Skip to content

Commit

Permalink
X4: grinding: add extra alt grinding stakes.
Browse files Browse the repository at this point in the history
  • Loading branch information
@iterativv
iterativv committed Mar 5, 2024
1 parent 9af6c7c commit 461069d
Showing 1 changed file with 18 additions and 2 deletions.
20 changes: 18 additions & 2 deletions NostalgiaForInfinityX4.py
View file
Original file line number Diff line number Diff line change
Expand Up @@ -68,7 +68,7 @@ class NostalgiaForInfinityX4(IStrategy):
INTERFACE_VERSION = 3

def version(self) -> str:
return "v14.1.294"
return "v14.1.295"

stoploss = -0.99

Expand Down Expand Up @@ -164,7 +164,7 @@ def version(self) -> str:
grind_derisk_spot = -0.40
grind_derisk_futures = -0.50

grind_1_stop_grinds_spot = -0.16
grind_1_stop_grinds_spot = -0.10
grind_1_profit_threshold_spot = 0.018
grind_1_stakes_spot = [
[0.20, 0.20, 0.20, 0.20, 0.20],
Expand Down Expand Up @@ -212,11 +212,13 @@ def version(self) -> str:
[0.10, 0.15, 0.20, 0.25, 0.30],
[0.15, 0.20, 0.25, 0.30, 0.35],
[0.20, 0.25, 0.30, 0.35, 0.40],
[0.30, 0.35, 0.40, 0.45, 0.50],
]
grind_2_sub_thresholds_spot = [
[-0.08, -0.10, -0.12, -0.14, -0.16],
[-0.08, -0.10, -0.12, -0.14, -0.16],
[-0.08, -0.10, -0.12, -0.14, -0.16],
[-0.08, -0.10, -0.12, -0.14, -0.16],
]

grind_2_stop_grinds_futures = -0.30
Expand All @@ -225,11 +227,13 @@ def version(self) -> str:
[0.10, 0.15, 0.20, 0.25, 0.30],
[0.15, 0.20, 0.25, 0.30, 0.35],
[0.20, 0.25, 0.30, 0.35, 0.40],
[0.30, 0.35, 0.40, 0.45, 0.50],
]
grind_2_sub_thresholds_futures = [
[-0.08, -0.10, -0.12, -0.14, -0.16],
[-0.08, -0.10, -0.12, -0.14, -0.16],
[-0.08, -0.10, -0.12, -0.14, -0.16],
[-0.08, -0.10, -0.12, -0.14, -0.16],
]

grind_3_stop_grinds_spot = -0.10
Expand All @@ -238,11 +242,13 @@ def version(self) -> str:
[0.10, 0.10, 0.10, 0.10, 0.10, 0.10, 0.10, 0.10, 0.10, 0.10],
[0.15, 0.15, 0.15, 0.15, 0.15, 0.15, 0.15, 0.15, 0.15, 0.15],
[0.20, 0.20, 0.20, 0.20, 0.20, 0.20, 0.20, 0.20, 0.20, 0.20],
[0.30, 0.30, 0.30, 0.30, 0.30, 0.30, 0.30, 0.30, 0.30, 0.30],
]
grind_3_sub_thresholds_spot = [
[-0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08],
[-0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08],
[-0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08],
[-0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08],
]

grind_3_stop_grinds_futures = -0.30
Expand All @@ -251,11 +257,13 @@ def version(self) -> str:
[0.10, 0.10, 0.10, 0.10, 0.10, 0.10, 0.10, 0.10, 0.10, 0.10],
[0.15, 0.15, 0.15, 0.15, 0.15, 0.15, 0.15, 0.15, 0.15, 0.15],
[0.20, 0.20, 0.20, 0.20, 0.20, 0.20, 0.20, 0.20, 0.20, 0.20],
[0.30, 0.30, 0.30, 0.30, 0.30, 0.30, 0.30, 0.30, 0.30, 0.30],
]
grind_3_sub_thresholds_futures = [
[-0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08],
[-0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08],
[-0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08],
[-0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08],
]

# Non rebuy modes
Expand Down Expand Up @@ -295,22 +303,26 @@ def version(self) -> str:
[0.15, 0.20, 0.25, 0.30, 0.35],
[0.20, 0.25, 0.30, 0.35, 0.40],
[0.30, 0.35, 0.40, 0.45, 0.50],
[0.40, 0.45, 0.50, 0.55, 0.60],
]
regular_mode_grind_2_thresholds_spot = [
[-0.04, -0.08, -0.10, -0.12, -0.14, -0.16],
[-0.04, -0.08, -0.10, -0.12, -0.14, -0.16],
[-0.04, -0.08, -0.10, -0.12, -0.14, -0.16],
[-0.04, -0.08, -0.10, -0.12, -0.14, -0.16],
]
regular_mode_grind_2_profit_threshold_spot = 0.018
regular_mode_grind_3_stakes_spot = [
[0.20, 0.20, 0.20, 0.20, 0.20, 0.20],
[0.30, 0.30, 0.30, 0.30, 0.30, 0.30],
[0.40, 0.40, 0.40, 0.40, 0.40, 0.40],
[0.50, 0.50, 0.50, 0.50, 0.50, 0.50],
]
regular_mode_grind_3_thresholds_spot = [
[-0.03, -0.06, -0.08, -0.10, -0.12, -0.14],
[-0.03, -0.08, -0.10, -0.12, -0.14, -0.16],
[-0.03, -0.08, -0.10, -0.12, -0.14, -0.16],
[-0.03, -0.08, -0.10, -0.12, -0.14, -0.16],
]
regular_mode_grind_3_profit_threshold_spot = 0.018
regular_mode_derisk_spot = -0.80
Expand Down Expand Up @@ -348,22 +360,26 @@ def version(self) -> str:
[0.15, 0.20, 0.25, 0.30, 0.35],
[0.20, 0.25, 0.30, 0.35, 0.40],
[0.30, 0.35, 0.40, 0.45, 0.50],
[0.40, 0.45, 0.50, 0.55, 0.60],
]
regular_mode_grind_2_thresholds_futures = [
[-0.04, -0.08, -0.10, -0.12, -0.14, -0.16],
[-0.04, -0.08, -0.10, -0.12, -0.14, -0.16],
[-0.04, -0.08, -0.10, -0.12, -0.14, -0.16],
[-0.04, -0.08, -0.10, -0.12, -0.14, -0.16],
]
regular_mode_grind_2_profit_threshold_futures = 0.018
regular_mode_grind_3_stakes_futures = [
[0.20, 0.20, 0.20, 0.20, 0.20, 0.20],
[0.30, 0.30, 0.30, 0.30, 0.30, 0.30],
[0.40, 0.40, 0.40, 0.40, 0.40, 0.40],
[0.50, 0.50, 0.50, 0.50, 0.50, 0.50],
]
regular_mode_grind_3_thresholds_futures = [
[-0.03, -0.06, -0.08, -0.10, -0.12, -0.14],
[-0.03, -0.08, -0.10, -0.12, -0.14, -0.16],
[-0.03, -0.08, -0.10, -0.12, -0.14, -0.16],
[-0.03, -0.08, -0.10, -0.12, -0.14, -0.16],
]
regular_mode_grind_3_profit_threshold_futures = 0.018
regular_mode_derisk_futures = -2.40
Expand Down

68 comments on commit 461069d

@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 - 20210901-20211001

Current Previous v14.1.278 v14.1.253 v14.1.225
Average Duration 16:20:00 16:20:00 16:20:00 17:54:00 18:36:00
Market Change -11.6 % -11.6 % -11.6 % -12.04 % -12.04 %
Max Drawdown 2.861 % 2.861 % 2.861 % 2.8926 % 2.8893 %
Profit Mean 1.8096 % 1.8096 % 1.8096 % 1.7671 % 1.742 %
Profit Sum 200.86 % 200.86 % 200.86 % 196.15 % 186.4 %
Profit Total 16.18 % 16.18 % 16.18 % 15.6 % 14.7 %
Trades 111 111 111 111 107
Win Rate 98.2 % 98.2 % 98.2 % 98.2 % 98.13 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
AR/USDT 8 1.97 15.80 138.051 1.38 1:17:00 8 0 0 100
COTI/USDT 3 3.60 10.81 99.873 1.00 4:25:00 3 0 0 100
CELO/USDT 2 3.79 7.59 76.142 0.76 1 day, 22:40:00 2 0 0 100
CFX/USDT 3 2.63 7.88 72.728 0.73 2:26:00 3 0 0 100
TRU/USDT 3 2.64 7.92 71.376 0.71 11:42:00 3 0 0 100
DATA/USDT 3 2.45 7.36 67.641 0.68 11:52:00 3 0 0 100
CKB/USDT 3 2.48 7.44 66.830 0.67 1:11:00 3 0 0 100
MASK/USDT 2 3.55 7.10 59.904 0.60 1:14:00 2 0 0 100
ORN/USDT 2 3.39 6.78 59.564 0.60 4:25:00 2 0 0 100
CRV/USDT 3 2.36 7.08 59.467 0.59 16:00:00 3 0 0 100
SUPER/USDT 1 2.04 2.04 56.198 0.56 7 days, 5:25:00 1 0 0 100
FIS/USDT 3 2.06 6.17 54.460 0.54 1:25:00 3 0 0 100
MDT/USDT 1 5.82 5.82 53.027 0.53 3:50:00 1 0 0 100
OG/USDT 4 1.33 5.32 50.846 0.51 3:43:00 4 0 0 100
REN/USDT 1 3.88 3.88 50.152 0.50 1 day, 20:11:00 1 0 0 100
POND/USDT 4 1.50 6.01 46.543 0.47 0:40:00 4 0 0 100
WING/USDT 2 2.22 4.45 43.610 0.44 5:05:00 2 0 0 100
HARD/USDT 1 4.58 4.58 42.603 0.43 0:30:00 1 0 0 100
FET/USDT 1 4.05 4.05 37.178 0.37 0:27:00 1 0 0 100
MTL/USDT 2 1.60 3.19 36.907 0.37 10:06:00 2 0 0 100
1INCH/USDT 3 1.57 4.71 35.235 0.35 1:57:00 3 0 0 100
STRAX/USDT 2 1.94 3.87 34.703 0.35 2:21:00 2 0 0 100
AXS/USDT 1 3.60 3.60 29.966 0.30 0:35:00 1 0 0 100
GTC/USDT 2 1.70 3.40 28.792 0.29 1:55:00 2 0 0 100
ONE/USDT 2 1.65 3.31 28.440 0.28 0:16:00 2 0 0 100
STMX/USDT 1 3.11 3.11 26.983 0.27 1:03:00 1 0 0 100
ATOM/USDT 3 1.20 3.60 26.369 0.26 14:03:00 3 0 0 100
SFP/USDT 1 3.09 3.09 25.952 0.26 0:01:00 1 0 0 100
CELR/USDT 2 0.84 1.69 25.846 0.26 20:27:00 2 0 0 100
INJ/USDT 2 0.97 1.95 25.106 0.25 3 days, 9:11:00 2 0 0 100
GRT/USDT 2 1.86 3.72 24.265 0.24 1:15:00 2 0 0 100
LTO/USDT 2 1.32 2.65 22.637 0.23 1:29:00 2 0 0 100
SLP/USDT 1 2.31 2.31 22.291 0.22 0:25:00 1 0 0 100
PERP/USDT 2 1.10 2.20 21.512 0.22 2:22:00 2 0 0 100
LINA/USDT 1 2.47 2.47 21.375 0.21 1:13:00 1 0 0 100
BAND/USDT 1 2.47 2.47 21.347 0.21 1:14:00 1 0 0 100
TWT/USDT 2 1.01 2.02 20.272 0.20 4:58:00 2 0 0 100
SXP/USDT 1 2.31 2.31 19.840 0.20 0:55:00 1 0 0 100
AUDIO/USDT 2 1.08 2.16 18.904 0.19 0:28:00 2 0 0 100
AVA/USDT 1 1.82 1.82 17.638 0.18 0:44:00 1 0 0 100
PHA/USDT 1 1.72 1.72 15.936 0.16 2:08:00 1 0 0 100
IDEX/USDT 1 3.34 3.34 13.090 0.13 0:37:00 1 0 0 100
KSM/USDT 1 1.37 1.37 12.413 0.12 0:42:00 1 0 0 100
ROSE/USDT 1 1.35 1.35 12.147 0.12 0:08:00 1 0 0 100
QNT/USDT 2 1.65 3.31 12.106 0.12 3:20:00 2 0 0 100
AVAX/USDT 1 0.75 0.75 11.321 0.11 3 days, 13:53:00 1 0 0 100
NEAR/USDT 1 1.33 1.33 11.178 0.11 0:02:00 1 0 0 100
HIVE/USDT 1 1.14 1.14 10.976 0.11 0:07:00 1 0 0 100
C98/USDT 1 1.26 1.26 10.876 0.11 0:32:00 1 0 0 100
DOT/USDT 1 1.14 1.14 10.603 0.11 3:45:00 1 0 0 100
BOND/USDT 1 1.06 1.06 10.407 0.10 0:15:00 1 0 0 100
FORTH/USDT 1 1.07 1.07 10.308 0.10 0:27:00 1 0 0 100
IOTX/USDT 1 1.21 1.21 10.189 0.10 0:01:00 1 0 0 100
ZIL/USDT 1 1.11 1.11 10.030 0.10 0:03:00 1 0 0 100
XTZ/USDT 1 1.09 1.09 9.919 0.10 0:11:00 1 0 0 100
DOCK/USDT 1 0.90 0.90 9.857 0.10 3:52:00 1 0 0 100
NKN/USDT 1 1.12 1.12 9.568 0.10 0:17:00 1 0 0 100
BADGER/USDT 1 0.34 0.34 9.315 0.09 14 days, 15:52:00 1 0 0 100
LSK/USDT 1 1.03 1.03 8.761 0.09 0:14:00 1 0 0 100
FTM/USDT 1 1.15 1.15 4.437 0.04 1:27:00 1 0 0 100
IOTA/USDT 1 1.03 1.03 3.744 0.04 4:44:00 1 0 0 100
ALPACA/USDT 1 0.73 0.73 2.862 0.03 1:20:00 1 0 0 100
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 1 -5.62 -5.62 -107.867 -1.08 10 days, 13:45:00 0 0 1 0
WNXM/USDT 1 -9.78 -9.78 -234.328 -2.34 11 days, 11:00:00 0 0 1 0
TOTAL 111 1.81 200.86 1618.419 16.18 16:20:00 109 0 2 98.2

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
WRX/USDT 1 -5.62 -5.62 -107.867 -1.08 10 days, 13:45:00 0 0 1 0
WNXM/USDT 1 -9.78 -9.78 -234.328 -2.34 11 days, 11:00:00 0 0 1 0
TOTAL 2 -7.70 -15.40 -342.194 -3.42 11 days, 0:22:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
47 17 1.60 27.13 241.201 2.41 1 day, 4:09:00 16 0 1 94.1
44 13 1.78 23.08 221.657 2.22 7:49:00 13 0 0 100
25 9 2.21 19.91 182.020 1.82 1:14:00 9 0 0 100
41 61 6 2.76 16.57 148.386 1.48 1:24:00 6 0 0 100
106 7 2.01 14.10 120.257 1.20 1:21:00 7 0 0 100
24 4 2.95 11.80 106.572 1.07 2:09:00 4 0 0 100
104 7 1.52 10.63 101.307 1.01 10:14:00 7 0 0 100
12 5 1.82 9.09 77.395 0.77 0:03:00 5 0 0 100
61 12 1.41 16.97 64.111 0.64 5:05:00 12 0 0 100
102 2 2.56 5.11 48.609 0.49 2:59:00 2 0 0 100
7 2 2.44 4.87 42.182 0.42 1:13:00 2 0 0 100
105 2 2.11 4.22 39.042 0.39 3:07:00 2 0 0 100
41 1 4.05 4.05 37.178 0.37 0:27:00 1 0 0 100
45 2 1.30 2.59 34.279 0.34 1 day, 20:40:00 2 0 0 100
46 13 1.29 16.77 28.258 0.28 2 days, 18:15:00 12 0 1 92.3
48 49 2 1.55 3.10 26.113 0.26 2:17:00 2 0 0 100
9 1 2.87 2.87 25.984 0.26 1:10:00 1 0 0 100
103 1 2.47 2.47 21.375 0.21 1:13:00 1 0 0 100
21 2 1.20 2.41 21.174 0.21 0:28:00 2 0 0 100
48 104 1 0.75 0.75 11.321 0.11 3 days, 13:53:00 1 0 0 100
48 1 1.27 1.27 10.696 0.11 3:28:00 1 0 0 100
1 4 6 21 1 1.10 1.10 9.301 0.09 0:07:00 1 0 0 100
TOTAL 111 1.81 200.86 1618.419 16.18 16:20:00 109 0 2 98.2

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 9 9 0 0 100 1.52 13.64 51.869 2.27
exit_profit_quick_max_m ( 47 ) 8 8 0 0 100 1.93 15.45 177.529 2.57
exit_profit_quick_max_m ( 44 ) 7 7 0 0 100 1.24 8.7 87.608 1.45
exit_profit_quick_max_m ( 46 ) 6 6 0 0 100 1.15 6.92 64.956 1.15
exit_profit_long_rapid_max_m ( 104 ) 5 5 0 0 100 1.74 8.71 80.735 1.45
exit_profit_pump_max_m ( 25 ) 4 4 0 0 100 1.59 6.38 58.932 1.06
exit_long_rapid_rpd_3 ( 106 ) 3 3 0 0 100 2.61 7.82 66.594 1.3
exit_profit_quick_max_m ( 41 61 ) 3 3 0 0 100 3 9 81.177 1.5
exit_profit_pump_max_m ( 24 ) 3 3 0 0 100 1.66 4.99 47.071 0.83
exit_profit_long_rapid_max_m ( 106 ) 3 3 0 0 100 1.32 3.97 33.823 0.66
exit_quick_u_1 ( 44 ) 2 2 0 0 100 1.13 2.25 21.006 0.38
exit_profit_normal_max_m ( 7 ) 2 2 0 0 100 2.44 4.87 42.182 0.81
force_exit 2 0 0 2 0 -7.7 -15.4 -342.194 -2.57
exit_profit_quick_max_m ( 48 49 ) 1 1 0 0 100 1.93 1.93 16.303 0.32
exit_pump_d_1_3 ( 25 ) 1 1 0 0 100 1.72 1.72 15.936 0.29
exit_pump_d_1_10 ( 25 ) 1 1 0 0 100 1.09 1.09 9.919 0.18
exit_pump_w_5_2 ( 25 ) 1 1 0 0 100 5.82 5.82 53.027 0.97
exit_quick_d_2_1 ( 47 ) 1 1 0 0 100 2.06 2.06 18.808 0.34
exit_quick_q_1 ( 46 ) 1 1 0 0 100 3.05 3.05 27.717 0.51
exit_long_rapid_w_1_5 ( 104 ) 1 1 0 0 100 0.57 0.57 9.279 0.1
exit_profit_quick_max_m ( 41 ) 1 1 0 0 100 4.05 4.05 37.178 0.67
exit_pump_d_2_20 ( 25 ) 1 1 0 0 100 2.83 2.83 26.067 0.47
exit_quick_w_1_1 ( 45 ) 1 1 0 0 100 0.77 0.77 16.641 0.13
exit_quick_w_5_1 ( 46 ) 1 1 0 0 100 3.88 3.88 50.152 0.65
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 1.17 1.17 10.966 0.2
exit_quick_w_1_17 ( 47 ) 1 1 0 0 100 1.11 1.11 16.568 0.19
exit_quick_w_4_10 ( 47 ) 1 1 0 0 100 4.58 4.58 42.603 0.76
exit_profit_quick_max_m ( 48 ) 1 1 0 0 100 1.27 1.27 10.696 0.21
exit_quick_q_2 ( 47 ) 1 1 0 0 100 2.09 2.09 19.546 0.35
exit_long_rapid_w_3_12 ( 105 ) 1 1 0 0 100 3.16 3.16 29.439 0.53
exit_quick_w_4_2 ( 46 ) 1 1 0 0 100 4.67 4.67 44.203 0.78
exit_quick_q_3 ( 47 ) 1 1 0 0 100 2.46 2.46 23.51 0.41
exit_long_rebuy_u_1 ( 61 ) 1 1 0 0 100 1.02 1.02 3.928 0.17
exit_quick_d_2_1 ( 44 ) 1 1 0 0 100 1.81 1.81 20.935 0.3
exit_quick_2_1_1 ( 44 ) 1 1 0 0 100 4.85 4.85 46.737 0.81
exit_quick_u_1 ( 41 61 ) 1 1 0 0 100 1.02 1.02 9.841 0.17
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 1.82 1.82 17.638 0.3
exit_quick_8_1_1 ( 46 ) 1 1 0 0 100 0.6 0.6 13.813 0.1
exit_long_rebuy_d_0_18 ( 61 ) 1 1 0 0 100 0.73 0.73 2.862 0.12
exit_long_rapid_d_2_1 ( 102 ) 1 1 0 0 100 2 2 21.626 0.33
exit_profit_long_rapid_max_m ( 105 ) 1 1 0 0 100 1.06 1.06 9.603 0.18
exit_normal_d_2_1 ( 9 ) 1 1 0 0 100 2.87 2.87 25.984 0.48
exit_pump_d_1_10 ( 21 ) 1 1 0 0 100 1.37 1.37 12.413 0.23
exit_quick_d_1_13 ( 46 ) 1 1 0 0 100 1.51 1.51 12.752 0.25
exit_pump_o_1 ( 21 ) 1 1 0 0 100 1.03 1.03 8.761 0.17
exit_quick_d_1_3 ( 48 49 ) 1 1 0 0 100 1.16 1.16 9.81 0.19
exit_normal_u_1 ( 1 4 6 21 ) 1 1 0 0 100 1.1 1.1 9.301 0.18
exit_normal_u_2 ( 12 ) 1 1 0 0 100 3.09 3.09 25.952 0.51
exit_long_rapid_d_2_21 ( 106 ) 1 1 0 0 100 2.31 2.31 19.84 0.39
exit_quick_d_1_23 ( 41 61 ) 1 1 0 0 100 1.25 1.25 10.745 0.21
exit_quick_w_1_12 ( 47 ) 1 1 0 0 100 0.85 0.85 10.221 0.14
exit_normal_o_1 ( 12 ) 1 1 0 0 100 1.33 1.33 11.178 0.22
exit_normal_u_1 ( 12 ) 1 1 0 0 100 1.21 1.21 10.189 0.2
exit_long_rebuy_d_1_1 ( 61 ) 1 1 0 0 100 1.58 1.58 5.452 0.26
exit_quick_q_1 ( 47 ) 1 1 0 0 100 1.49 1.49 17.967 0.25
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 3.11 3.11 26.983 0.52
exit_normal_o_2 ( 12 ) 1 1 0 0 100 2.28 2.28 19.109 0.38
exit_profit_long_rapid_max_m ( 103 ) 1 1 0 0 100 2.47 2.47 21.375 0.41
exit_pump_d_2_10 ( 25 ) 1 1 0 0 100 2.08 2.08 18.139 0.35
exit_pump_2_1_1 ( 24 ) 1 1 0 0 100 6.81 6.81 59.501 1.14
exit_quick_q_3 ( 41 61 ) 1 1 0 0 100 5.31 5.31 46.623 0.88
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 5.92 5.92 48.992 0.99
exit_long_rapid_rpd_3 ( 104 ) 1 1 0 0 100 1.35 1.35 11.293 0.22
exit_quick_w_2_10 ( 47 ) 1 1 0 0 100 2.67 2.67 22.317 0.45
exit_quick_d_3_1 ( 44 ) 1 1 0 0 100 3.6 3.6 29.966 0.6
exit_quick_1_1_1 ( 44 ) 1 1 0 0 100 1.86 1.86 15.406 0.31
exit_profit_quick_max_m ( 48 104 ) 1 1 0 0 100 0.75 0.75 11.321 0.12

SUMMARY METRICS

Metric Value
Backtesting from 2021-09-01 00:00:00
Backtesting to 2021-10-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 111 / 3.7
Starting balance 10000 USDT
Final balance 11618.419 USDT
Absolute profit 1618.419 USDT
Total profit % 16.18%
CAGR % 520.33%
Sortino 16.30
Sharpe 35.05
Calmar 360.24
Profit factor 5.73
Expectancy (Ratio) 14.58 (0.09)
Trades per day 3.7
Avg. daily profit % 0.54%
Avg. stake amount 839.211 USDT
Total trade volume 93152.467 USDT
Best Pair AR/USDT 15.80%
Worst Pair WNXM/USDT -9.78%
Best trade CELO/USDT 6.81%
Worst trade WNXM/USDT -9.78%
Best day 282.794 USDT
Worst day -342.194 USDT
Days win/draw/lose 28 / 2 / 1
Avg. Duration Winners 11:47:00
Avg. Duration Loser 11 days, 0:22:00
Max Consecutive Wins / Loss 109 / 2
Rejected Entry signals 117
Entry/Exit Timeouts 0 / 0
Min balance 10009.604 USDT
Max balance 11960.613 USDT
Max % of account underwater 2.86%
Absolute Drawdown (Account) 2.86%
Absolute Drawdown 342.194 USDT
Drawdown high 1960.613 USDT
Drawdown low 1618.419 USDT
Drawdown Start 2021-09-30 17:15:00
Drawdown End 2021-10-01 00:00:00
Market change -11.60%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 111 1.81 200.86 1618.419 16.18 16:20:00 109 0 2 98.2 342.194 USDT 2.86%

For more details, please look at the detail tables above

@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 - 20211001-20211101

Current Previous v14.1.278 v14.1.253 v14.1.225
Average Duration 18:54:00 18:54:00 18:54:00 18:49:00 19:33:00
Market Change 35.31 % 35.31 % 35.31 % 35.36 % 35.36 %
Max Drawdown 1.464 % 1.464 % 1.464 % 1.9976 % 1.4007 %
Profit Mean 1.4829 % 1.4829 % 1.4829 % 1.4961 % 1.6011 %
Profit Sum 115.66 % 115.66 % 115.66 % 124.18 % 126.49 %
Profit Total 9.94 % 9.94 % 9.94 % 10.24 % 10.55 %
Trades 78 78 78 83 79
Win Rate 93.59 % 93.59 % 93.59 % 93.98 % 96.2 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
OXT/USDT 3 4.17 12.52 123.178 1.23 2:10:00 3 0 0 100
STPT/USDT 5 1.72 8.60 85.825 0.86 3:56:00 5 0 0 100
MBL/USDT 4 2.36 9.43 79.350 0.79 6:41:00 4 0 0 100
ARPA/USDT 5 1.54 7.70 74.733 0.75 1 day, 15:59:00 5 0 0 100
CKB/USDT 2 2.89 5.78 49.153 0.49 10:30:00 2 0 0 100
OG/USDT 2 2.50 5.01 41.602 0.42 6:36:00 2 0 0 100
WING/USDT 1 4.60 4.60 40.249 0.40 1:47:00 1 0 0 100
STX/USDT 2 1.86 3.72 37.266 0.37 1:32:00 2 0 0 100
STRAX/USDT 2 1.99 3.99 33.709 0.34 6:06:00 2 0 0 100
BURGER/USDT 2 1.86 3.72 31.510 0.32 1:14:00 2 0 0 100
MDT/USDT 2 1.44 2.88 28.965 0.29 10:39:00 2 0 0 100
SUPER/USDT 2 1.17 2.35 28.110 0.28 1 day, 11:20:00 2 0 0 100
POND/USDT 1 3.28 3.28 27.418 0.27 5:00:00 1 0 0 100
CFX/USDT 1 2.32 2.32 27.234 0.27 1 day, 12:55:00 1 0 0 100
DODO/USDT 1 2.81 2.81 25.320 0.25 12:25:00 1 0 0 100
MTL/USDT 2 1.43 2.86 23.800 0.24 7:36:00 2 0 0 100
AXS/USDT 2 1.32 2.63 23.046 0.23 2:03:00 2 0 0 100
ROSE/USDT 2 1.63 3.26 22.604 0.23 2:58:00 2 0 0 100
DOGE/USDT 2 1.23 2.47 22.343 0.22 0:34:00 2 0 0 100
VTHO/USDT 2 1.54 3.09 22.125 0.22 10:26:00 2 0 0 100
UMA/USDT 1 2.44 2.44 22.010 0.22 0:12:00 1 0 0 100
C98/USDT 2 1.03 2.07 20.402 0.20 17:43:00 2 0 0 100
TWT/USDT 1 2.16 2.16 19.702 0.20 3:16:00 1 0 0 100
WIN/USDT 1 2.13 2.13 19.059 0.19 2:07:00 1 0 0 100
DOCK/USDT 1 2.21 2.21 18.798 0.19 2:05:00 1 0 0 100
PHA/USDT 2 1.05 2.11 18.316 0.18 1:32:00 2 0 0 100
NEAR/USDT 1 1.53 1.53 13.831 0.14 0:15:00 1 0 0 100
KNC/USDT 1 1.58 1.58 13.777 0.14 6:10:00 1 0 0 100
NEO/USDT 1 1.41 1.41 12.917 0.13 7:00:00 1 0 0 100
OM/USDT 1 1.04 1.04 12.843 0.13 8:42:00 1 0 0 100
XLM/USDT 1 1.34 1.34 11.137 0.11 4:06:00 1 0 0 100
ERN/USDT 1 1.27 1.27 11.083 0.11 2:07:00 1 0 0 100
IOTX/USDT 1 1.26 1.26 10.880 0.11 1 day, 3:03:00 1 0 0 100
AR/USDT 1 1.27 1.27 10.710 0.11 3:27:00 1 0 0 100
XVS/USDT 1 1.13 1.13 9.787 0.10 2:19:00 1 0 0 100
SFP/USDT 1 1.10 1.10 9.697 0.10 15:39:00 1 0 0 100
DATA/USDT 1 0.90 0.90 9.386 0.09 20:05:00 1 0 0 100
ALICE/USDT 1 0.85 0.85 9.237 0.09 3 days, 0:05:00 1 0 0 100
TRU/USDT 1 1.01 1.01 9.059 0.09 0:28:00 1 0 0 100
INJ/USDT 1 0.66 0.66 8.802 0.09 3 days, 5:45:00 1 0 0 100
HIVE/USDT 1 1.02 1.02 8.735 0.09 0:40:00 1 0 0 100
SHIB/USDT 1 2.34 2.34 8.537 0.09 2:06:00 1 0 0 100
BLZ/USDT 2 0.39 0.77 6.727 0.07 4:12:00 1 0 1 50.0
BAKE/USDT 1 0.57 0.57 5.160 0.05 1 day, 17:00:00 1 0 0 100
CELR/USDT 1 1.09 1.09 3.699 0.04 2:21:00 1 0 0 100
HARD/USDT 1 0.23 0.23 2.110 0.02 12:25:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 1 -1.25 -1.25 -11.449 -0.11 5:55:00 0 0 1 0
STMX/USDT 1 -0.62 -0.62 -28.612 -0.29 22 days, 11:55:00 0 0 1 0
ZRX/USDT 1 -5.42 -5.42 -49.671 -0.50 6:00:00 0 0 1 0
IDEX/USDT 1 -5.54 -5.54 -70.216 -0.70 2 days, 14:15:00 0 0 1 0
TOTAL 78 1.48 115.66 993.993 9.94 18:54:00 73 0 5 93.6

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NEO/USDT 1 1.41 1.41 12.917 0.13 7:00:00 1 0 0 100
FET/USDT 1 -1.25 -1.25 -11.449 -0.11 5:55:00 0 0 1 0
BLZ/USDT 1 -1.78 -1.78 -16.309 -0.16 7:25:00 0 0 1 0
STMX/USDT 1 -0.62 -0.62 -28.612 -0.29 22 days, 11:55:00 0 0 1 0
ZRX/USDT 1 -5.42 -5.42 -49.671 -0.50 6:00:00 0 0 1 0
IDEX/USDT 1 -5.54 -5.54 -70.216 -0.70 2 days, 14:15:00 0 0 1 0
TOTAL 6 -2.20 -13.20 -163.339 -1.63 4 days, 8:45:00 1 0 5 16.7

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 26 1.66 43.16 418.181 4.18 1 day, 2:58:00 26 0 0 100
47 14 1.79 25.05 233.994 2.34 5:18:00 13 0 1 92.9
104 6 1.95 11.71 104.540 1.05 3:26:00 6 0 0 100
45 4 1.69 6.76 59.828 0.60 2:01:00 4 0 0 100
25 44 1 3.26 3.26 29.288 0.29 0:16:00 1 0 0 100
24 1 2.41 2.41 25.976 0.26 2:45:00 1 0 0 100
105 1 2.81 2.81 23.874 0.24 12:10:00 1 0 0 100
45 102 2 1.17 2.35 20.054 0.20 0:32:00 2 0 0 100
61 4 1.37 5.47 19.126 0.19 4:46:00 4 0 0 100
102 1 1.92 1.92 16.755 0.17 0:39:00 1 0 0 100
103 1 1.89 1.89 16.266 0.16 0:28:00 1 0 0 100
25 6 0.36 2.18 14.047 0.14 2:36:00 4 0 2 66.7
45 104 1 1.53 1.53 13.831 0.14 0:15:00 1 0 0 100
11 24 1 1.04 1.04 9.033 0.09 0:27:00 1 0 0 100
12 1 1.03 1.03 8.921 0.09 0:07:00 1 0 0 100
44 7 0.53 3.72 8.891 0.09 11:06:00 6 0 1 85.7
11 1 -0.62 -0.62 -28.612 -0.29 22 days, 11:55:00 0 0 1 0
TOTAL 78 1.48 115.66 993.993 9.94 18:54:00 73 0 5 93.6

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 11 11 0 0 100 1.16 12.76 120.615 2.13
exit_profit_quick_max_m ( 47 ) 6 6 0 0 100 1.54 9.22 83.924 1.54
force_exit 6 1 0 5 16.7 -2.2 -13.2 -163.339 -2.2
exit_profit_quick_max_m ( 44 ) 5 5 0 0 100 1.2 5.98 51.688 1
exit_profit_long_rebuy_max_m ( 61 ) 3 3 0 0 100 1.04 3.13 10.589 0.52
exit_profit_long_rapid_max_m ( 104 ) 3 3 0 0 100 2.24 6.71 62.359 1.12
exit_quick_2_1_1 ( 46 ) 2 2 0 0 100 2.76 5.52 49.208 0.92
exit_profit_pump_max_m ( 25 ) 2 2 0 0 100 3.5 7 58.948 1.17
exit_quick_d_1_13 ( 47 ) 2 2 0 0 100 1.17 2.35 20.486 0.39
exit_quick_q_3 ( 46 ) 2 2 0 0 100 2.19 4.37 38.5 0.73
exit_profit_quick_max_m ( 45 ) 2 2 0 0 100 2.25 4.49 37.832 0.75
exit_quick_q_1 ( 46 ) 2 2 0 0 100 4.26 8.51 85.954 1.42
exit_pump_d_1_10 ( 25 ) 2 2 0 0 100 1.19 2.39 21.079 0.4
exit_quick_o_1 ( 45 102 ) 1 1 0 0 100 1.18 1.18 9.835 0.2
exit_quick_d_1_12 ( 46 ) 1 1 0 0 100 1.41 1.41 12.498 0.24
exit_quick_w_1_13 ( 45 ) 1 1 0 0 100 1.14 1.14 12.208 0.19
exit_quick_q_3 ( 47 ) 1 1 0 0 100 2.13 2.13 19.059 0.35
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 1 1 16.087 0.17
exit_pump_w_2_6 ( 24 ) 1 1 0 0 100 2.41 2.41 25.976 0.4
exit_profit_pump_max_m ( 25 44 ) 1 1 0 0 100 3.26 3.26 29.288 0.54
exit_quick_q_2 ( 46 ) 1 1 0 0 100 2.81 2.81 25.32 0.47
exit_quick_w_0_5 ( 46 ) 1 1 0 0 100 0.57 0.57 5.16 0.1
exit_quick_d_0_12 ( 46 ) 1 1 0 0 100 0.23 0.23 2.11 0.04
exit_profit_quick_max_m ( 45 104 ) 1 1 0 0 100 1.53 1.53 13.831 0.25
exit_quick_w_1_10 ( 47 ) 1 1 0 0 100 1.48 1.48 13.394 0.25
exit_long_rebuy_d_2_1 ( 61 ) 1 1 0 0 100 2.34 2.34 8.537 0.39
exit_quick_q_1 ( 47 ) 1 1 0 0 100 5.42 5.42 48.053 0.9
exit_normal_o_1 ( 12 ) 1 1 0 0 100 1.03 1.03 8.921 0.17
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.92 1.92 16.755 0.32
exit_profit_quick_max_m ( 45 102 ) 1 1 0 0 100 1.17 1.17 10.219 0.19
exit_quick_w_1_4 ( 46 ) 1 1 0 0 100 1.58 1.58 13.777 0.26
exit_long_rapid_rpd_3 ( 104 ) 1 1 0 0 100 1.35 1.35 11.27 0.23
exit_quick_d_1_13 ( 45 ) 1 1 0 0 100 1.13 1.13 9.787 0.19
exit_profit_long_rapid_max_m ( 103 ) 1 1 0 0 100 1.89 1.89 16.266 0.32
exit_quick_2_1_1 ( 47 ) 1 1 0 0 100 3.46 3.46 41.4 0.58
exit_quick_d_2_1 ( 47 ) 1 1 0 0 100 2.24 2.24 19.128 0.37
exit_long_rapid_d_1_1 ( 104 ) 1 1 0 0 100 1.02 1.02 8.658 0.17
exit_long_rapid_3_1_1 ( 105 ) 1 1 0 0 100 2.81 2.81 23.874 0.47
exit_quick_w_3_1 ( 46 ) 1 1 0 0 100 2.32 2.32 27.234 0.39
exit_long_rapid_w_2_18 ( 104 ) 1 1 0 0 100 2.64 2.64 22.253 0.44
exit_quick_w_1_2 ( 46 ) 1 1 0 0 100 0.66 0.66 8.802 0.11
exit_quick_q_3 ( 44 ) 1 1 0 0 100 3.28 3.28 27.418 0.55
exit_profit_normal_max_m ( 11 24 ) 1 1 0 0 100 1.04 1.04 9.033 0.17

SUMMARY METRICS

Metric Value
Backtesting from 2021-10-01 00:00:00
Backtesting to 2021-11-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 78 / 2.52
Starting balance 10000 USDT
Final balance 10993.993 USDT
Absolute profit 993.993 USDT
Total profit % 9.94%
CAGR % 205.19%
Sortino 27.96
Sharpe 35.04
Calmar 418.45
Profit factor 6.64
Expectancy (Ratio) 12.74 (0.36)
Trades per day 2.52
Avg. daily profit % 0.32%
Avg. stake amount 843.081 USDT
Total trade volume 65760.33 USDT
Best Pair OXT/USDT 12.52%
Worst Pair IDEX/USDT -5.54%
Best trade OXT/USDT 5.96%
Worst trade IDEX/USDT -5.54%
Best day 136.31 USDT
Worst day -163.339 USDT
Days win/draw/lose 25 / 6 / 1
Avg. Duration Winners 11:41:00
Avg. Duration Loser 5 days, 4:18:00
Max Consecutive Wins / Loss 72 / 3
Rejected Entry signals 7
Entry/Exit Timeouts 0 / 0
Min balance 10012.937 USDT
Max balance 11157.332 USDT
Max % of account underwater 1.46%
Absolute Drawdown (Account) 1.46%
Absolute Drawdown 163.339 USDT
Drawdown high 1157.332 USDT
Drawdown low 993.993 USDT
Drawdown Start 2021-10-31 03:16:00
Drawdown End 2021-11-01 00:00:00
Market change 35.31%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 78 1.48 115.66 993.993 9.94 18:54:00 73 0 5 93.6 163.339 USDT 1.46%

For more details, please look at the detail tables above

@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 - 20211101-20211201

Current Previous v14.1.278 v14.1.253 v14.1.225
Average Duration 17:02:00 17:02:00 17:02:00 17:35:00 20:02:00
Market Change 20.62 % 20.62 % 20.62 % 20.3 % 20.3 %
Max Drawdown 2.9644 % 2.9644 % 2.9644 % 3.531 % 3.5547 %
Profit Mean 1.5282 % 1.5282 % 1.5282 % 1.4515 % 1.4916 %
Profit Sum 163.52 % 163.52 % 163.52 % 161.12 % 143.19 %
Profit Total 13.36 % 13.36 % 13.36 % 12.52 % 10.94 %
Trades 107 107 107 111 96
Win Rate 97.2 % 97.2 % 97.2 % 97.3 % 96.88 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FIS/USDT 3 3.53 10.60 113.684 1.14 3:19:00 3 0 0 100
SFP/USDT 3 3.53 10.60 102.165 1.02 4:22:00 3 0 0 100
DEXE/USDT 4 1.91 7.66 78.023 0.78 21:26:00 4 0 0 100
BLZ/USDT 1 7.21 7.21 74.696 0.75 1 day, 16:30:00 1 0 0 100
STORJ/USDT 6 1.11 6.65 71.050 0.71 21:50:00 6 0 0 100
HIVE/USDT 2 2.12 4.24 67.200 0.67 5 days, 20:28:00 2 0 0 100
MASK/USDT 4 1.74 6.96 63.942 0.64 1:05:00 4 0 0 100
ERN/USDT 1 3.44 3.44 60.936 0.61 4 days, 2:00:00 1 0 0 100
ROSE/USDT 3 1.74 5.22 45.299 0.45 0:55:00 3 0 0 100
IOTX/USDT 4 1.44 5.77 44.188 0.44 1:02:00 4 0 0 100
BEL/USDT 2 2.07 4.13 40.582 0.41 1 day, 19:55:00 2 0 0 100
LSK/USDT 2 2.05 4.10 37.600 0.38 2:03:00 2 0 0 100
VTHO/USDT 2 2.14 4.28 36.517 0.37 1:54:00 2 0 0 100
LTO/USDT 2 2.00 4.01 35.606 0.36 1:01:00 2 0 0 100
MDT/USDT 2 1.97 3.94 34.724 0.35 1:58:00 2 0 0 100
UMA/USDT 2 1.75 3.50 30.482 0.30 0:34:00 2 0 0 100
C98/USDT 3 1.17 3.50 30.237 0.30 3:20:00 3 0 0 100
BADGER/USDT 1 3.53 3.53 30.046 0.30 2:10:00 1 0 0 100
BAKE/USDT 1 3.28 3.28 27.997 0.28 1 day, 20:30:00 1 0 0 100
FORTH/USDT 2 1.28 2.56 26.869 0.27 7:38:00 2 0 0 100
OXT/USDT 2 1.56 3.11 26.206 0.26 0:22:00 2 0 0 100
CELR/USDT 2 1.43 2.86 25.653 0.26 0:33:00 2 0 0 100
RARE/USDT 2 1.74 3.47 24.773 0.25 0:46:00 2 0 0 100
SHIB/USDT 2 1.41 2.81 23.687 0.24 0:32:00 2 0 0 100
LIT/USDT 2 1.30 2.61 23.530 0.24 5:20:00 2 0 0 100
MBOX/USDT 2 1.24 2.48 22.228 0.22 0:09:00 2 0 0 100
GRT/USDT 1 2.27 2.27 21.289 0.21 0:30:00 1 0 0 100
MBL/USDT 2 0.98 1.96 21.236 0.21 1 day, 14:22:00 2 0 0 100
DODO/USDT 1 2.33 2.33 20.678 0.21 0:50:00 1 0 0 100
PERP/USDT 1 2.47 2.47 20.607 0.21 0:03:00 1 0 0 100
ARPA/USDT 2 1.20 2.40 20.524 0.21 1:58:00 2 0 0 100
WIN/USDT 2 1.20 2.40 20.452 0.20 3:32:00 2 0 0 100
FET/USDT 1 2.25 2.25 20.366 0.20 0:29:00 1 0 0 100
LRC/USDT 2 1.04 2.08 19.725 0.20 2:18:00 2 0 0 100
COTI/USDT 2 1.47 2.95 18.981 0.19 2:24:00 2 0 0 100
TRU/USDT 1 2.23 2.23 18.979 0.19 0:28:00 1 0 0 100
CHR/USDT 2 1.10 2.21 18.425 0.18 0:52:00 2 0 0 100
OG/USDT 1 2.06 2.06 17.748 0.18 1:10:00 1 0 0 100
MTL/USDT 1 1.60 1.60 16.143 0.16 3 days, 7:30:00 1 0 0 100
YFI/USDT 1 1.75 1.75 15.613 0.16 2:00:00 1 0 0 100
SUPER/USDT 1 1.60 1.60 13.379 0.13 0:17:00 1 0 0 100
POND/USDT 1 1.38 1.38 12.844 0.13 1:20:00 1 0 0 100
DATA/USDT 1 1.17 1.17 12.690 0.13 2 days, 22:00:00 1 0 0 100
FLOW/USDT 1 1.36 1.36 11.937 0.12 7:25:00 1 0 0 100
HARD/USDT 1 1.28 1.28 11.652 0.12 3:41:00 1 0 0 100
STMX/USDT 1 1.22 1.22 10.857 0.11 1 day, 18:24:00 1 0 0 100
BTC/USDT 1 1.28 1.28 10.824 0.11 16:00:00 1 0 0 100
ALICE/USDT 1 1.20 1.20 10.717 0.11 0:19:00 1 0 0 100
AUCTION/USDT 1 1.09 1.09 10.268 0.10 0:39:00 1 0 0 100
CKB/USDT 1 1.18 1.18 9.952 0.10 0:12:00 1 0 0 100
DASH/USDT 1 1.11 1.11 9.756 0.10 5:12:00 1 0 0 100
WAXP/USDT 1 1.04 1.04 9.537 0.10 11:00:00 1 0 0 100
HOT/USDT 1 1.13 1.13 9.369 0.09 0:05:00 1 0 0 100
SXP/USDT 1 1.05 1.05 8.930 0.09 1 day, 3:38:00 1 0 0 100
RLC/USDT 1 1.07 1.07 8.877 0.09 5:15:00 1 0 0 100
NEO/USDT 1 1.04 1.04 8.648 0.09 13:13:00 1 0 0 100
TLM/USDT 1 1.03 1.03 8.602 0.09 0:57:00 1 0 0 100
LINA/USDT 1 1.02 1.02 8.558 0.09 2:51:00 1 0 0 100
REN/USDT 1 1.02 1.02 8.529 0.09 1:02:00 1 0 0 100
IDEX/USDT 1 1.71 1.71 6.399 0.06 0:41:00 1 0 0 100
ICP/USDT 1 1.73 1.73 5.791 0.06 0:29:00 1 0 0 100
DYDX/USDT 1 1.55 1.55 5.135 0.05 4:47:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 1 -3.54 -3.54 -47.227 -0.47 1 day, 13:00:00 0 0 1 0
GTC/USDT 1 -7.01 -7.01 -80.042 -0.80 1 day, 9:25:00 0 0 1 0
SLP/USDT 1 -6.69 -6.69 -219.030 -2.19 20 days, 13:00:00 0 0 1 0
TOTAL 107 1.53 163.52 1335.639 13.36 17:02:00 104 0 3 97.2

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XVS/USDT 1 -3.54 -3.54 -47.227 -0.47 1 day, 13:00:00 0 0 1 0
GTC/USDT 1 -7.01 -7.01 -80.042 -0.80 1 day, 9:25:00 0 0 1 0
SLP/USDT 1 -6.69 -6.69 -219.030 -2.19 20 days, 13:00:00 0 0 1 0
TOTAL 3 -5.75 -17.24 -346.299 -3.46 7 days, 19:48:00 0 0 3 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
25 15 1.55 23.19 205.206 2.05 1:19:00 15 0 0 100
46 31 1.26 39.19 204.982 2.05 1 day, 9:00:00 29 0 2 93.5
45 6 2.75 16.47 159.074 1.59 1:37:00 6 0 0 100
44 4 3.00 12.02 125.623 1.26 2:51:00 4 0 0 100
24 7 1.16 8.12 79.564 0.80 1 day, 13:15:00 7 0 0 100
49 1 7.21 7.21 74.696 0.75 1 day, 16:30:00 1 0 0 100
9 4 2.00 8.00 71.000 0.71 0:44:00 4 0 0 100
47 10 0.84 8.36 69.673 0.70 14:12:00 9 0 1 90.0
103 2 2.25 4.51 61.436 0.61 17:58:00 2 0 0 100
102 5 1.29 6.47 56.555 0.57 1:15:00 5 0 0 100
104 3 1.39 4.17 42.168 0.42 11:27:00 3 0 0 100
41 61 3 1.56 4.67 41.383 0.41 0:29:00 3 0 0 100
61 7 1.35 9.48 33.416 0.33 2:17:00 7 0 0 100
105 2 1.76 3.51 31.337 0.31 21:24:00 2 0 0 100
48 1 1.21 1.21 14.662 0.15 3 days, 14:30:00 1 0 0 100
2 61 1 1.60 1.60 13.379 0.13 0:17:00 1 0 0 100
12 1 1.28 1.28 11.612 0.12 0:44:00 1 0 0 100
24 25 45 1 1.25 1.25 11.585 0.12 0:12:00 1 0 0 100
21 1 1.04 1.04 9.537 0.10 11:00:00 1 0 0 100
10 1 0.67 0.67 9.484 0.09 3 days, 4:24:00 1 0 0 100
41 1 1.11 1.11 9.267 0.09 1:04:00 1 0 0 100
TOTAL 107 1.53 163.52 1335.639 13.36 17:02:00 104 0 3 97.2

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 13 13 0 0 100 1.29 16.77 144.734 2.8
exit_profit_pump_max_m ( 25 ) 12 12 0 0 100 1.62 19.41 171.246 3.23
exit_profit_long_rebuy_max_m ( 61 ) 7 7 0 0 100 1.35 9.48 33.416 1.58
exit_profit_quick_max_m ( 47 ) 6 6 0 0 100 1.94 11.64 109.502 1.94
exit_quick_q_3 ( 46 ) 5 5 0 0 100 2.11 10.55 98.219 1.76
exit_pump_d_1_10 ( 24 ) 4 4 0 0 100 1.17 4.69 40.711 0.78
force_exit 3 0 0 3 0 -5.75 -17.24 -346.299 -2.87
exit_profit_quick_max_m ( 44 ) 3 3 0 0 100 1.42 4.25 38.257 0.71
exit_normal_d_1_18 ( 9 ) 2 2 0 0 100 1.37 2.75 24.401 0.46
exit_quick_w_1_4 ( 46 ) 2 2 0 0 100 1.32 2.64 25.073 0.44
exit_profit_long_rapid_max_m ( 104 ) 2 2 0 0 100 1.72 3.44 31.669 0.57
exit_profit_pump_max_m ( 24 ) 2 2 0 0 100 1.33 2.66 23.341 0.44
exit_profit_quick_max_m ( 41 61 ) 2 2 0 0 100 1.1 2.2 20.775 0.37
exit_profit_long_rapid_max_m ( 102 ) 2 2 0 0 100 1.14 2.28 20.574 0.38
exit_quick_1_1_1 ( 46 ) 2 2 0 0 100 3.28 6.57 58.276 1.09
exit_profit_quick_max_m ( 45 ) 2 2 0 0 100 1.63 3.27 28.972 0.54
exit_pump_d_1_10 ( 25 ) 2 2 0 0 100 1.24 2.48 22.228 0.41
exit_long_rapid_2_1_1 ( 103 ) 1 1 0 0 100 3.46 3.46 51.689 0.58
exit_quick_d_1_13 ( 45 ) 1 1 0 0 100 1.38 1.38 12.844 0.23
exit_quick_w_1_1 ( 47 ) 1 1 0 0 100 0.93 0.93 15.57 0.15
exit_profit_long_rapid_max_m ( 105 ) 1 1 0 0 100 2.29 2.29 20.48 0.38
exit_pump_d_1_10 ( 24 25 45 ) 1 1 0 0 100 1.25 1.25 11.585 0.21
exit_profit_pump_max_m ( 21 ) 1 1 0 0 100 1.04 1.04 9.537 0.17
exit_profit_long_rapid_max_m ( 103 ) 1 1 0 0 100 1.04 1.04 9.748 0.17
exit_quick_q_1 ( 45 ) 1 1 0 0 100 8.39 8.39 87.431 1.4
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 1.28 1.28 11.612 0.21
exit_long_rapid_rpd_3 ( 104 ) 1 1 0 0 100 0.73 0.73 10.499 0.12
exit_pump_d_1_13 ( 25 ) 1 1 0 0 100 1.29 1.29 11.732 0.22
exit_profit_normal_max_m ( 10 ) 1 1 0 0 100 0.67 0.67 9.484 0.11
exit_quick_2_1_1 ( 44 ) 1 1 0 0 100 7.77 7.77 87.366 1.29
exit_long_rapid_2_1_1 ( 105 ) 1 1 0 0 100 1.22 1.22 10.857 0.2
exit_quick_3_1_1 ( 46 ) 1 1 0 0 100 3.44 3.44 60.936 0.57
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.17 1.17 12.69 0.19
exit_profit_normal_max_m ( 2 61 ) 1 1 0 0 100 1.6 1.6 13.379 0.27
exit_quick_w_1_5 ( 47 ) 1 1 0 0 100 1.75 1.75 15.613 0.29
exit_quick_3_1_1 ( 49 ) 1 1 0 0 100 7.21 7.21 74.696 1.2
exit_quick_u_2 ( 41 61 ) 1 1 0 0 100 2.47 2.47 20.607 0.41
exit_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.28 1.28 10.824 0.21
exit_quick_w_3_5 ( 46 ) 1 1 0 0 100 3.28 3.28 27.997 0.55
exit_quick_w_2_3 ( 45 ) 1 1 0 0 100 2.06 2.06 17.748 0.34
exit_long_rapid_d_1_10 ( 102 ) 1 1 0 0 100 1.07 1.07 9.179 0.18
exit_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.3 1.3 11.184 0.22
exit_quick_d_1_2 ( 47 ) 1 1 0 0 100 1.04 1.04 9.03 0.17
exit_long_rapid_d_2_10 ( 102 ) 1 1 0 0 100 2.05 2.05 17.926 0.34
exit_normal_d_2_1 ( 9 ) 1 1 0 0 100 2.92 2.92 25.921 0.49
exit_quick_d_1_8 ( 46 ) 1 1 0 0 100 1.36 1.36 11.937 0.23
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.07 1.07 9.369 0.18
exit_long_rapid_rpd_2 ( 102 ) 1 1 0 0 100 1.07 1.07 8.877 0.18
exit_quick_2_1_1 ( 48 ) 1 1 0 0 100 1.21 1.21 14.662 0.2
exit_pump_4_1_1 ( 24 ) 1 1 0 0 100 0.77 0.77 15.511 0.13
exit_profit_quick_max_m ( 41 ) 1 1 0 0 100 1.11 1.11 9.267 0.18
exit_normal_d_2_23 ( 9 ) 1 1 0 0 100 2.33 2.33 20.678 0.39
exit_quick_d_1_3 ( 45 ) 1 1 0 0 100 1.37 1.37 12.079 0.23

SUMMARY METRICS

Metric Value
Backtesting from 2021-11-01 00:00:00
Backtesting to 2021-12-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 107 / 3.57
Starting balance 10000 USDT
Final balance 11335.639 USDT
Absolute profit 1335.639 USDT
Total profit % 13.36%
CAGR % 359.65%
Sortino 11.42
Sharpe 29.62
Calmar 286.93
Profit factor 4.86
Expectancy (Ratio) 12.48 (0.11)
Trades per day 3.57
Avg. daily profit % 0.45%
Avg. stake amount 849.703 USDT
Total trade volume 90918.256 USDT
Best Pair SFP/USDT 10.60%
Worst Pair GTC/USDT -7.01%
Best trade SFP/USDT 8.39%
Worst trade GTC/USDT -7.01%
Best day 201.344 USDT
Worst day -346.299 USDT
Days win/draw/lose 29 / 1 / 1
Avg. Duration Winners 12:07:00
Avg. Duration Loser 7 days, 19:48:00
Max Consecutive Wins / Loss 104 / 3
Rejected Entry signals 19
Entry/Exit Timeouts 0 / 0
Min balance 10009.369 USDT
Max balance 11681.938 USDT
Max % of account underwater 2.96%
Absolute Drawdown (Account) 2.96%
Absolute Drawdown 346.299 USDT
Drawdown high 1681.938 USDT
Drawdown low 1335.639 USDT
Drawdown Start 2021-11-30 20:24:00
Drawdown End 2021-12-01 00:00:00
Market change 20.62%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 107 1.53 163.52 1335.639 13.36 17:02:00 104 0 3 97.2 346.299 USDT 2.96%

For more details, please look at the detail tables above

@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 - 20211201-20220101

Current Previous v14.1.278 v14.1.253 v14.1.225
Average Duration 22:33:00 22:33:00 23:15:00 22:57:00 16:58:00
Market Change -20.41 % -20.41 % -20.41 % -20.56 % -20.56 %
Max Drawdown 3.8987 % 3.8987 % 3.8719 % 4.2463 % 0.2309 %
Profit Mean 1.8943 % 1.8943 % 1.8946 % 1.6692 % 2.1872 %
Profit Sum 138.28 % 138.28 % 145.88 % 135.2 % 161.85 %
Profit Total 10.52 % 10.52 % 11.37 % 10.44 % 13.68 %
Trades 73 73 77 81 74
Win Rate 97.26 % 97.26 % 97.4 % 96.3 % 98.65 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
MDT/USDT 12 3.54 42.50 516.385 5.16 8:57:00 12 0 0 100
OG/USDT 4 1.63 6.53 112.409 1.12 6 days, 2:23:00 4 0 0 100
GTC/USDT 4 2.30 9.18 93.368 0.93 11:46:00 4 0 0 100
REQ/USDT 5 1.86 9.30 82.448 0.82 6:20:00 5 0 0 100
VIDT/USDT 3 2.84 8.53 74.545 0.75 0:32:00 3 0 0 100
DOCK/USDT 2 3.81 7.61 46.012 0.46 4:42:00 2 0 0 100
LRC/USDT 3 1.16 3.48 36.469 0.36 2 days, 1:07:00 3 0 0 100
ROSE/USDT 1 3.92 3.92 35.668 0.36 2:20:00 1 0 0 100
TKO/USDT 1 4.31 4.31 35.581 0.36 8:20:00 1 0 0 100
GALA/USDT 3 1.16 3.48 30.210 0.30 0:07:00 3 0 0 100
KMD/USDT 1 3.54 3.54 29.528 0.30 1:25:00 1 0 0 100
TRU/USDT 2 1.49 2.98 29.399 0.29 17:34:00 2 0 0 100
STMX/USDT 2 1.61 3.22 27.931 0.28 4:00:00 2 0 0 100
AVAX/USDT 1 2.22 2.22 24.320 0.24 1 day, 0:40:00 1 0 0 100
SLP/USDT 1 2.74 2.74 24.079 0.24 3:30:00 1 0 0 100
CHR/USDT 1 2.48 2.48 22.538 0.23 2:40:00 1 0 0 100
SOL/USDT 1 2.07 2.07 18.902 0.19 5:03:00 1 0 0 100
FRONT/USDT 1 1.95 1.95 18.139 0.18 4:50:00 1 0 0 100
CRV/USDT 1 2.14 2.14 18.091 0.18 0:56:00 1 0 0 100
ALPHA/USDT 1 2.13 2.13 18.032 0.18 1:04:00 1 0 0 100
COTI/USDT 1 1.46 1.46 13.288 0.13 0:41:00 1 0 0 100
LAZIO/USDT 1 1.45 1.45 13.187 0.13 0:31:00 1 0 0 100
ICP/USDT 1 1.41 1.41 13.183 0.13 5:25:00 1 0 0 100
WRX/USDT 1 1.22 1.22 12.178 0.12 6:55:00 1 0 0 100
REN/USDT 1 1.29 1.29 11.733 0.12 0:32:00 1 0 0 100
BEL/USDT 1 1.36 1.36 11.330 0.11 1:45:00 1 0 0 100
FIS/USDT 1 1.27 1.27 11.126 0.11 0:21:00 1 0 0 100
DEGO/USDT 1 1.26 1.26 10.695 0.11 0:14:00 1 0 0 100
AXS/USDT 1 1.28 1.28 10.622 0.11 3:20:00 1 0 0 100
TLM/USDT 1 1.16 1.16 10.174 0.10 0:04:00 1 0 0 100
SFP/USDT 1 1.22 1.22 10.160 0.10 0:17:00 1 0 0 100
TFUEL/USDT 1 1.39 1.39 9.731 0.10 1 day, 1:40:00 1 0 0 100
MBOX/USDT 1 1.14 1.14 9.646 0.10 11:21:00 1 0 0 100
AUDIO/USDT 1 1.04 1.04 9.525 0.10 3:06:00 1 0 0 100
OM/USDT 1 1.06 1.06 8.890 0.09 1:03:00 1 0 0 100
EGLD/USDT 1 1.04 1.04 8.797 0.09 2:12:00 1 0 0 100
STPT/USDT 1 1.02 1.02 8.466 0.08 0:14:00 1 0 0 100
MBL/USDT 1 1.47 1.47 5.053 0.05 1:10:00 1 0 0 100
SUPER/USDT 1 1.37 1.37 4.978 0.05 0:31:00 1 0 0 100
STORJ/USDT 1 1.12 1.12 4.052 0.04 0:46:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 2 -0.84 -1.69 -16.393 -0.16 4:48:00 1 0 1 50.0
BLZ/USDT 1 -9.37 -9.37 -422.255 -4.22 22 days, 14:25:00 0 0 1 0
TOTAL 73 1.89 138.28 1052.223 10.52 22:33:00 71 0 2 97.3

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
IDEX/USDT 1 -2.80 -2.80 -26.118 -0.26 9:00:00 0 0 1 0
BLZ/USDT 1 -9.37 -9.37 -422.255 -4.22 22 days, 14:25:00 0 0 1 0
TOTAL 2 -6.09 -12.17 -448.373 -4.48 11 days, 11:42:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
104 4 5.14 20.56 311.275 3.11 22:01:00 4 0 0 100
47 12 2.26 27.17 246.450 2.46 7:54:00 12 0 0 100
45 11 1.76 19.31 234.010 2.34 2 days, 2:46:00 11 0 0 100
46 13 1.47 19.10 182.475 1.82 22:39:00 12 0 1 92.3
24 4 2.29 9.15 82.208 0.82 1:05:00 4 0 0 100
106 4 1.64 6.57 55.615 0.56 1:06:00 4 0 0 100
105 2 2.31 4.63 51.136 0.51 3:53:00 2 0 0 100
44 2 2.47 4.94 44.911 0.45 1:34:00 2 0 0 100
61 6 1.78 10.66 42.788 0.43 6:08:00 6 0 0 100
25 104 1 2.97 2.97 25.581 0.26 0:34:00 1 0 0 100
41 1 2.48 2.48 22.538 0.23 2:40:00 1 0 0 100
24 45 1 2.47 2.47 21.609 0.22 0:57:00 1 0 0 100
103 104 1 2.47 2.47 20.485 0.20 0:11:00 1 0 0 100
25 45 1 1.54 1.54 13.084 0.13 0:08:00 1 0 0 100
25 105 1 1.46 1.46 12.452 0.12 0:04:00 1 0 0 100
102 1 1.37 1.37 11.755 0.12 0:17:00 1 0 0 100
103 1 1.16 1.16 10.174 0.10 0:04:00 1 0 0 100
12 45 1 1.11 1.11 9.725 0.10 0:36:00 1 0 0 100
12 1 1.04 1.04 9.017 0.09 0:30:00 1 0 0 100
9 1 1.03 1.03 8.601 0.09 1:40:00 1 0 0 100
25 4 -0.73 -2.91 -363.666 -3.64 5 days, 16:38:00 3 0 1 75.0
TOTAL 73 1.89 138.28 1052.223 10.52 22:33:00 71 0 2 97.3

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 47 ) 6 6 0 0 100 1.62 9.73 90.08 1.62
exit_profit_quick_max_m ( 45 ) 5 5 0 0 100 1.92 9.59 92.821 1.6
exit_profit_quick_max_m ( 46 ) 5 5 0 0 100 1.44 7.2 63.728 1.2
exit_profit_pump_max_m ( 25 ) 3 3 0 0 100 2.16 6.47 58.589 1.08
exit_profit_pump_max_m ( 24 ) 3 3 0 0 100 2.6 7.79 70.877 1.3
force_exit 2 0 0 2 0 -6.09 -12.17 -448.373 -2.03
exit_profit_long_rebuy_max_m ( 61 ) 2 2 0 0 100 1.25 2.51 13.783 0.42
exit_quick_q_2 ( 46 ) 2 2 0 0 100 1.63 3.25 38.551 0.54
exit_profit_quick_max_m ( 44 ) 2 2 0 0 100 2.47 4.94 44.911 0.82
exit_quick_u_1 ( 45 ) 2 2 0 0 100 1.06 2.11 18.456 0.35
exit_quick_2_1_1 ( 47 ) 2 2 0 0 100 1.55 3.11 30.83 0.52
exit_long_rebuy_d_1_18 ( 61 ) 1 1 0 0 100 1.37 1.37 4.978 0.23
exit_quick_3_1_1 ( 45 ) 1 1 0 0 100 1.23 1.23 59.664 0.21
exit_profit_pump_max_m ( 24 45 ) 1 1 0 0 100 2.47 2.47 21.609 0.41
exit_long_rapid_u_1 ( 103 ) 1 1 0 0 100 1.16 1.16 10.174 0.19
exit_quick_d_2_13 ( 46 ) 1 1 0 0 100 2.75 2.75 24.101 0.46
exit_quick_1_1_1 ( 47 ) 1 1 0 0 100 0.84 0.84 10.241 0.14
exit_quick_q_1 ( 45 ) 1 1 0 0 100 1.99 1.99 20.96 0.33
exit_profit_normal_max_m ( 12 45 ) 1 1 0 0 100 1.11 1.11 9.725 0.18
exit_long_rebuy_d_4_8 ( 61 ) 1 1 0 0 100 4.28 4.28 15.59 0.71
exit_quick_q_3 ( 45 ) 1 1 0 0 100 2.74 2.74 24.079 0.46
exit_quick_w_2_4 ( 46 ) 1 1 0 0 100 2.22 2.22 24.32 0.37
exit_long_rapid_3_1_1 ( 104 ) 1 1 0 0 100 10.09 10.09 210.413 1.68
exit_quick_q_3 ( 41 ) 1 1 0 0 100 2.48 2.48 22.538 0.41
exit_quick_8_1_1 ( 46 ) 1 1 0 0 100 0.89 0.89 11.69 0.15
exit_quick_2_1_1 ( 45 ) 1 1 0 0 100 1.65 1.65 18.031 0.28
exit_profit_long_rapid_max_m ( 105 ) 1 1 0 0 100 1.45 1.45 13.187 0.24
exit_long_rebuy_u_1 ( 61 ) 1 1 0 0 100 1.03 1.03 3.384 0.17
exit_normal_d_1_10 ( 12 ) 1 1 0 0 100 1.04 1.04 9.017 0.17
exit_quick_q_3 ( 46 ) 1 1 0 0 100 4.31 4.31 35.581 0.72
exit_profit_long_rapid_max_m ( 103 104 ) 1 1 0 0 100 2.47 2.47 20.485 0.41
exit_long_rapid_d_1_10 ( 104 ) 1 1 0 0 100 1.22 1.22 10.16 0.2
exit_quick_w_1_12 ( 46 ) 1 1 0 0 100 1.28 1.28 10.622 0.21
exit_quick_d_3_1 ( 47 ) 1 1 0 0 100 3.54 3.54 29.528 0.59
exit_pump_w_1_10 ( 24 ) 1 1 0 0 100 1.36 1.36 11.33 0.23
exit_profit_normal_max_m ( 9 ) 1 1 0 0 100 1.03 1.03 8.601 0.17
exit_long_rapid_2_1_1 ( 104 ) 1 1 0 0 100 7.67 7.67 77.119 1.28
exit_long_rapid_d_2_21 ( 106 ) 1 1 0 0 100 2.14 2.14 18.091 0.36
exit_long_rapid_d_2_1 ( 106 ) 1 1 0 0 100 2.13 2.13 18.032 0.36
exit_profit_long_rapid_max_m ( 106 ) 1 1 0 0 100 1.04 1.04 8.797 0.17
exit_quick_w_1_2 ( 47 ) 1 1 0 0 100 1.14 1.14 9.646 0.19
exit_pump_d_1_10 ( 25 45 ) 1 1 0 0 100 1.54 1.54 13.084 0.26
exit_pump_d_1_10 ( 25 105 ) 1 1 0 0 100 1.46 1.46 12.452 0.24
exit_long_rapid_d_1_18 ( 106 ) 1 1 0 0 100 1.26 1.26 10.695 0.21
exit_long_rapid_rpd_1 ( 105 ) 1 1 0 0 100 3.18 3.18 37.948 0.53
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.37 1.37 11.755 0.23
exit_profit_long_rapid_max_m ( 104 ) 1 1 0 0 100 1.58 1.58 13.584 0.26
exit_long_rebuy_d_1_21 ( 61 ) 1 1 0 0 100 1.47 1.47 5.053 0.25
exit_profit_pump_max_m ( 25 104 ) 1 1 0 0 100 2.97 2.97 25.581 0.49
exit_quick_q_3 ( 47 ) 1 1 0 0 100 8.81 8.81 76.125 1.47

