Skip to content

Commit

Permalink
X5: add global protection rule (Long).
Browse files Browse the repository at this point in the history
  • Loading branch information
iterativv committed Dec 21, 2024
1 parent 4e7b42d commit 5cca064
Showing 1 changed file with 21 additions and 2 deletions.
23 changes: 21 additions & 2 deletions NostalgiaForInfinityX5.py
Original file line number Diff line number Diff line change
Expand Up @@ -67,7 +67,7 @@ class NostalgiaForInfinityX5(IStrategy):
INTERFACE_VERSION = 3

def version(self) -> str:
return "v15.1.298"
return "v15.1.299"

stoploss = -0.99

Expand Down Expand Up @@ -5339,8 +5339,8 @@ def populate_indicators(self, df: DataFrame, metadata: dict) -> DataFrame:
| (df["CCI_20_15m"] < -250.0)
| (df["RSI_14_1h"] < 5.0)
| (df["CCI_20_1h"] < -200.0)
| (df["CCI_20_4h"] < -200.0)
| (df["RSI_14_4h"] < 15.0)
| (df["CCI_20_4h"] < -200.0)
| (df["RSI_14_1d"] < 30.0)
| (df["AROONU_14_1d"] < 25.0)
| (df["ROC_9_1d"] > -20.0)
Expand Down Expand Up @@ -5428,6 +5428,25 @@ def populate_indicators(self, df: DataFrame, metadata: dict) -> DataFrame:
| (df["AROONU_14_1d"] < 25.0)
| (df["ROC_9_1d"] > -20.0)
)
# 15m & 1h & 4h & 1d down move, 15m & 1h & 4h still not low enough, 1d still not low enough & downtrend
& (
(df["RSI_3_15m"] > 15.0)
| (df["RSI_3_1h"] > 35.0)
| (df["RSI_3_4h"] > 50.0)
| (df["RSI_3_1d"] > 40.0)
| (df["RSI_14_15m"] < 30.0)
| (df["CCI_20_15m"] < -250.0)
| (df["RSI_14_1h"] < 40.0)
| (df["AROONU_14_1h"] < 25.0)
| (df["CCI_20_1h"] < -250.0)
| (df["STOCHRSIk_14_14_3_3_1h"] < 10.0)
| (df["RSI_14_4h"] < 40.0)
| (df["CCI_20_4h"] < -250.0)
| (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
| (df["RSI_14_1d"] < 30.0)
| (df["AROONU_14_1d"] < 50.0)
| (df["ROC_9_1d"] > -20.0)
)
# 15m & 4h & 1d down move, 15m & 1h & 4h still not low enough, 1d still not low enough & downtrend
& (
(df["RSI_3_15m"] > 15.0)
Expand Down

88 comments on commit 5cca064

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230501-20230601

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 23:22:00 23:22:00 22:29:00 2 days, 3:32:00 2 days, 3:32:00
Market Change -14.28 % -14.28 % -14.28 % -14.4 % -14.4 %
Max Drawdown 1.2573 % 1.2573 % 1.2573 % 1.2472 % 1.2472 %
Profit Mean 0.95 % 0.95 % 1.01 % 1.1 % 1.1 %
Profit Sum 23.77 % 23.77 % 26.34 % 25.25 % 25.25 %
Profit Total 3.23 % 3.23 % 3.66 % 4.56 % 4.56 %
Trades 25 25 26 23 23
Win Rate 92.0 % 92.0 % 92.31 % 91.3 % 91.3 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
RIF/USDT 3 1.76 126.754 1.27 15:05:00 3 0 0 100
ARPA/USDT 2 1.68 57.916 0.58 0:16:00 2 0 0 100
CKB/USDT 3 1.39 55.742 0.56 3:24:00 3 0 0 100
FET/USDT 1 1.48 44.182 0.44 11 days, 15:50:00 1 0 0 100
UMA/USDT 1 2.33 31.789 0.32 0:20:00 1 0 0 100
DYDX/USDT 2 0.59 22.366 0.22 1 day, 5:34:00 2 0 0 100
ROSE/USDT 1 1.21 20.071 0.2 2 days, 10:50:00 1 0 0 100
IDEX/USDT 1 2.33 19.235 0.19 0:20:00 1 0 0 100
HIGH/USDT 2 0.93 15.653 0.16 0:04:00 2 0 0 100
RAD/USDT 1 1.53 12.644 0.13 2:50:00 1 0 0 100
FUN/USDT 1 0.63 10.742 0.11 0:03:00 1 0 0 100
OG/USDT 1 1.13 9.368 0.09 1:07:00 1 0 0 100
FTM/USDT 1 0.43 7.152 0.07 0:02:00 1 0 0 100
GRT/USDT 1 0.37 6.509 0.07 9:30:00 1 0 0 100
CELR/USDT 1 0.31 5.108 0.05 9:15:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 1 -0.08 -0.733 -0.01 3 days, 15:35:00 0 0 1 0
FLUX/USDT 2 -1.87 -121.905 -1.22 9:34:00 1 0 1 50.0
TOTAL 25 0.95 322.593 3.23 23:22:00 23 0 2 92.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
AVAX/USDT 1 -0.08 -0.733 -0.01 3 days, 15:35:00 0 0 1 0
FLUX/USDT 1 -4.79 -130.704 -1.31 19:05:00 0 0 1 0
TOTAL 2 -2.44 -131.437 -1.31 2 days, 5:20:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 6 1.36 132.816 1.33 19:49:00 6 0 0 100
101 9 1.14 86.946 0.87 2:33:00 9 0 0 100
3 1 2.76 86.366 0.86 1 day, 8:31:00 1 0 0 100
141 142 3 0.72 55.799 0.56 4 days, 3:32:00 3 0 0 100
1 1 2.37 40.710 0.41 0:26:00 1 0 0 100
5 1 2.19 39.276 0.39 4:01:00 1 0 0 100
141 1 0.43 7.152 0.07 0:02:00 1 0 0 100
2 3 6 101 1 0.3 4.965 0.05 0:02:00 1 0 0 100
120 1 -0.08 -0.733 -0.01 3 days, 15:35:00 0 0 1 0
2 1 -4.79 -130.704 -1.31 19:05:00 0 0 1 0
TOTAL 25 0.95 322.593 3.23 23:22:00 23 0 2 92.0

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_5_55 ( 3 ) 1 2.76 86.366 0.86 1 day, 8:31:00 1 0 0 100
exit_long_tc_w_2_6 ( 141 142 ) 1 1.48 44.182 0.44 11 days, 15:50:00 1 0 0 100
exit_long_normal_u_2 ( 1 ) 1 2.37 40.710 0.41 0:26:00 1 0 0 100
exit_long_normal_d_2_24 ( 5 ) 1 2.19 39.276 0.39 4:01:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 4 1.14 38.007 0.38 0:19:00 4 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.11 35.606 0.36 0:29:00 1 0 0 100
exit_long_normal_d_2_80 ( 6 ) 1 2.33 31.789 0.32 0:20:00 1 0 0 100
exit_long_normal_w_1_1 ( 6 ) 1 1.21 20.071 0.2 2 days, 10:50:00 1 0 0 100
exit_long_rapid_d_2_83 ( 101 ) 1 2.33 19.235 0.19 0:20:00 1 0 0 100
exit_long_normal_d_1_63 ( 6 ) 1 0.88 17.401 0.17 2 days, 11:07:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.0 17.206 0.17 0:05:00 1 0 0 100
exit_long_rapid_w_1_14 ( 101 ) 1 1.53 12.644 0.13 2:50:00 1 0 0 100
exit_long_tc_d_0_61 ( 141 142 ) 2 0.34 11.617 0.12 9:22:00 2 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.63 10.742 0.11 0:03:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 1 0.43 7.152 0.07 0:02:00 1 0 0 100
exit_long_rapid_rpd_3 ( 101 ) 1 0.78 6.503 0.07 6:11:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 1 0.7 5.775 0.06 0:03:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 6 101 ) 1 0.3 4.965 0.05 0:02:00 1 0 0 100
exit_long_rapid_rpd_4 ( 101 ) 1 0.4 4.782 0.05 12:16:00 1 0 0 100
force_exit 2 -2.44 -131.437 -1.31 2 days, 5:20:00 0 0 2 0
TOTAL 25 0.95 322.593 3.23 23:22:00 23 0 2 92.0

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('3 ', 'exit_long_normal_d_5_55 ( 3 )') 1 2.76 86.366 0.86 1 day, 8:31:00 1 0 0 100
('141 142 ', 'exit_long_tc_w_2_6 ( 141 142 )') 1 1.48 44.182 0.44 11 days, 15:50:00 1 0 0 100
('1 ', 'exit_long_normal_u_2 ( 1 )') 1 2.37 40.710 0.41 0:26:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_24 ( 5 )') 1 2.19 39.276 0.39 4:01:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 4 1.14 38.007 0.38 0:19:00 4 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.11 35.606 0.36 0:29:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_80 ( 6 )') 1 2.33 31.789 0.32 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_1 ( 6 )') 1 1.21 20.071 0.2 2 days, 10:50:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_83 ( 101 )') 1 2.33 19.235 0.19 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_63 ( 6 )') 1 0.88 17.401 0.17 2 days, 11:07:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.0 17.206 0.17 0:05:00 1 0 0 100
('101 ', 'exit_long_rapid_w_1_14 ( 101 )') 1 1.53 12.644 0.13 2:50:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_0_61 ( 141 142 )') 2 0.34 11.617 0.12 9:22:00 2 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.63 10.742 0.11 0:03:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 1 0.43 7.152 0.07 0:02:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_3 ( 101 )') 1 0.78 6.503 0.07 6:11:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 1 0.7 5.775 0.06 0:03:00 1 0 0 100
('2 3 6 101 ', 'exit_long_normal_u_0 ( 2 3 6 101 )') 1 0.3 4.965 0.05 0:02:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_4 ( 101 )') 1 0.4 4.782 0.05 12:16:00 1 0 0 100
('120 ', 'force_exit') 1 -0.08 -0.733 -0.01 3 days, 15:35:00 0 0 1 0
('2 ', 'force_exit') 1 -4.79 -130.704 -1.31 19:05:00 0 0 1 0
TOTAL 25 0.95 322.593 3.23 23:22:00 23 0 2 92.0

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/05/2023 19.235 1 0 0
02/05/2023 0 0 0 0
03/05/2023 9.963 1 0 0
04/05/2023 4.782 1 0 0
05/05/2023 0 0 0 0
06/05/2023 12.644 1 0 0
07/05/2023 0 0 0 0
08/05/2023 70.665 7 0 0
09/05/2023 6.503 1 0 0
10/05/2023 178.121 6 0 0
11/05/2023 10.742 1 0 0
12/05/2023 0 0 0 0
13/05/2023 0 0 0 0
14/05/2023 0 0 0 0
15/05/2023 0 0 0 0
16/05/2023 0 0 0 0
17/05/2023 0 0 0 0
18/05/2023 0 0 0 0
19/05/2023 44.182 1 0 0
20/05/2023 0 0 0 0
21/05/2023 0 0 0 0
22/05/2023 0 0 0 0
23/05/2023 0 0 0 0
24/05/2023 39.276 1 0 0
25/05/2023 0 0 0 0
26/05/2023 0 0 0 0
27/05/2023 57.916 2 0 0
28/05/2023 0 0 0 0
29/05/2023 0 0 0 0
30/05/2023 0 0 0 0
31/05/2023 0 0 0 0
01/06/2023 -131.437 0 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2023-05-01 00:00:00
Backtesting to 2023-06-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 25 / 0.81
Starting balance 10000 USDT
Final balance 10322.593 USDT
Absolute profit 322.593 USDT
Total profit % 3.23%
CAGR % 45.33%
Sortino 3.06
Sharpe 5.73
Calmar 158.13
Profit factor 3.45
Expectancy (Ratio) 12.90 (0.20)
Avg. daily profit % 0.10%
Avg. stake amount 1303.828 USDT
Total trade volume 32595.698 USDT
Best Pair RIF/USDT 1.27%
Worst Pair FLUX/USDT -1.22%
Best trade RIF/USDT 2.76%
Worst trade FLUX/USDT -4.79%
Best day 178.121 USDT
Worst day -131.437 USDT
Days win/draw/lose 11 / 20 / 1
Avg. Duration Winners 20:45:00
Avg. Duration Loser 2 days, 5:20:00
Max Consecutive Wins / Loss 23 / 2
Rejected Entry signals 8
Entry/Exit Timeouts 0 / 0
Min balance 10019.235 USDT
Max balance 10454.03 USDT
Max % of account underwater 1.26%
Absolute Drawdown (Account) 1.26%
Absolute Drawdown 131.437 USDT
Drawdown high 454.03 USDT
Drawdown low 322.593 USDT
Drawdown Start 2023-05-27 13:01:00
Drawdown End 2023-06-01 00:00:00
Market change -14.28%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 25 0.95 322.593 3.23 23:22:00 23 0 2 92.0 131.437 USDT 1.26%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230601-20230701

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 1 day, 2:14:00 1 day, 2:14:00 1 day, 2:14:00 19:11:00 19:11:00
Market Change -10.66 % -10.66 % -10.66 % -10.75 % -10.75 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.41 % 1.41 % 1.41 % 1.82 % 1.82 %
Profit Sum 48.06 % 48.06 % 48.06 % 61.99 % 61.99 %
Profit Total 7.89 % 7.89 % 7.89 % 11.56 % 11.56 %
Trades 34 34 34 34 34
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALPHA/USDT 3 2.51 126.934 1.27 0:34:00 3 0 0 100
MLN/USDT 1 7.05 121.177 1.21 0:15:00 1 0 0 100
MTL/USDT 3 2.36 119.331 1.19 7:53:00 3 0 0 100
XVG/USDT 3 1.71 90.593 0.91 0:27:00 3 0 0 100
XRP/USDT 1 1.62 82.713 0.83 16 days, 21:28:00 1 0 0 100
CELR/USDT 1 1.83 55.283 0.55 6 days, 8:25:00 1 0 0 100
BEL/USDT 2 1.82 53.306 0.53 0:08:00 2 0 0 100
ATOM/USDT 3 1.32 33.617 0.34 0:01:00 3 0 0 100
ARPA/USDT 2 1.19 20.290 0.2 0:19:00 2 0 0 100
BADGER/USDT 1 1.02 17.171 0.17 1 day, 16:45:00 1 0 0 100
CKB/USDT 1 0.59 10.513 0.11 4:05:00 1 0 0 100
CFX/USDT 1 1.14 9.461 0.09 0:02:00 1 0 0 100
COTI/USDT 1 1.11 9.217 0.09 0:04:00 1 0 0 100
DYDX/USDT 1 1.09 9.013 0.09 0:13:00 1 0 0 100
BCH/USDT 1 0.32 5.392 0.05 0:08:00 1 0 0 100
FLM/USDT 1 0.51 4.700 0.05 17:17:00 1 0 0 100
NKN/USDT 1 0.25 4.156 0.04 4:34:00 1 0 0 100
AXS/USDT 1 0.46 4.107 0.04 3 days, 2:10:00 1 0 0 100
AR/USDT 1 0.46 3.772 0.04 0:02:00 1 0 0 100
AUDIO/USDT 1 0.39 3.238 0.03 1 day, 3:45:00 1 0 0 100
DEGO/USDT 1 0.18 1.619 0.02 2 days, 22:00:00 1 0 0 100
AVA/USDT 1 0.14 1.242 0.01 1 day, 15:13:00 1 0 0 100
BURGER/USDT 1 0.1 0.862 0.01 0:08:00 1 0 0 100
BAND/USDT 1 0.1 0.855 0.01 1 day, 3:45:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 34 1.41 788.561 7.89 1 day, 2:14:00 34 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CELR/USDT 1 1.83 55.283 0.55 6 days, 8:25:00 1 0 0 100
TOTAL 1 1.83 55.283 0.55 6 days, 8:25:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 5 2.29 196.725 1.97 8:30:00 5 0 0 100
42 4 2.43 166.767 1.67 7:16:00 4 0 0 100
120 2 1.72 137.995 1.38 11 days, 14:56:00 2 0 0 100
101 17 0.77 111.053 1.11 15:09:00 17 0 0 100
1 2 2.97 100.775 1.01 0:01:00 2 0 0 100
41 1 1.79 31.676 0.32 0:06:00 1 0 0 100
3 1 1.65 27.665 0.28 0:35:00 1 0 0 100
4 1 0.59 10.513 0.11 4:05:00 1 0 0 100
3 4 141 1 0.32 5.392 0.05 0:08:00 1 0 0 100
TOTAL 34 1.41 788.561 7.89 1 day, 2:14:00 34 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_quick_q_7 ( 42 ) 1 7.05 121.177 1.21 0:15:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.62 82.713 0.83 16 days, 21:28:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 8 1.21 81.597 0.82 0:08:00 8 0 0 100
exit_long_normal_w_4_7 ( 6 ) 1 4.58 76.392 0.76 0:30:00 1 0 0 100
exit_long_normal_u_4 ( 1 ) 1 4.41 74.544 0.75 0:01:00 1 0 0 100
force_exit 1 1.83 55.283 0.55 6 days, 8:25:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.53 44.245 0.44 0:01:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 6 ) 1 2.14 37.722 0.38 1:06:00 1 0 0 100
exit_long_quick_d_1_6 ( 41 ) 1 1.79 31.676 0.32 0:06:00 1 0 0 100
exit_long_normal_d_1_91 ( 3 ) 1 1.65 27.665 0.28 0:35:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 1 1.54 26.231 0.26 0:01:00 1 0 0 100
exit_long_quick_w_1_11 ( 42 ) 1 1.58 26.158 0.26 1:41:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.19 21.195 0.21 0:09:00 1 0 0 100
exit_long_normal_d_1_63 ( 6 ) 1 1.02 17.171 0.17 1 day, 16:45:00 1 0 0 100
exit_long_quick_d_0_55 ( 42 ) 1 0.86 15.275 0.15 22:35:00 1 0 0 100
exit_long_normal_d_0_3 ( 4 ) 1 0.59 10.513 0.11 4:05:00 1 0 0 100
exit_long_rapid_d_1_20 ( 101 ) 1 1.1 9.061 0.09 0:15:00 1 0 0 100
exit_long_rapid_d_0_35 ( 101 ) 3 0.23 5.712 0.06 1 day, 17:50:00 3 0 0 100
exit_long_normal_u_0 ( 3 4 141 ) 1 0.32 5.392 0.05 0:08:00 1 0 0 100
exit_long_rapid_d_0_8 ( 101 ) 1 0.51 4.700 0.05 17:17:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 2 0.28 4.635 0.05 0:05:00 2 0 0 100
exit_long_quick_w_0_11 ( 42 ) 1 0.25 4.156 0.04 4:34:00 1 0 0 100
exit_long_rapid_d_0_50 ( 101 ) 1 0.46 4.107 0.04 3 days, 2:10:00 1 0 0 100
exit_long_rapid_w_0_6 ( 101 ) 1 0.14 1.242 0.01 1 day, 15:13:00 1 0 0 100
TOTAL 34 1.41 788.561 7.89 1 day, 2:14:00 34 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('42 ', 'exit_long_quick_q_7 ( 42 )') 1 7.05 121.177 1.21 0:15:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.62 82.713 0.83 16 days, 21:28:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 8 1.21 81.597 0.82 0:08:00 8 0 0 100
('6 ', 'exit_long_normal_w_4_7 ( 6 )') 1 4.58 76.392 0.76 0:30:00 1 0 0 100
('1 ', 'exit_long_normal_u_4 ( 1 )') 1 4.41 74.544 0.75 0:01:00 1 0 0 100
('120 ', 'force_exit') 1 1.83 55.283 0.55 6 days, 8:25:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.53 44.245 0.44 0:01:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_1_m ( 6 )') 1 2.14 37.722 0.38 1:06:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_6 ( 41 )') 1 1.79 31.676 0.32 0:06:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_91 ( 3 )') 1 1.65 27.665 0.28 0:35:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 1 1.54 26.231 0.26 0:01:00 1 0 0 100
('42 ', 'exit_long_quick_w_1_11 ( 42 )') 1 1.58 26.158 0.26 1:41:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.19 21.195 0.21 0:09:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_63 ( 6 )') 1 1.02 17.171 0.17 1 day, 16:45:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_55 ( 42 )') 1 0.86 15.275 0.15 22:35:00 1 0 0 100
('4 ', 'exit_long_normal_d_0_3 ( 4 )') 1 0.59 10.513 0.11 4:05:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_20 ( 101 )') 1 1.1 9.061 0.09 0:15:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_35 ( 101 )') 3 0.23 5.712 0.06 1 day, 17:50:00 3 0 0 100
('3 4 141 ', 'exit_long_normal_u_0 ( 3 4 141 )') 1 0.32 5.392 0.05 0:08:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_8 ( 101 )') 1 0.51 4.700 0.05 17:17:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 2 0.28 4.635 0.05 0:05:00 2 0 0 100
('42 ', 'exit_long_quick_w_0_11 ( 42 )') 1 0.25 4.156 0.04 4:34:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_50 ( 101 )') 1 0.46 4.107 0.04 3 days, 2:10:00 1 0 0 100
('101 ', 'exit_long_rapid_w_0_6 ( 101 )') 1 0.14 1.242 0.01 1 day, 15:13:00 1 0 0 100
TOTAL 34 1.41 788.561 7.89 1 day, 2:14:00 34 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
05/06/2023 82.349 9 0 0
06/06/2023 4.093 2 0 0
07/06/2023 76.392 1 0 0
08/06/2023 27.665 1 0 0
09/06/2023 15.275 1 0 0
10/06/2023 150.298 7 0 0
11/06/2023 18.413 2 0 0
12/06/2023 0 0 0 0
13/06/2023 5.726 2 0 0
14/06/2023 121.177 1 0 0
15/06/2023 0 0 0 0
16/06/2023 0 0 0 0
17/06/2023 0 0 0 0
18/06/2023 0 0 0 0
19/06/2023 0 0 0 0
20/06/2023 0 0 0 0
21/06/2023 0 0 0 0
22/06/2023 126.957 2 0 0
23/06/2023 4.7 1 0 0
24/06/2023 0 0 0 0
25/06/2023 0 0 0 0
26/06/2023 0 0 0 0
27/06/2023 0 0 0 0
28/06/2023 47.363 2 0 0
29/06/2023 31.676 1 0 0
30/06/2023 21.195 1 0 0
01/07/2023 55.283 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-06-01 00:00:00
Backtesting to 2023-07-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 34 / 1.13
Starting balance 10000 USDT
Final balance 10788.561 USDT
Absolute profit 788.561 USDT
Total profit % 7.89%
CAGR % 151.80%
Sortino -100.00
Sharpe 18.04
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 23.19 (100.00)
Avg. daily profit % 0.26%
Avg. stake amount 1177.306 USDT
Total trade volume 40028.404 USDT
Best Pair ALPHA/USDT 1.27%
Worst Pair 1INCH/USDT 0.00%
Best trade MLN/USDT 7.05%
Worst trade BAND/USDT 0.10%
Best day 150.298 USDT
Worst day 0 USDT
Days win/draw/lose 15 / 12 / 0
Avg. Duration Winners 1 day, 2:14:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 34 / 0
Rejected Entry signals 314
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -10.66%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 34 1.41 788.561 7.89 1 day, 2:14:00 34 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230701-20230801

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 1 day, 6:00:00 1 day, 6:00:00 1 day, 6:00:00 1 day, 0:36:00 23:32:00
Market Change 3.15 % 3.15 % 3.15 % 3.22 % 3.22 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.28 % 1.28 % 1.28 % 1.34 % 1.77 %
Profit Sum 20.52 % 20.52 % 20.52 % 26.88 % 37.09 %
Profit Total 3.37 % 3.37 % 3.37 % 5.16 % 6.93 %
Trades 16 16 16 20 21
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
QTUM/USDT 1 1.45 82.639 0.83 17 days, 20:27:00 1 0 0 100
XVG/USDT 2 2.11 58.601 0.59 2:18:00 2 0 0 100
AUCTION/USDT 1 3.07 52.024 0.52 0:51:00 1 0 0 100
WING/USDT 2 2.21 50.540 0.51 12:22:00 2 0 0 100
CRV/USDT 3 0.93 25.348 0.25 3:17:00 3 0 0 100
STX/USDT 3 0.58 20.462 0.2 0:15:00 3 0 0 100
STPT/USDT 1 1.16 19.444 0.19 10:35:00 1 0 0 100
MKR/USDT 1 1.04 17.288 0.17 0:08:00 1 0 0 100
BEL/USDT 1 0.43 7.174 0.07 0:01:00 1 0 0 100
1INCH/USDT 1 0.2 3.353 0.03 0:01:00 1 0 0 100
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CELR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 16 1.28 336.870 3.37 1 day, 6:00:00 16 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.0 0.000 0.0 0:00 0 0 0 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 7 1.3 156.616 1.57 5:06:00 7 0 0 100
101 6 1.54 85.763 0.86 2:38:00 6 0 0 100
120 1 1.45 82.639 0.83 17 days, 20:27:00 1 0 0 100
141 142 1 0.58 9.795 0.1 0:03:00 1 0 0 100
6 141 142 1 0.12 2.058 0.02 0:01:00 1 0 0 100
TOTAL 16 1.28 336.870 3.37 1 day, 6:00:00 16 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 1.45 82.639 0.83 17 days, 20:27:00 1 0 0 100
exit_long_normal_d_3_107 ( 6 ) 1 3.07 52.024 0.52 0:51:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.06 34.325 0.34 0:02:00 1 0 0 100
exit_profit_long_rapid_t_3_2_m ( 101 ) 1 3.27 27.530 0.28 0:39:00 1 0 0 100
exit_long_rapid_d_2_42 ( 101 ) 1 2.16 24.276 0.24 4:35:00 1 0 0 100
exit_long_normal_d_1_55 ( 6 ) 1 1.15 23.009 0.23 1 day, 0:05:00 1 0 0 100
exit_long_normal_w_1_7 ( 6 ) 1 1.16 19.444 0.19 10:35:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.04 17.288 0.17 0:08:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 1 1.63 13.936 0.14 0:10:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 2 0.31 10.526 0.11 0:01:00 2 0 0 100
exit_long_tc_u_0 ( 141 142 ) 1 0.58 9.795 0.1 0:03:00 1 0 0 100
exit_long_rapid_d_1_70 ( 101 ) 1 1.03 8.609 0.09 0:40:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 1 0.73 6.214 0.06 0:02:00 1 0 0 100
exit_long_rapid_rpd_8 ( 101 ) 1 0.44 5.197 0.05 9:39:00 1 0 0 100
exit_long_normal_u_0 ( 6 141 142 ) 1 0.12 2.058 0.02 0:01:00 1 0 0 100
TOTAL 16 1.28 336.870 3.37 1 day, 6:00:00 16 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 1.45 82.639 0.83 17 days, 20:27:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_107 ( 6 )') 1 3.07 52.024 0.52 0:51:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.06 34.325 0.34 0:02:00 1 0 0 100
('101 ', 'exit_profit_long_rapid_t_3_2_m ( 101 )') 1 3.27 27.530 0.28 0:39:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_42 ( 101 )') 1 2.16 24.276 0.24 4:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_55 ( 6 )') 1 1.15 23.009 0.23 1 day, 0:05:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_7 ( 6 )') 1 1.16 19.444 0.19 10:35:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.04 17.288 0.17 0:08:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 1 1.63 13.936 0.14 0:10:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 2 0.31 10.526 0.11 0:01:00 2 0 0 100
('141 142 ', 'exit_long_tc_u_0 ( 141 142 )') 1 0.58 9.795 0.1 0:03:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_70 ( 101 )') 1 1.03 8.609 0.09 0:40:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 1 0.73 6.214 0.06 0:02:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_8 ( 101 )') 1 0.44 5.197 0.05 9:39:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_0 ( 6 141 142 )') 1 0.12 2.058 0.02 0:01:00 1 0 0 100
TOTAL 16 1.28 336.870 3.37 1 day, 6:00:00 16 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
05/07/2023 41.564 2 0 0
06/07/2023 0 0 0 0
07/07/2023 34.325 1 0 0
08/07/2023 0 0 0 0
09/07/2023 0 0 0 0
10/07/2023 0 0 0 0
11/07/2023 0 0 0 0
12/07/2023 0 0 0 0
13/07/2023 0 0 0 0
14/07/2023 8.609 1 0 0
15/07/2023 0 0 0 0
16/07/2023 0 0 0 0
17/07/2023 0 0 0 0
18/07/2023 0 0 0 0
19/07/2023 0 0 0 0
20/07/2023 0 0 0 0
21/07/2023 0 0 0 0
22/07/2023 82.639 1 0 0
23/07/2023 0 0 0 0
24/07/2023 41.823 5 0 0
25/07/2023 0 0 0 0
26/07/2023 0 0 0 0
27/07/2023 27.53 1 0 0
28/07/2023 23.009 1 0 0
29/07/2023 52.024 1 0 0
30/07/2023 0 0 0 0
31/07/2023 25.348 3 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-07-01 00:00:00
Backtesting to 2023-08-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 16 / 0.52
Starting balance 10000 USDT
Final balance 10336.87 USDT
Absolute profit 336.87 USDT
Total profit % 3.37%
CAGR % 47.71%
Sortino -100.00
Sharpe 10.17
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 21.05 (100.00)
Avg. daily profit % 0.11%
Avg. stake amount 1320.759 USDT
Total trade volume 21132.15 USDT
Best Pair WING/USDT 0.51%
Worst Pair ADX/USDT 0.00%
Best trade WING/USDT 3.27%
Worst trade STX/USDT 0.12%
Best day 82.639 USDT
Worst day 0 USDT
Days win/draw/lose 9 / 18 / 0
Avg. Duration Winners 1 day, 6:00:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 16 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 3.15%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 16 1.28 336.870 3.37 1 day, 6:00:00 16 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230801-20230901

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 15:24:00 15:24:00 15:24:00 3:32:00 3:22:00
Market Change -16.19 % -16.19 % -16.19 % -15.45 % -15.45 %
Max Drawdown 1.6057 % 1.6057 % 1.6057 % 0.1335 % 0.1335 %
Profit Mean 2.0 % 2.0 % 2.0 % 2.26 % 2.2 %
Profit Sum 52.02 % 52.02 % 52.02 % 81.44 % 83.57 %
Profit Total 6.95 % 6.95 % 6.95 % 14.71 % 15.11 %
Trades 26 26 26 36 38
Win Rate 92.31 % 92.31 % 92.31 % 97.22 % 97.37 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ARPA/USDT 2 6.26 134.722 1.35 0:01:00 2 0 0 100
DODO/USDT 2 2.84 94.528 0.95 3:16:00 2 0 0 100
ALGO/USDT 1 5.24 90.196 0.9 0:01:00 1 0 0 100
BNT/USDT 2 2.04 75.936 0.76 6:10:00 2 0 0 100
1INCH/USDT 2 3.39 71.536 0.72 0:01:00 2 0 0 100
C98/USDT 1 3.12 55.170 0.55 3:10:00 1 0 0 100
ALICE/USDT 1 5.3 46.053 0.46 0:01:00 1 0 0 100
YGG/USDT 1 2.22 39.553 0.4 0:01:00 1 0 0 100
CRV/USDT 1 2.13 36.911 0.37 2:25:00 1 0 0 100
AR/USDT 1 4.05 35.304 0.35 0:01:00 1 0 0 100
CELR/USDT 1 1.9 32.417 0.32 0:01:00 1 0 0 100
CFX/USDT 1 1.89 32.232 0.32 0:01:00 1 0 0 100
CHR/USDT 1 1.68 29.747 0.3 1:10:00 1 0 0 100
BEL/USDT 1 1.37 24.200 0.24 1:10:00 1 0 0 100
AGLD/USDT 1 1.07 18.856 0.19 0:01:00 1 0 0 100
BNX/USDT 1 1.08 18.407 0.18 0:01:00 1 0 0 100
ALPACA/USDT 1 1.35 13.246 0.13 0:36:00 1 0 0 100
DEGO/USDT 1 1.12 9.856 0.1 0:31:00 1 0 0 100
BURGER/USDT 1 1.04 9.166 0.09 0:34:00 1 0 0 100
OG/USDT 1 0.1 1.411 0.01 3:01:00 1 0 0 100
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 1 -0.77 -14.468 -0.14 6:25:00 0 0 1 0
MOVR/USDT 1 -10.91 -160.059 -1.6 15 days, 2:30:00 0 0 1 0
TOTAL 26 2.0 694.918 6.95 15:24:00 24 0 2 92.3

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
IDEX/USDT 1 -0.77 -14.468 -0.14 6:25:00 0 0 1 0
MOVR/USDT 1 -10.91 -160.059 -1.6 15 days, 2:30:00 0 0 1 0
TOTAL 2 -5.84 -174.527 -1.75 7 days, 16:28:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 3 1.9 98.305 0.98 1:59:00 3 0 0 100
4 141 142 1 5.24 90.196 0.9 0:01:00 1 0 0 100
43 2 2.58 86.864 0.87 0:18:00 2 0 0 100
101 9 1.85 81.622 0.82 1 day, 16:48:00 8 0 1 88.9
1 4 2 2.25 79.370 0.79 2:10:00 2 0 0 100
4 6 101 1 3.09 52.205 0.52 0:01:00 1 0 0 100
41 1 2.48 48.967 0.49 12:20:00 1 0 0 100
42 1 2.13 36.911 0.37 2:25:00 1 0 0 100
4 1 1.9 32.417 0.32 0:01:00 1 0 0 100
1 1 1.68 29.747 0.3 1:10:00 1 0 0 100
3 4 6 101 1 1.63 27.406 0.27 0:01:00 1 0 0 100
2 6 101 1 1.59 26.970 0.27 0:01:00 1 0 0 100
3 1 1.08 18.407 0.18 0:01:00 1 0 0 100
5 1 -0.77 -14.468 -0.14 6:25:00 0 0 1 0
TOTAL 26 2.0 694.918 6.95 15:24:00 24 0 2 92.3

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_5 ( 4 141 142 ) 1 5.24 90.196 0.9 0:01:00 1 0 0 100
exit_long_rapid_u_5 ( 101 ) 2 5.22 90.183 0.9 0:01:00 2 0 0 100
exit_long_rapid_u_9 ( 101 ) 1 9.43 82.517 0.83 0:01:00 1 0 0 100
exit_long_quick_d_4_42 ( 43 ) 1 4.1 68.008 0.68 0:35:00 1 0 0 100
exit_long_normal_d_3_71 ( 1 4 ) 1 3.12 55.170 0.55 3:10:00 1 0 0 100
exit_long_normal_u_3 ( 4 6 101 ) 1 3.09 52.205 0.52 0:01:00 1 0 0 100
exit_long_quick_w_2_2 ( 41 ) 1 2.48 48.967 0.49 12:20:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.22 39.553 0.4 0:01:00 1 0 0 100
exit_long_quick_d_2_46 ( 42 ) 1 2.13 36.911 0.37 2:25:00 1 0 0 100
exit_long_rapid_u_4 ( 101 ) 1 4.05 35.304 0.35 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 4 ) 1 1.9 32.417 0.32 0:01:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 3 1.17 32.267 0.32 0:34:00 3 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.89 32.232 0.32 0:01:00 1 0 0 100
exit_long_normal_w_1_3 ( 1 ) 1 1.68 29.747 0.3 1:10:00 1 0 0 100
exit_long_normal_u_1 ( 3 4 6 101 ) 1 1.63 27.406 0.27 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 2 6 101 ) 1 1.59 26.970 0.27 0:01:00 1 0 0 100
exit_long_normal_d_1_64 ( 6 ) 1 1.59 26.520 0.27 5:56:00 1 0 0 100
exit_long_normal_d_1_95 ( 1 4 ) 1 1.37 24.200 0.24 1:10:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.07 18.856 0.19 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.08 18.407 0.18 0:01:00 1 0 0 100
exit_long_rapid_d_0_101 ( 101 ) 1 0.1 1.411 0.01 3:01:00 1 0 0 100
force_exit 2 -5.84 -174.527 -1.75 7 days, 16:28:00 0 0 2 0
TOTAL 26 2.0 694.918 6.95 15:24:00 24 0 2 92.3

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('4 141 142 ', 'exit_long_normal_u_5 ( 4 141 142 )') 1 5.24 90.196 0.9 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_u_5 ( 101 )') 2 5.22 90.183 0.9 0:01:00 2 0 0 100
('101 ', 'exit_long_rapid_u_9 ( 101 )') 1 9.43 82.517 0.83 0:01:00 1 0 0 100
('43 ', 'exit_long_quick_d_4_42 ( 43 )') 1 4.1 68.008 0.68 0:35:00 1 0 0 100
('1 4 ', 'exit_long_normal_d_3_71 ( 1 4 )') 1 3.12 55.170 0.55 3:10:00 1 0 0 100
('4 6 101 ', 'exit_long_normal_u_3 ( 4 6 101 )') 1 3.09 52.205 0.52 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_w_2_2 ( 41 )') 1 2.48 48.967 0.49 12:20:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.22 39.553 0.4 0:01:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_46 ( 42 )') 1 2.13 36.911 0.37 2:25:00 1 0 0 100
('101 ', 'exit_long_rapid_u_4 ( 101 )') 1 4.05 35.304 0.35 0:01:00 1 0 0 100
('4 ', 'exit_long_normal_u_1 ( 4 )') 1 1.9 32.417 0.32 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 3 1.17 32.267 0.32 0:34:00 3 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.89 32.232 0.32 0:01:00 1 0 0 100
('1 ', 'exit_long_normal_w_1_3 ( 1 )') 1 1.68 29.747 0.3 1:10:00 1 0 0 100
('3 4 6 101 ', 'exit_long_normal_u_1 ( 3 4 6 101 )') 1 1.63 27.406 0.27 0:01:00 1 0 0 100
('2 6 101 ', 'exit_long_normal_u_1 ( 2 6 101 )') 1 1.59 26.970 0.27 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_64 ( 6 )') 1 1.59 26.520 0.27 5:56:00 1 0 0 100
('1 4 ', 'exit_long_normal_d_1_95 ( 1 4 )') 1 1.37 24.200 0.24 1:10:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 1 1.07 18.856 0.19 0:01:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.08 18.407 0.18 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_101 ( 101 )') 1 0.1 1.411 0.01 3:01:00 1 0 0 100
('5 ', 'force_exit') 1 -0.77 -14.468 -0.14 6:25:00 0 0 1 0
('101 ', 'force_exit') 1 -10.91 -160.059 -1.6 15 days, 2:30:00 0 0 1 0
TOTAL 26 2.0 694.918 6.95 15:24:00 24 0 2 92.3

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/08/2023 50.156 2 0 0
02/08/2023 0 0 0 0
03/08/2023 0 0 0 0
04/08/2023 0 0 0 0
05/08/2023 0 0 0 0
06/08/2023 0 0 0 0
07/08/2023 0 0 0 0
08/08/2023 68.008 1 0 0
09/08/2023 26.52 1 0 0
10/08/2023 48.967 1 0 0
11/08/2023 0 0 0 0
12/08/2023 0 0 0 0
13/08/2023 0 0 0 0
14/08/2023 0 0 0 0
15/08/2023 189.636 6 0 0
16/08/2023 0 0 0 0
17/08/2023 390.024 10 0 0
18/08/2023 56.581 2 0 0
19/08/2023 39.553 1 0 0
20/08/2023 0 0 0 0
21/08/2023 0 0 0 0
22/08/2023 0 0 0 0
23/08/2023 0 0 0 0
24/08/2023 0 0 0 0
25/08/2023 0 0 0 0
26/08/2023 0 0 0 0
27/08/2023 0 0 0 0
28/08/2023 0 0 0 0
29/08/2023 0 0 0 0
30/08/2023 0 0 0 0
31/08/2023 0 0 0 0
01/09/2023 -174.527 0 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2023-08-01 00:00:00
Backtesting to 2023-09-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 26 / 0.84
Starting balance 10000 USDT
Final balance 10694.918 USDT
Absolute profit 694.918 USDT
Total profit % 6.95%
CAGR % 120.57%
Sortino 5.88
Sharpe 9.76
Calmar 266.72
Profit factor 4.98
Expectancy (Ratio) 26.73 (0.31)
Avg. daily profit % 0.22%
Avg. stake amount 1426.787 USDT
Total trade volume 37096.47 USDT
Best Pair ARPA/USDT 1.35%
Worst Pair MOVR/USDT -1.60%
Best trade ARPA/USDT 9.43%
Worst trade MOVR/USDT -10.91%
Best day 390.024 USDT
Worst day -174.527 USDT
Days win/draw/lose 8 / 23 / 1
Avg. Duration Winners 1:19:00
Avg. Duration Loser 7 days, 16:28:00
Max Consecutive Wins / Loss 24 / 2
Rejected Entry signals 267
Entry/Exit Timeouts 0 / 0
Min balance 10036.911 USDT
Max balance 10869.445 USDT
Max % of account underwater 1.61%
Absolute Drawdown (Account) 1.61%
Absolute Drawdown 174.527 USDT
Drawdown high 869.445 USDT
Drawdown low 694.918 USDT
Drawdown Start 2023-08-19 12:41:00
Drawdown End 2023-09-01 00:00:00
Market change -16.19%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 26 2.00 694.918 6.95 15:24:00 24 0 2 92.3 174.527 USDT 1.61%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230901-20231001

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 1 day, 3:42:00 1 day, 3:42:00 1 day, 3:42:00 20:36:00 20:36:00
Market Change 7.11 % 7.11 % 7.11 % 7.23 % 7.23 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 2.92 % 2.92 % 2.92 % 2.49 % 2.49 %
Profit Sum 23.39 % 23.39 % 23.39 % 27.39 % 27.39 %
Profit Total 3.73 % 3.73 % 3.73 % 4.65 % 4.65 %
Trades 8 8 8 11 11
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
PYR/USDT 1 11.04 184.434 1.84 6:25:00 1 0 0 100
OG/USDT 1 6.94 114.544 1.15 2:15:00 1 0 0 100
PERP/USDT 2 0.99 34.762 0.35 4 days, 9:41:00 2 0 0 100
AUCTION/USDT 2 1.07 19.587 0.2 0:34:00 2 0 0 100
MLN/USDT 1 1.0 17.135 0.17 0:29:00 1 0 0 100
TLM/USDT 1 0.29 2.425 0.02 0:01:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CELR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 8 2.92 372.887 3.73 1 day, 3:42:00 8 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.0 0.000 0.0 0:00 0 0 0 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 3 6.33 316.114 3.16 3:03:00 3 0 0 100
43 1 1.61 27.476 0.27 0:01:00 1 0 0 100
101 3 0.81 22.012 0.22 0:23:00 3 0 0 100
42 1 0.37 7.285 0.07 8 days, 19:21:00 1 0 0 100
TOTAL 8 2.92 372.887 3.73 1 day, 3:42:00 8 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_w_10_1 ( 6 ) 1 11.04 184.434 1.84 6:25:00 1 0 0 100
exit_profit_long_normal_t_6_1_m ( 6 ) 1 6.94 114.544 1.15 2:15:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.61 27.476 0.27 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.0 17.135 0.17 0:29:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 1 1.25 10.660 0.11 0:27:00 1 0 0 100
exit_long_rapid_d_1_65 ( 101 ) 1 0.89 8.927 0.09 0:41:00 1 0 0 100
exit_long_quick_d_0_52 ( 42 ) 1 0.37 7.285 0.07 8 days, 19:21:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 1 0.29 2.425 0.02 0:01:00 1 0 0 100
TOTAL 8 2.92 372.887 3.73 1 day, 3:42:00 8 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_w_10_1 ( 6 )') 1 11.04 184.434 1.84 6:25:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_6_1_m ( 6 )') 1 6.94 114.544 1.15 2:15:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 1 1.61 27.476 0.27 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.0 17.135 0.17 0:29:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 1 1.25 10.660 0.11 0:27:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_65 ( 101 )') 1 0.89 8.927 0.09 0:41:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_52 ( 42 )') 1 0.37 7.285 0.07 8 days, 19:21:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 1 0.29 2.425 0.02 0:01:00 1 0 0 100
TOTAL 8 2.92 372.887 3.73 1 day, 3:42:00 8 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
02/09/2023 114.544 1 0 0
03/09/2023 0 0 0 0
04/09/2023 184.434 1 0 0
05/09/2023 0 0 0 0
06/09/2023 0 0 0 0
07/09/2023 0 0 0 0
08/09/2023 0 0 0 0
09/09/2023 0 0 0 0
10/09/2023 29.901 2 0 0
11/09/2023 0 0 0 0
12/09/2023 0 0 0 0
13/09/2023 0 0 0 0
14/09/2023 0 0 0 0
15/09/2023 0 0 0 0
16/09/2023 0 0 0 0
17/09/2023 0 0 0 0
18/09/2023 0 0 0 0
19/09/2023 7.285 1 0 0
20/09/2023 0 0 0 0
21/09/2023 10.66 1 0 0
22/09/2023 8.927 1 0 0
23/09/2023 0 0 0 0
24/09/2023 0 0 0 0
25/09/2023 0 0 0 0
26/09/2023 0 0 0 0
27/09/2023 17.135 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-09-01 00:00:00
Backtesting to 2023-10-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 8 / 0.27
Starting balance 10000 USDT
Final balance 10372.887 USDT
Absolute profit 372.887 USDT
Total profit % 3.73%
CAGR % 56.12%
Sortino -100.00
Sharpe 3.81
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 46.61 (100.00)
Avg. daily profit % 0.12%
Avg. stake amount 1371.685 USDT
Total trade volume 10973.479 USDT
Best Pair PYR/USDT 1.84%
Worst Pair 1INCH/USDT 0.00%
Best trade PYR/USDT 11.04%
Worst trade TLM/USDT 0.29%
Best day 184.434 USDT
Worst day 0 USDT
Days win/draw/lose 7 / 19 / 0
Avg. Duration Winners 1 day, 3:42:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 8 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 7.11%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 8 2.92 372.887 3.73 1 day, 3:42:00 8 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20231001-20231101

