 1 0 0 100
ALPACA/USDT 2 0.29 11.160 0.11 4:56:00 2 0 0 100
ETH/USDT 1 0.44 7.236 0.07 0:01:00 1 0 0 100
REQ/USDT 1 0.14 2.411 0.02 2:50:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BLZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CELR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 1 -0.77 -66.390 -0.66 29 days, 9:05:00 0 0 1 0
STMX/USDT 2 -0.63 -231.334 -2.31 13 days, 11:24:00 1 0 1 50.0
TOTAL 41 1.3 641.925 6.42 1 day, 10:13:00 39 0 2 95.1

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FTM/USDT 1 -0.77 -66.390 -0.66 29 days, 9:05:00 0 0 1 0
STMX/USDT 1 -2.33 -249.226 -2.49 26 days, 22:40:00 0 0 1 0
TOTAL 2 -1.55 -315.616 -3.16 28 days, 3:52:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 21 1.4 507.540 5.08 1:50:00 21 0 0 100
142 3 2.18 109.176 1.09 0:27:00 3 0 0 100
141 3 1.91 93.738 0.94 0:07:00 3 0 0 100
41 5 0.69 59.047 0.59 0:57:00 5 0 0 100
3 1 3.16 53.016 0.53 4:00:00 1 0 0 100
2 6 1 1.11 18.809 0.19 0:02:00 1 0 0 100
2 1 1.11 18.488 0.18 0:01:00 1 0 0 100
3 42 1 1.08 17.892 0.18 0:08:00 1 0 0 100
2 43 1 1.03 17.034 0.17 0:03:00 1 0 0 100
120 1 -0.77 -66.390 -0.66 29 days, 9:05:00 0 0 1 0
42 3 0.48 -186.425 -1.86 9 days, 0:13:00 2 0 1 66.7
TOTAL 41 1.3 641.925 6.42 1 day, 10:13:00 39 0 2 95.1

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 13 1.3 280.157 2.8 0:04:00 13 0 0 100
exit_long_tc_d_4_78 ( 142 ) 1 4.36 70.988 0.71 0:40:00 1 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.75 63.850 0.64 1:40:00 1 0 0 100
exit_long_normal_d_3_89 ( 6 ) 1 3.45 60.172 0.6 0:36:00 1 0 0 100
exit_profit_long_normal_t_3_2_m ( 3 ) 1 3.16 53.016 0.53 4:00:00 1 0 0 100
exit_long_tc_d_2_27 ( 141 ) 1 2.98 48.856 0.49 0:15:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 2 1.34 45.760 0.46 0:13:00 2 0 0 100
exit_long_quick_w_2_11 ( 42 ) 1 2.59 42.871 0.43 1:45:00 1 0 0 100
exit_long_tc_u_2 ( 141 ) 1 2.31 37.646 0.38 0:04:00 1 0 0 100
exit_long_normal_w_2_3 ( 6 ) 1 2.01 35.007 0.35 1:10:00 1 0 0 100
exit_long_normal_d_1_63 ( 6 ) 1 0.72 21.808 0.22 23:28:00 1 0 0 100
exit_long_tc_d_1_77 ( 142 ) 1 1.19 20.699 0.21 0:35:00 1 0 0 100
exit_long_quick_d_1_73 ( 42 ) 1 1.19 19.930 0.2 0:15:00 1 0 0 100
exit_long_normal_d_1_70 ( 6 ) 1 1.15 19.501 0.2 0:43:00 1 0 0 100
exit_long_normal_u_1 ( 2 6 ) 1 1.11 18.809 0.19 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.11 18.488 0.18 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 3 42 ) 1 1.08 17.892 0.18 0:08:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.01 17.489 0.17 0:05:00 1 0 0 100
exit_long_normal_u_1 ( 2 43 ) 1 1.03 17.034 0.17 0:03:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.96 15.884 0.16 0:06:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 1 0.44 7.236 0.07 0:01:00 1 0 0 100
exit_long_quick_d_0_3 ( 41 ) 1 0.4 6.768 0.07 1:30:00 1 0 0 100
exit_long_normal_w_0_7 ( 6 ) 1 0.28 6.085 0.06 9:10:00 1 0 0 100
exit_long_normal_d_0_80 ( 6 ) 1 0.29 5.075 0.05 0:41:00 1 0 0 100
exit_long_quick_u_0 ( 41 ) 1 0.24 4.108 0.04 0:01:00 1 0 0 100
exit_long_quick_d_0_82 ( 41 ) 1 0.14 2.411 0.02 2:50:00 1 0 0 100
force_exit 2 -1.55 -315.616 -3.16 28 days, 3:52:00 0 0 2 0
TOTAL 41 1.3 641.925 6.42 1 day, 10:13:00 39 0 2 95.1

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 13 1.3 280.157 2.8 0:04:00 13 0 0 100
('142 ', 'exit_long_tc_d_4_78 ( 142 )') 1 4.36 70.988 0.71 0:40:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.75 63.850 0.64 1:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_89 ( 6 )') 1 3.45 60.172 0.6 0:36:00 1 0 0 100
('3 ', 'exit_profit_long_normal_t_3_2_m ( 3 )') 1 3.16 53.016 0.53 4:00:00 1 0 0 100
('141 ', 'exit_long_tc_d_2_27 ( 141 )') 1 2.98 48.856 0.49 0:15:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 2 1.34 45.760 0.46 0:13:00 2 0 0 100
('42 ', 'exit_long_quick_w_2_11 ( 42 )') 1 2.59 42.871 0.43 1:45:00 1 0 0 100
('141 ', 'exit_long_tc_u_2 ( 141 )') 1 2.31 37.646 0.38 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_3 ( 6 )') 1 2.01 35.007 0.35 1:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_63 ( 6 )') 1 0.72 21.808 0.22 23:28:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_77 ( 142 )') 1 1.19 20.699 0.21 0:35:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_73 ( 42 )') 1 1.19 19.930 0.2 0:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_70 ( 6 )') 1 1.15 19.501 0.2 0:43:00 1 0 0 100
('2 6 ', 'exit_long_normal_u_1 ( 2 6 )') 1 1.11 18.809 0.19 0:02:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.11 18.488 0.18 0:01:00 1 0 0 100
('3 42 ', 'exit_long_normal_u_1 ( 3 42 )') 1 1.08 17.892 0.18 0:08:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.01 17.489 0.17 0:05:00 1 0 0 100
('2 43 ', 'exit_long_normal_u_1 ( 2 43 )') 1 1.03 17.034 0.17 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.96 15.884 0.16 0:06:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 1 0.44 7.236 0.07 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_d_0_3 ( 41 )') 1 0.4 6.768 0.07 1:30:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_7 ( 6 )') 1 0.28 6.085 0.06 9:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_80 ( 6 )') 1 0.29 5.075 0.05 0:41:00 1 0 0 100
('41 ', 'exit_long_quick_u_0 ( 41 )') 1 0.24 4.108 0.04 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_d_0_82 ( 41 )') 1 0.14 2.411 0.02 2:50:00 1 0 0 100
('120 ', 'force_exit') 1 -0.77 -66.390 -0.66 29 days, 9:05:00 0 0 1 0
('42 ', 'force_exit') 1 -2.33 -249.226 -2.49 26 days, 22:40:00 0 0 1 0
TOTAL 41 1.3 641.925 6.42 1 day, 10:13:00 39 0 2 95.1

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/08/2024 59.905 2 0 0
04/08/2024 7.236 1 0 0
05/08/2024 473.551 20 0 0
06/08/2024 21.808 1 0 0
07/08/2024 0 0 0 0
08/08/2024 53.016 1 0 0
09/08/2024 0 0 0 0
10/08/2024 0 0 0 0
11/08/2024 0 0 0 0
12/08/2024 0 0 0 0
13/08/2024 0 0 0 0
14/08/2024 0 0 0 0
15/08/2024 0 0 0 0
16/08/2024 0 0 0 0
17/08/2024 0 0 0 0
18/08/2024 0 0 0 0
19/08/2024 38.311 2 0 0
20/08/2024 0 0 0 0
21/08/2024 69.935 2 0 0
22/08/2024 0 0 0 0
23/08/2024 0 0 0 0
24/08/2024 34.387 2 0 0
25/08/2024 0 0 0 0
26/08/2024 30.487 2 0 0
27/08/2024 88.033 4 0 0
28/08/2024 20.699 1 0 0
29/08/2024 0 0 0 0
30/08/2024 60.172 1 0 0
31/08/2024 0 0 0 0
01/09/2024 -315.616 0 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2024-08-01 00:00:00
Backtesting to 2024-09-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 41 / 1.32
Starting balance 10000 USDT
Final balance 10641.925 USDT
Absolute profit 641.925 USDT
Total profit % 6.42%
CAGR % 108.04%
Sortino 4.33
Sharpe 8.45
Calmar 137.35
Profit factor 3.03
Expectancy (Ratio) 15.66 (0.10)
Avg. daily profit % 0.21%
Avg. stake amount 1627.265 USDT
Total trade volume 66717.872 USDT
Best Pair SKL/USDT 1.00%
Worst Pair STMX/USDT -2.31%
Best trade BCH/USDT 4.36%
Worst trade STMX/USDT -2.33%
Best day 473.551 USDT
Worst day -315.616 USDT
Days win/draw/lose 12 / 17 / 1
Avg. Duration Winners 1:19:00
Avg. Duration Loser 28 days, 3:52:00
Max Consecutive Wins / Loss 39 / 2
Rejected Entry signals 29
Entry/Exit Timeouts 0 / 0
Min balance 10017.034 USDT
Max balance 10957.541 USDT
Max % of account underwater 2.88%
Absolute Drawdown (Account) 2.88%
Absolute Drawdown 315.616 USDT
Drawdown high 957.541 USDT
Drawdown low 641.925 USDT
Drawdown Start 2024-08-30 16:16:00
Drawdown End 2024-09-01 00:00:00
Market change -16.89%

Backtested 2024-08-01 00:00:00 -> 2024-09-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 41 1.30 641.925 6.42 1 day, 10:13:00 39 0 2 95.1 315.616 USDT 2.88%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20210101-20210201

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 7:44:00 7:44:00 7:27:00 10:06:00 10:38:00
Market Change 72.03 % 72.03 % 72.03 % 72.03 % 72.03 %
Max Drawdown 0.0 % 0.0 % 0.0 % 1.8336 % 3.5759 %
Profit Mean 2.29 % 2.29 % 2.29 % 2.38 % 2.29 %
Profit Sum 323.56 % 323.56 % 325.88 % 330.23 % 327.74 %
Profit Total 78.62 % 78.62 % 79.33 % 76.22 % 73.28 %
Trades 141 141 142 139 143
Win Rate 100.0 % 100.0 % 100.0 % 99.28 % 98.6 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
STX/USDT 3 10.96 873.938 8.74 3:31:00 3 0 0 100
AAVE/USDT 11 2.42 618.367 6.18 2:06:00 11 0 0 100
DAG/USDT 7 3.94 565.723 5.66 2:13:00 7 0 0 100
ALEPH/USDT 9 2.39 546.652 5.47 0:26:00 9 0 0 100
GRT/USDT 8 2.22 514.132 5.14 14:56:00 8 0 0 100
XLM/USDT 6 3.03 418.557 4.19 2:50:00 6 0 0 100
ALGO/USDT 7 2.08 407.721 4.08 1 day, 8:28:00 7 0 0 100
TRX/USDT 2 6.51 374.332 3.74 1:46:00 2 0 0 100
KAI/USDT 6 2.21 345.441 3.45 2:12:00 6 0 0 100
VET/USDT 7 1.94 311.819 3.12 1:18:00 7 0 0 100
EWT/USDT 5 2.33 241.423 2.41 1:03:00 5 0 0 100
ADA/USDT 6 1.63 222.499 2.22 0:26:00 6 0 0 100
TEL/USDT 5 1.4 207.959 2.08 2:05:00 5 0 0 100
SNX/USDT 5 1.56 165.481 1.65 0:27:00 5 0 0 100
ATOM/USDT 3 1.33 159.067 1.59 1 day, 0:27:00 3 0 0 100
SXP/USDT 5 1.5 142.064 1.42 0:20:00 5 0 0 100
COMP/USDT 3 2.22 133.934 1.34 0:52:00 3 0 0 100
DIA/USDT 3 1.94 120.562 1.21 0:54:00 3 0 0 100
ETH/USDT 4 1.32 119.921 1.2 0:04:00 4 0 0 100
UNI/USDT 1 1.98 119.664 1.2 6 days, 9:11:00 1 0 0 100
MLK/USDT 1 5.29 116.149 1.16 2:55:00 1 0 0 100
VELO/USDT 2 2.02 107.090 1.07 0:14:00 2 0 0 100
DGB/USDT 1 5.56 106.993 1.07 1:55:00 1 0 0 100
COTI/USDT 3 1.7 101.041 1.01 0:38:00 3 0 0 100
LTC/USDT 3 1.48 96.913 0.97 0:10:00 3 0 0 100
XRP/USDT 1 2.16 88.514 0.89 1 day, 7:26:00 1 0 0 100
UOS/USDT 1 2.37 78.561 0.79 19:10:00 1 0 0 100
AVA/USDT 1 3.19 68.429 0.68 6:50:00 1 0 0 100
ETC/USDT 3 1.08 65.231 0.65 0:32:00 3 0 0 100
NIM/USDT 3 1.24 65.221 0.65 1:46:00 3 0 0 100
YFI/USDT 2 1.78 63.621 0.64 0:09:00 2 0 0 100
LINK/USDT 2 1.45 50.822 0.51 0:21:00 2 0 0 100
DOT/USDT 2 0.89 44.043 0.44 3:25:00 2 0 0 100
DEGO/USDT 1 1.81 36.949 0.37 0:42:00 1 0 0 100
BTC/USDT 1 2.05 36.186 0.36 0:38:00 1 0 0 100
CRO/USDT 1 2.09 35.214 0.35 0:27:00 1 0 0 100
MKR/USDT 1 1.63 34.335 0.34 0:21:00 1 0 0 100
BCH/USDT 1 1.07 21.561 0.22 1:45:00 1 0 0 100
CHR/USDT 1 0.27 10.189 0.1 3 days, 4:45:00 1 0 0 100
ROSE/USDT 1 0.31 10.011 0.1 3:55:00 1 0 0 100
VRA/USDT 1 0.4 8.349 0.08 3:17:00 1 0 0 100
PLU/USDT 1 0.18 5.415 0.05 7:04:00 1 0 0 100
NWC/USDT 1 0.03 2.142 0.02 9 days, 3:30:00 1 0 0 100
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 141 2.29 7862.234 78.62 7:44:00 141 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALGO/USDT 1 1.98 121.703 1.22 5 days, 20:20:00 1 0 0 100
TOTAL 1 1.98 121.703 1.22 5 days, 20:20:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 49 2.13 2324.841 23.25 7:50:00 49 0 0 100
142 15 4.17 1471.456 14.71 2:16:00 15 0 0 100
120 6 1.94 625.318 6.25 4 days, 3:47:00 6 0 0 100
141 7 3.0 536.495 5.36 1:02:00 7 0 0 100
42 8 2.22 385.442 3.85 1:56:00 8 0 0 100
6 141 142 4 3.1 324.770 3.25 3:26:00 4 0 0 100
141 142 6 2.09 306.410 3.06 0:24:00 6 0 0 100
5 6 1.72 253.528 2.54 1:20:00 6 0 0 100
41 5 2.09 229.313 2.29 1:09:00 5 0 0 100
6 142 3 2.1 152.530 1.53 2:08:00 3 0 0 100
43 4 1.52 132.299 1.32 0:09:00 4 0 0 100
2 3 4 5 6 1 5.17 128.591 1.29 0:02:00 1 0 0 100
6 141 2 2.71 104.362 1.04 0:20:00 2 0 0 100
120 141 1 2.38 100.629 1.01 4:15:00 1 0 0 100
2 3 4 1 3.58 95.886 0.96 0:27:00 1 0 0 100
2 3 1.5 91.395 0.91 0:21:00 3 0 0 100
2 3 2 2.05 85.044 0.85 0:14:00 2 0 0 100
143 2 1.56 83.106 0.83 0:22:00 2 0 0 100
3 3 1.09 59.339 0.59 0:37:00 3 0 0 100
120 142 1 2.04 55.164 0.55 0:33:00 1 0 0 100
6 120 2 1.18 49.024 0.49 0:46:00 2 0 0 100
3 141 142 1 1.72 48.274 0.48 0:02:00 1 0 0 100
4 1 1.81 36.949 0.37 0:42:00 1 0 0 100
141 143 1 1.25 30.466 0.3 0:03:00 1 0 0 100
3 6 1 1.27 28.155 0.28 0:48:00 1 0 0 100
2 5 1 1.01 25.359 0.25 0:19:00 1 0 0 100
3 4 1 1.29 21.702 0.22 0:07:00 1 0 0 100
1 1 1.3 21.418 0.21 0:03:00 1 0 0 100
42 120 1 1.03 21.255 0.21 0:35:00 1 0 0 100
6 141 143 1 1.05 20.264 0.2 0:42:00 1 0 0 100
2 6 1 0.54 13.450 0.13 0:06:00 1 0 0 100
TOTAL 141 2.29 7862.234 78.62 7:44:00 141 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_tc_t_12_1_m ( 142 ) 1 27.78 730.543 7.31 8:45:00 1 0 0 100
exit_long_grind_g ( 120 ) 5 1.93 503.614 5.04 3 days, 19:40:00 5 0 0 100
exit_long_normal_w_11_2 ( 6 ) 1 18.68 362.208 3.62 3:10:00 1 0 0 100
exit_long_tc_o_11 ( 141 ) 1 12.61 360.687 3.61 1:27:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 10 1.26 269.828 2.7 0:13:00 10 0 0 100
exit_profit_long_normal_t_8_2_m ( 6 141 142 ) 1 8.7 235.216 2.35 2:45:00 1 0 0 100
exit_profit_long_normal_t_3_1_m ( 6 ) 2 3.16 190.955 1.91 10:02:00 2 0 0 100
exit_long_tc_u_1 ( 141 142 ) 4 1.37 140.534 1.41 0:05:00 4 0 0 100
exit_long_normal_d_5_3 ( 6 ) 1 5.03 135.936 1.36 1:50:00 1 0 0 100
exit_long_normal_u_5 ( 2 3 4 5 6 ) 1 5.17 128.591 1.29 0:02:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 4 1.37 127.918 1.28 0:04:00 4 0 0 100
force_exit 1 1.98 121.703 1.22 5 days, 20:20:00 1 0 0 100
exit_long_normal_u_4 ( 5 ) 1 4.45 118.188 1.18 0:02:00 1 0 0 100
exit_long_normal_w_5_11 ( 6 ) 1 5.29 116.149 1.16 2:55:00 1 0 0 100
exit_profit_long_tc_t_6_2_m ( 142 ) 1 6.58 112.384 1.12 3:40:00 1 0 0 100
exit_long_normal_w_5_12 ( 6 ) 1 5.56 106.993 1.07 1:55:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 2 1.93 104.267 1.04 0:14:00 2 0 0 100
exit_long_tc_d_3_3 ( 141 142 ) 1 3.85 104.023 1.04 0:35:00 1 0 0 100
exit_long_tc_w_3_7 ( 120 141 ) 1 2.38 100.629 1.01 4:15:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 4 1.19 99.573 1.0 0:02:00 4 0 0 100
exit_long_normal_d_2_87 ( 6 ) 2 2.19 98.614 0.99 0:30:00 2 0 0 100
exit_long_normal_u_3 ( 2 3 4 ) 1 3.58 95.886 0.96 0:27:00 1 0 0 100
exit_long_quick_q_8 ( 42 ) 1 4.43 89.867 0.9 0:30:00 1 0 0 100
exit_long_tc_d_3_89 ( 142 ) 1 3.12 88.376 0.88 1:24:00 1 0 0 100
exit_long_normal_u_2 ( 2 3 ) 2 2.05 85.044 0.85 0:14:00 2 0 0 100
exit_long_normal_d_4_97 ( 6 141 ) 1 4.42 84.981 0.85 0:35:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 3 1.3 84.160 0.84 0:09:00 3 0 0 100
exit_long_tc_d_3_55 ( 142 ) 1 3.91 73.785 0.74 1:05:00 1 0 0 100
exit_long_tc_d_4_40 ( 142 ) 1 4.08 72.341 0.72 0:45:00 1 0 0 100
exit_long_normal_d_2_71 ( 6 ) 1 2.56 71.437 0.71 0:25:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 2 1.71 70.636 0.71 0:07:00 2 0 0 100
exit_long_normal_d_3_69 ( 6 ) 1 2.82 69.395 0.69 2:25:00 1 0 0 100
exit_long_quick_q_6 ( 42 ) 1 3.19 68.429 0.68 6:50:00 1 0 0 100
exit_long_tc_d_2_8 ( 142 ) 1 2.08 67.814 0.68 3:45:00 1 0 0 100
exit_long_quick_q_2 ( 41 ) 1 1.87 65.894 0.66 4:32:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 ) 2 1.46 63.669 0.64 0:36:00 2 0 0 100
exit_long_quick_d_2_75 ( 42 ) 1 2.49 63.207 0.63 0:50:00 1 0 0 100
exit_long_normal_d_2_55 ( 6 142 ) 1 1.73 62.397 0.62 5:40:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 2 1.42 62.391 0.62 0:12:00 2 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.34 62.312 0.62 1:05:00 1 0 0 100
exit_long_tc_d_3_42 ( 141 142 ) 1 3.21 61.853 0.62 1:29:00 1 0 0 100
exit_long_normal_d_3_70 ( 6 142 ) 1 3.39 60.095 0.6 0:43:00 1 0 0 100
exit_long_normal_d_2_88 ( 6 ) 1 2.53 59.560 0.6 0:50:00 1 0 0 100
exit_long_quick_d_3_70 ( 41 ) 1 3.43 57.656 0.58 0:20:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 2 1.11 57.136 0.57 0:03:00 2 0 0 100
exit_long_tc_d_2_65 ( 120 142 ) 1 2.04 55.164 0.55 0:33:00 1 0 0 100
exit_long_tc_d_2_70 ( 143 ) 1 1.97 55.019 0.55 0:25:00 1 0 0 100
exit_long_tc_d_3_42 ( 142 ) 1 3.08 54.868 0.55 0:31:00 1 0 0 100
exit_long_tc_d_2_71 ( 141 ) 1 2.7 54.589 0.55 0:20:00 1 0 0 100
exit_long_normal_w_2_9 ( 6 ) 1 2.67 50.696 0.51 0:50:00 1 0 0 100
exit_long_normal_w_2_8 ( 6 ) 1 2.78 50.465 0.5 1:25:00 1 0 0 100
exit_long_normal_w_2_7 ( 6 ) 1 2.79 49.184 0.49 1:25:00 1 0 0 100
exit_long_normal_d_2_66 ( 6 ) 1 2.59 48.457 0.48 0:30:00 1 0 0 100
exit_long_normal_u_1 ( 3 141 142 ) 1 1.72 48.274 0.48 0:02:00 1 0 0 100
exit_long_quick_u_2 ( 43 ) 1 2.17 48.139 0.48 0:08:00 1 0 0 100
exit_long_tc_d_2_55 ( 142 ) 1 1.43 48.051 0.48 11:50:00 1 0 0 100
exit_long_quick_u_2 ( 41 ) 1 2.48 45.535 0.46 0:04:00 1 0 0 100
exit_long_normal_d_2_91 ( 6 ) 1 2.23 45.505 0.46 0:26:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 2 1.35 45.124 0.45 0:08:00 2 0 0 100
exit_long_quick_q_3 ( 42 ) 1 2.13 44.779 0.45 1:20:00 1 0 0 100
exit_long_normal_w_1_12 ( 6 ) 1 1.5 42.145 0.42 4:10:00 1 0 0 100
exit_long_tc_u_2 ( 142 ) 1 2.04 41.830 0.42 0:01:00 1 0 0 100
exit_long_normal_d_1_66 ( 5 ) 1 1.53 39.665 0.4 0:25:00 1 0 0 100
exit_long_normal_u_1 ( 4 ) 1 1.81 36.949 0.37 0:42:00 1 0 0 100
exit_long_normal_w_1_11 ( 6 141 142 ) 1 1.31 36.932 0.37 4:06:00 1 0 0 100
exit_long_normal_w_1_2 ( 6 ) 1 1.4 36.511 0.37 10:26:00 1 0 0 100
exit_long_tc_d_2_72 ( 142 ) 1 2.05 36.186 0.36 0:38:00 1 0 0 100
exit_long_normal_d_2_42 ( 6 ) 1 2.05 34.098 0.34 0:58:00 1 0 0 100
exit_long_quick_d_1_70 ( 41 ) 1 1.39 34.019 0.34 0:30:00 1 0 0 100
exit_long_normal_d_1_81 ( 6 ) 1 1.0 33.254 0.33 1:40:00 1 0 0 100
exit_long_normal_d_1_20 ( 5 ) 1 1.98 33.125 0.33 0:20:00 1 0 0 100
exit_long_normal_d_1_70 ( 6 ) 1 1.21 32.772 0.33 0:20:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 1 1.68 32.035 0.32 0:03:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 2 0.6 31.897 0.32 1:55:00 2 0 0 100
exit_long_tc_u_1 ( 141 143 ) 1 1.25 30.466 0.3 0:03:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.18 30.038 0.3 0:02:00 1 0 0 100
exit_long_normal_d_1_70 ( 2 ) 1 1.64 29.004 0.29 0:40:00 1 0 0 100
exit_long_normal_d_1_20 ( 3 6 ) 1 1.27 28.155 0.28 0:48:00 1 0 0 100
exit_long_normal_w_1_11 ( 6 ) 1 1.39 28.103 0.28 5:35:00 1 0 0 100
exit_long_tc_d_1_20 ( 143 ) 1 1.15 28.087 0.28 0:20:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 120 ) 1 1.51 27.663 0.28 0:38:00 1 0 0 100
exit_long_quick_d_1_95 ( 42 ) 1 1.22 26.266 0.26 0:50:00 1 0 0 100
exit_long_quick_d_1_6 ( 41 ) 1 1.28 26.209 0.26 0:20:00 1 0 0 100
exit_long_normal_u_1 ( 2 5 ) 1 1.01 25.359 0.25 0:19:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.26 23.730 0.24 0:20:00 1 0 0 100
exit_long_quick_d_0_25 ( 42 ) 1 0.87 22.258 0.22 4:55:00 1 0 0 100
exit_long_normal_u_1 ( 3 4 ) 1 1.29 21.702 0.22 0:07:00 1 0 0 100
exit_long_tc_d_1_64 ( 141 ) 1 0.93 21.647 0.22 5:20:00 1 0 0 100
exit_long_normal_w_1_8 ( 6 ) 1 1.07 21.561 0.22 1:45:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 1 1.3 21.418 0.21 0:03:00 1 0 0 100
exit_long_normal_d_0_80 ( 6 120 ) 1 0.84 21.361 0.21 0:55:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 120 ) 1 1.03 21.255 0.21 0:35:00 1 0 0 100
exit_long_normal_d_1_84 ( 6 141 142 ) 1 0.72 20.586 0.21 6:49:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 141 143 ) 1 1.05 20.264 0.2 0:42:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 ) 1 1.01 19.381 0.19 0:04:00 1 0 0 100
exit_long_normal_d_1_64 ( 6 ) 1 0.95 19.218 0.19 2:36:00 1 0 0 100
exit_long_tc_d_1_53 ( 142 ) 1 0.91 17.359 0.17 1:13:00 1 0 0 100
exit_long_normal_w_0_3 ( 3 ) 1 0.57 14.215 0.14 1:35:00 1 0 0 100
exit_long_normal_w_0_7 ( 6 ) 1 0.4 13.646 0.14 2:05:00 1 0 0 100
exit_long_normal_u_0 ( 2 6 ) 1 0.54 13.450 0.13 0:06:00 1 0 0 100
exit_long_normal_w_0_1 ( 6 ) 2 0.15 12.332 0.12 6 days, 4:08:00 2 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.46 11.204 0.11 0:01:00 1 0 0 100
exit_long_normal_d_0_62 ( 6 ) 1 0.3 10.111 0.1 1:30:00 1 0 0 100
exit_long_normal_w_0_9 ( 6 ) 1 0.31 10.011 0.1 3:55:00 1 0 0 100
exit_long_normal_w_0_12 ( 6 ) 1 0.52 8.620 0.09 4:20:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 5 ) 1 0.18 5.415 0.05 7:04:00 1 0 0 100
TOTAL 141 2.29 7862.234 78.62 7:44:00 141 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('142 ', 'exit_profit_long_tc_t_12_1_m ( 142 )') 1 27.78 730.543 7.31 8:45:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 5 1.93 503.614 5.04 3 days, 19:40:00 5 0 0 100
('6 ', 'exit_long_normal_w_11_2 ( 6 )') 1 18.68 362.208 3.62 3:10:00 1 0 0 100
('141 ', 'exit_long_tc_o_11 ( 141 )') 1 12.61 360.687 3.61 1:27:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 10 1.26 269.828 2.7 0:13:00 10 0 0 100
('6 141 142 ', 'exit_profit_long_normal_t_8_2_m ( 6 141 142 )') 1 8.7 235.216 2.35 2:45:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_3_1_m ( 6 )') 2 3.16 190.955 1.91 10:02:00 2 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 4 1.37 140.534 1.41 0:05:00 4 0 0 100
('6 ', 'exit_long_normal_d_5_3 ( 6 )') 1 5.03 135.936 1.36 1:50:00 1 0 0 100
('2 3 4 5 6 ', 'exit_long_normal_u_5 ( 2 3 4 5 6 )') 1 5.17 128.591 1.29 0:02:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 4 1.37 127.918 1.28 0:04:00 4 0 0 100
('120 ', 'force_exit') 1 1.98 121.703 1.22 5 days, 20:20:00 1 0 0 100
('5 ', 'exit_long_normal_u_4 ( 5 )') 1 4.45 118.188 1.18 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_w_5_11 ( 6 )') 1 5.29 116.149 1.16 2:55:00 1 0 0 100
('142 ', 'exit_profit_long_tc_t_6_2_m ( 142 )') 1 6.58 112.384 1.12 3:40:00 1 0 0 100
('6 ', 'exit_long_normal_w_5_12 ( 6 )') 1 5.56 106.993 1.07 1:55:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 2 1.93 104.267 1.04 0:14:00 2 0 0 100
('141 142 ', 'exit_long_tc_d_3_3 ( 141 142 )') 1 3.85 104.023 1.04 0:35:00 1 0 0 100
('120 141 ', 'exit_long_tc_w_3_7 ( 120 141 )') 1 2.38 100.629 1.01 4:15:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 4 1.19 99.573 1.0 0:02:00 4 0 0 100
('6 ', 'exit_long_normal_d_2_87 ( 6 )') 2 2.19 98.614 0.99 0:30:00 2 0 0 100
('2 3 4 ', 'exit_long_normal_u_3 ( 2 3 4 )') 1 3.58 95.886 0.96 0:27:00 1 0 0 100
('42 ', 'exit_long_quick_q_8 ( 42 )') 1 4.43 89.867 0.9 0:30:00 1 0 0 100
('142 ', 'exit_long_tc_d_3_89 ( 142 )') 1 3.12 88.376 0.88 1:24:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_2 ( 2 3 )') 2 2.05 85.044 0.85 0:14:00 2 0 0 100
('6 141 ', 'exit_long_normal_d_4_97 ( 6 141 )') 1 4.42 84.981 0.85 0:35:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 3 1.3 84.160 0.84 0:09:00 3 0 0 100
('142 ', 'exit_long_tc_d_3_55 ( 142 )') 1 3.91 73.785 0.74 1:05:00 1 0 0 100
('142 ', 'exit_long_tc_d_4_40 ( 142 )') 1 4.08 72.341 0.72 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_71 ( 6 )') 1 2.56 71.437 0.71 0:25:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 2 1.71 70.636 0.71 0:07:00 2 0 0 100
('6 ', 'exit_long_normal_d_3_69 ( 6 )') 1 2.82 69.395 0.69 2:25:00 1 0 0 100
('42 ', 'exit_long_quick_q_6 ( 42 )') 1 3.19 68.429 0.68 6:50:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_8 ( 142 )') 1 2.08 67.814 0.68 3:45:00 1 0 0 100
('41 ', 'exit_long_quick_q_2 ( 41 )') 1 1.87 65.894 0.66 4:32:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_20 ( 6 )') 2 1.46 63.669 0.64 0:36:00 2 0 0 100
('42 ', 'exit_long_quick_d_2_75 ( 42 )') 1 2.49 63.207 0.63 0:50:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_2_55 ( 6 142 )') 1 1.73 62.397 0.62 5:40:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 2 1.42 62.391 0.62 0:12:00 2 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.34 62.312 0.62 1:05:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_3_42 ( 141 142 )') 1 3.21 61.853 0.62 1:29:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_3_70 ( 6 142 )') 1 3.39 60.095 0.6 0:43:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_88 ( 6 )') 1 2.53 59.560 0.6 0:50:00 1 0 0 100
('41 ', 'exit_long_quick_d_3_70 ( 41 )') 1 3.43 57.656 0.58 0:20:00 1 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 2 1.11 57.136 0.57 0:03:00 2 0 0 100
('120 142 ', 'exit_long_tc_d_2_65 ( 120 142 )') 1 2.04 55.164 0.55 0:33:00 1 0 0 100
('143 ', 'exit_long_tc_d_2_70 ( 143 )') 1 1.97 55.019 0.55 0:25:00 1 0 0 100
('142 ', 'exit_long_tc_d_3_42 ( 142 )') 1 3.08 54.868 0.55 0:31:00 1 0 0 100
('141 ', 'exit_long_tc_d_2_71 ( 141 )') 1 2.7 54.589 0.55 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_9 ( 6 )') 1 2.67 50.696 0.51 0:50:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_8 ( 6 )') 1 2.78 50.465 0.5 1:25:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_7 ( 6 )') 1 2.79 49.184 0.49 1:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_66 ( 6 )') 1 2.59 48.457 0.48 0:30:00 1 0 0 100
('3 141 142 ', 'exit_long_normal_u_1 ( 3 141 142 )') 1 1.72 48.274 0.48 0:02:00 1 0 0 100
('43 ', 'exit_long_quick_u_2 ( 43 )') 1 2.17 48.139 0.48 0:08:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_55 ( 142 )') 1 1.43 48.051 0.48 11:50:00 1 0 0 100
('41 ', 'exit_long_quick_u_2 ( 41 )') 1 2.48 45.535 0.46 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_91 ( 6 )') 1 2.23 45.505 0.46 0:26:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 2 1.35 45.124 0.45 0:08:00 2 0 0 100
('42 ', 'exit_long_quick_q_3 ( 42 )') 1 2.13 44.779 0.45 1:20:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_12 ( 6 )') 1 1.5 42.145 0.42 4:10:00 1 0 0 100
('142 ', 'exit_long_tc_u_2 ( 142 )') 1 2.04 41.830 0.42 0:01:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_66 ( 5 )') 1 1.53 39.665 0.4 0:25:00 1 0 0 100
('4 ', 'exit_long_normal_u_1 ( 4 )') 1 1.81 36.949 0.37 0:42:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_w_1_11 ( 6 141 142 )') 1 1.31 36.932 0.37 4:06:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_2 ( 6 )') 1 1.4 36.511 0.37 10:26:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_72 ( 142 )') 1 2.05 36.186 0.36 0:38:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_42 ( 6 )') 1 2.05 34.098 0.34 0:58:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_70 ( 41 )') 1 1.39 34.019 0.34 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_81 ( 6 )') 1 1.0 33.254 0.33 1:40:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_20 ( 5 )') 1 1.98 33.125 0.33 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_70 ( 6 )') 1 1.21 32.772 0.33 0:20:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 1 1.68 32.035 0.32 0:03:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 2 0.6 31.897 0.32 1:55:00 2 0 0 100
('141 143 ', 'exit_long_tc_u_1 ( 141 143 )') 1 1.25 30.466 0.3 0:03:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.18 30.038 0.3 0:02:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_70 ( 2 )') 1 1.64 29.004 0.29 0:40:00 1 0 0 100
('3 6 ', 'exit_long_normal_d_1_20 ( 3 6 )') 1 1.27 28.155 0.28 0:48:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_11 ( 6 )') 1 1.39 28.103 0.28 5:35:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 1 1.15 28.087 0.28 0:20:00 1 0 0 100
('6 120 ', 'exit_long_normal_d_1_20 ( 6 120 )') 1 1.51 27.663 0.28 0:38:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_95 ( 42 )') 1 1.22 26.266 0.26 0:50:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_6 ( 41 )') 1 1.28 26.209 0.26 0:20:00 1 0 0 100
('2 5 ', 'exit_long_normal_u_1 ( 2 5 )') 1 1.01 25.359 0.25 0:19:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.26 23.730 0.24 0:20:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_25 ( 42 )') 1 0.87 22.258 0.22 4:55:00 1 0 0 100
('3 4 ', 'exit_long_normal_u_1 ( 3 4 )') 1 1.29 21.702 0.22 0:07:00 1 0 0 100
('141 ', 'exit_long_tc_d_1_64 ( 141 )') 1 0.93 21.647 0.22 5:20:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_8 ( 6 )') 1 1.07 21.561 0.22 1:45:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 1 1.3 21.418 0.21 0:03:00 1 0 0 100
('6 120 ', 'exit_long_normal_d_0_80 ( 6 120 )') 1 0.84 21.361 0.21 0:55:00 1 0 0 100
('42 120 ', 'exit_long_quick_d_1_27 ( 42 120 )') 1 1.03 21.255 0.21 0:35:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_d_1_84 ( 6 141 142 )') 1 0.72 20.586 0.21 6:49:00 1 0 0 100
('6 141 143 ', 'exit_long_normal_d_1_20 ( 6 141 143 )') 1 1.05 20.264 0.2 0:42:00 1 0 0 100
('6 141 ', 'exit_long_normal_u_1 ( 6 141 )') 1 1.01 19.381 0.19 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_64 ( 6 )') 1 0.95 19.218 0.19 2:36:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_53 ( 142 )') 1 0.91 17.359 0.17 1:13:00 1 0 0 100
('3 ', 'exit_long_normal_w_0_3 ( 3 )') 1 0.57 14.215 0.14 1:35:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_7 ( 6 )') 1 0.4 13.646 0.14 2:05:00 1 0 0 100
('2 6 ', 'exit_long_normal_u_0 ( 2 6 )') 1 0.54 13.450 0.13 0:06:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_1 ( 6 )') 2 0.15 12.332 0.12 6 days, 4:08:00 2 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.46 11.204 0.11 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_62 ( 6 )') 1 0.3 10.111 0.1 1:30:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_9 ( 6 )') 1 0.31 10.011 0.1 3:55:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_12 ( 6 )') 1 0.52 8.620 0.09 4:20:00 1 0 0 100
('5 ', 'exit_profit_long_normal_t_0_1_m ( 5 )') 1 0.18 5.415 0.05 7:04:00 1 0 0 100
TOTAL 141 2.29 7862.234 78.62 7:44:00 141 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/01/2021 21.418 1 0 0
02/01/2021 16.633 1 0 0
03/01/2021 42.718 2 0 0
04/01/2021 410.012 11 0 0
05/01/2021 0 0 0 0
06/01/2021 172.214 3 0 0
07/01/2021 379.257 8 0 0
08/01/2021 390.658 10 0 0
09/01/2021 73.785 1 0 0
10/01/2021 812.705 12 0 0
11/01/2021 555.308 14 0 0
12/01/2021 174.727 5 0 0
13/01/2021 135.115 2 0 0
14/01/2021 186.337 6 0 0
15/01/2021 187.745 3 0 0
16/01/2021 942.106 5 0 0
17/01/2021 10.011 1 0 0
18/01/2021 199.164 2 0 0
19/01/2021 23.503 2 0 0
20/01/2021 197.601 6 0 0
21/01/2021 774.294 20 0 0
22/01/2021 272.468 6 0 0
23/01/2021 0 0 0 0
24/01/2021 119.664 1 0 0
25/01/2021 0 0 0 0
26/01/2021 118.188 1 0 0
27/01/2021 771.441 8 0 0
28/01/2021 0 0 0 0
29/01/2021 635.63 5 0 0
30/01/2021 5.415 1 0 0
31/01/2021 112.416 3 0 0
01/02/2021 121.703 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2021-01-01 00:00:00
Backtesting to 2021-02-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 141 / 4.55
Starting balance 10000 USDT
Final balance 17862.234 USDT
Absolute profit 7862.234 USDT
Total profit % 78.62%
CAGR % 92442.33%
Sortino -100.00
Sharpe 63.92
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 55.76 (100.00)
Avg. daily profit % 2.54%
Avg. stake amount 2113.009 USDT
Total trade volume 297934.279 USDT
Best Pair STX/USDT 8.74%
Worst Pair ARPA/USDT 0.00%
Best trade STX/USDT 27.78%
Worst trade NWC/USDT 0.03%
Best day 942.106 USDT
Worst day 0 USDT
Days win/draw/lose 28 / 4 / 0
Avg. Duration Winners 7:44:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 141 / 0
Rejected Entry signals 188
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 72.03%

Backtested 2021-01-01 00:00:00 -> 2021-02-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 141 2.29 7862.234 78.62 7:44:00 141 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20210201-20210301

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 18:28:00 18:28:00 18:09:00 18:14:00 17:38:00
Market Change 87.09 % 87.09 % 87.09 % 87.09 % 87.09 %
Max Drawdown 14.3837 % 14.3837 % 12.9157 % 14.8737 % 14.5008 %
Profit Mean 1.75 % 1.75 % 1.77 % 1.73 % 1.74 %
Profit Sum 203.32 % 203.32 % 212.9 % 205.53 % 210.25 %
Profit Total 26.02 % 26.02 % 31.01 % 26.06 % 27.64 %
Trades 116 116 120 119 121
Win Rate 94.83 % 94.83 % 95.83 % 94.96 % 95.04 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALEPH/USDT 11 2.5 582.575 5.83 4:49:00 11 0 0 100
ATOM/USDT 7 3.06 449.570 4.5 0:59:00 7 0 0 100
GRT/USDT 7 2.34 434.517 4.35 1 day, 0:37:00 7 0 0 100
ONT/USDT 6 1.62 219.285 2.19 0:48:00 6 0 0 100
COTI/USDT 3 3.49 193.851 1.94 0:47:00 3 0 0 100
VRA/USDT 4 2.27 180.947 1.81 4:08:00 4 0 0 100
UMA/USDT 1 6.05 171.591 1.72 3 days, 12:15:00 1 0 0 100
DASH/USDT 2 3.85 158.659 1.59 3:48:00 2 0 0 100
WIN/USDT 4 2.2 155.800 1.56 0:24:00 4 0 0 100
FIL/USDT 1 6.75 148.109 1.48 0:45:00 1 0 0 100
NIM/USDT 5 1.39 138.626 1.39 4:43:00 5 0 0 100
XLM/USDT 4 1.97 137.293 1.37 0:23:00 4 0 0 100
BNB/USDT 2 3.19 133.235 1.33 0:54:00 2 0 0 100
ROSE/USDT 5 1.16 116.293 1.16 0:30:00 5 0 0 100
MLK/USDT 3 1.67 105.417 1.05 2:57:00 3 0 0 100
VELO/USDT 1 4.18 94.386 0.94 0:01:00 1 0 0 100
AVA/USDT 2 1.9 90.727 0.91 1:46:00 2 0 0 100
BCH/USDT 1 1.88 89.224 0.89 9 days, 1:55:00 1 0 0 100
TRX/USDT 2 1.7 76.422 0.76 5:03:00 2 0 0 100
ONE/USDT 2 1.98 65.645 0.66 0:32:00 2 0 0 100
VET/USDT 2 1.62 63.066 0.63 0:02:00 2 0 0 100
NWC/USDT 2 1.46 60.030 0.6 0:22:00 2 0 0 100
TEL/USDT 2 1.54 55.980 0.56 1:16:00 2 0 0 100
EOS/USDT 2 1.55 55.324 0.55 0:32:00 2 0 0 100
STX/USDT 3 0.88 53.656 0.54 2:06:00 3 0 0 100
ADA/USDT 2 1.17 52.552 0.53 0:04:00 2 0 0 100
DAG/USDT 2 1.26 47.668 0.48 5:26:00 2 0 0 100
AAVE/USDT 3 0.78 45.535 0.46 0:04:00 3 0 0 100
YFI/USDT 1 1.06 32.435 0.32 1:26:00 1 0 0 100
DEGO/USDT 1 1.44 31.788 0.32 0:25:00 1 0 0 100
ARPA/USDT 2 0.72 30.997 0.31 0:02:00 2 0 0 100
EWT/USDT 1 1.84 30.668 0.31 1:05:00 1 0 0 100
BTT/USDT 1 1.3 28.493 0.28 0:47:00 1 0 0 100
DGB/USDT 1 0.95 25.928 0.26 1:04:00 1 0 0 100
LINK/USDT 1 1.26 25.390 0.25 5:30:00 1 0 0 100
NEO/USDT 1 1.32 25.235 0.25 0:12:00 1 0 0 100
SNX/USDT 1 1.36 22.561 0.23 0:06:00 1 0 0 100
DIA/USDT 1 1.12 19.647 0.2 0:03:00 1 0 0 100
MKR/USDT 1 1.1 19.221 0.19 0:17:00 1 0 0 100
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 1 -1.97 -170.757 -1.71 8 days, 9:05:00 0 0 1 0
XRP/USDT 1 -1.05 -236.976 -2.37 27 days, 10:20:00 0 0 1 0
SXP/USDT 4 1.2 -271.230 -2.71 1 day, 10:47:00 3 0 1 75.0
ALGO/USDT 2 -0.33 -283.974 -2.84 4 days, 4:27:00 1 0 1 50.0
UNI/USDT 2 -1.07 -388.382 -3.88 3 days, 1:20:00 1 0 1 50.0
UOS/USDT 3 -1.69 -515.365 -5.15 1 day, 23:15:00 2 0 1 66.7
TOTAL 116 1.75 2601.665 26.02 18:28:00 110 0 6 94.8

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETC/USDT 1 -1.97 -170.757 -1.71 8 days, 9:05:00 0 0 1 0
XRP/USDT 1 -1.05 -236.976 -2.37 27 days, 10:20:00 0 0 1 0
ALGO/USDT 1 -1.85 -307.247 -3.07 8 days, 8:40:00 0 0 1 0
UNI/USDT 1 -2.84 -407.040 -4.07 5 days, 21:55:00 0 0 1 0
SXP/USDT 1 -2.89 -426.492 -4.26 5 days, 17:10:00 0 0 1 0
UOS/USDT 1 -7.49 -568.594 -5.69 5 days, 20:55:00 0 0 1 0
TOTAL 6 -3.02 -2117.105 -21.17 10 days, 6:41:00 0 0 6 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 60 1.99 2295.438 22.95 14:48:00 59 0 1 98.3
143 4 3.6 290.434 2.9 0:34:00 4 0 0 100
43 4 2.35 173.958 1.74 0:08:00 4 0 0 100
6 142 3 1.77 105.215 1.05 1:58:00 3 0 0 100
1 2 2.83 101.656 1.02 0:17:00 2 0 0 100
3 4 1.34 101.653 1.02 0:09:00 4 0 0 100
6 42 2 2.32 98.785 0.99 0:12:00 2 0 0 100
141 4 1.14 95.228 0.95 0:22:00 4 0 0 100
120 4 0.99 84.811 0.85 6 days, 3:12:00 3 0 1 75.0
5 3 1.13 67.025 0.67 0:58:00 3 0 0 100
41 2 1.49 62.079 0.62 2:29:00 2 0 0 100
2 3 1 2.23 45.170 0.45 0:13:00 1 0 0 100
141 142 1 1.79 35.964 0.36 0:01:00 1 0 0 100
142 10 1.69 29.481 0.29 16:04:00 9 0 1 90.0
2 3 5 1 1.17 25.402 0.25 0:02:00 1 0 0 100
6 141 142 1 1.15 25.384 0.25 0:08:00 1 0 0 100
3 141 142 1 1.05 23.272 0.23 0:08:00 1 0 0 100
2 1 1.23 22.106 0.22 0:02:00 1 0 0 100
2 3 6 1 0.9 15.312 0.15 0:28:00 1 0 0 100
6 120 142 1 -1.85 -307.247 -3.07 8 days, 8:40:00 0 0 1 0
42 6 0.0 -789.463 -7.89 1 day, 23:08:00 4 0 2 66.7
TOTAL 116 1.75 2601.665 26.02 18:28:00 110 0 6 94.8

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 17 1.28 424.088 4.24 0:07:00 17 0 0 100
exit_long_grind_g ( 120 ) 3 1.98 255.568 2.56 5 days, 9:15:00 3 0 0 100
exit_long_tc_w_8_2 ( 142 ) 1 8.82 200.790 2.01 1:40:00 1 0 0 100
exit_long_normal_w_10_1 ( 6 ) 1 6.05 171.591 1.72 3 days, 12:15:00 1 0 0 100
exit_long_tc_d_6_81 ( 143 ) 1 6.75 148.109 1.48 0:45:00 1 0 0 100
exit_long_normal_u_6 ( 6 ) 1 6.13 125.878 1.26 0:03:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 4 1.36 113.828 1.14 4:20:00 4 0 0 100
exit_long_normal_w_5_5 ( 6 ) 1 5.22 108.597 1.09 1:41:00 1 0 0 100
exit_long_normal_w_5_7 ( 6 ) 1 5.42 104.547 1.05 0:35:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 4 1.34 101.653 1.02 0:09:00 4 0 0 100
exit_long_quick_d_5_70 ( 42 ) 1 5.52 101.265 1.01 0:17:00 1 0 0 100
exit_long_normal_w_4_7 ( 6 ) 1 4.78 100.260 1.0 2:45:00 1 0 0 100
exit_long_normal_u_4 ( 6 ) 1 4.18 94.386 0.94 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 4 1.13 90.622 0.91 0:05:00 4 0 0 100
exit_long_quick_u_4 ( 43 ) 1 4.73 89.741 0.9 0:06:00 1 0 0 100
exit_long_normal_d_2_42 ( 6 ) 2 2.21 89.268 0.89 2:29:00 2 0 0 100
exit_long_normal_d_4_84 ( 6 ) 1 4.14 89.121 0.89 3:40:00 1 0 0 100
exit_long_normal_d_4_42 ( 6 ) 1 4.2 76.085 0.76 0:47:00 1 0 0 100
exit_long_normal_u_4 ( 1 ) 1 4.46 74.924 0.75 0:04:00 1 0 0 100
exit_long_normal_w_3_12 ( 6 ) 1 2.79 74.308 0.74 3:20:00 1 0 0 100
exit_long_normal_d_3_81 ( 6 ) 1 2.8 73.965 0.74 1:13:00 1 0 0 100
exit_profit_long_normal_t_4_1_m ( 6 ) 1 4.09 72.856 0.73 2:00:00 1 0 0 100
exit_long_tc_w_4_7 ( 143 ) 1 4.21 69.766 0.7 1:25:00 1 0 0 100
exit_profit_long_normal_t_3_1_m ( 6 ) 1 3.56 69.538 0.7 3:55:00 1 0 0 100
exit_long_normal_d_3_95 ( 6 ) 1 3.54 69.115 0.69 0:55:00 1 0 0 100
exit_long_normal_d_3_65 ( 6 ) 1 3.02 67.489 0.67 0:24:00 1 0 0 100
exit_long_normal_d_1_95 ( 6 ) 2 1.72 65.102 0.65 1:12:00 2 0 0 100
exit_long_normal_w_3_2 ( 6 ) 1 1.58 64.407 0.64 1 day, 18:30:00 1 0 0 100
exit_long_normal_d_3_40 ( 6 142 ) 1 3.33 58.137 0.58 1:00:00 1 0 0 100
exit_long_normal_d_2_20 ( 6 42 ) 1 2.71 57.627 0.58 0:16:00 1 0 0 100
exit_long_tc_d_2_55 ( 142 ) 1 2.28 55.570 0.56 10:05:00 1 0 0 100
exit_long_normal_d_3_42 ( 6 ) 1 3.04 55.103 0.55 1:12:00 1 0 0 100
exit_long_tc_d_2_65 ( 142 ) 1 2.46 53.222 0.53 0:26:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 2 1.33 49.054 0.49 0:11:00 2 0 0 100
exit_long_normal_d_1_77 ( 6 ) 2 1.22 48.890 0.49 1:06:00 2 0 0 100
exit_long_normal_d_2_43 ( 6 ) 1 2.45 47.524 0.48 0:35:00 1 0 0 100
exit_long_quick_d_2_81 ( 42 ) 1 2.41 46.858 0.47 2:50:00 1 0 0 100
exit_long_tc_u_2 ( 143 ) 1 2.1 46.696 0.47 0:04:00 1 0 0 100
exit_long_tc_d_2_71 ( 141 ) 1 2.06 46.044 0.46 0:15:00 1 0 0 100
exit_long_normal_u_2 ( 2 3 ) 1 2.23 45.170 0.45 0:13:00 1 0 0 100
exit_long_quick_q_7 ( 41 ) 1 1.88 41.918 0.42 3:55:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 6 ) 1 2.19 41.491 0.41 9:53:00 1 0 0 100
exit_long_normal_d_2_64 ( 6 ) 1 2.3 41.422 0.41 0:30:00 1 0 0 100
exit_long_normal_u_1 ( 6 42 ) 1 1.94 41.158 0.41 0:07:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 ) 1 1.71 38.622 0.39 0:29:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.79 35.964 0.36 0:01:00 1 0 0 100
exit_long_quick_u_2 ( 43 ) 1 2.01 35.163 0.35 0:02:00 1 0 0 100
exit_long_normal_d_1_83 ( 6 ) 1 1.63 34.931 0.35 0:40:00 1 0 0 100
exit_profit_long_normal_t_2_2_m ( 6 ) 1 2.01 33.349 0.33 4:58:00 1 0 0 100
exit_profit_long_normal_t_1_2_m ( 6 ) 1 1.06 32.435 0.32 1:26:00 1 0 0 100
exit_long_normal_d_1_6 ( 5 ) 1 1.82 32.358 0.32 0:30:00 1 0 0 100
exit_long_tc_d_1_95 ( 142 ) 1 1.44 32.285 0.32 2:20:00 1 0 0 100
exit_long_quick_d_1_64 ( 42 ) 1 1.25 31.003 0.31 1:14:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.29 28.422 0.28 0:08:00 1 0 0 100
exit_long_normal_d_1_70 ( 1 ) 1 1.21 26.732 0.27 0:30:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 1 1.21 26.497 0.26 0:19:00 1 0 0 100
exit_long_normal_d_1_10 ( 6 ) 1 0.95 25.928 0.26 1:04:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 1 1.33 25.862 0.26 0:03:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 5 ) 1 1.17 25.402 0.25 0:02:00 1 0 0 100
exit_long_normal_d_1_84 ( 6 ) 1 1.26 25.390 0.25 5:30:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 1 1.15 25.384 0.25 0:08:00 1 0 0 100
exit_long_normal_d_1_71 ( 6 ) 1 1.23 25.153 0.25 1:09:00 1 0 0 100
exit_long_tc_w_1_11 ( 141 ) 1 1.07 24.612 0.25 1:10:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 1 1.11 24.188 0.24 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 3 141 142 ) 1 1.05 23.272 0.23 0:08:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.23 22.106 0.22 0:02:00 1 0 0 100
exit_long_quick_d_1_53 ( 41 ) 1 1.09 20.161 0.2 1:03:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.17 19.299 0.19 0:01:00 1 0 0 100
exit_long_normal_d_0_79 ( 6 142 ) 1 0.69 18.657 0.19 4:45:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 2 3 6 ) 1 0.9 15.312 0.15 0:28:00 1 0 0 100
exit_long_normal_d_0_3 ( 5 ) 1 0.46 10.480 0.1 2:23:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.41 8.838 0.09 0:02:00 1 0 0 100
exit_long_normal_d_0_80 ( 6 ) 1 0.33 6.177 0.06 1:00:00 1 0 0 100
exit_long_normal_d_0_97 ( 6 ) 1 0.26 5.318 0.05 1:10:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 1 0.28 5.273 0.05 0:01:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 2 0.12 4.359 0.04 9:02:00 2 0 0 100
exit_long_tc_d_0_8 ( 142 ) 1 0.18 4.033 0.04 3:54:00 1 0 0 100
exit_profit_long_normal_t_0_3_m ( 6 ) 1 0.13 3.054 0.03 5:10:00 1 0 0 100
force_exit 6 -3.02 -2117.105 -21.17 10 days, 6:41:00 0 0 6 0
TOTAL 116 1.75 2601.665 26.02 18:28:00 110 0 6 94.8

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 17 1.28 424.088 4.24 0:07:00 17 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 3 1.98 255.568 2.56 5 days, 9:15:00 3 0 0 100
('142 ', 'exit_long_tc_w_8_2 ( 142 )') 1 8.82 200.790 2.01 1:40:00 1 0 0 100
('6 ', 'exit_long_normal_w_10_1 ( 6 )') 1 6.05 171.591 1.72 3 days, 12:15:00 1 0 0 100
('143 ', 'exit_long_tc_d_6_81 ( 143 )') 1 6.75 148.109 1.48 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_u_6 ( 6 )') 1 6.13 125.878 1.26 0:03:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 4 1.36 113.828 1.14 4:20:00 4 0 0 100
('6 ', 'exit_long_normal_w_5_5 ( 6 )') 1 5.22 108.597 1.09 1:41:00 1 0 0 100
('6 ', 'exit_long_normal_w_5_7 ( 6 )') 1 5.42 104.547 1.05 0:35:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 4 1.34 101.653 1.02 0:09:00 4 0 0 100
('42 ', 'exit_long_quick_d_5_70 ( 42 )') 1 5.52 101.265 1.01 0:17:00 1 0 0 100
('6 ', 'exit_long_normal_w_4_7 ( 6 )') 1 4.78 100.260 1.0 2:45:00 1 0 0 100
('6 ', 'exit_long_normal_u_4 ( 6 )') 1 4.18 94.386 0.94 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 4 1.13 90.622 0.91 0:05:00 4 0 0 100
('43 ', 'exit_long_quick_u_4 ( 43 )') 1 4.73 89.741 0.9 0:06:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_42 ( 6 )') 2 2.21 89.268 0.89 2:29:00 2 0 0 100
('6 ', 'exit_long_normal_d_4_84 ( 6 )') 1 4.14 89.121 0.89 3:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_42 ( 6 )') 1 4.2 76.085 0.76 0:47:00 1 0 0 100
('1 ', 'exit_long_normal_u_4 ( 1 )') 1 4.46 74.924 0.75 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_12 ( 6 )') 1 2.79 74.308 0.74 3:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_81 ( 6 )') 1 2.8 73.965 0.74 1:13:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_4_1_m ( 6 )') 1 4.09 72.856 0.73 2:00:00 1 0 0 100
('143 ', 'exit_long_tc_w_4_7 ( 143 )') 1 4.21 69.766 0.7 1:25:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_3_1_m ( 6 )') 1 3.56 69.538 0.7 3:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_95 ( 6 )') 1 3.54 69.115 0.69 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_65 ( 6 )') 1 3.02 67.489 0.67 0:24:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_95 ( 6 )') 2 1.72 65.102 0.65 1:12:00 2 0 0 100
('6 ', 'exit_long_normal_w_3_2 ( 6 )') 1 1.58 64.407 0.64 1 day, 18:30:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_3_40 ( 6 142 )') 1 3.33 58.137 0.58 1:00:00 1 0 0 100
('6 42 ', 'exit_long_normal_d_2_20 ( 6 42 )') 1 2.71 57.627 0.58 0:16:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_55 ( 142 )') 1 2.28 55.570 0.56 10:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 1 3.04 55.103 0.55 1:12:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_65 ( 142 )') 1 2.46 53.222 0.53 0:26:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 2 1.33 49.054 0.49 0:11:00 2 0 0 100
('6 ', 'exit_long_normal_d_1_77 ( 6 )') 2 1.22 48.890 0.49 1:06:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_43 ( 6 )') 1 2.45 47.524 0.48 0:35:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_81 ( 42 )') 1 2.41 46.858 0.47 2:50:00 1 0 0 100
('143 ', 'exit_long_tc_u_2 ( 143 )') 1 2.1 46.696 0.47 0:04:00 1 0 0 100
('141 ', 'exit_long_tc_d_2_71 ( 141 )') 1 2.06 46.044 0.46 0:15:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_2 ( 2 3 )') 1 2.23 45.170 0.45 0:13:00 1 0 0 100
('41 ', 'exit_long_quick_q_7 ( 41 )') 1 1.88 41.918 0.42 3:55:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_1_m ( 6 )') 1 2.19 41.491 0.41 9:53:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_64 ( 6 )') 1 2.3 41.422 0.41 0:30:00 1 0 0 100
('6 42 ', 'exit_long_normal_u_1 ( 6 42 )') 1 1.94 41.158 0.41 0:07:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_20 ( 6 )') 1 1.71 38.622 0.39 0:29:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.79 35.964 0.36 0:01:00 1 0 0 100
('43 ', 'exit_long_quick_u_2 ( 43 )') 1 2.01 35.163 0.35 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_83 ( 6 )') 1 1.63 34.931 0.35 0:40:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_2_m ( 6 )') 1 2.01 33.349 0.33 4:58:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_2_m ( 6 )') 1 1.06 32.435 0.32 1:26:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_6 ( 5 )') 1 1.82 32.358 0.32 0:30:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_95 ( 142 )') 1 1.44 32.285 0.32 2:20:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_64 ( 42 )') 1 1.25 31.003 0.31 1:14:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.29 28.422 0.28 0:08:00 1 0 0 100
('1 ', 'exit_long_normal_d_1_70 ( 1 )') 1 1.21 26.732 0.27 0:30:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 1 1.21 26.497 0.26 0:19:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_10 ( 6 )') 1 0.95 25.928 0.26 1:04:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 1 1.33 25.862 0.26 0:03:00 1 0 0 100
('2 3 5 ', 'exit_long_normal_u_1 ( 2 3 5 )') 1 1.17 25.402 0.25 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_84 ( 6 )') 1 1.26 25.390 0.25 5:30:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 1 1.15 25.384 0.25 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_71 ( 6 )') 1 1.23 25.153 0.25 1:09:00 1 0 0 100
('141 ', 'exit_long_tc_w_1_11 ( 141 )') 1 1.07 24.612 0.25 1:10:00 1 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 1 1.11 24.188 0.24 0:02:00 1 0 0 100
('3 141 142 ', 'exit_long_normal_u_1 ( 3 141 142 )') 1 1.05 23.272 0.23 0:08:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.23 22.106 0.22 0:02:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_53 ( 41 )') 1 1.09 20.161 0.2 1:03:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.17 19.299 0.19 0:01:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_0_79 ( 6 142 )') 1 0.69 18.657 0.19 4:45:00 1 0 0 100
('2 3 6 ', 'exit_profit_long_normal_t_0_2_m ( 2 3 6 )') 1 0.9 15.312 0.15 0:28:00 1 0 0 100
('5 ', 'exit_long_normal_d_0_3 ( 5 )') 1 0.46 10.480 0.1 2:23:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.41 8.838 0.09 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_80 ( 6 )') 1 0.33 6.177 0.06 1:00:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_97 ( 6 )') 1 0.26 5.318 0.05 1:10:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 1 0.28 5.273 0.05 0:01:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 2 0.12 4.359 0.04 9:02:00 2 0 0 100
('142 ', 'exit_long_tc_d_0_8 ( 142 )') 1 0.18 4.033 0.04 3:54:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_3_m ( 6 )') 1 0.13 3.054 0.03 5:10:00 1 0 0 100
('120 ', 'force_exit') 1 -1.97 -170.757 -1.71 8 days, 9:05:00 0 0 1 0
('6 ', 'force_exit') 1 -1.05 -236.976 -2.37 27 days, 10:20:00 0 0 1 0
('6 120 142 ', 'force_exit') 1 -1.85 -307.247 -3.07 8 days, 8:40:00 0 0 1 0
('142 ', 'force_exit') 1 -2.84 -407.040 -4.07 5 days, 21:55:00 0 0 1 0
('42 ', 'force_exit') 2 -5.19 -995.086 -9.95 5 days, 19:02:00 0 0 2 0
TOTAL 116 1.75 2601.665 26.02 18:28:00 110 0 6 94.8