SUMMARY METRICS

Metric Value
Backtesting from 2021-12-01 00:00:00
Backtesting to 2022-01-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 73 / 2.35
Starting balance 10000 USDT
Final balance 11052.223 USDT
Absolute profit 1052.223 USDT
Total profit % 10.52%
CAGR % 224.78%
Sortino 3.27
Sharpe 11.17
Calmar 166.33
Profit factor 3.35
Expectancy (Ratio) 14.41 (0.06)
Trades per day 2.35
Avg. daily profit % 0.34%
Avg. stake amount 842.186 USDT
Total trade volume 61479.543 USDT
Best Pair MDT/USDT 42.50%
Worst Pair BLZ/USDT -9.37%
Best trade MDT/USDT 10.09%
Worst trade BLZ/USDT -9.37%
Best day 265.266 USDT
Worst day -448.373 USDT
Days win/draw/lose 22 / 8 / 1
Avg. Duration Winners 15:25:00
Avg. Duration Loser 11 days, 11:42:00
Max Consecutive Wins / Loss 71 / 2
Rejected Entry signals 25
Entry/Exit Timeouts 0 / 0
Min balance 10003.384 USDT
Max balance 11500.595 USDT
Max % of account underwater 3.90%
Absolute Drawdown (Account) 3.90%
Absolute Drawdown 448.373 USDT
Drawdown high 1500.595 USDT
Drawdown low 1052.223 USDT
Drawdown Start 2021-12-31 05:25:00
Drawdown End 2022-01-01 00:00:00
Market change -20.41%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 73 1.89 138.28 1052.223 10.52 22:33:00 71 0 2 97.3 448.373 USDT 3.90%

For more details, please look at the detail tables above

@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 - 20220101-20220201

Current Previous v14.1.278 v14.1.253 v14.1.225
Average Duration 18:17:00 18:17:00 17:47:00 17:54:00 18:24:00
Market Change -35.52 % -35.52 % -35.52 % -35.65 % -35.65 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.625 % 1.625 % 1.6919 % 1.8611 % 1.8521 %
Profit Sum 47.13 % 47.13 % 50.76 % 59.55 % 57.42 %
Profit Total 4.41 % 4.41 % 4.73 % 5.03 % 4.84 %
Trades 29 29 30 32 31
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FARM/USDT 6 2.16 12.93 107.747 1.08 1:50:00 6 0 0 100
PYR/USDT 1 3.65 3.65 55.329 0.55 2 days, 1:35:00 1 0 0 100
CELR/USDT 2 1.27 2.54 30.124 0.30 3 days, 6:18:00 2 0 0 100
POND/USDT 1 3.32 3.32 27.688 0.28 5:15:00 1 0 0 100
CKB/USDT 1 2.49 2.49 20.832 0.21 2:55:00 1 0 0 100
DOCK/USDT 1 2.36 2.36 20.210 0.20 0:57:00 1 0 0 100
WAXP/USDT 1 1.77 1.77 14.615 0.15 18:25:00 1 0 0 100
DASH/USDT 1 1.44 1.44 14.529 0.15 1 day, 14:20:00 1 0 0 100
INJ/USDT 1 1.52 1.52 12.736 0.13 6:35:00 1 0 0 100
OG/USDT 1 1.46 1.46 12.508 0.13 19:08:00 1 0 0 100
BETA/USDT 1 1.35 1.35 11.581 0.12 0:35:00 1 0 0 100
UMA/USDT 1 1.37 1.37 11.463 0.11 2:06:00 1 0 0 100
BAND/USDT 1 0.65 0.65 10.987 0.11 6 days, 6:20:00 1 0 0 100
KP3R/USDT 1 1.25 1.25 10.626 0.11 0:38:00 1 0 0 100
OCEAN/USDT 1 1.21 1.21 10.159 0.10 4:48:00 1 0 0 100
MDT/USDT 1 1.15 1.15 9.809 0.10 0:14:00 1 0 0 100
SPELL/USDT 1 1.14 1.14 9.803 0.10 0:22:00 1 0 0 100
YFI/USDT 1 0.76 0.76 9.175 0.09 1 day, 17:56:00 1 0 0 100
FET/USDT 1 1.06 1.06 8.926 0.09 0:59:00 1 0 0 100
PUNDIX/USDT 1 1.06 1.06 8.772 0.09 10:35:00 1 0 0 100
MINA/USDT 1 1.03 1.03 8.685 0.09 2:27:00 1 0 0 100
CELO/USDT 1 0.85 0.85 8.600 0.09 3:08:00 1 0 0 100
XVG/USDT 1 0.76 0.76 6.448 0.06 3:30:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 29 1.63 47.13 441.352 4.41 18:17:00 29 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 13 1.55 20.13 188.702 1.89 1 day, 9:05:00 13 0 0 100
47 6 1.58 9.47 79.831 0.80 4:49:00 6 0 0 100
41 61 2 2.34 4.68 64.014 0.64 1 day, 2:01:00 2 0 0 100
44 3 1.59 4.76 40.645 0.41 0:36:00 3 0 0 100
106 2 1.44 2.89 24.707 0.25 8:14:00 2 0 0 100
45 1 2.24 2.24 18.614 0.19 0:44:00 1 0 0 100
102 1 1.82 1.82 15.036 0.15 0:08:00 1 0 0 100
4 1 1.14 1.14 9.803 0.10 0:22:00 1 0 0 100
TOTAL 29 1.63 47.13 441.352 4.41 18:17:00 29 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 5 5 0 0 100 1.44 7.18 63.869 1.2
exit_profit_quick_max_m ( 44 ) 2 2 0 0 100 1.8 3.61 30.836 0.6
exit_profit_quick_max_m ( 47 ) 2 2 0 0 100 1.21 2.43 20.39 0.4
exit_quick_w_1_1 ( 46 ) 2 2 0 0 100 1.05 2.09 25.516 0.35
exit_quick_w_2_1 ( 46 ) 1 1 0 0 100 1.01 1.01 16.998 0.17
exit_quick_d_1_8 ( 47 ) 1 1 0 0 100 1.46 1.46 12.508 0.24
exit_profit_long_rapid_max_m ( 106 ) 1 1 0 0 100 1.54 1.54 13.126 0.26
exit_long_rapid_d_1_13 ( 106 ) 1 1 0 0 100 1.35 1.35 11.581 0.23
exit_quick_d_1_18 ( 44 ) 1 1 0 0 100 1.15 1.15 9.809 0.19
exit_quick_q_3 ( 47 ) 1 1 0 0 100 2.35 2.35 20.053 0.39
exit_quick_d_0_8 ( 46 ) 1 1 0 0 100 0.76 0.76 6.448 0.13
exit_quick_d_1_8 ( 46 ) 1 1 0 0 100 1.52 1.52 12.736 0.25
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.82 1.82 15.036 0.3
exit_quick_q_1 ( 41 61 ) 1 1 0 0 100 3.65 3.65 55.329 0.61
exit_quick_d_1_13 ( 41 61 ) 1 1 0 0 100 1.03 1.03 8.685 0.17
exit_quick_q_1 ( 46 ) 1 1 0 0 100 2.49 2.49 20.832 0.41
exit_quick_w_3_2 ( 46 ) 1 1 0 0 100 3.32 3.32 27.688 0.55
exit_quick_d_1_13 ( 47 ) 1 1 0 0 100 1.25 1.25 10.417 0.21
exit_quick_w_1_10 ( 47 ) 1 1 0 0 100 1.98 1.98 16.463 0.33
exit_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.77 1.77 14.615 0.29
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 2.24 2.24 18.614 0.37
exit_profit_normal_max_m ( 4 ) 1 1 0 0 100 1.14 1.14 9.803 0.19

SUMMARY METRICS

Metric Value
Backtesting from 2022-01-01 00:00:00
Backtesting to 2022-02-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 29 / 0.94
Starting balance 10000 USDT
Final balance 10441.352 USDT
Absolute profit 441.352 USDT
Total profit % 4.41%
CAGR % 66.28%
Sortino -100.00
Sharpe 29.43
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 15.22 (100.00)
Trades per day 0.94
Avg. daily profit % 0.14%
Avg. stake amount 835.508 USDT
Total trade volume 24229.739 USDT
Best Pair FARM/USDT 12.93%
Worst Pair 1INCH/USDT 0.00%
Best trade PYR/USDT 3.65%
Worst trade BAND/USDT 0.65%
Best day 69.585 USDT
Worst day 0 USDT
Days win/draw/lose 16 / 14 / 0
Avg. Duration Winners 18:17:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 29 / 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
Drawdown End 1970-01-01 00:00:00
Market change -35.52%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 29 1.63 47.13 441.352 4.41 18:17:00 29 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@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 - 20220201-20220301

Current Previous v14.1.278 v14.1.253 v14.1.225
Average Duration 21:30:00 21:30:00 21:30:00 21:09:00 1 day, 1:38:00
Market Change 2.32 % 2.32 % 2.32 % 2.13 % 2.13 %
Max Drawdown 1.2031 % 1.2031 % 1.2031 % 1.0557 % 1.8774 %
Profit Mean 1.7082 % 1.7082 % 1.7082 % 1.7045 % 1.5274 %
Profit Sum 68.33 % 68.33 % 68.33 % 69.89 % 62.63 %
Profit Total 5.14 % 5.14 % 5.14 % 5.24 % 4.36 %
Trades 40 40 40 41 41
Win Rate 97.5 % 97.5 % 97.5 % 97.56 % 95.12 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
AVA/USDT 2 4.36 8.71 99.882 1.00 8:11:00 2 0 0 100
SLP/USDT 3 1.82 5.46 46.700 0.47 0:19:00 3 0 0 100
INJ/USDT 1 4.32 4.32 37.511 0.38 1:20:00 1 0 0 100
DEXE/USDT 2 1.96 3.92 32.680 0.33 5:12:00 2 0 0 100
SHIB/USDT 1 3.77 3.77 31.990 0.32 2:00:00 1 0 0 100
WING/USDT 2 1.88 3.76 31.858 0.32 3:28:00 2 0 0 100
OM/USDT 1 2.53 2.53 30.443 0.30 2 days, 7:16:00 1 0 0 100
LIT/USDT 1 3.42 3.42 28.845 0.29 2:05:00 1 0 0 100
OXT/USDT 1 3.29 3.29 28.319 0.28 4:29:00 1 0 0 100
IDEX/USDT 2 1.02 2.04 23.278 0.23 3 days, 5:31:00 2 0 0 100
HIVE/USDT 1 2.64 2.64 21.964 0.22 7:15:00 1 0 0 100
STX/USDT 1 2.60 2.60 21.703 0.22 6:45:00 1 0 0 100
XVS/USDT 1 2.48 2.48 20.649 0.21 5:54:00 1 0 0 100
SOL/USDT 1 2.18 2.18 18.099 0.18 0:28:00 1 0 0 100
LSK/USDT 1 1.71 1.71 14.911 0.15 21:00:00 1 0 0 100
PEOPLE/USDT 2 1.12 2.23 13.615 0.14 1:04:00 2 0 0 100
CHR/USDT 1 1.59 1.59 13.282 0.13 9:52:00 1 0 0 100
KMD/USDT 1 0.93 0.93 11.317 0.11 8:47:00 1 0 0 100
WRX/USDT 1 1.35 1.35 11.236 0.11 7:52:00 1 0 0 100
VIDT/USDT 1 1.26 1.26 10.378 0.10 0:25:00 1 0 0 100
TWT/USDT 1 1.17 1.17 10.261 0.10 1:39:00 1 0 0 100
DYDX/USDT 1 0.93 0.93 9.512 0.10 2 days, 19:03:00 1 0 0 100
RARE/USDT 1 1.07 1.07 9.219 0.09 4:54:00 1 0 0 100
MBOX/USDT 1 1.08 1.08 9.129 0.09 1:42:00 1 0 0 100
BETA/USDT 1 1.05 1.05 9.115 0.09 1:05:00 1 0 0 100
STRAX/USDT 1 1.08 1.08 8.949 0.09 1:26:00 1 0 0 100
SUPER/USDT 1 1.02 1.02 8.833 0.09 0:17:00 1 0 0 100
MBL/USDT 1 1.03 1.03 8.597 0.09 8:22:00 1 0 0 100
PYR/USDT 1 1.02 1.02 8.420 0.08 0:41:00 1 0 0 100
FORTH/USDT 1 1.45 1.45 4.874 0.05 0:01:00 1 0 0 100
SPELL/USDT 1 1.42 1.42 4.741 0.05 2:50:00 1 0 0 100
DODO/USDT 1 0.12 0.12 1.227 0.01 23:56:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 1 -4.32 -4.32 -128.024 -1.28 17 days, 13:00:00 0 0 1 0
TOTAL 40 1.71 68.33 513.514 5.14 21:30:00 39 0 1 97.5

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
HOT/USDT 1 -4.32 -4.32 -128.024 -1.28 17 days, 13:00:00 0 0 1 0
TOTAL 1 -4.32 -4.32 -128.024 -1.28 17 days, 13:00:00 0 0 1 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
104 3 3.21 9.64 111.199 1.11 8:23:00 3 0 0 100
46 16 1.45 23.13 103.536 1.04 1 day, 9:02:00 15 0 1 93.8
47 3 2.99 8.98 85.681 0.86 20:46:00 3 0 0 100
24 2 2.18 4.36 37.538 0.38 4:42:00 2 0 0 100
45 3 1.04 3.13 31.775 0.32 2 days, 4:02:00 3 0 0 100
101 1 3.42 3.42 28.845 0.29 2:05:00 1 0 0 100
44 61 1 2.97 2.97 25.562 0.26 0:30:00 1 0 0 100
61 3 1.29 3.88 12.966 0.13 1:16:00 3 0 0 100
12 1 1.42 1.42 12.193 0.12 0:14:00 1 0 0 100
1 42 1 1.22 1.22 10.265 0.10 1:10:00 1 0 0 100
105 1 0.93 0.93 9.512 0.10 2 days, 19:03:00 1 0 0 100
7 1 1.08 1.08 9.129 0.09 1:42:00 1 0 0 100
106 1 1.05 1.05 9.115 0.09 1:05:00 1 0 0 100
102 1 1.07 1.07 8.945 0.09 0:13:00 1 0 0 100
11 1 1.02 1.02 8.833 0.09 0:17:00 1 0 0 100
41 1 1.02 1.02 8.420 0.08 0:41:00 1 0 0 100
TOTAL 40 1.71 68.33 513.514 5.14 21:30:00 39 0 1 97.5

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 8 8 0 0 100 1.47 11.76 99.477 1.96
exit_quick_q_3 ( 46 ) 3 3 0 0 100 2.49 7.48 62.252 1.25
exit_profit_long_rebuy_max_m ( 61 ) 2 2 0 0 100 1.22 2.44 8.092 0.41
exit_profit_pump_max_m ( 24 ) 2 2 0 0 100 2.18 4.36 37.538 0.73
exit_profit_quick_max_m ( 45 ) 2 2 0 0 100 1.17 2.34 19.327 0.39
exit_profit_long_rapid_max_m ( 104 ) 2 2 0 0 100 1.03 2.07 21.067 0.34
exit_quick_d_2_2 ( 44 61 ) 1 1 0 0 100 2.97 2.97 25.562 0.5
exit_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.71 1.71 14.911 0.28
exit_quick_d_0_8 ( 46 ) 1 1 0 0 100 0.12 0.12 1.227 0.02
exit_quick_8_1_1 ( 45 ) 1 1 0 0 100 0.79 0.79 12.448 0.13
exit_long_rapid_d_1_21 ( 106 ) 1 1 0 0 100 1.05 1.05 9.115 0.17
exit_quick_q_3 ( 47 ) 1 1 0 0 100 4.32 4.32 37.511 0.72
exit_profit_normal_max_m ( 11 ) 1 1 0 0 100 1.02 1.02 8.833 0.17
exit_quick_3_1_1 ( 47 ) 1 1 0 0 100 2.53 2.53 30.443 0.42
exit_profit_long_rapid_max_m ( 105 ) 1 1 0 0 100 0.93 0.93 9.512 0.16
exit_long_rapid_3_1_1 ( 104 ) 1 1 0 0 100 7.57 7.57 90.133 1.26
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 1.42 1.42 12.193 0.24
exit_quick_q_1 ( 46 ) 1 1 0 0 100 3.77 3.77 31.99 0.63
exit_long_rapid_rpd_2 ( 101 ) 1 1 0 0 100 3.42 3.42 28.845 0.57
exit_profit_normal_max_m ( 7 ) 1 1 0 0 100 1.08 1.08 9.129 0.18
exit_normal_w_1_3 ( 1 42 ) 1 1 0 0 100 1.22 1.22 10.265 0.2
exit_long_rebuy_u_1 ( 61 ) 1 1 0 0 100 1.45 1.45 4.874 0.24
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.07 1.07 8.945 0.18
exit_quick_w_2_2 ( 46 ) 1 1 0 0 100 2.6 2.6 21.703 0.43
exit_profit_quick_max_m ( 47 ) 1 1 0 0 100 2.13 2.13 17.727 0.36
exit_profit_quick_max_m ( 41 ) 1 1 0 0 100 1.02 1.02 8.42 0.17
force_exit 1 0 0 1 0 -4.32 -4.32 -128.024 -0.72

SUMMARY METRICS

Metric Value
Backtesting from 2022-02-01 00:00:00
Backtesting to 2022-03-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 40 / 1.43
Starting balance 10000 USDT
Final balance 10513.514 USDT
Absolute profit 513.514 USDT
Total profit % 5.14%
CAGR % 92.09%
Sortino -100.00
Sharpe 13.10
Calmar 291.24
Profit factor 5.01
Expectancy (Ratio) 12.84 (0.10)
Trades per day 1.43
Avg. daily profit % 0.18%
Avg. stake amount 826.739 USDT
Total trade volume 33069.574 USDT
Best Pair AVA/USDT 8.71%
Worst Pair HOT/USDT -4.32%
Best trade AVA/USDT 7.57%
Worst trade HOT/USDT -4.32%
Best day 106.375 USDT
Worst day -128.024 USDT
Days win/draw/lose 18 / 9 / 1
Avg. Duration Winners 11:16:00
Avg. Duration Loser 17 days, 13:00:00
Max Consecutive Wins / Loss 39 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10003.351 USDT
Max balance 10641.538 USDT
Max % of account underwater 1.20%
Absolute Drawdown (Account) 1.20%
Absolute Drawdown 128.024 USDT
Drawdown high 641.538 USDT
Drawdown low 513.514 USDT
Drawdown Start 2022-02-28 15:00:00
Drawdown End 2022-03-01 00:00:00
Market change 2.32%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 40 1.71 68.33 513.514 5.14 21:30:00 39 0 1 97.5 128.024 USDT 1.20%

For more details, please look at the detail tables above

@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 - 20220301-20220401

Current Previous v14.1.278 v14.1.253 v14.1.225
Average Duration 23:01:00 23:01:00 23:01:00 1 day, 3:16:00 1 day, 4:50:00
Market Change 32.25 % 32.25 % 32.25 % 32.43 % 32.43 %
Max Drawdown 1.1646 % 1.1646 % 1.1646 % 1.1655 % 4.1079 %
Profit Mean 1.7494 % 1.7494 % 1.7494 % 1.7697 % 1.1864 %
Profit Sum 103.21 % 103.21 % 103.21 % 113.26 % 70.0 %
Profit Total 9.27 % 9.27 % 9.27 % 9.87 % 6.0 %
Trades 59 59 59 64 59
Win Rate 93.22 % 93.22 % 93.22 % 93.75 % 91.53 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FARM/USDT 1 9.59 9.59 82.808 0.83 0:04:00 1 0 0 100
SANTOS/USDT 2 4.13 8.27 70.508 0.71 0:27:00 2 0 0 100
OG/USDT 4 1.86 7.45 65.201 0.65 5:58:00 4 0 0 100
BOND/USDT 1 6.45 6.45 56.945 0.57 1:40:00 1 0 0 100
LTO/USDT 2 2.32 4.64 42.121 0.42 20:40:00 2 0 0 100
SFP/USDT 1 4.57 4.57 38.106 0.38 5:48:00 1 0 0 100
ADX/USDT 3 1.40 4.20 36.777 0.37 1:21:00 3 0 0 100
FIS/USDT 1 3.74 3.74 32.549 0.33 4:00:00 1 0 0 100
LTC/USDT 1 3.80 3.80 31.864 0.32 10:45:00 1 0 0 100
MBL/USDT 2 1.63 3.26 28.104 0.28 2:36:00 2 0 0 100
WING/USDT 2 1.56 3.12 27.423 0.27 5:33:00 2 0 0 100
XEC/USDT 1 2.93 2.93 26.031 0.26 13:15:00 1 0 0 100
WNXM/USDT 1 2.99 2.99 25.555 0.26 5:05:00 1 0 0 100
SLP/USDT 1 2.75 2.75 24.817 0.25 20:05:00 1 0 0 100
ALPACA/USDT 1 2.76 2.76 23.634 0.24 3:50:00 1 0 0 100
WAXP/USDT 1 2.60 2.60 23.473 0.23 14:40:00 1 0 0 100
WAVES/USDT 1 2.67 2.67 22.165 0.22 5:10:00 1 0 0 100
BURGER/USDT 1 1.72 1.72 21.784 0.22 7:33:00 1 0 0 100
DATA/USDT 1 2.34 2.34 20.760 0.21 8:45:00 1 0 0 100
ELF/USDT 1 2.34 2.34 20.003 0.20 1:45:00 1 0 0 100
INJ/USDT 1 2.23 2.23 18.367 0.18 1:07:00 1 0 0 100
KNC/USDT 1 2.04 2.04 18.288 0.18 9:27:00 1 0 0 100
ETH/USDT 1 2.18 2.18 18.244 0.18 10:45:00 1 0 0 100
SUPER/USDT 1 1.90 1.90 17.281 0.17 0:01:00 1 0 0 100
THETA/USDT 1 1.72 1.72 17.245 0.17 7:25:00 1 0 0 100
GRT/USDT 1 1.88 1.88 17.017 0.17 0:02:00 1 0 0 100
FIL/USDT 1 1.57 1.57 14.116 0.14 0:03:00 1 0 0 100
BLZ/USDT 1 1.46 1.46 13.256 0.13 0:15:00 1 0 0 100
BTC/USDT 1 1.54 1.54 13.005 0.13 16:20:00 1 0 0 100
LAZIO/USDT 1 1.50 1.50 12.777 0.13 0:24:00 1 0 0 100
QI/USDT 1 1.44 1.44 12.663 0.13 5:31:00 1 0 0 100
PHA/USDT 1 1.42 1.42 12.631 0.13 12:55:00 1 0 0 100
POND/USDT 1 0.63 0.63 12.561 0.13 6 days, 4:17:00 1 0 0 100
REQ/USDT 1 1.30 1.30 10.964 0.11 0:06:00 1 0 0 100
WIN/USDT 1 1.23 1.23 10.798 0.11 19:48:00 1 0 0 100
AR/USDT 1 0.55 0.55 10.255 0.10 4 days, 7:40:00 1 0 0 100
OXT/USDT 1 1.11 1.11 9.726 0.10 9:28:00 1 0 0 100
IDEX/USDT 1 1.13 1.13 9.545 0.10 2:17:00 1 0 0 100
CFX/USDT 1 1.07 1.07 9.366 0.09 7:05:00 1 0 0 100
ARPA/USDT 1 1.04 1.04 9.321 0.09 2:03:00 1 0 0 100
DEXE/USDT 1 0.92 0.92 9.187 0.09 1 day, 9:34:00 1 0 0 100
QNT/USDT 1 1.10 1.10 9.184 0.09 18:46:00 1 0 0 100
MDT/USDT 1 1.03 1.03 9.099 0.09 12:50:00 1 0 0 100
SHIB/USDT 1 0.19 0.19 7.884 0.08 26 days, 3:48:00 1 0 0 100
XVG/USDT 2 0.17 0.34 3.047 0.03 0:06:00 1 0 1 50.0
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 2 -0.58 -1.15 -5.679 -0.06 1 day, 19:18:00 1 0 1 50.0
KMD/USDT 1 -3.78 -3.78 -34.212 -0.34 19:00:00 0 0 1 0
UMA/USDT 1 -6.58 -6.58 -59.582 -0.60 13:00:00 0 0 1 0
TOTAL 59 1.75 103.21 926.981 9.27 23:01:00 55 0 4 93.2

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XVG/USDT 1 -0.79 -0.79 -7.236 -0.07 0:05:00 0 0 1 0
LSK/USDT 1 -3.05 -3.05 -27.727 -0.28 9:50:00 0 0 1 0
KMD/USDT 1 -3.78 -3.78 -34.212 -0.34 19:00:00 0 0 1 0
UMA/USDT 1 -6.58 -6.58 -59.582 -0.60 13:00:00 0 0 1 0
TOTAL 4 -3.55 -14.20 -128.758 -1.29 10:29:00 0 0 4 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 34 1.63 55.56 501.080 5.01 1 day, 10:10:00 32 0 2 94.1
12 5 1.71 8.57 76.957 0.77 0:11:00 5 0 0 100
44 3 2.69 8.07 73.803 0.74 1 day, 6:29:00 3 0 0 100
47 6 1.22 7.35 66.233 0.66 8:56:00 5 0 1 83.3
102 3 2.61 7.84 66.045 0.66 3:20:00 2 0 1 66.7
103 2 3.04 6.07 50.923 0.51 5:14:00 2 0 0 100
25 3 1.45 4.35 44.844 0.45 2:41:00 3 0 0 100
3 49 1 2.75 2.75 24.817 0.25 20:05:00 1 0 0 100
24 1 1.55 1.55 12.783 0.13 0:24:00 1 0 0 100
11 1 1.11 1.11 9.497 0.09 1:11:00 1 0 0 100
TOTAL 59 1.75 103.21 926.981 9.27 23:01:00 55 0 4 93.2

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 11 11 0 0 100 1.03 11.36 106.836 1.89
exit_quick_2_1_1 ( 46 ) 5 5 0 0 100 2.79 13.97 128.366 2.33
exit_profit_quick_max_m ( 47 ) 4 4 0 0 100 1.48 5.94 51.508 0.99
exit_quick_q_1 ( 46 ) 4 4 0 0 100 2.57 10.26 91.536 1.71
force_exit 4 0 0 4 0 -3.55 -14.2 -128.758 -2.37
exit_quick_1_1_1 ( 46 ) 3 3 0 0 100 1.42 4.27 41.504 0.71
exit_normal_o_1 ( 12 ) 3 3 0 0 100 1.78 5.35 48.415 0.89
exit_quick_q_3 ( 46 ) 3 3 0 0 100 2.46 7.37 64.603 1.23
exit_profit_pump_max_m ( 25 ) 2 2 0 0 100 1.61 3.22 34.561 0.54
exit_profit_long_rapid_max_m ( 103 ) 2 2 0 0 100 3.04 6.07 50.923 1.01
exit_quick_w_2_4 ( 46 ) 2 2 0 0 100 2.77 5.53 49.503 0.92
exit_profit_normal_max_m ( 12 ) 2 2 0 0 100 1.61 3.22 28.542 0.54
exit_quick_w_6_12 ( 46 ) 1 1 0 0 100 6.72 6.72 57.725 1.12
exit_pump_d_1_10 ( 25 ) 1 1 0 0 100 1.13 1.13 10.283 0.19
exit_quick_q_3 ( 3 49 ) 1 1 0 0 100 2.75 2.75 24.817 0.46
exit_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.42 1.42 12.631 0.24
exit_long_rapid_o_8 ( 102 ) 1 1 0 0 100 9.59 9.59 82.808 1.6
exit_quick_q_1 ( 47 ) 1 1 0 0 100 2.21 2.21 21.961 0.37
exit_quick_3_1_1 ( 44 ) 1 1 0 0 100 1.9 1.9 22.048 0.32
exit_profit_normal_max_m ( 11 ) 1 1 0 0 100 1.11 1.11 9.497 0.19
exit_profit_pump_max_m ( 24 ) 1 1 0 0 100 1.55 1.55 12.783 0.26
exit_quick_2_1_1 ( 44 ) 1 1 0 0 100 3.73 3.73 31.595 0.62
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.3 1.3 10.964 0.22
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 2.43 2.43 20.16 0.41
exit_quick_w_2_7 ( 46 ) 1 1 0 0 100 2.67 2.67 22.165 0.45
exit_quick_w_2_2 ( 46 ) 1 1 0 0 100 2.34 2.34 20.003 0.39

SUMMARY METRICS

Metric Value
Backtesting from 2022-03-01 00:00:00
Backtesting to 2022-04-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 59 / 1.9
Starting balance 10000 USDT
Final balance 10926.981 USDT
Absolute profit 926.981 USDT
Total profit % 9.27%
CAGR % 183.99%
Sortino 30.57
Sharpe 30.13
Calmar 490.54
Profit factor 8.20
Expectancy (Ratio) 15.71 (0.49)
Trades per day 1.9
Avg. daily profit % 0.30%
Avg. stake amount 862.624 USDT
Total trade volume 50894.806 USDT
Best Pair FARM/USDT 9.59%
Worst Pair UMA/USDT -6.58%
Best trade FARM/USDT 9.59%
Worst trade UMA/USDT -6.58%
Best day 140.534 USDT
Worst day -128.758 USDT
Days win/draw/lose 23 / 5 / 1
Avg. Duration Winners 23:55:00
Avg. Duration Loser 10:29:00
Max Consecutive Wins / Loss 55 / 4
Rejected Entry signals 4
Entry/Exit Timeouts 0 / 0
Min balance 10018.367 USDT
Max balance 11055.739 USDT
Max % of account underwater 1.16%
Absolute Drawdown (Account) 1.16%
Absolute Drawdown 128.758 USDT
Drawdown high 1055.739 USDT
Drawdown low 926.981 USDT
Drawdown Start 2022-03-31 21:13:00
Drawdown End 2022-04-01 00:00:00
Market change 32.25%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 59 1.75 103.21 926.981 9.27 23:01:00 55 0 4 93.2 128.758 USDT 1.16%

For more details, please look at the detail tables above

@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 - 20220401-20220501

Current Previous v14.1.278 v14.1.253 v14.1.225
Average Duration 19:40:00 19:40:00 19:40:00 1 day, 0:38:00 21:10:00
Market Change -32.84 % -32.84 % -32.84 % -32.69 % -32.69 %
Max Drawdown 2.3634 % 2.3634 % 2.3634 % 6.0599 % 4.0987 %
Profit Mean 1.1729 % 1.1729 % 1.1729 % 0.4813 % 0.7826 %
Profit Sum 56.3 % 56.3 % 56.3 % 25.51 % 41.48 %
Profit Total 4.12 % 4.12 % 4.12 % 1.19 % 3.16 %
Trades 48 48 48 53 53
Win Rate 93.75 % 93.75 % 93.75 % 90.57 % 92.45 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
HARD/USDT 1 9.78 9.78 84.168 0.84 0:35:00 1 0 0 100
OM/USDT 3 2.95 8.86 77.128 0.77 2:32:00 3 0 0 100
ALPACA/USDT 3 1.38 4.13 34.824 0.35 5:21:00 3 0 0 100
LTO/USDT 2 1.67 3.35 29.258 0.29 1:14:00 2 0 0 100
AUDIO/USDT 2 1.68 3.36 28.351 0.28 7:10:00 2 0 0 100
RARE/USDT 1 3.08 3.08 25.946 0.26 1:20:00 1 0 0 100
TWT/USDT 1 3.02 3.02 25.884 0.26 2:30:00 1 0 0 100
LSK/USDT 2 2.74 5.48 25.561 0.26 0:54:00 2 0 0 100
DEGO/USDT 2 1.65 3.29 24.759 0.25 7:08:00 2 0 0 100
GRT/USDT 1 2.80 2.80 24.490 0.24 5:10:00 1 0 0 100
VTHO/USDT 2 1.04 2.09 20.867 0.21 1 day, 4:04:00 2 0 0 100
AVAX/USDT 1 2.23 2.23 18.706 0.19 22:40:00 1 0 0 100
ADX/USDT 1 2.22 2.22 18.390 0.18 19:07:00 1 0 0 100
FET/USDT 1 2.16 2.16 18.002 0.18 0:32:00 1 0 0 100
MTL/USDT 1 2.04 2.04 17.376 0.17 1 day, 5:20:00 1 0 0 100
AGLD/USDT 2 0.85 1.71 16.028 0.16 13:20:00 2 0 0 100
FORTH/USDT 1 1.72 1.72 14.278 0.14 1:04:00 1 0 0 100
VIDT/USDT 1 1.60 1.60 13.365 0.13 3:15:00 1 0 0 100
OG/USDT 2 1.06 2.13 12.468 0.12 0:54:00 2 0 0 100
OXT/USDT 1 1.43 1.43 11.997 0.12 12:17:00 1 0 0 100
BNT/USDT 1 1.34 1.34 11.194 0.11 12:20:00 1 0 0 100
STMX/USDT 1 0.36 0.36 10.686 0.11 15 days, 11:10:00 1 0 0 100
SLP/USDT 1 1.16 1.16 9.655 0.10 0:27:00 1 0 0 100
SKL/USDT 1 1.17 1.17 9.643 0.10 0:10:00 1 0 0 100
AXS/USDT 1 1.16 1.16 9.602 0.10 7:49:00 1 0 0 100
PUNDIX/USDT 1 1.10 1.10 9.590 0.10 10:22:00 1 0 0 100
FIS/USDT 1 0.79 0.79 9.548 0.10 3 days, 20:09:00 1 0 0 100
ENJ/USDT 1 1.05 1.05 8.787 0.09 1:28:00 1 0 0 100
DOCK/USDT 1 1.02 1.02 8.681 0.09 1:56:00 1 0 0 100
SPELL/USDT 1 1.04 1.04 8.623 0.09 0:13:00 1 0 0 100
SANTOS/USDT 1 1.03 1.03 8.611 0.09 0:13:00 1 0 0 100
PHA/USDT 1 0.72 0.72 6.038 0.06 14:50:00 1 0 0 100
AUCTION/USDT 1 0.22 0.22 1.917 0.02 7:05:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 1 -1.29 -1.29 -11.317 -0.11 0:45:00 0 0 1 0
HIGH/USDT 1 -12.14 -12.14 -106.787 -1.07 14:00:00 0 0 1 0
TRU/USDT 2 -4.47 -8.93 -124.542 -1.25 3 days, 13:05:00 1 0 1 50.0
TOTAL 48 1.17 56.30 411.773 4.12 19:40:00 45 0 3 93.8

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ZRX/USDT 1 -1.29 -1.29 -11.317 -0.11 0:45:00 0 0 1 0
HIGH/USDT 1 -12.14 -12.14 -106.787 -1.07 14:00:00 0 0 1 0
TRU/USDT 1 -9.62 -9.62 -133.929 -1.34 4 days, 16:00:00 0 0 1 0
TOTAL 3 -7.68 -23.05 -252.033 -2.52 1 day, 18:15:00 0 0 3 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
47 6 3.06 18.37 159.800 1.60 7:20:00 6 0 0 100
25 3 2.08 6.25 53.893 0.54 3:34:00 3 0 0 100
45 5 1.14 5.68 48.016 0.48 3:16:00 5 0 0 100
3 4 0.91 3.65 41.743 0.42 4 days, 11:24:00 4 0 0 100
104 2 1.97 3.94 32.668 0.33 10:06:00 2 0 0 100
44 2 1.79 3.59 30.786 0.31 0:44:00 2 0 0 100
61 3 2.36 7.07 30.330 0.30 5:19:00 3 0 0 100
10 2 1.00 2.00 16.912 0.17 0:28:00 2 0 0 100
21 1 1.07 1.07 9.094 0.09 0:14:00 1 0 0 100
41 61 1 1.02 1.02 8.681 0.09 1:56:00 1 0 0 100
46 18 0.27 4.94 -8.834 -0.09 22:20:00 16 0 2 88.9
103 1 -1.29 -1.29 -11.317 -0.11 0:45:00 0 0 1 0
TOTAL 48 1.17 56.30 411.773 4.12 19:40:00 45 0 3 93.8

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 5 5 0 0 100 1.3 6.5 54.369 1.08
exit_quick_2_1_1 ( 46 ) 4 4 0 0 100 1.48 5.93 56.815 0.99
exit_profit_quick_max_m ( 45 ) 4 4 0 0 100 1.24 4.96 41.979 0.83
force_exit 3 0 0 3 0 -7.68 -23.05 -252.033 -3.84
exit_profit_long_rebuy_max_m ( 61 ) 3 3 0 0 100 2.36 7.07 30.33 1.18
exit_profit_normal_max_m ( 3 ) 3 3 0 0 100 0.84 2.51 32.101 0.42
exit_profit_pump_max_m ( 25 ) 2 2 0 0 100 2.54 5.09 44.25 0.85
exit_quick_q_3 ( 47 ) 2 2 0 0 100 2.7 5.4 46.238 0.9
exit_quick_u_1 ( 44 ) 1 1 0 0 100 1.03 1.03 8.611 0.17
exit_quick_w_0_2 ( 45 ) 1 1 0 0 100 0.72 0.72 6.038 0.12
exit_quick_d_0_8 ( 47 ) 1 1 0 0 100 0.22 0.22 1.917 0.04
exit_profit_quick_max_m ( 47 ) 1 1 0 0 100 1.95 1.95 17.07 0.33
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.8 2.8 24.49 0.47
exit_long_rapid_rpd_1 ( 104 ) 1 1 0 0 100 2.22 2.22 18.39 0.37
exit_quick_d_2_13 ( 44 ) 1 1 0 0 100 2.55 2.55 22.176 0.43
exit_quick_q_1 ( 47 ) 1 1 0 0 100 9.78 9.78 84.168 1.63
exit_profit_normal_max_m ( 10 ) 1 1 0 0 100 1.32 1.32 11.291 0.22
exit_quick_3_1_1 ( 46 ) 1 1 0 0 100 2.04 2.04 17.376 0.34
exit_profit_long_rapid_max_m ( 104 ) 1 1 0 0 100 1.72 1.72 14.278 0.29
exit_pump_d_1_10 ( 21 ) 1 1 0 0 100 1.07 1.07 9.094 0.18
exit_quick_2_1_1 ( 47 ) 1 1 0 0 100 1.03 1.03 10.407 0.17
exit_profit_quick_max_m ( 41 61 ) 1 1 0 0 100 1.02 1.02 8.681 0.17
exit_normal_u_1 ( 3 ) 1 1 0 0 100 1.14 1.14 9.642 0.19
exit_pump_d_1_10 ( 25 ) 1 1 0 0 100 1.17 1.17 9.643 0.19
exit_quick_q_2 ( 46 ) 1 1 0 0 100 2.09 2.09 17.566 0.35
exit_quick_q_1 ( 46 ) 1 1 0 0 100 2.23 2.23 18.706 0.37
exit_quick_w_2_12 ( 46 ) 1 1 0 0 100 2.16 2.16 18.002 0.36
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.34 1.34 11.194 0.22
exit_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.6 1.6 13.365 0.27
exit_normal_d_0_10 ( 10 ) 1 1 0 0 100 0.68 0.68 5.621 0.11

SUMMARY METRICS

Metric Value
Backtesting from 2022-04-01 00:00:00
Backtesting to 2022-05-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 48 / 1.6
Starting balance 10000 USDT
Final balance 10411.773 USDT
Absolute profit 411.773 USDT
Total profit % 4.12%
CAGR % 63.39%
Sortino 4.99
Sharpe 8.82
Calmar 110.95
Profit factor 2.63
Expectancy (Ratio) 8.58 (0.10)
Trades per day 1.6
Avg. daily profit % 0.14%
Avg. stake amount 819.777 USDT
Total trade volume 39349.305 USDT
Best Pair HARD/USDT 9.78%
Worst Pair HIGH/USDT -12.14%
Best trade HARD/USDT 9.78%
Worst trade HIGH/USDT -12.14%
Best day 106.344 USDT
Worst day -252.033 USDT
Days win/draw/lose 21 / 9 / 1
Avg. Duration Winners 18:10:00
Avg. Duration Loser 1 day, 18:15:00
Max Consecutive Wins / Loss 45 / 3
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10005.621 USDT
Max balance 10663.806 USDT
Max % of account underwater 2.36%
Absolute Drawdown (Account) 2.36%
Absolute Drawdown 252.033 USDT
Drawdown high 663.806 USDT
Drawdown low 411.773 USDT
Drawdown Start 2022-04-30 06:05:00
Drawdown End 2022-05-01 00:00:00
Market change -32.84%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 48 1.17 56.30 411.773 4.12 19:40:00 45 0 3 93.8 252.033 USDT 2.36%

For more details, please look at the detail tables above

@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 - 20220501-20220601

Current Previous v14.1.278 v14.1.253 v14.1.225
Average Duration 13:04:00 13:04:00 13:04:00 2 days, 1:15:00 2 days, 2:58:00
Market Change -43.07 % -43.07 % -43.07 % -42.93 % -42.93 %
Max Drawdown 0.7436 % 0.7436 % 0.7436 % 11.4284 % 13.288 %
Profit Mean 1.8747 % 1.8747 % 1.8747 % -0.0619 % -0.086 %
Profit Sum 129.36 % 129.36 % 129.36 % -3.65 % -4.9 %
Profit Total 10.67 % 10.67 % 10.67 % -4.09 % -6.47 %
Trades 69 69 69 59 57
Win Rate 95.65 % 95.65 % 95.65 % 89.83 % 89.47 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DF/USDT 2 7.59 15.19 149.862 1.50 1 day, 1:26:00 2 0 0 100
SANTOS/USDT 5 2.95 14.77 131.885 1.32 0:57:00 5 0 0 100
OM/USDT 3 3.64 10.93 94.732 0.95 0:25:00 3 0 0 100
FORTH/USDT 4 1.84 7.35 64.679 0.65 9:58:00 4 0 0 100
FIS/USDT 3 1.89 5.68 58.733 0.59 19:04:00 3 0 0 100
OG/USDT 4 1.57 6.29 58.420 0.58 11:48:00 4 0 0 100
UMA/USDT 2 2.37 4.74 44.846 0.45 11:01:00 2 0 0 100
HIVE/USDT 1 4.12 4.12 44.522 0.45 1 day, 21:40:00 1 0 0 100
PHA/USDT 1 3.21 3.21 28.450 0.28 10:45:00 1 0 0 100
TKO/USDT 1 2.68 2.68 27.562 0.28 21:50:00 1 0 0 100
WING/USDT 1 3.04 3.04 27.270 0.27 2:38:00 1 0 0 100
XVG/USDT 2 2.34 4.68 26.500 0.27 2:12:00 2 0 0 100
BCH/USDT 2 1.18 2.37 24.624 0.25 10:49:00 2 0 0 100
WAXP/USDT 1 2.64 2.64 23.413 0.23 0:40:00 1 0 0 100
LAZIO/USDT 1 2.49 2.49 21.937 0.22 1:20:00 1 0 0 100
KNC/USDT 2 1.54 3.08 21.019 0.21 3:46:00 2 0 0 100
PEOPLE/USDT 4 0.73 2.92 20.794 0.21 11:08:00 3 0 1 75.0
POND/USDT 2 1.11 2.22 19.853 0.20 0:30:00 2 0 0 100
FRONT/USDT 1 2.11 2.11 18.713 0.19 14:02:00 1 0 0 100
AGLD/USDT 2 1.62 3.24 18.259 0.18 3:21:00 2 0 0 100
DOGE/USDT 1 2.06 2.06 18.189 0.18 20:35:00 1 0 0 100
ENS/USDT 2 0.94 1.88 17.177 0.17 9:56:00 2 0 0 100
AVA/USDT 2 0.93 1.87 17.062 0.17 2 days, 0:06:00 2 0 0 100
VIDT/USDT 1 1.76 1.76 15.128 0.15 1:07:00 1 0 0 100
MBL/USDT 1 1.74 1.74 14.764 0.15 0:02:00 1 0 0 100
LINA/USDT 1 0.96 0.96 12.117 0.12 2 days, 18:56:00 1 0 0 100
RARE/USDT 1 1.37 1.37 11.758 0.12 6:21:00 1 0 0 100
UNFI/USDT 1 1.27 1.27 11.599 0.12 0:06:00 1 0 0 100
ALPHA/USDT 1 1.26 1.26 11.325 0.11 1:39:00 1 0 0 100
SLP/USDT 1 3.09 3.09 10.525 0.11 3:35:00 1 0 0 100
HARD/USDT 1 1.08 1.08 9.699 0.10 5:54:00 1 0 0 100
MDT/USDT 1 0.97 0.97 9.288 0.09 3:10:00 1 0 0 100
DATA/USDT 1 1.01 1.01 8.798 0.09 0:28:00 1 0 0 100
AVAX/USDT 1 2.33 2.33 7.906 0.08 4:01:00 1 0 0 100
QNT/USDT 1 1.93 1.93 6.513 0.07 0:40:00 1 0 0 100
RUNE/USDT 1 1.75 1.75 5.957 0.06 3:35:00 1 0 0 100
SAND/USDT 1 1.44 1.44 4.862 0.05 0:44:00 1 0 0 100
SHIB/USDT 1 1.08 1.08 3.645 0.04 3:00:00 1 0 0 100
1INCH/USDT 1 0.13 0.13 2.023 0.02 4 days, 2:55:00 1 0 0 100
QI/USDT 1 0.55 0.55 1.934 0.02 5:03:00 1 0 0 100
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 1 -1.79 -1.79 -29.078 -0.29 5 days, 16:05:00 0 0 1 0
TRB/USDT 2 -1.07 -2.14 -29.850 -0.30 9:08:00 1 0 1 50.0
TOTAL 69 1.87 129.36 1067.415 10.67 13:04:00 66 0 3 95.7

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
PEOPLE/USDT 1 -0.37 -0.37 -1.367 -0.01 17:40:00 0 0 1 0
HIGH/USDT 1 -1.79 -1.79 -29.078 -0.29 5 days, 16:05:00 0 0 1 0
TRB/USDT 1 -4.77 -4.77 -52.471 -0.52 17:25:00 0 0 1 0
TOTAL 3 -2.31 -6.93 -82.916 -0.83 2 days, 9:03:00 0 0 3 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 13 2.45 31.82 294.994 2.95 18:16:00 13 0 0 100
106 4 4.65 18.62 188.721 1.89 23:41:00 4 0 0 100
47 12 1.79 21.44 179.062 1.79 20:37:00 11 0 1 91.7
61 14 1.45 20.36 71.528 0.72 7:11:00 13 0 1 92.9
45 3 1.95 5.84 50.784 0.51 1:33:00 3 0 0 100
24 3 1.87 5.60 49.680 0.50 3:56:00 3 0 0 100
104 4 1.02 4.09 40.230 0.40 6:36:00 4 0 0 100
44 1 3.01 3.01 29.791 0.30 18:32:00 1 0 0 100
41 1 3.18 3.18 28.836 0.29 0:45:00 1 0 0 100
23 1 2.68 2.68 27.562 0.28 21:50:00 1 0 0 100
12 2 1.42 2.84 25.718 0.26 2:00:00 2 0 0 100
45 104 1 2.49 2.49 21.937 0.22 1:20:00 1 0 0 100
25 2 1.04 2.09 19.659 0.20 13:38:00 2 0 0 100
102 1 1.99 1.99 17.106 0.17 1:02:00 1 0 0 100
12 102 1 1.92 1.92 16.429 0.16 0:38:00 1 0 0 100
10 1 1.74 1.74 14.764 0.15 0:02:00 1 0 0 100
101 1 0.96 0.96 12.117 0.12 2 days, 18:56:00 1 0 0 100
41 61 1 0.85 0.85 8.648 0.09 18:39:00 1 0 0 100
11 3 -0.72 -2.17 -30.153 -0.30 6:03:00 2 0 1 66.7
TOTAL 69 1.87 129.36 1067.415 10.67 13:04:00 66 0 3 95.7

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 5 5 0 0 100 1.43 7.15 24.505 1.19
exit_profit_quick_max_m ( 47 ) 4 4 0 0 100 1.25 4.99 44.078 0.83
exit_profit_pump_max_m ( 24 ) 3 3 0 0 100 1.87 5.6 49.68 0.93
force_exit 3 0 0 3 0 -2.31 -6.93 -82.916 -1.16
exit_profit_normal_max_m ( 11 ) 2 2 0 0 100 1.3 2.59 22.318 0.43
exit_long_rebuy_d_1_18 ( 61 ) 2 2 0 0 100 1.5 3 10.166 0.5
exit_quick_d_1_8 ( 46 ) 2 2 0 0 100 1.74 3.49 30.836 0.58
exit_quick_2_1_1 ( 46 ) 2 2 0 0 100 4.95 9.9 89.209 1.65
exit_quick_q_3 ( 46 ) 2 2 0 0 100 2.34 4.68 40.231 0.78
exit_profit_quick_max_m ( 45 ) 2 2 0 0 100 1.4 2.8 23.94 0.47
exit_quick_q_3 ( 47 ) 2 2 0 0 100 2.54 5.09 45.283 0.85
exit_profit_long_rapid_max_m ( 104 ) 2 2 0 0 100 1.16 2.31 20.694 0.39
exit_quick_q_3 ( 45 ) 1 1 0 0 100 3.04 3.04 26.845 0.51
exit_profit_quick_max_m ( 46 ) 1 1 0 0 100 1.36 1.36 12.046 0.23
exit_quick_w_2_2 ( 46 ) 1 1 0 0 100 2.64 2.64 23.413 0.44
exit_quick_q_3 ( 45 104 ) 1 1 0 0 100 2.49 2.49 21.937 0.42
exit_quick_3_1_1 ( 46 ) 1 1 0 0 100 2.06 2.06 18.189 0.34
exit_quick_d_1_23 ( 47 ) 1 1 0 0 100 1.17 1.17 10.484 0.2
exit_quick_q_2 ( 46 ) 1 1 0 0 100 2.11 2.11 18.713 0.35
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 1.58 1.58 14.119 0.26
exit_quick_8_1_1 ( 46 ) 1 1 0 0 100 4.12 4.12 44.522 0.69
exit_quick_q_3 ( 41 ) 1 1 0 0 100 3.18 3.18 28.836 0.53
exit_long_rapid_w_3_1 ( 106 ) 1 1 0 0 100 2.4 2.4 30.331 0.4
exit_long_rapid_rpd_1 ( 101 ) 1 1 0 0 100 0.96 0.96 12.117 0.16
exit_pump_d_0_17 ( 25 ) 1 1 0 0 100 0.33 0.33 4.28 0.06
exit_quick_w_0_1 ( 47 ) 1 1 0 0 100 0.12 0.12 1.28 0.02
exit_quick_w_0_1 ( 46 ) 1 1 0 0 100 0.13 0.13 2.023 0.02
exit_normal_o_1 ( 12 ) 1 1 0 0 100 1.27 1.27 11.599 0.21
exit_long_rebuy_d_0_8 ( 61 ) 1 1 0 0 100 0.55 0.55 1.934 0.09
exit_quick_q_1 ( 44 ) 1 1 0 0 100 3.01 3.01 29.791 0.5
exit_profit_pump_max_m ( 25 ) 1 1 0 0 100 1.75 1.75 15.379 0.29
exit_long_rapid_d_1_1 ( 104 ) 1 1 0 0 100 0.86 0.86 8.876 0.14
exit_quick_d_1_13 ( 47 ) 1 1 0 0 100 0.97 0.97 9.288 0.16
exit_quick_d_2_1 ( 47 ) 1 1 0 0 100 2.54 2.54 25.313 0.42
exit_long_rapid_rpd_3 ( 104 ) 1 1 0 0 100 0.92 0.92 10.66 0.15
exit_long_rapid_u_1 ( 106 ) 1 1 0 0 100 1.21 1.21 10.107 0.2
exit_long_rapid_3_1_1 ( 106 ) 1 1 0 0 100 13.97 13.97 139.754 2.33
exit_normal_u_1 ( 10 ) 1 1 0 0 100 1.74 1.74 14.764 0.29
exit_long_rebuy_d_1_8 ( 61 ) 1 1 0 0 100 1.93 1.93 6.527 0.32
exit_long_rebuy_d_2_18 ( 61 ) 1 1 0 0 100 2.62 2.62 8.89 0.44
exit_quick_d_1_8 ( 41 61 ) 1 1 0 0 100 0.85 0.85 8.648 0.14
exit_long_rebuy_d_1_1 ( 61 ) 1 1 0 0 100 1.75 1.75 5.957 0.29
exit_long_rebuy_d_3_8 ( 61 ) 1 1 0 0 100 3.09 3.09 10.525 0.52
exit_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.33 1.33 15.813 0.22
exit_long_rebuy_d_0_23 ( 61 ) 1 1 0 0 100 0.64 0.64 4.39 0.11
exit_profit_normal_max_m ( 12 102 ) 1 1 0 0 100 1.92 1.92 16.429 0.32
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.99 1.99 17.106 0.33
exit_pump_w_3_2 ( 23 ) 1 1 0 0 100 2.68 2.68 27.562 0.45
exit_profit_long_rapid_max_m ( 106 ) 1 1 0 0 100 1.03 1.03 8.528 0.17
exit_quick_q_1 ( 47 ) 1 1 0 0 100 8.34 8.34 72.413 1.39

SUMMARY METRICS

Metric Value
Backtesting from 2022-05-01 00:00:00
Backtesting to 2022-06-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 69 / 2.23
Starting balance 10000 USDT
Final balance 11067.415 USDT
Absolute profit 1067.415 USDT
Total profit % 10.67%
CAGR % 230.07%
Sortino 31.49
Sharpe 30.35
Calmar 884.65
Profit factor 13.87
Expectancy (Ratio) 15.47 (0.56)
Trades per day 2.23
Avg. daily profit % 0.34%
Avg. stake amount 770.604 USDT
Total trade volume 53171.687 USDT
Best Pair DF/USDT 15.19%
Worst Pair TRB/USDT -2.14%
Best trade DF/USDT 13.97%
Worst trade TRB/USDT -4.77%
Best day 214.056 USDT
Worst day -82.916 USDT
Days win/draw/lose 23 / 7 / 1
Avg. Duration Winners 11:04:00
Avg. Duration Loser 2 days, 9:03:00
Max Consecutive Wins / Loss 66 / 3
Rejected Entry signals 13
Entry/Exit Timeouts 0 / 0
Min balance 10029.791 USDT
Max balance 11150.33 USDT
Max % of account underwater 0.74%
Absolute Drawdown (Account) 0.74%
Absolute Drawdown 82.916 USDT
Drawdown high 1150.33 USDT
Drawdown low 1067.415 USDT
Drawdown Start 2022-05-31 01:31:00
Drawdown End 2022-06-01 00:00:00
Market change -43.07%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 69 1.87 129.36 1067.415 10.67 13:04:00 66 0 3 95.7 82.916 USDT 0.74%

For more details, please look at the detail tables above

@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 - 20220601-20220701

Current Previous v14.1.278 v14.1.253 v14.1.225
Average Duration 1 day, 6:55:00 1 day, 6:55:00 1 day, 6:55:00 1 day, 17:00:00 1 day, 8:04:00
Market Change -15.66 % -15.66 % -15.66 % -15.35 % -15.35 %
Max Drawdown 7.5601 % 7.5601 % 7.5601 % 9.2371 % 7.0957 %
Profit Mean 1.0125 % 1.0125 % 1.0125 % 0.214 % 0.5948 %
Profit Sum 70.87 % 70.87 % 70.87 % 14.98 % 44.61 %
Profit Total 1.61 % 1.61 % 1.61 % -0.49 % 2.89 %
Trades 70 70 70 70 75
Win Rate 91.43 % 91.43 % 91.43 % 91.43 % 92.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DODO/USDT 4 1.95 7.81 73.654 0.74 15:42:00 4 0 0 100
GTC/USDT 4 1.80 7.22 70.341 0.70 1 day, 22:00:00 4 0 0 100
WAVES/USDT 2 3.53 7.07 58.496 0.58 0:54:00 2 0 0 100
POND/USDT 2 2.44 4.88 52.331 0.52 1 day, 2:38:00 2 0 0 100
BOND/USDT 2 2.97 5.95 51.968 0.52 0:11:00 2 0 0 100
TRB/USDT 3 1.69 5.08 51.283 0.51 3 days, 9:46:00 3 0 0 100
FORTH/USDT 1 5.82 5.82 50.364 0.50 1:20:00 1 0 0 100
DEGO/USDT 2 1.75 3.50 42.998 0.43 1 day, 10:26:00 2 0 0 100
LIT/USDT 2 1.64 3.27 42.461 0.42 1 day, 21:54:00 2 0 0 100
QI/USDT 1 3.40 3.40 34.514 0.35 11:30:00 1 0 0 100
STPT/USDT 2 1.91 3.82 32.255 0.32 1:00:00 2 0 0 100
FLM/USDT 2 1.65 3.31 28.039 0.28 0:38:00 2 0 0 100
POLS/USDT 2 1.56 3.13 27.647 0.28 6:36:00 2 0 0 100
OG/USDT 3 1.37 4.11 24.472 0.24 7:57:00 3 0 0 100
HIVE/USDT 2 1.42 2.85 24.335 0.24 1:37:00 2 0 0 100
MASK/USDT 2 1.24 2.48 21.693 0.22 0:08:00 2 0 0 100
BEL/USDT 2 1.24 2.49 21.071 0.21 0:27:00 2 0 0 100
RNDR/USDT 1 2.39 2.39 20.723 0.21 0:55:00 1 0 0 100
FRONT/USDT 1 2.11 2.11 18.507 0.19 2:02:00 1 0 0 100
XVG/USDT 1 1.96 1.96 17.225 0.17 0:12:00 1 0 0 100
UMA/USDT 1 1.91 1.91 16.694 0.17 0:52:00 1 0 0 100
SANTOS/USDT 1 1.70 1.70 14.889 0.15 0:50:00 1 0 0 100
IOTX/USDT 1 1.55 1.55 13.675 0.14 1:23:00 1 0 0 100
FARM/USDT 1 1.50 1.50 13.168 0.13 0:24:00 1 0 0 100
PERP/USDT 1 1.44 1.44 12.686 0.13 0:29:00 1 0 0 100
STORJ/USDT 1 1.38 1.38 12.238 0.12 0:26:00 1 0 0 100
THETA/USDT 1 1.41 1.41 11.753 0.12 0:34:00 1 0 0 100
XVS/USDT 1 1.35 1.35 11.290 0.11 0:37:00 1 0 0 100
SKL/USDT 1 1.22 1.22 10.223 0.10 12:50:00 1 0 0 100
WING/USDT 1 1.16 1.16 10.015 0.10 4:47:00 1 0 0 100
MTL/USDT 1 0.97 0.97 9.944 0.10 11:55:00 1 0 0 100
LINA/USDT 1 1.15 1.15 9.778 0.10 1:26:00 1 0 0 100
ZIL/USDT 1 1.11 1.11 9.753 0.10 5:16:00 1 0 0 100
BETA/USDT 1 1.11 1.11 9.430 0.09 1:00:00 1 0 0 100
TRX/USDT 1 1.11 1.11 9.200 0.09 18:25:00 1 0 0 100
ZRX/USDT 1 1.07 1.07 8.925 0.09 2:47:00 1 0 0 100
STRAX/USDT 1 1.04 1.04 8.647 0.09 0:34:00 1 0 0 100
DEXE/USDT 1 1.04 1.04 8.619 0.09 2:29:00 1 0 0 100
AUCTION/USDT 1 0.45 0.45 3.905 0.04 2:35:00 1 0 0 100
BLZ/USDT 1 1.02 1.02 3.471 0.03 0:53:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 1 -0.23 -0.23 -2.798 -0.03 1 day, 23:50:00 0 0 1 0
KP3R/USDT 1 -4.89 -4.89 -34.346 -0.34 2 days, 6:50:00 0 0 1 0
DOGE/USDT 1 -4.29 -4.29 -60.472 -0.60 2 days, 12:00:00 0 0 1 0
ORN/USDT 4 -0.54 -2.18 -150.809 -1.51 5 days, 5:21:00 3 0 1 75.0
SNX/USDT 1 -18.48 -18.48 -258.417 -2.58 6 days, 0:00:00 0 0 1 0
LTO/USDT 1 -6.39 -6.39 -304.377 -3.04 21 days, 13:00:00 0 0 1 0
TOTAL 70 1.01 70.87 161.463 1.61 1 day, 6:55:00 64 0 6 91.4

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
RARE/USDT 1 -0.23 -0.23 -2.798 -0.03 1 day, 23:50:00 0 0 1 0
KP3R/USDT 1 -4.89 -4.89 -34.346 -0.34 2 days, 6:50:00 0 0 1 0
DOGE/USDT 1 -4.29 -4.29 -60.472 -0.60 2 days, 12:00:00 0 0 1 0
ORN/USDT 1 -4.48 -4.48 -170.632 -1.71 19 days, 1:20:00 0 0 1 0
SNX/USDT 1 -18.48 -18.48 -258.417 -2.58 6 days, 0:00:00 0 0 1 0
LTO/USDT 1 -6.39 -6.39 -304.377 -3.04 21 days, 13:00:00 0 0 1 0
TOTAL 6 -6.46 -38.76 -831.042 -8.31 8 days, 21:30:00 0 0 6 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
102 7 1.72 12.03 124.134 1.24 18:45:00 7 0 0 100
45 7 1.75 12.24 115.897 1.16 8:18:00 7 0 0 100
12 3 2.55 7.65 64.054 0.64 2:07:00 3 0 0 100
44 3 2.09 6.26 53.870 0.54 1:32:00 3 0 0 100
44 61 1 5.82 5.82 50.364 0.50 1:20:00 1 0 0 100
24 4 1.13 4.54 47.621 0.48 1 day, 21:16:00 4 0 0 100
103 2 2.76 5.51 46.908 0.47 1:30:00 2 0 0 100
48 2 2.69 5.38 46.055 0.46 1:16:00 2 0 0 100
10 1 1.11 1.11 23.350 0.23 3 days, 19:00:00 1 0 0 100
106 2 1.32 2.64 22.705 0.23 0:53:00 2 0 0 100
25 2 0.67 1.34 18.311 0.18 5 days, 2:00:00 2 0 0 100
45 103 1 1.91 1.91 16.694 0.17 0:52:00 1 0 0 100
22 61 1 1.80 1.80 15.732 0.16 0:07:00 1 0 0 100
102 104 1 1.55 1.55 13.380 0.13 0:36:00 1 0 0 100
47 12 1.18 14.16 -5.223 -0.05 1 day, 20:44:00 10 0 2 83.3
61 3 -0.64 -1.91 -24.353 -0.24 1 day, 1:08:00 2 0 1 66.7
46 12 -0.97 -11.60 -222.344 -2.22 1 day, 1:15:00 10 0 2 83.3
104 6 0.08 0.47 -245.693 -2.46 3 days, 15:05:00 5 0 1 83.3
TOTAL 70 1.01 70.87 161.463 1.61 1 day, 6:55:00 64 0 6 91.4

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 7 7 0 0 100 1.25 8.72 75.956 1.45
force_exit 6 0 0 6 0 -6.46 -38.76 -831.042 -6.46
exit_profit_quick_max_m ( 47 ) 5 5 0 0 100 1.15 5.74 48.634 0.96
exit_profit_long_rapid_max_m ( 104 ) 4 4 0 0 100 1.24 4.96 42.984 0.83
exit_profit_long_rapid_max_m ( 102 ) 4 4 0 0 100 1.67 6.68 57.642 1.11
exit_profit_pump_max_m ( 24 ) 3 3 0 0 100 1.06 3.17 36.187 0.53
exit_profit_quick_max_m ( 45 ) 3 3 0 0 100 1.8 5.41 46.721 0.9
exit_profit_normal_max_m ( 12 ) 3 3 0 0 100 2.55 7.65 64.054 1.28
exit_profit_pump_max_m ( 25 ) 2 2 0 0 100 0.67 1.34 18.311 0.22
exit_profit_long_rebuy_max_m ( 61 ) 2 2 0 0 100 1.49 2.97 9.993 0.5
exit_quick_d_1_12 ( 46 ) 1 1 0 0 100 1.11 1.11 9.2 0.18
exit_long_rapid_d_3_8 ( 102 ) 1 1 0 0 100 2.38 2.38 28.38 0.4
exit_quick_q_3 ( 44 ) 1 1 0 0 100 2.11 2.11 18.507 0.35
exit_quick_d_1_13 ( 44 ) 1 1 0 0 100 1.7 1.7 14.889 0.28
exit_profit_quick_max_m ( 45 103 ) 1 1 0 0 100 1.91 1.91 16.694 0.32
exit_quick_d_0_23 ( 45 ) 1 1 0 0 100 0.45 0.45 3.905 0.07
exit_quick_q_1 ( 45 ) 1 1 0 0 100 1.08 1.08 18.999 0.18
exit_quick_d_3_8 ( 45 ) 1 1 0 0 100 3.8 3.8 33.331 0.63
exit_quick_q_3 ( 47 ) 1 1 0 0 100 4.15 4.15 36.236 0.69
exit_normal_8_1_1 ( 10 ) 1 1 0 0 100 1.11 1.11 23.35 0.18
exit_quick_d_1_8 ( 47 ) 1 1 0 0 100 1.92 1.92 16.999 0.32
exit_quick_o_1 ( 48 ) 1 1 0 0 100 1.46 1.46 12.731 0.24
exit_quick_w_2_10 ( 47 ) 1 1 0 0 100 2.39 2.39 20.723 0.4
exit_quick_d_1_13 ( 47 ) 1 1 0 0 100 1.26 1.26 11.101 0.21
exit_profit_pump_max_m ( 22 61 ) 1 1 0 0 100 1.8 1.8 15.732 0.3
exit_quick_d_5_23 ( 44 61 ) 1 1 0 0 100 5.82 5.82 50.364 0.97
exit_long_rapid_d_3_1 ( 103 ) 1 1 0 0 100 3.19 3.19 27.592 0.53
exit_long_rapid_d_1_2 ( 102 ) 1 1 0 0 100 1.02 1.02 8.494 0.17
exit_quick_d_1_18 ( 45 ) 1 1 0 0 100 1.5 1.5 12.94 0.25
exit_profit_long_rapid_max_m ( 102 104 ) 1 1 0 0 100 1.55 1.55 13.38 0.26
exit_long_rapid_rpd_3 ( 106 ) 1 1 0 0 100 1.29 1.29 11.078 0.21
exit_long_rapid_d_1_13 ( 104 ) 1 1 0 0 100 1.9 1.9 15.7 0.32
exit_long_rapid_8_1_1 ( 102 ) 1 1 0 0 100 1.94 1.94 29.618 0.32
exit_quick_q_2 ( 48 ) 1 1 0 0 100 3.91 3.91 33.324 0.65
exit_quick_w_3_2 ( 47 ) 1 1 0 0 100 3.4 3.4 34.514 0.57
exit_long_rapid_rpd_3 ( 103 ) 1 1 0 0 100 2.32 2.32 19.315 0.39
exit_quick_d_1_8 ( 46 ) 1 1 0 0 100 1.22 1.22 10.223 0.2
exit_quick_q_2 ( 44 ) 1 1 0 0 100 2.46 2.46 20.474 0.41
exit_quick_d_0_8 ( 46 ) 1 1 0 0 100 0.12 0.12 1.166 0.02
exit_pump_d_1_10 ( 24 ) 1 1 0 0 100 1.37 1.37 11.434 0.23
exit_long_rapid_d_1_2 ( 106 ) 1 1 0 0 100 1.35 1.35 11.627 0.23