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 1 day, 17:48:00 1 day, 17:48:00 1 day, 17:48:00 1 day, 23:14:00 1 day, 21:28:00
Market Change 18.82 % 18.82 % 18.82 % 19.26 % 19.26 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 2.08 % 2.08 % 2.08 % 2.23 % 2.17 %
Profit Sum 51.89 % 51.89 % 51.89 % 49.02 % 49.83 %
Profit Total 10.24 % 10.24 % 10.24 % 10.83 % 10.99 %
Trades 25 25 25 22 23
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALPACA/USDT 3 6.0 461.187 4.61 1 day, 23:01:00 3 0 0 100
ETC/USDT 1 2.04 83.132 0.83 21 days, 21:07:00 1 0 0 100
MINA/USDT 2 2.29 69.088 0.69 0:16:00 2 0 0 100
GALA/USDT 1 3.0 53.892 0.54 0:55:00 1 0 0 100
YGG/USDT 1 2.58 42.684 0.43 0:01:00 1 0 0 100
BNT/USDT 1 2.1 41.482 0.41 11:45:00 1 0 0 100
STPT/USDT 2 1.2 35.596 0.36 1:30:00 2 0 0 100
ZRX/USDT 1 1.3 33.329 0.33 6 days, 4:40:00 1 0 0 100
STRAX/USDT 3 1.23 33.302 0.33 0:32:00 3 0 0 100
ATOM/USDT 1 1.95 28.198 0.28 5 days, 9:25:00 1 0 0 100
WAXP/USDT 2 0.78 27.948 0.28 3:51:00 2 0 0 100
STORJ/USDT 1 1.54 27.547 0.28 0:03:00 1 0 0 100
VIDT/USDT 1 0.98 21.440 0.21 2 days, 4:00:00 1 0 0 100
FUN/USDT 1 2.21 19.436 0.19 0:31:00 1 0 0 100
UMA/USDT 2 1.1 19.206 0.19 0:18:00 2 0 0 100
BAKE/USDT 1 1.0 17.871 0.18 0:02:00 1 0 0 100
RIF/USDT 1 0.75 8.981 0.09 22:12:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CELR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 25 2.08 1024.320 10.24 1 day, 17:48:00 25 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ATOM/USDT 1 1.95 28.198 0.28 5 days, 9:25:00 1 0 0 100
TOTAL 1 1.95 28.198 0.28 5 days, 9:25:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
5 5 3.97 521.244 5.21 2 days, 13:31:00 5 0 0 100
6 7 1.96 245.227 2.45 8:14:00 7 0 0 100
101 10 1.25 113.548 1.14 2:32:00 10 0 0 100
120 2 2.0 111.330 1.11 13 days, 15:16:00 2 0 0 100
4 1 1.83 32.971 0.33 0:02:00 1 0 0 100
TOTAL 25 2.08 1024.320 10.24 1 day, 17:48:00 25 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_3_1_1 ( 5 ) 1 14.98 417.532 4.18 5 days, 20:55:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 7 1.34 83.956 0.84 0:15:00 7 0 0 100
exit_long_grind_g ( 120 ) 1 2.04 83.132 0.83 21 days, 21:07:00 1 0 0 100
exit_long_normal_d_3_103 ( 6 ) 1 3.19 56.630 0.57 0:25:00 1 0 0 100
exit_long_normal_d_3_83 ( 6 ) 1 3.0 53.892 0.54 0:55:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.27 45.418 0.45 0:02:00 2 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.58 42.684 0.43 0:01:00 1 0 0 100
exit_long_normal_d_2_24 ( 5 ) 1 2.1 41.482 0.41 11:45:00 1 0 0 100
exit_long_normal_1_1_1 ( 5 ) 1 1.3 33.329 0.33 6 days, 4:40:00 1 0 0 100
exit_long_normal_u_1 ( 4 ) 1 1.83 32.971 0.33 0:02:00 1 0 0 100
force_exit 1 1.95 28.198 0.28 5 days, 9:25:00 1 0 0 100
exit_long_normal_d_1_95 ( 5 ) 1 1.32 26.117 0.26 2:45:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.44 25.164 0.25 4:12:00 1 0 0 100
exit_long_normal_1_1_1 ( 6 ) 1 0.98 21.440 0.21 2 days, 4:00:00 1 0 0 100
exit_profit_long_rapid_t_2_1_m ( 101 ) 1 2.21 19.436 0.19 0:31:00 1 0 0 100
exit_long_rapid_w_1_10 ( 101 ) 1 0.75 8.981 0.09 22:12:00 1 0 0 100
exit_long_normal_d_0_98 ( 5 ) 1 0.13 2.784 0.03 3:30:00 1 0 0 100
exit_profit_long_rapid_t_0_1_m ( 101 ) 1 0.14 1.175 0.01 0:58:00 1 0 0 100
TOTAL 25 2.08 1024.320 10.24 1 day, 17:48:00 25 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('5 ', 'exit_long_normal_3_1_1 ( 5 )') 1 14.98 417.532 4.18 5 days, 20:55:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 7 1.34 83.956 0.84 0:15:00 7 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 2.04 83.132 0.83 21 days, 21:07:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_103 ( 6 )') 1 3.19 56.630 0.57 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_83 ( 6 )') 1 3.0 53.892 0.54 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.27 45.418 0.45 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.58 42.684 0.43 0:01:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_24 ( 5 )') 1 2.1 41.482 0.41 11:45:00 1 0 0 100
('5 ', 'exit_long_normal_1_1_1 ( 5 )') 1 1.3 33.329 0.33 6 days, 4:40:00 1 0 0 100
('4 ', 'exit_long_normal_u_1 ( 4 )') 1 1.83 32.971 0.33 0:02:00 1 0 0 100
('120 ', 'force_exit') 1 1.95 28.198 0.28 5 days, 9:25:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_95 ( 5 )') 1 1.32 26.117 0.26 2:45:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.44 25.164 0.25 4:12:00 1 0 0 100
('6 ', 'exit_long_normal_1_1_1 ( 6 )') 1 0.98 21.440 0.21 2 days, 4:00:00 1 0 0 100
('101 ', 'exit_profit_long_rapid_t_2_1_m ( 101 )') 1 2.21 19.436 0.19 0:31:00 1 0 0 100
('101 ', 'exit_long_rapid_w_1_10 ( 101 )') 1 0.75 8.981 0.09 22:12:00 1 0 0 100
('5 ', 'exit_long_normal_d_0_98 ( 5 )') 1 0.13 2.784 0.03 3:30:00 1 0 0 100
('101 ', 'exit_profit_long_rapid_t_0_1_m ( 101 )') 1 0.14 1.175 0.01 0:58:00 1 0 0 100
TOTAL 25 2.08 1024.320 10.24 1 day, 17:48:00 25 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
02/10/2023 42.684 1 0 0
03/10/2023 0 0 0 0
04/10/2023 0 0 0 0
05/10/2023 0 0 0 0
06/10/2023 0 0 0 0
07/10/2023 0 0 0 0
08/10/2023 0 0 0 0
09/10/2023 0 0 0 0
10/10/2023 0 0 0 0
11/10/2023 0 0 0 0
12/10/2023 0 0 0 0
13/10/2023 0 0 0 0
14/10/2023 0 0 0 0
15/10/2023 452.035 3 0 0
16/10/2023 0 0 0 0
17/10/2023 0 0 0 0
18/10/2023 28.901 2 0 0
19/10/2023 122.045 6 0 0
20/10/2023 9.479 1 0 0
21/10/2023 0 0 0 0
22/10/2023 8.981 1 0 0
23/10/2023 0 0 0 0
24/10/2023 197.638 5 0 0
25/10/2023 0 0 0 0
26/10/2023 53.892 1 0 0
27/10/2023 65.095 3 0 0
28/10/2023 0 0 0 0
29/10/2023 0 0 0 0
30/10/2023 0 0 0 0
31/10/2023 15.371 1 0 0
01/11/2023 28.198 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-10-01 00:00:00
Backtesting to 2023-11-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 25 / 0.81
Starting balance 10000 USDT
Final balance 11024.32 USDT
Absolute profit 1024.32 USDT
Total profit % 10.24%
CAGR % 215.25%
Sortino -100.00
Sharpe 7.98
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 40.97 (100.00)
Avg. daily profit % 0.33%
Avg. stake amount 1268.617 USDT
Total trade volume 31715.419 USDT
Best Pair ALPACA/USDT 4.61%
Worst Pair 1INCH/USDT 0.00%
Best trade ALPACA/USDT 14.98%
Worst trade WAXP/USDT 0.13%
Best day 452.035 USDT
Worst day 0 USDT
Days win/draw/lose 11 / 20 / 0
Avg. Duration Winners 1 day, 17:48:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 25 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 18.82%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 25 2.08 1024.320 10.24 1 day, 17:48:00 25 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20231101-20231201

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 17:34:00 17:34:00 17:34:00 15:45:00 15:46:00
Market Change 26.3 % 26.3 % 26.3 % 26.13 % 26.13 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.78 % 1.78 % 1.78 % 1.58 % 1.57 %
Profit Sum 80.12 % 80.12 % 80.12 % 75.85 % 75.35 %
Profit Total 16.12 % 16.12 % 16.12 % 14.79 % 14.7 %
Trades 45 45 45 48 48
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
RAY/USDT 2 4.28 258.779 2.59 3 days, 12:02:00 2 0 0 100
FET/USDT 2 4.2 154.937 1.55 1:08:00 2 0 0 100
CAKE/USDT 4 1.74 113.605 1.14 0:37:00 4 0 0 100
RIF/USDT 1 5.67 93.106 0.93 0:01:00 1 0 0 100
DOGE/USDT 1 1.84 92.326 0.92 12 days, 23:37:00 1 0 0 100
RARE/USDT 3 1.92 89.952 0.9 13:07:00 3 0 0 100
QTUM/USDT 1 1.93 83.894 0.84 8 days, 22:26:00 1 0 0 100
C98/USDT 3 1.3 70.267 0.7 0:17:00 3 0 0 100
SKL/USDT 3 1.26 70.173 0.7 0:14:00 3 0 0 100
ZRX/USDT 2 1.43 63.771 0.64 6:58:00 2 0 0 100
TWT/USDT 2 1.68 55.753 0.56 0:05:00 2 0 0 100
NEAR/USDT 1 2.48 45.344 0.45 1:20:00 1 0 0 100
CFX/USDT 2 1.13 42.298 0.42 0:16:00 2 0 0 100
AUDIO/USDT 2 1.15 41.806 0.42 0:36:00 2 0 0 100
CKB/USDT 1 2.05 35.677 0.36 7:18:00 1 0 0 100
PYR/USDT 1 1.79 32.315 0.32 0:01:00 1 0 0 100
AUCTION/USDT 1 1.66 31.415 0.31 1:35:00 1 0 0 100
ALPHA/USDT 2 1.1 29.452 0.29 0:30:00 2 0 0 100
BURGER/USDT 1 1.41 25.347 0.25 3:39:00 1 0 0 100
ENJ/USDT 1 1.44 25.092 0.25 0:04:00 1 0 0 100
SOL/USDT 1 1.38 24.727 0.25 0:02:00 1 0 0 100
MOVR/USDT 1 1.41 23.415 0.23 0:30:00 1 0 0 100
XVS/USDT 1 1.18 22.486 0.22 0:01:00 1 0 0 100
YGG/USDT 1 1.16 21.042 0.21 0:07:00 1 0 0 100
XLM/USDT 1 1.14 20.501 0.21 16:50:00 1 0 0 100
QI/USDT 1 1.02 18.718 0.19 1:20:00 1 0 0 100
MDT/USDT 1 1.61 15.186 0.15 0:25:00 1 0 0 100
XRP/USDT 1 0.49 8.896 0.09 0:01:00 1 0 0 100
SUPER/USDT 1 0.12 1.326 0.01 0:41:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CELR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 45 1.78 1611.606 16.12 17:34:00 45 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.0 0.000 0.0 0:00 0 0 0 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 12 2.1 556.657 5.57 15:34:00 12 0 0 100
2 9 1.56 254.316 2.54 1:13:00 9 0 0 100
142 4 2.84 207.521 2.08 5:07:00 4 0 0 100
120 2 1.88 176.220 1.76 10 days, 23:02:00 2 0 0 100
101 6 1.2 77.748 0.78 6:48:00 6 0 0 100
43 1 2.44 48.442 0.48 1:44:00 1 0 0 100
2 4 101 1 2.57 44.238 0.44 0:01:00 1 0 0 100
2 101 1 2.27 41.518 0.42 0:45:00 1 0 0 100
143 1 2.03 37.987 0.38 0:02:00 1 0 0 100
5 1 1.66 31.415 0.31 1:35:00 1 0 0 100
41 1 1.65 30.135 0.3 0:30:00 1 0 0 100
43 101 1 1.1 20.581 0.21 0:07:00 1 0 0 100
3 1 1.16 19.899 0.2 0:04:00 1 0 0 100
3 43 101 1 1.04 19.457 0.19 0:04:00 1 0 0 100
2 3 1 1.1 18.899 0.19 0:04:00 1 0 0 100
42 1 1.0 17.677 0.18 0:30:00 1 0 0 100
6 101 1 0.49 8.896 0.09 0:01:00 1 0 0 100
TOTAL 45 1.78 1611.606 16.12 17:34:00 45 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_normal_t_12_1_m ( 6 ) 1 5.19 199.080 1.99 6 days, 22:50:00 1 0 0 100
exit_long_grind_g ( 120 ) 2 1.88 176.220 1.76 10 days, 23:02:00 2 0 0 100
exit_long_normal_u_1 ( 6 ) 5 1.53 133.220 1.33 0:07:00 5 0 0 100
exit_long_normal_u_1 ( 2 ) 5 1.37 123.576 1.24 0:08:00 5 0 0 100
exit_long_tc_d_6_100 ( 142 ) 1 6.37 116.950 1.17 2:15:00 1 0 0 100
exit_long_normal_u_5 ( 6 ) 1 5.67 93.106 0.93 0:01:00 1 0 0 100
exit_long_normal_d_3_105 ( 2 ) 1 3.37 59.699 0.6 1:15:00 1 0 0 100
exit_long_quick_d_2_3 ( 43 ) 1 2.44 48.442 0.48 1:44:00 1 0 0 100
exit_long_tc_d_2_45 ( 142 ) 1 2.48 45.344 0.45 1:20:00 1 0 0 100
exit_long_normal_u_2 ( 2 4 101 ) 1 2.57 44.238 0.44 0:01:00 1 0 0 100
exit_long_normal_d_2_27 ( 2 101 ) 1 2.27 41.518 0.42 0:45:00 1 0 0 100
exit_long_normal_d_2_42 ( 6 ) 1 1.59 40.968 0.41 12:40:00 1 0 0 100
exit_long_tc_u_2 ( 143 ) 1 2.03 37.987 0.38 0:02:00 1 0 0 100
exit_long_normal_d_2_19 ( 2 ) 1 2.05 35.677 0.36 7:18:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 5 ) 1 1.66 31.415 0.31 1:35:00 1 0 0 100
exit_long_rapid_d_3_55 ( 101 ) 1 2.14 30.566 0.31 1 day, 13:32:00 1 0 0 100
exit_long_quick_d_1_87 ( 41 ) 1 1.65 30.135 0.3 0:30:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.41 25.347 0.25 3:39:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.38 24.727 0.25 0:02:00 1 0 0 100
exit_long_normal_d_1_80 ( 6 ) 1 1.41 23.415 0.23 0:30:00 1 0 0 100
exit_long_normal_d_1_104 ( 6 ) 1 1.28 22.803 0.23 1:16:00 1 0 0 100
exit_long_quick_u_1 ( 43 101 ) 1 1.1 20.581 0.21 0:07:00 1 0 0 100
exit_long_tc_d_1_84 ( 142 ) 1 1.14 20.501 0.21 16:50:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.16 19.899 0.2 0:04:00 1 0 0 100
exit_long_rapid_d_1_70 ( 101 ) 2 1.08 19.726 0.2 1:04:00 2 0 0 100
exit_long_normal_u_1 ( 3 43 101 ) 1 1.04 19.457 0.19 0:04:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 ) 1 1.1 18.899 0.19 0:04:00 1 0 0 100
exit_long_normal_w_1_3 ( 6 ) 1 1.02 18.718 0.19 1:20:00 1 0 0 100
exit_long_normal_d_1_70 ( 2 ) 1 0.98 17.696 0.18 0:56:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.0 17.677 0.18 0:30:00 1 0 0 100
exit_long_normal_d_1_71 ( 2 ) 1 0.86 17.668 0.18 0:46:00 1 0 0 100
exit_long_rapid_d_1_60 ( 101 ) 1 1.61 15.186 0.15 0:25:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 1 1.17 10.945 0.11 0:05:00 1 0 0 100
exit_long_normal_u_0 ( 6 101 ) 1 0.49 8.896 0.09 0:01:00 1 0 0 100
exit_profit_long_rapid_t_0_2_m ( 101 ) 1 0.12 1.326 0.01 0:41:00 1 0 0 100
TOTAL 45 1.78 1611.606 16.12 17:34:00 45 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_profit_long_normal_t_12_1_m ( 6 )') 1 5.19 199.080 1.99 6 days, 22:50:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 2 1.88 176.220 1.76 10 days, 23:02:00 2 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 5 1.53 133.220 1.33 0:07:00 5 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 5 1.37 123.576 1.24 0:08:00 5 0 0 100
('142 ', 'exit_long_tc_d_6_100 ( 142 )') 1 6.37 116.950 1.17 2:15:00 1 0 0 100
('6 ', 'exit_long_normal_u_5 ( 6 )') 1 5.67 93.106 0.93 0:01:00 1 0 0 100
('2 ', 'exit_long_normal_d_3_105 ( 2 )') 1 3.37 59.699 0.6 1:15:00 1 0 0 100
('43 ', 'exit_long_quick_d_2_3 ( 43 )') 1 2.44 48.442 0.48 1:44:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_45 ( 142 )') 1 2.48 45.344 0.45 1:20:00 1 0 0 100
('2 4 101 ', 'exit_long_normal_u_2 ( 2 4 101 )') 1 2.57 44.238 0.44 0:01:00 1 0 0 100
('2 101 ', 'exit_long_normal_d_2_27 ( 2 101 )') 1 2.27 41.518 0.42 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_42 ( 6 )') 1 1.59 40.968 0.41 12:40:00 1 0 0 100
('143 ', 'exit_long_tc_u_2 ( 143 )') 1 2.03 37.987 0.38 0:02:00 1 0 0 100
('2 ', 'exit_long_normal_d_2_19 ( 2 )') 1 2.05 35.677 0.36 7:18:00 1 0 0 100
('5 ', 'exit_profit_long_normal_t_1_1_m ( 5 )') 1 1.66 31.415 0.31 1:35:00 1 0 0 100
('101 ', 'exit_long_rapid_d_3_55 ( 101 )') 1 2.14 30.566 0.31 1 day, 13:32:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_87 ( 41 )') 1 1.65 30.135 0.3 0:30:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.41 25.347 0.25 3:39:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.38 24.727 0.25 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_80 ( 6 )') 1 1.41 23.415 0.23 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_104 ( 6 )') 1 1.28 22.803 0.23 1:16:00 1 0 0 100
('43 101 ', 'exit_long_quick_u_1 ( 43 101 )') 1 1.1 20.581 0.21 0:07:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_84 ( 142 )') 1 1.14 20.501 0.21 16:50:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.16 19.899 0.2 0:04:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_70 ( 101 )') 2 1.08 19.726 0.2 1:04:00 2 0 0 100
('3 43 101 ', 'exit_long_normal_u_1 ( 3 43 101 )') 1 1.04 19.457 0.19 0:04:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_1 ( 2 3 )') 1 1.1 18.899 0.19 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_3 ( 6 )') 1 1.02 18.718 0.19 1:20:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_70 ( 2 )') 1 0.98 17.696 0.18 0:56:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.0 17.677 0.18 0:30:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_71 ( 2 )') 1 0.86 17.668 0.18 0:46:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_60 ( 101 )') 1 1.61 15.186 0.15 0:25:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 1 1.17 10.945 0.11 0:05:00 1 0 0 100
('6 101 ', 'exit_long_normal_u_0 ( 6 101 )') 1 0.49 8.896 0.09 0:01:00 1 0 0 100
('101 ', 'exit_profit_long_rapid_t_0_2_m ( 101 )') 1 0.12 1.326 0.01 0:41:00 1 0 0 100
TOTAL 45 1.78 1611.606 16.12 17:34:00 45 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
04/11/2023 93.106 1 0 0
05/11/2023 0 0 0 0
06/11/2023 0 0 0 0
07/11/2023 0 0 0 0
08/11/2023 79.168 3 0 0
09/11/2023 513.441 13 0 0
10/11/2023 0 0 0 0
11/11/2023 107.229 3 0 0
12/11/2023 0 0 0 0
13/11/2023 66.315 2 0 0
14/11/2023 166.648 5 0 0
15/11/2023 0 0 0 0
16/11/2023 0 0 0 0
17/11/2023 0 0 0 0
18/11/2023 0 0 0 0
19/11/2023 0 0 0 0
20/11/2023 0 0 0 0
21/11/2023 256.308 8 0 0
22/11/2023 88.97 4 0 0
23/11/2023 0 0 0 0
24/11/2023 0 0 0 0
25/11/2023 15.186 1 0 0
26/11/2023 0 0 0 0
27/11/2023 79.857 2 0 0
28/11/2023 22.486 1 0 0
29/11/2023 92.326 1 0 0
30/11/2023 30.566 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-11-01 00:00:00
Backtesting to 2023-12-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 45 / 1.5
Starting balance 10000 USDT
Final balance 11611.606 USDT
Absolute profit 1611.606 USDT
Total profit % 16.12%
CAGR % 515.92%
Sortino -100.00
Sharpe 30.27
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 35.81 (100.00)
Avg. daily profit % 0.54%
Avg. stake amount 1589.471 USDT
Total trade volume 71526.201 USDT
Best Pair RAY/USDT 2.59%
Worst Pair 1INCH/USDT 0.00%
Best trade FET/USDT 6.37%
Worst trade SUPER/USDT 0.12%
Best day 513.441 USDT
Worst day 0 USDT
Days win/draw/lose 13 / 14 / 0
Avg. Duration Winners 17:34:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 45 / 0
Rejected Entry signals 74
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 26.30%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 45 1.78 1611.606 16.12 17:34:00 45 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20231201-20240101

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 15:09:00 15:09:00 14:41:00 10:53:00 11:29:00
Market Change 40.17 % 40.17 % 40.17 % 40.52 % 40.52 %
Max Drawdown 4.0505 % 4.0505 % 4.0503 % 4.0211 % 4.021 %
Profit Mean 2.39 % 2.39 % 2.39 % 2.18 % 2.14 %
Profit Sum 138.46 % 138.46 % 138.52 % 139.63 % 134.7 %
Profit Total 21.59 % 21.59 % 21.58 % 25.82 % 24.95 %
Trades 58 58 58 64 63
Win Rate 96.55 % 96.55 % 96.55 % 96.88 % 96.83 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
QI/USDT 5 5.47 488.621 4.89 2:27:00 5 0 0 100
DF/USDT 1 11.31 215.055 2.15 5:05:00 1 0 0 100
AUCTION/USDT 6 2.01 200.012 2.0 0:13:00 6 0 0 100
AVAX/USDT 2 3.89 199.108 1.99 3 days, 17:50:00 2 0 0 100
VTHO/USDT 2 4.74 172.283 1.72 1:11:00 2 0 0 100
POND/USDT 1 8.76 149.902 1.5 3:00:00 1 0 0 100
DATA/USDT 2 3.25 124.258 1.24 0:11:00 2 0 0 100
BAKE/USDT 4 1.52 115.503 1.16 1:16:00 4 0 0 100
MOVR/USDT 1 5.17 100.191 1.0 0:55:00 1 0 0 100
MLN/USDT 1 4.78 96.575 0.97 2:45:00 1 0 0 100
ONT/USDT 1 4.09 84.244 0.84 1:25:00 1 0 0 100
ALGO/USDT 2 1.81 66.844 0.67 0:01:00 2 0 0 100
REQ/USDT 1 2.88 55.871 0.56 9:35:00 1 0 0 100
RAY/USDT 2 1.67 53.140 0.53 0:55:00 2 0 0 100
ARPA/USDT 1 5.28 52.388 0.52 0:01:00 1 0 0 100
ALPACA/USDT 1 2.21 40.702 0.41 0:35:00 1 0 0 100
IOTA/USDT 1 1.81 29.954 0.3 0:55:00 1 0 0 100
ONE/USDT 1 3.14 26.074 0.26 0:01:00 1 0 0 100
ETC/USDT 2 0.74 24.946 0.25 10:58:00 2 0 0 100
RARE/USDT 2 1.35 23.122 0.23 2:57:00 2 0 0 100
FUN/USDT 1 2.45 22.328 0.22 0:45:00 1 0 0 100
WING/USDT 1 1.05 20.752 0.21 0:18:00 1 0 0 100
INJ/USDT 1 1.03 19.521 0.2 0:08:00 1 0 0 100
NEAR/USDT 1 1.09 18.399 0.18 0:39:00 1 0 0 100
STX/USDT 1 2.06 17.478 0.17 1:20:00 1 0 0 100
XRP/USDT 1 1.01 17.137 0.17 0:42:00 1 0 0 100
HIGH/USDT 1 1.0 17.026 0.17 0:45:00 1 0 0 100
FET/USDT 1 0.93 15.484 0.15 0:01:00 1 0 0 100
BCH/USDT 1 0.85 14.368 0.14 0:01:00 1 0 0 100
STRAX/USDT 1 1.38 13.902 0.14 0:25:00 1 0 0 100
1INCH/USDT 1 0.83 13.891 0.14 0:01:00 1 0 0 100
DOT/USDT 1 0.81 13.608 0.14 0:01:00 1 0 0 100
VET/USDT 1 0.2 10.700 0.11 9 days, 16:20:00 1 0 0 100
FARM/USDT 1 0.43 8.733 0.09 0:10:00 1 0 0 100
BEL/USDT 1 0.53 4.371 0.04 0:01:00 1 0 0 100
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CELR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 1 -5.56 -188.377 -1.88 14 days, 6:40:00 0 0 1 0
DEGO/USDT 3 -0.49 -199.439 -1.99 14:30:00 2 0 1 66.7
TOTAL 58 2.39 2158.676 21.59 15:09:00 56 0 2 96.6

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VET/USDT 1 0.2 10.700 0.11 9 days, 16:20:00 1 0 0 100
ALPHA/USDT 1 -5.56 -188.377 -1.88 14 days, 6:40:00 0 0 1 0
DEGO/USDT 1 -8.56 -324.454 -3.24 1 day, 19:05:00 0 0 1 0
TOTAL 3 -4.64 -502.132 -5.02 8 days, 14:02:00 1 0 2 33.3

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 20 2.77 887.585 8.88 3:29:00 19 0 1 95.0
5 6 1 18.79 330.611 3.31 0:50:00 1 0 0 100
5 2 6.43 234.146 2.34 2:12:00 2 0 0 100
2 2 3.39 132.164 1.32 0:23:00 2 0 0 100
142 6 0.94 97.854 0.98 3:54:00 6 0 0 100
120 2 1.1 94.670 0.95 8 days, 14:00:00 2 0 0 100
43 2 2.03 82.740 0.83 1:13:00 2 0 0 100
42 1 2.88 55.871 0.56 9:35:00 1 0 0 100
6 101 1 2.13 43.503 0.44 1:05:00 1 0 0 100
3 101 141 142 1 2.03 40.113 0.4 0:01:00 1 0 0 100
101 14 1.34 34.755 0.35 1 day, 1:12:00 13 0 1 92.9
3 1 1.55 31.236 0.31 0:02:00 1 0 0 100
4 2 0.84 28.260 0.28 0:01:00 2 0 0 100
3 101 1 1.33 27.194 0.27 1:35:00 1 0 0 100
4 141 142 1 1.33 22.489 0.22 0:01:00 1 0 0 100
6 142 1 0.93 15.484 0.15 0:01:00 1 0 0 100
TOTAL 58 2.39 2158.676 21.59 15:09:00 56 0 2 96.6

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_w_11_14 ( 5 6 ) 1 18.79 330.611 3.31 0:50:00 1 0 0 100
exit_profit_long_normal_t_11_1_m ( 6 ) 1 11.31 215.055 2.15 5:05:00 1 0 0 100
exit_long_normal_d_4_103 ( 6 ) 2 4.61 165.874 1.66 0:28:00 2 0 0 100
exit_long_normal_w_8_7 ( 5 ) 1 8.76 149.902 1.5 3:00:00 1 0 0 100
exit_profit_long_normal_t_7_2_m ( 6 ) 1 7.23 133.316 1.33 1:35:00 1 0 0 100
exit_long_normal_u_5 ( 2 ) 1 5.77 115.138 1.15 0:01:00 1 0 0 100
exit_long_normal_d_5_42 ( 6 ) 1 5.62 109.904 1.1 0:20:00 1 0 0 100
exit_long_normal_w_5_14 ( 6 ) 1 5.17 100.191 1.0 0:55:00 1 0 0 100
exit_long_normal_w_4_7 ( 6 ) 1 4.78 96.575 0.97 2:45:00 1 0 0 100
exit_long_normal_d_4_69 ( 5 ) 1 4.09 84.244 0.84 1:25:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 2.0 83.970 0.84 7 days, 11:39:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 2 1.77 64.320 0.64 2:58:00 2 0 0 100
exit_long_quick_q_8 ( 42 ) 1 2.88 55.871 0.56 9:35:00 1 0 0 100
exit_long_normal_d_2_77 ( 6 ) 1 2.96 54.301 0.54 0:25:00 1 0 0 100
exit_long_rapid_u_5 ( 101 ) 1 5.28 52.388 0.52 0:01:00 1 0 0 100
exit_long_quick_u_2 ( 43 ) 1 2.56 47.144 0.47 0:08:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.26 46.486 0.46 0:24:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 2 1.31 46.252 0.46 0:04:00 2 0 0 100
exit_long_rapid_u_1 ( 101 ) 4 1.32 46.039 0.46 0:06:00 4 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.14 45.344 0.45 0:10:00 2 0 0 100
exit_long_normal_d_2_77 ( 6 101 ) 1 2.13 43.503 0.44 1:05:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 6 ) 1 2.19 41.481 0.41 0:30:00 1 0 0 100
exit_long_normal_d_2_27 ( 6 ) 1 2.21 40.702 0.41 0:35:00 1 0 0 100
exit_long_normal_u_2 ( 3 101 141 142 ) 1 2.03 40.113 0.4 0:01:00 1 0 0 100
exit_long_normal_d_2_83 ( 6 ) 1 2.25 38.967 0.39 0:47:00 1 0 0 100
exit_long_quick_d_2_53 ( 43 ) 1 1.51 35.596 0.36 2:18:00 1 0 0 100
exit_long_tc_d_1_20 ( 142 ) 2 1.05 35.536 0.36 0:40:00 2 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.55 31.236 0.31 0:02:00 1 0 0 100
exit_long_normal_d_1_80 ( 6 ) 1 1.81 29.954 0.3 0:55:00 1 0 0 100
exit_long_normal_u_0 ( 4 ) 2 0.84 28.260 0.28 0:01:00 2 0 0 100
exit_long_normal_d_1_95 ( 3 101 ) 1 1.33 27.194 0.27 1:35:00 1 0 0 100
exit_long_rapid_u_3 ( 101 ) 1 3.14 26.074 0.26 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 4 141 142 ) 1 1.33 22.489 0.22 0:01:00 1 0 0 100
exit_long_rapid_d_2_80 ( 101 ) 1 2.45 22.328 0.22 0:45:00 1 0 0 100
exit_long_normal_d_1_101 ( 6 ) 1 0.78 20.838 0.21 4:55:00 1 0 0 100
exit_long_rapid_d_2_45 ( 101 ) 1 2.06 17.478 0.17 1:20:00 1 0 0 100
exit_long_normal_d_1_70 ( 2 ) 1 1.0 17.026 0.17 0:45:00 1 0 0 100
exit_long_normal_u_0 ( 6 142 ) 1 0.93 15.484 0.15 0:01:00 1 0 0 100
exit_long_rapid_d_1_20 ( 101 ) 1 1.48 15.111 0.15 0:05:00 1 0 0 100
exit_long_rapid_d_1_70 ( 101 ) 1 1.38 13.902 0.14 0:25:00 1 0 0 100
exit_long_rapid_w_1_7 ( 101 ) 1 1.57 13.780 0.14 5:51:00 1 0 0 100
exit_long_tc_u_0 ( 142 ) 1 0.81 13.608 0.14 0:01:00 1 0 0 100
exit_long_rapid_w_1_3 ( 101 ) 1 1.14 11.660 0.12 1:20:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.43 8.733 0.09 0:10:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 1 0.53 4.371 0.04 0:01:00 1 0 0 100
exit_long_tc_d_0_35 ( 142 ) 1 0.15 2.457 0.02 21:54:00 1 0 0 100
force_exit 3 -4.64 -502.132 -5.02 8 days, 14:02:00 1 0 2 33.3
TOTAL 58 2.39 2158.676 21.59 15:09:00 56 0 2 96.6

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('5 6 ', 'exit_long_normal_w_11_14 ( 5 6 )') 1 18.79 330.611 3.31 0:50:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_11_1_m ( 6 )') 1 11.31 215.055 2.15 5:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_103 ( 6 )') 2 4.61 165.874 1.66 0:28:00 2 0 0 100
('5 ', 'exit_long_normal_w_8_7 ( 5 )') 1 8.76 149.902 1.5 3:00:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_7_2_m ( 6 )') 1 7.23 133.316 1.33 1:35:00 1 0 0 100
('2 ', 'exit_long_normal_u_5 ( 2 )') 1 5.77 115.138 1.15 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_5_42 ( 6 )') 1 5.62 109.904 1.1 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_w_5_14 ( 6 )') 1 5.17 100.191 1.0 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_w_4_7 ( 6 )') 1 4.78 96.575 0.97 2:45:00 1 0 0 100
('5 ', 'exit_long_normal_d_4_69 ( 5 )') 1 4.09 84.244 0.84 1:25:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 2.0 83.970 0.84 7 days, 11:39:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 2 1.77 64.320 0.64 2:58:00 2 0 0 100
('42 ', 'exit_long_quick_q_8 ( 42 )') 1 2.88 55.871 0.56 9:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_77 ( 6 )') 1 2.96 54.301 0.54 0:25:00 1 0 0 100
('101 ', 'exit_long_rapid_u_5 ( 101 )') 1 5.28 52.388 0.52 0:01:00 1 0 0 100
('43 ', 'exit_long_quick_u_2 ( 43 )') 1 2.56 47.144 0.47 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.26 46.486 0.46 0:24:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 2 1.31 46.252 0.46 0:04:00 2 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 4 1.32 46.039 0.46 0:06:00 4 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.14 45.344 0.45 0:10:00 2 0 0 100
('6 101 ', 'exit_long_normal_d_2_77 ( 6 101 )') 1 2.13 43.503 0.44 1:05:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_1_m ( 6 )') 1 2.19 41.481 0.41 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_27 ( 6 )') 1 2.21 40.702 0.41 0:35:00 1 0 0 100
('3 101 141 142 ', 'exit_long_normal_u_2 ( 3 101 141 142 )') 1 2.03 40.113 0.4 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_83 ( 6 )') 1 2.25 38.967 0.39 0:47:00 1 0 0 100
('43 ', 'exit_long_quick_d_2_53 ( 43 )') 1 1.51 35.596 0.36 2:18:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_20 ( 142 )') 2 1.05 35.536 0.36 0:40:00 2 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.55 31.236 0.31 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_80 ( 6 )') 1 1.81 29.954 0.3 0:55:00 1 0 0 100
('4 ', 'exit_long_normal_u_0 ( 4 )') 2 0.84 28.260 0.28 0:01:00 2 0 0 100
('3 101 ', 'exit_long_normal_d_1_95 ( 3 101 )') 1 1.33 27.194 0.27 1:35:00 1 0 0 100
('101 ', 'exit_long_rapid_u_3 ( 101 )') 1 3.14 26.074 0.26 0:01:00 1 0 0 100
('4 141 142 ', 'exit_long_normal_u_1 ( 4 141 142 )') 1 1.33 22.489 0.22 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_80 ( 101 )') 1 2.45 22.328 0.22 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_101 ( 6 )') 1 0.78 20.838 0.21 4:55:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_45 ( 101 )') 1 2.06 17.478 0.17 1:20:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_70 ( 2 )') 1 1.0 17.026 0.17 0:45:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_0 ( 6 142 )') 1 0.93 15.484 0.15 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_20 ( 101 )') 1 1.48 15.111 0.15 0:05:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_70 ( 101 )') 1 1.38 13.902 0.14 0:25:00 1 0 0 100
('101 ', 'exit_long_rapid_w_1_7 ( 101 )') 1 1.57 13.780 0.14 5:51:00 1 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 1 0.81 13.608 0.14 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_w_1_3 ( 101 )') 1 1.14 11.660 0.12 1:20:00 1 0 0 100
('120 ', 'force_exit') 1 0.2 10.700 0.11 9 days, 16:20:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.43 8.733 0.09 0:10:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 1 0.53 4.371 0.04 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_d_0_35 ( 142 )') 1 0.15 2.457 0.02 21:54:00 1 0 0 100
('101 ', 'force_exit') 1 -5.56 -188.377 -1.88 14 days, 6:40:00 0 0 1 0
('6 ', 'force_exit') 1 -8.56 -324.454 -3.24 1 day, 19:05:00 0 0 1 0
TOTAL 58 2.39 2158.676 21.59 15:09:00 56 0 2 96.6

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/12/2023 29.954 1 0 0
04/12/2023 55.139 4 0 0
05/12/2023 23.122 2 0 0
06/12/2023 51.706 2 0 0
07/12/2023 0 0 0 0
08/12/2023 0 0 0 0
09/12/2023 0 0 0 0
10/12/2023 0 0 0 0
11/12/2023 443.688 13 0 0
12/12/2023 364.887 3 0 0
13/12/2023 0 0 0 0
14/12/2023 83.97 1 0 0
15/12/2023 54.83 2 0 0
16/12/2023 54.301 1 0 0
17/12/2023 47.144 1 0 0
18/12/2023 174.018 2 0 0
19/12/2023 148.892 2 0 0
20/12/2023 0 0 0 0
21/12/2023 61.002 2 0 0
22/12/2023 0 0 0 0
23/12/2023 215.055 1 0 0
24/12/2023 100.191 1 0 0
25/12/2023 109.904 1 0 0
26/12/2023 403.429 9 0 0
27/12/2023 0 0 0 0
28/12/2023 155.332 6 0 0
29/12/2023 0 0 0 0
30/12/2023 0 0 0 0
31/12/2023 84.244 1 0 0
01/01/2024 -502.132 1 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2023-12-01 00:00:00
Backtesting to 2024-01-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 58 / 1.87
Starting balance 10000 USDT
Final balance 12158.676 USDT
Absolute profit 2158.676 USDT
Total profit % 21.59%
CAGR % 898.78%
Sortino 19.55
Sharpe 16.78
Calmar 328.44
Profit factor 5.21
Expectancy (Ratio) 37.22 (0.15)
Avg. daily profit % 0.70%
Avg. stake amount 1584.425 USDT
Total trade volume 91896.665 USDT
Best Pair QI/USDT 4.89%
Worst Pair ALPHA/USDT -1.88%
Best trade QI/USDT 18.79%
Worst trade DEGO/USDT -8.56%
Best day 443.688 USDT
Worst day -502.132 USDT
Days win/draw/lose 19 / 10 / 1
Avg. Duration Winners 8:48:00
Avg. Duration Loser 8 days, 0:52:00
Max Consecutive Wins / Loss 55 / 2
Rejected Entry signals 67
Entry/Exit Timeouts 0 / 0
Min balance 10029.954 USDT
Max balance 12660.808 USDT
Max % of account underwater 4.05%
Absolute Drawdown (Account) 4.05%
Absolute Drawdown 512.832 USDT
Drawdown high 2660.808 USDT
Drawdown low 2147.977 USDT
Drawdown Start 2023-12-31 21:35:00
Drawdown End 2024-01-01 00:00:00
Market change 40.17%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 58 2.39 2158.676 21.59 15:09:00 56 0 2 96.6 512.832 USDT 4.05%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20240101-20240201

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 2 days, 20:18:00 2 days, 20:18:00 1 day, 19:17:00 1 day, 19:47:00 1 day, 23:04:00
Market Change -11.15 % -11.15 % -11.15 % -11.17 % -11.17 %
Max Drawdown 4.6907 % 4.6907 % 2.6756 % 3.2175 % 3.2365 %
Profit Mean 1.29 % 1.29 % 1.43 % 1.58 % 1.55 %
Profit Sum 43.71 % 43.71 % 60.23 % 68.15 % 61.92 %
Profit Total 4.53 % 4.53 % 9.11 % 10.65 % 9.56 %
Trades 34 34 42 43 40
Win Rate 91.18 % 91.18 % 95.24 % 95.35 % 95.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
PEOPLE/USDT 5 2.6 222.030 2.22 3:24:00 5 0 0 100
DATA/USDT 2 3.43 110.074 1.1 4:32:00 2 0 0 100
CELR/USDT 1 0.86 83.233 0.83 26 days, 22:35:00 1 0 0 100
OM/USDT 3 1.58 81.149 0.81 8:20:00 3 0 0 100
BAND/USDT 1 4.63 78.342 0.78 4:45:00 1 0 0 100
REQ/USDT 1 3.11 52.909 0.53 4:20:00 1 0 0 100
STRAX/USDT 2 1.45 45.791 0.46 0:10:00 2 0 0 100
RAD/USDT 2 1.56 45.228 0.45 0:54:00 2 0 0 100
AGLD/USDT 1 1.42 42.119 0.42 7 days, 10:50:00 1 0 0 100
ERN/USDT 1 1.82 30.924 0.31 1:30:00 1 0 0 100
SANTOS/USDT 2 0.87 29.444 0.29 0:36:00 2 0 0 100
UMA/USDT 1 1.69 29.193 0.29 0:15:00 1 0 0 100
RIF/USDT 1 0.88 19.325 0.19 1:57:00 1 0 0 100
ZRX/USDT 1 1.07 18.758 0.19 0:10:00 1 0 0 100
INJ/USDT 1 1.04 17.727 0.18 0:01:00 1 0 0 100
SOL/USDT 1 1.02 17.128 0.17 0:08:00 1 0 0 100
FET/USDT 1 1.05 10.578 0.11 4:10:00 1 0 0 100
DEGO/USDT 1 1.08 9.262 0.09 0:06:00 1 0 0 100
MASK/USDT 1 1.03 8.294 0.08 0:43:00 1 0 0 100
RAY/USDT 1 0.43 8.072 0.08 2:22:00 1 0 0 100
CRV/USDT 1 0.63 7.555 0.08 9:06:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 1 -6.21 -133.670 -1.34 1 day, 21:10:00 0 0 1 0
EGLD/USDT 1 -2.92 -161.094 -1.61 28 days, 11:55:00 0 0 1 0
MOVR/USDT 1 -1.24 -219.677 -2.2 28 days, 11:55:00 0 0 1 0
TOTAL 34 1.29 452.695 4.53 2 days, 20:18:00 31 0 3 91.2