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/02/2021 89.065 2 0 0
02/02/2021 0 0 0 0
03/02/2021 44.181 2 0 0
04/02/2021 132.079 2 0 0
05/02/2021 0 0 0 0
06/02/2021 47.524 1 0 0
07/02/2021 55.91 2 0 0
08/02/2021 72.159 2 0 0
09/02/2021 222.574 6 0 0
10/02/2021 481.644 11 0 0
11/02/2021 222.934 5 0 0
12/02/2021 197.866 4 0 0
13/02/2021 48.095 2 0 0
14/02/2021 198.332 5 0 0
15/02/2021 305.273 9 0 0
16/02/2021 312.017 6 0 0
17/02/2021 108.177 5 0 0
18/02/2021 193.392 4 0 0
19/02/2021 321.068 4 0 0
20/02/2021 267.189 8 0 0
21/02/2021 93.154 2 0 0
22/02/2021 966.64 24 0 0
23/02/2021 339.495 4 0 0
24/02/2021 0 0 0 0
25/02/2021 0 0 0 0
26/02/2021 0 0 0 0
27/02/2021 0 0 0 0
28/02/2021 0 0 0 0
01/03/2021 -2117.105 0 0 6

SUMMARY METRICS

Metric Value
Backtesting from 2021-02-01 00:00:00
Backtesting to 2021-03-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 116 / 4.14
Starting balance 10000 USDT
Final balance 12601.665 USDT
Absolute profit 2601.665 USDT
Total profit % 26.02%
CAGR % 1937.74%
Sortino 13.51
Sharpe 18.05
Calmar 123.42
Profit factor 2.23
Expectancy (Ratio) 22.43 (0.06)
Avg. daily profit % 0.93%
Avg. stake amount 1865.883 USDT
Total trade volume 216442.476 USDT
Best Pair ALEPH/USDT 5.83%
Worst Pair UOS/USDT -5.15%
Best trade ATOM/USDT 8.82%
Worst trade UOS/USDT -7.49%
Best day 966.64 USDT
Worst day -2117.105 USDT
Days win/draw/lose 21 / 7 / 1
Avg. Duration Winners 6:01:00
Avg. Duration Loser 10 days, 6:41:00
Max Consecutive Wins / Loss 110 / 6
Rejected Entry signals 654
Entry/Exit Timeouts 0 / 0
Min balance 10019.299 USDT
Max balance 14718.77 USDT
Max % of account underwater 14.38%
Absolute Drawdown (Account) 14.38%
Absolute Drawdown 2117.105 USDT
Drawdown high 4718.77 USDT
Drawdown low 2601.665 USDT
Drawdown Start 2021-02-23 05:53:00
Drawdown End 2021-03-01 00:00:00
Market change 87.09%

Backtested 2021-02-01 00:00:00 -> 2021-03-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 116 1.75 2601.665 26.02 18:28:00 110 0 6 94.8 2117.105 USDT 14.38%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20210301-20210401

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 7:28:00 9:38:00 9:40:00 9:50:00 10:20:00
Market Change 140.67 % 140.67 % 140.67 % 140.67 % 140.67 %
Max Drawdown 0.0 % 3.7549 % 3.7595 % 3.7492 % 3.8807 %
Profit Mean 1.8 % 1.72 % 1.74 % 1.79 % 1.81 %
Profit Sum 194.54 % 181.84 % 184.76 % 193.83 % 195.92 %
Profit Total 40.07 % 33.26 % 34.04 % 36.18 % 36.13 %
Trades 108 106 106 108 108
Win Rate 100.0 % 99.06 % 99.06 % 99.07 % 98.15 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 9 2.05 365.353 3.65 1:24:00 9 0 0 100
MLK/USDT 2 8.42 304.719 3.05 3:30:00 2 0 0 100
KAI/USDT 8 1.66 262.421 2.62 4:45:00 8 0 0 100
TEL/USDT 4 2.94 230.531 2.31 0:42:00 4 0 0 100
ROSE/USDT 4 2.38 220.096 2.2 9:22:00 4 0 0 100
CKB/USDT 4 2.44 199.788 2.0 2:10:00 4 0 0 100
GRT/USDT 4 1.82 197.936 1.98 2 days, 6:54:00 4 0 0 100
ONE/USDT 6 1.52 191.423 1.91 1:03:00 6 0 0 100
DEGO/USDT 4 2.17 183.581 1.84 2:35:00 4 0 0 100
COTI/USDT 6 1.36 177.318 1.77 0:07:00 6 0 0 100
CHR/USDT 7 1.19 165.955 1.66 1:10:00 7 0 0 100
DGB/USDT 3 2.44 140.935 1.41 0:46:00 3 0 0 100
ALGO/USDT 3 1.5 140.194 1.4 2 days, 0:07:00 3 0 0 100
VELO/USDT 6 0.98 111.941 1.12 0:34:00 6 0 0 100
NIM/USDT 3 1.66 109.652 1.1 1:51:00 3 0 0 100
ALEPH/USDT 3 1.72 91.206 0.91 0:09:00 3 0 0 100
DIA/USDT 2 2.09 90.671 0.91 2:26:00 2 0 0 100
ARPA/USDT 3 1.63 82.061 0.82 0:07:00 3 0 0 100
DAG/USDT 2 1.71 74.689 0.75 0:58:00 2 0 0 100
VET/USDT 3 1.34 73.496 0.73 0:18:00 3 0 0 100
SXP/USDT 2 1.29 52.847 0.53 0:10:00 2 0 0 100
KSM/USDT 2 1.31 47.773 0.48 5:38:00 2 0 0 100
NWC/USDT 1 2.3 47.574 0.48 0:20:00 1 0 0 100
EOS/USDT 2 1.04 45.374 0.45 0:30:00 2 0 0 100
JST/USDT 1 2.05 45.277 0.45 4:10:00 1 0 0 100
VIDT/USDT 3 0.62 44.405 0.44 14:16:00 3 0 0 100
BTT/USDT 1 2.05 44.161 0.44 0:40:00 1 0 0 100
ATOM/USDT 1 2.21 37.103 0.37 5:15:00 1 0 0 100
UOS/USDT 1 1.6 36.710 0.37 1:30:00 1 0 0 100
BNB/USDT 2 0.96 35.511 0.36 0:02:00 2 0 0 100
PLU/USDT 1 1.86 35.350 0.35 1:30:00 1 0 0 100
PRE/USDT 1 1.64 34.014 0.34 1:25:00 1 0 0 100
ADA/USDT 1 1.53 30.672 0.31 1:10:00 1 0 0 100
YFI/USDT 1 1.43 25.314 0.25 0:06:00 1 0 0 100
DOT/USDT 1 1.13 22.105 0.22 0:03:00 1 0 0 100
UNI/USDT 1 0.19 9.103 0.09 9 days, 3:15:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 108 1.8 4007.258 40.07 7:28:00 108 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UNI/USDT 1 0.19 9.103 0.09 9 days, 3:15:00 1 0 0 100
TOTAL 1 0.19 9.103 0.09 9 days, 3:15:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 62 1.94 2395.194 23.95 3:05:00 62 0 0 100
42 7 1.76 266.779 2.67 2:21:00 7 0 0 100
43 7 1.85 263.154 2.63 0:13:00 7 0 0 100
120 3 1.34 186.095 1.86 8 days, 1:08:00 3 0 0 100
3 3 2.07 138.180 1.38 0:20:00 3 0 0 100
5 3 2.37 137.387 1.37 0:14:00 3 0 0 100
2 4 1.47 122.018 1.22 0:10:00 4 0 0 100
41 4 1.36 109.641 1.1 0:16:00 4 0 0 100
142 3 1.34 79.654 0.8 0:19:00 3 0 0 100
1 1 3.5 57.921 0.58 0:01:00 1 0 0 100
4 43 1 2.51 54.855 0.55 0:01:00 1 0 0 100
141 1 2.21 37.103 0.37 5:15:00 1 0 0 100
2 3 6 1 1.4 28.711 0.29 0:14:00 1 0 0 100
6 141 1 1.28 26.309 0.26 0:20:00 1 0 0 100
41 43 1 1.29 25.889 0.26 0:04:00 1 0 0 100
6 142 1 1.13 22.105 0.22 0:03:00 1 0 0 100
5 6 1 1.09 18.882 0.19 0:08:00 1 0 0 100
2 3 4 1 0.57 10.571 0.11 0:03:00 1 0 0 100
4 1 0.57 9.483 0.09 0:01:00 1 0 0 100
2 6 1 0.36 8.677 0.09 6:31:00 1 0 0 100
143 1 0.4 8.648 0.09 0:50:00 1 0 0 100
TOTAL 108 1.8 4007.258 40.07 7:28:00 108 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 17 1.27 417.064 4.17 0:06:00 17 0 0 100
exit_long_normal_u_2 ( 6 ) 5 2.33 208.276 2.08 0:05:00 5 0 0 100
exit_long_normal_d_10_3 ( 6 ) 1 11.71 198.047 1.98 5:50:00 1 0 0 100
exit_long_grind_g ( 120 ) 2 1.92 176.992 1.77 7 days, 12:05:00 2 0 0 100
exit_long_normal_d_5_41 ( 6 ) 1 5.13 106.672 1.07 1:11:00 1 0 0 100
exit_long_quick_u_2 ( 43 ) 2 2.54 103.081 1.03 0:02:00 2 0 0 100
exit_long_normal_d_5_9 ( 6 ) 1 4.72 97.053 0.97 1:35:00 1 0 0 100
exit_long_normal_d_4_35 ( 6 ) 1 2.56 92.214 0.92 1 day, 13:18:00 1 0 0 100
exit_long_normal_d_3_71 ( 3 ) 1 3.85 85.886 0.86 0:20:00 1 0 0 100
exit_long_normal_d_4_42 ( 6 ) 1 4.2 84.797 0.85 0:55:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 3 1.38 81.683 0.82 0:21:00 3 0 0 100
exit_long_quick_u_1 ( 41 ) 3 1.36 77.335 0.77 0:03:00 3 0 0 100
exit_long_normal_d_3_80 ( 5 ) 1 3.93 76.935 0.77 0:26:00 1 0 0 100
exit_long_normal_d_4_3 ( 6 ) 1 4.13 76.767 0.77 1:25:00 1 0 0 100
exit_long_quick_d_3_60 ( 43 ) 1 3.35 71.310 0.71 0:20:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 3 1.17 70.537 0.71 0:02:00 3 0 0 100
exit_long_normal_d_3_55 ( 6 ) 1 3.08 66.107 0.66 1:10:00 1 0 0 100
exit_long_normal_u_3 ( 6 ) 1 3.34 59.960 0.6 0:02:00 1 0 0 100
exit_long_normal_w_3_13 ( 6 ) 1 2.6 59.376 0.59 1:55:00 1 0 0 100
exit_long_normal_d_3_42 ( 6 ) 1 3.02 58.763 0.59 0:45:00 1 0 0 100
exit_long_quick_q_7 ( 42 ) 1 2.66 58.753 0.59 4:47:00 1 0 0 100
exit_profit_long_normal_t_3_1_m ( 6 ) 1 3.27 58.136 0.58 2:20:00 1 0 0 100
exit_long_normal_u_3 ( 1 ) 1 3.5 57.921 0.58 0:01:00 1 0 0 100
exit_long_normal_u_2 ( 4 43 ) 1 2.51 54.855 0.55 0:01:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 2 1.3 54.071 0.54 0:04:00 2 0 0 100
exit_long_normal_d_2_3 ( 6 ) 1 2.54 52.208 0.52 2:00:00 1 0 0 100
exit_long_normal_u_2 ( 2 ) 1 2.39 51.481 0.51 0:34:00 1 0 0 100
exit_long_quick_q_4 ( 42 ) 1 2.33 51.457 0.51 4:37:00 1 0 0 100
exit_long_normal_w_2_10 ( 6 ) 1 2.2 50.602 0.51 3:05:00 1 0 0 100
exit_long_normal_d_2_80 ( 6 ) 1 2.3 47.574 0.48 0:20:00 1 0 0 100
exit_long_normal_d_2_70 ( 6 ) 1 2.71 46.653 0.47 0:39:00 1 0 0 100
exit_long_quick_d_2_8 ( 42 ) 1 2.05 45.277 0.45 4:10:00 1 0 0 100
exit_long_normal_w_2_7 ( 6 ) 1 2.09 44.665 0.45 1:27:00 1 0 0 100
exit_long_normal_d_2_42 ( 6 ) 1 2.05 44.161 0.44 0:40:00 1 0 0 100
exit_long_normal_d_2_72 ( 6 ) 1 2.11 40.386 0.4 0:51:00 1 0 0 100
exit_long_normal_d_2_84 ( 6 ) 1 2.07 39.335 0.39 4:20:00 1 0 0 100
exit_long_tc_d_2_84 ( 141 ) 1 2.21 37.103 0.37 5:15:00 1 0 0 100
exit_long_normal_d_1_10 ( 6 ) 1 1.6 36.710 0.37 1:30:00 1 0 0 100
exit_long_normal_d_2_77 ( 5 ) 1 2.11 36.669 0.37 0:15:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.97 36.177 0.36 0:15:00 1 0 0 100
exit_long_tc_d_1_20 ( 142 ) 1 1.72 35.440 0.35 0:10:00 1 0 0 100
exit_long_normal_w_1_8 ( 6 ) 1 1.86 35.350 0.35 1:30:00 1 0 0 100
exit_long_quick_d_1_3 ( 42 ) 1 1.64 34.014 0.34 1:25:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 ) 1 1.56 33.814 0.34 0:15:00 1 0 0 100
exit_long_quick_d_1_20 ( 41 ) 1 1.36 32.306 0.32 0:53:00 1 0 0 100
exit_long_normal_d_1_42 ( 6 ) 1 1.4 30.992 0.31 1:58:00 1 0 0 100
exit_long_normal_d_1_53 ( 6 ) 1 1.53 30.672 0.31 1:10:00 1 0 0 100
exit_long_normal_w_1_7 ( 6 ) 1 1.45 30.268 0.3 1:45:00 1 0 0 100
exit_long_normal_d_1_96 ( 3 ) 1 1.35 30.104 0.3 0:20:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 6 ) 1 1.4 28.711 0.29 0:14:00 1 0 0 100
exit_long_normal_d_1_87 ( 6 ) 1 1.36 27.890 0.28 0:55:00 1 0 0 100
exit_long_normal_w_1_3 ( 6 ) 1 1.25 26.814 0.27 1:15:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 141 ) 1 1.28 26.309 0.26 0:20:00 1 0 0 100
exit_long_quick_u_1 ( 41 43 ) 1 1.29 25.889 0.26 0:04:00 1 0 0 100
exit_long_normal_d_1_55 ( 6 ) 1 0.81 24.761 0.25 1 day, 11:26:00 1 0 0 100
exit_long_normal_d_1_80 ( 6 ) 1 1.2 24.063 0.24 0:55:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 1 1.07 23.782 0.24 0:02:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.03 23.208 0.23 1:23:00 1 0 0 100
exit_long_tc_w_1_3 ( 142 ) 1 1.06 23.183 0.23 0:40:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 2 0.51 22.690 0.23 4:40:00 2 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.02 22.190 0.22 0:19:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.13 22.105 0.22 0:03:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.25 21.031 0.21 0:08:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 1 0.95 19.832 0.2 1:08:00 1 0 0 100
exit_long_normal_u_1 ( 5 6 ) 1 1.09 18.882 0.19 0:08:00 1 0 0 100
exit_long_normal_d_1_61 ( 6 ) 1 1.05 17.658 0.18 11:15:00 1 0 0 100
exit_long_normal_d_0_52 ( 6 ) 1 0.39 14.075 0.14 1 day, 12:19:00 1 0 0 100
exit_long_normal_d_0_41 ( 6 ) 1 0.32 11.534 0.12 3:15:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 4 ) 1 0.57 10.571 0.11 0:03:00 1 0 0 100
exit_long_normal_u_0 ( 4 ) 1 0.57 9.483 0.09 0:01:00 1 0 0 100
force_exit 1 0.19 9.103 0.09 9 days, 3:15:00 1 0 0 100
exit_long_normal_d_0_97 ( 6 ) 1 0.53 8.953 0.09 1:15:00 1 0 0 100
exit_profit_long_normal_t_0_3_m ( 6 ) 1 0.52 8.788 0.09 6:25:00 1 0 0 100
exit_long_normal_d_0_90 ( 2 6 ) 1 0.36 8.677 0.09 6:31:00 1 0 0 100
exit_profit_long_tc_t_0_1_m ( 143 ) 1 0.4 8.648 0.09 0:50:00 1 0 0 100
exit_long_quick_u_0 ( 43 ) 1 0.4 7.081 0.07 0:02:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.16 2.897 0.03 0:04:00 1 0 0 100
exit_long_normal_w_0_9 ( 6 ) 1 0.12 2.440 0.02 5:33:00 1 0 0 100
TOTAL 108 1.8 4007.258 40.07 7:28:00 108 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 17 1.27 417.064 4.17 0:06:00 17 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 5 2.33 208.276 2.08 0:05:00 5 0 0 100
('6 ', 'exit_long_normal_d_10_3 ( 6 )') 1 11.71 198.047 1.98 5:50:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 2 1.92 176.992 1.77 7 days, 12:05:00 2 0 0 100
('6 ', 'exit_long_normal_d_5_41 ( 6 )') 1 5.13 106.672 1.07 1:11:00 1 0 0 100
('43 ', 'exit_long_quick_u_2 ( 43 )') 2 2.54 103.081 1.03 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_d_5_9 ( 6 )') 1 4.72 97.053 0.97 1:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_35 ( 6 )') 1 2.56 92.214 0.92 1 day, 13:18:00 1 0 0 100
('3 ', 'exit_long_normal_d_3_71 ( 3 )') 1 3.85 85.886 0.86 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_42 ( 6 )') 1 4.2 84.797 0.85 0:55:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 3 1.38 81.683 0.82 0:21:00 3 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 3 1.36 77.335 0.77 0:03:00 3 0 0 100
('5 ', 'exit_long_normal_d_3_80 ( 5 )') 1 3.93 76.935 0.77 0:26:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_3 ( 6 )') 1 4.13 76.767 0.77 1:25:00 1 0 0 100
('43 ', 'exit_long_quick_d_3_60 ( 43 )') 1 3.35 71.310 0.71 0:20:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 3 1.17 70.537 0.71 0:02:00 3 0 0 100
('6 ', 'exit_long_normal_d_3_55 ( 6 )') 1 3.08 66.107 0.66 1:10:00 1 0 0 100
('6 ', 'exit_long_normal_u_3 ( 6 )') 1 3.34 59.960 0.6 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_13 ( 6 )') 1 2.6 59.376 0.59 1:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 1 3.02 58.763 0.59 0:45:00 1 0 0 100
('42 ', 'exit_long_quick_q_7 ( 42 )') 1 2.66 58.753 0.59 4:47:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_3_1_m ( 6 )') 1 3.27 58.136 0.58 2:20:00 1 0 0 100
('1 ', 'exit_long_normal_u_3 ( 1 )') 1 3.5 57.921 0.58 0:01:00 1 0 0 100
('4 43 ', 'exit_long_normal_u_2 ( 4 43 )') 1 2.51 54.855 0.55 0:01:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 2 1.3 54.071 0.54 0:04:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_3 ( 6 )') 1 2.54 52.208 0.52 2:00:00 1 0 0 100
('2 ', 'exit_long_normal_u_2 ( 2 )') 1 2.39 51.481 0.51 0:34:00 1 0 0 100
('42 ', 'exit_long_quick_q_4 ( 42 )') 1 2.33 51.457 0.51 4:37:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_10 ( 6 )') 1 2.2 50.602 0.51 3:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_80 ( 6 )') 1 2.3 47.574 0.48 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_70 ( 6 )') 1 2.71 46.653 0.47 0:39:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_8 ( 42 )') 1 2.05 45.277 0.45 4:10:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_7 ( 6 )') 1 2.09 44.665 0.45 1:27:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_42 ( 6 )') 1 2.05 44.161 0.44 0:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_72 ( 6 )') 1 2.11 40.386 0.4 0:51:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_84 ( 6 )') 1 2.07 39.335 0.39 4:20:00 1 0 0 100
('141 ', 'exit_long_tc_d_2_84 ( 141 )') 1 2.21 37.103 0.37 5:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_10 ( 6 )') 1 1.6 36.710 0.37 1:30:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_77 ( 5 )') 1 2.11 36.669 0.37 0:15:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.97 36.177 0.36 0:15:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_20 ( 142 )') 1 1.72 35.440 0.35 0:10:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_8 ( 6 )') 1 1.86 35.350 0.35 1:30:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_3 ( 42 )') 1 1.64 34.014 0.34 1:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_20 ( 6 )') 1 1.56 33.814 0.34 0:15:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_20 ( 41 )') 1 1.36 32.306 0.32 0:53:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_42 ( 6 )') 1 1.4 30.992 0.31 1:58:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_53 ( 6 )') 1 1.53 30.672 0.31 1:10:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_7 ( 6 )') 1 1.45 30.268 0.3 1:45:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_96 ( 3 )') 1 1.35 30.104 0.3 0:20:00 1 0 0 100
('2 3 6 ', 'exit_long_normal_u_1 ( 2 3 6 )') 1 1.4 28.711 0.29 0:14:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_87 ( 6 )') 1 1.36 27.890 0.28 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_3 ( 6 )') 1 1.25 26.814 0.27 1:15:00 1 0 0 100
('6 141 ', 'exit_long_normal_d_1_20 ( 6 141 )') 1 1.28 26.309 0.26 0:20:00 1 0 0 100
('41 43 ', 'exit_long_quick_u_1 ( 41 43 )') 1 1.29 25.889 0.26 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_55 ( 6 )') 1 0.81 24.761 0.25 1 day, 11:26:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_80 ( 6 )') 1 1.2 24.063 0.24 0:55:00 1 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 1 1.07 23.782 0.24 0:02:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.03 23.208 0.23 1:23:00 1 0 0 100
('142 ', 'exit_long_tc_w_1_3 ( 142 )') 1 1.06 23.183 0.23 0:40:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 2 0.51 22.690 0.23 4:40:00 2 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.02 22.190 0.22 0:19:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.13 22.105 0.22 0:03:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.25 21.031 0.21 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 1 0.95 19.832 0.2 1:08:00 1 0 0 100
('5 6 ', 'exit_long_normal_u_1 ( 5 6 )') 1 1.09 18.882 0.19 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_61 ( 6 )') 1 1.05 17.658 0.18 11:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_52 ( 6 )') 1 0.39 14.075 0.14 1 day, 12:19:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_41 ( 6 )') 1 0.32 11.534 0.12 3:15:00 1 0 0 100
('2 3 4 ', 'exit_long_normal_u_0 ( 2 3 4 )') 1 0.57 10.571 0.11 0:03:00 1 0 0 100
('4 ', 'exit_long_normal_u_0 ( 4 )') 1 0.57 9.483 0.09 0:01:00 1 0 0 100
('120 ', 'force_exit') 1 0.19 9.103 0.09 9 days, 3:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_97 ( 6 )') 1 0.53 8.953 0.09 1:15:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_3_m ( 6 )') 1 0.52 8.788 0.09 6:25:00 1 0 0 100
('2 6 ', 'exit_long_normal_d_0_90 ( 2 6 )') 1 0.36 8.677 0.09 6:31:00 1 0 0 100
('143 ', 'exit_profit_long_tc_t_0_1_m ( 143 )') 1 0.4 8.648 0.09 0:50:00 1 0 0 100
('43 ', 'exit_long_quick_u_0 ( 43 )') 1 0.4 7.081 0.07 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.16 2.897 0.03 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_9 ( 6 )') 1 0.12 2.440 0.02 5:33:00 1 0 0 100
TOTAL 108 1.8 4007.258 40.07 7:28:00 108 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/03/2021 106.476 4 0 0
02/03/2021 0 0 0 0
03/03/2021 34.108 1 0 0
04/03/2021 8.953 1 0 0
05/03/2021 282.627 5 0 0
06/03/2021 46.653 1 0 0
07/03/2021 0 0 0 0
08/03/2021 212.51 6 0 0
09/03/2021 9.978 2 0 0
10/03/2021 131.514 4 0 0
11/03/2021 332.298 7 0 0
12/03/2021 284.794 8 0 0
13/03/2021 44.412 1 0 0
14/03/2021 35.35 1 0 0
15/03/2021 248.347 8 0 0
16/03/2021 224.897 6 0 0
17/03/2021 8.677 1 0 0
18/03/2021 123.526 2 0 0
19/03/2021 82.258 3 0 0
20/03/2021 129.462 2 0 0
21/03/2021 39.153 2 0 0
22/03/2021 145.164 5 0 0
23/03/2021 492.553 11 0 0
24/03/2021 357.913 11 0 0
25/03/2021 312.524 7 0 0
26/03/2021 132.33 3 0 0
27/03/2021 0 0 0 0
28/03/2021 0 0 0 0
29/03/2021 23.114 1 0 0
30/03/2021 36.71 1 0 0
31/03/2021 111.853 3 0 0
01/04/2021 9.103 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2021-03-01 00:00:00
Backtesting to 2021-04-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 108 / 3.48
Starting balance 10000 USDT
Final balance 14007.258 USDT
Absolute profit 4007.258 USDT
Total profit % 40.07%
CAGR % 5186.77%
Sortino -100.00
Sharpe 92.46
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 37.10 (100.00)
Avg. daily profit % 1.29%
Avg. stake amount 1914.979 USDT
Total trade volume 206817.68 USDT
Best Pair VRA/USDT 3.65%
Worst Pair AAVE/USDT 0.00%
Best trade MLK/USDT 11.71%
Worst trade VIDT/USDT 0.12%
Best day 492.553 USDT
Worst day 0 USDT
Days win/draw/lose 28 / 4 / 0
Avg. Duration Winners 7:28:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 108 / 0
Rejected Entry signals 14
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 140.67%

Backtested 2021-03-01 00:00:00 -> 2021-04-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 108 1.80 4007.258 40.07 7:28:00 108 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20210401-20210501

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 22:36:00 22:36:00 22:36:00 1 day, 1:15:00 1 day, 1:15:00
Market Change 47.38 % 47.38 % 47.38 % 47.38 % 47.38 %
Max Drawdown 10.3649 % 10.3649 % 10.3649 % 9.275 % 9.4331 %
Profit Mean 1.56 % 1.56 % 1.56 % 1.63 % 1.59 %
Profit Sum 135.75 % 135.75 % 135.75 % 130.12 % 125.74 %
Profit Total 17.0 % 17.0 % 17.0 % 17.24 % 16.12 %
Trades 87 87 87 80 79
Win Rate 94.25 % 94.25 % 94.25 % 95.0 % 94.94 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 8 2.14 342.827 3.43 2:17:00 8 0 0 100
ALEPH/USDT 4 2.44 198.741 1.99 21:24:00 4 0 0 100
DEGO/USDT 6 1.44 161.289 1.61 0:35:00 6 0 0 100
XRP/USDT 3 1.29 138.046 1.38 2 days, 0:19:00 3 0 0 100
BTT/USDT 4 1.66 134.208 1.34 1:23:00 4 0 0 100
BCH/USDT 2 3.51 132.799 1.33 0:50:00 2 0 0 100
ONE/USDT 4 1.88 128.073 1.28 0:05:00 4 0 0 100
CKB/USDT 4 1.74 124.552 1.25 0:21:00 4 0 0 100
SXP/USDT 3 1.98 109.717 1.1 0:42:00 3 0 0 100
FIL/USDT 2 1.55 104.276 1.04 3 days, 16:53:00 2 0 0 100
ATOM/USDT 1 1.49 97.038 0.97 5 days, 4:16:00 1 0 0 100
CHR/USDT 1 2.96 68.302 0.68 4:26:00 1 0 0 100
ADA/USDT 1 2.68 67.544 0.68 17:30:00 1 0 0 100
KSM/USDT 2 1.59 57.969 0.58 0:50:00 2 0 0 100
MLK/USDT 2 1.48 54.417 0.54 2:15:00 2 0 0 100
ETC/USDT 2 1.14 47.453 0.47 1:26:00 2 0 0 100
XTZ/USDT 1 2.03 37.351 0.37 0:07:00 1 0 0 100
ROSE/USDT 1 2.13 37.034 0.37 0:15:00 1 0 0 100
STX/USDT 2 0.74 36.560 0.37 1 day, 15:01:00 2 0 0 100
EOS/USDT 2 0.93 34.345 0.34 0:40:00 2 0 0 100
JST/USDT 2 0.96 33.653 0.34 0:26:00 2 0 0 100
VELO/USDT 1 1.55 28.539 0.29 0:03:00 1 0 0 100
AVA/USDT 1 1.12 25.796 0.26 5:30:00 1 0 0 100
NEO/USDT 1 1.33 24.754 0.25 0:01:00 1 0 0 100
ARPA/USDT 1 1.22 24.046 0.24 0:25:00 1 0 0 100
EWT/USDT 1 1.26 23.528 0.24 0:01:00 1 0 0 100
ALGO/USDT 1 1.24 22.817 0.23 0:02:00 1 0 0 100
ONT/USDT 1 1.01 20.047 0.2 1:16:00 1 0 0 100
DGB/USDT 3 2.67 20.020 0.2 4 days, 7:57:00 2 0 1 66.7
PRE/USDT 1 1.04 19.878 0.2 0:06:00 1 0 0 100
LTC/USDT 1 1.01 19.820 0.2 0:03:00 1 0 0 100
DOT/USDT 1 1.05 19.605 0.2 0:44:00 1 0 0 100
TRX/USDT 1 1.04 19.575 0.2 0:12:00 1 0 0 100
TEL/USDT 1 1.07 18.092 0.18 0:40:00 1 0 0 100
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 1 -0.92 -31.232 -0.31 8 days, 6:05:00 0 0 1 0
WIN/USDT 7 1.71 -78.105 -0.78 1 day, 14:01:00 6 0 1 85.7
VET/USDT 6 0.77 -264.762 -2.65 1 day, 8:40:00 5 0 1 83.3
AAVE/USDT 1 -3.35 -358.563 -3.59 12 days, 20:40:00 0 0 1 0
TOTAL 87 1.56 1700.048 17.0 22:36:00 82 0 5 94.3

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XLM/USDT 1 -0.92 -31.232 -0.31 8 days, 6:05:00 0 0 1 0
DGB/USDT 1 -0.88 -152.355 -1.52 12 days, 23:00:00 0 0 1 0
AAVE/USDT 1 -3.35 -358.563 -3.59 12 days, 20:40:00 0 0 1 0
WIN/USDT 1 -3.79 -382.957 -3.83 7 days, 22:45:00 0 0 1 0
VET/USDT 1 -3.92 -427.818 -4.28 7 days, 22:45:00 0 0 1 0
TOTAL 5 -2.57 -1352.924 -13.53 9 days, 23:51:00 0 0 5 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 39 1.53 368.759 3.69 1 day, 0:54:00 36 0 3 92.3
120 4 1.02 243.581 2.44 6 days, 15:01:00 3 0 1 75.0
6 142 4 2.7 220.086 2.2 5:10:00 4 0 0 100
42 5 1.77 171.141 1.71 0:45:00 5 0 0 100
5 5 1.77 155.264 1.55 0:09:00 5 0 0 100
2 3 4 1.66 123.794 1.24 0:16:00 4 0 0 100
3 3 1.97 113.623 1.14 1:51:00 3 0 0 100
142 5 1.08 110.173 1.1 1:46:00 5 0 0 100
2 43 1 4.97 91.191 0.91 0:01:00 1 0 0 100
43 2 2.48 85.217 0.85 0:01:00 2 0 0 100
2 1 2.27 65.692 0.66 3:40:00 1 0 0 100
3 5 1 2.29 47.134 0.47 2:55:00 1 0 0 100
2 3 6 1 1.43 29.035 0.29 0:22:00 1 0 0 100
1 1 1.39 23.581 0.24 0:06:00 1 0 0 100
41 1 1.26 23.528 0.24 0:01:00 1 0 0 100
2 3 5 1 1.41 23.186 0.23 0:06:00 1 0 0 100
6 141 142 1 1.24 22.817 0.23 0:02:00 1 0 0 100
3 6 1 1.23 21.167 0.21 0:02:00 1 0 0 100
2 142 1 1.04 19.575 0.2 0:12:00 1 0 0 100
2 3 42 1 1.0 17.181 0.17 0:01:00 1 0 0 100
141 1 0.83 14.287 0.14 1:15:00 1 0 0 100
143 1 0.76 14.093 0.14 0:50:00 1 0 0 100
141 142 3 -0.2 -304.057 -3.04 4 days, 7:07:00 2 0 1 66.7
TOTAL 87 1.56 1700.048 17.0 22:36:00 82 0 5 94.3

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 3 1.67 274.813 2.75 6 days, 2:00:00 3 0 0 100
exit_long_normal_u_1 ( 6 ) 11 1.27 249.637 2.5 0:06:00 11 0 0 100
exit_long_normal_d_7_42 ( 6 ) 1 7.16 138.813 1.39 0:35:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 3 2.24 118.525 1.19 0:08:00 3 0 0 100
exit_long_normal_d_6_55 ( 6 ) 1 6.64 118.422 1.18 0:30:00 1 0 0 100
exit_long_normal_u_4 ( 2 43 ) 1 4.97 91.191 0.91 0:01:00 1 0 0 100
exit_long_normal_w_4_10 ( 6 142 ) 1 4.16 78.326 0.78 1:15:00 1 0 0 100
exit_long_normal_d_1_42 ( 6 ) 3 1.38 76.709 0.77 2:10:00 3 0 0 100
exit_long_normal_u_4 ( 6 ) 1 4.09 73.881 0.74 0:03:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 3 1.38 73.581 0.74 0:05:00 3 0 0 100
exit_long_normal_w_3_11 ( 6 ) 1 2.96 68.302 0.68 4:26:00 1 0 0 100
exit_long_normal_d_3_55 ( 6 142 ) 1 2.68 67.544 0.68 17:30:00 1 0 0 100
exit_long_normal_d_3_3 ( 2 ) 1 2.27 65.692 0.66 3:40:00 1 0 0 100
exit_long_quick_u_3 ( 43 ) 1 3.85 65.671 0.66 0:01:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 2 1.64 63.790 0.64 0:26:00 2 0 0 100
exit_long_normal_u_1 ( 2 3 ) 2 1.69 62.641 0.63 0:02:00 2 0 0 100
exit_long_normal_w_3_9 ( 6 ) 1 3.21 60.689 0.61 2:01:00 1 0 0 100
exit_long_quick_q_3 ( 42 ) 1 3.21 60.294 0.6 1:00:00 1 0 0 100
exit_long_normal_u_3 ( 3 ) 1 3.27 59.573 0.6 0:01:00 1 0 0 100
exit_long_normal_d_3_3 ( 6 ) 1 3.15 58.823 0.59 0:55:00 1 0 0 100
exit_long_normal_d_2_93 ( 6 ) 1 2.85 54.473 0.54 0:25:00 1 0 0 100
exit_long_normal_d_2_95 ( 6 142 ) 1 2.97 54.396 0.54 1:50:00 1 0 0 100
exit_long_normal_d_2_52 ( 6 ) 1 1.27 49.379 0.49 3 days, 2:45:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 2 1.2 47.156 0.47 0:05:00 2 0 0 100
exit_profit_long_normal_t_2_1_m ( 3 5 ) 1 2.29 47.134 0.47 2:55:00 1 0 0 100
exit_long_normal_d_2_56 ( 5 ) 1 2.59 44.649 0.45 0:15:00 1 0 0 100
exit_long_normal_d_2_65 ( 5 ) 1 2.13 37.034 0.37 0:15:00 1 0 0 100
exit_long_normal_3_1_1 ( 6 ) 1 0.79 36.281 0.36 3 days, 13:25:00 1 0 0 100
exit_long_normal_u_2 ( 2 3 ) 1 2.13 35.940 0.36 0:01:00 1 0 0 100
exit_long_tc_d_1_71 ( 141 142 ) 1 1.71 35.509 0.36 0:32:00 1 0 0 100
exit_long_normal_d_2_81 ( 6 ) 1 1.78 34.783 0.35 1:33:00 1 0 0 100
exit_long_normal_d_2_42 ( 6 ) 1 1.77 33.743 0.34 4:25:00 1 0 0 100
exit_profit_long_normal_t_1_2_m ( 6 ) 1 1.74 33.561 0.34 0:16:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 6 ) 1 1.43 29.035 0.29 0:22:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.51 28.254 0.28 0:01:00 1 0 0 100
exit_long_normal_d_1_46 ( 6 ) 1 1.4 27.816 0.28 1:37:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 1 1.37 27.009 0.27 0:34:00 1 0 0 100
exit_long_normal_d_1_84 ( 3 ) 1 1.12 25.796 0.26 5:30:00 1 0 0 100
exit_long_normal_d_1_27 ( 2 3 ) 1 1.12 25.212 0.25 1:00:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 ) 1 1.22 24.046 0.24 0:25:00 1 0 0 100
exit_long_tc_d_1_43 ( 142 ) 1 1.03 23.770 0.24 1:15:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 1 1.39 23.581 0.24 0:06:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.26 23.528 0.24 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 5 ) 1 1.41 23.186 0.23 0:06:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 1 1.24 22.817 0.23 0:02:00 1 0 0 100
exit_long_normal_d_1_35 ( 6 ) 1 0.73 22.467 0.22 3 days, 5:12:00 1 0 0 100
exit_long_normal_u_1 ( 3 6 ) 1 1.23 21.167 0.21 0:02:00 1 0 0 100
exit_long_quick_d_1_46 ( 42 ) 1 1.01 20.047 0.2 1:16:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.01 19.820 0.2 0:03:00 1 0 0 100
exit_long_tc_6_1 ( 142 ) 1 0.93 19.641 0.2 6:40:00 1 0 0 100
exit_long_tc_d_1_70 ( 142 ) 1 1.05 19.605 0.2 0:44:00 1 0 0 100
exit_long_normal_u_1 ( 2 142 ) 1 1.04 19.575 0.2 0:12:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.11 19.546 0.2 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.05 18.998 0.19 0:08:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 1 1.07 18.092 0.18 0:40:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 42 ) 1 1.0 17.181 0.17 0:01:00 1 0 0 100
exit_long_normal_d_0_80 ( 6 ) 1 0.93 16.472 0.16 0:50:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.56 14.613 0.15 13:19:00 1 0 0 100
exit_long_tc_d_0_10 ( 141 ) 1 0.83 14.287 0.14 1:15:00 1 0 0 100
exit_profit_long_tc_t_0_1_m ( 143 ) 1 0.76 14.093 0.14 0:50:00 1 0 0 100
exit_long_normal_d_0_3 ( 6 ) 1 0.12 2.360 0.02 1:26:00 1 0 0 100
force_exit 5 -2.57 -1352.924 -13.53 9 days, 23:51:00 0 0 5 0
TOTAL 87 1.56 1700.048 17.0 22:36:00 82 0 5 94.3

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 3 1.67 274.813 2.75 6 days, 2:00:00 3 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 11 1.27 249.637 2.5 0:06:00 11 0 0 100
('6 ', 'exit_long_normal_d_7_42 ( 6 )') 1 7.16 138.813 1.39 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 3 2.24 118.525 1.19 0:08:00 3 0 0 100
('6 ', 'exit_long_normal_d_6_55 ( 6 )') 1 6.64 118.422 1.18 0:30:00 1 0 0 100
('2 43 ', 'exit_long_normal_u_4 ( 2 43 )') 1 4.97 91.191 0.91 0:01:00 1 0 0 100
('6 142 ', 'exit_long_normal_w_4_10 ( 6 142 )') 1 4.16 78.326 0.78 1:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_42 ( 6 )') 3 1.38 76.709 0.77 2:10:00 3 0 0 100
('6 ', 'exit_long_normal_u_4 ( 6 )') 1 4.09 73.881 0.74 0:03:00 1 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 3 1.38 73.581 0.74 0:05:00 3 0 0 100
('6 ', 'exit_long_normal_w_3_11 ( 6 )') 1 2.96 68.302 0.68 4:26:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_3_55 ( 6 142 )') 1 2.68 67.544 0.68 17:30:00 1 0 0 100
('2 ', 'exit_long_normal_d_3_3 ( 2 )') 1 2.27 65.692 0.66 3:40:00 1 0 0 100
('43 ', 'exit_long_quick_u_3 ( 43 )') 1 3.85 65.671 0.66 0:01:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 2 1.64 63.790 0.64 0:26:00 2 0 0 100
('2 3 ', 'exit_long_normal_u_1 ( 2 3 )') 2 1.69 62.641 0.63 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_w_3_9 ( 6 )') 1 3.21 60.689 0.61 2:01:00 1 0 0 100
('42 ', 'exit_long_quick_q_3 ( 42 )') 1 3.21 60.294 0.6 1:00:00 1 0 0 100
('3 ', 'exit_long_normal_u_3 ( 3 )') 1 3.27 59.573 0.6 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_3 ( 6 )') 1 3.15 58.823 0.59 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_93 ( 6 )') 1 2.85 54.473 0.54 0:25:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_2_95 ( 6 142 )') 1 2.97 54.396 0.54 1:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_52 ( 6 )') 1 1.27 49.379 0.49 3 days, 2:45:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 2 1.2 47.156 0.47 0:05:00 2 0 0 100
('3 5 ', 'exit_profit_long_normal_t_2_1_m ( 3 5 )') 1 2.29 47.134 0.47 2:55:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_56 ( 5 )') 1 2.59 44.649 0.45 0:15:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_65 ( 5 )') 1 2.13 37.034 0.37 0:15:00 1 0 0 100
('6 ', 'exit_long_normal_3_1_1 ( 6 )') 1 0.79 36.281 0.36 3 days, 13:25:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_2 ( 2 3 )') 1 2.13 35.940 0.36 0:01:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_1_71 ( 141 142 )') 1 1.71 35.509 0.36 0:32:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_81 ( 6 )') 1 1.78 34.783 0.35 1:33:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_42 ( 6 )') 1 1.77 33.743 0.34 4:25:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_2_m ( 6 )') 1 1.74 33.561 0.34 0:16:00 1 0 0 100
('2 3 6 ', 'exit_long_normal_u_1 ( 2 3 6 )') 1 1.43 29.035 0.29 0:22:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.51 28.254 0.28 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_46 ( 6 )') 1 1.4 27.816 0.28 1:37:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 1 1.37 27.009 0.27 0:34:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_84 ( 3 )') 1 1.12 25.796 0.26 5:30:00 1 0 0 100
('2 3 ', 'exit_long_normal_d_1_27 ( 2 3 )') 1 1.12 25.212 0.25 1:00:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_20 ( 6 )') 1 1.22 24.046 0.24 0:25:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_43 ( 142 )') 1 1.03 23.770 0.24 1:15:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 1 1.39 23.581 0.24 0:06:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.26 23.528 0.24 0:01:00 1 0 0 100
('2 3 5 ', 'exit_long_normal_u_1 ( 2 3 5 )') 1 1.41 23.186 0.23 0:06:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 1 1.24 22.817 0.23 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_35 ( 6 )') 1 0.73 22.467 0.22 3 days, 5:12:00 1 0 0 100
('3 6 ', 'exit_long_normal_u_1 ( 3 6 )') 1 1.23 21.167 0.21 0:02:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_46 ( 42 )') 1 1.01 20.047 0.2 1:16:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.01 19.820 0.2 0:03:00 1 0 0 100
('142 ', 'exit_long_tc_6_1 ( 142 )') 1 0.93 19.641 0.2 6:40:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_70 ( 142 )') 1 1.05 19.605 0.2 0:44:00 1 0 0 100
('2 142 ', 'exit_long_normal_u_1 ( 2 142 )') 1 1.04 19.575 0.2 0:12:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 1 1.11 19.546 0.2 0:01:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.05 18.998 0.19 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 1 1.07 18.092 0.18 0:40:00 1 0 0 100
('2 3 42 ', 'exit_long_normal_u_1 ( 2 3 42 )') 1 1.0 17.181 0.17 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_80 ( 6 )') 1 0.93 16.472 0.16 0:50:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.56 14.613 0.15 13:19:00 1 0 0 100
('141 ', 'exit_long_tc_d_0_10 ( 141 )') 1 0.83 14.287 0.14 1:15:00 1 0 0 100
('143 ', 'exit_profit_long_tc_t_0_1_m ( 143 )') 1 0.76 14.093 0.14 0:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_3 ( 6 )') 1 0.12 2.360 0.02 1:26:00 1 0 0 100
('120 ', 'force_exit') 1 -0.92 -31.232 -0.31 8 days, 6:05:00 0 0 1 0
('141 142 ', 'force_exit') 1 -3.35 -358.563 -3.59 12 days, 20:40:00 0 0 1 0
('6 ', 'force_exit') 3 -2.86 -963.129 -9.63 9 days, 14:50:00 0 0 3 0
TOTAL 87 1.56 1700.048 17.0 22:36:00 82 0 5 94.3

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
02/04/2021 101.419 4 0 0
03/04/2021 78.63 3 0 0
04/04/2021 18.092 1 0 0
05/04/2021 16.472 1 0 0
06/04/2021 61.849 2 0 0
07/04/2021 409.033 15 0 0
08/04/2021 0 0 0 0
09/04/2021 0 0 0 0
10/04/2021 84.634 1 0 0
11/04/2021 118.422 1 0 0
12/04/2021 73.881 1 0 0
13/04/2021 231.057 5 0 0
14/04/2021 56.862 2 0 0
15/04/2021 77.918 2 0 0
16/04/2021 289.075 6 0 0
17/04/2021 107.814 3 0 0
18/04/2021 340.011 8 0 0
19/04/2021 176.374 4 0 0
20/04/2021 309.582 9 0 0
21/04/2021 36.281 1 0 0
22/04/2021 186.051 5 0 0
23/04/2021 82.414 3 0 0
24/04/2021 0 0 0 0
25/04/2021 0 0 0 0
26/04/2021 22.467 1 0 0
27/04/2021 0 0 0 0
28/04/2021 113.943 3 0 0
29/04/2021 60.689 1 0 0
30/04/2021 0 0 0 0
01/05/2021 -1352.924 0 0 5

SUMMARY METRICS

Metric Value
Backtesting from 2021-04-01 00:00:00
Backtesting to 2021-05-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 87 / 2.9
Starting balance 10000 USDT
Final balance 11700.048 USDT
Absolute profit 1700.048 USDT
Total profit % 17.00%
CAGR % 575.49%
Sortino 7.10
Sharpe 12.89
Calmar 104.45
Profit factor 2.26
Expectancy (Ratio) 19.54 (0.07)
Avg. daily profit % 0.57%
Avg. stake amount 1691.437 USDT
Total trade volume 147155.03 USDT
Best Pair VRA/USDT 3.43%
Worst Pair AAVE/USDT -3.59%
Best trade DGB/USDT 7.16%
Worst trade VET/USDT -3.92%
Best day 409.033 USDT
Worst day -1352.924 USDT
Days win/draw/lose 23 / 6 / 1
Avg. Duration Winners 9:22:00
Avg. Duration Loser 9 days, 23:51:00
Max Consecutive Wins / Loss 82 / 5
Rejected Entry signals 554
Entry/Exit Timeouts 0 / 0
Min balance 10023.186 USDT
Max balance 13052.972 USDT
Max % of account underwater 10.36%
Absolute Drawdown (Account) 10.36%
Absolute Drawdown 1352.924 USDT
Drawdown high 3052.972 USDT
Drawdown low 1700.048 USDT
Drawdown Start 2021-04-29 18:56:00
Drawdown End 2021-05-01 00:00:00
Market change 47.38%

Backtested 2021-04-01 00:00:00 -> 2021-05-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 87 1.56 1700.048 17.0 22:36:00 82 0 5 94.3 1352.924 USDT 10.36%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20210501-20210601

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 18:26:00 18:26:00 15:41:00 18:28:00 19:31:00
Market Change -23.07 % -23.07 % -23.07 % -23.07 % -23.07 %
Max Drawdown 10.6771 % 10.6771 % 2.3427 % 18.5761 % 20.6265 %
Profit Mean 2.14 % 2.14 % 2.24 % 2.13 % 1.94 %
Profit Sum 275.54 % 275.54 % 318.43 % 280.9 % 242.62 %
Profit Total 45.94 % 45.94 % 71.87 % 34.31 % 24.24 %
Trades 129 129 142 132 125
Win Rate 96.9 % 96.9 % 97.89 % 96.21 % 96.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NWC/USDT 10 4.24 890.710 8.91 0:12:00 10 0 0 100
ETC/USDT 9 2.69 479.277 4.79 0:58:00 9 0 0 100
PLU/USDT 10 1.96 389.109 3.89 1:17:00 10 0 0 100
COTI/USDT 8 1.9 360.044 3.6 1 day, 8:24:00 8 0 0 100
ALEPH/USDT 5 3.22 333.805 3.34 1:48:00 5 0 0 100
AAVE/USDT 5 2.52 287.896 2.88 0:29:00 5 0 0 100
CKB/USDT 3 3.48 255.251 2.55 0:30:00 3 0 0 100
BCH/USDT 6 1.72 254.500 2.55 19:31:00 6 0 0 100
CHR/USDT 4 2.19 207.380 2.07 5:12:00 4 0 0 100
XLM/USDT 2 1.84 188.597 1.89 4 days, 9:58:00 2 0 0 100
PRE/USDT 2 3.97 176.767 1.77 2:54:00 2 0 0 100
BTT/USDT 4 1.78 149.553 1.5 0:29:00 4 0 0 100
KAI/USDT 3 2.15 143.094 1.43 0:27:00 3 0 0 100
VIDT/USDT 3 1.83 136.619 1.37 12:38:00 3 0 0 100
ADA/USDT 3 1.71 131.521 1.32 1:13:00 3 0 0 100
VRA/USDT 3 1.87 131.262 1.31 0:14:00 3 0 0 100
EWT/USDT 4 1.39 130.742 1.31 1:14:00 4 0 0 100
LTC/USDT 3 1.94 125.303 1.25 0:16:00 3 0 0 100
ALGO/USDT 1 1.29 119.202 1.19 4 days, 20:10:00 1 0 0 100
EOS/USDT 8 1.38 105.834 1.06 1 day, 17:31:00 7 0 1 87.5
BNB/USDT 1 3.94 96.967 0.97 0:15:00 1 0 0 100
AVA/USDT 1 3.51 89.947 0.9 2:45:00 1 0 0 100
FIL/USDT 1 1.09 86.229 0.86 11 days, 9:40:00 1 0 0 100
XRP/USDT 2 2.3 79.557 0.8 2:00:00 2 0 0 100
ONT/USDT 1 2.9 74.471 0.74 2:35:00 1 0 0 100
COMP/USDT 1 3.41 70.174 0.7 0:25:00 1 0 0 100
DGB/USDT 1 3.09 66.559 0.67 1:50:00 1 0 0 100
UOS/USDT 3 1.14 63.365 0.63 0:12:00 3 0 0 100
MKR/USDT 2 1.31 58.751 0.59 0:58:00 2 0 0 100
WIN/USDT 1 1.5 37.954 0.38 0:03:00 1 0 0 100
SNX/USDT 1 1.2 30.236 0.3 2:55:00 1 0 0 100
DOT/USDT 1 1.25 29.932 0.3 0:07:00 1 0 0 100
ARPA/USDT 1 1.36 27.873 0.28 0:04:00 1 0 0 100
DIA/USDT 1 1.55 26.437 0.26 0:04:00 1 0 0 100
STX/USDT 1 0.88 25.198 0.25 6:47:00 1 0 0 100
NEO/USDT 1 1.19 21.592 0.22 0:02:00 1 0 0 100
ATOM/USDT 1 1.09 20.040 0.2 0:09:00 1 0 0 100
DAG/USDT 1 0.21 3.877 0.04 2:05:00 1 0 0 100
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 1 -0.3 -76.557 -0.77 12 days, 13:50:00 0 0 1 0
DASH/USDT 1 -1.72 -357.676 -3.58 12 days, 12:40:00 0 0 1 0
TEL/USDT 9 1.54 -877.786 -8.78 1 day, 12:01:00 8 0 1 88.9
TOTAL 129 2.14 4593.603 45.94 18:26:00 125 0 4 96.9

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FIL/USDT 1 1.09 86.229 0.86 11 days, 9:40:00 1 0 0 100
ONE/USDT 1 -0.3 -76.557 -0.77 12 days, 13:50:00 0 0 1 0
EOS/USDT 1 -0.69 -167.838 -1.68 12 days, 22:35:00 0 0 1 0
DASH/USDT 1 -1.72 -357.676 -3.58 12 days, 12:40:00 0 0 1 0
TEL/USDT 1 -3.77 -1228.582 -12.29 12 days, 22:30:00 0 0 1 0
TOTAL 5 -1.08 -1744.424 -17.44 12 days, 11:27:00 1 0 4 20.0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
42 8 3.31 626.376 6.26 1:29:00 8 0 0 100
120 5 1.62 476.653 4.77 5 days, 22:35:00 5 0 0 100
5 8 2.64 472.844 4.73 2:20:00 8 0 0 100
2 6 3.31 379.582 3.8 0:40:00 6 0 0 100
143 6 1.99 269.639 2.7 0:26:00 6 0 0 100
1 4 6 1 10.63 265.436 2.65 0:01:00 1 0 0 100
6 142 4 2.99 241.153 2.41 0:53:00 4 0 0 100
3 6 1.73 213.107 2.13 1 day, 19:22:00 6 0 0 100
142 7 1.54 212.546 2.13 2:11:00 7 0 0 100
6 49 1.81 207.310 2.07 1 day, 2:55:00 45 0 4 91.8
4 1 5.8 147.337 1.47 0:07:00 1 0 0 100
141 3 2.1 122.660 1.23 0:24:00 3 0 0 100
6 141 142 3 1.61 121.131 1.21 0:25:00 3 0 0 100
43 3 1.81 118.321 1.18 0:08:00 3 0 0 100
5 143 1 4.2 97.456 0.97 0:30:00 1 0 0 100
141 142 3 1.3 84.341 0.84 1:22:00 3 0 0 100
1 3 1.31 82.284 0.82 0:05:00 3 0 0 100
2 3 3 1.19 74.414 0.74 0:16:00 3 0 0 100
2 6 1 3.1 71.462 0.71 1:15:00 1 0 0 100
41 2 1.77 65.208 0.65 0:14:00 2 0 0 100
141 143 1 2.77 63.932 0.64 0:30:00 1 0 0 100
120 141 142 1 2.36 63.599 0.64 17:35:00 1 0 0 100
4 43 1 1.72 34.749 0.35 0:01:00 1 0 0 100
1 4 43 1 1.6 32.683 0.33 0:02:00 1 0 0 100
6 141 1 1.23 28.240 0.28 1:45:00 1 0 0 100
1 2 43 1 1.16 21.140 0.21 0:04:00 1 0 0 100
TOTAL 129 2.14 4593.603 45.94 18:26:00 125 0 4 96.9