SUMMARY METRICS

Metric Value
Backtesting from 2022-06-01 00:00:00
Backtesting to 2022-07-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 70 / 2.33
Starting balance 10000 USDT
Final balance 10161.463 USDT
Absolute profit 161.463 USDT
Total profit % 1.61%
CAGR % 21.52%
Sortino 0.90
Sharpe 1.86
Calmar 13.60
Profit factor 1.19
Expectancy (Ratio) 2.31 (0.02)
Trades per day 2.33
Avg. daily profit % 0.05%
Avg. stake amount 854.031 USDT
Total trade volume 59782.137 USDT
Best Pair DODO/USDT 7.81%
Worst Pair SNX/USDT -18.48%
Best trade FORTH/USDT 5.82%
Worst trade SNX/USDT -18.48%
Best day 204.587 USDT
Worst day -831.042 USDT
Days win/draw/lose 23 / 7 / 1
Avg. Duration Winners 13:48:00
Avg. Duration Loser 8 days, 21:30:00
Max Consecutive Wins / Loss 64 / 6
Rejected Entry signals 31
Entry/Exit Timeouts 0 / 0
Min balance 10014.442 USDT
Max balance 10992.505 USDT
Max % of account underwater 7.56%
Absolute Drawdown (Account) 7.56%
Absolute Drawdown 831.042 USDT
Drawdown high 992.505 USDT
Drawdown low 161.463 USDT
Drawdown Start 2022-06-28 14:23:00
Drawdown End 2022-07-01 00:00:00
Market change -15.66%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 70 1.01 70.87 161.463 1.61 1 day, 6:55:00 64 0 6 91.4 831.042 USDT 7.56%

For more details, please look at the detail tables above

@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 - 20220701-20220801

Current Previous v14.1.278 v14.1.253 v14.1.225
Average Duration 21:53:00 21:53:00 21:39:00 21:52:00 23:53:00
Market Change 28.81 % 28.81 % 28.81 % 28.3 % 28.3 %
Max Drawdown 1.4501 % 1.4501 % 1.4501 % 2.2435 % 2.3047 %
Profit Mean 1.472 % 1.472 % 1.4802 % 1.4115 % 1.5098 %
Profit Sum 135.42 % 135.42 % 137.66 % 135.5 % 140.41 %
Profit Total 11.69 % 11.69 % 11.9 % 11.4 % 11.54 %
Trades 92 92 93 96 93
Win Rate 94.57 % 94.57 % 94.62 % 94.79 % 94.62 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CVP/USDT 5 2.04 10.22 85.896 0.86 8:58:00 5 0 0 100
POND/USDT 3 2.46 7.37 72.864 0.73 2:36:00 3 0 0 100
WNXM/USDT 7 1.02 7.13 72.603 0.73 23:35:00 6 0 1 85.7
FARM/USDT 3 1.99 5.98 55.213 0.55 1 day, 8:09:00 3 0 0 100
AUCTION/USDT 2 1.96 3.91 48.810 0.49 1 day, 12:20:00 2 0 0 100
PHA/USDT 3 1.63 4.89 44.650 0.45 16:57:00 3 0 0 100
AUDIO/USDT 2 2.00 4.01 35.698 0.36 0:14:00 2 0 0 100
FORTH/USDT 2 1.53 3.07 33.706 0.34 1 day, 19:38:00 2 0 0 100
RARE/USDT 2 1.84 3.68 32.532 0.33 8:40:00 2 0 0 100
VIDT/USDT 1 3.75 3.75 32.077 0.32 2:18:00 1 0 0 100
BETA/USDT 1 3.33 3.33 30.197 0.30 9:20:00 1 0 0 100
DOCK/USDT 1 3.44 3.44 29.595 0.30 1:26:00 1 0 0 100
ELF/USDT 3 1.13 3.39 28.422 0.28 1:11:00 3 0 0 100
SUPER/USDT 2 1.48 2.96 26.797 0.27 12:08:00 2 0 0 100
BURGER/USDT 2 1.51 3.02 26.499 0.26 0:32:00 2 0 0 100
KMD/USDT 2 1.48 2.97 25.601 0.26 2:18:00 2 0 0 100
DF/USDT 1 2.76 2.76 24.501 0.25 4:07:00 1 0 0 100
REQ/USDT 2 1.70 3.40 24.437 0.24 2:12:00 2 0 0 100
OXT/USDT 1 2.56 2.56 23.696 0.24 0:22:00 1 0 0 100
XVS/USDT 1 2.61 2.61 23.137 0.23 1:45:00 1 0 0 100
TRB/USDT 2 1.23 2.46 21.674 0.22 15:00:00 2 0 0 100
PEOPLE/USDT 2 1.17 2.34 21.547 0.22 0:20:00 2 0 0 100
POLS/USDT 1 2.45 2.45 21.364 0.21 7:30:00 1 0 0 100
MTL/USDT 2 1.18 2.35 20.787 0.21 4:12:00 2 0 0 100
PYR/USDT 1 2.27 2.27 20.691 0.21 0:20:00 1 0 0 100
AGLD/USDT 1 2.42 2.42 20.451 0.20 1:11:00 1 0 0 100
UMA/USDT 2 1.18 2.35 20.339 0.20 2:12:00 2 0 0 100
MINA/USDT 1 2.24 2.24 19.951 0.20 17:30:00 1 0 0 100
RAY/USDT 1 2.21 2.21 19.272 0.19 1:30:00 1 0 0 100
FIS/USDT 1 2.09 2.09 18.744 0.19 22:07:00 1 0 0 100
GTC/USDT 1 2.17 2.17 18.351 0.18 4:05:00 1 0 0 100
CRV/USDT 1 1.75 1.75 17.895 0.18 1 day, 11:22:00 1 0 0 100
SNX/USDT 1 1.59 1.59 16.983 0.17 15:30:00 1 0 0 100
TWT/USDT 1 1.86 1.86 15.873 0.16 1:08:00 1 0 0 100
QNT/USDT 1 1.86 1.86 15.788 0.16 0:14:00 1 0 0 100
HIVE/USDT 1 1.43 1.43 15.497 0.15 17:42:00 1 0 0 100
ADX/USDT 1 1.75 1.75 14.903 0.15 1 day, 3:35:00 1 0 0 100
DODO/USDT 1 1.73 1.73 14.884 0.15 2:50:00 1 0 0 100
LAZIO/USDT 1 1.61 1.61 13.847 0.14 3:02:00 1 0 0 100
STORJ/USDT 1 1.44 1.44 13.375 0.13 0:41:00 1 0 0 100
COTI/USDT 1 1.42 1.42 12.731 0.13 4:59:00 1 0 0 100
CFX/USDT 1 1.32 1.32 11.520 0.12 8:10:00 1 0 0 100
MOVR/USDT 1 1.35 1.35 11.138 0.11 0:42:00 1 0 0 100
WAVES/USDT 1 1.32 1.32 11.107 0.11 1 day, 8:10:00 1 0 0 100
MBL/USDT 1 0.71 0.71 10.824 0.11 16:12:00 1 0 0 100
VTHO/USDT 1 1.19 1.19 10.553 0.11 17:09:00 1 0 0 100
YGG/USDT 1 0.84 0.84 10.540 0.11 2 days, 7:03:00 1 0 0 100
ALICE/USDT 1 1.19 1.19 10.049 0.10 12:48:00 1 0 0 100
UNFI/USDT 1 0.64 0.64 9.522 0.10 3 days, 1:22:00 1 0 0 100
FRONT/USDT 1 1.08 1.08 9.430 0.09 3:09:00 1 0 0 100
WRX/USDT 1 1.06 1.06 9.093 0.09 1:05:00 1 0 0 100
DEXE/USDT 1 1.02 1.02 8.724 0.09 0:37:00 1 0 0 100
HARD/USDT 1 1.03 1.03 8.650 0.09 4:18:00 1 0 0 100
DATA/USDT 1 1.02 1.02 8.470 0.08 1 day, 2:44:00 1 0 0 100
DEGO/USDT 1 0.93 0.93 8.044 0.08 1:45:00 1 0 0 100
ALPACA/USDT 2 0.52 1.03 7.366 0.07 8:02:00 1 0 1 50.0
BLZ/USDT 1 0.48 0.48 6.012 0.06 3 days, 18:23:00 1 0 0 100
XEM/USDT 1 0.32 0.32 5.165 0.05 4 days, 22:40:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 1 -2.10 -2.10 -19.489 -0.19 5:00:00 0 0 1 0
SPELL/USDT 1 -3.81 -3.81 -35.251 -0.35 1 day, 3:00:00 0 0 1 0
STRAX/USDT 1 -1.45 -1.45 -84.172 -0.84 29 days, 0:00:00 0 0 1 0
TOTAL 92 1.47 135.42 1169.171 11.69 21:53:00 87 0 5 94.6

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
WNXM/USDT 1 -0.94 -0.94 -12.196 -0.12 10:50:00 0 0 1 0
ALPACA/USDT 1 -1.43 -1.43 -13.238 -0.13 4:00:00 0 0 1 0
BTC/USDT 1 -2.10 -2.10 -19.489 -0.19 5:00:00 0 0 1 0
SPELL/USDT 1 -3.81 -3.81 -35.251 -0.35 1 day, 3:00:00 0 0 1 0
STRAX/USDT 1 -1.45 -1.45 -84.172 -0.84 29 days, 0:00:00 0 0 1 0
TOTAL 5 -1.95 -9.73 -164.345 -1.64 6 days, 4:34:00 0 0 5 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 37 1.29 47.74 358.908 3.59 1 day, 11:12:00 33 0 4 89.2
47 19 1.90 36.01 320.030 3.20 14:50:00 19 0 0 100
25 6 1.38 8.25 86.526 0.87 12:24:00 6 0 0 100
102 5 1.54 7.68 75.282 0.75 1 day, 2:44:00 5 0 0 100
104 6 1.18 7.07 69.235 0.69 5:38:00 6 0 0 100
24 4 1.36 5.43 50.343 0.50 4:10:00 3 0 1 75.0
12 3 1.30 3.90 38.908 0.39 5:25:00 3 0 0 100
1 4 6 21 42 2 2.00 4.01 35.698 0.36 0:14:00 2 0 0 100
11 2 1.78 3.55 35.375 0.35 1 day, 10:41:00 2 0 0 100
21 2 1.81 3.61 30.776 0.31 14:22:00 2 0 0 100
44 1 2.44 2.44 22.396 0.22 0:12:00 1 0 0 100
45 104 1 1.82 1.82 15.931 0.16 1:20:00 1 0 0 100
105 1 1.06 1.06 9.093 0.09 1:05:00 1 0 0 100
3 1 1.03 1.03 8.791 0.09 1 day, 5:52:00 1 0 0 100
3 23 1 0.79 0.79 8.478 0.08 19:05:00 1 0 0 100
61 1 1.02 1.02 3.400 0.03 3:58:00 1 0 0 100
TOTAL 92 1.47 135.42 1169.171 11.69 21:53:00 87 0 5 94.6

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 12 12 0 0 100 1.21 14.56 132.056 2.43
exit_profit_quick_max_m ( 47 ) 10 10 0 0 100 1.89 18.86 163.405 3.14
exit_quick_q_3 ( 46 ) 10 10 0 0 100 2.46 24.64 215.965 4.11
force_exit 5 0 0 5 0 -1.95 -9.73 -164.345 -1.62
exit_profit_pump_max_m ( 25 ) 5 5 0 0 100 1.3 6.49 55.823 1.08
exit_profit_long_rapid_max_m ( 104 ) 4 4 0 0 100 1.33 5.33 46.369 0.89
exit_quick_q_3 ( 47 ) 3 3 0 0 100 2.9 8.69 73.015 1.45
exit_profit_long_rapid_max_m ( 102 ) 3 3 0 0 100 1.82 5.45 49.248 0.91
exit_normal_o_1 ( 12 ) 2 2 0 0 100 1.6 3.19 28.084 0.53
exit_quick_w_1_2 ( 47 ) 2 2 0 0 100 1.29 2.58 23.785 0.43
exit_quick_w_0_1 ( 46 ) 2 2 0 0 100 0.4 0.8 11.177 0.13
exit_profit_pump_max_m ( 24 ) 2 2 0 0 100 1.31 2.61 21.912 0.44
exit_quick_q_1 ( 46 ) 2 2 0 0 100 2.5 4.99 44.174 0.83
exit_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.59 1.59 16.983 0.27
exit_quick_w_2_2 ( 46 ) 1 1 0 0 100 2.07 2.07 18.013 0.34
exit_quick_w_1_1 ( 47 ) 1 1 0 0 100 1.45 1.45 17.466 0.24
exit_long_rapid_rpd_3 ( 45 104 ) 1 1 0 0 100 1.82 1.82 15.931 0.3
exit_pump_2_1_1 ( 25 ) 1 1 0 0 100 1.76 1.76 30.703 0.29
exit_normal_u_2 ( 1 4 6 21 42 ) 1 1 0 0 100 2.31 2.31 20.605 0.39
exit_normal_u_1 ( 1 4 6 21 42 ) 1 1 0 0 100 1.7 1.7 15.093 0.28
exit_normal_w_0_5 ( 3 23 ) 1 1 0 0 100 0.79 0.79 8.478 0.13
exit_quick_d_1_1 ( 47 ) 1 1 0 0 100 1.61 1.61 14.519 0.27
exit_pump_w_4_12 ( 24 ) 1 1 0 0 100 3.76 3.76 40.627 0.63
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 2.44 2.44 22.396 0.41
exit_long_rapid_rpd_3 ( 104 ) 1 1 0 0 100 0.81 0.81 14.822 0.13
exit_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.32 1.32 11.52 0.22
exit_profit_normal_max_m ( 11 ) 1 1 0 0 100 1.79 1.79 14.918 0.3
exit_quick_w_2_4 ( 46 ) 1 1 0 0 100 2.21 2.21 19.272 0.37
exit_long_rebuy_w_1_10 ( 61 ) 1 1 0 0 100 1.02 1.02 3.4 0.17
exit_long_rapid_rpd_3 ( 102 ) 1 1 0 0 100 1.73 1.73 14.884 0.29
exit_long_rapid_d_0_2 ( 104 ) 1 1 0 0 100 0.93 0.93 8.044 0.16
exit_long_rapid_rpd_3 ( 105 ) 1 1 0 0 100 1.06 1.06 9.093 0.18
exit_quick_q_2 ( 46 ) 1 1 0 0 100 1.75 1.75 17.895 0.29
exit_profit_pump_max_m ( 21 ) 1 1 0 0 100 1.86 1.86 15.873 0.31
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 0.71 0.71 10.824 0.12
exit_profit_normal_max_m ( 3 ) 1 1 0 0 100 1.03 1.03 8.791 0.17
exit_pump_2_1_1 ( 21 ) 1 1 0 0 100 1.75 1.75 14.903 0.29
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.27 1.27 12.896 0.21
exit_quick_d_2_8 ( 47 ) 1 1 0 0 100 2.17 2.17 18.319 0.36
exit_quick_d_1_8 ( 46 ) 1 1 0 0 100 1.32 1.32 11.107 0.22
exit_normal_1_1_1 ( 11 ) 1 1 0 0 100 1.76 1.76 20.456 0.29
exit_quick_3_1_1 ( 47 ) 1 1 0 0 100 0.64 0.64 9.522 0.11
exit_long_rapid_3_1_1 ( 102 ) 1 1 0 0 100 0.5 0.5 11.15 0.08

SUMMARY METRICS

Metric Value
Backtesting from 2022-07-01 00:00:00
Backtesting to 2022-08-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 92 / 2.97
Starting balance 10000 USDT
Final balance 11169.171 USDT
Absolute profit 1169.171 USDT
Total profit % 11.69%
CAGR % 267.63%
Sortino 26.74
Sharpe 50.98
Calmar 496.90
Profit factor 8.11
Expectancy (Ratio) 12.71 (0.39)
Trades per day 2.97
Avg. daily profit % 0.38%
Avg. stake amount 858.231 USDT
Total trade volume 78957.212 USDT
Best Pair CVP/USDT 10.22%
Worst Pair SPELL/USDT -3.81%
Best trade POND/USDT 3.76%
Worst trade SPELL/USDT -3.81%
Best day 109.444 USDT
Worst day -164.345 USDT
Days win/draw/lose 30 / 1 / 1
Avg. Duration Winners 14:36:00
Avg. Duration Loser 6 days, 4:34:00
Max Consecutive Wins / Loss 87 / 5
Rejected Entry signals 7
Entry/Exit Timeouts 0 / 0
Min balance 10008.736 USDT
Max balance 11333.516 USDT
Max % of account underwater 1.45%
Absolute Drawdown (Account) 1.45%
Absolute Drawdown 164.345 USDT
Drawdown high 1333.516 USDT
Drawdown low 1169.171 USDT
Drawdown Start 2022-07-31 19:16:00
Drawdown End 2022-08-01 00:00:00
Market change 28.81%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 92 1.47 135.42 1169.171 11.69 21:53:00 87 0 5 94.6 164.345 USDT 1.45%

For more details, please look at the detail tables above

@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 - 20220801-20220901

Current Previous v14.1.278 v14.1.253 v14.1.225
Average Duration 2 days, 14:09:00 2 days, 14:09:00 2 days, 14:09:00 3 days, 13:20:00 3 days, 13:23:00
Market Change -11.74 % -11.74 % -11.74 % -11.92 % -11.92 %
Max Drawdown 6.636 % 6.636 % 5.5257 % 10.1035 % 9.8551 %
Profit Mean 0.6893 % 0.6893 % 0.873 % -0.5775 % -0.5358 %
Profit Sum 29.64 % 29.64 % 37.54 % -23.1 % -21.43 %
Profit Total -1.93 % -1.93 % -0.76 % -5.9 % -5.64 %
Trades 43 43 43 40 40
Win Rate 86.05 % 86.05 % 86.05 % 85.0 % 85.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
PUNDIX/USDT 2 2.66 5.32 44.467 0.44 5:14:00 2 0 0 100
AXS/USDT 1 4.75 4.75 39.450 0.39 6:54:00 1 0 0 100
MOVR/USDT 2 1.53 3.07 35.049 0.35 2 days, 16:22:00 2 0 0 100
AVA/USDT 2 1.60 3.20 32.200 0.32 1 day, 1:50:00 2 0 0 100
XEC/USDT 2 1.18 2.37 27.295 0.27 5 days, 12:34:00 2 0 0 100
KP3R/USDT 1 2.71 2.71 23.102 0.23 5:45:00 1 0 0 100
PEOPLE/USDT 1 2.51 2.51 21.477 0.21 8:00:00 1 0 0 100
WING/USDT 1 2.28 2.28 19.297 0.19 5:09:00 1 0 0 100
TLM/USDT 1 1.98 1.98 16.653 0.17 20:55:00 1 0 0 100
ARPA/USDT 1 1.84 1.84 15.841 0.16 1 day, 1:10:00 1 0 0 100
AUCTION/USDT 1 1.87 1.87 15.681 0.16 0:49:00 1 0 0 100
XTZ/USDT 1 1.66 1.66 14.329 0.14 12:20:00 1 0 0 100
IDEX/USDT 1 1.58 1.58 13.177 0.13 12:50:00 1 0 0 100
VIDT/USDT 1 1.51 1.51 12.768 0.13 20:30:00 1 0 0 100
BOND/USDT 1 1.45 1.45 11.948 0.12 0:49:00 1 0 0 100
ALPACA/USDT 1 1.01 1.01 11.782 0.12 8:04:00 1 0 0 100
DEGO/USDT 1 1.38 1.38 11.483 0.11 0:29:00 1 0 0 100
STMX/USDT 1 1.34 1.34 11.030 0.11 4:15:00 1 0 0 100
OXT/USDT 1 1.22 1.22 10.366 0.10 4:20:00 1 0 0 100
MASK/USDT 1 1.21 1.21 10.311 0.10 0:12:00 1 0 0 100
RAY/USDT 1 1.21 1.21 10.236 0.10 1 day, 8:11:00 1 0 0 100
RIF/USDT 1 1.23 1.23 10.154 0.10 0:13:00 1 0 0 100
BEL/USDT 1 1.18 1.18 10.134 0.10 1 day, 5:19:00 1 0 0 100
TRB/USDT 1 1.15 1.15 9.868 0.10 5:24:00 1 0 0 100
XVS/USDT 1 1.18 1.18 9.783 0.10 1:09:00 1 0 0 100
DEXE/USDT 1 1.13 1.13 9.620 0.10 0:31:00 1 0 0 100
ENJ/USDT 1 1.09 1.09 9.079 0.09 15:31:00 1 0 0 100
ERN/USDT 1 1.08 1.08 8.971 0.09 0:14:00 1 0 0 100
LSK/USDT 1 1.03 1.03 8.801 0.09 6:00:00 1 0 0 100
CVP/USDT 1 1.02 1.02 8.683 0.09 14:24:00 1 0 0 100
OG/USDT 1 1.70 1.70 5.629 0.06 1:26:00 1 0 0 100
RARE/USDT 1 1.35 1.35 4.634 0.05 0:13:00 1 0 0 100
NKN/USDT 1 0.09 0.09 1.137 0.01 5 days, 11:57:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 1 -1.65 -1.65 -38.309 -0.38 15 days, 19:00:00 0 0 1 0
BLZ/USDT 1 -4.53 -4.53 -38.351 -0.38 17:00:00 0 0 1 0
TKO/USDT 1 -1.63 -1.63 -63.841 -0.64 16 days, 8:00:00 0 0 1 0
DASH/USDT 1 -4.57 -4.57 -163.885 -1.64 14 days, 15:00:00 0 0 1 0
LTO/USDT 1 -6.25 -6.25 -181.057 -1.81 14 days, 15:00:00 0 0 1 0
ZRX/USDT 1 -10.42 -10.42 -211.636 -2.12 14 days, 15:00:00 0 0 1 0
TOTAL 43 0.69 29.64 -192.646 -1.93 2 days, 14:09:00 37 0 6 86.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FUN/USDT 1 -1.65 -1.65 -38.309 -0.38 15 days, 19:00:00 0 0 1 0
BLZ/USDT 1 -4.53 -4.53 -38.351 -0.38 17:00:00 0 0 1 0
TKO/USDT 1 -1.63 -1.63 -63.841 -0.64 16 days, 8:00:00 0 0 1 0
DASH/USDT 1 -4.57 -4.57 -163.885 -1.64 14 days, 15:00:00 0 0 1 0
LTO/USDT 1 -6.25 -6.25 -181.057 -1.81 14 days, 15:00:00 0 0 1 0
ZRX/USDT 1 -10.42 -10.42 -211.636 -2.12 14 days, 15:00:00 0 0 1 0
TOTAL 6 -4.84 -29.06 -697.079 -6.97 12 days, 18:50:00 0 0 6 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
47 5 1.20 6.02 50.589 0.51 1 day, 4:22:00 5 0 0 100
104 1 2.06 2.06 17.165 0.17 8:15:00 1 0 0 100
24 1 1.87 1.87 15.681 0.16 0:49:00 1 0 0 100
102 1 1.78 1.78 15.114 0.15 0:17:00 1 0 0 100
41 1 1.45 1.45 11.948 0.12 0:49:00 1 0 0 100
12 1 1.01 1.01 11.782 0.12 8:04:00 1 0 0 100
44 1 1.38 1.38 11.483 0.11 0:29:00 1 0 0 100
61 2 1.52 3.05 10.263 0.10 0:50:00 2 0 0 100
10 1 1.15 1.15 9.868 0.10 5:24:00 1 0 0 100
25 1 1.13 1.13 9.620 0.10 0:31:00 1 0 0 100
46 28 0.31 8.74 -356.159 -3.56 3 days, 17:26:00 22 0 6 78.6
TOTAL 43 0.69 29.64 -192.646 -1.93 2 days, 14:09:00 37 0 6 86.0

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 8 8 0 0 100 1.5 12.03 101.161 2.01
force_exit 6 0 0 6 0 -4.84 -29.06 -697.079 -4.84
exit_profit_quick_max_m ( 47 ) 3 3 0 0 100 1.53 4.59 38.423 0.76
exit_quick_w_1_9 ( 46 ) 2 2 0 0 100 1.78 3.57 30.584 0.59
exit_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.03 1.03 8.801 0.17
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.78 1.78 15.114 0.3
exit_profit_pump_max_m ( 25 ) 1 1 0 0 100 1.13 1.13 9.62 0.19
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 0.59 0.59 12.181 0.1
exit_quick_w_0_1 ( 47 ) 1 1 0 0 100 0.09 0.09 1.137 0.02
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.84 1.84 15.841 0.31
exit_profit_normal_max_m ( 10 ) 1 1 0 0 100 1.15 1.15 9.868 0.19
exit_long_rebuy_u_1 ( 61 ) 1 1 0 0 100 1.35 1.35 4.634 0.22
exit_quick_q_1 ( 46 ) 1 1 0 0 100 1.48 1.48 17.707 0.25
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.51 2.51 21.477 0.42
exit_quick_w_2_2 ( 46 ) 1 1 0 0 100 2.71 2.71 23.102 0.45
exit_profit_quick_max_m ( 41 ) 1 1 0 0 100 1.45 1.45 11.948 0.24
exit_quick_d_1_1 ( 47 ) 1 1 0 0 100 1.34 1.34 11.03 0.22
exit_quick_w_1_10 ( 46 ) 1 1 0 0 100 1.21 1.21 10.311 0.2
exit_quick_w_2_1 ( 46 ) 1 1 0 0 100 1.16 1.16 18.794 0.19
exit_quick_3_1_1 ( 46 ) 1 1 0 0 100 1.98 1.98 16.653 0.33
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.72 1.72 14.492 0.29
exit_profit_pump_max_m ( 24 ) 1 1 0 0 100 1.87 1.87 15.681 0.31
exit_long_rapid_rpd_3 ( 104 ) 1 1 0 0 100 2.06 2.06 17.165 0.34
exit_quick_w_4_9 ( 46 ) 1 1 0 0 100 4.75 4.75 39.45 0.79
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 1.01 1.01 11.782 0.17
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.7 1.7 5.629 0.28
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 1.38 1.38 11.483 0.23
exit_quick_w_1_4 ( 46 ) 1 1 0 0 100 1.22 1.22 10.366 0.2

SUMMARY METRICS

Metric Value
Backtesting from 2022-08-01 00:00:00
Backtesting to 2022-09-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 43 / 1.39
Starting balance 10000 USDT
Final balance 9807.354 USDT
Absolute profit -192.646 USDT
Total profit % -1.93%
CAGR % -20.47%
Sortino -1.67
Sharpe -2.26
Calmar -17.89
Profit factor 0.72
Expectancy (Ratio) -4.48 (-0.04)
Trades per day 1.39
Avg. daily profit % -0.06%
Avg. stake amount 871.87 USDT
Total trade volume 37490.429 USDT
Best Pair PUNDIX/USDT 5.32%
Worst Pair ZRX/USDT -10.42%
Best trade AXS/USDT 4.75%
Worst trade ZRX/USDT -10.42%
Best day 133.635 USDT
Worst day -697.079 USDT
Days win/draw/lose 15 / 16 / 1
Avg. Duration Winners 22:28:00
Avg. Duration Loser 12 days, 18:50:00
Max Consecutive Wins / Loss 37 / 6
Rejected Entry signals 40
Entry/Exit Timeouts 0 / 0
Min balance 9807.354 USDT
Max balance 10504.433 USDT
Max % of account underwater 6.64%
Absolute Drawdown (Account) 6.64%
Absolute Drawdown 697.079 USDT
Drawdown high 504.433 USDT
Drawdown low -192.646 USDT
Drawdown Start 2022-08-29 04:52:00
Drawdown End 2022-09-01 00:00:00
Market change -11.74%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 43 0.69 29.64 -192.646 -1.93 2 days, 14:09:00 37 0 6 86.0 697.079 USDT 6.64%

For more details, please look at the detail tables above

@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 - 20220901-20221001

Current Previous v14.1.278 v14.1.253 v14.1.225
Average Duration 2 days, 2:23:00 2 days, 2:23:00 2 days, 2:23:00 2 days, 8:56:00 2 days, 3:58:00
Market Change -3.22 % -3.22 % -3.22 % -3.15 % -3.15 %
Max Drawdown 3.1726 % 3.1726 % 3.1726 % 4.0428 % 2.7566 %
Profit Mean 1.189 % 1.189 % 1.189 % 0.6941 % 1.1542 %
Profit Sum 45.18 % 45.18 % 45.18 % 27.07 % 47.32 %
Profit Total 2.21 % 2.21 % 2.21 % 1.5 % 3.35 %
Trades 38 38 38 39 41
Win Rate 89.47 % 89.47 % 89.47 % 87.18 % 90.24 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
SANTOS/USDT 4 1.88 7.54 72.546 0.73 4 days, 18:43:00 4 0 0 100
POND/USDT 1 7.29 7.29 61.072 0.61 2:50:00 1 0 0 100
REEF/USDT 4 1.66 6.65 55.520 0.56 1:46:00 4 0 0 100
ALPACA/USDT 1 4.00 4.00 33.106 0.33 4:50:00 1 0 0 100
HIGH/USDT 2 1.68 3.37 29.036 0.29 0:27:00 2 0 0 100
FIS/USDT 1 1.94 1.94 25.829 0.26 3 days, 22:35:00 1 0 0 100
DEXE/USDT 1 2.77 2.77 22.991 0.23 6:55:00 1 0 0 100
XEC/USDT 1 2.15 2.15 21.449 0.21 14:21:00 1 0 0 100
KNC/USDT 1 2.30 2.30 19.478 0.19 13:25:00 1 0 0 100
DF/USDT 1 2.18 2.18 18.509 0.19 3:15:00 1 0 0 100
VIDT/USDT 1 2.19 2.19 18.370 0.18 14:10:00 1 0 0 100
CKB/USDT 1 2.06 2.06 17.519 0.18 1:30:00 1 0 0 100
FORTH/USDT 1 0.95 0.95 16.086 0.16 5 days, 0:50:00 1 0 0 100
OXT/USDT 1 1.79 1.79 14.907 0.15 11:45:00 1 0 0 100
STMX/USDT 1 1.75 1.75 14.880 0.15 1:35:00 1 0 0 100
OCEAN/USDT 1 0.50 0.50 14.115 0.14 12 days, 19:55:00 1 0 0 100
REN/USDT 1 1.25 1.25 12.949 0.13 1 day, 6:50:00 1 0 0 100
AGLD/USDT 1 1.48 1.48 12.362 0.12 1:23:00 1 0 0 100
WING/USDT 1 1.31 1.31 10.910 0.11 0:46:00 1 0 0 100
ZEC/USDT 1 1.06 1.06 9.142 0.09 1 day, 1:15:00 1 0 0 100
UNFI/USDT 1 1.08 1.08 9.087 0.09 0:02:00 1 0 0 100
FIL/USDT 1 1.03 1.03 8.784 0.09 1:15:00 1 0 0 100
TRB/USDT 1 1.02 1.02 8.600 0.09 21:38:00 1 0 0 100
CELR/USDT 1 1.01 1.01 8.371 0.08 12:24:00 1 0 0 100
SHIB/USDT 1 0.27 0.27 2.265 0.02 1:35:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 3 -0.40 -1.20 -10.710 -0.11 6:56:00 2 0 1 66.7
MDT/USDT 1 -1.79 -1.79 -15.452 -0.15 20:00:00 0 0 1 0
CVP/USDT 1 -1.35 -1.35 -25.233 -0.25 9 days, 19:30:00 0 0 1 0
SNX/USDT 1 -9.41 -9.41 -265.511 -2.66 19 days, 22:00:00 0 0 1 0
TOTAL 38 1.19 45.18 220.974 2.21 2 days, 2:23:00 34 0 4 89.5

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
MDT/USDT 1 -1.79 -1.79 -15.452 -0.15 20:00:00 0 0 1 0
CVP/USDT 1 -1.35 -1.35 -25.233 -0.25 9 days, 19:30:00 0 0 1 0
LAZIO/USDT 1 -3.32 -3.32 -28.697 -0.29 20:00:00 0 0 1 0
SNX/USDT 1 -9.41 -9.41 -265.511 -2.66 19 days, 22:00:00 0 0 1 0
TOTAL 4 -3.97 -15.87 -334.894 -3.35 7 days, 20:22:00 0 0 4 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
47 10 2.24 22.40 177.033 1.77 1 day, 3:12:00 9 0 1 90.0
44 2 1.20 2.39 19.982 0.20 0:44:00 2 0 0 100
106 1 2.30 2.30 19.478 0.19 13:25:00 1 0 0 100
25 1 0.95 0.95 16.086 0.16 5 days, 0:50:00 1 0 0 100
1 1 1.84 1.84 15.368 0.15 1:33:00 1 0 0 100
12 1 1.61 1.61 13.911 0.14 0:08:00 1 0 0 100
101 2 0.64 1.29 10.864 0.11 11:36:00 2 0 0 100
24 1 1.25 1.25 10.353 0.10 2:22:00 1 0 0 100
10 101 1 1.08 1.08 9.087 0.09 0:02:00 1 0 0 100
10 1 1.04 1.04 8.916 0.09 0:07:00 1 0 0 100
46 17 0.53 9.03 -80.104 -0.80 3 days, 15:00:00 14 0 3 82.4
TOTAL 38 1.19 45.18 220.974 2.21 2 days, 2:23:00 34 0 4 89.5

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 5 5 0 0 100 1.09 5.43 52.415 0.91
force_exit 4 0 0 4 0 -3.97 -15.87 -334.894 -2.64
exit_profit_quick_max_m ( 47 ) 3 3 0 0 100 2 5.99 51.046 1
exit_quick_q_1 ( 46 ) 3 3 0 0 100 3.14 9.43 81.718 1.57
exit_quick_q_3 ( 47 ) 2 2 0 0 100 2.13 4.25 35.889 0.71
exit_profit_quick_max_m ( 44 ) 2 2 0 0 100 1.2 2.39 19.982 0.4
exit_profit_normal_max_m ( 1 ) 1 1 0 0 100 1.84 1.84 15.368 0.31
exit_quick_d_1_8 ( 46 ) 1 1 0 0 100 1.75 1.75 14.88 0.29
exit_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.25 1.25 12.949 0.21
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.06 1.06 9.142 0.18
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 1.61 1.61 13.911 0.27
exit_normal_o_1 ( 10 ) 1 1 0 0 100 1.04 1.04 8.916 0.17
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 0.5 0.5 14.115 0.08
exit_quick_w_1_10 ( 47 ) 1 1 0 0 100 1.27 1.27 13.049 0.21
exit_pump_w_1_1 ( 25 ) 1 1 0 0 100 0.95 0.95 16.086 0.16
exit_long_rapid_rpd_2 ( 101 ) 1 1 0 0 100 1.02 1.02 8.6 0.17
exit_quick_d_2_8 ( 46 ) 1 1 0 0 100 2.18 2.18 18.509 0.36
exit_long_rapid_w_2_2 ( 106 ) 1 1 0 0 100 2.3 2.3 19.478 0.38
exit_quick_w_2_2 ( 47 ) 1 1 0 0 100 2.77 2.77 22.991 0.46
exit_normal_u_1 ( 10 101 ) 1 1 0 0 100 1.08 1.08 9.087 0.18
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.94 1.94 25.829 0.32
exit_quick_2_1_1 ( 47 ) 1 1 0 0 100 7.29 7.29 61.072 1.21
exit_profit_pump_max_m ( 24 ) 1 1 0 0 100 1.25 1.25 10.353 0.21
exit_quick_d_2_1 ( 47 ) 1 1 0 0 100 2.18 2.18 18.219 0.36
exit_long_rapid_d_0_18 ( 101 ) 1 1 0 0 100 0.27 0.27 2.265 0.04

SUMMARY METRICS

Metric Value
Backtesting from 2022-09-01 00:00:00
Backtesting to 2022-10-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 38 / 1.27
Starting balance 10000 USDT
Final balance 10220.974 USDT
Absolute profit 220.974 USDT
Total profit % 2.21%
CAGR % 30.46%
Sortino 1.34
Sharpe 3.00
Calmar 44.36
Profit factor 1.66
Expectancy (Ratio) 5.82 (0.07)
Trades per day 1.27
Avg. daily profit % 0.07%
Avg. stake amount 865.653 USDT
Total trade volume 32894.822 USDT
Best Pair SANTOS/USDT 7.54%
Worst Pair SNX/USDT -9.41%
Best trade POND/USDT 7.29%
Worst trade SNX/USDT -9.41%
Best day 81.723 USDT
Worst day -334.894 USDT
Days win/draw/lose 19 / 10 / 1
Avg. Duration Winners 1 day, 10:08:00
Avg. Duration Loser 7 days, 20:22:00
Max Consecutive Wins / Loss 34 / 4
Rejected Entry signals 2
Entry/Exit Timeouts 0 / 0
Min balance 10027.164 USDT
Max balance 10555.868 USDT
Max % of account underwater 3.17%
Absolute Drawdown (Account) 3.17%
Absolute Drawdown 334.894 USDT
Drawdown high 555.868 USDT
Drawdown low 220.974 USDT
Drawdown Start 2022-09-30 08:50:00
Drawdown End 2022-10-01 00:00:00
Market change -3.22%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 38 1.19 45.18 220.974 2.21 2 days, 2:23:00 34 0 4 89.5 334.894 USDT 3.17%

For more details, please look at the detail tables above

@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 - 20221001-20221101

Current Previous v14.1.278 v14.1.253 v14.1.225
Average Duration 1 day, 7:08:00 1 day, 7:08:00 1 day, 7:08:00 1 day, 21:29:00 2 days, 3:50:00
Market Change 7.59 % 7.59 % 7.59 % 7.62 % 7.62 %
Max Drawdown 3.2949 % 3.2949 % 3.2949 % 3.6494 % 4.2759 %
Profit Mean 1.1278 % 1.1278 % 1.1278 % 0.5051 % 0.4163 %
Profit Sum 36.09 % 36.09 % 36.09 % 17.68 % 14.15 %
Profit Total 1.22 % 1.22 % 1.22 % 1.4 % 0.79 %
Trades 32 32 32 35 34
Win Rate 87.5 % 87.5 % 87.5 % 85.71 % 85.29 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BURGER/USDT 2 3.63 7.26 60.929 0.61 1:07:00 2 0 0 100
WIN/USDT 1 5.67 5.67 47.008 0.47 5:00:00 1 0 0 100
CVP/USDT 3 1.43 4.30 24.125 0.24 12:39:00 2 0 1 66.7
ALPHA/USDT 1 1.01 1.01 18.159 0.18 9 days, 11:10:00 1 0 0 100
ARPA/USDT 1 2.12 2.12 17.762 0.18 2:12:00 1 0 0 100
KSM/USDT 1 2.08 2.08 17.650 0.18 3:42:00 1 0 0 100
CFX/USDT 1 1.46 1.46 17.054 0.17 2 days, 4:25:00 1 0 0 100
XRP/USDT 1 1.88 1.88 15.685 0.16 2 days, 3:50:00 1 0 0 100
UNI/USDT 1 1.88 1.88 15.554 0.16 1:50:00 1 0 0 100
OG/USDT 1 1.82 1.82 15.347 0.15 5:55:00 1 0 0 100
SANTOS/USDT 2 1.18 2.36 14.091 0.14 2:54:00 2 0 0 100
TWT/USDT 1 1.62 1.62 13.506 0.14 1 day, 1:10:00 1 0 0 100
ERN/USDT 1 1.54 1.54 12.693 0.13 0:40:00 1 0 0 100
BTC/USDT 1 1.48 1.48 12.353 0.12 1 day, 23:54:00 1 0 0 100
HIVE/USDT 1 1.45 1.45 12.057 0.12 0:12:00 1 0 0 100
TRX/USDT 1 1.13 1.13 9.557 0.10 8 days, 23:31:00 1 0 0 100
REEF/USDT 1 1.15 1.15 9.507 0.10 4:16:00 1 0 0 100
PEOPLE/USDT 1 1.05 1.05 9.009 0.09 5:24:00 1 0 0 100
ADX/USDT 1 1.06 1.06 8.987 0.09 3:01:00 1 0 0 100
COTI/USDT 1 1.06 1.06 8.970 0.09 6:26:00 1 0 0 100
LTO/USDT 1 1.04 1.04 8.843 0.09 0:45:00 1 0 0 100
PYR/USDT 1 1.56 1.56 5.343 0.05 0:02:00 1 0 0 100
DODO/USDT 1 0.11 0.11 1.063 0.01 2 days, 0:33:00 1 0 0 100
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
1INCH/USDT 1 -1.33 -1.33 -11.388 -0.11 9:00:00 0 0 1 0
ENJ/USDT 1 -1.73 -1.73 -20.547 -0.21 1 day, 9:00:00 0 0 1 0
PHA/USDT 3 -2.31 -6.94 -220.937 -2.21 2 days, 18:43:00 2 0 1 66.7
TOTAL 32 1.13 36.09 122.378 1.22 1 day, 7:08:00 28 0 4 87.5

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
1INCH/USDT 1 -1.33 -1.33 -11.388 -0.11 9:00:00 0 0 1 0
ENJ/USDT 1 -1.73 -1.73 -20.547 -0.21 1 day, 9:00:00 0 0 1 0
CVP/USDT 1 -6.82 -6.82 -70.027 -0.70 1 day, 1:00:00 0 0 1 0
PHA/USDT 1 -9.54 -9.54 -242.927 -2.43 8 days, 7:00:00 0 0 1 0
TOTAL 4 -4.85 -19.42 -344.889 -3.45 2 days, 18:30:00 0 0 4 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
102 1 6.02 6.02 50.494 0.50 1:06:00 1 0 0 100
47 3 1.83 5.48 45.801 0.46 2:56:00 3 0 0 100
25 2 1.04 2.09 17.688 0.18 1:46:00 2 0 0 100
24 1 1.46 1.46 12.333 0.12 1:01:00 1 0 0 100
22 1 1.45 1.45 12.057 0.12 0:12:00 1 0 0 100
12 1 1.25 1.25 10.435 0.10 1:08:00 1 0 0 100
45 1 1.21 1.21 10.229 0.10 0:09:00 1 0 0 100
104 1 1.14 1.14 9.657 0.10 0:08:00 1 0 0 100
61 2 1.36 2.72 9.205 0.09 2:51:00 2 0 0 100
46 19 0.70 13.29 -55.521 -0.56 2 days, 3:17:00 15 0 4 78.9
TOTAL 32 1.13 36.09 122.378 1.22 1 day, 7:08:00 28 0 4 87.5

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 5 5 0 0 100 1.17 5.87 49.395 0.98
force_exit 4 0 0 4 0 -4.85 -19.42 -344.889 -3.24
exit_quick_w_2_1 ( 46 ) 2 2 0 0 100 1.23 2.46 35.213 0.41
exit_profit_quick_max_m ( 47 ) 2 2 0 0 100 1.83 3.66 30.455 0.61
exit_quick_3_1_1 ( 46 ) 2 2 0 0 100 7.87 15.74 132.315 2.62
exit_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.88 1.88 15.554 0.31
exit_long_rebuy_o_1 ( 61 ) 1 1 0 0 100 1.56 1.56 5.343 0.26
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 1.21 1.21 10.229 0.2
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.08 2.08 17.65 0.35
exit_pump_w_1_10 ( 25 ) 1 1 0 0 100 1.04 1.04 8.845 0.17
exit_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.06 1.06 8.987 0.18
exit_profit_pump_max_m ( 25 ) 1 1 0 0 100 1.04 1.04 8.843 0.17
exit_profit_long_rapid_max_m ( 104 ) 1 1 0 0 100 1.14 1.14 9.657 0.19
exit_profit_pump_max_m ( 24 ) 1 1 0 0 100 1.46 1.46 12.333 0.24
exit_long_rapid_w_5_10 ( 102 ) 1 1 0 0 100 6.02 6.02 50.494 1
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 1.25 1.25 10.435 0.21
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.88 1.88 15.685 0.31
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.16 1.16 3.862 0.19
exit_pump_o_1 ( 22 ) 1 1 0 0 100 1.45 1.45 12.057 0.24
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.62 1.62 13.506 0.27
exit_quick_w_0_1 ( 46 ) 1 1 0 0 100 0.11 0.11 1.063 0.02
exit_quick_d_1_8 ( 47 ) 1 1 0 0 100 1.82 1.82 15.347 0.3

SUMMARY METRICS

Metric Value
Backtesting from 2022-10-01 00:00:00
Backtesting to 2022-11-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 32 / 1.03
Starting balance 10000 USDT
Final balance 10122.378 USDT
Absolute profit 122.378 USDT
Total profit % 1.22%
CAGR % 15.40%
Sortino 0.81
Sharpe 1.51
Calmar 22.89
Profit factor 1.35
Expectancy (Ratio) 3.82 (0.04)
Trades per day 1.03
Avg. daily profit % 0.04%
Avg. stake amount 825.641 USDT
Total trade volume 26420.496 USDT
Best Pair BURGER/USDT 7.26%
Worst Pair PHA/USDT -6.94%
Best trade CVP/USDT 10.07%
Worst trade PHA/USDT -9.54%
Best day 113.186 USDT
Worst day -344.889 USDT
Days win/draw/lose 19 / 12 / 1
Avg. Duration Winners 1 day, 2:05:00
Avg. Duration Loser 2 days, 18:30:00
Max Consecutive Wins / Loss 28 / 4
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10009.507 USDT
Max balance 10467.267 USDT
Max % of account underwater 3.29%
Absolute Drawdown (Account) 3.29%
Absolute Drawdown 344.889 USDT
Drawdown high 467.267 USDT
Drawdown low 122.378 USDT
Drawdown Start 2022-10-31 14:42:00
Drawdown End 2022-11-01 00:00:00
Market change 7.59%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 32 1.13 36.09 122.378 1.22 1 day, 7:08:00 28 0 4 87.5 344.889 USDT 3.29%

For more details, please look at the detail tables above

@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 - 20221101-20221201

Current Previous v14.1.278 v14.1.253 v14.1.225
Average Duration 1 day, 4:39:00 1 day, 4:39:00 1 day, 8:24:00 2 days, 4:20:00 1 day, 17:32:00
Market Change -16.04 % -16.04 % -16.04 % -16.13 % -16.13 %
Max Drawdown 2.111 % 2.111 % 2.1147 % 7.1326 % 8.0002 %
Profit Mean 1.4619 % 1.4619 % 1.4607 % 0.2242 % 0.4528 %
Profit Sum 119.87 % 119.87 % 113.93 % 12.78 % 30.79 %
Profit Total 9.51 % 9.51 % 9.11 % 0.1 % 0.96 %
Trades 82 82 78 57 68
Win Rate 97.56 % 97.56 % 97.44 % 92.98 % 94.12 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
SFP/USDT 3 2.88 8.65 89.368 0.89 9:10:00 3 0 0 100
PHA/USDT 3 3.05 9.16 81.958 0.82 4:14:00 3 0 0 100
TKO/USDT 3 2.82 8.45 71.683 0.72 0:20:00 3 0 0 100
MASK/USDT 2 2.94 5.89 50.497 0.50 7:12:00 2 0 0 100
LAZIO/USDT 5 1.01 5.03 49.215 0.49 10:57:00 5 0 0 100
VIDT/USDT 2 2.57 5.14 44.857 0.45 1:35:00 2 0 0 100
BAND/USDT 2 2.13 4.26 44.420 0.44 3 days, 14:39:00 2 0 0 100
SANTOS/USDT 4 1.19 4.74 42.355 0.42 10:26:00 4 0 0 100
C98/USDT 4 1.03 4.11 38.051 0.38 1 day, 3:33:00 4 0 0 100
RLC/USDT 3 1.17 3.52 37.320 0.37 17:08:00 3 0 0 100
AR/USDT 3 1.43 4.29 35.566 0.36 1:34:00 3 0 0 100
STPT/USDT 1 3.60 3.60 30.122 0.30 1:35:00 1 0 0 100
LRC/USDT 2 1.63 3.26 29.311 0.29 10:23:00 2 0 0 100
WING/USDT 2 1.55 3.10 26.449 0.26 3:29:00 2 0 0 100
DEXE/USDT 2 1.43 2.85 24.074 0.24 1:26:00 2 0 0 100
FIS/USDT 2 1.36 2.73 22.929 0.23 1:52:00 2 0 0 100
QI/USDT 1 2.37 2.37 20.500 0.21 0:29:00 1 0 0 100
FET/USDT 1 1.66 1.66 20.115 0.20 11:55:00 1 0 0 100
DYDX/USDT 2 0.98 1.97 19.423 0.19 10:38:00 2 0 0 100
FARM/USDT 1 2.24 2.24 19.294 0.19 15:25:00 1 0 0 100
OCEAN/USDT 1 1.87 1.87 18.777 0.19 16:23:00 1 0 0 100
IOTA/USDT 1 2.12 2.12 17.827 0.18 7:35:00 1 0 0 100
MBL/USDT 1 2.05 2.05 17.537 0.18 0:23:00 1 0 0 100
1INCH/USDT 1 2.07 2.07 17.369 0.17 0:01:00 1 0 0 100
DF/USDT 1 2.07 2.07 17.294 0.17 1:11:00 1 0 0 100
BLZ/USDT 1 1.66 1.66 16.864 0.17 2 days, 8:35:00 1 0 0 100
RARE/USDT 1 0.82 0.82 15.666 0.16 5 days, 20:20:00 1 0 0 100
CKB/USDT 1 1.73 1.73 14.611 0.15 1:20:00 1 0 0 100
INJ/USDT 1 1.73 1.73 14.523 0.15 7:35:00 1 0 0 100
OG/USDT 1 1.73 1.73 14.432 0.14 3:36:00 1 0 0 100
RNDR/USDT 1 1.60 1.60 13.552 0.14 5:55:00 1 0 0 100
BCH/USDT 1 1.14 1.14 12.145 0.12 2 days, 18:05:00 1 0 0 100
ARPA/USDT 1 1.42 1.42 11.925 0.12 3:04:00 1 0 0 100
REN/USDT 1 0.92 0.92 11.162 0.11 14:01:00 1 0 0 100
FRONT/USDT 1 1.32 1.32 11.092 0.11 3:50:00 1 0 0 100
PUNDIX/USDT 1 0.89 0.89 11.009 0.11 3 days, 2:45:00 1 0 0 100
TRX/USDT 1 1.07 1.07 10.722 0.11 2 days, 13:41:00 1 0 0 100
PERP/USDT 1 1.16 1.16 10.552 0.11 0:32:00 1 0 0 100
BURGER/USDT 1 1.09 1.09 9.917 0.10 0:18:00 1 0 0 100
KNC/USDT 1 1.13 1.13 9.593 0.10 0:28:00 1 0 0 100
YFI/USDT 1 1.11 1.11 9.592 0.10 17:43:00 1 0 0 100
REQ/USDT 1 1.15 1.15 9.551 0.10 5:17:00 1 0 0 100
DODO/USDT 1 1.09 1.09 9.359 0.09 0:32:00 1 0 0 100
SUSHI/USDT 1 1.09 1.09 9.161 0.09 1:00:00 1 0 0 100
VTHO/USDT 1 1.08 1.08 9.139 0.09 0:11:00 1 0 0 100
HIGH/USDT 1 0.17 0.17 9.016 0.09 22 days, 15:40:00 1 0 0 100
GALA/USDT 1 1.05 1.05 8.753 0.09 0:59:00 1 0 0 100
FLOW/USDT 1 0.88 0.88 8.705 0.09 18:38:00 1 0 0 100
HOT/USDT 1 0.73 0.73 8.544 0.09 2 days, 20:36:00 1 0 0 100
STRAX/USDT 1 1.93 1.93 6.713 0.07 1:13:00 1 0 0 100
BAKE/USDT 1 1.08 1.08 3.631 0.04 10:37:00 1 0 0 100
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 2 -2.99 -5.99 -97.042 -0.97 2 days, 2:13:00 1 0 1 50.0
TRU/USDT 1 -2.12 -2.12 -118.565 -1.19 22 days, 7:00:00 0 0 1 0
TOTAL 82 1.46 119.87 950.631 9.51 1 day, 4:39:00 80 0 2 97.6

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BETA/USDT 1 -8.33 -8.33 -117.586 -1.18 4 days, 4:10:00 0 0 1 0
TRU/USDT 1 -2.12 -2.12 -118.565 -1.19 22 days, 7:00:00 0 0 1 0
TOTAL 2 -5.23 -10.45 -236.151 -2.36 13 days, 5:35:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 20 1.64 32.89 312.767 3.13 2 days, 6:38:00 20 0 0 100
47 12 1.57 18.86 170.827 1.71 4:57:00 12 0 0 100
106 6 1.63 9.80 92.637 0.93 1 day, 8:18:00 6 0 0 100
24 3 2.56 7.68 80.636 0.81 19:26:00 3 0 0 100
12 4 1.83 7.31 64.633 0.65 7:22:00 4 0 0 100
103 4 1.60 6.41 55.882 0.56 4:37:00 4 0 0 100
104 4 1.50 6.01 53.670 0.54 5:53:00 4 0 0 100
41 61 4 1.46 5.83 49.916 0.50 4:04:00 4 0 0 100
44 2 2.84 5.67 47.416 0.47 1:23:00 2 0 0 100
102 3 1.19 3.56 29.892 0.30 4:19:00 3 0 0 100
9 1 2.92 2.92 25.110 0.25 13:00:00 1 0 0 100
10 2 1.35 2.71 22.779 0.23 2:58:00 2 0 0 100
45 2 1.02 2.03 20.566 0.21 7:11:00 2 0 0 100
45 104 1 1.52 1.52 17.862 0.18 11:55:00 1 0 0 100
6 1 2.07 2.07 17.369 0.17 0:01:00 1 0 0 100
105 1 1.67 1.67 13.838 0.14 2:10:00 1 0 0 100
61 2 1.51 3.01 10.344 0.10 5:55:00 2 0 0 100
7 1 1.10 1.10 9.279 0.09 0:54:00 1 0 0 100
22 1 1.09 1.09 9.161 0.09 1:00:00 1 0 0 100
61 102 1 1.08 1.08 9.139 0.09 0:11:00 1 0 0 100
25 7 -0.48 -3.33 -163.092 -1.63 4 days, 15:31:00 5 0 2 71.4
TOTAL 82 1.46 119.87 950.631 9.51 1 day, 4:39:00 80 0 2 97.6

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 47 ) 7 7 0 0 100 1.13 7.88 71.141 1.31
exit_profit_quick_max_m ( 46 ) 7 7 0 0 100 1.6 11.18 95.636 1.86
exit_quick_2_1_1 ( 46 ) 4 4 0 0 100 2.83 11.31 97.713 1.88
exit_profit_long_rapid_max_m ( 104 ) 4 4 0 0 100 1.5 6.01 53.67 1
force_exit 2 0 0 2 0 -5.23 -10.45 -236.151 -1.74
exit_profit_normal_max_m ( 12 ) 2 2 0 0 100 1.09 2.18 18.589 0.36
exit_profit_quick_max_m ( 45 ) 2 2 0 0 100 1.02 2.03 20.566 0.34
exit_profit_quick_max_m ( 44 ) 2 2 0 0 100 2.84 5.67 47.416 0.95
exit_profit_quick_max_m ( 41 61 ) 2 2 0 0 100 1.2 2.41 20.557 0.4
exit_profit_long_rapid_max_m ( 103 ) 2 2 0 0 100 1.55 3.09 27.976 0.52
exit_quick_w_1_1 ( 46 ) 2 2 0 0 100 0.81 1.62 19.553 0.27
exit_profit_long_rebuy_max_m ( 61 ) 2 2 0 0 100 1.51 3.01 10.344 0.5
exit_pump_d_1_10 ( 25 ) 2 2 0 0 100 1.15 2.29 19.241 0.38
exit_profit_pump_max_m ( 25 ) 2 2 0 0 100 2 4.01 38.153 0.67
exit_quick_3_1_1 ( 46 ) 1 1 0 0 100 1.49 1.49 18.113 0.25
exit_quick_d_1_5 ( 47 ) 1 1 0 0 100 1.32 1.32 11.092 0.22
exit_quick_q_3 ( 45 104 ) 1 1 0 0 100 1.52 1.52 17.862 0.25
exit_quick_d_1_13 ( 47 ) 1 1 0 0 100 1.01 1.01 9.187 0.17
exit_quick_8_1_1 ( 46 ) 1 1 0 0 100 0.17 0.17 9.016 0.03
exit_pump_8_1_1 ( 25 ) 1 1 0 0 100 0.82 0.82 15.666 0.14
exit_pump_w_1_12 ( 24 ) 1 1 0 0 100 0.39 0.39 9.743 0.06
exit_quick_d_1_8 ( 46 ) 1 1 0 0 100 1.73 1.73 14.611 0.29
exit_quick_w_5_10 ( 47 ) 1 1 0 0 100 5.9 5.9 49.933 0.98
exit_long_rapid_d_3_1 ( 106 ) 1 1 0 0 100 3.63 3.63 31.651 0.6
exit_quick_o_1 ( 41 61 ) 1 1 0 0 100 1.18 1.18 10.065 0.2
exit_quick_d_1_18 ( 47 ) 1 1 0 0 100 1.09 1.09 9.359 0.18
exit_quick_d_1_12 ( 46 ) 1 1 0 0 100 1.14 1.14 12.145 0.19
exit_normal_1_1_1 ( 9 ) 1 1 0 0 100 2.92 2.92 25.11 0.49
exit_quick_w_2_1 ( 46 ) 1 1 0 0 100 1.01 1.01 17.153 0.17
exit_quick_q_3 ( 47 ) 1 1 0 0 100 1.66 1.66 20.115 0.28
exit_long_rapid_rpd_3 ( 106 ) 1 1 0 0 100 1.51 1.51 13.206 0.25
exit_quick_q_3 ( 41 61 ) 1 1 0 0 100 2.24 2.24 19.294 0.37
exit_profit_pump_max_m ( 24 ) 1 1 0 0 100 1.33 1.33 10.953 0.22
exit_long_rapid_rpd_3 ( 103 ) 1 1 0 0 100 1.73 1.73 14.523 0.29
exit_long_rapid_d_1_2 ( 103 ) 1 1 0 0 100 1.58 1.58 13.384 0.26
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.17 1.17 11.566 0.19
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.08 2.08 17.262 0.35
exit_long_rapid_d_1_13 ( 105 ) 1 1 0 0 100 1.67 1.67 13.838 0.28
exit_normal_w_2_12 ( 12 ) 1 1 0 0 100 1.87 1.87 18.777 0.31
exit_pump_w_1_3 ( 22 ) 1 1 0 0 100 1.09 1.09 9.161 0.18
exit_long_rapid_rpd_2 ( 102 ) 1 1 0 0 100 1.07 1.07 9.068 0.18
exit_normal_d_1_11 ( 10 ) 1 1 0 0 100 1.6 1.6 13.552 0.27
exit_profit_long_rapid_max_m ( 61 102 ) 1 1 0 0 100 1.08 1.08 9.139 0.18
exit_long_rapid_d_1_18 ( 106 ) 1 1 0 0 100 1.13 1.13 9.593 0.19
exit_pump_w_6_18 ( 24 ) 1 1 0 0 100 5.97 5.97 59.94 0.99
exit_profit_normal_max_m ( 7 ) 1 1 0 0 100 1.1 1.1 9.279 0.18
exit_long_rapid_d_1_8 ( 106 ) 1 1 0 0 100 1.21 1.21 12.293 0.2
exit_long_rapid_rpd_1 ( 106 ) 1 1 0 0 100 1.66 1.66 16.864 0.28
exit_normal_u_3 ( 12 ) 1 1 0 0 100 3.26 3.26 27.267 0.54
exit_normal_u_1 ( 10 ) 1 1 0 0 100 1.1 1.1 9.226 0.18
exit_long_rapid_rpd_3 ( 102 ) 1 1 0 0 100 1.28 1.28 10.718 0.21
exit_long_rapid_2_1_1 ( 106 ) 1 1 0 0 100 0.67 0.67 9.029 0.11
exit_normal_u_2 ( 6 ) 1 1 0 0 100 2.07 2.07 17.369 0.35
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.2 1.2 10.106 0.2

SUMMARY METRICS

Metric Value
Backtesting from 2022-11-01 00:00:00
Backtesting to 2022-12-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 82 / 2.73
Starting balance 10000 USDT
Final balance 10950.631 USDT
Absolute profit 950.631 USDT
Total profit % 9.51%
CAGR % 201.89%
Sortino 1236.06
Sharpe 27.04
Calmar 286.78
Profit factor 5.03
Expectancy (Ratio) 11.59 (0.10)
Trades per day 2.73
Avg. daily profit % 0.32%
Avg. stake amount 830.494 USDT
Total trade volume 68100.497 USDT
Best Pair PHA/USDT 9.16%
Worst Pair BETA/USDT -5.99%
Best trade SFP/USDT 5.97%
Worst trade BETA/USDT -8.33%
Best day 125.585 USDT
Worst day -236.151 USDT
Days win/draw/lose 25 / 3 / 1
Avg. Duration Winners 21:26:00
Avg. Duration Loser 13 days, 5:35:00
Max Consecutive Wins / Loss 80 / 2
Rejected Entry signals 33
Entry/Exit Timeouts 0 / 0
Min balance 10010.953 USDT
Max balance 11186.782 USDT
Max % of account underwater 2.11%
Absolute Drawdown (Account) 2.11%
Absolute Drawdown 236.151 USDT
Drawdown high 1186.782 USDT
Drawdown low 950.631 USDT
Drawdown Start 2022-11-30 21:29:00
Drawdown End 2022-12-01 00:00:00
Market change -16.04%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 82 1.46 119.87 950.631 9.51 1 day, 4:39:00 80 0 2 97.6 236.151 USDT 2.11%

For more details, please look at the detail tables above

@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 - 20221201-20230101

Current Previous v14.1.278 v14.1.253 v14.1.225
Average Duration 2 days, 7:40:00 2 days, 7:40:00 2 days, 8:14:00 3 days, 4:12:00 2 days, 17:16:00
Market Change -13.78 % -13.78 % -13.78 % -13.56 % -13.56 %
Max Drawdown 7.7352 % 7.7352 % 7.733 % 9.5899 % 6.7902 %
Profit Mean 0.168 % 0.168 % 0.1803 % -1.8245 % -0.5639 %
Profit Sum 4.87 % 4.87 % 5.41 % -54.73 % -17.48 %
Profit Total -4.59 % -4.59 % -4.54 % -6.55 % -3.36 %
Trades 29 29 30 30 31
Win Rate 86.21 % 86.21 % 86.67 % 83.33 % 87.1 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TWT/USDT 4 1.71 6.84 56.927 0.57 0:12:00 4 0 0 100
RARE/USDT 1 2.28 2.28 38.469 0.38 15:01:00 1 0 0 100
XVS/USDT 1 2.87 2.87 29.000 0.29 3 days, 11:13:00 1 0 0 100
BAND/USDT 2 1.70 3.39 28.180 0.28 4:28:00 2 0 0 100
VTHO/USDT 1 2.65 2.65 21.908 0.22 6:25:00 1 0 0 100
ATOM/USDT 1 2.13 2.13 17.963 0.18 21:00:00 1 0 0 100
DEXE/USDT 1 2.10 2.10 17.489 0.17 19:10:00 1 0 0 100
BETA/USDT 1 1.83 1.83 15.362 0.15 1:05:00 1 0 0 100
QI/USDT 1 1.67 1.67 14.008 0.14 6:17:00 1 0 0 100
DGB/USDT 1 1.49 1.49 12.547 0.13 10:33:00 1 0 0 100
QTUM/USDT 1 1.49 1.49 12.518 0.13 8:58:00 1 0 0 100
MOVR/USDT 1 3.65 3.65 12.092 0.12 9:25:00 1 0 0 100
FORTH/USDT 1 1.35 1.35 11.369 0.11 0:37:00 1 0 0 100
TRB/USDT 1 1.34 1.34 11.247 0.11 11:35:00 1 0 0 100
GRT/USDT 1 1.14 1.14 9.531 0.10 8:29:00 1 0 0 100
AXS/USDT 1 1.12 1.12 9.356 0.09 1:58:00 1 0 0 100
REN/USDT 1 1.09 1.09 8.998 0.09 6:25:00 1 0 0 100
FLUX/USDT 1 0.26 0.26 2.532 0.03 2 days, 16:36:00 1 0 0 100
ELF/USDT 1 0.13 0.13 1.097 0.01 14:00:00 1 0 0 100
ZRX/USDT 1 0.11 0.11 1.064 0.01 3 days, 20:10:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 1 -1.65 -1.65 -16.724 -0.17 3 days, 7:00:00 0 0 1 0
SXP/USDT 1 -5.35 -5.35 -54.048 -0.54 8 days, 18:00:00 0 0 1 0
TKO/USDT 2 -7.68 -15.35 -323.014 -3.23 6 days, 4:49:00 1 0 1 50.0
KP3R/USDT 1 -11.72 -11.72 -396.996 -3.97 26 days, 13:00:00 0 0 1 0
TOTAL 29 0.17 4.87 -459.125 -4.59 2 days, 7:40:00 25 0 4 86.2

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DASH/USDT 1 -1.65 -1.65 -16.724 -0.17 3 days, 7:00:00 0 0 1 0
SXP/USDT 1 -5.35 -5.35 -54.048 -0.54 8 days, 18:00:00 0 0 1 0
TKO/USDT 1 -16.43 -16.43 -332.106 -3.32 12 days, 9:25:00 0 0 1 0
KP3R/USDT 1 -11.72 -11.72 -396.996 -3.97 26 days, 13:00:00 0 0 1 0
TOTAL 4 -8.79 -35.15 -799.874 -8.00 12 days, 17:51:00 0 0 4 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
5 2 1.35 2.71 22.662 0.23 0:06:00 2 0 0 100
10 1 2.62 2.62 21.713 0.22 0:01:00 1 0 0 100
41 61 1 1.51 1.51 12.551 0.13 0:35:00 1 0 0 100
44 1 1.49 1.49 12.518 0.13 8:58:00 1 0 0 100
61 1 3.65 3.65 12.092 0.12 9:25:00 1 0 0 100
5 21 1 1.34 1.34 11.247 0.11 11:35:00 1 0 0 100
25 1 1.32 1.32 10.903 0.11 1:16:00 1 0 0 100
11 1 1.08 1.08 9.092 0.09 0:13:00 1 0 0 100
47 3 -4.02 -12.05 -276.147 -2.76 4 days, 14:32:00 2 0 1 66.7
46 17 0.07 1.19 -295.756 -2.96 3 days, 1:33:00 14 0 3 82.4
TOTAL 29 0.17 4.87 -459.125 -4.59 2 days, 7:40:00 25 0 4 86.2

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 5 5 0 0 100 1.42 7.08 59.268 1.18
force_exit 4 0 0 4 0 -8.79 -35.15 -799.874 -5.86
exit_quick_q_3 ( 47 ) 2 2 0 0 100 2.19 4.38 55.959 0.73
exit_quick_q_3 ( 46 ) 2 2 0 0 100 2.36 4.72 39.185 0.79
exit_profit_normal_max_m ( 5 ) 1 1 0 0 100 1.22 1.22 10.247 0.2
exit_quick_q_1 ( 46 ) 1 1 0 0 100 2.87 2.87 29 0.48
exit_quick_w_2_1 ( 46 ) 1 1 0 0 100 2.13 2.13 17.963 0.36
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.49 1.49 12.547 0.25
exit_profit_normal_max_m ( 11 ) 1 1 0 0 100 1.08 1.08 9.092 0.18
exit_normal_w_1_5 ( 5 21 ) 1 1 0 0 100 1.34 1.34 11.247 0.22
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 1.49 1.49 12.518 0.25
exit_quick_d_0_18 ( 46 ) 1 1 0 0 100 0.13 0.13 1.097 0.02
exit_quick_w_0_1 ( 46 ) 1 1 0 0 100 0.26 0.26 2.532 0.04
exit_profit_pump_max_m ( 25 ) 1 1 0 0 100 1.32 1.32 10.903 0.22
exit_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.12 1.12 9.356 0.19
exit_profit_quick_max_m ( 41 61 ) 1 1 0 0 100 1.51 1.51 12.551 0.25
exit_normal_u_2 ( 10 ) 1 1 0 0 100 2.62 2.62 21.713 0.44
exit_quick_w_0_2 ( 46 ) 1 1 0 0 100 0.11 0.11 1.064 0.02
exit_long_rebuy_2_1_1 ( 61 ) 1 1 0 0 100 3.65 3.65 12.092 0.61
exit_normal_u_1 ( 5 ) 1 1 0 0 100 1.48 1.48 12.415 0.25