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
AUCTION/USDT 1 -6.21 -133.670 -1.34 1 day, 21:10:00 0 0 1 0
EGLD/USDT 1 -2.92 -161.094 -1.61 28 days, 11:55:00 0 0 1 0
MOVR/USDT 1 -1.24 -219.677 -2.2 28 days, 11:55:00 0 0 1 0
TOTAL 3 -3.46 -514.440 -5.14 19 days, 15:00:00 0 0 3 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 15 2.4 631.522 6.32 15:42:00 15 0 0 100
5 5 1.45 124.060 1.24 1:41:00 5 0 0 100
120 1 0.86 83.233 0.83 26 days, 22:35:00 1 0 0 100
2 101 1 1.36 21.786 0.22 0:33:00 1 0 0 100
41 1 0.88 19.325 0.19 1:57:00 1 0 0 100
141 1 1.04 17.727 0.18 0:01:00 1 0 0 100
142 1 1.02 17.128 0.17 0:08:00 1 0 0 100
101 7 0.39 -108.740 -1.09 4 days, 4:02:00 6 0 1 85.7
2 1 -6.21 -133.670 -1.34 1 day, 21:10:00 0 0 1 0
3 6 101 1 -1.24 -219.677 -2.2 28 days, 11:55:00 0 0 1 0
TOTAL 34 1.29 452.695 4.53 2 days, 20:18:00 31 0 3 91.2

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_w_6_4 ( 6 ) 1 6.97 110.653 1.11 2:35:00 1 0 0 100
exit_long_normal_d_5_100 ( 6 ) 1 5.49 88.288 0.88 8:32:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 0.86 83.233 0.83 26 days, 22:35:00 1 0 0 100
exit_long_normal_d_4_4 ( 6 ) 1 4.63 78.342 0.78 4:45:00 1 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.32 61.025 0.61 2:40:00 1 0 0 100
exit_long_normal_d_3_100 ( 5 ) 1 3.11 52.909 0.53 4:20:00 1 0 0 100
exit_long_normal_d_2_64 ( 6 ) 1 2.7 46.273 0.46 1:00:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.45 45.791 0.46 0:10:00 2 0 0 100
exit_long_normal_w_2_1 ( 6 ) 1 1.42 42.119 0.42 7 days, 10:50:00 1 0 0 100
exit_long_normal_d_2_15 ( 6 ) 1 1.76 41.544 0.42 7:30:00 1 0 0 100
exit_long_normal_d_2_60 ( 5 ) 1 2.06 34.733 0.35 0:57:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.82 30.924 0.31 1:30:00 1 0 0 100
exit_long_normal_d_1_99 ( 6 ) 1 1.69 29.193 0.29 0:15:00 1 0 0 100
exit_long_normal_d_1_77 ( 6 ) 1 1.56 26.657 0.27 0:50:00 1 0 0 100
exit_long_normal_d_1_20 ( 2 101 ) 1 1.36 21.786 0.22 0:33:00 1 0 0 100
exit_long_normal_d_1_60 ( 6 ) 1 1.18 19.857 0.2 0:36:00 1 0 0 100
exit_long_quick_d_1_10 ( 41 ) 1 0.88 19.325 0.19 1:57:00 1 0 0 100
exit_long_normal_d_1_60 ( 5 ) 1 1.07 18.758 0.19 0:10:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.04 17.727 0.18 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.02 17.128 0.17 0:08:00 1 0 0 100
exit_long_rapid_rpd_6 ( 101 ) 1 1.05 10.578 0.11 4:10:00 1 0 0 100
exit_long_rapid_d_1_97 ( 101 ) 1 1.06 10.495 0.1 0:50:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 5 ) 1 0.57 9.587 0.1 0:36:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 1 1.08 9.262 0.09 0:06:00 1 0 0 100
exit_long_rapid_d_1_70 ( 101 ) 1 1.03 8.294 0.08 0:43:00 1 0 0 100
exit_long_normal_d_0_55 ( 6 ) 1 0.47 8.219 0.08 23:10:00 1 0 0 100
exit_long_normal_d_0_78 ( 5 ) 1 0.43 8.072 0.08 2:22:00 1 0 0 100
exit_long_rapid_rpd_1 ( 101 ) 1 0.63 7.555 0.08 9:06:00 1 0 0 100
exit_profit_long_rapid_t_0_1_m ( 101 ) 1 0.78 6.171 0.06 1:25:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 6 ) 1 0.16 2.637 0.03 2:50:00 1 0 0 100
force_exit 3 -3.46 -514.440 -5.14 19 days, 15:00:00 0 0 3 0
TOTAL 34 1.29 452.695 4.53 2 days, 20:18:00 31 0 3 91.2

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_w_6_4 ( 6 )') 1 6.97 110.653 1.11 2:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_5_100 ( 6 )') 1 5.49 88.288 0.88 8:32:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 0.86 83.233 0.83 26 days, 22:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_4 ( 6 )') 1 4.63 78.342 0.78 4:45:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.32 61.025 0.61 2:40:00 1 0 0 100
('5 ', 'exit_long_normal_d_3_100 ( 5 )') 1 3.11 52.909 0.53 4:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_64 ( 6 )') 1 2.7 46.273 0.46 1:00:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.45 45.791 0.46 0:10:00 2 0 0 100
('6 ', 'exit_long_normal_w_2_1 ( 6 )') 1 1.42 42.119 0.42 7 days, 10:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_15 ( 6 )') 1 1.76 41.544 0.42 7:30:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_60 ( 5 )') 1 2.06 34.733 0.35 0:57:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.82 30.924 0.31 1:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_99 ( 6 )') 1 1.69 29.193 0.29 0:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_77 ( 6 )') 1 1.56 26.657 0.27 0:50:00 1 0 0 100
('2 101 ', 'exit_long_normal_d_1_20 ( 2 101 )') 1 1.36 21.786 0.22 0:33:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_60 ( 6 )') 1 1.18 19.857 0.2 0:36:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_10 ( 41 )') 1 0.88 19.325 0.19 1:57:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_60 ( 5 )') 1 1.07 18.758 0.19 0:10:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.04 17.727 0.18 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.02 17.128 0.17 0:08:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_6 ( 101 )') 1 1.05 10.578 0.11 4:10:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_97 ( 101 )') 1 1.06 10.495 0.1 0:50:00 1 0 0 100
('5 ', 'exit_profit_long_normal_t_0_2_m ( 5 )') 1 0.57 9.587 0.1 0:36:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 1 1.08 9.262 0.09 0:06:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_70 ( 101 )') 1 1.03 8.294 0.08 0:43:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_55 ( 6 )') 1 0.47 8.219 0.08 23:10:00 1 0 0 100
('5 ', 'exit_long_normal_d_0_78 ( 5 )') 1 0.43 8.072 0.08 2:22:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_1 ( 101 )') 1 0.63 7.555 0.08 9:06:00 1 0 0 100
('101 ', 'exit_profit_long_rapid_t_0_1_m ( 101 )') 1 0.78 6.171 0.06 1:25:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_2_m ( 6 )') 1 0.16 2.637 0.03 2:50:00 1 0 0 100
('2 ', 'force_exit') 1 -6.21 -133.670 -1.34 1 day, 21:10:00 0 0 1 0
('101 ', 'force_exit') 1 -2.92 -161.094 -1.61 28 days, 11:55:00 0 0 1 0
('3 6 101 ', 'force_exit') 1 -1.24 -219.677 -2.2 28 days, 11:55:00 0 0 1 0
TOTAL 34 1.29 452.695 4.53 2 days, 20:18:00 31 0 3 91.2

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/01/2024 18.133 2 0 0
04/01/2024 148.497 5 0 0
05/01/2024 61.025 1 0 0
06/01/2024 0 0 0 0
07/01/2024 30.08 2 0 0
08/01/2024 33.047 2 0 0
09/01/2024 129.832 2 0 0
10/01/2024 114.354 3 0 0
11/01/2024 0 0 0 0
12/01/2024 17.128 1 0 0
13/01/2024 0 0 0 0
14/01/2024 0 0 0 0
15/01/2024 10.495 1 0 0
16/01/2024 29.444 2 0 0
17/01/2024 0 0 0 0
18/01/2024 0 0 0 0
19/01/2024 0 0 0 0
20/01/2024 113.075 2 0 0
21/01/2024 0 0 0 0
22/01/2024 57.581 2 0 0
23/01/2024 102.455 4 0 0
24/01/2024 0 0 0 0
25/01/2024 0 0 0 0
26/01/2024 0 0 0 0
27/01/2024 0 0 0 0
28/01/2024 18.758 1 0 0
29/01/2024 0 0 0 0
30/01/2024 83.233 1 0 0
31/01/2024 0 0 0 0
01/02/2024 -514.44 0 0 3

SUMMARY METRICS

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-02-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 34 / 1.1
Starting balance 10000 USDT
Final balance 10452.695 USDT
Absolute profit 452.695 USDT
Total profit % 4.53%
CAGR % 68.42%
Sortino 7.78
Sharpe 4.36
Calmar 59.48
Profit factor 1.88
Expectancy (Ratio) 13.31 (0.08)
Avg. daily profit % 0.15%
Avg. stake amount 1455.942 USDT
Total trade volume 49502.014 USDT
Best Pair PEOPLE/USDT 2.22%
Worst Pair AUCTION/USDT -1.34%
Best trade PEOPLE/USDT 6.97%
Worst trade AUCTION/USDT -6.21%
Best day 148.497 USDT
Worst day -514.44 USDT
Days win/draw/lose 15 / 14 / 1
Avg. Duration Winners 1 day, 5:20:00
Avg. Duration Loser 19 days, 15:00:00
Max Consecutive Wins / Loss 31 / 3
Rejected Entry signals 135
Entry/Exit Timeouts 0 / 0
Min balance 10010.578 USDT
Max balance 10967.136 USDT
Max % of account underwater 4.69%
Absolute Drawdown (Account) 4.69%
Absolute Drawdown 514.44 USDT
Drawdown high 967.136 USDT
Drawdown low 452.695 USDT
Drawdown Start 2024-01-30 02:15:00
Drawdown End 2024-02-01 00:00:00
Market change -11.15%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 34 1.29 452.695 4.53 2 days, 20:18:00 31 0 3 91.2 514.44 USDT 4.69%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20240201-20240301

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 13:17:00 13:17:00 13:17:00 14:37:00 14:37:00
Market Change 41.44 % 41.44 % 41.44 % 41.17 % 41.17 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.37 % 1.37 % 1.37 % 1.36 % 1.36 %
Profit Sum 41.15 % 41.15 % 41.15 % 39.33 % 39.33 %
Profit Total 6.95 % 6.95 % 6.95 % 7.3 % 7.3 %
Trades 30 30 30 29 29
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TKO/USDT 2 2.63 91.925 0.92 0:38:00 2 0 0 100
CELR/USDT 1 1.92 83.252 0.83 12 days, 2:41:00 1 0 0 100
SPELL/USDT 3 1.24 63.157 0.63 12:00:00 3 0 0 100
NEAR/USDT 1 2.55 44.114 0.44 2:15:00 1 0 0 100
VET/USDT 2 1.13 38.254 0.38 0:28:00 2 0 0 100
AUDIO/USDT 1 2.16 35.981 0.36 0:01:00 1 0 0 100
TRU/USDT 2 1.38 34.990 0.35 1:34:00 2 0 0 100
IOTX/USDT 2 0.83 28.537 0.29 0:03:00 2 0 0 100
INJ/USDT 1 1.66 28.250 0.28 0:08:00 1 0 0 100
C98/USDT 1 1.58 26.956 0.27 0:08:00 1 0 0 100
THETA/USDT 1 1.56 26.804 0.27 0:03:00 1 0 0 100
GRT/USDT 1 3.09 26.316 0.26 1:23:00 1 0 0 100
ZEN/USDT 1 1.53 25.341 0.25 0:01:00 1 0 0 100
WIN/USDT 1 1.16 20.123 0.2 1:50:00 1 0 0 100
FET/USDT 1 1.12 18.870 0.19 0:50:00 1 0 0 100
PERP/USDT 1 1.07 18.683 0.19 8:15:00 1 0 0 100
VTHO/USDT 1 1.11 18.409 0.18 0:36:00 1 0 0 100
FIL/USDT 1 1.02 17.722 0.18 0:30:00 1 0 0 100
ALICE/USDT 1 1.02 17.435 0.17 0:06:00 1 0 0 100
BEL/USDT 1 1.26 10.508 0.11 0:03:00 1 0 0 100
MDT/USDT 1 1.11 9.493 0.09 0:06:00 1 0 0 100
RIF/USDT 1 0.26 4.935 0.05 1 day, 23:20:00 1 0 0 100
GTC/USDT 1 0.15 2.457 0.02 0:01:00 1 0 0 100
UNI/USDT 1 0.14 2.376 0.02 2:46:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 30 1.37 694.887 6.95 13:17:00 30 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.0 0.000 0.0 0:00 0 0 0 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 12 1.33 273.280 2.73 7:57:00 12 0 0 100
142 4 1.37 94.137 0.94 1:16:00 4 0 0 100
120 1 1.92 83.252 0.83 12 days, 2:41:00 1 0 0 100
101 4 1.74 59.185 0.59 1:09:00 4 0 0 100
2 1 2.16 35.981 0.36 0:01:00 1 0 0 100
143 2 1.01 35.133 0.35 0:42:00 2 0 0 100
2 3 1 1.58 26.956 0.27 0:08:00 1 0 0 100
2 6 101 1 1.28 22.121 0.22 0:04:00 1 0 0 100
2 101 1 1.25 21.409 0.21 0:05:00 1 0 0 100
141 142 1 1.12 18.870 0.19 0:50:00 1 0 0 100
2 6 1 1.02 17.435 0.17 0:06:00 1 0 0 100
2 3 6 101 1 0.42 7.128 0.07 0:01:00 1 0 0 100
TOTAL 30 1.37 694.887 6.95 13:17:00 30 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 1.92 83.252 0.83 12 days, 2:41:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.46 73.960 0.74 0:04:00 3 0 0 100
exit_long_normal_w_4_3 ( 6 ) 1 4.08 71.556 0.72 1:13:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 2 1.4 47.647 0.48 0:02:00 2 0 0 100
exit_long_tc_w_2_11 ( 142 ) 1 2.55 44.114 0.44 2:15:00 1 0 0 100
exit_long_normal_u_2 ( 2 ) 1 2.16 35.981 0.36 0:01:00 1 0 0 100
exit_long_normal_d_2_77 ( 6 ) 1 2.08 35.059 0.35 0:30:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 ) 1 1.58 26.956 0.27 0:08:00 1 0 0 100
exit_long_rapid_d_3_97 ( 101 ) 1 3.09 26.316 0.26 1:23:00 1 0 0 100
exit_long_normal_u_1 ( 2 6 101 ) 1 1.28 22.121 0.22 0:04:00 1 0 0 100
exit_long_normal_u_1 ( 2 101 ) 1 1.25 21.409 0.21 0:05:00 1 0 0 100
exit_long_normal_w_1_7 ( 6 ) 1 1.16 20.123 0.2 1:50:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 2 0.58 20.084 0.2 1 day, 0:05:00 2 0 0 100
exit_long_rapid_u_1 ( 101 ) 2 1.19 20.000 0.2 0:04:00 2 0 0 100
exit_long_tc_d_1_77 ( 141 142 ) 1 1.12 18.870 0.19 0:50:00 1 0 0 100
exit_long_normal_d_1_95 ( 6 ) 1 1.07 18.683 0.19 8:15:00 1 0 0 100
exit_long_normal_d_1_99 ( 6 ) 1 1.11 18.409 0.18 0:36:00 1 0 0 100
exit_long_tc_d_1_70 ( 143 ) 1 1.02 17.722 0.18 0:30:00 1 0 0 100
exit_long_normal_u_1 ( 2 6 ) 1 1.02 17.435 0.17 0:06:00 1 0 0 100
exit_long_tc_d_1_97 ( 143 ) 1 1.01 17.411 0.17 0:55:00 1 0 0 100
exit_long_normal_d_0_55 ( 6 ) 1 0.73 12.949 0.13 1 day, 10:39:00 1 0 0 100
exit_long_rapid_rpd_6 ( 101 ) 1 1.49 12.869 0.13 3:05:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 6 101 ) 1 0.42 7.128 0.07 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.15 2.457 0.02 0:01:00 1 0 0 100
exit_profit_long_tc_t_0_3_m ( 142 ) 1 0.14 2.376 0.02 2:46:00 1 0 0 100
TOTAL 30 1.37 694.887 6.95 13:17:00 30 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 1.92 83.252 0.83 12 days, 2:41:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.46 73.960 0.74 0:04:00 3 0 0 100
('6 ', 'exit_long_normal_w_4_3 ( 6 )') 1 4.08 71.556 0.72 1:13:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 2 1.4 47.647 0.48 0:02:00 2 0 0 100
('142 ', 'exit_long_tc_w_2_11 ( 142 )') 1 2.55 44.114 0.44 2:15:00 1 0 0 100
('2 ', 'exit_long_normal_u_2 ( 2 )') 1 2.16 35.981 0.36 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_77 ( 6 )') 1 2.08 35.059 0.35 0:30:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_1 ( 2 3 )') 1 1.58 26.956 0.27 0:08:00 1 0 0 100
('101 ', 'exit_long_rapid_d_3_97 ( 101 )') 1 3.09 26.316 0.26 1:23:00 1 0 0 100
('2 6 101 ', 'exit_long_normal_u_1 ( 2 6 101 )') 1 1.28 22.121 0.22 0:04:00 1 0 0 100
('2 101 ', 'exit_long_normal_u_1 ( 2 101 )') 1 1.25 21.409 0.21 0:05:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_7 ( 6 )') 1 1.16 20.123 0.2 1:50:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 2 0.58 20.084 0.2 1 day, 0:05:00 2 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 2 1.19 20.000 0.2 0:04:00 2 0 0 100
('141 142 ', 'exit_long_tc_d_1_77 ( 141 142 )') 1 1.12 18.870 0.19 0:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_95 ( 6 )') 1 1.07 18.683 0.19 8:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_99 ( 6 )') 1 1.11 18.409 0.18 0:36:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_70 ( 143 )') 1 1.02 17.722 0.18 0:30:00 1 0 0 100
('2 6 ', 'exit_long_normal_u_1 ( 2 6 )') 1 1.02 17.435 0.17 0:06:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_97 ( 143 )') 1 1.01 17.411 0.17 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_55 ( 6 )') 1 0.73 12.949 0.13 1 day, 10:39:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_6 ( 101 )') 1 1.49 12.869 0.13 3:05:00 1 0 0 100
('2 3 6 101 ', 'exit_long_normal_u_0 ( 2 3 6 101 )') 1 0.42 7.128 0.07 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.15 2.457 0.02 0:01:00 1 0 0 100
('142 ', 'exit_profit_long_tc_t_0_3_m ( 142 )') 1 0.14 2.376 0.02 2:46:00 1 0 0 100
TOTAL 30 1.37 694.887 6.95 13:17:00 30 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
16/02/2024 18.409 1 0 0
17/02/2024 0 0 0 0
18/02/2024 30.276 2 0 0
19/02/2024 0 0 0 0
20/02/2024 88.472 5 0 0
21/02/2024 0 0 0 0
22/02/2024 15.149 1 0 0
23/02/2024 56.305 3 0 0
24/02/2024 12.949 1 0 0
25/02/2024 0 0 0 0
26/02/2024 0 0 0 0
27/02/2024 0 0 0 0
28/02/2024 401.772 16 0 0
29/02/2024 71.556 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2024-02-01 00:00:00
Backtesting to 2024-03-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 30 / 1.03
Starting balance 10000 USDT
Final balance 10694.887 USDT
Absolute profit 694.887 USDT
Total profit % 6.95%
CAGR % 132.93%
Sortino -100.00
Sharpe 26.40
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 23.16 (100.00)
Avg. daily profit % 0.24%
Avg. stake amount 1543.061 USDT
Total trade volume 46291.819 USDT
Best Pair TKO/USDT 0.92%
Worst Pair 1INCH/USDT 0.00%
Best trade TKO/USDT 4.08%
Worst trade UNI/USDT 0.14%
Best day 401.772 USDT
Worst day 0 USDT
Days win/draw/lose 8 / 6 / 0
Avg. Duration Winners 13:17:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 30 / 0
Rejected Entry signals 6
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 41.44%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 30 1.37 694.887 6.95 13:17:00 30 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20240301-20240401

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 12:03:00 12:03:00 12:03:00 1 day, 0:51:00 1 day, 0:52:00
Market Change 40.29 % 40.29 % 40.29 % 39.98 % 39.98 %
Max Drawdown 0.0 % 0.0 % 0.0 % 1.6771 % 1.6785 %
Profit Mean 2.06 % 2.06 % 2.06 % 2.31 % 2.3 %
Profit Sum 129.5 % 129.5 % 129.5 % 119.97 % 119.42 %
Profit Total 24.03 % 24.03 % 24.03 % 21.63 % 21.52 %
Trades 63 63 63 52 52
Win Rate 100.0 % 100.0 % 100.0 % 98.08 % 98.08 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
SHIB/USDT 4 3.24 214.897 2.15 0:10:00 4 0 0 100
TKO/USDT 4 2.62 200.455 2.0 0:46:00 4 0 0 100
XEC/USDT 2 4.73 179.249 1.79 4:32:00 2 0 0 100
RAY/USDT 3 3.07 173.709 1.74 0:33:00 3 0 0 100
LTO/USDT 3 4.27 168.048 1.68 2:00:00 3 0 0 100
FIS/USDT 3 2.91 165.545 1.66 2:22:00 3 0 0 100
DATA/USDT 1 5.64 110.784 1.11 0:45:00 1 0 0 100
FORTH/USDT 2 2.81 100.485 1.0 1 day, 8:09:00 2 0 0 100
ATOM/USDT 1 1.41 89.497 0.89 12 days, 21:34:00 1 0 0 100
FTM/USDT 1 2.07 82.558 0.83 3 days, 12:58:00 1 0 0 100
PERP/USDT 2 1.78 75.754 0.76 1 day, 4:12:00 2 0 0 100
AUCTION/USDT 2 1.93 68.085 0.68 0:26:00 2 0 0 100
ZRX/USDT 3 1.08 65.453 0.65 1 day, 13:32:00 3 0 0 100
ALGO/USDT 1 3.52 63.165 0.63 0:45:00 1 0 0 100
DOGE/USDT 2 1.34 46.134 0.46 0:02:00 2 0 0 100
ERN/USDT 2 1.37 44.683 0.45 2:00:00 2 0 0 100
VIDT/USDT 1 2.38 42.498 0.42 0:55:00 1 0 0 100
BADGER/USDT 1 2.09 42.175 0.42 2 days, 6:15:00 1 0 0 100
OM/USDT 1 2.1 39.009 0.39 2:07:00 1 0 0 100
YGG/USDT 1 2.07 38.960 0.39 0:09:00 1 0 0 100
THETA/USDT 1 2.02 37.973 0.38 0:12:00 1 0 0 100
BURGER/USDT 1 1.9 34.931 0.35 0:02:00 1 0 0 100
CELR/USDT 1 1.57 33.628 0.34 7:50:00 1 0 0 100
PEOPLE/USDT 1 1.5 24.711 0.25 0:01:00 1 0 0 100
POND/USDT 1 1.27 24.284 0.24 0:18:00 1 0 0 100
MDT/USDT 1 1.17 23.847 0.24 0:25:00 1 0 0 100
SANTOS/USDT 1 1.02 22.741 0.23 8:25:00 1 0 0 100
COTI/USDT 1 1.07 22.385 0.22 3:15:00 1 0 0 100
BAKE/USDT 1 0.9 22.043 0.22 12:20:00 1 0 0 100
FET/USDT 1 1.1 20.215 0.2 0:04:00 1 0 0 100
AXS/USDT 1 1.13 19.335 0.19 0:03:00 1 0 0 100
AGLD/USDT 1 1.03 18.431 0.18 1:15:00 1 0 0 100
MASK/USDT 1 1.05 17.988 0.18 0:45:00 1 0 0 100
AR/USDT 1 1.04 17.684 0.18 0:11:00 1 0 0 100
MTL/USDT 1 0.66 11.557 0.12 0:28:00 1 0 0 100
BAND/USDT 1 1.15 9.524 0.1 0:08:00 1 0 0 100
AVAX/USDT 1 1.01 9.087 0.09 0:21:00 1 0 0 100
RLC/USDT 1 1.03 8.551 0.09 0:08:00 1 0 0 100
SFP/USDT 1 0.5 4.176 0.04 0:01:00 1 0 0 100
NEAR/USDT 1 0.2 3.843 0.04 3:39:00 1 0 0 100
OG/USDT 2 0.2 3.730 0.04 0:04:00 2 0 0 100
BNX/USDT 1 0.16 1.584 0.02 0:01:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 63 2.06 2403.391 24.03 12:03:00 63 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.0 0.000 0.0 0:00 0 0 0 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 24 2.3 1074.074 10.74 9:09:00 24 0 0 100
42 9 1.91 327.864 3.28 2:12:00 9 0 0 100
101 12 1.68 209.128 2.09 9:04:00 12 0 0 100
120 2 1.74 172.055 1.72 8 days, 5:16:00 2 0 0 100
3 1 5.64 110.784 1.11 0:45:00 1 0 0 100
141 142 3 1.76 100.635 1.01 4:05:00 3 0 0 100
5 2 2.39 85.602 0.86 0:30:00 2 0 0 100
41 2 2.31 82.185 0.82 0:14:00 2 0 0 100
2 1 3.84 74.251 0.74 0:35:00 1 0 0 100
1 1 1.87 37.987 0.38 0:21:00 1 0 0 100
142 1 1.66 27.902 0.28 0:02:00 1 0 0 100
43 1 1.5 24.711 0.25 0:01:00 1 0 0 100
143 1 1.1 20.215 0.2 0:04:00 1 0 0 100
2 3 101 1 1.13 19.335 0.19 0:03:00 1 0 0 100
2 101 1 1.03 18.431 0.18 1:15:00 1 0 0 100
141 1 1.02 18.232 0.18 0:03:00 1 0 0 100
TOTAL 63 2.06 2403.391 24.03 12:03:00 63 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 2 1.74 172.055 1.72 8 days, 5:16:00 2 0 0 100
exit_long_normal_d_7_100 ( 6 ) 1 6.05 122.299 1.22 4:15:00 1 0 0 100
exit_long_rapid_d_10_98 ( 101 ) 1 9.9 113.616 1.14 2:45:00 1 0 0 100
exit_long_normal_w_5_7 ( 3 ) 1 5.64 110.784 1.11 0:45:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 3 1.6 92.874 0.93 2:43:00 3 0 0 100
exit_long_normal_d_4_40 ( 6 ) 1 4.84 82.868 0.83 0:20:00 1 0 0 100
exit_long_normal_d_2_42 ( 6 ) 2 2.1 81.184 0.81 1 day, 4:11:00 2 0 0 100
exit_long_normal_d_4_77 ( 6 ) 1 4.22 80.727 0.81 0:30:00 1 0 0 100
exit_long_normal_d_3_83 ( 2 ) 1 3.84 74.251 0.74 0:35:00 1 0 0 100
exit_long_normal_d_4_42 ( 6 ) 1 4.15 72.908 0.73 1:10:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.34 70.786 0.71 0:05:00 3 0 0 100
exit_long_normal_d_3_100 ( 6 ) 1 2.54 69.688 0.7 2 days, 15:20:00 1 0 0 100
exit_long_tc_d_3_64 ( 141 142 ) 1 3.52 63.165 0.63 0:45:00 1 0 0 100
exit_long_quick_d_3_87 ( 42 ) 1 3.3 62.688 0.63 0:10:00 1 0 0 100
exit_long_quick_d_3_78 ( 42 ) 1 3.32 61.303 0.61 0:15:00 1 0 0 100
exit_long_quick_u_3 ( 41 ) 1 3.45 58.337 0.58 0:02:00 1 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.4 56.951 0.57 4:50:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 6 ) 1 2.68 54.196 0.54 1:00:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 5 1.16 51.789 0.52 0:10:00 5 0 0 100
exit_long_normal_w_2_11 ( 5 ) 1 2.78 49.914 0.5 0:50:00 1 0 0 100
exit_long_normal_d_2_80 ( 6 ) 1 2.56 47.952 0.48 0:35:00 1 0 0 100
exit_long_normal_d_2_93 ( 6 ) 1 2.42 45.029 0.45 0:35:00 1 0 0 100
exit_long_normal_d_2_107 ( 6 ) 1 2.38 42.498 0.42 0:55:00 1 0 0 100
exit_long_normal_w_2_1 ( 6 ) 1 1.58 40.066 0.4 2 days, 8:15:00 1 0 0 100
exit_long_quick_u_2 ( 42 ) 1 2.07 38.960 0.39 0:09:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 1 1.87 37.987 0.38 0:21:00 1 0 0 100
exit_long_quick_d_2_87 ( 42 ) 1 2.02 37.973 0.38 0:12:00 1 0 0 100
exit_long_quick_w_2_11 ( 42 ) 1 2.08 37.896 0.38 1:15:00 1 0 0 100
exit_long_normal_d_1_83 ( 5 ) 1 1.99 35.688 0.36 0:10:00 1 0 0 100
exit_long_tc_d_1_84 ( 141 142 ) 1 1.57 33.628 0.34 7:50:00 1 0 0 100
exit_long_normal_d_1_95 ( 6 ) 1 1.51 32.444 0.32 3:52:00 1 0 0 100
exit_long_rapid_d_3_97 ( 101 ) 1 3.08 30.797 0.31 0:58:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.66 27.902 0.28 0:02:00 1 0 0 100
exit_long_normal_d_1_10 ( 6 ) 1 1.25 25.620 0.26 1:05:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.5 24.711 0.25 0:01:00 1 0 0 100
exit_long_quick_d_1_20 ( 42 ) 1 1.27 24.284 0.24 0:18:00 1 0 0 100
exit_long_quick_d_1_61 ( 42 ) 1 1.03 24.029 0.24 8:15:00 1 0 0 100
exit_long_quick_d_1_70 ( 41 ) 1 1.17 23.847 0.24 0:25:00 1 0 0 100
exit_long_quick_d_1_35 ( 42 ) 1 1.02 22.741 0.23 8:25:00 1 0 0 100
exit_long_normal_d_1_26 ( 6 ) 1 1.07 22.385 0.22 3:15:00 1 0 0 100
exit_long_normal_d_1_63 ( 6 ) 1 0.9 22.043 0.22 12:20:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 1 1.1 20.215 0.2 0:04:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 101 ) 1 1.13 19.335 0.19 0:03:00 1 0 0 100
exit_long_normal_d_1_10 ( 2 101 ) 1 1.03 18.431 0.18 1:15:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.02 18.232 0.18 0:03:00 1 0 0 100
exit_long_quick_d_1_95 ( 42 ) 1 1.05 17.988 0.18 0:45:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.66 11.557 0.12 0:28:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 4 0.27 9.489 0.09 0:02:00 4 0 0 100
exit_long_tc_d_0_95 ( 141 142 ) 1 0.2 3.843 0.04 3:39:00 1 0 0 100
exit_long_rapid_d_0_52 ( 101 ) 1 0.33 3.437 0.03 4 days, 8:00:00 1 0 0 100
TOTAL 63 2.06 2403.391 24.03 12:03:00 63 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 2 1.74 172.055 1.72 8 days, 5:16:00 2 0 0 100
('6 ', 'exit_long_normal_d_7_100 ( 6 )') 1 6.05 122.299 1.22 4:15:00 1 0 0 100
('101 ', 'exit_long_rapid_d_10_98 ( 101 )') 1 9.9 113.616 1.14 2:45:00 1 0 0 100
('3 ', 'exit_long_normal_w_5_7 ( 3 )') 1 5.64 110.784 1.11 0:45:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 3 1.6 92.874 0.93 2:43:00 3 0 0 100
('6 ', 'exit_long_normal_d_4_40 ( 6 )') 1 4.84 82.868 0.83 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_42 ( 6 )') 2 2.1 81.184 0.81 1 day, 4:11:00 2 0 0 100
('6 ', 'exit_long_normal_d_4_77 ( 6 )') 1 4.22 80.727 0.81 0:30:00 1 0 0 100
('2 ', 'exit_long_normal_d_3_83 ( 2 )') 1 3.84 74.251 0.74 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_42 ( 6 )') 1 4.15 72.908 0.73 1:10:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.34 70.786 0.71 0:05:00 3 0 0 100
('6 ', 'exit_long_normal_d_3_100 ( 6 )') 1 2.54 69.688 0.7 2 days, 15:20:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_3_64 ( 141 142 )') 1 3.52 63.165 0.63 0:45:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_87 ( 42 )') 1 3.3 62.688 0.63 0:10:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_78 ( 42 )') 1 3.32 61.303 0.61 0:15:00 1 0 0 100
('41 ', 'exit_long_quick_u_3 ( 41 )') 1 3.45 58.337 0.58 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.4 56.951 0.57 4:50:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_1_m ( 6 )') 1 2.68 54.196 0.54 1:00:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 5 1.16 51.789 0.52 0:10:00 5 0 0 100
('5 ', 'exit_long_normal_w_2_11 ( 5 )') 1 2.78 49.914 0.5 0:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_80 ( 6 )') 1 2.56 47.952 0.48 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_93 ( 6 )') 1 2.42 45.029 0.45 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_107 ( 6 )') 1 2.38 42.498 0.42 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_1 ( 6 )') 1 1.58 40.066 0.4 2 days, 8:15:00 1 0 0 100
('42 ', 'exit_long_quick_u_2 ( 42 )') 1 2.07 38.960 0.39 0:09:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 1 1.87 37.987 0.38 0:21:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_87 ( 42 )') 1 2.02 37.973 0.38 0:12:00 1 0 0 100
('42 ', 'exit_long_quick_w_2_11 ( 42 )') 1 2.08 37.896 0.38 1:15:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_83 ( 5 )') 1 1.99 35.688 0.36 0:10:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_1_84 ( 141 142 )') 1 1.57 33.628 0.34 7:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_95 ( 6 )') 1 1.51 32.444 0.32 3:52:00 1 0 0 100
('101 ', 'exit_long_rapid_d_3_97 ( 101 )') 1 3.08 30.797 0.31 0:58:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.66 27.902 0.28 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_10 ( 6 )') 1 1.25 25.620 0.26 1:05:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 1 1.5 24.711 0.25 0:01:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_20 ( 42 )') 1 1.27 24.284 0.24 0:18:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_61 ( 42 )') 1 1.03 24.029 0.24 8:15:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_70 ( 41 )') 1 1.17 23.847 0.24 0:25:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_35 ( 42 )') 1 1.02 22.741 0.23 8:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_26 ( 6 )') 1 1.07 22.385 0.22 3:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_63 ( 6 )') 1 0.9 22.043 0.22 12:20:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 1 1.1 20.215 0.2 0:04:00 1 0 0 100
('2 3 101 ', 'exit_long_normal_u_1 ( 2 3 101 )') 1 1.13 19.335 0.19 0:03:00 1 0 0 100
('2 101 ', 'exit_long_normal_d_1_10 ( 2 101 )') 1 1.03 18.431 0.18 1:15:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.02 18.232 0.18 0:03:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_95 ( 42 )') 1 1.05 17.988 0.18 0:45:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.66 11.557 0.12 0:28:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 4 0.27 9.489 0.09 0:02:00 4 0 0 100
('141 142 ', 'exit_long_tc_d_0_95 ( 141 142 )') 1 0.2 3.843 0.04 3:39:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_52 ( 101 )') 1 0.33 3.437 0.03 4 days, 8:00:00 1 0 0 100
TOTAL 63 2.06 2403.391 24.03 12:03:00 63 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/03/2024 46.961 4 0 0
04/03/2024 99.126 2 0 0
05/03/2024 204.076 9 0 0
06/03/2024 321.324 5 0 0
07/03/2024 72.908 1 0 0
08/03/2024 40.066 1 0 0
09/03/2024 0 0 0 0
10/03/2024 0 0 0 0
11/03/2024 0 0 0 0
12/03/2024 0 0 0 0
13/03/2024 0 0 0 0
14/03/2024 0 0 0 0
15/03/2024 315.728 9 0 0
16/03/2024 128.839 4 0 0
17/03/2024 39.009 1 0 0
18/03/2024 92.982 2 0 0
19/03/2024 547.431 14 0 0
20/03/2024 123.022 2 0 0
21/03/2024 0 0 0 0
22/03/2024 69.688 1 0 0
23/03/2024 30.797 1 0 0
24/03/2024 0 0 0 0
25/03/2024 92.934 2 0 0
26/03/2024 0 0 0 0
27/03/2024 0 0 0 0
28/03/2024 38.441 1 0 0
29/03/2024 140.06 4 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2024-03-01 00:00:00
Backtesting to 2024-04-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 63 / 2.03
Starting balance 10000 USDT
Final balance 12403.391 USDT
Absolute profit 2403.391 USDT
Total profit % 24.03%
CAGR % 1162.88%
Sortino -100.00
Sharpe 52.56
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 38.15 (100.00)
Avg. daily profit % 0.78%
Avg. stake amount 1597.312 USDT
Total trade volume 100630.65 USDT
Best Pair SHIB/USDT 2.15%
Worst Pair 1INCH/USDT 0.00%
Best trade LTO/USDT 9.90%
Worst trade BNX/USDT 0.16%
Best day 547.431 USDT
Worst day 0 USDT
Days win/draw/lose 17 / 10 / 0
Avg. Duration Winners 12:03:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 63 / 0
Rejected Entry signals 193
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 40.29%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 63 2.06 2403.391 24.03 12:03:00 63 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20240401-20240501

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 2 days, 9:23:00 2 days, 8:01:00 2 days, 8:01:00 2 days, 10:20:00 2 days, 10:20:00
Market Change -31.68 % -31.68 % -31.68 % -31.63 % -31.63 %
Max Drawdown 12.4295 % 12.4056 % 12.4056 % 16.7584 % 16.7584 %
Profit Mean 0.47 % 0.49 % 0.49 % 0.59 % 0.59 %
Profit Sum 19.17 % 20.45 % 20.45 % 23.54 % 23.54 %
Profit Total -7.26 % -7.06 % -7.06 % -10.93 % -10.93 %
Trades 41 42 42 40 40
Win Rate 87.8 % 88.1 % 88.1 % 87.5 % 87.5 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
QTUM/USDT 2 1.42 102.858 1.03 1 day, 20:12:00 2 0 0 100
CELR/USDT 1 1.93 84.689 0.85 10 days, 5:14:00 1 0 0 100
FARM/USDT 2 2.9 73.136 0.73 0:38:00 2 0 0 100
BCH/USDT 1 2.67 44.143 0.44 11:35:00 1 0 0 100
OM/USDT 1 1.83 30.400 0.3 0:30:00 1 0 0 100
ARPA/USDT 2 1.05 28.477 0.28 0:03:00 2 0 0 100
XVS/USDT 2 1.69 28.070 0.28 0:02:00 2 0 0 100
AR/USDT 1 1.64 26.148 0.26 1:00:00 1 0 0 100
NKN/USDT 1 1.29 21.379 0.21 0:08:00 1 0 0 100
HIGH/USDT 1 1.3 20.513 0.21 0:03:00 1 0 0 100
BNX/USDT 1 1.07 19.569 0.2 19:31:00 1 0 0 100
C98/USDT 1 0.82 15.633 0.16 5:10:00 1 0 0 100
BAKE/USDT 1 0.82 13.613 0.14 0:01:00 1 0 0 100
MINA/USDT 3 0.53 13.469 0.13 0:10:00 3 0 0 100
CFX/USDT 2 0.81 13.412 0.13 0:02:00 2 0 0 100
LTC/USDT 1 1.07 9.042 0.09 0:09:00 1 0 0 100
ALGO/USDT 2 0.27 7.369 0.07 0:01:00 2 0 0 100
FET/USDT 1 0.27 7.032 0.07 2:45:00 1 0 0 100
PHA/USDT 1 0.4 6.419 0.06 0:01:00 1 0 0 100
ALPHA/USDT 1 0.64 5.318 0.05 6:42:00 1 0 0 100
ALICE/USDT 1 0.54 4.499 0.04 0:04:00 1 0 0 100
INJ/USDT 2 0.15 3.988 0.04 0:02:00 2 0 0 100
VTHO/USDT 1 0.36 3.071 0.03 0:01:00 1 0 0 100
GALA/USDT 1 0.36 2.972 0.03 0:03:00 1 0 0 100
SKL/USDT 1 0.33 2.648 0.03 0:02:00 1 0 0 100
CRV/USDT 1 0.11 1.326 0.01 16:12:00 1 0 0 100
ENJ/USDT 1 0.11 0.902 0.01 0:03:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 1 -1.69 -62.178 -0.62 6 days, 9:25:00 0 0 1 0
ENS/USDT 1 -2.88 -157.517 -1.58 18 days, 6:25:00 0 0 1 0
UNI/USDT 1 -3.51 -181.670 -1.82 20 days, 4:55:00 0 0 1 0
GTC/USDT 1 -3.12 -372.016 -3.72 18 days, 6:15:00 0 0 1 0
LTO/USDT 1 -5.37 -542.917 -5.43 18 days, 6:05:00 0 0 1 0
TOTAL 41 0.47 -726.204 -7.26 2 days, 9:23:00 36 0 5 87.8

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NEAR/USDT 1 -1.69 -62.178 -0.62 6 days, 9:25:00 0 0 1 0
ENS/USDT 1 -2.88 -157.517 -1.58 18 days, 6:25:00 0 0 1 0
UNI/USDT 1 -3.51 -181.670 -1.82 20 days, 4:55:00 0 0 1 0
GTC/USDT 1 -3.12 -372.016 -3.72 18 days, 6:15:00 0 0 1 0
LTO/USDT 1 -5.37 -542.917 -5.43 18 days, 6:05:00 0 0 1 0
TOTAL 5 -3.31 -1316.298 -13.16 16 days, 6:37:00 0 0 5 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 3 0.64 105.583 1.06 6 days, 18:20:00 2 0 1 66.7
42 2 2.69 81.884 0.82 1:05:00 2 0 0 100
142 2 1.51 49.906 0.5 5:48:00 2 0 0 100
3 1 1.58 24.036 0.24 0:02:00 1 0 0 100
141 1 1.17 19.785 0.2 0:02:00 1 0 0 100
2 3 101 2 0.5 16.593 0.17 0:02:00 2 0 0 100
43 1 0.82 15.633 0.16 5:10:00 1 0 0 100
6 142 1 0.27 7.032 0.07 2:45:00 1 0 0 100
101 21 0.32 -230.003 -2.3 1 day, 21:07:00 19 0 2 90.5
6 7 -0.37 -816.654 -8.17 5 days, 8:05:00 5 0 2 71.4
TOTAL 41 0.47 -726.204 -7.26 2 days, 9:23:00 36 0 5 87.8

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 2 1.8 167.761 1.68 6 days, 22:48:00 2 0 0 100
exit_long_quick_w_3_11 ( 42 ) 1 3.73 55.736 0.56 1:10:00 1 0 0 100
exit_long_tc_d_2_100 ( 142 ) 1 2.67 44.143 0.44 11:35:00 1 0 0 100
exit_long_rapid_u_2 ( 101 ) 2 2.52 42.015 0.42 0:04:00 2 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.29 41.891 0.42 0:06:00 2 0 0 100
exit_long_rapid_u_0 ( 101 ) 12 0.33 32.940 0.33 0:02:00 12 0 0 100
exit_long_normal_d_1_70 ( 6 ) 1 1.83 30.400 0.3 0:30:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 3 1.09 27.585 0.28 0:12:00 3 0 0 100
exit_long_quick_d_1_81 ( 42 ) 1 1.64 26.148 0.26 1:00:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.58 24.036 0.24 0:02:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.17 19.785 0.2 0:02:00 1 0 0 100
exit_long_normal_w_1_12 ( 6 ) 1 1.07 19.569 0.2 19:31:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 101 ) 2 0.5 16.593 0.17 0:02:00 2 0 0 100
exit_long_quick_w_0_8 ( 43 ) 1 0.82 15.633 0.16 5:10:00 1 0 0 100
exit_long_normal_d_0_38 ( 6 142 ) 1 0.27 7.032 0.07 2:45:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.4 6.419 0.06 0:01:00 1 0 0 100
exit_long_tc_u_0 ( 142 ) 1 0.35 5.763 0.06 0:01:00 1 0 0 100
exit_long_rapid_rpd_3 ( 101 ) 1 0.64 5.318 0.05 6:42:00 1 0 0 100
exit_long_rapid_d_0_50 ( 101 ) 1 0.11 1.326 0.01 16:12:00 1 0 0 100
force_exit 5 -3.31 -1316.298 -13.16 16 days, 6:37:00 0 0 5 0
TOTAL 41 0.47 -726.204 -7.26 2 days, 9:23:00 36 0 5 87.8