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 4 1.76 390.424 3.9 4 days, 13:49:00 4 0 0 100
exit_long_normal_u_1 ( 6 ) 11 1.29 299.443 2.99 0:06:00 11 0 0 100
exit_long_normal_u_10 ( 1 4 6 ) 1 10.63 265.436 2.65 0:01:00 1 0 0 100
exit_long_normal_d_5_77 ( 6 ) 2 5.54 202.949 2.03 0:16:00 2 0 0 100
exit_long_quick_q_3 ( 42 ) 1 8.07 197.783 1.98 0:51:00 1 0 0 100
exit_long_normal_u_3 ( 6 ) 3 3.17 186.063 1.86 0:09:00 3 0 0 100
exit_long_normal_u_8 ( 6 ) 1 8.21 179.906 1.8 0:01:00 1 0 0 100
exit_long_normal_d_7_3 ( 6 ) 1 7.14 162.507 1.63 1:00:00 1 0 0 100
exit_long_normal_u_5 ( 4 ) 1 5.8 147.337 1.47 0:07:00 1 0 0 100
exit_profit_long_normal_t_8_1_m ( 2 ) 1 8.4 143.595 1.44 1:10:00 1 0 0 100
exit_profit_long_normal_t_5_1_m ( 5 ) 1 5.74 108.625 1.09 2:00:00 1 0 0 100
exit_long_normal_d_5_64 ( 6 142 ) 1 5.43 98.293 0.98 0:25:00 1 0 0 100
exit_long_normal_d_4_64 ( 5 143 ) 1 4.2 97.456 0.97 0:30:00 1 0 0 100
exit_long_quick_w_3_11 ( 42 ) 1 3.94 96.967 0.97 0:15:00 1 0 0 100
exit_long_normal_w_3_11 ( 6 ) 1 3.51 89.947 0.9 2:45:00 1 0 0 100
exit_profit_long_normal_t_4_2_m ( 5 ) 1 3.78 88.490 0.88 4:58:00 1 0 0 100
exit_long_quick_w_4_12 ( 42 ) 1 4.17 88.277 0.88 0:50:00 1 0 0 100
exit_long_quick_d_3_63 ( 43 ) 1 3.89 87.143 0.87 0:20:00 1 0 0 100
exit_long_normal_d_4_42 ( 6 ) 1 4.65 87.092 0.87 0:25:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 3 1.31 82.284 0.82 0:05:00 3 0 0 100
exit_long_normal_d_3_71 ( 3 ) 1 3.83 78.927 0.79 0:10:00 1 0 0 100
exit_long_quick_d_3_84 ( 42 ) 1 2.9 74.471 0.74 2:35:00 1 0 0 100
exit_long_normal_d_3_5 ( 5 ) 1 2.68 74.389 0.74 7:35:00 1 0 0 100
exit_long_tc_d_3_95 ( 143 ) 1 3.21 73.003 0.73 0:50:00 1 0 0 100
exit_long_normal_d_3_81 ( 2 6 ) 1 3.1 71.462 0.71 1:15:00 1 0 0 100
exit_long_normal_d_3_97 ( 6 ) 1 3.41 70.174 0.7 0:25:00 1 0 0 100
exit_long_normal_u_3 ( 5 ) 1 3.08 69.530 0.7 0:04:00 1 0 0 100
exit_long_normal_w_3_9 ( 6 142 ) 1 3.25 68.829 0.69 0:55:00 1 0 0 100
exit_long_tc_d_3_70 ( 143 ) 1 3.07 68.498 0.68 0:07:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 2 1.87 68.151 0.68 0:04:00 2 0 0 100
exit_long_normal_w_3_11 ( 2 ) 1 3.09 66.559 0.67 1:50:00 1 0 0 100
exit_long_normal_u_3 ( 3 ) 1 3.72 65.907 0.66 0:08:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 2 1.32 64.730 0.65 0:06:00 2 0 0 100
exit_long_normal_d_2_52 ( 6 ) 1 2.99 64.574 0.65 3:30:00 1 0 0 100
exit_long_tc_d_3_65 ( 141 143 ) 1 2.77 63.932 0.64 0:30:00 1 0 0 100
exit_long_normal_d_2_97 ( 6 ) 1 2.69 63.693 0.64 0:36:00 1 0 0 100
exit_long_tc_w_2_6 ( 120 141 142 ) 1 2.36 63.599 0.64 17:35:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 2 1.49 62.076 0.62 0:03:00 2 0 0 100
exit_long_normal_d_1_95 ( 6 ) 2 1.19 60.531 0.61 2:00:00 2 0 0 100
exit_long_tc_u_1 ( 141 142 ) 2 1.24 60.490 0.6 0:04:00 2 0 0 100
exit_long_tc_d_2_71 ( 141 ) 1 2.8 57.718 0.58 0:10:00 1 0 0 100
exit_long_normal_d_2_81 ( 6 141 142 ) 1 2.2 56.401 0.56 1:05:00 1 0 0 100
exit_long_normal_d_3_42 ( 6 ) 1 3.25 56.386 0.56 1:20:00 1 0 0 100
exit_long_normal_d_3_97 ( 2 ) 1 3.27 54.366 0.54 0:45:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.01 53.719 0.54 0:34:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 2 1.11 53.442 0.53 0:02:00 2 0 0 100
exit_long_normal_u_2 ( 2 ) 1 2.1 52.987 0.53 0:09:00 1 0 0 100
exit_long_quick_q_7 ( 42 ) 1 1.94 51.900 0.52 3:48:00 1 0 0 100
exit_long_tc_d_2_95 ( 143 ) 1 2.11 50.813 0.51 0:50:00 1 0 0 100
exit_long_normal_u_2 ( 6 142 ) 1 2.01 50.393 0.5 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 ) 2 1.19 48.542 0.49 0:09:00 2 0 0 100
exit_long_normal_d_1_55 ( 6 ) 2 0.89 46.637 0.47 20:26:00 2 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 2 0.96 46.460 0.46 2:47:00 2 0 0 100
exit_long_tc_d_2_77 ( 142 ) 1 2.21 46.372 0.46 1:16:00 1 0 0 100
exit_long_normal_w_1_11 ( 6 ) 1 1.73 46.331 0.46 3:35:00 1 0 0 100
exit_long_quick_d_2_73 ( 42 ) 1 2.14 46.291 0.46 0:53:00 1 0 0 100
exit_profit_long_normal_t_2_2_m ( 6 ) 1 2.32 45.273 0.45 0:35:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 2 1.07 43.885 0.44 0:05:00 2 0 0 100
exit_long_tc_d_2_77 ( 141 ) 1 2.35 43.824 0.44 1:00:00 1 0 0 100
exit_long_quick_d_2_81 ( 42 ) 1 2.09 42.598 0.43 1:24:00 1 0 0 100
exit_long_quick_d_2_20 ( 41 ) 1 2.19 40.646 0.41 0:27:00 1 0 0 100
exit_long_normal_d_2_77 ( 5 ) 1 2.02 40.009 0.4 0:25:00 1 0 0 100
exit_long_tc_d_2_20 ( 142 ) 1 2.2 39.627 0.4 0:05:00 1 0 0 100
exit_long_normal_d_1_80 ( 6 ) 1 1.9 39.083 0.39 0:25:00 1 0 0 100
exit_long_normal_d_1_95 ( 5 ) 1 1.63 38.358 0.38 3:35:00 1 0 0 100
exit_long_normal_w_1_8 ( 6 ) 1 1.49 37.764 0.38 1:20:00 1 0 0 100
exit_long_normal_d_2_93 ( 6 ) 1 2.24 36.968 0.37 0:25:00 1 0 0 100
exit_long_normal_u_1 ( 4 43 ) 1 1.72 34.749 0.35 0:01:00 1 0 0 100
exit_long_tc_d_1_71 ( 143 ) 1 1.39 33.439 0.33 0:36:00 1 0 0 100
exit_long_normal_d_1_46 ( 6 ) 1 1.36 32.748 0.33 0:35:00 1 0 0 100
exit_long_normal_u_1 ( 1 4 43 ) 1 1.6 32.683 0.33 0:02:00 1 0 0 100
exit_long_normal_d_1_71 ( 6 ) 1 1.35 30.662 0.31 0:42:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.42 28.845 0.29 0:01:00 1 0 0 100
exit_long_normal_d_1_81 ( 6 141 ) 1 1.23 28.240 0.28 1:45:00 1 0 0 100
exit_long_normal_d_1_27 ( 6 ) 1 1.13 28.209 0.28 0:33:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.26 28.089 0.28 1:15:00 1 0 0 100
exit_long_normal_d_1_70 ( 3 ) 1 1.23 27.273 0.27 0:25:00 1 0 0 100
exit_long_normal_d_1_87 ( 2 3 ) 1 1.18 25.872 0.26 0:30:00 1 0 0 100
exit_long_normal_d_1_2 ( 6 ) 1 0.71 25.369 0.25 15:55:00 1 0 0 100
exit_long_tc_d_1_2 ( 142 ) 1 0.88 25.198 0.25 6:47:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.34 24.563 0.25 0:01:00 1 0 0 100
exit_long_tc_d_1_42 ( 142 ) 1 1.36 24.139 0.24 2:30:00 1 0 0 100
exit_long_tc_w_1_8 ( 141 142 ) 1 1.43 23.851 0.24 4:00:00 1 0 0 100
exit_long_normal_d_1_90 ( 6 142 ) 1 1.25 23.638 0.24 2:10:00 1 0 0 100
exit_long_normal_d_1_96 ( 3 ) 1 1.03 23.385 0.23 0:25:00 1 0 0 100
exit_long_normal_d_1_70 ( 6 ) 1 1.02 22.711 0.23 0:27:00 1 0 0 100
exit_long_normal_u_1 ( 1 2 43 ) 1 1.16 21.140 0.21 0:04:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.14 21.117 0.21 0:02:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 3 0.33 18.888 0.19 1:45:00 3 0 0 100
exit_long_normal_d_0_26 ( 3 ) 1 0.57 10.437 0.1 3:00:00 1 0 0 100
exit_long_tc_w_0_10 ( 142 ) 1 0.43 9.060 0.09 4:30:00 1 0 0 100
exit_long_normal_d_0_1 ( 3 ) 1 0.02 7.178 0.07 10 days, 16:05:00 1 0 0 100
exit_long_normal_d_0_97 ( 6 ) 1 0.21 3.877 0.04 2:05:00 1 0 0 100
exit_long_quick_u_0 ( 43 ) 1 0.13 2.333 0.02 0:02:00 1 0 0 100
force_exit 5 -1.08 -1744.424 -17.44 12 days, 11:27:00 1 0 4 20.0
TOTAL 129 2.14 4593.603 45.94 18:26:00 125 0 4 96.9

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 4 1.76 390.424 3.9 4 days, 13:49:00 4 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 11 1.29 299.443 2.99 0:06:00 11 0 0 100
('1 4 6 ', 'exit_long_normal_u_10 ( 1 4 6 )') 1 10.63 265.436 2.65 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_5_77 ( 6 )') 2 5.54 202.949 2.03 0:16:00 2 0 0 100
('42 ', 'exit_long_quick_q_3 ( 42 )') 1 8.07 197.783 1.98 0:51:00 1 0 0 100
('6 ', 'exit_long_normal_u_3 ( 6 )') 3 3.17 186.063 1.86 0:09:00 3 0 0 100
('6 ', 'exit_long_normal_u_8 ( 6 )') 1 8.21 179.906 1.8 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_7_3 ( 6 )') 1 7.14 162.507 1.63 1:00:00 1 0 0 100
('4 ', 'exit_long_normal_u_5 ( 4 )') 1 5.8 147.337 1.47 0:07:00 1 0 0 100
('2 ', 'exit_profit_long_normal_t_8_1_m ( 2 )') 1 8.4 143.595 1.44 1:10:00 1 0 0 100
('5 ', 'exit_profit_long_normal_t_5_1_m ( 5 )') 1 5.74 108.625 1.09 2:00:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_5_64 ( 6 142 )') 1 5.43 98.293 0.98 0:25:00 1 0 0 100
('5 143 ', 'exit_long_normal_d_4_64 ( 5 143 )') 1 4.2 97.456 0.97 0:30:00 1 0 0 100
('42 ', 'exit_long_quick_w_3_11 ( 42 )') 1 3.94 96.967 0.97 0:15:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_11 ( 6 )') 1 3.51 89.947 0.9 2:45:00 1 0 0 100
('5 ', 'exit_profit_long_normal_t_4_2_m ( 5 )') 1 3.78 88.490 0.88 4:58:00 1 0 0 100
('42 ', 'exit_long_quick_w_4_12 ( 42 )') 1 4.17 88.277 0.88 0:50:00 1 0 0 100
('43 ', 'exit_long_quick_d_3_63 ( 43 )') 1 3.89 87.143 0.87 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_42 ( 6 )') 1 4.65 87.092 0.87 0:25:00 1 0 0 100
('120 ', 'force_exit') 1 1.09 86.229 0.86 11 days, 9:40:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 3 1.31 82.284 0.82 0:05:00 3 0 0 100
('3 ', 'exit_long_normal_d_3_71 ( 3 )') 1 3.83 78.927 0.79 0:10:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_84 ( 42 )') 1 2.9 74.471 0.74 2:35:00 1 0 0 100
('5 ', 'exit_long_normal_d_3_5 ( 5 )') 1 2.68 74.389 0.74 7:35:00 1 0 0 100
('143 ', 'exit_long_tc_d_3_95 ( 143 )') 1 3.21 73.003 0.73 0:50:00 1 0 0 100
('2 6 ', 'exit_long_normal_d_3_81 ( 2 6 )') 1 3.1 71.462 0.71 1:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_97 ( 6 )') 1 3.41 70.174 0.7 0:25:00 1 0 0 100
('5 ', 'exit_long_normal_u_3 ( 5 )') 1 3.08 69.530 0.7 0:04:00 1 0 0 100
('6 142 ', 'exit_long_normal_w_3_9 ( 6 142 )') 1 3.25 68.829 0.69 0:55:00 1 0 0 100
('143 ', 'exit_long_tc_d_3_70 ( 143 )') 1 3.07 68.498 0.68 0:07:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 2 1.87 68.151 0.68 0:04:00 2 0 0 100
('2 ', 'exit_long_normal_w_3_11 ( 2 )') 1 3.09 66.559 0.67 1:50:00 1 0 0 100
('3 ', 'exit_long_normal_u_3 ( 3 )') 1 3.72 65.907 0.66 0:08:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 2 1.32 64.730 0.65 0:06:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_52 ( 6 )') 1 2.99 64.574 0.65 3:30:00 1 0 0 100
('141 143 ', 'exit_long_tc_d_3_65 ( 141 143 )') 1 2.77 63.932 0.64 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_97 ( 6 )') 1 2.69 63.693 0.64 0:36:00 1 0 0 100
('120 141 142 ', 'exit_long_tc_w_2_6 ( 120 141 142 )') 1 2.36 63.599 0.64 17:35:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 2 1.49 62.076 0.62 0:03:00 2 0 0 100
('6 ', 'exit_long_normal_d_1_95 ( 6 )') 2 1.19 60.531 0.61 2:00:00 2 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 2 1.24 60.490 0.6 0:04:00 2 0 0 100
('141 ', 'exit_long_tc_d_2_71 ( 141 )') 1 2.8 57.718 0.58 0:10:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_d_2_81 ( 6 141 142 )') 1 2.2 56.401 0.56 1:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 1 3.25 56.386 0.56 1:20:00 1 0 0 100
('2 ', 'exit_long_normal_d_3_97 ( 2 )') 1 3.27 54.366 0.54 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.01 53.719 0.54 0:34:00 1 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 2 1.11 53.442 0.53 0:02:00 2 0 0 100
('2 ', 'exit_long_normal_u_2 ( 2 )') 1 2.1 52.987 0.53 0:09:00 1 0 0 100
('42 ', 'exit_long_quick_q_7 ( 42 )') 1 1.94 51.900 0.52 3:48:00 1 0 0 100
('143 ', 'exit_long_tc_d_2_95 ( 143 )') 1 2.11 50.813 0.51 0:50:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_2 ( 6 142 )') 1 2.01 50.393 0.5 0:01:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_1 ( 2 3 )') 2 1.19 48.542 0.49 0:09:00 2 0 0 100
('6 ', 'exit_long_normal_d_1_55 ( 6 )') 2 0.89 46.637 0.47 20:26:00 2 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 2 0.96 46.460 0.46 2:47:00 2 0 0 100
('142 ', 'exit_long_tc_d_2_77 ( 142 )') 1 2.21 46.372 0.46 1:16:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_11 ( 6 )') 1 1.73 46.331 0.46 3:35:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_73 ( 42 )') 1 2.14 46.291 0.46 0:53:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_2_m ( 6 )') 1 2.32 45.273 0.45 0:35:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 2 1.07 43.885 0.44 0:05:00 2 0 0 100
('141 ', 'exit_long_tc_d_2_77 ( 141 )') 1 2.35 43.824 0.44 1:00:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_81 ( 42 )') 1 2.09 42.598 0.43 1:24:00 1 0 0 100
('41 ', 'exit_long_quick_d_2_20 ( 41 )') 1 2.19 40.646 0.41 0:27:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_77 ( 5 )') 1 2.02 40.009 0.4 0:25:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_20 ( 142 )') 1 2.2 39.627 0.4 0:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_80 ( 6 )') 1 1.9 39.083 0.39 0:25:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_95 ( 5 )') 1 1.63 38.358 0.38 3:35:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_8 ( 6 )') 1 1.49 37.764 0.38 1:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_93 ( 6 )') 1 2.24 36.968 0.37 0:25:00 1 0 0 100
('4 43 ', 'exit_long_normal_u_1 ( 4 43 )') 1 1.72 34.749 0.35 0:01:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_71 ( 143 )') 1 1.39 33.439 0.33 0:36:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_46 ( 6 )') 1 1.36 32.748 0.33 0:35:00 1 0 0 100
('1 4 43 ', 'exit_long_normal_u_1 ( 1 4 43 )') 1 1.6 32.683 0.33 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_71 ( 6 )') 1 1.35 30.662 0.31 0:42:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 1 1.42 28.845 0.29 0:01:00 1 0 0 100
('6 141 ', 'exit_long_normal_d_1_81 ( 6 141 )') 1 1.23 28.240 0.28 1:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_27 ( 6 )') 1 1.13 28.209 0.28 0:33:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.26 28.089 0.28 1:15:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_70 ( 3 )') 1 1.23 27.273 0.27 0:25:00 1 0 0 100
('2 3 ', 'exit_long_normal_d_1_87 ( 2 3 )') 1 1.18 25.872 0.26 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_2 ( 6 )') 1 0.71 25.369 0.25 15:55:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_2 ( 142 )') 1 0.88 25.198 0.25 6:47:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.34 24.563 0.25 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_42 ( 142 )') 1 1.36 24.139 0.24 2:30:00 1 0 0 100
('141 142 ', 'exit_long_tc_w_1_8 ( 141 142 )') 1 1.43 23.851 0.24 4:00:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_1_90 ( 6 142 )') 1 1.25 23.638 0.24 2:10:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_96 ( 3 )') 1 1.03 23.385 0.23 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_70 ( 6 )') 1 1.02 22.711 0.23 0:27:00 1 0 0 100
('1 2 43 ', 'exit_long_normal_u_1 ( 1 2 43 )') 1 1.16 21.140 0.21 0:04:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.14 21.117 0.21 0:02:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 3 0.33 18.888 0.19 1:45:00 3 0 0 100
('3 ', 'exit_long_normal_d_0_26 ( 3 )') 1 0.57 10.437 0.1 3:00:00 1 0 0 100
('142 ', 'exit_long_tc_w_0_10 ( 142 )') 1 0.43 9.060 0.09 4:30:00 1 0 0 100
('3 ', 'exit_long_normal_d_0_1 ( 3 )') 1 0.02 7.178 0.07 10 days, 16:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_97 ( 6 )') 1 0.21 3.877 0.04 2:05:00 1 0 0 100
('43 ', 'exit_long_quick_u_0 ( 43 )') 1 0.13 2.333 0.02 0:02:00 1 0 0 100
('6 ', 'force_exit') 4 -1.62 -1830.653 -18.31 12 days, 17:54:00 0 0 4 0
TOTAL 129 2.14 4593.603 45.94 18:26:00 125 0 4 96.9

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/05/2021 91.334 2 0 0
04/05/2021 432.825 8 0 0
05/05/2021 10.437 1 0 0
06/05/2021 244.987 5 0 0
07/05/2021 330.258 9 0 0
08/05/2021 13.726 2 0 0
09/05/2021 161.965 6 0 0
10/05/2021 501.165 9 0 0
11/05/2021 223.956 3 0 0
12/05/2021 744.511 18 0 0
13/05/2021 1335.757 23 0 0
14/05/2021 138.116 3 0 0
15/05/2021 162.543 2 0 0
16/05/2021 294.491 7 0 0
17/05/2021 508.717 10 0 0
18/05/2021 0 0 0 0
19/05/2021 991.873 13 0 0
20/05/2021 119.202 1 0 0
21/05/2021 0 0 0 0
22/05/2021 0 0 0 0
23/05/2021 0 0 0 0
24/05/2021 0 0 0 0
25/05/2021 0 0 0 0
26/05/2021 0 0 0 0
27/05/2021 0 0 0 0
28/05/2021 0 0 0 0
29/05/2021 0 0 0 0
30/05/2021 7.178 1 0 0
31/05/2021 24.988 1 0 0
01/06/2021 -1744.424 1 0 4

SUMMARY METRICS

Metric Value
Backtesting from 2021-05-01 00:00:00
Backtesting to 2021-06-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 129 / 4.16
Starting balance 10000 USDT
Final balance 14593.603 USDT
Absolute profit 4593.603 USDT
Total profit % 45.94%
CAGR % 8468.04%
Sortino 6.20
Sharpe 22.51
Calmar 265.15
Profit factor 3.51
Expectancy (Ratio) 35.61 (0.08)
Avg. daily profit % 1.48%
Avg. stake amount 1977.275 USDT
Total trade volume 255068.436 USDT
Best Pair NWC/USDT 8.91%
Worst Pair DASH/USDT -3.58%
Best trade NWC/USDT 10.63%
Worst trade TEL/USDT -3.77%
Best day 1335.757 USDT
Worst day -1744.424 USDT
Days win/draw/lose 19 / 10 / 1
Avg. Duration Winners 9:14:00
Avg. Duration Loser 12 days, 17:54:00
Max Consecutive Wins / Loss 124 / 2
Rejected Entry signals 1128
Entry/Exit Timeouts 0 / 0
Min balance 10036.968 USDT
Max balance 16338.027 USDT
Max % of account underwater 10.68%
Absolute Drawdown (Account) 10.68%
Absolute Drawdown 1744.424 USDT
Drawdown high 6338.027 USDT
Drawdown low 4593.603 USDT
Drawdown Start 2021-05-31 09:56:00
Drawdown End 2021-06-01 00:00:00
Market change -23.07%

Backtested 2021-05-01 00:00:00 -> 2021-06-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 129 2.14 4593.603 45.94 18:26:00 125 0 4 96.9 1744.424 USDT 10.68%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20210601-20210701

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 1 day, 19:08:00 1 day, 19:08:00 1 day, 19:08:00 1 day, 17:23:00 1 day, 17:53:00
Market Change -18.28 % -18.28 % -18.28 % -18.28 % -18.28 %
Max Drawdown 6.3269 % 6.3269 % 6.3267 % 6.0623 % 5.8139 %
Profit Mean 1.85 % 1.85 % 1.85 % 1.8 % 1.78 %
Profit Sum 83.21 % 83.21 % 83.23 % 84.71 % 83.43 %
Profit Total 8.3 % 8.3 % 8.3 % 8.8 % 9.94 %
Trades 45 45 45 47 47
Win Rate 93.33 % 93.33 % 93.33 % 93.62 % 95.74 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TEL/USDT 9 2.91 408.192 4.08 0:37:00 9 0 0 100
NWC/USDT 5 2.08 187.890 1.88 0:34:00 5 0 0 100
MLK/USDT 3 2.82 145.605 1.46 7:23:00 3 0 0 100
VRA/USDT 4 1.97 138.066 1.38 0:49:00 4 0 0 100
DGB/USDT 2 3.94 134.596 1.35 1:22:00 2 0 0 100
XRP/USDT 1 1.29 94.687 0.95 13 days, 7:45:00 1 0 0 100
KSM/USDT 2 1.79 66.328 0.66 7:10:00 2 0 0 100
VELO/USDT 2 1.52 50.880 0.51 1:56:00 2 0 0 100
DAG/USDT 1 2.44 42.078 0.42 0:45:00 1 0 0 100
ADA/USDT 1 2.19 39.399 0.39 6:19:00 1 0 0 100
ALEPH/USDT 1 2.23 37.429 0.37 0:30:00 1 0 0 100
COTI/USDT 1 2.11 35.182 0.35 1:25:00 1 0 0 100
CKB/USDT 1 1.99 34.229 0.34 0:07:00 1 0 0 100
BTT/USDT 1 1.9 32.032 0.32 0:35:00 1 0 0 100
EOS/USDT 1 1.42 24.447 0.24 0:14:00 1 0 0 100
CHR/USDT 1 1.11 18.518 0.19 0:52:00 1 0 0 100
ROSE/USDT 1 1.02 17.323 0.17 0:18:00 1 0 0 100
DASH/USDT 1 0.97 14.326 0.14 3:24:00 1 0 0 100
BNB/USDT 1 1.34 8.044 0.08 0:05:00 1 0 0 100
NEO/USDT 1 1.35 7.975 0.08 0:14:00 1 0 0 100
STX/USDT 1 0.37 6.431 0.06 2:25:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 2 0.12 -49.958 -0.5 7 days, 6:51:00 1 0 1 50.0
FIL/USDT 1 -2.56 -283.130 -2.83 23 days, 0:40:00 0 0 1 0
ONT/USDT 1 -3.61 -380.829 -3.81 26 days, 22:40:00 0 0 1 0
TOTAL 45 1.85 829.743 8.3 1 day, 19:08:00 42 0 3 93.3

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DOT/USDT 1 -0.8 -67.503 -0.68 14 days, 12:50:00 0 0 1 0
FIL/USDT 1 -2.56 -283.130 -2.83 23 days, 0:40:00 0 0 1 0
ONT/USDT 1 -3.61 -380.829 -3.81 26 days, 22:40:00 0 0 1 0
TOTAL 3 -2.32 -731.462 -7.31 21 days, 12:03:00 0 0 3 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 23 1.84 401.506 4.02 1 day, 6:21:00 22 0 1 95.7
42 4 2.12 142.088 1.42 1:19:00 4 0 0 100
6 41 1 6.78 114.923 1.15 0:20:00 1 0 0 100
41 3 1.99 113.051 1.13 0:36:00 3 0 0 100
3 2 2.65 94.519 0.95 0:40:00 2 0 0 100
5 2 1.89 50.122 0.5 0:25:00 2 0 0 100
141 142 1 2.19 39.399 0.39 6:19:00 1 0 0 100
1 41 1 1.92 32.155 0.32 0:06:00 1 0 0 100
141 2 0.9 30.878 0.31 1:20:00 2 0 0 100
2 3 5 6 43 1 4.68 29.696 0.3 0:17:00 1 0 0 100
120 2 0.24 27.183 0.27 13 days, 22:18:00 1 0 1 50.0
43 1 1.16 19.590 0.2 0:26:00 1 0 0 100
2 3 1 1.01 17.764 0.18 2:02:00 1 0 0 100
120 141 1 -2.56 -283.130 -2.83 23 days, 0:40:00 0 0 1 0
TOTAL 45 1.85 829.743 8.3 1 day, 19:08:00 42 0 3 93.3

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 8 1.41 178.407 1.78 0:09:00 8 0 0 100
exit_long_normal_d_7_13 ( 6 ) 1 7.09 120.192 1.2 0:30:00 1 0 0 100
exit_long_normal_d_6_11 ( 6 41 ) 1 6.78 114.923 1.15 0:20:00 1 0 0 100
exit_profit_long_normal_t_5_2_m ( 6 ) 1 5.77 99.119 0.99 2:30:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.29 94.687 0.95 13 days, 7:45:00 1 0 0 100
exit_long_quick_q_3 ( 42 ) 2 2.65 90.333 0.9 0:40:00 2 0 0 100
exit_long_normal_w_2_11 ( 6 ) 2 2.5 85.207 0.85 1:12:00 2 0 0 100
exit_profit_long_normal_t_4_1_m ( 6 ) 1 4.52 75.944 0.76 2:15:00 1 0 0 100
exit_long_normal_d_3_97 ( 3 ) 1 3.35 60.953 0.61 0:48:00 1 0 0 100
exit_long_normal_d_3_91 ( 6 ) 1 2.96 60.488 0.6 0:48:00 1 0 0 100
exit_long_quick_d_2_27 ( 41 ) 1 2.88 47.982 0.48 0:30:00 1 0 0 100
exit_long_quick_d_2_20 ( 41 ) 1 1.99 46.712 0.47 1:03:00 1 0 0 100
exit_long_normal_d_2_64 ( 5 ) 1 2.44 42.078 0.42 0:45:00 1 0 0 100
exit_long_tc_d_2_78 ( 141 142 ) 1 2.19 39.399 0.39 6:19:00 1 0 0 100
exit_long_quick_d_2_64 ( 42 ) 1 2.23 37.429 0.37 0:30:00 1 0 0 100
exit_long_normal_d_1_27 ( 6 ) 2 1.08 36.063 0.36 0:52:00 2 0 0 100
exit_long_normal_d_2_71 ( 6 ) 1 2.1 35.477 0.35 0:15:00 1 0 0 100
exit_long_normal_d_1_20 ( 3 ) 1 1.94 33.566 0.34 0:31:00 1 0 0 100
exit_long_normal_u_1 ( 1 41 ) 1 1.92 32.155 0.32 0:06:00 1 0 0 100
exit_long_normal_d_1_46 ( 6 ) 1 1.9 32.032 0.32 0:35:00 1 0 0 100
exit_long_normal_u_4 ( 2 3 5 6 43 ) 1 4.68 29.696 0.3 0:17:00 1 0 0 100
exit_long_normal_d_1_70 ( 6 ) 1 1.59 27.195 0.27 0:20:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.42 24.447 0.24 0:14:00 1 0 0 100
exit_long_quick_d_1_20 ( 43 ) 1 1.16 19.590 0.2 0:26:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.09 18.357 0.18 0:15:00 1 0 0 100
exit_long_normal_w_1_11 ( 2 3 ) 1 1.01 17.764 0.18 2:02:00 1 0 0 100
exit_long_normal_d_1_55 ( 6 ) 1 0.72 16.986 0.17 14:00:00 1 0 0 100
exit_long_quick_d_0_26 ( 42 ) 1 0.97 14.326 0.14 3:24:00 1 0 0 100
exit_long_normal_w_0_8 ( 6 ) 1 0.6 12.326 0.12 21:35:00 1 0 0 100
exit_long_normal_d_1_65 ( 5 ) 1 1.34 8.044 0.08 0:05:00 1 0 0 100
exit_long_tc_w_0_8 ( 141 ) 1 0.37 6.431 0.06 2:25:00 1 0 0 100
exit_long_normal_d_0_25 ( 6 ) 1 0.16 2.898 0.03 3:22:00 1 0 0 100
force_exit 3 -2.32 -731.462 -7.31 21 days, 12:03:00 0 0 3 0
TOTAL 45 1.85 829.743 8.3 1 day, 19:08:00 42 0 3 93.3

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 8 1.41 178.407 1.78 0:09:00 8 0 0 100
('6 ', 'exit_long_normal_d_7_13 ( 6 )') 1 7.09 120.192 1.2 0:30:00 1 0 0 100
('6 41 ', 'exit_long_normal_d_6_11 ( 6 41 )') 1 6.78 114.923 1.15 0:20:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_5_2_m ( 6 )') 1 5.77 99.119 0.99 2:30:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.29 94.687 0.95 13 days, 7:45:00 1 0 0 100
('42 ', 'exit_long_quick_q_3 ( 42 )') 2 2.65 90.333 0.9 0:40:00 2 0 0 100
('6 ', 'exit_long_normal_w_2_11 ( 6 )') 2 2.5 85.207 0.85 1:12:00 2 0 0 100
('6 ', 'exit_profit_long_normal_t_4_1_m ( 6 )') 1 4.52 75.944 0.76 2:15:00 1 0 0 100
('3 ', 'exit_long_normal_d_3_97 ( 3 )') 1 3.35 60.953 0.61 0:48:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_91 ( 6 )') 1 2.96 60.488 0.6 0:48:00 1 0 0 100
('41 ', 'exit_long_quick_d_2_27 ( 41 )') 1 2.88 47.982 0.48 0:30:00 1 0 0 100
('41 ', 'exit_long_quick_d_2_20 ( 41 )') 1 1.99 46.712 0.47 1:03:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_64 ( 5 )') 1 2.44 42.078 0.42 0:45:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_2_78 ( 141 142 )') 1 2.19 39.399 0.39 6:19:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_64 ( 42 )') 1 2.23 37.429 0.37 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_27 ( 6 )') 2 1.08 36.063 0.36 0:52:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_71 ( 6 )') 1 2.1 35.477 0.35 0:15:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_20 ( 3 )') 1 1.94 33.566 0.34 0:31:00 1 0 0 100
('1 41 ', 'exit_long_normal_u_1 ( 1 41 )') 1 1.92 32.155 0.32 0:06:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_46 ( 6 )') 1 1.9 32.032 0.32 0:35:00 1 0 0 100
('2 3 5 6 43 ', 'exit_long_normal_u_4 ( 2 3 5 6 43 )') 1 4.68 29.696 0.3 0:17:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_70 ( 6 )') 1 1.59 27.195 0.27 0:20:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.42 24.447 0.24 0:14:00 1 0 0 100
('43 ', 'exit_long_quick_d_1_20 ( 43 )') 1 1.16 19.590 0.2 0:26:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.09 18.357 0.18 0:15:00 1 0 0 100
('2 3 ', 'exit_long_normal_w_1_11 ( 2 3 )') 1 1.01 17.764 0.18 2:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_55 ( 6 )') 1 0.72 16.986 0.17 14:00:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_26 ( 42 )') 1 0.97 14.326 0.14 3:24:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_8 ( 6 )') 1 0.6 12.326 0.12 21:35:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_65 ( 5 )') 1 1.34 8.044 0.08 0:05:00 1 0 0 100
('141 ', 'exit_long_tc_w_0_8 ( 141 )') 1 0.37 6.431 0.06 2:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_25 ( 6 )') 1 0.16 2.898 0.03 3:22:00 1 0 0 100
('120 ', 'force_exit') 1 -0.8 -67.503 -0.68 14 days, 12:50:00 0 0 1 0
('120 141 ', 'force_exit') 1 -2.56 -283.130 -2.83 23 days, 0:40:00 0 0 1 0
('6 ', 'force_exit') 1 -3.61 -380.829 -3.81 26 days, 22:40:00 0 0 1 0
TOTAL 45 1.85 829.743 8.3 1 day, 19:08:00 42 0 3 93.3

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/06/2021 60.953 1 0 0
02/06/2021 0 0 0 0
03/06/2021 85.411 2 0 0
04/06/2021 133.182 5 0 0
05/06/2021 125.803 5 0 0
06/06/2021 0 0 0 0
07/06/2021 79.257 3 0 0
08/06/2021 371.782 8 0 0
09/06/2021 0 0 0 0
10/06/2021 0 0 0 0
11/06/2021 0 0 0 0
12/06/2021 149.144 2 0 0
13/06/2021 0 0 0 0
14/06/2021 94.687 1 0 0
15/06/2021 0 0 0 0
16/06/2021 0 0 0 0
17/06/2021 0 0 0 0
18/06/2021 33.256 1 0 0
19/06/2021 0 0 0 0
20/06/2021 17.323 1 0 0
21/06/2021 18.357 1 0 0
22/06/2021 288.304 9 0 0
23/06/2021 49.342 1 0 0
24/06/2021 0 0 0 0
25/06/2021 42.078 1 0 0
26/06/2021 0 0 0 0
27/06/2021 0 0 0 0
28/06/2021 0 0 0 0
29/06/2021 0 0 0 0
30/06/2021 12.326 1 0 0
01/07/2021 -731.462 0 0 3

SUMMARY METRICS

Metric Value
Backtesting from 2021-06-01 00:00:00
Backtesting to 2021-07-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 45 / 1.5
Starting balance 10000 USDT
Final balance 10829.743 USDT
Absolute profit 829.743 USDT
Total profit % 8.30%
CAGR % 163.75%
Sortino 4.04
Sharpe 6.42
Calmar 83.52
Profit factor 2.13
Expectancy (Ratio) 18.44 (0.08)
Avg. daily profit % 0.28%
Avg. stake amount 1573.74 USDT
Total trade volume 70818.321 USDT
Best Pair TEL/USDT 4.08%
Worst Pair ONT/USDT -3.81%
Best trade TEL/USDT 7.09%
Worst trade ONT/USDT -3.61%
Best day 371.782 USDT
Worst day -731.462 USDT
Days win/draw/lose 15 / 15 / 1
Avg. Duration Winners 9:21:00
Avg. Duration Loser 21 days, 12:03:00
Max Consecutive Wins / Loss 42 / 3
Rejected Entry signals 26
Entry/Exit Timeouts 0 / 0
Min balance 10060.953 USDT
Max balance 11561.206 USDT
Max % of account underwater 6.33%
Absolute Drawdown (Account) 6.33%
Absolute Drawdown 731.462 USDT
Drawdown high 1561.206 USDT
Drawdown low 829.743 USDT
Drawdown Start 2021-06-30 05:40:00
Drawdown End 2021-07-01 00:00:00
Market change -18.28%

Backtested 2021-06-01 00:00:00 -> 2021-07-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 45 1.85 829.743 8.3 1 day, 19:08:00 42 0 3 93.3 731.462 USDT 6.33%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20210701-20210801

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 1 day, 14:10:00 1 day, 14:10:00 1 day, 14:10:00 1 day, 14:29:00 1 day, 14:54:00
Market Change 25.97 % 25.97 % 25.97 % 25.97 % 25.97 %
Max Drawdown 1.0618 % 1.0618 % 1.0142 % 1.2106 % 1.3482 %
Profit Mean 1.77 % 1.77 % 1.77 % 1.8 % 1.74 %
Profit Sum 47.84 % 47.84 % 47.88 % 48.57 % 47.02 %
Profit Total 8.13 % 8.13 % 8.19 % 8.1 % 7.14 %
Trades 27 27 27 27 27
Win Rate 96.3 % 96.3 % 96.3 % 96.3 % 96.3 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TEL/USDT 9 1.6 260.288 2.6 0:50:00 9 0 0 100
DAG/USDT 6 2.04 204.531 2.05 0:58:00 6 0 0 100
NIM/USDT 3 3.13 156.870 1.57 3:07:00 3 0 0 100
DOT/USDT 2 1.52 127.041 1.27 11 days, 15:30:00 2 0 0 100
DEGO/USDT 2 1.44 69.932 0.7 1 day, 0:40:00 2 0 0 100
KAI/USDT 1 3.36 55.669 0.56 0:28:00 1 0 0 100
STX/USDT 2 0.96 33.548 0.34 2:20:00 2 0 0 100
KSM/USDT 1 1.21 21.183 0.21 0:03:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 1 -0.62 -115.601 -1.16 16 days, 10:15:00 0 0 1 0
TOTAL 27 1.77 813.460 8.13 1 day, 14:10:00 26 0 1 96.3

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DOT/USDT 1 1.91 42.076 0.42 5 days, 16:20:00 1 0 0 100
CHR/USDT 1 -0.62 -115.601 -1.16 16 days, 10:15:00 0 0 1 0
TOTAL 2 0.65 -73.526 -0.74 11 days, 1:18:00 1 0 1 50.0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 18 1.43 364.126 3.64 1 day, 1:42:00 17 0 1 94.4
3 1 8.68 144.701 1.45 1:35:00 1 0 0 100
120 2 1.52 127.041 1.27 11 days, 15:30:00 2 0 0 100
5 3 1.78 90.462 0.9 0:47:00 3 0 0 100
43 1 3.06 53.582 0.54 0:01:00 1 0 0 100
143 2 0.96 33.548 0.34 2:20:00 2 0 0 100
TOTAL 27 1.77 813.460 8.13 1 day, 14:10:00 26 0 1 96.3

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_w_8_7 ( 3 ) 1 8.68 144.701 1.45 1:35:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.12 84.965 0.85 17 days, 14:39:00 1 0 0 100
exit_long_normal_w_5_11 ( 6 ) 1 5.08 83.327 0.83 0:25:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 4 1.14 77.786 0.78 0:12:00 4 0 0 100
exit_long_normal_u_3 ( 6 ) 1 3.36 55.669 0.56 0:28:00 1 0 0 100
exit_profit_long_normal_t_3_1_m ( 6 ) 1 2.05 55.093 0.55 1 day, 18:20:00 1 0 0 100
exit_long_quick_u_3 ( 43 ) 1 3.06 53.582 0.54 0:01:00 1 0 0 100
exit_long_normal_d_2_7 ( 5 ) 1 2.74 46.230 0.46 0:10:00 1 0 0 100
exit_long_normal_d_2_97 ( 6 ) 1 1.75 44.279 0.44 1:29:00 1 0 0 100
exit_long_normal_d_2_71 ( 6 ) 1 2.06 35.232 0.35 0:30:00 1 0 0 100
exit_long_normal_d_2_80 ( 6 ) 1 2.03 34.306 0.34 0:38:00 1 0 0 100
exit_long_tc_d_1_26 ( 143 ) 1 1.77 31.019 0.31 4:40:00 1 0 0 100
exit_long_normal_d_1_8 ( 6 ) 1 1.46 24.093 0.24 1:50:00 1 0 0 100
exit_long_normal_d_1_67 ( 5 ) 1 1.35 22.697 0.23 0:32:00 1 0 0 100
exit_long_normal_d_1_56 ( 6 ) 1 1.32 22.666 0.23 0:27:00 1 0 0 100
exit_long_normal_d_1_31 ( 5 ) 1 1.24 21.536 0.22 1:39:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.09 18.105 0.18 0:59:00 1 0 0 100
exit_long_normal_d_0_81 ( 6 ) 1 0.83 14.839 0.15 7:00:00 1 0 0 100
exit_long_normal_d_0_45 ( 6 ) 1 0.48 8.013 0.08 2:25:00 1 0 0 100
exit_long_normal_d_0_3 ( 6 ) 1 0.24 4.156 0.04 5:20:00 1 0 0 100
exit_long_tc_u_0 ( 143 ) 1 0.15 2.529 0.03 0:01:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.12 2.163 0.02 3:49:00 1 0 0 100
force_exit 2 0.65 -73.526 -0.74 11 days, 1:18:00 1 0 1 50.0
TOTAL 27 1.77 813.460 8.13 1 day, 14:10:00 26 0 1 96.3

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('3 ', 'exit_long_normal_w_8_7 ( 3 )') 1 8.68 144.701 1.45 1:35:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.12 84.965 0.85 17 days, 14:39:00 1 0 0 100
('6 ', 'exit_long_normal_w_5_11 ( 6 )') 1 5.08 83.327 0.83 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 4 1.14 77.786 0.78 0:12:00 4 0 0 100
('6 ', 'exit_long_normal_u_3 ( 6 )') 1 3.36 55.669 0.56 0:28:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_3_1_m ( 6 )') 1 2.05 55.093 0.55 1 day, 18:20:00 1 0 0 100
('43 ', 'exit_long_quick_u_3 ( 43 )') 1 3.06 53.582 0.54 0:01:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_7 ( 5 )') 1 2.74 46.230 0.46 0:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_97 ( 6 )') 1 1.75 44.279 0.44 1:29:00 1 0 0 100
('120 ', 'force_exit') 1 1.91 42.076 0.42 5 days, 16:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_71 ( 6 )') 1 2.06 35.232 0.35 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_80 ( 6 )') 1 2.03 34.306 0.34 0:38:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_26 ( 143 )') 1 1.77 31.019 0.31 4:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_8 ( 6 )') 1 1.46 24.093 0.24 1:50:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_67 ( 5 )') 1 1.35 22.697 0.23 0:32:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_56 ( 6 )') 1 1.32 22.666 0.23 0:27:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_31 ( 5 )') 1 1.24 21.536 0.22 1:39:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.09 18.105 0.18 0:59:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_81 ( 6 )') 1 0.83 14.839 0.15 7:00:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_45 ( 6 )') 1 0.48 8.013 0.08 2:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_3 ( 6 )') 1 0.24 4.156 0.04 5:20:00 1 0 0 100
('143 ', 'exit_long_tc_u_0 ( 143 )') 1 0.15 2.529 0.03 0:01:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.12 2.163 0.02 3:49:00 1 0 0 100
('6 ', 'force_exit') 1 -0.62 -115.601 -1.16 16 days, 10:15:00 0 0 1 0
TOTAL 27 1.77 813.460 8.13 1 day, 14:10:00 26 0 1 96.3

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/07/2021 36.677 2 0 0
02/07/2021 55.669 1 0 0
03/07/2021 144.701 1 0 0
04/07/2021 0 0 0 0
05/07/2021 18.095 1 0 0
06/07/2021 0 0 0 0
07/07/2021 34.306 1 0 0
08/07/2021 0 0 0 0
09/07/2021 0 0 0 0
10/07/2021 55.093 1 0 0
11/07/2021 42.602 2 0 0
12/07/2021 0 0 0 0
13/07/2021 0 0 0 0
14/07/2021 35.232 1 0 0
15/07/2021 0 0 0 0
16/07/2021 107.42 2 0 0
17/07/2021 21.536 1 0 0
18/07/2021 0 0 0 0
19/07/2021 4.156 1 0 0
20/07/2021 41.561 3 0 0
21/07/2021 68.926 2 0 0
22/07/2021 2.163 1 0 0
23/07/2021 0 0 0 0
24/07/2021 44.279 1 0 0
25/07/2021 84.965 1 0 0
26/07/2021 74.765 2 0 0
27/07/2021 0 0 0 0
28/07/2021 0 0 0 0
29/07/2021 0 0 0 0
30/07/2021 14.839 1 0 0
31/07/2021 0 0 0 0
01/08/2021 -73.526 1 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2021-07-01 00:00:00
Backtesting to 2021-08-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 27 / 0.87
Starting balance 10000 USDT
Final balance 10813.46 USDT
Absolute profit 813.46 USDT
Total profit % 8.13%
CAGR % 151.13%
Sortino -100.00
Sharpe 12.09
Calmar 472.13
Profit factor 8.04
Expectancy (Ratio) 30.13 (0.26)
Avg. daily profit % 0.26%
Avg. stake amount 1521.96 USDT
Total trade volume 41092.912 USDT
Best Pair TEL/USDT 2.60%
Worst Pair CHR/USDT -1.16%
Best trade NIM/USDT 8.68%
Worst trade CHR/USDT -0.62%
Best day 144.701 USDT
Worst day -73.526 USDT
Days win/draw/lose 18 / 13 / 1
Avg. Duration Winners 1 day, 0:28:00
Avg. Duration Loser 16 days, 10:15:00
Max Consecutive Wins / Loss 25 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10018.572 USDT
Max balance 10886.986 USDT
Max % of account underwater 1.06%
Absolute Drawdown (Account) 1.06%
Absolute Drawdown 115.601 USDT
Drawdown high 886.986 USDT
Drawdown low 771.384 USDT
Drawdown Start 2021-07-30 15:55:00
Drawdown End 2021-08-01 00:00:00
Market change 25.97%

Backtested 2021-07-01 00:00:00 -> 2021-08-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 27 1.77 813.460 8.13 1 day, 14:10:00 26 0 1 96.3 115.601 USDT 1.06%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20210801-20210901

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 19:49:00 19:49:00 19:10:00 14:28:00 20:22:00
Market Change 56.3 % 56.3 % 56.3 % 56.3 % 56.3 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.68 % 1.68 % 1.64 % 1.68 % 1.67 %
Profit Sum 43.61 % 43.61 % 44.32 % 45.45 % 43.47 %
Profit Total 8.66 % 8.66 % 8.79 % 8.39 % 8.31 %
Trades 26 26 27 27 26
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DAG/USDT 2 2.7 108.148 1.08 0:26:00 2 0 0 100
CHR/USDT 2 2.77 93.951 0.94 0:18:00 2 0 0 100
NWC/USDT 3 1.58 83.898 0.84 0:20:00 3 0 0 100
DOT/USDT 1 1.79 83.046 0.83 10 days, 3:36:00 1 0 0 100
EOS/USDT 2 2.27 76.266 0.76 0:15:00 2 0 0 100
GRT/USDT 2 1.15 67.727 0.68 3 days, 7:42:00 2 0 0 100
UOS/USDT 2 2.0 66.428 0.66 0:10:00 2 0 0 100
VELO/USDT 1 2.44 45.815 0.46 3:50:00 1 0 0 100
ARPA/USDT 1 0.96 37.031 0.37 4 days, 4:30:00 1 0 0 100
VRA/USDT 1 2.05 35.727 0.36 0:01:00 1 0 0 100
FIL/USDT 1 1.52 26.315 0.26 0:06:00 1 0 0 100
TEL/USDT 1 1.33 23.048 0.23 0:02:00 1 0 0 100
KSM/USDT 1 1.33 21.994 0.22 0:05:00 1 0 0 100
EWT/USDT 1 1.0 18.580 0.19 1:10:00 1 0 0 100
DEGO/USDT 1 1.07 17.987 0.18 0:02:00 1 0 0 100
JST/USDT 1 1.06 17.929 0.18 0:06:00 1 0 0 100
CKB/USDT 1 1.07 17.687 0.18 0:16:00 1 0 0 100
UNI/USDT 1 1.05 17.671 0.18 0:28:00 1 0 0 100
WIN/USDT 1 0.41 6.922 0.07 2:24:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 26 1.68 866.170 8.66 19:49:00 26 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 1.09 47.188 0.47 6 days, 15:20:00 1 0 0 100
TOTAL 1 1.09 47.188 0.47 6 days, 15:20:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 16 1.61 476.352 4.76 6:40:00 16 0 0 100
120 2 1.44 130.235 1.3 8 days, 9:28:00 2 0 0 100
5 2 1.85 62.657 0.63 0:06:00 2 0 0 100
6 142 1 3.13 52.898 0.53 0:23:00 1 0 0 100
41 1 2.44 45.815 0.46 3:50:00 1 0 0 100
43 1 2.05 35.727 0.36 0:01:00 1 0 0 100
120 141 1 1.41 23.369 0.23 0:07:00 1 0 0 100
6 141 1 1.22 20.538 0.21 0:04:00 1 0 0 100
2 3 1 1.0 18.580 0.19 1:10:00 1 0 0 100
TOTAL 26 1.68 866.170 8.66 19:49:00 26 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 9 1.22 186.224 1.86 0:07:00 9 0 0 100
exit_long_normal_d_5_40 ( 6 ) 1 4.34 89.553 0.9 0:45:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.79 83.046 0.83 10 days, 3:36:00 1 0 0 100
exit_long_normal_d_4_81 ( 6 ) 1 4.37 73.623 0.74 0:30:00 1 0 0 100
exit_long_normal_d_3_65 ( 6 142 ) 1 3.13 52.898 0.53 0:23:00 1 0 0 100
force_exit 1 1.09 47.188 0.47 6 days, 15:20:00 1 0 0 100
exit_long_quick_q_3 ( 41 ) 1 2.44 45.815 0.46 3:50:00 1 0 0 100
exit_long_normal_u_2 ( 5 ) 1 2.65 44.062 0.44 0:04:00 1 0 0 100
exit_long_normal_o_2 ( 6 ) 1 2.42 42.750 0.43 0:09:00 1 0 0 100
exit_long_normal_w_2_1 ( 6 ) 1 0.96 37.031 0.37 4 days, 4:30:00 1 0 0 100
exit_long_quick_u_2 ( 43 ) 1 2.05 35.727 0.36 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 120 141 ) 1 1.41 23.369 0.23 0:07:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 1 1.26 22.578 0.23 0:45:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 ) 1 1.22 20.538 0.21 0:04:00 1 0 0 100
exit_long_normal_d_1_20 ( 5 ) 1 1.05 18.595 0.19 0:07:00 1 0 0 100
exit_long_normal_d_1_10 ( 2 3 ) 1 1.0 18.580 0.19 1:10:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 ) 1 1.05 17.671 0.18 0:28:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.41 6.922 0.07 2:24:00 1 0 0 100
TOTAL 26 1.68 866.170 8.66 19:49:00 26 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 9 1.22 186.224 1.86 0:07:00 9 0 0 100
('6 ', 'exit_long_normal_d_5_40 ( 6 )') 1 4.34 89.553 0.9 0:45:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.79 83.046 0.83 10 days, 3:36:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_81 ( 6 )') 1 4.37 73.623 0.74 0:30:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_3_65 ( 6 142 )') 1 3.13 52.898 0.53 0:23:00 1 0 0 100
('120 ', 'force_exit') 1 1.09 47.188 0.47 6 days, 15:20:00 1 0 0 100
('41 ', 'exit_long_quick_q_3 ( 41 )') 1 2.44 45.815 0.46 3:50:00 1 0 0 100
('5 ', 'exit_long_normal_u_2 ( 5 )') 1 2.65 44.062 0.44 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_o_2 ( 6 )') 1 2.42 42.750 0.43 0:09:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_1 ( 6 )') 1 0.96 37.031 0.37 4 days, 4:30:00 1 0 0 100
('43 ', 'exit_long_quick_u_2 ( 43 )') 1 2.05 35.727 0.36 0:01:00 1 0 0 100
('120 141 ', 'exit_long_tc_u_1 ( 120 141 )') 1 1.41 23.369 0.23 0:07:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 1 1.26 22.578 0.23 0:45:00 1 0 0 100
('6 141 ', 'exit_long_normal_u_1 ( 6 141 )') 1 1.22 20.538 0.21 0:04:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_20 ( 5 )') 1 1.05 18.595 0.19 0:07:00 1 0 0 100
('2 3 ', 'exit_long_normal_d_1_10 ( 2 3 )') 1 1.0 18.580 0.19 1:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_20 ( 6 )') 1 1.05 17.671 0.18 0:28:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.41 6.922 0.07 2:24:00 1 0 0 100
TOTAL 26 1.68 866.170 8.66 19:49:00 26 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
02/08/2021 22.366 1 0 0
03/08/2021 0 0 0 0
04/08/2021 0 0 0 0
05/08/2021 0 0 0 0
06/08/2021 0 0 0 0
07/08/2021 0 0 0 0
08/08/2021 0 0 0 0
09/08/2021 0 0 0 0
10/08/2021 0 0 0 0
11/08/2021 0 0 0 0
12/08/2021 83.743 3 0 0
13/08/2021 6.922 1 0 0
14/08/2021 0 0 0 0
15/08/2021 0 0 0 0
16/08/2021 0 0 0 0
17/08/2021 78.071 3 0 0
18/08/2021 182.975 5 0 0
19/08/2021 0 0 0 0
20/08/2021 0 0 0 0
21/08/2021 0 0 0 0
22/08/2021 0 0 0 0
23/08/2021 23.048 1 0 0
24/08/2021 165.417 4 0 0
25/08/2021 89.553 1 0 0
26/08/2021 18.58 1 0 0
27/08/2021 42.75 1 0 0
28/08/2021 18.595 1 0 0
29/08/2021 0 0 0 0
30/08/2021 0 0 0 0
31/08/2021 86.963 3 0 0
01/09/2021 47.188 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2021-08-01 00:00:00
Backtesting to 2021-09-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 26 / 0.84
Starting balance 10000 USDT
Final balance 10866.17 USDT
Absolute profit 866.17 USDT
Total profit % 8.66%
CAGR % 165.93%
Sortino -100.00
Sharpe 25.41
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 33.31 (100.00)
Avg. daily profit % 0.28%
Avg. stake amount 1613.463 USDT
Total trade volume 41950.043 USDT
Best Pair CHR/USDT 0.94%
Worst Pair AAVE/USDT 0.00%
Best trade CHR/USDT 4.37%
Worst trade WIN/USDT 0.41%
Best day 182.975 USDT
Worst day 0 USDT
Days win/draw/lose 13 / 18 / 0
Avg. Duration Winners 19:49:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 26 / 0
Rejected Entry signals 3
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 56.30%

Backtested 2021-08-01 00:00:00 -> 2021-09-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 26 1.68 866.170 8.66 19:49:00 26 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20210901-20211001

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 3 days, 3:35:00 3 days, 14:01:00 4 days, 3:44:00 3 days, 12:37:00 3 days, 15:44:00
Market Change -1.55 % -1.55 % -1.55 % -1.55 % -1.55 %
Max Drawdown 9.9876 % 9.8747 % 14.1541 % 14.9541 % 16.3509 %
Profit Mean 2.75 % 2.72 % 2.43 % 2.27 % 2.11 %
Profit Sum 118.32 % 103.5 % 80.23 % 86.4 % 78.0 %
Profit Total 10.97 % 8.75 % 0.75 % 1.08 % -1.38 %
Trades 43 38 33 38 37
Win Rate 86.05 % 84.21 % 81.82 % 84.21 % 83.78 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
PRE/USDT 5 11.01 925.599 9.26 0:43:00 5 0 0 100
ROSE/USDT 5 3.39 303.328 3.03 3:45:00 5 0 0 100
ONE/USDT 1 13.41 223.580 2.24 1:28:00 1 0 0 100
VRA/USDT 4 1.6 124.115 1.24 1:41:00 4 0 0 100
XRP/USDT 1 1.39 92.179 0.92 16 days, 10:03:00 1 0 0 100
ALGO/USDT 2 2.07 78.854 0.79 1:15:00 2 0 0 100
TEL/USDT 1 3.96 68.921 0.69 0:30:00 1 0 0 100
DEGO/USDT 1 3.3 56.638 0.57 0:15:00 1 0 0 100
ARPA/USDT 1 3.28 55.510 0.56 6:23:00 1 0 0 100
WIN/USDT 1 3.11 53.617 0.54 0:29:00 1 0 0 100
DAG/USDT 1 2.49 42.728 0.43 0:07:00 1 0 0 100
ADA/USDT 2 1.07 39.715 0.4 0:02:00 2 0 0 100
CHR/USDT 1 1.75 32.459 0.32 0:02:00 1 0 0 100
AAVE/USDT 2 0.79 30.861 0.31 0:43:00 2 0 0 100
UNI/USDT 1 1.39 25.517 0.26 0:02:00 1 0 0 100
DOT/USDT 1 1.34 22.984 0.23 5:10:00 1 0 0 100
DASH/USDT 1 1.18 22.055 0.22 0:04:00 1 0 0 100
SXP/USDT 1 0.74 20.137 0.2 3:44:00 1 0 0 100
NEO/USDT 1 1.08 19.835 0.2 0:03:00 1 0 0 100
ALEPH/USDT 1 0.78 14.004 0.14 2:57:00 1 0 0 100
VIDT/USDT 2 0.64 4.782 0.05 11 days, 2:13:00 1 0 1 50.0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 1 -0.25 -65.425 -0.65 23 days, 9:15:00 0 0 1 0
GRT/USDT 1 -1.72 -72.090 -0.72 6 days, 18:50:00 0 0 1 0
NWC/USDT 2 0.62 -121.024 -1.21 11 days, 17:43:00 1 0 1 50.0
VET/USDT 1 -1.67 -230.380 -2.3 23 days, 9:15:00 0 0 1 0
VELO/USDT 2 -2.98 -671.711 -6.72 8 days, 18:12:00 1 0 1 50.0
TOTAL 43 2.75 1096.788 10.97 3 days, 3:35:00 37 0 6 86.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VIDT/USDT 1 -0.11 -20.877 -0.21 22 days, 3:45:00 0 0 1 0
ATOM/USDT 1 -0.25 -65.425 -0.65 23 days, 9:15:00 0 0 1 0
GRT/USDT 1 -1.72 -72.090 -0.72 6 days, 18:50:00 0 0 1 0
NWC/USDT 1 -0.84 -159.314 -1.59 23 days, 11:25:00 0 0 1 0
VET/USDT 1 -1.67 -230.380 -2.3 23 days, 9:15:00 0 0 1 0
VELO/USDT 1 -6.41 -683.189 -6.83 15 days, 16:30:00 0 0 1 0
TOTAL 6 -1.83 -1231.274 -12.31 19 days, 3:30:00 0 0 6 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 24 3.78 1401.592 14.02 1 day, 23:14:00 22 0 2 91.7
3 1 13.41 223.580 2.24 1:28:00 1 0 0 100
5 2 2.82 98.166 0.98 1:10:00 2 0 0 100
142 2 2.26 81.201 0.81 0:36:00 2 0 0 100
2 1 3.96 68.921 0.69 0:30:00 1 0 0 100
2 3 2 1.15 50.235 0.5 3:00:00 2 0 0 100
4 1 1.75 32.459 0.32 0:02:00 1 0 0 100
41 2 0.59 31.615 0.32 23:50:00 2 0 0 100
3 4 1 1.27 23.767 0.24 0:01:00 1 0 0 100
2 43 1 1.01 23.169 0.23 1:20:00 1 0 0 100
4 141 1 1.12 20.988 0.21 0:01:00 1 0 0 100
120 2 -0.17 20.089 0.2 11 days, 14:26:00 1 0 1 50.0
141 2 -0.96 -295.805 -2.96 23 days, 9:15:00 0 0 2 0
1 43 1 -6.41 -683.189 -6.83 15 days, 16:30:00 0 0 1 0
TOTAL 43 2.75 1096.788 10.97 3 days, 3:35:00 37 0 6 86.0

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_8_1_1 ( 6 ) 1 41.25 681.283 6.81 1:20:00 1 0 0 100
exit_profit_long_normal_t_12_2_m ( 3 ) 1 13.41 223.580 2.24 1:28:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 6 1.33 145.653 1.46 0:02:00 6 0 0 100
exit_long_normal_w_6_9 ( 6 ) 1 6.83 123.213 1.23 0:40:00 1 0 0 100
exit_profit_long_normal_t_6_3_m ( 6 ) 1 6.7 119.388 1.19 0:39:00 1 0 0 100
exit_long_normal_w_5_5 ( 6 ) 1 5.95 105.062 1.05 1:11:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.39 92.179 0.92 16 days, 10:03:00 1 0 0 100
exit_profit_long_normal_t_5_1_m ( 5 ) 1 5.33 91.071 0.91 0:55:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 2 2.28 81.018 0.81 0:04:00 2 0 0 100
exit_long_normal_d_3_96 ( 2 ) 1 3.96 68.921 0.69 0:30:00 1 0 0 100
exit_long_normal_d_3_65 ( 6 ) 1 3.3 56.638 0.57 0:15:00 1 0 0 100
exit_long_tc_d_3_90 ( 142 ) 1 3.13 55.685 0.56 1:10:00 1 0 0 100
exit_profit_long_normal_t_3_2_m ( 6 ) 1 3.28 55.510 0.56 6:23:00 1 0 0 100
exit_long_normal_d_3_71 ( 6 ) 1 3.11 53.617 0.54 0:29:00 1 0 0 100
exit_long_normal_d_3_49 ( 6 ) 1 2.7 53.088 0.53 16:50:00 1 0 0 100
exit_long_normal_d_1_95 ( 2 3 ) 1 1.28 32.486 0.32 5:55:00 1 0 0 100
exit_long_normal_u_1 ( 4 ) 1 1.75 32.459 0.32 0:02:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 3 0.6 31.348 0.31 1:13:00 3 0 0 100
exit_long_normal_d_1_87 ( 6 ) 1 1.59 27.322 0.27 0:45:00 1 0 0 100
exit_long_normal_d_1_97 ( 6 ) 1 1.39 25.659 0.26 0:41:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.39 25.517 0.26 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 3 4 ) 1 1.27 23.767 0.24 0:01:00 1 0 0 100
exit_long_normal_d_1_95 ( 2 43 ) 1 1.01 23.169 0.23 1:20:00 1 0 0 100
exit_long_normal_d_1_64 ( 6 ) 1 1.34 22.984 0.23 5:10:00 1 0 0 100
exit_long_normal_u_1 ( 4 141 ) 1 1.12 20.988 0.21 0:01:00 1 0 0 100
exit_long_quick_d_1_13 ( 41 ) 1 0.74 20.137 0.2 3:44:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 ) 1 1.02 17.748 0.18 0:04:00 1 0 0 100
exit_long_quick_w_0_1 ( 41 ) 1 0.45 11.478 0.11 1 day, 19:55:00 1 0 0 100
exit_long_normal_d_0_25 ( 5 ) 1 0.3 7.095 0.07 1:25:00 1 0 0 100
force_exit 6 -1.83 -1231.274 -12.31 19 days, 3:30:00 0 0 6 0
TOTAL 43 2.75 1096.788 10.97 3 days, 3:35:00 37 0 6 86.0