SUMMARY METRICS

Metric Value
Backtesting from 2022-12-01 00:00:00
Backtesting to 2023-01-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 29 / 0.94
Starting balance 10000 USDT
Final balance 9540.875 USDT
Absolute profit -459.125 USDT
Total profit % -4.59%
CAGR % -42.50%
Sortino -1.70
Sharpe -2.93
Calmar -36.58
Profit factor 0.43
Expectancy (Ratio) -15.83 (-0.08)
Trades per day 0.94
Avg. daily profit % -0.15%
Avg. stake amount 885.759 USDT
Total trade volume 25687.004 USDT
Best Pair TWT/USDT 6.84%
Worst Pair TKO/USDT -15.35%
Best trade MOVR/USDT 3.65%
Worst trade TKO/USDT -16.43%
Best day 44.298 USDT
Worst day -799.874 USDT
Days win/draw/lose 19 / 12 / 1
Avg. Duration Winners 15:38:00
Avg. Duration Loser 12 days, 17:51:00
Max Consecutive Wins / Loss 25 / 4
Rejected Entry signals 4
Entry/Exit Timeouts 0 / 0
Min balance 9540.875 USDT
Max balance 10340.749 USDT
Max % of account underwater 7.74%
Absolute Drawdown (Account) 7.74%
Absolute Drawdown 799.874 USDT
Drawdown high 340.749 USDT
Drawdown low -459.125 USDT
Drawdown Start 2022-12-30 19:13:00
Drawdown End 2023-01-01 00:00:00
Market change -13.78%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 29 0.17 4.87 -459.125 -4.59 2 days, 7:40:00 25 0 4 86.2 799.874 USDT 7.74%

For more details, please look at the detail tables above

@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 - 20230101-20230201

Current Previous v14.1.278 v14.1.253 v14.1.225
Average Duration 22:45:00 22:45:00 22:45:00 1 day, 0:30:00 1 day, 1:46:00
Market Change 54.17 % 54.17 % 54.17 % 53.56 % 53.56 %
Max Drawdown 1.2049 % 1.2049 % 1.2049 % 1.3106 % 1.3135 %
Profit Mean 1.2413 % 1.2413 % 1.2413 % 1.2728 % 1.2844 %
Profit Sum 49.65 % 49.65 % 49.65 % 48.37 % 47.52 %
Profit Total 4.15 % 4.15 % 4.15 % 4.06 % 3.99 %
Trades 40 40 40 38 37
Win Rate 95.0 % 95.0 % 95.0 % 94.74 % 94.59 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
RAY/USDT 3 2.83 8.49 72.204 0.72 15:31:00 3 0 0 100
WAVES/USDT 2 3.52 7.05 59.742 0.60 13:58:00 2 0 0 100
GALA/USDT 2 3.08 6.15 52.239 0.52 5:52:00 2 0 0 100
TKO/USDT 3 0.98 2.95 28.673 0.29 18:29:00 3 0 0 100
MDT/USDT 1 2.53 2.53 21.671 0.22 6:11:00 1 0 0 100
STRAX/USDT 1 2.40 2.40 20.452 0.20 3:57:00 1 0 0 100
PEOPLE/USDT 2 1.20 2.40 20.447 0.20 9:04:00 2 0 0 100
MASK/USDT 2 1.18 2.36 20.114 0.20 17:58:00 2 0 0 100
TRB/USDT 2 0.84 1.68 19.456 0.19 3 days, 1:20:00 2 0 0 100
OCEAN/USDT 1 2.24 2.24 18.483 0.18 1:33:00 1 0 0 100
FRONT/USDT 1 1.33 1.33 17.742 0.18 2 days, 9:50:00 1 0 0 100
ERN/USDT 1 1.72 1.72 14.606 0.15 0:29:00 1 0 0 100
LTC/USDT 1 1.37 1.37 13.924 0.14 2 days, 20:10:00 1 0 0 100
XVG/USDT 1 1.63 1.63 13.500 0.14 4 days, 14:55:00 1 0 0 100
BETA/USDT 1 1.56 1.56 13.487 0.13 0:34:00 1 0 0 100
REN/USDT 1 1.08 1.08 12.616 0.13 2 days, 2:45:00 1 0 0 100
BURGER/USDT 1 1.43 1.43 12.346 0.12 6:00:00 1 0 0 100
DATA/USDT 1 1.36 1.36 11.384 0.11 0:50:00 1 0 0 100
ROSE/USDT 1 1.30 1.30 11.221 0.11 5:25:00 1 0 0 100
ZIL/USDT 1 1.32 1.32 11.184 0.11 7:36:00 1 0 0 100
FIS/USDT 1 1.21 1.21 10.090 0.10 0:03:00 1 0 0 100
CFX/USDT 1 1.09 1.09 9.458 0.09 4:40:00 1 0 0 100
RNDR/USDT 1 1.09 1.09 9.098 0.09 3:21:00 1 0 0 100
PHA/USDT 1 1.09 1.09 9.051 0.09 5:07:00 1 0 0 100
BOND/USDT 1 1.02 1.02 8.839 0.09 3:51:00 1 0 0 100
BAND/USDT 1 1.05 1.05 8.744 0.09 0:09:00 1 0 0 100
SANTOS/USDT 1 1.02 1.02 8.662 0.09 5:00:00 1 0 0 100
IOTX/USDT 1 0.20 0.20 1.712 0.02 0:35:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 2 -1.87 -3.75 -46.353 -0.46 3 days, 18:20:00 1 0 1 50.0
ZEN/USDT 1 -6.73 -6.73 -69.659 -0.70 1 day, 20:00:00 0 0 1 0
TOTAL 40 1.24 49.65 415.131 4.15 22:45:00 38 0 2 95.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
AGLD/USDT 1 -4.29 -4.29 -57.364 -0.57 1 day, 14:50:00 0 0 1 0
ZEN/USDT 1 -6.73 -6.73 -69.659 -0.70 1 day, 20:00:00 0 0 1 0
TOTAL 2 -5.51 -11.02 -127.023 -1.27 1 day, 17:25:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 24 1.38 33.03 288.753 2.89 1 day, 5:22:00 23 0 1 95.8
25 4 1.61 6.44 55.037 0.55 1:30:00 4 0 0 100
12 3 1.38 4.13 34.295 0.34 1:50:00 3 0 0 100
3 1 2.76 2.76 23.322 0.23 22:20:00 1 0 0 100
48 2 1.18 2.37 20.017 0.20 8:40:00 2 0 0 100
48 49 104 1 1.08 1.08 12.616 0.13 2 days, 2:45:00 1 0 0 100
10 1 1.21 1.21 10.090 0.10 0:03:00 1 0 0 100
104 1 0.74 0.74 9.856 0.10 2 days, 6:34:00 1 0 0 100
103 1 1.09 1.09 9.458 0.09 4:40:00 1 0 0 100
45 1 1.09 1.09 9.051 0.09 5:07:00 1 0 0 100
102 1 -4.29 -4.29 -57.364 -0.57 1 day, 14:50:00 0 0 1 0
TOTAL 40 1.24 49.65 415.131 4.15 22:45:00 38 0 2 95.0

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 10 10 0 0 100 1.14 11.44 104.161 1.91
exit_quick_w_1_1 ( 46 ) 2 2 0 0 100 1.09 2.18 24.511 0.36
exit_quick_q_1 ( 46 ) 2 2 0 0 100 4.97 9.94 83.646 1.66
exit_profit_pump_max_m ( 25 ) 2 2 0 0 100 1.34 2.69 23.201 0.45
exit_profit_quick_max_m ( 48 ) 2 2 0 0 100 1.18 2.37 20.017 0.39
force_exit 2 0 0 2 0 -5.51 -11.02 -127.023 -1.84
exit_quick_w_2_12 ( 46 ) 2 2 0 0 100 2.6 5.19 43.687 0.87
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 1.98 1.98 16.453 0.33
exit_normal_w_2_9 ( 3 ) 1 1 0 0 100 2.76 2.76 23.322 0.46
exit_quick_w_3_12 ( 46 ) 1 1 0 0 100 3.49 3.49 30.222 0.58
exit_quick_d_1_11 ( 46 ) 1 1 0 0 100 1.3 1.3 11.221 0.22
exit_long_rapid_rpd_3 ( 103 ) 1 1 0 0 100 1.09 1.09 9.458 0.18
exit_quick_d_0_20 ( 46 ) 1 1 0 0 100 0.2 0.2 1.712 0.03
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.37 1.37 13.924 0.23
exit_pump_w_2_10 ( 25 ) 1 1 0 0 100 2.4 2.4 20.452 0.4
exit_normal_o_1 ( 12 ) 1 1 0 0 100 1.05 1.05 8.744 0.18
exit_normal_w_1_10 ( 12 ) 1 1 0 0 100 1.09 1.09 9.098 0.18
exit_quick_w_2_1 ( 46 ) 1 1 0 0 100 1.33 1.33 17.742 0.22
exit_profit_long_rapid_max_m ( 104 ) 1 1 0 0 100 0.74 0.74 9.856 0.12
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.24 2.24 18.483 0.37
exit_pump_d_1_2 ( 25 ) 1 1 0 0 100 1.36 1.36 11.384 0.23
exit_normal_o_1 ( 10 ) 1 1 0 0 100 1.21 1.21 10.09 0.2
exit_quick_w_1_10 ( 46 ) 1 1 0 0 100 1.09 1.09 9.103 0.18
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 1.09 1.09 9.051 0.18
exit_long_rapid_rpd_3 ( 48 49 104 ) 1 1 0 0 100 1.08 1.08 12.616 0.18

SUMMARY METRICS

Metric Value
Backtesting from 2023-01-01 00:00:00
Backtesting to 2023-02-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 40 / 1.29
Starting balance 10000 USDT
Final balance 10415.131 USDT
Absolute profit 415.131 USDT
Total profit % 4.15%
CAGR % 61.43%
Sortino 41.62
Sharpe 13.54
Calmar 212.33
Profit factor 4.27
Expectancy (Ratio) 10.38 (0.16)
Trades per day 1.29
Avg. daily profit % 0.13%
Avg. stake amount 841.355 USDT
Total trade volume 33654.195 USDT
Best Pair RAY/USDT 8.49%
Worst Pair ZEN/USDT -6.73%
Best trade RAY/USDT 5.65%
Worst trade ZEN/USDT -6.73%
Best day 81.54 USDT
Worst day -127.023 USDT
Days win/draw/lose 13 / 10 / 1
Avg. Duration Winners 21:46:00
Avg. Duration Loser 1 day, 17:25:00
Max Consecutive Wins / Loss 38 / 2
Rejected Entry signals 2
Entry/Exit Timeouts 0 / 0
Min balance 10013.5 USDT
Max balance 10542.154 USDT
Max % of account underwater 1.20%
Absolute Drawdown (Account) 1.20%
Absolute Drawdown 127.023 USDT
Drawdown high 542.154 USDT
Drawdown low 415.131 USDT
Drawdown Start 2023-01-31 15:00:00
Drawdown End 2023-02-01 00:00:00
Market change 54.17%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 40 1.24 49.65 415.131 4.15 22:45:00 38 0 2 95.0 127.023 USDT 1.20%

For more details, please look at the detail tables above

@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 - 20230201-20230301

Current Previous v14.1.278 v14.1.253 v14.1.225
Average Duration 1 day, 1:06:00 1 day, 1:06:00 1 day, 1:06:00 1 day, 4:07:00 1 day, 1:35:00
Market Change 14.08 % 14.08 % 14.08 % 14.06 % 14.06 %
Max Drawdown 7.7605 % 7.7605 % 7.7605 % 7.8991 % 7.9085 %
Profit Mean 0.8973 % 0.8973 % 0.8973 % 0.3655 % 0.4379 %
Profit Sum 78.06 % 78.06 % 78.06 % 28.87 % 36.35 %
Profit Total 2.36 % 2.36 % 2.36 % 1.51 % 2.06 %
Trades 87 87 87 79 83
Win Rate 93.1 % 93.1 % 93.1 % 92.41 % 92.77 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
MBL/USDT 2 4.44 8.87 73.444 0.73 1:44:00 2 0 0 100
TRU/USDT 3 2.47 7.42 68.497 0.68 20:13:00 3 0 0 100
DF/USDT 3 2.26 6.77 60.062 0.60 3:44:00 3 0 0 100
DEGO/USDT 3 1.93 5.79 51.085 0.51 1:36:00 3 0 0 100
FXS/USDT 3 1.71 5.13 45.614 0.46 9:50:00 3 0 0 100
FET/USDT 2 2.16 4.32 37.199 0.37 2:16:00 2 0 0 100
HIGH/USDT 3 1.46 4.39 33.736 0.34 1:25:00 3 0 0 100
DYDX/USDT 2 1.77 3.54 31.444 0.31 0:24:00 2 0 0 100
RNDR/USDT 3 1.62 4.85 31.139 0.31 4:27:00 3 0 0 100
BOND/USDT 2 1.61 3.21 30.614 0.31 1 day, 2:30:00 2 0 0 100
BLZ/USDT 4 0.89 3.55 30.263 0.30 5:44:00 4 0 0 100
MBOX/USDT 1 3.27 3.27 29.312 0.29 0:31:00 1 0 0 100
SNX/USDT 1 2.87 2.87 26.181 0.26 1:30:00 1 0 0 100
DEXE/USDT 2 1.29 2.59 25.646 0.26 3 days, 0:04:00 2 0 0 100
VIDT/USDT 2 1.45 2.90 24.367 0.24 0:18:00 2 0 0 100
COTI/USDT 1 2.85 2.85 23.887 0.24 1 day, 5:55:00 1 0 0 100
RIF/USDT 1 2.37 2.37 20.858 0.21 1:40:00 1 0 0 100
POLS/USDT 1 2.14 2.14 19.046 0.19 4:28:00 1 0 0 100
BEL/USDT 1 2.22 2.22 19.011 0.19 2:01:00 1 0 0 100
PYR/USDT 1 2.07 2.07 18.126 0.18 8:28:00 1 0 0 100
SFP/USDT 1 1.83 1.83 15.268 0.15 2 days, 8:10:00 1 0 0 100
STX/USDT 1 1.56 1.56 13.753 0.14 5:58:00 1 0 0 100
GRT/USDT 1 1.49 1.49 13.256 0.13 3:45:00 1 0 0 100
VTHO/USDT 1 1.21 1.21 12.875 0.13 19:10:00 1 0 0 100
PEOPLE/USDT 1 1.06 1.06 12.730 0.13 2 days, 16:21:00 1 0 0 100
C98/USDT 1 1.21 1.21 12.402 0.12 15:09:00 1 0 0 100
XVS/USDT 1 1.40 1.40 12.339 0.12 11:24:00 1 0 0 100
CHR/USDT 1 1.44 1.44 12.173 0.12 3:00:00 1 0 0 100
FIS/USDT 1 1.42 1.42 12.061 0.12 1:09:00 1 0 0 100
INJ/USDT 1 1.40 1.40 11.989 0.12 1:32:00 1 0 0 100
STORJ/USDT 1 1.41 1.41 11.767 0.12 6:26:00 1 0 0 100
CFX/USDT 1 1.23 1.23 10.815 0.11 0:05:00 1 0 0 100
ONE/USDT 1 1.19 1.19 10.534 0.11 4:30:00 1 0 0 100
STMX/USDT 2 0.41 0.83 10.277 0.10 3 days, 21:00:00 2 0 0 100
MDT/USDT 1 1.17 1.17 10.221 0.10 0:29:00 1 0 0 100
MINA/USDT 1 1.19 1.19 10.166 0.10 0:13:00 1 0 0 100
LIT/USDT 1 1.18 1.18 10.133 0.10 0:26:00 1 0 0 100
SXP/USDT 1 1.14 1.14 10.037 0.10 5:40:00 1 0 0 100
KNC/USDT 1 1.20 1.20 9.975 0.10 0:31:00 1 0 0 100
STRAX/USDT 1 1.17 1.17 9.742 0.10 0:13:00 1 0 0 100
GTC/USDT 1 1.11 1.11 9.735 0.10 0:24:00 1 0 0 100
REN/USDT 1 1.16 1.16 9.681 0.10 1:12:00 1 0 0 100
CELR/USDT 1 0.92 0.92 9.499 0.09 9:35:00 1 0 0 100
DOGE/USDT 1 0.44 0.44 9.418 0.09 9 days, 13:30:00 1 0 0 100
WAXP/USDT 1 1.13 1.13 9.339 0.09 1:35:00 1 0 0 100
TWT/USDT 1 1.12 1.12 9.301 0.09 8:35:00 1 0 0 100
CKB/USDT 1 0.96 0.96 9.211 0.09 4 days, 1:19:00 1 0 0 100
SAND/USDT 1 1.01 1.01 9.206 0.09 10:57:00 1 0 0 100
DATA/USDT 1 1.10 1.10 9.178 0.09 0:32:00 1 0 0 100
YGG/USDT 1 1.04 1.04 9.167 0.09 3:09:00 1 0 0 100
MOVR/USDT 1 1.06 1.06 9.032 0.09 0:23:00 1 0 0 100
TKO/USDT 1 1.02 1.02 9.032 0.09 11:11:00 1 0 0 100
LSK/USDT 1 1.03 1.03 8.878 0.09 17:32:00 1 0 0 100
HOT/USDT 1 1.05 1.05 8.780 0.09 3:09:00 1 0 0 100
BAKE/USDT 1 2.21 2.21 7.614 0.08 1:07:00 1 0 0 100
BNT/USDT 1 0.81 0.81 7.147 0.07 12:30:00 1 0 0 100
DODO/USDT 1 0.77 0.77 6.549 0.07 1:20:00 1 0 0 100
ENS/USDT 1 0.29 0.29 4.799 0.05 5 days, 17:35:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 1 -3.93 -3.93 -64.445 -0.64 4 days, 19:00:00 0 0 1 0
MATIC/USDT 1 -8.70 -8.70 -111.305 -1.11 4 days, 15:00:00 0 0 1 0
DGB/USDT 1 -6.54 -6.54 -126.404 -1.26 7 days, 6:00:00 0 0 1 0
ALPHA/USDT 2 -5.54 -11.07 -161.679 -1.62 2 days, 18:30:00 1 0 1 50.0
FIL/USDT 1 -7.39 -7.39 -173.860 -1.74 5 days, 16:00:00 0 0 1 0
ROSE/USDT 1 -9.39 -9.39 -214.138 -2.14 7 days, 11:00:00 0 0 1 0
TOTAL 87 0.90 78.06 235.782 2.36 1 day, 1:06:00 81 0 6 93.1

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CRV/USDT 1 -3.93 -3.93 -64.445 -0.64 4 days, 19:00:00 0 0 1 0
MATIC/USDT 1 -8.70 -8.70 -111.305 -1.11 4 days, 15:00:00 0 0 1 0
DGB/USDT 1 -6.54 -6.54 -126.404 -1.26 7 days, 6:00:00 0 0 1 0
ALPHA/USDT 1 -12.14 -12.14 -171.028 -1.71 5 days, 10:00:00 0 0 1 0
FIL/USDT 1 -7.39 -7.39 -173.860 -1.74 5 days, 16:00:00 0 0 1 0
ROSE/USDT 1 -9.39 -9.39 -214.138 -2.14 7 days, 11:00:00 0 0 1 0
TOTAL 6 -8.01 -48.09 -861.180 -8.61 5 days, 20:50:00 0 0 6 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
47 9 2.03 18.24 162.505 1.63 8:02:00 9 0 0 100
25 4 1.27 5.06 49.124 0.49 1 day, 23:02:00 4 0 0 100
48 3 1.87 5.61 47.594 0.48 19:16:00 3 0 0 100
3 3 1.69 5.07 43.087 0.43 1:05:00 3 0 0 100
7 1 4.26 4.26 38.570 0.39 6:55:00 1 0 0 100
12 3 1.35 4.06 34.693 0.35 1:08:00 3 0 0 100
21 2 1.15 2.30 20.633 0.21 5:50:00 2 0 0 100
103 104 2 0.96 1.92 18.969 0.19 2 days, 23:25:00 2 0 0 100
61 3 1.79 5.38 18.704 0.19 0:54:00 3 0 0 100
44 1 2.09 2.09 18.464 0.18 2:49:00 1 0 0 100
24 1 1.70 1.70 14.721 0.15 0:59:00 1 0 0 100
6 1 1.40 1.40 12.583 0.13 0:03:00 1 0 0 100
101 1 1.44 1.44 12.381 0.12 0:42:00 1 0 0 100
41 61 1 1.19 1.19 12.334 0.12 23:58:00 1 0 0 100
103 1 1.42 1.42 12.061 0.12 1:09:00 1 0 0 100
41 1 1.40 1.40 11.989 0.12 1:32:00 1 0 0 100
102 1 1.41 1.41 11.767 0.12 6:26:00 1 0 0 100
10 1 1.21 1.21 10.251 0.10 0:14:00 1 0 0 100
45 1 1.17 1.17 10.221 0.10 0:29:00 1 0 0 100
105 1 1.06 1.06 9.349 0.09 3:00:00 1 0 0 100
11 1 0.14 0.14 1.343 0.01 13:51:00 1 0 0 100
104 7 -0.56 -3.90 -101.256 -1.01 19:00:00 6 0 1 85.7
46 38 0.38 14.44 -234.307 -2.34 1 day, 15:38:00 33 0 5 86.8
TOTAL 87 0.90 78.06 235.782 2.36 1 day, 1:06:00 81 0 6 93.1

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 14 14 0 0 100 1.22 17.05 158.203 2.84
force_exit 6 0 0 6 0 -8.01 -48.09 -861.18 -8.01
exit_profit_quick_max_m ( 47 ) 6 6 0 0 100 2.01 12.03 105.833 2.01
exit_profit_long_rapid_max_m ( 104 ) 4 4 0 0 100 1.47 5.86 49.664 0.98
exit_profit_long_rebuy_max_m ( 61 ) 3 3 0 0 100 1.79 5.38 18.704 0.9
exit_quick_w_1_1 ( 46 ) 2 2 0 0 100 1.24 2.47 25.105 0.41
exit_quick_2_1_1 ( 46 ) 2 2 0 0 100 1.04 2.07 21.734 0.35
exit_quick_1_1_1 ( 46 ) 2 2 0 0 100 4.21 8.42 70.529 1.4
exit_quick_q_3 ( 47 ) 2 2 0 0 100 2.64 5.29 47.159 0.88
exit_normal_d_1_10 ( 12 ) 2 2 0 0 100 1.31 2.62 22.52 0.44
exit_quick_w_1_5 ( 46 ) 2 2 0 0 100 1.07 2.13 18.507 0.36
exit_long_rapid_d_1_10 ( 104 ) 2 2 0 0 100 1.19 2.38 20.108 0.4
exit_pump_d_2_1 ( 21 ) 1 1 0 0 100 2.15 2.15 19.423 0.36
exit_quick_d_1_10 ( 48 ) 1 1 0 0 100 1.11 1.11 9.735 0.18
exit_long_rapid_w_1_1 ( 103 104 ) 1 1 0 0 100 0.73 0.73 8.803 0.12
exit_quick_q_1 ( 46 ) 1 1 0 0 100 2.87 2.87 26.181 0.48
exit_quick_w_1_1 ( 47 ) 1 1 0 0 100 0.92 0.92 9.514 0.15
exit_pump_w_0_1 ( 25 ) 1 1 0 0 100 0.49 0.49 7.455 0.08
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 1.17 1.17 10.221 0.2
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.07 2.07 18.126 0.35
exit_long_rapid_rpd_3 ( 105 ) 1 1 0 0 100 1.06 1.06 9.349 0.18
exit_normal_u_1 ( 6 ) 1 1 0 0 100 1.4 1.4 12.583 0.23
exit_quick_w_0_5 ( 46 ) 1 1 0 0 100 0.81 0.81 7.147 0.14
exit_quick_w_2_4 ( 46 ) 1 1 0 0 100 2.37 2.37 20.858 0.4
exit_quick_d_2_1 ( 44 ) 1 1 0 0 100 2.09 2.09 18.464 0.35
exit_quick_w_1_12 ( 46 ) 1 1 0 0 100 1.19 1.19 10.534 0.2
exit_profit_quick_max_m ( 41 61 ) 1 1 0 0 100 1.19 1.19 12.334 0.2
exit_quick_d_2_1 ( 46 ) 1 1 0 0 100 2.1 2.1 19.063 0.35
exit_normal_w_4_9 ( 7 ) 1 1 0 0 100 4.26 4.26 38.57 0.71
exit_pump_d_2_1 ( 25 ) 1 1 0 0 100 2.56 2.56 22.992 0.43
exit_quick_w_0_1 ( 46 ) 1 1 0 0 100 0.29 0.29 4.799 0.05
exit_quick_d_1_20 ( 46 ) 1 1 0 0 100 1.13 1.13 9.339 0.19
exit_profit_pump_max_m ( 24 ) 1 1 0 0 100 1.7 1.7 14.721 0.28
exit_profit_long_rapid_max_m ( 101 ) 1 1 0 0 100 1.44 1.44 12.381 0.24
exit_normal_d_0_20 ( 11 ) 1 1 0 0 100 0.14 0.14 1.343 0.02
exit_pump_d_1_10 ( 25 ) 1 1 0 0 100 1.1 1.1 9.178 0.18
exit_long_rapid_rpd_3 ( 102 ) 1 1 0 0 100 1.41 1.41 11.767 0.24
exit_pump_d_0_20 ( 21 ) 1 1 0 0 100 0.14 0.14 1.21 0.02
exit_quick_w_0_4 ( 46 ) 1 1 0 0 100 0.34 0.34 2.822 0.06
exit_quick_w_2_1 ( 46 ) 1 1 0 0 100 2.85 2.85 23.887 0.47
exit_quick_w_1_5 ( 48 ) 1 1 0 0 100 1.83 1.83 15.268 0.31
exit_normal_o_1 ( 10 ) 1 1 0 0 100 1.21 1.21 10.251 0.2
exit_normal_w_1_10 ( 12 ) 1 1 0 0 100 1.44 1.44 12.173 0.24
exit_normal_w_2_3 ( 3 ) 1 1 0 0 100 2.06 2.06 17.46 0.34
exit_long_rapid_w_1_16 ( 103 ) 1 1 0 0 100 1.42 1.42 12.061 0.24
exit_quick_q_3 ( 48 ) 1 1 0 0 100 2.66 2.66 22.591 0.44
exit_normal_d_2_1 ( 3 ) 1 1 0 0 100 2.25 2.25 19.079 0.37
exit_normal_d_0_2 ( 3 ) 1 1 0 0 100 0.77 0.77 6.549 0.13
exit_quick_w_2_6 ( 46 ) 1 1 0 0 100 2.22 2.22 19.011 0.37
exit_profit_long_rapid_max_m ( 103 104 ) 1 1 0 0 100 1.19 1.19 10.166 0.2
exit_profit_quick_max_m ( 41 ) 1 1 0 0 100 1.4 1.4 11.989 0.23
exit_profit_pump_max_m ( 25 ) 1 1 0 0 100 0.92 0.92 9.499 0.15

SUMMARY METRICS

Metric Value
Backtesting from 2023-02-01 00:00:00
Backtesting to 2023-03-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 87 / 3.11
Starting balance 10000 USDT
Final balance 10235.782 USDT
Absolute profit 235.782 USDT
Total profit % 2.36%
CAGR % 35.50%
Sortino 3.30
Sharpe 3.78
Calmar 20.73
Profit factor 1.27
Expectancy (Ratio) 2.71 (0.02)
Trades per day 3.11
Avg. daily profit % 0.08%
Avg. stake amount 876.636 USDT
Total trade volume 76267.31 USDT
Best Pair MBL/USDT 8.87%
Worst Pair ALPHA/USDT -11.07%
Best trade MBL/USDT 6.93%
Worst trade ALPHA/USDT -12.14%
Best day 127.937 USDT
Worst day -861.18 USDT
Days win/draw/lose 22 / 6 / 1
Avg. Duration Winners 16:31:00
Avg. Duration Loser 5 days, 20:50:00
Max Consecutive Wins / Loss 81 / 6
Rejected Entry signals 55
Entry/Exit Timeouts 0 / 0
Min balance 10009.339 USDT
Max balance 11096.961 USDT
Max % of account underwater 7.76%
Absolute Drawdown (Account) 7.76%
Absolute Drawdown 861.18 USDT
Drawdown high 1096.961 USDT
Drawdown low 235.782 USDT
Drawdown Start 2023-02-24 06:30:00
Drawdown End 2023-03-01 00:00:00
Market change 14.08%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 87 0.90 78.06 235.782 2.36 1 day, 1:06:00 81 0 6 93.1 861.18 USDT 7.76%

For more details, please look at the detail tables above

@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 - 20230301-20230401

Current Previous v14.1.278 v14.1.253 v14.1.225
Average Duration 1 day, 15:22:00 1 day, 15:22:00 1 day, 15:22:00 2 days, 5:42:00 2 days, 7:39:00
Market Change -6.72 % -6.72 % -6.72 % -6.82 % -6.82 %
Max Drawdown 2.9886 % 2.9886 % 2.9886 % 3.5401 % 4.007 %
Profit Mean 1.2238 % 1.2238 % 1.2238 % 0.7522 % 0.821 %
Profit Sum 70.98 % 70.98 % 70.98 % 41.37 % 43.51 %
Profit Total 2.81 % 2.81 % 2.81 % 0.38 % -0.08 %
Trades 58 58 58 55 53
Win Rate 94.83 % 94.83 % 94.83 % 92.73 % 92.45 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CFX/USDT 7 1.68 11.75 96.330 0.96 0:42:00 7 0 0 100
RIF/USDT 4 2.08 8.33 68.028 0.68 2:17:00 4 0 0 100
MDT/USDT 2 1.58 3.16 26.349 0.26 2:18:00 2 0 0 100
MANA/USDT 1 2.97 2.97 24.241 0.24 15:50:00 1 0 0 100
STRAX/USDT 2 1.41 2.83 23.976 0.24 0:12:00 2 0 0 100
FLOW/USDT 1 2.74 2.74 22.894 0.23 1:20:00 1 0 0 100
ERN/USDT 1 2.09 2.09 17.589 0.18 2 days, 3:15:00 1 0 0 100
TLM/USDT 1 2.08 2.08 17.235 0.17 0:46:00 1 0 0 100
LSK/USDT 1 2.02 2.02 17.054 0.17 8:20:00 1 0 0 100
STPT/USDT 2 1.02 2.03 16.696 0.17 7:22:00 2 0 0 100
BADGER/USDT 1 1.54 1.54 15.102 0.15 11:10:00 1 0 0 100
KMD/USDT 1 1.59 1.59 13.489 0.13 6:23:00 1 0 0 100
LTO/USDT 1 1.56 1.56 12.662 0.13 0:54:00 1 0 0 100
ELF/USDT 1 1.48 1.48 12.388 0.12 1:45:00 1 0 0 100
DOCK/USDT 1 1.42 1.42 11.559 0.12 0:15:00 1 0 0 100
XEC/USDT 1 1.34 1.34 11.274 0.11 1 day, 6:00:00 1 0 0 100
CVP/USDT 1 1.33 1.33 11.160 0.11 0:01:00 1 0 0 100
DODO/USDT 1 1.35 1.35 11.059 0.11 0:57:00 1 0 0 100
BTC/USDT 1 1.27 1.27 10.819 0.11 4:50:00 1 0 0 100
RLC/USDT 1 1.28 1.28 10.786 0.11 7:00:00 1 0 0 100
HIGH/USDT 1 3.26 3.26 10.558 0.11 0:37:00 1 0 0 100
PERP/USDT 1 1.22 1.22 10.239 0.10 3:16:00 1 0 0 100
MKR/USDT 1 1.14 1.14 9.578 0.10 2 days, 22:50:00 1 0 0 100
LINA/USDT 1 1.14 1.14 9.296 0.09 3:21:00 1 0 0 100
DASH/USDT 1 1.11 1.11 9.219 0.09 2:00:00 1 0 0 100
HIVE/USDT 1 1.11 1.11 9.131 0.09 0:35:00 1 0 0 100
DF/USDT 1 1.08 1.08 8.739 0.09 0:34:00 1 0 0 100
WNXM/USDT 1 1.05 1.05 8.653 0.09 0:26:00 1 0 0 100
FTM/USDT 1 2.57 2.57 8.527 0.09 1:45:00 1 0 0 100
UNFI/USDT 1 1.03 1.03 8.421 0.08 5:07:00 1 0 0 100
MASK/USDT 1 1.02 1.02 8.264 0.08 0:02:00 1 0 0 100
QTUM/USDT 1 0.24 0.24 7.980 0.08 17 days, 14:06:00 1 0 0 100
CELR/USDT 1 0.84 0.84 7.110 0.07 2:05:00 1 0 0 100
KP3R/USDT 1 0.20 0.20 2.258 0.02 3 days, 13:12:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 2 -0.72 -1.44 -16.428 -0.16 15 days, 7:25:00 1 0 1 50.0
BEL/USDT 1 -1.78 -1.78 -96.123 -0.96 28 days, 23:00:00 0 0 1 0
TRU/USDT 9 0.34 3.04 -174.792 -1.75 8:59:00 8 0 1 88.9
TOTAL 58 1.22 70.98 281.321 2.81 1 day, 15:22:00 55 0 3 94.8

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
EGLD/USDT 1 -1.87 -1.87 -27.333 -0.27 10 days, 23:10:00 0 0 1 0
BEL/USDT 1 -1.78 -1.78 -96.123 -0.96 28 days, 23:00:00 0 0 1 0
TOTAL 2 -1.82 -3.65 -123.456 -1.23 19 days, 23:05:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 21 1.09 22.84 125.250 1.25 3 days, 18:39:00 20 0 1 95.2
47 4 2.33 9.31 77.411 0.77 1:59:00 4 0 0 100
102 5 1.65 8.25 67.964 0.68 1:59:00 5 0 0 100
25 5 1.26 6.32 57.592 0.58 2:07:00 5 0 0 100
41 61 2 2.55 5.10 42.408 0.42 0:16:00 2 0 0 100
104 4 1.29 5.14 41.596 0.42 0:18:00 4 0 0 100
24 3 1.31 3.93 32.033 0.32 2:12:00 3 0 0 100
44 2 1.78 3.57 29.191 0.29 1:12:00 2 0 0 100
105 1 3.45 3.45 28.287 0.28 2:20:00 1 0 0 100
21 1 2.74 2.74 22.894 0.23 1:20:00 1 0 0 100
45 2 1.03 2.07 21.308 0.21 7:39:00 2 0 0 100
41 1 1.56 1.56 12.662 0.13 0:54:00 1 0 0 100
106 1 1.33 1.33 11.160 0.11 0:01:00 1 0 0 100
12 3 0.30 0.89 -4.300 -0.04 3 days, 15:47:00 2 0 1 66.7
61 3 -1.84 -5.51 -284.135 -2.84 19:05:00 2 0 1 66.7
TOTAL 58 1.22 70.98 281.321 2.81 1 day, 15:22:00 55 0 3 94.8

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 7 7 0 0 100 1.26 8.83 75.456 1.47
exit_quick_1_1_1 ( 46 ) 4 4 0 0 100 1.42 5.66 60.181 0.94
exit_long_rapid_d_1_10 ( 104 ) 3 3 0 0 100 1.24 3.72 30.122 0.62
exit_profit_pump_max_m ( 24 ) 3 3 0 0 100 1.31 3.93 32.033 0.65
exit_profit_long_rapid_max_m ( 102 ) 3 3 0 0 100 1.36 4.09 33.167 0.68
exit_profit_pump_max_m ( 25 ) 3 3 0 0 100 1.33 4 38.129 0.67
exit_pump_d_1_10 ( 25 ) 2 2 0 0 100 1.16 2.31 19.463 0.39
force_exit 2 0 0 2 0 -1.82 -3.65 -123.456 -0.61
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.34 1.34 11.274 0.22
exit_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.28 1.28 10.786 0.21
exit_profit_quick_max_m ( 41 61 ) 1 1 0 0 100 3.68 3.68 30.849 0.61
exit_profit_quick_max_m ( 41 ) 1 1 0 0 100 1.56 1.56 12.662 0.26
exit_pump_d_2_1 ( 21 ) 1 1 0 0 100 2.74 2.74 22.894 0.46
exit_long_rebuy_d_2_1 ( 61 ) 1 1 0 0 100 2.57 2.57 8.527 0.43
exit_quick_d_2_1 ( 47 ) 1 1 0 0 100 2.08 2.08 17.235 0.35
exit_quick_q_2 ( 46 ) 1 1 0 0 100 2.09 2.09 17.589 0.35
exit_long_rapid_d_1_1 ( 102 ) 1 1 0 0 100 1.59 1.59 13.489 0.27
exit_quick_w_1_4 ( 46 ) 1 1 0 0 100 1.27 1.27 10.819 0.21
exit_normal_d_1_10 ( 12 ) 1 1 0 0 100 1.74 1.74 14.77 0.29
exit_long_rapid_d_3_1 ( 105 ) 1 1 0 0 100 3.45 3.45 28.287 0.57
exit_quick_d_0_12 ( 46 ) 1 1 0 0 100 0.84 0.84 7.11 0.14
exit_quick_q_2 ( 47 ) 1 1 0 0 100 2.09 2.09 17.538 0.35
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 1.32 1.32 10.905 0.22
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 3.26 3.26 10.558 0.54
exit_profit_long_rapid_max_m ( 104 ) 1 1 0 0 100 1.42 1.42 11.475 0.24
exit_quick_q_3 ( 47 ) 1 1 0 0 100 3.21 3.21 26.546 0.54
exit_quick_d_2_21 ( 44 ) 1 1 0 0 100 2.25 2.25 18.286 0.37
exit_quick_d_1_18 ( 41 61 ) 1 1 0 0 100 1.42 1.42 11.559 0.24
exit_long_rebuy_stoploss_doom ( 61 ) 1 0 0 1 0 -11.34 -11.34 -303.22 -1.89
exit_long_rapid_u_1 ( 106 ) 1 1 0 0 100 1.33 1.33 11.16 0.22
exit_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.48 1.48 12.388 0.25
exit_profit_quick_max_m ( 47 ) 1 1 0 0 100 1.93 1.93 16.092 0.32
exit_quick_w_1_4 ( 45 ) 1 1 0 0 100 0.83 0.83 11.024 0.14
exit_quick_w_0_1 ( 46 ) 1 1 0 0 100 0.2 0.2 2.258 0.03
exit_long_rapid_o_2 ( 102 ) 1 1 0 0 100 2.56 2.56 21.309 0.43
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 1.24 1.24 10.284 0.21
exit_quick_d_0_23 ( 46 ) 1 1 0 0 100 0.52 0.52 4.291 0.09
exit_quick_w_1_12 ( 46 ) 1 1 0 0 100 1.11 1.11 9.219 0.19
exit_normal_o_1 ( 12 ) 1 1 0 0 100 1.02 1.02 8.264 0.17

SUMMARY METRICS

Metric Value
Backtesting from 2023-03-01 00:00:00
Backtesting to 2023-04-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 58 / 1.87
Starting balance 10000 USDT
Final balance 10281.321 USDT
Absolute profit 281.321 USDT
Total profit % 2.81%
CAGR % 38.63%
Sortino 1.48
Sharpe 3.96
Calmar 58.01
Profit factor 1.66
Expectancy (Ratio) 4.85 (0.03)
Trades per day 1.87
Avg. daily profit % 0.09%
Avg. stake amount 841.582 USDT
Total trade volume 48811.727 USDT
Best Pair CFX/USDT 11.75%
Worst Pair BEL/USDT -1.78%
Best trade CFX/USDT 3.68%
Worst trade TRU/USDT -11.34%
Best day 139.02 USDT
Worst day -292.06 USDT
Days win/draw/lose 24 / 4 / 2
Avg. Duration Winners 23:06:00
Avg. Duration Loser 14 days, 1:41:00
Max Consecutive Wins / Loss 43 / 2
Rejected Entry signals 1
Entry/Exit Timeouts 0 / 0
Min balance 9842.513 USDT
Max balance 10404.777 USDT
Max % of account underwater 2.99%
Absolute Drawdown (Account) 2.99%
Absolute Drawdown 303.22 USDT
Drawdown high 145.733 USDT
Drawdown low -157.487 USDT
Drawdown Start 2023-03-10 10:46:00
Drawdown End 2023-03-10 10:58:00
Market change -6.72%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 58 1.22 70.98 281.321 2.81 1 day, 15:22:00 55 0 3 94.8 303.22 USDT 2.99%

For more details, please look at the detail tables above

@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 - 20230401-20230501

Current Previous v14.1.278 v14.1.253 v14.1.225
Average Duration 1 day, 10:19:00 1 day, 10:19:00 1 day, 10:19:00 1 day, 22:05:00 1 day, 17:11:00
Market Change 1.18 % 1.18 % 1.18 % 1.48 % 1.48 %
Max Drawdown 1.9255 % 1.9255 % 1.9255 % 6.0046 % 3.8473 %
Profit Mean 1.3594 % 1.3594 % 1.3594 % 0.5343 % 0.945 %
Profit Sum 84.28 % 84.28 % 84.28 % 30.99 % 56.7 %
Profit Total 7.22 % 7.22 % 7.22 % 1.28 % 4.17 %
Trades 62 62 62 58 60
Win Rate 95.16 % 95.16 % 95.16 % 91.38 % 93.33 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
IDEX/USDT 2 2.18 4.36 62.471 0.62 21:49:00 2 0 0 100
VTHO/USDT 1 3.95 3.95 60.744 0.61 10 days, 4:35:00 1 0 0 100
ARPA/USDT 2 2.54 5.08 47.052 0.47 2 days, 9:22:00 2 0 0 100
CELR/USDT 2 2.63 5.27 46.184 0.46 2:00:00 2 0 0 100
KMD/USDT 2 2.52 5.04 44.666 0.45 1:26:00 2 0 0 100
ERN/USDT 1 3.97 3.97 34.248 0.34 0:45:00 1 0 0 100
SLP/USDT 1 3.54 3.54 30.938 0.31 12:55:00 1 0 0 100
XVS/USDT 1 3.01 3.01 30.667 0.31 9:10:00 1 0 0 100
AVAX/USDT 2 1.71 3.43 29.248 0.29 6:04:00 2 0 0 100
OG/USDT 2 1.27 2.54 28.725 0.29 7:18:00 2 0 0 100
DEGO/USDT 1 1.20 1.20 27.252 0.27 9 days, 2:11:00 1 0 0 100
RAY/USDT 1 2.15 2.15 22.295 0.22 1 day, 14:10:00 1 0 0 100
ALPACA/USDT 1 2.41 2.41 20.465 0.20 1:58:00 1 0 0 100
DYDX/USDT 1 2.16 2.16 18.985 0.19 2:18:00 1 0 0 100
AR/USDT 1 2.17 2.17 18.484 0.18 12:35:00 1 0 0 100
EGLD/USDT 1 1.97 1.97 17.713 0.18 0:15:00 1 0 0 100
BNT/USDT 1 2.07 2.07 17.498 0.17 2 days, 17:25:00 1 0 0 100
WRX/USDT 1 2.08 2.08 17.397 0.17 8:00:00 1 0 0 100
CELO/USDT 1 2.00 2.00 16.767 0.17 3:51:00 1 0 0 100
BEL/USDT 1 1.57 1.57 16.653 0.17 9:12:00 1 0 0 100
BCH/USDT 1 1.96 1.96 16.492 0.16 16:50:00 1 0 0 100
FTM/USDT 1 1.65 1.65 14.642 0.15 1 day, 3:20:00 1 0 0 100
EOS/USDT 1 1.62 1.62 14.050 0.14 12:20:00 1 0 0 100
LRC/USDT 1 1.38 1.38 13.716 0.14 4 days, 8:10:00 1 0 0 100
ETC/USDT 1 1.63 1.63 13.539 0.14 4 days, 6:10:00 1 0 0 100
FORTH/USDT 1 1.52 1.52 12.705 0.13 3:22:00 1 0 0 100
BTC/USDT 1 1.50 1.50 12.379 0.12 1 day, 6:35:00 1 0 0 100
STPT/USDT 1 1.46 1.46 12.206 0.12 0:03:00 1 0 0 100
MTL/USDT 1 1.46 1.46 12.063 0.12 1 day, 1:57:00 1 0 0 100
HIVE/USDT 1 1.42 1.42 11.921 0.12 13:55:00 1 0 0 100
SNX/USDT 1 1.38 1.38 11.840 0.12 9:05:00 1 0 0 100
OM/USDT 1 1.28 1.28 11.265 0.11 0:34:00 1 0 0 100
MANA/USDT 1 1.32 1.32 10.976 0.11 3:14:00 1 0 0 100
CFX/USDT 1 1.16 1.16 9.568 0.10 0:03:00 1 0 0 100
DEXE/USDT 1 1.06 1.06 9.482 0.09 5:25:00 1 0 0 100
LINA/USDT 1 1.11 1.11 9.476 0.09 2:56:00 1 0 0 100
HOT/USDT 1 1.13 1.13 9.342 0.09 7:14:00 1 0 0 100
PERP/USDT 1 1.09 1.09 9.324 0.09 3:10:00 1 0 0 100
ORN/USDT 1 1.10 1.10 9.112 0.09 5:35:00 1 0 0 100
ICP/USDT 1 1.08 1.08 9.003 0.09 19:00:00 1 0 0 100
AUDIO/USDT 1 1.04 1.04 8.974 0.09 0:16:00 1 0 0 100
MBOX/USDT 1 0.63 0.63 8.862 0.09 4 days, 16:05:00 1 0 0 100
ADX/USDT 1 1.06 1.06 8.805 0.09 1 day, 1:49:00 1 0 0 100
WAVES/USDT 1 0.98 0.98 8.475 0.08 6:05:00 1 0 0 100
ONT/USDT 1 1.02 1.02 8.445 0.08 0:44:00 1 0 0 100
INJ/USDT 1 0.85 0.85 8.424 0.08 16:39:00 1 0 0 100
DOCK/USDT 1 0.81 0.81 8.159 0.08 4 days, 2:20:00 1 0 0 100
ZIL/USDT 1 0.74 0.74 6.405 0.06 1 day, 4:20:00 1 0 0 100
XEC/USDT 1 0.50 0.50 4.995 0.05 4 days, 3:20:00 1 0 0 100
ELF/USDT 1 0.57 0.57 4.794 0.05 1 day, 18:25:00 1 0 0 100
QNT/USDT 1 1.02 1.02 3.504 0.04 0:22:00 1 0 0 100
OXT/USDT 1 0.14 0.14 1.163 0.01 8:55:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 2 -0.62 -1.24 -11.815 -0.12 6:46:00 1 0 1 50.0
DOGE/USDT 1 -3.62 -3.62 -73.431 -0.73 10 days, 10:20:00 0 0 1 0
LSK/USDT 1 -7.46 -7.46 -115.393 -1.15 8 days, 20:25:00 0 0 1 0
TOTAL 62 1.36 84.28 721.917 7.22 1 day, 10:19:00 59 0 3 95.2

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
SANTOS/USDT 1 -2.41 -2.41 -21.680 -0.22 13:00:00 0 0 1 0
DOGE/USDT 1 -3.62 -3.62 -73.431 -0.73 10 days, 10:20:00 0 0 1 0
LSK/USDT 1 -7.46 -7.46 -115.393 -1.15 8 days, 20:25:00 0 0 1 0
TOTAL 3 -4.49 -13.48 -210.505 -2.11 6 days, 14:35:00 0 0 3 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 44 1.51 66.49 583.744 5.84 1 day, 1:36:00 43 0 1 97.7
25 1 3.34 3.34 53.479 0.53 1 day, 12:30:00 1 0 0 100
104 1 3.01 3.01 30.667 0.31 9:10:00 1 0 0 100
44 2 1.44 2.89 28.327 0.28 4:48:00 2 0 0 100
45 2 1.22 2.44 21.130 0.21 0:34:00 2 0 0 100
25 105 1 2.32 2.32 20.286 0.20 2:10:00 1 0 0 100
102 3 0.51 1.54 14.564 0.15 9 days, 21:42:00 2 0 1 66.7
24 1 0.83 0.83 11.432 0.11 7:00:00 1 0 0 100
101 1 1.16 1.16 9.568 0.10 0:03:00 1 0 0 100
61 1 1.02 1.02 3.504 0.04 0:22:00 1 0 0 100
47 5 -0.15 -0.75 -54.784 -0.55 1 day, 20:34:00 4 0 1 80.0
TOTAL 62 1.36 84.28 721.917 7.22 1 day, 10:19:00 59 0 3 95.2

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 12 12 0 0 100 1.6 19.21 164.519 3.2
exit_quick_1_1_1 ( 46 ) 3 3 0 0 100 1.05 3.15 29.895 0.52
exit_quick_w_1_1 ( 46 ) 3 3 0 0 100 1.66 4.97 43.747 0.83
exit_quick_3_1_1 ( 46 ) 3 3 0 0 100 2.39 7.16 63.294 1.19
force_exit 3 0 0 3 0 -4.49 -13.48 -210.505 -2.25
exit_quick_w_0_1 ( 46 ) 3 3 0 0 100 0.63 1.88 17.948 0.31
exit_profit_quick_max_m ( 47 ) 2 2 0 0 100 1.03 2.05 17.419 0.34
exit_profit_quick_max_m ( 45 ) 2 2 0 0 100 1.22 2.44 21.13 0.41
exit_quick_q_2 ( 46 ) 2 2 0 0 100 2.11 4.22 36.483 0.7
exit_quick_w_1_4 ( 46 ) 2 2 0 0 100 1.44 2.88 24.219 0.48
exit_profit_quick_max_m ( 44 ) 2 2 0 0 100 1.44 2.89 28.327 0.48
exit_quick_2_1_1 ( 46 ) 2 2 0 0 100 2.54 5.08 47.052 0.85
exit_long_rapid_2_1_1 ( 102 ) 1 1 0 0 100 3.95 3.95 60.744 0.66
exit_pump_8_1_1 ( 25 ) 1 1 0 0 100 3.34 3.34 53.479 0.56
exit_quick_w_0_4 ( 46 ) 1 1 0 0 100 0.74 0.74 6.405 0.12
exit_quick_q_3 ( 47 ) 1 1 0 0 100 2.95 2.95 25.898 0.49
exit_long_rapid_u_1 ( 101 ) 1 1 0 0 100 1.16 1.16 9.568 0.19
exit_pump_d_2_1 ( 25 105 ) 1 1 0 0 100 2.32 2.32 20.286 0.39
exit_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.06 1.06 9.482 0.18
exit_quick_q_1 ( 46 ) 1 1 0 0 100 2.15 2.15 22.295 0.36
exit_long_rapid_rpd_1 ( 102 ) 1 1 0 0 100 1.2 1.2 27.252 0.2
exit_quick_w_1_12 ( 46 ) 1 1 0 0 100 1.62 1.62 14.05 0.27
exit_profit_pump_max_m ( 24 ) 1 1 0 0 100 0.83 0.83 11.432 0.14
exit_quick_w_0_5 ( 46 ) 1 1 0 0 100 0.98 0.98 8.475 0.16
exit_quick_q_3 ( 46 ) 1 1 0 0 100 3.97 3.97 34.248 0.66
exit_quick_d_1_8 ( 46 ) 1 1 0 0 100 1.08 1.08 9.003 0.18
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.02 1.02 3.504 0.17
exit_quick_w_0_2 ( 46 ) 1 1 0 0 100 0.14 0.14 1.163 0.02
exit_quick_w_2_2 ( 46 ) 1 1 0 0 100 2.17 2.17 18.484 0.36
exit_quick_w_2_11 ( 46 ) 1 1 0 0 100 2.17 2.17 18.465 0.36
exit_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.09 1.09 9.324 0.18
exit_long_rapid_rpd_1 ( 104 ) 1 1 0 0 100 3.01 3.01 30.667 0.5
exit_quick_q_1 ( 47 ) 1 1 0 0 100 1.7 1.7 17.293 0.28
exit_quick_w_2_5 ( 46 ) 1 1 0 0 100 2.08 2.08 17.397 0.35
exit_quick_d_1_12 ( 46 ) 1 1 0 0 100 1.11 1.11 9.476 0.18

SUMMARY METRICS

Metric Value
Backtesting from 2023-04-01 00:00:00
Backtesting to 2023-05-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 62 / 2.07
Starting balance 10000 USDT
Final balance 10721.917 USDT
Absolute profit 721.917 USDT
Total profit % 7.22%
CAGR % 133.51%
Sortino 11.99
Sharpe 20.19
Calmar 238.76
Profit factor 4.43
Expectancy (Ratio) 11.64 (0.17)
Trades per day 2.07
Avg. daily profit % 0.24%
Avg. stake amount 855.884 USDT
Total trade volume 53064.778 USDT
Best Pair CELR/USDT 5.27%
Worst Pair LSK/USDT -7.46%
Best trade ERN/USDT 3.97%
Worst trade LSK/USDT -7.46%
Best day 78.477 USDT
Worst day -210.505 USDT
Days win/draw/lose 25 / 4 / 1
Avg. Duration Winners 1 day, 4:00:00
Avg. Duration Loser 6 days, 14:35:00
Max Consecutive Wins / Loss 59 / 3
Rejected Entry signals 4
Entry/Exit Timeouts 0 / 0
Min balance 10009.112 USDT
Max balance 10932.421 USDT
Max % of account underwater 1.93%
Absolute Drawdown (Account) 1.93%
Absolute Drawdown 210.505 USDT
Drawdown high 932.421 USDT
Drawdown low 721.917 USDT
Drawdown Start 2023-04-30 00:15:00
Drawdown End 2023-05-01 00:00:00
Market change 1.18%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 62 1.36 84.28 721.917 7.22 1 day, 10:19:00 59 0 3 95.2 210.505 USDT 1.93%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 21:08:00 21:08:00 21:08:00 1 day, 20:53:00 2 days, 0:36:00
Market Change -13.55 % -13.55 % -13.55 % -13.57 % -13.57 %
Max Drawdown 1.1881 % 1.1881 % 1.1881 % 3.9424 % 3.9556 %
Profit Mean 0.9993 % 0.9993 % 0.9993 % 0.2614 % -0.0463 %
Profit Sum 26.98 % 26.98 % 26.98 % 7.32 % -1.16 %
Profit Total 2.31 % 2.31 % 2.31 % -0.2 % -0.92 %
Trades 27 27 27 28 25
Win Rate 88.89 % 88.89 % 88.89 % 85.71 % 84.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
RIF/USDT 5 1.90 9.52 87.395 0.87 10:24:00 5 0 0 100
BETA/USDT 4 1.63 6.51 59.861 0.60 1 day, 17:14:00 4 0 0 100
UMA/USDT 2 3.60 7.19 59.714 0.60 0:36:00 2 0 0 100
RNDR/USDT 3 1.40 4.21 35.368 0.35 4:59:00 3 0 0 100
IDEX/USDT 2 1.62 3.23 30.893 0.31 15:36:00 2 0 0 100
OG/USDT 1 1.35 1.35 15.945 0.16 1 day, 19:19:00 1 0 0 100
XVG/USDT 1 1.13 1.13 11.538 0.12 3:50:00 1 0 0 100
POND/USDT 1 1.27 1.27 10.811 0.11 1:10:00 1 0 0 100
KNC/USDT 1 0.91 0.91 9.225 0.09 4 days, 12:38:00 1 0 0 100
ETC/USDT 1 1.05 1.05 8.919 0.09 21:01:00 1 0 0 100
ARPA/USDT 1 1.02 1.02 8.478 0.08 5:48:00 1 0 0 100
LAZIO/USDT 1 0.81 0.81 6.890 0.07 4:00:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 1 -3.25 -3.25 -31.916 -0.32 1 day, 8:00:00 0 0 1 0
DODO/USDT 1 -4.77 -4.77 -40.681 -0.41 2 days, 20:00:00 0 0 1 0
FLUX/USDT 2 -1.60 -3.20 -41.729 -0.42 9:14:00 1 0 1 50.0
TOTAL 27 1.00 26.98 230.710 2.31 21:08:00 24 0 3 88.9

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
STORJ/USDT 1 -3.25 -3.25 -31.916 -0.32 1 day, 8:00:00 0 0 1 0
DODO/USDT 1 -4.77 -4.77 -40.681 -0.41 2 days, 20:00:00 0 0 1 0
FLUX/USDT 1 -4.22 -4.22 -50.410 -0.50 18:00:00 0 0 1 0
TOTAL 3 -4.08 -12.24 -123.008 -1.23 1 day, 15:20:00 0 0 3 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
25 4 2.23 8.94 79.628 0.80 12:02:00 4 0 0 100
12 3 2.31 6.94 59.211 0.59 4:38:00 3 0 0 100
46 12 0.41 4.90 43.041 0.43 1 day, 10:50:00 10 0 2 83.3
47 2 1.63 3.26 29.601 0.30 2:49:00 2 0 0 100
45 1 1.81 1.81 21.347 0.21 1 day, 8:36:00 1 0 0 100
104 1 2.32 2.32 19.284 0.19 0:22:00 1 0 0 100
44 1 1.45 1.45 11.952 0.12 3:43:00 1 0 0 100
25 49 103 1 1.02 1.02 8.682 0.09 0:29:00 1 0 0 100
102 1 0.56 0.56 8.375 0.08 1 day, 5:31:00 1 0 0 100
11 1 -4.22 -4.22 -50.410 -0.50 18:00:00 0 0 1 0
TOTAL 27 1.00 26.98 230.710 2.31 21:08:00 24 0 3 88.9

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 5 5 0 0 100 1.02 5.12 44.692 0.85
force_exit 3 0 0 3 0 -4.08 -12.24 -123.008 -2.04
exit_profit_pump_max_m ( 25 ) 2 2 0 0 100 3.16 6.32 52.871 1.05
exit_quick_d_2_20 ( 46 ) 1 1 0 0 100 2.67 2.67 22.518 0.44
exit_pump_d_1_13 ( 25 ) 1 1 0 0 100 1.27 1.27 10.811 0.21
exit_profit_pump_max_m ( 25 49 103 ) 1 1 0 0 100 1.02 1.02 8.682 0.17
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 0.86 0.86 8.772 0.14
exit_quick_q_3 ( 47 ) 1 1 0 0 100 2.13 2.13 18.063 0.35
exit_quick_d_1_13 ( 47 ) 1 1 0 0 100 1.13 1.13 11.538 0.19
exit_quick_d_0_8 ( 46 ) 1 1 0 0 100 0.81 0.81 6.89 0.14
exit_pump_1_1_1 ( 25 ) 1 1 0 0 100 1.35 1.35 15.945 0.23
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 1.45 1.45 11.952 0.24
exit_long_rapid_rpd_3 ( 102 ) 1 1 0 0 100 0.56 0.56 8.375 0.09
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 1.13 1.13 9.49 0.19
exit_quick_q_1 ( 46 ) 1 1 0 0 100 2.44 2.44 24.318 0.41
exit_profit_long_rapid_max_m ( 104 ) 1 1 0 0 100 2.32 2.32 19.284 0.39
exit_normal_w_4_15 ( 12 ) 1 1 0 0 100 4.88 4.88 40.429 0.81
exit_normal_d_1_1 ( 12 ) 1 1 0 0 100 0.94 0.94 9.292 0.16
exit_quick_w_1_9 ( 46 ) 1 1 0 0 100 1.02 1.02 8.449 0.17
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 1.81 1.81 21.347 0.3

SUMMARY METRICS

Metric Value
Backtesting from 2023-05-01 00:00:00
Backtesting to 2023-06-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 27 / 0.87
Starting balance 10000 USDT
Final balance 10230.71 USDT
Absolute profit 230.71 USDT
Total profit % 2.31%
CAGR % 30.81%
Sortino 18.82
Sharpe 7.26
Calmar 119.68
Profit factor 2.88
Expectancy (Ratio) 8.54 (0.21)
Trades per day 0.87
Avg. daily profit % 0.07%
Avg. stake amount 848.066 USDT
Total trade volume 22897.772 USDT
Best Pair RIF/USDT 9.52%
Worst Pair DODO/USDT -4.77%
Best trade UMA/USDT 4.88%
Worst trade DODO/USDT -4.77%
Best day 80.339 USDT
Worst day -123.008 USDT
Days win/draw/lose 17 / 13 / 1
Avg. Duration Winners 18:51:00
Avg. Duration Loser 1 day, 15:20:00
Max Consecutive Wins / Loss 24 / 3
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10011.952 USDT
Max balance 10353.718 USDT
Max % of account underwater 1.19%
Absolute Drawdown (Account) 1.19%
Absolute Drawdown 123.008 USDT
Drawdown high 353.718 USDT
Drawdown low 230.71 USDT
Drawdown Start 2023-05-31 16:50:00
Drawdown End 2023-06-01 00:00:00
Market change -13.55%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 27 1.00 26.98 230.710 2.31 21:08:00 24 0 3 88.9 123.008 USDT 1.19%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 1 day, 21:32:00 1 day, 21:32:00 1 day, 21:32:00 2 days, 17:03:00 2 days, 3:35:00
Market Change -10.89 % -10.89 % -10.89 % -10.72 % -10.72 %
Max Drawdown 1.295 % 1.295 % 1.295 % 3.8957 % 1.4219 %
Profit Mean 1.0808 % 1.0808 % 1.0808 % 0.2096 % 0.9887 %
Profit Sum 39.99 % 39.99 % 39.99 % 7.54 % 36.58 %
Profit Total 2.6 % 2.6 % 2.6 % -0.29 % 2.96 %
Trades 37 37 37 36 37
Win Rate 94.59 % 94.59 % 94.59 % 91.67 % 94.59 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
OG/USDT 5 1.46 7.31 61.161 0.61 0:55:00 5 0 0 100
LINA/USDT 2 1.98 3.96 33.094 0.33 3:56:00 2 0 0 100
PEOPLE/USDT 2 1.54 3.09 25.990 0.26 5:08:00 2 0 0 100
HARD/USDT 2 1.19 2.38 25.600 0.26 5 days, 8:22:00 2 0 0 100
CVP/USDT 1 2.79 2.79 23.096 0.23 0:15:00 1 0 0 100
BEL/USDT 1 2.53 2.53 21.189 0.21 0:01:00 1 0 0 100
XRP/USDT 1 2.53 2.53 21.081 0.21 10:40:00 1 0 0 100
RAY/USDT 2 0.97 1.94 18.511 0.19 20:42:00 2 0 0 100
STORJ/USDT 1 2.07 2.07 17.553 0.18 1:00:00 1 0 0 100
FIS/USDT 1 1.43 1.43 11.960 0.12 0:57:00 1 0 0 100
YGG/USDT 1 1.35 1.35 11.183 0.11 2:55:00 1 0 0 100
AXS/USDT 1 1.17 1.17 9.928 0.10 3:08:00 1 0 0 100
REN/USDT 1 1.18 1.18 9.924 0.10 0:56:00 1 0 0 100
MBL/USDT 1 1.15 1.15 9.693 0.10 0:44:00 1 0 0 100
UMA/USDT 1 0.28 0.28 9.357 0.09 17 days, 2:36:00 1 0 0 100
CFX/USDT 1 1.08 1.08 9.056 0.09 0:14:00 1 0 0 100
POLS/USDT 1 1.08 1.08 9.053 0.09 21:39:00 1 0 0 100
SPELL/USDT 1 1.09 1.09 8.961 0.09 3 days, 16:27:00 1 0 0 100
HIGH/USDT 1 1.06 1.06 8.822 0.09 6:16:00 1 0 0 100
MDT/USDT 1 1.05 1.05 8.755 0.09 5:51:00 1 0 0 100
SOL/USDT 1 1.05 1.05 8.701 0.09 1 day, 0:45:00 1 0 0 100
DOGE/USDT 1 1.04 1.04 8.692 0.09 0:31:00 1 0 0 100
ALPHA/USDT 1 1.04 1.04 8.654 0.09 0:24:00 1 0 0 100
HIVE/USDT 1 0.72 0.72 6.005 0.06 5:45:00 1 0 0 100
1INCH/USDT 1 0.60 0.60 4.935 0.05 2:20:00 1 0 0 100
YFI/USDT 1 0.20 0.20 1.669 0.02 1 day, 7:55:00 1 0 0 100
IOTX/USDT 1 0.19 0.19 1.583 0.02 5:20:00 1 0 0 100
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 1 -3.10 -3.10 -36.765 -0.37 4 days, 8:00:00 0 0 1 0
FLUX/USDT 1 -2.27 -2.27 -97.838 -0.98 26 days, 11:00:00 0 0 1 0
TOTAL 37 1.08 39.99 259.602 2.60 1 day, 21:32:00 35 0 2 94.6

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
OM/USDT 1 -3.10 -3.10 -36.765 -0.37 4 days, 8:00:00 0 0 1 0
FLUX/USDT 1 -2.27 -2.27 -97.838 -0.98 26 days, 11:00:00 0 0 1 0
TOTAL 2 -2.68 -5.36 -134.604 -1.35 15 days, 9:30:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
106 4 1.14 4.56 38.062 0.38 3:39:00 4 0 0 100
12 2 2.08 4.16 34.782 0.35 0:05:00 2 0 0 100
104 2 1.52 3.04 27.753 0.28 20:20:00 2 0 0 100
25 1 2.80 2.80 23.479 0.23 0:47:00 1 0 0 100
47 2 1.10 2.21 18.490 0.18 10:56:00 2 0 0 100
45 2 1.10 2.19 18.347 0.18 0:34:00 2 0 0 100
48 1 1.94 1.94 16.289 0.16 9:55:00 1 0 0 100
61 1 1.11 1.11 14.883 0.15 10 days, 16:16:00 1 0 0 100
102 1 1.43 1.43 11.960 0.12 0:57:00 1 0 0 100
105 1 1.27 1.27 10.718 0.11 0:29:00 1 0 0 100
46 16 0.69 11.08 9.657 0.10 3 days, 11:11:00 14 0 2 87.5
21 1 1.08 1.08 9.056 0.09 0:14:00 1 0 0 100
5 9 1 1.05 1.05 8.755 0.09 5:51:00 1 0 0 100
10 101 1 1.04 1.04 8.692 0.09 0:31:00 1 0 0 100
45 104 1 1.04 1.04 8.681 0.09 0:11:00 1 0 0 100
TOTAL 37 1.08 39.99 259.602 2.60 1 day, 21:32:00 35 0 2 94.6

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 4 4 0 0 100 0.97 3.87 39.493 0.65
force_exit 2 0 0 2 0 -2.68 -5.36 -134.604 -0.89
exit_profit_quick_max_m ( 47 ) 2 2 0 0 100 1.1 2.21 18.49 0.37
exit_quick_d_0_8 ( 46 ) 2 2 0 0 100 0.66 1.31 10.94 0.22
exit_quick_q_1 ( 46 ) 2 2 0 0 100 2.66 5.32 44.177 0.89
exit_profit_quick_max_m ( 45 ) 2 2 0 0 100 1.1 2.19 18.347 0.37
exit_quick_w_1_2 ( 46 ) 2 2 0 0 100 1.2 2.4 19.884 0.4
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.07 2.07 17.553 0.34
exit_quick_w_1_5 ( 48 ) 1 1 0 0 100 1.94 1.94 16.289 0.32
exit_pump_o_1 ( 21 ) 1 1 0 0 100 1.08 1.08 9.056 0.18
exit_normal_o_2 ( 12 ) 1 1 0 0 100 2.53 2.53 21.189 0.42
exit_long_rebuy_w_1_1 ( 61 ) 1 1 0 0 100 1.11 1.11 14.883 0.18
exit_profit_pump_max_m ( 25 ) 1 1 0 0 100 2.8 2.8 23.479 0.47
exit_profit_long_rapid_max_m ( 105 ) 1 1 0 0 100 1.27 1.27 10.718 0.21
exit_long_rapid_d_1_21 ( 106 ) 1 1 0 0 100 1.15 1.15 9.701 0.19
exit_long_rapid_d_1_23 ( 106 ) 1 1 0 0 100 1.18 1.18 9.924 0.2
exit_quick_w_0_5 ( 46 ) 1 1 0 0 100 0.19 0.19 1.583 0.03
exit_profit_normal_max_m ( 5 9 ) 1 1 0 0 100 1.05 1.05 8.755 0.17
exit_long_rapid_d_2_1 ( 104 ) 1 1 0 0 100 2.32 2.32 19.362 0.39
exit_profit_quick_max_m ( 45 104 ) 1 1 0 0 100 1.04 1.04 8.681 0.17
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 1.63 1.63 13.593 0.27
exit_quick_w_0_2 ( 46 ) 1 1 0 0 100 0.2 0.2 1.669 0.03
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.43 1.43 11.96 0.24
exit_long_rapid_rpd_2 ( 106 ) 1 1 0 0 100 1.06 1.06 8.822 0.18
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.09 1.09 8.961 0.18
exit_long_rapid_w_1_16 ( 106 ) 1 1 0 0 100 1.16 1.16 9.615 0.19
exit_long_rapid_rpd_3 ( 104 ) 1 1 0 0 100 0.73 0.73 8.392 0.12
exit_normal_d_1_18 ( 10 101 ) 1 1 0 0 100 1.04 1.04 8.692 0.17