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 2 1.8 167.761 1.68 6 days, 22:48:00 2 0 0 100
('42 ', 'exit_long_quick_w_3_11 ( 42 )') 1 3.73 55.736 0.56 1:10:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_100 ( 142 )') 1 2.67 44.143 0.44 11:35:00 1 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 2 2.52 42.015 0.42 0:04:00 2 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.29 41.891 0.42 0:06:00 2 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 12 0.33 32.940 0.33 0:02:00 12 0 0 100
('6 ', 'exit_long_normal_d_1_70 ( 6 )') 1 1.83 30.400 0.3 0:30:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 3 1.09 27.585 0.28 0:12:00 3 0 0 100
('42 ', 'exit_long_quick_d_1_81 ( 42 )') 1 1.64 26.148 0.26 1:00:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.58 24.036 0.24 0:02:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.17 19.785 0.2 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_12 ( 6 )') 1 1.07 19.569 0.2 19:31:00 1 0 0 100
('2 3 101 ', 'exit_long_normal_u_0 ( 2 3 101 )') 2 0.5 16.593 0.17 0:02:00 2 0 0 100
('43 ', 'exit_long_quick_w_0_8 ( 43 )') 1 0.82 15.633 0.16 5:10:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_0_38 ( 6 142 )') 1 0.27 7.032 0.07 2:45:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.4 6.419 0.06 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 1 0.35 5.763 0.06 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_3 ( 101 )') 1 0.64 5.318 0.05 6:42:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_50 ( 101 )') 1 0.11 1.326 0.01 16:12:00 1 0 0 100
('120 ', 'force_exit') 1 -1.69 -62.178 -0.62 6 days, 9:25:00 0 0 1 0
('101 ', 'force_exit') 2 -3.2 -339.187 -3.39 19 days, 5:40:00 0 0 2 0
('6 ', 'force_exit') 2 -4.25 -914.933 -9.15 18 days, 6:10:00 0 0 2 0
TOTAL 41 0.47 -726.204 -7.26 2 days, 9:23:00 36 0 5 87.8

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/04/2024 3.988 2 0 0
02/04/2024 77.126 5 0 0
03/04/2024 21.379 1 0 0
04/04/2024 0 0 0 0
05/04/2024 0 0 0 0
06/04/2024 0 0 0 0
07/04/2024 0 0 0 0
08/04/2024 0 0 0 0
09/04/2024 0 0 0 0
10/04/2024 35.717 2 0 0
11/04/2024 102.088 2 0 0
12/04/2024 72.254 11 0 0
13/04/2024 39.4 5 0 0
14/04/2024 79.773 2 0 0
15/04/2024 0 0 0 0
16/04/2024 83.073 1 0 0
17/04/2024 0 0 0 0
18/04/2024 19.569 1 0 0
19/04/2024 0 0 0 0
20/04/2024 0 0 0 0
21/04/2024 0 0 0 0
22/04/2024 0 0 0 0
23/04/2024 0 0 0 0
24/04/2024 0 0 0 0
25/04/2024 20.513 1 0 0
26/04/2024 6.419 1 0 0
27/04/2024 0 0 0 0
28/04/2024 0 0 0 0
29/04/2024 0 0 0 0
30/04/2024 28.796 2 0 0
01/05/2024 -1316.298 0 0 5

SUMMARY METRICS

Metric Value
Backtesting from 2024-04-01 00:00:00
Backtesting to 2024-05-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 41 / 1.37
Starting balance 10000 USDT
Final balance 9273.796 USDT
Absolute profit -726.204 USDT
Total profit % -7.26%
CAGR % -60.04%
Sortino -2.69
Sharpe -4.16
Calmar -37.21
Profit factor 0.45
Expectancy (Ratio) -17.71 (-0.07)
Avg. daily profit % -0.24%
Avg. stake amount 1107.94 USDT
Total trade volume 45425.554 USDT
Best Pair FARM/USDT 0.73%
Worst Pair LTO/USDT -5.43%
Best trade FARM/USDT 3.73%
Worst trade LTO/USDT -5.37%
Best day 102.088 USDT
Worst day -1316.298 USDT
Days win/draw/lose 13 / 17 / 1
Avg. Duration Winners 11:06:00
Avg. Duration Loser 16 days, 6:37:00
Max Consecutive Wins / Loss 36 / 5
Rejected Entry signals 1230
Entry/Exit Timeouts 0 / 0
Min balance 9273.796 USDT
Max balance 10590.094 USDT
Max % of account underwater 12.43%
Absolute Drawdown (Account) 12.43%
Absolute Drawdown 1316.298 USDT
Drawdown high 590.094 USDT
Drawdown low -726.204 USDT
Drawdown Start 2024-04-30 20:10:00
Drawdown End 2024-05-01 00:00:00
Market change -31.68%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 41 0.47 -726.204 -7.26 2 days, 9:23:00 36 0 5 87.8 1316.298 USDT 12.43%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20240501-20240601

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 2 days, 13:17:00 2 days, 13:17:00 2 days, 13:17:00 3 days, 2:08:00 3 days, 2:08:00
Market Change 2.58 % 2.58 % 2.58 % 2.35 % 2.35 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.1134 % 0.1134 %
Profit Mean 2.55 % 2.55 % 2.55 % 2.77 % 2.77 %
Profit Sum 25.5 % 25.5 % 25.5 % 22.13 % 22.13 %
Profit Total 4.57 % 4.57 % 4.57 % 4.8 % 4.8 %
Trades 10 10 10 8 8
Win Rate 100.0 % 100.0 % 100.0 % 87.5 % 87.5 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
AUDIO/USDT 1 8.8 149.315 1.49 5:29:00 1 0 0 100
QI/USDT 1 4.92 97.017 0.97 2:10:00 1 0 0 100
ALGO/USDT 1 1.81 82.663 0.83 23 days, 18:03:00 1 0 0 100
IDEX/USDT 2 1.52 50.505 0.51 0:28:00 2 0 0 100
STX/USDT 1 2.01 33.697 0.34 0:06:00 1 0 0 100
CKB/USDT 1 1.88 16.345 0.16 5:15:00 1 0 0 100
UMA/USDT 1 1.7 14.170 0.14 0:30:00 1 0 0 100
ENJ/USDT 1 0.7 7.151 0.07 2:30:00 1 0 0 100
BNX/USDT 1 0.63 5.688 0.06 1 day, 1:50:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CELR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 10 2.55 456.551 4.57 2 days, 13:17:00 10 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.0 0.000 0.0 0:00 0 0 0 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 2 6.86 246.332 2.46 3:50:00 2 0 0 100
120 1 1.81 82.663 0.83 23 days, 18:03:00 1 0 0 100
101 4 1.23 43.354 0.43 8:31:00 4 0 0 100
142 1 2.01 33.697 0.34 0:06:00 1 0 0 100
5 1 1.92 31.768 0.32 0:41:00 1 0 0 100
41 1 1.12 18.737 0.19 0:15:00 1 0 0 100
TOTAL 10 2.55 456.551 4.57 2 days, 13:17:00 10 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_8_93 ( 6 ) 1 8.8 149.315 1.49 5:29:00 1 0 0 100
exit_long_normal_d_5_86 ( 6 ) 1 4.92 97.017 0.97 2:10:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.81 82.663 0.83 23 days, 18:03:00 1 0 0 100
exit_long_tc_u_2 ( 142 ) 1 2.01 33.697 0.34 0:06:00 1 0 0 100
exit_long_normal_d_1_94 ( 5 ) 1 1.92 31.768 0.32 0:41:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.12 18.737 0.19 0:15:00 1 0 0 100
exit_long_rapid_rpd_6 ( 101 ) 1 1.88 16.345 0.16 5:15:00 1 0 0 100
exit_long_rapid_d_1_60 ( 101 ) 1 1.7 14.170 0.14 0:30:00 1 0 0 100
exit_long_rapid_rpd_8 ( 101 ) 1 0.7 7.151 0.07 2:30:00 1 0 0 100
exit_long_rapid_rpd_7 ( 101 ) 1 0.63 5.688 0.06 1 day, 1:50:00 1 0 0 100
TOTAL 10 2.55 456.551 4.57 2 days, 13:17:00 10 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_8_93 ( 6 )') 1 8.8 149.315 1.49 5:29:00 1 0 0 100
('6 ', 'exit_long_normal_d_5_86 ( 6 )') 1 4.92 97.017 0.97 2:10:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.81 82.663 0.83 23 days, 18:03:00 1 0 0 100
('142 ', 'exit_long_tc_u_2 ( 142 )') 1 2.01 33.697 0.34 0:06:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_94 ( 5 )') 1 1.92 31.768 0.32 0:41:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.12 18.737 0.19 0:15:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_6 ( 101 )') 1 1.88 16.345 0.16 5:15:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_60 ( 101 )') 1 1.7 14.170 0.14 0:30:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_8 ( 101 )') 1 0.7 7.151 0.07 2:30:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_7 ( 101 )') 1 0.63 5.688 0.06 1 day, 1:50:00 1 0 0 100
TOTAL 10 2.55 456.551 4.57 2 days, 13:17:00 10 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/05/2024 16.345 1 0 0
02/05/2024 0 0 0 0
03/05/2024 0 0 0 0
04/05/2024 0 0 0 0
05/05/2024 0 0 0 0
06/05/2024 0 0 0 0
07/05/2024 0 0 0 0
08/05/2024 31.768 1 0 0
09/05/2024 32.907 2 0 0
10/05/2024 97.017 1 0 0
11/05/2024 0 0 0 0
12/05/2024 0 0 0 0
13/05/2024 0 0 0 0
14/05/2024 0 0 0 0
15/05/2024 0 0 0 0
16/05/2024 33.697 1 0 0
17/05/2024 0 0 0 0
18/05/2024 0 0 0 0
19/05/2024 0 0 0 0
20/05/2024 0 0 0 0
21/05/2024 0 0 0 0
22/05/2024 0 0 0 0
23/05/2024 0 0 0 0
24/05/2024 149.315 1 0 0
25/05/2024 82.663 1 0 0
26/05/2024 0 0 0 0
27/05/2024 0 0 0 0
28/05/2024 0 0 0 0
29/05/2024 0 0 0 0
30/05/2024 5.688 1 0 0
31/05/2024 7.151 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2024-05-01 00:00:00
Backtesting to 2024-06-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 10 / 0.32
Starting balance 10000 USDT
Final balance 10456.551 USDT
Absolute profit 456.551 USDT
Total profit % 4.57%
CAGR % 69.15%
Sortino -100.00
Sharpe 6.18
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 45.66 (100.00)
Avg. daily profit % 0.15%
Avg. stake amount 1189.049 USDT
Total trade volume 11890.494 USDT
Best Pair AUDIO/USDT 1.49%
Worst Pair 1INCH/USDT 0.00%
Best trade AUDIO/USDT 8.80%
Worst trade BNX/USDT 0.63%
Best day 149.315 USDT
Worst day 0 USDT
Days win/draw/lose 9 / 22 / 0
Avg. Duration Winners 2 days, 13:17:00
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+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 2.58%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 10 2.55 456.551 4.57 2 days, 13:17:00 10 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20240601-20240701

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 1 day, 8:51:00 1 day, 8:51:00 1 day, 8:51:00 14:08:00 14:08:00
Market Change -25.85 % -25.85 % -25.85 % -25.85 % -25.85 %
Max Drawdown 2.5617 % 2.5617 % 2.5617 % 0.0 % 0.0 %
Profit Mean 1.11 % 1.11 % 1.11 % 1.44 % 1.44 %
Profit Sum 44.31 % 44.31 % 44.31 % 61.79 % 61.79 %
Profit Total 6.26 % 6.26 % 6.26 % 11.39 % 11.39 %
Trades 40 40 40 43 43
Win Rate 95.0 % 95.0 % 95.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BAKE/USDT 5 2.45 205.487 2.05 2:01:00 5 0 0 100
MDT/USDT 2 3.39 119.404 1.19 2:00:00 2 0 0 100
FTM/USDT 1 1.49 88.146 0.88 11 days, 18:05:00 1 0 0 100
BNX/USDT 3 1.59 70.478 0.7 0:26:00 3 0 0 100
SLP/USDT 1 3.3 54.606 0.55 0:45:00 1 0 0 100
ALGO/USDT 2 1.6 54.032 0.54 0:14:00 2 0 0 100
ATOM/USDT 2 1.51 41.281 0.41 0:20:00 2 0 0 100
CRV/USDT 1 1.98 33.775 0.34 0:01:00 1 0 0 100
BADGER/USDT 2 1.61 27.088 0.27 0:42:00 2 0 0 100
AXS/USDT 1 2.75 23.328 0.23 1:05:00 1 0 0 100
PEOPLE/USDT 2 0.63 22.046 0.22 1 day, 3:01:00 2 0 0 100
SANTOS/USDT 2 0.6 20.512 0.21 3:00:00 2 0 0 100
BAND/USDT 2 1.16 19.639 0.2 0:23:00 2 0 0 100
EOS/USDT 1 0.88 18.125 0.18 2 days, 4:21:00 1 0 0 100
CELR/USDT 1 1.02 17.288 0.17 0:38:00 1 0 0 100
THETA/USDT 1 1.02 17.270 0.17 0:13:00 1 0 0 100
HIGH/USDT 1 1.14 13.206 0.13 2:35:00 1 0 0 100
AVAX/USDT 1 1.49 12.481 0.12 0:02:00 1 0 0 100
AUCTION/USDT 1 0.68 11.320 0.11 0:02:00 1 0 0 100
STMX/USDT 1 1.32 11.187 0.11 0:01:00 1 0 0 100
RIF/USDT 1 1.14 9.842 0.1 0:13:00 1 0 0 100
STPT/USDT 1 0.68 6.067 0.06 2:06:00 1 0 0 100
ALPACA/USDT 1 0.52 4.374 0.04 0:02:00 1 0 0 100
MTL/USDT 1 0.15 2.672 0.03 1:04:00 1 0 0 100
PUNDIX/USDT 1 0.23 1.990 0.02 0:01:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 1 -6.75 -76.651 -0.77 13 days, 22:15:00 0 0 1 0
ALPHA/USDT 1 -6.73 -202.721 -2.03 23 days, 5:50:00 0 0 1 0
TOTAL 40 1.11 626.272 6.26 1 day, 8:51:00 38 0 2 95.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
WAXP/USDT 1 -6.75 -76.651 -0.77 13 days, 22:15:00 0 0 1 0
ALPHA/USDT 1 -6.73 -202.721 -2.03 23 days, 5:50:00 0 0 1 0
TOTAL 2 -6.74 -279.373 -2.79 18 days, 14:02:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 8 1.97 272.331 2.72 1:06:00 8 0 0 100
4 1 6.72 112.579 1.13 0:02:00 1 0 0 100
120 1 1.49 88.146 0.88 11 days, 18:05:00 1 0 0 100
143 3 1.07 54.178 0.54 0:26:00 3 0 0 100
142 2 1.46 52.537 0.53 1 day, 2:12:00 2 0 0 100
3 3 0.94 48.889 0.49 18:01:00 3 0 0 100
42 2 1.24 42.296 0.42 3:44:00 2 0 0 100
101 142 1 1.92 32.011 0.32 0:02:00 1 0 0 100
4 101 1 1.54 27.478 0.27 1:15:00 1 0 0 100
41 1 1.0 17.073 0.17 0:08:00 1 0 0 100
101 17 0.26 -121.247 -1.21 2 days, 5:20:00 15 0 2 88.2
TOTAL 40 1.11 626.272 6.26 1 day, 8:51:00 38 0 2 95.0

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_6 ( 4 ) 1 6.72 112.579 1.13 0:02:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.49 88.146 0.88 11 days, 18:05:00 1 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.82 65.690 0.66 1:40:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 5 1.34 57.358 0.57 0:04:00 5 0 0 100
exit_profit_long_normal_t_3_2_m ( 6 ) 1 3.3 54.606 0.55 0:45:00 1 0 0 100
exit_long_normal_d_3_3 ( 6 ) 1 2.96 53.714 0.54 2:19:00 1 0 0 100
exit_long_quick_w_2_8 ( 42 ) 1 2.29 38.858 0.39 1:35:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 2 1.02 34.557 0.35 0:26:00 2 0 0 100
exit_long_normal_d_1_46 ( 6 ) 1 1.96 34.468 0.34 0:45:00 1 0 0 100
exit_long_tc_u_2 ( 142 ) 1 2.04 34.411 0.34 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.98 33.775 0.34 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 101 142 ) 1 1.92 32.011 0.32 0:02:00 1 0 0 100
exit_long_normal_w_1_3 ( 4 101 ) 1 1.54 27.478 0.27 1:15:00 1 0 0 100
exit_long_rapid_w_2_3 ( 101 ) 1 2.75 23.328 0.23 1:05:00 1 0 0 100
exit_long_normal_d_1_71 ( 6 ) 1 1.35 23.188 0.23 0:30:00 1 0 0 100
exit_long_normal_d_1_81 ( 6 ) 1 1.11 19.741 0.2 1:45:00 1 0 0 100
exit_long_tc_d_1_20 ( 143 ) 1 1.16 19.621 0.2 0:27:00 1 0 0 100
exit_long_rapid_u_2 ( 101 ) 1 2.2 18.406 0.18 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.11 18.252 0.18 0:02:00 1 0 0 100
exit_long_tc_d_1_52 ( 142 ) 1 0.88 18.125 0.18 2 days, 4:21:00 1 0 0 100
exit_long_quick_d_1_20 ( 41 ) 1 1.0 17.073 0.17 0:08:00 1 0 0 100
exit_long_rapid_d_1_26 ( 101 ) 1 1.14 13.206 0.13 2:35:00 1 0 0 100
exit_long_normal_u_0 ( 3 ) 1 0.68 11.320 0.11 0:02:00 1 0 0 100
exit_long_rapid_d_1_70 ( 101 ) 1 1.09 9.271 0.09 0:39:00 1 0 0 100
exit_long_rapid_d_1_53 ( 101 ) 1 1.02 8.682 0.09 1:23:00 1 0 0 100
exit_long_rapid_d_1_20 ( 101 ) 1 1.02 8.614 0.09 0:44:00 1 0 0 100
exit_long_rapid_rpd_6 ( 101 ) 1 0.58 6.831 0.07 5:30:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 2 0.37 6.364 0.06 0:02:00 2 0 0 100
exit_long_rapid_rpd_2 ( 101 ) 1 0.68 6.067 0.06 2:06:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 3 ) 1 0.15 3.794 0.04 2 days, 6:00:00 1 0 0 100
exit_long_quick_w_0_8 ( 42 ) 1 0.2 3.438 0.03 5:52:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.15 2.672 0.03 1:04:00 1 0 0 100
force_exit 2 -6.74 -279.373 -2.79 18 days, 14:02:00 0 0 2 0
TOTAL 40 1.11 626.272 6.26 1 day, 8:51:00 38 0 2 95.0

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('4 ', 'exit_long_normal_u_6 ( 4 )') 1 6.72 112.579 1.13 0:02:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.49 88.146 0.88 11 days, 18:05:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.82 65.690 0.66 1:40:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 5 1.34 57.358 0.57 0:04:00 5 0 0 100
('6 ', 'exit_profit_long_normal_t_3_2_m ( 6 )') 1 3.3 54.606 0.55 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_3 ( 6 )') 1 2.96 53.714 0.54 2:19:00 1 0 0 100
('42 ', 'exit_long_quick_w_2_8 ( 42 )') 1 2.29 38.858 0.39 1:35:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 2 1.02 34.557 0.35 0:26:00 2 0 0 100
('6 ', 'exit_long_normal_d_1_46 ( 6 )') 1 1.96 34.468 0.34 0:45:00 1 0 0 100
('142 ', 'exit_long_tc_u_2 ( 142 )') 1 2.04 34.411 0.34 0:02:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.98 33.775 0.34 0:01:00 1 0 0 100
('101 142 ', 'exit_long_tc_u_1 ( 101 142 )') 1 1.92 32.011 0.32 0:02:00 1 0 0 100
('4 101 ', 'exit_long_normal_w_1_3 ( 4 101 )') 1 1.54 27.478 0.27 1:15:00 1 0 0 100
('101 ', 'exit_long_rapid_w_2_3 ( 101 )') 1 2.75 23.328 0.23 1:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_71 ( 6 )') 1 1.35 23.188 0.23 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_81 ( 6 )') 1 1.11 19.741 0.2 1:45:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 1 1.16 19.621 0.2 0:27:00 1 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 1 2.2 18.406 0.18 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.11 18.252 0.18 0:02:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_52 ( 142 )') 1 0.88 18.125 0.18 2 days, 4:21:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_20 ( 41 )') 1 1.0 17.073 0.17 0:08:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_26 ( 101 )') 1 1.14 13.206 0.13 2:35:00 1 0 0 100
('3 ', 'exit_long_normal_u_0 ( 3 )') 1 0.68 11.320 0.11 0:02:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_70 ( 101 )') 1 1.09 9.271 0.09 0:39:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_53 ( 101 )') 1 1.02 8.682 0.09 1:23:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_20 ( 101 )') 1 1.02 8.614 0.09 0:44:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_6 ( 101 )') 1 0.58 6.831 0.07 5:30:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 2 0.37 6.364 0.06 0:02:00 2 0 0 100
('101 ', 'exit_long_rapid_rpd_2 ( 101 )') 1 0.68 6.067 0.06 2:06:00 1 0 0 100
('3 ', 'exit_profit_long_normal_t_0_1_m ( 3 )') 1 0.15 3.794 0.04 2 days, 6:00:00 1 0 0 100
('42 ', 'exit_long_quick_w_0_8 ( 42 )') 1 0.2 3.438 0.03 5:52:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.15 2.672 0.03 1:04:00 1 0 0 100
('101 ', 'force_exit') 2 -6.74 -279.373 -2.79 18 days, 14:02:00 0 0 2 0
TOTAL 40 1.11 626.272 6.26 1 day, 8:51:00 38 0 2 95.0

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
02/06/2024 18.252 1 0 0
03/06/2024 54.606 1 0 0
04/06/2024 0 0 0 0
05/06/2024 0 0 0 0
06/06/2024 0 0 0 0
07/06/2024 275.195 11 0 0
08/06/2024 13.206 1 0 0
09/06/2024 0 0 0 0
10/06/2024 0 0 0 0
11/06/2024 0 0 0 0
12/06/2024 0 0 0 0
13/06/2024 33.775 1 0 0
14/06/2024 26.982 2 0 0
15/06/2024 9.842 1 0 0
16/06/2024 6.831 1 0 0
17/06/2024 5.428 2 0 0
18/06/2024 127.291 8 0 0
19/06/2024 58.598 2 0 0
20/06/2024 18.125 1 0 0
21/06/2024 0 0 0 0
22/06/2024 119.404 2 0 0
23/06/2024 0 0 0 0
24/06/2024 90.818 2 0 0
25/06/2024 0 0 0 0
26/06/2024 0 0 0 0
27/06/2024 0 0 0 0
28/06/2024 0 0 0 0
29/06/2024 47.291 2 0 0
30/06/2024 0 0 0 0
01/07/2024 -279.373 0 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2024-06-01 00:00:00
Backtesting to 2024-07-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 40 / 1.33
Starting balance 10000 USDT
Final balance 10626.272 USDT
Absolute profit 626.272 USDT
Total profit % 6.26%
CAGR % 109.40%
Sortino 6.33
Sharpe 8.94
Calmar 155.69
Profit factor 3.24
Expectancy (Ratio) 15.66 (0.11)
Avg. daily profit % 0.21%
Avg. stake amount 1308.612 USDT
Total trade volume 52344.465 USDT
Best Pair BAKE/USDT 2.05%
Worst Pair WAXP/USDT -0.77%
Best trade BAKE/USDT 6.72%
Worst trade WAXP/USDT -6.75%
Best day 275.195 USDT
Worst day -279.373 USDT
Days win/draw/lose 15 / 14 / 1
Avg. Duration Winners 11:06:00
Avg. Duration Loser 18 days, 14:02:00
Max Consecutive Wins / Loss 38 / 2
Rejected Entry signals 317
Entry/Exit Timeouts 0 / 0
Min balance 10018.252 USDT
Max balance 10905.645 USDT
Max % of account underwater 2.56%
Absolute Drawdown (Account) 2.56%
Absolute Drawdown 279.373 USDT
Drawdown high 905.645 USDT
Drawdown low 626.272 USDT
Drawdown Start 2024-06-29 07:40:00
Drawdown End 2024-07-01 00:00:00
Market change -25.85%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 40 1.11 626.272 6.26 1 day, 8:51:00 38 0 2 95.0 279.373 USDT 2.56%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20240701-20240801

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 1 day, 0:23:00 1 day, 0:23:00 1 day, 0:26:00 3 days, 18:34:00 3 days, 18:34:00
Market Change -5.99 % -5.99 % -5.99 % -6.26 % -6.26 %
Max Drawdown 0.0 % 0.0 % 0.0 % 3.736 % 3.736 %
Profit Mean 1.3 % 1.3 % 1.26 % 0.99 % 0.99 %
Profit Sum 28.5 % 28.5 % 27.74 % 14.89 % 14.89 %
Profit Total 4.18 % 4.18 % 4.13 % 1.24 % 1.24 %
Trades 22 22 22 15 15
Win Rate 100.0 % 100.0 % 100.0 % 93.33 % 93.33 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NEAR/USDT 1 1.37 86.267 0.86 18 days, 15:15:00 1 0 0 100
MLN/USDT 3 1.38 47.600 0.48 1:48:00 3 0 0 100
STRAX/USDT 1 1.86 31.658 0.32 5:40:00 1 0 0 100
PUNDIX/USDT 1 0.95 31.027 0.31 2 days, 17:46:00 1 0 0 100
RIF/USDT 1 1.39 23.945 0.24 1:06:00 1 0 0 100
CHR/USDT 1 1.43 23.724 0.24 0:02:00 1 0 0 100
MTL/USDT 1 1.1 18.329 0.18 0:04:00 1 0 0 100
FXS/USDT 1 2.16 18.023 0.18 0:43:00 1 0 0 100
FLUX/USDT 1 1.93 17.632 0.18 2:55:00 1 0 0 100
AUCTION/USDT 1 1.02 17.363 0.17 0:35:00 1 0 0 100
BCH/USDT 1 1.03 17.224 0.17 0:13:00 1 0 0 100
INJ/USDT 1 1.46 12.817 0.13 1:25:00 1 0 0 100
DYDX/USDT 1 1.45 12.052 0.12 0:01:00 1 0 0 100
BURGER/USDT 1 1.45 12.051 0.12 1:41:00 1 0 0 100
ZEN/USDT 1 1.22 10.427 0.1 0:30:00 1 0 0 100
FTM/USDT 1 1.25 10.368 0.1 0:03:00 1 0 0 100
PEOPLE/USDT 1 1.11 9.211 0.09 0:13:00 1 0 0 100
CELR/USDT 1 1.02 8.481 0.08 0:04:00 1 0 0 100
CAKE/USDT 1 0.62 5.403 0.05 1:29:00 1 0 0 100
BEL/USDT 1 0.54 4.720 0.05 1:27:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 22 1.3 418.322 4.18 1 day, 0:23:00 22 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.0 0.000 0.0 0:00 0 0 0 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
101 13 1.31 146.729 1.47 1:13:00 13 0 0 100
120 1 1.37 86.267 0.86 18 days, 15:15:00 1 0 0 100
6 3 1.27 80.048 0.8 1 day, 0:00:00 3 0 0 100
5 3 1.31 65.998 0.66 0:24:00 3 0 0 100
3 1 1.31 22.056 0.22 0:04:00 1 0 0 100
6 141 142 1 1.03 17.224 0.17 0:13:00 1 0 0 100
TOTAL 22 1.3 418.322 4.18 1 day, 0:23:00 22 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 1.37 86.267 0.86 18 days, 15:15:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 2 1.27 42.054 0.42 0:03:00 2 0 0 100
exit_long_rapid_u_1 ( 101 ) 4 1.21 40.112 0.4 0:05:00 4 0 0 100
exit_long_normal_w_1_10 ( 6 ) 1 1.86 31.658 0.32 5:40:00 1 0 0 100
exit_long_normal_d_1_100 ( 6 ) 1 0.95 31.027 0.31 2 days, 17:46:00 1 0 0 100
exit_long_normal_d_1_65 ( 5 ) 1 1.39 23.945 0.24 1:06:00 1 0 0 100
exit_long_rapid_d_1_70 ( 101 ) 2 1.4 23.753 0.24 0:32:00 2 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.31 22.056 0.22 0:04:00 1 0 0 100
exit_long_rapid_d_2_65 ( 101 ) 1 2.16 18.023 0.18 0:43:00 1 0 0 100
exit_long_rapid_d_2_26 ( 101 ) 1 1.93 17.632 0.18 2:55:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 1 1.02 17.363 0.17 0:35:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 1 1.03 17.224 0.17 0:13:00 1 0 0 100
exit_long_rapid_d_1_78 ( 101 ) 1 1.46 12.817 0.13 1:25:00 1 0 0 100
exit_long_rapid_rpd_6 ( 101 ) 1 1.25 12.217 0.12 4:45:00 1 0 0 100
exit_long_rapid_d_1_46 ( 101 ) 1 1.45 12.051 0.12 1:41:00 1 0 0 100
exit_long_rapid_rpd_3 ( 101 ) 2 0.58 10.123 0.1 1:28:00 2 0 0 100
TOTAL 22 1.3 418.322 4.18 1 day, 0:23:00 22 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 1.37 86.267 0.86 18 days, 15:15:00 1 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 2 1.27 42.054 0.42 0:03:00 2 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 4 1.21 40.112 0.4 0:05:00 4 0 0 100
('6 ', 'exit_long_normal_w_1_10 ( 6 )') 1 1.86 31.658 0.32 5:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_100 ( 6 )') 1 0.95 31.027 0.31 2 days, 17:46:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_65 ( 5 )') 1 1.39 23.945 0.24 1:06:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_70 ( 101 )') 2 1.4 23.753 0.24 0:32:00 2 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.31 22.056 0.22 0:04:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_65 ( 101 )') 1 2.16 18.023 0.18 0:43:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_26 ( 101 )') 1 1.93 17.632 0.18 2:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 1 1.02 17.363 0.17 0:35:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 1 1.03 17.224 0.17 0:13:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_78 ( 101 )') 1 1.46 12.817 0.13 1:25:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_6 ( 101 )') 1 1.25 12.217 0.12 4:45:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_46 ( 101 )') 1 1.45 12.051 0.12 1:41:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_3 ( 101 )') 2 0.58 10.123 0.1 1:28:00 2 0 0 100
TOTAL 22 1.3 418.322 4.18 1 day, 0:23:00 22 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/07/2024 12.217 1 0 0
02/07/2024 0 0 0 0
03/07/2024 0 0 0 0
04/07/2024 9.211 1 0 0
05/07/2024 196.207 14 0 0
06/07/2024 0 0 0 0
07/07/2024 0 0 0 0
08/07/2024 0 0 0 0
09/07/2024 0 0 0 0
10/07/2024 31.027 1 0 0
11/07/2024 0 0 0 0
12/07/2024 0 0 0 0
13/07/2024 0 0 0 0
14/07/2024 0 0 0 0
15/07/2024 0 0 0 0
16/07/2024 0 0 0 0
17/07/2024 0 0 0 0
18/07/2024 0 0 0 0
19/07/2024 31.658 1 0 0
20/07/2024 0 0 0 0
21/07/2024 0 0 0 0
22/07/2024 0 0 0 0
23/07/2024 0 0 0 0
24/07/2024 0 0 0 0
25/07/2024 27.79 2 0 0
26/07/2024 86.267 1 0 0
27/07/2024 0 0 0 0
28/07/2024 0 0 0 0
29/07/2024 0 0 0 0
30/07/2024 0 0 0 0
31/07/2024 23.945 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2024-07-01 00:00:00
Backtesting to 2024-08-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 22 / 0.71
Starting balance 10000 USDT
Final balance 10418.322 USDT
Absolute profit 418.322 USDT
Total profit % 4.18%
CAGR % 62.01%
Sortino -100.00
Sharpe 15.81
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 19.01 (100.00)
Avg. daily profit % 0.13%
Avg. stake amount 1172.191 USDT
Total trade volume 25788.194 USDT
Best Pair MLN/USDT 0.48%
Worst Pair 1INCH/USDT 0.00%
Best trade FXS/USDT 2.16%
Worst trade BEL/USDT 0.54%
Best day 196.207 USDT
Worst day 0 USDT
Days win/draw/lose 8 / 23 / 0
Avg. Duration Winners 1 day, 0:23:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 22 / 0
Rejected Entry signals 72
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -5.99%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 22 1.30 418.322 4.18 1 day, 0:23:00 22 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20240801-20240901

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 20:50:00 20:50:00 20:50:00 1 day, 2:42:00 1 day, 10:13:00
Market Change -16.93 % -16.93 % -16.93 % -16.89 % -16.89 %
Max Drawdown 1.5024 % 1.5024 % 1.4948 % 2.1956 % 2.7716 %
Profit Mean 0.72 % 0.72 % 0.73 % 1.33 % 1.31 %
Profit Sum 27.4 % 27.4 % 27.81 % 56.03 % 53.65 %
Profit Total 4.81 % 4.81 % 4.82 % 8.04 % 6.54 %
Trades 38 38 38 42 41
Win Rate 94.74 % 94.74 % 94.74 % 95.24 % 95.12 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
SKL/USDT 3 1.45 81.721 0.82 8:25:00 3 0 0 100
FTM/USDT 2 0.81 78.866 0.79 8 days, 15:30:00 1 0 1 50.0
MBOX/USDT 1 3.75 64.296 0.64 1:40:00 1 0 0 100
RARE/USDT 4 0.86 54.379 0.54 0:06:00 4 0 0 100
BURGER/USDT 3 1.04 53.979 0.54 0:33:00 3 0 0 100
STRAX/USDT 1 3.16 53.346 0.53 4:00:00 1 0 0 100
RUNE/USDT 1 2.01 34.968 0.35 1:10:00 1 0 0 100
STMX/USDT 2 0.92 29.549 0.3 4:06:00 2 0 0 100
FET/USDT 1 1.19 20.714 0.21 0:35:00 1 0 0 100
ARPA/USDT 1 1.21 20.125 0.2 0:06:00 1 0 0 100
PEOPLE/USDT 1 1.19 19.845 0.2 0:15:00 1 0 0 100
ALPACA/USDT 3 0.52 19.564 0.2 3:17:00 3 0 0 100
1INCH/USDT 2 0.97 18.204 0.18 7:04:00 2 0 0 100
NEAR/USDT 1 1.01 17.467 0.17 0:05:00 1 0 0 100
BNX/USDT 1 1.32 11.003 0.11 0:05:00 1 0 0 100
LIT/USDT 1 1.3 10.973 0.11 0:06:00 1 0 0 100
ERN/USDT 1 1.04 8.991 0.09 0:04:00 1 0 0 100
ALICE/USDT 1 1.03 8.604 0.09 0:02:00 1 0 0 100
ALGO/USDT 2 0.44 8.147 0.08 3:05:00 2 0 0 100
ETH/USDT 1 0.44 7.236 0.07 0:01:00 1 0 0 100
AUDIO/USDT 1 0.73 7.132 0.07 3:08:00 1 0 0 100
AVAX/USDT 1 0.53 4.366 0.04 0:06:00 1 0 0 100
REQ/USDT 1 0.14 2.420 0.02 2:50:00 1 0 0 100
CRV/USDT 1 0.07 0.925 0.01 23:20:00 1 0 0 100
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CELR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 1 -11.47 -155.721 -1.56 11 days, 9:15:00 0 0 1 0
TOTAL 38 0.72 481.099 4.81 20:50:00 36 0 2 94.7

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FTM/USDT 1 -0.22 -4.152 -0.04 4 days, 7:55:00 0 0 1 0
BAKE/USDT 1 -11.47 -155.721 -1.56 11 days, 9:15:00 0 0 1 0
TOTAL 2 -5.84 -159.873 -1.6 7 days, 20:35:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 8 1.37 199.644 2.0 4:33:00 8 0 0 100
120 2 0.81 78.866 0.79 8 days, 15:30:00 1 0 1 50.0
42 2 1.89 62.716 0.63 1:00:00 2 0 0 100
3 1 3.16 53.346 0.53 4:00:00 1 0 0 100
41 101 4 0.58 39.615 0.4 1:11:00 4 0 0 100
142 2 1.1 38.181 0.38 0:20:00 2 0 0 100
3 4 6 101 1 1.49 25.037 0.25 0:03:00 1 0 0 100
2 6 1 1.11 19.035 0.19 0:02:00 1 0 0 100
2 43 101 1 1.03 17.034 0.17 0:03:00 1 0 0 100
141 1 0.44 7.236 0.07 0:01:00 1 0 0 100
101 15 -0.05 -59.612 -0.6 21:54:00 14 0 1 93.3
TOTAL 38 0.72 481.099 4.81 20:50:00 36 0 2 94.7

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 1.83 83.018 0.83 12 days, 23:06:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.31 67.352 0.67 0:05:00 3 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.75 64.296 0.64 1:40:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 6 1.13 56.780 0.57 0:03:00 6 0 0 100
exit_profit_long_normal_t_3_2_m ( 3 ) 1 3.16 53.346 0.53 4:00:00 1 0 0 100
exit_long_quick_w_2_11 ( 42 ) 1 2.59 42.871 0.43 1:45:00 1 0 0 100
exit_long_normal_w_2_3 ( 6 ) 1 2.01 34.968 0.35 1:10:00 1 0 0 100
exit_long_quick_u_1 ( 41 101 ) 1 1.52 26.341 0.26 0:22:00 1 0 0 100
exit_long_normal_u_1 ( 3 4 6 101 ) 1 1.49 25.037 0.25 0:03:00 1 0 0 100
exit_long_normal_d_1_63 ( 6 ) 1 0.72 21.816 0.22 23:28:00 1 0 0 100
exit_long_tc_d_1_77 ( 142 ) 1 1.19 20.714 0.21 0:35:00 1 0 0 100
exit_long_quick_d_1_73 ( 42 ) 1 1.19 19.845 0.2 0:15:00 1 0 0 100
exit_long_normal_u_1 ( 2 6 ) 1 1.11 19.035 0.19 0:02:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.01 17.467 0.17 0:05:00 1 0 0 100
exit_long_normal_u_1 ( 2 43 101 ) 1 1.03 17.034 0.17 0:03:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 3 0.59 14.918 0.15 0:03:00 3 0 0 100
exit_long_rapid_d_1_52 ( 101 ) 1 0.88 9.347 0.09 14:06:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 1 0.44 7.236 0.07 0:01:00 1 0 0 100
exit_long_rapid_rpd_3 ( 101 ) 1 0.73 7.132 0.07 3:08:00 1 0 0 100
exit_long_quick_d_0_3 ( 41 101 ) 1 0.4 6.752 0.07 1:30:00 1 0 0 100
exit_long_normal_w_0_7 ( 6 ) 1 0.28 6.131 0.06 9:10:00 1 0 0 100
exit_long_normal_d_0_80 ( 6 ) 1 0.29 5.081 0.05 0:41:00 1 0 0 100
exit_long_rapid_rpd_6 ( 101 ) 1 0.34 4.512 0.05 8:10:00 1 0 0 100
exit_long_quick_u_0 ( 41 101 ) 1 0.24 4.102 0.04 0:01:00 1 0 0 100
exit_long_rapid_d_0_38 ( 101 ) 1 0.21 2.496 0.02 6:09:00 1 0 0 100
exit_long_quick_d_0_82 ( 41 101 ) 1 0.14 2.420 0.02 2:50:00 1 0 0 100
exit_long_rapid_d_0_35 ( 101 ) 1 0.07 0.925 0.01 23:20:00 1 0 0 100
force_exit 2 -5.84 -159.873 -1.6 7 days, 20:35:00 0 0 2 0
TOTAL 38 0.72 481.099 4.81 20:50:00 36 0 2 94.7

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 1.83 83.018 0.83 12 days, 23:06:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.31 67.352 0.67 0:05:00 3 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.75 64.296 0.64 1:40:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 6 1.13 56.780 0.57 0:03:00 6 0 0 100
('3 ', 'exit_profit_long_normal_t_3_2_m ( 3 )') 1 3.16 53.346 0.53 4:00:00 1 0 0 100
('42 ', 'exit_long_quick_w_2_11 ( 42 )') 1 2.59 42.871 0.43 1:45:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_3 ( 6 )') 1 2.01 34.968 0.35 1:10:00 1 0 0 100
('41 101 ', 'exit_long_quick_u_1 ( 41 101 )') 1 1.52 26.341 0.26 0:22:00 1 0 0 100
('3 4 6 101 ', 'exit_long_normal_u_1 ( 3 4 6 101 )') 1 1.49 25.037 0.25 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_63 ( 6 )') 1 0.72 21.816 0.22 23:28:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_77 ( 142 )') 1 1.19 20.714 0.21 0:35:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_73 ( 42 )') 1 1.19 19.845 0.2 0:15:00 1 0 0 100
('2 6 ', 'exit_long_normal_u_1 ( 2 6 )') 1 1.11 19.035 0.19 0:02:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.01 17.467 0.17 0:05:00 1 0 0 100
('2 43 101 ', 'exit_long_normal_u_1 ( 2 43 101 )') 1 1.03 17.034 0.17 0:03:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 3 0.59 14.918 0.15 0:03:00 3 0 0 100
('101 ', 'exit_long_rapid_d_1_52 ( 101 )') 1 0.88 9.347 0.09 14:06:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 1 0.44 7.236 0.07 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_3 ( 101 )') 1 0.73 7.132 0.07 3:08:00 1 0 0 100
('41 101 ', 'exit_long_quick_d_0_3 ( 41 101 )') 1 0.4 6.752 0.07 1:30:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_7 ( 6 )') 1 0.28 6.131 0.06 9:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_80 ( 6 )') 1 0.29 5.081 0.05 0:41:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_6 ( 101 )') 1 0.34 4.512 0.05 8:10:00 1 0 0 100
('41 101 ', 'exit_long_quick_u_0 ( 41 101 )') 1 0.24 4.102 0.04 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_38 ( 101 )') 1 0.21 2.496 0.02 6:09:00 1 0 0 100
('41 101 ', 'exit_long_quick_d_0_82 ( 41 101 )') 1 0.14 2.420 0.02 2:50:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_35 ( 101 )') 1 0.07 0.925 0.01 23:20:00 1 0 0 100
('120 ', 'force_exit') 1 -0.22 -4.152 -0.04 4 days, 7:55:00 0 0 1 0
('101 ', 'force_exit') 1 -11.47 -155.721 -1.56 11 days, 9:15:00 0 0 1 0
TOTAL 38 0.72 481.099 4.81 20:50:00 36 0 2 94.7

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/08/2024 59.905 2 0 0
04/08/2024 7.236 1 0 0
05/08/2024 144.499 15 0 0
06/08/2024 22.741 2 0 0
07/08/2024 10.973 1 0 0
08/08/2024 53.346 1 0 0
09/08/2024 0 0 0 0
10/08/2024 0 0 0 0
11/08/2024 0 0 0 0
12/08/2024 0 0 0 0
13/08/2024 0 0 0 0
14/08/2024 0 0 0 0
15/08/2024 83.018 1 0 0
16/08/2024 0 0 0 0
17/08/2024 0 0 0 0
18/08/2024 0 0 0 0
19/08/2024 19.035 1 0 0
20/08/2024 0 0 0 0
21/08/2024 70.427 2 0 0
22/08/2024 0 0 0 0
23/08/2024 0 0 0 0
24/08/2024 34.43 2 0 0
25/08/2024 0 0 0 0
26/08/2024 35.344 3 0 0
27/08/2024 79.304 4 0 0
28/08/2024 20.714 1 0 0
29/08/2024 0 0 0 0
30/08/2024 0 0 0 0
31/08/2024 0 0 0 0
01/09/2024 -159.873 0 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2024-08-01 00:00:00
Backtesting to 2024-09-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 38 / 1.23
Starting balance 10000 USDT
Final balance 10481.099 USDT
Absolute profit 481.099 USDT
Total profit % 4.81%
CAGR % 73.89%
Sortino 3.91
Sharpe 9.00
Calmar 197.34
Profit factor 4.01
Expectancy (Ratio) 12.66 (0.16)
Avg. daily profit % 0.16%
Avg. stake amount 1283.195 USDT
Total trade volume 48761.412 USDT
Best Pair SKL/USDT 0.82%
Worst Pair BAKE/USDT -1.56%
Best trade MBOX/USDT 3.75%
Worst trade BAKE/USDT -11.47%
Best day 144.499 USDT
Worst day -159.873 USDT
Days win/draw/lose 13 / 16 / 1
Avg. Duration Winners 11:31:00
Avg. Duration Loser 7 days, 20:35:00
Max Consecutive Wins / Loss 36 / 2
Rejected Entry signals 351
Entry/Exit Timeouts 0 / 0
Min balance 10017.034 USDT
Max balance 10640.972 USDT
Max % of account underwater 1.50%
Absolute Drawdown (Account) 1.50%
Absolute Drawdown 159.873 USDT
Drawdown high 640.972 USDT
Drawdown low 481.099 USDT
Drawdown Start 2024-08-28 16:00:00
Drawdown End 2024-09-01 00:00:00
Market change -16.93%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 38 0.72 481.099 4.81 20:50:00 36 0 2 94.7 159.873 USDT 1.50%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210101-20210201