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_8_1_1 ( 6 )') 1 41.25 681.283 6.81 1:20:00 1 0 0 100
('3 ', 'exit_profit_long_normal_t_12_2_m ( 3 )') 1 13.41 223.580 2.24 1:28:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 6 1.33 145.653 1.46 0:02:00 6 0 0 100
('6 ', 'exit_long_normal_w_6_9 ( 6 )') 1 6.83 123.213 1.23 0:40:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_6_3_m ( 6 )') 1 6.7 119.388 1.19 0:39:00 1 0 0 100
('6 ', 'exit_long_normal_w_5_5 ( 6 )') 1 5.95 105.062 1.05 1:11:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.39 92.179 0.92 16 days, 10:03:00 1 0 0 100
('5 ', 'exit_profit_long_normal_t_5_1_m ( 5 )') 1 5.33 91.071 0.91 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 2 2.28 81.018 0.81 0:04:00 2 0 0 100
('2 ', 'exit_long_normal_d_3_96 ( 2 )') 1 3.96 68.921 0.69 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_65 ( 6 )') 1 3.3 56.638 0.57 0:15:00 1 0 0 100
('142 ', 'exit_long_tc_d_3_90 ( 142 )') 1 3.13 55.685 0.56 1:10:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_3_2_m ( 6 )') 1 3.28 55.510 0.56 6:23:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_71 ( 6 )') 1 3.11 53.617 0.54 0:29:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_49 ( 6 )') 1 2.7 53.088 0.53 16:50:00 1 0 0 100
('2 3 ', 'exit_long_normal_d_1_95 ( 2 3 )') 1 1.28 32.486 0.32 5:55:00 1 0 0 100
('4 ', 'exit_long_normal_u_1 ( 4 )') 1 1.75 32.459 0.32 0:02:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 3 0.6 31.348 0.31 1:13:00 3 0 0 100
('6 ', 'exit_long_normal_d_1_87 ( 6 )') 1 1.59 27.322 0.27 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_97 ( 6 )') 1 1.39 25.659 0.26 0:41:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.39 25.517 0.26 0:02:00 1 0 0 100
('3 4 ', 'exit_long_normal_u_1 ( 3 4 )') 1 1.27 23.767 0.24 0:01:00 1 0 0 100
('2 43 ', 'exit_long_normal_d_1_95 ( 2 43 )') 1 1.01 23.169 0.23 1:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_64 ( 6 )') 1 1.34 22.984 0.23 5:10:00 1 0 0 100
('4 141 ', 'exit_long_normal_u_1 ( 4 141 )') 1 1.12 20.988 0.21 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_13 ( 41 )') 1 0.74 20.137 0.2 3:44:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_1 ( 2 3 )') 1 1.02 17.748 0.18 0:04:00 1 0 0 100
('41 ', 'exit_long_quick_w_0_1 ( 41 )') 1 0.45 11.478 0.11 1 day, 19:55:00 1 0 0 100
('5 ', 'exit_long_normal_d_0_25 ( 5 )') 1 0.3 7.095 0.07 1:25:00 1 0 0 100
('120 ', 'force_exit') 1 -1.72 -72.090 -0.72 6 days, 18:50:00 0 0 1 0
('6 ', 'force_exit') 2 -0.47 -180.191 -1.8 22 days, 19:35:00 0 0 2 0
('141 ', 'force_exit') 2 -0.96 -295.805 -2.96 23 days, 9:15:00 0 0 2 0
('1 43 ', 'force_exit') 1 -6.41 -683.189 -6.83 15 days, 16:30:00 0 0 1 0
TOTAL 43 2.75 1096.788 10.97 3 days, 3:35:00 37 0 6 86.0

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/09/2021 788.463 3 0 0
02/09/2021 119.388 1 0 0
03/09/2021 0 0 0 0
04/09/2021 0 0 0 0
05/09/2021 11.478 1 0 0
06/09/2021 187.52 3 0 0
07/09/2021 397.026 15 0 0
08/09/2021 487.922 6 0 0
09/09/2021 55.51 1 0 0
10/09/2021 27.322 1 0 0
11/09/2021 70.837 2 0 0
12/09/2021 20.729 1 0 0
13/09/2021 55.685 1 0 0
14/09/2021 14.004 1 0 0
15/09/2021 0 0 0 0
16/09/2021 0 0 0 0
17/09/2021 0 0 0 0
18/09/2021 0 0 0 0
19/09/2021 0 0 0 0
20/09/2021 0 0 0 0
21/09/2021 0 0 0 0
22/09/2021 92.179 1 0 0
23/09/2021 0 0 0 0
24/09/2021 0 0 0 0
25/09/2021 0 0 0 0
26/09/2021 0 0 0 0
27/09/2021 0 0 0 0
28/09/2021 0 0 0 0
29/09/2021 0 0 0 0
30/09/2021 0 0 0 0
01/10/2021 -1231.274 0 0 6

SUMMARY METRICS

Metric Value
Backtesting from 2021-09-01 00:00:00
Backtesting to 2021-10-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 43 / 1.43
Starting balance 10000 USDT
Final balance 11096.788 USDT
Absolute profit 1096.788 USDT
Total profit % 10.97%
CAGR % 254.73%
Sortino 3.11
Sharpe 4.30
Calmar 69.93
Profit factor 1.89
Expectancy (Ratio) 25.51 (0.12)
Avg. daily profit % 0.37%
Avg. stake amount 1610.306 USDT
Total trade volume 69243.176 USDT
Best Pair PRE/USDT 9.26%
Worst Pair VELO/USDT -6.72%
Best trade PRE/USDT 41.25%
Worst trade VELO/USDT -6.41%
Best day 788.463 USDT
Worst day -1231.274 USDT
Days win/draw/lose 13 / 17 / 1
Avg. Duration Winners 13:19:00
Avg. Duration Loser 19 days, 3:30:00
Max Consecutive Wins / Loss 37 / 6
Rejected Entry signals 176
Entry/Exit Timeouts 0 / 0
Min balance 10681.283 USDT
Max balance 12328.062 USDT
Max % of account underwater 9.99%
Absolute Drawdown (Account) 9.99%
Absolute Drawdown 1231.274 USDT
Drawdown high 2328.062 USDT
Drawdown low 1096.788 USDT
Drawdown Start 2021-09-22 22:08:00
Drawdown End 2021-10-01 00:00:00
Market change -1.55%

Backtested 2021-09-01 00:00:00 -> 2021-10-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 43 2.75 1096.788 10.97 3 days, 3:35:00 37 0 6 86.0 1231.274 USDT 9.99%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20211001-20211101

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 1 day, 18:09:00 1 day, 18:09:00 1 day, 21:07:00 1 day, 17:06:00 2 days, 0:54:00
Market Change 32.16 % 32.16 % 32.16 % 32.16 % 32.16 %
Max Drawdown 3.7877 % 3.7877 % 3.6497 % 3.7701 % 4.8964 %
Profit Mean 1.15 % 1.15 % 1.15 % 1.13 % 0.97 %
Profit Sum 33.48 % 33.48 % 32.18 % 34.9 % 28.11 %
Profit Total 3.48 % 3.48 % 3.28 % 3.63 % 1.44 %
Trades 29 29 28 31 29
Win Rate 93.1 % 93.1 % 92.86 % 93.55 % 93.1 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
WIN/USDT 2 3.22 110.943 1.11 0:24:00 2 0 0 100
XLM/USDT 2 1.61 106.930 1.07 6 days, 14:23:00 2 0 0 100
ADA/USDT 3 2.07 103.942 1.04 0:02:00 3 0 0 100
FIL/USDT 2 2.14 68.963 0.69 0:02:00 2 0 0 100
SXP/USDT 2 2.0 67.529 0.68 0:21:00 2 0 0 100
ETC/USDT 2 1.88 47.466 0.47 1 day, 14:59:00 2 0 0 100
KAI/USDT 1 2.56 41.899 0.42 1:09:00 1 0 0 100
ARPA/USDT 3 0.71 36.433 0.36 1:03:00 3 0 0 100
COTI/USDT 2 0.7 25.571 0.26 13:52:00 2 0 0 100
NIM/USDT 1 1.4 25.385 0.25 0:30:00 1 0 0 100
ALGO/USDT 1 1.05 20.655 0.21 0:26:00 1 0 0 100
STX/USDT 1 1.28 20.484 0.2 0:08:00 1 0 0 100
PLU/USDT 1 1.07 20.047 0.2 4:10:00 1 0 0 100
XRP/USDT 1 1.12 18.715 0.19 0:01:00 1 0 0 100
VRA/USDT 1 1.1 17.800 0.18 0:01:00 1 0 0 100
NEO/USDT 1 0.86 14.630 0.15 6:20:00 1 0 0 100
ETH/USDT 1 0.47 7.919 0.08 0:01:00 1 0 0 100
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 1 -1.68 -201.791 -2.02 28 days, 2:10:00 0 0 1 0
AAVE/USDT 1 -7.22 -205.593 -2.06 4 days, 12:00:00 0 0 1 0
TOTAL 29 1.15 347.926 3.48 1 day, 18:09:00 27 0 2 93.1

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETC/USDT 1 1.89 15.533 0.16 3 days, 5:20:00 1 0 0 100
VELO/USDT 1 -1.68 -201.791 -2.02 28 days, 2:10:00 0 0 1 0
AAVE/USDT 1 -7.22 -205.593 -2.06 4 days, 12:00:00 0 0 1 0
TOTAL 3 -2.34 -391.851 -3.92 11 days, 22:30:00 1 0 2 33.3

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
41 7 1.27 153.138 1.53 5:30:00 7 0 0 100
141 4 1.38 96.691 0.97 0:12:00 4 0 0 100
120 2 1.78 95.269 0.95 8 days, 4:52:00 2 0 0 100
141 143 1 3.28 54.848 0.55 0:01:00 1 0 0 100
2 5 6 1 3.05 52.601 0.53 0:33:00 1 0 0 100
4 141 1 3.17 50.975 0.51 0:01:00 1 0 0 100
1 4 43 1 1.25 20.961 0.21 0:02:00 1 0 0 100
142 1 1.28 20.484 0.2 0:08:00 1 0 0 100
141 142 1 0.47 7.919 0.08 0:01:00 1 0 0 100
4 1 0.12 1.997 0.02 0:01:00 1 0 0 100
6 6 1.31 -38.318 -0.38 4 days, 17:22:00 5 0 1 83.3
143 3 -1.66 -168.640 -1.69 1 day, 12:02:00 2 0 1 66.7
TOTAL 29 1.15 347.926 3.48 1 day, 18:09:00 27 0 2 93.1

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 1.67 79.736 0.8 13 days, 4:24:00 1 0 0 100
exit_long_normal_d_3_83 ( 6 ) 1 3.4 58.342 0.58 0:15:00 1 0 0 100
exit_long_tc_u_3 ( 141 143 ) 1 3.28 54.848 0.55 0:01:00 1 0 0 100
exit_profit_long_normal_t_3_1_m ( 2 5 6 ) 1 3.05 52.601 0.53 0:33:00 1 0 0 100
exit_long_normal_u_3 ( 4 141 ) 1 3.17 50.975 0.51 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 2 1.47 48.843 0.49 0:01:00 2 0 0 100
exit_long_tc_d_1_20 ( 141 ) 2 1.3 47.849 0.48 0:24:00 2 0 0 100
exit_long_quick_u_1 ( 41 ) 2 1.3 43.935 0.44 0:06:00 2 0 0 100
exit_long_normal_d_2_97 ( 6 ) 1 2.56 41.899 0.42 1:09:00 1 0 0 100
exit_long_quick_d_2_72 ( 41 ) 1 2.45 41.461 0.41 0:40:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 2 1.12 36.953 0.37 0:02:00 2 0 0 100
exit_long_quick_d_1_65 ( 41 ) 1 1.88 31.933 0.32 0:38:00 1 0 0 100
exit_long_normal_d_1_34 ( 6 ) 1 1.4 25.385 0.25 0:30:00 1 0 0 100
exit_long_normal_u_1 ( 1 4 43 ) 1 1.25 20.961 0.21 0:02:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.28 20.484 0.2 0:08:00 1 0 0 100
exit_long_normal_d_1_69 ( 6 ) 1 1.07 20.047 0.2 4:10:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.1 17.800 0.18 0:01:00 1 0 0 100
exit_long_quick_d_0_38 ( 41 ) 1 0.86 14.630 0.15 6:20:00 1 0 0 100
exit_long_quick_w_0_7 ( 41 ) 1 0.76 13.475 0.13 3:05:00 1 0 0 100
exit_long_tc_u_0 ( 141 142 ) 1 0.47 7.919 0.08 0:01:00 1 0 0 100
exit_long_quick_d_0_35 ( 41 ) 1 0.35 7.704 0.08 1 day, 3:35:00 1 0 0 100
exit_long_normal_u_0 ( 4 ) 1 0.12 1.997 0.02 0:01:00 1 0 0 100
force_exit 3 -2.34 -391.851 -3.92 11 days, 22:30:00 1 0 2 33.3
TOTAL 29 1.15 347.926 3.48 1 day, 18:09:00 27 0 2 93.1

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 1.67 79.736 0.8 13 days, 4:24:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_83 ( 6 )') 1 3.4 58.342 0.58 0:15:00 1 0 0 100
('141 143 ', 'exit_long_tc_u_3 ( 141 143 )') 1 3.28 54.848 0.55 0:01:00 1 0 0 100
('2 5 6 ', 'exit_profit_long_normal_t_3_1_m ( 2 5 6 )') 1 3.05 52.601 0.53 0:33:00 1 0 0 100
('4 141 ', 'exit_long_normal_u_3 ( 4 141 )') 1 3.17 50.975 0.51 0:01:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 2 1.47 48.843 0.49 0:01:00 2 0 0 100
('141 ', 'exit_long_tc_d_1_20 ( 141 )') 2 1.3 47.849 0.48 0:24:00 2 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 2 1.3 43.935 0.44 0:06:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_97 ( 6 )') 1 2.56 41.899 0.42 1:09:00 1 0 0 100
('41 ', 'exit_long_quick_d_2_72 ( 41 )') 1 2.45 41.461 0.41 0:40:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 2 1.12 36.953 0.37 0:02:00 2 0 0 100
('41 ', 'exit_long_quick_d_1_65 ( 41 )') 1 1.88 31.933 0.32 0:38:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_34 ( 6 )') 1 1.4 25.385 0.25 0:30:00 1 0 0 100
('1 4 43 ', 'exit_long_normal_u_1 ( 1 4 43 )') 1 1.25 20.961 0.21 0:02:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.28 20.484 0.2 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_69 ( 6 )') 1 1.07 20.047 0.2 4:10:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.1 17.800 0.18 0:01:00 1 0 0 100
('120 ', 'force_exit') 1 1.89 15.533 0.16 3 days, 5:20:00 1 0 0 100
('41 ', 'exit_long_quick_d_0_38 ( 41 )') 1 0.86 14.630 0.15 6:20:00 1 0 0 100
('41 ', 'exit_long_quick_w_0_7 ( 41 )') 1 0.76 13.475 0.13 3:05:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_0 ( 141 142 )') 1 0.47 7.919 0.08 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_d_0_35 ( 41 )') 1 0.35 7.704 0.08 1 day, 3:35:00 1 0 0 100
('4 ', 'exit_long_normal_u_0 ( 4 )') 1 0.12 1.997 0.02 0:01:00 1 0 0 100
('6 ', 'force_exit') 1 -1.68 -201.791 -2.02 28 days, 2:10:00 0 0 1 0
('143 ', 'force_exit') 1 -7.22 -205.593 -2.06 4 days, 12:00:00 0 0 1 0
TOTAL 29 1.15 347.926 3.48 1 day, 18:09:00 27 0 2 93.1

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
06/10/2021 20.047 1 0 0
07/10/2021 25.385 1 0 0
08/10/2021 0 0 0 0
09/10/2021 0 0 0 0
10/10/2021 0 0 0 0
11/10/2021 20.484 1 0 0
12/10/2021 0 0 0 0
13/10/2021 82.438 3 0 0
14/10/2021 17.8 1 0 0
15/10/2021 0 0 0 0
16/10/2021 0 0 0 0
17/10/2021 0 0 0 0
18/10/2021 0 0 0 0
19/10/2021 0 0 0 0
20/10/2021 79.736 1 0 0
21/10/2021 0 0 0 0
22/10/2021 0 0 0 0
23/10/2021 41.899 1 0 0
24/10/2021 0 0 0 0
25/10/2021 0 0 0 0
26/10/2021 0 0 0 0
27/10/2021 333.341 14 0 0
28/10/2021 7.704 1 0 0
29/10/2021 0 0 0 0
30/10/2021 0 0 0 0
31/10/2021 110.943 2 0 0
01/11/2021 -391.851 1 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2021-10-01 00:00:00
Backtesting to 2021-11-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 29 / 0.94
Starting balance 10000 USDT
Final balance 10347.926 USDT
Absolute profit 347.926 USDT
Total profit % 3.48%
CAGR % 49.58%
Sortino 112.79
Sharpe 3.50
Calmar 56.61
Profit factor 1.85
Expectancy (Ratio) 12.00 (0.06)
Avg. daily profit % 0.11%
Avg. stake amount 1516.874 USDT
Total trade volume 43989.332 USDT
Best Pair WIN/USDT 1.11%
Worst Pair AAVE/USDT -2.06%
Best trade WIN/USDT 3.40%
Worst trade AAVE/USDT -7.22%
Best day 333.341 USDT
Worst day -391.851 USDT
Days win/draw/lose 10 / 16 / 1
Avg. Duration Winners 16:18:00
Avg. Duration Loser 16 days, 7:05:00
Max Consecutive Wins / Loss 26 / 1
Rejected Entry signals 4
Entry/Exit Timeouts 0 / 0
Min balance 10020.047 USDT
Max balance 10739.777 USDT
Max % of account underwater 3.79%
Absolute Drawdown (Account) 3.79%
Absolute Drawdown 407.384 USDT
Drawdown high 755.31 USDT
Drawdown low 347.926 USDT
Drawdown Start 2021-11-01 00:00:00
Drawdown End 2021-11-01 00:00:00
Market change 32.16%

Backtested 2021-10-01 00:00:00 -> 2021-11-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 29 1.15 347.926 3.48 1 day, 18:09:00 27 0 2 93.1 407.384 USDT 3.79%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20211101-20211201

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 1 day, 10:42:00 1 day, 10:42:00 1 day, 9:59:00 1 day, 9:59:00 1 day, 15:34:00
Market Change 11.63 % 11.63 % 11.63 % 11.63 % 11.63 %
Max Drawdown 8.7909 % 8.7909 % 8.7911 % 8.8453 % 8.7232 %
Profit Mean 1.05 % 1.05 % 1.08 % 1.07 % 1.09 %
Profit Sum 46.22 % 46.22 % 48.48 % 48.06 % 49.15 %
Profit Total 1.42 % 1.42 % 1.86 % 1.81 % 2.53 %
Trades 44 44 45 45 45
Win Rate 93.18 % 93.18 % 93.33 % 93.33 % 93.33 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 3 1.99 114.792 1.15 2:20:00 3 0 0 100
TEL/USDT 2 2.18 99.864 1.0 3:14:00 2 0 0 100
ATOM/USDT 2 1.13 94.741 0.95 7 days, 6:46:00 2 0 0 100
WIN/USDT 3 1.79 74.914 0.75 0:55:00 3 0 0 100
CKB/USDT 2 1.84 67.927 0.68 1:51:00 2 0 0 100
DEGO/USDT 3 1.23 64.696 0.65 0:02:00 3 0 0 100
VET/USDT 2 1.43 62.109 0.62 1:48:00 2 0 0 100
GRT/USDT 1 1.32 60.903 0.61 4 days, 15:55:00 1 0 0 100
KAI/USDT 3 1.08 60.264 0.6 7:04:00 3 0 0 100
UOS/USDT 1 3.26 54.532 0.55 0:55:00 1 0 0 100
ADA/USDT 2 1.5 53.357 0.53 0:01:00 2 0 0 100
LTC/USDT 1 1.79 42.366 0.42 3 days, 9:00:00 1 0 0 100
ARPA/USDT 2 1.16 41.394 0.41 0:03:00 2 0 0 100
AAVE/USDT 1 1.83 31.297 0.31 0:01:00 1 0 0 100
CHR/USDT 2 0.91 31.028 0.31 0:20:00 2 0 0 100
DOT/USDT 1 1.33 23.695 0.24 0:25:00 1 0 0 100
DAG/USDT 1 0.93 19.509 0.2 1:37:00 1 0 0 100
ONE/USDT 1 1.04 18.554 0.19 0:12:00 1 0 0 100
STX/USDT 1 1.0 18.118 0.18 1:20:00 1 0 0 100
CRO/USDT 1 0.32 5.686 0.06 0:02:00 1 0 0 100
MKR/USDT 1 0.13 2.153 0.02 0:01:00 1 0 0 100
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 5 0.57 -53.292 -0.53 2 days, 13:16:00 4 0 1 80.0
ROSE/USDT 1 -2.31 -394.565 -3.95 12 days, 16:05:00 0 0 1 0
UMA/USDT 2 -2.92 -451.886 -4.52 6 days, 17:55:00 1 0 1 50.0
TOTAL 44 1.05 142.157 1.42 1 day, 10:42:00 41 0 3 93.2

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 1.32 60.903 0.61 4 days, 15:55:00 1 0 0 100
ALGO/USDT 1 -3.43 -161.961 -1.62 12 days, 17:50:00 0 0 1 0
ROSE/USDT 1 -2.31 -394.565 -3.95 12 days, 16:05:00 0 0 1 0
UMA/USDT 1 -6.88 -481.895 -4.82 12 days, 20:05:00 0 0 1 0
TOTAL 4 -2.82 -977.518 -9.78 10 days, 17:29:00 1 0 3 25.0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
141 5 1.53 145.112 1.45 17:24:00 5 0 0 100
120 2 1.46 144.191 1.44 9 days, 11:56:00 2 0 0 100
42 2 2.07 72.534 0.73 0:08:00 2 0 0 100
142 2 1.43 62.109 0.62 1:48:00 2 0 0 100
43 2 1.47 50.398 0.5 0:04:00 2 0 0 100
141 142 2 1.37 48.810 0.49 0:13:00 2 0 0 100
2 3 0.8 42.512 0.43 0:05:00 3 0 0 100
143 2 1.09 38.419 0.38 0:40:00 2 0 0 100
3 4 141 1 1.83 31.297 0.31 0:01:00 1 0 0 100
5 1 1.29 23.121 0.23 0:04:00 1 0 0 100
3 1 1.07 19.109 0.19 0:01:00 1 0 0 100
120 141 1 -3.43 -161.961 -1.62 12 days, 17:50:00 0 0 1 0
6 20 0.88 -373.493 -3.73 1 day, 9:36:00 18 0 2 90.0
TOTAL 44 1.05 142.157 1.42 1 day, 10:42:00 41 0 3 93.2

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 1.61 83.288 0.83 14 days, 7:58:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 4 1.18 80.396 0.8 0:07:00 4 0 0 100
exit_long_normal_d_4_97 ( 6 ) 1 3.4 76.622 0.77 1:48:00 1 0 0 100
exit_long_normal_w_4_12 ( 6 ) 1 3.67 75.461 0.75 6:45:00 1 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.25 57.382 0.57 1:50:00 1 0 0 100
exit_long_normal_w_3_10 ( 6 ) 1 3.26 54.532 0.55 0:55:00 1 0 0 100
exit_long_quick_d_3_65 ( 42 ) 1 3.0 52.027 0.52 0:16:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 2 1.47 50.398 0.5 0:04:00 2 0 0 100
exit_long_tc_u_1 ( 141 ) 2 1.3 46.047 0.46 0:05:00 2 0 0 100
exit_long_tc_d_2_20 ( 141 ) 1 2.62 45.246 0.45 0:17:00 1 0 0 100
exit_long_tc_d_2_4 ( 141 ) 1 1.79 42.366 0.42 3 days, 9:00:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 2 1.03 36.827 0.37 0:07:00 2 0 0 100
exit_long_tc_d_1_81 ( 142 ) 1 1.5 32.340 0.32 1:00:00 1 0 0 100
exit_long_normal_u_1 ( 3 4 141 ) 1 1.83 31.297 0.31 0:01:00 1 0 0 100
exit_long_normal_1_1_1 ( 6 ) 1 1.03 30.009 0.3 15:45:00 1 0 0 100
exit_long_tc_d_1_95 ( 142 ) 1 1.36 29.769 0.3 2:35:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.42 25.115 0.25 0:01:00 1 0 0 100
exit_long_tc_d_1_71 ( 141 142 ) 1 1.33 23.695 0.24 0:25:00 1 0 0 100
exit_long_normal_d_1_90 ( 6 ) 1 0.97 23.242 0.23 4:40:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 1 1.29 23.121 0.23 0:04:00 1 0 0 100
exit_long_normal_d_1_42 ( 6 ) 1 1.23 20.832 0.21 10:40:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 1 1.15 20.507 0.21 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 1 1.18 20.301 0.2 0:01:00 1 0 0 100
exit_long_normal_w_1_3 ( 6 ) 1 0.93 19.509 0.2 1:37:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.07 19.109 0.19 0:01:00 1 0 0 100
exit_long_normal_d_2_70 ( 6 ) 1 2.16 18.512 0.19 0:20:00 1 0 0 100
exit_long_tc_d_1_3 ( 143 ) 1 1.0 18.118 0.18 1:20:00 1 0 0 100
exit_long_normal_d_1_55 ( 6 ) 1 0.74 17.989 0.18 10:24:00 1 0 0 100
exit_long_tc_d_0_61 ( 141 ) 1 0.64 11.453 0.11 5:35:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.67 11.406 0.11 0:37:00 1 0 0 100
exit_long_normal_w_0_7 ( 6 ) 1 0.43 10.546 0.11 1:52:00 1 0 0 100
exit_long_normal_u_0 ( 2 ) 1 0.32 5.686 0.06 0:02:00 1 0 0 100
exit_long_normal_w_0_9 ( 6 ) 1 0.21 4.375 0.04 2:09:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.13 2.153 0.02 0:01:00 1 0 0 100
force_exit 4 -2.82 -977.518 -9.78 10 days, 17:29:00 1 0 3 25.0
TOTAL 44 1.05 142.157 1.42 1 day, 10:42:00 41 0 3 93.2

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 1.61 83.288 0.83 14 days, 7:58:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 4 1.18 80.396 0.8 0:07:00 4 0 0 100
('6 ', 'exit_long_normal_d_4_97 ( 6 )') 1 3.4 76.622 0.77 1:48:00 1 0 0 100
('6 ', 'exit_long_normal_w_4_12 ( 6 )') 1 3.67 75.461 0.75 6:45:00 1 0 0 100
('120 ', 'force_exit') 1 1.32 60.903 0.61 4 days, 15:55:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.25 57.382 0.57 1:50:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_10 ( 6 )') 1 3.26 54.532 0.55 0:55:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_65 ( 42 )') 1 3.0 52.027 0.52 0:16:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 2 1.47 50.398 0.5 0:04:00 2 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 2 1.3 46.047 0.46 0:05:00 2 0 0 100
('141 ', 'exit_long_tc_d_2_20 ( 141 )') 1 2.62 45.246 0.45 0:17:00 1 0 0 100
('141 ', 'exit_long_tc_d_2_4 ( 141 )') 1 1.79 42.366 0.42 3 days, 9:00:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 2 1.03 36.827 0.37 0:07:00 2 0 0 100
('142 ', 'exit_long_tc_d_1_81 ( 142 )') 1 1.5 32.340 0.32 1:00:00 1 0 0 100
('3 4 141 ', 'exit_long_normal_u_1 ( 3 4 141 )') 1 1.83 31.297 0.31 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_1_1_1 ( 6 )') 1 1.03 30.009 0.3 15:45:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_95 ( 142 )') 1 1.36 29.769 0.3 2:35:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.42 25.115 0.25 0:01:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_1_71 ( 141 142 )') 1 1.33 23.695 0.24 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_90 ( 6 )') 1 0.97 23.242 0.23 4:40:00 1 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 1 1.29 23.121 0.23 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_42 ( 6 )') 1 1.23 20.832 0.21 10:40:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 1 1.15 20.507 0.21 0:01:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 1 1.18 20.301 0.2 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_3 ( 6 )') 1 0.93 19.509 0.2 1:37:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.07 19.109 0.19 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_70 ( 6 )') 1 2.16 18.512 0.19 0:20:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_3 ( 143 )') 1 1.0 18.118 0.18 1:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_55 ( 6 )') 1 0.74 17.989 0.18 10:24:00 1 0 0 100
('141 ', 'exit_long_tc_d_0_61 ( 141 )') 1 0.64 11.453 0.11 5:35:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.67 11.406 0.11 0:37:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_7 ( 6 )') 1 0.43 10.546 0.11 1:52:00 1 0 0 100
('2 ', 'exit_long_normal_u_0 ( 2 )') 1 0.32 5.686 0.06 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_9 ( 6 )') 1 0.21 4.375 0.04 2:09:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.13 2.153 0.02 0:01:00 1 0 0 100
('120 141 ', 'force_exit') 1 -3.43 -161.961 -1.62 12 days, 17:50:00 0 0 1 0
('6 ', 'force_exit') 2 -4.59 -876.460 -8.76 12 days, 18:05:00 0 0 2 0
TOTAL 44 1.05 142.157 1.42 1 day, 10:42:00 41 0 3 93.2

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
04/11/2021 154.396 3 0 0
05/11/2021 0 0 0 0
06/11/2021 0 0 0 0
07/11/2021 57.382 1 0 0
08/11/2021 0 0 0 0
09/11/2021 20.832 1 0 0
10/11/2021 280.007 13 0 0
11/11/2021 0 0 0 0
12/11/2021 0 0 0 0
13/11/2021 0 0 0 0
14/11/2021 0 0 0 0
15/11/2021 83.288 1 0 0
16/11/2021 398.303 17 0 0
17/11/2021 0 0 0 0
18/11/2021 52.027 1 0 0
19/11/2021 0 0 0 0
20/11/2021 0 0 0 0
21/11/2021 0 0 0 0
22/11/2021 0 0 0 0
23/11/2021 0 0 0 0
24/11/2021 19.622 1 0 0
25/11/2021 0 0 0 0
26/11/2021 11.453 1 0 0
27/11/2021 0 0 0 0
28/11/2021 0 0 0 0
29/11/2021 42.366 1 0 0
30/11/2021 0 0 0 0
01/12/2021 -977.518 1 0 3

SUMMARY METRICS

Metric Value
Backtesting from 2021-11-01 00:00:00
Backtesting to 2021-12-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 44 / 1.47
Starting balance 10000 USDT
Final balance 10142.157 USDT
Absolute profit 142.157 USDT
Total profit % 1.42%
CAGR % 18.74%
Sortino 0.67
Sharpe 0.88
Calmar 10.30
Profit factor 1.14
Expectancy (Ratio) 3.23 (0.01)
Avg. daily profit % 0.05%
Avg. stake amount 1627.347 USDT
Total trade volume 71603.261 USDT
Best Pair VRA/USDT 1.15%
Worst Pair UMA/USDT -4.52%
Best trade VRA/USDT 3.67%
Worst trade UMA/USDT -6.88%
Best day 398.303 USDT
Worst day -977.518 USDT
Days win/draw/lose 10 / 17 / 1
Avg. Duration Winners 14:51:00
Avg. Duration Loser 12 days, 18:00:00
Max Consecutive Wins / Loss 40 / 2
Rejected Entry signals 56
Entry/Exit Timeouts 0 / 0
Min balance 10076.622 USDT
Max balance 11119.675 USDT
Max % of account underwater 8.79%
Absolute Drawdown (Account) 8.79%
Absolute Drawdown 977.518 USDT
Drawdown high 1119.675 USDT
Drawdown low 142.157 USDT
Drawdown Start 2021-11-29 17:20:00
Drawdown End 2021-12-01 00:00:00
Market change 11.63%

Backtested 2021-11-01 00:00:00 -> 2021-12-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 44 1.05 142.157 1.42 1 day, 10:42:00 41 0 3 93.2 977.518 USDT 8.79%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20211201-20220101

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 3 days, 14:56:00 3 days, 14:56:00 3 days, 14:56:00 3 days, 13:02:00 3 days, 13:05:00
Market Change -14.57 % -14.57 % -14.57 % -14.57 % -14.57 %
Max Drawdown 16.7331 % 16.4654 % 16.4654 % 16.6377 % 15.5258 %
Profit Mean 0.84 % 0.85 % 0.85 % 0.85 % 0.7 %
Profit Sum 31.94 % 32.2 % 32.2 % 32.43 % 26.74 %
Profit Total -8.96 % -8.67 % -8.67 % -8.24 % -7.21 %
Trades 38 38 38 38 38
Win Rate 89.47 % 89.47 % 89.47 % 89.47 % 89.47 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 5 2.15 172.236 1.72 0:14:00 5 0 0 100
VIDT/USDT 3 2.96 137.120 1.37 5:03:00 3 0 0 100
MLK/USDT 1 6.31 106.443 1.06 2:30:00 1 0 0 100
ROSE/USDT 5 1.11 87.367 0.87 0:18:00 5 0 0 100
LINK/USDT 1 1.24 85.841 0.86 14 days, 8:43:00 1 0 0 100
STX/USDT 3 1.13 66.961 0.67 6:54:00 3 0 0 100
ATOM/USDT 2 1.96 58.839 0.59 0:59:00 2 0 0 100
EWT/USDT 4 0.9 56.020 0.56 7:18:00 4 0 0 100
ONE/USDT 2 1.34 42.133 0.42 0:56:00 2 0 0 100
KAI/USDT 1 1.71 28.205 0.28 0:04:00 1 0 0 100
DOT/USDT 1 0.48 23.698 0.24 15 days, 1:50:00 1 0 0 100
GRT/USDT 1 1.38 23.097 0.23 0:01:00 1 0 0 100
PLU/USDT 1 1.34 22.425 0.22 0:03:00 1 0 0 100
LTC/USDT 1 1.01 16.981 0.17 0:02:00 1 0 0 100
PRE/USDT 1 0.49 7.273 0.07 0:01:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 1 -3.15 -364.720 -3.65 27 days, 19:05:00 0 0 1 0
DASH/USDT 1 -4.19 -398.888 -3.99 27 days, 19:05:00 0 0 1 0
VELO/USDT 2 -4.8 -440.629 -4.41 10 days, 20:40:00 1 0 1 50.0
VET/USDT 2 -1.94 -626.406 -6.26 13 days, 21:33:00 1 0 1 50.0
TOTAL 38 0.84 -896.003 -8.96 3 days, 14:56:00 34 0 4 89.5

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DOT/USDT 1 0.48 23.698 0.24 15 days, 1:50:00 1 0 0 100
DGB/USDT 1 -3.15 -364.720 -3.65 27 days, 19:05:00 0 0 1 0
DASH/USDT 1 -4.19 -398.888 -3.99 27 days, 19:05:00 0 0 1 0
VELO/USDT 1 -9.92 -446.026 -4.46 21 days, 17:20:00 0 0 1 0
VET/USDT 1 -4.91 -643.575 -6.44 27 days, 19:05:00 0 0 1 0
TOTAL 5 -4.34 -1829.510 -18.3 24 days, 0:53:00 1 0 4 20.0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 2 0.86 109.539 1.1 14 days, 17:16:00 2 0 0 100
142 4 1.0 78.540 0.79 5:10:00 4 0 0 100
6 142 1 2.88 42.547 0.43 1:55:00 1 0 0 100
2 1 2.86 42.110 0.42 0:25:00 1 0 0 100
141 2 1.2 40.266 0.4 0:01:00 2 0 0 100
4 6 1 1.83 30.302 0.3 0:02:00 1 0 0 100
143 1 1.48 21.694 0.22 0:07:00 1 0 0 100
42 1 1.19 18.684 0.19 5:35:00 1 0 0 100
3 43 1 0.49 7.273 0.07 0:01:00 1 0 0 100
5 1 0.26 5.295 0.05 23:10:00 1 0 0 100
6 19 0.8 -356.196 -3.56 2 days, 15:41:00 17 0 2 89.5
3 4 -0.57 -936.059 -9.36 13 days, 21:47:00 2 0 2 50.0
TOTAL 38 0.84 -896.003 -8.96 3 days, 14:56:00 34 0 4 89.5

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 8 1.33 168.487 1.68 0:09:00 8 0 0 100
exit_profit_long_normal_t_6_1_m ( 6 ) 1 6.31 106.443 1.06 2:30:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.24 85.841 0.86 14 days, 8:43:00 1 0 0 100
exit_long_normal_d_4_60 ( 3 ) 1 4.16 62.086 0.62 0:54:00 1 0 0 100
exit_long_normal_d_3_20 ( 6 ) 1 3.05 47.115 0.47 0:33:00 1 0 0 100
exit_long_normal_u_2 ( 3 ) 1 2.67 44.317 0.44 0:03:00 1 0 0 100
exit_long_normal_d_2_49 ( 6 142 ) 1 2.88 42.547 0.43 1:55:00 1 0 0 100
exit_long_normal_d_2_63 ( 2 ) 1 2.86 42.110 0.42 0:25:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 2 1.2 40.266 0.4 0:01:00 2 0 0 100
exit_long_tc_d_2_55 ( 142 ) 1 1.27 34.367 0.34 18:00:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 2 1.03 33.273 0.33 0:02:00 2 0 0 100
exit_long_normal_w_2_2 ( 6 ) 1 1.86 32.924 0.33 13:50:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.07 31.968 0.32 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 4 6 ) 1 1.83 30.302 0.3 0:02:00 1 0 0 100
exit_long_normal_d_1_44 ( 6 ) 1 1.57 23.204 0.23 1:45:00 1 0 0 100
exit_long_tc_d_1_20 ( 143 ) 1 1.48 21.694 0.22 0:07:00 1 0 0 100
exit_long_quick_d_1_26 ( 42 ) 1 1.19 18.684 0.19 5:35:00 1 0 0 100
exit_long_normal_d_1_70 ( 6 ) 1 1.14 18.533 0.19 0:32:00 1 0 0 100
exit_long_normal_d_1_27 ( 6 ) 1 1.03 17.068 0.17 1:03:00 1 0 0 100
exit_profit_long_tc_t_0_1_m ( 142 ) 1 0.65 10.900 0.11 2:35:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 2 0.27 8.806 0.09 0:01:00 2 0 0 100
exit_long_normal_u_0 ( 3 43 ) 1 0.49 7.273 0.07 0:01:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 5 ) 1 0.26 5.295 0.05 23:10:00 1 0 0 100
force_exit 5 -4.34 -1829.510 -18.3 24 days, 0:53:00 1 0 4 20.0
TOTAL 38 0.84 -896.003 -8.96 3 days, 14:56:00 34 0 4 89.5

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 8 1.33 168.487 1.68 0:09:00 8 0 0 100
('6 ', 'exit_profit_long_normal_t_6_1_m ( 6 )') 1 6.31 106.443 1.06 2:30:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.24 85.841 0.86 14 days, 8:43:00 1 0 0 100
('3 ', 'exit_long_normal_d_4_60 ( 3 )') 1 4.16 62.086 0.62 0:54:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_20 ( 6 )') 1 3.05 47.115 0.47 0:33:00 1 0 0 100
('3 ', 'exit_long_normal_u_2 ( 3 )') 1 2.67 44.317 0.44 0:03:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_2_49 ( 6 142 )') 1 2.88 42.547 0.43 1:55:00 1 0 0 100
('2 ', 'exit_long_normal_d_2_63 ( 2 )') 1 2.86 42.110 0.42 0:25:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 2 1.2 40.266 0.4 0:01:00 2 0 0 100
('142 ', 'exit_long_tc_d_2_55 ( 142 )') 1 1.27 34.367 0.34 18:00:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 2 1.03 33.273 0.33 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_w_2_2 ( 6 )') 1 1.86 32.924 0.33 13:50:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.07 31.968 0.32 0:02:00 1 0 0 100
('4 6 ', 'exit_long_normal_u_1 ( 4 6 )') 1 1.83 30.302 0.3 0:02:00 1 0 0 100
('120 ', 'force_exit') 1 0.48 23.698 0.24 15 days, 1:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_44 ( 6 )') 1 1.57 23.204 0.23 1:45:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 1 1.48 21.694 0.22 0:07:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_26 ( 42 )') 1 1.19 18.684 0.19 5:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_70 ( 6 )') 1 1.14 18.533 0.19 0:32:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_27 ( 6 )') 1 1.03 17.068 0.17 1:03:00 1 0 0 100
('142 ', 'exit_profit_long_tc_t_0_1_m ( 142 )') 1 0.65 10.900 0.11 2:35:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 2 0.27 8.806 0.09 0:01:00 2 0 0 100
('3 43 ', 'exit_long_normal_u_0 ( 3 43 )') 1 0.49 7.273 0.07 0:01:00 1 0 0 100
('5 ', 'exit_profit_long_normal_t_0_1_m ( 5 )') 1 0.26 5.295 0.05 23:10:00 1 0 0 100
('6 ', 'force_exit') 2 -6.53 -810.746 -8.11 24 days, 18:12:00 0 0 2 0
('3 ', 'force_exit') 2 -4.55 -1042.462 -10.42 27 days, 19:05:00 0 0 2 0
TOTAL 38 0.84 -896.003 -8.96 3 days, 14:56:00 34 0 4 89.5

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/12/2021 199.565 8 0 0
04/12/2021 195.727 6 0 0
05/12/2021 84.402 4 0 0
06/12/2021 171.562 6 0 0
07/12/2021 32.924 1 0 0
08/12/2021 0 0 0 0
09/12/2021 50.501 2 0 0
10/12/2021 16.292 1 0 0
11/12/2021 47.115 1 0 0
12/12/2021 0 0 0 0
13/12/2021 32.04 2 0 0
14/12/2021 0 0 0 0
15/12/2021 0 0 0 0
16/12/2021 85.841 1 0 0
17/12/2021 0 0 0 0
18/12/2021 0 0 0 0
19/12/2021 0 0 0 0
20/12/2021 0 0 0 0
21/12/2021 0 0 0 0
22/12/2021 0 0 0 0
23/12/2021 0 0 0 0
24/12/2021 0 0 0 0
25/12/2021 0 0 0 0
26/12/2021 0 0 0 0
27/12/2021 0 0 0 0
28/12/2021 0 0 0 0
29/12/2021 0 0 0 0
30/12/2021 0 0 0 0
31/12/2021 17.536 1 0 0
01/01/2022 -1829.51 1 0 4

SUMMARY METRICS

Metric Value
Backtesting from 2021-12-01 00:00:00
Backtesting to 2022-01-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 38 / 1.23
Starting balance 10000 USDT
Final balance 9103.997 USDT
Absolute profit -896.003 USDT
Total profit % -8.96%
CAGR % -66.89%
Sortino -5.11
Sharpe -3.54
Calmar -33.00
Profit factor 0.52
Expectancy (Ratio) -23.58 (-0.05)
Avg. daily profit % -0.29%
Avg. stake amount 1510.559 USDT
Total trade volume 57401.236 USDT
Best Pair VRA/USDT 1.72%
Worst Pair VELO/USDT -4.41%
Best trade MLK/USDT 6.31%
Worst trade VELO/USDT -9.92%
Best day 199.565 USDT
Worst day -1829.51 USDT
Days win/draw/lose 11 / 18 / 1
Avg. Duration Winners 22:58:00
Avg. Duration Loser 26 days, 6:39:00
Max Consecutive Wins / Loss 33 / 2
Rejected Entry signals 147
Entry/Exit Timeouts 0 / 0
Min balance 9103.997 USDT
Max balance 10933.507 USDT
Max % of account underwater 16.73%
Absolute Drawdown (Account) 16.73%
Absolute Drawdown 1829.51 USDT
Drawdown high 933.507 USDT
Drawdown low -896.003 USDT
Drawdown Start 2021-12-31 19:33:00
Drawdown End 2022-01-01 00:00:00
Market change -14.57%

Backtested 2021-12-01 00:00:00 -> 2022-01-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 38 0.84 -896.003 -8.96 3 days, 14:56:00 34 0 4 89.5 1829.51 USDT 16.73%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20220101-20220201

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 15:12:00 15:12:00 15:12:00 15:38:00 18:24:00
Market Change -27.34 % -27.34 % -27.34 % -27.34 % -27.34 %
Max Drawdown 2.7595 % 2.7595 % 2.7595 % 2.6049 % 1.0365 %
Profit Mean 1.5 % 1.5 % 1.5 % 1.5 % 1.57 %
Profit Sum 77.97 % 77.97 % 77.97 % 78.01 % 80.23 %
Profit Total 12.66 % 12.66 % 12.66 % 12.88 % 14.75 %
Trades 52 52 52 52 51
Win Rate 96.15 % 96.15 % 96.15 % 96.15 % 98.04 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 4 2.72 197.103 1.97 2:39:00 4 0 0 100
UOS/USDT 2 3.5 125.032 1.25 0:55:00 2 0 0 100
PLU/USDT 2 2.83 105.990 1.06 1:08:00 2 0 0 100
GRT/USDT 3 1.84 99.760 1.0 0:12:00 3 0 0 100
ONE/USDT 3 1.78 91.870 0.92 0:30:00 3 0 0 100
ALGO/USDT 4 1.26 89.587 0.9 0:43:00 4 0 0 100
TEL/USDT 3 1.62 89.457 0.89 0:16:00 3 0 0 100
LINK/USDT 1 2.02 82.939 0.83 4 days, 20:24:00 1 0 0 100
STX/USDT 3 1.48 78.456 0.78 0:54:00 3 0 0 100
AAVE/USDT 3 1.45 72.525 0.73 0:03:00 3 0 0 100
VIDT/USDT 1 2.79 71.361 0.71 1 day, 5:00:00 1 0 0 100
ROSE/USDT 2 1.52 60.115 0.6 0:42:00 2 0 0 100
ATOM/USDT 3 1.02 58.784 0.59 0:14:00 3 0 0 100
VET/USDT 1 3.2 58.079 0.58 0:15:00 1 0 0 100
VELO/USDT 3 1.09 56.146 0.56 1:25:00 3 0 0 100
COTI/USDT 3 0.99 52.387 0.52 1:15:00 3 0 0 100
ONT/USDT 1 2.75 51.222 0.51 0:08:00 1 0 0 100
DOT/USDT 2 1.08 36.970 0.37 0:03:00 2 0 0 100
CHR/USDT 1 1.39 33.975 0.34 6 days, 18:00:00 1 0 0 100
FIL/USDT 2 1.42 26.993 0.27 1:48:00 2 0 0 100
LTC/USDT 1 1.32 23.239 0.23 0:07:00 1 0 0 100
ETH/USDT 1 1.02 18.111 0.18 0:04:00 1 0 0 100
UMA/USDT 1 0.35 6.014 0.06 0:02:00 1 0 0 100
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 1 -4.12 -119.549 -1.2 5 days, 3:50:00 0 0 1 0
ADA/USDT 1 -3.17 -200.168 -2.0 13 days, 9:10:00 0 0 1 0
TOTAL 52 1.5 1266.396 12.66 15:12:00 50 0 2 96.2

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DIA/USDT 1 -4.12 -119.549 -1.2 5 days, 3:50:00 0 0 1 0
ADA/USDT 1 -3.17 -200.168 -2.0 13 days, 9:10:00 0 0 1 0
TOTAL 2 -3.64 -319.717 -3.2 9 days, 6:30:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 18 1.54 490.797 4.91 18:31:00 17 0 1 94.4
42 6 2.45 268.232 2.68 1:20:00 6 0 0 100
142 8 1.73 227.074 2.27 0:55:00 8 0 0 100
143 7 1.3 160.590 1.61 0:26:00 7 0 0 100
141 5 1.4 117.552 1.18 0:03:00 5 0 0 100
3 2 0.94 32.201 0.32 0:11:00 2 0 0 100
2 3 1 1.46 25.170 0.25 0:02:00 1 0 0 100
2 3 6 1 1.31 22.919 0.23 0:02:00 1 0 0 100
120 141 1 1.14 20.035 0.2 0:02:00 1 0 0 100
141 142 1 1.04 19.055 0.19 0:07:00 1 0 0 100
120 2 -0.57 -117.229 -1.17 9 days, 2:47:00 1 0 1 50.0
TOTAL 52 1.5 1266.396 12.66 15:12:00 50 0 2 96.2

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 6 1.18 122.886 1.23 0:06:00 6 0 0 100
exit_long_tc_u_1 ( 143 ) 5 1.3 115.170 1.15 0:06:00 5 0 0 100
exit_long_normal_w_6_2 ( 6 ) 1 6.25 113.387 1.13 9:35:00 1 0 0 100
exit_long_quick_d_5_84 ( 42 ) 1 5.21 92.047 0.92 0:35:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 4 1.23 87.505 0.88 0:09:00 4 0 0 100
exit_long_grind_g ( 120 ) 1 2.02 82.939 0.83 4 days, 20:24:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 4 1.19 80.066 0.8 0:03:00 4 0 0 100
exit_long_normal_d_3_35 ( 6 ) 1 2.79 71.361 0.71 1 day, 5:00:00 1 0 0 100
exit_long_tc_d_3_65 ( 142 ) 1 3.2 58.079 0.58 0:15:00 1 0 0 100
exit_long_normal_d_3_42 ( 6 ) 1 3.03 56.808 0.57 1:31:00 1 0 0 100
exit_long_normal_u_3 ( 6 ) 1 3.01 56.392 0.56 0:34:00 1 0 0 100
exit_long_quick_d_3_81 ( 42 ) 1 3.08 53.799 0.54 1:20:00 1 0 0 100
exit_long_tc_u_3 ( 142 ) 1 3.01 53.726 0.54 0:13:00 1 0 0 100
exit_long_quick_d_2_65 ( 42 ) 1 2.75 51.222 0.51 0:08:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 6 ) 1 2.63 49.181 0.49 0:45:00 1 0 0 100
exit_long_normal_d_2_65 ( 6 ) 1 2.48 46.012 0.46 0:54:00 1 0 0 100
exit_long_tc_u_2 ( 141 ) 1 2.24 37.486 0.37 0:02:00 1 0 0 100
exit_long_normal_w_2_1 ( 6 ) 1 1.39 33.975 0.34 6 days, 18:00:00 1 0 0 100
exit_long_quick_d_1_13 ( 42 ) 1 1.78 32.985 0.33 1:15:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 1 1.72 31.439 0.31 0:10:00 1 0 0 100
exit_long_quick_w_1_11 ( 42 ) 1 1.31 28.676 0.29 1:15:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.56 26.282 0.26 0:08:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 ) 1 1.46 25.170 0.25 0:02:00 1 0 0 100
exit_long_tc_d_1_20 ( 143 ) 1 1.47 24.526 0.25 0:11:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 6 ) 1 1.31 22.919 0.23 0:02:00 1 0 0 100
exit_long_tc_d_1_73 ( 143 ) 1 1.1 20.894 0.21 2:22:00 1 0 0 100
exit_long_tc_d_1_85 ( 142 ) 1 1.01 20.806 0.21 2:40:00 1 0 0 100
exit_long_tc_u_1 ( 120 141 ) 1 1.14 20.035 0.2 0:02:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.04 19.055 0.19 0:07:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 ) 1 0.86 18.198 0.18 0:22:00 1 0 0 100
exit_long_quick_d_0_3 ( 42 ) 1 0.54 9.503 0.1 3:30:00 1 0 0 100
exit_long_tc_d_1_13 ( 142 ) 1 1.7 6.958 0.07 3:35:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.35 6.014 0.06 0:02:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 3 ) 1 0.32 5.919 0.06 0:14:00 1 0 0 100
exit_long_normal_d_0_38 ( 6 ) 1 0.26 4.693 0.05 4:05:00 1 0 0 100
force_exit 2 -3.64 -319.717 -3.2 9 days, 6:30:00 0 0 2 0
TOTAL 52 1.5 1266.396 12.66 15:12:00 50 0 2 96.2

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 6 1.18 122.886 1.23 0:06:00 6 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 5 1.3 115.170 1.15 0:06:00 5 0 0 100
('6 ', 'exit_long_normal_w_6_2 ( 6 )') 1 6.25 113.387 1.13 9:35:00 1 0 0 100
('42 ', 'exit_long_quick_d_5_84 ( 42 )') 1 5.21 92.047 0.92 0:35:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 4 1.23 87.505 0.88 0:09:00 4 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 2.02 82.939 0.83 4 days, 20:24:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 4 1.19 80.066 0.8 0:03:00 4 0 0 100
('6 ', 'exit_long_normal_d_3_35 ( 6 )') 1 2.79 71.361 0.71 1 day, 5:00:00 1 0 0 100
('142 ', 'exit_long_tc_d_3_65 ( 142 )') 1 3.2 58.079 0.58 0:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 1 3.03 56.808 0.57 1:31:00 1 0 0 100
('6 ', 'exit_long_normal_u_3 ( 6 )') 1 3.01 56.392 0.56 0:34:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_81 ( 42 )') 1 3.08 53.799 0.54 1:20:00 1 0 0 100
('142 ', 'exit_long_tc_u_3 ( 142 )') 1 3.01 53.726 0.54 0:13:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_65 ( 42 )') 1 2.75 51.222 0.51 0:08:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_1_m ( 6 )') 1 2.63 49.181 0.49 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_65 ( 6 )') 1 2.48 46.012 0.46 0:54:00 1 0 0 100
('141 ', 'exit_long_tc_u_2 ( 141 )') 1 2.24 37.486 0.37 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_1 ( 6 )') 1 1.39 33.975 0.34 6 days, 18:00:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_13 ( 42 )') 1 1.78 32.985 0.33 1:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 1 1.72 31.439 0.31 0:10:00 1 0 0 100
('42 ', 'exit_long_quick_w_1_11 ( 42 )') 1 1.31 28.676 0.29 1:15:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.56 26.282 0.26 0:08:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_1 ( 2 3 )') 1 1.46 25.170 0.25 0:02:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 1 1.47 24.526 0.25 0:11:00 1 0 0 100
('2 3 6 ', 'exit_long_normal_u_1 ( 2 3 6 )') 1 1.31 22.919 0.23 0:02:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_73 ( 143 )') 1 1.1 20.894 0.21 2:22:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_85 ( 142 )') 1 1.01 20.806 0.21 2:40:00 1 0 0 100
('120 141 ', 'exit_long_tc_u_1 ( 120 141 )') 1 1.14 20.035 0.2 0:02:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.04 19.055 0.19 0:07:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_20 ( 6 )') 1 0.86 18.198 0.18 0:22:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_3 ( 42 )') 1 0.54 9.503 0.1 3:30:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_13 ( 142 )') 1 1.7 6.958 0.07 3:35:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.35 6.014 0.06 0:02:00 1 0 0 100
('3 ', 'exit_profit_long_normal_t_0_2_m ( 3 )') 1 0.32 5.919 0.06 0:14:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_38 ( 6 )') 1 0.26 4.693 0.05 4:05:00 1 0 0 100
('6 ', 'force_exit') 1 -4.12 -119.549 -1.2 5 days, 3:50:00 0 0 1 0
('120 ', 'force_exit') 1 -3.17 -200.168 -2.0 13 days, 9:10:00 0 0 1 0
TOTAL 52 1.5 1266.396 12.66 15:12:00 50 0 2 96.2

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
05/01/2022 288.177 11 0 0
06/01/2022 0 0 0 0
07/01/2022 0 0 0 0
08/01/2022 0 0 0 0
09/01/2022 0 0 0 0
10/01/2022 108.185 3 0 0
11/01/2022 0 0 0 0
12/01/2022 33.975 1 0 0
13/01/2022 0 0 0 0
14/01/2022 0 0 0 0
15/01/2022 25.17 1 0 0
16/01/2022 0 0 0 0
17/01/2022 113.387 1 0 0
18/01/2022 0 0 0 0
19/01/2022 20.806 1 0 0
20/01/2022 0 0 0 0
21/01/2022 468.577 15 0 0
22/01/2022 344.566 13 0 0
23/01/2022 71.361 1 0 0
24/01/2022 0 0 0 0
25/01/2022 0 0 0 0
26/01/2022 5.919 1 0 0
27/01/2022 0 0 0 0
28/01/2022 105.99 2 0 0
29/01/2022 0 0 0 0
30/01/2022 0 0 0 0
31/01/2022 0 0 0 0
01/02/2022 -319.717 0 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2022-01-01 00:00:00
Backtesting to 2022-02-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 52 / 1.68
Starting balance 10000 USDT
Final balance 11266.396 USDT
Absolute profit 1266.396 USDT
Total profit % 12.66%
CAGR % 307.12%
Sortino 19.36
Sharpe 17.93
Calmar 282.83
Profit factor 4.96
Expectancy (Ratio) 24.35 (0.15)
Avg. daily profit % 0.41%
Avg. stake amount 1706.17 USDT
Total trade volume 88720.848 USDT
Best Pair VRA/USDT 1.97%
Worst Pair DIA/USDT -1.20%
Best trade VRA/USDT 6.25%
Worst trade DIA/USDT -4.12%
Best day 468.577 USDT
Worst day -319.717 USDT
Days win/draw/lose 11 / 16 / 1
Avg. Duration Winners 6:54:00
Avg. Duration Loser 9 days, 6:30:00
Max Consecutive Wins / Loss 50 / 2
Rejected Entry signals 66
Entry/Exit Timeouts 0 / 0
Min balance 10018.838 USDT
Max balance 11586.113 USDT
Max % of account underwater 2.76%
Absolute Drawdown (Account) 2.76%
Absolute Drawdown 319.717 USDT
Drawdown high 1586.113 USDT
Drawdown low 1266.396 USDT
Drawdown Start 2022-01-28 16:11:00
Drawdown End 2022-02-01 00:00:00
Market change -27.34%

Backtested 2022-01-01 00:00:00 -> 2022-02-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 52 1.50 1266.396 12.66 15:12:00 50 0 2 96.2 319.717 USDT 2.76%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20220201-20220301

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 1 day, 3:36:00 1 day, 3:36:00 1 day, 3:36:00 1 day, 3:37:00 1 day, 7:00:00
Market Change 0.19 % 0.19 % 0.19 % 0.19 % 0.19 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.55 % 1.55 % 1.55 % 1.56 % 1.58 %
Profit Sum 32.59 % 32.59 % 32.59 % 32.69 % 33.27 %
Profit Total 6.35 % 6.35 % 6.35 % 6.36 % 6.24 %
Trades 21 21 21 21 21
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DIA/USDT 1 5.58 115.375 1.15 2:45:00 1 0 0 100
VRA/USDT 4 1.51 101.914 1.02 0:18:00 4 0 0 100
TEL/USDT 3 1.98 100.854 1.01 0:06:00 3 0 0 100
ATOM/USDT 1 1.28 83.974 0.84 23 days, 3:14:00 1 0 0 100
VELO/USDT 1 3.05 50.503 0.51 0:14:00 1 0 0 100
DEGO/USDT 4 0.55 39.200 0.39 1:00:00 4 0 0 100
NWC/USDT 1 1.41 23.713 0.24 1:14:00 1 0 0 100
SXP/USDT 1 1.29 21.758 0.22 2:07:00 1 0 0 100
ADA/USDT 1 1.28 21.553 0.22 0:07:00 1 0 0 100
COTI/USDT 1 1.18 19.801 0.2 0:01:00 1 0 0 100
XRP/USDT 1 1.17 19.671 0.2 0:16:00 1 0 0 100
DOT/USDT 1 1.13 18.908 0.19 0:28:00 1 0 0 100
UOS/USDT 1 1.05 17.544 0.18 11:42:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 21 1.55 634.768 6.35 1 day, 3:36:00 21 0 0 100