SUMMARY METRICS

Metric Value
Backtesting from 2023-06-01 00:00:00
Backtesting to 2023-07-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 37 / 1.23
Starting balance 10000 USDT
Final balance 10259.602 USDT
Absolute profit 259.602 USDT
Total profit % 2.60%
CAGR % 36.59%
Sortino 5.41
Sharpe 8.35
Calmar 127.66
Profit factor 2.93
Expectancy (Ratio) 7.02 (0.10)
Trades per day 1.23
Avg. daily profit % 0.09%
Avg. stake amount 858.685 USDT
Total trade volume 31771.339 USDT
Best Pair OG/USDT 7.31%
Worst Pair OM/USDT -3.10%
Best trade LINA/USDT 2.80%
Worst trade OM/USDT -3.10%
Best day 98.861 USDT
Worst day -134.604 USDT
Days win/draw/lose 17 / 13 / 1
Avg. Duration Winners 1 day, 3:01:00
Avg. Duration Loser 15 days, 9:30:00
Max Consecutive Wins / Loss 35 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10001.583 USDT
Max balance 10394.206 USDT
Max % of account underwater 1.29%
Absolute Drawdown (Account) 1.29%
Absolute Drawdown 134.604 USDT
Drawdown high 394.206 USDT
Drawdown low 259.602 USDT
Drawdown Start 2023-06-28 16:00:00
Drawdown End 2023-07-01 00:00:00
Market change -10.89%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 37 1.08 39.99 259.602 2.60 1 day, 21:32:00 35 0 2 94.6 134.604 USDT 1.29%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 2 days, 19:03:00 2 days, 19:03:00 2 days, 19:03:00 2 days, 14:17:00 2 days, 18:49:00
Market Change 3.03 % 3.03 % 3.03 % 3.11 % 3.11 %
Max Drawdown 3.5738 % 3.5738 % 3.5738 % 3.5884 % 3.3413 %
Profit Mean 1.0494 % 1.0494 % 1.0494 % 0.7022 % 0.9664 %
Profit Sum 40.93 % 40.93 % 40.93 % 30.19 % 38.66 %
Profit Total 1.84 % 1.84 % 1.84 % 2.37 % 3.08 %
Trades 39 39 39 43 40
Win Rate 84.62 % 84.62 % 84.62 % 86.05 % 85.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
WRX/USDT 2 5.38 10.75 90.310 0.90 0:12:00 2 0 0 100
FIL/USDT 2 2.26 4.52 40.767 0.41 3 days, 17:53:00 2 0 0 100
DOT/USDT 2 1.66 3.31 37.943 0.38 3 days, 5:20:00 2 0 0 100
LINK/USDT 2 2.13 4.25 36.469 0.36 1 day, 15:57:00 2 0 0 100
REQ/USDT 1 1.85 1.85 32.964 0.33 10:20:00 1 0 0 100
BEL/USDT 2 1.87 3.74 31.609 0.32 12:45:00 2 0 0 100
POND/USDT 1 3.70 3.70 30.785 0.31 0:20:00 1 0 0 100
RARE/USDT 2 1.43 2.85 26.831 0.27 3 days, 6:14:00 2 0 0 100
FLOW/USDT 1 2.86 2.86 24.727 0.25 2 days, 22:35:00 1 0 0 100
WAXP/USDT 2 1.10 2.20 21.591 0.22 8:20:00 2 0 0 100
ONE/USDT 1 2.26 2.26 19.322 0.19 19:17:00 1 0 0 100
ENJ/USDT 1 2.17 2.17 18.696 0.19 1 day, 21:35:00 1 0 0 100
FARM/USDT 1 2.06 2.06 17.598 0.18 12:38:00 1 0 0 100
SUSHI/USDT 1 1.74 1.74 14.913 0.15 4:07:00 1 0 0 100
BTC/USDT 1 1.58 1.58 13.205 0.13 2 days, 9:45:00 1 0 0 100
BAND/USDT 1 1.49 1.49 12.743 0.13 1:41:00 1 0 0 100
AVA/USDT 1 1.42 1.42 11.759 0.12 2:15:00 1 0 0 100
CAKE/USDT 1 1.17 1.17 9.960 0.10 13:15:00 1 0 0 100
BNT/USDT 1 0.68 0.68 9.188 0.09 4 days, 14:16:00 1 0 0 100
CRV/USDT 1 1.05 1.05 9.109 0.09 9:21:00 1 0 0 100
STPT/USDT 1 1.02 1.02 8.780 0.09 7:20:00 1 0 0 100
ALGO/USDT 1 1.03 1.03 8.724 0.09 18:46:00 1 0 0 100
EOS/USDT 1 1.04 1.04 8.683 0.09 4:23:00 1 0 0 100
MDT/USDT 1 0.14 0.14 1.192 0.01 1:30:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 2 -0.99 -1.99 -24.005 -0.24 8:20:00 1 0 1 50.0
HOT/USDT 1 -1.66 -1.66 -40.800 -0.41 16 days, 11:00:00 0 0 1 0
OCEAN/USDT 1 -3.11 -3.11 -46.901 -0.47 8 days, 1:00:00 0 0 1 0
ZRX/USDT 1 -2.23 -2.23 -52.242 -0.52 14 days, 11:55:00 0 0 1 0
CELR/USDT 1 -3.95 -3.95 -85.551 -0.86 16 days, 8:00:00 0 0 1 0
BLZ/USDT 2 -2.50 -5.01 -104.256 -1.04 5 days, 13:58:00 1 0 1 50.0
TOTAL 39 1.05 40.93 184.114 1.84 2 days, 19:03:00 33 0 6 84.6

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FUN/USDT 1 -3.65 -3.65 -37.885 -0.38 16:20:00 0 0 1 0
HOT/USDT 1 -1.66 -1.66 -40.800 -0.41 16 days, 11:00:00 0 0 1 0
OCEAN/USDT 1 -3.11 -3.11 -46.901 -0.47 8 days, 1:00:00 0 0 1 0
ZRX/USDT 1 -2.23 -2.23 -52.242 -0.52 14 days, 11:55:00 0 0 1 0
CELR/USDT 1 -3.95 -3.95 -85.551 -0.86 16 days, 8:00:00 0 0 1 0
BLZ/USDT 1 -6.16 -6.16 -114.073 -1.14 10 days, 13:00:00 0 0 1 0
TOTAL 6 -3.46 -20.76 -377.452 -3.77 11 days, 2:12:00 0 0 6 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 25 0.88 22.03 45.191 0.45 3 days, 15:27:00 21 0 4 84.0
44 2 2.83 5.65 40.070 0.40 8:17:00 1 0 1 50.0
47 3 1.32 3.95 33.878 0.34 3:04:00 3 0 0 100
25 1 1.85 1.85 32.964 0.33 10:20:00 1 0 0 100
12 1 3.70 3.70 30.785 0.31 0:20:00 1 0 0 100
45 104 1 1.45 1.45 12.487 0.12 0:05:00 1 0 0 100
104 1 1.42 1.42 11.759 0.12 2:15:00 1 0 0 100
7 1 1.16 1.16 9.817 0.10 14:56:00 1 0 0 100
1 1 1.05 1.05 9.109 0.09 9:21:00 1 0 0 100
25 104 1 0.75 0.75 9.104 0.09 16:34:00 1 0 0 100
4 1 0.14 0.14 1.192 0.01 1:30:00 1 0 0 100
45 1 -2.23 -2.23 -52.242 -0.52 14 days, 11:55:00 0 0 1 0
TOTAL 39 1.05 40.93 184.114 1.84 2 days, 19:03:00 33 0 6 84.6

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
force_exit 6 0 0 6 0 -3.46 -20.76 -377.452 -3.46
exit_profit_quick_max_m ( 46 ) 6 6 0 0 100 1.28 7.67 64.602 1.28
exit_quick_2_1_1 ( 46 ) 5 5 0 0 100 1.88 9.41 94.96 1.57
exit_quick_q_1 ( 46 ) 3 3 0 0 100 2.39 7.18 61.647 1.2
exit_quick_3_1_1 ( 46 ) 2 2 0 0 100 1.22 2.44 20.542 0.41
exit_profit_quick_max_m ( 47 ) 2 2 0 0 100 1.23 2.46 21.135 0.41
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 0.68 0.68 9.188 0.11
exit_profit_normal_max_m ( 1 ) 1 1 0 0 100 1.05 1.05 9.109 0.18
exit_quick_w_3_9 ( 46 ) 1 1 0 0 100 3.13 3.13 27.037 0.52
exit_profit_pump_max_m ( 25 104 ) 1 1 0 0 100 0.75 0.75 9.104 0.13
exit_quick_d_1_10 ( 45 104 ) 1 1 0 0 100 1.45 1.45 12.487 0.24
exit_quick_w_2_1 ( 46 ) 1 1 0 0 100 2.17 2.17 18.696 0.36
exit_quick_d_1_13 ( 47 ) 1 1 0 0 100 1.49 1.49 12.743 0.25
exit_normal_w_0_3 ( 4 ) 1 1 0 0 100 0.14 0.14 1.192 0.02
exit_quick_w_2_2 ( 46 ) 1 1 0 0 100 2.67 2.67 22.64 0.44
exit_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.58 1.58 13.205 0.26
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 9.3 9.3 77.954 1.55
exit_normal_d_3_10 ( 12 ) 1 1 0 0 100 3.7 3.7 30.785 0.62
exit_pump_2_1_1 ( 25 ) 1 1 0 0 100 1.85 1.85 32.964 0.31
exit_long_rapid_d_1_16 ( 104 ) 1 1 0 0 100 1.42 1.42 11.759 0.24
exit_profit_normal_max_m ( 7 ) 1 1 0 0 100 1.16 1.16 9.817 0.19

SUMMARY METRICS

Metric Value
Backtesting from 2023-07-01 00:00:00
Backtesting to 2023-08-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 39 / 1.26
Starting balance 10000 USDT
Final balance 10184.114 USDT
Absolute profit 184.114 USDT
Total profit % 1.84%
CAGR % 23.96%
Sortino 4.09
Sharpe 3.43
Calmar 31.75
Profit factor 1.49
Expectancy (Ratio) 4.72 (0.08)
Trades per day 1.26
Avg. daily profit % 0.06%
Avg. stake amount 890.01 USDT
Total trade volume 34710.385 USDT
Best Pair WRX/USDT 10.75%
Worst Pair BLZ/USDT -5.01%
Best trade WRX/USDT 9.30%
Worst trade BLZ/USDT -6.16%
Best day 86.638 USDT
Worst day -377.452 USDT
Days win/draw/lose 21 / 10 / 1
Avg. Duration Winners 1 day, 6:51:00
Avg. Duration Loser 11 days, 2:12:00
Max Consecutive Wins / Loss 33 / 6
Rejected Entry signals 29
Entry/Exit Timeouts 0 / 0
Min balance 10001.192 USDT
Max balance 10561.566 USDT
Max % of account underwater 3.57%
Absolute Drawdown (Account) 3.57%
Absolute Drawdown 377.452 USDT
Drawdown high 561.566 USDT
Drawdown low 184.114 USDT
Drawdown Start 2023-07-31 05:01:00
Drawdown End 2023-08-01 00:00:00
Market change 3.03%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 39 1.05 40.93 184.114 1.84 2 days, 19:03:00 33 0 6 84.6 377.452 USDT 3.57%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 1 day, 10:52:00 1 day, 10:52:00 1 day, 10:52:00 2 days, 7:55:00 1 day, 18:43:00
Market Change -14.56 % -14.56 % -14.56 % -13.02 % -13.02 %
Max Drawdown 5.1902 % 5.1902 % 5.1902 % 7.1441 % 6.0217 %
Profit Mean 1.0858 % 1.0858 % 1.0858 % 0.4541 % 0.6544 %
Profit Sum 62.97 % 62.97 % 62.97 % 22.7 % 35.99 %
Profit Total 3.0 % 3.0 % 3.0 % -0.4 % 1.17 %
Trades 58 58 58 50 55
Win Rate 91.38 % 91.38 % 91.38 % 88.0 % 89.09 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BLZ/USDT 13 1.97 25.66 229.813 2.30 3:41:00 13 0 0 100
OXT/USDT 5 1.99 9.95 92.352 0.92 3:04:00 5 0 0 100
KMD/USDT 3 2.84 8.53 82.625 0.83 4:01:00 3 0 0 100
ALPACA/USDT 3 1.80 5.39 50.520 0.51 1 day, 16:22:00 3 0 0 100
BNT/USDT 3 2.57 7.72 44.467 0.44 12:01:00 3 0 0 100
BAKE/USDT 1 4.43 4.43 37.643 0.38 6:51:00 1 0 0 100
MOVR/USDT 1 3.06 3.06 25.560 0.26 0:55:00 1 0 0 100
DEXE/USDT 1 2.94 2.94 25.406 0.25 1:00:00 1 0 0 100
STMX/USDT 2 1.40 2.80 23.288 0.23 5:00:00 2 0 0 100
ALICE/USDT 1 1.35 1.35 19.144 0.19 7 days, 15:50:00 1 0 0 100
WRX/USDT 1 2.08 2.08 18.197 0.18 2:02:00 1 0 0 100
SHIB/USDT 1 1.63 1.63 13.968 0.14 1:17:00 1 0 0 100
SANTOS/USDT 1 1.58 1.58 13.770 0.14 3:25:00 1 0 0 100
BEL/USDT 1 1.55 1.55 13.528 0.14 19:56:00 1 0 0 100
MDT/USDT 1 1.49 1.49 12.772 0.13 1:35:00 1 0 0 100
TLM/USDT 1 1.47 1.47 12.410 0.12 12:59:00 1 0 0 100
SUPER/USDT 1 1.36 1.36 11.844 0.12 10:10:00 1 0 0 100
TRX/USDT 1 1.29 1.29 11.433 0.11 4 days, 0:40:00 1 0 0 100
FUN/USDT 1 1.37 1.37 11.388 0.11 2:57:00 1 0 0 100
FXS/USDT 1 1.35 1.35 11.359 0.11 2 days, 1:30:00 1 0 0 100
ZRX/USDT 1 1.26 1.26 11.120 0.11 10:05:00 1 0 0 100
REEF/USDT 1 0.86 0.86 10.556 0.11 2 days, 21:56:00 1 0 0 100
OG/USDT 1 1.20 1.20 10.157 0.10 6 days, 17:39:00 1 0 0 100
PHA/USDT 1 1.20 1.20 10.148 0.10 8:10:00 1 0 0 100
IDEX/USDT 1 1.12 1.12 9.995 0.10 0:21:00 1 0 0 100
KNC/USDT 1 1.13 1.13 9.370 0.09 5:52:00 1 0 0 100
SFP/USDT 1 1.04 1.04 9.075 0.09 17:10:00 1 0 0 100
POND/USDT 1 1.02 1.02 8.691 0.09 0:21:00 1 0 0 100
XVG/USDT 1 0.11 0.11 0.963 0.01 1:08:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 1 -3.25 -3.25 -28.919 -0.29 13:00:00 0 0 1 0
SOL/USDT 1 -4.87 -4.87 -43.308 -0.43 10:00:00 0 0 1 0
CELO/USDT 1 -3.20 -3.20 -87.403 -0.87 17 days, 4:00:00 0 0 1 0
AVA/USDT 1 -12.50 -12.50 -153.980 -1.54 7 days, 20:20:00 0 0 1 0
RAY/USDT 2 -4.57 -9.14 -228.308 -2.28 10 days, 4:08:00 1 0 1 50.0
TOTAL 58 1.09 62.97 299.642 3.00 1 day, 10:52:00 53 0 5 91.4

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETC/USDT 1 -3.25 -3.25 -28.919 -0.29 13:00:00 0 0 1 0
SOL/USDT 1 -4.87 -4.87 -43.308 -0.43 10:00:00 0 0 1 0
CELO/USDT 1 -3.20 -3.20 -87.403 -0.87 17 days, 4:00:00 0 0 1 0
AVA/USDT 1 -12.50 -12.50 -153.980 -1.54 7 days, 20:20:00 0 0 1 0
RAY/USDT 1 -11.74 -11.74 -250.228 -2.50 17 days, 3:00:00 0 0 1 0
TOTAL 5 -7.11 -35.56 -563.837 -5.64 8 days, 14:52:00 0 0 5 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
47 10 1.96 19.56 182.490 1.82 6:20:00 10 0 0 100
25 5 1.86 9.32 79.486 0.79 18:34:00 5 0 0 100
45 3 2.88 8.63 74.801 0.75 0:37:00 3 0 0 100
102 4 1.55 6.20 56.497 0.56 18:11:00 4 0 0 100
44 2 2.04 4.08 35.518 0.36 4:08:00 2 0 0 100
10 2 1.43 2.87 24.818 0.25 13:14:00 2 0 0 100
10 25 1 2.56 2.56 21.464 0.21 12:20:00 1 0 0 100
104 2 1.22 2.44 20.945 0.21 0:55:00 2 0 0 100
103 2 0.98 1.95 16.859 0.17 0:46:00 2 0 0 100
21 1 1.63 1.63 13.968 0.14 1:17:00 1 0 0 100
61 1 4.02 4.02 13.374 0.13 0:55:00 1 0 0 100
48 49 104 1 1.49 1.49 12.772 0.13 1:35:00 1 0 0 100
105 1 1.23 1.23 10.822 0.11 2:20:00 1 0 0 100
23 1 1.04 1.04 9.075 0.09 17:10:00 1 0 0 100
12 5 -0.37 -1.86 -58.154 -0.58 1 day, 20:24:00 4 0 1 80.0
46 17 -0.13 -2.18 -215.092 -2.15 3 days, 15:58:00 13 0 4 76.5
TOTAL 58 1.09 62.97 299.642 3.00 1 day, 10:52:00 53 0 5 91.4

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 47 ) 6 6 0 0 100 1.47 8.84 76.782 1.47
force_exit 5 0 0 5 0 -7.11 -35.56 -563.837 -5.93
exit_profit_pump_max_m ( 25 ) 4 4 0 0 100 2.26 9.04 76.73 1.51
exit_profit_quick_max_m ( 46 ) 4 4 0 0 100 1.21 4.86 40.988 0.81
exit_profit_long_rapid_max_m ( 102 ) 3 3 0 0 100 1.78 5.34 45.941 0.89
exit_profit_normal_max_m ( 12 ) 3 3 0 0 100 2.44 7.33 63.068 1.22
exit_quick_2_1_1 ( 47 ) 2 2 0 0 100 1.38 2.77 29.873 0.46
exit_profit_quick_max_m ( 44 ) 2 2 0 0 100 2.04 4.08 35.518 0.68
exit_profit_pump_max_m ( 23 ) 1 1 0 0 100 1.04 1.04 9.075 0.17
exit_quick_w_4_6 ( 45 ) 1 1 0 0 100 4.87 4.87 42.255 0.81
exit_quick_u_1 ( 46 ) 1 1 0 0 100 1.36 1.36 11.844 0.23
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.55 1.55 13.528 0.26
exit_quick_d_2_10 ( 45 ) 1 1 0 0 100 2.55 2.55 22.346 0.42
exit_profit_long_rapid_max_m ( 104 ) 1 1 0 0 100 1.07 1.07 9.433 0.18
exit_long_rapid_d_1_13 ( 105 ) 1 1 0 0 100 1.23 1.23 10.822 0.2
exit_normal_d_1_1 ( 10 ) 1 1 0 0 100 1.73 1.73 15.189 0.29
exit_long_rapid_d_0_18 ( 103 ) 1 1 0 0 100 0.11 0.11 0.963 0.02
exit_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.26 1.26 11.12 0.21
exit_quick_q_3 ( 46 ) 1 1 0 0 100 4.08 4.08 43.282 0.68
exit_long_rapid_w_1_1 ( 102 ) 1 1 0 0 100 0.86 0.86 10.556 0.14
exit_quick_w_1_4 ( 46 ) 1 1 0 0 100 1.29 1.29 11.433 0.22
exit_quick_q_3 ( 47 ) 1 1 0 0 100 2.94 2.94 25.406 0.49
exit_normal_3_1_1 ( 12 ) 1 1 0 0 100 3.31 3.31 32.758 0.55
exit_long_rapid_d_1_10 ( 103 ) 1 1 0 0 100 1.84 1.84 15.895 0.31
exit_long_rapid_rpd_3 ( 48 49 104 ) 1 1 0 0 100 1.49 1.49 12.772 0.25
exit_profit_pump_max_m ( 21 ) 1 1 0 0 100 1.63 1.63 13.968 0.27
exit_quick_d_1_8 ( 46 ) 1 1 0 0 100 1.2 1.2 10.148 0.2
exit_quick_3_1_1 ( 46 ) 1 1 0 0 100 2.59 2.59 21.919 0.43
exit_profit_normal_max_m ( 10 ) 1 1 0 0 100 1.14 1.14 9.629 0.19
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.35 1.35 11.359 0.22
exit_normal_2_1_1 ( 10 25 ) 1 1 0 0 100 2.56 2.56 21.464 0.43
exit_quick_w_5_11 ( 47 ) 1 1 0 0 100 5.01 5.01 50.43 0.83
exit_pump_w_0_1 ( 25 ) 1 1 0 0 100 0.28 0.28 2.756 0.05
exit_long_rapid_d_1_2 ( 104 ) 1 1 0 0 100 1.37 1.37 11.512 0.23
exit_quick_d_1_10 ( 45 ) 1 1 0 0 100 1.22 1.22 10.199 0.2
exit_long_rebuy_w_3_10 ( 61 ) 1 1 0 0 100 4.02 4.02 13.374 0.67
exit_quick_w_2_1 ( 46 ) 1 1 0 0 100 1.35 1.35 19.144 0.23

SUMMARY METRICS

Metric Value
Backtesting from 2023-08-01 00:00:00
Backtesting to 2023-09-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 58 / 1.87
Starting balance 10000 USDT
Final balance 10299.642 USDT
Absolute profit 299.642 USDT
Total profit % 3.00%
CAGR % 41.57%
Sortino 2.27
Sharpe 4.16
Calmar 35.58
Profit factor 1.53
Expectancy (Ratio) 5.17 (0.05)
Trades per day 1.87
Avg. daily profit % 0.10%
Avg. stake amount 865.667 USDT
Total trade volume 50208.712 USDT
Best Pair BLZ/USDT 25.66%
Worst Pair AVA/USDT -12.50%
Best trade OXT/USDT 5.01%
Worst trade AVA/USDT -12.50%
Best day 76.4 USDT
Worst day -563.837 USDT
Days win/draw/lose 26 / 4 / 1
Avg. Duration Winners 18:38:00
Avg. Duration Loser 8 days, 14:52:00
Max Consecutive Wins / Loss 53 / 5
Rejected Entry signals 2
Entry/Exit Timeouts 0 / 0
Min balance 10032.758 USDT
Max balance 10863.479 USDT
Max % of account underwater 5.19%
Absolute Drawdown (Account) 5.19%
Absolute Drawdown 563.837 USDT
Drawdown high 863.479 USDT
Drawdown low 299.642 USDT
Drawdown Start 2023-08-31 16:21:00
Drawdown End 2023-09-01 00:00:00
Market change -14.56%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 58 1.09 62.97 299.642 3.00 1 day, 10:52:00 53 0 5 91.4 563.837 USDT 5.19%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 1 day, 19:05:00 1 day, 19:05:00 1 day, 19:05:00 1 day, 20:45:00 2 days, 0:50:00
Market Change 9.83 % 9.83 % 9.83 % 9.84 % 9.84 %
Max Drawdown 4.673 % 4.673 % 4.673 % 5.3386 % 5.0579 %
Profit Mean 1.4227 % 1.4227 % 1.4227 % 1.0077 % 1.2268 %
Profit Sum 76.83 % 76.83 % 76.83 % 59.46 % 66.25 %
Profit Total 4.24 % 4.24 % 4.24 % 4.25 % 4.27 %
Trades 54 54 54 59 54
Win Rate 90.74 % 90.74 % 90.74 % 89.83 % 88.89 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BLZ/USDT 6 2.27 13.62 179.228 1.79 1 day, 6:50:00 6 0 0 100
FLM/USDT 2 10.61 21.22 177.719 1.78 1:26:00 2 0 0 100
TRB/USDT 6 2.13 12.79 117.749 1.18 12:21:00 6 0 0 100
FRONT/USDT 9 1.45 13.02 110.654 1.11 1:52:00 9 0 0 100
LTC/USDT 1 3.46 3.46 41.415 0.41 7 days, 14:50:00 1 0 0 100
STMX/USDT 2 1.81 3.62 31.570 0.32 0:42:00 2 0 0 100
ARPA/USDT 1 3.10 3.10 25.664 0.26 1:26:00 1 0 0 100
CVP/USDT 2 1.01 2.03 21.651 0.22 4 days, 23:59:00 2 0 0 100
STPT/USDT 2 1.16 2.31 20.047 0.20 4:52:00 2 0 0 100
TRX/USDT 2 1.12 2.24 19.060 0.19 20:30:00 2 0 0 100
DATA/USDT 1 2.10 2.10 18.402 0.18 9:29:00 1 0 0 100
FET/USDT 1 2.12 2.12 18.067 0.18 3:20:00 1 0 0 100
CELR/USDT 1 2.10 2.10 17.459 0.17 1 day, 7:51:00 1 0 0 100
BOND/USDT 1 1.78 1.78 15.414 0.15 1 day, 16:35:00 1 0 0 100
FORTH/USDT 1 1.63 1.63 13.898 0.14 1:29:00 1 0 0 100
XVS/USDT 1 1.46 1.46 12.764 0.13 17:15:00 1 0 0 100
SUPER/USDT 1 0.65 0.65 11.698 0.12 9 days, 11:20:00 1 0 0 100
WING/USDT 1 1.26 1.26 10.918 0.11 0:45:00 1 0 0 100
LINK/USDT 1 1.12 1.12 9.801 0.10 10:31:00 1 0 0 100
STORJ/USDT 1 1.12 1.12 9.666 0.10 0:22:00 1 0 0 100
OG/USDT 1 1.15 1.15 9.570 0.10 0:47:00 1 0 0 100
FIS/USDT 1 0.87 0.87 9.119 0.09 2:13:00 1 0 0 100
QTUM/USDT 1 1.02 1.02 8.474 0.08 1 day, 8:35:00 1 0 0 100
WRX/USDT 1 0.92 0.92 7.810 0.08 1 day, 14:35:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 1 -0.42 -0.42 -3.705 -0.04 2 days, 11:00:00 0 0 1 0
CAKE/USDT 1 -0.87 -0.87 -10.498 -0.10 11 days, 12:00:00 0 0 1 0
FARM/USDT 1 -1.48 -1.48 -13.040 -0.13 3 days, 5:00:00 0 0 1 0
PERP/USDT 2 -3.04 -6.08 -232.357 -2.32 10 days, 10:17:00 1 0 1 50.0
AUCTION/USDT 2 -5.51 -11.03 -234.543 -2.35 5 days, 0:40:00 1 0 1 50.0
TOTAL 54 1.42 76.83 423.673 4.24 1 day, 19:05:00 49 0 5 90.7

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
SPELL/USDT 1 -0.42 -0.42 -3.705 -0.04 2 days, 11:00:00 0 0 1 0
CAKE/USDT 1 -0.87 -0.87 -10.498 -0.10 11 days, 12:00:00 0 0 1 0
FARM/USDT 1 -1.48 -1.48 -13.040 -0.13 3 days, 5:00:00 0 0 1 0
AUCTION/USDT 1 -11.35 -11.35 -237.896 -2.38 9 days, 4:50:00 0 0 1 0
PERP/USDT 1 -7.66 -7.66 -245.837 -2.46 20 days, 20:15:00 0 0 1 0
TOTAL 5 -4.36 -21.78 -510.976 -5.11 9 days, 10:37:00 0 0 5 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
12 4 7.08 28.33 295.381 2.95 1 day, 11:12:00 4 0 0 100
46 20 1.08 21.60 210.598 2.11 2 days, 19:47:00 17 0 3 85.0
104 7 1.12 7.82 74.021 0.74 6:28:00 7 0 0 100
47 3 2.28 6.83 57.322 0.57 4:29:00 3 0 0 100
23 2 2.73 5.47 47.632 0.48 1:23:00 2 0 0 100
21 1 4.45 4.45 38.883 0.39 2:25:00 1 0 0 100
103 2 1.41 2.83 24.286 0.24 0:46:00 2 0 0 100
102 2 1.21 2.41 20.443 0.20 4:45:00 2 0 0 100
4 1 2.45 2.45 20.379 0.20 1 day, 2:05:00 1 0 0 100
45 2 0.95 1.90 17.987 0.18 1:14:00 2 0 0 100
105 1 1.47 1.47 12.737 0.13 0:25:00 1 0 0 100
106 1 1.17 1.17 10.217 0.10 0:28:00 1 0 0 100
1 1 1.10 1.10 9.691 0.10 0:10:00 1 0 0 100
25 6 -0.56 -3.34 -170.067 -1.70 1 day, 13:30:00 5 0 1 83.3
3 103 1 -7.66 -7.66 -245.837 -2.46 20 days, 20:15:00 0 0 1 0
TOTAL 54 1.42 76.83 423.673 4.24 1 day, 19:05:00 49 0 5 90.7

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 6 6 0 0 100 1.09 6.52 67.279 1.09
force_exit 5 0 0 5 0 -4.36 -21.78 -510.976 -3.63
exit_profit_long_rapid_max_m ( 104 ) 3 3 0 0 100 1.24 3.71 31.908 0.62
exit_profit_pump_max_m ( 25 ) 3 3 0 0 100 1.91 5.72 48.433 0.95
exit_quick_1_1_1 ( 46 ) 2 2 0 0 100 1.62 3.24 28.178 0.54
exit_profit_long_rapid_max_m ( 103 ) 2 2 0 0 100 1.41 2.83 24.286 0.47
exit_quick_2_1_1 ( 46 ) 2 2 0 0 100 2.06 4.11 53.113 0.69
exit_pump_d_1_10 ( 25 ) 2 2 0 0 100 1.14 2.29 19.396 0.38
exit_normal_2_1_1 ( 12 ) 1 1 0 0 100 20.04 20.04 167.502 3.34
exit_long_rapid_rpd_3 ( 102 ) 1 1 0 0 100 1.26 1.26 10.873 0.21
exit_normal_u_1 ( 1 ) 1 1 0 0 100 1.1 1.1 9.691 0.18
exit_quick_q_1 ( 46 ) 1 1 0 0 100 2.1 2.1 18.402 0.35
exit_long_rapid_d_1_10 ( 104 ) 1 1 0 0 100 1.33 1.33 11.61 0.22
exit_pump_d_2_1 ( 23 ) 1 1 0 0 100 2.15 2.15 18.833 0.36
exit_quick_d_1_2 ( 45 ) 1 1 0 0 100 0.87 0.87 9.119 0.15
exit_profit_long_rapid_max_m ( 106 ) 1 1 0 0 100 1.17 1.17 10.217 0.2
exit_pump_d_4_16 ( 21 ) 1 1 0 0 100 4.45 4.45 38.883 0.74
exit_long_rapid_rpd_3 ( 104 ) 1 1 0 0 100 1.34 1.34 11.704 0.22
exit_profit_pump_max_m ( 23 ) 1 1 0 0 100 3.31 3.31 28.799 0.55
exit_profit_long_rapid_max_m ( 105 ) 1 1 0 0 100 1.47 1.47 12.737 0.24
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.15 1.15 9.57 0.19
exit_quick_d_1_10 ( 45 ) 1 1 0 0 100 1.03 1.03 8.867 0.17
exit_long_rapid_d_0_17 ( 104 ) 1 1 0 0 100 0.32 0.32 3.353 0.05
exit_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.02 1.02 8.474 0.17
exit_long_rapid_w_1_12 ( 104 ) 1 1 0 0 100 1.12 1.12 15.447 0.19
exit_normal_o_1 ( 12 ) 1 1 0 0 100 1.56 1.56 13.455 0.26
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 1.12 1.12 9.666 0.19
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.08 1.08 9.195 0.18
exit_quick_q_3 ( 47 ) 1 1 0 0 100 2.09 2.09 18.147 0.35
exit_normal_3_1_1 ( 12 ) 1 1 0 0 100 5.6 5.6 104.758 0.93
exit_quick_d_1_13 ( 47 ) 1 1 0 0 100 1.11 1.11 9.253 0.19
exit_quick_w_2_12 ( 46 ) 1 1 0 0 100 2.12 2.12 18.067 0.35
exit_normal_2_1_1 ( 4 ) 1 1 0 0 100 2.45 2.45 20.379 0.41
exit_quick_w_0_1 ( 46 ) 1 1 0 0 100 0.92 0.92 7.81 0.15
exit_quick_w_1_4 ( 46 ) 1 1 0 0 100 1.16 1.16 9.865 0.19
exit_quick_q_2 ( 46 ) 1 1 0 0 100 2.1 2.1 17.459 0.35
exit_quick_2_1_1 ( 47 ) 1 1 0 0 100 3.62 3.62 29.923 0.6

SUMMARY METRICS

Metric Value
Backtesting from 2023-09-01 00:00:00
Backtesting to 2023-10-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 54 / 1.8
Starting balance 10000 USDT
Final balance 10423.673 USDT
Absolute profit 423.673 USDT
Total profit % 4.24%
CAGR % 65.67%
Sortino 2.36
Sharpe 4.88
Calmar 57.74
Profit factor 1.83
Expectancy (Ratio) 7.85 (0.08)
Trades per day 1.8
Avg. daily profit % 0.14%
Avg. stake amount 860.701 USDT
Total trade volume 46477.827 USDT
Best Pair FLM/USDT 21.22%
Worst Pair AUCTION/USDT -11.03%
Best trade FLM/USDT 20.04%
Worst trade AUCTION/USDT -11.35%
Best day 238.637 USDT
Worst day -510.976 USDT
Days win/draw/lose 24 / 6 / 1
Avg. Duration Winners 1 day, 0:21:00
Avg. Duration Loser 9 days, 10:37:00
Max Consecutive Wins / Loss 49 / 5
Rejected Entry signals 6
Entry/Exit Timeouts 0 / 0
Min balance 10029.923 USDT
Max balance 10934.649 USDT
Max % of account underwater 4.67%
Absolute Drawdown (Account) 4.67%
Absolute Drawdown 510.976 USDT
Drawdown high 934.649 USDT
Drawdown low 423.673 USDT
Drawdown Start 2023-09-29 15:15:00
Drawdown End 2023-10-01 00:00:00
Market change 9.83%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 54 1.42 76.83 423.673 4.24 1 day, 19:05:00 49 0 5 90.7 510.976 USDT 4.67%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 1 day, 17:02:00 1 day, 17:02:00 1 day, 17:02:00 1 day, 21:16:00 1 day, 16:31:00
Market Change 19.14 % 19.14 % 19.14 % 19.05 % 19.05 %
Max Drawdown 0.8334 % 0.8334 % 0.8334 % 0.9614 % 0.2969 %
Profit Mean 1.3164 % 1.3164 % 1.3164 % 1.3781 % 1.5983 %
Profit Sum 69.77 % 69.77 % 69.77 % 71.66 % 81.52 %
Profit Total 6.09 % 6.09 % 6.09 % 6.06 % 6.92 %
Trades 53 53 53 52 51
Win Rate 94.34 % 94.34 % 94.34 % 94.23 % 96.08 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
STRAX/USDT 5 1.42 7.12 60.904 0.61 1:04:00 5 0 0 100
BOND/USDT 4 1.75 6.99 54.396 0.54 2:24:00 4 0 0 100
ALPACA/USDT 4 1.53 6.12 52.288 0.52 10:35:00 4 0 0 100
VIDT/USDT 2 1.97 3.94 38.174 0.38 6:51:00 2 0 0 100
REQ/USDT 1 3.20 3.20 37.959 0.38 1 day, 1:15:00 1 0 0 100
BLZ/USDT 1 3.81 3.81 33.233 0.33 1:45:00 1 0 0 100
STPT/USDT 2 1.62 3.25 27.731 0.28 0:30:00 2 0 0 100
RIF/USDT 2 1.61 3.22 27.723 0.28 1:04:00 2 0 0 100
ZRX/USDT 1 2.24 2.24 26.878 0.27 5 days, 11:05:00 1 0 0 100
STX/USDT 2 1.49 2.98 24.761 0.25 17:02:00 2 0 0 100
INJ/USDT 1 2.54 2.54 21.027 0.21 3 days, 10:30:00 1 0 0 100
FUN/USDT 1 1.97 1.97 19.633 0.20 6 days, 2:09:00 1 0 0 100
ENJ/USDT 1 2.28 2.28 19.095 0.19 3:15:00 1 0 0 100
LTC/USDT 1 2.12 2.12 18.123 0.18 1 day, 21:30:00 1 0 0 100
FLUX/USDT 1 2.05 2.05 16.917 0.17 13:45:00 1 0 0 100
MATIC/USDT 1 1.97 1.97 16.402 0.16 1 day, 15:27:00 1 0 0 100
TRB/USDT 1 1.07 1.07 16.138 0.16 2 days, 22:18:00 1 0 0 100
YGG/USDT 1 1.13 1.13 15.129 0.15 3 days, 12:05:00 1 0 0 100
AUCTION/USDT 1 1.50 1.50 13.160 0.13 2:59:00 1 0 0 100
ETC/USDT 1 1.33 1.33 11.416 0.11 1 day, 16:30:00 1 0 0 100
RAY/USDT 1 1.38 1.38 11.413 0.11 0:39:00 1 0 0 100
ALICE/USDT 1 0.93 0.93 10.778 0.11 3 days, 17:47:00 1 0 0 100
SLP/USDT 1 1.16 1.16 10.200 0.10 0:06:00 1 0 0 100
HIVE/USDT 1 1.22 1.22 10.113 0.10 8:14:00 1 0 0 100
BURGER/USDT 1 0.81 0.81 9.695 0.10 5 days, 23:03:00 1 0 0 100
MBL/USDT 1 1.12 1.12 9.521 0.10 0:25:00 1 0 0 100
CAKE/USDT 1 0.40 0.40 9.301 0.09 19 days, 8:45:00 1 0 0 100
BADGER/USDT 1 1.12 1.12 9.290 0.09 2 days, 12:05:00 1 0 0 100
BETA/USDT 1 0.88 0.88 8.955 0.09 7:37:00 1 0 0 100
SNX/USDT 1 1.01 1.01 8.884 0.09 1 day, 4:29:00 1 0 0 100
SUPER/USDT 1 1.03 1.03 8.709 0.09 5:07:00 1 0 0 100
KNC/USDT 1 0.86 0.86 8.538 0.09 1 day, 23:06:00 1 0 0 100
BAKE/USDT 2 0.51 1.03 8.452 0.08 4:48:00 1 0 1 50.0
QTUM/USDT 1 0.67 0.67 7.544 0.08 7 days, 14:30:00 1 0 0 100
TRX/USDT 1 0.37 0.37 3.080 0.03 5 days, 16:35:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 1 -3.47 -3.47 -30.652 -0.31 9:50:00 0 0 1 0
BNT/USDT 2 -0.79 -1.58 -45.433 -0.45 3 days, 21:05:00 1 0 1 50.0
TOTAL 53 1.32 69.77 609.473 6.09 1 day, 17:02:00 50 0 3 94.3

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BAKE/USDT 1 -0.12 -0.12 -1.087 -0.01 8:45:00 0 0 1 0
FRONT/USDT 1 -3.47 -3.47 -30.652 -0.31 9:50:00 0 0 1 0
BNT/USDT 1 -2.99 -2.99 -57.420 -0.57 7 days, 10:05:00 0 0 1 0
TOTAL 3 -2.20 -6.59 -89.160 -0.89 2 days, 17:33:00 0 0 3 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 24 1.46 35.06 334.443 3.34 2 days, 21:01:00 24 0 0 100
47 2 2.25 4.50 46.129 0.46 2 days, 17:54:00 2 0 0 100
45 3 1.77 5.30 45.536 0.46 1:26:00 3 0 0 100
12 3 1.46 4.37 37.361 0.37 3:22:00 3 0 0 100
102 3 1.45 4.34 37.104 0.37 1:32:00 3 0 0 100
48 1 3.81 3.81 33.233 0.33 1:45:00 1 0 0 100
44 2 1.73 3.46 29.489 0.29 0:46:00 2 0 0 100
11 2 1.51 3.03 26.242 0.26 0:10:00 2 0 0 100
103 104 1 1.50 1.50 12.600 0.13 0:15:00 1 0 0 100
103 1 1.28 1.28 10.983 0.11 0:47:00 1 0 0 100
21 1 0.81 0.81 9.695 0.10 5 days, 23:03:00 1 0 0 100
12 45 104 1 0.88 0.88 8.955 0.09 7:37:00 1 0 0 100
25 6 0.65 3.92 5.630 0.06 1 day, 8:09:00 5 0 1 83.3
61 1 1.11 1.11 3.813 0.04 0:41:00 1 0 0 100
41 61 1 -0.12 -0.12 -1.087 -0.01 8:45:00 0 0 1 0
4 42 1 -3.47 -3.47 -30.652 -0.31 9:50:00 0 0 1 0
TOTAL 53 1.32 69.77 609.473 6.09 1 day, 17:02:00 50 0 3 94.3

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 7 7 0 0 100 1.29 9 84.338 1.5
exit_quick_w_1_1 ( 46 ) 4 4 0 0 100 1.03 4.11 41.334 0.69
force_exit 3 0 0 3 0 -2.2 -6.59 -89.16 -1.1
exit_profit_long_rapid_max_m ( 102 ) 3 3 0 0 100 1.45 4.34 37.104 0.72
exit_quick_1_1_1 ( 46 ) 3 3 0 0 100 1.33 4 41.992 0.67
exit_quick_2_1_1 ( 46 ) 3 3 0 0 100 1.68 5.04 42.498 0.84
exit_profit_quick_max_m ( 45 ) 3 3 0 0 100 1.77 5.3 45.536 0.88
exit_quick_q_1 ( 46 ) 2 2 0 0 100 2.66 5.32 56.082 0.89
exit_pump_d_1_10 ( 25 ) 2 2 0 0 100 1.14 2.28 19.721 0.38
exit_profit_normal_max_m ( 11 ) 2 2 0 0 100 1.51 3.03 26.242 0.5
exit_quick_w_0_1 ( 46 ) 2 2 0 0 100 0.52 1.03 10.623 0.17
exit_profit_pump_max_m ( 25 ) 2 2 0 0 100 1.25 2.5 20.917 0.42
exit_profit_pump_max_m ( 21 ) 1 1 0 0 100 0.81 0.81 9.695 0.13
exit_quick_d_1_3 ( 44 ) 1 1 0 0 100 1.94 1.94 16.74 0.32
exit_quick_w_3_1 ( 47 ) 1 1 0 0 100 2.24 2.24 26.878 0.37
exit_normal_d_2_1 ( 12 ) 1 1 0 0 100 2.15 2.15 18.508 0.36
exit_normal_w_1_5 ( 12 ) 1 1 0 0 100 1.07 1.07 9.313 0.18
exit_quick_w_3_5 ( 48 ) 1 1 0 0 100 3.81 3.81 33.233 0.64
exit_pump_w_2_2 ( 25 ) 1 1 0 0 100 2.14 2.14 22.412 0.36
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.11 1.11 3.813 0.18
exit_quick_q_2 ( 46 ) 1 1 0 0 100 2.05 2.05 16.917 0.34
exit_profit_long_rapid_max_m ( 103 ) 1 1 0 0 100 1.28 1.28 10.983 0.21
exit_profit_normal_max_m ( 12 45 104 ) 1 1 0 0 100 0.88 0.88 8.955 0.15
exit_quick_3_1_1 ( 46 ) 1 1 0 0 100 1.97 1.97 19.633 0.33
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 1.52 1.52 12.75 0.25
exit_profit_long_rapid_max_m ( 103 104 ) 1 1 0 0 100 1.5 1.5 12.6 0.25
exit_quick_w_2_4 ( 46 ) 1 1 0 0 100 2.54 2.54 21.027 0.42
exit_normal_d_1_10 ( 12 ) 1 1 0 0 100 1.15 1.15 9.539 0.19
exit_profit_quick_max_m ( 47 ) 1 1 0 0 100 2.26 2.26 19.251 0.38

SUMMARY METRICS

Metric Value
Backtesting from 2023-10-01 00:00:00
Backtesting to 2023-11-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 53 / 1.71
Starting balance 10000 USDT
Final balance 10609.473 USDT
Absolute profit 609.473 USDT
Total profit % 6.09%
CAGR % 100.69%
Sortino 16.33
Sharpe 28.64
Calmar 450.71
Profit factor 7.84
Expectancy (Ratio) 11.50 (0.39)
Trades per day 1.71
Avg. daily profit % 0.20%
Avg. stake amount 839.906 USDT
Total trade volume 44515.016 USDT
Best Pair STRAX/USDT 7.12%
Worst Pair FRONT/USDT -3.47%
Best trade BLZ/USDT 3.81%
Worst trade FRONT/USDT -3.47%
Best day 66.714 USDT
Worst day -89.16 USDT
Days win/draw/lose 25 / 4 / 1
Avg. Duration Winners 1 day, 15:34:00
Avg. Duration Loser 2 days, 17:33:00
Max Consecutive Wins / Loss 50 / 3
Rejected Entry signals 32
Entry/Exit Timeouts 0 / 0
Min balance 10016.917 USDT
Max balance 10698.633 USDT
Max % of account underwater 0.83%
Absolute Drawdown (Account) 0.83%
Absolute Drawdown 89.16 USDT
Drawdown high 698.633 USDT
Drawdown low 609.473 USDT
Drawdown Start 2023-10-31 12:58:00
Drawdown End 2023-11-01 00:00:00
Market change 19.14%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 53 1.32 69.77 609.473 6.09 1 day, 17:02:00 50 0 3 94.3 89.16 USDT 0.83%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 13:04:00 13:04:00 13:04:00 6:51:00 6:51:00
Market Change 67.44 % 67.44 % 67.44 % 67.44 % 67.44 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 2.1229 % 2.1229 % 2.1229 % 2.1906 % 2.1791 %
Profit Sum 154.97 % 154.97 % 154.97 % 155.54 % 152.53 %
Profit Total 11.62 % 11.62 % 11.62 % 11.12 % 10.85 %
Trades 73 73 73 71 70
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALEPH/USDT 6 3.29 19.74 189.509 1.90 8:59:00 6 0 0 100
NOIA/USDT 10 1.84 18.43 95.189 0.95 1:12:00 10 0 0 100
EWT/USDT 1 10.01 10.01 85.408 0.85 1:05:00 1 0 0 100
KAI/USDT 6 2.19 13.16 84.508 0.85 2:13:00 6 0 0 100
DAG/USDT 4 2.00 8.00 70.641 0.71 2:12:00 4 0 0 100
VRA/USDT 4 3.39 13.55 66.451 0.66 1:47:00 4 0 0 100
NWC/USDT 1 6.91 6.91 57.906 0.58 0:45:00 1 0 0 100
TEL/USDT 4 2.04 8.16 55.620 0.56 2:49:00 4 0 0 100
NIM/USDT 4 1.50 6.01 51.850 0.52 18:56:00 4 0 0 100
DIA/USDT 2 2.71 5.42 46.087 0.46 3:30:00 2 0 0 100
COTI/USDT 4 1.24 4.95 42.540 0.43 0:48:00 4 0 0 100
STX/USDT 2 2.19 4.38 38.190 0.38 1:15:00 2 0 0 100
DEGO/USDT 1 4.24 4.24 37.329 0.37 2:06:00 1 0 0 100
MAP/USDT 3 1.06 3.19 29.404 0.29 1 day, 7:47:00 3 0 0 100
AVA/USDT 2 1.62 3.24 28.578 0.29 0:24:00 2 0 0 100
TRX/USDT 2 1.16 2.33 19.841 0.20 14:48:00 2 0 0 100
VIDT/USDT 2 2.87 5.75 19.279 0.19 1:40:00 2 0 0 100
ROSE/USDT 1 1.76 1.76 18.607 0.19 3:34:00 1 0 0 100
XRP/USDT 1 0.39 0.39 16.726 0.17 19 days, 23:58:00 1 0 0 100
ONT/USDT 1 1.57 1.57 16.238 0.16 11:36:00 1 0 0 100
PLU/USDT 2 2.23 4.46 15.650 0.16 0:23:00 2 0 0 100
XTZ/USDT 1 1.88 1.88 15.565 0.16 19:35:00 1 0 0 100
ALGO/USDT 1 1.70 1.70 14.372 0.14 1:40:00 1 0 0 100
EOS/USDT 1 1.22 1.22 10.490 0.10 5:36:00 1 0 0 100
XLM/USDT 1 1.09 1.09 9.871 0.10 0:08:00 1 0 0 100
CHR/USDT 1 1.08 1.08 9.494 0.09 1:28:00 1 0 0 100
XEM/USDT 1 0.49 0.49 6.690 0.07 1 day, 4:10:00 1 0 0 100
ORN/USDT 1 1.10 1.10 3.936 0.04 14:01:00 1 0 0 100
SXP/USDT 1 0.26 0.26 3.860 0.04 2 days, 5:05:00 1 0 0 100
PRE/USDT 2 0.27 0.54 1.816 0.02 3:12:00 2 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 73 2.12 154.97 1161.645 11.62 13:04:00 73 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
61 22 2.20 48.29 180.088 1.80 5:21:00 22 0 0 100
102 6 3.11 18.67 159.918 1.60 2:08:00 6 0 0 100
104 8 1.86 14.86 134.497 1.34 11:12:00 8 0 0 100
21 1 5.26 5.26 65.701 0.66 1 day, 12:05:00 1 0 0 100
46 4 1.85 7.42 64.080 0.64 7:30:00 4 0 0 100
47 3 2.43 7.29 61.350 0.61 0:51:00 3 0 0 100
12 3 2.19 6.56 60.031 0.60 1:38:00 3 0 0 100
7 61 1 6.91 6.91 57.906 0.58 0:45:00 1 0 0 100
101 2 2.62 5.25 46.427 0.46 3:16:00 2 0 0 100
25 1 3.20 3.20 38.039 0.38 6:36:00 1 0 0 100
10 2 1.96 3.92 34.578 0.35 2:12:00 2 0 0 100
41 61 2 1.88 3.76 34.257 0.34 1:53:00 2 0 0 100
48 2 0.98 1.96 32.964 0.33 10 days, 5:47:00 2 0 0 100
24 2 1.54 3.08 26.841 0.27 2:02:00 2 0 0 100
103 2 1.44 2.89 25.587 0.26 11:35:00 2 0 0 100
45 3 0.85 2.54 23.477 0.23 1 day, 8:10:00 3 0 0 100
106 2 1.34 2.69 23.324 0.23 3:20:00 2 0 0 100
9 1 1.76 1.76 18.607 0.19 3:34:00 1 0 0 100
44 106 1 1.97 1.97 17.076 0.17 0:55:00 1 0 0 100
61 102 1 1.74 1.74 14.777 0.15 9:11:00 1 0 0 100
4 1 1.61 1.61 13.687 0.14 0:19:00 1 0 0 100
48 49 104 1 1.25 1.25 10.881 0.11 0:28:00 1 0 0 100
22 1 1.08 1.08 9.130 0.09 0:20:00 1 0 0 100
4 42 1 1.02 1.02 8.422 0.08 1:12:00 1 0 0 100
TOTAL 73 2.12 154.97 1161.645 11.62 13:04:00 73 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 11 11 0 0 100 2 22 76.213 3.67
exit_profit_normal_max_m ( 12 ) 3 3 0 0 100 2.19 6.56 60.031 1.09
exit_profit_long_rapid_max_m ( 102 ) 3 3 0 0 100 1.65 4.94 43.248 0.82
exit_quick_q_3 ( 46 ) 2 2 0 0 100 2.14 4.27 37.548 0.71
exit_profit_normal_max_m ( 10 ) 2 2 0 0 100 1.96 3.92 34.578 0.65
exit_long_rapid_rpd_3 ( 103 ) 2 2 0 0 100 1.44 2.89 25.587 0.48
exit_long_rapid_rpd_3 ( 104 ) 2 2 0 0 100 3.65 7.31 64.084 1.22
exit_profit_pump_max_m ( 24 ) 2 2 0 0 100 1.54 3.08 26.841 0.51
exit_profit_long_rapid_max_m ( 104 ) 2 2 0 0 100 1.27 2.54 22.294 0.42
exit_profit_long_rapid_max_m ( 101 ) 1 1 0 0 100 4.24 4.24 37.329 0.71
exit_long_rapid_d_2_16 ( 104 ) 1 1 0 0 100 2.91 2.91 25.356 0.49
exit_long_rapid_rpd_3 ( 106 ) 1 1 0 0 100 1.47 1.47 12.834 0.25
exit_profit_quick_max_m ( 48 49 104 ) 1 1 0 0 100 1.25 1.25 10.881 0.21
exit_quick_w_1_3 ( 45 ) 1 1 0 0 100 1.08 1.08 9.494 0.18
exit_normal_d_2_1 ( 9 ) 1 1 0 0 100 1.76 1.76 18.607 0.29
exit_pump_w_4_12 ( 25 ) 1 1 0 0 100 3.2 3.2 38.039 0.53
exit_profit_normal_max_m ( 4 42 ) 1 1 0 0 100 1.02 1.02 8.422 0.17
exit_pump_8_1_1 ( 21 ) 1 1 0 0 100 5.26 5.26 65.701 0.88
exit_quick_w_0_1 ( 45 ) 1 1 0 0 100 0.23 0.23 3.505 0.04
exit_long_rapid_rpd_3 ( 101 ) 1 1 0 0 100 1.01 1.01 9.098 0.17
exit_long_rapid_d_1_10 ( 104 ) 1 1 0 0 100 1.36 1.36 12.212 0.23
exit_quick_d_2_1 ( 41 61 ) 1 1 0 0 100 2.1 2.1 18.987 0.35
exit_long_rebuy_d_2_2 ( 61 ) 1 1 0 0 100 2.22 2.22 8.048 0.37
exit_long_rebuy_1_1_1 ( 61 ) 1 1 0 0 100 1.15 1.15 16.577 0.19
exit_profit_quick_max_m ( 47 ) 1 1 0 0 100 1.09 1.09 9.871 0.18
exit_quick_q_3 ( 48 ) 1 1 0 0 100 0.39 0.39 16.726 0.06
exit_long_rebuy_d_2_23 ( 61 ) 1 1 0 0 100 2.34 2.34 8.614 0.39
exit_long_rebuy_u_2 ( 61 ) 1 1 0 0 100 2.12 2.12 7.813 0.35
exit_long_rebuy_d_2_14 ( 61 ) 1 1 0 0 100 2.45 2.45 8.795 0.41
exit_long_rebuy_d_3_23 ( 61 ) 1 1 0 0 100 3.27 3.27 11.29 0.54
exit_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.27 1.27 10.967 0.21
exit_profit_pump_max_m ( 22 ) 1 1 0 0 100 1.08 1.08 9.13 0.18
exit_quick_d_4_1 ( 47 ) 1 1 0 0 100 4.41 4.41 36.524 0.74
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.88 1.88 15.565 0.31
exit_long_rapid_d_1_2 ( 102 ) 1 1 0 0 100 2.03 2.03 16.889 0.34
exit_quick_d_1_3 ( 47 ) 1 1 0 0 100 1.79 1.79 14.955 0.3
exit_long_rebuy_w_3_3 ( 61 ) 1 1 0 0 100 3.97 3.97 13.243 0.66
exit_long_rebuy_w_0_3 ( 61 ) 1 1 0 0 100 0.29 0.29 0.981 0.05
exit_long_rebuy_w_5_2 ( 61 ) 1 1 0 0 100 6.23 6.23 20.826 1.04
exit_long_rapid_w_0_1 ( 104 ) 1 1 0 0 100 0.26 0.26 3.86 0.04
exit_normal_w_6_1 ( 7 61 ) 1 1 0 0 100 6.91 6.91 57.906 1.15
exit_long_rapid_rpd_3 ( 102 ) 1 1 0 0 100 1.7 1.7 14.372 0.28
exit_quick_d_1_23 ( 44 106 ) 1 1 0 0 100 1.97 1.97 17.076 0.33
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 1.23 1.23 10.478 0.21
exit_long_rapid_w_1_2 ( 61 102 ) 1 1 0 0 100 1.74 1.74 14.777 0.29
exit_normal_u_1 ( 4 ) 1 1 0 0 100 1.61 1.61 13.687 0.27
exit_long_rebuy_d_1_18 ( 61 ) 1 1 0 0 100 2.01 2.01 6.855 0.34
exit_long_rapid_w_0_5 ( 104 ) 1 1 0 0 100 0.49 0.49 6.69 0.08
exit_long_rapid_w_9_1 ( 102 ) 1 1 0 0 100 10.01 10.01 85.408 1.67
exit_long_rebuy_d_0_2 ( 61 ) 1 1 0 0 100 0.24 0.24 0.835 0.04
exit_quick_w_1_2 ( 48 ) 1 1 0 0 100 1.57 1.57 16.238 0.26
exit_profit_long_rapid_max_m ( 106 ) 1 1 0 0 100 1.22 1.22 10.49 0.2
exit_profit_quick_max_m ( 41 61 ) 1 1 0 0 100 1.66 1.66 15.269 0.28

SUMMARY METRICS

Metric Value
Backtesting from 2021-01-01 00:00:00
Backtesting to 2021-02-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 73 / 2.35
Starting balance 10000 USDT
Final balance 11161.645 USDT
Absolute profit 1161.645 USDT
Total profit % 11.62%
CAGR % 264.72%
Sortino -100.00
Sharpe 50.76
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 15.91 (100.00)
Trades per day 2.35
Avg. daily profit % 0.37%
Avg. stake amount 722.496 USDT
Total trade volume 52742.233 USDT
Best Pair ALEPH/USDT 19.74%
Worst Pair AAVE/USDT 0.00%
Best trade EWT/USDT 10.01%
Worst trade MAP/USDT 0.23%
Best day 134.277 USDT
Worst day 0 USDT
Days win/draw/lose 27 / 4 / 0
Avg. Duration Winners 13:04:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 73 / 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
Drawdown End 1970-01-01 00:00:00
Market change 67.44%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 73 2.12 154.97 1161.645 11.62 13:04:00 73 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 3:47:00 3:47:00 3:47:00 3:56:00 3:15:00
Market Change 86.85 % 86.85 % 86.85 % 86.85 % 86.85 %
Max Drawdown 2.2486 % 2.2486 % 2.2486 % 2.0711 % 0.8371 %
Profit Mean 1.7411 % 1.7411 % 1.7411 % 1.8211 % 2.016 %
Profit Sum 195.01 % 195.01 % 195.01 % 198.5 % 211.68 %
Profit Total 15.08 % 15.08 % 15.08 % 15.44 % 16.72 %
Trades 112 112 112 109 105
Win Rate 98.21 % 98.21 % 98.21 % 98.17 % 99.05 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
MAP/USDT 7 3.49 24.45 248.794 2.49 7:18:00 7 0 0 100
NWC/USDT 4 3.31 13.24 122.789 1.23 1:28:00 4 0 0 100
PLU/USDT 8 2.80 22.39 118.780 1.19 2:59:00 8 0 0 100
DIA/USDT 6 2.39 14.32 116.137 1.16 2:14:00 6 0 0 100
ALEPH/USDT 8 1.37 10.94 105.971 1.06 6:01:00 8 0 0 100
NOIA/USDT 6 1.89 11.35 85.273 0.85 1:51:00 6 0 0 100
AVA/USDT 7 1.38 9.67 78.333 0.78 7:58:00 7 0 0 100
VRA/USDT 4 2.10 8.41 67.850 0.68 0:28:00 4 0 0 100
VIDT/USDT 4 1.74 6.98 62.164 0.62 0:49:00 4 0 0 100
EWT/USDT 3 2.16 6.47 57.225 0.57 2:38:00 3 0 0 100
SXP/USDT 3 1.92 5.75 46.844 0.47 0:36:00 3 0 0 100
DAG/USDT 4 1.84 7.37 43.985 0.44 4:04:00 4 0 0 100
XLM/USDT 4 1.39 5.57 41.151 0.41 0:13:00 4 0 0 100
MLK/USDT 3 1.44 4.32 34.404 0.34 2:56:00 3 0 0 100
DGB/USDT 3 1.24 3.73 33.401 0.33 0:09:00 3 0 0 100
VET/USDT 3 1.16 3.48 31.488 0.31 0:10:00 3 0 0 100
XRP/USDT 2 1.71 3.42 31.110 0.31 0:22:00 2 0 0 100
ROSE/USDT 3 1.11 3.34 29.928 0.30 0:32:00 3 0 0 100
FIL/USDT 2 1.58 3.16 29.207 0.29 2:32:00 2 0 0 100
ATOM/USDT 2 1.69 3.39 28.692 0.29 1:30:00 2 0 0 100
COTI/USDT 3 1.46 4.38 27.477 0.27 0:10:00 3 0 0 100
NIM/USDT 2 1.35 2.71 27.230 0.27 9:40:00 2 0 0 100
YFI/USDT 2 1.63 3.25 27.092 0.27 9:19:00 2 0 0 100
ONE/USDT 1 2.71 2.71 25.276 0.25 2:58:00 1 0 0 100
WIN/USDT 1 2.41 2.41 22.902 0.23 1:10:00 1 0 0 100
STX/USDT 1 2.15 2.15 20.743 0.21 1:12:00 1 0 0 100
KAI/USDT 2 1.28 2.56 16.208 0.16 1:34:00 2 0 0 100
WAVES/USDT 1 1.78 1.78 15.654 0.16 1:35:00 1 0 0 100
BTT/USDT 1 1.48 1.48 14.096 0.14 0:14:00 1 0 0 100
DEGO/USDT 1 1.52 1.52 13.190 0.13 1:09:00 1 0 0 100
UMA/USDT 1 2.99 2.99 11.566 0.12 0:10:00 1 0 0 100
JST/USDT 1 1.04 1.04 9.894 0.10 0:03:00 1 0 0 100
TEL/USDT 1 1.11 1.11 9.425 0.09 0:36:00 1 0 0 100
AKRO/USDT 1 1.01 1.01 8.676 0.09 0:38:00 1 0 0 100
ALGO/USDT 1 1.47 1.47 5.575 0.06 1:24:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 4 -0.54 -2.14 -72.635 -0.73 22:01:00 3 0 1 75.0
CHR/USDT 2 -3.59 -7.19 -87.769 -0.88 10:50:00 1 0 1 50.0
TOTAL 112 1.74 195.01 1508.127 15.08 3:47:00 110 0 2 98.2

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CHR/USDT 1 -8.53 -8.53 -99.320 -0.99 11:35:00 0 0 1 0
VELO/USDT 1 -12.19 -12.19 -165.409 -1.65 3 days, 13:45:00 0 0 1 0
TOTAL 2 -10.36 -20.73 -264.729 -2.65 2 days, 0:40:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
104 11 2.16 23.71 208.168 2.08 1:24:00 11 0 0 100
12 13 1.45 18.84 175.205 1.75 3:32:00 13 0 0 100
46 11 1.73 19.08 175.109 1.75 6:12:00 11 0 0 100
102 9 1.95 17.52 164.821 1.65 4:37:00 9 0 0 100
47 2 6.32 12.64 147.134 1.47 18:07:00 2 0 0 100
61 20 1.98 39.66 142.455 1.42 2:05:00 20 0 0 100
24 5 1.89 9.43 85.412 0.85 1:38:00 5 0 0 100
105 1 6.37 6.37 52.969 0.53 9:40:00 1 0 0 100
25 45 2 2.86 5.71 50.759 0.51 0:30:00 2 0 0 100
11 3 1.43 4.29 38.992 0.39 0:36:00 3 0 0 100
48 1 4.12 4.12 38.669 0.39 1:00:00 1 0 0 100
101 1 3.87 3.87 33.299 0.33 0:10:00 1 0 0 100
102 104 1 3.15 3.15 28.345 0.28 0:14:00 1 0 0 100
41 61 2 1.41 2.82 25.959 0.26 4:24:00 2 0 0 100
1 2 1.36 2.71 25.105 0.25 4:36:00 2 0 0 100
10 2 1.22 2.45 24.525 0.25 9:39:00 2 0 0 100
43 2 1.35 2.71 23.902 0.24 0:06:00 2 0 0 100
3 1 2.57 2.57 23.642 0.24 1:30:00 1 0 0 100
45 102 1 2.41 2.41 22.902 0.23 1:10:00 1 0 0 100
49 2 1.13 2.26 20.061 0.20 0:20:00 2 0 0 100
102 103 1 1.54 1.54 12.761 0.13 0:36:00 1 0 0 100
1 10 1 1.31 1.31 10.812 0.11 0:37:00 1 0 0 100
23 1 1.12 1.12 10.455 0.10 1:39:00 1 0 0 100
103 1 1.04 1.04 9.894 0.10 0:03:00 1 0 0 100
61 106 1 1.10 1.10 9.714 0.10 0:23:00 1 0 0 100
21 1 1.05 1.05 9.528 0.10 0:14:00 1 0 0 100
25 8 0.41 3.29 -24.586 -0.25 11:13:00 7 0 1 87.5
45 6 -0.29 -1.77 -37.883 -0.38 3:04:00 5 0 1 83.3
TOTAL 112 1.74 195.01 1508.127 15.08 3:47:00 110 0 2 98.2