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 5:49:00 5:49:00 5:40:00 8:08:00 8:10:00
Market Change 72.03 % 72.03 % 72.03 % 72.03 % 72.03 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 2.21 % 2.21 % 2.18 % 2.22 % 2.34 %
Profit Sum 326.68 % 326.68 % 331.69 % 299.8 % 315.98 %
Profit Total 71.34 % 71.34 % 72.37 % 69.94 % 74.37 %
Trades 148 148 152 135 135
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
STX/USDT 3 10.96 863.883 8.64 3:31:00 3 0 0 100
GRT/USDT 10 2.45 637.793 6.38 10:39:00 10 0 0 100
AAVE/USDT 9 2.13 435.664 4.36 2:26:00 9 0 0 100
ALEPH/USDT 9 2.15 418.297 4.18 0:41:00 9 0 0 100
XLM/USDT 7 2.57 380.738 3.81 1:48:00 7 0 0 100
TRX/USDT 1 12.61 346.945 3.47 1:27:00 1 0 0 100
DAG/USDT 12 1.47 341.699 3.42 1:12:00 12 0 0 100
KAI/USDT 5 2.38 301.612 3.02 1:49:00 5 0 0 100
XRP/USDT 5 2.82 264.989 2.65 0:28:00 5 0 0 100
ADA/USDT 6 2.01 239.817 2.4 0:21:00 6 0 0 100
VELO/USDT 5 2.97 231.737 2.32 0:06:00 5 0 0 100
VET/USDT 5 2.01 228.340 2.28 1:32:00 5 0 0 100
COTI/USDT 5 2.3 223.014 2.23 1:07:00 5 0 0 100
ALGO/USDT 4 2.05 219.343 2.19 1 day, 12:04:00 4 0 0 100
TEL/USDT 6 1.41 190.830 1.91 2:06:00 6 0 0 100
ATOM/USDT 4 1.32 169.750 1.7 18:30:00 4 0 0 100
DGB/USDT 2 3.57 138.962 1.39 0:58:00 2 0 0 100
EWT/USDT 3 2.41 138.525 1.39 0:28:00 3 0 0 100
SXP/USDT 5 1.44 135.535 1.36 0:09:00 5 0 0 100
SNX/USDT 4 1.26 102.964 1.03 1:29:00 4 0 0 100
FIL/USDT 1 1.43 100.844 1.01 12 days, 1:25:00 1 0 0 100
UOS/USDT 1 3.43 99.099 0.99 16:35:00 1 0 0 100
YFI/USDT 3 1.99 95.981 0.96 0:04:00 3 0 0 100
COMP/USDT 2 1.98 92.656 0.93 0:52:00 2 0 0 100
AVA/USDT 2 2.71 91.298 0.91 3:26:00 2 0 0 100
UNI/USDT 3 1.62 69.453 0.69 0:08:00 3 0 0 100
NIM/USDT 3 1.54 63.860 0.64 0:30:00 3 0 0 100
DIA/USDT 1 3.34 62.419 0.62 1:05:00 1 0 0 100
LTC/USDT 3 1.3 56.196 0.56 0:34:00 3 0 0 100
ETC/USDT 3 0.92 55.793 0.56 0:41:00 3 0 0 100
DASH/USDT 1 2.44 50.944 0.51 0:07:00 1 0 0 100
LINK/USDT 2 1.91 47.187 0.47 0:24:00 2 0 0 100
ETH/USDT 2 1.24 43.355 0.43 0:07:00 2 0 0 100
DEGO/USDT 1 1.81 36.737 0.37 0:42:00 1 0 0 100
BTC/USDT 1 2.05 36.093 0.36 0:38:00 1 0 0 100
CRO/USDT 1 2.09 35.138 0.35 0:27:00 1 0 0 100
DOT/USDT 2 0.93 34.588 0.35 3:26:00 2 0 0 100
NWC/USDT 3 0.87 26.631 0.27 0:08:00 3 0 0 100
CHR/USDT 1 0.27 10.157 0.1 3 days, 4:45:00 1 0 0 100
ROSE/USDT 1 0.31 9.842 0.1 3:55:00 1 0 0 100
PLU/USDT 1 0.18 5.207 0.05 7:04:00 1 0 0 100
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 148 2.21 7133.913 71.34 5:49:00 148 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FIL/USDT 1 1.43 100.844 1.01 12 days, 1:25:00 1 0 0 100
TOTAL 1 1.43 100.844 1.01 12 days, 1:25:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
142 15 4.34 1525.712 15.26 2:39:00 15 0 0 100
6 30 2.03 1366.718 13.67 4:20:00 30 0 0 100
101 30 1.6 545.170 5.45 0:32:00 30 0 0 100
141 7 3.06 525.744 5.26 0:26:00 7 0 0 100
120 4 1.62 394.304 3.94 6 days, 8:24:00 4 0 0 100
42 8 2.17 380.136 3.8 1:46:00 8 0 0 100
6 141 142 4 3.5 367.740 3.68 3:29:00 4 0 0 100
5 6 2.22 320.448 3.2 1:48:00 6 0 0 100
41 5 1.96 212.890 2.13 1:14:00 5 0 0 100
143 4 2.17 184.700 1.85 0:17:00 4 0 0 100
6 120 3 2.44 136.253 1.36 0:36:00 3 0 0 100
6 142 3 1.78 122.547 1.23 0:30:00 3 0 0 100
120 141 1 2.38 96.765 0.97 4:15:00 1 0 0 100
2 3 4 101 1 3.58 92.483 0.92 0:27:00 1 0 0 100
6 101 141 1 4.42 86.038 0.86 0:35:00 1 0 0 100
3 41 1 3.48 61.898 0.62 0:05:00 1 0 0 100
120 142 1 2.04 53.206 0.53 0:33:00 1 0 0 100
2 3 101 1 2.01 48.976 0.49 0:01:00 1 0 0 100
3 141 142 1 1.72 46.405 0.46 0:02:00 1 0 0 100
6 101 2 0.98 42.599 0.43 0:01:00 2 0 0 100
3 2 1.1 40.957 0.41 0:48:00 2 0 0 100
141 142 1 1.92 40.306 0.4 1:15:00 1 0 0 100
4 1 1.81 36.737 0.37 0:42:00 1 0 0 100
3 6 101 1 1.37 35.300 0.35 0:48:00 1 0 0 100
2 3 1 2.09 35.138 0.35 0:27:00 1 0 0 100
6 101 141 142 1 1.68 32.396 0.32 0:03:00 1 0 0 100
141 143 1 1.25 29.875 0.3 0:03:00 1 0 0 100
101 141 142 1 1.19 29.559 0.3 0:02:00 1 0 0 100
2 1 1.03 29.001 0.29 0:22:00 1 0 0 100
2 101 1 1.64 28.834 0.29 0:40:00 1 0 0 100
2 6 101 1 1.31 25.319 0.25 0:02:00 1 0 0 100
101 120 1 2.63 21.984 0.22 0:14:00 1 0 0 100
3 4 101 1 1.29 21.656 0.22 0:07:00 1 0 0 100
2 101 120 142 1 1.16 21.365 0.21 0:09:00 1 0 0 100
42 120 1 1.03 21.324 0.21 0:35:00 1 0 0 100
6 141 143 1 1.05 20.345 0.2 0:42:00 1 0 0 100
6 120 141 142 1 1.1 20.246 0.2 0:05:00 1 0 0 100
6 141 1 1.01 19.622 0.2 0:04:00 1 0 0 100
2 6 1 0.54 13.219 0.13 0:06:00 1 0 0 100
TOTAL 148 2.21 7133.913 71.34 5:49:00 148 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_tc_t_12_1_m ( 142 ) 1 27.77 722.947 7.23 8:45:00 1 0 0 100
exit_long_tc_o_11 ( 141 ) 1 12.61 346.945 3.47 1:27:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 10 1.39 296.938 2.97 0:08:00 10 0 0 100
exit_long_grind_g ( 120 ) 3 1.69 293.460 2.93 4 days, 10:43:00 3 0 0 100
exit_long_normal_d_10_100 ( 6 141 142 ) 1 11.25 293.305 2.93 1:45:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 15 1.3 212.822 2.13 0:11:00 15 0 0 100
exit_long_normal_d_5_3 ( 6 ) 1 5.03 131.111 1.31 1:50:00 1 0 0 100
exit_long_normal_u_4 ( 5 ) 1 4.45 114.061 1.14 0:02:00 1 0 0 100
exit_profit_long_tc_t_6_2_m ( 142 ) 1 6.58 112.248 1.12 3:40:00 1 0 0 100
exit_long_normal_w_5_12 ( 6 ) 1 5.56 108.324 1.08 1:55:00 1 0 0 100
exit_profit_long_normal_t_3_1_m ( 6 ) 1 3.96 107.954 1.08 0:55:00 1 0 0 100
exit_long_rapid_u_8 ( 101 ) 1 8.99 106.711 1.07 0:01:00 1 0 0 100
exit_long_tc_d_5_64 ( 142 ) 1 5.34 104.112 1.04 0:37:00 1 0 0 100
exit_long_normal_u_5 ( 5 ) 1 4.14 103.513 1.04 2:57:00 1 0 0 100
exit_long_tc_d_2_55 ( 142 ) 2 1.56 101.472 1.01 8:45:00 2 0 0 100
force_exit 1 1.43 100.844 1.01 12 days, 1:25:00 1 0 0 100
exit_long_normal_d_4_100 ( 6 ) 1 3.43 99.099 0.99 16:35:00 1 0 0 100
exit_long_tc_w_3_7 ( 120 141 ) 1 2.38 96.765 0.97 4:15:00 1 0 0 100
exit_long_normal_u_3 ( 2 3 4 101 ) 1 3.58 92.483 0.92 0:27:00 1 0 0 100
exit_long_quick_q_8 ( 42 ) 1 4.43 89.350 0.89 0:30:00 1 0 0 100
exit_long_normal_d_4_105 ( 6 120 ) 1 4.97 87.493 0.87 0:15:00 1 0 0 100
exit_long_tc_d_3_89 ( 142 ) 1 3.12 86.687 0.87 1:24:00 1 0 0 100
exit_long_normal_d_4_97 ( 6 101 141 ) 1 4.42 86.038 0.86 0:35:00 1 0 0 100
exit_long_normal_d_4_105 ( 6 ) 1 4.18 81.429 0.81 0:23:00 1 0 0 100
exit_long_tc_w_3_14 ( 142 ) 1 3.91 74.405 0.74 1:05:00 1 0 0 100
exit_long_tc_d_4_40 ( 142 ) 1 4.08 72.462 0.72 0:45:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 3 1.13 72.178 0.72 0:02:00 3 0 0 100
exit_long_quick_u_1 ( 42 ) 2 1.53 69.319 0.69 0:05:00 2 0 0 100
exit_long_normal_d_2_71 ( 6 ) 1 2.56 68.819 0.69 0:25:00 1 0 0 100
exit_long_quick_q_6 ( 42 ) 1 3.19 68.038 0.68 6:50:00 1 0 0 100
exit_long_rapid_u_2 ( 101 ) 3 2.23 66.181 0.66 0:06:00 3 0 0 100
exit_long_tc_d_2_8 ( 142 ) 1 2.08 66.083 0.66 3:45:00 1 0 0 100
exit_long_tc_d_3_20 ( 143 ) 1 3.53 65.442 0.65 0:21:00 1 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.34 62.419 0.62 1:05:00 1 0 0 100
exit_long_normal_d_3_20 ( 3 41 ) 1 3.48 61.898 0.62 0:05:00 1 0 0 100
exit_long_quick_d_2_75 ( 42 ) 1 2.49 61.578 0.62 0:50:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 2 1.28 61.574 0.62 0:02:00 2 0 0 100
exit_long_normal_w_2_8 ( 6 ) 1 2.75 61.048 0.61 1:25:00 1 0 0 100
exit_long_quick_q_2 ( 41 ) 1 1.71 58.329 0.58 4:32:00 1 0 0 100
exit_long_quick_d_3_70 ( 41 ) 1 3.43 57.532 0.58 0:20:00 1 0 0 100
exit_long_tc_d_2_71 ( 141 ) 1 2.7 56.318 0.56 0:20:00 1 0 0 100
exit_long_tc_d_2_70 ( 143 ) 1 1.97 54.248 0.54 0:25:00 1 0 0 100
exit_long_tc_d_2_65 ( 120 142 ) 1 2.04 53.206 0.53 0:33:00 1 0 0 100
exit_long_normal_d_2_81 ( 6 142 ) 1 1.78 51.179 0.51 1:14:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.44 50.944 0.51 0:07:00 1 0 0 100
exit_long_tc_d_1_99 ( 141 ) 2 1.37 50.303 0.5 0:34:00 2 0 0 100
exit_long_normal_u_2 ( 2 3 101 ) 1 2.01 48.976 0.49 0:01:00 1 0 0 100
exit_long_normal_w_2_7 ( 6 ) 1 2.79 48.895 0.49 1:25:00 1 0 0 100
exit_long_normal_d_2_81 ( 6 ) 1 1.74 46.848 0.47 1:40:00 1 0 0 100
exit_long_normal_u_1 ( 3 141 142 ) 1 1.72 46.405 0.46 0:02:00 1 0 0 100
exit_long_quick_u_2 ( 41 ) 1 2.48 46.371 0.46 0:04:00 1 0 0 100
exit_long_quick_u_2 ( 42 ) 1 2.12 43.635 0.44 0:02:00 1 0 0 100
exit_long_normal_d_2_99 ( 6 142 ) 1 2.37 42.104 0.42 0:15:00 1 0 0 100
exit_long_tc_u_2 ( 142 ) 1 2.04 41.818 0.42 0:01:00 1 0 0 100
exit_long_tc_d_2_102 ( 141 142 ) 1 1.92 40.306 0.4 1:15:00 1 0 0 100
exit_long_normal_d_1_66 ( 5 ) 1 1.53 38.305 0.38 0:25:00 1 0 0 100
exit_long_tc_u_2 ( 143 ) 1 2.03 37.467 0.37 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 4 ) 1 1.81 36.737 0.37 0:42:00 1 0 0 100
exit_long_normal_w_1_11 ( 6 141 142 ) 1 1.31 36.306 0.36 4:06:00 1 0 0 100
exit_long_tc_d_2_72 ( 142 ) 1 2.05 36.093 0.36 0:38:00 1 0 0 100
exit_long_normal_w_1_2 ( 6 ) 1 1.4 35.888 0.36 10:26:00 1 0 0 100
exit_long_normal_d_1_20 ( 3 6 101 ) 1 1.37 35.300 0.35 0:48:00 1 0 0 100
exit_long_normal_u_2 ( 2 3 ) 1 2.09 35.138 0.35 0:27:00 1 0 0 100
exit_long_quick_d_1_70 ( 41 ) 1 1.39 34.217 0.34 0:30:00 1 0 0 100
exit_long_normal_d_2_42 ( 6 ) 1 2.05 34.036 0.34 0:58:00 1 0 0 100
exit_long_normal_d_1_20 ( 5 ) 1 1.98 33.060 0.33 0:20:00 1 0 0 100
exit_long_normal_u_1 ( 6 101 141 142 ) 1 1.68 32.396 0.32 0:03:00 1 0 0 100
exit_long_normal_d_1_70 ( 6 ) 1 1.21 31.609 0.32 0:20:00 1 0 0 100
exit_long_tc_u_1 ( 141 143 ) 1 1.25 29.875 0.3 0:03:00 1 0 0 100
exit_long_normal_u_1 ( 6 101 ) 1 1.38 29.807 0.3 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 101 141 142 ) 1 1.19 29.559 0.3 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.18 29.263 0.29 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.03 29.001 0.29 0:22:00 1 0 0 100
exit_long_normal_d_1_70 ( 2 101 ) 1 1.64 28.834 0.29 0:40:00 1 0 0 100
exit_long_tc_d_1_99 ( 142 ) 1 1.6 28.482 0.28 0:10:00 1 0 0 100
exit_long_normal_w_1_11 ( 6 ) 1 1.39 28.076 0.28 5:35:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 120 ) 1 1.51 27.824 0.28 0:38:00 1 0 0 100
exit_long_tc_d_1_20 ( 143 ) 1 1.15 27.542 0.28 0:20:00 1 0 0 100
exit_long_rapid_d_2_95 ( 101 ) 1 1.9 27.430 0.27 1:50:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.62 26.985 0.27 0:01:00 1 0 0 100
exit_long_quick_d_1_95 ( 42 ) 1 1.22 26.408 0.26 0:50:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 1 1.05 26.301 0.26 0:03:00 1 0 0 100
exit_long_normal_u_1 ( 2 6 101 ) 1 1.31 25.319 0.25 0:02:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.26 23.870 0.24 0:20:00 1 0 0 100
exit_long_rapid_u_2 ( 101 120 ) 1 2.63 21.984 0.22 0:14:00 1 0 0 100
exit_long_quick_w_0_14 ( 42 ) 1 0.87 21.808 0.22 4:55:00 1 0 0 100
exit_long_normal_u_1 ( 3 4 101 ) 1 1.29 21.656 0.22 0:07:00 1 0 0 100
exit_long_normal_u_1 ( 2 101 120 142 ) 1 1.16 21.365 0.21 0:09:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 120 ) 1 1.03 21.324 0.21 0:35:00 1 0 0 100
exit_long_normal_d_0_80 ( 6 120 ) 1 0.84 20.936 0.21 0:55:00 1 0 0 100
exit_long_normal_d_1_84 ( 6 141 142 ) 1 0.72 20.487 0.2 6:49:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 141 143 ) 1 1.05 20.345 0.2 0:42:00 1 0 0 100
exit_long_normal_u_1 ( 6 120 141 142 ) 1 1.1 20.246 0.2 0:05:00 1 0 0 100
exit_long_rapid_d_2_87 ( 101 ) 1 2.22 19.949 0.2 0:45:00 1 0 0 100
exit_long_rapid_d_1_13 ( 101 ) 1 1.58 19.876 0.2 1:40:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 ) 1 1.01 19.622 0.2 0:04:00 1 0 0 100
exit_long_rapid_w_1_9 ( 101 ) 1 1.08 19.413 0.19 1:30:00 1 0 0 100
exit_long_normal_d_1_103 ( 6 ) 1 0.78 18.535 0.19 2:19:00 1 0 0 100
exit_long_normal_d_0_101 ( 6 141 142 ) 1 0.73 17.642 0.18 1:15:00 1 0 0 100
exit_long_tc_d_1_53 ( 142 ) 1 0.91 17.330 0.17 1:13:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 3 0.52 16.970 0.17 0:03:00 3 0 0 100
exit_long_rapid_d_1_77 ( 101 ) 1 1.36 16.623 0.17 1:26:00 1 0 0 100
exit_long_quick_d_0_80 ( 41 ) 1 0.8 16.441 0.16 0:45:00 1 0 0 100
exit_long_rapid_d_1_97 ( 101 ) 1 1.25 16.057 0.16 1:05:00 1 0 0 100
exit_long_normal_w_0_3 ( 3 ) 1 0.57 13.971 0.14 1:35:00 1 0 0 100
exit_long_rapid_d_1_78 ( 101 ) 1 0.88 13.488 0.13 3:39:00 1 0 0 100
exit_long_normal_u_0 ( 2 6 ) 1 0.54 13.219 0.13 0:06:00 1 0 0 100
exit_long_normal_u_0 ( 6 101 ) 1 0.59 12.792 0.13 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.46 10.879 0.11 0:01:00 1 0 0 100
exit_long_normal_w_0_1 ( 6 ) 1 0.27 10.157 0.1 3 days, 4:45:00 1 0 0 100
exit_long_normal_w_0_9 ( 6 ) 1 0.31 9.842 0.1 3:55:00 1 0 0 100
exit_long_rapid_d_1_27 ( 101 ) 1 0.97 9.650 0.1 0:47:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 5 ) 1 0.18 5.207 0.05 7:04:00 1 0 0 100
TOTAL 148 2.21 7133.913 71.34 5:49:00 148 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('142 ', 'exit_profit_long_tc_t_12_1_m ( 142 )') 1 27.77 722.947 7.23 8:45:00 1 0 0 100
('141 ', 'exit_long_tc_o_11 ( 141 )') 1 12.61 346.945 3.47 1:27:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 10 1.39 296.938 2.97 0:08:00 10 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 3 1.69 293.460 2.93 4 days, 10:43:00 3 0 0 100
('6 141 142 ', 'exit_long_normal_d_10_100 ( 6 141 142 )') 1 11.25 293.305 2.93 1:45:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 15 1.3 212.822 2.13 0:11:00 15 0 0 100
('6 ', 'exit_long_normal_d_5_3 ( 6 )') 1 5.03 131.111 1.31 1:50:00 1 0 0 100
('5 ', 'exit_long_normal_u_4 ( 5 )') 1 4.45 114.061 1.14 0:02:00 1 0 0 100
('142 ', 'exit_profit_long_tc_t_6_2_m ( 142 )') 1 6.58 112.248 1.12 3:40:00 1 0 0 100
('6 ', 'exit_long_normal_w_5_12 ( 6 )') 1 5.56 108.324 1.08 1:55:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_3_1_m ( 6 )') 1 3.96 107.954 1.08 0:55:00 1 0 0 100
('101 ', 'exit_long_rapid_u_8 ( 101 )') 1 8.99 106.711 1.07 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_d_5_64 ( 142 )') 1 5.34 104.112 1.04 0:37:00 1 0 0 100
('5 ', 'exit_long_normal_u_5 ( 5 )') 1 4.14 103.513 1.04 2:57:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_55 ( 142 )') 2 1.56 101.472 1.01 8:45:00 2 0 0 100
('120 ', 'force_exit') 1 1.43 100.844 1.01 12 days, 1:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_100 ( 6 )') 1 3.43 99.099 0.99 16:35:00 1 0 0 100
('120 141 ', 'exit_long_tc_w_3_7 ( 120 141 )') 1 2.38 96.765 0.97 4:15:00 1 0 0 100
('2 3 4 101 ', 'exit_long_normal_u_3 ( 2 3 4 101 )') 1 3.58 92.483 0.92 0:27:00 1 0 0 100
('42 ', 'exit_long_quick_q_8 ( 42 )') 1 4.43 89.350 0.89 0:30:00 1 0 0 100
('6 120 ', 'exit_long_normal_d_4_105 ( 6 120 )') 1 4.97 87.493 0.87 0:15:00 1 0 0 100
('142 ', 'exit_long_tc_d_3_89 ( 142 )') 1 3.12 86.687 0.87 1:24:00 1 0 0 100
('6 101 141 ', 'exit_long_normal_d_4_97 ( 6 101 141 )') 1 4.42 86.038 0.86 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_105 ( 6 )') 1 4.18 81.429 0.81 0:23:00 1 0 0 100
('142 ', 'exit_long_tc_w_3_14 ( 142 )') 1 3.91 74.405 0.74 1:05:00 1 0 0 100
('142 ', 'exit_long_tc_d_4_40 ( 142 )') 1 4.08 72.462 0.72 0:45:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 3 1.13 72.178 0.72 0:02:00 3 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 2 1.53 69.319 0.69 0:05:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_71 ( 6 )') 1 2.56 68.819 0.69 0:25:00 1 0 0 100
('42 ', 'exit_long_quick_q_6 ( 42 )') 1 3.19 68.038 0.68 6:50:00 1 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 3 2.23 66.181 0.66 0:06:00 3 0 0 100
('142 ', 'exit_long_tc_d_2_8 ( 142 )') 1 2.08 66.083 0.66 3:45:00 1 0 0 100
('143 ', 'exit_long_tc_d_3_20 ( 143 )') 1 3.53 65.442 0.65 0:21:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.34 62.419 0.62 1:05:00 1 0 0 100
('3 41 ', 'exit_long_normal_d_3_20 ( 3 41 )') 1 3.48 61.898 0.62 0:05:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_75 ( 42 )') 1 2.49 61.578 0.62 0:50:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 2 1.28 61.574 0.62 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_w_2_8 ( 6 )') 1 2.75 61.048 0.61 1:25:00 1 0 0 100
('41 ', 'exit_long_quick_q_2 ( 41 )') 1 1.71 58.329 0.58 4:32:00 1 0 0 100
('41 ', 'exit_long_quick_d_3_70 ( 41 )') 1 3.43 57.532 0.58 0:20:00 1 0 0 100
('141 ', 'exit_long_tc_d_2_71 ( 141 )') 1 2.7 56.318 0.56 0:20:00 1 0 0 100
('143 ', 'exit_long_tc_d_2_70 ( 143 )') 1 1.97 54.248 0.54 0:25:00 1 0 0 100
('120 142 ', 'exit_long_tc_d_2_65 ( 120 142 )') 1 2.04 53.206 0.53 0:33:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_2_81 ( 6 142 )') 1 1.78 51.179 0.51 1:14:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.44 50.944 0.51 0:07:00 1 0 0 100
('141 ', 'exit_long_tc_d_1_99 ( 141 )') 2 1.37 50.303 0.5 0:34:00 2 0 0 100
('2 3 101 ', 'exit_long_normal_u_2 ( 2 3 101 )') 1 2.01 48.976 0.49 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_7 ( 6 )') 1 2.79 48.895 0.49 1:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_81 ( 6 )') 1 1.74 46.848 0.47 1:40:00 1 0 0 100
('3 141 142 ', 'exit_long_normal_u_1 ( 3 141 142 )') 1 1.72 46.405 0.46 0:02:00 1 0 0 100
('41 ', 'exit_long_quick_u_2 ( 41 )') 1 2.48 46.371 0.46 0:04:00 1 0 0 100
('42 ', 'exit_long_quick_u_2 ( 42 )') 1 2.12 43.635 0.44 0:02:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_2_99 ( 6 142 )') 1 2.37 42.104 0.42 0:15:00 1 0 0 100
('142 ', 'exit_long_tc_u_2 ( 142 )') 1 2.04 41.818 0.42 0:01:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_2_102 ( 141 142 )') 1 1.92 40.306 0.4 1:15:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_66 ( 5 )') 1 1.53 38.305 0.38 0:25:00 1 0 0 100
('143 ', 'exit_long_tc_u_2 ( 143 )') 1 2.03 37.467 0.37 0:02:00 1 0 0 100
('4 ', 'exit_long_normal_u_1 ( 4 )') 1 1.81 36.737 0.37 0:42:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_w_1_11 ( 6 141 142 )') 1 1.31 36.306 0.36 4:06:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_72 ( 142 )') 1 2.05 36.093 0.36 0:38:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_2 ( 6 )') 1 1.4 35.888 0.36 10:26:00 1 0 0 100
('3 6 101 ', 'exit_long_normal_d_1_20 ( 3 6 101 )') 1 1.37 35.300 0.35 0:48:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_2 ( 2 3 )') 1 2.09 35.138 0.35 0:27:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_70 ( 41 )') 1 1.39 34.217 0.34 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_42 ( 6 )') 1 2.05 34.036 0.34 0:58:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_20 ( 5 )') 1 1.98 33.060 0.33 0:20:00 1 0 0 100
('6 101 141 142 ', 'exit_long_normal_u_1 ( 6 101 141 142 )') 1 1.68 32.396 0.32 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_70 ( 6 )') 1 1.21 31.609 0.32 0:20:00 1 0 0 100
('141 143 ', 'exit_long_tc_u_1 ( 141 143 )') 1 1.25 29.875 0.3 0:03:00 1 0 0 100
('6 101 ', 'exit_long_normal_u_1 ( 6 101 )') 1 1.38 29.807 0.3 0:01:00 1 0 0 100
('101 141 142 ', 'exit_long_tc_u_1 ( 101 141 142 )') 1 1.19 29.559 0.3 0:02:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.18 29.263 0.29 0:02:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.03 29.001 0.29 0:22:00 1 0 0 100
('2 101 ', 'exit_long_normal_d_1_70 ( 2 101 )') 1 1.64 28.834 0.29 0:40:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_99 ( 142 )') 1 1.6 28.482 0.28 0:10:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_11 ( 6 )') 1 1.39 28.076 0.28 5:35:00 1 0 0 100
('6 120 ', 'exit_long_normal_d_1_20 ( 6 120 )') 1 1.51 27.824 0.28 0:38:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 1 1.15 27.542 0.28 0:20:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_95 ( 101 )') 1 1.9 27.430 0.27 1:50:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.62 26.985 0.27 0:01:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_95 ( 42 )') 1 1.22 26.408 0.26 0:50:00 1 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 1 1.05 26.301 0.26 0:03:00 1 0 0 100
('2 6 101 ', 'exit_long_normal_u_1 ( 2 6 101 )') 1 1.31 25.319 0.25 0:02:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.26 23.870 0.24 0:20:00 1 0 0 100
('101 120 ', 'exit_long_rapid_u_2 ( 101 120 )') 1 2.63 21.984 0.22 0:14:00 1 0 0 100
('42 ', 'exit_long_quick_w_0_14 ( 42 )') 1 0.87 21.808 0.22 4:55:00 1 0 0 100
('3 4 101 ', 'exit_long_normal_u_1 ( 3 4 101 )') 1 1.29 21.656 0.22 0:07:00 1 0 0 100
('2 101 120 142 ', 'exit_long_normal_u_1 ( 2 101 120 142 )') 1 1.16 21.365 0.21 0:09:00 1 0 0 100
('42 120 ', 'exit_long_quick_d_1_27 ( 42 120 )') 1 1.03 21.324 0.21 0:35:00 1 0 0 100
('6 120 ', 'exit_long_normal_d_0_80 ( 6 120 )') 1 0.84 20.936 0.21 0:55:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_d_1_84 ( 6 141 142 )') 1 0.72 20.487 0.2 6:49:00 1 0 0 100
('6 141 143 ', 'exit_long_normal_d_1_20 ( 6 141 143 )') 1 1.05 20.345 0.2 0:42:00 1 0 0 100
('6 120 141 142 ', 'exit_long_normal_u_1 ( 6 120 141 142 )') 1 1.1 20.246 0.2 0:05:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_87 ( 101 )') 1 2.22 19.949 0.2 0:45:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_13 ( 101 )') 1 1.58 19.876 0.2 1:40:00 1 0 0 100
('6 141 ', 'exit_long_normal_u_1 ( 6 141 )') 1 1.01 19.622 0.2 0:04:00 1 0 0 100
('101 ', 'exit_long_rapid_w_1_9 ( 101 )') 1 1.08 19.413 0.19 1:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_103 ( 6 )') 1 0.78 18.535 0.19 2:19:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_d_0_101 ( 6 141 142 )') 1 0.73 17.642 0.18 1:15:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_53 ( 142 )') 1 0.91 17.330 0.17 1:13:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 3 0.52 16.970 0.17 0:03:00 3 0 0 100
('101 ', 'exit_long_rapid_d_1_77 ( 101 )') 1 1.36 16.623 0.17 1:26:00 1 0 0 100
('41 ', 'exit_long_quick_d_0_80 ( 41 )') 1 0.8 16.441 0.16 0:45:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_97 ( 101 )') 1 1.25 16.057 0.16 1:05:00 1 0 0 100
('3 ', 'exit_long_normal_w_0_3 ( 3 )') 1 0.57 13.971 0.14 1:35:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_78 ( 101 )') 1 0.88 13.488 0.13 3:39:00 1 0 0 100
('2 6 ', 'exit_long_normal_u_0 ( 2 6 )') 1 0.54 13.219 0.13 0:06:00 1 0 0 100
('6 101 ', 'exit_long_normal_u_0 ( 6 101 )') 1 0.59 12.792 0.13 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.46 10.879 0.11 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_1 ( 6 )') 1 0.27 10.157 0.1 3 days, 4:45:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_9 ( 6 )') 1 0.31 9.842 0.1 3:55:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_27 ( 101 )') 1 0.97 9.650 0.1 0:47:00 1 0 0 100
('5 ', 'exit_profit_long_normal_t_0_1_m ( 5 )') 1 0.18 5.207 0.05 7:04:00 1 0 0 100
TOTAL 148 2.21 7133.913 71.34 5:49:00 148 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/01/2021 11.657 1 0 0
02/01/2021 16.617 1 0 0
03/01/2021 34.036 1 0 0
04/01/2021 428.263 13 0 0
05/01/2021 0 0 0 0
06/01/2021 37.688 2 0 0
07/01/2021 524.896 12 0 0
08/01/2021 475.833 13 0 0
09/01/2021 74.405 1 0 0
10/01/2021 565.564 13 0 0
11/01/2021 807.743 19 0 0
12/01/2021 53.155 2 0 0
13/01/2021 129.873 2 0 0
14/01/2021 121.26 5 0 0
15/01/2021 53.405 3 0 0
16/01/2021 777.196 2 0 0
17/01/2021 9.842 1 0 0
18/01/2021 197.497 2 0 0
19/01/2021 20.936 1 0 0
20/01/2021 384.967 11 0 0
21/01/2021 466.785 17 0 0
22/01/2021 287.599 7 0 0
23/01/2021 0 0 0 0
24/01/2021 0 0 0 0
25/01/2021 16.057 1 0 0
26/01/2021 114.061 1 0 0
27/01/2021 715.674 8 0 0
28/01/2021 0 0 0 0
29/01/2021 598.069 4 0 0
30/01/2021 24.62 2 0 0
31/01/2021 85.372 2 0 0
01/02/2021 100.844 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2021-01-01 00:00:00
Backtesting to 2021-02-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 148 / 4.77
Starting balance 10000 USDT
Final balance 17133.913 USDT
Absolute profit 7133.913 USDT
Total profit % 71.34%
CAGR % 56585.54%
Sortino -100.00
Sharpe 62.34
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 48.20 (100.00)
Avg. daily profit % 2.30%
Avg. stake amount 1866.93 USDT
Total trade volume 276305.64 USDT
Best Pair STX/USDT 8.64%
Worst Pair ARPA/USDT 0.00%
Best trade STX/USDT 27.77%
Worst trade PLU/USDT 0.18%
Best day 807.743 USDT
Worst day 0 USDT
Days win/draw/lose 28 / 4 / 0
Avg. Duration Winners 5:49:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 148 / 0
Rejected Entry signals 172
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 72.03%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 148 2.21 7133.913 71.34 5:49:00 148 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210201-20210301

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 23:03:00 23:03:00 21:06:00 19:46:00 19:36:00
Market Change 87.09 % 87.09 % 87.09 % 87.09 % 87.09 %
Max Drawdown 14.3677 % 14.3677 % 13.6553 % 13.6178 % 13.5261 %
Profit Mean 1.65 % 1.65 % 1.68 % 1.89 % 1.87 %
Profit Sum 153.9 % 153.9 % 167.76 % 207.37 % 207.17 %
Profit Total 13.68 % 13.68 % 19.11 % 29.2 % 29.18 %
Trades 93 93 100 110 111
Win Rate 93.55 % 93.55 % 95.0 % 95.45 % 95.5 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALEPH/USDT 11 2.46 518.058 5.18 4:42:00 11 0 0 100
GRT/USDT 6 2.0 339.930 3.4 1 day, 4:16:00 6 0 0 100
ATOM/USDT 5 3.35 329.087 3.29 0:53:00 5 0 0 100
MLK/USDT 4 2.53 191.815 1.92 1:31:00 4 0 0 100
DIA/USDT 3 2.71 166.596 1.67 0:23:00 3 0 0 100
FIL/USDT 1 6.75 135.365 1.35 0:45:00 1 0 0 100
XLM/USDT 4 1.97 133.961 1.34 0:23:00 4 0 0 100
COTI/USDT 3 2.97 121.182 1.21 0:04:00 3 0 0 100
VRA/USDT 2 3.31 117.616 1.18 0:25:00 2 0 0 100
TEL/USDT 4 1.65 111.746 1.12 0:46:00 4 0 0 100
ROSE/USDT 5 1.36 86.292 0.86 0:06:00 5 0 0 100
VELO/USDT 1 4.18 85.209 0.85 0:01:00 1 0 0 100
DASH/USDT 1 4.14 81.518 0.82 3:40:00 1 0 0 100
WIN/USDT 3 1.45 77.111 0.77 0:31:00 3 0 0 100
TRX/USDT 2 1.65 72.914 0.73 5:03:00 2 0 0 100
NWC/USDT 4 0.94 63.214 0.63 12:55:00 4 0 0 100
NIM/USDT 3 1.25 62.845 0.63 14:55:00 3 0 0 100
VET/USDT 2 1.62 58.277 0.58 0:02:00 2 0 0 100
ADA/USDT 2 1.17 47.577 0.48 0:04:00 2 0 0 100
DAG/USDT 2 1.26 46.935 0.47 5:26:00 2 0 0 100
AAVE/USDT 3 0.78 42.326 0.42 0:04:00 3 0 0 100
ONT/USDT 2 1.75 41.862 0.42 0:15:00 2 0 0 100
STX/USDT 2 0.81 32.974 0.33 3:07:00 2 0 0 100
ARPA/USDT 2 1.28 32.857 0.33 0:02:00 2 0 0 100
EOS/USDT 2 0.74 31.620 0.32 4:36:00 2 0 0 100
DEGO/USDT 1 1.44 28.854 0.29 0:20:00 1 0 0 100
DOT/USDT 1 1.31 26.676 0.27 2:50:00 1 0 0 100
COMP/USDT 1 1.84 20.797 0.21 0:25:00 1 0 0 100
DGB/USDT 1 1.12 9.386 0.09 0:18:00 1 0 0 100
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 1 -1.9 -126.444 -1.26 9 days, 7:05:00 0 0 1 0
XRP/USDT 1 -0.88 -214.355 -2.14 27 days, 10:20:00 0 0 1 0
ALGO/USDT 2 -0.5 -222.203 -2.22 9 days, 11:07:00 1 0 1 50.0
UNI/USDT 2 -0.96 -338.458 -3.38 3 days, 1:20:00 1 0 1 50.0
SXP/USDT 2 -0.63 -363.376 -3.63 2 days, 20:50:00 1 0 1 50.0
UOS/USDT 2 -2.76 -482.249 -4.82 2 days, 22:40:00 1 0 1 50.0
TOTAL 93 1.65 1367.518 13.68 23:03:00 87 0 6 93.5

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BCH/USDT 1 -1.9 -126.444 -1.26 9 days, 7:05:00 0 0 1 0
XRP/USDT 1 -0.88 -214.355 -2.14 27 days, 10:20:00 0 0 1 0
ALGO/USDT 1 -2.12 -305.707 -3.06 8 days, 8:40:00 0 0 1 0
UNI/USDT 1 -2.62 -355.842 -3.56 5 days, 21:55:00 0 0 1 0
SXP/USDT 1 -2.98 -398.705 -3.99 5 days, 17:10:00 0 0 1 0
UOS/USDT 1 -6.73 -506.231 -5.06 5 days, 21:00:00 0 0 1 0
TOTAL 6 -2.87 -1907.285 -19.07 10 days, 10:22:00 0 0 6 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 28 1.83 808.621 8.09 1 day, 2:47:00 27 0 1 96.4
143 5 3.11 293.924 2.94 0:28:00 5 0 0 100
101 15 1.36 200.058 2.0 5:10:00 15 0 0 100
6 101 2 3.85 143.355 1.43 0:02:00 2 0 0 100
120 4 0.79 123.273 1.23 6 days, 17:08:00 3 0 1 75.0
6 142 3 1.77 98.949 0.99 1:58:00 3 0 0 100
43 1 4.73 83.824 0.84 0:06:00 1 0 0 100
141 4 0.96 73.252 0.73 1:00:00 4 0 0 100
2 3 101 1 3.45 67.370 0.67 0:20:00 1 0 0 100
101 141 1 2.06 41.764 0.42 0:15:00 1 0 0 100
41 1 1.88 39.201 0.39 3:55:00 1 0 0 100
6 42 1 1.94 37.818 0.38 0:07:00 1 0 0 100
3 6 1 2.0 37.443 0.37 0:55:00 1 0 0 100
2 5 41 1 1.84 36.486 0.36 0:02:00 1 0 0 100
141 142 1 1.79 32.952 0.33 0:01:00 1 0 0 100
3 1 1.8 31.868 0.32 0:02:00 1 0 0 100
142 10 1.61 31.658 0.32 16:58:00 9 0 1 90.0
6 141 142 1 1.15 22.991 0.23 0:08:00 1 0 0 100
3 101 141 142 1 1.05 21.079 0.21 0:08:00 1 0 0 100
2 101 1 1.23 20.962 0.21 0:02:00 1 0 0 100
5 1 1.2 20.402 0.2 0:15:00 1 0 0 100
2 3 6 1 0.9 15.022 0.15 0:28:00 1 0 0 100
120 142 1 -2.12 -305.707 -3.06 8 days, 8:40:00 0 0 1 0
42 7 0.81 -609.047 -6.09 1 day, 16:22:00 5 0 2 71.4
TOTAL 93 1.65 1367.518 13.68 23:03:00 87 0 6 93.5