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%
6 8 2.08 280.627 2.81 1:40:00 8 0 0 100
1 1 5.58 115.375 1.15 2:45:00 1 0 0 100
120 1 1.28 83.974 0.84 23 days, 3:14:00 1 0 0 100
3 3 0.66 33.702 0.34 0:26:00 3 0 0 100
41 3 0.59 32.004 0.32 1:20:00 3 0 0 100
42 1 1.29 21.758 0.22 2:07:00 1 0 0 100
141 1 1.28 21.553 0.22 0:07:00 1 0 0 100
6 142 1 1.17 19.671 0.2 0:16:00 1 0 0 100
142 1 1.13 18.908 0.19 0:28:00 1 0 0 100
1 3 4 41 43 1 0.43 7.195 0.07 0:01:00 1 0 0 100
TOTAL 21 1.55 634.768 6.35 1 day, 3:36:00 21 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_w_6_12 ( 1 ) 1 5.58 115.375 1.15 2:45:00 1 0 0 100
exit_long_normal_u_5 ( 6 ) 1 5.36 90.865 0.91 0:14:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.28 83.974 0.84 23 days, 3:14:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.31 65.879 0.66 0:06:00 3 0 0 100
exit_long_normal_u_3 ( 6 ) 1 3.05 50.503 0.51 0:14:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.26 38.097 0.38 0:18:00 1 0 0 100
exit_long_normal_d_1_27 ( 3 ) 1 1.41 23.713 0.24 1:14:00 1 0 0 100
exit_long_quick_d_1_38 ( 42 ) 1 1.29 21.758 0.22 2:07:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.28 21.553 0.22 0:07:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.17 19.671 0.2 0:16:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.13 18.908 0.19 0:28:00 1 0 0 100
exit_long_normal_d_1_63 ( 6 ) 1 1.02 17.739 0.18 0:36:00 1 0 0 100
exit_long_quick_d_1_38 ( 41 ) 1 0.9 17.718 0.18 3:57:00 1 0 0 100
exit_long_normal_3_1_1 ( 6 ) 1 1.05 17.544 0.18 11:42:00 1 0 0 100
exit_long_quick_u_0 ( 41 ) 2 0.43 14.286 0.14 0:02:00 2 0 0 100
exit_long_normal_u_0 ( 3 ) 2 0.28 9.990 0.1 0:02:00 2 0 0 100
exit_long_normal_u_0 ( 1 3 4 41 43 ) 1 0.43 7.195 0.07 0:01:00 1 0 0 100
TOTAL 21 1.55 634.768 6.35 1 day, 3:36:00 21 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('1 ', 'exit_long_normal_w_6_12 ( 1 )') 1 5.58 115.375 1.15 2:45:00 1 0 0 100
('6 ', 'exit_long_normal_u_5 ( 6 )') 1 5.36 90.865 0.91 0:14:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.28 83.974 0.84 23 days, 3:14:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.31 65.879 0.66 0:06:00 3 0 0 100
('6 ', 'exit_long_normal_u_3 ( 6 )') 1 3.05 50.503 0.51 0:14:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.26 38.097 0.38 0:18:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_27 ( 3 )') 1 1.41 23.713 0.24 1:14:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_38 ( 42 )') 1 1.29 21.758 0.22 2:07:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.28 21.553 0.22 0:07:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.17 19.671 0.2 0:16:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.13 18.908 0.19 0:28:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_63 ( 6 )') 1 1.02 17.739 0.18 0:36:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_38 ( 41 )') 1 0.9 17.718 0.18 3:57:00 1 0 0 100
('6 ', 'exit_long_normal_3_1_1 ( 6 )') 1 1.05 17.544 0.18 11:42:00 1 0 0 100
('41 ', 'exit_long_quick_u_0 ( 41 )') 2 0.43 14.286 0.14 0:02:00 2 0 0 100
('3 ', 'exit_long_normal_u_0 ( 3 )') 2 0.28 9.990 0.1 0:02:00 2 0 0 100
('1 3 4 41 43 ', 'exit_long_normal_u_0 ( 1 3 4 41 43 )') 1 0.43 7.195 0.07 0:01:00 1 0 0 100
TOTAL 21 1.55 634.768 6.35 1 day, 3:36:00 21 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
08/02/2022 50.503 1 0 0
09/02/2022 0 0 0 0
10/02/2022 58.107 5 0 0
11/02/2022 0 0 0 0
12/02/2022 0 0 0 0
13/02/2022 0 0 0 0
14/02/2022 0 0 0 0
15/02/2022 0 0 0 0
16/02/2022 0 0 0 0
17/02/2022 0 0 0 0
18/02/2022 19.801 1 0 0
19/02/2022 0 0 0 0
20/02/2022 19.873 1 0 0
21/02/2022 19.671 1 0 0
22/02/2022 41.257 2 0 0
23/02/2022 0 0 0 0
24/02/2022 331.593 7 0 0
25/02/2022 0 0 0 0
26/02/2022 83.974 1 0 0
27/02/2022 9.99 2 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2022-02-01 00:00:00
Backtesting to 2022-03-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 21 / 0.75
Starting balance 10000 USDT
Final balance 10634.768 USDT
Absolute profit 634.768 USDT
Total profit % 6.35%
CAGR % 123.06%
Sortino -100.00
Sharpe 14.65
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 30.23 (100.00)
Avg. daily profit % 0.23%
Avg. stake amount 1661.639 USDT
Total trade volume 34894.411 USDT
Best Pair VRA/USDT 1.02%
Worst Pair AAVE/USDT 0.00%
Best trade DIA/USDT 5.58%
Worst trade DEGO/USDT 0.14%
Best day 331.593 USDT
Worst day 0 USDT
Days win/draw/lose 9 / 11 / 0
Avg. Duration Winners 1 day, 3:36:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 21 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 0.19%

Backtested 2022-02-01 00:00:00 -> 2022-03-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 21 1.55 634.768 6.35 1 day, 3:36:00 21 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20220301-20220401

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 2 days, 7:56:00 2 days, 7:56:00 2 days, 7:56:00 2 days, 8:47:00 2 days, 14:38:00
Market Change 24.47 % 24.47 % 24.47 % 24.47 % 24.47 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.67 % 1.67 % 1.67 % 1.68 % 1.67 %
Profit Sum 19.99 % 19.99 % 19.99 % 20.2 % 18.34 %
Profit Total 4.49 % 4.49 % 4.49 % 4.44 % 3.58 %
Trades 12 12 12 12 11
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 2 1.74 173.185 1.73 12 days, 8:26:00 2 0 0 100
STX/USDT 2 2.76 91.774 0.92 2:06:00 2 0 0 100
DEGO/USDT 2 1.58 53.030 0.53 0:56:00 2 0 0 100
FIL/USDT 2 1.47 50.417 0.5 0:02:00 2 0 0 100
ETC/USDT 1 1.58 27.099 0.27 0:01:00 1 0 0 100
TEL/USDT 1 1.5 25.369 0.25 0:01:00 1 0 0 100
CHR/USDT 1 1.32 22.699 0.23 0:01:00 1 0 0 100
UNI/USDT 1 0.5 4.957 0.05 3 days, 0:05:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 12 1.67 448.529 4.49 2 days, 7:56:00 12 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UNI/USDT 1 0.5 4.957 0.05 3 days, 0:05:00 1 0 0 100
TOTAL 1 0.5 4.957 0.05 3 days, 0:05:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 3 1.33 178.142 1.78 9 days, 5:39:00 3 0 0 100
6 5 1.79 151.441 1.51 0:21:00 5 0 0 100
142 1 3.61 60.186 0.6 3:47:00 1 0 0 100
2 2 0.93 31.661 0.32 0:19:00 2 0 0 100
2 3 142 1 1.58 27.099 0.27 0:01:00 1 0 0 100
TOTAL 12 1.67 448.529 4.49 2 days, 7:56:00 12 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 2 1.74 173.185 1.73 12 days, 8:26:00 2 0 0 100
exit_long_tc_d_3_88 ( 142 ) 1 3.61 60.186 0.6 3:47:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.45 49.764 0.5 0:02:00 2 0 0 100
exit_long_normal_w_2_3 ( 6 ) 1 2.65 44.720 0.45 1:15:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.9 31.588 0.32 0:25:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 142 ) 1 1.58 27.099 0.27 0:01:00 1 0 0 100
exit_long_normal_o_1 ( 6 ) 1 1.5 25.369 0.25 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.36 23.351 0.23 0:01:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 2 ) 1 0.5 8.310 0.08 0:37:00 1 0 0 100
force_exit 1 0.5 4.957 0.05 3 days, 0:05:00 1 0 0 100
TOTAL 12 1.67 448.529 4.49 2 days, 7:56:00 12 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 2 1.74 173.185 1.73 12 days, 8:26:00 2 0 0 100
('142 ', 'exit_long_tc_d_3_88 ( 142 )') 1 3.61 60.186 0.6 3:47:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.45 49.764 0.5 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_w_2_3 ( 6 )') 1 2.65 44.720 0.45 1:15:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.9 31.588 0.32 0:25:00 1 0 0 100
('2 3 142 ', 'exit_long_normal_u_1 ( 2 3 142 )') 1 1.58 27.099 0.27 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_o_1 ( 6 )') 1 1.5 25.369 0.25 0:01:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.36 23.351 0.23 0:01:00 1 0 0 100
('2 ', 'exit_profit_long_normal_t_0_1_m ( 2 )') 1 0.5 8.310 0.08 0:37:00 1 0 0 100
('120 ', 'force_exit') 1 0.5 4.957 0.05 3 days, 0:05:00 1 0 0 100
TOTAL 12 1.67 448.529 4.49 2 days, 7:56:00 12 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
07/03/2022 8.31 1 0 0
08/03/2022 0 0 0 0
09/03/2022 0 0 0 0
10/03/2022 91.774 2 0 0
11/03/2022 0 0 0 0
12/03/2022 0 0 0 0
13/03/2022 88.006 1 0 0
14/03/2022 0 0 0 0
15/03/2022 0 0 0 0
16/03/2022 0 0 0 0
17/03/2022 0 0 0 0
18/03/2022 44.72 1 0 0
19/03/2022 0 0 0 0
20/03/2022 0 0 0 0
21/03/2022 25.369 1 0 0
22/03/2022 0 0 0 0
23/03/2022 0 0 0 0
24/03/2022 0 0 0 0
25/03/2022 0 0 0 0
26/03/2022 0 0 0 0
27/03/2022 0 0 0 0
28/03/2022 112.244 2 0 0
29/03/2022 0 0 0 0
30/03/2022 0 0 0 0
31/03/2022 73.148 3 0 0
01/04/2022 4.957 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2022-03-01 00:00:00
Backtesting to 2022-04-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 12 / 0.39
Starting balance 10000 USDT
Final balance 10448.529 USDT
Absolute profit 448.529 USDT
Total profit % 4.49%
CAGR % 67.63%
Sortino -100.00
Sharpe 10.63
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 37.38 (100.00)
Avg. daily profit % 0.14%
Avg. stake amount 1394.991 USDT
Total trade volume 16739.887 USDT
Best Pair STX/USDT 0.92%
Worst Pair AAVE/USDT 0.00%
Best trade STX/USDT 3.61%
Worst trade UNI/USDT 0.50%
Best day 112.244 USDT
Worst day 0 USDT
Days win/draw/lose 8 / 18 / 0
Avg. Duration Winners 2 days, 7:56:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 12 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 24.47%

Backtested 2022-03-01 00:00:00 -> 2022-04-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 12 1.67 448.529 4.49 2 days, 7:56:00 12 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20220401-20220501

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 13:34:00 13:34:00 13:34:00 16:32:00 1 day, 4:45:00
Market Change -32.21 % -32.21 % -32.21 % -32.21 % -32.21 %
Max Drawdown 0.3321 % 0.3321 % 0.3321 % 0.3192 % 0.8159 %
Profit Mean 1.51 % 1.51 % 1.51 % 1.54 % 1.55 %
Profit Sum 42.26 % 42.26 % 42.26 % 41.58 % 37.12 %
Profit Total 7.75 % 7.75 % 7.75 % 7.67 % 5.91 %
Trades 28 28 28 27 24
Win Rate 92.86 % 92.86 % 92.86 % 92.59 % 91.67 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 5 4.03 343.431 3.43 0:20:00 5 0 0 100
FIL/USDT 5 1.16 150.204 1.5 2 days, 19:57:00 5 0 0 100
PRE/USDT 5 1.12 98.013 0.98 0:12:00 5 0 0 100
VET/USDT 2 1.06 35.428 0.35 3:10:00 2 0 0 100
KAI/USDT 1 1.73 30.706 0.31 0:04:00 1 0 0 100
GRT/USDT 2 0.9 29.665 0.3 14:55:00 1 0 1 50.0
BCH/USDT 1 1.3 23.024 0.23 0:04:00 1 0 0 100
COTI/USDT 1 1.2 21.180 0.21 0:05:00 1 0 0 100
DASH/USDT 1 1.12 18.584 0.19 0:02:00 1 0 0 100
NWC/USDT 1 1.01 17.639 0.18 0:24:00 1 0 0 100
KSM/USDT 1 1.03 17.353 0.17 0:06:00 1 0 0 100
EOS/USDT 1 0.44 7.870 0.08 0:03:00 1 0 0 100
ALGO/USDT 1 0.15 2.626 0.03 0:03:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 1 -1.16 -20.545 -0.21 0:30:00 0 0 1 0
TOTAL 28 1.51 775.178 7.75 13:34:00 26 0 2 92.9

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 -0.92 -15.359 -0.15 1 day, 4:05:00 0 0 1 0
SXP/USDT 1 -1.16 -20.545 -0.21 0:30:00 0 0 1 0
TOTAL 2 -1.04 -35.904 -0.36 14:18:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 12 1.67 342.852 3.43 0:13:00 12 0 0 100
3 41 1 6.78 116.811 1.17 0:01:00 1 0 0 100
2 4 5 41 1 4.31 73.710 0.74 0:03:00 1 0 0 100
120 2 0.54 68.040 0.68 7 days, 15:47:00 1 0 1 50.0
42 1 1.97 32.920 0.33 1:35:00 1 0 0 100
3 2 0.91 32.381 0.32 0:04:00 2 0 0 100
3 142 1 1.46 25.946 0.26 0:05:00 1 0 0 100
41 1 1.43 24.971 0.25 0:44:00 1 0 0 100
6 141 142 1 1.3 23.024 0.23 0:04:00 1 0 0 100
141 142 1 1.1 18.204 0.18 0:14:00 1 0 0 100
142 1 1.02 17.224 0.17 6:05:00 1 0 0 100
1 41 43 1 0.5 8.707 0.09 0:07:00 1 0 0 100
2 3 6 141 1 0.44 7.870 0.08 0:03:00 1 0 0 100
43 1 0.18 3.065 0.03 0:02:00 1 0 0 100
5 1 -1.16 -20.545 -0.21 0:30:00 0 0 1 0
TOTAL 28 1.51 775.178 7.75 13:34:00 26 0 2 92.9

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_6 ( 3 41 ) 1 6.78 116.811 1.17 0:01:00 1 0 0 100
exit_long_normal_u_6 ( 6 ) 1 6.76 114.342 1.14 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 5 1.22 105.463 1.05 0:08:00 5 0 0 100
exit_long_grind_g ( 120 ) 1 1.99 83.399 0.83 14 days, 3:29:00 1 0 0 100
exit_long_normal_u_4 ( 2 4 5 41 ) 1 4.31 73.710 0.74 0:03:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.8 49.204 0.49 0:05:00 1 0 0 100
exit_long_normal_d_2_81 ( 6 ) 1 2.71 45.024 0.45 1:45:00 1 0 0 100
exit_long_quick_d_1_61 ( 42 ) 1 1.97 32.920 0.33 1:35:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 4 0.42 28.819 0.29 0:02:00 4 0 0 100
exit_long_normal_d_1_70 ( 3 142 ) 1 1.46 25.946 0.26 0:05:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.43 24.971 0.25 0:44:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.38 24.478 0.24 0:08:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 1 1.3 23.024 0.23 0:04:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.1 18.204 0.18 0:14:00 1 0 0 100
exit_long_tc_d_1_84 ( 142 ) 1 1.02 17.224 0.17 6:05:00 1 0 0 100
exit_long_normal_u_0 ( 1 41 43 ) 1 0.5 8.707 0.09 0:07:00 1 0 0 100
exit_long_normal_u_0 ( 3 ) 1 0.45 7.903 0.08 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 6 141 ) 1 0.44 7.870 0.08 0:03:00 1 0 0 100
exit_long_quick_u_0 ( 43 ) 1 0.18 3.065 0.03 0:02:00 1 0 0 100
force_exit 2 -1.04 -35.904 -0.36 14:18:00 0 0 2 0
TOTAL 28 1.51 775.178 7.75 13:34:00 26 0 2 92.9

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('3 41 ', 'exit_long_normal_u_6 ( 3 41 )') 1 6.78 116.811 1.17 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_6 ( 6 )') 1 6.76 114.342 1.14 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 5 1.22 105.463 1.05 0:08:00 5 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.99 83.399 0.83 14 days, 3:29:00 1 0 0 100
('2 4 5 41 ', 'exit_long_normal_u_4 ( 2 4 5 41 )') 1 4.31 73.710 0.74 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.8 49.204 0.49 0:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_81 ( 6 )') 1 2.71 45.024 0.45 1:45:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_61 ( 42 )') 1 1.97 32.920 0.33 1:35:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 4 0.42 28.819 0.29 0:02:00 4 0 0 100
('3 142 ', 'exit_long_normal_d_1_70 ( 3 142 )') 1 1.46 25.946 0.26 0:05:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.43 24.971 0.25 0:44:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.38 24.478 0.24 0:08:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 1 1.3 23.024 0.23 0:04:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.1 18.204 0.18 0:14:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_84 ( 142 )') 1 1.02 17.224 0.17 6:05:00 1 0 0 100
('1 41 43 ', 'exit_long_normal_u_0 ( 1 41 43 )') 1 0.5 8.707 0.09 0:07:00 1 0 0 100
('3 ', 'exit_long_normal_u_0 ( 3 )') 1 0.45 7.903 0.08 0:01:00 1 0 0 100
('2 3 6 141 ', 'exit_long_normal_u_0 ( 2 3 6 141 )') 1 0.44 7.870 0.08 0:03:00 1 0 0 100
('43 ', 'exit_long_quick_u_0 ( 43 )') 1 0.18 3.065 0.03 0:02:00 1 0 0 100
('120 ', 'force_exit') 1 -0.92 -15.359 -0.15 1 day, 4:05:00 0 0 1 0
('5 ', 'force_exit') 1 -1.16 -20.545 -0.21 0:30:00 0 0 1 0
TOTAL 28 1.51 775.178 7.75 13:34:00 26 0 2 92.9

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
06/04/2022 81.812 3 0 0
07/04/2022 0 0 0 0
08/04/2022 0 0 0 0
09/04/2022 0 0 0 0
10/04/2022 0 0 0 0
11/04/2022 38.568 2 0 0
12/04/2022 0 0 0 0
13/04/2022 0 0 0 0
14/04/2022 0 0 0 0
15/04/2022 0 0 0 0
16/04/2022 83.399 1 0 0
17/04/2022 0 0 0 0
18/04/2022 43.055 3 0 0
19/04/2022 0 0 0 0
20/04/2022 0 0 0 0
21/04/2022 0 0 0 0
22/04/2022 0 0 0 0
23/04/2022 0 0 0 0
24/04/2022 0 0 0 0
25/04/2022 0 0 0 0
26/04/2022 0 0 0 0
27/04/2022 0 0 0 0
28/04/2022 0 0 0 0
29/04/2022 322.503 4 0 0
30/04/2022 241.745 13 0 0
01/05/2022 -35.904 0 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2022-04-01 00:00:00
Backtesting to 2022-05-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 28 / 0.93
Starting balance 10000 USDT
Final balance 10775.178 USDT
Absolute profit 775.178 USDT
Total profit % 7.75%
CAGR % 148.03%
Sortino 190.38
Sharpe 15.16
Calmar 1486.45
Profit factor 22.59
Expectancy (Ratio) 27.68 (1.54)
Avg. daily profit % 0.26%
Avg. stake amount 1619.971 USDT
Total trade volume 45359.178 USDT
Best Pair VRA/USDT 3.43%
Worst Pair SXP/USDT -0.21%
Best trade VRA/USDT 6.78%
Worst trade SXP/USDT -1.16%
Best day 322.503 USDT
Worst day -35.904 USDT
Days win/draw/lose 6 / 19 / 1
Avg. Duration Winners 13:31:00
Avg. Duration Loser 14:18:00
Max Consecutive Wins / Loss 26 / 2
Rejected Entry signals 7
Entry/Exit Timeouts 0 / 0
Min balance 10018.204 USDT
Max balance 10811.083 USDT
Max % of account underwater 0.33%
Absolute Drawdown (Account) 0.33%
Absolute Drawdown 35.904 USDT
Drawdown high 811.083 USDT
Drawdown low 775.178 USDT
Drawdown Start 2022-04-30 23:55:00
Drawdown End 2022-05-01 00:00:00
Market change -32.21%

Backtested 2022-04-01 00:00:00 -> 2022-05-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 28 1.51 775.178 7.75 13:34:00 26 0 2 92.9 35.904 USDT 0.33%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20220501-20220601

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 1 day, 12:28:00 1 day, 12:28:00 1 day, 12:28:00 1 day, 12:29:00 1 day, 13:34:00
Market Change -37.27 % -37.27 % -37.27 % -37.27 % -37.27 %
Max Drawdown 4.6592 % 4.6592 % 4.6592 % 5.2321 % 6.778 %
Profit Mean 1.44 % 1.44 % 1.44 % 1.43 % 1.75 %
Profit Sum 81.97 % 81.97 % 81.97 % 81.69 % 99.69 %
Profit Total 11.32 % 11.32 % 11.32 % 10.77 % 11.81 %
Trades 57 57 57 57 57
Win Rate 94.74 % 94.74 % 94.74 % 94.74 % 94.74 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
AAVE/USDT 5 2.29 241.759 2.42 0:56:00 5 0 0 100
ADA/USDT 3 1.54 166.510 1.67 5 days, 18:41:00 3 0 0 100
TRX/USDT 3 2.4 135.152 1.35 0:46:00 3 0 0 100
PRE/USDT 5 1.45 124.329 1.24 3:18:00 5 0 0 100
DAG/USDT 5 1.34 119.348 1.19 0:16:00 5 0 0 100
VRA/USDT 4 1.69 116.831 1.17 0:29:00 4 0 0 100
GRT/USDT 1 0.97 84.017 0.84 4 days, 12:04:00 1 0 0 100
PLU/USDT 1 3.16 61.731 0.62 3:00:00 1 0 0 100
EWT/USDT 2 1.55 60.075 0.6 4:31:00 2 0 0 100
UOS/USDT 2 1.73 58.709 0.59 0:34:00 2 0 0 100
COTI/USDT 2 1.64 56.595 0.57 1:29:00 2 0 0 100
AVA/USDT 3 1.17 55.137 0.55 1:06:00 3 0 0 100
ATOM/USDT 1 3.11 49.343 0.49 0:10:00 1 0 0 100
TEL/USDT 2 1.25 42.077 0.42 0:20:00 2 0 0 100
NIM/USDT 2 0.92 34.630 0.35 2:57:00 2 0 0 100
UMA/USDT 1 2.01 33.195 0.33 0:39:00 1 0 0 100
ARPA/USDT 2 0.9 30.313 0.3 0:58:00 2 0 0 100
UNI/USDT 1 1.71 28.748 0.29 0:35:00 1 0 0 100
SNX/USDT 1 1.68 28.137 0.28 0:01:00 1 0 0 100
BCH/USDT 1 1.56 26.491 0.26 0:02:00 1 0 0 100
LTC/USDT 1 1.52 26.186 0.26 0:04:00 1 0 0 100
VIDT/USDT 1 1.23 20.950 0.21 1:10:00 1 0 0 100
ALGO/USDT 1 1.17 19.842 0.2 0:01:00 1 0 0 100
CKB/USDT 1 1.17 19.724 0.2 1:40:00 1 0 0 100
JST/USDT 1 1.05 16.317 0.16 0:45:00 1 0 0 100
VELO/USDT 1 0.11 2.405 0.02 11:53:00 1 0 0 100
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 1 -0.59 -92.655 -0.93 20 days, 11:30:00 0 0 1 0
NWC/USDT 1 -0.69 -118.674 -1.19 20 days, 13:50:00 0 0 1 0
CHR/USDT 2 -0.34 -315.526 -3.16 10 days, 8:54:00 1 0 1 50.0
TOTAL 57 1.44 1131.695 11.32 1 day, 12:28:00 54 0 3 94.7

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DEGO/USDT 1 -0.59 -92.655 -0.93 20 days, 11:30:00 0 0 1 0
NWC/USDT 1 -0.69 -118.674 -1.19 20 days, 13:50:00 0 0 1 0
CHR/USDT 1 -1.7 -332.667 -3.33 20 days, 17:40:00 0 0 1 0
TOTAL 3 -0.99 -543.996 -5.44 20 days, 14:20:00 0 0 3 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 16 1.41 391.989 3.92 1:32:00 16 0 0 100
120 2 1.21 179.827 1.8 10 days, 15:24:00 2 0 0 100
3 2 3.48 160.419 1.6 0:48:00 2 0 0 100
142 3 2.18 115.091 1.15 0:36:00 3 0 0 100
41 4 1.62 112.753 1.13 1:14:00 4 0 0 100
143 2 2.49 96.258 0.96 1:02:00 2 0 0 100
141 3 1.62 92.435 0.92 4:11:00 3 0 0 100
4 3 1.2 58.669 0.59 1:01:00 3 0 0 100
5 2 1.33 51.733 0.52 4:45:00 2 0 0 100
6 142 2 1.3 45.065 0.45 0:34:00 2 0 0 100
2 2 1.13 38.961 0.39 0:38:00 2 0 0 100
1 1 1.78 32.675 0.33 2:54:00 1 0 0 100
6 141 1 1.09 19.105 0.19 0:37:00 1 0 0 100
43 1 0.39 6.877 0.07 0:03:00 1 0 0 100
42 13 0.98 -270.161 -2.7 4 days, 19:34:00 10 0 3 76.9
TOTAL 57 1.44 1131.695 11.32 1 day, 12:28:00 54 0 3 94.7

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 2 1.21 179.827 1.8 10 days, 15:24:00 2 0 0 100
exit_long_normal_w_6_8 ( 3 ) 1 4.46 120.888 1.21 1:10:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 4 1.41 96.772 0.97 0:06:00 4 0 0 100
exit_long_quick_d_4_75 ( 42 ) 1 4.01 71.225 0.71 1:10:00 1 0 0 100
exit_long_tc_d_3_20 ( 143 ) 1 3.35 69.065 0.69 0:48:00 1 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.16 61.731 0.62 3:00:00 1 0 0 100
exit_long_normal_u_1 ( 4 ) 2 1.55 50.513 0.51 0:02:00 2 0 0 100
exit_long_tc_d_3_96 ( 142 ) 1 3.11 49.343 0.49 0:10:00 1 0 0 100
exit_long_normal_d_2_27 ( 6 ) 1 3.0 46.381 0.46 0:15:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 2 1.28 43.586 0.44 0:42:00 2 0 0 100
exit_long_quick_d_2_84 ( 42 ) 1 2.55 43.137 0.43 10:15:00 1 0 0 100
exit_long_normal_d_2_83 ( 3 ) 1 2.5 39.531 0.4 0:25:00 1 0 0 100
exit_long_normal_d_2_54 ( 6 ) 1 2.12 39.410 0.39 0:38:00 1 0 0 100
exit_long_tc_u_2 ( 141 ) 1 2.23 38.894 0.39 0:16:00 1 0 0 100
exit_long_normal_d_2_65 ( 6 ) 1 2.24 37.700 0.38 0:27:00 1 0 0 100
exit_long_tc_d_2_87 ( 142 ) 1 1.72 36.999 0.37 1:04:00 1 0 0 100
exit_long_quick_d_2_26 ( 42 ) 1 1.83 36.507 0.37 1:32:00 1 0 0 100
exit_long_quick_d_2_11 ( 41 ) 1 2.0 34.468 0.34 0:25:00 1 0 0 100
exit_long_tc_d_2_35 ( 141 ) 1 1.44 33.700 0.34 12:15:00 1 0 0 100
exit_long_quick_q_2 ( 42 ) 1 2.01 33.195 0.33 0:39:00 1 0 0 100
exit_long_normal_d_2_13 ( 1 ) 1 1.78 32.675 0.33 2:54:00 1 0 0 100
exit_long_quick_q_2 ( 41 ) 1 1.7 32.373 0.32 4:18:00 1 0 0 100
exit_long_tc_d_1_96 ( 142 ) 1 1.71 28.748 0.29 0:35:00 1 0 0 100
exit_long_normal_w_1_2 ( 5 ) 1 1.2 27.667 0.28 8:55:00 1 0 0 100
exit_long_tc_d_1_81 ( 143 ) 1 1.63 27.193 0.27 1:15:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.52 26.186 0.26 0:04:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.42 25.270 0.25 0:01:00 1 0 0 100
exit_long_normal_d_1_7 ( 5 ) 1 1.46 24.065 0.24 0:35:00 1 0 0 100
exit_long_normal_d_1_88 ( 2 ) 1 1.23 20.950 0.21 1:10:00 1 0 0 100
exit_long_quick_d_1_20 ( 41 ) 1 1.33 20.641 0.21 0:10:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.17 19.842 0.2 0:01:00 1 0 0 100
exit_long_normal_w_1_11 ( 6 ) 1 1.17 19.724 0.2 1:40:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 141 ) 1 1.09 19.105 0.19 0:37:00 1 0 0 100
exit_long_quick_w_1_11 ( 42 ) 1 1.03 18.894 0.19 2:31:00 1 0 0 100
exit_long_normal_d_1_43 ( 6 142 ) 1 1.07 18.879 0.19 1:05:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.04 18.012 0.18 0:05:00 1 0 0 100
exit_long_quick_d_1_13 ( 42 ) 1 1.01 17.985 0.18 0:17:00 1 0 0 100
exit_long_normal_d_1_38 ( 6 ) 1 1.06 17.318 0.17 2:45:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.11 17.178 0.17 0:24:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 1 1.01 17.141 0.17 0:08:00 1 0 0 100
exit_long_quick_d_1_73 ( 42 ) 1 1.05 16.317 0.16 0:45:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 2 0.45 15.976 0.16 0:03:00 2 0 0 100
exit_long_normal_w_0_8 ( 6 ) 1 0.67 10.985 0.11 1:55:00 1 0 0 100
exit_long_normal_d_0_82 ( 4 ) 1 0.49 8.156 0.08 3:00:00 1 0 0 100
exit_long_quick_u_0 ( 43 ) 1 0.39 6.877 0.07 0:03:00 1 0 0 100
exit_long_normal_d_0_52 ( 6 ) 1 0.11 2.405 0.02 11:53:00 1 0 0 100
exit_long_quick_d_0_58 ( 42 ) 1 0.13 2.257 0.02 1:36:00 1 0 0 100
force_exit 3 -0.99 -543.996 -5.44 20 days, 14:20:00 0 0 3 0
TOTAL 57 1.44 1131.695 11.32 1 day, 12:28:00 54 0 3 94.7

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 2 1.21 179.827 1.8 10 days, 15:24:00 2 0 0 100
('3 ', 'exit_long_normal_w_6_8 ( 3 )') 1 4.46 120.888 1.21 1:10:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 4 1.41 96.772 0.97 0:06:00 4 0 0 100
('42 ', 'exit_long_quick_d_4_75 ( 42 )') 1 4.01 71.225 0.71 1:10:00 1 0 0 100
('143 ', 'exit_long_tc_d_3_20 ( 143 )') 1 3.35 69.065 0.69 0:48:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.16 61.731 0.62 3:00:00 1 0 0 100
('4 ', 'exit_long_normal_u_1 ( 4 )') 2 1.55 50.513 0.51 0:02:00 2 0 0 100
('142 ', 'exit_long_tc_d_3_96 ( 142 )') 1 3.11 49.343 0.49 0:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_27 ( 6 )') 1 3.0 46.381 0.46 0:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 2 1.28 43.586 0.44 0:42:00 2 0 0 100
('42 ', 'exit_long_quick_d_2_84 ( 42 )') 1 2.55 43.137 0.43 10:15:00 1 0 0 100
('3 ', 'exit_long_normal_d_2_83 ( 3 )') 1 2.5 39.531 0.4 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_54 ( 6 )') 1 2.12 39.410 0.39 0:38:00 1 0 0 100
('141 ', 'exit_long_tc_u_2 ( 141 )') 1 2.23 38.894 0.39 0:16:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_65 ( 6 )') 1 2.24 37.700 0.38 0:27:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_87 ( 142 )') 1 1.72 36.999 0.37 1:04:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_26 ( 42 )') 1 1.83 36.507 0.37 1:32:00 1 0 0 100
('41 ', 'exit_long_quick_d_2_11 ( 41 )') 1 2.0 34.468 0.34 0:25:00 1 0 0 100
('141 ', 'exit_long_tc_d_2_35 ( 141 )') 1 1.44 33.700 0.34 12:15:00 1 0 0 100
('42 ', 'exit_long_quick_q_2 ( 42 )') 1 2.01 33.195 0.33 0:39:00 1 0 0 100
('1 ', 'exit_long_normal_d_2_13 ( 1 )') 1 1.78 32.675 0.33 2:54:00 1 0 0 100
('41 ', 'exit_long_quick_q_2 ( 41 )') 1 1.7 32.373 0.32 4:18:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_96 ( 142 )') 1 1.71 28.748 0.29 0:35:00 1 0 0 100
('5 ', 'exit_long_normal_w_1_2 ( 5 )') 1 1.2 27.667 0.28 8:55:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_81 ( 143 )') 1 1.63 27.193 0.27 1:15:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.52 26.186 0.26 0:04:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.42 25.270 0.25 0:01:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_7 ( 5 )') 1 1.46 24.065 0.24 0:35:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_88 ( 2 )') 1 1.23 20.950 0.21 1:10:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_20 ( 41 )') 1 1.33 20.641 0.21 0:10:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.17 19.842 0.2 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_11 ( 6 )') 1 1.17 19.724 0.2 1:40:00 1 0 0 100
('6 141 ', 'exit_long_normal_d_1_65 ( 6 141 )') 1 1.09 19.105 0.19 0:37:00 1 0 0 100
('42 ', 'exit_long_quick_w_1_11 ( 42 )') 1 1.03 18.894 0.19 2:31:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_1_43 ( 6 142 )') 1 1.07 18.879 0.19 1:05:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.04 18.012 0.18 0:05:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_13 ( 42 )') 1 1.01 17.985 0.18 0:17:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_38 ( 6 )') 1 1.06 17.318 0.17 2:45:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.11 17.178 0.17 0:24:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 1 1.01 17.141 0.17 0:08:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_73 ( 42 )') 1 1.05 16.317 0.16 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 2 0.45 15.976 0.16 0:03:00 2 0 0 100
('6 ', 'exit_long_normal_w_0_8 ( 6 )') 1 0.67 10.985 0.11 1:55:00 1 0 0 100
('4 ', 'exit_long_normal_d_0_82 ( 4 )') 1 0.49 8.156 0.08 3:00:00 1 0 0 100
('43 ', 'exit_long_quick_u_0 ( 43 )') 1 0.39 6.877 0.07 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_52 ( 6 )') 1 0.11 2.405 0.02 11:53:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_58 ( 42 )') 1 0.13 2.257 0.02 1:36:00 1 0 0 100
('42 ', 'force_exit') 3 -0.99 -543.996 -5.44 20 days, 14:20:00 0 0 3 0
TOTAL 57 1.44 1131.695 11.32 1 day, 12:28:00 54 0 3 94.7

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/05/2022 33.195 1 0 0
02/05/2022 0 0 0 0
03/05/2022 0 0 0 0
04/05/2022 0 0 0 0
05/05/2022 0 0 0 0
06/05/2022 61.731 1 0 0
07/05/2022 0 0 0 0
08/05/2022 0 0 0 0
09/05/2022 336.565 13 0 0
10/05/2022 63.059 3 0 0
11/05/2022 390.563 10 0 0
12/05/2022 237.366 9 0 0
13/05/2022 196.956 4 0 0
14/05/2022 2.257 1 0 0
15/05/2022 0 0 0 0
16/05/2022 0 0 0 0
17/05/2022 0 0 0 0
18/05/2022 43.137 1 0 0
19/05/2022 20.95 1 0 0
20/05/2022 0 0 0 0
21/05/2022 0 0 0 0
22/05/2022 0 0 0 0
23/05/2022 0 0 0 0
24/05/2022 0 0 0 0
25/05/2022 0 0 0 0
26/05/2022 56.769 3 0 0
27/05/2022 137.333 6 0 0
28/05/2022 0 0 0 0
29/05/2022 0 0 0 0
30/05/2022 95.811 1 0 0
31/05/2022 0 0 0 0
01/06/2022 -543.996 0 0 3

SUMMARY METRICS

Metric Value
Backtesting from 2022-05-01 00:00:00
Backtesting to 2022-06-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 57 / 1.84
Starting balance 10000 USDT
Final balance 11131.695 USDT
Absolute profit 1131.695 USDT
Total profit % 11.32%
CAGR % 253.36%
Sortino 6.49
Sharpe 12.08
Calmar 149.69
Profit factor 3.08
Expectancy (Ratio) 19.85 (0.11)
Avg. daily profit % 0.37%
Avg. stake amount 1565.724 USDT
Total trade volume 89246.246 USDT
Best Pair AAVE/USDT 2.42%
Worst Pair NWC/USDT -1.19%
Best trade AAVE/USDT 4.46%
Worst trade CHR/USDT -1.70%
Best day 390.563 USDT
Worst day -543.996 USDT
Days win/draw/lose 13 / 18 / 1
Avg. Duration Winners 11:02:00
Avg. Duration Loser 20 days, 14:20:00
Max Consecutive Wins / Loss 54 / 3
Rejected Entry signals 76
Entry/Exit Timeouts 0 / 0
Min balance 10033.195 USDT
Max balance 11675.692 USDT
Max % of account underwater 4.66%
Absolute Drawdown (Account) 4.66%
Absolute Drawdown 543.996 USDT
Drawdown high 1675.692 USDT
Drawdown low 1131.695 USDT
Drawdown Start 2022-05-30 02:35:00
Drawdown End 2022-06-01 00:00:00
Market change -37.27%

Backtested 2022-05-01 00:00:00 -> 2022-06-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 57 1.44 1131.695 11.32 1 day, 12:28:00 54 0 3 94.7 543.996 USDT 4.66%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20220601-20220701

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 1 day, 7:49:00 1 day, 7:49:00 1 day, 7:49:00 1 day, 7:49:00 1 day, 10:41:00
Market Change -18.15 % -18.15 % -18.15 % -18.15 % -18.15 %
Max Drawdown 3.6694 % 3.6694 % 3.6694 % 3.9367 % 4.9594 %
Profit Mean 1.76 % 1.76 % 1.76 % 1.75 % 1.7 %
Profit Sum 75.75 % 75.75 % 75.75 % 75.34 % 71.26 %
Profit Total 10.15 % 10.15 % 10.15 % 9.84 % 7.81 %
Trades 43 43 43 43 42
Win Rate 95.35 % 95.35 % 95.35 % 95.35 % 95.24 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DEGO/USDT 6 6.54 506.819 5.07 3 days, 4:29:00 5 0 1 83.3
NIM/USDT 6 1.2 133.946 1.34 2:07:00 6 0 0 100
LINK/USDT 1 1.06 89.406 0.89 12 days, 21:55:00 1 0 0 100
AAVE/USDT 3 1.18 71.626 0.72 18:05:00 3 0 0 100
VELO/USDT 1 3.35 57.449 0.57 11:50:00 1 0 0 100
TRX/USDT 9 0.31 48.376 0.48 0:02:00 9 0 0 100
MKR/USDT 1 2.77 47.129 0.47 0:10:00 1 0 0 100
STX/USDT 1 2.08 42.343 0.42 2:21:00 1 0 0 100
GRT/USDT 2 1.05 41.169 0.41 1 day, 12:42:00 2 0 0 100
UMA/USDT 1 2.12 37.177 0.37 0:10:00 1 0 0 100
ARPA/USDT 1 1.59 27.267 0.27 0:14:00 1 0 0 100
NWC/USDT 1 1.4 24.717 0.25 1:55:00 1 0 0 100
AVA/USDT 1 1.28 21.805 0.22 0:12:00 1 0 0 100
VRA/USDT 1 1.21 21.522 0.22 1:25:00 1 0 0 100
NEO/USDT 1 1.22 21.388 0.21 2:35:00 1 0 0 100
ADA/USDT 1 1.25 21.240 0.21 0:19:00 1 0 0 100
XTZ/USDT 1 1.17 20.141 0.2 1:09:00 1 0 0 100
DOT/USDT 1 1.06 18.970 0.19 3:46:00 1 0 0 100
ETH/USDT 2 0.38 13.026 0.13 0:02:00 2 0 0 100
BCH/USDT 1 0.3 5.131 0.05 1:34:00 1 0 0 100
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 1 -1.75 -255.689 -2.56 17 days, 22:45:00 0 0 1 0
TOTAL 43 1.76 1014.959 10.15 1 day, 7:49:00 41 0 2 95.3

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 0.92 19.879 0.2 2 days, 22:30:00 1 0 0 100
DEGO/USDT 1 -1.47 -183.774 -1.84 18 days, 21:30:00 0 0 1 0
SNX/USDT 1 -1.75 -255.689 -2.56 17 days, 22:45:00 0 0 1 0
TOTAL 3 -0.76 -419.584 -4.2 13 days, 6:15:00 1 0 2 33.3

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
3 2 16.55 548.729 5.49 1:20:00 2 0 0 100
42 5 1.85 160.807 1.61 1:41:00 5 0 0 100
120 2 0.99 109.285 1.09 7 days, 22:12:00 2 0 0 100
141 9 0.43 72.188 0.72 0:18:00 9 0 0 100
6 42 1 3.35 57.449 0.57 11:50:00 1 0 0 100
142 2 1.12 39.821 0.4 1:28:00 2 0 0 100
6 142 2 0.65 32.289 0.32 18:03:00 2 0 0 100
143 1 1.25 21.240 0.21 0:19:00 1 0 0 100
2 1 1.21 21.020 0.21 0:40:00 1 0 0 100
6 18 1.01 -47.870 -0.48 2 days, 3:13:00 16 0 2 88.9
TOTAL 43 1.76 1014.959 10.15 1 day, 7:49:00 41 0 2 95.3

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_8_1_1 ( 3 ) 1 31.93 528.588 5.29 1:30:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.06 89.406 0.89 12 days, 21:55:00 1 0 0 100
exit_long_normal_d_3_2 ( 6 42 ) 1 3.35 57.449 0.57 11:50:00 1 0 0 100
exit_long_normal_d_3_3 ( 6 ) 1 2.62 54.410 0.54 2:07:00 1 0 0 100
exit_profit_long_normal_t_3_2_m ( 6 ) 1 3.09 54.196 0.54 0:31:00 1 0 0 100
exit_long_quick_d_1_78 ( 42 ) 2 1.39 49.234 0.49 3:56:00 2 0 0 100
exit_long_quick_d_2_27 ( 42 ) 1 2.77 47.129 0.47 0:10:00 1 0 0 100
exit_long_normal_d_1_78 ( 6 ) 2 1.31 46.105 0.46 2:15:00 2 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.3 45.236 0.45 0:10:00 2 0 0 100
exit_long_normal_8_1_1 ( 6 ) 2 1.15 44.668 0.45 0:24:00 2 0 0 100
exit_long_tc_d_2_44 ( 141 ) 1 2.08 42.343 0.42 2:21:00 1 0 0 100
exit_long_normal_d_1_27 ( 6 ) 2 1.18 41.566 0.42 1:08:00 2 0 0 100
exit_long_quick_d_2_87 ( 42 ) 1 2.12 37.177 0.37 0:10:00 1 0 0 100
exit_profit_long_normal_t_1_2_m ( 6 ) 1 1.85 32.380 0.32 0:38:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 8 0.22 29.845 0.3 0:02:00 8 0 0 100
exit_long_normal_w_1_6 ( 6 142 ) 1 1.08 28.629 0.29 1 day, 12:05:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 1 1.59 27.267 0.27 0:14:00 1 0 0 100
exit_long_normal_d_1_61 ( 6 ) 1 1.29 25.328 0.25 3:46:00 1 0 0 100
exit_long_tc_d_1_44 ( 142 ) 1 1.18 21.290 0.21 2:55:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 1 1.25 21.240 0.21 0:19:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 2 ) 1 1.21 21.020 0.21 0:40:00 1 0 0 100
exit_long_normal_d_1_66 ( 3 ) 1 1.17 20.141 0.2 1:09:00 1 0 0 100
exit_long_normal_d_1_55 ( 6 ) 1 1.13 19.566 0.2 18:01:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.06 18.531 0.19 0:02:00 1 0 0 100
exit_long_normal_d_0_86 ( 6 ) 1 0.75 13.643 0.14 3:10:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.54 9.366 0.09 0:03:00 1 0 0 100
exit_long_normal_d_0_67 ( 6 ) 1 0.3 5.131 0.05 1:34:00 1 0 0 100
exit_long_normal_u_0 ( 6 142 ) 1 0.22 3.660 0.04 0:01:00 1 0 0 100
force_exit 3 -0.76 -419.584 -4.2 13 days, 6:15:00 1 0 2 33.3
TOTAL 43 1.76 1014.959 10.15 1 day, 7:49:00 41 0 2 95.3

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('3 ', 'exit_long_normal_8_1_1 ( 3 )') 1 31.93 528.588 5.29 1:30:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.06 89.406 0.89 12 days, 21:55:00 1 0 0 100
('6 42 ', 'exit_long_normal_d_3_2 ( 6 42 )') 1 3.35 57.449 0.57 11:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_3 ( 6 )') 1 2.62 54.410 0.54 2:07:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_3_2_m ( 6 )') 1 3.09 54.196 0.54 0:31:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_78 ( 42 )') 2 1.39 49.234 0.49 3:56:00 2 0 0 100
('42 ', 'exit_long_quick_d_2_27 ( 42 )') 1 2.77 47.129 0.47 0:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_78 ( 6 )') 2 1.31 46.105 0.46 2:15:00 2 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.3 45.236 0.45 0:10:00 2 0 0 100
('6 ', 'exit_long_normal_8_1_1 ( 6 )') 2 1.15 44.668 0.45 0:24:00 2 0 0 100
('141 ', 'exit_long_tc_d_2_44 ( 141 )') 1 2.08 42.343 0.42 2:21:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_27 ( 6 )') 2 1.18 41.566 0.42 1:08:00 2 0 0 100
('42 ', 'exit_long_quick_d_2_87 ( 42 )') 1 2.12 37.177 0.37 0:10:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_2_m ( 6 )') 1 1.85 32.380 0.32 0:38:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 8 0.22 29.845 0.3 0:02:00 8 0 0 100
('6 142 ', 'exit_long_normal_w_1_6 ( 6 142 )') 1 1.08 28.629 0.29 1 day, 12:05:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 1 1.59 27.267 0.27 0:14:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_61 ( 6 )') 1 1.29 25.328 0.25 3:46:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_44 ( 142 )') 1 1.18 21.290 0.21 2:55:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 1 1.25 21.240 0.21 0:19:00 1 0 0 100
('2 ', 'exit_profit_long_normal_t_1_1_m ( 2 )') 1 1.21 21.020 0.21 0:40:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_66 ( 3 )') 1 1.17 20.141 0.2 1:09:00 1 0 0 100
('120 ', 'force_exit') 1 0.92 19.879 0.2 2 days, 22:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_55 ( 6 )') 1 1.13 19.566 0.2 18:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.06 18.531 0.19 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_86 ( 6 )') 1 0.75 13.643 0.14 3:10:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.54 9.366 0.09 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_67 ( 6 )') 1 0.3 5.131 0.05 1:34:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_0 ( 6 142 )') 1 0.22 3.660 0.04 0:01:00 1 0 0 100
('6 ', 'force_exit') 2 -1.61 -439.463 -4.39 18 days, 10:08:00 0 0 2 0
TOTAL 43 1.76 1014.959 10.15 1 day, 7:49:00 41 0 2 95.3

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
07/06/2022 23.227 2 0 0
08/06/2022 690.593 5 0 0
09/06/2022 24.717 1 0 0
10/06/2022 21.522 1 0 0
11/06/2022 0 0 0 0
12/06/2022 0 0 0 0
13/06/2022 243.846 15 0 0
14/06/2022 86.202 3 0 0
15/06/2022 108.872 4 0 0
16/06/2022 0 0 0 0
17/06/2022 0 0 0 0
18/06/2022 35.787 3 0 0
19/06/2022 28.629 1 0 0
20/06/2022 0 0 0 0
21/06/2022 0 0 0 0
22/06/2022 0 0 0 0
23/06/2022 23.431 1 0 0
24/06/2022 89.406 1 0 0
25/06/2022 0 0 0 0
26/06/2022 0 0 0 0
27/06/2022 0 0 0 0
28/06/2022 0 0 0 0
29/06/2022 44.668 2 0 0
30/06/2022 13.643 1 0 0
01/07/2022 -419.584 1 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2022-06-01 00:00:00
Backtesting to 2022-07-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 43 / 1.43
Starting balance 10000 USDT
Final balance 11014.959 USDT
Absolute profit 1014.959 USDT
Total profit % 10.15%
CAGR % 224.18%
Sortino 17.98
Sharpe 6.80
Calmar 176.15
Profit factor 3.31
Expectancy (Ratio) 23.60 (0.11)
Avg. daily profit % 0.34%
Avg. stake amount 1615.749 USDT
Total trade volume 69477.189 USDT
Best Pair DEGO/USDT 5.07%
Worst Pair SNX/USDT -2.56%
Best trade DEGO/USDT 31.93%
Worst trade SNX/USDT -1.75%
Best day 690.593 USDT
Worst day -419.584 USDT
Days win/draw/lose 13 / 11 / 1
Avg. Duration Winners 11:48:00
Avg. Duration Loser 18 days, 10:08:00
Max Consecutive Wins / Loss 40 / 1
Rejected Entry signals 7
Entry/Exit Timeouts 0 / 0
Min balance 10003.66 USDT
Max balance 11434.543 USDT
Max % of account underwater 3.67%
Absolute Drawdown (Account) 3.67%
Absolute Drawdown 419.584 USDT
Drawdown high 1434.543 USDT
Drawdown low 1014.959 USDT
Drawdown Start 2022-06-30 02:50:00
Drawdown End 2022-07-01 00:00:00
Market change -18.15%

Backtested 2022-06-01 00:00:00 -> 2022-07-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 43 1.76 1014.959 10.15 1 day, 7:49:00 41 0 2 95.3 419.584 USDT 3.67%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20220701-20220801

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 2 days, 11:29:00 2 days, 11:29:00 2 days, 11:29:00 2 days, 7:31:00 2 days, 15:20:00
Market Change 20.58 % 20.58 % 20.58 % 20.58 % 20.58 %
Max Drawdown 3.2161 % 3.2161 % 3.2151 % 3.2595 % 3.394 %
Profit Mean 1.33 % 1.33 % 1.32 % 1.29 % 1.41 %
Profit Sum 18.63 % 18.63 % 18.51 % 19.38 % 19.67 %
Profit Total 1.33 % 1.33 % 1.37 % 1.45 % 1.04 %
Trades 14 14 14 15 14
Win Rate 85.71 % 85.71 % 85.71 % 86.67 % 92.86 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NIM/USDT 3 2.56 130.235 1.3 8:00:00 3 0 0 100
CKB/USDT 2 3.29 109.085 1.09 2:10:00 2 0 0 100
ETH/USDT 1 1.67 83.745 0.84 14 days, 4:38:00 1 0 0 100
VRA/USDT 2 2.08 67.484 0.67 1:26:00 2 0 0 100
UNI/USDT 1 1.79 29.593 0.3 0:04:00 1 0 0 100
SNX/USDT 1 1.42 22.915 0.23 1:35:00 1 0 0 100
VIDT/USDT 1 1.12 18.140 0.18 0:07:00 1 0 0 100
ETC/USDT 1 0.51 8.550 0.09 0:01:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 1 -2.22 -32.724 -0.33 2 days, 0:05:00 0 0 1 0
AVA/USDT 1 -4.07 -303.998 -3.04 17 days, 3:05:00 0 0 1 0
TOTAL 14 1.33 133.026 1.33 2 days, 11:29:00 12 0 2 85.7

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 -2.22 -32.724 -0.33 2 days, 0:05:00 0 0 1 0
AVA/USDT 1 -4.07 -303.998 -3.04 17 days, 3:05:00 0 0 1 0
TOTAL 2 -3.15 -336.722 -3.37 9 days, 13:35:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 2 -0.28 51.021 0.51 8 days, 2:22:00 1 0 1 50.0
42 1 3.13 50.990 0.51 2:41:00 1 0 0 100
141 1 1.79 29.593 0.3 0:04:00 1 0 0 100
5 1 1.12 18.140 0.18 0:07:00 1 0 0 100
141 142 1 0.51 8.550 0.09 0:01:00 1 0 0 100
6 8 1.58 -25.269 -0.25 2 days, 7:09:00 7 0 1 87.5
TOTAL 14 1.33 133.026 1.33 2 days, 11:29:00 12 0 2 85.7

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_6_88 ( 6 ) 1 6.47 106.318 1.06 0:35:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.67 83.745 0.84 14 days, 4:38:00 1 0 0 100
exit_profit_long_normal_t_4_2_m ( 6 ) 1 4.96 82.352 0.82 3:01:00 1 0 0 100
exit_long_quick_d_3_95 ( 42 ) 1 3.13 50.990 0.51 2:41:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.79 29.593 0.3 0:04:00 1 0 0 100
exit_long_normal_d_1_88 ( 6 ) 1 1.61 26.734 0.27 1:20:00 1 0 0 100
exit_long_normal_d_1_95 ( 6 ) 1 1.42 22.915 0.23 1:35:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 1 1.12 18.140 0.18 0:07:00 1 0 0 100
exit_long_normal_3_1_1 ( 6 ) 1 0.93 17.401 0.17 17:31:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.02 16.494 0.16 0:11:00 1 0 0 100
exit_long_tc_u_0 ( 141 142 ) 1 0.51 8.550 0.09 0:01:00 1 0 0 100
exit_long_normal_d_0_42 ( 6 ) 1 0.29 6.515 0.07 5:55:00 1 0 0 100
force_exit 2 -3.15 -336.722 -3.37 9 days, 13:35:00 0 0 2 0
TOTAL 14 1.33 133.026 1.33 2 days, 11:29:00 12 0 2 85.7

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_6_88 ( 6 )') 1 6.47 106.318 1.06 0:35:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.67 83.745 0.84 14 days, 4:38:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_4_2_m ( 6 )') 1 4.96 82.352 0.82 3:01:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_95 ( 42 )') 1 3.13 50.990 0.51 2:41:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.79 29.593 0.3 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_88 ( 6 )') 1 1.61 26.734 0.27 1:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_95 ( 6 )') 1 1.42 22.915 0.23 1:35:00 1 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 1 1.12 18.140 0.18 0:07:00 1 0 0 100
('6 ', 'exit_long_normal_3_1_1 ( 6 )') 1 0.93 17.401 0.17 17:31:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.02 16.494 0.16 0:11:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_0 ( 141 142 )') 1 0.51 8.550 0.09 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_42 ( 6 )') 1 0.29 6.515 0.07 5:55:00 1 0 0 100
('120 ', 'force_exit') 1 -2.22 -32.724 -0.33 2 days, 0:05:00 0 0 1 0
('6 ', 'force_exit') 1 -4.07 -303.998 -3.04 17 days, 3:05:00 0 0 1 0
TOTAL 14 1.33 133.026 1.33 2 days, 11:29:00 12 0 2 85.7

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
11/07/2022 29.593 1 0 0
12/07/2022 0 0 0 0
13/07/2022 109.085 2 0 0
14/07/2022 0 0 0 0
15/07/2022 0 0 0 0
16/07/2022 0 0 0 0
17/07/2022 0 0 0 0
18/07/2022 0 0 0 0
19/07/2022 0 0 0 0
20/07/2022 39.409 2 0 0
21/07/2022 18.14 1 0 0
22/07/2022 50.99 1 0 0
23/07/2022 6.515 1 0 0
24/07/2022 123.719 2 0 0
25/07/2022 0 0 0 0
26/07/2022 0 0 0 0
27/07/2022 83.745 1 0 0
28/07/2022 0 0 0 0
29/07/2022 0 0 0 0
30/07/2022 0 0 0 0
31/07/2022 8.55 1 0 0
01/08/2022 -336.722 0 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2022-07-01 00:00:00
Backtesting to 2022-08-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 14 / 0.45
Starting balance 10000 USDT
Final balance 10133.026 USDT
Absolute profit 133.026 USDT
Total profit % 1.33%
CAGR % 16.84%
Sortino 0.60
Sharpe 0.87
Calmar 25.49
Profit factor 1.40
Expectancy (Ratio) 9.50 (0.06)
Avg. daily profit % 0.04%
Avg. stake amount 1372.844 USDT
Total trade volume 19219.81 USDT
Best Pair NIM/USDT 1.30%
Worst Pair AVA/USDT -3.04%
Best trade NIM/USDT 6.47%
Worst trade AVA/USDT -4.07%
Best day 123.719 USDT
Worst day -336.722 USDT
Days win/draw/lose 9 / 12 / 1
Avg. Duration Winners 1 day, 7:08:00
Avg. Duration Loser 9 days, 13:35:00
Max Consecutive Wins / Loss 12 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10029.593 USDT
Max balance 10469.748 USDT
Max % of account underwater 3.22%
Absolute Drawdown (Account) 3.22%
Absolute Drawdown 336.722 USDT
Drawdown high 469.748 USDT
Drawdown low 133.026 USDT
Drawdown Start 2022-07-31 22:41:00
Drawdown End 2022-08-01 00:00:00
Market change 20.58%

Backtested 2022-07-01 00:00:00 -> 2022-08-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 14 1.33 133.026 1.33 2 days, 11:29:00 12 0 2 85.7 336.722 USDT 3.22%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20220801-20220901

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 2 days, 2:46:00 2 days, 2:46:00 2 days, 2:46:00 2 days, 2:56:00 2 days, 11:46:00
Market Change -9.63 % -9.63 % -9.63 % -9.63 % -9.63 %
Max Drawdown 2.0669 % 2.0669 % 2.0669 % 2.188 % 2.7779 %
Profit Mean 0.95 % 0.95 % 0.95 % 0.94 % 0.88 %
Profit Sum 22.83 % 22.83 % 22.83 % 22.62 % 19.46 %
Profit Total 2.53 % 2.53 % 2.53 % 2.4 % 1.4 %
Trades 24 24 24 24 22
Win Rate 91.67 % 91.67 % 91.67 % 91.67 % 95.45 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETC/USDT 3 1.46 123.275 1.23 3 days, 12:54:00 3 0 0 100
DAG/USDT 2 1.59 52.830 0.53 0:12:00 2 0 0 100
DEGO/USDT 3 1.04 51.564 0.52 2:08:00 3 0 0 100
NWC/USDT 2 1.47 49.208 0.49 0:29:00 2 0 0 100
FIL/USDT 1 1.89 31.241 0.31 4:15:00 1 0 0 100
VRA/USDT 1 1.33 22.454 0.22 0:50:00 1 0 0 100
ALGO/USDT 1 1.17 19.169 0.19 0:14:00 1 0 0 100
ARPA/USDT 1 1.16 19.035 0.19 1:10:00 1 0 0 100
ONE/USDT 1 1.1 18.090 0.18 0:14:00 1 0 0 100
EWT/USDT 1 1.05 17.689 0.18 0:11:00 1 0 0 100
GRT/USDT 1 1.04 17.044 0.17 0:07:00 1 0 0 100
ADA/USDT 1 0.33 5.478 0.05 0:01:00 1 0 0 100
DGB/USDT 1 0.31 5.023 0.05 0:01:00 1 0 0 100
COTI/USDT 1 0.16 2.637 0.03 0:04:00 1 0 0 100
YFI/USDT 1 0.12 2.021 0.02 0:02:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 2 0.37 -10.130 -0.1 4 days, 12:20:00 1 0 1 50.0
AVA/USDT 1 -1.19 -173.460 -1.73 30 days, 11:55:00 0 0 1 0
TOTAL 24 0.95 253.170 2.53 2 days, 2:46:00 22 0 2 91.7

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
EOS/USDT 1 -1.26 -42.938 -0.43 8 days, 14:40:00 0 0 1 0
AVA/USDT 1 -1.19 -173.460 -1.73 30 days, 11:55:00 0 0 1 0
TOTAL 2 -1.23 -216.398 -2.16 19 days, 13:18:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
143 2 2.06 67.767 0.68 6:15:00 2 0 0 100
120 2 0.32 39.493 0.39 9 days, 10:32:00 1 0 1 50.0
42 2 1.21 38.611 0.39 1:21:00 2 0 0 100
142 1 2.0 32.808 0.33 10:00:00 1 0 0 100
3 1 1.33 22.454 0.22 0:50:00 1 0 0 100
141 1 1.04 17.044 0.17 0:07:00 1 0 0 100
2 1 0.78 13.086 0.13 0:50:00 1 0 0 100
41 1 0.69 12.954 0.13 3:43:00 1 0 0 100
6 141 142 1 0.33 5.478 0.05 0:01:00 1 0 0 100
2 3 1 0.31 5.023 0.05 0:01:00 1 0 0 100
4 1 0.12 2.021 0.02 0:02:00 1 0 0 100
6 10 0.91 -3.571 -0.04 3 days, 1:26:00 9 0 1 90.0
TOTAL 24 0.95 253.170 2.53 2 days, 2:46:00 22 0 2 91.7