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 11 11 0 0 100 1.35 14.83 53.742 2.47
exit_profit_long_rapid_max_m ( 104 ) 6 6 0 0 100 1.8 10.79 95.624 1.8
exit_normal_o_1 ( 12 ) 6 6 0 0 100 1.25 7.52 68.286 1.25
exit_profit_quick_max_m ( 46 ) 4 4 0 0 100 1.27 5.1 44.166 0.85
exit_quick_q_3 ( 46 ) 4 4 0 0 100 2.3 9.21 84.369 1.53
exit_profit_pump_max_m ( 25 ) 3 3 0 0 100 3.55 10.65 96.739 1.77
exit_profit_quick_max_m ( 45 ) 3 3 0 0 100 1.26 3.78 34.82 0.63
exit_normal_d_1_10 ( 12 ) 3 3 0 0 100 1.22 3.65 31.291 0.61
exit_profit_pump_max_m ( 24 ) 3 3 0 0 100 2.41 7.22 66.273 1.2
exit_quick_d_1_10 ( 45 ) 2 2 0 0 100 1.49 2.99 26.617 0.5
exit_profit_normal_max_m ( 12 ) 2 2 0 0 100 2.39 4.78 44.973 0.8
exit_long_rapid_rpd_3 ( 102 ) 2 2 0 0 100 2.09 4.17 43.375 0.7
exit_pump_d_1_10 ( 25 ) 2 2 0 0 100 1.34 2.69 24.384 0.45
exit_pump_d_1_10 ( 24 ) 2 2 0 0 100 1.11 2.21 19.138 0.37
force_exit 2 0 0 2 0 -10.36 -20.73 -264.729 -3.45
exit_profit_long_rapid_max_m ( 102 ) 2 2 0 0 100 1.32 2.64 23.73 0.44
exit_long_rapid_3_1_1 ( 105 ) 1 1 0 0 100 6.37 6.37 52.969 1.06
exit_pump_u_1 ( 25 ) 1 1 0 0 100 1.03 1.03 9.293 0.17
exit_pump_d_1_10 ( 25 45 ) 1 1 0 0 100 1.16 1.16 10.518 0.19
exit_profit_pump_max_m ( 21 ) 1 1 0 0 100 1.05 1.05 9.528 0.17
exit_long_rebuy_u_1 ( 61 ) 1 1 0 0 100 1.9 1.9 6.924 0.32
exit_normal_3_1_1 ( 12 ) 1 1 0 0 100 0.75 0.75 12.251 0.13
exit_normal_d_1_10 ( 1 10 ) 1 1 0 0 100 1.31 1.31 10.812 0.22
exit_profit_quick_max_m ( 49 ) 1 1 0 0 100 1.22 1.22 11.167 0.2
exit_normal_d_2_1 ( 3 ) 1 1 0 0 100 2.57 2.57 23.642 0.43
exit_normal_d_1_10 ( 11 ) 1 1 0 0 100 1.59 1.59 14.741 0.26
exit_long_rebuy_w_4_12 ( 61 ) 1 1 0 0 100 4.52 4.52 16.783 0.75
exit_pump_d_1_2 ( 25 ) 1 1 0 0 100 1.12 1.12 10.408 0.19
exit_profit_long_rapid_max_m ( 102 103 ) 1 1 0 0 100 1.54 1.54 12.761 0.26
exit_long_rebuy_d_1_10 ( 61 ) 1 1 0 0 100 1.23 1.23 4.197 0.21
exit_normal_2_1_1 ( 10 ) 1 1 0 0 100 1.12 1.12 12.488 0.19
exit_profit_pump_max_m ( 23 ) 1 1 0 0 100 1.12 1.12 10.455 0.19
exit_quick_d_3_1 ( 48 ) 1 1 0 0 100 4.12 4.12 38.669 0.69
exit_long_rapid_d_1_2 ( 104 ) 1 1 0 0 100 1.29 1.29 12.066 0.21
exit_normal_u_1 ( 1 ) 1 1 0 0 100 1.21 1.21 11.466 0.2
exit_long_rebuy_u_0 ( 61 ) 1 1 0 0 100 0.59 0.59 2.234 0.1
exit_long_rapid_o_1 ( 103 ) 1 1 0 0 100 1.04 1.04 9.894 0.17
exit_quick_q_3 ( 45 102 ) 1 1 0 0 100 2.41 2.41 22.902 0.4
exit_long_rapid_d_1_8 ( 102 ) 1 1 0 0 100 0.99 0.99 11.342 0.16
exit_quick_w_2_2 ( 46 ) 1 1 0 0 100 3 3 28.88 0.5
exit_long_rebuy_u_2 ( 61 ) 1 1 0 0 100 2.99 2.99 11.566 0.5
exit_quick_d_1_12 ( 41 61 ) 1 1 0 0 100 1.62 1.62 15.731 0.27
exit_normal_o_1 ( 10 ) 1 1 0 0 100 1.33 1.33 12.037 0.22
exit_long_rapid_w_0_2 ( 102 ) 1 1 0 0 100 0.12 0.12 1.577 0.02
exit_long_rebuy_d_2_10 ( 61 ) 1 1 0 0 100 2.15 2.15 7.307 0.36
exit_quick_w_1_10 ( 47 ) 1 1 0 0 100 1.78 1.78 15.654 0.3
exit_quick_d_1_10 ( 49 ) 1 1 0 0 100 1.04 1.04 8.895 0.17
exit_quick_w_1_10 ( 46 ) 1 1 0 0 100 1.04 1.04 8.858 0.17
exit_long_rebuy_w_2_5 ( 61 ) 1 1 0 0 100 2.24 2.24 7.647 0.37
exit_profit_quick_max_m ( 41 61 ) 1 1 0 0 100 1.2 1.2 10.228 0.2
exit_quick_u_1 ( 43 ) 1 1 0 0 100 1.16 1.16 9.942 0.19
exit_quick_w_1_2 ( 46 ) 1 1 0 0 100 0.74 0.74 8.836 0.12
exit_normal_o_2 ( 12 ) 1 1 0 0 100 2.14 2.14 18.404 0.36
exit_long_rapid_u_1 ( 102 ) 1 1 0 0 100 1.39 1.39 11.984 0.23
exit_long_rapid_o_3 ( 101 ) 1 1 0 0 100 3.87 3.87 33.299 0.64
exit_long_rapid_rpd_1 ( 104 ) 1 1 0 0 100 1.06 1.06 9.005 0.18
exit_profit_quick_max_m ( 47 ) 1 1 0 0 100 10.86 10.86 131.48 1.81
exit_long_rapid_d_1_18 ( 61 106 ) 1 1 0 0 100 1.1 1.1 9.714 0.18
exit_long_rapid_rpd_3 ( 104 ) 1 1 0 0 100 3.28 3.28 29.702 0.55
exit_long_rapid_u_1 ( 104 ) 1 1 0 0 100 1.23 1.23 10.88 0.21
exit_pump_w_4_3 ( 25 45 ) 1 1 0 0 100 4.55 4.55 40.241 0.76
exit_long_rapid_w_7_7 ( 102 ) 1 1 0 0 100 7.91 7.91 70.233 1.32
exit_long_rapid_o_5 ( 104 ) 1 1 0 0 100 6.05 6.05 50.892 1.01
exit_long_rebuy_w_3_10 ( 61 ) 1 1 0 0 100 3.9 3.9 13.058 0.65
exit_long_rebuy_u_5 ( 61 ) 1 1 0 0 100 5.31 5.31 18.997 0.89
exit_normal_d_1_3 ( 11 ) 1 1 0 0 100 1.45 1.45 12.994 0.24
exit_long_rapid_o_3 ( 102 104 ) 1 1 0 0 100 3.15 3.15 28.345 0.53
exit_long_rapid_d_0_2 ( 102 ) 1 1 0 0 100 0.29 0.29 2.58 0.05
exit_profit_quick_max_m ( 43 ) 1 1 0 0 100 1.55 1.55 13.961 0.26
exit_normal_d_1_16 ( 1 ) 1 1 0 0 100 1.51 1.51 13.639 0.25
exit_profit_normal_max_m ( 11 ) 1 1 0 0 100 1.26 1.26 11.256 0.21

SUMMARY METRICS

Metric Value
Backtesting from 2021-02-01 00:00:00
Backtesting to 2021-03-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 112 / 4.0
Starting balance 10000 USDT
Final balance 11508.127 USDT
Absolute profit 1508.127 USDT
Total profit % 15.08%
CAGR % 524.08%
Sortino 31.14
Sharpe 40.18
Calmar 457.62
Profit factor 6.70
Expectancy (Ratio) 13.47 (0.10)
Trades per day 4.0
Avg. daily profit % 0.54%
Avg. stake amount 805.864 USDT
Total trade volume 90256.793 USDT
Best Pair MAP/USDT 24.45%
Worst Pair CHR/USDT -7.19%
Best trade MAP/USDT 10.86%
Worst trade VELO/USDT -12.19%
Best day 186.415 USDT
Worst day -264.729 USDT
Days win/draw/lose 24 / 4 / 1
Avg. Duration Winners 2:58:00
Avg. Duration Loser 2 days, 0:40:00
Max Consecutive Wins / Loss 110 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10012.158 USDT
Max balance 11772.856 USDT
Max % of account underwater 2.25%
Absolute Drawdown (Account) 2.25%
Absolute Drawdown 264.729 USDT
Drawdown high 1772.856 USDT
Drawdown low 1508.127 USDT
Drawdown Start 2021-02-28 23:46:00
Drawdown End 2021-03-01 00:00:00
Market change 86.85%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 112 1.74 195.01 1508.127 15.08 3:47:00 110 0 2 98.2 264.729 USDT 2.25%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 9:40:00 9:40:00 9:40:00 9:27:00 7:54:00
Market Change 150.73 % 150.73 % 150.73 % 150.73 % 150.73 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 2.1394 % 2.1394 % 2.1394 % 2.1596 % 2.225 %
Profit Sum 222.5 % 222.5 % 222.5 % 231.08 % 218.05 %
Profit Total 18.81 % 18.81 % 18.81 % 19.28 % 17.96 %
Trades 104 104 104 107 98
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 6 3.25 19.52 170.377 1.70 2:46:00 6 0 0 100
MAP/USDT 9 1.94 17.45 153.913 1.54 6:04:00 9 0 0 100
VIDT/USDT 4 4.17 16.68 143.573 1.44 4:20:00 4 0 0 100
NOIA/USDT 9 1.94 17.47 130.533 1.31 3:21:00 9 0 0 100
ALEPH/USDT 7 2.21 15.45 124.111 1.24 0:49:00 7 0 0 100
NIM/USDT 5 2.57 12.83 120.644 1.21 3:37:00 5 0 0 100
PRE/USDT 3 4.30 12.89 117.949 1.18 1:42:00 3 0 0 100
VELO/USDT 4 3.35 13.38 113.264 1.13 0:46:00 4 0 0 100
KAI/USDT 6 2.05 12.31 103.419 1.03 1:32:00 6 0 0 100
TEL/USDT 4 2.50 10.02 91.861 0.92 3:19:00 4 0 0 100
COTI/USDT 6 1.69 10.11 87.397 0.87 6:15:00 6 0 0 100
DEGO/USDT 5 2.28 11.38 85.123 0.85 0:14:00 5 0 0 100
UOS/USDT 4 1.40 5.60 51.890 0.52 2:45:00 4 0 0 100
NWC/USDT 3 1.39 4.16 42.293 0.42 2 days, 21:52:00 3 0 0 100
CHR/USDT 2 1.93 3.87 37.476 0.37 1:29:00 2 0 0 100
SXP/USDT 3 1.88 5.65 34.416 0.34 2:14:00 3 0 0 100
ORN/USDT 2 1.63 3.26 31.919 0.32 0:07:00 2 0 0 100
ONE/USDT 3 1.06 3.19 28.276 0.28 0:45:00 3 0 0 100
CKB/USDT 3 1.23 3.70 28.026 0.28 1:08:00 3 0 0 100
WIN/USDT 2 1.46 2.92 27.754 0.28 1:04:00 2 0 0 100
DIA/USDT 2 1.39 2.78 24.740 0.25 0:32:00 2 0 0 100
ONT/USDT 1 2.79 2.79 24.277 0.24 1:26:00 1 0 0 100
ROSE/USDT 2 1.03 2.06 20.443 0.20 1 day, 3:18:00 2 0 0 100
WAVES/USDT 1 1.08 1.08 18.703 0.19 1 day, 14:00:00 1 0 0 100
GRT/USDT 1 2.15 2.15 18.565 0.19 5:45:00 1 0 0 100
ARPA/USDT 2 1.41 2.83 17.134 0.17 0:24:00 2 0 0 100
PLU/USDT 1 3.66 3.66 14.121 0.14 0:55:00 1 0 0 100
FIL/USDT 1 1.05 1.05 10.113 0.10 0:27:00 1 0 0 100
ADA/USDT 1 1.11 1.11 3.690 0.04 4:45:00 1 0 0 100
DAG/USDT 1 1.09 1.09 3.670 0.04 0:43:00 1 0 0 100
BNB/USDT 1 0.03 0.03 1.080 0.01 18 days, 14:35:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 104 2.14 222.50 1880.749 18.81 9:40:00 104 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UOS/USDT 1 0.40 0.40 4.665 0.05 6:00:00 1 0 0 100
TOTAL 1 0.40 0.40 4.665 0.05 6:00:00 1 0 0 100

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
104 10 4.40 44.04 404.958 4.05 1:22:00 10 0 0 100
12 10 2.58 25.83 231.485 2.31 0:48:00 10 0 0 100
102 10 2.37 23.74 216.875 2.17 5:26:00 10 0 0 100
46 6 2.84 17.02 154.940 1.55 3 days, 4:05:00 6 0 0 100
25 11 1.50 16.50 153.628 1.54 21:35:00 11 0 0 100
61 17 1.83 31.05 119.083 1.19 2:46:00 17 0 0 100
24 4 1.93 7.74 77.916 0.78 2:29:00 4 0 0 100
45 7 1.16 8.09 74.792 0.75 8:09:00 7 0 0 100
10 4 1.95 7.80 69.617 0.70 0:10:00 4 0 0 100
41 4 1.78 7.12 68.071 0.68 4:24:00 4 0 0 100
47 3 1.15 3.44 42.327 0.42 1 day, 0:17:00 3 0 0 100
41 61 2 1.93 3.85 33.729 0.34 4:00:00 2 0 0 100
21 2 1.62 3.24 30.566 0.31 1:19:00 2 0 0 100
1 2 1.34 2.68 25.871 0.26 0:08:00 2 0 0 100
3 5 47 49 103 1 2.83 2.83 23.528 0.24 1:48:00 1 0 0 100
23 1 2.44 2.44 20.333 0.20 3:50:00 1 0 0 100
7 101 1 2.02 2.02 17.634 0.18 2:05:00 1 0 0 100
5 11 1 2.01 2.01 17.217 0.17 6:04:00 1 0 0 100
3 1 1.58 1.58 15.395 0.15 0:55:00 1 0 0 100
102 104 1 1.54 1.54 14.381 0.14 0:54:00 1 0 0 100
105 1 1.52 1.52 13.940 0.14 1:45:00 1 0 0 100
25 45 104 1 1.55 1.55 13.448 0.13 0:09:00 1 0 0 100
1 5 1 1.41 1.41 11.712 0.12 0:07:00 1 0 0 100
45 104 1 1.23 1.23 10.674 0.11 0:11:00 1 0 0 100
7 1 1.19 1.19 10.009 0.10 1:24:00 1 0 0 100
5 1 1.04 1.04 8.619 0.09 0:04:00 1 0 0 100
TOTAL 104 2.14 222.50 1880.749 18.81 9:40:00 104 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 9 9 0 0 100 1.51 13.57 48.619 2.26
exit_profit_long_rapid_max_m ( 102 ) 6 6 0 0 100 1.49 8.91 79.625 1.49
exit_profit_quick_max_m ( 45 ) 5 5 0 0 100 1.16 5.8 52.342 0.97
exit_profit_long_rapid_max_m ( 104 ) 5 5 0 0 100 4.24 21.22 191.024 3.54
exit_long_rapid_rpd_3 ( 104 ) 4 4 0 0 100 4.91 19.64 184.178 3.27
exit_profit_pump_max_m ( 25 ) 4 4 0 0 100 1.67 6.68 61.361 1.11
exit_long_rapid_rpd_3 ( 102 ) 3 3 0 0 100 4.48 13.45 124.254 2.24
exit_profit_normal_max_m ( 12 ) 3 3 0 0 100 1.84 5.51 50.514 0.92
exit_profit_pump_max_m ( 24 ) 3 3 0 0 100 1.45 4.35 39.718 0.72
exit_normal_u_1 ( 1 ) 2 2 0 0 100 1.34 2.68 25.871 0.45
exit_long_rebuy_d_3_1 ( 61 ) 2 2 0 0 100 3.52 7.05 26.887 1.17
exit_quick_q_3 ( 46 ) 2 2 0 0 100 2.79 5.59 49.354 0.93
exit_long_rebuy_u_1 ( 61 ) 2 2 0 0 100 1.74 3.48 12.501 0.58
exit_pump_d_1_10 ( 25 ) 2 2 0 0 100 1.63 3.25 28.746 0.54
exit_quick_q_1 ( 46 ) 2 2 0 0 100 5.5 11 99.841 1.83
exit_quick_w_1_12 ( 47 ) 1 1 0 0 100 1.08 1.08 18.703 0.18
exit_long_rebuy_o_1 ( 61 ) 1 1 0 0 100 1.05 1.05 3.873 0.18
exit_normal_u_2 ( 10 ) 1 1 0 0 100 2.13 2.13 20.844 0.36
exit_normal_u_1 ( 10 ) 1 1 0 0 100 1.13 1.13 11.075 0.19
exit_quick_1_1_1 ( 47 ) 1 1 0 0 100 1.3 1.3 13.84 0.22
exit_pump_d_2_1 ( 21 ) 1 1 0 0 100 2.18 2.18 21.262 0.36
exit_normal_d_1_13 ( 3 ) 1 1 0 0 100 1.58 1.58 15.395 0.26
exit_long_rapid_rpd_3 ( 105 ) 1 1 0 0 100 1.52 1.52 13.94 0.25
exit_quick_w_2_12 ( 41 ) 1 1 0 0 100 2.36 2.36 25.914 0.39
exit_profit_quick_max_m ( 47 ) 1 1 0 0 100 1.05 1.05 9.784 0.18
exit_profit_quick_max_m ( 41 61 ) 1 1 0 0 100 1.2 1.2 11.462 0.2
exit_quick_w_0_1 ( 46 ) 1 1 0 0 100 0.03 0.03 1.08 0.01
exit_normal_d_1_10 ( 12 ) 1 1 0 0 100 1.18 1.18 10.95 0.2
exit_long_rapid_u_3 ( 104 ) 1 1 0 0 100 3.18 3.18 29.755 0.53
exit_profit_long_rapid_max_m ( 102 104 ) 1 1 0 0 100 1.54 1.54 14.381 0.26
exit_long_rebuy_d_2_1 ( 61 ) 1 1 0 0 100 2.86 2.86 10.078 0.48
exit_pump_d_0_11 ( 25 ) 1 1 0 0 100 0.15 0.15 1.749 0.03
exit_long_rapid_d_1_10 ( 102 ) 1 1 0 0 100 1.38 1.38 12.996 0.23
exit_normal_d_2_10 ( 12 ) 1 1 0 0 100 2.39 2.39 22.527 0.4
exit_normal_d_2_3 ( 12 ) 1 1 0 0 100 2.89 2.89 27.376 0.48
exit_quick_u_1 ( 41 ) 1 1 0 0 100 1.3 1.3 12.421 0.22
exit_normal_u_2 ( 12 ) 1 1 0 0 100 2.88 2.88 27.11 0.48
exit_long_rapid_rpd_3 ( 7 101 ) 1 1 0 0 100 2.02 2.02 17.634 0.34
exit_long_rebuy_w_1_16 ( 61 ) 1 1 0 0 100 1.93 1.93 13.435 0.32
exit_normal_o_1 ( 10 ) 1 1 0 0 100 1.03 1.03 8.751 0.17
exit_normal_u_1 ( 1 5 ) 1 1 0 0 100 1.41 1.41 11.712 0.24
exit_normal_u_1 ( 5 ) 1 1 0 0 100 1.04 1.04 8.619 0.17
exit_profit_normal_max_m ( 3 5 47 49 103 ) 1 1 0 0 100 2.83 2.83 23.528 0.47
exit_pump_w_2_5 ( 23 ) 1 1 0 0 100 2.44 2.44 20.333 0.41
exit_long_rebuy_d_1_20 ( 61 ) 1 1 0 0 100 1.11 1.11 3.69 0.18
exit_pump_3_1_1 ( 24 ) 1 1 0 0 100 3.39 3.39 38.198 0.56
exit_normal_o_2 ( 12 ) 1 1 0 0 100 2.36 2.36 19.81 0.39
exit_quick_q_3 ( 41 61 ) 1 1 0 0 100 2.66 2.66 22.267 0.44
exit_profit_normal_max_m ( 7 ) 1 1 0 0 100 1.19 1.19 10.009 0.2
exit_normal_d_2_13 ( 12 ) 1 1 0 0 100 2.7 2.7 22.793 0.45
exit_quick_w_0_12 ( 45 ) 1 1 0 0 100 0.53 0.53 7.133 0.09
exit_normal_o_5 ( 12 ) 1 1 0 0 100 5.92 5.92 50.405 0.99
exit_profit_pump_max_m ( 21 ) 1 1 0 0 100 1.06 1.06 9.304 0.18
exit_profit_quick_max_m ( 41 ) 1 1 0 0 100 1.31 1.31 11.171 0.22
exit_pump_o_1 ( 25 ) 1 1 0 0 100 1.16 1.16 9.944 0.19
exit_pump_w_1_4 ( 25 ) 1 1 0 0 100 0.94 0.94 9.677 0.16
exit_pump_w_3_5 ( 25 ) 1 1 0 0 100 3.55 3.55 30.489 0.59
exit_profit_normal_max_m ( 5 11 ) 1 1 0 0 100 2.01 2.01 17.217 0.33
exit_quick_q_3 ( 41 ) 1 1 0 0 100 2.15 2.15 18.565 0.36
exit_quick_d_1_10 ( 45 104 ) 1 1 0 0 100 1.23 1.23 10.674 0.21
exit_pump_d_1_10 ( 25 45 104 ) 1 1 0 0 100 1.55 1.55 13.448 0.26
exit_quick_d_1_10 ( 45 ) 1 1 0 0 100 1.76 1.76 15.318 0.29
exit_pump_3_1_1 ( 25 ) 1 1 0 0 100 0.77 0.77 11.663 0.13
exit_normal_u_3 ( 10 ) 1 1 0 0 100 3.5 3.5 28.947 0.58
force_exit 1 1 0 0 100 0.4 0.4 4.665 0.07

SUMMARY METRICS

Metric Value
Backtesting from 2021-03-01 00:00:00
Backtesting to 2021-04-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 104 / 3.35
Starting balance 10000 USDT
Final balance 11880.749 USDT
Absolute profit 1880.749 USDT
Total profit % 18.81%
CAGR % 660.72%
Sortino -100.00
Sharpe 69.86
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 18.08 (100.00)
Trades per day 3.35
Avg. daily profit % 0.61%
Avg. stake amount 810.81 USDT
Total trade volume 84324.218 USDT
Best Pair VRA/USDT 19.52%
Worst Pair AAVE/USDT 0.00%
Best trade VIDT/USDT 11.97%
Worst trade BNB/USDT 0.03%
Best day 157.206 USDT
Worst day 0 USDT
Days win/draw/lose 31 / 1 / 0
Avg. Duration Winners 9:40:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 104 / 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
Drawdown End 1970-01-01 00:00:00
Market change 150.73%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 104 2.14 222.50 1880.749 18.81 9:40:00 104 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 4:45:00 4:45:00 4:45:00 4:39:00 5:11:00
Market Change 43.86 % 43.86 % 43.86 % 43.86 % 43.86 %
Max Drawdown 2.6155 % 2.6155 % 2.6155 % 2.0725 % 2.0754 %
Profit Mean 1.7274 % 1.7274 % 1.7274 % 1.7456 % 1.7503 %
Profit Sum 198.65 % 198.65 % 198.65 % 205.99 % 199.54 %
Profit Total 15.25 % 15.25 % 15.25 % 16.47 % 15.85 %
Trades 115 115 115 118 114
Win Rate 99.13 % 99.13 % 99.13 % 99.15 % 99.12 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
WIN/USDT 8 2.22 17.78 161.217 1.61 1:12:00 8 0 0 100
VIDT/USDT 4 3.35 13.40 124.915 1.25 8:14:00 4 0 0 100
DGB/USDT 6 1.95 11.69 100.066 1.00 0:45:00 6 0 0 100
AKRO/USDT 3 2.64 7.92 86.520 0.87 7:13:00 3 0 0 100
NIM/USDT 3 3.11 9.34 73.933 0.74 5:08:00 3 0 0 100
DAG/USDT 5 1.48 7.41 68.018 0.68 1:25:00 5 0 0 100
TEL/USDT 5 1.55 7.74 67.914 0.68 8:10:00 5 0 0 100
AVA/USDT 5 1.42 7.09 64.243 0.64 1:43:00 5 0 0 100
NOIA/USDT 4 2.30 9.20 58.743 0.59 0:31:00 4 0 0 100
PRE/USDT 4 2.08 8.32 58.388 0.58 0:42:00 4 0 0 100
DIA/USDT 1 5.93 5.93 56.252 0.56 0:55:00 1 0 0 100
WAVES/USDT 4 1.49 5.98 54.400 0.54 2:41:00 4 0 0 100
CHR/USDT 5 1.60 7.98 49.571 0.50 2:22:00 5 0 0 100
ONE/USDT 4 1.67 6.67 48.136 0.48 0:30:00 4 0 0 100
SXP/USDT 2 2.51 5.02 47.052 0.47 0:36:00 2 0 0 100
PLU/USDT 3 2.54 7.61 44.953 0.45 0:57:00 3 0 0 100
ONT/USDT 3 1.57 4.70 41.604 0.42 0:25:00 3 0 0 100
KAI/USDT 2 2.18 4.36 39.688 0.40 0:04:00 2 0 0 100
DEGO/USDT 2 2.31 4.62 36.175 0.36 12:28:00 2 0 0 100
ROSE/USDT 2 2.04 4.08 33.761 0.34 1:17:00 2 0 0 100
AAVE/USDT 2 1.54 3.09 32.641 0.33 1 day, 5:34:00 2 0 0 100
COTI/USDT 2 1.89 3.77 32.199 0.32 0:28:00 2 0 0 100
VRA/USDT 2 1.62 3.25 29.949 0.30 0:18:00 2 0 0 100
NWC/USDT 3 1.10 3.29 28.328 0.28 0:17:00 3 0 0 100
XLM/USDT 2 1.35 2.71 22.803 0.23 0:26:00 2 0 0 100
ALEPH/USDT 2 1.42 2.84 19.592 0.20 7:58:00 2 0 0 100
STX/USDT 1 1.81 1.81 15.606 0.16 2:52:00 1 0 0 100
VET/USDT 1 1.82 1.82 15.234 0.15 10:50:00 1 0 0 100
ORN/USDT 2 1.93 3.86 13.902 0.14 3:42:00 2 0 0 100
BTT/USDT 1 1.28 1.28 12.002 0.12 0:18:00 1 0 0 100
CRO/USDT 1 1.34 1.34 11.364 0.11 1 day, 16:40:00 1 0 0 100
EWT/USDT 1 1.17 1.17 10.149 0.10 1:08:00 1 0 0 100
JST/USDT 1 1.15 1.15 9.603 0.10 0:15:00 1 0 0 100
VELO/USDT 1 1.10 1.10 9.126 0.09 1:53:00 1 0 0 100
KSM/USDT 1 1.82 1.82 6.715 0.07 0:05:00 1 0 0 100
UOS/USDT 2 0.63 1.26 6.020 0.06 17:05:00 2 0 0 100
ADA/USDT 1 0.72 0.72 5.952 0.06 12:00:00 1 0 0 100
EOS/USDT 1 0.69 0.69 5.838 0.06 1:40:00 1 0 0 100
LINK/USDT 1 1.60 1.60 5.787 0.06 1 day, 3:51:00 1 0 0 100
SNX/USDT 1 1.35 1.35 5.031 0.05 0:30:00 1 0 0 100
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 11 0.17 1.91 -88.797 -0.89 11:13:00 10 0 1 90.9
TOTAL 115 1.73 198.65 1524.593 15.25 4:45:00 114 0 1 99.1

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
MAP/USDT 1 -22.94 -22.94 -309.527 -3.10 2 days, 21:35:00 0 0 1 0
TOTAL 1 -22.94 -22.94 -309.527 -3.10 2 days, 21:35:00 0 0 1 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 12 2.04 24.50 232.217 2.32 10:55:00 12 0 0 100
12 8 2.87 22.96 212.130 2.12 6:21:00 8 0 0 100
61 23 1.82 41.96 190.714 1.91 7:57:00 23 0 0 100
45 9 1.72 15.48 143.181 1.43 0:37:00 9 0 0 100
44 6 2.61 15.68 141.741 1.42 0:51:00 6 0 0 100
104 6 2.44 14.64 134.080 1.34 0:38:00 6 0 0 100
25 8 1.60 12.82 114.822 1.15 0:57:00 8 0 0 100
41 2 4.23 8.47 77.511 0.78 0:40:00 2 0 0 100
106 5 1.57 7.86 70.130 0.70 3:23:00 5 0 0 100
10 5 1.50 7.50 66.189 0.66 0:45:00 5 0 0 100
41 61 5 1.35 6.74 61.732 0.62 0:22:00 5 0 0 100
24 4 1.50 6.00 55.775 0.56 1:16:00 4 0 0 100
47 3 1.91 5.74 50.813 0.51 2:12:00 3 0 0 100
102 2 2.93 5.85 49.037 0.49 0:30:00 2 0 0 100
3 3 1.33 3.98 37.838 0.38 0:29:00 3 0 0 100
1 10 1 2.23 2.23 20.941 0.21 0:02:00 1 0 0 100
48 2 1.18 2.35 19.829 0.20 0:23:00 2 0 0 100
7 1 1.72 1.72 15.761 0.16 3:21:00 1 0 0 100
9 1 1.29 1.29 11.534 0.12 1:30:00 1 0 0 100
21 1 1.34 1.34 11.364 0.11 1 day, 16:40:00 1 0 0 100
44 61 1 1.16 1.16 10.736 0.11 0:14:00 1 0 0 100
45 102 1 1.10 1.10 9.787 0.10 0:14:00 1 0 0 100
105 1 0.69 0.69 5.838 0.06 1:40:00 1 0 0 100
103 5 -2.69 -13.43 -219.110 -2.19 14:48:00 4 0 1 80.0
TOTAL 115 1.73 198.65 1524.593 15.25 4:45:00 114 0 1 99.1

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 10 10 0 0 100 1.5 15.02 59.318 2.5
exit_profit_pump_max_m ( 25 ) 6 6 0 0 100 1.64 9.85 86.466 1.64
exit_profit_quick_max_m ( 45 ) 5 5 0 0 100 1.73 8.64 80.106 1.44
exit_profit_quick_max_m ( 44 ) 5 5 0 0 100 1.63 8.16 73.02 1.36
exit_profit_long_rapid_max_m ( 104 ) 5 5 0 0 100 1.97 9.87 92.222 1.64
exit_profit_normal_max_m ( 12 ) 4 4 0 0 100 2.65 10.59 92.952 1.76
exit_long_rebuy_d_1_18 ( 61 ) 4 4 0 0 100 1.32 5.3 19.68 0.88
exit_profit_quick_max_m ( 46 ) 3 3 0 0 100 1.62 4.85 41.954 0.81
exit_profit_pump_max_m ( 24 ) 3 3 0 0 100 1.44 4.33 39.811 0.72
exit_quick_q_3 ( 46 ) 3 3 0 0 100 2.42 7.26 62.466 1.21
exit_quick_q_3 ( 47 ) 2 2 0 0 100 2.3 4.59 41.21 0.77
exit_normal_u_1 ( 10 ) 2 2 0 0 100 1.07 2.15 19.452 0.36
exit_profit_normal_max_m ( 3 ) 2 2 0 0 100 1.46 2.93 27.62 0.49
exit_long_rapid_rpd_3 ( 106 ) 2 2 0 0 100 2.23 4.47 39.854 0.74
exit_profit_long_rapid_max_m ( 106 ) 2 2 0 0 100 1.19 2.38 21.262 0.4
exit_profit_long_rapid_max_m ( 102 ) 2 2 0 0 100 2.93 5.85 49.037 0.98
exit_quick_d_1_18 ( 41 61 ) 2 2 0 0 100 1.21 2.43 21.947 0.4
exit_pump_d_1_10 ( 25 ) 2 2 0 0 100 1.49 2.98 28.356 0.5
exit_profit_quick_max_m ( 41 61 ) 2 2 0 0 100 1.07 2.15 19.447 0.36
exit_long_rebuy_u_1 ( 61 ) 2 2 0 0 100 1.29 2.59 9.324 0.43
exit_quick_d_1_10 ( 45 ) 2 2 0 0 100 1.31 2.62 23.487 0.44
exit_profit_quick_max_m ( 48 ) 2 2 0 0 100 1.18 2.35 19.829 0.39
exit_long_rapid_d_2_18 ( 103 ) 1 1 0 0 100 2.23 2.23 20.77 0.37
exit_normal_w_1_3 ( 3 ) 1 1 0 0 100 1.05 1.05 10.219 0.17
exit_profit_long_rapid_max_m ( 103 ) 1 1 0 0 100 2.06 2.06 19.509 0.34
exit_profit_normal_max_m ( 10 ) 1 1 0 0 100 1.12 1.12 10.16 0.19
exit_long_rebuy_w_1_5 ( 61 ) 1 1 0 0 100 2.01 2.01 28.623 0.33
exit_quick_o_2 ( 45 ) 1 1 0 0 100 2.1 2.1 19.822 0.35
exit_long_rebuy_w_3_2 ( 61 ) 1 1 0 0 100 3.56 3.56 26.829 0.59
exit_long_rebuy_d_2_1 ( 61 ) 1 1 0 0 100 2.3 2.3 8.987 0.38
exit_quick_q_3 ( 44 ) 1 1 0 0 100 7.52 7.52 68.721 1.25
exit_quick_q_3 ( 45 ) 1 1 0 0 100 2.13 2.13 19.766 0.35
exit_profit_normal_max_m ( 7 ) 1 1 0 0 100 1.72 1.72 15.761 0.29
exit_long_rapid_rpd_3 ( 103 ) 1 1 0 0 100 3.94 3.94 37.984 0.66
exit_normal_u_2 ( 1 10 ) 1 1 0 0 100 2.23 2.23 20.941 0.37
exit_normal_d_3_1 ( 12 ) 1 1 0 0 100 3.71 3.71 35.755 0.62
exit_pump_w_1_8 ( 24 ) 1 1 0 0 100 1.67 1.67 15.965 0.28
exit_long_rapid_d_1_18 ( 103 ) 1 1 0 0 100 1.27 1.27 12.153 0.21
exit_quick_u_2 ( 41 61 ) 1 1 0 0 100 2.17 2.17 20.339 0.36
exit_quick_u_1 ( 44 61 ) 1 1 0 0 100 1.16 1.16 10.736 0.19
exit_quick_q_3 ( 41 ) 1 1 0 0 100 5.93 5.93 56.252 0.99
exit_normal_o_2 ( 12 ) 1 1 0 0 100 2.19 2.19 19.35 0.36
exit_long_rapid_d_1_12 ( 106 ) 1 1 0 0 100 1.01 1.01 9.014 0.17
exit_long_rebuy_w_2_5 ( 61 ) 1 1 0 0 100 3.08 3.08 10.395 0.51
exit_quick_w_0_2 ( 46 ) 1 1 0 0 100 0.72 0.72 5.952 0.12
exit_normal_d_1_13 ( 10 ) 1 1 0 0 100 1.1 1.1 9.126 0.18
exit_quick_d_1_3 ( 47 ) 1 1 0 0 100 1.15 1.15 9.603 0.19
exit_quick_q_1 ( 46 ) 1 1 0 0 100 3.04 3.04 30.315 0.51
exit_quick_w_1_12 ( 46 ) 1 1 0 0 100 1.82 1.82 15.234 0.3
exit_profit_quick_max_m ( 41 ) 1 1 0 0 100 2.54 2.54 21.259 0.42
exit_long_rebuy_d_1_5 ( 61 ) 1 1 0 0 100 1.52 1.52 5.101 0.25
exit_quick_w_0_20 ( 46 ) 1 1 0 0 100 0.22 0.22 2.169 0.04
exit_long_rapid_d_0_3 ( 105 ) 1 1 0 0 100 0.69 0.69 5.838 0.12
exit_long_rebuy_d_4_1 ( 61 ) 1 1 0 0 100 4.43 4.43 14.969 0.74
exit_normal_d_1_21 ( 9 ) 1 1 0 0 100 1.29 1.29 11.534 0.22
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 5.43 5.43 63.979 0.91
exit_normal_w_2_9 ( 12 ) 1 1 0 0 100 1.19 1.19 18.012 0.2
exit_pump_w_1_1 ( 21 ) 1 1 0 0 100 1.34 1.34 11.364 0.22
exit_quick_w_1_7 ( 46 ) 1 1 0 0 100 1.17 1.17 10.149 0.2
exit_long_rebuy_u_2 ( 61 ) 1 1 0 0 100 2.15 2.15 7.488 0.36
exit_normal_o_5 ( 12 ) 1 1 0 0 100 5.29 5.29 46.062 0.88
exit_normal_u_3 ( 10 ) 1 1 0 0 100 3.14 3.14 27.451 0.52
exit_long_rapid_u_4 ( 104 ) 1 1 0 0 100 4.77 4.77 41.858 0.79
exit_quick_d_1_10 ( 45 102 ) 1 1 0 0 100 1.1 1.1 9.787 0.18
force_exit 1 0 0 1 0 -22.94 -22.94 -309.527 -3.82

SUMMARY METRICS

Metric Value
Backtesting from 2021-04-01 00:00:00
Backtesting to 2021-05-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 115 / 3.83
Starting balance 10000 USDT
Final balance 11524.593 USDT
Absolute profit 1524.593 USDT
Total profit % 15.25%
CAGR % 462.05%
Sortino -100.00
Sharpe 29.88
Calmar 371.21
Profit factor 5.93
Expectancy (Ratio) 13.26 (0.04)
Trades per day 3.83
Avg. daily profit % 0.51%
Avg. stake amount 806.817 USDT
Total trade volume 92783.9 USDT
Best Pair WIN/USDT 17.78%
Worst Pair ALGO/USDT 0.00%
Best trade VIDT/USDT 7.52%
Worst trade MAP/USDT -22.94%
Best day 194.773 USDT
Worst day -309.527 USDT
Days win/draw/lose 29 / 1 / 1
Avg. Duration Winners 4:11:00
Avg. Duration Loser 2 days, 21:35:00
Max Consecutive Wins / Loss 114 / 1
Rejected Entry signals 2
Entry/Exit Timeouts 0 / 0
Min balance 10020.536 USDT
Max balance 11834.119 USDT
Max % of account underwater 2.62%
Absolute Drawdown (Account) 2.62%
Absolute Drawdown 309.527 USDT
Drawdown high 1834.119 USDT
Drawdown low 1524.593 USDT
Drawdown Start 2021-04-30 15:30:00
Drawdown End 2021-05-01 00:00:00
Market change 43.86%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 115 1.73 198.65 1524.593 15.25 4:45:00 114 0 1 99.1 309.527 USDT 2.62%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 4:56:00 4:56:00 5:02:00 5:13:00 1 day, 11:33:00
Market Change -25.66 % -25.66 % -25.66 % -25.66 % -25.66 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 18.4777 %
Profit Mean 2.0779 % 2.0779 % 2.0799 % 2.0878 % -1.2661 %
Profit Sum 130.91 % 130.91 % 133.11 % 135.71 % -75.96 %
Profit Total 9.88 % 9.88 % 10.08 % 10.15 % -11.01 %
Trades 63 63 64 65 60
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 93.33 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
KAI/USDT 8 2.23 17.81 123.609 1.24 0:51:00 8 0 0 100
PLU/USDT 5 2.72 13.60 95.740 0.96 0:59:00 5 0 0 100
ALEPH/USDT 3 3.45 10.36 89.141 0.89 18:48:00 3 0 0 100
COTI/USDT 5 1.85 9.23 85.105 0.85 4:44:00 5 0 0 100
UMA/USDT 5 1.45 7.27 65.278 0.65 9:11:00 5 0 0 100
TEL/USDT 5 1.48 7.38 64.311 0.64 1:01:00 5 0 0 100
PRE/USDT 1 7.47 7.47 64.292 0.64 3:15:00 1 0 0 100
DAG/USDT 3 1.96 5.87 42.465 0.42 3:44:00 3 0 0 100
ONE/USDT 2 2.07 4.15 40.331 0.40 6:25:00 2 0 0 100
KSM/USDT 2 5.19 10.39 37.386 0.37 2:51:00 2 0 0 100
VIDT/USDT 2 1.78 3.57 32.386 0.32 16:46:00 2 0 0 100
CKB/USDT 3 1.17 3.50 29.792 0.30 0:17:00 3 0 0 100
DEGO/USDT 2 1.78 3.56 29.470 0.29 0:17:00 2 0 0 100
EOS/USDT 2 1.62 3.24 29.093 0.29 7:30:00 2 0 0 100
EWT/USDT 3 1.03 3.09 29.036 0.29 1:33:00 3 0 0 100
VRA/USDT 2 2.32 4.64 27.726 0.28 0:20:00 2 0 0 100
ZEC/USDT 1 2.42 2.42 21.359 0.21 0:20:00 1 0 0 100
ADA/USDT 1 4.37 4.37 15.663 0.16 0:50:00 1 0 0 100
MLK/USDT 1 1.56 1.56 13.950 0.14 2:10:00 1 0 0 100
WIN/USDT 1 1.62 1.62 13.650 0.14 2:43:00 1 0 0 100
NOIA/USDT 1 1.29 1.29 10.633 0.11 1:07:00 1 0 0 100
NIM/USDT 2 0.73 1.45 10.595 0.11 1 day, 9:45:00 2 0 0 100
SNX/USDT 1 0.90 0.90 9.361 0.09 2:16:00 1 0 0 100
MAP/USDT 2 1.09 2.18 7.422 0.07 1:08:00 2 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 63 2.08 130.91 987.794 9.88 4:56:00 63 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
104 9 1.74 15.70 142.730 1.43 10:21:00 9 0 0 100
61 13 2.49 32.38 122.151 1.22 8:02:00 13 0 0 100
45 5 2.20 10.99 94.024 0.94 0:43:00 5 0 0 100
12 103 104 1 8.21 8.21 71.354 0.71 0:01:00 1 0 0 100
103 4 1.95 7.79 70.134 0.70 1:28:00 4 0 0 100
101 1 7.47 7.47 64.292 0.64 3:15:00 1 0 0 100
46 5 1.35 6.77 59.360 0.59 11:13:00 5 0 0 100
25 5 1.30 6.50 56.890 0.57 0:42:00 5 0 0 100
41 61 3 1.77 5.32 45.581 0.46 1:19:00 3 0 0 100
12 2 2.67 5.34 45.452 0.45 2:21:00 2 0 0 100
44 2 2.33 4.66 44.237 0.44 8:34:00 2 0 0 100
106 2 1.80 3.60 32.083 0.32 0:22:00 2 0 0 100
10 3 1.10 3.31 29.737 0.30 0:10:00 3 0 0 100
48 1 2.47 2.47 20.955 0.21 0:50:00 1 0 0 100
47 2 1.09 2.17 18.887 0.19 2:20:00 2 0 0 100
21 22 41 1 1.88 1.88 15.521 0.16 0:25:00 1 0 0 100
21 1 1.82 1.82 15.127 0.15 0:17:00 1 0 0 100
41 1 1.68 1.68 14.697 0.15 3:56:00 1 0 0 100
43 1 1.56 1.56 13.950 0.14 2:10:00 1 0 0 100
7 61 1 1.29 1.29 10.633 0.11 1:07:00 1 0 0 100
TOTAL 63 2.08 130.91 987.794 9.88 4:56:00 63 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 7 7 0 0 100 2.07 14.46 54.295 2.41
exit_profit_long_rapid_max_m ( 104 ) 6 6 0 0 100 2.19 13.17 114.71 2.19
exit_profit_quick_max_m ( 45 ) 4 4 0 0 100 2.47 9.88 84.473 1.65
exit_profit_pump_max_m ( 25 ) 3 3 0 0 100 1.41 4.24 37.488 0.71
exit_profit_long_rapid_max_m ( 103 ) 3 3 0 0 100 1.86 5.59 50.426 0.93
exit_profit_quick_max_m ( 47 ) 2 2 0 0 100 1.09 2.17 18.887 0.36
exit_pump_d_1_10 ( 25 ) 2 2 0 0 100 1.13 2.26 19.401 0.38
exit_profit_quick_max_m ( 41 61 ) 2 2 0 0 100 1.82 3.64 31.632 0.61
exit_normal_u_1 ( 10 ) 2 2 0 0 100 1.14 2.27 20.461 0.38
exit_quick_q_3 ( 46 ) 2 2 0 0 100 2.23 4.47 38.328 0.74
exit_quick_q_3 ( 44 ) 2 2 0 0 100 2.33 4.66 44.237 0.78
exit_profit_normal_max_m ( 10 ) 1 1 0 0 100 1.03 1.03 9.276 0.17
exit_quick_d_1_23 ( 43 ) 1 1 0 0 100 1.56 1.56 13.95 0.26
exit_profit_quick_max_m ( 41 ) 1 1 0 0 100 1.68 1.68 14.697 0.28
exit_long_rebuy_d_4_23 ( 61 ) 1 1 0 0 100 4.37 4.37 15.663 0.73
exit_long_rebuy_w_7_2 ( 61 ) 1 1 0 0 100 8.17 8.17 29.383 1.36
exit_quick_d_0_23 ( 46 ) 1 1 0 0 100 0.16 0.16 1.434 0.03
exit_long_rapid_d_2_18 ( 103 ) 1 1 0 0 100 2.21 2.21 19.708 0.37
exit_long_rapid_d_2_18 ( 106 ) 1 1 0 0 100 2.05 2.05 18.309 0.34
exit_long_rapid_d_1_18 ( 106 ) 1 1 0 0 100 1.55 1.55 13.775 0.26
exit_long_rapid_d_0_20 ( 104 ) 1 1 0 0 100 0.77 0.77 8.139 0.13
exit_long_rapid_w_1_5 ( 104 ) 1 1 0 0 100 0.91 0.91 11.109 0.15
exit_long_rebuy_u_2 ( 61 ) 1 1 0 0 100 2.34 2.34 8.207 0.39
exit_profit_normal_max_m ( 7 61 ) 1 1 0 0 100 1.29 1.29 10.633 0.21
exit_normal_u_7 ( 12 103 104 ) 1 1 0 0 100 8.21 8.21 71.354 1.37
exit_long_rapid_rpd_3 ( 104 ) 1 1 0 0 100 0.85 0.85 8.772 0.14
exit_long_rapid_rpd_1 ( 101 ) 1 1 0 0 100 7.47 7.47 64.292 1.24
exit_profit_pump_max_m ( 21 22 41 ) 1 1 0 0 100 1.88 1.88 15.521 0.31
exit_profit_quick_max_m ( 46 ) 1 1 0 0 100 0.91 0.91 9.208 0.15
exit_normal_d_2_10 ( 12 ) 1 1 0 0 100 2.86 2.86 24.437 0.48
exit_quick_d_1_10 ( 45 ) 1 1 0 0 100 1.12 1.12 9.551 0.19
exit_quick_q_3 ( 48 ) 1 1 0 0 100 2.47 2.47 20.955 0.41
exit_long_rebuy_u_1 ( 61 ) 1 1 0 0 100 1.27 1.27 8.527 0.21
exit_normal_w_2_10 ( 12 ) 1 1 0 0 100 2.49 2.49 21.015 0.41
exit_long_rebuy_w_1_3 ( 61 ) 1 1 0 0 100 1.43 1.43 4.838 0.24
exit_quick_d_1_18 ( 46 ) 1 1 0 0 100 1.23 1.23 10.391 0.21
exit_profit_pump_max_m ( 21 ) 1 1 0 0 100 1.82 1.82 15.127 0.3
exit_quick_u_1 ( 41 61 ) 1 1 0 0 100 1.68 1.68 13.949 0.28
exit_long_rebuy_w_0_3 ( 61 ) 1 1 0 0 100 0.34 0.34 1.238 0.06

SUMMARY METRICS

Metric Value
Backtesting from 2021-05-01 00:00:00
Backtesting to 2021-06-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 63 / 2.03
Starting balance 10000 USDT
Final balance 10987.794 USDT
Absolute profit 987.794 USDT
Total profit % 9.88%
CAGR % 203.17%
Sortino -100.00
Sharpe 49.07
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 15.68 (100.00)
Trades per day 2.03
Avg. daily profit % 0.32%
Avg. stake amount 767.91 USDT
Total trade volume 48378.327 USDT
Best Pair KAI/USDT 17.81%
Worst Pair AAVE/USDT 0.00%
Best trade ALEPH/USDT 8.21%
Worst trade NIM/USDT 0.16%
Best day 128.035 USDT
Worst day 0 USDT
Days win/draw/lose 26 / 2 / 0
Avg. Duration Winners 4:56:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 63 / 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
Drawdown End 1970-01-01 00:00:00
Market change -25.66%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 63 2.08 130.91 987.794 9.88 4:56:00 63 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 1 day, 13:31:00 1 day, 13:31:00 1 day, 13:31:00 1 day, 10:23:00 1 day, 10:39:00
Market Change -18.54 % -18.54 % -18.54 % -18.54 % -18.54 %
Max Drawdown 3.0362 % 3.0362 % 3.0362 % 2.9678 % 2.6169 %
Profit Mean 1.1442 % 1.1442 % 1.1442 % 0.3403 % 0.3708 %
Profit Sum 24.03 % 24.03 % 24.03 % 7.83 % 7.79 %
Profit Total -0.82 % -0.82 % -0.82 % -0.55 % -0.49 %
Trades 21 21 21 23 21
Win Rate 95.24 % 95.24 % 95.24 % 95.65 % 95.24 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DAG/USDT 2 1.63 3.27 39.698 0.40 1 day, 7:27:00 2 0 0 100
KAI/USDT 1 4.23 4.23 35.023 0.35 1:31:00 1 0 0 100
NOIA/USDT 3 1.12 3.35 22.482 0.22 0:39:00 3 0 0 100
ONT/USDT 1 2.15 2.15 17.911 0.18 0:55:00 1 0 0 100
TEL/USDT 2 1.65 3.30 17.432 0.17 5:42:00 2 0 0 100
KSM/USDT 2 1.04 2.08 12.058 0.12 1:28:00 2 0 0 100
VELO/USDT 1 1.41 1.41 11.764 0.12 0:07:00 1 0 0 100
AVA/USDT 1 1.35 1.35 11.319 0.11 1:02:00 1 0 0 100
TRX/USDT 1 0.41 0.41 10.190 0.10 9 days, 12:10:00 1 0 0 100
PLU/USDT 1 1.23 1.23 10.154 0.10 1:34:00 1 0 0 100
NWC/USDT 1 1.12 1.12 9.337 0.09 0:37:00 1 0 0 100
STX/USDT 1 1.10 1.10 9.136 0.09 0:22:00 1 0 0 100
CKB/USDT 1 1.02 1.02 8.519 0.09 0:03:00 1 0 0 100
ALEPH/USDT 1 2.39 2.39 7.882 0.08 3:22:00 1 0 0 100
VRA/USDT 1 1.67 1.67 5.560 0.06 1:02:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 1 -6.04 -6.04 -310.560 -3.11 19 days, 14:00:00 0 0 1 0
TOTAL 21 1.14 24.03 -82.091 -0.82 1 day, 13:31:00 20 0 1 95.2

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ARPA/USDT 1 -6.04 -6.04 -310.560 -3.11 19 days, 14:00:00 0 0 1 0
TOTAL 1 -6.04 -6.04 -310.560 -3.11 19 days, 14:00:00 0 0 1 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
45 1 4.23 4.23 35.023 0.35 1:31:00 1 0 0 100
25 1 1.98 1.98 29.128 0.29 2 days, 14:35:00 1 0 0 100
61 5 1.70 8.51 28.269 0.28 2:43:00 5 0 0 100
44 2 1.19 2.39 19.927 0.20 1:44:00 2 0 0 100
11 1 1.41 1.41 11.764 0.12 0:07:00 1 0 0 100
45 104 1 1.29 1.29 10.570 0.11 0:19:00 1 0 0 100
44 106 1 1.23 1.23 10.154 0.10 1:34:00 1 0 0 100
103 1 1.19 1.19 9.889 0.10 1:16:00 1 0 0 100
41 61 102 104 1 1.12 1.12 9.337 0.09 0:37:00 1 0 0 100
47 1 1.08 1.08 9.007 0.09 0:29:00 1 0 0 100
41 1 1.02 1.02 8.519 0.09 0:03:00 1 0 0 100
46 5 -0.28 -1.41 -263.680 -2.64 5 days, 20:28:00 4 0 1 80.0
TOTAL 21 1.14 24.03 -82.091 -0.82 1 day, 13:31:00 20 0 1 95.2

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 3 3 0 0 100 1.68 5.05 16.801 0.84
exit_profit_quick_max_m ( 44 ) 2 2 0 0 100 1.19 2.39 19.927 0.4
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 0.41 0.41 10.19 0.07
exit_pump_w_3_1 ( 25 ) 1 1 0 0 100 1.98 1.98 29.128 0.33
exit_profit_quick_max_m ( 45 104 ) 1 1 0 0 100 1.29 1.29 10.57 0.21
exit_profit_quick_max_m ( 41 61 102 104 ) 1 1 0 0 100 1.12 1.12 9.337 0.19
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.15 2.15 17.911 0.36
exit_normal_o_1 ( 11 ) 1 1 0 0 100 1.41 1.41 11.764 0.24
exit_quick_u_1 ( 41 ) 1 1 0 0 100 1.02 1.02 8.519 0.17
exit_long_rebuy_d_2_1 ( 61 ) 1 1 0 0 100 2.39 2.39 7.882 0.4
exit_quick_d_1_18 ( 47 ) 1 1 0 0 100 1.08 1.08 9.007 0.18
exit_long_rebuy_d_1_18 ( 61 ) 1 1 0 0 100 1.08 1.08 3.586 0.18
exit_long_rapid_d_1_18 ( 103 ) 1 1 0 0 100 1.19 1.19 9.889 0.2
exit_quick_d_1_1 ( 46 ) 1 1 0 0 100 0.97 0.97 9.642 0.16
exit_profit_quick_max_m ( 46 ) 1 1 0 0 100 1.1 1.1 9.136 0.18
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 4.23 4.23 35.023 0.71
exit_profit_quick_max_m ( 44 106 ) 1 1 0 0 100 1.23 1.23 10.154 0.2
force_exit 1 0 0 1 0 -6.04 -6.04 -310.56 -1.01

SUMMARY METRICS

Metric Value
Backtesting from 2021-06-01 00:00:00
Backtesting to 2021-07-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 21 / 0.7
Starting balance 10000 USDT
Final balance 9917.909 USDT
Absolute profit -82.091 USDT
Total profit % -0.82%
CAGR % -9.54%
Sortino -100.00
Sharpe -0.76
Calmar -17.22
Profit factor 0.74
Expectancy (Ratio) -3.91 (-0.01)
Trades per day 0.7
Avg. daily profit % -0.03%
Avg. stake amount 718.666 USDT
Total trade volume 15091.977 USDT
Best Pair KAI/USDT 4.23%
Worst Pair ARPA/USDT -6.04%
Best trade KAI/USDT 4.23%
Worst trade ARPA/USDT -6.04%
Best day 48.628 USDT
Worst day -310.56 USDT
Days win/draw/lose 12 / 16 / 1
Avg. Duration Winners 15:54:00
Avg. Duration Loser 19 days, 14:00:00
Max Consecutive Wins / Loss 20 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9917.909 USDT
Max balance 10228.469 USDT
Max % of account underwater 3.04%
Absolute Drawdown (Account) 3.04%
Absolute Drawdown 310.56 USDT
Drawdown high 228.469 USDT
Drawdown low -82.091 USDT
Drawdown Start 2021-06-29 02:10:00
Drawdown End 2021-07-01 00:00:00
Market change -18.54%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 21 1.14 24.03 -82.091 -0.82 1 day, 13:31:00 20 0 1 95.2 310.56 USDT 3.04%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 2 days, 12:47:00 2 days, 12:47:00 2 days, 12:47:00 2 days, 6:39:00 2 days, 8:05:00
Market Change 25.89 % 25.89 % 25.89 % 25.89 % 25.89 %
Max Drawdown 11.6915 % 11.6915 % 11.6915 % 4.9464 % 5.1539 %
Profit Mean 0.7563 % 0.7563 % 0.7563 % 0.707 % 0.6229 %
Profit Sum 25.72 % 25.72 % 25.72 % 26.16 % 22.43 %
Profit Total -7.47 % -7.47 % -7.47 % 1.01 % 0.63 %
Trades 34 34 34 37 36
Win Rate 94.12 % 94.12 % 94.12 % 94.59 % 94.44 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DEGO/USDT 6 1.76 10.57 86.796 0.87 1:53:00 6 0 0 100
VRA/USDT 2 3.19 6.38 51.057 0.51 1:16:00 2 0 0 100
NIM/USDT 1 5.67 5.67 47.003 0.47 0:55:00 1 0 0 100
DAG/USDT 3 1.84 5.53 44.508 0.45 3:54:00 3 0 0 100
CHR/USDT 3 1.89 5.66 44.431 0.44 1:14:00 3 0 0 100
AAVE/USDT 2 1.86 3.73 31.185 0.31 3:57:00 2 0 0 100
MLK/USDT 1 3.67 3.67 30.296 0.30 4:05:00 1 0 0 100
STX/USDT 2 1.46 2.91 24.327 0.24 0:43:00 2 0 0 100
ROSE/USDT 2 1.43 2.86 23.538 0.24 2:10:00 2 0 0 100
AKRO/USDT 1 1.72 1.72 13.598 0.14 1:18:00 1 0 0 100
WIN/USDT 1 0.42 0.42 12.342 0.12 25 days, 1:20:00 1 0 0 100
UOS/USDT 1 1.31 1.31 10.889 0.11 16:50:00 1 0 0 100
WAVES/USDT 1 1.10 1.10 10.707 0.11 1 day, 11:41:00 1 0 0 100
BNB/USDT 1 1.15 1.15 9.250 0.09 4:02:00 1 0 0 100
XLM/USDT 1 0.94 0.94 9.125 0.09 1 day, 4:20:00 1 0 0 100
ALEPH/USDT 1 2.46 2.46 7.719 0.08 2:01:00 1 0 0 100
DIA/USDT 1 1.43 1.43 4.782 0.05 3:33:00 1 0 0 100
XEM/USDT 1 0.49 0.49 3.864 0.04 16:45:00 1 0 0 100
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 2 -11.18 -22.36 -605.433 -6.05 11 days, 19:48:00 1 0 1 50.0
TEL/USDT 1 -9.93 -9.93 -607.069 -6.07 30 days, 21:30:00 0 0 1 0
TOTAL 34 0.76 25.72 -747.085 -7.47 2 days, 12:47:00 32 0 2 94.1

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TEL/USDT 1 -9.93 -9.93 -607.069 -6.07 30 days, 21:30:00 0 0 1 0
VELO/USDT 1 -23.86 -23.86 -617.956 -6.18 23 days, 14:35:00 0 0 1 0
TOTAL 2 -16.90 -33.80 -1225.024 -12.25 27 days, 6:02:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 10 1.56 15.58 139.996 1.40 2 days, 21:14:00 10 0 0 100
45 2 3.74 7.49 61.236 0.61 1:06:00 2 0 0 100
24 45 102 1 5.19 5.19 41.459 0.41 1:36:00 1 0 0 100
44 2 2.27 4.53 36.509 0.37 2:28:00 2 0 0 100
105 3 1.45 4.36 35.025 0.35 7:13:00 3 0 0 100
25 1 2.64 2.64 21.385 0.21 2:47:00 1 0 0 100
24 2 1.20 2.40 20.413 0.20 2:15:00 2 0 0 100
12 1 1.67 1.67 13.948 0.14 0:50:00 1 0 0 100
7 1 1.72 1.72 13.598 0.14 1:18:00 1 0 0 100
11 1 1.50 1.50 12.523 0.13 1:02:00 1 0 0 100
61 2 1.94 3.89 12.501 0.13 2:47:00 2 0 0 100
23 1 1.31 1.31 10.889 0.11 16:50:00 1 0 0 100
24 45 104 1 1.07 1.07 8.617 0.09 0:22:00 1 0 0 100
104 5 -3.54 -17.70 -568.115 -5.68 4 days, 17:53:00 4 0 1 80.0
12 45 1 -9.93 -9.93 -607.069 -6.07 30 days, 21:30:00 0 0 1 0
TOTAL 34 0.76 25.72 -747.085 -7.47 2 days, 12:47:00 32 0 2 94.1

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 6 6 0 0 100 1.41 8.48 70.87 1.41
exit_profit_long_rapid_max_m ( 104 ) 4 4 0 0 100 1.54 6.16 49.841 1.03
force_exit 2 0 0 2 0 -16.9 -33.8 -1225.02 -5.63
exit_profit_long_rebuy_max_m ( 61 ) 2 2 0 0 100 1.94 3.89 12.501 0.65
exit_long_rapid_rpd_3 ( 105 ) 2 2 0 0 100 1.93 3.87 31.161 0.64
exit_profit_pump_max_m ( 24 ) 2 2 0 0 100 1.2 2.4 20.413 0.4
exit_quick_w_1_4 ( 46 ) 1 1 0 0 100 0.42 0.42 12.342 0.07
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 1.09 1.09 8.755 0.18
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 0.94 0.94 9.125 0.16
exit_profit_pump_max_m ( 25 ) 1 1 0 0 100 2.64 2.64 21.385 0.44
exit_quick_q_3 ( 44 ) 1 1 0 0 100 3.44 3.44 27.754 0.57
exit_profit_pump_max_m ( 24 45 104 ) 1 1 0 0 100 1.07 1.07 8.617 0.18
exit_profit_pump_max_m ( 24 45 102 ) 1 1 0 0 100 5.19 5.19 41.459 0.86
exit_quick_w_3_2 ( 46 ) 1 1 0 0 100 3.67 3.67 30.296 0.61
exit_quick_q_3 ( 45 ) 1 1 0 0 100 5.67 5.67 47.003 0.95
exit_long_rapid_d_0_23 ( 105 ) 1 1 0 0 100 0.49 0.49 3.864 0.08
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 1.81 1.81 14.232 0.3
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.07 2.07 17.363 0.35
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 1.67 1.67 13.948 0.28
exit_normal_d_1_2 ( 11 ) 1 1 0 0 100 1.5 1.5 12.523 0.25
exit_profit_pump_max_m ( 23 ) 1 1 0 0 100 1.31 1.31 10.889 0.22
exit_profit_normal_max_m ( 7 ) 1 1 0 0 100 1.72 1.72 13.598 0.29

SUMMARY METRICS

Metric Value
Backtesting from 2021-07-01 00:00:00
Backtesting to 2021-08-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 34 / 1.1
Starting balance 10000 USDT
Final balance 9252.915 USDT
Absolute profit -747.085 USDT
Total profit % -7.47%
CAGR % -59.92%
Sortino -84.58
Sharpe -3.11
Calmar -39.38
Profit factor 0.39
Expectancy (Ratio) -21.97 (-0.04)
Trades per day 1.1
Avg. daily profit % -0.24%
Avg. stake amount 805.226 USDT
Total trade volume 27377.697 USDT
Best Pair DEGO/USDT 10.57%
Worst Pair VELO/USDT -22.36%
Best trade NIM/USDT 5.67%
Worst trade VELO/USDT -23.86%
Best day 86.38 USDT
Worst day -1225.024 USDT
Days win/draw/lose 18 / 13 / 1
Avg. Duration Winners 23:43:00
Avg. Duration Loser 27 days, 6:02:00
Max Consecutive Wins / Loss 32 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9252.915 USDT
Max balance 10477.939 USDT
Max % of account underwater 11.69%
Absolute Drawdown (Account) 11.69%
Absolute Drawdown 1225.024 USDT
Drawdown high 477.939 USDT
Drawdown low -747.085 USDT
Drawdown Start 2021-07-30 06:41:00
Drawdown End 2021-08-01 00:00:00
Market change 25.89%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 34 0.76 25.72 -747.085 -7.47 2 days, 12:47:00 32 0 2 94.1 1225.024 USDT 11.69%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 12:04:00 12:04:00 12:16:00 12:24:00 12:13:00
Market Change 56.1 % 56.1 % 56.1 % 56.1 % 56.1 %
Max Drawdown 0.7786 % 0.7786 % 0.7776 % 0.8742 % 0.8742 %
Profit Mean 1.2996 % 1.2996 % 1.2975 % 1.2598 % 1.2544 %
Profit Sum 29.89 % 29.89 % 31.14 % 30.23 % 31.36 %
Profit Total 2.17 % 2.17 % 2.29 % 2.35 % 2.44 %
Trades 23 23 24 24 25
Win Rate 91.3 % 91.3 % 91.67 % 91.67 % 92.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DAG/USDT 2 4.57 9.15 76.933 0.77 0:09:00 2 0 0 100
ALEPH/USDT 1 3.75 3.75 37.185 0.37 1 day, 0:15:00 1 0 0 100
NOIA/USDT 4 0.86 3.46 28.902 0.29 9:09:00 4 0 0 100
VRA/USDT 2 1.53 3.07 25.540 0.26 0:26:00 2 0 0 100
NWC/USDT 2 1.51 3.02 25.046 0.25 0:38:00 2 0 0 100
UOS/USDT 2 1.72 3.44 21.902 0.22 1:24:00 2 0 0 100
FIL/USDT 1 2.28 2.28 19.324 0.19 11:25:00 1 0 0 100
BTC/USDT 1 1.49 1.49 12.402 0.12 13:00:00 1 0 0 100
VELO/USDT 1 1.46 1.46 12.239 0.12 2:24:00 1 0 0 100
ETH/USDT 1 1.14 1.14 9.701 0.10 14:30:00 1 0 0 100
COTI/USDT 1 1.14 1.14 9.650 0.10 0:57:00 1 0 0 100
UNI/USDT 1 1.12 1.12 9.503 0.10 15:04:00 1 0 0 100
PLU/USDT 1 2.05 2.05 6.861 0.07 0:29:00 1 0 0 100
SNX/USDT 1 0.14 0.14 1.609 0.02 2 days, 0:40:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 1 -3.68 -3.68 -37.460 -0.37 1 day, 22:00:00 0 0 1 0
DASH/USDT 1 -3.15 -3.15 -42.709 -0.43 2 days, 11:00:00 0 0 1 0
TOTAL 23 1.30 29.89 216.628 2.17 12:04:00 21 0 2 91.3

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
SXP/USDT 1 -3.68 -3.68 -37.460 -0.37 1 day, 22:00:00 0 0 1 0
DASH/USDT 1 -3.15 -3.15 -42.709 -0.43 2 days, 11:00:00 0 0 1 0
TOTAL 2 -3.41 -6.82 -80.169 -0.80 2 days, 4:30:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
11 1 7.62 7.62 64.128 0.64 0:14:00 1 0 0 100
12 3 1.58 4.74 39.771 0.40 1:12:00 3 0 0 100
24 2 1.71 3.42 28.447 0.28 1:42:00 2 0 0 100
46 10 0.44 4.36 20.102 0.20 1 day, 2:43:00 8 0 2 80.0
10 105 1 1.84 1.84 15.303 0.15 0:23:00 1 0 0 100
61 2 1.71 3.42 11.448 0.11 0:21:00 2 0 0 100
45 1 1.23 1.23 10.237 0.10 0:28:00 1 0 0 100
10 1 1.14 1.14 9.549 0.10 0:31:00 1 0 0 100
104 1 1.06 1.06 8.839 0.09 0:16:00 1 0 0 100
102 1 1.06 1.06 8.807 0.09 0:44:00 1 0 0 100
TOTAL 23 1.30 29.89 216.628 2.17 12:04:00 21 0 2 91.3

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
force_exit 2 0 0 2 0 -3.41 -6.82 -80.169 -1.14
exit_quick_w_0_20 ( 46 ) 2 2 0 0 100 0.15 0.3 3 0.05
exit_pump_w_1_10 ( 24 ) 1 1 0 0 100 1.46 1.46 12.239 0.24
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.12 1.12 9.503 0.19
exit_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.14 1.14 9.701 0.19
exit_quick_w_2_12 ( 46 ) 1 1 0 0 100 2.28 2.28 19.324 0.38
exit_normal_d_1_10 ( 12 ) 1 1 0 0 100 1.14 1.14 9.65 0.19
exit_normal_o_7 ( 11 ) 1 1 0 0 100 7.62 7.62 64.128 1.27
exit_normal_o_1 ( 12 ) 1 1 0 0 100 1.52 1.52 12.806 0.25
exit_profit_quick_max_m ( 46 ) 1 1 0 0 100 1.09 1.09 9.155 0.18
exit_quick_q_1 ( 46 ) 1 1 0 0 100 3.75 3.75 37.185 0.63
exit_profit_pump_max_m ( 24 ) 1 1 0 0 100 1.96 1.96 16.207 0.33
exit_long_rebuy_u_1 ( 61 ) 1 1 0 0 100 1.37 1.37 4.586 0.23
exit_normal_d_2_1 ( 12 ) 1 1 0 0 100 2.07 2.07 17.315 0.35
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 1.23 1.23 10.237 0.2
exit_profit_normal_max_m ( 10 ) 1 1 0 0 100 1.14 1.14 9.549 0.19
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.06 1.06 8.807 0.18
exit_profit_long_rapid_max_m ( 104 ) 1 1 0 0 100 1.06 1.06 8.839 0.18
exit_quick_w_1_9 ( 46 ) 1 1 0 0 100 1.49 1.49 12.402 0.25
exit_normal_u_1 ( 10 105 ) 1 1 0 0 100 1.84 1.84 15.303 0.31
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 2.05 2.05 6.861 0.34