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 3 1.68 249.717 2.5 5 days, 20:29:00 3 0 0 100
exit_long_normal_u_1 ( 6 ) 9 1.26 207.192 2.07 0:08:00 9 0 0 100
exit_long_tc_w_8_2 ( 142 ) 1 8.82 181.704 1.82 1:40:00 1 0 0 100
exit_long_tc_d_6_81 ( 143 ) 1 6.75 135.365 1.35 0:45:00 1 0 0 100
exit_long_normal_u_6 ( 6 101 ) 1 6.13 116.599 1.17 0:03:00 1 0 0 100
exit_long_normal_w_5_7 ( 6 ) 1 5.42 97.214 0.97 0:35:00 1 0 0 100
exit_long_quick_d_5_70 ( 42 ) 1 5.52 94.684 0.95 0:17:00 1 0 0 100
exit_long_normal_w_4_7 ( 6 ) 1 4.78 92.283 0.92 2:45:00 1 0 0 100
exit_long_normal_u_4 ( 6 ) 1 4.18 85.209 0.85 0:01:00 1 0 0 100
exit_long_quick_u_4 ( 43 ) 1 4.73 83.824 0.84 0:06:00 1 0 0 100
exit_long_normal_w_4_14 ( 6 ) 1 4.14 81.518 0.82 3:40:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 7 1.31 80.639 0.81 0:09:00 7 0 0 100
exit_long_quick_w_4_11 ( 42 ) 1 3.56 80.456 0.8 0:45:00 1 0 0 100
exit_long_tc_w_4_7 ( 143 ) 1 4.21 69.769 0.7 1:25:00 1 0 0 100
exit_long_normal_d_3_71 ( 2 3 101 ) 1 3.45 67.370 0.67 0:20:00 1 0 0 100
exit_long_normal_d_3_81 ( 6 ) 1 2.8 66.749 0.67 1:13:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 3 1.11 62.204 0.62 0:02:00 3 0 0 100
exit_long_normal_w_3_2 ( 6 ) 1 1.53 60.592 0.61 1 day, 18:30:00 1 0 0 100
exit_long_normal_d_3_101 ( 6 ) 1 3.23 60.143 0.6 1:30:00 1 0 0 100
exit_long_normal_d_3_40 ( 6 142 ) 1 3.33 55.821 0.56 1:00:00 1 0 0 100
exit_long_tc_d_2_55 ( 142 ) 1 2.19 53.437 0.53 10:05:00 1 0 0 100
exit_long_quick_d_2_20 ( 42 ) 1 2.71 52.951 0.53 0:16:00 1 0 0 100
exit_long_tc_w_1_11 ( 141 ) 2 1.19 49.023 0.49 2:00:00 2 0 0 100
exit_long_tc_d_2_65 ( 142 ) 1 2.46 48.138 0.48 0:26:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 2 1.24 46.577 0.47 0:03:00 2 0 0 100
exit_long_quick_d_2_81 ( 42 ) 1 2.41 43.817 0.44 2:50:00 1 0 0 100
exit_long_tc_u_2 ( 143 ) 1 2.1 42.213 0.42 0:04:00 1 0 0 100
exit_long_tc_d_2_71 ( 101 141 ) 1 2.06 41.764 0.42 0:15:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 6 ) 1 2.19 41.161 0.41 9:53:00 1 0 0 100
exit_long_quick_d_2_98 ( 41 ) 1 1.88 39.201 0.39 3:55:00 1 0 0 100
exit_long_normal_d_2_101 ( 6 ) 1 2.08 38.404 0.38 1:20:00 1 0 0 100
exit_long_normal_u_1 ( 6 42 ) 1 1.94 37.818 0.38 0:07:00 1 0 0 100
exit_long_normal_d_2_101 ( 3 6 ) 1 2.0 37.443 0.37 0:55:00 1 0 0 100
exit_long_normal_u_1 ( 2 5 41 ) 1 1.84 36.486 0.36 0:02:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 ) 1 1.71 35.329 0.35 0:29:00 1 0 0 100
exit_profit_long_normal_t_2_2_m ( 6 ) 1 2.01 33.009 0.33 4:58:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.79 32.952 0.33 0:01:00 1 0 0 100
exit_long_normal_d_1_83 ( 6 ) 1 1.63 32.036 0.32 0:40:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.8 31.868 0.32 0:02:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.8 30.053 0.3 0:24:00 1 0 0 100
exit_long_tc_d_1_95 ( 142 ) 1 1.44 29.284 0.29 2:20:00 1 0 0 100
exit_long_normal_d_1_77 ( 6 ) 1 1.44 28.854 0.29 0:20:00 1 0 0 100
exit_long_rapid_rpd_6 ( 101 ) 1 1.61 27.601 0.28 22:40:00 1 0 0 100
exit_long_normal_u_1 ( 6 101 ) 1 1.57 26.757 0.27 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.29 25.743 0.26 0:08:00 1 0 0 100
exit_long_rapid_u_2 ( 101 ) 1 2.79 24.958 0.25 0:02:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 1 1.21 23.982 0.24 0:19:00 1 0 0 100
exit_long_normal_d_1_71 ( 6 ) 1 1.23 23.275 0.23 1:09:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 1 1.15 22.991 0.23 0:08:00 1 0 0 100
exit_long_normal_u_1 ( 3 101 141 142 ) 1 1.05 21.079 0.21 0:08:00 1 0 0 100
exit_long_normal_u_1 ( 2 101 ) 1 1.23 20.962 0.21 0:02:00 1 0 0 100
exit_long_rapid_d_2_96 ( 101 ) 1 1.84 20.797 0.21 0:25:00 1 0 0 100
exit_long_rapid_d_2_70 ( 101 ) 1 2.29 20.706 0.21 0:29:00 1 0 0 100
exit_long_normal_d_1_99 ( 5 ) 1 1.2 20.402 0.2 0:15:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.17 19.300 0.19 0:01:00 1 0 0 100
exit_long_normal_d_0_79 ( 6 142 ) 1 0.69 17.385 0.17 4:45:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 2 3 6 ) 1 0.9 15.022 0.15 0:28:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 2 0.67 12.311 0.12 0:07:00 2 0 0 100
exit_profit_long_rapid_t_1_1_m ( 101 ) 1 1.11 10.099 0.1 1:40:00 1 0 0 100
exit_profit_long_tc_t_0_1_m ( 142 ) 1 0.33 9.044 0.09 9:10:00 1 0 0 100
exit_long_normal_d_0_80 ( 6 ) 1 0.33 5.774 0.06 1:00:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 1 0.28 4.929 0.05 0:01:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 2 0.12 4.181 0.04 9:02:00 2 0 0 100
exit_long_tc_d_0_8 ( 142 ) 1 0.18 3.690 0.04 3:54:00 1 0 0 100
exit_long_rapid_d_0_100 ( 101 ) 1 0.28 2.946 0.03 2 days, 2:50:00 1 0 0 100
force_exit 6 -2.87 -1907.285 -19.07 10 days, 10:22:00 0 0 6 0
TOTAL 93 1.65 1367.518 13.68 23:03:00 87 0 6 93.5

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 3 1.68 249.717 2.5 5 days, 20:29:00 3 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 9 1.26 207.192 2.07 0:08:00 9 0 0 100
('142 ', 'exit_long_tc_w_8_2 ( 142 )') 1 8.82 181.704 1.82 1:40:00 1 0 0 100
('143 ', 'exit_long_tc_d_6_81 ( 143 )') 1 6.75 135.365 1.35 0:45:00 1 0 0 100
('6 101 ', 'exit_long_normal_u_6 ( 6 101 )') 1 6.13 116.599 1.17 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_w_5_7 ( 6 )') 1 5.42 97.214 0.97 0:35:00 1 0 0 100
('42 ', 'exit_long_quick_d_5_70 ( 42 )') 1 5.52 94.684 0.95 0:17:00 1 0 0 100
('6 ', 'exit_long_normal_w_4_7 ( 6 )') 1 4.78 92.283 0.92 2:45:00 1 0 0 100
('6 ', 'exit_long_normal_u_4 ( 6 )') 1 4.18 85.209 0.85 0:01:00 1 0 0 100
('43 ', 'exit_long_quick_u_4 ( 43 )') 1 4.73 83.824 0.84 0:06:00 1 0 0 100
('6 ', 'exit_long_normal_w_4_14 ( 6 )') 1 4.14 81.518 0.82 3:40:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 7 1.31 80.639 0.81 0:09:00 7 0 0 100
('42 ', 'exit_long_quick_w_4_11 ( 42 )') 1 3.56 80.456 0.8 0:45:00 1 0 0 100
('143 ', 'exit_long_tc_w_4_7 ( 143 )') 1 4.21 69.769 0.7 1:25:00 1 0 0 100
('2 3 101 ', 'exit_long_normal_d_3_71 ( 2 3 101 )') 1 3.45 67.370 0.67 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_81 ( 6 )') 1 2.8 66.749 0.67 1:13:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 3 1.11 62.204 0.62 0:02:00 3 0 0 100
('6 ', 'exit_long_normal_w_3_2 ( 6 )') 1 1.53 60.592 0.61 1 day, 18:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_101 ( 6 )') 1 3.23 60.143 0.6 1:30:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_3_40 ( 6 142 )') 1 3.33 55.821 0.56 1:00:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_55 ( 142 )') 1 2.19 53.437 0.53 10:05:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_20 ( 42 )') 1 2.71 52.951 0.53 0:16:00 1 0 0 100
('141 ', 'exit_long_tc_w_1_11 ( 141 )') 2 1.19 49.023 0.49 2:00:00 2 0 0 100
('142 ', 'exit_long_tc_d_2_65 ( 142 )') 1 2.46 48.138 0.48 0:26:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 2 1.24 46.577 0.47 0:03:00 2 0 0 100
('42 ', 'exit_long_quick_d_2_81 ( 42 )') 1 2.41 43.817 0.44 2:50:00 1 0 0 100
('143 ', 'exit_long_tc_u_2 ( 143 )') 1 2.1 42.213 0.42 0:04:00 1 0 0 100
('101 141 ', 'exit_long_tc_d_2_71 ( 101 141 )') 1 2.06 41.764 0.42 0:15:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_1_m ( 6 )') 1 2.19 41.161 0.41 9:53:00 1 0 0 100
('41 ', 'exit_long_quick_d_2_98 ( 41 )') 1 1.88 39.201 0.39 3:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_101 ( 6 )') 1 2.08 38.404 0.38 1:20:00 1 0 0 100
('6 42 ', 'exit_long_normal_u_1 ( 6 42 )') 1 1.94 37.818 0.38 0:07:00 1 0 0 100
('3 6 ', 'exit_long_normal_d_2_101 ( 3 6 )') 1 2.0 37.443 0.37 0:55:00 1 0 0 100
('2 5 41 ', 'exit_long_normal_u_1 ( 2 5 41 )') 1 1.84 36.486 0.36 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_20 ( 6 )') 1 1.71 35.329 0.35 0:29:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_2_m ( 6 )') 1 2.01 33.009 0.33 4:58:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.79 32.952 0.33 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_83 ( 6 )') 1 1.63 32.036 0.32 0:40:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.8 31.868 0.32 0:02:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.8 30.053 0.3 0:24:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_95 ( 142 )') 1 1.44 29.284 0.29 2:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_77 ( 6 )') 1 1.44 28.854 0.29 0:20:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_6 ( 101 )') 1 1.61 27.601 0.28 22:40:00 1 0 0 100
('6 101 ', 'exit_long_normal_u_1 ( 6 101 )') 1 1.57 26.757 0.27 0:02:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.29 25.743 0.26 0:08:00 1 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 1 2.79 24.958 0.25 0:02:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 1 1.21 23.982 0.24 0:19:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_71 ( 6 )') 1 1.23 23.275 0.23 1:09:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 1 1.15 22.991 0.23 0:08:00 1 0 0 100
('3 101 141 142 ', 'exit_long_normal_u_1 ( 3 101 141 142 )') 1 1.05 21.079 0.21 0:08:00 1 0 0 100
('2 101 ', 'exit_long_normal_u_1 ( 2 101 )') 1 1.23 20.962 0.21 0:02:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_96 ( 101 )') 1 1.84 20.797 0.21 0:25:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_70 ( 101 )') 1 2.29 20.706 0.21 0:29:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_99 ( 5 )') 1 1.2 20.402 0.2 0:15:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.17 19.300 0.19 0:01:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_0_79 ( 6 142 )') 1 0.69 17.385 0.17 4:45:00 1 0 0 100
('2 3 6 ', 'exit_profit_long_normal_t_0_2_m ( 2 3 6 )') 1 0.9 15.022 0.15 0:28:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 2 0.67 12.311 0.12 0:07:00 2 0 0 100
('101 ', 'exit_profit_long_rapid_t_1_1_m ( 101 )') 1 1.11 10.099 0.1 1:40:00 1 0 0 100
('142 ', 'exit_profit_long_tc_t_0_1_m ( 142 )') 1 0.33 9.044 0.09 9:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_80 ( 6 )') 1 0.33 5.774 0.06 1:00:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 1 0.28 4.929 0.05 0:01:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 2 0.12 4.181 0.04 9:02:00 2 0 0 100
('142 ', 'exit_long_tc_d_0_8 ( 142 )') 1 0.18 3.690 0.04 3:54:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_100 ( 101 )') 1 0.28 2.946 0.03 2 days, 2:50:00 1 0 0 100
('120 ', 'force_exit') 1 -1.9 -126.444 -1.26 9 days, 7:05:00 0 0 1 0
('6 ', 'force_exit') 1 -0.88 -214.355 -2.14 27 days, 10:20:00 0 0 1 0
('120 142 ', 'force_exit') 1 -2.12 -305.707 -3.06 8 days, 8:40:00 0 0 1 0
('142 ', 'force_exit') 1 -2.62 -355.842 -3.56 5 days, 21:55:00 0 0 1 0
('42 ', 'force_exit') 2 -4.85 -904.936 -9.05 5 days, 19:05:00 0 0 2 0
TOTAL 93 1.65 1367.518 13.68 23:03:00 87 0 6 93.5

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/02/2021 89.069 2 0 0
02/02/2021 0 0 0 0
03/02/2021 38.404 1 0 0
04/02/2021 84.657 1 0 0
05/02/2021 0 0 0 0
06/02/2021 0 0 0 0
07/02/2021 33.009 1 0 0
08/02/2021 122.717 2 0 0
09/02/2021 52.003 4 0 0
10/02/2021 145.03 7 0 0
11/02/2021 62.726 4 0 0
12/02/2021 184.981 4 0 0
13/02/2021 44.975 2 0 0
14/02/2021 193.42 6 0 0
15/02/2021 254.446 8 0 0
16/02/2021 135.048 4 0 0
17/02/2021 127.134 4 0 0
18/02/2021 174.152 3 0 0
19/02/2021 197.084 3 0 0
20/02/2021 180.711 5 0 0
21/02/2021 85.208 2 0 0
22/02/2021 799.741 21 0 0
23/02/2021 270.287 3 0 0
24/02/2021 0 0 0 0
25/02/2021 0 0 0 0
26/02/2021 0 0 0 0
27/02/2021 0 0 0 0
28/02/2021 0 0 0 0
01/03/2021 -1907.285 0 0 6

SUMMARY METRICS

Metric Value
Backtesting from 2021-02-01 00:00:00
Backtesting to 2021-03-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 93 / 3.32
Starting balance 10000 USDT
Final balance 11367.518 USDT
Absolute profit 1367.518 USDT
Total profit % 13.68%
CAGR % 431.67%
Sortino 7.58
Sharpe 9.54
Calmar 64.94
Profit factor 1.72
Expectancy (Ratio) 14.70 (0.05)
Avg. daily profit % 0.49%
Avg. stake amount 1580.813 USDT
Total trade volume 147015.629 USDT
Best Pair ALEPH/USDT 5.18%
Worst Pair UOS/USDT -4.82%
Best trade ATOM/USDT 8.82%
Worst trade UOS/USDT -6.73%
Best day 799.741 USDT
Worst day -1907.285 USDT
Days win/draw/lose 20 / 8 / 1
Avg. Duration Winners 7:23:00
Avg. Duration Loser 10 days, 10:22:00
Max Consecutive Wins / Loss 87 / 6
Rejected Entry signals 621
Entry/Exit Timeouts 0 / 0
Min balance 10019.3 USDT
Max balance 13274.803 USDT
Max % of account underwater 14.37%
Absolute Drawdown (Account) 14.37%
Absolute Drawdown 1907.285 USDT
Drawdown high 3274.803 USDT
Drawdown low 1367.518 USDT
Drawdown Start 2021-02-23 05:53:00
Drawdown End 2021-03-01 00:00:00
Market change 87.09%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 93 1.65 1367.518 13.68 23:03:00 87 0 6 93.5 1907.285 USDT 14.37%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210301-20210401

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 6:59:00 6:59:00 6:59:00 7:59:00 7:54:00
Market Change 140.67 % 140.67 % 140.67 % 140.67 % 140.67 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 2.0 % 2.0 % 1.92 % 1.84 % 1.86 %
Profit Sum 194.14 % 194.14 % 186.34 % 173.05 % 176.98 %
Profit Total 34.71 % 34.71 % 33.06 % 34.81 % 35.68 %
Trades 97 97 97 94 95
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 11 2.22 404.668 4.05 0:26:00 11 0 0 100
MLK/USDT 2 7.75 274.337 2.74 3:30:00 2 0 0 100
ONE/USDT 5 2.94 273.725 2.74 1:29:00 5 0 0 100
KAI/USDT 7 1.63 205.378 2.05 0:10:00 7 0 0 100
TEL/USDT 3 3.15 185.002 1.85 0:56:00 3 0 0 100
GRT/USDT 4 1.73 165.720 1.66 2 days, 7:27:00 4 0 0 100
VELO/USDT 8 1.42 158.681 1.59 0:34:00 8 0 0 100
CHR/USDT 7 1.4 153.025 1.53 1:03:00 7 0 0 100
DGB/USDT 3 2.44 138.758 1.39 0:46:00 3 0 0 100
ALGO/USDT 3 1.52 137.955 1.38 1 day, 10:37:00 3 0 0 100
CKB/USDT 2 3.16 126.087 1.26 0:50:00 2 0 0 100
DEGO/USDT 4 1.83 125.796 1.26 0:28:00 4 0 0 100
ROSE/USDT 3 3.15 108.492 1.08 0:13:00 3 0 0 100
DIA/USDT 2 2.09 86.858 0.87 2:26:00 2 0 0 100
COTI/USDT 2 2.82 86.292 0.86 0:16:00 2 0 0 100
DAG/USDT 2 2.01 84.861 0.85 0:44:00 2 0 0 100
ARPA/USDT 3 1.8 83.215 0.83 0:26:00 3 0 0 100
VET/USDT 3 1.34 80.983 0.81 0:18:00 3 0 0 100
ALEPH/USDT 2 1.68 58.024 0.58 0:06:00 2 0 0 100
WIN/USDT 1 2.53 52.549 0.53 12:35:00 1 0 0 100
NIM/USDT 1 1.93 46.314 0.46 4:35:00 1 0 0 100
NWC/USDT 1 2.3 46.132 0.46 0:20:00 1 0 0 100
JST/USDT 1 2.05 43.788 0.44 4:10:00 1 0 0 100
EOS/USDT 2 1.04 43.254 0.43 0:30:00 2 0 0 100
ATOM/USDT 1 2.21 37.082 0.37 5:15:00 1 0 0 100
UOS/USDT 1 1.6 35.287 0.35 1:30:00 1 0 0 100
BNB/USDT 2 0.96 34.871 0.35 0:02:00 2 0 0 100
PRE/USDT 1 1.64 32.983 0.33 1:25:00 1 0 0 100
SXP/USDT 1 1.56 32.243 0.32 0:15:00 1 0 0 100
ADA/USDT 1 1.53 30.323 0.3 1:10:00 1 0 0 100
DOT/USDT 1 1.13 21.811 0.22 0:03:00 1 0 0 100
PLU/USDT 1 1.8 19.703 0.2 0:04:00 1 0 0 100
KSM/USDT 1 1.05 17.635 0.18 11:15:00 1 0 0 100
VIDT/USDT 2 0.65 14.590 0.15 18:47:00 2 0 0 100
XRP/USDT 1 1.19 12.494 0.12 0:25:00 1 0 0 100
BTT/USDT 1 1.14 10.605 0.11 0:05:00 1 0 0 100
UNI/USDT 1 0.04 1.850 0.02 9 days, 3:15:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 97 2.0 3471.369 34.71 6:59:00 97 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UNI/USDT 1 0.04 1.850 0.02 9 days, 3:15:00 1 0 0 100
TOTAL 1 0.04 1.850 0.02 9 days, 3:15:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 30 2.48 1413.039 14.13 3:13:00 30 0 0 100
101 22 1.83 405.501 4.06 0:24:00 22 0 0 100
42 7 2.17 321.996 3.22 2:24:00 7 0 0 100
120 3 1.3 177.591 1.78 7 days, 12:23:00 3 0 0 100
3 3 2.63 159.685 1.6 0:14:00 3 0 0 100
43 4 2.01 157.172 1.57 0:14:00 4 0 0 100
6 101 4 1.97 150.155 1.5 0:34:00 4 0 0 100
2 3 1.52 93.404 0.93 0:13:00 3 0 0 100
41 3 1.36 75.538 0.76 0:03:00 3 0 0 100
5 2 1.59 59.766 0.6 0:08:00 2 0 0 100
2 6 1 3.04 59.623 0.6 0:19:00 1 0 0 100
1 1 3.5 57.921 0.58 0:01:00 1 0 0 100
6 42 1 2.53 49.643 0.5 0:50:00 1 0 0 100
142 2 1.15 43.113 0.43 0:24:00 2 0 0 100
3 101 1 2.11 41.869 0.42 0:19:00 1 0 0 100
141 1 2.21 37.082 0.37 5:15:00 1 0 0 100
2 3 6 101 1 1.4 27.861 0.28 0:14:00 1 0 0 100
6 101 141 1 1.28 25.530 0.26 0:20:00 1 0 0 100
2 101 1 1.34 24.490 0.24 0:02:00 1 0 0 100
6 142 1 1.13 21.811 0.22 0:03:00 1 0 0 100
42 101 1 1.08 21.495 0.21 0:02:00 1 0 0 100
5 6 101 1 1.09 18.947 0.19 0:08:00 1 0 0 100
2 3 4 101 1 0.57 10.380 0.1 0:03:00 1 0 0 100
4 101 1 0.57 9.483 0.09 0:01:00 1 0 0 100
143 1 0.4 8.274 0.08 0:50:00 1 0 0 100
TOTAL 97 2.0 3471.369 34.71 6:59:00 97 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_10_3 ( 6 ) 1 11.71 198.174 1.98 5:50:00 1 0 0 100
exit_long_grind_g ( 120 ) 2 1.93 175.741 1.76 6 days, 16:56:00 2 0 0 100
exit_long_normal_u_1 ( 6 ) 6 1.31 153.424 1.53 0:04:00 6 0 0 100
exit_long_rapid_u_1 ( 101 ) 9 1.5 137.162 1.37 0:06:00 9 0 0 100
exit_long_normal_d_7_42 ( 6 ) 1 7.04 131.322 1.31 4:15:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 3 2.27 128.068 1.28 0:07:00 3 0 0 100
exit_long_quick_u_2 ( 43 ) 2 2.54 100.034 1.0 0:02:00 2 0 0 100
exit_long_normal_d_5_9 ( 6 ) 1 4.72 97.395 0.97 1:35:00 1 0 0 100
exit_long_normal_d_3_71 ( 3 ) 1 3.85 83.103 0.83 0:20:00 1 0 0 100
exit_long_quick_w_3_11 ( 42 ) 1 3.79 76.444 0.76 0:50:00 1 0 0 100
exit_long_normal_d_3_101 ( 6 ) 1 3.78 76.163 0.76 1:10:00 1 0 0 100
exit_long_normal_d_4_3 ( 6 ) 1 4.13 75.950 0.76 1:25:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 3 1.36 75.538 0.76 0:03:00 3 0 0 100
exit_long_normal_d_3_99 ( 2 6 ) 1 3.04 59.623 0.6 0:19:00 1 0 0 100
exit_profit_long_normal_t_3_1_m ( 6 ) 1 3.27 58.366 0.58 2:20:00 1 0 0 100
exit_long_normal_d_3_42 ( 6 ) 1 3.02 57.982 0.58 0:45:00 1 0 0 100
exit_long_normal_u_3 ( 1 ) 1 3.5 57.921 0.58 0:01:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 2 1.48 57.138 0.57 0:25:00 2 0 0 100
exit_long_quick_q_7 ( 42 ) 1 2.66 56.049 0.56 4:47:00 1 0 0 100
exit_long_normal_w_2_10 ( 6 ) 1 2.51 55.590 0.56 3:00:00 1 0 0 100
exit_long_normal_u_3 ( 3 ) 1 3.03 55.423 0.55 0:04:00 1 0 0 100
exit_long_rapid_w_5_7 ( 101 ) 1 5.92 53.290 0.53 0:30:00 1 0 0 100
exit_long_normal_d_2_84 ( 6 ) 1 2.53 52.549 0.53 12:35:00 1 0 0 100
exit_long_rapid_u_4 ( 101 ) 1 4.09 51.860 0.52 0:27:00 1 0 0 100
exit_long_normal_d_2_3 ( 6 ) 1 2.54 51.516 0.52 2:00:00 1 0 0 100
exit_long_normal_d_2_64 ( 6 42 ) 1 2.53 49.643 0.5 0:50:00 1 0 0 100
exit_long_normal_u_2 ( 2 ) 1 2.39 49.253 0.49 0:34:00 1 0 0 100
exit_long_normal_d_2_70 ( 6 ) 1 2.71 46.683 0.47 0:39:00 1 0 0 100
exit_long_quick_q_4 ( 42 ) 1 1.93 46.314 0.46 4:35:00 1 0 0 100
exit_long_normal_d_2_80 ( 6 ) 1 2.3 46.132 0.46 0:20:00 1 0 0 100
exit_long_normal_u_2 ( 6 101 ) 1 2.56 45.794 0.46 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 2 1.08 44.151 0.44 0:02:00 2 0 0 100
exit_long_quick_d_2_8 ( 42 ) 1 2.05 43.788 0.44 4:10:00 1 0 0 100
exit_long_normal_u_2 ( 3 101 ) 1 2.11 41.869 0.42 0:19:00 1 0 0 100
exit_long_normal_d_2_72 ( 6 101 ) 1 2.11 39.838 0.4 0:51:00 1 0 0 100
exit_long_tc_d_2_84 ( 141 ) 1 2.21 37.082 0.37 5:15:00 1 0 0 100
exit_long_normal_d_2_77 ( 5 ) 1 2.11 36.796 0.37 0:15:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.97 35.658 0.36 0:15:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.64 35.609 0.36 0:53:00 1 0 0 100
exit_long_normal_d_1_10 ( 6 ) 1 1.6 35.287 0.35 1:30:00 1 0 0 100
exit_long_rapid_d_1_20 ( 101 ) 3 1.11 34.781 0.35 0:21:00 3 0 0 100
exit_long_quick_d_1_3 ( 42 ) 1 1.64 32.983 0.33 1:25:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 101 ) 1 1.66 32.280 0.32 1:09:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 101 ) 1 1.56 32.243 0.32 0:15:00 1 0 0 100
exit_long_rapid_d_3_104 ( 101 ) 1 3.53 32.157 0.32 0:32:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 1 1.51 30.809 0.31 0:06:00 1 0 0 100
exit_long_normal_d_1_53 ( 6 ) 1 1.53 30.323 0.3 1:10:00 1 0 0 100
exit_long_normal_w_1_7 ( 6 ) 1 1.45 29.788 0.3 1:45:00 1 0 0 100
exit_long_rapid_d_2_83 ( 101 ) 1 2.85 29.146 0.29 0:35:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 6 101 ) 1 1.4 27.861 0.28 0:14:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 101 141 ) 1 1.28 25.530 0.26 0:20:00 1 0 0 100
exit_long_normal_u_1 ( 2 101 ) 1 1.34 24.490 0.24 0:02:00 1 0 0 100
exit_long_rapid_d_1_87 ( 101 ) 2 1.32 23.524 0.24 1:04:00 2 0 0 100
exit_long_normal_u_1 ( 5 ) 1 1.07 22.970 0.23 0:02:00 1 0 0 100
exit_long_tc_w_1_3 ( 142 ) 1 1.06 22.095 0.22 0:40:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.13 21.811 0.22 0:03:00 1 0 0 100
exit_long_quick_u_1 ( 42 101 ) 1 1.08 21.495 0.21 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.02 21.159 0.21 0:19:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.25 21.019 0.21 0:08:00 1 0 0 100
exit_long_normal_d_1_70 ( 6 ) 1 1.16 20.567 0.21 0:41:00 1 0 0 100
exit_long_rapid_u_2 ( 101 ) 1 2.1 20.323 0.2 0:07:00 1 0 0 100
exit_long_normal_u_1 ( 5 6 101 ) 1 1.09 18.947 0.19 0:08:00 1 0 0 100
exit_long_normal_d_1_61 ( 6 ) 1 1.05 17.635 0.18 11:15:00 1 0 0 100
exit_long_rapid_d_1_105 ( 101 ) 1 1.21 12.049 0.12 1:15:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 4 101 ) 1 0.57 10.380 0.1 0:03:00 1 0 0 100
exit_long_normal_u_0 ( 4 101 ) 1 0.57 9.483 0.09 0:01:00 1 0 0 100
exit_profit_long_normal_t_0_3_m ( 6 ) 1 0.52 8.783 0.09 6:25:00 1 0 0 100
exit_profit_long_tc_t_0_1_m ( 143 ) 1 0.4 8.274 0.08 0:50:00 1 0 0 100
exit_long_rapid_w_0_3 ( 101 ) 1 0.75 8.169 0.08 1:10:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.18 3.144 0.03 0:30:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 1 0.36 3.042 0.03 0:09:00 1 0 0 100
exit_long_normal_d_0_52 ( 6 ) 1 0.09 2.540 0.03 1 day, 12:19:00 1 0 0 100
force_exit 1 0.04 1.850 0.02 9 days, 3:15:00 1 0 0 100
TOTAL 97 2.0 3471.369 34.71 6:59:00 97 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_10_3 ( 6 )') 1 11.71 198.174 1.98 5:50:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 2 1.93 175.741 1.76 6 days, 16:56:00 2 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 6 1.31 153.424 1.53 0:04:00 6 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 9 1.5 137.162 1.37 0:06:00 9 0 0 100
('6 ', 'exit_long_normal_d_7_42 ( 6 )') 1 7.04 131.322 1.31 4:15:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 3 2.27 128.068 1.28 0:07:00 3 0 0 100
('43 ', 'exit_long_quick_u_2 ( 43 )') 2 2.54 100.034 1.0 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_d_5_9 ( 6 )') 1 4.72 97.395 0.97 1:35:00 1 0 0 100
('3 ', 'exit_long_normal_d_3_71 ( 3 )') 1 3.85 83.103 0.83 0:20:00 1 0 0 100
('42 ', 'exit_long_quick_w_3_11 ( 42 )') 1 3.79 76.444 0.76 0:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_101 ( 6 )') 1 3.78 76.163 0.76 1:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_3 ( 6 )') 1 4.13 75.950 0.76 1:25:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 3 1.36 75.538 0.76 0:03:00 3 0 0 100
('2 6 ', 'exit_long_normal_d_3_99 ( 2 6 )') 1 3.04 59.623 0.6 0:19:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_3_1_m ( 6 )') 1 3.27 58.366 0.58 2:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 1 3.02 57.982 0.58 0:45:00 1 0 0 100
('1 ', 'exit_long_normal_u_3 ( 1 )') 1 3.5 57.921 0.58 0:01:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 2 1.48 57.138 0.57 0:25:00 2 0 0 100
('42 ', 'exit_long_quick_q_7 ( 42 )') 1 2.66 56.049 0.56 4:47:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_10 ( 6 )') 1 2.51 55.590 0.56 3:00:00 1 0 0 100
('3 ', 'exit_long_normal_u_3 ( 3 )') 1 3.03 55.423 0.55 0:04:00 1 0 0 100
('101 ', 'exit_long_rapid_w_5_7 ( 101 )') 1 5.92 53.290 0.53 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_84 ( 6 )') 1 2.53 52.549 0.53 12:35:00 1 0 0 100
('101 ', 'exit_long_rapid_u_4 ( 101 )') 1 4.09 51.860 0.52 0:27:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_3 ( 6 )') 1 2.54 51.516 0.52 2:00:00 1 0 0 100
('6 42 ', 'exit_long_normal_d_2_64 ( 6 42 )') 1 2.53 49.643 0.5 0:50:00 1 0 0 100
('2 ', 'exit_long_normal_u_2 ( 2 )') 1 2.39 49.253 0.49 0:34:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_70 ( 6 )') 1 2.71 46.683 0.47 0:39:00 1 0 0 100
('42 ', 'exit_long_quick_q_4 ( 42 )') 1 1.93 46.314 0.46 4:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_80 ( 6 )') 1 2.3 46.132 0.46 0:20:00 1 0 0 100
('6 101 ', 'exit_long_normal_u_2 ( 6 101 )') 1 2.56 45.794 0.46 0:01:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 2 1.08 44.151 0.44 0:02:00 2 0 0 100
('42 ', 'exit_long_quick_d_2_8 ( 42 )') 1 2.05 43.788 0.44 4:10:00 1 0 0 100
('3 101 ', 'exit_long_normal_u_2 ( 3 101 )') 1 2.11 41.869 0.42 0:19:00 1 0 0 100
('6 101 ', 'exit_long_normal_d_2_72 ( 6 101 )') 1 2.11 39.838 0.4 0:51:00 1 0 0 100
('141 ', 'exit_long_tc_d_2_84 ( 141 )') 1 2.21 37.082 0.37 5:15:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_77 ( 5 )') 1 2.11 36.796 0.37 0:15:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.97 35.658 0.36 0:15:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.64 35.609 0.36 0:53:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_10 ( 6 )') 1 1.6 35.287 0.35 1:30:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_20 ( 101 )') 3 1.11 34.781 0.35 0:21:00 3 0 0 100
('42 ', 'exit_long_quick_d_1_3 ( 42 )') 1 1.64 32.983 0.33 1:25:00 1 0 0 100
('6 101 ', 'exit_long_normal_d_1_65 ( 6 101 )') 1 1.66 32.280 0.32 1:09:00 1 0 0 100
('6 101 ', 'exit_long_normal_d_1_20 ( 6 101 )') 1 1.56 32.243 0.32 0:15:00 1 0 0 100
('101 ', 'exit_long_rapid_d_3_104 ( 101 )') 1 3.53 32.157 0.32 0:32:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 1 1.51 30.809 0.31 0:06:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_53 ( 6 )') 1 1.53 30.323 0.3 1:10:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_7 ( 6 )') 1 1.45 29.788 0.3 1:45:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_83 ( 101 )') 1 2.85 29.146 0.29 0:35:00 1 0 0 100
('2 3 6 101 ', 'exit_long_normal_u_1 ( 2 3 6 101 )') 1 1.4 27.861 0.28 0:14:00 1 0 0 100
('6 101 141 ', 'exit_long_normal_d_1_20 ( 6 101 141 )') 1 1.28 25.530 0.26 0:20:00 1 0 0 100
('2 101 ', 'exit_long_normal_u_1 ( 2 101 )') 1 1.34 24.490 0.24 0:02:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_87 ( 101 )') 2 1.32 23.524 0.24 1:04:00 2 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 1 1.07 22.970 0.23 0:02:00 1 0 0 100
('142 ', 'exit_long_tc_w_1_3 ( 142 )') 1 1.06 22.095 0.22 0:40:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.13 21.811 0.22 0:03:00 1 0 0 100
('42 101 ', 'exit_long_quick_u_1 ( 42 101 )') 1 1.08 21.495 0.21 0:02:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.02 21.159 0.21 0:19:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.25 21.019 0.21 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_70 ( 6 )') 1 1.16 20.567 0.21 0:41:00 1 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 1 2.1 20.323 0.2 0:07:00 1 0 0 100
('5 6 101 ', 'exit_long_normal_u_1 ( 5 6 101 )') 1 1.09 18.947 0.19 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_61 ( 6 )') 1 1.05 17.635 0.18 11:15:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_105 ( 101 )') 1 1.21 12.049 0.12 1:15:00 1 0 0 100
('2 3 4 101 ', 'exit_long_normal_u_0 ( 2 3 4 101 )') 1 0.57 10.380 0.1 0:03:00 1 0 0 100
('4 101 ', 'exit_long_normal_u_0 ( 4 101 )') 1 0.57 9.483 0.09 0:01:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_3_m ( 6 )') 1 0.52 8.783 0.09 6:25:00 1 0 0 100
('143 ', 'exit_profit_long_tc_t_0_1_m ( 143 )') 1 0.4 8.274 0.08 0:50:00 1 0 0 100
('101 ', 'exit_long_rapid_w_0_3 ( 101 )') 1 0.75 8.169 0.08 1:10:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.18 3.144 0.03 0:30:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 1 0.36 3.042 0.03 0:09:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_52 ( 6 )') 1 0.09 2.540 0.03 1 day, 12:19:00 1 0 0 100
('120 ', 'force_exit') 1 0.04 1.850 0.02 9 days, 3:15:00 1 0 0 100
TOTAL 97 2.0 3471.369 34.71 6:59:00 97 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/03/2021 106.476 4 0 0
02/03/2021 3.042 1 0 0
03/03/2021 34.118 1 0 0
04/03/2021 0 0 0 0
05/03/2021 295.909 6 0 0
06/03/2021 78.84 2 0 0
07/03/2021 3.144 1 0 0
08/03/2021 185.343 4 0 0
09/03/2021 20.567 1 0 0
10/03/2021 157.449 3 0 0
11/03/2021 119.993 2 0 0
12/03/2021 217.215 6 0 0
13/03/2021 43.534 1 0 0
14/03/2021 0 0 0 0
15/03/2021 352.967 9 0 0
16/03/2021 274.781 8 0 0
17/03/2021 59.623 1 0 0
18/03/2021 43.842 2 0 0
19/03/2021 0 0 0 0
20/03/2021 0 0 0 0
21/03/2021 21.495 1 0 0
22/03/2021 133.104 6 0 0
23/03/2021 336.784 8 0 0
24/03/2021 256.603 9 0 0
25/03/2021 474.54 9 0 0
26/03/2021 35.642 3 0 0
27/03/2021 19.703 1 0 0
28/03/2021 33.651 2 0 0
29/03/2021 0 0 0 0
30/03/2021 46.669 2 0 0
31/03/2021 114.484 3 0 0
01/04/2021 1.85 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2021-03-01 00:00:00
Backtesting to 2021-04-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 97 / 3.13
Starting balance 10000 USDT
Final balance 13471.369 USDT
Absolute profit 3471.369 USDT
Total profit % 34.71%
CAGR % 3239.79%
Sortino -100.00
Sharpe 75.54
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 35.79 (100.00)
Avg. daily profit % 1.12%
Avg. stake amount 1677.616 USDT
Total trade volume 162728.773 USDT
Best Pair VRA/USDT 4.05%
Worst Pair AAVE/USDT 0.00%
Best trade MLK/USDT 11.71%
Worst trade UNI/USDT 0.04%
Best day 474.54 USDT
Worst day 0 USDT
Days win/draw/lose 27 / 5 / 0
Avg. Duration Winners 6:59:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 97 / 0
Rejected Entry signals 13
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 140.67%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 97 2.00 3471.369 34.71 6:59:00 97 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210401-20210501

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 17:19:00 17:19:00 18:49:00 22:36:00 22:36:00
Market Change 47.38 % 47.38 % 47.38 % 47.38 % 47.38 %
Max Drawdown 12.061 % 12.061 % 14.7131 % 9.5703 % 9.9342 %
Profit Mean 1.55 % 1.55 % 1.53 % 1.67 % 1.59 %
Profit Sum 153.26 % 153.26 % 148.22 % 136.91 % 130.41 %
Profit Total 15.25 % 15.25 % 11.61 % 18.07 % 16.1 %
Trades 99 99 97 82 82
Win Rate 95.96 % 95.96 % 94.85 % 95.12 % 93.9 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 8 2.48 357.747 3.58 1:28:00 8 0 0 100
WIN/USDT 7 2.54 299.685 3.0 0:14:00 7 0 0 100
ONE/USDT 4 2.09 145.849 1.46 0:10:00 4 0 0 100
ALEPH/USDT 3 2.16 137.855 1.38 1 day, 4:32:00 3 0 0 100
NWC/USDT 5 1.61 117.212 1.17 0:23:00 5 0 0 100
XRP/USDT 2 1.23 113.158 1.13 2 days, 23:26:00 2 0 0 100
FIL/USDT 2 1.6 103.534 1.04 3 days, 6:06:00 2 0 0 100
STX/USDT 2 2.5 96.800 0.97 8:58:00 2 0 0 100
ATOM/USDT 1 1.39 94.138 0.94 5 days, 4:08:00 1 0 0 100
KSM/USDT 4 1.25 84.432 0.84 1:10:00 4 0 0 100
XLM/USDT 2 1.54 79.018 0.79 4 days, 3:03:00 2 0 0 100
COTI/USDT 3 1.65 78.777 0.79 1:30:00 3 0 0 100
CHR/USDT 2 2.52 78.519 0.79 0:50:00 2 0 0 100
SXP/USDT 2 2.24 74.691 0.75 1:40:00 2 0 0 100
EOS/USDT 3 1.08 74.633 0.75 6:52:00 3 0 0 100
CKB/USDT 3 1.25 64.293 0.64 0:08:00 3 0 0 100
DEGO/USDT 3 1.11 60.808 0.61 8:13:00 3 0 0 100
MLK/USDT 2 1.48 54.538 0.55 2:15:00 2 0 0 100
ONT/USDT 2 1.28 52.400 0.52 0:40:00 2 0 0 100
ROSE/USDT 2 1.79 51.230 0.51 0:14:00 2 0 0 100
JST/USDT 2 2.3 47.787 0.48 0:07:00 2 0 0 100
ARPA/USDT 1 2.43 47.673 0.48 3:38:00 1 0 0 100
DIA/USDT 2 1.56 45.199 0.45 0:04:00 2 0 0 100
AVA/USDT 3 0.85 40.878 0.41 2:04:00 3 0 0 100
XTZ/USDT 1 2.03 38.476 0.38 0:07:00 1 0 0 100
KAI/USDT 3 1.07 33.022 0.33 0:39:00 3 0 0 100
PRE/USDT 1 2.99 29.935 0.3 0:02:00 1 0 0 100
TEL/USDT 2 1.65 29.269 0.29 0:12:00 2 0 0 100
NEO/USDT 1 1.33 25.504 0.26 0:01:00 1 0 0 100
ALGO/USDT 1 1.24 23.013 0.23 0:02:00 1 0 0 100
ETC/USDT 1 0.94 21.083 0.21 1:09:00 1 0 0 100
DOT/USDT 1 1.05 20.149 0.2 0:44:00 1 0 0 100
BNB/USDT 1 1.35 12.606 0.13 0:03:00 1 0 0 100
UOS/USDT 1 1.17 10.782 0.11 0:02:00 1 0 0 100
GRT/USDT 1 1.23 10.531 0.11 0:01:00 1 0 0 100
VELO/USDT 1 1.03 8.688 0.09 0:13:00 1 0 0 100
DAG/USDT 1 0.78 7.685 0.08 4:05:00 1 0 0 100
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 3 1.85 -198.150 -1.98 2 days, 15:55:00 2 0 1 66.7
BTT/USDT 5 0.34 -311.275 -3.11 1 day, 14:59:00 4 0 1 80.0
VET/USDT 4 0.02 -313.983 -3.14 2 days, 0:13:00 3 0 1 75.0
AAVE/USDT 1 -2.91 -322.782 -3.23 12 days, 20:40:00 0 0 1 0
TOTAL 99 1.55 1525.404 15.25 17:19:00 95 0 4 96.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XLM/USDT 1 1.91 69.075 0.69 8 days, 6:05:00 1 0 0 100
AAVE/USDT 1 -2.91 -322.782 -3.23 12 days, 20:40:00 0 0 1 0
DGB/USDT 1 -4.23 -383.716 -3.84 7 days, 22:40:00 0 0 1 0
VET/USDT 1 -4.18 -399.178 -3.99 7 days, 22:40:00 0 0 1 0
BTT/USDT 1 -5.88 -465.583 -4.66 7 days, 22:40:00 0 0 1 0
TOTAL 5 -3.06 -1502.184 -15.02 8 days, 23:45:00 1 0 4 20.0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 23 1.94 529.391 5.29 10:03:00 22 0 1 95.7
101 27 1.55 408.888 4.09 0:48:00 27 0 0 100
120 4 1.75 340.791 3.41 6 days, 9:37:00 4 0 0 100
5 5 1.94 182.241 1.82 0:16:00 5 0 0 100
142 6 1.08 129.553 1.3 1:43:00 6 0 0 100
6 101 4 1.27 112.881 1.13 21:25:00 4 0 0 100
2 43 1 4.97 90.864 0.91 0:01:00 1 0 0 100
43 101 2 2.48 85.244 0.85 0:01:00 2 0 0 100
143 1 4.4 81.118 0.81 0:20:00 1 0 0 100
2 3 2 2.04 72.885 0.73 0:01:00 2 0 0 100
2 101 1 2.27 67.734 0.68 3:40:00 1 0 0 100
2 3 101 2 1.51 62.182 0.62 0:30:00 2 0 0 100
3 5 101 1 2.29 46.097 0.46 2:55:00 1 0 0 100
5 101 1 2.59 44.699 0.45 0:15:00 1 0 0 100
6 42 142 1 1.38 40.805 0.41 19:14:00 1 0 0 100
3 101 1 1.51 29.110 0.29 0:01:00 1 0 0 100
3 1 1.12 26.396 0.26 5:30:00 1 0 0 100
1 1 1.39 23.636 0.24 0:06:00 1 0 0 100
2 3 6 101 1 1.36 23.425 0.23 0:22:00 1 0 0 100
2 3 5 1 1.41 23.304 0.23 0:06:00 1 0 0 100
6 141 142 1 1.24 23.013 0.23 0:02:00 1 0 0 100
141 142 1 1.05 19.434 0.19 0:08:00 1 0 0 100
141 1 0.83 14.292 0.14 1:15:00 1 0 0 100
42 7 0.59 -266.709 -2.67 1 day, 6:42:00 6 0 1 85.7
101 141 142 2 -0.6 -286.694 -2.87 6 days, 10:36:00 1 0 1 50.0
5 6 101 141 1 -4.18 -399.178 -3.99 7 days, 22:40:00 0 0 1 0
TOTAL 99 1.55 1525.404 15.25 17:19:00 95 0 4 96.0