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 5 1.3 107.778 1.08 0:13:00 5 0 0 100
exit_long_grind_g ( 120 ) 1 1.89 82.431 0.82 10 days, 6:25:00 1 0 0 100
exit_long_tc_d_2_84 ( 143 ) 1 2.22 36.527 0.37 8:15:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.16 36.122 0.36 0:08:00 1 0 0 100
exit_long_tc_6_1 ( 142 ) 1 2.0 32.808 0.33 10:00:00 1 0 0 100
exit_long_tc_d_1_90 ( 143 ) 1 1.89 31.241 0.31 4:15:00 1 0 0 100
exit_long_normal_d_1_65 ( 3 ) 1 1.33 22.454 0.22 0:50:00 1 0 0 100
exit_long_quick_d_1_95 ( 42 ) 1 1.36 21.779 0.22 2:35:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 1 1.16 19.035 0.19 1:10:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.04 17.044 0.17 0:07:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 1 1.05 16.832 0.17 0:07:00 1 0 0 100
exit_long_normal_d_0_48 ( 2 ) 1 0.78 13.086 0.13 0:50:00 1 0 0 100
exit_profit_long_quick_t_0_1_m ( 41 ) 1 0.69 12.954 0.13 3:43:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 2 0.21 6.954 0.07 0:02:00 2 0 0 100
exit_long_normal_u_0 ( 6 141 142 ) 1 0.33 5.478 0.05 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 ) 1 0.31 5.023 0.05 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 4 ) 1 0.12 2.021 0.02 0:02:00 1 0 0 100
force_exit 2 -1.23 -216.398 -2.16 19 days, 13:18:00 0 0 2 0
TOTAL 24 0.95 253.170 2.53 2 days, 2:46:00 22 0 2 91.7

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 5 1.3 107.778 1.08 0:13:00 5 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.89 82.431 0.82 10 days, 6:25:00 1 0 0 100
('143 ', 'exit_long_tc_d_2_84 ( 143 )') 1 2.22 36.527 0.37 8:15:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.16 36.122 0.36 0:08:00 1 0 0 100
('142 ', 'exit_long_tc_6_1 ( 142 )') 1 2.0 32.808 0.33 10:00:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_90 ( 143 )') 1 1.89 31.241 0.31 4:15:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_65 ( 3 )') 1 1.33 22.454 0.22 0:50:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_95 ( 42 )') 1 1.36 21.779 0.22 2:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 1 1.16 19.035 0.19 1:10:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.04 17.044 0.17 0:07:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 1 1.05 16.832 0.17 0:07:00 1 0 0 100
('2 ', 'exit_long_normal_d_0_48 ( 2 )') 1 0.78 13.086 0.13 0:50:00 1 0 0 100
('41 ', 'exit_profit_long_quick_t_0_1_m ( 41 )') 1 0.69 12.954 0.13 3:43:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 2 0.21 6.954 0.07 0:02:00 2 0 0 100
('6 141 142 ', 'exit_long_normal_u_0 ( 6 141 142 )') 1 0.33 5.478 0.05 0:01:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_0 ( 2 3 )') 1 0.31 5.023 0.05 0:01:00 1 0 0 100
('4 ', 'exit_long_normal_u_0 ( 4 )') 1 0.12 2.021 0.02 0:02:00 1 0 0 100
('120 ', 'force_exit') 1 -1.26 -42.938 -0.43 8 days, 14:40:00 0 0 1 0
('6 ', 'force_exit') 1 -1.19 -173.460 -1.73 30 days, 11:55:00 0 0 1 0
TOTAL 24 0.95 253.170 2.53 2 days, 2:46:00 22 0 2 91.7

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
02/08/2022 82.805 4 0 0
03/08/2022 0 0 0 0
04/08/2022 0 0 0 0
05/08/2022 0 0 0 0
06/08/2022 0 0 0 0
07/08/2022 0 0 0 0
08/08/2022 0 0 0 0
09/08/2022 0 0 0 0
10/08/2022 0 0 0 0
11/08/2022 0 0 0 0
12/08/2022 82.431 1 0 0
13/08/2022 0 0 0 0
14/08/2022 23.953 1 0 0
15/08/2022 0 0 0 0
16/08/2022 0 0 0 0
17/08/2022 0 0 0 0
18/08/2022 43.258 4 0 0
19/08/2022 118.892 7 0 0
20/08/2022 0 0 0 0
21/08/2022 0 0 0 0
22/08/2022 0 0 0 0
23/08/2022 0 0 0 0
24/08/2022 36.122 1 0 0
25/08/2022 0 0 0 0
26/08/2022 59.652 3 0 0
27/08/2022 22.454 1 0 0
28/08/2022 0 0 0 0
29/08/2022 0 0 0 0
30/08/2022 0 0 0 0
31/08/2022 0 0 0 0
01/09/2022 -216.398 0 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2022-08-01 00:00:00
Backtesting to 2022-09-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 24 / 0.77
Starting balance 10000 USDT
Final balance 10253.17 USDT
Absolute profit 253.17 USDT
Total profit % 2.53%
CAGR % 34.23%
Sortino 2.39
Sharpe 3.58
Calmar 75.49
Profit factor 2.17
Expectancy (Ratio) 10.55 (0.10)
Avg. daily profit % 0.08%
Avg. stake amount 1507.984 USDT
Total trade volume 36191.611 USDT
Best Pair ETC/USDT 1.23%
Worst Pair AVA/USDT -1.73%
Best trade ETC/USDT 2.22%
Worst trade EOS/USDT -1.26%
Best day 118.892 USDT
Worst day -216.398 USDT
Days win/draw/lose 8 / 22 / 1
Avg. Duration Winners 12:43:00
Avg. Duration Loser 19 days, 13:18:00
Max Consecutive Wins / Loss 22 / 2
Rejected Entry signals 7
Entry/Exit Timeouts 0 / 0
Min balance 10031.241 USDT
Max balance 10469.568 USDT
Max % of account underwater 2.07%
Absolute Drawdown (Account) 2.07%
Absolute Drawdown 216.398 USDT
Drawdown high 469.568 USDT
Drawdown low 253.17 USDT
Drawdown Start 2022-08-27 00:25:00
Drawdown End 2022-09-01 00:00:00
Market change -9.63%

Backtested 2022-08-01 00:00:00 -> 2022-09-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 24 0.95 253.170 2.53 2 days, 2:46:00 22 0 2 91.7 216.398 USDT 2.07%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20220901-20221001

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 2 days, 22:56:00 2 days, 22:56:00 2 days, 22:56:00 2 days, 22:56:00 2 days, 22:56:00
Market Change -4.09 % -4.09 % -4.09 % -4.09 % -4.09 %
Max Drawdown 2.0227 % 2.0227 % 2.0227 % 2.0146 % 1.879 %
Profit Mean 0.77 % 0.77 % 0.77 % 0.77 % 0.92 %
Profit Sum 11.62 % 11.62 % 11.62 % 11.62 % 13.84 %
Profit Total 0.81 % 0.81 % 0.81 % 0.81 % 1.31 %
Trades 15 15 15 15 15
Win Rate 86.67 % 86.67 % 86.67 % 86.67 % 93.33 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CKB/USDT 1 4.2 69.778 0.7 0:45:00 1 0 0 100
DEGO/USDT 1 3.16 53.020 0.53 0:40:00 1 0 0 100
ETC/USDT 2 1.48 49.636 0.5 1:02:00 2 0 0 100
PRE/USDT 1 2.09 34.571 0.35 4:36:00 1 0 0 100
FIL/USDT 2 0.95 31.707 0.32 1:38:00 2 0 0 100
ETH/USDT 2 0.61 20.349 0.2 8:55:00 2 0 0 100
ATOM/USDT 1 1.02 17.059 0.17 0:55:00 1 0 0 100
AAVE/USDT 1 0.31 5.165 0.05 0:02:00 1 0 0 100
NWC/USDT 1 0.23 3.840 0.04 0:02:00 1 0 0 100
EOS/USDT 1 0.21 3.560 0.04 16:41:00 1 0 0 100
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 1 -0.27 -14.042 -0.14 24 days, 21:50:00 0 0 1 0
GRT/USDT 1 -5.41 -194.065 -1.94 17 days, 11:20:00 0 0 1 0
TOTAL 15 0.77 80.576 0.81 2 days, 22:56:00 13 0 2 86.7

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ADA/USDT 1 -0.27 -14.042 -0.14 24 days, 21:50:00 0 0 1 0
GRT/USDT 1 -5.41 -194.065 -1.94 17 days, 11:20:00 0 0 1 0
TOTAL 2 -2.84 -208.108 -2.08 21 days, 4:35:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 4 1.95 130.197 1.3 4:32:00 4 0 0 100
141 142 3 1.34 67.214 0.67 1:46:00 3 0 0 100
3 1 2.09 34.571 0.35 4:36:00 1 0 0 100
6 142 1 1.07 17.933 0.18 2:05:00 1 0 0 100
143 1 1.02 17.059 0.17 0:55:00 1 0 0 100
4 141 142 1 0.84 14.129 0.14 0:01:00 1 0 0 100
141 1 0.31 5.165 0.05 0:02:00 1 0 0 100
142 1 0.15 2.415 0.02 15:45:00 1 0 0 100
120 1 -0.27 -14.042 -0.14 24 days, 21:50:00 0 0 1 0
120 142 1 -5.41 -194.065 -1.94 17 days, 11:20:00 0 0 1 0
TOTAL 15 0.77 80.576 0.81 2 days, 22:56:00 13 0 2 86.7

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_normal_t_4_2_m ( 6 ) 1 4.2 69.778 0.7 0:45:00 1 0 0 100
exit_profit_long_normal_t_3_1_m ( 6 ) 1 3.16 53.020 0.53 0:40:00 1 0 0 100
exit_long_tc_d_1_78 ( 141 142 ) 2 1.29 43.245 0.43 2:37:00 2 0 0 100
exit_long_normal_d_2_3 ( 3 ) 1 2.09 34.571 0.35 4:36:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.43 23.969 0.24 0:04:00 1 0 0 100
exit_long_normal_d_1_95 ( 6 142 ) 1 1.07 17.933 0.18 2:05:00 1 0 0 100
exit_long_tc_d_1_70 ( 143 ) 1 1.02 17.059 0.17 0:55:00 1 0 0 100
exit_long_normal_u_0 ( 4 141 142 ) 1 0.84 14.129 0.14 0:01:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 1 0.31 5.165 0.05 0:02:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.23 3.840 0.04 0:02:00 1 0 0 100
exit_long_normal_d_0_52 ( 6 ) 1 0.21 3.560 0.04 16:41:00 1 0 0 100
exit_long_tc_d_0_35 ( 142 ) 1 0.15 2.415 0.02 15:45:00 1 0 0 100
force_exit 2 -2.84 -208.108 -2.08 21 days, 4:35:00 0 0 2 0
TOTAL 15 0.77 80.576 0.81 2 days, 22:56:00 13 0 2 86.7

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_profit_long_normal_t_4_2_m ( 6 )') 1 4.2 69.778 0.7 0:45:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_3_1_m ( 6 )') 1 3.16 53.020 0.53 0:40:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_1_78 ( 141 142 )') 2 1.29 43.245 0.43 2:37:00 2 0 0 100
('3 ', 'exit_long_normal_d_2_3 ( 3 )') 1 2.09 34.571 0.35 4:36:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.43 23.969 0.24 0:04:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_1_95 ( 6 142 )') 1 1.07 17.933 0.18 2:05:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_70 ( 143 )') 1 1.02 17.059 0.17 0:55:00 1 0 0 100
('4 141 142 ', 'exit_long_normal_u_0 ( 4 141 142 )') 1 0.84 14.129 0.14 0:01:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 1 0.31 5.165 0.05 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.23 3.840 0.04 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_52 ( 6 )') 1 0.21 3.560 0.04 16:41:00 1 0 0 100
('142 ', 'exit_long_tc_d_0_35 ( 142 )') 1 0.15 2.415 0.02 15:45:00 1 0 0 100
('120 ', 'force_exit') 1 -0.27 -14.042 -0.14 24 days, 21:50:00 0 0 1 0
('120 142 ', 'force_exit') 1 -5.41 -194.065 -1.94 17 days, 11:20:00 0 0 1 0
TOTAL 15 0.77 80.576 0.81 2 days, 22:56:00 13 0 2 86.7

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
10/09/2022 34.571 1 0 0
11/09/2022 0 0 0 0
12/09/2022 0 0 0 0
13/09/2022 69.778 1 0 0
14/09/2022 2.415 1 0 0
15/09/2022 17.933 1 0 0
16/09/2022 0 0 0 0
17/09/2022 0 0 0 0
18/09/2022 43.263 3 0 0
19/09/2022 46.804 3 0 0
20/09/2022 0 0 0 0
21/09/2022 17.059 1 0 0
22/09/2022 0 0 0 0
23/09/2022 0 0 0 0
24/09/2022 0 0 0 0
25/09/2022 0 0 0 0
26/09/2022 3.84 1 0 0
27/09/2022 0 0 0 0
28/09/2022 0 0 0 0
29/09/2022 53.02 1 0 0
30/09/2022 0 0 0 0
01/10/2022 -208.108 0 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2022-09-01 00:00:00
Backtesting to 2022-10-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 15 / 0.5
Starting balance 10000 USDT
Final balance 10080.576 USDT
Absolute profit 80.576 USDT
Total profit % 0.81%
CAGR % 10.26%
Sortino 0.57
Sharpe 0.90
Calmar 25.37
Profit factor 1.39
Expectancy (Ratio) 5.37 (0.05)
Avg. daily profit % 0.03%
Avg. stake amount 1649.314 USDT
Total trade volume 24739.713 USDT
Best Pair CKB/USDT 0.70%
Worst Pair GRT/USDT -1.94%
Best trade CKB/USDT 4.20%
Worst trade GRT/USDT -5.41%
Best day 69.778 USDT
Worst day -208.108 USDT
Days win/draw/lose 9 / 12 / 1
Avg. Duration Winners 3:36:00
Avg. Duration Loser 21 days, 4:35:00
Max Consecutive Wins / Loss 13 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10034.571 USDT
Max balance 10288.684 USDT
Max % of account underwater 2.02%
Absolute Drawdown (Account) 2.02%
Absolute Drawdown 208.108 USDT
Drawdown high 288.684 USDT
Drawdown low 80.576 USDT
Drawdown Start 2022-09-29 14:30:00
Drawdown End 2022-10-01 00:00:00
Market change -4.09%

Backtested 2022-09-01 00:00:00 -> 2022-10-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 15 0.77 80.576 0.81 2 days, 22:56:00 13 0 2 86.7 208.108 USDT 2.02%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20221001-20221101

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 4 days, 0:37:00 4 days, 0:37:00 4 days, 0:37:00 4 days, 0:37:00 4 days, 0:37:00
Market Change 4.93 % 4.93 % 4.93 % 4.93 % 4.93 %
Max Drawdown 1.9188 % 1.9188 % 1.9188 % 1.9188 % 1.9188 %
Profit Mean 0.26 % 0.26 % 0.26 % 0.26 % 0.26 %
Profit Sum 1.31 % 1.31 % 1.31 % 1.31 % 1.31 %
Profit Total -0.91 % -0.91 % -0.91 % -0.91 % -0.91 %
Trades 5 5 5 5 5
Win Rate 80.0 % 80.0 % 80.0 % 80.0 % 80.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VELO/USDT 1 4.51 74.653 0.75 1:04:00 1 0 0 100
TEL/USDT 1 0.75 12.467 0.12 0:03:00 1 0 0 100
PRE/USDT 1 0.67 11.111 0.11 5:45:00 1 0 0 100
VIDT/USDT 1 0.26 4.276 0.04 0:36:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 1 -4.89 -193.848 -1.94 19 days, 19:35:00 0 0 1 0
TOTAL 5 0.26 -91.341 -0.91 4 days, 0:37:00 4 0 1 80.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
PLU/USDT 1 -4.89 -193.848 -1.94 19 days, 19:35:00 0 0 1 0
TOTAL 1 -4.89 -193.848 -1.94 19 days, 19:35:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
5 1 0.67 11.111 0.11 5:45:00 1 0 0 100
6 4 0.16 -102.453 -1.02 4 days, 23:20:00 3 0 1 75.0
TOTAL 5 0.26 -91.341 -0.91 4 days, 0:37:00 4 0 1 80.0

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_normal_t_4_2_m ( 6 ) 1 4.51 74.653 0.75 1:04:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.75 12.467 0.12 0:03:00 1 0 0 100
exit_long_normal_d_0_95 ( 5 ) 1 0.67 11.111 0.11 5:45:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.26 4.276 0.04 0:36:00 1 0 0 100
force_exit 1 -4.89 -193.848 -1.94 19 days, 19:35:00 0 0 1 0
TOTAL 5 0.26 -91.341 -0.91 4 days, 0:37:00 4 0 1 80.0

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_profit_long_normal_t_4_2_m ( 6 )') 1 4.51 74.653 0.75 1:04:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.75 12.467 0.12 0:03:00 1 0 0 100
('5 ', 'exit_long_normal_d_0_95 ( 5 )') 1 0.67 11.111 0.11 5:45:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.26 4.276 0.04 0:36:00 1 0 0 100
('6 ', 'force_exit') 1 -4.89 -193.848 -1.94 19 days, 19:35:00 0 0 1 0
TOTAL 5 0.26 -91.341 -0.91 4 days, 0:37:00 4 0 1 80.0

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/10/2022 87.12 2 0 0
02/10/2022 0 0 0 0
03/10/2022 0 0 0 0
04/10/2022 0 0 0 0
05/10/2022 0 0 0 0
06/10/2022 0 0 0 0
07/10/2022 0 0 0 0
08/10/2022 0 0 0 0
09/10/2022 0 0 0 0
10/10/2022 0 0 0 0
11/10/2022 0 0 0 0
12/10/2022 0 0 0 0
13/10/2022 0 0 0 0
14/10/2022 0 0 0 0
15/10/2022 0 0 0 0
16/10/2022 0 0 0 0
17/10/2022 0 0 0 0
18/10/2022 0 0 0 0
19/10/2022 0 0 0 0
20/10/2022 15.387 2 0 0
21/10/2022 0 0 0 0
22/10/2022 0 0 0 0
23/10/2022 0 0 0 0
24/10/2022 0 0 0 0
25/10/2022 0 0 0 0
26/10/2022 0 0 0 0
27/10/2022 0 0 0 0
28/10/2022 0 0 0 0
29/10/2022 0 0 0 0
30/10/2022 0 0 0 0
31/10/2022 0 0 0 0
01/11/2022 -193.848 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2022-10-01 00:00:00
Backtesting to 2022-11-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 5 / 0.16
Starting balance 10000 USDT
Final balance 9908.659 USDT
Absolute profit -91.341 USDT
Total profit % -0.91%
CAGR % -10.24%
Sortino -100.00
Sharpe -0.62
Calmar -29.34
Profit factor 0.53
Expectancy (Ratio) -18.27 (-0.09)
Avg. daily profit % -0.03%
Avg. stake amount 1709.105 USDT
Total trade volume 8545.525 USDT
Best Pair VELO/USDT 0.75%
Worst Pair PLU/USDT -1.94%
Best trade VELO/USDT 4.51%
Worst trade PLU/USDT -4.89%
Best day 87.12 USDT
Worst day -193.848 USDT
Days win/draw/lose 2 / 29 / 1
Avg. Duration Winners 1:52:00
Avg. Duration Loser 19 days, 19:35:00
Max Consecutive Wins / Loss 4 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9908.659 USDT
Max balance 10102.507 USDT
Max % of account underwater 1.92%
Absolute Drawdown (Account) 1.92%
Absolute Drawdown 193.848 USDT
Drawdown high 102.507 USDT
Drawdown low -91.341 USDT
Drawdown Start 2022-10-20 07:40:00
Drawdown End 2022-11-01 00:00:00
Market change 4.93%

Backtested 2022-10-01 00:00:00 -> 2022-11-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 5 0.26 -91.341 -0.91 4 days, 0:37:00 4 0 1 80.0 193.848 USDT 1.92%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20221101-20221201

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 6 days, 10:03:00 6 days, 10:03:00 6 days, 10:03:00 6 days, 10:06:00 2 days, 19:39:00
Market Change -17.15 % -17.15 % -17.15 % -17.15 % -17.15 %
Max Drawdown 11.3936 % 11.3936 % 11.3936 % 13.8888 % 10.3386 %
Profit Mean 0.48 % 0.48 % 0.48 % 0.49 % 1.75 %
Profit Sum 10.16 % 10.16 % 10.16 % 10.37 % 66.41 %
Profit Total -6.15 % -6.15 % -6.15 % -8.35 % 3.19 %
Trades 21 21 21 21 38
Win Rate 76.19 % 76.19 % 76.19 % 76.19 % 89.47 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
MLK/USDT 2 4.65 132.324 1.32 0:21:00 2 0 0 100
LINK/USDT 1 1.32 83.210 0.83 7 days, 19:33:00 1 0 0 100
ALEPH/USDT 1 4.15 64.841 0.65 0:35:00 1 0 0 100
UNI/USDT 2 1.88 45.976 0.46 0:02:00 2 0 0 100
ALGO/USDT 1 2.15 35.478 0.35 1:00:00 1 0 0 100
ADA/USDT 1 0.69 35.242 0.35 20 days, 6:20:00 1 0 0 100
BCH/USDT 1 0.74 24.111 0.24 13 days, 19:00:00 1 0 0 100
LTC/USDT 1 0.93 19.523 0.2 7:15:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 7 0.03 -69.180 -0.69 3 days, 0:59:00 6 0 1 85.7
STX/USDT 1 -4.06 -78.569 -0.79 2 days, 9:55:00 0 0 1 0
BNB/USDT 1 -3.5 -280.648 -2.81 22 days, 5:50:00 0 0 1 0
FIL/USDT 1 -3.26 -288.602 -2.89 22 days, 6:00:00 0 0 1 0
VELO/USDT 1 -2.26 -338.572 -3.39 24 days, 8:00:00 0 0 1 0
TOTAL 21 0.48 -614.865 -6.15 6 days, 10:03:00 16 0 5 76.2

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ADA/USDT 1 0.69 35.242 0.35 20 days, 6:20:00 1 0 0 100
STX/USDT 1 -4.06 -78.569 -0.79 2 days, 9:55:00 0 0 1 0
VIDT/USDT 1 -12.98 -220.410 -2.2 21 days, 6:30:00 0 0 1 0
BNB/USDT 1 -3.5 -280.648 -2.81 22 days, 5:50:00 0 0 1 0
FIL/USDT 1 -3.26 -288.602 -2.89 22 days, 6:00:00 0 0 1 0
VELO/USDT 1 -2.26 -338.572 -3.39 24 days, 8:00:00 0 0 1 0
TOTAL 6 -4.23 -1171.558 -11.72 18 days, 19:06:00 1 0 5 16.7

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 2 1.01 118.453 1.18 14 days, 0:56:00 2 0 0 100
142 3 1.36 68.265 0.68 4 days, 16:46:00 3 0 0 100
2 5 41 2 2.08 66.646 0.67 0:03:00 2 0 0 100
41 3 1.54 45.744 0.46 0:05:00 3 0 0 100
1 41 43 1 4.4 38.839 0.39 0:01:00 1 0 0 100
42 120 1 2.15 35.478 0.35 1:00:00 1 0 0 100
6 4 2.8 -141.407 -1.41 6 days, 2:19:00 3 0 1 75.0
42 1 -12.98 -220.410 -2.2 21 days, 6:30:00 0 0 1 0
2 2 -1.08 -259.303 -2.59 11 days, 2:56:00 1 0 1 50.0
141 2 -3.66 -367.170 -3.67 12 days, 7:58:00 0 0 2 0
TOTAL 21 0.48 -614.865 -6.15 6 days, 10:03:00 16 0 5 76.2

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 1.32 83.210 0.83 7 days, 19:33:00 1 0 0 100
exit_long_normal_d_5_71 ( 6 ) 1 5.44 75.817 0.76 0:22:00 1 0 0 100
exit_profit_long_normal_t_4_3_m ( 6 ) 1 4.15 64.841 0.65 0:35:00 1 0 0 100
exit_long_normal_d_3_78 ( 6 ) 1 3.85 56.506 0.57 0:20:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 3 1.54 45.744 0.46 0:05:00 3 0 0 100
exit_long_normal_u_2 ( 2 5 41 ) 1 2.63 41.958 0.42 0:02:00 1 0 0 100
exit_long_normal_u_4 ( 1 41 43 ) 1 4.4 38.839 0.39 0:01:00 1 0 0 100
exit_long_quick_d_2_10 ( 42 120 ) 1 2.15 35.478 0.35 1:00:00 1 0 0 100
exit_long_normal_u_1 ( 2 5 41 ) 1 1.54 24.688 0.25 0:04:00 1 0 0 100
exit_long_tc_u_2 ( 142 ) 1 2.42 24.631 0.25 0:03:00 1 0 0 100
exit_long_tc_w_1_1 ( 142 ) 1 0.74 24.111 0.24 13 days, 19:00:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.34 21.345 0.21 0:02:00 1 0 0 100
exit_long_tc_d_1_84 ( 142 ) 1 0.93 19.523 0.2 7:15:00 1 0 0 100
force_exit 6 -4.23 -1171.558 -11.72 18 days, 19:06:00 1 0 5 16.7
TOTAL 21 0.48 -614.865 -6.15 6 days, 10:03:00 16 0 5 76.2

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 1.32 83.210 0.83 7 days, 19:33:00 1 0 0 100
('6 ', 'exit_long_normal_d_5_71 ( 6 )') 1 5.44 75.817 0.76 0:22:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_4_3_m ( 6 )') 1 4.15 64.841 0.65 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_78 ( 6 )') 1 3.85 56.506 0.57 0:20:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 3 1.54 45.744 0.46 0:05:00 3 0 0 100
('2 5 41 ', 'exit_long_normal_u_2 ( 2 5 41 )') 1 2.63 41.958 0.42 0:02:00 1 0 0 100
('1 41 43 ', 'exit_long_normal_u_4 ( 1 41 43 )') 1 4.4 38.839 0.39 0:01:00 1 0 0 100
('42 120 ', 'exit_long_quick_d_2_10 ( 42 120 )') 1 2.15 35.478 0.35 1:00:00 1 0 0 100
('120 ', 'force_exit') 1 0.69 35.242 0.35 20 days, 6:20:00 1 0 0 100
('2 5 41 ', 'exit_long_normal_u_1 ( 2 5 41 )') 1 1.54 24.688 0.25 0:04:00 1 0 0 100
('142 ', 'exit_long_tc_u_2 ( 142 )') 1 2.42 24.631 0.25 0:03:00 1 0 0 100
('142 ', 'exit_long_tc_w_1_1 ( 142 )') 1 0.74 24.111 0.24 13 days, 19:00:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.34 21.345 0.21 0:02:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_84 ( 142 )') 1 0.93 19.523 0.2 7:15:00 1 0 0 100
('42 ', 'force_exit') 1 -12.98 -220.410 -2.2 21 days, 6:30:00 0 0 1 0
('2 ', 'force_exit') 1 -3.5 -280.648 -2.81 22 days, 5:50:00 0 0 1 0
('6 ', 'force_exit') 1 -2.26 -338.572 -3.39 24 days, 8:00:00 0 0 1 0
('141 ', 'force_exit') 2 -3.66 -367.170 -3.67 12 days, 7:58:00 0 0 2 0
TOTAL 21 0.48 -614.865 -6.15 6 days, 10:03:00 16 0 5 76.2

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
08/11/2022 56.824 2 0 0
09/11/2022 327.707 10 0 0
10/11/2022 83.21 1 0 0
11/11/2022 0 0 0 0
12/11/2022 0 0 0 0
13/11/2022 0 0 0 0
14/11/2022 0 0 0 0
15/11/2022 0 0 0 0
16/11/2022 0 0 0 0
17/11/2022 0 0 0 0
18/11/2022 0 0 0 0
19/11/2022 0 0 0 0
20/11/2022 0 0 0 0
21/11/2022 0 0 0 0
22/11/2022 88.952 2 0 0
23/11/2022 0 0 0 0
24/11/2022 0 0 0 0
25/11/2022 0 0 0 0
26/11/2022 0 0 0 0
27/11/2022 0 0 0 0
28/11/2022 0 0 0 0
29/11/2022 0 0 0 0
30/11/2022 0 0 0 0
01/12/2022 -1171.558 1 0 5

SUMMARY METRICS

Metric Value
Backtesting from 2022-11-01 00:00:00
Backtesting to 2022-12-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 21 / 0.7
Starting balance 10000 USDT
Final balance 9385.135 USDT
Absolute profit -614.865 USDT
Total profit % -6.15%
CAGR % -53.79%
Sortino -4.37
Sharpe -3.07
Calmar -34.37
Profit factor 0.49
Expectancy (Ratio) -29.28 (-0.12)
Avg. daily profit % -0.20%
Avg. stake amount 1153.199 USDT
Total trade volume 24217.172 USDT
Best Pair MLK/USDT 1.32%
Worst Pair STX/USDT -0.79%
Best trade MLK/USDT 5.44%
Worst trade VIDT/USDT -12.98%
Best day 327.707 USDT
Worst day -1171.558 USDT
Days win/draw/lose 4 / 19 / 1
Avg. Duration Winners 2 days, 15:26:00
Avg. Duration Loser 18 days, 12:03:00
Max Consecutive Wins / Loss 16 / 5
Rejected Entry signals 119
Entry/Exit Timeouts 0 / 0
Min balance 9385.135 USDT
Max balance 10591.936 USDT
Max % of account underwater 11.39%
Absolute Drawdown (Account) 11.39%
Absolute Drawdown 1206.801 USDT
Drawdown high 591.936 USDT
Drawdown low -614.865 USDT
Drawdown Start 2022-12-01 00:00:00
Drawdown End 2022-12-01 00:00:00
Market change -17.15%

Backtested 2022-11-01 00:00:00 -> 2022-12-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 21 0.48 -614.865 -6.15 6 days, 10:03:00 16 0 5 76.2 1206.801 USDT 11.39%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20221201-20230101

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 1:14:00 1:14:00 1:14:00 1:17:00 1:19:00
Market Change -9.88 % -9.88 % -9.88 % -9.88 % -9.88 %
Max Drawdown 0.1702 % 0.1702 % 0.1702 % 0.1702 % 0.4576 %
Profit Mean 1.75 % 1.75 % 1.75 % 1.46 % 1.36 %
Profit Sum 24.51 % 24.51 % 24.51 % 20.38 % 18.98 %
Profit Total 4.26 % 4.26 % 4.26 % 3.43 % 3.13 %
Trades 14 14 14 14 14
Win Rate 92.86 % 92.86 % 92.86 % 92.86 % 92.86 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VELO/USDT 3 3.74 189.388 1.89 0:55:00 3 0 0 100
MLK/USDT 2 1.71 71.972 0.72 1:59:00 1 0 1 50.0
ALGO/USDT 2 1.31 43.609 0.44 4:18:00 2 0 0 100
ETC/USDT 1 2.36 39.337 0.39 0:01:00 1 0 0 100
DOT/USDT 1 1.44 23.833 0.24 0:01:00 1 0 0 100
VRA/USDT 1 1.09 18.256 0.18 0:01:00 1 0 0 100
EOS/USDT 1 1.09 18.170 0.18 0:01:00 1 0 0 100
DGB/USDT 1 0.66 10.966 0.11 0:01:00 1 0 0 100
STX/USDT 1 0.48 8.025 0.08 0:09:00 1 0 0 100
FIL/USDT 1 0.12 2.585 0.03 1:49:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 14 1.75 426.140 4.26 1:14:00 13 0 1 92.9

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
MLK/USDT 1 -1.03 -17.779 -0.18 2:35:00 0 0 1 0
TOTAL 1 -1.03 -17.779 -0.18 2:35:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 4 2.57 173.022 1.73 1:09:00 3 0 1 75.0
5 1 4.45 89.751 0.9 1:23:00 1 0 0 100
141 3 1.32 66.575 0.67 0:37:00 3 0 0 100
142 2 0.81 26.981 0.27 4:22:00 2 0 0 100
2 3 6 142 1 1.44 23.833 0.24 0:01:00 1 0 0 100
120 141 142 1 1.09 18.170 0.18 0:01:00 1 0 0 100
42 1 0.99 16.842 0.17 0:45:00 1 0 0 100
2 3 1 0.66 10.966 0.11 0:01:00 1 0 0 100
TOTAL 14 1.75 426.140 4.26 1:14:00 13 0 1 92.9

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_6_42 ( 6 ) 1 6.16 104.054 1.04 0:55:00 1 0 0 100
exit_long_normal_d_5_97 ( 5 ) 1 4.45 89.751 0.9 1:23:00 1 0 0 100
exit_long_normal_d_4_42 ( 6 ) 1 4.08 68.491 0.68 1:06:00 1 0 0 100
exit_long_tc_u_2 ( 141 ) 1 2.36 39.337 0.39 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.49 24.653 0.25 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 6 142 ) 1 1.44 23.833 0.24 0:01:00 1 0 0 100
exit_long_tc_d_1_2 ( 142 ) 1 1.13 18.956 0.19 8:35:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.09 18.256 0.18 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 120 141 142 ) 1 1.09 18.170 0.18 0:01:00 1 0 0 100
exit_long_quick_d_0_80 ( 42 ) 1 0.99 16.842 0.17 0:45:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 ) 1 0.66 10.966 0.11 0:01:00 1 0 0 100
exit_long_tc_u_0 ( 142 ) 1 0.48 8.025 0.08 0:09:00 1 0 0 100
exit_long_tc_d_0_44 ( 141 ) 1 0.12 2.585 0.03 1:49:00 1 0 0 100
force_exit 1 -1.03 -17.779 -0.18 2:35:00 0 0 1 0
TOTAL 14 1.75 426.140 4.26 1:14:00 13 0 1 92.9

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_6_42 ( 6 )') 1 6.16 104.054 1.04 0:55:00 1 0 0 100
('5 ', 'exit_long_normal_d_5_97 ( 5 )') 1 4.45 89.751 0.9 1:23:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_42 ( 6 )') 1 4.08 68.491 0.68 1:06:00 1 0 0 100
('141 ', 'exit_long_tc_u_2 ( 141 )') 1 2.36 39.337 0.39 0:01:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.49 24.653 0.25 0:01:00 1 0 0 100
('2 3 6 142 ', 'exit_long_normal_u_1 ( 2 3 6 142 )') 1 1.44 23.833 0.24 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_2 ( 142 )') 1 1.13 18.956 0.19 8:35:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.09 18.256 0.18 0:01:00 1 0 0 100
('120 141 142 ', 'exit_long_tc_u_1 ( 120 141 142 )') 1 1.09 18.170 0.18 0:01:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_80 ( 42 )') 1 0.99 16.842 0.17 0:45:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_0 ( 2 3 )') 1 0.66 10.966 0.11 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 1 0.48 8.025 0.08 0:09:00 1 0 0 100
('141 ', 'exit_long_tc_d_0_44 ( 141 )') 1 0.12 2.585 0.03 1:49:00 1 0 0 100
('6 ', 'force_exit') 1 -1.03 -17.779 -0.18 2:35:00 0 0 1 0
TOTAL 14 1.75 426.140 4.26 1:14:00 13 0 1 92.9

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
16/12/2022 124.984 6 0 0
17/12/2022 39.796 3 0 0
18/12/2022 0 0 0 0
19/12/2022 0 0 0 0
20/12/2022 0 0 0 0
21/12/2022 0 0 0 0
22/12/2022 0 0 0 0
23/12/2022 0 0 0 0
24/12/2022 0 0 0 0
25/12/2022 0 0 0 0
26/12/2022 0 0 0 0
27/12/2022 172.545 2 0 0
28/12/2022 0 0 0 0
29/12/2022 0 0 0 0
30/12/2022 0 0 0 0
31/12/2022 106.593 2 0 0
01/01/2023 -17.779 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2022-12-01 00:00:00
Backtesting to 2023-01-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 14 / 0.45
Starting balance 10000 USDT
Final balance 10426.14 USDT
Absolute profit 426.14 USDT
Total profit % 4.26%
CAGR % 63.45%
Sortino -100.00
Sharpe 7.99
Calmar 1542.76
Profit factor 24.97
Expectancy (Ratio) 30.44 (1.71)
Avg. daily profit % 0.14%
Avg. stake amount 1670.844 USDT
Total trade volume 23391.812 USDT
Best Pair VELO/USDT 1.89%
Worst Pair AAVE/USDT 0.00%
Best trade VELO/USDT 6.16%
Worst trade MLK/USDT -1.03%
Best day 172.545 USDT
Worst day -17.779 USDT
Days win/draw/lose 4 / 12 / 1
Avg. Duration Winners 1:08:00
Avg. Duration Loser 2:35:00
Max Consecutive Wins / Loss 13 / 1
Rejected Entry signals 4
Entry/Exit Timeouts 0 / 0
Min balance 10024.653 USDT
Max balance 10443.919 USDT
Max % of account underwater 0.17%
Absolute Drawdown (Account) 0.17%
Absolute Drawdown 17.779 USDT
Drawdown high 443.919 USDT
Drawdown low 426.14 USDT
Drawdown Start 2022-12-31 19:28:00
Drawdown End 2023-01-01 00:00:00
Market change -9.88%

Backtested 2022-12-01 00:00:00 -> 2023-01-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 14 1.75 426.140 4.26 1:14:00 13 0 1 92.9 17.779 USDT 0.17%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20230101-20230201

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 1 day, 6:28:00 1 day, 6:28:00 1 day, 0:30:00 1 day, 6:28:00 1 day, 17:21:00
Market Change 40.61 % 40.61 % 40.61 % 40.61 % 40.61 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.41 % 1.41 % 1.43 % 1.41 % 1.43 %
Profit Sum 19.69 % 19.69 % 21.43 % 19.72 % 20.09 %
Profit Total 3.89 % 3.89 % 4.13 % 3.89 % 3.75 %
Trades 14 14 15 14 14
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FIL/USDT 1 1.59 83.873 0.84 15 days, 12:54:00 1 0 0 100
MLK/USDT 1 4.22 70.867 0.71 5:15:00 1 0 0 100
DOT/USDT 3 0.91 45.788 0.46 14:54:00 3 0 0 100
VELO/USDT 1 2.08 34.930 0.35 2:55:00 1 0 0 100
ETC/USDT 1 1.9 31.581 0.32 0:01:00 1 0 0 100
VRA/USDT 1 1.69 28.800 0.29 0:19:00 1 0 0 100
AAVE/USDT 1 1.41 23.356 0.23 0:01:00 1 0 0 100
NWC/USDT 2 0.58 19.467 0.19 0:01:00 2 0 0 100
LINK/USDT 1 1.09 18.610 0.19 0:03:00 1 0 0 100
COMP/USDT 1 1.06 18.207 0.18 0:19:00 1 0 0 100
ADA/USDT 1 0.77 13.049 0.13 0:01:00 1 0 0 100
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 14 1.41 388.528 3.89 1 day, 6:28:00 14 0 0 100

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%
6 7 1.56 183.960 1.84 1:14:00 7 0 0 100
142 4 1.35 89.817 0.9 0:02:00 4 0 0 100
120 1 1.59 83.873 0.84 15 days, 12:54:00 1 0 0 100
2 1 1.69 28.800 0.29 0:19:00 1 0 0 100
141 1 0.12 2.077 0.02 1 day, 20:37:00 1 0 0 100
TOTAL 14 1.41 388.528 3.89 1 day, 6:28:00 14 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 1.59 83.873 0.84 15 days, 12:54:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 3 1.54 76.769 0.77 0:02:00 3 0 0 100
exit_profit_long_normal_t_4_1_m ( 6 ) 1 4.22 70.867 0.71 5:15:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.15 58.697 0.59 0:08:00 3 0 0 100
exit_long_normal_d_2_55 ( 6 ) 1 2.08 34.930 0.35 2:55:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.69 28.800 0.29 0:19:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 2 0.58 19.467 0.19 0:01:00 2 0 0 100
exit_long_tc_u_0 ( 142 ) 1 0.77 13.049 0.13 0:01:00 1 0 0 100
exit_long_tc_w_0_8 ( 141 ) 1 0.12 2.077 0.02 1 day, 20:37:00 1 0 0 100
TOTAL 14 1.41 388.528 3.89 1 day, 6:28:00 14 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 1.59 83.873 0.84 15 days, 12:54:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 3 1.54 76.769 0.77 0:02:00 3 0 0 100
('6 ', 'exit_profit_long_normal_t_4_1_m ( 6 )') 1 4.22 70.867 0.71 5:15:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.15 58.697 0.59 0:08:00 3 0 0 100
('6 ', 'exit_long_normal_d_2_55 ( 6 )') 1 2.08 34.930 0.35 2:55:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.69 28.800 0.29 0:19:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 2 0.58 19.467 0.19 0:01:00 2 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 1 0.77 13.049 0.13 0:01:00 1 0 0 100
('141 ', 'exit_long_tc_w_0_8 ( 141 )') 1 0.12 2.077 0.02 1 day, 20:37:00 1 0 0 100
TOTAL 14 1.41 388.528 3.89 1 day, 6:28:00 14 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
16/01/2023 45.188 2 0 0
17/01/2023 0 0 0 0
18/01/2023 31.581 1 0 0
19/01/2023 14.647 1 0 0
20/01/2023 107.873 3 0 0
21/01/2023 0 0 0 0
22/01/2023 0 0 0 0
23/01/2023 0 0 0 0
24/01/2023 87.158 5 0 0
25/01/2023 83.873 1 0 0
26/01/2023 0 0 0 0
27/01/2023 0 0 0 0
28/01/2023 0 0 0 0
29/01/2023 0 0 0 0
30/01/2023 18.207 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-01-01 00:00:00
Backtesting to 2023-02-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 14 / 0.45
Starting balance 10000 USDT
Final balance 10388.528 USDT
Absolute profit 388.528 USDT
Total profit % 3.89%
CAGR % 56.64%
Sortino -100.00
Sharpe 10.78
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 27.75 (100.00)
Avg. daily profit % 0.13%
Avg. stake amount 1594.689 USDT
Total trade volume 22325.651 USDT
Best Pair MLK/USDT 0.71%
Worst Pair ALEPH/USDT 0.00%
Best trade MLK/USDT 4.22%
Worst trade DOT/USDT 0.12%
Best day 107.873 USDT
Worst day 0 USDT
Days win/draw/lose 7 / 8 / 0
Avg. Duration Winners 1 day, 6:28:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 14 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 40.61%

Backtested 2023-01-01 00:00:00 -> 2023-02-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 14 1.41 388.528 3.89 1 day, 6:28:00 14 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20230201-20230301

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 3 days, 16:12:00 3 days, 16:12:00 3 days, 16:12:00 3 days, 10:27:00 3 days, 10:27:00
Market Change 12.58 % 12.58 % 12.58 % 12.58 % 12.58 %
Max Drawdown 9.4206 % 9.4206 % 9.4206 % 9.376 % 9.7176 %
Profit Mean -0.24 % -0.24 % -0.24 % 0.1 % 0.08 %
Profit Sum -4.41 % -4.41 % -4.41 % 2.04 % 1.59 %
Profit Total -6.54 % -6.54 % -6.54 % -5.31 % -5.56 %
Trades 18 18 18 20 20
Win Rate 77.78 % 77.78 % 77.78 % 80.0 % 80.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 2 1.5 49.211 0.49 0:44:00 2 0 0 100
VRA/USDT 1 2.87 46.880 0.47 0:01:00 1 0 0 100
CKB/USDT 2 1.38 44.916 0.45 0:22:00 2 0 0 100
UMA/USDT 1 1.89 34.796 0.35 9:07:00 1 0 0 100
VET/USDT 1 1.49 24.852 0.25 14:00:00 1 0 0 100
SNX/USDT 1 1.13 17.869 0.18 0:02:00 1 0 0 100
STX/USDT 1 0.86 16.934 0.17 2:32:00 1 0 0 100
ALEPH/USDT 1 0.98 15.597 0.16 3:10:00 1 0 0 100
BCH/USDT 1 0.13 6.925 0.07 19 days, 1:05:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 3 -1.82 -110.324 -1.1 2:52:00 2 0 1 66.7
FIL/USDT 2 -3.27 -179.564 -1.8 2 days, 3:58:00 1 0 1 50.0
CHR/USDT 1 -4.3 -264.396 -2.64 20 days, 9:40:00 0 0 1 0
VIDT/USDT 1 -3.22 -357.244 -3.57 20 days, 17:20:00 0 0 1 0
TOTAL 18 -0.24 -653.548 -6.54 3 days, 16:12:00 14 0 4 77.8

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CKB/USDT 1 0.71 11.467 0.11 0:05:00 1 0 0 100
BCH/USDT 1 0.13 6.925 0.07 19 days, 1:05:00 1 0 0 100
VELO/USDT 1 -8.26 -163.625 -1.64 5:20:00 0 0 1 0
FIL/USDT 1 -7.71 -198.269 -1.98 4 days, 7:55:00 0 0 1 0
CHR/USDT 1 -4.3 -264.396 -2.64 20 days, 9:40:00 0 0 1 0
VIDT/USDT 1 -3.22 -357.244 -3.57 20 days, 17:20:00 0 0 1 0
TOTAL 6 -3.78 -965.142 -9.65 10 days, 18:54:00 2 0 4 33.3

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
43 1 2.63 50.180 0.5 1:05:00 1 0 0 100
4 1 2.87 46.880 0.47 0:01:00 1 0 0 100
1 1 2.06 33.449 0.33 0:40:00 1 0 0 100
141 1 1.67 27.358 0.27 1:15:00 1 0 0 100
141 142 1 1.49 24.852 0.25 14:00:00 1 0 0 100
143 1 1.34 21.853 0.22 0:13:00 1 0 0 100
6 142 1 1.17 18.705 0.19 0:01:00 1 0 0 100
120 1 0.13 6.925 0.07 19 days, 1:05:00 1 0 0 100
142 1 -7.71 -198.269 -1.98 4 days, 7:55:00 0 0 1 0
6 9 -1.12 -685.481 -6.85 4 days, 16:10:00 6 0 3 66.7
TOTAL 18 -0.24 -653.548 -6.54 3 days, 16:12:00 14 0 4 77.8

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_quick_d_3_41 ( 43 ) 1 2.63 50.180 0.5 1:05:00 1 0 0 100
exit_long_normal_u_2 ( 4 ) 1 2.87 46.880 0.47 0:01:00 1 0 0 100
exit_long_normal_w_2_10 ( 6 ) 1 1.89 34.796 0.35 9:07:00 1 0 0 100
exit_long_normal_d_2_77 ( 1 ) 1 2.06 33.449 0.33 0:40:00 1 0 0 100
exit_long_tc_d_1_10 ( 141 ) 1 1.67 27.358 0.27 1:15:00 1 0 0 100
exit_long_tc_w_1_2 ( 141 142 ) 1 1.49 24.852 0.25 14:00:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 1 1.34 21.853 0.22 0:13:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.17 18.705 0.19 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.13 17.869 0.18 0:02:00 1 0 0 100
exit_long_normal_d_1_42 ( 6 ) 1 0.86 16.934 0.17 2:32:00 1 0 0 100
exit_long_normal_d_0_95 ( 6 ) 1 0.98 15.597 0.16 3:10:00 1 0 0 100
exit_long_normal_d_0_25 ( 6 ) 1 0.16 3.121 0.03 2:10:00 1 0 0 100
force_exit 6 -3.78 -965.142 -9.65 10 days, 18:54:00 2 0 4 33.3
TOTAL 18 -0.24 -653.548 -6.54 3 days, 16:12:00 14 0 4 77.8

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('43 ', 'exit_long_quick_d_3_41 ( 43 )') 1 2.63 50.180 0.5 1:05:00 1 0 0 100
('4 ', 'exit_long_normal_u_2 ( 4 )') 1 2.87 46.880 0.47 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_10 ( 6 )') 1 1.89 34.796 0.35 9:07:00 1 0 0 100
('1 ', 'exit_long_normal_d_2_77 ( 1 )') 1 2.06 33.449 0.33 0:40:00 1 0 0 100
('141 ', 'exit_long_tc_d_1_10 ( 141 )') 1 1.67 27.358 0.27 1:15:00 1 0 0 100
('141 142 ', 'exit_long_tc_w_1_2 ( 141 142 )') 1 1.49 24.852 0.25 14:00:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 1 1.34 21.853 0.22 0:13:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.17 18.705 0.19 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.13 17.869 0.18 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_42 ( 6 )') 1 0.86 16.934 0.17 2:32:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_95 ( 6 )') 1 0.98 15.597 0.16 3:10:00 1 0 0 100
('120 ', 'force_exit') 1 0.13 6.925 0.07 19 days, 1:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_25 ( 6 )') 1 0.16 3.121 0.03 2:10:00 1 0 0 100
('142 ', 'force_exit') 1 -7.71 -198.269 -1.98 4 days, 7:55:00 0 0 1 0
('6 ', 'force_exit') 4 -3.77 -773.798 -7.74 10 days, 8:06:00 1 0 3 25.0
TOTAL 18 -0.24 -653.548 -6.54 3 days, 16:12:00 14 0 4 77.8

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
09/02/2023 67.081 3 0 0
10/02/2023 24.852 1 0 0
11/02/2023 0 0 0 0
12/02/2023 0 0 0 0
13/02/2023 0 0 0 0
14/02/2023 0 0 0 0
15/02/2023 0 0 0 0
16/02/2023 0 0 0 0
17/02/2023 0 0 0 0
18/02/2023 15.597 1 0 0
19/02/2023 0 0 0 0
20/02/2023 35.639 2 0 0
21/02/2023 0 0 0 0
22/02/2023 34.796 1 0 0
23/02/2023 50.18 1 0 0
24/02/2023 33.449 1 0 0
25/02/2023 46.88 1 0 0
26/02/2023 0 0 0 0
27/02/2023 0 0 0 0
28/02/2023 3.121 1 0 0
01/03/2023 -965.142 2 0 4

SUMMARY METRICS

Metric Value
Backtesting from 2023-02-01 00:00:00
Backtesting to 2023-03-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 18 / 0.64
Starting balance 10000 USDT
Final balance 9346.452 USDT
Absolute profit -653.548 USDT
Total profit % -6.54%
CAGR % -58.57%
Sortino -6.04
Sharpe -3.78
Calmar -47.34
Profit factor 0.34
Expectancy (Ratio) -36.31 (-0.15)
Avg. daily profit % -0.23%
Avg. stake amount 1548.985 USDT
Total trade volume 27881.734 USDT
Best Pair GRT/USDT 0.49%
Worst Pair FIL/USDT -1.80%
Best trade VRA/USDT 2.87%
Worst trade VELO/USDT -8.26%
Best day 67.081 USDT
Worst day -965.142 USDT
Days win/draw/lose 9 / 11 / 1
Avg. Duration Winners 1 day, 11:06:00
Avg. Duration Loser 11 days, 10:04:00
Max Consecutive Wins / Loss 13 / 3
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9346.452 USDT
Max balance 10318.519 USDT
Max % of account underwater 9.42%
Absolute Drawdown (Account) 9.42%
Absolute Drawdown 972.067 USDT
Drawdown high 318.519 USDT
Drawdown low -653.548 USDT
Drawdown Start 2023-03-01 00:00:00
Drawdown End 2023-03-01 00:00:00
Market change 12.58%

Backtested 2023-02-01 00:00:00 -> 2023-03-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 18 -0.24 -653.548 -6.54 3 days, 16:12:00 14 0 4 77.8 972.067 USDT 9.42%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20230301-20230401

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 17:16:00 17:16:00 17:16:00 18:16:00 18:01:00
Market Change -1.47 % -1.47 % -1.47 % -1.47 % -1.47 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.27 % 1.27 % 1.27 % 1.53 % 1.53 %
Profit Sum 29.14 % 29.14 % 29.14 % 36.65 % 38.24 %
Profit Total 6.03 % 6.03 % 6.03 % 7.33 % 6.97 %
Trades 23 23 23 24 25
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FIL/USDT 4 1.19 134.974 1.35 21:20:00 4 0 0 100
STX/USDT 5 1.41 121.208 1.21 3:00:00 5 0 0 100
VELO/USDT 3 1.82 90.526 0.91 0:31:00 3 0 0 100
GRT/USDT 1 1.85 85.040 0.85 11 days, 4:45:00 1 0 0 100
VRA/USDT 2 1.66 57.217 0.57 0:08:00 2 0 0 100
DAG/USDT 1 2.62 45.374 0.45 0:26:00 1 0 0 100
MKR/USDT 2 0.8 27.826 0.28 1:42:00 2 0 0 100
CKB/USDT 1 0.87 14.420 0.14 0:12:00 1 0 0 100
DASH/USDT 1 0.45 7.539 0.08 0:02:00 1 0 0 100
CHR/USDT 1 0.44 7.296 0.07 3:15:00 1 0 0 100
PRE/USDT 1 0.41 7.111 0.07 3:15:00 1 0 0 100
UNI/USDT 1 0.29 4.809 0.05 15:30:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 23 1.27 603.339 6.03 17:16:00 23 0 0 100

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%
6 9 1.44 221.509 2.22 1:02:00 9 0 0 100
120 2 1.99 169.211 1.69 7 days, 0:30:00 2 0 0 100
142 4 1.04 71.147 0.71 7:26:00 4 0 0 100
141 142 2 1.65 62.008 0.62 7:05:00 2 0 0 100
42 1 1.41 23.809 0.24 0:45:00 1 0 0 100
41 1 1.02 17.107 0.17 0:03:00 1 0 0 100
43 1 0.87 14.420 0.14 0:12:00 1 0 0 100
143 1 0.56 9.294 0.09 2:30:00 1 0 0 100
2 3 1 0.45 7.539 0.08 0:02:00 1 0 0 100
3 1 0.44 7.296 0.07 3:15:00 1 0 0 100
TOTAL 23 1.27 603.339 6.03 17:16:00 23 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 2 1.99 169.211 1.69 7 days, 0:30:00 2 0 0 100
exit_long_normal_d_4_54 ( 6 ) 1 4.16 68.680 0.69 0:52:00 1 0 0 100
exit_long_normal_d_2_70 ( 6 ) 1 2.62 45.374 0.45 0:26:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.3 39.597 0.4 0:14:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.11 37.776 0.38 0:03:00 2 0 0 100
exit_long_tc_d_2_77 ( 141 142 ) 1 2.21 37.763 0.38 0:40:00 1 0 0 100
exit_long_tc_d_1_95 ( 142 ) 1 1.68 28.618 0.29 1:35:00 1 0 0 100
exit_long_tc_d_1_35 ( 141 142 ) 1 1.09 24.245 0.24 13:30:00 1 0 0 100
exit_long_quick_w_1_11 ( 42 ) 1 1.41 23.809 0.24 0:45:00 1 0 0 100
exit_long_tc_d_1_25 ( 142 ) 1 1.15 20.163 0.2 12:30:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.02 17.558 0.18 0:11:00 1 0 0 100
exit_long_normal_d_1_27 ( 6 ) 1 1.0 17.265 0.17 1:08:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.02 17.107 0.17 0:03:00 1 0 0 100
exit_long_quick_u_0 ( 43 ) 1 0.87 14.420 0.14 0:12:00 1 0 0 100
exit_long_tc_d_0_3 ( 143 ) 1 0.56 9.294 0.09 2:30:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 ) 1 0.45 7.539 0.08 0:02:00 1 0 0 100
exit_long_normal_d_0_79 ( 3 ) 1 0.44 7.296 0.07 3:15:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.41 7.111 0.07 3:15:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 6 ) 2 0.14 5.707 0.06 1:38:00 2 0 0 100
exit_long_tc_w_0_6 ( 142 ) 1 0.29 4.809 0.05 15:30:00 1 0 0 100
TOTAL 23 1.27 603.339 6.03 17:16:00 23 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 2 1.99 169.211 1.69 7 days, 0:30:00 2 0 0 100
('6 ', 'exit_long_normal_d_4_54 ( 6 )') 1 4.16 68.680 0.69 0:52:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_70 ( 6 )') 1 2.62 45.374 0.45 0:26:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.3 39.597 0.4 0:14:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.11 37.776 0.38 0:03:00 2 0 0 100
('141 142 ', 'exit_long_tc_d_2_77 ( 141 142 )') 1 2.21 37.763 0.38 0:40:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_95 ( 142 )') 1 1.68 28.618 0.29 1:35:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_1_35 ( 141 142 )') 1 1.09 24.245 0.24 13:30:00 1 0 0 100
('42 ', 'exit_long_quick_w_1_11 ( 42 )') 1 1.41 23.809 0.24 0:45:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_25 ( 142 )') 1 1.15 20.163 0.2 12:30:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.02 17.558 0.18 0:11:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_27 ( 6 )') 1 1.0 17.265 0.17 1:08:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.02 17.107 0.17 0:03:00 1 0 0 100
('43 ', 'exit_long_quick_u_0 ( 43 )') 1 0.87 14.420 0.14 0:12:00 1 0 0 100
('143 ', 'exit_long_tc_d_0_3 ( 143 )') 1 0.56 9.294 0.09 2:30:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_0 ( 2 3 )') 1 0.45 7.539 0.08 0:02:00 1 0 0 100
('3 ', 'exit_long_normal_d_0_79 ( 3 )') 1 0.44 7.296 0.07 3:15:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.41 7.111 0.07 3:15:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_2_m ( 6 )') 2 0.14 5.707 0.06 1:38:00 2 0 0 100
('142 ', 'exit_long_tc_w_0_6 ( 142 )') 1 0.29 4.809 0.05 15:30:00 1 0 0 100
TOTAL 23 1.27 603.339 6.03 17:16:00 23 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/03/2023 68.68 1 0 0
02/03/2023 0 0 0 0
03/03/2023 76.137 6 0 0
04/03/2023 0 0 0 0
05/03/2023 0 0 0 0
06/03/2023 0 0 0 0
07/03/2023 0 0 0 0
08/03/2023 0 0 0 0
09/03/2023 0 0 0 0
10/03/2023 1.69 1 0 0
11/03/2023 35.801 3 0 0
12/03/2023 0 0 0 0
13/03/2023 0 0 0 0
14/03/2023 0 0 0 0
15/03/2023 40.915 2 0 0
16/03/2023 0 0 0 0
17/03/2023 84.17 1 0 0
18/03/2023 0 0 0 0
19/03/2023 0 0 0 0
20/03/2023 28.618 1 0 0
21/03/2023 0 0 0 0
22/03/2023 112.182 4 0 0
23/03/2023 45.374 1 0 0
24/03/2023 0 0 0 0
25/03/2023 0 0 0 0
26/03/2023 0 0 0 0
27/03/2023 17.62 1 0 0
28/03/2023 0 0 0 0
29/03/2023 0 0 0 0
30/03/2023 0 0 0 0
31/03/2023 92.151 2 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-03-01 00:00:00
Backtesting to 2023-04-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 23 / 0.74
Starting balance 10000 USDT
Final balance 10603.339 USDT
Absolute profit 603.339 USDT
Total profit % 6.03%
CAGR % 99.33%
Sortino -100.00
Sharpe 15.79
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 26.23 (100.00)
Avg. daily profit % 0.19%
Avg. stake amount 1579.012 USDT
Total trade volume 36317.285 USDT
Best Pair STX/USDT 1.21%
Worst Pair AAVE/USDT 0.00%
Best trade VELO/USDT 4.16%
Worst trade VELO/USDT 0.10%
Best day 112.182 USDT
Worst day 0 USDT
Days win/draw/lose 11 / 20 / 0
Avg. Duration Winners 17:16:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 23 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -1.47%

Backtested 2023-03-01 00:00:00 -> 2023-04-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 23 1.27 603.339 6.03 17:16:00 23 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20230401-20230501