SUMMARY METRICS

Metric Value
Backtesting from 2021-08-01 00:00:00
Backtesting to 2021-09-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 23 / 0.74
Starting balance 10000 USDT
Final balance 10216.628 USDT
Absolute profit 216.628 USDT
Total profit % 2.17%
CAGR % 28.70%
Sortino 50.87
Sharpe 6.71
Calmar 171.47
Profit factor 3.70
Expectancy (Ratio) 9.42 (0.23)
Trades per day 0.74
Avg. daily profit % 0.07%
Avg. stake amount 799.094 USDT
Total trade volume 18379.167 USDT
Best Pair DAG/USDT 9.15%
Worst Pair SXP/USDT -3.68%
Best trade DAG/USDT 7.62%
Worst trade SXP/USDT -3.68%
Best day 76.933 USDT
Worst day -80.169 USDT
Days win/draw/lose 15 / 15 / 1
Avg. Duration Winners 8:13:00
Avg. Duration Loser 2 days, 4:30:00
Max Consecutive Wins / Loss 21 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10037.185 USDT
Max balance 10296.797 USDT
Max % of account underwater 0.78%
Absolute Drawdown (Account) 0.78%
Absolute Drawdown 80.169 USDT
Drawdown high 296.797 USDT
Drawdown low 216.628 USDT
Drawdown Start 2021-08-30 17:04:00
Drawdown End 2021-09-01 00:00:00
Market change 56.10%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 23 1.30 29.89 216.628 2.17 12:04:00 21 0 2 91.3 80.169 USDT 0.78%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 13:11:00 13:11:00 13:11:00 13:21:00 13:27:00
Market Change -2.89 % -2.89 % -2.89 % -2.89 % -2.89 %
Max Drawdown 0.7605 % 0.7605 % 0.7605 % 1.5595 % 1.5615 %
Profit Mean 2.1125 % 2.1125 % 2.1125 % 1.9098 % 1.9525 %
Profit Sum 128.86 % 128.86 % 128.86 % 114.59 % 115.2 %
Profit Total 10.13 % 10.13 % 10.13 % 9.07 % 9.13 %
Trades 61 61 61 60 59
Win Rate 98.36 % 98.36 % 98.36 % 98.33 % 98.31 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
COTI/USDT 4 3.54 14.16 124.415 1.24 0:48:00 4 0 0 100
PRE/USDT 5 2.49 12.43 105.275 1.05 5:57:00 5 0 0 100
ALEPH/USDT 3 3.20 9.61 83.825 0.84 0:53:00 3 0 0 100
ONE/USDT 5 1.95 9.74 83.751 0.84 1:01:00 5 0 0 100
CKB/USDT 4 2.30 9.19 80.267 0.80 1:29:00 4 0 0 100
VRA/USDT 3 2.88 8.64 76.280 0.76 0:22:00 3 0 0 100
ORN/USDT 3 2.96 8.87 76.236 0.76 0:57:00 3 0 0 100
NWC/USDT 2 3.49 6.97 59.301 0.59 0:22:00 2 0 0 100
GRT/USDT 3 1.99 5.97 45.041 0.45 1:14:00 3 0 0 100
CHR/USDT 2 2.45 4.91 41.370 0.41 3:45:00 2 0 0 100
VELO/USDT 2 1.90 3.80 31.945 0.32 7:16:00 2 0 0 100
XTZ/USDT 2 1.40 2.79 24.905 0.25 0:16:00 2 0 0 100
SNX/USDT 2 1.58 3.16 21.126 0.21 3:50:00 2 0 0 100
TEL/USDT 1 2.22 2.22 19.091 0.19 0:24:00 1 0 0 100
ADA/USDT 1 2.08 2.08 18.546 0.19 1 day, 13:45:00 1 0 0 100
UMA/USDT 1 2.06 2.06 17.353 0.17 0:45:00 1 0 0 100
DIA/USDT 1 2.07 2.07 17.324 0.17 2:41:00 1 0 0 100
COMP/USDT 1 2.05 2.05 17.035 0.17 1:50:00 1 0 0 100
SXP/USDT 1 1.84 1.84 15.670 0.16 0:50:00 1 0 0 100
ROSE/USDT 1 1.41 1.41 15.136 0.15 7:27:00 1 0 0 100
DEGO/USDT 1 1.77 1.77 14.605 0.15 14:35:00 1 0 0 100
AKRO/USDT 1 1.38 1.38 11.505 0.12 2:00:00 1 0 0 100
EWT/USDT 1 1.34 1.34 11.097 0.11 6:33:00 1 0 0 100
KSM/USDT 1 1.25 1.25 11.046 0.11 0:42:00 1 0 0 100
ATOM/USDT 1 1.26 1.26 10.491 0.10 1:35:00 1 0 0 100
STX/USDT 1 1.15 1.15 10.024 0.10 0:51:00 1 0 0 100
DOT/USDT 1 1.11 1.11 9.932 0.10 3:43:00 1 0 0 100
DAG/USDT 1 0.24 0.24 5.226 0.05 7 days, 17:45:00 1 0 0 100
NOIA/USDT 1 1.38 1.38 4.585 0.05 5:50:00 1 0 0 100
ALGO/USDT 1 1.05 1.05 3.751 0.04 0:27:00 1 0 0 100
ETC/USDT 1 1.03 1.03 3.418 0.03 0:42:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 3 0.64 1.92 -56.310 -0.56 6 days, 4:07:00 2 0 1 66.7
TOTAL 61 2.11 128.86 1013.262 10.13 13:11:00 60 0 1 98.4

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VIDT/USDT 1 -1.32 -1.32 -84.398 -0.84 18 days, 10:00:00 0 0 1 0
TOTAL 1 -1.32 -1.32 -84.398 -0.84 18 days, 10:00:00 0 0 1 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 9 2.16 19.44 171.970 1.72 1 day, 6:37:00 9 0 0 100
106 6 2.64 15.85 133.882 1.34 0:39:00 6 0 0 100
47 4 2.78 11.13 96.183 0.96 0:42:00 4 0 0 100
7 2 5.43 10.86 94.697 0.95 2:22:00 2 0 0 100
103 3 2.82 8.47 72.830 0.73 1:14:00 3 0 0 100
12 3 2.10 6.30 54.980 0.55 0:13:00 3 0 0 100
105 1 4.95 4.95 43.721 0.44 0:50:00 1 0 0 100
102 3 1.56 4.68 40.999 0.41 1:03:00 3 0 0 100
45 2 2.09 4.17 39.776 0.40 4:16:00 2 0 0 100
41 61 2 1.85 3.70 33.132 0.33 2:22:00 2 0 0 100
4 42 2 1.85 3.69 32.559 0.33 0:08:00 2 0 0 100
104 7 1.68 11.79 28.622 0.29 2 days, 16:05:00 6 0 1 85.7
48 49 2 1.67 3.34 27.736 0.28 1:55:00 2 0 0 100
61 6 1.13 6.78 23.581 0.24 2:30:00 6 0 0 100
25 2 1.28 2.57 22.907 0.23 4:56:00 2 0 0 100
21 2 1.30 2.60 22.143 0.22 3:38:00 2 0 0 100
8 41 61 1 2.22 2.22 19.091 0.19 0:24:00 1 0 0 100
48 49 104 1 2.05 2.05 17.035 0.17 1:50:00 1 0 0 100
24 1 1.72 1.72 15.340 0.15 1:01:00 1 0 0 100
44 1 1.34 1.34 12.040 0.12 0:09:00 1 0 0 100
3 49 1 1.21 1.21 10.040 0.10 7:05:00 1 0 0 100
TOTAL 61 2.11 128.86 1013.262 10.13 13:11:00 60 0 1 98.4

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 5 5 0 0 100 1.08 5.4 18.995 0.9
exit_long_rapid_rpd_3 ( 106 ) 3 3 0 0 100 3.31 9.92 83.83 1.65
exit_profit_quick_max_m ( 46 ) 3 3 0 0 100 1.65 4.94 41.944 0.82
exit_long_rapid_rpd_3 ( 104 ) 3 3 0 0 100 3.08 9.24 79.605 1.54
exit_profit_long_rapid_max_m ( 104 ) 3 3 0 0 100 1.29 3.88 33.415 0.65
exit_profit_long_rapid_max_m ( 103 ) 2 2 0 0 100 1.34 2.67 22.772 0.45
exit_normal_o_1 ( 12 ) 2 2 0 0 100 1.36 2.72 22.895 0.45
exit_profit_long_rapid_max_m ( 102 ) 2 2 0 0 100 1.8 3.59 31.955 0.6
exit_profit_quick_max_m ( 47 ) 2 2 0 0 100 3.29 6.59 57.007 1.1
exit_profit_quick_max_m ( 45 ) 2 2 0 0 100 2.09 4.17 39.776 0.7
exit_long_rapid_d_4_1 ( 105 ) 1 1 0 0 100 4.95 4.95 43.721 0.82
exit_pump_d_1_10 ( 25 ) 1 1 0 0 100 1.02 1.02 9.053 0.17
exit_profit_pump_max_m ( 24 ) 1 1 0 0 100 1.72 1.72 15.34 0.29
exit_quick_d_1_3 ( 47 ) 1 1 0 0 100 1.77 1.77 15.852 0.3
exit_profit_pump_max_m ( 21 ) 1 1 0 0 100 1.34 1.34 11.097 0.22
exit_quick_w_0_1 ( 46 ) 1 1 0 0 100 0.24 0.24 5.226 0.04
exit_normal_u_2 ( 4 42 ) 1 1 0 0 100 2.33 2.33 20.527 0.39
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 2.08 2.08 18.546 0.35
exit_quick_d_2_1 ( 46 ) 1 1 0 0 100 2.51 2.51 22.45 0.42
exit_profit_quick_max_m ( 41 61 ) 1 1 0 0 100 1.11 1.11 9.932 0.18
exit_quick_q_3 ( 41 61 ) 1 1 0 0 100 2.59 2.59 23.2 0.43
exit_pump_w_1_4 ( 25 ) 1 1 0 0 100 1.55 1.55 13.855 0.26
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 3.58 3.58 32.085 0.6
exit_quick_q_1 ( 46 ) 1 1 0 0 100 5.14 5.14 46.091 0.86
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 1.34 1.34 12.04 0.22
exit_pump_d_1_10 ( 21 ) 1 1 0 0 100 1.25 1.25 11.046 0.21
exit_long_rapid_w_5_5 ( 103 ) 1 1 0 0 100 5.8 5.8 50.058 0.97
exit_normal_u_1 ( 4 42 ) 1 1 0 0 100 1.37 1.37 12.032 0.23
exit_profit_normal_max_m ( 3 49 ) 1 1 0 0 100 1.21 1.21 10.04 0.2
exit_quick_d_2_20 ( 46 ) 1 1 0 0 100 2.46 2.46 20.388 0.41
exit_long_rebuy_w_1_7 ( 61 ) 1 1 0 0 100 1.38 1.38 4.585 0.23
exit_long_rapid_o_1 ( 102 ) 1 1 0 0 100 1.09 1.09 9.044 0.18
exit_quick_d_1_3 ( 48 49 ) 1 1 0 0 100 1.26 1.26 10.491 0.21
exit_quick_q_3 ( 48 49 104 ) 1 1 0 0 100 2.05 2.05 17.035 0.34
exit_quick_q_3 ( 48 49 ) 1 1 0 0 100 2.07 2.07 17.245 0.35
exit_quick_w_2_4 ( 46 ) 1 1 0 0 100 2.07 2.07 17.324 0.34
exit_normal_1_1_1 ( 7 ) 1 1 0 0 100 7.71 7.71 67.465 1.29
exit_long_rapid_u_1 ( 106 ) 1 1 0 0 100 1.96 1.96 16.492 0.33
exit_quick_q_3 ( 47 ) 1 1 0 0 100 2.77 2.77 23.323 0.46
exit_profit_long_rapid_max_m ( 106 ) 1 1 0 0 100 2.13 2.13 17.89 0.35
exit_long_rapid_d_1_21 ( 106 ) 1 1 0 0 100 1.84 1.84 15.67 0.31
exit_profit_normal_max_m ( 8 41 61 ) 1 1 0 0 100 2.22 2.22 19.091 0.37
exit_profit_normal_max_m ( 7 ) 1 1 0 0 100 3.15 3.15 27.232 0.53
force_exit 1 0 0 1 0 -1.32 -1.32 -84.398 -0.22

SUMMARY METRICS

Metric Value
Backtesting from 2021-09-01 00:00:00
Backtesting to 2021-10-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 61 / 2.03
Starting balance 10000 USDT
Final balance 11013.262 USDT
Absolute profit 1013.262 USDT
Total profit % 10.13%
CAGR % 223.58%
Sortino -100.00
Sharpe 35.98
Calmar 848.49
Profit factor 13.01
Expectancy (Ratio) 16.61 (0.20)
Trades per day 2.03
Avg. daily profit % 0.34%
Avg. stake amount 807.356 USDT
Total trade volume 49248.7 USDT
Best Pair COTI/USDT 14.16%
Worst Pair AAVE/USDT 0.00%
Best trade COTI/USDT 7.71%
Worst trade VIDT/USDT -1.32%
Best day 197.806 USDT
Worst day -84.398 USDT
Days win/draw/lose 20 / 9 / 1
Avg. Duration Winners 6:02:00
Avg. Duration Loser 18 days, 10:00:00
Max Consecutive Wins / Loss 60 / 1
Rejected Entry signals 1
Entry/Exit Timeouts 0 / 0
Min balance 10011.097 USDT
Max balance 11097.66 USDT
Max % of account underwater 0.76%
Absolute Drawdown (Account) 0.76%
Absolute Drawdown 84.398 USDT
Drawdown high 1097.66 USDT
Drawdown low 1013.262 USDT
Drawdown Start 2021-09-29 22:47:00
Drawdown End 2021-10-01 00:00:00
Market change -2.89%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 61 2.11 128.86 1013.262 10.13 13:11:00 60 0 1 98.4 84.398 USDT 0.76%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 2 days, 17:20:00 2 days, 17:20:00 2 days, 17:20:00 2 days, 17:52:00 2 days, 23:48:00
Market Change 33.15 % 33.15 % 33.15 % 33.15 % 33.15 %
Max Drawdown 1.9378 % 1.9378 % 1.9378 % 2.9082 % 2.9104 %
Profit Mean 0.9155 % 0.9155 % 0.9155 % 0.1897 % 0.0891 %
Profit Sum 21.97 % 21.97 % 21.97 % 4.55 % 1.96 %
Profit Total 0.81 % 0.81 % 0.81 % -0.36 % -0.58 %
Trades 24 24 24 24 22
Win Rate 91.67 % 91.67 % 91.67 % 91.67 % 90.91 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
STX/USDT 1 2.32 2.32 30.891 0.31 3 days, 20:10:00 1 0 0 100
MAP/USDT 2 1.83 3.66 30.736 0.31 1:48:00 2 0 0 100
WIN/USDT 2 1.50 2.99 27.545 0.28 1 day, 9:18:00 2 0 0 100
XLM/USDT 2 1.55 3.10 25.805 0.26 1 day, 0:20:00 2 0 0 100
ONE/USDT 1 2.81 2.81 23.524 0.24 2:30:00 1 0 0 100
ROSE/USDT 2 1.11 2.22 20.159 0.20 2:28:00 2 0 0 100
NIM/USDT 1 2.06 2.06 17.119 0.17 1 day, 5:05:00 1 0 0 100
NWC/USDT 1 1.07 1.07 16.112 0.16 4 days, 0:40:00 1 0 0 100
VIDT/USDT 2 1.40 2.79 15.056 0.15 6:39:00 2 0 0 100
BTT/USDT 1 1.34 1.34 13.290 0.13 1 day, 6:40:00 1 0 0 100
TRX/USDT 1 1.52 1.52 12.703 0.13 3 days, 14:45:00 1 0 0 100
COTI/USDT 1 1.26 1.26 10.493 0.10 1 day, 13:21:00 1 0 0 100
NOIA/USDT 1 0.29 0.29 10.349 0.10 16 days, 22:47:00 1 0 0 100
XEM/USDT 1 0.80 0.80 9.365 0.09 4 days, 10:34:00 1 0 0 100
PRE/USDT 1 1.10 1.10 9.139 0.09 4:15:00 1 0 0 100
PLU/USDT 1 1.29 1.29 4.249 0.04 4:16:00 1 0 0 100
VRA/USDT 1 1.03 1.03 3.488 0.03 0:37:00 1 0 0 100
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 1 -1.45 -1.45 -77.468 -0.77 17 days, 18:35:00 0 0 1 0
AAVE/USDT 1 -8.24 -8.24 -121.743 -1.22 4 days, 10:45:00 0 0 1 0
TOTAL 24 0.92 21.97 80.812 0.81 2 days, 17:20:00 22 0 2 91.7

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
EWT/USDT 1 -1.45 -1.45 -77.468 -0.77 17 days, 18:35:00 0 0 1 0
AAVE/USDT 1 -8.24 -8.24 -121.743 -1.22 4 days, 10:45:00 0 0 1 0
TOTAL 2 -4.84 -9.69 -199.211 -1.99 11 days, 2:40:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 12 1.44 17.34 178.503 1.79 3 days, 11:28:00 12 0 0 100
25 2 1.30 2.59 21.608 0.22 0:34:00 2 0 0 100
104 1 2.25 2.25 18.931 0.19 2:30:00 1 0 0 100
61 3 1.31 3.94 13.120 0.13 2:33:00 3 0 0 100
41 61 1 1.04 1.04 10.356 0.10 4:52:00 1 0 0 100
44 1 1.17 1.17 9.673 0.10 10:32:00 1 0 0 100
48 104 1 1.10 1.10 9.139 0.09 4:15:00 1 0 0 100
24 1 -1.45 -1.45 -77.468 -0.77 17 days, 18:35:00 0 0 1 0
47 2 -3.00 -6.00 -103.050 -1.03 2 days, 6:29:00 1 0 1 50.0
TOTAL 24 0.92 21.97 80.812 0.81 2 days, 17:20:00 22 0 2 91.7

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 3 3 0 0 100 1.31 3.94 13.12 0.66
exit_profit_quick_max_m ( 46 ) 3 3 0 0 100 1.12 3.37 30.481 0.56
exit_quick_2_1_1 ( 46 ) 3 3 0 0 100 1.31 3.93 42.105 0.66
exit_quick_w_1_1 ( 46 ) 3 3 0 0 100 0.95 2.85 34.384 0.47
force_exit 2 0 0 2 0 -4.84 -9.69 -199.211 -1.61
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 1.17 1.17 9.673 0.2
exit_quick_d_1_1 ( 48 104 ) 1 1 0 0 100 1.1 1.1 9.139 0.18
exit_profit_quick_max_m ( 41 61 ) 1 1 0 0 100 1.04 1.04 10.356 0.17
exit_pump_o_1 ( 25 ) 1 1 0 0 100 1.18 1.18 9.803 0.2
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.06 2.06 17.119 0.34
exit_quick_q_1 ( 46 ) 1 1 0 0 100 2.32 2.32 30.891 0.39
exit_quick_q_3 ( 47 ) 1 1 0 0 100 2.23 2.23 18.692 0.37
exit_profit_pump_max_m ( 25 ) 1 1 0 0 100 1.41 1.41 11.805 0.24
exit_quick_w_2_4 ( 46 ) 1 1 0 0 100 2.81 2.81 23.524 0.47
exit_long_rapid_d_2_1 ( 104 ) 1 1 0 0 100 2.25 2.25 18.931 0.37

SUMMARY METRICS

Metric Value
Backtesting from 2021-10-01 00:00:00
Backtesting to 2021-11-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 24 / 0.77
Starting balance 10000 USDT
Final balance 10080.812 USDT
Absolute profit 80.812 USDT
Total profit % 0.81%
CAGR % 9.94%
Sortino 2.25
Sharpe 1.54
Calmar 25.70
Profit factor 1.41
Expectancy (Ratio) 3.37 (0.03)
Trades per day 0.77
Avg. daily profit % 0.03%
Avg. stake amount 782.302 USDT
Total trade volume 18775.239 USDT
Best Pair MAP/USDT 3.66%
Worst Pair AAVE/USDT -8.24%
Best trade ONE/USDT 2.81%
Worst trade AAVE/USDT -8.24%
Best day 49.583 USDT
Worst day -199.211 USDT
Days win/draw/lose 16 / 15 / 1
Avg. Duration Winners 1 day, 23:02:00
Avg. Duration Loser 11 days, 2:40:00
Max Consecutive Wins / Loss 22 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10009.673 USDT
Max balance 10280.023 USDT
Max % of account underwater 1.94%
Absolute Drawdown (Account) 1.94%
Absolute Drawdown 199.211 USDT
Drawdown high 280.023 USDT
Drawdown low 80.812 USDT
Drawdown Start 2021-10-29 18:27:00
Drawdown End 2021-11-01 00:00:00
Market change 33.15%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 24 0.92 21.97 80.812 0.81 2 days, 17:20:00 22 0 2 91.7 199.211 USDT 1.94%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 9:12:00 9:12:00 9:12:00 10:00:00 9:57:00
Market Change 10.43 % 10.43 % 10.43 % 10.43 % 10.43 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.445 % 0.4435 %
Profit Mean 1.8504 % 1.8504 % 1.8504 % 1.7365 % 1.7689 %
Profit Sum 94.37 % 94.37 % 94.37 % 88.56 % 86.68 %
Profit Total 7.89 % 7.89 % 7.89 % 7.28 % 7.12 %
Trades 51 51 51 51 49
Win Rate 100.0 % 100.0 % 100.0 % 98.04 % 97.96 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ROSE/USDT 5 2.39 11.96 101.758 1.02 1:10:00 5 0 0 100
UMA/USDT 4 1.77 7.08 60.301 0.60 0:34:00 4 0 0 100
PRE/USDT 2 3.55 7.10 60.031 0.60 5:25:00 2 0 0 100
AKRO/USDT 2 3.22 6.43 55.497 0.55 9:25:00 2 0 0 100
MLK/USDT 3 1.49 4.47 41.224 0.41 4:10:00 3 0 0 100
UOS/USDT 1 4.17 4.17 36.117 0.36 11:16:00 1 0 0 100
PLU/USDT 3 1.87 5.60 31.800 0.32 1 day, 7:38:00 3 0 0 100
ARPA/USDT 2 1.88 3.75 31.683 0.32 2:48:00 2 0 0 100
COTI/USDT 3 1.36 4.09 28.216 0.28 11:01:00 3 0 0 100
ALEPH/USDT 2 1.60 3.19 26.981 0.27 0:19:00 2 0 0 100
KAI/USDT 1 3.13 3.13 26.705 0.27 0:01:00 1 0 0 100
DAG/USDT 2 1.38 2.77 26.279 0.26 2 days, 17:48:00 2 0 0 100
MAP/USDT 2 1.36 2.73 23.354 0.23 1:32:00 2 0 0 100
CRO/USDT 1 2.48 2.48 21.985 0.22 1:59:00 1 0 0 100
NWC/USDT 1 2.59 2.59 21.569 0.22 0:37:00 1 0 0 100
GRT/USDT 1 2.32 2.32 20.656 0.21 0:30:00 1 0 0 100
DEGO/USDT 1 2.14 2.14 18.761 0.19 0:30:00 1 0 0 100
TEL/USDT 1 2.16 2.16 18.698 0.19 1:43:00 1 0 0 100
CHR/USDT 2 1.05 2.11 17.507 0.18 0:16:00 2 0 0 100
CKB/USDT 1 1.70 1.70 14.181 0.14 0:11:00 1 0 0 100
ONE/USDT 1 1.57 1.57 13.565 0.14 0:36:00 1 0 0 100
ETH/USDT 1 1.57 1.57 13.417 0.13 2 days, 0:20:00 1 0 0 100
SXP/USDT 1 1.52 1.52 12.722 0.13 1 day, 4:15:00 1 0 0 100
DIA/USDT 1 1.13 1.13 9.997 0.10 0:23:00 1 0 0 100
NOIA/USDT 1 1.13 1.13 9.789 0.10 1:00:00 1 0 0 100
ORN/USDT 1 1.14 1.14 9.682 0.10 13:44:00 1 0 0 100
BTC/USDT 1 1.14 1.14 9.505 0.10 16:48:00 1 0 0 100
WIN/USDT 1 1.05 1.05 8.743 0.09 0:52:00 1 0 0 100
NEO/USDT 1 1.02 1.02 8.713 0.09 6:57:00 1 0 0 100
DASH/USDT 1 1.02 1.02 8.670 0.09 5:12:00 1 0 0 100
KSM/USDT 1 0.10 0.10 0.860 0.01 10:43:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 51 1.85 94.37 788.966 7.89 9:12:00 51 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 14 1.63 22.84 201.147 2.01 22:05:00 14 0 0 100
47 8 1.64 13.09 111.624 1.12 0:32:00 8 0 0 100
25 4 2.24 8.96 79.006 0.79 5:53:00 4 0 0 100
44 3 2.69 8.08 68.762 0.69 0:49:00 3 0 0 100
45 3 2.33 6.99 59.769 0.60 3:06:00 3 0 0 100
103 1 4.96 4.96 42.349 0.42 7:20:00 1 0 0 100
104 2 1.96 3.92 34.745 0.35 0:52:00 2 0 0 100
24 3 1.35 4.04 34.014 0.34 0:26:00 3 0 0 100
61 4 1.67 6.67 28.182 0.28 20:59:00 4 0 0 100
12 1 3.13 3.13 26.705 0.27 0:01:00 1 0 0 100
102 1 2.48 2.48 21.062 0.21 2:05:00 1 0 0 100
11 25 1 1.58 1.58 13.930 0.14 0:04:00 1 0 0 100
9 1 1.57 1.57 13.565 0.14 0:36:00 1 0 0 100
3 1 1.42 1.42 12.541 0.13 1:28:00 1 0 0 100
10 1 1.44 1.44 12.254 0.12 0:19:00 1 0 0 100
41 1 1.02 1.02 10.780 0.11 19:41:00 1 0 0 100
41 61 1 1.13 1.13 9.789 0.10 1:00:00 1 0 0 100
7 1 1.05 1.05 8.743 0.09 0:52:00 1 0 0 100
TOTAL 51 1.85 94.37 788.966 7.89 9:12:00 51 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 47 ) 6 6 0 0 100 1.37 8.22 70.038 1.37
exit_profit_quick_max_m ( 46 ) 5 5 0 0 100 1.12 5.58 47.193 0.93
exit_profit_pump_max_m ( 25 ) 3 3 0 0 100 2.55 7.66 65.801 1.28
exit_profit_long_rebuy_max_m ( 61 ) 2 2 0 0 100 1.99 3.97 13.149 0.66
exit_profit_quick_max_m ( 44 ) 2 2 0 0 100 2.97 5.93 50 0.99
exit_quick_q_3 ( 46 ) 2 2 0 0 100 2.52 5.04 42.431 0.84
exit_profit_pump_max_m ( 24 ) 2 2 0 0 100 1.5 3 25.394 0.5
exit_pump_d_1_10 ( 24 ) 1 1 0 0 100 1.04 1.04 8.62 0.17
exit_long_rebuy_d_1_18 ( 61 ) 1 1 0 0 100 1.07 1.07 3.763 0.18
exit_quick_q_3 ( 44 ) 1 1 0 0 100 2.14 2.14 18.761 0.36
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 2 2 21.054 0.33
exit_quick_q_3 ( 47 ) 1 1 0 0 100 2.28 2.28 20.017 0.38
exit_quick_w_1_2 ( 41 ) 1 1 0 0 100 1.02 1.02 10.78 0.17
exit_profit_normal_max_m ( 3 ) 1 1 0 0 100 1.42 1.42 12.541 0.24
exit_long_rapid_rpd_3 ( 104 ) 1 1 0 0 100 1.59 1.59 14.089 0.27
exit_normal_o_1 ( 11 25 ) 1 1 0 0 100 1.58 1.58 13.93 0.26
exit_pump_w_1_2 ( 25 ) 1 1 0 0 100 1.3 1.3 13.204 0.22
exit_long_rebuy_w_1_2 ( 61 ) 1 1 0 0 100 1.63 1.63 11.271 0.27
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 2.48 2.48 21.985 0.41
exit_profit_long_rapid_max_m ( 104 ) 1 1 0 0 100 2.32 2.32 20.656 0.39
exit_quick_q_1 ( 46 ) 1 1 0 0 100 4.6 4.6 40.114 0.77
exit_long_rapid_rpd_3 ( 103 ) 1 1 0 0 100 4.96 4.96 42.349 0.83
exit_quick_d_1_18 ( 41 61 ) 1 1 0 0 100 1.13 1.13 9.789 0.19
exit_profit_normal_max_m ( 9 ) 1 1 0 0 100 1.57 1.57 13.565 0.26
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.57 1.57 13.417 0.26
exit_quick_q_1 ( 45 ) 1 1 0 0 100 2.14 2.14 17.682 0.36
exit_normal_o_3 ( 12 ) 1 1 0 0 100 3.13 3.13 26.705 0.52
exit_quick_d_0_20 ( 46 ) 1 1 0 0 100 0.1 0.1 0.86 0.02
exit_normal_o_1 ( 10 ) 1 1 0 0 100 1.44 1.44 12.254 0.24
exit_quick_w_2_10 ( 45 ) 1 1 0 0 100 2.37 2.37 20.102 0.4
exit_long_rapid_rpd_3 ( 102 ) 1 1 0 0 100 2.48 2.48 21.062 0.41
exit_quick_w_1_4 ( 46 ) 1 1 0 0 100 1.52 1.52 12.722 0.25
exit_quick_w_1_9 ( 46 ) 1 1 0 0 100 1.83 1.83 15.383 0.31
exit_profit_normal_max_m ( 7 ) 1 1 0 0 100 1.05 1.05 8.743 0.17
exit_quick_d_2_1 ( 47 ) 1 1 0 0 100 2.59 2.59 21.569 0.43
exit_quick_w_0_1 ( 46 ) 1 1 0 0 100 0.58 0.58 7.973 0.1

SUMMARY METRICS

Metric Value
Backtesting from 2021-11-01 00:00:00
Backtesting to 2021-12-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 51 / 1.7
Starting balance 10000 USDT
Final balance 10788.966 USDT
Absolute profit 788.966 USDT
Total profit % 7.89%
CAGR % 151.92%
Sortino -100.00
Sharpe 59.96
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 15.47 (100.00)
Trades per day 1.7
Avg. daily profit % 0.26%
Avg. stake amount 820.763 USDT
Total trade volume 41858.922 USDT
Best Pair ROSE/USDT 11.96%
Worst Pair AAVE/USDT 0.00%
Best trade PRE/USDT 4.96%
Worst trade KSM/USDT 0.10%
Best day 96.979 USDT
Worst day 0 USDT
Days win/draw/lose 23 / 5 / 0
Avg. Duration Winners 9:12:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 51 / 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
Drawdown End 1970-01-01 00:00:00
Market change 10.43%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 51 1.85 94.37 788.966 7.89 9:12:00 51 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 1 day, 12:02:00 1 day, 12:02:00 1 day, 12:02:00 1 day, 10:30:00 1 day, 12:03:00
Market Change -15.36 % -15.36 % -15.36 % -15.36 % -15.36 %
Max Drawdown 2.3284 % 2.3284 % 2.3284 % 3.0576 % 3.4927 %
Profit Mean 1.4015 % 1.4015 % 1.4015 % 0.4968 % 0.5769 %
Profit Sum 30.83 % 30.83 % 30.83 % 11.43 % 12.69 %
Profit Total 0.66 % 0.66 % 0.66 % 0.01 % -0.58 %
Trades 22 22 22 23 22
Win Rate 95.45 % 95.45 % 95.45 % 95.65 % 95.45 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VIDT/USDT 4 1.76 7.03 64.527 0.65 4:03:00 4 0 0 100
VRA/USDT 3 1.45 4.35 36.209 0.36 0:45:00 3 0 0 100
PLU/USDT 2 2.54 5.09 35.694 0.36 23:36:00 2 0 0 100
CKB/USDT 1 3.15 3.15 26.328 0.26 2:50:00 1 0 0 100
ATOM/USDT 1 2.97 2.97 24.555 0.25 0:55:00 1 0 0 100
PRE/USDT 2 1.32 2.64 21.781 0.22 0:24:00 2 0 0 100
STX/USDT 2 1.19 2.38 19.891 0.20 7:02:00 2 0 0 100
UMA/USDT 1 2.33 2.33 19.506 0.20 1:50:00 1 0 0 100
WIN/USDT 1 2.23 2.23 18.733 0.19 3:34:00 1 0 0 100
ORN/USDT 1 1.23 1.23 10.325 0.10 0:25:00 1 0 0 100
CRO/USDT 1 1.13 1.13 9.457 0.09 0:08:00 1 0 0 100
DIA/USDT 1 1.12 1.12 9.308 0.09 0:10:00 1 0 0 100
TEL/USDT 1 1.10 1.10 9.217 0.09 0:21:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 1 -5.92 -5.92 -239.952 -2.40 29 days, 6:00:00 0 0 1 0
TOTAL 22 1.40 30.83 65.582 0.66 1 day, 12:02:00 21 0 1 95.5

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NOIA/USDT 1 -5.92 -5.92 -239.952 -2.40 29 days, 6:00:00 0 0 1 0
TOTAL 1 -5.92 -5.92 -239.952 -2.40 29 days, 6:00:00 0 0 1 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
106 3 2.10 6.31 52.211 0.52 0:40:00 3 0 0 100
61 2 2.54 5.09 35.694 0.36 23:36:00 2 0 0 100
45 103 104 1 1.81 1.81 21.150 0.21 13:50:00 1 0 0 100
44 2 1.21 2.43 20.262 0.20 0:44:00 2 0 0 100
25 1 1.81 1.81 15.091 0.15 0:25:00 1 0 0 100
10 1 1.76 1.76 14.538 0.15 0:47:00 1 0 0 100
45 1 1.48 1.48 12.458 0.12 0:10:00 1 0 0 100
41 61 1 1.34 1.34 11.153 0.11 0:21:00 1 0 0 100
23 1 1.13 1.13 9.457 0.09 0:08:00 1 0 0 100
103 104 1 1.10 1.10 9.217 0.09 0:21:00 1 0 0 100
103 1 1.11 1.11 9.213 0.09 1:19:00 1 0 0 100
8 21 44 1 0.39 0.39 3.244 0.03 0:02:00 1 0 0 100
46 6 0.85 5.08 -148.107 -1.48 5 days, 0:47:00 5 0 1 83.3
TOTAL 22 1.40 30.83 65.582 0.66 1 day, 12:02:00 21 0 1 95.5

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_quick_q_1 ( 46 ) 2 2 0 0 100 2.7 5.4 44.866 0.9
exit_quick_w_2_2 ( 45 103 104 ) 1 1 0 0 100 1.81 1.81 21.15 0.3
exit_profit_quick_max_m ( 46 ) 1 1 0 0 100 1.04 1.04 8.738 0.17
exit_quick_d_1_13 ( 44 ) 1 1 0 0 100 1.23 1.23 10.325 0.21
exit_quick_d_2_8 ( 46 ) 1 1 0 0 100 2.33 2.33 19.506 0.39
exit_profit_long_rapid_max_m ( 103 104 ) 1 1 0 0 100 1.1 1.1 9.217 0.18
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.23 2.23 18.733 0.37
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 1.48 1.48 12.458 0.25
exit_pump_u_1 ( 23 ) 1 1 0 0 100 1.13 1.13 9.457 0.19
exit_long_rebuy_u_3 ( 61 ) 1 1 0 0 100 3.22 3.22 10.804 0.54
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.87 1.87 24.89 0.31
exit_normal_u_0 ( 8 21 44 ) 1 1 0 0 100 0.39 0.39 3.244 0.07
exit_profit_pump_max_m ( 25 ) 1 1 0 0 100 1.81 1.81 15.091 0.3
exit_long_rapid_d_1_18 ( 103 ) 1 1 0 0 100 1.11 1.11 9.213 0.18
exit_profit_quick_max_m ( 41 61 ) 1 1 0 0 100 1.34 1.34 11.153 0.22
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 1.19 1.19 9.938 0.2
exit_long_rapid_rpd_3 ( 106 ) 1 1 0 0 100 2.22 2.22 18.348 0.37
exit_long_rapid_d_2_1 ( 106 ) 1 1 0 0 100 2.97 2.97 24.555 0.49
exit_normal_d_1_18 ( 10 ) 1 1 0 0 100 1.76 1.76 14.538 0.29
exit_long_rapid_d_1_18 ( 106 ) 1 1 0 0 100 1.12 1.12 9.308 0.19
force_exit 1 0 0 1 0 -5.92 -5.92 -239.952 -0.99

SUMMARY METRICS

Metric Value
Backtesting from 2021-12-01 00:00:00
Backtesting to 2022-01-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 22 / 0.71
Starting balance 10000 USDT
Final balance 10065.582 USDT
Absolute profit 65.582 USDT
Total profit % 0.66%
CAGR % 8.00%
Sortino -100.00
Sharpe 0.76
Calmar 17.36
Profit factor 1.27
Expectancy (Ratio) 2.98 (0.01)
Trades per day 0.71
Avg. daily profit % 0.02%
Avg. stake amount 828.486 USDT
Total trade volume 18226.685 USDT
Best Pair VIDT/USDT 7.03%
Worst Pair NOIA/USDT -5.92%
Best trade PLU/USDT 3.22%
Worst trade NOIA/USDT -5.92%
Best day 79.931 USDT
Worst day -239.952 USDT
Days win/draw/lose 10 / 21 / 1
Avg. Duration Winners 4:19:00
Avg. Duration Loser 29 days, 6:00:00
Max Consecutive Wins / Loss 21 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10018.538 USDT
Max balance 10305.533 USDT
Max % of account underwater 2.33%
Absolute Drawdown (Account) 2.33%
Absolute Drawdown 239.952 USDT
Drawdown high 305.533 USDT
Drawdown low 65.582 USDT
Drawdown Start 2021-12-30 07:44:00
Drawdown End 2022-01-01 00:00:00
Market change -15.36%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 22 1.40 30.83 65.582 0.66 1 day, 12:02:00 21 0 1 95.5 239.952 USDT 2.33%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 1 day, 3:13:00 1 day, 3:13:00 1 day, 3:13:00 1 day, 1:38:00 1 day, 4:24:00
Market Change -27.65 % -27.65 % -27.65 % -27.65 % -27.65 %
Max Drawdown 0.1748 % 0.1748 % 0.1748 % 0.0 % 0.0 %
Profit Mean 1.7819 % 1.7819 % 1.7819 % 2.083 % 2.083 %
Profit Sum 32.07 % 32.07 % 32.07 % 39.58 % 35.41 %
Profit Total 2.26 % 2.26 % 2.26 % 3.07 % 2.71 %
Trades 18 18 18 19 17
Win Rate 94.44 % 94.44 % 94.44 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
PLU/USDT 7 1.76 12.34 105.201 1.05 1:45:00 7 0 0 100
COTI/USDT 1 3.25 3.25 26.986 0.27 2:06:00 1 0 0 100
COMP/USDT 1 2.61 2.61 21.551 0.22 4:40:00 1 0 0 100
CHR/USDT 1 2.13 2.13 17.751 0.18 3:10:00 1 0 0 100
MAP/USDT 1 5.21 5.21 17.400 0.17 2:35:00 1 0 0 100
DIA/USDT 1 1.80 1.80 15.000 0.15 0:47:00 1 0 0 100
UMA/USDT 1 1.49 1.49 12.361 0.12 2:06:00 1 0 0 100
DASH/USDT 1 1.06 1.06 8.784 0.09 1 day, 14:40:00 1 0 0 100
STX/USDT 1 1.02 1.02 8.460 0.08 2:43:00 1 0 0 100
NOIA/USDT 1 1.79 1.79 5.933 0.06 19:55:00 1 0 0 100
UOS/USDT 1 0.49 0.49 4.920 0.05 1 day, 3:00:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 1 -1.11 -1.11 -17.902 -0.18 15 days, 14:00:00 0 0 1 0
TOTAL 18 1.78 32.07 226.443 2.26 1 day, 3:13:00 17 0 1 94.4

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UOS/USDT 1 0.49 0.49 4.920 0.05 1 day, 3:00:00 1 0 0 100
DAG/USDT 1 -1.11 -1.11 -17.902 -0.18 15 days, 14:00:00 0 0 1 0
TOTAL 2 -0.31 -0.62 -12.982 -0.13 8 days, 8:30:00 1 0 1 50.0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
47 2 1.79 3.59 29.983 0.30 1:28:00 2 0 0 100
10 1 3.25 3.25 26.986 0.27 2:06:00 1 0 0 100
104 1 3.11 3.11 26.039 0.26 0:44:00 1 0 0 100
61 2 3.50 7.00 23.332 0.23 11:15:00 2 0 0 100
103 104 2 1.25 2.51 22.640 0.23 4:16:00 2 0 0 100
25 45 103 104 1 2.51 2.51 21.134 0.21 0:24:00 1 0 0 100
1 1 2.13 2.13 17.751 0.18 3:10:00 1 0 0 100
46 4 0.76 3.05 17.353 0.17 4 days, 15:05:00 3 0 1 75.0
24 1 1.80 1.80 15.000 0.15 0:47:00 1 0 0 100
12 1 1.07 1.07 8.956 0.09 0:11:00 1 0 0 100
25 1 1.05 1.05 8.809 0.09 1:35:00 1 0 0 100
102 1 1.02 1.02 8.460 0.08 2:43:00 1 0 0 100
TOTAL 18 1.78 32.07 226.443 2.26 1 day, 3:13:00 17 0 1 94.4

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 47 ) 2 2 0 0 100 1.79 3.59 29.983 0.6
force_exit 2 1 0 1 50.0 -0.31 -0.62 -12.982 -0.1
exit_quick_q_1 ( 46 ) 1 1 0 0 100 2.61 2.61 21.551 0.43
exit_long_rebuy_w_1_2 ( 61 ) 1 1 0 0 100 1.79 1.79 5.933 0.3
exit_profit_quick_max_m ( 46 ) 1 1 0 0 100 1.06 1.06 8.784 0.18
exit_normal_d_3_1 ( 10 ) 1 1 0 0 100 3.25 3.25 26.986 0.54
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.02 1.02 8.46 0.17
exit_normal_d_2_1 ( 1 ) 1 1 0 0 100 2.13 2.13 17.751 0.36
exit_profit_pump_max_m ( 24 ) 1 1 0 0 100 1.8 1.8 15 0.3
exit_long_rebuy_d_4_8 ( 61 ) 1 1 0 0 100 5.21 5.21 17.4 0.87
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 1.07 1.07 8.956 0.18
exit_profit_pump_max_m ( 25 ) 1 1 0 0 100 1.05 1.05 8.809 0.18
exit_profit_long_rapid_max_m ( 104 ) 1 1 0 0 100 3.11 3.11 26.039 0.52
exit_profit_long_rapid_max_m ( 103 104 ) 1 1 0 0 100 1.61 1.61 13.562 0.27
exit_profit_pump_max_m ( 25 45 103 104 ) 1 1 0 0 100 2.51 2.51 21.134 0.42
exit_long_rapid_rpd_3 ( 103 104 ) 1 1 0 0 100 0.9 0.9 9.078 0.15

SUMMARY METRICS

Metric Value
Backtesting from 2022-01-01 00:00:00
Backtesting to 2022-02-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 18 / 0.58
Starting balance 10000 USDT
Final balance 10226.443 USDT
Absolute profit 226.443 USDT
Total profit % 2.26%
CAGR % 30.17%
Sortino -100.00
Sharpe 14.25
Calmar 798.22
Profit factor 13.65
Expectancy (Ratio) 12.58 (0.70)
Trades per day 0.58
Avg. daily profit % 0.07%
Avg. stake amount 774.267 USDT
Total trade volume 13936.813 USDT
Best Pair PLU/USDT 12.34%
Worst Pair DAG/USDT -1.11%
Best trade MAP/USDT 5.21%
Worst trade DAG/USDT -1.11%
Best day 96.122 USDT
Worst day -12.982 USDT
Days win/draw/lose 10 / 19 / 1
Avg. Duration Winners 6:49:00
Avg. Duration Loser 15 days, 14:00:00
Max Consecutive Wins / Loss 16 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10021.551 USDT
Max balance 10239.425 USDT
Max % of account underwater 0.17%
Absolute Drawdown (Account) 0.17%
Absolute Drawdown 17.902 USDT
Drawdown high 239.425 USDT
Drawdown low 221.523 USDT
Drawdown Start 2022-01-29 14:53:00
Drawdown End 2022-02-01 00:00:00
Market change -27.65%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 18 1.78 32.07 226.443 2.26 1 day, 3:13:00 17 0 1 94.4 17.902 USDT 0.17%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 2 days, 0:55:00 2 days, 0:55:00 2 days, 0:55:00 2 days, 1:05:00 3 days, 10:26:00
Market Change 1.41 % 1.41 % 1.41 % 1.41 % 1.41 %
Max Drawdown 1.3753 % 1.3753 % 1.3753 % 1.3862 % 2.7904 %
Profit Mean 0.6411 % 0.6411 % 0.6411 % 0.5298 % -0.3829 %
Profit Sum 6.41 % 6.41 % 6.41 % 5.3 % -4.21 %
Profit Total -0.5 % -0.5 % -0.5 % -0.39 % -1.8 %
Trades 10 10 10 10 11
Win Rate 90.0 % 90.0 % 90.0 % 90.0 % 81.82 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
PLU/USDT 2 2.54 5.07 35.770 0.36 1:38:00 2 0 0 100
VRA/USDT 2 1.32 2.64 13.872 0.14 0:39:00 2 0 0 100
COTI/USDT 1 1.10 1.10 9.086 0.09 0:27:00 1 0 0 100
AVA/USDT 1 0.75 0.75 8.729 0.09 12:47:00 1 0 0 100
DEGO/USDT 1 1.04 1.04 8.574 0.09 10:53:00 1 0 0 100
VELO/USDT 1 1.03 1.03 8.568 0.09 3:02:00 1 0 0 100
NOIA/USDT 1 1.24 1.24 4.090 0.04 3:29:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 1 -6.46 -6.46 -138.751 -1.39 18 days, 22:00:00 0 0 1 0
TOTAL 10 0.64 6.41 -50.062 -0.50 2 days, 0:55:00 9 0 1 90.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
EWT/USDT 1 -6.46 -6.46 -138.751 -1.39 18 days, 22:00:00 0 0 1 0
TOTAL 1 -6.46 -6.46 -138.751 -1.39 18 days, 22:00:00 0 0 1 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
44 1 3.80 3.80 31.522 0.32 0:45:00 1 0 0 100
61 3 1.37 4.11 13.623 0.14 2:11:00 3 0 0 100
4 6 42 1 1.10 1.10 9.086 0.09 0:27:00 1 0 0 100
104 1 0.75 0.75 8.729 0.09 12:47:00 1 0 0 100
12 1 1.04 1.04 8.587 0.09 0:44:00 1 0 0 100
10 1 1.04 1.04 8.574 0.09 10:53:00 1 0 0 100
45 1 1.03 1.03 8.568 0.09 3:02:00 1 0 0 100
46 1 -6.46 -6.46 -138.751 -1.39 18 days, 22:00:00 0 0 1 0
TOTAL 10 0.64 6.41 -50.062 -0.50 2 days, 0:55:00 9 0 1 90.0

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 3 3 0 0 100 1.37 4.11 13.623 0.69
exit_profit_normal_max_m ( 10 ) 1 1 0 0 100 1.04 1.04 8.574 0.17
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 1.04 1.04 8.587 0.17
exit_quick_d_1_13 ( 45 ) 1 1 0 0 100 1.03 1.03 8.568 0.17
exit_long_rapid_rpd_3 ( 104 ) 1 1 0 0 100 0.75 0.75 8.729 0.13
exit_normal_u_1 ( 4 6 42 ) 1 1 0 0 100 1.1 1.1 9.086 0.18
exit_quick_q_3 ( 44 ) 1 1 0 0 100 3.8 3.8 31.522 0.63
force_exit 1 0 0 1 0 -6.46 -6.46 -138.751 -1.08

SUMMARY METRICS

Metric Value
Backtesting from 2022-02-01 00:00:00
Backtesting to 2022-03-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 10 / 0.36
Starting balance 10000 USDT
Final balance 9949.938 USDT
Absolute profit -50.062 USDT
Total profit % -0.50%
CAGR % -6.33%
Sortino -100.00
Sharpe -0.76
Calmar -24.84
Profit factor 0.64
Expectancy (Ratio) -5.01 (-0.04)
Trades per day 0.36
Avg. daily profit % -0.02%
Avg. stake amount 737.044 USDT
Total trade volume 7370.445 USDT
Best Pair PLU/USDT 5.07%
Worst Pair EWT/USDT -6.46%
Best trade PLU/USDT 3.80%
Worst trade EWT/USDT -6.46%
Best day 31.522 USDT
Worst day -138.751 USDT
Days win/draw/lose 7 / 14 / 1
Avg. Duration Winners 3:55:00
Avg. Duration Loser 18 days, 22:00:00
Max Consecutive Wins / Loss 9 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9949.938 USDT
Max balance 10088.689 USDT
Max % of account underwater 1.38%
Absolute Drawdown (Account) 1.38%
Absolute Drawdown 138.751 USDT
Drawdown high 88.689 USDT
Drawdown low -50.062 USDT
Drawdown Start 2022-02-19 15:41:00
Drawdown End 2022-03-01 00:00:00
Market change 1.41%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 10 0.64 6.41 -50.062 -0.50 2 days, 0:55:00 9 0 1 90.0 138.751 USDT 1.38%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 16:15:00 16:15:00 16:15:00 16:15:00 16:15:00
Market Change 30.87 % 30.87 % 30.87 % 30.87 % 30.87 %
Max Drawdown 0.5253 % 0.5253 % 0.5253 % 0.5253 % 0.5253 %
Profit Mean 0.9836 % 0.9836 % 0.9836 % 0.9982 % 0.9982 %
Profit Sum 14.75 % 14.75 % 14.75 % 14.97 % 14.97 %
Profit Total 1.19 % 1.19 % 1.19 % 1.18 % 1.18 %
Trades 15 15 15 15 15
Win Rate 93.33 % 93.33 % 93.33 % 93.33 % 93.33 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LTC/USDT 1 3.06 3.06 25.261 0.25 10:40:00 1 0 0 100
AAVE/USDT 1 2.64 2.64 21.966 0.22 2:35:00 1 0 0 100
ETH/USDT 1 2.18 2.18 18.002 0.18 10:45:00 1 0 0 100
WIN/USDT 2 1.03 2.06 17.158 0.17 10:22:00 2 0 0 100
GRT/USDT 1 1.80 1.80 15.121 0.15 0:02:00 1 0 0 100
FIL/USDT 1 1.58 1.58 13.260 0.13 0:03:00 1 0 0 100
EWT/USDT 1 1.50 1.50 12.495 0.12 15:03:00 1 0 0 100
XTZ/USDT 1 1.16 1.16 9.577 0.10 11:48:00 1 0 0 100
VRA/USDT 1 0.82 0.82 9.499 0.09 5 days, 19:12:00 1 0 0 100
ZEC/USDT 1 1.13 1.13 9.463 0.09 0:55:00 1 0 0 100
XRP/USDT 1 1.06 1.06 8.729 0.09 6:59:00 1 0 0 100
PLU/USDT 1 1.11 1.11 3.697 0.04 2:47:00 1 0 0 100
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 2 -2.67 -5.34 -44.843 -0.45 11:07:00 1 0 1 50.0
TOTAL 15 0.98 14.75 119.386 1.19 16:15:00 14 0 1 93.3

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UMA/USDT 1 -6.37 -6.37 -53.439 -0.53 14:00:00 0 0 1 0
TOTAL 1 -6.37 -6.37 -53.439 -0.53 14:00:00 0 0 1 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 11 0.84 9.25 78.925 0.79 21:49:00 10 0 1 90.9
12 2 1.69 3.39 28.382 0.28 0:02:00 2 0 0 100
47 1 1.02 1.02 8.382 0.08 0:55:00 1 0 0 100
61 1 1.11 1.11 3.697 0.04 2:47:00 1 0 0 100
TOTAL 15 0.98 14.75 119.386 1.19 16:15:00 14 0 1 93.3

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 5 5 0 0 100 1.16 5.8 48.173 0.97
exit_normal_o_1 ( 12 ) 2 2 0 0 100 1.69 3.39 28.382 0.56
exit_quick_d_1_13 ( 47 ) 1 1 0 0 100 1.02 1.02 8.382 0.17
exit_quick_q_1 ( 46 ) 1 1 0 0 100 3.06 3.06 25.261 0.51
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 2.18 2.18 18.002 0.36
exit_quick_w_1_5 ( 46 ) 1 1 0 0 100 0.82 0.82 9.499 0.14
exit_quick_w_2_4 ( 46 ) 1 1 0 0 100 2.64 2.64 21.966 0.44
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.11 1.11 3.697 0.18
exit_quick_d_1_20 ( 46 ) 1 1 0 0 100 1.13 1.13 9.463 0.19
force_exit 1 0 0 1 0 -6.37 -6.37 -53.439 -1.06

SUMMARY METRICS

Metric Value
Backtesting from 2022-03-01 00:00:00
Backtesting to 2022-04-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 15 / 0.48
Starting balance 10000 USDT
Final balance 10119.386 USDT
Absolute profit 119.386 USDT
Total profit % 1.19%
CAGR % 15.00%
Sortino -100.00
Sharpe 4.25
Calmar 140.06
Profit factor 3.23
Expectancy (Ratio) 7.96 (0.15)
Trades per day 0.48
Avg. daily profit % 0.04%
Avg. stake amount 797.244 USDT
Total trade volume 11958.657 USDT
Best Pair LTC/USDT 3.06%
Worst Pair UMA/USDT -5.34%
Best trade LTC/USDT 3.06%
Worst trade UMA/USDT -6.37%
Best day 61.57 USDT
Worst day -53.439 USDT
Days win/draw/lose 9 / 19 / 1
Avg. Duration Winners 16:25:00
Avg. Duration Loser 14:00:00
Max Consecutive Wins / Loss 14 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10008.382 USDT
Max balance 10172.825 USDT
Max % of account underwater 0.53%
Absolute Drawdown (Account) 0.53%
Absolute Drawdown 53.439 USDT
Drawdown high 172.825 USDT
Drawdown low 119.386 USDT
Drawdown Start 2022-03-31 14:07:00
Drawdown End 2022-04-01 00:00:00
Market change 30.87%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 15 0.98 14.75 119.386 1.19 16:15:00 14 0 1 93.3 53.439 USDT 0.53%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 8:34:00 8:34:00 8:34:00 7:17:00 4 days, 19:05:00
Market Change -32.79 % -32.79 % -32.79 % -32.79 % -32.79 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 15.5344 %
Profit Mean 1.617 % 1.617 % 1.617 % 1.861 % -6.9203 %
Profit Sum 16.17 % 16.17 % 16.17 % 22.33 % -96.88 %
Profit Total 1.31 % 1.31 % 1.31 % 1.79 % -14.37 %
Trades 10 10 10 12 14
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 78.57 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VELO/USDT 2 2.32 4.64 38.635 0.39 1:26:00 2 0 0 100
JST/USDT 1 2.09 2.09 20.747 0.21 1 day, 7:25:00 1 0 0 100
GRT/USDT 1 2.10 2.10 17.548 0.18 4:45:00 1 0 0 100
UMA/USDT 1 1.40 1.40 11.602 0.12 4:36:00 1 0 0 100
VET/USDT 1 1.25 1.25 10.365 0.10 17:50:00 1 0 0 100
EWT/USDT 1 1.18 1.18 9.721 0.10 1:56:00 1 0 0 100
KSM/USDT 1 1.07 1.07 8.853 0.09 1:47:00 1 0 0 100
UNI/USDT 1 1.02 1.02 8.460 0.08 19:31:00 1 0 0 100
NWC/USDT 1 1.42 1.42 4.742 0.05 0:56:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 10 1.62 16.17 130.673 1.31 8:34:00 10 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 7 1.44 10.11 87.296 0.87 11:41:00 7 0 0 100
41 45 61 1 3.29 3.29 27.415 0.27 2:15:00 1 0 0 100
47 1 1.35 1.35 11.220 0.11 0:38:00 1 0 0 100
61 1 1.42 1.42 4.742 0.05 0:56:00 1 0 0 100
TOTAL 10 1.62 16.17 130.673 1.31 8:34:00 10 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 4 4 0 0 100 1.17 4.67 38.636 0.78
exit_quick_2_1_1 ( 46 ) 2 2 0 0 100 1.67 3.34 31.112 0.56
exit_profit_quick_max_m ( 47 ) 1 1 0 0 100 1.35 1.35 11.22 0.22
exit_profit_quick_max_m ( 41 45 61 ) 1 1 0 0 100 3.29 3.29 27.415 0.55
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.42 1.42 4.742 0.24
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.1 2.1 17.548 0.35

SUMMARY METRICS

Metric Value
Backtesting from 2022-04-01 00:00:00
Backtesting to 2022-05-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 10 / 0.33
Starting balance 10000 USDT
Final balance 10130.673 USDT
Absolute profit 130.673 USDT
Total profit % 1.31%
CAGR % 17.11%
Sortino -100.00
Sharpe 12.88
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 13.07 (100.00)
Trades per day 0.33
Avg. daily profit % 0.04%
Avg. stake amount 778.595 USDT
Total trade volume 7785.947 USDT
Best Pair VELO/USDT 4.64%
Worst Pair AAVE/USDT 0.00%
Best trade VELO/USDT 3.29%
Worst trade UNI/USDT 1.02%
Best day 38.635 USDT
Worst day 0 USDT
Days win/draw/lose 8 / 21 / 0
Avg. Duration Winners 8:34:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 10 / 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
Drawdown End 1970-01-01 00:00:00
Market change -32.79%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 10 1.62 16.17 130.673 1.31 8:34:00 10 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 5:10:00 5:10:00 5:10:00 1 day, 8:06:00 1 day, 18:48:00
Market Change -37.88 % -37.88 % -37.88 % -37.88 % -37.88 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 2.149 % 2.149 % 2.149 % 2.2142 % 2.2046 %
Profit Sum 25.79 % 25.79 % 25.79 % 31.0 % 30.86 %
Profit Total 1.9 % 1.9 % 1.9 % 2.29 % 2.28 %
Trades 12 12 12 14 14
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UMA/USDT 2 3.95 7.90 71.424 0.71 9:40:00 2 0 0 100
VRA/USDT 1 4.05 4.05 33.586 0.34 0:42:00 1 0 0 100
PLU/USDT 2 1.66 3.31 27.416 0.27 0:28:00 2 0 0 100
BCH/USDT 2 1.23 2.47 23.235 0.23 10:15:00 2 0 0 100
MLK/USDT 2 1.77 3.55 11.819 0.12 0:52:00 2 0 0 100
XLM/USDT 1 1.38 1.38 11.485 0.11 10:27:00 1 0 0 100
VIDT/USDT 1 2.99 2.99 10.046 0.10 1:10:00 1 0 0 100
DIA/USDT 1 0.15 0.15 0.494 0.00 7:10:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 12 2.15 25.79 189.505 1.90 5:10:00 12 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
24 1 6.23 6.23 52.123 0.52 0:50:00 1 0 0 100
45 2 3.07 6.13 50.852 0.51 0:26:00 2 0 0 100
61 4 1.67 6.68 22.359 0.22 2:31:00 4 0 0 100
46 2 1.09 2.17 20.797 0.21 14:51:00 2 0 0 100
44 1 1.67 1.67 19.302 0.19 18:30:00 1 0 0 100
45 103 1 1.67 1.67 13.924 0.14 1:15:00 1 0 0 100
12 45 102 1 1.23 1.23 10.150 0.10 0:46:00 1 0 0 100
TOTAL 12 2.15 25.79 189.505 1.90 5:10:00 12 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 2 2 0 0 100 1.09 2.17 20.797 0.36
exit_quick_q_1 ( 44 ) 1 1 0 0 100 1.67 1.67 19.302 0.28
exit_normal_d_1_10 ( 12 45 102 ) 1 1 0 0 100 1.23 1.23 10.15 0.2
exit_quick_d_2_10 ( 45 ) 1 1 0 0 100 2.08 2.08 17.266 0.35
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 4.05 4.05 33.586 0.67
exit_long_rebuy_u_2 ( 61 ) 1 1 0 0 100 2.41 2.41 8.011 0.4
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.14 1.14 3.808 0.19
exit_long_rapid_rpd_3 ( 45 103 ) 1 1 0 0 100 1.67 1.67 13.924 0.28
exit_profit_pump_max_m ( 24 ) 1 1 0 0 100 6.23 6.23 52.123 1.04
exit_long_rebuy_d_2_23 ( 61 ) 1 1 0 0 100 2.99 2.99 10.046 0.5
exit_long_rebuy_d_0_23 ( 61 ) 1 1 0 0 100 0.15 0.15 0.494 0.02

SUMMARY METRICS

Metric Value
Backtesting from 2022-05-01 00:00:00
Backtesting to 2022-06-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 12 / 0.39
Starting balance 10000 USDT
Final balance 10189.505 USDT
Absolute profit 189.505 USDT
Total profit % 1.90%
CAGR % 24.74%
Sortino -100.00
Sharpe 8.59
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 15.79 (100.00)
Trades per day 0.39
Avg. daily profit % 0.06%
Avg. stake amount 663.477 USDT
Total trade volume 7961.728 USDT
Best Pair UMA/USDT 7.90%
Worst Pair AAVE/USDT 0.00%
Best trade UMA/USDT 6.23%
Worst trade DIA/USDT 0.15%
Best day 52.123 USDT
Worst day 0 USDT
Days win/draw/lose 8 / 19 / 0
Avg. Duration Winners 5:10:00
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
Drawdown End 1970-01-01 00:00:00
Market change -37.88%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 12 2.15 25.79 189.505 1.90 5:10:00 12 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 2:51:00 2:51:00 2:51:00 12:47:00 2:40:00
Market Change -17.44 % -17.44 % -17.44 % -17.44 % -17.44 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.832 % 1.832 % 1.832 % 1.8466 % 1.7884 %
Profit Sum 23.82 % 23.82 % 23.82 % 27.7 % 25.04 %
Profit Total 2.02 % 2.02 % 2.02 % 2.31 % 2.09 %
Trades 13 13 13 15 14
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
WAVES/USDT 2 3.77 7.55 62.419 0.62 0:54:00 2 0 0 100
ARPA/USDT 1 2.20 2.20 22.212 0.22 2:50:00 1 0 0 100
DAG/USDT 2 1.12 2.25 18.854 0.19 0:02:00 2 0 0 100
DIA/USDT 1 2.19 2.19 18.256 0.18 1:35:00 1 0 0 100
AKRO/USDT 1 1.75 1.75 14.655 0.15 0:27:00 1 0 0 100
PRE/USDT 1 1.56 1.56 13.117 0.13 0:55:00 1 0 0 100
DEGO/USDT 1 1.52 1.52 12.618 0.13 9:00:00 1 0 0 100
UMA/USDT 1 1.40 1.40 11.689 0.12 0:52:00 1 0 0 100
SXP/USDT 1 1.18 1.18 9.799 0.10 0:49:00 1 0 0 100
VELO/USDT 1 1.12 1.12 9.305 0.09 0:12:00 1 0 0 100
TRX/USDT 1 1.10 1.10 9.200 0.09 18:25:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 13 1.83 23.82 202.125 2.02 2:51:00 13 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
12 45 1 5.38 5.38 44.524 0.45 1:23:00 1 0 0 100
46 3 1.61 4.83 44.030 0.44 10:05:00 3 0 0 100
45 2 1.96 3.92 32.550 0.33 0:26:00 2 0 0 100
47 2 1.37 2.74 22.916 0.23 0:52:00 2 0 0 100
103 2 1.26 2.51 20.994 0.21 0:32:00 2 0 0 100
103 104 1 2.19 2.19 18.256 0.18 1:35:00 1 0 0 100
12 1 1.15 1.15 9.672 0.10 0:03:00 1 0 0 100
6 1 1.09 1.09 9.182 0.09 0:02:00 1 0 0 100
TOTAL 13 1.83 23.82 202.125 2.02 2:51:00 13 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 45 ) 2 2 0 0 100 1.96 3.92 32.55 0.65
exit_profit_long_rapid_max_m ( 103 ) 2 2 0 0 100 1.26 2.51 20.994 0.42
exit_profit_normal_max_m ( 12 45 ) 1 1 0 0 100 5.38 5.38 44.524 0.9
exit_quick_d_1_13 ( 47 ) 1 1 0 0 100 1.18 1.18 9.799 0.2
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.52 1.52 12.618 0.25
exit_quick_d_1_12 ( 46 ) 1 1 0 0 100 1.1 1.1 9.2 0.18
exit_long_rapid_rpd_3 ( 103 104 ) 1 1 0 0 100 2.19 2.19 18.256 0.36
exit_normal_u_1 ( 12 ) 1 1 0 0 100 1.15 1.15 9.672 0.19
exit_normal_u_1 ( 6 ) 1 1 0 0 100 1.09 1.09 9.182 0.18
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.2 2.2 22.212 0.37
exit_profit_quick_max_m ( 47 ) 1 1 0 0 100 1.56 1.56 13.117 0.26

SUMMARY METRICS

Metric Value
Backtesting from 2022-06-01 00:00:00
Backtesting to 2022-07-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 13 / 0.43
Starting balance 10000 USDT
Final balance 10202.125 USDT
Absolute profit 202.125 USDT
Total profit % 2.02%
CAGR % 27.57%
Sortino -100.00
Sharpe 13.90
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 15.55 (100.00)
Trades per day 0.43
Avg. daily profit % 0.07%
Avg. stake amount 833.268 USDT
Total trade volume 10832.489 USDT
Best Pair WAVES/USDT 7.55%
Worst Pair AAVE/USDT 0.00%
Best trade WAVES/USDT 5.38%
Worst trade DAG/USDT 1.09%
Best day 44.524 USDT
Worst day 0 USDT
Days win/draw/lose 11 / 19 / 0
Avg. Duration Winners 2:51:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 13 / 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
Drawdown End 1970-01-01 00:00:00
Market change -17.44%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 13 1.83 23.82 202.125 2.02 2:51:00 13 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 7:34:00 7:34:00 7:34:00 7:35:00 7:35:00
Market Change 19.68 % 19.68 % 19.68 % 19.68 % 19.68 %
Max Drawdown 0.623 % 0.623 % 0.623 % 0.651 % 0.651 %
Profit Mean 0.8934 % 0.8934 % 0.8934 % 0.8824 % 0.8824 %
Profit Sum 16.08 % 16.08 % 16.08 % 15.88 % 15.88 %
Profit Total 1.32 % 1.32 % 1.32 % 1.32 % 1.32 %
Trades 18 18 18 18 18
Win Rate 88.89 % 88.89 % 88.89 % 88.89 % 88.89 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
COMP/USDT 2 1.88 3.76 31.187 0.31 1:44:00 2 0 0 100
NIM/USDT 3 1.24 3.73 31.097 0.31 5:58:00 3 0 0 100
DEGO/USDT 2 1.42 2.84 25.929 0.26 14:30:00 2 0 0 100
SNX/USDT 2 1.36 2.72 25.451 0.25 8:09:00 2 0 0 100
SXP/USDT 2 1.20 2.41 19.981 0.20 12:30:00 2 0 0 100
CKB/USDT 1 2.27 2.27 18.916 0.19 1:40:00 1 0 0 100
DGB/USDT 1 1.48 1.48 12.417 0.12 3:32:00 1 0 0 100
AVA/USDT 1 1.49 1.49 12.411 0.12 1:53:00 1 0 0 100
VRA/USDT 1 0.97 0.97 9.710 0.10 12:22:00 1 0 0 100
COTI/USDT 1 1.06 1.06 8.842 0.09 1:58:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 1 -2.10 -2.10 -17.680 -0.18 5:00:00 0 0 1 0
ONE/USDT 1 -4.54 -4.54 -45.836 -0.46 18:00:00 0 0 1 0
TOTAL 18 0.89 16.08 132.424 1.32 7:34:00 16 0 2 88.9

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BTC/USDT 1 -2.10 -2.10 -17.680 -0.18 5:00:00 0 0 1 0
ONE/USDT 1 -4.54 -4.54 -45.836 -0.46 18:00:00 0 0 1 0
TOTAL 2 -3.32 -6.64 -63.516 -0.64 11:30:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 13 1.28 16.60 143.251 1.43 6:46:00 12 0 1 92.3
104 2 0.82 1.63 13.533 0.14 8:37:00 2 0 0 100
47 1 1.42 1.42 11.767 0.12 0:26:00 1 0 0 100
44 1 0.97 0.97 9.710 0.10 12:22:00 1 0 0 100
45 1 -4.54 -4.54 -45.836 -0.46 18:00:00 0 0 1 0
TOTAL 18 0.89 16.08 132.424 1.32 7:34:00 16 0 2 88.9