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 3 1.69 271.716 2.72 5 days, 18:47:00 3 0 0 100
exit_long_normal_u_1 ( 6 ) 8 1.36 200.536 2.01 0:06:00 8 0 0 100
exit_long_normal_d_7_42 ( 6 ) 1 7.16 135.197 1.35 0:35:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 3 2.24 119.583 1.2 0:08:00 3 0 0 100
exit_long_normal_d_6_55 ( 6 ) 1 6.64 118.378 1.18 0:30:00 1 0 0 100
exit_long_quick_q_3 ( 42 ) 2 2.82 109.734 1.1 2:29:00 2 0 0 100
exit_long_rapid_u_1 ( 101 ) 9 1.21 99.209 0.99 0:10:00 9 0 0 100
exit_long_normal_u_4 ( 2 43 ) 1 4.97 90.864 0.91 0:01:00 1 0 0 100
exit_long_tc_d_4_107 ( 143 ) 1 4.4 81.118 0.81 0:20:00 1 0 0 100
exit_long_normal_u_1 ( 6 101 ) 3 1.43 77.949 0.78 0:05:00 3 0 0 100
exit_long_normal_u_4 ( 6 ) 1 4.09 73.864 0.74 0:03:00 1 0 0 100
exit_long_normal_d_3_3 ( 2 101 ) 1 2.27 67.734 0.68 3:40:00 1 0 0 100
exit_long_quick_u_3 ( 43 101 ) 1 3.85 65.714 0.66 0:01:00 1 0 0 100
exit_long_normal_u_3 ( 5 ) 1 3.04 64.479 0.64 0:33:00 1 0 0 100
exit_long_rapid_u_2 ( 101 ) 3 2.3 63.119 0.63 0:02:00 3 0 0 100
exit_long_normal_w_3_9 ( 6 ) 1 3.21 60.498 0.6 2:01:00 1 0 0 100
exit_long_normal_d_2_77 ( 6 ) 1 2.63 50.369 0.5 0:30:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 2 1.2 47.049 0.47 0:05:00 2 0 0 100
exit_profit_long_normal_t_2_1_m ( 3 5 101 ) 1 2.29 46.097 0.46 2:55:00 1 0 0 100
exit_long_normal_d_2_20 ( 6 ) 1 2.26 46.029 0.46 0:20:00 1 0 0 100
exit_long_normal_d_2_56 ( 5 101 ) 1 2.59 44.699 0.45 0:15:00 1 0 0 100
exit_long_tc_d_1_99 ( 142 ) 2 1.04 42.676 0.43 1:22:00 2 0 0 100
exit_long_normal_u_1 ( 5 ) 2 1.21 41.792 0.42 0:06:00 2 0 0 100
exit_long_quick_q_3 ( 6 42 142 ) 1 1.38 40.805 0.41 19:14:00 1 0 0 100
exit_long_rapid_w_3_8 ( 101 ) 1 3.2 39.451 0.39 1:10:00 1 0 0 100
exit_long_normal_d_2_70 ( 5 ) 1 2.09 38.822 0.39 0:21:00 1 0 0 100
exit_long_normal_d_2_65 ( 5 ) 1 2.13 37.149 0.37 0:15:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 ) 1 1.95 36.912 0.37 0:01:00 1 0 0 100
exit_long_rapid_d_1_27 ( 101 ) 3 1.2 36.432 0.36 0:49:00 3 0 0 100
exit_long_tc_d_1_71 ( 101 141 142 ) 1 1.71 36.089 0.36 0:32:00 1 0 0 100
exit_long_normal_u_2 ( 2 3 ) 1 2.13 35.973 0.36 0:01:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.74 35.486 0.35 0:23:00 1 0 0 100
exit_long_normal_3_1_1 ( 6 101 ) 1 0.79 34.933 0.35 3 days, 13:25:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 101 ) 1 1.84 34.377 0.34 0:01:00 1 0 0 100
exit_long_normal_d_2_42 ( 6 ) 1 1.77 33.799 0.34 4:25:00 1 0 0 100
exit_long_rapid_rpd_7 ( 101 ) 1 2.35 32.825 0.33 5:00:00 1 0 0 100
exit_long_rapid_u_3 ( 101 ) 1 3.59 30.327 0.3 0:12:00 1 0 0 100
exit_long_rapid_o_2 ( 101 ) 1 2.99 29.935 0.3 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 3 101 ) 1 1.51 29.110 0.29 0:01:00 1 0 0 100
exit_long_normal_d_1_27 ( 2 3 101 ) 1 1.18 27.805 0.28 1:00:00 1 0 0 100
exit_long_normal_d_1_84 ( 3 ) 1 1.12 26.396 0.26 5:30:00 1 0 0 100
exit_long_normal_d_1_2 ( 6 ) 1 0.92 25.455 0.25 4:25:00 1 0 0 100
exit_long_rapid_d_1_96 ( 101 ) 2 1.28 24.031 0.24 0:47:00 2 0 0 100
exit_long_normal_u_1 ( 1 ) 1 1.39 23.636 0.24 0:06:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 6 101 ) 1 1.36 23.425 0.23 0:22:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 5 ) 1 1.41 23.304 0.23 0:06:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 1 1.24 23.013 0.23 0:02:00 1 0 0 100
exit_long_quick_d_1_46 ( 42 ) 1 1.01 20.513 0.21 1:16:00 1 0 0 100
exit_long_normal_d_1_87 ( 6 ) 1 1.03 20.335 0.2 0:58:00 1 0 0 100
exit_long_tc_d_1_70 ( 142 ) 1 1.05 20.149 0.2 0:44:00 1 0 0 100
exit_long_tc_6_1 ( 142 ) 1 0.93 19.679 0.2 6:40:00 1 0 0 100
exit_long_quick_u_1 ( 43 101 ) 1 1.11 19.530 0.2 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.05 19.434 0.19 0:08:00 1 0 0 100
exit_long_normal_w_1_6 ( 6 ) 1 0.87 18.783 0.19 1 day, 0:15:00 1 0 0 100
exit_long_rapid_d_2_20 ( 101 ) 1 2.18 18.062 0.18 0:10:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 1 1.01 17.460 0.17 0:02:00 1 0 0 100
exit_long_rapid_d_1_63 ( 101 ) 1 1.83 16.458 0.16 0:20:00 1 0 0 100
exit_long_quick_d_0_100 ( 42 ) 1 0.6 15.682 0.16 17:37:00 1 0 0 100
exit_long_tc_d_0_10 ( 141 ) 1 0.83 14.292 0.14 1:15:00 1 0 0 100
exit_long_normal_d_0_101 ( 6 ) 1 0.62 10.281 0.1 1:15:00 1 0 0 100
exit_long_rapid_rpd_3 ( 101 ) 1 0.78 7.685 0.08 4:05:00 1 0 0 100
exit_long_rapid_rpd_5 ( 101 ) 1 0.56 5.894 0.06 4:23:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 2 0.25 5.460 0.05 0:16:00 2 0 0 100
force_exit 5 -3.06 -1502.184 -15.02 8 days, 23:45:00 1 0 4 20.0
TOTAL 99 1.55 1525.404 15.25 17:19:00 95 0 4 96.0

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 3 1.69 271.716 2.72 5 days, 18:47:00 3 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 8 1.36 200.536 2.01 0:06:00 8 0 0 100
('6 ', 'exit_long_normal_d_7_42 ( 6 )') 1 7.16 135.197 1.35 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 3 2.24 119.583 1.2 0:08:00 3 0 0 100
('6 ', 'exit_long_normal_d_6_55 ( 6 )') 1 6.64 118.378 1.18 0:30:00 1 0 0 100
('42 ', 'exit_long_quick_q_3 ( 42 )') 2 2.82 109.734 1.1 2:29:00 2 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 9 1.21 99.209 0.99 0:10:00 9 0 0 100
('2 43 ', 'exit_long_normal_u_4 ( 2 43 )') 1 4.97 90.864 0.91 0:01:00 1 0 0 100
('143 ', 'exit_long_tc_d_4_107 ( 143 )') 1 4.4 81.118 0.81 0:20:00 1 0 0 100
('6 101 ', 'exit_long_normal_u_1 ( 6 101 )') 3 1.43 77.949 0.78 0:05:00 3 0 0 100
('6 ', 'exit_long_normal_u_4 ( 6 )') 1 4.09 73.864 0.74 0:03:00 1 0 0 100
('120 ', 'force_exit') 1 1.91 69.075 0.69 8 days, 6:05:00 1 0 0 100
('2 101 ', 'exit_long_normal_d_3_3 ( 2 101 )') 1 2.27 67.734 0.68 3:40:00 1 0 0 100
('43 101 ', 'exit_long_quick_u_3 ( 43 101 )') 1 3.85 65.714 0.66 0:01:00 1 0 0 100
('5 ', 'exit_long_normal_u_3 ( 5 )') 1 3.04 64.479 0.64 0:33:00 1 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 3 2.3 63.119 0.63 0:02:00 3 0 0 100
('6 ', 'exit_long_normal_w_3_9 ( 6 )') 1 3.21 60.498 0.6 2:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_77 ( 6 )') 1 2.63 50.369 0.5 0:30:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 2 1.2 47.049 0.47 0:05:00 2 0 0 100
('3 5 101 ', 'exit_profit_long_normal_t_2_1_m ( 3 5 101 )') 1 2.29 46.097 0.46 2:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_20 ( 6 )') 1 2.26 46.029 0.46 0:20:00 1 0 0 100
('5 101 ', 'exit_long_normal_d_2_56 ( 5 101 )') 1 2.59 44.699 0.45 0:15:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_99 ( 142 )') 2 1.04 42.676 0.43 1:22:00 2 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 2 1.21 41.792 0.42 0:06:00 2 0 0 100
('6 42 142 ', 'exit_long_quick_q_3 ( 6 42 142 )') 1 1.38 40.805 0.41 19:14:00 1 0 0 100
('101 ', 'exit_long_rapid_w_3_8 ( 101 )') 1 3.2 39.451 0.39 1:10:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_70 ( 5 )') 1 2.09 38.822 0.39 0:21:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_65 ( 5 )') 1 2.13 37.149 0.37 0:15:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_1 ( 2 3 )') 1 1.95 36.912 0.37 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_27 ( 101 )') 3 1.2 36.432 0.36 0:49:00 3 0 0 100
('101 141 142 ', 'exit_long_tc_d_1_71 ( 101 141 142 )') 1 1.71 36.089 0.36 0:32:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_2 ( 2 3 )') 1 2.13 35.973 0.36 0:01:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.74 35.486 0.35 0:23:00 1 0 0 100
('6 101 ', 'exit_long_normal_3_1_1 ( 6 101 )') 1 0.79 34.933 0.35 3 days, 13:25:00 1 0 0 100
('2 3 101 ', 'exit_long_normal_u_1 ( 2 3 101 )') 1 1.84 34.377 0.34 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_42 ( 6 )') 1 1.77 33.799 0.34 4:25:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_7 ( 101 )') 1 2.35 32.825 0.33 5:00:00 1 0 0 100
('101 ', 'exit_long_rapid_u_3 ( 101 )') 1 3.59 30.327 0.3 0:12:00 1 0 0 100
('101 ', 'exit_long_rapid_o_2 ( 101 )') 1 2.99 29.935 0.3 0:02:00 1 0 0 100
('3 101 ', 'exit_long_normal_u_1 ( 3 101 )') 1 1.51 29.110 0.29 0:01:00 1 0 0 100
('2 3 101 ', 'exit_long_normal_d_1_27 ( 2 3 101 )') 1 1.18 27.805 0.28 1:00:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_84 ( 3 )') 1 1.12 26.396 0.26 5:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_2 ( 6 )') 1 0.92 25.455 0.25 4:25:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_96 ( 101 )') 2 1.28 24.031 0.24 0:47:00 2 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 1 1.39 23.636 0.24 0:06:00 1 0 0 100
('2 3 6 101 ', 'exit_long_normal_u_1 ( 2 3 6 101 )') 1 1.36 23.425 0.23 0:22:00 1 0 0 100
('2 3 5 ', 'exit_long_normal_u_1 ( 2 3 5 )') 1 1.41 23.304 0.23 0:06:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 1 1.24 23.013 0.23 0:02:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_46 ( 42 )') 1 1.01 20.513 0.21 1:16:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_87 ( 6 )') 1 1.03 20.335 0.2 0:58:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_70 ( 142 )') 1 1.05 20.149 0.2 0:44:00 1 0 0 100
('142 ', 'exit_long_tc_6_1 ( 142 )') 1 0.93 19.679 0.2 6:40:00 1 0 0 100
('43 101 ', 'exit_long_quick_u_1 ( 43 101 )') 1 1.11 19.530 0.2 0:01:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.05 19.434 0.19 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_6 ( 6 )') 1 0.87 18.783 0.19 1 day, 0:15:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_20 ( 101 )') 1 2.18 18.062 0.18 0:10:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 1 1.01 17.460 0.17 0:02:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_63 ( 101 )') 1 1.83 16.458 0.16 0:20:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_100 ( 42 )') 1 0.6 15.682 0.16 17:37:00 1 0 0 100
('141 ', 'exit_long_tc_d_0_10 ( 141 )') 1 0.83 14.292 0.14 1:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_101 ( 6 )') 1 0.62 10.281 0.1 1:15:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_3 ( 101 )') 1 0.78 7.685 0.08 4:05:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_5 ( 101 )') 1 0.56 5.894 0.06 4:23:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 2 0.25 5.460 0.05 0:16:00 2 0 0 100
('101 141 142 ', 'force_exit') 1 -2.91 -322.782 -3.23 12 days, 20:40:00 0 0 1 0
('6 ', 'force_exit') 1 -4.23 -383.716 -3.84 7 days, 22:40:00 0 0 1 0
('5 6 101 141 ', 'force_exit') 1 -4.18 -399.178 -3.99 7 days, 22:40:00 0 0 1 0
('42 ', 'force_exit') 1 -5.88 -465.583 -4.66 7 days, 22:40:00 0 0 1 0
TOTAL 99 1.55 1525.404 15.25 17:19:00 95 0 4 96.0

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/04/2021 10.281 1 0 0
02/04/2021 106.232 5 0 0
03/04/2021 78.754 3 0 0
04/04/2021 8.688 1 0 0
05/04/2021 0 0 0 0
06/04/2021 96.294 4 0 0
07/04/2021 380.909 16 0 0
08/04/2021 14.542 1 0 0
09/04/2021 83.855 1 0 0
10/04/2021 0 0 0 0
11/04/2021 118.378 1 0 0
12/04/2021 73.864 1 0 0
13/04/2021 238.102 4 0 0
14/04/2021 69.997 3 0 0
15/04/2021 0 0 0 0
16/04/2021 93.723 1 0 0
17/04/2021 46.097 1 0 0
18/04/2021 545.53 14 0 0
19/04/2021 178.908 5 0 0
20/04/2021 246.104 10 0 0
21/04/2021 34.933 1 0 0
22/04/2021 344.203 10 0 0
23/04/2021 103.567 4 0 0
24/04/2021 36.546 2 0 0
25/04/2021 0 0 0 0
26/04/2021 29.566 2 0 0
27/04/2021 0 0 0 0
28/04/2021 28.02 2 0 0
29/04/2021 60.498 1 0 0
30/04/2021 0 0 0 0
01/05/2021 -1502.184 1 0 4

SUMMARY METRICS

Metric Value
Backtesting from 2021-04-01 00:00:00
Backtesting to 2021-05-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 99 / 3.3
Starting balance 10000 USDT
Final balance 11525.404 USDT
Absolute profit 1525.404 USDT
Total profit % 15.25%
CAGR % 462.54%
Sortino 19.12
Sharpe 11.06
Calmar 80.54
Profit factor 1.97
Expectancy (Ratio) 15.41 (0.04)
Avg. daily profit % 0.51%
Avg. stake amount 1473.497 USDT
Total trade volume 145876.161 USDT
Best Pair VRA/USDT 3.58%
Worst Pair AAVE/USDT -3.23%
Best trade DGB/USDT 7.16%
Worst trade BTT/USDT -5.88%
Best day 545.53 USDT
Worst day -1502.184 USDT
Days win/draw/lose 24 / 6 / 1
Avg. Duration Winners 8:46:00
Avg. Duration Loser 9 days, 4:10:00
Max Consecutive Wins / Loss 94 / 4
Rejected Entry signals 573
Entry/Exit Timeouts 0 / 0
Min balance 10010.281 USDT
Max balance 13027.588 USDT
Max % of account underwater 12.06%
Absolute Drawdown (Account) 12.06%
Absolute Drawdown 1571.259 USDT
Drawdown high 3027.588 USDT
Drawdown low 1456.329 USDT
Drawdown Start 2021-04-29 18:56:00
Drawdown End 2021-05-01 00:00:00
Market change 47.38%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 99 1.55 1525.404 15.25 17:19:00 95 0 4 96.0 1571.259 USDT 12.06%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210501-20210601

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 14:32:00 14:32:00 14:33:00 16:57:00 18:37:00
Market Change -23.07 % -23.07 % -23.07 % -23.07 % -23.07 %
Max Drawdown 1.2458 % 1.2458 % 1.5791 % 2.7183 % 13.1429 %
Profit Mean 2.18 % 2.18 % 2.19 % 2.14 % 2.13 %
Profit Sum 331.4 % 331.4 % 332.66 % 286.44 % 268.65 %
Profit Total 68.25 % 68.25 % 69.76 % 60.28 % 39.89 %
Trades 152 152 152 134 126
Win Rate 97.37 % 97.37 % 97.37 % 97.76 % 96.83 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NWC/USDT 16 3.27 1065.562 10.66 0:13:00 16 0 0 100
PLU/USDT 13 2.02 534.313 5.34 2:20:00 13 0 0 100
EOS/USDT 8 2.22 489.376 4.89 15:48:00 8 0 0 100
ETC/USDT 8 2.46 356.968 3.57 1:00:00 8 0 0 100
AAVE/USDT 7 2.45 337.207 3.37 0:28:00 7 0 0 100
CKB/USDT 3 4.95 330.252 3.3 0:29:00 3 0 0 100
ALEPH/USDT 5 3.24 311.466 3.11 1:48:00 5 0 0 100
BCH/USDT 6 2.01 294.946 2.95 20:50:00 6 0 0 100
COTI/USDT 9 1.87 267.119 2.67 1 day, 9:53:00 8 0 1 88.9
EWT/USDT 7 1.79 260.110 2.6 1:12:00 7 0 0 100
XLM/USDT 2 1.2 211.757 2.12 6 days, 4:56:00 2 0 0 100
TEL/USDT 7 1.28 187.137 1.87 16:35:00 7 0 0 100
KAI/USDT 4 2.31 178.534 1.79 0:24:00 4 0 0 100
STX/USDT 3 2.42 177.258 1.77 3:03:00 3 0 0 100
PRE/USDT 3 2.82 176.089 1.76 3:12:00 3 0 0 100
BTT/USDT 5 2.14 160.442 1.6 0:57:00 5 0 0 100
CHR/USDT 4 1.84 135.274 1.35 0:23:00 4 0 0 100
LTC/USDT 3 1.94 119.604 1.2 0:16:00 3 0 0 100
VIDT/USDT 3 1.62 114.187 1.14 6:42:00 3 0 0 100
BNB/USDT 2 2.43 108.409 1.08 0:38:00 2 0 0 100
VRA/USDT 2 2.16 101.573 1.02 0:18:00 2 0 0 100
AVA/USDT 1 4.16 98.602 0.99 2:36:00 1 0 0 100
FIL/USDT 1 1.63 93.286 0.93 6 days, 22:30:00 1 0 0 100
ONE/USDT 2 3.79 91.634 0.92 0:38:00 2 0 0 100
ONT/USDT 2 1.86 85.447 0.85 1:42:00 2 0 0 100
SNX/USDT 2 2.08 80.043 0.8 0:31:00 2 0 0 100
XRP/USDT 2 2.3 78.896 0.79 2:00:00 2 0 0 100
DGB/USDT 1 3.09 63.912 0.64 1:50:00 1 0 0 100
UNI/USDT 1 2.23 60.138 0.6 4:45:00 1 0 0 100
DAG/USDT 3 0.49 48.238 0.48 5:58:00 3 0 0 100
ADA/USDT 4 1.02 45.013 0.45 3 days, 3:12:00 3 0 1 75.0
MKR/USDT 1 1.26 26.962 0.27 1:15:00 1 0 0 100
ROSE/USDT 1 2.53 26.739 0.27 0:07:00 1 0 0 100
ARPA/USDT 1 1.36 26.640 0.27 0:04:00 1 0 0 100
DIA/USDT 1 1.55 26.237 0.26 0:04:00 1 0 0 100
ATOM/USDT 4 0.97 18.294 0.18 3 days, 3:13:00 3 0 1 75.0
VELO/USDT 1 1.22 15.963 0.16 0:45:00 1 0 0 100
VET/USDT 1 1.32 10.907 0.11 0:02:00 1 0 0 100
UOS/USDT 3 0.56 10.363 0.1 4 days, 9:42:00 2 0 1 66.7
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 152 2.18 6824.896 68.25 14:32:00 148 0 4 97.4

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FIL/USDT 1 1.63 93.286 0.93 6 days, 22:30:00 1 0 0 100
UOS/USDT 1 -0.08 -8.100 -0.08 12 days, 15:45:00 0 0 1 0
ATOM/USDT 1 -0.24 -38.555 -0.39 12 days, 12:40:00 0 0 1 0
ADA/USDT 1 -0.52 -68.213 -0.68 12 days, 12:35:00 0 0 1 0
COTI/USDT 1 -0.28 -104.401 -1.04 12 days, 12:40:00 0 0 1 0
TOTAL 5 0.1 -125.982 -1.26 11 days, 10:26:00 1 0 4 20.0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 28 2.29 1344.883 13.45 1:46:00 28 0 0 100
42 13 2.88 876.730 8.77 1:27:00 13 0 0 100
142 12 2.06 568.320 5.68 1:47:00 12 0 0 100
5 10 2.5 521.714 5.22 1:52:00 10 0 0 100
120 5 1.64 479.615 4.8 5 days, 17:46:00 5 0 0 100
101 29 1.63 452.350 4.52 1 day, 12:09:00 26 0 3 89.7
143 7 2.3 351.492 3.51 0:26:00 7 0 0 100
1 4 6 101 1 10.63 268.581 2.69 0:01:00 1 0 0 100
2 4 3.18 242.402 2.42 0:21:00 4 0 0 100
4 1 5.8 149.083 1.49 0:07:00 1 0 0 100
6 141 142 3 2.13 143.940 1.44 0:30:00 3 0 0 100
3 6 1.82 122.782 1.23 2 days, 2:43:00 5 0 1 83.3
4 42 101 2 2.43 116.023 1.16 0:10:00 2 0 0 100
2 101 2 2.36 96.529 0.97 0:56:00 2 0 0 100
41 2 2.4 93.820 0.94 0:01:00 2 0 0 100
6 101 5 1.01 92.877 0.93 0:41:00 5 0 0 100
141 142 3 1.3 82.284 0.82 1:22:00 3 0 0 100
5 101 1 2.68 71.406 0.71 7:35:00 1 0 0 100
3 101 2 1.45 68.995 0.69 0:23:00 2 0 0 100
6 101 142 1 3.25 65.636 0.66 0:55:00 1 0 0 100
2 6 1 2.63 65.529 0.66 3:00:00 1 0 0 100
120 141 142 1 2.36 61.274 0.61 17:35:00 1 0 0 100
2 6 101 1 3.22 58.353 0.58 1:15:00 1 0 0 100
141 1 2.8 55.099 0.55 0:10:00 1 0 0 100
141 143 1 2.85 54.213 0.54 0:30:00 1 0 0 100
6 142 1 2.01 49.394 0.49 0:01:00 1 0 0 100
2 3 2 1.28 47.628 0.48 0:16:00 2 0 0 100
43 101 1 1.09 39.442 0.39 8:40:00 1 0 0 100
101 120 1 3.04 38.815 0.39 0:59:00 1 0 0 100
1 1 1.82 35.533 0.36 0:04:00 1 0 0 100
4 43 1 1.72 33.358 0.33 0:01:00 1 0 0 100
1 4 43 1 1.6 31.237 0.31 0:02:00 1 0 0 100
2 3 101 1 1.01 24.919 0.25 0:17:00 1 0 0 100
1 2 43 1 1.16 20.641 0.21 0:04:00 1 0 0 100
TOTAL 152 2.18 6824.896 68.25 14:32:00 148 0 4 97.4

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 4 1.65 386.329 3.86 5 days, 10:34:00 4 0 0 100
exit_long_quick_q_3 ( 42 ) 3 4.56 334.901 3.35 2:09:00 3 0 0 100
exit_long_normal_u_10 ( 1 4 6 101 ) 1 10.63 268.581 2.69 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 8 1.38 253.472 2.53 0:09:00 8 0 0 100
exit_long_normal_u_3 ( 6 ) 3 3.17 182.352 1.82 0:09:00 3 0 0 100
exit_long_normal_u_8 ( 6 ) 1 8.21 171.352 1.71 0:01:00 1 0 0 100
exit_long_normal_u_5 ( 4 ) 1 5.8 149.083 1.49 0:07:00 1 0 0 100
exit_profit_long_normal_t_8_1_m ( 2 ) 1 8.4 142.510 1.43 1:10:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 9 1.36 134.394 1.34 0:03:00 9 0 0 100
exit_long_normal_u_2 ( 4 42 101 ) 2 2.43 116.023 1.16 0:10:00 2 0 0 100
exit_long_tc_d_4_63 ( 142 ) 1 4.75 112.961 1.13 0:10:00 1 0 0 100
exit_long_tc_d_4_100 ( 142 ) 1 3.91 110.987 1.11 2:51:00 1 0 0 100
exit_long_normal_d_5_97 ( 6 ) 1 4.82 110.004 1.1 0:54:00 1 0 0 100
exit_long_normal_d_5_100 ( 5 ) 1 4.71 106.293 1.06 4:45:00 1 0 0 100
exit_profit_long_normal_t_5_1_m ( 5 ) 1 5.74 104.488 1.04 2:00:00 1 0 0 100
exit_long_normal_d_5_99 ( 6 ) 1 5.37 100.603 1.01 0:05:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 3 1.44 99.892 1.0 0:05:00 3 0 0 100
exit_long_normal_w_4_11 ( 6 ) 1 4.16 98.602 0.99 2:36:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 3 1.65 95.503 0.96 0:17:00 3 0 0 100
exit_long_quick_w_3_11 ( 42 ) 1 3.94 94.842 0.95 0:15:00 1 0 0 100
exit_long_tc_d_4_64 ( 143 ) 1 4.2 92.962 0.93 0:30:00 1 0 0 100
exit_long_normal_d_5_77 ( 6 ) 1 5.35 89.681 0.9 0:10:00 1 0 0 100
exit_long_tc_d_3_83 ( 142 ) 1 3.06 80.098 0.8 0:25:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 2 1.55 76.002 0.76 0:09:00 2 0 0 100
exit_long_normal_d_3_71 ( 3 ) 1 3.83 75.435 0.75 0:10:00 1 0 0 100
exit_long_normal_d_3_5 ( 5 101 ) 1 2.68 71.406 0.71 7:35:00 1 0 0 100
exit_long_quick_d_3_49 ( 42 ) 1 3.02 70.614 0.71 0:51:00 1 0 0 100
exit_long_tc_d_3_95 ( 143 ) 1 3.21 70.066 0.7 0:50:00 1 0 0 100
exit_long_quick_u_3 ( 41 ) 1 3.46 69.836 0.7 0:01:00 1 0 0 100
exit_long_normal_u_3 ( 5 ) 1 3.08 66.407 0.66 0:04:00 1 0 0 100
exit_long_quick_d_2_84 ( 42 ) 1 2.66 66.160 0.66 2:45:00 1 0 0 100
exit_long_tc_d_3_70 ( 143 ) 1 3.07 65.756 0.66 0:07:00 1 0 0 100
exit_long_normal_w_3_9 ( 6 101 142 ) 1 3.25 65.636 0.66 0:55:00 1 0 0 100
exit_long_normal_w_2_7 ( 2 6 ) 1 2.63 65.529 0.66 3:00:00 1 0 0 100
exit_long_normal_u_3 ( 3 ) 1 3.72 65.384 0.65 0:08:00 1 0 0 100
exit_long_normal_w_3_11 ( 2 101 ) 1 3.09 63.912 0.64 1:50:00 1 0 0 100
exit_long_rapid_u_2 ( 101 ) 2 2.63 62.845 0.63 0:10:00 2 0 0 100
exit_long_normal_d_2_97 ( 6 ) 1 2.69 61.536 0.62 0:36:00 1 0 0 100
exit_long_tc_w_2_6 ( 120 141 142 ) 1 2.36 61.274 0.61 17:35:00 1 0 0 100
exit_long_normal_d_3_72 ( 5 ) 1 3.33 60.686 0.61 0:35:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 2 1.24 58.647 0.59 0:04:00 2 0 0 100
exit_long_normal_d_3_81 ( 2 6 101 ) 1 3.22 58.353 0.58 1:15:00 1 0 0 100
exit_long_quick_w_2_12 ( 42 ) 1 2.81 57.213 0.57 0:45:00 1 0 0 100
exit_long_normal_w_2_2 ( 6 ) 1 1.92 56.420 0.56 17:25:00 1 0 0 100
exit_long_normal_w_3_14 ( 6 ) 1 3.25 55.960 0.56 1:20:00 1 0 0 100
exit_long_tc_d_2_71 ( 141 ) 1 2.8 55.099 0.55 0:10:00 1 0 0 100
exit_long_normal_d_2_80 ( 6 141 142 ) 1 2.79 54.974 0.55 0:20:00 1 0 0 100
exit_long_normal_d_2_81 ( 6 141 142 ) 1 2.2 54.802 0.55 1:05:00 1 0 0 100
exit_long_tc_d_2_65 ( 141 143 ) 1 2.85 54.213 0.54 0:30:00 1 0 0 100
exit_long_rapid_d_4_3 ( 101 ) 1 4.26 53.337 0.53 0:50:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 2 1.11 51.663 0.52 0:02:00 2 0 0 100
exit_long_normal_d_2_65 ( 5 ) 1 2.17 51.531 0.52 0:06:00 1 0 0 100
exit_long_quick_q_7 ( 42 ) 1 1.94 50.904 0.51 3:48:00 1 0 0 100
exit_long_quick_d_2_65 ( 42 ) 1 2.05 50.693 0.51 0:13:00 1 0 0 100
exit_long_normal_u_1 ( 6 101 ) 2 1.45 49.465 0.49 0:04:00 2 0 0 100
exit_long_normal_u_2 ( 6 142 ) 1 2.01 49.394 0.49 0:01:00 1 0 0 100
exit_long_tc_d_2_95 ( 143 ) 1 2.11 48.463 0.48 0:50:00 1 0 0 100
exit_long_normal_u_2 ( 3 101 ) 1 1.87 46.658 0.47 0:21:00 1 0 0 100
exit_long_rapid_d_3_105 ( 101 ) 1 3.5 44.861 0.45 0:25:00 1 0 0 100
exit_long_quick_d_2_73 ( 42 ) 1 2.14 44.359 0.44 0:53:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 2 1.07 42.343 0.42 0:05:00 2 0 0 100
exit_long_quick_d_2_81 ( 42 ) 1 2.09 40.714 0.41 1:24:00 1 0 0 100
exit_long_tc_d_1_7 ( 142 ) 1 1.63 39.860 0.4 2:13:00 1 0 0 100
exit_long_quick_w_1_2 ( 43 101 ) 1 1.09 39.442 0.39 8:40:00 1 0 0 100
exit_long_quick_d_1_70 ( 42 ) 1 1.85 39.367 0.39 0:15:00 1 0 0 100
exit_long_tc_d_2_20 ( 142 ) 1 2.2 39.116 0.39 0:05:00 1 0 0 100
exit_long_normal_d_2_99 ( 6 ) 1 2.16 38.957 0.39 0:15:00 1 0 0 100
exit_long_rapid_d_3_104 ( 101 120 ) 1 3.04 38.815 0.39 0:59:00 1 0 0 100
exit_long_normal_d_2_77 ( 5 ) 1 2.02 38.566 0.39 0:25:00 1 0 0 100
exit_long_rapid_d_3_83 ( 101 ) 1 3.31 38.296 0.38 0:25:00 1 0 0 100
exit_long_normal_d_1_95 ( 5 ) 1 1.63 37.069 0.37 3:35:00 1 0 0 100
exit_long_normal_d_1_7 ( 6 ) 1 1.46 36.615 0.37 1:15:00 1 0 0 100
exit_long_normal_w_1_8 ( 6 ) 1 1.49 36.509 0.37 1:20:00 1 0 0 100
exit_long_rapid_u_3 ( 101 ) 1 3.41 36.024 0.36 0:08:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 1 1.82 35.533 0.36 0:04:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 1 1.38 34.163 0.34 0:04:00 1 0 0 100
exit_long_tc_d_1_81 ( 142 ) 1 1.67 33.661 0.34 1:25:00 1 0 0 100
exit_long_normal_u_1 ( 4 43 ) 1 1.72 33.358 0.33 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 2 101 ) 1 1.63 32.618 0.33 0:02:00 1 0 0 100
exit_long_rapid_rpd_7 ( 101 ) 1 3.68 32.284 0.32 2:50:00 1 0 0 100
exit_long_tc_d_1_71 ( 143 ) 1 1.39 31.902 0.32 0:36:00 1 0 0 100
exit_long_rapid_d_2_88 ( 101 ) 1 2.37 31.902 0.32 1:30:00 1 0 0 100
exit_long_normal_u_1 ( 1 4 43 ) 1 1.6 31.237 0.31 0:02:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.26 26.962 0.27 1:15:00 1 0 0 100
exit_long_rapid_w_1_11 ( 101 ) 2 0.95 26.869 0.27 2:38:00 2 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 4 0.33 26.828 0.27 2:37:00 4 0 0 100
exit_long_normal_u_1 ( 2 3 101 ) 1 1.01 24.919 0.25 0:17:00 1 0 0 100
exit_long_normal_d_1_87 ( 2 3 ) 1 1.18 24.642 0.25 0:30:00 1 0 0 100
exit_long_tc_d_1_2 ( 142 ) 1 0.88 24.438 0.24 6:47:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.34 23.983 0.24 0:01:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.24 23.924 0.24 0:23:00 1 0 0 100
exit_long_tc_w_1_8 ( 141 142 ) 1 1.43 23.637 0.24 4:00:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 ) 1 1.37 22.985 0.23 0:01:00 1 0 0 100
exit_long_tc_d_1_90 ( 142 ) 1 1.25 22.696 0.23 2:10:00 1 0 0 100
exit_long_normal_d_1_96 ( 3 101 ) 1 1.03 22.337 0.22 0:25:00 1 0 0 100
exit_long_rapid_d_1_96 ( 101 ) 1 1.83 21.171 0.21 0:47:00 1 0 0 100
exit_long_rapid_d_2_51 ( 101 ) 1 2.14 21.109 0.21 0:20:00 1 0 0 100
exit_long_normal_u_1 ( 1 2 43 ) 1 1.16 20.641 0.21 0:04:00 1 0 0 100
exit_long_normal_d_1_27 ( 6 101 ) 1 0.88 20.340 0.2 0:30:00 1 0 0 100
exit_long_normal_d_1_91 ( 6 101 ) 1 1.06 19.286 0.19 0:40:00 1 0 0 100
exit_long_rapid_d_1_63 ( 101 ) 1 1.52 17.106 0.17 0:30:00 1 0 0 100
exit_long_rapid_d_1_97 ( 101 ) 1 1.22 15.963 0.16 0:45:00 1 0 0 100
exit_long_rapid_d_1_27 ( 101 ) 1 0.92 13.567 0.14 1:00:00 1 0 0 100
exit_long_rapid_d_1_26 ( 101 ) 1 0.1 12.542 0.13 4 days, 18:15:00 1 0 0 100
exit_long_normal_d_0_26 ( 3 ) 1 0.57 10.361 0.1 3:00:00 1 0 0 100
exit_long_tc_w_0_10 ( 142 ) 1 0.43 9.001 0.09 4:30:00 1 0 0 100
exit_long_normal_d_0_44 ( 5 ) 1 0.16 5.010 0.05 7:09:00 1 0 0 100
exit_long_rapid_rpd_6 ( 101 ) 1 0.43 4.948 0.05 13:20:00 1 0 0 100
exit_long_normal_d_0_97 ( 6 101 ) 1 0.21 3.785 0.04 2:05:00 1 0 0 100
exit_long_normal_w_0_2 ( 6 ) 1 0.09 2.067 0.02 11:07:00 1 0 0 100
force_exit 5 0.1 -125.982 -1.26 11 days, 10:26:00 1 0 4 20.0
TOTAL 152 2.18 6824.896 68.25 14:32:00 148 0 4 97.4

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 4 1.65 386.329 3.86 5 days, 10:34:00 4 0 0 100
('42 ', 'exit_long_quick_q_3 ( 42 )') 3 4.56 334.901 3.35 2:09:00 3 0 0 100
('1 4 6 101 ', 'exit_long_normal_u_10 ( 1 4 6 101 )') 1 10.63 268.581 2.69 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 8 1.38 253.472 2.53 0:09:00 8 0 0 100
('6 ', 'exit_long_normal_u_3 ( 6 )') 3 3.17 182.352 1.82 0:09:00 3 0 0 100
('6 ', 'exit_long_normal_u_8 ( 6 )') 1 8.21 171.352 1.71 0:01:00 1 0 0 100
('4 ', 'exit_long_normal_u_5 ( 4 )') 1 5.8 149.083 1.49 0:07:00 1 0 0 100
('2 ', 'exit_profit_long_normal_t_8_1_m ( 2 )') 1 8.4 142.510 1.43 1:10:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 9 1.36 134.394 1.34 0:03:00 9 0 0 100
('4 42 101 ', 'exit_long_normal_u_2 ( 4 42 101 )') 2 2.43 116.023 1.16 0:10:00 2 0 0 100
('142 ', 'exit_long_tc_d_4_63 ( 142 )') 1 4.75 112.961 1.13 0:10:00 1 0 0 100
('142 ', 'exit_long_tc_d_4_100 ( 142 )') 1 3.91 110.987 1.11 2:51:00 1 0 0 100
('6 ', 'exit_long_normal_d_5_97 ( 6 )') 1 4.82 110.004 1.1 0:54:00 1 0 0 100
('5 ', 'exit_long_normal_d_5_100 ( 5 )') 1 4.71 106.293 1.06 4:45:00 1 0 0 100
('5 ', 'exit_profit_long_normal_t_5_1_m ( 5 )') 1 5.74 104.488 1.04 2:00:00 1 0 0 100
('6 ', 'exit_long_normal_d_5_99 ( 6 )') 1 5.37 100.603 1.01 0:05:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 3 1.44 99.892 1.0 0:05:00 3 0 0 100
('6 ', 'exit_long_normal_w_4_11 ( 6 )') 1 4.16 98.602 0.99 2:36:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 3 1.65 95.503 0.96 0:17:00 3 0 0 100
('42 ', 'exit_long_quick_w_3_11 ( 42 )') 1 3.94 94.842 0.95 0:15:00 1 0 0 100
('120 ', 'force_exit') 1 1.63 93.286 0.93 6 days, 22:30:00 1 0 0 100
('143 ', 'exit_long_tc_d_4_64 ( 143 )') 1 4.2 92.962 0.93 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_5_77 ( 6 )') 1 5.35 89.681 0.9 0:10:00 1 0 0 100
('142 ', 'exit_long_tc_d_3_83 ( 142 )') 1 3.06 80.098 0.8 0:25:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 2 1.55 76.002 0.76 0:09:00 2 0 0 100
('3 ', 'exit_long_normal_d_3_71 ( 3 )') 1 3.83 75.435 0.75 0:10:00 1 0 0 100
('5 101 ', 'exit_long_normal_d_3_5 ( 5 101 )') 1 2.68 71.406 0.71 7:35:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_49 ( 42 )') 1 3.02 70.614 0.71 0:51:00 1 0 0 100
('143 ', 'exit_long_tc_d_3_95 ( 143 )') 1 3.21 70.066 0.7 0:50:00 1 0 0 100
('41 ', 'exit_long_quick_u_3 ( 41 )') 1 3.46 69.836 0.7 0:01:00 1 0 0 100
('5 ', 'exit_long_normal_u_3 ( 5 )') 1 3.08 66.407 0.66 0:04:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_84 ( 42 )') 1 2.66 66.160 0.66 2:45:00 1 0 0 100
('143 ', 'exit_long_tc_d_3_70 ( 143 )') 1 3.07 65.756 0.66 0:07:00 1 0 0 100
('6 101 142 ', 'exit_long_normal_w_3_9 ( 6 101 142 )') 1 3.25 65.636 0.66 0:55:00 1 0 0 100
('2 6 ', 'exit_long_normal_w_2_7 ( 2 6 )') 1 2.63 65.529 0.66 3:00:00 1 0 0 100
('3 ', 'exit_long_normal_u_3 ( 3 )') 1 3.72 65.384 0.65 0:08:00 1 0 0 100
('2 101 ', 'exit_long_normal_w_3_11 ( 2 101 )') 1 3.09 63.912 0.64 1:50:00 1 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 2 2.63 62.845 0.63 0:10:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_97 ( 6 )') 1 2.69 61.536 0.62 0:36:00 1 0 0 100
('120 141 142 ', 'exit_long_tc_w_2_6 ( 120 141 142 )') 1 2.36 61.274 0.61 17:35:00 1 0 0 100
('5 ', 'exit_long_normal_d_3_72 ( 5 )') 1 3.33 60.686 0.61 0:35:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 2 1.24 58.647 0.59 0:04:00 2 0 0 100
('2 6 101 ', 'exit_long_normal_d_3_81 ( 2 6 101 )') 1 3.22 58.353 0.58 1:15:00 1 0 0 100
('42 ', 'exit_long_quick_w_2_12 ( 42 )') 1 2.81 57.213 0.57 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_2 ( 6 )') 1 1.92 56.420 0.56 17:25:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_14 ( 6 )') 1 3.25 55.960 0.56 1:20:00 1 0 0 100
('141 ', 'exit_long_tc_d_2_71 ( 141 )') 1 2.8 55.099 0.55 0:10:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_d_2_80 ( 6 141 142 )') 1 2.79 54.974 0.55 0:20:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_d_2_81 ( 6 141 142 )') 1 2.2 54.802 0.55 1:05:00 1 0 0 100
('141 143 ', 'exit_long_tc_d_2_65 ( 141 143 )') 1 2.85 54.213 0.54 0:30:00 1 0 0 100
('101 ', 'exit_long_rapid_d_4_3 ( 101 )') 1 4.26 53.337 0.53 0:50:00 1 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 2 1.11 51.663 0.52 0:02:00 2 0 0 100
('5 ', 'exit_long_normal_d_2_65 ( 5 )') 1 2.17 51.531 0.52 0:06:00 1 0 0 100
('42 ', 'exit_long_quick_q_7 ( 42 )') 1 1.94 50.904 0.51 3:48:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_65 ( 42 )') 1 2.05 50.693 0.51 0:13:00 1 0 0 100
('6 101 ', 'exit_long_normal_u_1 ( 6 101 )') 2 1.45 49.465 0.49 0:04:00 2 0 0 100
('6 142 ', 'exit_long_normal_u_2 ( 6 142 )') 1 2.01 49.394 0.49 0:01:00 1 0 0 100
('143 ', 'exit_long_tc_d_2_95 ( 143 )') 1 2.11 48.463 0.48 0:50:00 1 0 0 100
('3 101 ', 'exit_long_normal_u_2 ( 3 101 )') 1 1.87 46.658 0.47 0:21:00 1 0 0 100
('101 ', 'exit_long_rapid_d_3_105 ( 101 )') 1 3.5 44.861 0.45 0:25:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_73 ( 42 )') 1 2.14 44.359 0.44 0:53:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 2 1.07 42.343 0.42 0:05:00 2 0 0 100
('42 ', 'exit_long_quick_d_2_81 ( 42 )') 1 2.09 40.714 0.41 1:24:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_7 ( 142 )') 1 1.63 39.860 0.4 2:13:00 1 0 0 100
('43 101 ', 'exit_long_quick_w_1_2 ( 43 101 )') 1 1.09 39.442 0.39 8:40:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_70 ( 42 )') 1 1.85 39.367 0.39 0:15:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_20 ( 142 )') 1 2.2 39.116 0.39 0:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_99 ( 6 )') 1 2.16 38.957 0.39 0:15:00 1 0 0 100
('101 120 ', 'exit_long_rapid_d_3_104 ( 101 120 )') 1 3.04 38.815 0.39 0:59:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_77 ( 5 )') 1 2.02 38.566 0.39 0:25:00 1 0 0 100
('101 ', 'exit_long_rapid_d_3_83 ( 101 )') 1 3.31 38.296 0.38 0:25:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_95 ( 5 )') 1 1.63 37.069 0.37 3:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_7 ( 6 )') 1 1.46 36.615 0.37 1:15:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_8 ( 6 )') 1 1.49 36.509 0.37 1:20:00 1 0 0 100
('101 ', 'exit_long_rapid_u_3 ( 101 )') 1 3.41 36.024 0.36 0:08:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 1 1.82 35.533 0.36 0:04:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 1 1.38 34.163 0.34 0:04:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_81 ( 142 )') 1 1.67 33.661 0.34 1:25:00 1 0 0 100
('4 43 ', 'exit_long_normal_u_1 ( 4 43 )') 1 1.72 33.358 0.33 0:01:00 1 0 0 100
('2 101 ', 'exit_long_normal_u_1 ( 2 101 )') 1 1.63 32.618 0.33 0:02:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_7 ( 101 )') 1 3.68 32.284 0.32 2:50:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_71 ( 143 )') 1 1.39 31.902 0.32 0:36:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_88 ( 101 )') 1 2.37 31.902 0.32 1:30:00 1 0 0 100
('1 4 43 ', 'exit_long_normal_u_1 ( 1 4 43 )') 1 1.6 31.237 0.31 0:02:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.26 26.962 0.27 1:15:00 1 0 0 100
('101 ', 'exit_long_rapid_w_1_11 ( 101 )') 2 0.95 26.869 0.27 2:38:00 2 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 4 0.33 26.828 0.27 2:37:00 4 0 0 100
('2 3 101 ', 'exit_long_normal_u_1 ( 2 3 101 )') 1 1.01 24.919 0.25 0:17:00 1 0 0 100
('2 3 ', 'exit_long_normal_d_1_87 ( 2 3 )') 1 1.18 24.642 0.25 0:30:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_2 ( 142 )') 1 0.88 24.438 0.24 6:47:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.34 23.983 0.24 0:01:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.24 23.924 0.24 0:23:00 1 0 0 100
('141 142 ', 'exit_long_tc_w_1_8 ( 141 142 )') 1 1.43 23.637 0.24 4:00:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_1 ( 2 3 )') 1 1.37 22.985 0.23 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_90 ( 142 )') 1 1.25 22.696 0.23 2:10:00 1 0 0 100
('3 101 ', 'exit_long_normal_d_1_96 ( 3 101 )') 1 1.03 22.337 0.22 0:25:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_96 ( 101 )') 1 1.83 21.171 0.21 0:47:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_51 ( 101 )') 1 2.14 21.109 0.21 0:20:00 1 0 0 100
('1 2 43 ', 'exit_long_normal_u_1 ( 1 2 43 )') 1 1.16 20.641 0.21 0:04:00 1 0 0 100
('6 101 ', 'exit_long_normal_d_1_27 ( 6 101 )') 1 0.88 20.340 0.2 0:30:00 1 0 0 100
('6 101 ', 'exit_long_normal_d_1_91 ( 6 101 )') 1 1.06 19.286 0.19 0:40:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_63 ( 101 )') 1 1.52 17.106 0.17 0:30:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_97 ( 101 )') 1 1.22 15.963 0.16 0:45:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_27 ( 101 )') 1 0.92 13.567 0.14 1:00:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_26 ( 101 )') 1 0.1 12.542 0.13 4 days, 18:15:00 1 0 0 100
('3 ', 'exit_long_normal_d_0_26 ( 3 )') 1 0.57 10.361 0.1 3:00:00 1 0 0 100
('142 ', 'exit_long_tc_w_0_10 ( 142 )') 1 0.43 9.001 0.09 4:30:00 1 0 0 100
('5 ', 'exit_long_normal_d_0_44 ( 5 )') 1 0.16 5.010 0.05 7:09:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_6 ( 101 )') 1 0.43 4.948 0.05 13:20:00 1 0 0 100
('6 101 ', 'exit_long_normal_d_0_97 ( 6 101 )') 1 0.21 3.785 0.04 2:05:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_2 ( 6 )') 1 0.09 2.067 0.02 11:07:00 1 0 0 100
('3 ', 'force_exit') 1 -0.28 -104.401 -1.04 12 days, 12:40:00 0 0 1 0
('101 ', 'force_exit') 3 -0.28 -114.868 -1.15 12 days, 13:40:00 0 0 3 0
TOTAL 152 2.18 6824.896 68.25 14:32:00 148 0 4 97.4