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 21:38:00 21:38:00 21:38:00 21:38:00 20:47:00
Market Change 1.06 % 1.06 % 1.06 % 1.06 % 1.06 %
Max Drawdown 1.8193 % 1.8193 % 1.8178 % 1.8178 % 1.8178 %
Profit Mean 1.07 % 1.07 % 1.09 % 1.09 % 1.14 %
Profit Sum 25.68 % 25.68 % 26.19 % 26.2 % 28.5 %
Profit Total 3.94 % 3.94 % 4.02 % 4.01 % 4.16 %
Trades 24 24 24 24 25
Win Rate 95.83 % 95.83 % 95.83 % 95.83 % 96.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DAG/USDT 3 2.18 108.445 1.08 0:51:00 3 0 0 100
VELO/USDT 2 3.03 103.166 1.03 0:14:00 2 0 0 100
VRA/USDT 3 1.53 78.133 0.78 0:10:00 3 0 0 100
NWC/USDT 1 4.18 69.994 0.7 0:30:00 1 0 0 100
COMP/USDT 2 1.21 41.040 0.41 3:03:00 2 0 0 100
DEGO/USDT 1 2.36 39.389 0.39 0:45:00 1 0 0 100
VET/USDT 1 0.93 23.461 0.23 9 days, 4:50:00 1 0 0 100
GRT/USDT 1 1.25 21.222 0.21 0:08:00 1 0 0 100
ROSE/USDT 1 1.25 21.084 0.21 2:05:00 1 0 0 100
STX/USDT 1 1.23 21.027 0.21 5:15:00 1 0 0 100
ALGO/USDT 1 1.23 20.839 0.21 0:01:00 1 0 0 100
CKB/USDT 1 0.65 10.951 0.11 0:01:00 1 0 0 100
TEL/USDT 1 0.5 8.482 0.08 0:01:00 1 0 0 100
UOS/USDT 1 0.34 5.930 0.06 0:03:00 1 0 0 100
DOT/USDT 1 0.34 5.780 0.06 0:06:00 1 0 0 100
ADA/USDT 1 0.22 3.702 0.04 0:01:00 1 0 0 100
NEO/USDT 1 0.19 3.129 0.03 0:01:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 1 -8.58 -192.165 -1.92 11 days, 15:40:00 0 0 1 0
TOTAL 24 1.07 393.609 3.94 21:38:00 23 0 1 95.8

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VET/USDT 1 0.93 23.461 0.23 9 days, 4:50:00 1 0 0 100
DASH/USDT 1 -8.58 -192.165 -1.92 11 days, 15:40:00 0 0 1 0
TOTAL 2 -3.82 -168.704 -1.69 10 days, 10:15:00 1 0 1 50.0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
41 3 2.64 134.656 1.35 0:18:00 3 0 0 100
5 2 2.18 73.210 0.73 1:03:00 2 0 0 100
3 6 1 2.36 39.389 0.39 0:45:00 1 0 0 100
41 43 1 1.6 27.078 0.27 0:01:00 1 0 0 100
6 142 2 0.73 24.542 0.25 0:01:00 2 0 0 100
120 1 0.93 23.461 0.23 9 days, 4:50:00 1 0 0 100
143 1 1.25 21.222 0.21 0:08:00 1 0 0 100
142 1 1.23 21.027 0.21 5:15:00 1 0 0 100
2 2 0.61 20.825 0.21 0:02:00 2 0 0 100
3 1 0.65 10.951 0.11 0:01:00 1 0 0 100
6 141 1 0.34 5.780 0.06 0:06:00 1 0 0 100
6 8 0.3 -8.530 -0.09 1 day, 12:06:00 7 0 1 87.5
TOTAL 24 1.07 393.609 3.94 21:38:00 23 0 1 95.8

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_3_65 ( 6 ) 2 3.18 105.229 1.05 0:28:00 2 0 0 100
exit_long_quick_d_4_70 ( 41 ) 1 4.93 83.601 0.84 0:25:00 1 0 0 100
exit_long_normal_d_4_42 ( 5 ) 1 4.18 69.994 0.7 0:30:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 3 6 ) 1 2.36 39.389 0.39 0:45:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.9 32.354 0.32 0:04:00 1 0 0 100
exit_long_quick_u_1 ( 41 43 ) 1 1.6 27.078 0.27 0:01:00 1 0 0 100
exit_long_normal_w_1_11 ( 6 ) 1 1.53 26.146 0.26 6:05:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 1 1.25 21.222 0.21 0:08:00 1 0 0 100
exit_long_normal_d_1_95 ( 6 ) 1 1.25 21.084 0.21 2:05:00 1 0 0 100
exit_long_tc_d_1_2 ( 142 ) 1 1.23 21.027 0.21 5:15:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.23 20.839 0.21 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 2 ) 2 0.61 20.825 0.21 0:02:00 2 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.12 19.565 0.2 0:03:00 1 0 0 100
exit_long_quick_d_1_20 ( 41 ) 1 1.09 18.701 0.19 0:26:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 2 0.34 11.612 0.12 0:01:00 2 0 0 100
exit_long_normal_u_0 ( 3 ) 1 0.65 10.951 0.11 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 6 141 ) 1 0.34 5.780 0.06 0:06:00 1 0 0 100
exit_long_normal_u_0 ( 6 142 ) 1 0.22 3.702 0.04 0:01:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 5 ) 1 0.18 3.216 0.03 1:36:00 1 0 0 100
force_exit 2 -3.82 -168.704 -1.69 10 days, 10:15:00 1 0 1 50.0
TOTAL 24 1.07 393.609 3.94 21:38:00 23 0 1 95.8

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_3_65 ( 6 )') 2 3.18 105.229 1.05 0:28:00 2 0 0 100
('41 ', 'exit_long_quick_d_4_70 ( 41 )') 1 4.93 83.601 0.84 0:25:00 1 0 0 100
('5 ', 'exit_long_normal_d_4_42 ( 5 )') 1 4.18 69.994 0.7 0:30:00 1 0 0 100
('3 6 ', 'exit_profit_long_normal_t_2_1_m ( 3 6 )') 1 2.36 39.389 0.39 0:45:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.9 32.354 0.32 0:04:00 1 0 0 100
('41 43 ', 'exit_long_quick_u_1 ( 41 43 )') 1 1.6 27.078 0.27 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_11 ( 6 )') 1 1.53 26.146 0.26 6:05:00 1 0 0 100
('120 ', 'force_exit') 1 0.93 23.461 0.23 9 days, 4:50:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 1 1.25 21.222 0.21 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_95 ( 6 )') 1 1.25 21.084 0.21 2:05:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_2 ( 142 )') 1 1.23 21.027 0.21 5:15:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.23 20.839 0.21 0:01:00 1 0 0 100
('2 ', 'exit_long_normal_u_0 ( 2 )') 2 0.61 20.825 0.21 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.12 19.565 0.2 0:03:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_20 ( 41 )') 1 1.09 18.701 0.19 0:26:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 2 0.34 11.612 0.12 0:01:00 2 0 0 100
('3 ', 'exit_long_normal_u_0 ( 3 )') 1 0.65 10.951 0.11 0:01:00 1 0 0 100
('6 141 ', 'exit_long_normal_u_0 ( 6 141 )') 1 0.34 5.780 0.06 0:06:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_0 ( 6 142 )') 1 0.22 3.702 0.04 0:01:00 1 0 0 100
('5 ', 'exit_profit_long_normal_t_0_2_m ( 5 )') 1 0.18 3.216 0.03 1:36:00 1 0 0 100
('6 ', 'force_exit') 1 -8.58 -192.165 -1.92 11 days, 15:40:00 0 0 1 0
TOTAL 24 1.07 393.609 3.94 21:38:00 23 0 1 95.8

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
02/04/2023 105.229 2 0 0
03/04/2023 0 0 0 0
04/04/2023 0 0 0 0
05/04/2023 0 0 0 0
06/04/2023 0 0 0 0
07/04/2023 0 0 0 0
08/04/2023 39.389 1 0 0
09/04/2023 0 0 0 0
10/04/2023 0 0 0 0
11/04/2023 0 0 0 0
12/04/2023 0 0 0 0
13/04/2023 0 0 0 0
14/04/2023 69.994 1 0 0
15/04/2023 0 0 0 0
16/04/2023 0 0 0 0
17/04/2023 0 0 0 0
18/04/2023 0 0 0 0
19/04/2023 344.486 17 0 0
20/04/2023 0 0 0 0
21/04/2023 0 0 0 0
22/04/2023 0 0 0 0
23/04/2023 0 0 0 0
24/04/2023 0 0 0 0
25/04/2023 0 0 0 0
26/04/2023 0 0 0 0
27/04/2023 0 0 0 0
28/04/2023 0 0 0 0
29/04/2023 0 0 0 0
30/04/2023 3.216 1 0 0
01/05/2023 -168.704 1 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2023-04-01 00:00:00
Backtesting to 2023-05-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 24 / 0.8
Starting balance 10000 USDT
Final balance 10393.609 USDT
Absolute profit 393.609 USDT
Total profit % 3.94%
CAGR % 59.95%
Sortino -100.00
Sharpe 5.21
Calmar 137.78
Profit factor 3.05
Expectancy (Ratio) 16.40 (0.09)
Avg. daily profit % 0.13%
Avg. stake amount 1664.529 USDT
Total trade volume 39948.694 USDT
Best Pair DAG/USDT 1.08%
Worst Pair DASH/USDT -1.92%
Best trade VELO/USDT 4.93%
Worst trade DASH/USDT -8.58%
Best day 344.486 USDT
Worst day -168.704 USDT
Days win/draw/lose 5 / 24 / 1
Avg. Duration Winners 10:25:00
Avg. Duration Loser 11 days, 15:40:00
Max Consecutive Wins / Loss 22 / 1
Rejected Entry signals 6
Entry/Exit Timeouts 0 / 0
Min balance 10050.74 USDT
Max balance 10562.313 USDT
Max % of account underwater 1.82%
Absolute Drawdown (Account) 1.82%
Absolute Drawdown 192.165 USDT
Drawdown high 562.313 USDT
Drawdown low 370.148 USDT
Drawdown Start 2023-04-30 11:21:00
Drawdown End 2023-05-01 00:00:00
Market change 1.06%

Backtested 2023-04-01 00:00:00 -> 2023-05-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 24 1.07 393.609 3.94 21:38:00 23 0 1 95.8 192.165 USDT 1.82%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20230501-20230601

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 1 day, 21:15:00 1 day, 21:15:00 1 day, 21:15:00 1 day, 21:28:00 2 days, 6:07:00
Market Change -10.77 % -10.77 % -10.77 % -10.77 % -10.77 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.52 % 1.52 % 1.52 % 1.53 % 1.54 %
Profit Sum 16.73 % 16.73 % 16.73 % 16.87 % 16.91 %
Profit Total 3.39 % 3.39 % 3.39 % 3.39 % 2.61 %
Trades 11 11 11 11 11
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ARPA/USDT 2 2.53 88.731 0.89 0:48:00 2 0 0 100
ADA/USDT 1 1.71 83.754 0.84 17 days, 5:04:00 1 0 0 100
UMA/USDT 1 3.55 58.917 0.59 2:28:00 1 0 0 100
VELO/USDT 3 0.99 50.951 0.51 0:59:00 3 0 0 100
ROSE/USDT 1 1.17 19.352 0.19 2 days, 10:50:00 1 0 0 100
SXP/USDT 1 1.04 17.276 0.17 8:55:00 1 0 0 100
ALGO/USDT 1 1.01 16.739 0.17 0:25:00 1 0 0 100
GRT/USDT 1 0.2 3.452 0.03 9:25:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 11 1.52 339.171 3.39 1 day, 21:15:00 11 0 0 100

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%
6 6 1.88 193.235 1.93 12:22:00 6 0 0 100
120 1 1.71 83.754 0.84 17 days, 5:04:00 1 0 0 100
1 1 1.46 24.819 0.25 0:26:00 1 0 0 100
3 1 1.04 17.173 0.17 0:09:00 1 0 0 100
141 1 1.01 16.739 0.17 0:25:00 1 0 0 100
141 142 1 0.2 3.452 0.03 9:25:00 1 0 0 100
TOTAL 11 1.52 339.171 3.39 1 day, 21:15:00 11 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 1.71 83.754 0.84 17 days, 5:04:00 1 0 0 100
exit_long_normal_w_3_10 ( 6 ) 1 3.61 63.913 0.64 1:10:00 1 0 0 100
exit_long_normal_d_3_42 ( 6 ) 1 3.55 58.917 0.59 2:28:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 1 1.46 24.819 0.25 0:26:00 1 0 0 100
exit_long_normal_d_1_42 ( 6 ) 1 1.28 22.824 0.23 2:19:00 1 0 0 100
exit_long_normal_w_1_1 ( 6 ) 1 1.17 19.352 0.19 2 days, 10:50:00 1 0 0 100
exit_long_normal_d_1_2 ( 6 ) 1 1.04 17.276 0.17 8:55:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.04 17.173 0.17 0:09:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.01 16.739 0.17 0:25:00 1 0 0 100
exit_long_normal_d_0_67 ( 6 ) 1 0.66 10.953 0.11 0:30:00 1 0 0 100
exit_long_tc_d_0_61 ( 141 142 ) 1 0.2 3.452 0.03 9:25:00 1 0 0 100
TOTAL 11 1.52 339.171 3.39 1 day, 21:15:00 11 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 1.71 83.754 0.84 17 days, 5:04:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_10 ( 6 )') 1 3.61 63.913 0.64 1:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 1 3.55 58.917 0.59 2:28:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 1 1.46 24.819 0.25 0:26:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_42 ( 6 )') 1 1.28 22.824 0.23 2:19:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_1 ( 6 )') 1 1.17 19.352 0.19 2 days, 10:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_2 ( 6 )') 1 1.04 17.276 0.17 8:55:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.04 17.173 0.17 0:09:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.01 16.739 0.17 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_67 ( 6 )') 1 0.66 10.953 0.11 0:30:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_0_61 ( 141 142 )') 1 0.2 3.452 0.03 9:25:00 1 0 0 100
TOTAL 11 1.52 339.171 3.39 1 day, 21:15:00 11 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/05/2023 17.173 1 0 0
02/05/2023 10.953 1 0 0
03/05/2023 0 0 0 0
04/05/2023 0 0 0 0
05/05/2023 0 0 0 0
06/05/2023 0 0 0 0
07/05/2023 0 0 0 0
08/05/2023 96.384 4 0 0
09/05/2023 0 0 0 0
10/05/2023 19.352 1 0 0
11/05/2023 0 0 0 0
12/05/2023 0 0 0 0
13/05/2023 0 0 0 0
14/05/2023 0 0 0 0
15/05/2023 0 0 0 0
16/05/2023 0 0 0 0
17/05/2023 0 0 0 0
18/05/2023 0 0 0 0
19/05/2023 0 0 0 0
20/05/2023 0 0 0 0
21/05/2023 0 0 0 0
22/05/2023 0 0 0 0
23/05/2023 0 0 0 0
24/05/2023 63.913 1 0 0
25/05/2023 0 0 0 0
26/05/2023 0 0 0 0
27/05/2023 108.572 2 0 0
28/05/2023 0 0 0 0
29/05/2023 0 0 0 0
30/05/2023 22.824 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-05-01 00:00:00
Backtesting to 2023-06-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 11 / 0.35
Starting balance 10000 USDT
Final balance 10339.171 USDT
Absolute profit 339.171 USDT
Total profit % 3.39%
CAGR % 48.10%
Sortino -100.00
Sharpe 8.51
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 30.83 (100.00)
Avg. daily profit % 0.11%
Avg. stake amount 1587.074 USDT
Total trade volume 17457.817 USDT
Best Pair ARPA/USDT 0.89%
Worst Pair AAVE/USDT 0.00%
Best trade ARPA/USDT 3.61%
Worst trade GRT/USDT 0.20%
Best day 108.572 USDT
Worst day 0 USDT
Days win/draw/lose 7 / 23 / 0
Avg. Duration Winners 1 day, 21:15:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 11 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -10.77%

Backtested 2023-05-01 00:00:00 -> 2023-06-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 11 1.52 339.171 3.39 1 day, 21:15:00 11 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20230601-20230701

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 1 day, 6:14:00 1 day, 6:14:00 1 day, 6:14:00 1 day, 6:30:00 1 day, 14:58:00
Market Change -3.43 % -3.43 % -3.43 % -3.43 % -3.43 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.06 % 1.06 % 1.06 % 1.07 % 1.07 %
Profit Sum 17.01 % 17.01 % 17.02 % 17.11 % 17.14 %
Profit Total 3.45 % 3.45 % 3.45 % 3.45 % 3.0 %
Trades 16 16 16 16 16
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XRP/USDT 1 1.38 83.054 0.83 19 days, 12:25:00 1 0 0 100
VET/USDT 2 1.27 42.508 0.43 1:25:00 2 0 0 100
DOT/USDT 2 1.1 36.659 0.37 2:08:00 2 0 0 100
BCH/USDT 2 0.84 28.017 0.28 1:48:00 2 0 0 100
SNX/USDT 1 1.35 22.507 0.23 0:06:00 1 0 0 100
ARPA/USDT 1 1.27 21.447 0.21 0:05:00 1 0 0 100
ATOM/USDT 1 1.25 20.972 0.21 0:12:00 1 0 0 100
ADA/USDT 1 1.25 20.956 0.21 0:30:00 1 0 0 100
GRT/USDT 1 1.16 19.770 0.2 0:03:00 1 0 0 100
EWT/USDT 1 1.09 18.008 0.18 0:22:00 1 0 0 100
DAG/USDT 1 1.0 16.501 0.17 0:02:00 1 0 0 100
ETC/USDT 1 0.54 8.930 0.09 0:07:00 1 0 0 100
CKB/USDT 1 0.32 5.524 0.06 3:10:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 16 1.06 344.853 3.45 1 day, 6:14:00 16 0 0 100

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%
120 1 1.38 83.054 0.83 19 days, 12:25:00 1 0 0 100
41 4 0.96 64.922 0.65 1:48:00 4 0 0 100
141 2 1.28 42.432 0.42 0:06:00 2 0 0 100
3 2 1.17 38.825 0.39 1:46:00 2 0 0 100
6 2 1.12 37.778 0.38 0:12:00 2 0 0 100
4 41 1 1.38 23.162 0.23 0:04:00 1 0 0 100
4 6 1 1.35 22.507 0.23 0:06:00 1 0 0 100
142 1 1.25 20.956 0.21 0:30:00 1 0 0 100
3 4 6 141 1 0.34 5.693 0.06 0:07:00 1 0 0 100
4 1 0.32 5.524 0.06 3:10:00 1 0 0 100
TOTAL 16 1.06 344.853 3.45 1 day, 6:14:00 16 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 1.38 83.054 0.83 19 days, 12:25:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.12 37.778 0.38 0:12:00 2 0 0 100
exit_long_tc_u_2 ( 141 ) 1 2.02 33.502 0.34 0:06:00 1 0 0 100
exit_long_normal_u_1 ( 4 41 ) 1 1.38 23.162 0.23 0:04:00 1 0 0 100
exit_long_normal_u_1 ( 4 6 ) 1 1.35 22.507 0.23 0:06:00 1 0 0 100
exit_long_normal_d_1_14 ( 3 ) 1 1.33 22.324 0.22 3:30:00 1 0 0 100
exit_long_quick_d_1_70 ( 41 ) 1 1.27 21.447 0.21 0:05:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.25 20.972 0.21 0:12:00 1 0 0 100
exit_long_tc_d_1_65 ( 142 ) 1 1.25 20.956 0.21 0:30:00 1 0 0 100
exit_long_quick_d_1_39 ( 41 ) 1 1.15 19.346 0.19 2:46:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.0 16.501 0.17 0:02:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 1 0.54 8.930 0.09 0:07:00 1 0 0 100
exit_long_normal_u_0 ( 3 4 6 141 ) 1 0.34 5.693 0.06 0:07:00 1 0 0 100
exit_long_normal_d_0_3 ( 4 ) 1 0.32 5.524 0.06 3:10:00 1 0 0 100
exit_long_quick_d_0_38 ( 41 ) 1 0.18 3.158 0.03 4:10:00 1 0 0 100
TOTAL 16 1.06 344.853 3.45 1 day, 6:14:00 16 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 1.38 83.054 0.83 19 days, 12:25:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.12 37.778 0.38 0:12:00 2 0 0 100
('141 ', 'exit_long_tc_u_2 ( 141 )') 1 2.02 33.502 0.34 0:06:00 1 0 0 100
('4 41 ', 'exit_long_normal_u_1 ( 4 41 )') 1 1.38 23.162 0.23 0:04:00 1 0 0 100
('4 6 ', 'exit_long_normal_u_1 ( 4 6 )') 1 1.35 22.507 0.23 0:06:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_14 ( 3 )') 1 1.33 22.324 0.22 3:30:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_70 ( 41 )') 1 1.27 21.447 0.21 0:05:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.25 20.972 0.21 0:12:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_65 ( 142 )') 1 1.25 20.956 0.21 0:30:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_39 ( 41 )') 1 1.15 19.346 0.19 2:46:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.0 16.501 0.17 0:02:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 1 0.54 8.930 0.09 0:07:00 1 0 0 100
('3 4 6 141 ', 'exit_long_normal_u_0 ( 3 4 6 141 )') 1 0.34 5.693 0.06 0:07:00 1 0 0 100
('4 ', 'exit_long_normal_d_0_3 ( 4 )') 1 0.32 5.524 0.06 3:10:00 1 0 0 100
('41 ', 'exit_long_quick_d_0_38 ( 41 )') 1 0.18 3.158 0.03 4:10:00 1 0 0 100
TOTAL 16 1.06 344.853 3.45 1 day, 6:14:00 16 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/06/2023 16.501 1 0 0
04/06/2023 0 0 0 0
05/06/2023 0 0 0 0
06/06/2023 0 0 0 0
07/06/2023 0 0 0 0
08/06/2023 18.008 1 0 0
09/06/2023 0 0 0 0
10/06/2023 207.52 12 0 0
11/06/2023 0 0 0 0
12/06/2023 0 0 0 0
13/06/2023 0 0 0 0
14/06/2023 0 0 0 0
15/06/2023 0 0 0 0
16/06/2023 0 0 0 0
17/06/2023 0 0 0 0
18/06/2023 0 0 0 0
19/06/2023 0 0 0 0
20/06/2023 0 0 0 0
21/06/2023 0 0 0 0
22/06/2023 19.77 1 0 0
23/06/2023 0 0 0 0
24/06/2023 0 0 0 0
25/06/2023 83.054 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-06-01 00:00:00
Backtesting to 2023-07-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 16 / 0.53
Starting balance 10000 USDT
Final balance 10344.853 USDT
Absolute profit 344.853 USDT
Total profit % 3.45%
CAGR % 51.06%
Sortino -100.00
Sharpe 12.45
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 21.55 (100.00)
Avg. daily profit % 0.11%
Avg. stake amount 1648.708 USDT
Total trade volume 26379.333 USDT
Best Pair VET/USDT 0.43%
Worst Pair AAVE/USDT 0.00%
Best trade DOT/USDT 2.02%
Worst trade DOT/USDT 0.18%
Best day 207.52 USDT
Worst day 0 USDT
Days win/draw/lose 5 / 18 / 0
Avg. Duration Winners 1 day, 6:14:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 16 / 0
Rejected Entry signals 9
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -3.43%

Backtested 2023-06-01 00:00:00 -> 2023-07-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 16 1.06 344.853 3.45 1 day, 6:14:00 16 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20230701-20230801

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 3 days, 17:03:00 3 days, 17:03:00 3 days, 12:37:00 3 days, 17:02:00 4 days, 1:14:00
Market Change 2.36 % 2.36 % 2.36 % 2.36 % 2.36 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.69 % 1.69 % 1.71 % 1.68 % 1.79 %
Profit Sum 5.06 % 5.06 % 5.12 % 5.03 % 5.37 %
Profit Total 1.33 % 1.33 % 1.32 % 1.32 % 0.96 %
Trades 3 3 3 3 3
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XLM/USDT 1 2.11 84.240 0.84 11 days, 0:16:00 1 0 0 100
NIM/USDT 1 1.83 30.330 0.3 2:45:00 1 0 0 100
MKR/USDT 1 1.11 18.375 0.18 0:08:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 3 1.69 132.945 1.33 3 days, 17:03:00 3 0 0 100

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%
120 1 2.11 84.240 0.84 11 days, 0:16:00 1 0 0 100
6 2 1.47 48.705 0.49 1:26:00 2 0 0 100
TOTAL 3 1.69 132.945 1.33 3 days, 17:03:00 3 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 2.11 84.240 0.84 11 days, 0:16:00 1 0 0 100
exit_long_normal_w_1_11 ( 6 ) 1 1.83 30.330 0.3 2:45:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.11 18.375 0.18 0:08:00 1 0 0 100
TOTAL 3 1.69 132.945 1.33 3 days, 17:03:00 3 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 2.11 84.240 0.84 11 days, 0:16:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_11 ( 6 )') 1 1.83 30.330 0.3 2:45:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.11 18.375 0.18 0:08:00 1 0 0 100
TOTAL 3 1.69 132.945 1.33 3 days, 17:03:00 3 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
05/07/2023 18.375 1 0 0
06/07/2023 0 0 0 0
07/07/2023 0 0 0 0
08/07/2023 0 0 0 0
09/07/2023 0 0 0 0
10/07/2023 0 0 0 0
11/07/2023 0 0 0 0
12/07/2023 0 0 0 0
13/07/2023 0 0 0 0
14/07/2023 30.33 1 0 0
15/07/2023 0 0 0 0
16/07/2023 0 0 0 0
17/07/2023 0 0 0 0
18/07/2023 0 0 0 0
19/07/2023 0 0 0 0
20/07/2023 0 0 0 0
21/07/2023 0 0 0 0
22/07/2023 0 0 0 0
23/07/2023 0 0 0 0
24/07/2023 0 0 0 0
25/07/2023 0 0 0 0
26/07/2023 0 0 0 0
27/07/2023 0 0 0 0
28/07/2023 0 0 0 0
29/07/2023 0 0 0 0
30/07/2023 84.24 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-07-01 00:00:00
Backtesting to 2023-08-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 3 / 0.1
Starting balance 10000 USDT
Final balance 10132.945 USDT
Absolute profit 132.945 USDT
Total profit % 1.33%
CAGR % 16.82%
Sortino -100.00
Sharpe 2.86
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 44.32 (100.00)
Avg. daily profit % 0.04%
Avg. stake amount 1255.822 USDT
Total trade volume 3767.465 USDT
Best Pair XLM/USDT 0.84%
Worst Pair AAVE/USDT 0.00%
Best trade XLM/USDT 2.11%
Worst trade MKR/USDT 1.11%
Best day 84.24 USDT
Worst day 0 USDT
Days win/draw/lose 3 / 23 / 0
Avg. Duration Winners 3 days, 17:03:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 3 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 2.36%

Backtested 2023-07-01 00:00:00 -> 2023-08-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 3 1.69 132.945 1.33 3 days, 17:03:00 3 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20230801-20230901

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 0:39:00 0:39:00 0:39:00 0:39:00 0:39:00
Market Change -17.92 % -17.92 % -17.92 % -17.92 % -17.92 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 2.48 % 2.48 % 2.48 % 2.48 % 2.48 %
Profit Sum 47.13 % 47.13 % 47.13 % 47.13 % 47.13 %
Profit Total 8.02 % 8.02 % 8.02 % 8.02 % 8.02 %
Trades 19 19 19 19 19
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALGO/USDT 2 4.17 140.872 1.41 1:00:00 2 0 0 100
EOS/USDT 3 2.71 138.659 1.39 1:01:00 3 0 0 100
AAVE/USDT 2 3.46 117.404 1.17 1:04:00 2 0 0 100
ETH/USDT 1 3.87 65.820 0.66 0:01:00 1 0 0 100
VET/USDT 1 3.34 57.371 0.57 1:01:00 1 0 0 100
LINK/USDT 1 2.84 48.512 0.49 0:01:00 1 0 0 100
XRP/USDT 1 2.8 48.072 0.48 0:02:00 1 0 0 100
FIL/USDT 2 1.34 45.948 0.46 0:12:00 2 0 0 100
STX/USDT 1 2.67 45.892 0.46 0:35:00 1 0 0 100
BTC/USDT 1 2.56 43.073 0.43 0:01:00 1 0 0 100
BCH/USDT 1 1.35 23.249 0.23 3:10:00 1 0 0 100
ETC/USDT 1 1.0 16.531 0.17 0:01:00 1 0 0 100
XLM/USDT 1 0.33 5.469 0.05 0:01:00 1 0 0 100
DOT/USDT 1 0.3 4.974 0.05 0:01:00 1 0 0 100
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 19 2.48 801.846 8.02 0:39:00 19 0 0 100

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%
142 7 3.05 365.869 3.66 1:10:00 7 0 0 100
4 141 142 2 4.1 136.544 1.37 0:01:00 2 0 0 100
141 142 5 1.5 126.633 1.27 0:01:00 5 0 0 100
2 3 4 6 1 2.84 48.512 0.49 0:01:00 1 0 0 100
1 43 1 2.67 45.892 0.46 0:35:00 1 0 0 100
4 43 1 2.25 38.615 0.39 0:23:00 1 0 0 100
3 41 142 1 1.35 23.249 0.23 3:10:00 1 0 0 100
6 141 142 1 1.0 16.531 0.17 0:01:00 1 0 0 100
TOTAL 19 2.48 801.846 8.02 0:39:00 19 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_5 ( 4 141 142 ) 1 5.37 89.506 0.9 0:01:00 1 0 0 100
exit_long_tc_u_4 ( 142 ) 1 4.31 72.813 0.73 0:01:00 1 0 0 100
exit_long_tc_d_4_51 ( 142 ) 1 4.07 70.366 0.7 2:08:00 1 0 0 100
exit_long_tc_u_3 ( 141 142 ) 1 3.87 65.820 0.66 0:01:00 1 0 0 100
exit_long_tc_d_3_38 ( 142 ) 1 3.39 58.549 0.59 3:00:00 1 0 0 100
exit_long_tc_w_3_3 ( 142 ) 1 3.34 57.371 0.57 1:01:00 1 0 0 100
exit_long_tc_d_2_78 ( 142 ) 1 2.96 51.366 0.51 2:00:00 1 0 0 100
exit_long_normal_u_2 ( 2 3 4 6 ) 1 2.84 48.512 0.49 0:01:00 1 0 0 100
exit_long_tc_u_2 ( 142 ) 1 2.8 48.072 0.48 0:02:00 1 0 0 100
exit_long_normal_u_2 ( 4 141 142 ) 1 2.84 47.038 0.47 0:01:00 1 0 0 100
exit_long_normal_d_2_70 ( 1 43 ) 1 2.67 45.892 0.46 0:35:00 1 0 0 100
exit_long_tc_u_2 ( 141 142 ) 1 2.56 43.073 0.43 0:01:00 1 0 0 100
exit_long_normal_d_2_20 ( 4 43 ) 1 2.25 38.615 0.39 0:23:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 3 41 142 ) 1 1.35 23.249 0.23 3:10:00 1 0 0 100
exit_long_tc_u_0 ( 141 142 ) 3 0.36 17.740 0.18 0:01:00 3 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 1 1.0 16.531 0.17 0:01:00 1 0 0 100
exit_long_tc_u_0 ( 142 ) 1 0.44 7.333 0.07 0:01:00 1 0 0 100
TOTAL 19 2.48 801.846 8.02 0:39:00 19 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('4 141 142 ', 'exit_long_normal_u_5 ( 4 141 142 )') 1 5.37 89.506 0.9 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_4 ( 142 )') 1 4.31 72.813 0.73 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_d_4_51 ( 142 )') 1 4.07 70.366 0.7 2:08:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_3 ( 141 142 )') 1 3.87 65.820 0.66 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_d_3_38 ( 142 )') 1 3.39 58.549 0.59 3:00:00 1 0 0 100
('142 ', 'exit_long_tc_w_3_3 ( 142 )') 1 3.34 57.371 0.57 1:01:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_78 ( 142 )') 1 2.96 51.366 0.51 2:00:00 1 0 0 100
('2 3 4 6 ', 'exit_long_normal_u_2 ( 2 3 4 6 )') 1 2.84 48.512 0.49 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_2 ( 142 )') 1 2.8 48.072 0.48 0:02:00 1 0 0 100
('4 141 142 ', 'exit_long_normal_u_2 ( 4 141 142 )') 1 2.84 47.038 0.47 0:01:00 1 0 0 100
('1 43 ', 'exit_long_normal_d_2_70 ( 1 43 )') 1 2.67 45.892 0.46 0:35:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_2 ( 141 142 )') 1 2.56 43.073 0.43 0:01:00 1 0 0 100
('4 43 ', 'exit_long_normal_d_2_20 ( 4 43 )') 1 2.25 38.615 0.39 0:23:00 1 0 0 100
('3 41 142 ', 'exit_profit_long_normal_t_1_1_m ( 3 41 142 )') 1 1.35 23.249 0.23 3:10:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_0 ( 141 142 )') 3 0.36 17.740 0.18 0:01:00 3 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 1 1.0 16.531 0.17 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 1 0.44 7.333 0.07 0:01:00 1 0 0 100
TOTAL 19 2.48 801.846 8.02 0:39:00 19 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
15/08/2023 41.604 5 0 0
16/08/2023 0 0 0 0
17/08/2023 556.712 10 0 0
18/08/2023 203.53 4 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-08-01 00:00:00
Backtesting to 2023-09-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 19 / 0.61
Starting balance 10000 USDT
Final balance 10801.846 USDT
Absolute profit 801.846 USDT
Total profit % 8.02%
CAGR % 147.98%
Sortino -100.00
Sharpe 20.16
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 42.20 (100.00)
Avg. daily profit % 0.26%
Avg. stake amount 1691.367 USDT
Total trade volume 32135.967 USDT
Best Pair ALGO/USDT 1.41%
Worst Pair ADA/USDT 0.00%
Best trade ALGO/USDT 5.37%
Worst trade DOT/USDT 0.30%
Best day 556.712 USDT
Worst day 0 USDT
Days win/draw/lose 3 / 1 / 0
Avg. Duration Winners 0:39:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 19 / 0
Rejected Entry signals 19
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -17.92%

Backtested 2023-08-01 00:00:00 -> 2023-09-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 19 2.48 801.846 8.02 0:39:00 19 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20230901-20231001

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 0:00 0:00 0:00 0:00 0:00
Market Change 4.31 % 4.31 % 4.31 % 4.31 % 4.31 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Sum 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Total 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Trades 0 0 0 0 0
Win Rate 0 % 0 % 0 % 0 % 0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 0 0.0 0.000 0.0 0:00 0 0 0 0

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%
TOTAL 0 0.0 0.000 0.0 0:00 0 0 0 0

EXIT REASON STATS

Exit Reason Exits 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

MIXED TAG STATS

Enter Tag Exit Reason 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

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses

No trades made. Your starting balance was 10000 USDT, and your stake was unlimited.

Backtested 2023-09-01 00:00:00 -> 2023-10-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 0 0.00 0.000 0.0 0:00 0 0 0 0 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20231001-20231101

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 4 days, 22:17:00 4 days, 22:17:00 4 days, 22:17:00 4 days, 23:16:00 6 days, 3:45:00
Market Change 16.21 % 16.21 % 16.21 % 16.21 % 16.21 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.6 % 1.6 % 1.6 % 1.62 % 1.49 %
Profit Sum 9.58 % 9.58 % 9.58 % 9.71 % 7.44 %
Profit Total 2.01 % 2.01 % 2.01 % 1.99 % 1.26 %
Trades 6 6 6 6 5
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETC/USDT 1 2.07 83.227 0.83 22 days, 14:56:00 1 0 0 100
VRA/USDT 1 2.25 37.246 0.37 2:00:00 1 0 0 100
EWT/USDT 1 2.0 33.540 0.34 0:01:00 1 0 0 100
ATOM/USDT 1 1.91 24.360 0.24 5 days, 9:25:00 1 0 0 100
UMA/USDT 1 1.02 16.914 0.17 1 day, 6:40:00 1 0 0 100
WIN/USDT 1 0.33 5.488 0.05 4:42:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 6 1.6 200.775 2.01 4 days, 22:17:00 6 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ATOM/USDT 1 1.91 24.360 0.24 5 days, 9:25:00 1 0 0 100
TOTAL 1 1.91 24.360 0.24 5 days, 9:25:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 2 1.99 107.587 1.08 14 days, 0:10:00 2 0 0 100
6 2 1.64 54.160 0.54 16:20:00 2 0 0 100
43 1 2.0 33.540 0.34 0:01:00 1 0 0 100
5 1 0.33 5.488 0.05 4:42:00 1 0 0 100
TOTAL 6 1.6 200.775 2.01 4 days, 22:17:00 6 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 2.07 83.227 0.83 22 days, 14:56:00 1 0 0 100
exit_long_normal_w_2_10 ( 6 ) 1 2.25 37.246 0.37 2:00:00 1 0 0 100
exit_long_quick_u_2 ( 43 ) 1 2.0 33.540 0.34 0:01:00 1 0 0 100
force_exit 1 1.91 24.360 0.24 5 days, 9:25:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.02 16.914 0.17 1 day, 6:40:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 5 ) 1 0.33 5.488 0.05 4:42:00 1 0 0 100
TOTAL 6 1.6 200.775 2.01 4 days, 22:17:00 6 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 2.07 83.227 0.83 22 days, 14:56:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_10 ( 6 )') 1 2.25 37.246 0.37 2:00:00 1 0 0 100
('43 ', 'exit_long_quick_u_2 ( 43 )') 1 2.0 33.540 0.34 0:01:00 1 0 0 100
('120 ', 'force_exit') 1 1.91 24.360 0.24 5 days, 9:25:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.02 16.914 0.17 1 day, 6:40:00 1 0 0 100
('5 ', 'exit_profit_long_normal_t_0_1_m ( 5 )') 1 0.33 5.488 0.05 4:42:00 1 0 0 100
TOTAL 6 1.6 200.775 2.01 4 days, 22:17:00 6 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
02/10/2023 37.246 1 0 0
03/10/2023 0 0 0 0
04/10/2023 0 0 0 0
05/10/2023 0 0 0 0
06/10/2023 0 0 0 0
07/10/2023 0 0 0 0
08/10/2023 0 0 0 0
09/10/2023 0 0 0 0
10/10/2023 0 0 0 0
11/10/2023 0 0 0 0
12/10/2023 0 0 0 0
13/10/2023 0 0 0 0
14/10/2023 0 0 0 0
15/10/2023 0 0 0 0
16/10/2023 0 0 0 0
17/10/2023 0 0 0 0
18/10/2023 16.914 1 0 0
19/10/2023 5.488 1 0 0
20/10/2023 0 0 0 0
21/10/2023 0 0 0 0
22/10/2023 0 0 0 0
23/10/2023 0 0 0 0
24/10/2023 0 0 0 0
25/10/2023 83.227 1 0 0
26/10/2023 33.54 1 0 0
27/10/2023 0 0 0 0
28/10/2023 0 0 0 0
29/10/2023 0 0 0 0
30/10/2023 0 0 0 0
31/10/2023 0 0 0 0
01/11/2023 24.36 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-10-01 00:00:00
Backtesting to 2023-11-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 6 / 0.19
Starting balance 10000 USDT
Final balance 10200.775 USDT
Absolute profit 200.775 USDT
Total profit % 2.01%
CAGR % 26.37%
Sortino -100.00
Sharpe 5.03
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 33.46 (100.00)
Avg. daily profit % 0.06%
Avg. stake amount 1184.136 USDT
Total trade volume 7104.814 USDT
Best Pair VRA/USDT 0.37%
Worst Pair AAVE/USDT 0.00%
Best trade VRA/USDT 2.25%
Worst trade WIN/USDT 0.33%
Best day 83.227 USDT
Worst day 0 USDT
Days win/draw/lose 6 / 25 / 0
Avg. Duration Winners 4 days, 22:17:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 6 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 16.21%

Backtested 2023-10-01 00:00:00 -> 2023-11-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 6 1.60 200.775 2.01 4 days, 22:17:00 6 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20231101-20231201

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 15:58:00 15:58:00 15:58:00 15:58:00 15:08:00
Market Change 18.38 % 18.38 % 18.38 % 18.38 % 18.38 %
Max Drawdown 0.0757 % 0.0757 % 0.0757 % 0.0635 % 0.0 %
Profit Mean 1.07 % 1.07 % 1.07 % 1.07 % 1.21 %
Profit Sum 19.19 % 19.19 % 19.19 % 19.23 % 23.01 %
Profit Total 3.2 % 3.2 % 3.2 % 3.21 % 3.61 %
Trades 18 18 18 18 19
Win Rate 94.44 % 94.44 % 94.44 % 94.44 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CKB/USDT 3 0.95 47.430 0.47 4:25:00 3 0 0 100
ALGO/USDT 2 1.28 42.535 0.43 0:44:00 2 0 0 100
XRP/USDT 2 1.17 39.154 0.39 0:53:00 2 0 0 100
DAG/USDT 2 1.17 39.087 0.39 0:16:00 2 0 0 100
KSM/USDT 2 1.16 38.616 0.39 0:16:00 2 0 0 100
AAVE/USDT 1 1.49 24.807 0.25 0:30:00 1 0 0 100
GRT/USDT 1 1.31 21.769 0.22 0:04:00 1 0 0 100
XTZ/USDT 1 1.2 20.088 0.2 0:40:00 1 0 0 100
NEO/USDT 1 1.14 19.253 0.19 0:11:00 1 0 0 100
XLM/USDT 1 1.04 17.554 0.18 1 day, 22:25:00 1 0 0 100
COMP/USDT 1 1.01 17.060 0.17 0:10:00 1 0 0 100
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 1 -0.38 -7.819 -0.08 9 days, 5:55:00 0 0 1 0
TOTAL 18 1.07 319.535 3.2 15:58:00 17 0 1 94.4

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LTC/USDT 1 -0.38 -7.819 -0.08 9 days, 5:55:00 0 0 1 0
TOTAL 1 -0.38 -7.819 -0.08 9 days, 5:55:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 6 0.92 93.114 0.93 1:09:00 6 0 0 100
2 4 1.17 77.766 0.78 0:18:00 4 0 0 100
142 3 1.35 67.887 0.68 16:05:00 3 0 0 100
143 1 1.49 24.807 0.25 0:30:00 1 0 0 100
5 143 1 1.3 21.745 0.22 1:26:00 1 0 0 100
2 5 1 1.27 21.245 0.21 7:15:00 1 0 0 100
3 1 1.26 20.790 0.21 0:01:00 1 0 0 100
120 1 -0.38 -7.819 -0.08 9 days, 5:55:00 0 0 1 0
TOTAL 18 1.07 319.535 3.2 15:58:00 17 0 1 94.4

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 4 1.12 75.400 0.75 0:13:00 4 0 0 100
exit_long_normal_u_1 ( 2 ) 3 1.16 57.677 0.58 0:11:00 3 0 0 100
exit_long_tc_d_1_95 ( 142 ) 1 1.71 28.563 0.29 1:45:00 1 0 0 100
exit_long_tc_d_1_70 ( 143 ) 1 1.49 24.807 0.25 0:30:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.31 21.769 0.22 0:04:00 1 0 0 100
exit_long_normal_d_1_53 ( 5 143 ) 1 1.3 21.745 0.22 1:26:00 1 0 0 100
exit_long_normal_d_1_84 ( 2 5 ) 1 1.27 21.245 0.21 7:15:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.26 20.790 0.21 0:01:00 1 0 0 100
exit_long_normal_d_1_60 ( 2 ) 1 1.2 20.088 0.2 0:40:00 1 0 0 100
exit_long_tc_d_1_63 ( 142 ) 1 1.04 17.554 0.18 1 day, 22:25:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.63 10.591 0.11 0:01:00 1 0 0 100
exit_long_normal_d_0_95 ( 6 ) 1 0.42 7.123 0.07 6:00:00 1 0 0 100
force_exit 1 -0.38 -7.819 -0.08 9 days, 5:55:00 0 0 1 0
TOTAL 18 1.07 319.535 3.2 15:58:00 17 0 1 94.4

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 4 1.12 75.400 0.75 0:13:00 4 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 3 1.16 57.677 0.58 0:11:00 3 0 0 100
('142 ', 'exit_long_tc_d_1_95 ( 142 )') 1 1.71 28.563 0.29 1:45:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_70 ( 143 )') 1 1.49 24.807 0.25 0:30:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.31 21.769 0.22 0:04:00 1 0 0 100
('5 143 ', 'exit_long_normal_d_1_53 ( 5 143 )') 1 1.3 21.745 0.22 1:26:00 1 0 0 100
('2 5 ', 'exit_long_normal_d_1_84 ( 2 5 )') 1 1.27 21.245 0.21 7:15:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.26 20.790 0.21 0:01:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_60 ( 2 )') 1 1.2 20.088 0.2 0:40:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_63 ( 142 )') 1 1.04 17.554 0.18 1 day, 22:25:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.63 10.591 0.11 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_95 ( 6 )') 1 0.42 7.123 0.07 6:00:00 1 0 0 100
('120 ', 'force_exit') 1 -0.38 -7.819 -0.08 9 days, 5:55:00 0 0 1 0
TOTAL 18 1.07 319.535 3.2 15:58:00 17 0 1 94.4

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
09/11/2023 255.772 12 0 0
10/11/2023 0 0 0 0
11/11/2023 0 0 0 0
12/11/2023 0 0 0 0
13/11/2023 0 0 0 0
14/11/2023 46.904 3 0 0
15/11/2023 17.554 1 0 0
16/11/2023 0 0 0 0
17/11/2023 7.123 1 0 0
18/11/2023 0 0 0 0
19/11/2023 0 0 0 0
20/11/2023 0 0 0 0
21/11/2023 0 0 0 0
22/11/2023 0 0 0 0
23/11/2023 0 0 0 0
24/11/2023 0 0 0 0
25/11/2023 0 0 0 0
26/11/2023 0 0 0 0
27/11/2023 0 0 0 0
28/11/2023 0 0 0 0
29/11/2023 0 0 0 0
30/11/2023 0 0 0 0
01/12/2023 -7.819 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2023-11-01 00:00:00
Backtesting to 2023-12-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 18 / 0.6
Starting balance 10000 USDT
Final balance 10319.535 USDT
Absolute profit 319.535 USDT
Total profit % 3.20%
CAGR % 46.62%
Sortino -100.00
Sharpe 26.36
Calmar 2687.71
Profit factor 41.87
Expectancy (Ratio) 17.75 (2.27)
Avg. daily profit % 0.11%
Avg. stake amount 1648.005 USDT
Total trade volume 29664.087 USDT
Best Pair CKB/USDT 0.47%
Worst Pair LTC/USDT -0.08%
Best trade XRP/USDT 1.71%
Worst trade LTC/USDT -0.38%
Best day 255.772 USDT
Worst day -7.819 USDT
Days win/draw/lose 4 / 18 / 1
Avg. Duration Winners 3:51:00
Avg. Duration Loser 9 days, 5:55:00
Max Consecutive Wins / Loss 17 / 1
Rejected Entry signals 9
Entry/Exit Timeouts 0 / 0
Min balance 10017.738 USDT
Max balance 10327.354 USDT
Max % of account underwater 0.08%
Absolute Drawdown (Account) 0.08%
Absolute Drawdown 7.819 USDT
Drawdown high 327.354 USDT
Drawdown low 319.535 USDT
Drawdown Start 2023-11-17 00:50:00
Drawdown End 2023-12-01 00:00:00
Market change 18.38%

Backtested 2023-11-01 00:00:00 -> 2023-12-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 18 1.07 319.535 3.2 15:58:00 17 0 1 94.4 7.819 USDT 0.08%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20231201-20240101

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 12:53:00 12:53:00 12:53:00 12:43:00 11:44:00
Market Change 32.18 % 32.18 % 32.18 % 32.18 % 32.18 %
Max Drawdown 3.0397 % 3.0397 % 3.0397 % 3.0402 % 3.0374 %
Profit Mean 1.32 % 1.32 % 1.32 % 1.28 % 1.26 %
Profit Sum 42.33 % 42.33 % 42.33 % 44.86 % 42.88 %
Profit Total 6.66 % 6.66 % 6.66 % 7.16 % 6.89 %
Trades 32 32 32 35 34
Win Rate 96.88 % 96.88 % 96.88 % 97.14 % 97.06 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TEL/USDT 4 3.0 214.433 2.14 0:30:00 4 0 0 100
FIL/USDT 2 1.87 112.951 1.13 4 days, 4:36:00 2 0 0 100
ALGO/USDT 3 1.67 84.628 0.85 0:16:00 3 0 0 100
COMP/USDT 1 3.23 56.503 0.57 0:44:00 1 0 0 100
ADA/USDT 2 1.53 52.673 0.53 0:01:00 2 0 0 100
KSM/USDT 1 3.0 52.617 0.53 0:01:00 1 0 0 100
DOT/USDT 2 1.27 42.291 0.42 0:23:00 2 0 0 100
ONT/USDT 1 1.92 41.024 0.41 0:57:00 1 0 0 100
DAG/USDT 2 1.14 38.526 0.39 2:24:00 2 0 0 100
DASH/USDT 1 1.33 23.291 0.23 0:01:00 1 0 0 100
VIDT/USDT 1 1.32 22.603 0.23 0:20:00 1 0 0 100
KAI/USDT 1 1.23 20.809 0.21 2:30:00 1 0 0 100
ATOM/USDT 1 1.19 19.849 0.2 0:04:00 1 0 0 100
LTC/USDT 1 1.84 18.737 0.19 5 days, 6:20:00 1 0 0 100
BCH/USDT 1 1.09 18.242 0.18 0:49:00 1 0 0 100
STX/USDT 1 1.07 17.967 0.18 22:06:00 1 0 0 100
EOS/USDT 1 1.03 17.136 0.17 0:04:00 1 0 0 100
SNX/USDT 1 1.03 17.067 0.17 0:01:00 1 0 0 100
EWT/USDT 1 0.38 6.716 0.07 2:36:00 1 0 0 100
ALEPH/USDT 1 0.2 3.468 0.03 2:56:00 1 0 0 100
DGB/USDT 1 0.14 2.264 0.02 0:01:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 2 -3.16 -217.651 -2.18 21:42:00 1 0 1 50.0
TOTAL 32 1.32 666.143 6.66 12:53:00 31 0 1 96.9

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LTC/USDT 1 1.84 18.737 0.19 5 days, 6:20:00 1 0 0 100
DEGO/USDT 1 -13.09 -333.795 -3.34 1 day, 19:05:00 0 0 1 0
TOTAL 2 -5.63 -315.058 -3.15 3 days, 12:42:00 1 0 1 50.0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
142 8 1.32 175.457 1.75 0:20:00 8 0 0 100
3 3 3.17 168.105 1.68 0:04:00 3 0 0 100
120 2 1.95 103.530 1.04 6 days, 19:18:00 2 0 0 100
2 6 1 3.0 52.617 0.53 0:01:00 1 0 0 100
2 3 1 2.57 46.142 0.46 1:28:00 1 0 0 100
5 1 1.92 41.024 0.41 0:57:00 1 0 0 100
143 2 1.08 36.208 0.36 11:28:00 2 0 0 100
3 141 142 1 1.66 28.948 0.29 0:01:00 1 0 0 100
6 12 0.58 11.848 0.12 4:48:00 11 0 1 91.7
4 1 0.14 2.264 0.02 0:01:00 1 0 0 100
TOTAL 32 1.32 666.143 6.66 12:53:00 31 0 1 96.9

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_6_60 ( 6 ) 1 6.76 116.144 1.16 0:19:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 2.07 84.792 0.85 8 days, 8:16:00 1 0 0 100
exit_long_normal_u_2 ( 3 ) 2 2.41 84.642 0.85 0:02:00 2 0 0 100
exit_long_normal_u_4 ( 3 ) 1 4.69 83.463 0.83 0:09:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 3 1.19 59.633 0.6 0:03:00 3 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.14 57.658 0.58 0:02:00 3 0 0 100
exit_long_normal_d_3_40 ( 6 ) 1 3.23 56.503 0.57 0:44:00 1 0 0 100
exit_long_tc_w_1_3 ( 142 ) 2 1.68 56.308 0.56 0:50:00 2 0 0 100
exit_long_normal_u_3 ( 2 6 ) 1 3.0 52.617 0.53 0:01:00 1 0 0 100
exit_long_normal_d_2_83 ( 2 3 ) 1 2.57 46.142 0.46 1:28:00 1 0 0 100
exit_long_normal_d_2_97 ( 5 ) 1 1.92 41.024 0.41 0:57:00 1 0 0 100
exit_long_normal_d_2_71 ( 6 ) 1 2.25 40.517 0.41 0:20:00 1 0 0 100
exit_long_tc_d_1_40 ( 142 ) 1 1.98 33.032 0.33 0:45:00 1 0 0 100
exit_long_normal_u_1 ( 3 141 142 ) 1 1.66 28.948 0.29 0:01:00 1 0 0 100
exit_long_tc_u_0 ( 142 ) 2 0.8 26.485 0.26 0:01:00 2 0 0 100
exit_long_normal_d_1_83 ( 6 ) 1 1.32 22.603 0.23 0:20:00 1 0 0 100
exit_long_normal_w_1_11 ( 6 ) 1 1.24 21.226 0.21 4:45:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.23 20.809 0.21 2:30:00 1 0 0 100
exit_long_tc_d_1_20 ( 143 ) 1 1.09 18.242 0.18 0:49:00 1 0 0 100
exit_long_tc_d_1_55 ( 143 ) 1 1.07 17.967 0.18 22:06:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.38 6.716 0.07 2:36:00 1 0 0 100
exit_long_normal_w_0_7 ( 6 ) 1 0.2 3.468 0.03 2:56:00 1 0 0 100
exit_long_normal_u_0 ( 4 ) 1 0.14 2.264 0.02 0:01:00 1 0 0 100
force_exit 2 -5.63 -315.058 -3.15 3 days, 12:42:00 1 0 1 50.0
TOTAL 32 1.32 666.143 6.66 12:53:00 31 0 1 96.9

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_6_60 ( 6 )') 1 6.76 116.144 1.16 0:19:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 2.07 84.792 0.85 8 days, 8:16:00 1 0 0 100
('3 ', 'exit_long_normal_u_2 ( 3 )') 2 2.41 84.642 0.85 0:02:00 2 0 0 100
('3 ', 'exit_long_normal_u_4 ( 3 )') 1 4.69 83.463 0.83 0:09:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 3 1.19 59.633 0.6 0:03:00 3 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.14 57.658 0.58 0:02:00 3 0 0 100
('6 ', 'exit_long_normal_d_3_40 ( 6 )') 1 3.23 56.503 0.57 0:44:00 1 0 0 100
('142 ', 'exit_long_tc_w_1_3 ( 142 )') 2 1.68 56.308 0.56 0:50:00 2 0 0 100
('2 6 ', 'exit_long_normal_u_3 ( 2 6 )') 1 3.0 52.617 0.53 0:01:00 1 0 0 100
('2 3 ', 'exit_long_normal_d_2_83 ( 2 3 )') 1 2.57 46.142 0.46 1:28:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_97 ( 5 )') 1 1.92 41.024 0.41 0:57:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_71 ( 6 )') 1 2.25 40.517 0.41 0:20:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_40 ( 142 )') 1 1.98 33.032 0.33 0:45:00 1 0 0 100
('3 141 142 ', 'exit_long_normal_u_1 ( 3 141 142 )') 1 1.66 28.948 0.29 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 2 0.8 26.485 0.26 0:01:00 2 0 0 100
('6 ', 'exit_long_normal_d_1_83 ( 6 )') 1 1.32 22.603 0.23 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_11 ( 6 )') 1 1.24 21.226 0.21 4:45:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.23 20.809 0.21 2:30:00 1 0 0 100
('120 ', 'force_exit') 1 1.84 18.737 0.19 5 days, 6:20:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 1 1.09 18.242 0.18 0:49:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_55 ( 143 )') 1 1.07 17.967 0.18 22:06:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.38 6.716 0.07 2:36:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_7 ( 6 )') 1 0.2 3.468 0.03 2:56:00 1 0 0 100
('4 ', 'exit_long_normal_u_0 ( 4 )') 1 0.14 2.264 0.02 0:01:00 1 0 0 100
('6 ', 'force_exit') 1 -13.09 -333.795 -3.34 1 day, 19:05:00 0 0 1 0
TOTAL 32 1.32 666.143 6.66 12:53:00 31 0 1 96.9

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
04/12/2023 17.067 1 0 0
05/12/2023 0 0 0 0
06/12/2023 0 0 0 0
07/12/2023 0 0 0 0
08/12/2023 0 0 0 0
09/12/2023 17.3 1 0 0
10/12/2023 0 0 0 0
11/12/2023 195.963 10 0 0
12/12/2023 17.967 1 0 0
13/12/2023 3.468 1 0 0
14/12/2023 0 0 0 0
15/12/2023 20.809 1 0 0
16/12/2023 0 0 0 0
17/12/2023 0 0 0 0
18/12/2023 0 0 0 0
19/12/2023 0 0 0 0
20/12/2023 21.226 1 0 0
21/12/2023 0 0 0 0
22/12/2023 22.603 1 0 0
23/12/2023 0 0 0 0
24/12/2023 116.144 1 0 0
25/12/2023 84.792 1 0 0
26/12/2023 208.405 6 0 0
27/12/2023 127.775 2 0 0
28/12/2023 46.142 1 0 0
29/12/2023 40.517 1 0 0
30/12/2023 0 0 0 0
31/12/2023 41.024 1 0 0
01/01/2024 -315.058 1 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2023-12-01 00:00:00
Backtesting to 2024-01-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 32 / 1.03
Starting balance 10000 USDT
Final balance 10666.143 USDT
Absolute profit 666.143 USDT
Total profit % 6.66%
CAGR % 113.68%
Sortino -100.00
Sharpe 6.02
Calmar 135.06
Profit factor 3.00
Expectancy (Ratio) 20.82 (0.06)
Avg. daily profit % 0.21%
Avg. stake amount 1640.198 USDT
Total trade volume 52486.32 USDT
Best Pair TEL/USDT 2.14%
Worst Pair DEGO/USDT -2.18%
Best trade DEGO/USDT 6.76%
Worst trade DEGO/USDT -13.09%
Best day 208.405 USDT
Worst day -315.058 USDT
Days win/draw/lose 15 / 13 / 1
Avg. Duration Winners 11:55:00
Avg. Duration Loser 1 day, 19:05:00
Max Consecutive Wins / Loss 30 / 1
Rejected Entry signals 10
Entry/Exit Timeouts 0 / 0
Min balance 10017.067 USDT
Max balance 10981.201 USDT
Max % of account underwater 3.04%
Absolute Drawdown (Account) 3.04%
Absolute Drawdown 333.795 USDT
Drawdown high 981.201 USDT
Drawdown low 647.406 USDT
Drawdown Start 2023-12-31 21:07:00
Drawdown End 2024-01-01 00:00:00
Market change 32.18%

Backtested 2023-12-01 00:00:00 -> 2024-01-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 32 1.32 666.143 6.66 12:53:00 31 0 1 96.9 333.795 USDT 3.04%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20240101-20240201

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 22:45:00 22:45:00 21:52:00 1 day, 23:28:00 1 day, 23:28:00
Market Change -8.09 % -8.09 % -8.09 % -8.09 % -8.09 %
Max Drawdown 0.2781 % 0.2781 % 0.2781 % 2.6214 % 3.2549 %
Profit Mean 2.11 % 2.11 % 2.07 % 2.01 % 1.85 %
Profit Sum 46.32 % 46.32 % 47.72 % 50.28 % 46.3 %
Profit Total 7.88 % 7.88 % 8.13 % 6.18 % 5.49 %
Trades 22 22 23 25 25
Win Rate 95.45 % 95.45 % 95.65 % 92.0 % 92.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UMA/USDT 2 3.78 132.583 1.33 1:12:00 2 0 0 100
FIL/USDT 3 2.51 126.487 1.26 0:04:00 3 0 0 100
VELO/USDT 1 4.31 84.039 0.84 21:10:00 1 0 0 100
STX/USDT 2 2.19 73.983 0.74 2:52:00 2 0 0 100
NWC/USDT 2 2.14 72.931 0.73 0:14:00 2 0 0 100
TEL/USDT 3 1.17 64.572 0.65 1:21:00 3 0 0 100
VRA/USDT 1 3.14 53.619 0.54 0:17:00 1 0 0 100
DIA/USDT 1 3.04 52.793 0.53 0:25:00 1 0 0 100
ALEPH/USDT 1 1.8 31.938 0.32 0:11:00 1 0 0 100
MKR/USDT 1 1.9 31.876 0.32 0:06:00 1 0 0 100
DAG/USDT 1 1.45 25.278 0.25 0:17:00 1 0 0 100
LINK/USDT 1 1.42 24.172 0.24 0:20:00 1 0 0 100
XLM/USDT 1 1.41 24.032 0.24 0:19:00 1 0 0 100
SNX/USDT 1 1.16 19.844 0.2 0:10:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 1 -0.55 -30.081 -0.3 19 days, 8:35:00 0 0 1 0
TOTAL 22 2.11 788.067 7.88 22:45:00 21 0 1 95.5

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 -0.55 -30.081 -0.3 19 days, 8:35:00 0 0 1 0
TOTAL 1 -0.55 -30.081 -0.3 19 days, 8:35:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 6 2.67 287.065 2.87 4:33:00 6 0 0 100
41 4 2.13 145.106 1.45 0:18:00 4 0 0 100
43 2 2.62 88.230 0.88 0:02:00 2 0 0 100
4 143 1 3.64 60.666 0.61 0:02:00 1 0 0 100
42 1 3.04 52.793 0.53 0:25:00 1 0 0 100
3 2 1.34 51.108 0.51 0:25:00 2 0 0 100
4 1 2.71 45.973 0.46 0:01:00 1 0 0 100
142 2 1.02 35.250 0.35 3:01:00 2 0 0 100
2 3 43 1 1.8 31.938 0.32 0:11:00 1 0 0 100
2 1 1.17 20.019 0.2 0:02:00 1 0 0 100
120 1 -0.55 -30.081 -0.3 19 days, 8:35:00 0 0 1 0
TOTAL 22 2.11 788.067 7.88 22:45:00 21 0 1 95.5