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 5 5 0 0 100 1.24 6.22 52.087 1.04
exit_quick_q_3 ( 46 ) 2 2 0 0 100 2.49 4.97 41.201 0.83
force_exit 2 0 0 2 0 -3.32 -6.64 -63.516 -1.11
exit_profit_long_rapid_max_m ( 104 ) 1 1 0 0 100 1.51 1.51 12.496 0.25
exit_quick_d_1_8 ( 46 ) 1 1 0 0 100 1.12 1.12 9.304 0.19
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.29 1.29 10.677 0.21
exit_quick_w_1_9 ( 46 ) 1 1 0 0 100 1.42 1.42 14.162 0.24
exit_quick_d_1_2 ( 47 ) 1 1 0 0 100 1.42 1.42 11.767 0.24
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 0.97 0.97 9.71 0.16
exit_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.59 1.59 15.935 0.26
exit_long_rapid_w_0_2 ( 104 ) 1 1 0 0 100 0.12 0.12 1.037 0.02
exit_quick_w_2_2 ( 46 ) 1 1 0 0 100 2.09 2.09 17.565 0.35

SUMMARY METRICS

Metric Value
Backtesting from 2022-07-01 00:00:00
Backtesting to 2022-08-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 18 / 0.58
Starting balance 10000 USDT
Final balance 10132.424 USDT
Absolute profit 132.424 USDT
Total profit % 1.32%
CAGR % 16.75%
Sortino 5.80
Sharpe 5.34
Calmar 131.01
Profit factor 3.08
Expectancy (Ratio) 7.36 (0.23)
Trades per day 0.58
Avg. daily profit % 0.04%
Avg. stake amount 832.508 USDT
Total trade volume 14985.151 USDT
Best Pair COMP/USDT 3.76%
Worst Pair ONE/USDT -4.54%
Best trade COMP/USDT 2.70%
Worst trade ONE/USDT -4.54%
Best day 31.198 USDT
Worst day -63.516 USDT
Days win/draw/lose 12 / 19 / 1
Avg. Duration Winners 7:04:00
Avg. Duration Loser 11:30:00
Max Consecutive Wins / Loss 16 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10022.286 USDT
Max balance 10195.94 USDT
Max % of account underwater 0.62%
Absolute Drawdown (Account) 0.62%
Absolute Drawdown 63.516 USDT
Drawdown high 195.94 USDT
Drawdown low 132.424 USDT
Drawdown Start 2022-07-31 16:48:00
Drawdown End 2022-08-01 00:00:00
Market change 19.68%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 18 0.89 16.08 132.424 1.32 7:34:00 16 0 2 88.9 63.516 USDT 0.62%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 2 days, 10:41:00 2 days, 10:41:00 2 days, 10:41:00 2 days, 10:42:00 2 days, 14:57:00
Market Change -9.8 % -9.8 % -9.8 % -9.8 % -9.8 %
Max Drawdown 4.0065 % 4.0065 % 4.0065 % 3.8056 % 5.4742 %
Profit Mean 0.7307 % 0.7307 % 0.7307 % 0.0315 % -0.6311 %
Profit Sum 17.54 % 17.54 % 17.54 % 0.76 % -15.15 %
Profit Total -1.2 % -1.2 % -1.2 % -0.98 % -2.8 %
Trades 24 24 24 24 24
Win Rate 83.33 % 83.33 % 83.33 % 83.33 % 79.17 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
EWT/USDT 2 2.59 5.18 43.478 0.43 6:52:00 2 0 0 100
DGB/USDT 1 2.81 2.81 23.413 0.23 6:20:00 1 0 0 100
CKB/USDT 1 2.27 2.27 19.029 0.19 13:45:00 1 0 0 100
ARPA/USDT 1 2.26 2.26 18.955 0.19 1:22:00 1 0 0 100
ONT/USDT 1 2.17 2.17 18.186 0.18 3:15:00 1 0 0 100
ZEC/USDT 1 2.11 2.11 17.488 0.17 2:45:00 1 0 0 100
TEL/USDT 1 2.05 2.05 17.245 0.17 5:04:00 1 0 0 100
MKR/USDT 1 2.08 2.08 17.216 0.17 3:55:00 1 0 0 100
EOS/USDT 1 1.91 1.91 15.924 0.16 3:10:00 1 0 0 100
DEGO/USDT 1 1.76 1.76 14.546 0.15 0:25:00 1 0 0 100
FIL/USDT 1 1.64 1.64 13.826 0.14 0:02:00 1 0 0 100
AAVE/USDT 1 1.54 1.54 12.954 0.13 1:59:00 1 0 0 100
NIM/USDT 1 1.29 1.29 10.669 0.11 0:03:00 1 0 0 100
DOT/USDT 1 1.18 1.18 9.806 0.10 5:51:00 1 0 0 100
AKRO/USDT 1 0.60 0.60 9.674 0.10 10 days, 7:47:00 1 0 0 100
LINK/USDT 1 1.11 1.11 9.217 0.09 9:50:00 1 0 0 100
XRP/USDT 1 1.02 1.02 8.522 0.09 4:35:00 1 0 0 100
XTZ/USDT 1 0.31 0.31 2.561 0.03 10:25:00 1 0 0 100
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 1 -3.90 -3.90 -32.795 -0.33 20:00:00 0 0 1 0
BNB/USDT 1 -3.96 -3.96 -104.714 -1.05 14 days, 14:00:00 0 0 1 0
LTC/USDT 2 -1.40 -2.80 -115.158 -1.15 7 days, 8:35:00 1 0 1 50.0
DASH/USDT 1 -5.10 -5.10 -150.010 -1.50 14 days, 15:00:00 0 0 1 0
TOTAL 24 0.73 17.54 -119.968 -1.20 2 days, 10:41:00 20 0 4 83.3

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
COMP/USDT 1 -3.90 -3.90 -32.795 -0.33 20:00:00 0 0 1 0
BNB/USDT 1 -3.96 -3.96 -104.714 -1.05 14 days, 14:00:00 0 0 1 0
LTC/USDT 1 -3.97 -3.97 -124.847 -1.25 14 days, 14:00:00 0 0 1 0
DASH/USDT 1 -5.10 -5.10 -150.010 -1.50 14 days, 15:00:00 0 0 1 0
TOTAL 4 -4.23 -16.93 -412.366 -4.12 11 days, 3:45:00 0 0 4 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
21 1 2.80 2.80 23.492 0.23 1:25:00 1 0 0 100
47 1 2.26 2.26 18.955 0.19 1:22:00 1 0 0 100
44 1 1.76 1.76 14.546 0.15 0:25:00 1 0 0 100
10 1 1.64 1.64 13.826 0.14 0:02:00 1 0 0 100
7 1 1.29 1.29 10.669 0.11 0:03:00 1 0 0 100
25 1 0.60 0.60 9.674 0.10 10 days, 7:47:00 1 0 0 100
46 18 0.40 7.18 -211.131 -2.11 2 days, 16:18:00 14 0 4 77.8
TOTAL 24 0.73 17.54 -119.968 -1.20 2 days, 10:41:00 20 0 4 83.3

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_quick_q_3 ( 46 ) 4 4 0 0 100 2.1 8.41 70.134 1.4
force_exit 4 0 0 4 0 -4.23 -16.93 -412.366 -2.82
exit_profit_quick_max_m ( 46 ) 2 2 0 0 100 1.36 2.73 22.76 0.45
exit_quick_q_1 ( 46 ) 2 2 0 0 100 2.54 5.09 42.442 0.85
exit_quick_3_1_1 ( 46 ) 2 2 0 0 100 2.14 4.29 35.91 0.71
exit_quick_1_1_1 ( 46 ) 2 2 0 0 100 1.09 2.18 18.211 0.36
exit_quick_d_1_3 ( 44 ) 1 1 0 0 100 1.76 1.76 14.546 0.29
exit_normal_u_1 ( 7 ) 1 1 0 0 100 1.29 1.29 10.669 0.22
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.11 1.11 9.217 0.19
exit_profit_pump_max_m ( 25 ) 1 1 0 0 100 0.6 0.6 9.674 0.1
exit_quick_w_0_2 ( 46 ) 1 1 0 0 100 0.31 0.31 2.561 0.05
exit_quick_q_3 ( 47 ) 1 1 0 0 100 2.26 2.26 18.955 0.38
exit_normal_u_1 ( 10 ) 1 1 0 0 100 1.64 1.64 13.826 0.27
exit_pump_d_2_1 ( 21 ) 1 1 0 0 100 2.8 2.8 23.492 0.47

SUMMARY METRICS

Metric Value
Backtesting from 2022-08-01 00:00:00
Backtesting to 2022-09-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 24 / 0.77
Starting balance 10000 USDT
Final balance 9880.032 USDT
Absolute profit -119.968 USDT
Total profit % -1.20%
CAGR % -13.25%
Sortino -1.69
Sharpe -1.55
Calmar -18.45
Profit factor 0.71
Expectancy (Ratio) -5.00 (-0.05)
Trades per day 0.77
Avg. daily profit % -0.04%
Avg. stake amount 905.194 USDT
Total trade volume 21724.667 USDT
Best Pair EWT/USDT 5.18%
Worst Pair DASH/USDT -5.10%
Best trade DGB/USDT 2.81%
Worst trade DASH/USDT -5.10%
Best day 53.727 USDT
Worst day -412.366 USDT
Days win/draw/lose 11 / 19 / 1
Avg. Duration Winners 16:52:00
Avg. Duration Loser 11 days, 3:45:00
Max Consecutive Wins / Loss 20 / 4
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9880.032 USDT
Max balance 10292.398 USDT
Max % of account underwater 4.01%
Absolute Drawdown (Account) 4.01%
Absolute Drawdown 412.366 USDT
Drawdown high 292.398 USDT
Drawdown low -119.968 USDT
Drawdown Start 2022-08-30 04:20:00
Drawdown End 2022-09-01 00:00:00
Market change -9.80%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 24 0.73 17.54 -119.968 -1.20 2 days, 10:41:00 20 0 4 83.3 412.366 USDT 4.01%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 8:41:00 8:41:00 8:41:00 8:41:00 8:41:00
Market Change -4.19 % -4.19 % -4.19 % -4.19 % -4.19 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 2.1087 % 2.1087 % 2.1087 % 2.1087 % 2.1087 %
Profit Sum 10.54 % 10.54 % 10.54 % 10.54 % 10.54 %
Profit Total 0.87 % 0.87 % 0.87 % 0.87 % 0.87 %
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 NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FIL/USDT 2 1.69 3.38 28.063 0.28 14:58:00 2 0 0 100
VIDT/USDT 1 3.07 3.07 25.377 0.25 3:45:00 1 0 0 100
NIM/USDT 1 2.27 2.27 18.856 0.19 2:31:00 1 0 0 100
UOS/USDT 1 1.82 1.82 15.072 0.15 7:12:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 5 2.11 10.54 87.367 0.87 8:41:00 5 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 3 2.14 6.43 53.386 0.53 12:12:00 3 0 0 100
44 1 3.07 3.07 25.377 0.25 3:45:00 1 0 0 100
10 101 1 1.04 1.04 8.605 0.09 3:04:00 1 0 0 100
TOTAL 5 2.11 10.54 87.367 0.87 8:41:00 5 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_quick_q_1 ( 46 ) 2 2 0 0 100 2.31 4.61 38.314 0.77
exit_quick_q_3 ( 44 ) 1 1 0 0 100 3.07 3.07 25.377 0.51
exit_profit_quick_max_m ( 46 ) 1 1 0 0 100 1.82 1.82 15.072 0.3
exit_long_rapid_rpd_3 ( 10 101 ) 1 1 0 0 100 1.04 1.04 8.605 0.17

SUMMARY METRICS

Metric Value
Backtesting from 2022-09-01 00:00:00
Backtesting to 2022-10-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 5 / 0.17
Starting balance 10000 USDT
Final balance 10087.367 USDT
Absolute profit 87.367 USDT
Total profit % 0.87%
CAGR % 11.16%
Sortino -100.00
Sharpe 10.07
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 17.47 (100.00)
Trades per day 0.17
Avg. daily profit % 0.03%
Avg. stake amount 828.185 USDT
Total trade volume 4140.925 USDT
Best Pair FIL/USDT 3.38%
Worst Pair AAVE/USDT 0.00%
Best trade VIDT/USDT 3.07%
Worst trade FIL/USDT 1.04%
Best day 40.448 USDT
Worst day 0 USDT
Days win/draw/lose 4 / 9 / 0
Avg. Duration Winners 8:41:00
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
Drawdown End 1970-01-01 00:00:00
Market change -4.19%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 5 2.11 10.54 87.367 0.87 8:41:00 5 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 20:23:00 20:23:00 20:23:00 18:32:00 22:52:00
Market Change 3.58 % 3.58 % 3.58 % 3.58 % 3.58 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.3157 % 1.3157 % 1.3157 % 1.2872 % 1.3062 %
Profit Sum 11.84 % 11.84 % 11.84 % 12.87 % 10.45 %
Profit Total 0.86 % 0.86 % 0.86 % 0.95 % 0.74 %
Trades 9 9 9 10 8
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XRP/USDT 1 1.93 1.93 15.981 0.16 2 days, 3:50:00 1 0 0 100
PLU/USDT 1 1.39 1.39 11.501 0.12 0:35:00 1 0 0 100
TRX/USDT 1 1.15 1.15 9.513 0.10 1 day, 13:10:00 1 0 0 100
EWT/USDT 1 1.08 1.08 8.991 0.09 0:08:00 1 0 0 100
ARPA/USDT 1 1.08 1.08 8.969 0.09 1:20:00 1 0 0 100
UNI/USDT 1 1.08 1.08 8.942 0.09 2:39:00 1 0 0 100
NOIA/USDT 1 2.43 2.43 8.094 0.08 2 days, 5:00:00 1 0 0 100
JST/USDT 1 0.89 0.89 7.430 0.07 8:00:00 1 0 0 100
BTC/USDT 1 0.80 0.80 6.627 0.07 1 day, 4:45:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 9 1.32 11.84 86.048 0.86 20:23:00 9 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
JST/USDT 1 0.89 0.89 7.430 0.07 8:00:00 1 0 0 100
TOTAL 1 0.89 0.89 7.430 0.07 8:00:00 1 0 0 100

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 5 1.17 5.85 48.493 0.48 1 day, 1:41:00 5 0 0 100
25 1 1.39 1.39 11.501 0.12 0:35:00 1 0 0 100
3 105 1 1.08 1.08 8.991 0.09 0:08:00 1 0 0 100
47 1 1.08 1.08 8.969 0.09 1:20:00 1 0 0 100
61 1 2.43 2.43 8.094 0.08 2 days, 5:00:00 1 0 0 100
TOTAL 9 1.32 11.84 86.048 0.86 20:23:00 9 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 1 1 0 0 100 1.08 1.08 8.942 0.18
exit_pump_d_1_10 ( 25 ) 1 1 0 0 100 1.39 1.39 11.501 0.23
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.93 1.93 15.981 0.32
exit_profit_quick_max_m ( 47 ) 1 1 0 0 100 1.08 1.08 8.969 0.18
exit_quick_w_0_1 ( 46 ) 1 1 0 0 100 0.8 0.8 6.627 0.13
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.15 1.15 9.513 0.19
exit_normal_o_1 ( 3 105 ) 1 1 0 0 100 1.08 1.08 8.991 0.18
exit_long_rebuy_w_2_1 ( 61 ) 1 1 0 0 100 2.43 2.43 8.094 0.41
force_exit 1 1 0 0 100 0.89 0.89 7.43 0.15

SUMMARY METRICS

Metric Value
Backtesting from 2022-10-01 00:00:00
Backtesting to 2022-11-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 9 / 0.29
Starting balance 10000 USDT
Final balance 10086.048 USDT
Absolute profit 86.048 USDT
Total profit % 0.86%
CAGR % 10.61%
Sortino -100.00
Sharpe 20.31
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 9.56 (100.00)
Trades per day 0.29
Avg. daily profit % 0.03%
Avg. stake amount 772.957 USDT
Total trade volume 6956.614 USDT
Best Pair NOIA/USDT 2.43%
Worst Pair AAVE/USDT 0.00%
Best trade NOIA/USDT 2.43%
Worst trade BTC/USDT 0.80%
Best day 15.981 USDT
Worst day 0 USDT
Days win/draw/lose 8 / 22 / 0
Avg. Duration Winners 20:23:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 9 / 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
Drawdown End 1970-01-01 00:00:00
Market change 3.58%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 9 1.32 11.84 86.048 0.86 20:23:00 9 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 5:46:00 5:46:00 5:46:00 5:47:00 5:16:00
Market Change -17.66 % -17.66 % -17.66 % -17.66 % -17.66 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.5218 % 1.5218 % 1.5218 % 1.6711 % 1.6387 %
Profit Sum 15.22 % 15.22 % 15.22 % 16.71 % 18.03 %
Profit Total 1.2 % 1.2 % 1.2 % 1.32 % 1.43 %
Trades 10 10 10 10 11
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NIM/USDT 2 1.46 2.92 24.142 0.24 0:18:00 2 0 0 100
NEO/USDT 1 2.77 2.77 23.014 0.23 12:10:00 1 0 0 100
XTZ/USDT 1 2.16 2.16 17.968 0.18 2:35:00 1 0 0 100
BNB/USDT 1 1.77 1.77 14.744 0.15 1:10:00 1 0 0 100
UMA/USDT 1 1.64 1.64 13.597 0.14 0:41:00 1 0 0 100
LTC/USDT 1 1.03 1.03 8.512 0.09 21:30:00 1 0 0 100
YFI/USDT 1 1.02 1.02 8.493 0.08 0:01:00 1 0 0 100
VELO/USDT 1 0.54 0.54 5.364 0.05 19:00:00 1 0 0 100
DIA/USDT 1 1.37 1.37 4.553 0.05 0:01:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 10 1.52 15.22 120.387 1.20 5:46:00 10 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
47 3 1.65 4.95 41.975 0.42 10:37:00 3 0 0 100
46 3 1.65 4.95 41.225 0.41 8:25:00 3 0 0 100
10 1 1.62 1.62 13.415 0.13 0:17:00 1 0 0 100
3 1 1.30 1.30 10.727 0.11 0:20:00 1 0 0 100
101 1 1.02 1.02 8.493 0.08 0:01:00 1 0 0 100
61 1 1.37 1.37 4.553 0.05 0:01:00 1 0 0 100
TOTAL 10 1.52 15.22 120.387 1.20 5:46:00 10 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_quick_w_1_9 ( 46 ) 1 1 0 0 100 1.03 1.03 8.512 0.17
exit_normal_u_1 ( 10 ) 1 1 0 0 100 1.62 1.62 13.415 0.27
exit_normal_d_1_2 ( 3 ) 1 1 0 0 100 1.3 1.3 10.727 0.22
exit_long_rebuy_u_1 ( 61 ) 1 1 0 0 100 1.37 1.37 4.553 0.23
exit_profit_quick_max_m ( 47 ) 1 1 0 0 100 1.64 1.64 13.597 0.27
exit_long_rapid_u_1 ( 101 ) 1 1 0 0 100 1.02 1.02 8.493 0.17
exit_quick_q_3 ( 47 ) 1 1 0 0 100 2.77 2.77 23.014 0.46
exit_quick_d_0_8 ( 47 ) 1 1 0 0 100 0.54 0.54 5.364 0.09
exit_quick_q_2 ( 46 ) 1 1 0 0 100 2.16 2.16 17.968 0.36
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.77 1.77 14.744 0.29

SUMMARY METRICS

Metric Value
Backtesting from 2022-11-01 00:00:00
Backtesting to 2022-12-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 10 / 0.33
Starting balance 10000 USDT
Final balance 10120.387 USDT
Absolute profit 120.387 USDT
Total profit % 1.20%
CAGR % 15.67%
Sortino -100.00
Sharpe 14.13
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 12.04 (100.00)
Trades per day 0.33
Avg. daily profit % 0.04%
Avg. stake amount 778.904 USDT
Total trade volume 7789.039 USDT
Best Pair NIM/USDT 2.92%
Worst Pair AAVE/USDT 0.00%
Best trade NEO/USDT 2.77%
Worst trade VELO/USDT 0.54%
Best day 31.507 USDT
Worst day 0 USDT
Days win/draw/lose 7 / 21 / 0
Avg. Duration Winners 5:46:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 10 / 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
Drawdown End 1970-01-01 00:00:00
Market change -17.66%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 10 1.52 15.22 120.387 1.20 5:46:00 10 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 2 days, 23:08:00 2 days, 23:08:00 2 days, 23:08:00 2 days, 13:53:00 2 days, 10:00:00
Market Change -9.88 % -9.88 % -9.88 % -9.88 % -9.88 %
Max Drawdown 2.6368 % 2.6368 % 2.6368 % 2.1917 % 2.1917 %
Profit Mean -0.2807 % -0.2807 % -0.2807 % -0.4862 % -0.3006 %
Profit Sum -3.37 % -3.37 % -3.37 % -6.81 % -4.51 %
Profit Total -1.88 % -1.88 % -1.88 % -1.3 % -1.12 %
Trades 12 12 12 14 15
Win Rate 75.0 % 75.0 % 75.0 % 78.57 % 80.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
EWT/USDT 1 1.63 1.63 13.443 0.13 16:40:00 1 0 0 100
NWC/USDT 1 3.54 3.54 11.687 0.12 6:35:00 1 0 0 100
ATOM/USDT 1 1.32 1.32 10.959 0.11 22:53:00 1 0 0 100
UNI/USDT 1 1.01 1.01 8.403 0.08 4:44:00 1 0 0 100
SNX/USDT 1 0.87 0.87 7.193 0.07 16:20:00 1 0 0 100
VIDT/USDT 1 2.16 2.16 7.183 0.07 0:02:00 1 0 0 100
KSM/USDT 1 0.68 0.68 5.625 0.06 2 days, 1:40:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 2 -0.47 -0.93 -7.769 -0.08 3 days, 12:48:00 1 0 1 50.0
DGB/USDT 1 -5.16 -5.16 -75.055 -0.75 10 days, 10:00:00 0 0 1 0
ZEC/USDT 2 -4.24 -8.48 -169.863 -1.70 6 days, 14:32:00 1 0 1 50.0
TOTAL 12 -0.28 -3.37 -188.194 -1.88 2 days, 23:08:00 9 0 3 75.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BTC/USDT 1 -2.13 -2.13 -17.646 -0.18 4 days, 22:00:00 0 0 1 0
DGB/USDT 1 -5.16 -5.16 -75.055 -0.75 10 days, 10:00:00 0 0 1 0
ZEC/USDT 1 -8.86 -8.86 -173.024 -1.73 12 days, 19:00:00 0 0 1 0
TOTAL 3 -5.38 -16.15 -265.725 -2.66 9 days, 9:00:00 0 0 3 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
61 2 2.85 5.70 18.870 0.19 3:18:00 2 0 0 100
46 10 -0.91 -9.07 -207.064 -2.07 3 days, 12:42:00 7 0 3 70.0
TOTAL 12 -0.28 -3.37 -188.194 -1.88 2 days, 23:08:00 9 0 3 75.0

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
force_exit 3 0 0 3 0 -5.38 -16.15 -265.725 -2.69
exit_profit_quick_max_m ( 46 ) 2 2 0 0 100 1.17 2.33 19.362 0.39
exit_long_rebuy_3_1_1 ( 61 ) 1 1 0 0 100 3.54 3.54 11.687 0.59
exit_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.63 1.63 13.443 0.27
exit_quick_3_1_1 ( 46 ) 1 1 0 0 100 1.19 1.19 9.877 0.2
exit_quick_w_0_5 ( 46 ) 1 1 0 0 100 0.87 0.87 7.193 0.14
exit_quick_w_0_1 ( 46 ) 1 1 0 0 100 0.68 0.68 5.625 0.11
exit_quick_w_0_4 ( 46 ) 1 1 0 0 100 0.38 0.38 3.161 0.06
exit_long_rebuy_u_2 ( 61 ) 1 1 0 0 100 2.16 2.16 7.183 0.36

SUMMARY METRICS

Metric Value
Backtesting from 2022-12-01 00:00:00
Backtesting to 2023-01-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 12 / 0.39
Starting balance 10000 USDT
Final balance 9811.806 USDT
Absolute profit -188.194 USDT
Total profit % -1.88%
CAGR % -20.04%
Sortino -1.81
Sharpe -2.19
Calmar -43.99
Profit factor 0.29
Expectancy (Ratio) -15.68 (-0.18)
Trades per day 0.39
Avg. daily profit % -0.06%
Avg. stake amount 850.678 USDT
Total trade volume 10208.134 USDT
Best Pair NWC/USDT 3.54%
Worst Pair ZEC/USDT -8.48%
Best trade NWC/USDT 3.54%
Worst trade ZEC/USDT -8.86%
Best day 25.129 USDT
Worst day -265.725 USDT
Days win/draw/lose 6 / 24 / 1
Avg. Duration Winners 19:51:00
Avg. Duration Loser 9 days, 9:00:00
Max Consecutive Wins / Loss 9 / 3
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9811.806 USDT
Max balance 10077.53 USDT
Max % of account underwater 2.64%
Absolute Drawdown (Account) 2.64%
Absolute Drawdown 265.725 USDT
Drawdown high 77.53 USDT
Drawdown low -188.194 USDT
Drawdown Start 2022-12-29 13:53:00
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 Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 12 -0.28 -3.37 -188.194 -1.88 2 days, 23:08:00 9 0 3 75.0 265.725 USDT 2.64%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 1 day, 4:48:00 1 day, 4:48:00 1 day, 4:48:00 1 day, 4:49:00 1 day, 4:49:00
Market Change 41.54 % 41.54 % 41.54 % 41.54 % 41.54 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.7785 % 1.7785 % 1.7785 % 1.8255 % 1.8255 %
Profit Sum 12.45 % 12.45 % 12.45 % 12.78 % 12.78 %
Profit Total 1.1 % 1.1 % 1.1 % 1.06 % 1.06 %
Trades 7 7 7 7 7
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
WAVES/USDT 1 3.66 3.66 30.268 0.30 22:50:00 1 0 0 100
LTC/USDT 2 1.20 2.40 23.888 0.24 2 days, 13:06:00 2 0 0 100
TRX/USDT 1 2.44 2.44 20.285 0.20 5:20:00 1 0 0 100
SNX/USDT 1 1.98 1.98 16.513 0.17 1:00:00 1 0 0 100
NWC/USDT 1 0.92 0.92 10.686 0.11 1 day, 15:26:00 1 0 0 100
BTC/USDT 1 1.03 1.03 8.631 0.09 10:50:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 7 1.78 12.45 110.272 1.10 1 day, 4:48:00 7 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 6 1.46 8.79 80.004 0.80 1 day, 5:48:00 6 0 0 100
3 1 3.66 3.66 30.268 0.30 22:50:00 1 0 0 100
TOTAL 7 1.78 12.45 110.272 1.10 1 day, 4:48:00 7 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_quick_1_1_1 ( 46 ) 2 2 0 0 100 1.2 2.4 23.888 0.4
exit_profit_quick_max_m ( 46 ) 1 1 0 0 100 0.92 0.92 10.686 0.15
exit_normal_w_3_9 ( 3 ) 1 1 0 0 100 3.66 3.66 30.268 0.61
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 2.44 2.44 20.285 0.41
exit_quick_w_1_12 ( 46 ) 1 1 0 0 100 1.98 1.98 16.513 0.33
exit_quick_d_1_20 ( 46 ) 1 1 0 0 100 1.03 1.03 8.631 0.17

SUMMARY METRICS

Metric Value
Backtesting from 2023-01-01 00:00:00
Backtesting to 2023-02-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 7 / 0.23
Starting balance 10000 USDT
Final balance 10110.272 USDT
Absolute profit 110.272 USDT
Total profit % 1.10%
CAGR % 13.78%
Sortino -100.00
Sharpe 9.72
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 15.75 (100.00)
Trades per day 0.23
Avg. daily profit % 0.04%
Avg. stake amount 826.175 USDT
Total trade volume 5783.226 USDT
Best Pair WAVES/USDT 3.66%
Worst Pair AAVE/USDT 0.00%
Best trade WAVES/USDT 3.66%
Worst trade NWC/USDT 0.92%
Best day 40.584 USDT
Worst day 0 USDT
Days win/draw/lose 5 / 9 / 0
Avg. Duration Winners 1 day, 4:48:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 7 / 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
Drawdown End 1970-01-01 00:00:00
Market change 41.54%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 7 1.78 12.45 110.272 1.10 1 day, 4:48:00 7 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 17:52:00 17:52:00 17:52:00 1 day, 4:58:00 1 day, 5:48:00
Market Change 12.05 % 12.05 % 12.05 % 12.05 % 12.05 %
Max Drawdown 4.0862 % 4.0862 % 4.0862 % 4.8242 % 4.825 %
Profit Mean 1.1577 % 1.1577 % 1.1577 % 0.2182 % 0.1893 %
Profit Sum 40.52 % 40.52 % 40.52 % 7.64 % 6.44 %
Profit Total 0.3 % 0.3 % 0.3 % -0.59 % -0.69 %
Trades 35 35 35 35 34
Win Rate 94.29 % 94.29 % 94.29 % 91.43 % 91.18 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CKB/USDT 5 2.31 11.57 94.860 0.95 0:41:00 5 0 0 100
MKR/USDT 3 1.81 5.44 45.795 0.46 15:21:00 3 0 0 100
EWT/USDT 3 2.54 7.62 42.532 0.43 1:32:00 3 0 0 100
WIN/USDT 1 4.83 4.83 40.947 0.41 1:55:00 1 0 0 100
TEL/USDT 1 3.43 3.43 28.423 0.28 1:10:00 1 0 0 100
DEGO/USDT 1 2.28 2.28 19.035 0.19 1:30:00 1 0 0 100
VELO/USDT 2 1.86 3.72 18.527 0.19 1:44:00 2 0 0 100
DAG/USDT 1 0.76 0.76 12.804 0.13 3 days, 8:15:00 1 0 0 100
SNX/USDT 1 1.44 1.44 12.236 0.12 1:26:00 1 0 0 100
NOIA/USDT 1 1.40 1.40 11.679 0.12 0:46:00 1 0 0 100
GRT/USDT 1 1.37 1.37 11.677 0.12 14:18:00 1 0 0 100
UOS/USDT 1 1.31 1.31 10.813 0.11 6:48:00 1 0 0 100
SXP/USDT 1 1.17 1.17 9.980 0.10 1 day, 3:50:00 1 0 0 100
MLK/USDT 1 1.16 1.16 9.700 0.10 7:05:00 1 0 0 100
STX/USDT 1 1.14 1.14 9.625 0.10 2:07:00 1 0 0 100
TRX/USDT 1 1.11 1.11 9.491 0.09 18:45:00 1 0 0 100
ONT/USDT 1 1.12 1.12 9.456 0.09 5:49:00 1 0 0 100
ONE/USDT 1 1.10 1.10 9.265 0.09 4:30:00 1 0 0 100
JST/USDT 1 1.10 1.10 9.152 0.09 4:10:00 1 0 0 100
AAVE/USDT 1 1.09 1.09 9.070 0.09 5:37:00 1 0 0 100
ALEPH/USDT 1 1.02 1.02 8.592 0.09 0:49:00 1 0 0 100
FIL/USDT 1 1.03 1.03 3.502 0.04 0:03:00 1 0 0 100
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 2 -4.17 -8.33 -197.014 -1.97 3 days, 17:50:00 1 0 1 50.0
VRA/USDT 2 -3.68 -7.37 -210.169 -2.10 4 days, 5:40:00 1 0 1 50.0
TOTAL 35 1.16 40.52 29.977 0.30 17:52:00 33 0 2 94.3

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CKB/USDT 1 0.71 0.71 2.416 0.02 0:05:00 1 0 0 100
ROSE/USDT 1 -9.50 -9.50 -206.799 -2.07 7 days, 11:00:00 0 0 1 0
VRA/USDT 1 -8.62 -8.62 -220.506 -2.21 8 days, 10:00:00 0 0 1 0
TOTAL 3 -5.80 -17.41 -424.889 -4.25 5 days, 7:02:00 1 0 2 33.3

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
47 6 2.52 15.13 133.927 1.34 14:22:00 6 0 0 100
106 1 4.88 4.88 41.525 0.42 0:50:00 1 0 0 100
61 4 2.12 8.46 28.292 0.28 1:08:00 4 0 0 100
105 2 1.15 2.29 19.236 0.19 4:24:00 2 0 0 100
102 1 2.28 2.28 19.037 0.19 1:13:00 1 0 0 100
3 1 2.28 2.28 19.035 0.19 1:30:00 1 0 0 100
103 1 1.40 1.40 11.679 0.12 0:46:00 1 0 0 100
25 1 1.20 1.20 10.112 0.10 0:44:00 1 0 0 100
23 1 1.10 1.10 9.152 0.09 4:10:00 1 0 0 100
45 103 104 1 1.02 1.02 8.592 0.09 0:49:00 1 0 0 100
46 16 0.03 0.46 -270.610 -2.71 1 day, 8:14:00 14 0 2 87.5
TOTAL 35 1.16 40.52 29.977 0.30 17:52:00 33 0 2 94.3

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 8 8 0 0 100 1.2 9.61 80.918 1.6
force_exit 3 1 0 2 33.3 -5.8 -17.41 -424.889 -2.9
exit_quick_w_1_1 ( 46 ) 2 2 0 0 100 1.14 2.28 19.471 0.38
exit_quick_q_3 ( 47 ) 1 1 0 0 100 3.43 3.43 28.423 0.57
exit_pump_d_1_10 ( 25 ) 1 1 0 0 100 1.2 1.2 10.112 0.2
exit_quick_d_2_20 ( 47 ) 1 1 0 0 100 2.58 2.58 22.025 0.43
exit_quick_d_2_16 ( 47 ) 1 1 0 0 100 2.27 2.27 19.39 0.38
exit_long_rapid_d_4_1 ( 106 ) 1 1 0 0 100 4.88 4.88 41.525 0.81
exit_long_rebuy_u_1 ( 61 ) 1 1 0 0 100 1.03 1.03 3.502 0.17
exit_quick_w_2_2 ( 46 ) 1 1 0 0 100 2.15 2.15 18.206 0.36
exit_quick_q_1 ( 47 ) 1 1 0 0 100 4.83 4.83 40.947 0.8
exit_quick_w_1_12 ( 46 ) 1 1 0 0 100 1.1 1.1 9.265 0.18
exit_profit_quick_max_m ( 45 103 104 ) 1 1 0 0 100 1.02 1.02 8.592 0.17
exit_profit_long_rapid_max_m ( 105 ) 1 1 0 0 100 1.13 1.13 9.535 0.19
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 4.2 4.2 13.959 0.7
exit_quick_d_1_3 ( 47 ) 1 1 0 0 100 1.25 1.25 10.338 0.21
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.28 2.28 19.051 0.38
exit_quick_d_1_20 ( 46 ) 1 1 0 0 100 1.17 1.17 9.785 0.19
exit_long_rapid_rpd_3 ( 105 ) 1 1 0 0 100 1.16 1.16 9.7 0.19
exit_long_rebuy_d_2_13 ( 61 ) 1 1 0 0 100 2.52 2.52 8.415 0.42
exit_normal_d_2_1 ( 3 ) 1 1 0 0 100 2.28 2.28 19.035 0.38
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 2.28 2.28 19.037 0.38
exit_profit_pump_max_m ( 23 ) 1 1 0 0 100 1.1 1.1 9.152 0.18
exit_profit_long_rapid_max_m ( 103 ) 1 1 0 0 100 1.4 1.4 11.679 0.23
exit_quick_w_1_1 ( 47 ) 1 1 0 0 100 0.76 0.76 12.804 0.13

SUMMARY METRICS

Metric Value
Backtesting from 2023-02-01 00:00:00
Backtesting to 2023-03-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 35 / 1.25
Starting balance 10000 USDT
Final balance 10029.977 USDT
Absolute profit 29.977 USDT
Total profit % 0.30%
CAGR % 3.98%
Sortino 2.98
Sharpe 0.38
Calmar 5.01
Profit factor 1.07
Expectancy (Ratio) 0.86 (0.00)
Trades per day 1.25
Avg. daily profit % 0.01%
Avg. stake amount 806.523 USDT
Total trade volume 28228.305 USDT
Best Pair CKB/USDT 11.57%
Worst Pair ROSE/USDT -8.33%
Best trade CKB/USDT 4.88%
Worst trade ROSE/USDT -9.50%
Best day 68.609 USDT
Worst day -424.889 USDT
Days win/draw/lose 20 / 7 / 1
Avg. Duration Winners 7:24:00
Avg. Duration Loser 7 days, 22:30:00
Max Consecutive Wins / Loss 33 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10010.813 USDT
Max balance 10457.282 USDT
Max % of account underwater 4.09%
Absolute Drawdown (Account) 4.09%
Absolute Drawdown 427.305 USDT
Drawdown high 457.282 USDT
Drawdown low 29.977 USDT
Drawdown Start 2023-03-01 00:00:00
Drawdown End 2023-03-01 00:00:00
Market change 12.05%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 35 1.16 40.52 29.977 0.30 17:52:00 33 0 2 94.3 427.305 USDT 4.09%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 11:04:00 11:04:00 3 days, 7:08:00 2 days, 1:53:00 2 days, 1:53:00
Market Change -1.76 % -1.76 % -1.76 % -1.76 % -1.76 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.6615 % 1.6615 % 1.5336 % 1.4923 % 1.4923 %
Profit Sum 13.29 % 13.29 % 13.8 % 13.43 % 13.43 %
Profit Total 0.87 % 0.87 % 1.08 % 0.89 % 0.89 %
Trades 8 8 9 9 9
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NEO/USDT 1 2.93 2.93 24.207 0.24 6:05:00 1 0 0 100
MKR/USDT 1 2.30 2.30 19.091 0.19 2 days, 22:20:00 1 0 0 100
VELO/USDT 3 1.16 3.47 16.845 0.17 1:34:00 3 0 0 100
BTC/USDT 1 1.27 1.27 10.600 0.11 4:50:00 1 0 0 100
DASH/USDT 1 1.08 1.08 8.941 0.09 2:00:00 1 0 0 100
FIL/USDT 1 2.24 2.24 7.420 0.07 0:40:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 8 1.66 13.29 87.104 0.87 11:04:00 8 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 4 1.90 7.59 62.840 0.63 20:49:00 4 0 0 100
61 3 1.54 4.63 15.371 0.15 1:29:00 3 0 0 100
44 1 1.07 1.07 8.893 0.09 0:55:00 1 0 0 100
TOTAL 8 1.66 13.29 87.104 0.87 11:04:00 8 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 2 2 0 0 100 1.2 2.4 7.951 0.4
exit_quick_w_1_12 ( 46 ) 1 1 0 0 100 1.08 1.08 8.941 0.18
exit_quick_w_2_2 ( 46 ) 1 1 0 0 100 2.93 2.93 24.207 0.49
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 1.07 1.07 8.893 0.18
exit_long_rebuy_d_2_18 ( 61 ) 1 1 0 0 100 2.24 2.24 7.42 0.37
exit_quick_w_2_1 ( 46 ) 1 1 0 0 100 2.3 2.3 19.091 0.38
exit_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.27 1.27 10.6 0.21

SUMMARY METRICS

Metric Value
Backtesting from 2023-03-01 00:00:00
Backtesting to 2023-04-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 8 / 0.26
Starting balance 10000 USDT
Final balance 10087.104 USDT
Absolute profit 87.104 USDT
Total profit % 0.87%
CAGR % 10.75%
Sortino -100.00
Sharpe 8.00
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 10.89 (100.00)
Trades per day 0.26
Avg. daily profit % 0.03%
Avg. stake amount 641.673 USDT
Total trade volume 5133.382 USDT
Best Pair VELO/USDT 3.47%
Worst Pair AAVE/USDT 0.00%
Best trade NEO/USDT 2.93%
Worst trade VELO/USDT 1.07%
Best day 33.148 USDT
Worst day 0 USDT
Days win/draw/lose 6 / 19 / 0
Avg. Duration Winners 11:04:00
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
Drawdown End 1970-01-01 00:00:00
Market change -1.76%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 8 1.66 13.29 87.104 0.87 11:04:00 8 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 2 days, 9:07:00 2 days, 9:07:00 2 days, 9:07:00 2 days, 12:25:00 2 days, 12:24:00
Market Change 0.9 % 0.9 % 0.9 % 0.9 % 0.9 %
Max Drawdown 1.7507 % 1.7507 % 1.7507 % 1.9006 % 1.9006 %
Profit Mean 0.3385 % 0.3385 % 0.3385 % -0.1846 % -0.0727 %
Profit Sum 5.08 % 5.08 % 5.08 % -2.77 % -1.09 %
Profit Total -0.47 % -0.47 % -0.47 % -0.64 % -0.5 %
Trades 15 15 15 15 15
Win Rate 80.0 % 80.0 % 80.0 % 73.33 % 73.33 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UOS/USDT 1 2.18 2.18 18.150 0.18 22:00:00 1 0 0 100
MLK/USDT 2 0.91 1.83 15.505 0.16 2 days, 13:28:00 2 0 0 100
JST/USDT 1 1.78 1.78 14.715 0.15 1 day, 10:30:00 1 0 0 100
BTC/USDT 1 1.50 1.50 12.372 0.12 1 day, 6:35:00 1 0 0 100
EOS/USDT 1 1.44 1.44 12.017 0.12 11:45:00 1 0 0 100
SNX/USDT 1 1.44 1.44 11.986 0.12 9:05:00 1 0 0 100
CKB/USDT 1 1.42 1.42 11.820 0.12 5:00:00 1 0 0 100
XRP/USDT 1 1.40 1.40 11.609 0.12 7:55:00 1 0 0 100
WAVES/USDT 1 1.35 1.35 11.171 0.11 11:40:00 1 0 0 100
ETC/USDT 1 1.18 1.18 9.755 0.10 4 days, 3:20:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 1 -2.24 -2.24 -18.647 -0.19 5:00:00 0 0 1 0
ONT/USDT 1 -2.35 -2.35 -19.581 -0.20 1 day, 16:00:00 0 0 1 0
DEGO/USDT 2 -2.92 -5.84 -137.687 -1.38 9 days, 12:30:00 1 0 1 50.0
TOTAL 15 0.34 5.08 -46.813 -0.47 2 days, 9:07:00 12 0 3 80.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CRO/USDT 1 -2.24 -2.24 -18.647 -0.19 5:00:00 0 0 1 0
ONT/USDT 1 -2.35 -2.35 -19.581 -0.20 1 day, 16:00:00 0 0 1 0
DEGO/USDT 1 -5.94 -5.94 -139.123 -1.39 12 days, 5:00:00 0 0 1 0
TOTAL 3 -3.51 -10.53 -177.351 -1.77 4 days, 16:40:00 0 0 3 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
41 1 0.23 0.23 2.298 0.02 4 days, 19:25:00 1 0 0 100
48 1 0.10 0.10 1.436 0.01 6 days, 20:00:00 1 0 0 100
46 13 0.37 4.75 -50.547 -0.51 1 day, 20:25:00 10 0 3 76.9
TOTAL 15 0.34 5.08 -46.813 -0.47 2 days, 9:07:00 12 0 3 80.0

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
force_exit 3 0 0 3 0 -3.51 -10.53 -177.351 -1.75
exit_quick_w_1_4 ( 46 ) 2 2 0 0 100 1.47 2.94 24.358 0.49
exit_quick_w_1_1 ( 46 ) 2 2 0 0 100 1.48 2.96 24.47 0.49
exit_quick_w_1_2 ( 46 ) 2 2 0 0 100 1.37 2.75 22.781 0.46
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.6 1.6 13.208 0.27
exit_quick_w_2_12 ( 46 ) 1 1 0 0 100 2.18 2.18 18.15 0.36
exit_quick_w_0_1 ( 48 ) 1 1 0 0 100 0.1 0.1 1.436 0.02
exit_profit_quick_max_m ( 46 ) 1 1 0 0 100 1.42 1.42 11.82 0.24
exit_quick_w_1_9 ( 46 ) 1 1 0 0 100 1.44 1.44 12.017 0.24
exit_quick_w_0_2 ( 41 ) 1 1 0 0 100 0.23 0.23 2.298 0.04

SUMMARY METRICS

Metric Value
Backtesting from 2023-04-01 00:00:00
Backtesting to 2023-05-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 15 / 0.5
Starting balance 10000 USDT
Final balance 9953.187 USDT
Absolute profit -46.813 USDT
Total profit % -0.47%
CAGR % -5.55%
Sortino -0.53
Sharpe -0.79
Calmar -17.03
Profit factor 0.74
Expectancy (Ratio) -3.12 (-0.05)
Trades per day 0.5
Avg. daily profit % -0.02%
Avg. stake amount 855.982 USDT
Total trade volume 12839.732 USDT
Best Pair UOS/USDT 2.18%
Worst Pair DEGO/USDT -5.84%
Best trade UOS/USDT 2.18%
Worst trade DEGO/USDT -5.94%
Best day 30.136 USDT
Worst day -177.351 USDT
Days win/draw/lose 8 / 20 / 1
Avg. Duration Winners 1 day, 19:14:00
Avg. Duration Loser 4 days, 16:40:00
Max Consecutive Wins / Loss 12 / 3
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9953.187 USDT
Max balance 10130.537 USDT
Max % of account underwater 1.75%
Absolute Drawdown (Account) 1.75%
Absolute Drawdown 177.351 USDT
Drawdown high 130.537 USDT
Drawdown low -46.813 USDT
Drawdown Start 2023-04-28 22:15:00
Drawdown End 2023-05-01 00:00:00
Market change 0.90%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 15 0.34 5.08 -46.813 -0.47 2 days, 9:07:00 12 0 3 80.0 177.351 USDT 1.75%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 2 days, 16:46:00 2 days, 16:46:00 2 days, 16:46:00 2 days, 16:49:00 2 days, 16:49:00
Market Change -10.18 % -10.18 % -10.18 % -10.18 % -10.18 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.4752 % 1.4752 % 1.4752 % 1.7587 % 1.7587 %
Profit Sum 11.8 % 11.8 % 11.8 % 14.07 % 14.07 %
Profit Total 1.05 % 1.05 % 1.05 % 1.15 % 1.15 %
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 NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DAG/USDT 2 2.99 5.99 56.734 0.57 16:49:00 2 0 0 100
VELO/USDT 1 1.91 1.91 19.076 0.19 13:54:00 1 0 0 100
MLK/USDT 1 0.71 0.71 12.587 0.13 10 days, 22:03:00 1 0 0 100
MAP/USDT 1 0.86 0.86 7.111 0.07 1:10:00 1 0 0 100
ORN/USDT 1 1.13 1.13 3.757 0.04 6:11:00 1 0 0 100
NWC/USDT 1 1.03 1.03 3.404 0.03 1 day, 16:04:00 1 0 0 100
KSM/USDT 1 0.19 0.19 1.847 0.02 6 days, 17:11:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 8 1.48 11.80 104.517 1.05 2 days, 16:46:00 8 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
7 61 1 4.36 4.36 43.237 0.43 23:00:00 1 0 0 100
12 2 1.77 3.53 32.573 0.33 12:16:00 2 0 0 100
46 2 0.45 0.89 14.434 0.14 8 days, 19:37:00 2 0 0 100
61 2 1.08 2.16 7.162 0.07 23:08:00 2 0 0 100
41 1 0.86 0.86 7.111 0.07 1:10:00 1 0 0 100
TOTAL 8 1.48 11.80 104.517 1.05 2 days, 16:46:00 8 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_normal_max_m ( 12 ) 2 2 0 0 100 1.77 3.53 32.573 0.59
exit_normal_3_1_1 ( 7 61 ) 1 1 0 0 100 4.36 4.36 43.237 0.73
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.13 1.13 3.757 0.19
exit_long_rebuy_3_1_1 ( 61 ) 1 1 0 0 100 1.03 1.03 3.404 0.17
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 0.71 0.71 12.587 0.12
exit_quick_w_0_1 ( 46 ) 1 1 0 0 100 0.19 0.19 1.847 0.03
exit_quick_d_0_18 ( 41 ) 1 1 0 0 100 0.86 0.86 7.111 0.14

SUMMARY METRICS

Metric Value
Backtesting from 2023-05-01 00:00:00
Backtesting to 2023-06-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 8 / 0.26
Starting balance 10000 USDT
Final balance 10104.517 USDT
Absolute profit 104.517 USDT
Total profit % 1.05%
CAGR % 13.02%
Sortino -100.00
Sharpe 5.08
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 13.06 (100.00)
Trades per day 0.26
Avg. daily profit % 0.03%
Avg. stake amount 697.32 USDT
Total trade volume 5578.561 USDT
Best Pair DAG/USDT 5.99%
Worst Pair AAVE/USDT 0.00%
Best trade DAG/USDT 4.36%
Worst trade KSM/USDT 0.19%
Best day 43.237 USDT
Worst day 0 USDT
Days win/draw/lose 8 / 20 / 0
Avg. Duration Winners 2 days, 16:46:00
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
Drawdown End 1970-01-01 00:00:00
Market change -10.18%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 8 1.48 11.80 104.517 1.05 2 days, 16:46:00 8 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 3 days, 23:43:00 3 days, 23:43:00 3 days, 23:43:00 4 days, 1:24:00 4 days, 1:24:00
Market Change -3.56 % -3.56 % -3.56 % -3.56 % -3.56 %
Max Drawdown 0.083 % 0.083 % 0.083 % 0.3664 % 0.3664 %
Profit Mean 1.3468 % 1.3468 % 1.3468 % 0.7527 % 0.7527 %
Profit Sum 9.43 % 9.43 % 9.43 % 5.27 % 5.27 %
Profit Total 0.7 % 0.7 % 0.7 % 0.3 % 0.3 %
Trades 7 7 7 7 7
Win Rate 85.71 % 85.71 % 85.71 % 71.43 % 71.43 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DAG/USDT 1 2.77 2.77 22.891 0.23 1:05:00 1 0 0 100
XRP/USDT 1 2.07 2.07 17.142 0.17 10:20:00 1 0 0 100
TRX/USDT 1 0.43 0.43 11.094 0.11 23 days, 21:10:00 1 0 0 100
VELO/USDT 1 2.72 2.72 9.041 0.09 2:27:00 1 0 0 100
EWT/USDT 1 1.09 1.09 9.016 0.09 0:13:00 1 0 0 100
GRT/USDT 1 1.07 1.07 8.854 0.09 0:45:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 1 -0.72 -0.72 -8.366 -0.08 3 days, 10:00:00 0 0 1 0
TOTAL 7 1.35 9.43 69.672 0.70 3 days, 23:43:00 6 0 1 85.7

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UOS/USDT 1 -0.72 -0.72 -8.366 -0.08 3 days, 10:00:00 0 0 1 0
TOTAL 1 -0.72 -0.72 -8.366 -0.08 3 days, 10:00:00 0 0 1 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 4 0.71 2.85 28.724 0.29 6 days, 22:34:00 3 0 1 75.0
103 1 2.77 2.77 22.891 0.23 1:05:00 1 0 0 100
61 1 2.72 2.72 9.041 0.09 2:27:00 1 0 0 100
101 1 1.09 1.09 9.016 0.09 0:13:00 1 0 0 100
TOTAL 7 1.35 9.43 69.672 0.70 3 days, 23:43:00 6 0 1 85.7

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 1 1 0 0 100 1.07 1.07 8.854 0.18
exit_long_rapid_rpd_3 ( 103 ) 1 1 0 0 100 2.77 2.77 22.891 0.46
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.07 2.07 17.142 0.34
exit_long_rapid_u_1 ( 101 ) 1 1 0 0 100 1.09 1.09 9.016 0.18
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 0.43 0.43 11.094 0.07
exit_long_rebuy_d_2_1 ( 61 ) 1 1 0 0 100 2.72 2.72 9.041 0.45
force_exit 1 0 0 1 0 -0.72 -0.72 -8.366 -0.12

SUMMARY METRICS

Metric Value
Backtesting from 2023-06-01 00:00:00
Backtesting to 2023-07-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 7 / 0.23
Starting balance 10000 USDT
Final balance 10069.672 USDT
Absolute profit 69.672 USDT
Total profit % 0.70%
CAGR % 8.81%
Sortino -100.00
Sharpe 4.97
Calmar 534.52
Profit factor 9.33
Expectancy (Ratio) 9.95 (1.19)
Trades per day 0.23
Avg. daily profit % 0.02%
Avg. stake amount 747.164 USDT
Total trade volume 5230.149 USDT
Best Pair DAG/USDT 2.77%
Worst Pair UOS/USDT -0.72%
Best trade DAG/USDT 2.77%
Worst trade UOS/USDT -0.72%
Best day 31.745 USDT
Worst day -8.366 USDT
Days win/draw/lose 4 / 25 / 1
Avg. Duration Winners 4 days, 2:00:00
Avg. Duration Loser 3 days, 10:00:00
Max Consecutive Wins / Loss 6 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10008.854 USDT
Max balance 10078.038 USDT
Max % of account underwater 0.08%
Absolute Drawdown (Account) 0.08%
Absolute Drawdown 8.366 USDT
Drawdown high 78.038 USDT
Drawdown low 69.672 USDT
Drawdown Start 2023-06-30 16:47:00
Drawdown End 2023-07-01 00:00:00
Market change -3.56%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 7 1.35 9.43 69.672 0.70 3 days, 23:43:00 6 0 1 85.7 8.366 USDT 0.08%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 3 days, 17:29:00 3 days, 17:29:00 3 days, 17:29:00 3 days, 17:30:00 3 days, 17:30:00
Market Change 1.88 % 1.88 % 1.88 % 1.88 % 1.88 %
Max Drawdown 0.9109 % 0.9109 % 0.9109 % 1.1555 % 1.1555 %
Profit Mean 0.9681 % 0.9681 % 0.9681 % 0.4377 % 0.4377 %
Profit Sum 14.52 % 14.52 % 14.52 % 6.57 % 6.57 %
Profit Total 0.76 % 0.76 % 0.76 % 0.54 % 0.54 %
Trades 15 15 15 15 15
Win Rate 86.67 % 86.67 % 86.67 % 86.67 % 86.67 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FIL/USDT 3 1.35 4.04 36.933 0.37 4 days, 4:16:00 3 0 0 100
WIN/USDT 1 4.02 4.02 33.311 0.33 17:20:00 1 0 0 100
LINK/USDT 2 1.64 3.29 27.384 0.27 1 day, 14:44:00 2 0 0 100
UNI/USDT 2 1.11 2.21 18.400 0.18 3:48:00 2 0 0 100
DOT/USDT 1 1.43 1.43 11.816 0.12 21:30:00 1 0 0 100
DGB/USDT 1 1.23 1.23 10.245 0.10 11:00:00 1 0 0 100
EOS/USDT 1 1.05 1.05 8.693 0.09 4:19:00 1 0 0 100
AAVE/USDT 1 1.01 1.01 8.443 0.08 14:22:00 1 0 0 100
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 2 -0.73 -1.46 -17.352 -0.17 9 days, 7:52:00 1 0 1 50.0
DIA/USDT 1 -2.29 -2.29 -62.232 -0.62 18 days, 8:10:00 0 0 1 0
TOTAL 15 0.97 14.52 75.641 0.76 3 days, 17:29:00 13 0 2 86.7

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BTC/USDT 1 -3.03 -3.03 -30.387 -0.30 16 days, 6:00:00 0 0 1 0
DIA/USDT 1 -2.29 -2.29 -62.232 -0.62 18 days, 8:10:00 0 0 1 0
TOTAL 2 -2.66 -5.33 -92.619 -0.93 17 days, 7:05:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 14 1.20 16.81 137.873 1.38 2 days, 16:26:00 13 0 1 92.9
12 1 -2.29 -2.29 -62.232 -0.62 18 days, 8:10:00 0 0 1 0
TOTAL 15 0.97 14.52 75.641 0.76 3 days, 17:29:00 13 0 2 86.7

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 5 5 0 0 100 1.05 5.26 46.236 0.88
exit_quick_w_1_5 ( 46 ) 2 2 0 0 100 1.33 2.65 22.061 0.44
force_exit 2 0 0 2 0 -2.66 -5.33 -92.619 -0.89
exit_quick_w_2_2 ( 46 ) 1 1 0 0 100 2.89 2.89 23.828 0.48
exit_quick_3_1_1 ( 46 ) 1 1 0 0 100 4.02 4.02 33.311 0.67
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.57 1.57 13.035 0.26
exit_quick_w_0_1 ( 46 ) 1 1 0 0 100 0.29 0.29 3.414 0.05
exit_quick_d_1_12 ( 46 ) 1 1 0 0 100 1.05 1.05 8.772 0.17
exit_quick_w_2_1 ( 46 ) 1 1 0 0 100 2.11 2.11 17.602 0.35

SUMMARY METRICS

Metric Value
Backtesting from 2023-07-01 00:00:00
Backtesting to 2023-08-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 15 / 0.48
Starting balance 10000 USDT
Final balance 10075.641 USDT
Absolute profit 75.641 USDT
Total profit % 0.76%
CAGR % 9.28%
Sortino 2.93
Sharpe 2.11
Calmar 51.18
Profit factor 1.82
Expectancy (Ratio) 5.04 (0.11)
Trades per day 0.48
Avg. daily profit % 0.02%
Avg. stake amount 856.385 USDT
Total trade volume 12845.776 USDT
Best Pair FIL/USDT 4.04%
Worst Pair DIA/USDT -2.29%
Best trade WIN/USDT 4.02%
Worst trade BTC/USDT -3.03%
Best day 53.82 USDT
Worst day -92.619 USDT
Days win/draw/lose 10 / 19 / 1
Avg. Duration Winners 1 day, 15:24:00
Avg. Duration Loser 17 days, 7:05:00
Max Consecutive Wins / Loss 13 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10023.828 USDT
Max balance 10168.26 USDT
Max % of account underwater 0.91%
Absolute Drawdown (Account) 0.91%
Absolute Drawdown 92.619 USDT
Drawdown high 168.26 USDT
Drawdown low 75.641 USDT
Drawdown Start 2023-07-26 19:50:00
Drawdown End 2023-08-01 00:00:00
Market change 1.88%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 15 0.97 14.52 75.641 0.76 3 days, 17:29:00 13 0 2 86.7 92.619 USDT 0.91%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 4 days, 16:56:00 4 days, 16:56:00 4 days, 16:56:00 5 days, 9:22:00 5 days, 9:22:00
Market Change -13.53 % -13.53 % -13.53 % -13.53 % -13.53 %
Max Drawdown 0.8181 % 0.8181 % 0.8181 % 0.6868 % 0.6868 %
Profit Mean -0.3203 % -0.3203 % -0.3203 % -0.7772 % -0.7772 %
Profit Sum -1.6 % -1.6 % -1.6 % -3.89 % -3.89 %
Profit Total -0.44 % -0.44 % -0.44 % -0.32 % -0.32 %
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 NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TRX/USDT 1 1.32 1.32 10.896 0.11 4 days, 0:40:00 1 0 0 100
AKRO/USDT 1 0.64 0.64 9.581 0.10 1 day, 14:46:00 1 0 0 100
VRA/USDT 1 1.06 1.06 8.773 0.09 0:50:00 1 0 0 100
UOS/USDT 1 1.04 1.04 8.628 0.09 11:22:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 1 -5.67 -5.67 -82.124 -0.82 17 days, 9:00:00 0 0 1 0
TOTAL 5 -0.32 -1.60 -44.246 -0.44 4 days, 16:56:00 4 0 1 80.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
WIN/USDT 1 -5.67 -5.67 -82.124 -0.82 17 days, 9:00:00 0 0 1 0
TOTAL 1 -5.67 -5.67 -82.124 -0.82 17 days, 9:00:00 0 0 1 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
102 1 0.64 0.64 9.581 0.10 1 day, 14:46:00 1 0 0 100
46 4 -0.56 -2.25 -53.828 -0.54 5 days, 11:28:00 3 0 1 75.0
TOTAL 5 -0.32 -1.60 -44.246 -0.44 4 days, 16:56:00 4 0 1 80.0

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 2 2 0 0 100 1.05 2.11 17.401 0.35
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 0.64 0.64 9.581 0.11
exit_quick_w_1_4 ( 46 ) 1 1 0 0 100 1.32 1.32 10.896 0.22
force_exit 1 0 0 1 0 -5.67 -5.67 -82.124 -0.94

SUMMARY METRICS

Metric Value
Backtesting from 2023-08-01 00:00:00
Backtesting to 2023-09-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 5 / 0.16
Starting balance 10000 USDT
Final balance 9955.754 USDT
Absolute profit -44.246 USDT
Total profit % -0.44%
CAGR % -5.09%
Sortino -100.00
Sharpe -0.74
Calmar -33.33
Profit factor 0.46
Expectancy (Ratio) -8.85 (-0.11)
Trades per day 0.16
Avg. daily profit % -0.01%
Avg. stake amount 945.123 USDT
Total trade volume 4725.616 USDT
Best Pair TRX/USDT 1.32%
Worst Pair WIN/USDT -5.67%
Best trade TRX/USDT 1.32%
Worst trade WIN/USDT -5.67%
Best day 10.896 USDT
Worst day -82.124 USDT
Days win/draw/lose 4 / 25 / 1
Avg. Duration Winners 1 day, 12:54:00
Avg. Duration Loser 17 days, 9:00:00
Max Consecutive Wins / Loss 4 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9955.754 USDT
Max balance 10037.878 USDT
Max % of account underwater 0.82%
Absolute Drawdown (Account) 0.82%
Absolute Drawdown 82.124 USDT
Drawdown high 37.878 USDT
Drawdown low -44.246 USDT
Drawdown Start 2023-08-29 16:40:00
Drawdown End 2023-09-01 00:00:00
Market change -13.53%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 5 -0.32 -1.60 -44.246 -0.44 4 days, 16:56:00 4 0 1 80.0 82.124 USDT 0.82%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 2 days, 21:44:00 2 days, 21:44:00 2 days, 21:44:00 2 days, 21:44:00 2 days, 21:44:00
Market Change 2.89 % 2.89 % 2.89 % 2.89 % 2.89 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.5064 % 1.5064 % 1.5064 % 1.6067 % 1.6067 %
Profit Sum 9.04 % 9.04 % 9.04 % 9.64 % 9.64 %
Profit Total 0.86 % 0.86 % 0.86 % 0.8 % 0.8 %
Trades 6 6 6 6 6
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LTC/USDT 1 3.47 3.47 40.159 0.40 7 days, 14:50:00 1 0 0 100
BNB/USDT 1 1.18 1.18 9.714 0.10 3 days, 14:17:00 1 0 0 100
LINK/USDT 1 1.12 1.12 9.315 0.09 10:31:00 1 0 0 100
FIL/USDT 1 1.11 1.11 9.196 0.09 6:44:00 1 0 0 100
ATOM/USDT 1 1.10 1.10 9.162 0.09 5 days, 3:55:00 1 0 0 100
TRX/USDT 1 1.07 1.07 8.801 0.09 8:10:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 6 1.51 9.04 86.347 0.86 2 days, 21:44:00 6 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 6 1.51 9.04 86.347 0.86 2 days, 21:44:00 6 0 0 100
TOTAL 6 1.51 9.04 86.347 0.86 2 days, 21:44:00 6 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_quick_w_1_1 ( 46 ) 2 2 0 0 100 1.08 2.17 17.963 0.36
exit_profit_quick_max_m ( 46 ) 2 2 0 0 100 1.11 2.23 18.511 0.37
exit_quick_3_1_1 ( 46 ) 1 1 0 0 100 1.18 1.18 9.714 0.2
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 3.47 3.47 40.159 0.58

SUMMARY METRICS

Metric Value
Backtesting from 2023-09-01 00:00:00
Backtesting to 2023-10-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 6 / 0.2
Starting balance 10000 USDT
Final balance 10086.347 USDT
Absolute profit 86.347 USDT
Total profit % 0.86%
CAGR % 11.03%
Sortino -100.00
Sharpe 4.77
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 14.39 (100.00)
Trades per day 0.2
Avg. daily profit % 0.03%
Avg. stake amount 826.265 USDT
Total trade volume 4957.589 USDT
Best Pair LTC/USDT 3.47%
Worst Pair AAVE/USDT 0.00%
Best trade LTC/USDT 3.47%
Worst trade TRX/USDT 1.07%
Best day 40.159 USDT
Worst day 0 USDT
Days win/draw/lose 5 / 18 / 0
Avg. Duration Winners 2 days, 21:44:00
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
Drawdown End 1970-01-01 00:00:00
Market change 2.89%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 6 1.51 9.04 86.347 0.86 2 days, 21:44:00 6 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@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 v14.1.278 v14.1.253 v14.1.225
Average Duration 3 days, 2:31:00 3 days, 2:31:00 3 days, 2:31:00 3 days, 11:50:00 3 days, 11:50:00
Market Change 15.66 % 15.66 % 15.66 % 15.66 % 15.66 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.2105 % 1.2105 % 1.2105 % 2.143 % 2.143 %
Profit Sum 13.32 % 13.32 % 13.32 % 23.57 % 23.57 %
Profit Total 1.18 % 1.18 % 1.18 % 1.9 % 1.9 %
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 NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XLM/USDT 1 0.74 0.74 17.961 0.18 17 days, 11:45:00 1 0 0 100
VRA/USDT 1 2.03 2.03 16.774 0.17 0:13:00 1 0 0 100
EWT/USDT 1 2.00 2.00 16.681 0.17 0:01:00 1 0 0 100
STX/USDT 1 1.89 1.89 15.668 0.16 22:00:00 1 0 0 100
LTC/USDT 1 1.88 1.88 15.602 0.16 1 day, 21:20:00 1 0 0 100
LINK/USDT 1 1.83 1.83 15.114 0.15 1:50:00 1 0 0 100
SXP/USDT 1 1.11 1.11 9.295 0.09 4:00:00 1 0 0 100
WIN/USDT 2 0.22 0.43 5.063 0.05 6 days, 18:15:00 2 0 0 100
VIDT/USDT 1 1.10 1.10 3.659 0.04 1:05:00 1 0 0 100
AAVE/USDT 1 0.30 0.30 2.482 0.02 0:53:00 1 0 0 100
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 11 1.21 13.32 118.300 1.18 3 days, 2:31:00 11 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 8 1.02 8.19 81.187 0.81 4 days, 6:17:00 8 0 0 100
12 1 2.03 2.03 16.774 0.17 0:13:00 1 0 0 100
11 1 2.00 2.00 16.681 0.17 0:01:00 1 0 0 100
61 1 1.10 1.10 3.659 0.04 1:05:00 1 0 0 100
TOTAL 11 1.21 13.32 118.300 1.18 3 days, 2:31:00 11 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_quick_w_0_2 ( 46 ) 2 2 0 0 100 0.22 0.43 5.063 0.07
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 2.03 2.03 16.774 0.34
exit_quick_d_0_20 ( 46 ) 1 1 0 0 100 0.3 0.3 2.482 0.05
exit_quick_w_1_12 ( 46 ) 1 1 0 0 100 1.83 1.83 15.114 0.3
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.89 1.89 15.668 0.32
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.88 1.88 15.602 0.31
exit_quick_w_2_1 ( 46 ) 1 1 0 0 100 0.74 0.74 17.961 0.12
exit_normal_u_1 ( 11 ) 1 1 0 0 100 2 2 16.681 0.33
exit_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.11 1.11 9.295 0.19
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.1 1.1 3.659 0.18

SUMMARY METRICS

Metric Value
Backtesting from 2023-10-01 00:00:00
Backtesting to 2023-11-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 11 / 0.35
Starting balance 10000 USDT
Final balance 10118.3 USDT
Absolute profit 118.3 USDT
Total profit % 1.18%
CAGR % 14.85%
Sortino -100.00
Sharpe 11.42
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 10.75 (100.00)
Trades per day 0.35
Avg. daily profit % 0.04%
Avg. stake amount 776.742 USDT
Total trade volume 8544.163 USDT
Best Pair VRA/USDT 2.03%
Worst Pair ADA/USDT 0.00%
Best trade VRA/USDT 2.03%
Worst trade WIN/USDT 0.18%
Best day 30.782 USDT
Worst day 0 USDT
Days win/draw/lose 9 / 18 / 0
Avg. Duration Winners 3 days, 2:31:00
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
Drawdown End 1970-01-01 00:00:00
Market change 15.66%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 11 1.21 13.32 118.300 1.18 3 days, 2:31:00 11 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

Please sign in to comment.