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_5_88 ( 6 ) 1 4.31 84.039 0.84 21:10:00 1 0 0 100
exit_long_normal_d_3_80 ( 6 ) 1 3.89 68.315 0.68 0:47:00 1 0 0 100
exit_long_normal_d_3_42 ( 6 ) 1 3.68 64.268 0.64 1:36:00 1 0 0 100
exit_long_quick_u_3 ( 43 ) 1 3.74 62.765 0.63 0:02:00 1 0 0 100
exit_long_normal_u_3 ( 4 143 ) 1 3.64 60.666 0.61 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.67 57.154 0.57 0:12:00 2 0 0 100
exit_long_quick_d_3_65 ( 41 ) 1 3.14 53.619 0.54 0:17:00 1 0 0 100
exit_long_quick_d_3_3 ( 42 ) 1 3.04 52.793 0.53 0:25:00 1 0 0 100
exit_long_quick_d_2_87 ( 41 ) 1 2.78 47.466 0.47 0:25:00 1 0 0 100
exit_long_normal_u_2 ( 4 ) 1 2.71 45.973 0.46 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 43 ) 1 1.8 31.938 0.32 0:11:00 1 0 0 100
exit_long_normal_d_1_72 ( 3 ) 1 1.52 31.264 0.31 0:40:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.5 25.465 0.25 0:03:00 1 0 0 100
exit_long_quick_d_1_27 ( 41 ) 1 1.42 24.172 0.24 0:20:00 1 0 0 100
exit_long_tc_d_1_70 ( 142 ) 1 1.41 24.032 0.24 0:19:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.17 20.019 0.2 0:02:00 1 0 0 100
exit_long_quick_d_1_20 ( 41 ) 1 1.16 19.848 0.2 0:08:00 1 0 0 100
exit_long_normal_d_1_71 ( 3 ) 1 1.16 19.844 0.2 0:10:00 1 0 0 100
exit_long_normal_d_0_3 ( 6 ) 1 0.8 13.289 0.13 3:20:00 1 0 0 100
exit_profit_long_tc_t_0_1_m ( 142 ) 1 0.64 11.218 0.11 5:43:00 1 0 0 100
force_exit 1 -0.55 -30.081 -0.3 19 days, 8:35:00 0 0 1 0
TOTAL 22 2.11 788.067 7.88 22:45:00 21 0 1 95.5

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_5_88 ( 6 )') 1 4.31 84.039 0.84 21:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_80 ( 6 )') 1 3.89 68.315 0.68 0:47:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 1 3.68 64.268 0.64 1:36:00 1 0 0 100
('43 ', 'exit_long_quick_u_3 ( 43 )') 1 3.74 62.765 0.63 0:02:00 1 0 0 100
('4 143 ', 'exit_long_normal_u_3 ( 4 143 )') 1 3.64 60.666 0.61 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.67 57.154 0.57 0:12:00 2 0 0 100
('41 ', 'exit_long_quick_d_3_65 ( 41 )') 1 3.14 53.619 0.54 0:17:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_3 ( 42 )') 1 3.04 52.793 0.53 0:25:00 1 0 0 100
('41 ', 'exit_long_quick_d_2_87 ( 41 )') 1 2.78 47.466 0.47 0:25:00 1 0 0 100
('4 ', 'exit_long_normal_u_2 ( 4 )') 1 2.71 45.973 0.46 0:01:00 1 0 0 100
('2 3 43 ', 'exit_long_normal_u_1 ( 2 3 43 )') 1 1.8 31.938 0.32 0:11:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_72 ( 3 )') 1 1.52 31.264 0.31 0:40:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 1 1.5 25.465 0.25 0:03:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_27 ( 41 )') 1 1.42 24.172 0.24 0:20:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_70 ( 142 )') 1 1.41 24.032 0.24 0:19:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.17 20.019 0.2 0:02:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_20 ( 41 )') 1 1.16 19.848 0.2 0:08:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_71 ( 3 )') 1 1.16 19.844 0.2 0:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_3 ( 6 )') 1 0.8 13.289 0.13 3:20:00 1 0 0 100
('142 ', 'exit_profit_long_tc_t_0_1_m ( 142 )') 1 0.64 11.218 0.11 5:43:00 1 0 0 100
('120 ', 'force_exit') 1 -0.55 -30.081 -0.3 19 days, 8:35:00 0 0 1 0
TOTAL 22 2.11 788.067 7.88 22:45:00 21 0 1 95.5

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
02/01/2024 13.289 1 0 0
03/01/2024 519.784 13 0 0
04/01/2024 0 0 0 0
05/01/2024 0 0 0 0
06/01/2024 0 0 0 0
07/01/2024 0 0 0 0
08/01/2024 0 0 0 0
09/01/2024 56.542 2 0 0
10/01/2024 0 0 0 0
11/01/2024 11.218 1 0 0
12/01/2024 0 0 0 0
13/01/2024 0 0 0 0
14/01/2024 0 0 0 0
15/01/2024 0 0 0 0
16/01/2024 0 0 0 0
17/01/2024 0 0 0 0
18/01/2024 0 0 0 0
19/01/2024 0 0 0 0
20/01/2024 0 0 0 0
21/01/2024 52.793 1 0 0
22/01/2024 0 0 0 0
23/01/2024 132.583 2 0 0
24/01/2024 0 0 0 0
25/01/2024 0 0 0 0
26/01/2024 0 0 0 0
27/01/2024 31.938 1 0 0
28/01/2024 0 0 0 0
29/01/2024 0 0 0 0
30/01/2024 0 0 0 0
31/01/2024 0 0 0 0
01/02/2024 -30.081 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-02-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 22 / 0.71
Starting balance 10000 USDT
Final balance 10788.067 USDT
Absolute profit 788.067 USDT
Total profit % 7.88%
CAGR % 144.28%
Sortino -100.00
Sharpe 19.87
Calmar 1746.68
Profit factor 27.20
Expectancy (Ratio) 35.82 (1.19)
Avg. daily profit % 0.25%
Avg. stake amount 1686.959 USDT
Total trade volume 37113.09 USDT
Best Pair UMA/USDT 1.33%
Worst Pair GRT/USDT -0.30%
Best trade VELO/USDT 4.31%
Worst trade GRT/USDT -0.55%
Best day 519.784 USDT
Worst day -30.081 USDT
Days win/draw/lose 7 / 23 / 1
Avg. Duration Winners 1:43:00
Avg. Duration Loser 19 days, 8:35:00
Max Consecutive Wins / Loss 21 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10013.289 USDT
Max balance 10818.147 USDT
Max % of account underwater 0.28%
Absolute Drawdown (Account) 0.28%
Absolute Drawdown 30.081 USDT
Drawdown high 818.147 USDT
Drawdown low 788.067 USDT
Drawdown Start 2024-01-27 19:46:00
Drawdown End 2024-02-01 00:00:00
Market change -8.09%

Backtested 2024-01-01 00:00:00 -> 2024-02-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 22 2.11 788.067 7.88 22:45:00 21 0 1 95.5 30.081 USDT 0.28%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20240201-20240301

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 14:50:00 14:50:00 14:50:00 13:45:00 12:47:00
Market Change 41.32 % 41.32 % 41.32 % 41.32 % 41.32 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.78 % 1.78 % 1.78 % 1.84 % 2.07 %
Profit Sum 19.56 % 19.62 % 19.62 % 22.08 % 26.9 %
Profit Total 3.53 % 3.61 % 3.61 % 4.0 % 4.68 %
Trades 11 11 11 12 13
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
COTI/USDT 1 4.86 80.937 0.81 0:50:00 1 0 0 100
STX/USDT 1 2.74 46.139 0.46 0:09:00 1 0 0 100
UMA/USDT 1 2.27 45.276 0.45 4:05:00 1 0 0 100
FIL/USDT 1 1.39 41.469 0.41 6 days, 8:40:00 1 0 0 100
VET/USDT 2 1.15 38.642 0.39 0:28:00 2 0 0 100
PLU/USDT 1 2.04 34.325 0.34 0:34:00 1 0 0 100
DGB/USDT 1 1.58 26.112 0.26 0:40:00 1 0 0 100
WIN/USDT 1 1.11 18.846 0.19 0:16:00 1 0 0 100
CKB/USDT 1 1.03 16.987 0.17 0:08:00 1 0 0 100
UNI/USDT 1 0.24 3.979 0.04 2:46:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 11 1.78 352.711 3.53 14:50:00 11 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FIL/USDT 1 1.39 41.469 0.41 6 days, 8:40:00 1 0 0 100
TOTAL 1 1.39 41.469 0.41 6 days, 8:40:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 5 2.26 189.021 1.89 0:25:00 5 0 0 100
2 6 1 2.27 45.276 0.45 4:05:00 1 0 0 100
120 1 1.39 41.469 0.41 6 days, 8:40:00 1 0 0 100
2 1 2.04 34.325 0.34 0:34:00 1 0 0 100
142 2 0.76 25.163 0.25 1:24:00 2 0 0 100
143 1 1.03 17.457 0.17 0:56:00 1 0 0 100
TOTAL 11 1.78 352.711 3.53 14:50:00 11 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_w_4_9 ( 6 ) 1 4.86 80.937 0.81 0:50:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.74 46.139 0.46 0:09:00 1 0 0 100
exit_long_normal_w_2_12 ( 2 6 ) 1 2.27 45.276 0.45 4:05:00 1 0 0 100
force_exit 1 1.39 41.469 0.41 6 days, 8:40:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.07 35.833 0.36 0:12:00 2 0 0 100
exit_long_normal_d_2_70 ( 2 ) 1 2.04 34.325 0.34 0:34:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 1 1.58 26.112 0.26 0:40:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.28 21.185 0.21 0:01:00 1 0 0 100
exit_long_tc_d_1_97 ( 143 ) 1 1.03 17.457 0.17 0:56:00 1 0 0 100
exit_profit_long_tc_t_0_3_m ( 142 ) 1 0.24 3.979 0.04 2:46:00 1 0 0 100
TOTAL 11 1.78 352.711 3.53 14:50:00 11 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_w_4_9 ( 6 )') 1 4.86 80.937 0.81 0:50:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.74 46.139 0.46 0:09:00 1 0 0 100
('2 6 ', 'exit_long_normal_w_2_12 ( 2 6 )') 1 2.27 45.276 0.45 4:05:00 1 0 0 100
('120 ', 'force_exit') 1 1.39 41.469 0.41 6 days, 8:40:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.07 35.833 0.36 0:12:00 2 0 0 100
('2 ', 'exit_long_normal_d_2_70 ( 2 )') 1 2.04 34.325 0.34 0:34:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 1 1.58 26.112 0.26 0:40:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.28 21.185 0.21 0:01:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_97 ( 143 )') 1 1.03 17.457 0.17 0:56:00 1 0 0 100
('142 ', 'exit_profit_long_tc_t_0_3_m ( 142 )') 1 0.24 3.979 0.04 2:46:00 1 0 0 100
TOTAL 11 1.78 352.711 3.53 14:50:00 11 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/02/2024 16.987 1 0 0
02/02/2024 0 0 0 0
03/02/2024 0 0 0 0
04/02/2024 0 0 0 0
05/02/2024 0 0 0 0
06/02/2024 0 0 0 0
07/02/2024 0 0 0 0
08/02/2024 0 0 0 0
09/02/2024 0 0 0 0
10/02/2024 0 0 0 0
11/02/2024 0 0 0 0
12/02/2024 0 0 0 0
13/02/2024 0 0 0 0
14/02/2024 0 0 0 0
15/02/2024 0 0 0 0
16/02/2024 0 0 0 0
17/02/2024 0 0 0 0
18/02/2024 0 0 0 0
19/02/2024 0 0 0 0
20/02/2024 47.296 2 0 0
21/02/2024 0 0 0 0
22/02/2024 0 0 0 0
23/02/2024 3.979 1 0 0
24/02/2024 0 0 0 0
25/02/2024 80.937 1 0 0
26/02/2024 0 0 0 0
27/02/2024 34.325 1 0 0
28/02/2024 127.718 4 0 0
29/02/2024 0 0 0 0
01/03/2024 41.469 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2024-02-01 00:00:00
Backtesting to 2024-03-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 11 / 0.38
Starting balance 10000 USDT
Final balance 10352.711 USDT
Absolute profit 352.711 USDT
Total profit % 3.53%
CAGR % 54.69%
Sortino -100.00
Sharpe 11.60
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 32.06 (100.00)
Avg. daily profit % 0.12%
Avg. stake amount 1561.29 USDT
Total trade volume 17174.194 USDT
Best Pair COTI/USDT 0.81%
Worst Pair AAVE/USDT 0.00%
Best trade COTI/USDT 4.86%
Worst trade UNI/USDT 0.24%
Best day 127.718 USDT
Worst day 0 USDT
Days win/draw/lose 7 / 23 / 0
Avg. Duration Winners 14:50:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 11 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 41.32%

Backtested 2024-02-01 00:00:00 -> 2024-03-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 11 1.78 352.711 3.53 14:50:00 11 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20240301-20240401

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 2 days, 1:53:00 2 days, 1:53:00 2 days, 0:20:00 2 days, 0:52:00 2 days, 6:13:00
Market Change 24.76 % 24.76 % 24.76 % 24.76 % 24.76 %
Max Drawdown 4.3578 % 4.3578 % 4.3413 % 4.5686 % 5.343 %
Profit Mean 1.4 % 1.4 % 1.42 % 1.43 % 1.37 %
Profit Sum 43.39 % 43.39 % 45.43 % 45.88 % 43.9 %
Profit Total 4.65 % 4.65 % 5.06 % 4.97 % 4.2 %
Trades 31 31 32 32 32
Win Rate 93.55 % 93.55 % 93.75 % 93.75 % 93.75 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NWC/USDT 6 2.71 297.663 2.98 2:48:00 6 0 0 100
ALGO/USDT 1 1.43 83.100 0.83 12 days, 1:57:00 1 0 0 100
COTI/USDT 3 2.04 82.984 0.83 1:26:00 3 0 0 100
GRT/USDT 1 1.93 82.887 0.83 7 days, 4:26:00 1 0 0 100
UMA/USDT 1 4.34 73.780 0.74 0:40:00 1 0 0 100
TEL/USDT 1 2.46 44.108 0.44 1:20:00 1 0 0 100
YFI/USDT 1 1.28 31.068 0.31 2 days, 1:30:00 1 0 0 100
ALEPH/USDT 3 0.55 30.345 0.3 5:15:00 3 0 0 100
FIL/USDT 1 1.6 26.837 0.27 0:03:00 1 0 0 100
BTT/USDT 2 0.64 21.406 0.21 0:07:00 2 0 0 100
DOT/USDT 1 1.24 20.685 0.21 0:08:00 1 0 0 100
VELO/USDT 1 1.19 20.622 0.21 0:45:00 1 0 0 100
AAVE/USDT 1 1.11 18.515 0.19 0:09:00 1 0 0 100
DGB/USDT 1 1.06 17.607 0.18 0:08:00 1 0 0 100
COMP/USDT 1 0.71 16.673 0.17 15:54:00 1 0 0 100
ADA/USDT 1 0.45 8.623 0.09 3:50:00 1 0 0 100
WIN/USDT 1 0.2 3.426 0.03 0:58:00 1 0 0 100
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 3 0.79 -135.232 -1.35 9 days, 0:38:00 2 0 1 66.7
VIDT/USDT 1 -3.31 -280.448 -2.8 13 days, 11:40:00 0 0 1 0
TOTAL 31 1.4 464.648 4.65 2 days, 1:53:00 29 0 2 93.5

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 1 -1.04 -196.358 -1.96 26 days, 7:50:00 0 0 1 0
VIDT/USDT 1 -3.31 -280.448 -2.8 13 days, 11:40:00 0 0 1 0
TOTAL 2 -2.17 -476.806 -4.77 19 days, 21:45:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 2 1.68 165.987 1.66 9 days, 15:12:00 2 0 0 100
6 17 1.63 88.482 0.88 2 days, 14:25:00 15 0 2 88.2
3 4 0.68 47.952 0.48 3:58:00 4 0 0 100
6 42 1 2.4 40.891 0.41 0:04:00 1 0 0 100
142 2 0.78 27.137 0.27 2:00:00 2 0 0 100
141 1 1.6 26.837 0.27 0:03:00 1 0 0 100
41 1 1.42 23.027 0.23 1:17:00 1 0 0 100
42 1 1.25 21.426 0.21 0:35:00 1 0 0 100
43 1 1.17 19.485 0.19 0:13:00 1 0 0 100
5 1 0.2 3.426 0.03 0:58:00 1 0 0 100
TOTAL 31 1.4 464.648 4.65 2 days, 1:53:00 29 0 2 93.5

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 2 1.68 165.987 1.66 9 days, 15:12:00 2 0 0 100
exit_long_normal_d_8_47 ( 6 ) 1 6.98 141.714 1.42 14:20:00 1 0 0 100
exit_long_normal_w_4_11 ( 6 ) 1 4.34 73.780 0.74 0:40:00 1 0 0 100
exit_long_normal_w_2_8 ( 6 ) 1 2.79 46.475 0.46 1:00:00 1 0 0 100
exit_long_normal_d_2_26 ( 6 ) 1 2.46 44.108 0.44 1:20:00 1 0 0 100
exit_long_normal_u_2 ( 6 42 ) 1 2.4 40.891 0.41 0:04:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.3 39.037 0.39 0:05:00 2 0 0 100
exit_long_normal_d_2_70 ( 6 ) 1 2.11 35.948 0.36 0:29:00 1 0 0 100
exit_long_normal_d_2_97 ( 6 ) 1 2.11 34.931 0.35 0:35:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.1 34.657 0.35 0:03:00 1 0 0 100
exit_long_normal_w_1_1 ( 6 ) 1 1.28 31.068 0.31 2 days, 1:30:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.6 26.837 0.27 0:03:00 1 0 0 100
exit_long_normal_w_1_10 ( 6 ) 1 1.29 26.195 0.26 17:30:00 1 0 0 100
exit_long_quick_d_1_77 ( 41 ) 1 1.42 23.027 0.23 1:17:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.25 21.426 0.21 0:35:00 1 0 0 100
exit_long_normal_d_1_77 ( 6 ) 1 1.19 20.622 0.21 0:45:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.17 19.485 0.19 0:13:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.11 18.515 0.19 0:09:00 1 0 0 100
exit_long_normal_d_2_38 ( 6 ) 1 1.99 18.157 0.18 3:15:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.06 17.607 0.18 0:08:00 1 0 0 100
exit_long_normal_d_1_63 ( 6 ) 1 0.71 16.673 0.17 15:54:00 1 0 0 100
exit_long_normal_d_0_1 ( 3 ) 1 0.79 15.932 0.16 15:40:00 1 0 0 100
exit_long_normal_u_0 ( 3 ) 2 0.43 14.413 0.14 0:03:00 2 0 0 100
exit_long_tc_d_0_25 ( 142 ) 1 0.45 8.623 0.09 3:50:00 1 0 0 100
exit_long_normal_d_0_80 ( 5 ) 1 0.2 3.426 0.03 0:58:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.11 1.922 0.02 0:01:00 1 0 0 100
force_exit 2 -2.17 -476.806 -4.77 19 days, 21:45:00 0 0 2 0
TOTAL 31 1.4 464.648 4.65 2 days, 1:53:00 29 0 2 93.5

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 2 1.68 165.987 1.66 9 days, 15:12:00 2 0 0 100
('6 ', 'exit_long_normal_d_8_47 ( 6 )') 1 6.98 141.714 1.42 14:20:00 1 0 0 100
('6 ', 'exit_long_normal_w_4_11 ( 6 )') 1 4.34 73.780 0.74 0:40:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_8 ( 6 )') 1 2.79 46.475 0.46 1:00:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_26 ( 6 )') 1 2.46 44.108 0.44 1:20:00 1 0 0 100
('6 42 ', 'exit_long_normal_u_2 ( 6 42 )') 1 2.4 40.891 0.41 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.3 39.037 0.39 0:05:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_70 ( 6 )') 1 2.11 35.948 0.36 0:29:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_97 ( 6 )') 1 2.11 34.931 0.35 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.1 34.657 0.35 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_1 ( 6 )') 1 1.28 31.068 0.31 2 days, 1:30:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.6 26.837 0.27 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_10 ( 6 )') 1 1.29 26.195 0.26 17:30:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_77 ( 41 )') 1 1.42 23.027 0.23 1:17:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.25 21.426 0.21 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_77 ( 6 )') 1 1.19 20.622 0.21 0:45:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 1 1.17 19.485 0.19 0:13:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.11 18.515 0.19 0:09:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_38 ( 6 )') 1 1.99 18.157 0.18 3:15:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.06 17.607 0.18 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_63 ( 6 )') 1 0.71 16.673 0.17 15:54:00 1 0 0 100
('3 ', 'exit_long_normal_d_0_1 ( 3 )') 1 0.79 15.932 0.16 15:40:00 1 0 0 100
('3 ', 'exit_long_normal_u_0 ( 3 )') 2 0.43 14.413 0.14 0:03:00 2 0 0 100
('142 ', 'exit_long_tc_d_0_25 ( 142 )') 1 0.45 8.623 0.09 3:50:00 1 0 0 100
('5 ', 'exit_long_normal_d_0_80 ( 5 )') 1 0.2 3.426 0.03 0:58:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.11 1.922 0.02 0:01:00 1 0 0 100
('6 ', 'force_exit') 2 -2.17 -476.806 -4.77 19 days, 21:45:00 0 0 2 0
TOTAL 31 1.4 464.648 4.65 2 days, 1:53:00 29 0 2 93.5

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
04/03/2024 34.931 1 0 0
05/03/2024 94.237 6 0 0
06/03/2024 16.673 1 0 0
07/03/2024 54.095 2 0 0
08/03/2024 0 0 0 0
09/03/2024 0 0 0 0
10/03/2024 82.887 1 0 0
11/03/2024 0 0 0 0
12/03/2024 0 0 0 0
13/03/2024 34.657 1 0 0
14/03/2024 0 0 0 0
15/03/2024 132.039 6 0 0
16/03/2024 14.413 2 0 0
17/03/2024 15.932 1 0 0
18/03/2024 35.948 1 0 0
19/03/2024 158.779 3 0 0
20/03/2024 141.714 1 0 0
21/03/2024 0 0 0 0
22/03/2024 0 0 0 0
23/03/2024 0 0 0 0
24/03/2024 0 0 0 0
25/03/2024 83.1 1 0 0
26/03/2024 21.426 1 0 0
27/03/2024 0 0 0 0
28/03/2024 0 0 0 0
29/03/2024 0 0 0 0
30/03/2024 20.622 1 0 0
31/03/2024 0 0 0 0
01/04/2024 -476.806 0 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2024-03-01 00:00:00
Backtesting to 2024-04-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 31 / 1.0
Starting balance 10000 USDT
Final balance 10464.648 USDT
Absolute profit 464.648 USDT
Total profit % 4.65%
CAGR % 70.70%
Sortino 6.81
Sharpe 3.92
Calmar 65.71
Profit factor 1.97
Expectancy (Ratio) 14.99 (0.06)
Avg. daily profit % 0.15%
Avg. stake amount 1501.323 USDT
Total trade volume 46541.017 USDT
Best Pair NWC/USDT 2.98%
Worst Pair VIDT/USDT -2.80%
Best trade NWC/USDT 6.98%
Worst trade VIDT/USDT -3.31%
Best day 158.779 USDT
Worst day -476.806 USDT
Days win/draw/lose 15 / 13 / 1
Avg. Duration Winners 20:23:00
Avg. Duration Loser 19 days, 21:45:00
Max Consecutive Wins / Loss 29 / 2
Rejected Entry signals 18
Entry/Exit Timeouts 0 / 0
Min balance 10034.931 USDT
Max balance 10941.454 USDT
Max % of account underwater 4.36%
Absolute Drawdown (Account) 4.36%
Absolute Drawdown 476.806 USDT
Drawdown high 941.454 USDT
Drawdown low 464.648 USDT
Drawdown Start 2024-03-30 16:55:00
Drawdown End 2024-04-01 00:00:00
Market change 24.76%

Backtested 2024-03-01 00:00:00 -> 2024-04-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 31 1.40 464.648 4.65 2 days, 1:53:00 29 0 2 93.5 476.806 USDT 4.36%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20240401-20240501

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 8:20:00 8:20:00 8:20:00 8:22:00 15:12:00
Market Change -25.78 % -25.78 % -25.78 % -25.78 % -25.78 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.9904 %
Profit Mean 1.17 % 1.17 % 1.17 % 1.17 % 1.07 %
Profit Sum 42.07 % 42.07 % 42.07 % 42.17 % 38.47 %
Profit Total 7.85 % 7.85 % 7.85 % 7.85 % 6.01 %
Trades 36 36 36 36 36
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 97.22 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CKB/USDT 3 2.57 132.910 1.33 1:27:00 3 0 0 100
ALGO/USDT 2 1.04 90.804 0.91 5 days, 2:03:00 2 0 0 100
ARPA/USDT 3 1.23 64.332 0.64 2:48:00 3 0 0 100
VELO/USDT 2 1.61 57.665 0.58 1:36:00 2 0 0 100
ONE/USDT 3 0.92 46.547 0.47 0:05:00 3 0 0 100
ALEPH/USDT 2 1.21 40.490 0.4 0:32:00 2 0 0 100
UNI/USDT 2 1.05 38.689 0.39 0:22:00 2 0 0 100
VET/USDT 2 1.11 37.218 0.37 0:24:00 2 0 0 100
VRA/USDT 2 1.06 35.064 0.35 2:04:00 2 0 0 100
STX/USDT 2 0.85 28.522 0.29 0:01:00 2 0 0 100
NEO/USDT 1 1.53 26.536 0.27 0:55:00 1 0 0 100
UOS/USDT 1 1.56 26.521 0.27 0:01:00 1 0 0 100
DGB/USDT 1 1.43 25.179 0.25 0:51:00 1 0 0 100
BTT/USDT 1 1.47 24.862 0.25 0:02:00 1 0 0 100
ADA/USDT 2 0.64 22.581 0.23 5:10:00 2 0 0 100
LTC/USDT 1 1.23 20.309 0.2 0:04:00 1 0 0 100
ROSE/USDT 1 0.99 18.933 0.19 8:28:00 1 0 0 100
BCH/USDT 1 1.07 17.698 0.18 0:08:00 1 0 0 100
FIL/USDT 1 0.77 17.221 0.17 2:55:00 1 0 0 100
GRT/USDT 1 0.31 5.143 0.05 0:01:00 1 0 0 100
EOS/USDT 1 0.25 4.114 0.04 0:01:00 1 0 0 100
AAVE/USDT 1 0.18 3.174 0.03 9:15:00 1 0 0 100
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 36 1.17 784.511 7.85 8:20:00 36 0 0 100

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%
6 9 1.2 189.156 1.89 1:29:00 9 0 0 100
42 4 1.76 120.131 1.2 2:00:00 4 0 0 100
2 3 1.78 91.593 0.92 3:02:00 3 0 0 100
120 1 1.7 84.326 0.84 10 days, 4:05:00 1 0 0 100
3 3 1.58 81.321 0.81 0:24:00 3 0 0 100
142 5 0.54 45.036 0.45 0:02:00 5 0 0 100
4 1 1.47 24.862 0.25 0:02:00 1 0 0 100
143 1 1.09 21.663 0.22 0:41:00 1 0 0 100
2 3 4 1 1.22 21.311 0.21 0:01:00 1 0 0 100
141 2 0.59 20.430 0.2 1:16:00 2 0 0 100
6 142 1 1.13 19.670 0.2 8:33:00 1 0 0 100
41 1 1.1 18.614 0.19 0:03:00 1 0 0 100
4 141 143 1 0.77 17.221 0.17 2:55:00 1 0 0 100
141 142 1 1.01 17.026 0.17 0:02:00 1 0 0 100
6 43 1 0.53 8.976 0.09 0:07:00 1 0 0 100
6 141 142 1 0.18 3.174 0.03 9:15:00 1 0 0 100
TOTAL 36 1.17 784.511 7.85 8:20:00 36 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 5 1.2 100.866 1.01 0:04:00 5 0 0 100
exit_long_grind_g ( 120 ) 1 1.7 84.326 0.84 10 days, 4:05:00 1 0 0 100
exit_long_quick_w_3_11 ( 42 ) 1 3.12 54.048 0.54 2:35:00 1 0 0 100
exit_long_normal_d_3_77 ( 2 ) 1 3.15 54.023 0.54 0:40:00 1 0 0 100
exit_long_normal_d_2_71 ( 3 ) 1 2.35 40.023 0.4 0:25:00 1 0 0 100
exit_long_tc_u_0 ( 142 ) 4 0.41 27.338 0.27 0:01:00 4 0 0 100
exit_long_normal_d_1_10 ( 6 ) 1 1.53 26.536 0.27 0:55:00 1 0 0 100
exit_long_normal_d_1_27 ( 6 ) 1 1.43 25.179 0.25 0:51:00 1 0 0 100
exit_long_normal_u_1 ( 4 ) 1 1.47 24.862 0.25 0:02:00 1 0 0 100
exit_long_quick_d_1_81 ( 42 ) 1 1.44 24.840 0.25 1:05:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.39 24.407 0.24 0:02:00 1 0 0 100
exit_long_quick_d_1_87 ( 42 ) 1 1.41 23.599 0.24 0:20:00 1 0 0 100
exit_long_tc_d_1_20 ( 143 ) 1 1.09 21.663 0.22 0:41:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 4 ) 1 1.22 21.311 0.21 0:01:00 1 0 0 100
exit_long_normal_d_1_52 ( 6 142 ) 1 1.13 19.670 0.2 8:33:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.12 18.958 0.19 0:05:00 1 0 0 100
exit_long_normal_d_1_44 ( 6 ) 1 0.99 18.933 0.19 8:28:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.1 18.614 0.19 0:03:00 1 0 0 100
exit_long_normal_d_1_84 ( 2 ) 1 1.07 18.613 0.19 8:22:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.07 17.698 0.18 0:08:00 1 0 0 100
exit_long_quick_w_1_11 ( 42 ) 1 1.07 17.645 0.18 4:00:00 1 0 0 100
exit_long_normal_d_1_95 ( 6 ) 1 0.86 17.642 0.18 2:48:00 1 0 0 100
exit_long_tc_d_1_20 ( 141 ) 1 1.04 17.519 0.18 0:45:00 1 0 0 100
exit_long_normal_w_1_11 ( 4 141 143 ) 1 0.77 17.221 0.17 2:55:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.01 17.026 0.17 0:02:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 3 ) 1 1.01 16.891 0.17 0:45:00 1 0 0 100
exit_long_normal_u_0 ( 6 43 ) 1 0.53 8.976 0.09 0:07:00 1 0 0 100
exit_long_normal_d_0_50 ( 6 141 142 ) 1 0.18 3.174 0.03 9:15:00 1 0 0 100
exit_long_tc_d_0_38 ( 141 ) 1 0.15 2.911 0.03 1:47:00 1 0 0 100
TOTAL 36 1.17 784.511 7.85 8:20:00 36 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 5 1.2 100.866 1.01 0:04:00 5 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.7 84.326 0.84 10 days, 4:05:00 1 0 0 100
('42 ', 'exit_long_quick_w_3_11 ( 42 )') 1 3.12 54.048 0.54 2:35:00 1 0 0 100
('2 ', 'exit_long_normal_d_3_77 ( 2 )') 1 3.15 54.023 0.54 0:40:00 1 0 0 100
('3 ', 'exit_long_normal_d_2_71 ( 3 )') 1 2.35 40.023 0.4 0:25:00 1 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 4 0.41 27.338 0.27 0:01:00 4 0 0 100
('6 ', 'exit_long_normal_d_1_10 ( 6 )') 1 1.53 26.536 0.27 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_27 ( 6 )') 1 1.43 25.179 0.25 0:51:00 1 0 0 100
('4 ', 'exit_long_normal_u_1 ( 4 )') 1 1.47 24.862 0.25 0:02:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_81 ( 42 )') 1 1.44 24.840 0.25 1:05:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.39 24.407 0.24 0:02:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_87 ( 42 )') 1 1.41 23.599 0.24 0:20:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 1 1.09 21.663 0.22 0:41:00 1 0 0 100
('2 3 4 ', 'exit_long_normal_u_1 ( 2 3 4 )') 1 1.22 21.311 0.21 0:01:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_1_52 ( 6 142 )') 1 1.13 19.670 0.2 8:33:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.12 18.958 0.19 0:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_44 ( 6 )') 1 0.99 18.933 0.19 8:28:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.1 18.614 0.19 0:03:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_84 ( 2 )') 1 1.07 18.613 0.19 8:22:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.07 17.698 0.18 0:08:00 1 0 0 100
('42 ', 'exit_long_quick_w_1_11 ( 42 )') 1 1.07 17.645 0.18 4:00:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_95 ( 6 )') 1 0.86 17.642 0.18 2:48:00 1 0 0 100
('141 ', 'exit_long_tc_d_1_20 ( 141 )') 1 1.04 17.519 0.18 0:45:00 1 0 0 100
('4 141 143 ', 'exit_long_normal_w_1_11 ( 4 141 143 )') 1 0.77 17.221 0.17 2:55:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.01 17.026 0.17 0:02:00 1 0 0 100
('3 ', 'exit_profit_long_normal_t_1_1_m ( 3 )') 1 1.01 16.891 0.17 0:45:00 1 0 0 100
('6 43 ', 'exit_long_normal_u_0 ( 6 43 )') 1 0.53 8.976 0.09 0:07:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_d_0_50 ( 6 141 142 )') 1 0.18 3.174 0.03 9:15:00 1 0 0 100
('141 ', 'exit_long_tc_d_0_38 ( 141 )') 1 0.15 2.911 0.03 1:47:00 1 0 0 100
TOTAL 36 1.17 784.511 7.85 8:20:00 36 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/04/2024 17.645 1 0 0
02/04/2024 82.764 7 0 0
03/04/2024 0 0 0 0
04/04/2024 0 0 0 0
05/04/2024 0 0 0 0
06/04/2024 0 0 0 0
07/04/2024 0 0 0 0
08/04/2024 0 0 0 0
09/04/2024 40.49 2 0 0
10/04/2024 36.617 2 0 0
11/04/2024 17.026 1 0 0
12/04/2024 276.13 12 0 0
13/04/2024 119.537 4 0 0
14/04/2024 84.798 5 0 0
15/04/2024 0 0 0 0
16/04/2024 25.179 1 0 0
17/04/2024 0 0 0 0
18/04/2024 0 0 0 0
19/04/2024 0 0 0 0
20/04/2024 84.326 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2024-04-01 00:00:00
Backtesting to 2024-05-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 36 / 1.2
Starting balance 10000 USDT
Final balance 10784.511 USDT
Absolute profit 784.511 USDT
Total profit % 7.85%
CAGR % 150.65%
Sortino -100.00
Sharpe 32.65
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 21.79 (100.00)
Avg. daily profit % 0.26%
Avg. stake amount 1685.942 USDT
Total trade volume 60693.898 USDT
Best Pair CKB/USDT 1.33%
Worst Pair ATOM/USDT 0.00%
Best trade CKB/USDT 3.15%
Worst trade ADA/USDT 0.15%
Best day 276.13 USDT
Worst day 0 USDT
Days win/draw/lose 10 / 10 / 0
Avg. Duration Winners 8:20:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 36 / 0
Rejected Entry signals 137
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -25.78%

Backtested 2024-04-01 00:00:00 -> 2024-05-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 36 1.17 784.511 7.85 8:20:00 36 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20240501-20240601

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 4 days, 3:08:00 4 days, 3:08:00 4 days, 3:08:00 4 days, 4:05:00 6 days, 8:21:00
Market Change -0.54 % -0.54 % -0.54 % -0.54 % -0.54 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.81 % 1.81 % 1.81 % 1.83 % 1.79 %
Profit Sum 9.03 % 9.03 % 9.03 % 9.17 % 8.95 %
Profit Total 2.07 % 2.07 % 2.07 % 2.08 % 1.58 %
Trades 5 5 5 5 5
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALGO/USDT 1 1.75 82.516 0.83 19 days, 16:50:00 1 0 0 100
VELO/USDT 2 2.45 81.345 0.81 0:30:00 2 0 0 100
STX/USDT 1 1.26 24.851 0.25 21:06:00 1 0 0 100
ALEPH/USDT 1 1.11 18.482 0.18 0:45:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 5 1.81 207.194 2.07 4 days, 3:08:00 5 0 0 100

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%
6 3 2.01 99.827 1.0 0:35:00 3 0 0 100
120 1 1.75 82.516 0.83 19 days, 16:50:00 1 0 0 100
142 1 1.26 24.851 0.25 21:06:00 1 0 0 100
TOTAL 5 1.81 207.194 2.07 4 days, 3:08:00 5 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 1.75 82.516 0.83 19 days, 16:50:00 1 0 0 100
exit_long_normal_d_3_96 ( 6 ) 1 3.66 60.409 0.6 0:57:00 1 0 0 100
exit_long_tc_w_1_2 ( 142 ) 1 1.26 24.851 0.25 21:06:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.25 20.936 0.21 0:03:00 1 0 0 100
exit_long_normal_d_1_60 ( 6 ) 1 1.11 18.482 0.18 0:45:00 1 0 0 100
TOTAL 5 1.81 207.194 2.07 4 days, 3:08:00 5 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 1.75 82.516 0.83 19 days, 16:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_96 ( 6 )') 1 3.66 60.409 0.6 0:57:00 1 0 0 100
('142 ', 'exit_long_tc_w_1_2 ( 142 )') 1 1.26 24.851 0.25 21:06:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.25 20.936 0.21 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_60 ( 6 )') 1 1.11 18.482 0.18 0:45:00 1 0 0 100
TOTAL 5 1.81 207.194 2.07 4 days, 3:08:00 5 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/05/2024 60.409 1 0 0
02/05/2024 0 0 0 0
03/05/2024 0 0 0 0
04/05/2024 0 0 0 0
05/05/2024 0 0 0 0
06/05/2024 18.482 1 0 0
07/05/2024 0 0 0 0
08/05/2024 0 0 0 0
09/05/2024 0 0 0 0
10/05/2024 0 0 0 0
11/05/2024 0 0 0 0
12/05/2024 0 0 0 0
13/05/2024 0 0 0 0
14/05/2024 20.936 1 0 0
15/05/2024 0 0 0 0
16/05/2024 0 0 0 0
17/05/2024 24.851 1 0 0
18/05/2024 0 0 0 0
19/05/2024 0 0 0 0
20/05/2024 0 0 0 0
21/05/2024 82.516 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2024-05-01 00:00:00
Backtesting to 2024-06-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 5 / 0.16
Starting balance 10000 USDT
Final balance 10207.194 USDT
Absolute profit 207.194 USDT
Total profit % 2.07%
CAGR % 27.31%
Sortino -100.00
Sharpe 4.99
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 41.44 (100.00)
Avg. daily profit % 0.07%
Avg. stake amount 1480.759 USDT
Total trade volume 7403.795 USDT
Best Pair VELO/USDT 0.81%
Worst Pair AAVE/USDT 0.00%
Best trade VELO/USDT 3.66%
Worst trade ALEPH/USDT 1.11%
Best day 82.516 USDT
Worst day 0 USDT
Days win/draw/lose 5 / 16 / 0
Avg. Duration Winners 4 days, 3:08:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 5 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -0.54%

Backtested 2024-05-01 00:00:00 -> 2024-06-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 5 1.81 207.194 2.07 4 days, 3:08:00 5 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20240601-20240701

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 17:44:00 17:44:00 17:44:00 17:22:00 17:22:00
Market Change -20.72 % -20.72 % -20.72 % -20.72 % -20.72 %
Max Drawdown 0.0392 % 0.0392 % 0.0392 % 0.021 % 0.0 %
Profit Mean 1.34 % 1.34 % 1.34 % 1.41 % 1.52 %
Profit Sum 37.52 % 37.52 % 37.52 % 40.96 % 44.05 %
Profit Total 6.32 % 6.32 % 6.32 % 6.96 % 7.7 %
Trades 28 28 28 29 29
Win Rate 96.43 % 96.43 % 96.43 % 96.55 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETC/USDT 2 2.11 70.036 0.7 0:33:00 2 0 0 100
UNI/USDT 2 2.06 69.126 0.69 0:02:00 2 0 0 100
VRA/USDT 3 1.32 66.841 0.67 0:03:00 3 0 0 100
VELO/USDT 4 0.93 64.554 0.65 0:16:00 4 0 0 100
STX/USDT 2 1.54 51.554 0.52 0:01:00 2 0 0 100
FIL/USDT 1 2.93 50.476 0.5 0:02:00 1 0 0 100
ALGO/USDT 2 1.44 49.739 0.5 0:14:00 2 0 0 100
ONT/USDT 2 1.32 45.289 0.45 0:08:00 2 0 0 100
CKB/USDT 2 1.25 38.883 0.39 0:42:00 2 0 0 100
EOS/USDT 2 0.99 35.951 0.36 1 day, 2:59:00 2 0 0 100
ATOM/USDT 2 0.79 26.424 0.26 0:12:00 2 0 0 100
AAVE/USDT 1 1.54 25.806 0.26 1:05:00 1 0 0 100
LTC/USDT 1 1.46 24.177 0.24 0:02:00 1 0 0 100
ADA/USDT 1 1.01 17.587 0.18 0:27:00 1 0 0 100
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 1 -0.06 -4.169 -0.04 18 days, 4:05:00 0 0 1 0
TOTAL 28 1.34 632.274 6.32 17:44:00 27 0 1 96.4

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 -0.06 -4.169 -0.04 18 days, 4:05:00 0 0 1 0
TOTAL 1 -0.06 -4.169 -0.04 18 days, 4:05:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
143 5 1.12 95.423 0.95 0:53:00 5 0 0 100
142 4 1.1 77.547 0.78 13:16:00 4 0 0 100
4 2 2.16 74.636 0.75 0:02:00 2 0 0 100
1 3 1.12 56.868 0.57 0:02:00 3 0 0 100
6 2 1.6 54.168 0.54 0:04:00 2 0 0 100
141 1 3.18 52.573 0.53 0:01:00 1 0 0 100
3 6 142 1 2.91 48.600 0.49 0:02:00 1 0 0 100
3 2 1.25 38.883 0.39 0:42:00 2 0 0 100
4 141 1 1.64 27.362 0.27 0:01:00 1 0 0 100
3 141 1 1.44 24.193 0.24 0:01:00 1 0 0 100
41 1 1.25 21.129 0.21 0:15:00 1 0 0 100
3 142 143 1 1.22 20.526 0.21 0:01:00 1 0 0 100
3 41 1 1.11 19.265 0.19 0:28:00 1 0 0 100
42 1 1.08 18.950 0.19 0:33:00 1 0 0 100
1 4 1 0.36 6.321 0.06 0:01:00 1 0 0 100
120 1 -0.06 -4.169 -0.04 18 days, 4:05:00 0 0 1 0
TOTAL 28 1.34 632.274 6.32 17:44:00 27 0 1 96.4

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 2 1.6 54.168 0.54 0:04:00 2 0 0 100
exit_long_tc_u_3 ( 141 ) 1 3.18 52.573 0.53 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 2 1.51 51.216 0.51 0:02:00 2 0 0 100
exit_long_normal_u_2 ( 4 ) 1 2.93 50.476 0.5 0:02:00 1 0 0 100
exit_long_normal_u_2 ( 3 6 142 ) 1 2.91 48.600 0.49 0:02:00 1 0 0 100
exit_long_tc_w_1_3 ( 143 ) 2 1.29 43.269 0.43 1:05:00 2 0 0 100
exit_long_tc_d_1_20 ( 143 ) 2 1.05 36.377 0.36 0:27:00 2 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.8 30.949 0.31 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 4 141 ) 1 1.64 27.362 0.27 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 3 141 ) 1 1.44 24.193 0.24 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 4 ) 1 1.4 24.160 0.24 0:02:00 1 0 0 100
exit_long_quick_d_1_60 ( 41 ) 1 1.25 21.129 0.21 0:15:00 1 0 0 100
exit_long_normal_u_1 ( 3 142 143 ) 1 1.22 20.526 0.21 0:01:00 1 0 0 100
exit_long_tc_d_1_63 ( 142 ) 1 1.03 20.174 0.2 2 days, 4:38:00 1 0 0 100
exit_long_normal_d_1_20 ( 3 ) 1 1.35 19.488 0.19 0:20:00 1 0 0 100
exit_long_normal_d_1_53 ( 3 ) 1 1.15 19.395 0.19 1:05:00 1 0 0 100
exit_long_normal_d_1_20 ( 3 41 ) 1 1.11 19.265 0.19 0:28:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.08 18.950 0.19 0:33:00 1 0 0 100
exit_long_tc_d_1_70 ( 142 ) 1 1.07 18.060 0.18 0:24:00 1 0 0 100
exit_long_tc_d_0_37 ( 143 ) 1 0.94 15.777 0.16 1:20:00 1 0 0 100
exit_long_tc_u_0 ( 142 ) 1 0.51 8.364 0.08 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 1 4 ) 1 0.36 6.321 0.06 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 1 ) 1 0.34 5.652 0.06 0:01:00 1 0 0 100
force_exit 1 -0.06 -4.169 -0.04 18 days, 4:05:00 0 0 1 0
TOTAL 28 1.34 632.274 6.32 17:44:00 27 0 1 96.4

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.6 54.168 0.54 0:04:00 2 0 0 100
('141 ', 'exit_long_tc_u_3 ( 141 )') 1 3.18 52.573 0.53 0:01:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 2 1.51 51.216 0.51 0:02:00 2 0 0 100
('4 ', 'exit_long_normal_u_2 ( 4 )') 1 2.93 50.476 0.5 0:02:00 1 0 0 100
('3 6 142 ', 'exit_long_normal_u_2 ( 3 6 142 )') 1 2.91 48.600 0.49 0:02:00 1 0 0 100
('143 ', 'exit_long_tc_w_1_3 ( 143 )') 2 1.29 43.269 0.43 1:05:00 2 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 2 1.05 36.377 0.36 0:27:00 2 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.8 30.949 0.31 0:02:00 1 0 0 100
('4 141 ', 'exit_long_normal_u_1 ( 4 141 )') 1 1.64 27.362 0.27 0:01:00 1 0 0 100
('3 141 ', 'exit_long_normal_u_1 ( 3 141 )') 1 1.44 24.193 0.24 0:01:00 1 0 0 100
('4 ', 'exit_long_normal_u_1 ( 4 )') 1 1.4 24.160 0.24 0:02:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_60 ( 41 )') 1 1.25 21.129 0.21 0:15:00 1 0 0 100
('3 142 143 ', 'exit_long_normal_u_1 ( 3 142 143 )') 1 1.22 20.526 0.21 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_63 ( 142 )') 1 1.03 20.174 0.2 2 days, 4:38:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_20 ( 3 )') 1 1.35 19.488 0.19 0:20:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_53 ( 3 )') 1 1.15 19.395 0.19 1:05:00 1 0 0 100
('3 41 ', 'exit_long_normal_d_1_20 ( 3 41 )') 1 1.11 19.265 0.19 0:28:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.08 18.950 0.19 0:33:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_70 ( 142 )') 1 1.07 18.060 0.18 0:24:00 1 0 0 100
('143 ', 'exit_long_tc_d_0_37 ( 143 )') 1 0.94 15.777 0.16 1:20:00 1 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 1 0.51 8.364 0.08 0:01:00 1 0 0 100
('1 4 ', 'exit_long_normal_u_0 ( 1 4 )') 1 0.36 6.321 0.06 0:01:00 1 0 0 100
('1 ', 'exit_long_normal_u_0 ( 1 )') 1 0.34 5.652 0.06 0:01:00 1 0 0 100
('120 ', 'force_exit') 1 -0.06 -4.169 -0.04 18 days, 4:05:00 0 0 1 0
TOTAL 28 1.34 632.274 6.32 17:44:00 27 0 1 96.4

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
07/06/2024 360.275 15 0 0
08/06/2024 0 0 0 0
09/06/2024 0 0 0 0
10/06/2024 0 0 0 0
11/06/2024 0 0 0 0
12/06/2024 0 0 0 0
13/06/2024 0 0 0 0
14/06/2024 29.991 1 0 0
15/06/2024 0 0 0 0
16/06/2024 0 0 0 0
17/06/2024 0 0 0 0
18/06/2024 226.003 10 0 0
19/06/2024 0 0 0 0
20/06/2024 20.174 1 0 0
21/06/2024 0 0 0 0
22/06/2024 0 0 0 0
23/06/2024 0 0 0 0
24/06/2024 0 0 0 0
25/06/2024 0 0 0 0
26/06/2024 0 0 0 0
27/06/2024 0 0 0 0
28/06/2024 0 0 0 0
29/06/2024 0 0 0 0
30/06/2024 0 0 0 0
01/07/2024 -4.169 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2024-06-01 00:00:00
Backtesting to 2024-07-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 28 / 0.93
Starting balance 10000 USDT
Final balance 10632.274 USDT
Absolute profit 632.274 USDT
Total profit % 6.32%
CAGR % 110.84%
Sortino -100.00
Sharpe 32.65
Calmar 10272.70
Profit factor 152.66
Expectancy (Ratio) 22.58 (5.42)
Avg. daily profit % 0.21%
Avg. stake amount 1707.748 USDT
Total trade volume 47816.946 USDT
Best Pair ETC/USDT 0.70%
Worst Pair GRT/USDT -0.04%
Best trade ETC/USDT 3.18%
Worst trade GRT/USDT -0.06%
Best day 360.275 USDT
Worst day -4.169 USDT
Days win/draw/lose 4 / 20 / 1
Avg. Duration Winners 2:15:00
Avg. Duration Loser 18 days, 4:05:00
Max Consecutive Wins / Loss 27 / 1
Rejected Entry signals 6
Entry/Exit Timeouts 0 / 0
Min balance 10008.364 USDT
Max balance 10636.443 USDT
Max % of account underwater 0.04%
Absolute Drawdown (Account) 0.04%
Absolute Drawdown 4.169 USDT
Drawdown high 636.443 USDT
Drawdown low 632.274 USDT
Drawdown Start 2024-06-20 06:03:00
Drawdown End 2024-07-01 00:00:00
Market change -20.72%

Backtested 2024-06-01 00:00:00 -> 2024-07-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 28 1.34 632.274 6.32 17:44:00 27 0 1 96.4 4.169 USDT 0.04%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20240701-20240801

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 3:00:00 3:00:00 3:00:00 3:00:00 3:00:00
Market Change -6.39 % -6.39 % -6.39 % -6.39 % -6.39 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.59 % 1.59 % 1.59 % 1.59 % 1.59 %
Profit Sum 12.68 % 12.68 % 12.68 % 12.68 % 12.68 %
Profit Total 2.18 % 2.18 % 2.18 % 2.18 % 2.18 %
Trades 8 8 8 8 8
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 2 3.07 101.937 1.02 3:05:00 2 0 0 100
AAVE/USDT 2 1.3 43.080 0.43 0:05:00 2 0 0 100
AVA/USDT 2 0.82 27.268 0.27 0:48:00 2 0 0 100
PRE/USDT 1 1.02 23.921 0.24 15:45:00 1 0 0 100
BCH/USDT 1 1.28 21.421 0.21 0:14:00 1 0 0 100
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 8 1.59 217.628 2.18 3:00:00 8 0 0 100

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%
6 6 1.73 172.286 1.72 1:20:00 6 0 0 100
4 1 1.02 23.921 0.24 15:45:00 1 0 0 100
6 141 142 1 1.28 21.421 0.21 0:14:00 1 0 0 100
TOTAL 8 1.59 217.628 2.18 3:00:00 8 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_4_25 ( 6 ) 1 4.9 81.153 0.81 2:45:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.3 43.080 0.43 0:05:00 2 0 0 100
exit_long_normal_d_1_78 ( 6 ) 2 1.15 38.503 0.39 2:30:00 2 0 0 100
exit_long_normal_d_1_35 ( 4 ) 1 1.02 23.921 0.24 15:45:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 1 1.28 21.421 0.21 0:14:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.58 9.549 0.1 0:02:00 1 0 0 100
TOTAL 8 1.59 217.628 2.18 3:00:00 8 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_4_25 ( 6 )') 1 4.9 81.153 0.81 2:45:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.3 43.080 0.43 0:05:00 2 0 0 100
('6 ', 'exit_long_normal_d_1_78 ( 6 )') 2 1.15 38.503 0.39 2:30:00 2 0 0 100
('4 ', 'exit_long_normal_d_1_35 ( 4 )') 1 1.02 23.921 0.24 15:45:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 1 1.28 21.421 0.21 0:14:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.58 9.549 0.1 0:02:00 1 0 0 100
TOTAL 8 1.59 217.628 2.18 3:00:00 8 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
05/07/2024 196.844 7 0 0
06/07/2024 0 0 0 0
07/07/2024 0 0 0 0
08/07/2024 0 0 0 0
09/07/2024 0 0 0 0
10/07/2024 0 0 0 0
11/07/2024 0 0 0 0
12/07/2024 0 0 0 0
13/07/2024 0 0 0 0
14/07/2024 0 0 0 0
15/07/2024 0 0 0 0
16/07/2024 0 0 0 0
17/07/2024 0 0 0 0
18/07/2024 0 0 0 0
19/07/2024 0 0 0 0
20/07/2024 0 0 0 0
21/07/2024 0 0 0 0
22/07/2024 0 0 0 0
23/07/2024 0 0 0 0
24/07/2024 0 0 0 0
25/07/2024 20.784 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2024-07-01 00:00:00
Backtesting to 2024-08-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 8 / 0.26
Starting balance 10000 USDT
Final balance 10217.628 USDT
Absolute profit 217.628 USDT
Total profit % 2.18%
CAGR % 28.85%
Sortino -100.00
Sharpe 6.44
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 27.20 (100.00)
Avg. daily profit % 0.07%
Avg. stake amount 1657.903 USDT
Total trade volume 13263.226 USDT
Best Pair VRA/USDT 1.02%
Worst Pair ADA/USDT 0.00%
Best trade VRA/USDT 4.90%
Worst trade AVA/USDT 0.58%
Best day 196.844 USDT
Worst day 0 USDT
Days win/draw/lose 2 / 19 / 0
Avg. Duration Winners 3:00:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 8 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -6.39%

Backtested 2024-07-01 00:00:00 -> 2024-08-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 8 1.59 217.628 2.18 3:00:00 8 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Kucoin - 20240801-20240901

Current Previous v15.1.240 v15.1.234 v15.1.223
Average Duration 2 days, 18:08:00 2 days, 18:08:00 2 days, 18:08:00 2 days, 18:08:00 2 days, 18:08:00
Market Change -14.37 % -14.37 % -14.37 % -14.37 % -14.37 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.3982 %
Profit Mean 1.59 % 1.59 % 1.59 % 1.58 % 1.43 %
Profit Sum 17.51 % 17.51 % 17.51 % 17.41 % 15.68 %
Profit Total 3.2 % 3.2 % 3.2 % 3.11 % 2.56 %
Trades 11 11 11 11 11
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 90.91 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BCH/USDT 1 4.09 67.340 0.67 0:40:00 1 0 0 100
FIL/USDT 1 3.25 53.528 0.54 0:24:00 1 0 0 100
AAVE/USDT 1 1.68 41.035 0.41 14:30:00 1 0 0 100
BTT/USDT 1 2.45 40.225 0.4 1:05:00 1 0 0 100
LTC/USDT 1 1.7 27.840 0.28 0:03:00 1 0 0 100
GRT/USDT 1 0.3 22.267 0.22 29 days, 9:05:00 1 0 0 100
EWT/USDT 2 0.61 20.946 0.21 2:46:00 2 0 0 100
ONE/USDT 1 1.26 20.682 0.21 0:09:00 1 0 0 100
ALGO/USDT 1 1.16 18.978 0.19 0:03:00 1 0 0 100
ETH/USDT 1 0.41 6.728 0.07 0:01:00 1 0 0 100
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 11 1.59 319.569 3.2 2 days, 18:08:00 11 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 0.3 22.267 0.22 29 days, 9:05:00 1 0 0 100
TOTAL 1 0.3 22.267 0.22 29 days, 9:05:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 6 1.3 128.670 1.29 1:09:00 6 0 0 100
142 2 3.67 120.868 1.21 0:32:00 2 0 0 100
143 1 1.68 41.035 0.41 14:30:00 1 0 0 100
120 1 0.3 22.267 0.22 29 days, 9:05:00 1 0 0 100
141 1 0.41 6.728 0.07 0:01:00 1 0 0 100
TOTAL 11 1.59 319.569 3.2 2 days, 18:08:00 11 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 3 1.37 67.500 0.67 0:05:00 3 0 0 100
exit_long_tc_d_4_78 ( 142 ) 1 4.09 67.340 0.67 0:40:00 1 0 0 100
exit_long_tc_d_3_65 ( 142 ) 1 3.25 53.528 0.54 0:24:00 1 0 0 100
exit_long_tc_d_2_2 ( 143 ) 1 1.68 41.035 0.41 14:30:00 1 0 0 100
exit_long_normal_w_2_11 ( 6 ) 1 2.45 40.225 0.4 1:05:00 1 0 0 100
force_exit 1 0.3 22.267 0.22 29 days, 9:05:00 1 0 0 100
exit_long_normal_d_1_78 ( 6 ) 1 1.06 18.040 0.18 4:06:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 1 0.41 6.728 0.07 0:01:00 1 0 0 100
exit_long_normal_d_0_79 ( 6 ) 1 0.16 2.905 0.03 1:27:00 1 0 0 100
TOTAL 11 1.59 319.569 3.2 2 days, 18:08:00 11 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.37 67.500 0.67 0:05:00 3 0 0 100
('142 ', 'exit_long_tc_d_4_78 ( 142 )') 1 4.09 67.340 0.67 0:40:00 1 0 0 100
('142 ', 'exit_long_tc_d_3_65 ( 142 )') 1 3.25 53.528 0.54 0:24:00 1 0 0 100
('143 ', 'exit_long_tc_d_2_2 ( 143 )') 1 1.68 41.035 0.41 14:30:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_11 ( 6 )') 1 2.45 40.225 0.4 1:05:00 1 0 0 100
('120 ', 'force_exit') 1 0.3 22.267 0.22 29 days, 9:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_78 ( 6 )') 1 1.06 18.040 0.18 4:06:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 1 0.41 6.728 0.07 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_79 ( 6 )') 1 0.16 2.905 0.03 1:27:00 1 0 0 100
TOTAL 11 1.59 319.569 3.2 2 days, 18:08:00 11 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
04/08/2024 6.728 1 0 0
05/08/2024 272.534 8 0 0
06/08/2024 0 0 0 0
07/08/2024 0 0 0 0
08/08/2024 0 0 0 0
09/08/2024 0 0 0 0
10/08/2024 0 0 0 0
11/08/2024 0 0 0 0
12/08/2024 0 0 0 0
13/08/2024 0 0 0 0
14/08/2024 0 0 0 0
15/08/2024 0 0 0 0
16/08/2024 0 0 0 0
17/08/2024 0 0 0 0
18/08/2024 0 0 0 0
19/08/2024 0 0 0 0
20/08/2024 0 0 0 0
21/08/2024 0 0 0 0
22/08/2024 0 0 0 0
23/08/2024 0 0 0 0
24/08/2024 0 0 0 0
25/08/2024 0 0 0 0
26/08/2024 0 0 0 0
27/08/2024 0 0 0 0
28/08/2024 18.04 1 0 0
29/08/2024 0 0 0 0
30/08/2024 0 0 0 0
31/08/2024 0 0 0 0
01/09/2024 22.267 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2024-08-01 00:00:00
Backtesting to 2024-09-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 11 / 0.35
Starting balance 10000 USDT
Final balance 10319.569 USDT
Absolute profit 319.569 USDT
Total profit % 3.20%
CAGR % 44.83%
Sortino -100.00
Sharpe 10.52
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 29.05 (100.00)
Avg. daily profit % 0.10%
Avg. stake amount 1561.244 USDT
Total trade volume 17173.686 USDT
Best Pair BCH/USDT 0.67%
Worst Pair ADA/USDT 0.00%
Best trade BCH/USDT 4.09%
Worst trade EWT/USDT 0.16%
Best day 272.534 USDT
Worst day 0 USDT
Days win/draw/lose 4 / 25 / 0
Avg. Duration Winners 2 days, 18:08:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 11 / 0
Rejected Entry signals 6
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -14.37%

Backtested 2024-08-01 00:00:00 -> 2024-09-01 00:00:00 | Max open trades : 6

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 11 1.59 319.569 3.2 2 days, 18:08:00 11 0 0 100 0 USDT 0.00%

Please sign in to comment.