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
04/05/2021 449.813 10 0 0
05/05/2021 10.361 1 0 0
06/05/2021 193.365 5 0 0
07/05/2021 222.02 6 0 0
08/05/2021 13.402 2 0 0
09/05/2021 37.799 2 0 0
10/05/2021 545.125 11 0 0
11/05/2021 100.495 3 0 0
12/05/2021 608.103 14 0 0
13/05/2021 1439.746 30 0 0
14/05/2021 108.475 2 0 0
15/05/2021 189.544 3 0 0
16/05/2021 356.183 8 0 0
17/05/2021 643.042 12 0 0
18/05/2021 15.515 1 0 0
19/05/2021 1117.471 19 0 0
20/05/2021 0 0 0 0
21/05/2021 0 0 0 0
22/05/2021 0 0 0 0
23/05/2021 12.542 1 0 0
24/05/2021 189.435 3 0 0
25/05/2021 255.747 4 0 0
26/05/2021 15.963 1 0 0
27/05/2021 195.506 4 0 0
28/05/2021 39.442 1 0 0
29/05/2021 80.797 3 0 0
30/05/2021 110.987 1 0 0
31/05/2021 0 0 0 0
01/06/2021 -125.982 1 0 4

SUMMARY METRICS

Metric Value
Backtesting from 2021-05-01 00:00:00
Backtesting to 2021-06-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 152 / 4.9
Starting balance 10000 USDT
Final balance 16824.896 USDT
Absolute profit 6824.896 USDT
Total profit % 68.25%
CAGR % 45651.69%
Sortino 117.97
Sharpe 101.76
Calmar 3376.32
Profit factor 32.13
Expectancy (Ratio) 44.90 (0.82)
Avg. daily profit % 2.20%
Avg. stake amount 1826.278 USDT
Total trade volume 277594.317 USDT
Best Pair NWC/USDT 10.66%
Worst Pair ALGO/USDT 0.00%
Best trade NWC/USDT 10.63%
Worst trade ADA/USDT -0.52%
Best day 1439.746 USDT
Worst day -125.982 USDT
Days win/draw/lose 24 / 4 / 1
Avg. Duration Winners 6:46:00
Avg. Duration Loser 12 days, 13:25:00
Max Consecutive Wins / Loss 147 / 3
Rejected Entry signals 1464
Entry/Exit Timeouts 0 / 0
Min balance 10010.907 USDT
Max balance 16950.878 USDT
Max % of account underwater 1.25%
Absolute Drawdown (Account) 1.25%
Absolute Drawdown 211.169 USDT
Drawdown high 6950.878 USDT
Drawdown low 6739.709 USDT
Drawdown Start 2021-05-30 03:16:00
Drawdown End 2021-06-01 00:00:00
Market change -23.07%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 152 2.18 6824.896 68.25 14:32:00 148 0 4 97.4 211.169 USDT 1.25%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210601-20210701

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 20:39:00 20:39:00 20:39:00 1 day, 20:05:00 1 day, 20:06:00
Market Change -18.28 % -18.28 % -18.28 % -18.28 % -18.28 %
Max Drawdown 2.7651 % 2.7651 % 2.7651 % 6.4423 % 6.4422 %
Profit Mean 1.68 % 1.68 % 1.68 % 1.81 % 1.84 %
Profit Sum 112.45 % 112.45 % 112.45 % 79.85 % 81.18 %
Profit Total 14.26 % 14.26 % 14.26 % 7.24 % 7.49 %
Trades 67 67 67 44 44
Win Rate 97.01 % 97.01 % 97.01 % 93.18 % 93.18 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TEL/USDT 10 2.39 418.017 4.18 0:38:00 10 0 0 100
VRA/USDT 9 1.65 185.650 1.86 0:24:00 9 0 0 100
NWC/USDT 4 2.12 160.651 1.61 0:41:00 4 0 0 100
DGB/USDT 1 5.77 104.946 1.05 2:30:00 1 0 0 100
KSM/USDT 4 1.57 97.251 0.97 3:36:00 4 0 0 100
XRP/USDT 1 1.29 96.192 0.96 13 days, 7:45:00 1 0 0 100
ONT/USDT 4 1.14 79.484 0.79 0:28:00 4 0 0 100
SXP/USDT 2 2.35 62.200 0.62 2:06:00 2 0 0 100
BTT/USDT 3 1.62 60.686 0.61 0:15:00 3 0 0 100
MLK/USDT 6 1.84 58.117 0.58 3:51:00 6 0 0 100
VELO/USDT 2 1.51 50.508 0.51 1:52:00 2 0 0 100
CKB/USDT 2 1.57 44.460 0.44 0:08:00 2 0 0 100
ADA/USDT 1 2.19 41.882 0.42 6:19:00 1 0 0 100
ALEPH/USDT 1 2.23 37.478 0.37 0:30:00 1 0 0 100
COTI/USDT 1 2.11 36.908 0.37 1:25:00 1 0 0 100
PLU/USDT 1 2.36 31.616 0.32 3 days, 8:59:00 1 0 0 100
EOS/USDT 1 1.42 24.663 0.25 0:14:00 1 0 0 100
BNB/USDT 1 1.34 24.220 0.24 0:05:00 1 0 0 100
KAI/USDT 1 2.36 20.859 0.21 0:06:00 1 0 0 100
CHR/USDT 1 1.11 19.427 0.19 0:52:00 1 0 0 100
DASH/USDT 1 0.97 17.674 0.18 3:24:00 1 0 0 100
DAG/USDT 1 1.82 16.326 0.16 0:24:00 1 0 0 100
UOS/USDT 2 0.7 12.009 0.12 0:04:00 2 0 0 100
SNX/USDT 1 1.22 11.100 0.11 0:24:00 1 0 0 100
DEGO/USDT 1 1.01 9.262 0.09 0:19:00 1 0 0 100
STX/USDT 1 0.37 6.836 0.07 2:25:00 1 0 0 100
COMP/USDT 1 0.47 4.093 0.04 0:03:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 2 0.28 -28.152 -0.28 7 days, 6:51:00 1 0 1 50.0
FIL/USDT 1 -2.37 -278.369 -2.78 23 days, 0:40:00 0 0 1 0
TOTAL 67 1.68 1425.995 14.26 20:39:00 65 0 2 97.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DOT/USDT 1 -0.49 -46.557 -0.47 14 days, 12:50:00 0 0 1 0
FIL/USDT 1 -2.37 -278.369 -2.78 23 days, 0:40:00 0 0 1 0
TOTAL 2 -1.43 -324.927 -3.25 18 days, 18:45:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 19 2.24 768.100 7.68 1:35:00 19 0 0 100
101 23 1.33 281.623 2.82 3:42:00 23 0 0 100
42 6 1.96 189.757 1.9 1:38:00 6 0 0 100
41 3 1.99 116.913 1.17 0:36:00 3 0 0 100
120 2 0.4 49.635 0.5 13 days, 22:18:00 1 0 1 50.0
5 2 1.26 49.418 0.49 0:15:00 2 0 0 100
141 142 1 2.19 41.882 0.42 6:19:00 1 0 0 100
3 101 1 2.05 37.199 0.37 0:45:00 1 0 0 100
1 41 1 1.92 33.926 0.34 0:06:00 1 0 0 100
3 1 1.94 33.909 0.34 0:31:00 1 0 0 100
6 101 2 0.85 31.806 0.32 10:48:00 2 0 0 100
101 141 1 1.42 24.663 0.25 0:14:00 1 0 0 100
43 1 1.16 19.651 0.2 0:26:00 1 0 0 100
2 3 101 1 1.01 17.820 0.18 2:02:00 1 0 0 100
141 1 0.37 6.836 0.07 2:25:00 1 0 0 100
1 6 1 6.71 1.226 0.01 0:25:00 1 0 0 100
120 141 1 -2.37 -278.369 -2.78 23 days, 0:40:00 0 0 1 0
TOTAL 67 1.68 1425.995 14.26 20:39:00 65 0 2 97.0

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_rapid_u_1 ( 101 ) 14 1.31 162.895 1.63 0:09:00 14 0 0 100
exit_long_normal_u_1 ( 6 ) 6 1.42 147.177 1.47 0:07:00 6 0 0 100
exit_long_normal_d_7_13 ( 6 ) 1 7.09 127.057 1.27 0:30:00 1 0 0 100
exit_profit_long_normal_t_5_2_m ( 6 ) 1 5.77 104.946 1.05 2:30:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.29 96.192 0.96 13 days, 7:45:00 1 0 0 100
exit_long_quick_q_3 ( 42 ) 2 2.65 95.944 0.96 0:40:00 2 0 0 100
exit_long_normal_w_2_11 ( 6 ) 2 2.5 89.874 0.9 1:12:00 2 0 0 100
exit_profit_long_normal_t_4_1_m ( 6 ) 1 4.52 76.027 0.76 2:15:00 1 0 0 100
exit_long_normal_d_3_91 ( 6 ) 1 2.96 63.760 0.64 0:48:00 1 0 0 100
exit_long_normal_d_1_27 ( 6 ) 3 1.1 57.190 0.57 0:56:00 3 0 0 100
exit_long_quick_d_2_20 ( 41 ) 1 1.99 49.247 0.49 1:03:00 1 0 0 100
exit_long_quick_d_2_27 ( 41 ) 1 2.88 48.041 0.48 0:30:00 1 0 0 100
exit_long_normal_d_2_65 ( 6 ) 1 2.47 42.618 0.43 0:15:00 1 0 0 100
exit_long_tc_d_2_78 ( 141 142 ) 1 2.19 41.882 0.42 6:19:00 1 0 0 100
exit_long_quick_d_2_64 ( 42 ) 1 2.23 37.478 0.37 0:30:00 1 0 0 100
exit_long_normal_d_2_105 ( 3 101 ) 1 2.05 37.199 0.37 0:45:00 1 0 0 100
exit_long_normal_d_1_46 ( 6 ) 1 1.9 34.244 0.34 0:35:00 1 0 0 100
exit_long_normal_u_1 ( 1 41 ) 1 1.92 33.926 0.34 0:06:00 1 0 0 100
exit_long_normal_d_1_20 ( 3 ) 1 1.94 33.909 0.34 0:31:00 1 0 0 100
exit_long_rapid_w_3_1 ( 101 ) 1 2.36 31.616 0.32 3 days, 8:59:00 1 0 0 100
exit_long_rapid_u_3 ( 101 ) 1 3.17 26.375 0.26 0:27:00 1 0 0 100
exit_long_normal_d_1_46 ( 5 ) 1 1.17 25.198 0.25 0:25:00 1 0 0 100
exit_long_tc_u_1 ( 101 141 ) 1 1.42 24.663 0.25 0:14:00 1 0 0 100
exit_long_normal_d_1_65 ( 5 ) 1 1.34 24.220 0.24 0:05:00 1 0 0 100
exit_long_normal_d_1_100 ( 6 ) 1 0.96 22.741 0.23 13:58:00 1 0 0 100
exit_long_rapid_u_2 ( 101 ) 1 2.36 20.859 0.21 0:06:00 1 0 0 100
exit_long_quick_d_1_20 ( 43 ) 1 1.16 19.651 0.2 0:26:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.09 19.625 0.2 0:15:00 1 0 0 100
exit_long_quick_d_2_16 ( 42 ) 1 2.22 19.583 0.2 3:58:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.06 19.078 0.19 0:32:00 1 0 0 100
exit_long_normal_u_1 ( 6 101 ) 1 1.09 18.655 0.19 0:01:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 4 0.54 18.177 0.18 0:04:00 4 0 0 100
exit_long_normal_w_1_11 ( 2 3 101 ) 1 1.01 17.820 0.18 2:02:00 1 0 0 100
exit_long_quick_d_0_26 ( 42 ) 1 0.97 17.674 0.18 3:24:00 1 0 0 100
exit_long_normal_w_0_8 ( 6 101 ) 1 0.6 13.151 0.13 21:35:00 1 0 0 100
exit_long_rapid_d_1_20 ( 101 ) 1 1.19 10.921 0.11 0:49:00 1 0 0 100
exit_long_rapid_d_1_70 ( 101 ) 1 1.13 10.781 0.11 0:30:00 1 0 0 100
exit_long_tc_w_0_8 ( 141 ) 1 0.37 6.836 0.07 2:25:00 1 0 0 100
exit_long_normal_d_0_25 ( 6 ) 1 0.15 2.467 0.02 3:15:00 1 0 0 100
exit_long_normal_d_6_11 ( 1 6 ) 1 6.71 1.226 0.01 0:25:00 1 0 0 100
force_exit 2 -1.43 -324.927 -3.25 18 days, 18:45:00 0 0 2 0
TOTAL 67 1.68 1425.995 14.26 20:39:00 65 0 2 97.0

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('101 ', 'exit_long_rapid_u_1 ( 101 )') 14 1.31 162.895 1.63 0:09:00 14 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 6 1.42 147.177 1.47 0:07:00 6 0 0 100
('6 ', 'exit_long_normal_d_7_13 ( 6 )') 1 7.09 127.057 1.27 0:30:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_5_2_m ( 6 )') 1 5.77 104.946 1.05 2:30:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.29 96.192 0.96 13 days, 7:45:00 1 0 0 100
('42 ', 'exit_long_quick_q_3 ( 42 )') 2 2.65 95.944 0.96 0:40:00 2 0 0 100
('6 ', 'exit_long_normal_w_2_11 ( 6 )') 2 2.5 89.874 0.9 1:12:00 2 0 0 100
('6 ', 'exit_profit_long_normal_t_4_1_m ( 6 )') 1 4.52 76.027 0.76 2:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_91 ( 6 )') 1 2.96 63.760 0.64 0:48:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_27 ( 6 )') 3 1.1 57.190 0.57 0:56:00 3 0 0 100
('41 ', 'exit_long_quick_d_2_20 ( 41 )') 1 1.99 49.247 0.49 1:03:00 1 0 0 100
('41 ', 'exit_long_quick_d_2_27 ( 41 )') 1 2.88 48.041 0.48 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_65 ( 6 )') 1 2.47 42.618 0.43 0:15:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_2_78 ( 141 142 )') 1 2.19 41.882 0.42 6:19:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_64 ( 42 )') 1 2.23 37.478 0.37 0:30:00 1 0 0 100
('3 101 ', 'exit_long_normal_d_2_105 ( 3 101 )') 1 2.05 37.199 0.37 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_46 ( 6 )') 1 1.9 34.244 0.34 0:35:00 1 0 0 100
('1 41 ', 'exit_long_normal_u_1 ( 1 41 )') 1 1.92 33.926 0.34 0:06:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_20 ( 3 )') 1 1.94 33.909 0.34 0:31:00 1 0 0 100
('101 ', 'exit_long_rapid_w_3_1 ( 101 )') 1 2.36 31.616 0.32 3 days, 8:59:00 1 0 0 100
('101 ', 'exit_long_rapid_u_3 ( 101 )') 1 3.17 26.375 0.26 0:27:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_46 ( 5 )') 1 1.17 25.198 0.25 0:25:00 1 0 0 100
('101 141 ', 'exit_long_tc_u_1 ( 101 141 )') 1 1.42 24.663 0.25 0:14:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_65 ( 5 )') 1 1.34 24.220 0.24 0:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_100 ( 6 )') 1 0.96 22.741 0.23 13:58:00 1 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 1 2.36 20.859 0.21 0:06:00 1 0 0 100
('43 ', 'exit_long_quick_d_1_20 ( 43 )') 1 1.16 19.651 0.2 0:26:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.09 19.625 0.2 0:15:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_16 ( 42 )') 1 2.22 19.583 0.2 3:58:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.06 19.078 0.19 0:32:00 1 0 0 100
('6 101 ', 'exit_long_normal_u_1 ( 6 101 )') 1 1.09 18.655 0.19 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 4 0.54 18.177 0.18 0:04:00 4 0 0 100
('2 3 101 ', 'exit_long_normal_w_1_11 ( 2 3 101 )') 1 1.01 17.820 0.18 2:02:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_26 ( 42 )') 1 0.97 17.674 0.18 3:24:00 1 0 0 100
('6 101 ', 'exit_long_normal_w_0_8 ( 6 101 )') 1 0.6 13.151 0.13 21:35:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_20 ( 101 )') 1 1.19 10.921 0.11 0:49:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_70 ( 101 )') 1 1.13 10.781 0.11 0:30:00 1 0 0 100
('141 ', 'exit_long_tc_w_0_8 ( 141 )') 1 0.37 6.836 0.07 2:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_25 ( 6 )') 1 0.15 2.467 0.02 3:15:00 1 0 0 100
('1 6 ', 'exit_long_normal_d_6_11 ( 1 6 )') 1 6.71 1.226 0.01 0:25:00 1 0 0 100
('120 ', 'force_exit') 1 -0.49 -46.557 -0.47 14 days, 12:50:00 0 0 1 0
('120 141 ', 'force_exit') 1 -2.37 -278.369 -2.78 23 days, 0:40:00 0 0 1 0
TOTAL 67 1.68 1425.995 14.26 20:39:00 65 0 2 97.0

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/06/2021 37.199 1 0 0
02/06/2021 34.928 2 0 0
03/06/2021 85.52 2 0 0
04/06/2021 157.618 6 0 0
05/06/2021 104.62 4 0 0
06/06/2021 0 0 0 0
07/06/2021 139.585 7 0 0
08/06/2021 466.835 13 0 0
09/06/2021 0 0 0 0
10/06/2021 0 0 0 0
11/06/2021 11.1 1 0 0
12/06/2021 167.175 3 0 0
13/06/2021 0 0 0 0
14/06/2021 96.192 1 0 0
15/06/2021 0 0 0 0
16/06/2021 0 0 0 0
17/06/2021 0 0 0 0
18/06/2021 0 0 0 0
19/06/2021 0 0 0 0
20/06/2021 0 0 0 0
21/06/2021 115.058 9 0 0
22/06/2021 247.287 12 0 0
23/06/2021 52.612 1 0 0
24/06/2021 0 0 0 0
25/06/2021 0 0 0 0
26/06/2021 10.921 1 0 0
27/06/2021 0 0 0 0
28/06/2021 0 0 0 0
29/06/2021 11.119 1 0 0
30/06/2021 13.151 1 0 0
01/07/2021 -324.927 0 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2021-06-01 00:00:00
Backtesting to 2021-07-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 67 / 2.23
Starting balance 10000 USDT
Final balance 11425.995 USDT
Absolute profit 1425.995 USDT
Total profit % 14.26%
CAGR % 406.26%
Sortino 7.83
Sharpe 20.36
Calmar 328.42
Profit factor 5.39
Expectancy (Ratio) 21.28 (0.13)
Avg. daily profit % 0.48%
Avg. stake amount 1396.013 USDT
Total trade volume 93532.843 USDT
Best Pair TEL/USDT 4.18%
Worst Pair FIL/USDT -2.78%
Best trade TEL/USDT 7.09%
Worst trade FIL/USDT -2.37%
Best day 466.835 USDT
Worst day -324.927 USDT
Days win/draw/lose 16 / 14 / 1
Avg. Duration Winners 7:25:00
Avg. Duration Loser 18 days, 18:45:00
Max Consecutive Wins / Loss 65 / 2
Rejected Entry signals 11
Entry/Exit Timeouts 0 / 0
Min balance 10037.199 USDT
Max balance 11750.921 USDT
Max % of account underwater 2.77%
Absolute Drawdown (Account) 2.77%
Absolute Drawdown 324.927 USDT
Drawdown high 1750.921 USDT
Drawdown low 1425.995 USDT
Drawdown Start 2021-06-30 05:40:00
Drawdown End 2021-07-01 00:00:00
Market change -18.28%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 67 1.68 1425.995 14.26 20:39:00 65 0 2 97.0 324.927 USDT 2.77%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210701-20210801

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 3 days, 1:51:00 3 days, 1:51:00 3 days, 1:16:00 1 day, 16:18:00 1 day, 16:26:00
Market Change 25.97 % 25.97 % 25.97 % 25.97 % 25.97 %
Max Drawdown 1.0043 % 1.0043 % 1.0028 % 1.0302 % 1.0272 %
Profit Mean 1.49 % 1.49 % 1.49 % 1.81 % 1.81 %
Profit Sum 32.68 % 32.68 % 32.7 % 45.35 % 45.18 %
Profit Total 4.77 % 4.77 % 4.79 % 7.91 % 7.9 %
Trades 22 22 22 25 25
Win Rate 95.45 % 95.45 % 95.45 % 96.0 % 96.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NIM/USDT 2 5.61 183.671 1.84 0:48:00 2 0 0 100
DOT/USDT 2 1.62 126.394 1.26 11 days, 4:38:00 2 0 0 100
DEGO/USDT 3 1.96 120.354 1.2 16:02:00 3 0 0 100
DAG/USDT 6 1.17 89.437 0.89 0:35:00 6 0 0 100
STX/USDT 2 0.96 32.287 0.32 2:20:00 2 0 0 100
VRA/USDT 1 1.38 11.342 0.11 0:01:00 1 0 0 100
NWC/USDT 3 0.67 11.042 0.11 0:07:00 3 0 0 100
MLK/USDT 1 0.54 5.279 0.05 5:05:00 1 0 0 100
TEL/USDT 1 0.03 3.035 0.03 26 days, 6:01:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 1 -0.58 -105.844 -1.06 16 days, 10:15:00 0 0 1 0
TOTAL 22 1.49 476.995 4.77 3 days, 1:51:00 21 0 1 95.5

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DOT/USDT 1 1.91 43.551 0.44 5 days, 16:20:00 1 0 0 100
CHR/USDT 1 -0.58 -105.844 -1.06 16 days, 10:15:00 0 0 1 0
TOTAL 2 0.66 -62.293 -0.62 11 days, 1:18:00 1 0 1 50.0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
3 1 8.68 142.797 1.43 1:35:00 1 0 0 100
120 2 1.62 126.394 1.26 11 days, 4:38:00 2 0 0 100
101 10 0.87 70.899 0.71 2 days, 15:36:00 10 0 0 100
6 5 1.5 61.755 0.62 3 days, 16:37:00 4 0 1 80.0
5 2 1.29 42.863 0.43 1:06:00 2 0 0 100
143 2 0.96 32.287 0.32 2:20:00 2 0 0 100
TOTAL 22 1.49 476.995 4.77 3 days, 1:51:00 21 0 1 95.5

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_w_8_7 ( 3 ) 1 8.68 142.797 1.43 1:35:00 1 0 0 100
exit_long_normal_d_5_100 ( 6 ) 1 3.6 93.783 0.94 1 day, 17:05:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.33 82.843 0.83 16 days, 16:56:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.54 40.874 0.41 0:01:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 3 1.25 31.281 0.31 0:02:00 3 0 0 100
exit_long_tc_d_1_26 ( 143 ) 1 1.77 29.853 0.3 4:40:00 1 0 0 100
exit_long_normal_d_1_67 ( 5 ) 1 1.35 22.251 0.22 0:32:00 1 0 0 100
exit_long_normal_d_1_31 ( 5 ) 1 1.24 20.612 0.21 1:39:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.12 18.568 0.19 0:43:00 1 0 0 100
exit_long_normal_w_0_14 ( 6 ) 1 0.83 14.375 0.14 7:00:00 1 0 0 100
exit_long_rapid_o_1 ( 101 ) 1 1.44 12.196 0.12 0:01:00 1 0 0 100
exit_long_rapid_d_1_65 ( 101 ) 1 1.69 9.230 0.09 0:15:00 1 0 0 100
exit_long_rapid_w_0_10 ( 101 ) 2 0.29 8.314 0.08 13 days, 5:33:00 2 0 0 100
exit_long_rapid_d_1_20 ( 101 ) 1 0.95 8.066 0.08 0:30:00 1 0 0 100
exit_long_tc_u_0 ( 143 ) 1 0.15 2.433 0.02 0:01:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 2 0.17 1.811 0.02 0:04:00 2 0 0 100
force_exit 2 0.66 -62.293 -0.62 11 days, 1:18:00 1 0 1 50.0
TOTAL 22 1.49 476.995 4.77 3 days, 1:51:00 21 0 1 95.5

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('3 ', 'exit_long_normal_w_8_7 ( 3 )') 1 8.68 142.797 1.43 1:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_5_100 ( 6 )') 1 3.6 93.783 0.94 1 day, 17:05:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.33 82.843 0.83 16 days, 16:56:00 1 0 0 100
('120 ', 'force_exit') 1 1.91 43.551 0.44 5 days, 16:20:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.54 40.874 0.41 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 3 1.25 31.281 0.31 0:02:00 3 0 0 100
('143 ', 'exit_long_tc_d_1_26 ( 143 )') 1 1.77 29.853 0.3 4:40:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_67 ( 5 )') 1 1.35 22.251 0.22 0:32:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_31 ( 5 )') 1 1.24 20.612 0.21 1:39:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.12 18.568 0.19 0:43:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_14 ( 6 )') 1 0.83 14.375 0.14 7:00:00 1 0 0 100
('101 ', 'exit_long_rapid_o_1 ( 101 )') 1 1.44 12.196 0.12 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_65 ( 101 )') 1 1.69 9.230 0.09 0:15:00 1 0 0 100
('101 ', 'exit_long_rapid_w_0_10 ( 101 )') 2 0.29 8.314 0.08 13 days, 5:33:00 2 0 0 100
('101 ', 'exit_long_rapid_d_1_20 ( 101 )') 1 0.95 8.066 0.08 0:30:00 1 0 0 100
('143 ', 'exit_long_tc_u_0 ( 143 )') 1 0.15 2.433 0.02 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 2 0.17 1.811 0.02 0:04:00 2 0 0 100
('6 ', 'force_exit') 1 -0.58 -105.844 -1.06 16 days, 10:15:00 0 0 1 0
TOTAL 22 1.49 476.995 4.77 3 days, 1:51:00 21 0 1 95.5

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/07/2021 18.568 1 0 0
02/07/2021 0 0 0 0
03/07/2021 142.797 1 0 0
04/07/2021 0 0 0 0
05/07/2021 0 0 0 0
06/07/2021 0 0 0 0
07/07/2021 0 0 0 0
08/07/2021 5.279 1 0 0
09/07/2021 9.207 1 0 0
10/07/2021 93.783 1 0 0
11/07/2021 0 0 0 0
12/07/2021 0 0 0 0
13/07/2021 0 0 0 0
14/07/2021 0 0 0 0
15/07/2021 0 0 0 0
16/07/2021 0 0 0 0
17/07/2021 20.612 1 0 0
18/07/2021 0 0 0 0
19/07/2021 0 0 0 0
20/07/2021 92.268 7 0 0
21/07/2021 33.593 2 0 0
22/07/2021 0 0 0 0
23/07/2021 0 0 0 0
24/07/2021 82.843 1 0 0
25/07/2021 12.196 1 0 0
26/07/2021 10.732 1 0 0
27/07/2021 3.035 1 0 0
28/07/2021 0 0 0 0
29/07/2021 0 0 0 0
30/07/2021 14.375 1 0 0
31/07/2021 0 0 0 0
01/08/2021 -62.293 1 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2021-07-01 00:00:00
Backtesting to 2021-08-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 22 / 0.71
Starting balance 10000 USDT
Final balance 10476.995 USDT
Absolute profit 476.995 USDT
Total profit % 4.77%
CAGR % 73.09%
Sortino -100.00
Sharpe 6.61
Calmar 292.71
Profit factor 5.51
Expectancy (Ratio) 21.68 (0.20)
Avg. daily profit % 0.15%
Avg. stake amount 1009.172 USDT
Total trade volume 22201.781 USDT
Best Pair NIM/USDT 1.84%
Worst Pair CHR/USDT -1.06%
Best trade NIM/USDT 8.68%
Worst trade CHR/USDT -0.58%
Best day 142.797 USDT
Worst day -62.293 USDT
Days win/draw/lose 13 / 18 / 1
Avg. Duration Winners 2 days, 10:36:00
Avg. Duration Loser 16 days, 10:15:00
Max Consecutive Wins / Loss 20 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10018.568 USDT
Max balance 10539.288 USDT
Max % of account underwater 1.00%
Absolute Drawdown (Account) 1.00%
Absolute Drawdown 105.844 USDT
Drawdown high 539.288 USDT
Drawdown low 433.444 USDT
Drawdown Start 2021-07-30 15:55:00
Drawdown End 2021-08-01 00:00:00
Market change 25.97%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 22 1.49 476.995 4.77 3 days, 1:51:00 21 0 1 95.5 105.844 USDT 1.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210801-20210901

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 19:01:00 19:01:00 19:01:00 18:19:00 18:19:00
Market Change 56.3 % 56.3 % 56.3 % 56.3 % 56.3 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.49 % 1.49 % 1.49 % 1.68 % 1.68 %
Profit Sum 37.36 % 37.36 % 37.36 % 43.75 % 43.72 %
Profit Total 7.05 % 7.05 % 7.05 % 8.69 % 8.7 %
Trades 25 25 25 26 26
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DAG/USDT 3 1.86 108.601 1.09 0:18:00 3 0 0 100
DOT/USDT 1 1.88 82.638 0.83 8 days, 12:35:00 1 0 0 100
EOS/USDT 2 2.27 75.903 0.76 0:15:00 2 0 0 100
GRT/USDT 2 1.17 71.060 0.71 3 days, 7:42:00 2 0 0 100
EWT/USDT 4 1.39 57.541 0.58 0:21:00 4 0 0 100
UOS/USDT 1 2.65 43.904 0.44 0:04:00 1 0 0 100
VELO/USDT 1 2.48 43.550 0.44 3:50:00 1 0 0 100
VRA/USDT 2 1.53 43.522 0.44 0:16:00 2 0 0 100
NWC/USDT 2 1.15 40.548 0.41 0:26:00 2 0 0 100
ARPA/USDT 1 0.96 36.942 0.37 4 days, 4:30:00 1 0 0 100
SXP/USDT 1 1.23 20.773 0.21 0:03:00 1 0 0 100
CHR/USDT 1 1.17 20.074 0.2 0:06:00 1 0 0 100
DEGO/USDT 1 1.07 17.891 0.18 0:02:00 1 0 0 100
JST/USDT 1 1.06 17.834 0.18 0:06:00 1 0 0 100
CKB/USDT 1 1.07 17.623 0.18 0:16:00 1 0 0 100
WIN/USDT 1 0.41 6.897 0.07 2:24:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 25 1.49 705.300 7.05 19:01:00 25 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 1.11 50.630 0.51 6 days, 15:20:00 1 0 0 100
TOTAL 1 1.11 50.630 0.51 6 days, 15:20:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 10 1.36 267.138 2.67 10:30:00 10 0 0 100
120 2 1.5 133.269 1.33 7 days, 13:58:00 2 0 0 100
5 2 1.85 62.220 0.62 0:06:00 2 0 0 100
6 142 1 3.13 52.617 0.53 0:23:00 1 0 0 100
101 5 1.15 49.224 0.49 0:09:00 5 0 0 100
41 1 2.48 43.550 0.44 3:50:00 1 0 0 100
43 1 2.05 35.192 0.35 0:01:00 1 0 0 100
120 141 1 1.41 23.286 0.23 0:07:00 1 0 0 100
6 141 1 1.22 20.429 0.2 0:04:00 1 0 0 100
2 3 101 1 1.0 18.374 0.18 1:10:00 1 0 0 100
TOTAL 25 1.49 705.300 7.05 19:01:00 25 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 6 1.11 112.494 1.12 0:07:00 6 0 0 100
exit_long_normal_d_5_40 ( 6 ) 1 4.34 88.557 0.89 0:45:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.88 82.638 0.83 8 days, 12:35:00 1 0 0 100
exit_long_normal_d_3_65 ( 6 142 ) 1 3.13 52.617 0.53 0:23:00 1 0 0 100
force_exit 1 1.11 50.630 0.51 6 days, 15:20:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 4 1.39 47.496 0.47 0:11:00 4 0 0 100
exit_long_normal_u_2 ( 5 ) 1 2.65 43.904 0.44 0:04:00 1 0 0 100
exit_long_quick_q_3 ( 41 ) 1 2.48 43.550 0.44 3:50:00 1 0 0 100
exit_long_normal_w_2_1 ( 6 ) 1 0.96 36.942 0.37 4 days, 4:30:00 1 0 0 100
exit_long_quick_u_2 ( 43 ) 1 2.05 35.192 0.35 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 120 141 ) 1 1.41 23.286 0.23 0:07:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 1 1.26 22.249 0.22 0:45:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 ) 1 1.22 20.429 0.2 0:04:00 1 0 0 100
exit_long_normal_d_1_10 ( 2 3 101 ) 1 1.0 18.374 0.18 1:10:00 1 0 0 100
exit_long_normal_d_1_20 ( 5 ) 1 1.05 18.317 0.18 0:07:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.41 6.897 0.07 2:24:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 1 0.2 1.728 0.02 0:01:00 1 0 0 100
TOTAL 25 1.49 705.300 7.05 19:01:00 25 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 6 1.11 112.494 1.12 0:07:00 6 0 0 100
('6 ', 'exit_long_normal_d_5_40 ( 6 )') 1 4.34 88.557 0.89 0:45:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.88 82.638 0.83 8 days, 12:35:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_3_65 ( 6 142 )') 1 3.13 52.617 0.53 0:23:00 1 0 0 100
('120 ', 'force_exit') 1 1.11 50.630 0.51 6 days, 15:20:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 4 1.39 47.496 0.47 0:11:00 4 0 0 100
('5 ', 'exit_long_normal_u_2 ( 5 )') 1 2.65 43.904 0.44 0:04:00 1 0 0 100
('41 ', 'exit_long_quick_q_3 ( 41 )') 1 2.48 43.550 0.44 3:50:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_1 ( 6 )') 1 0.96 36.942 0.37 4 days, 4:30:00 1 0 0 100
('43 ', 'exit_long_quick_u_2 ( 43 )') 1 2.05 35.192 0.35 0:01:00 1 0 0 100
('120 141 ', 'exit_long_tc_u_1 ( 120 141 )') 1 1.41 23.286 0.23 0:07:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 1 1.26 22.249 0.22 0:45:00 1 0 0 100
('6 141 ', 'exit_long_normal_u_1 ( 6 141 )') 1 1.22 20.429 0.2 0:04:00 1 0 0 100
('2 3 101 ', 'exit_long_normal_d_1_10 ( 2 3 101 )') 1 1.0 18.374 0.18 1:10:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_20 ( 5 )') 1 1.05 18.317 0.18 0:07:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.41 6.897 0.07 2:24:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 1 0.2 1.728 0.02 0:01:00 1 0 0 100
TOTAL 25 1.49 705.300 7.05 19:01:00 25 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/08/2021 8.33 1 0 0
04/08/2021 0 0 0 0
05/08/2021 0 0 0 0
06/08/2021 0 0 0 0
07/08/2021 0 0 0 0
08/08/2021 0 0 0 0
09/08/2021 0 0 0 0
10/08/2021 0 0 0 0
11/08/2021 0 0 0 0
12/08/2021 61.527 2 0 0
13/08/2021 6.897 1 0 0
14/08/2021 0 0 0 0
15/08/2021 0 0 0 0
16/08/2021 0 0 0 0
17/08/2021 60.228 2 0 0
18/08/2021 129.544 5 0 0
19/08/2021 0 0 0 0
20/08/2021 0 0 0 0
21/08/2021 0 0 0 0
22/08/2021 82.638 1 0 0
23/08/2021 0 0 0 0
24/08/2021 55.266 2 0 0
25/08/2021 127.723 4 0 0
26/08/2021 18.374 1 0 0
27/08/2021 0 0 0 0
28/08/2021 18.317 1 0 0
29/08/2021 0 0 0 0
30/08/2021 1.728 1 0 0
31/08/2021 84.098 3 0 0
01/09/2021 50.63 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2021-08-01 00:00:00
Backtesting to 2021-09-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 25 / 0.81
Starting balance 10000 USDT
Final balance 10705.3 USDT
Absolute profit 705.3 USDT
Total profit % 7.05%
CAGR % 123.10%
Sortino -100.00
Sharpe 20.34
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 28.21 (100.00)
Avg. daily profit % 0.23%
Avg. stake amount 1433.164 USDT
Total trade volume 35829.099 USDT
Best Pair DAG/USDT 1.09%
Worst Pair AAVE/USDT 0.00%
Best trade DAG/USDT 4.34%
Worst trade DAG/USDT 0.20%
Best day 129.544 USDT
Worst day 0 USDT
Days win/draw/lose 13 / 17 / 0
Avg. Duration Winners 19:01:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 25 / 0
Rejected Entry signals 2
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 56.30%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 25 1.49 705.300 7.05 19:01:00 25 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210901-20211001

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 3 days, 9:21:00 3 days, 9:21:00 3 days, 9:21:00 3 days, 7:11:00 3 days, 5:19:00
Market Change -1.55 % -1.55 % -1.55 % -1.55 % -1.55 %
Max Drawdown 9.4244 % 9.4244 % 9.4244 % 9.6703 % 9.6675 %
Profit Mean 1.59 % 1.59 % 1.59 % 2.82 % 2.95 %
Profit Sum 63.49 % 63.49 % 63.49 % 115.77 % 123.85 %
Profit Total 1.42 % 1.42 % 1.42 % 10.72 % 12.02 %
Trades 40 40 40 41 42
Win Rate 85.0 % 85.0 % 85.0 % 85.37 % 85.71 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ONE/USDT 3 5.75 262.781 2.63 0:52:00 3 0 0 100
ROSE/USDT 4 2.9 196.641 1.97 4:28:00 4 0 0 100
PRE/USDT 4 1.71 104.179 1.04 0:16:00 4 0 0 100
XRP/USDT 1 1.29 85.148 0.85 16 days, 9:24:00 1 0 0 100
TEL/USDT 1 3.96 63.771 0.64 0:30:00 1 0 0 100
VRA/USDT 2 1.75 57.624 0.58 0:23:00 2 0 0 100
ALGO/USDT 1 3.13 51.618 0.52 1:10:00 1 0 0 100
ARPA/USDT 1 3.28 51.500 0.51 6:23:00 1 0 0 100
CHR/USDT 2 1.5 41.622 0.42 1:12:00 2 0 0 100
DAG/USDT 1 2.49 39.576 0.4 0:07:00 1 0 0 100
AVA/USDT 1 1.74 35.504 0.36 1:11:00 1 0 0 100
AAVE/USDT 2 0.79 28.478 0.28 0:43:00 2 0 0 100
UNI/USDT 1 1.39 23.435 0.23 0:02:00 1 0 0 100
VIDT/USDT 2 0.69 21.762 0.22 11 days, 2:04:00 1 0 1 50.0
DOT/USDT 1 1.12 20.331 0.2 1:21:00 1 0 0 100
ADA/USDT 1 1.12 19.354 0.19 0:01:00 1 0 0 100
GRT/USDT 2 1.57 17.791 0.18 3 days, 9:26:00 1 0 1 50.0
COTI/USDT 1 1.09 9.297 0.09 0:05:00 1 0 0 100
SNX/USDT 1 1.07 9.204 0.09 0:02:00 1 0 0 100
ALEPH/USDT 1 0.61 5.175 0.05 3:01:00 1 0 0 100
SXP/USDT 1 0.08 1.572 0.02 21:35:00 1 0 0 100
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 2 0.75 -15.845 -0.16 11 days, 16:43:00 1 0 1 50.0
ATOM/USDT 1 -0.3 -71.449 -0.71 23 days, 9:15:00 0 0 1 0
VET/USDT 1 -2.37 -292.708 -2.93 23 days, 9:15:00 0 0 1 0
VELO/USDT 2 -2.99 -624.437 -6.24 8 days, 18:07:00 1 0 1 50.0
TOTAL 40 1.59 141.925 1.42 3 days, 9:21:00 34 0 6 85.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VIDT/USDT 1 -0.01 -1.863 -0.02 22 days, 3:45:00 0 0 1 0
GRT/USDT 1 -0.3 -11.681 -0.12 6 days, 18:50:00 0 0 1 0
NWC/USDT 1 -0.57 -51.011 -0.51 23 days, 9:25:00 0 0 1 0
ATOM/USDT 1 -0.3 -71.449 -0.71 23 days, 9:15:00 0 0 1 0
VET/USDT 1 -2.37 -292.708 -2.93 23 days, 9:15:00 0 0 1 0
VELO/USDT 1 -6.06 -626.554 -6.27 15 days, 16:30:00 0 0 1 0
TOTAL 6 -1.6 -1055.266 -10.55 19 days, 3:10:00 0 0 6 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 15 2.13 537.447 5.37 1 day, 13:22:00 14 0 1 93.3
3 1 13.41 210.596 2.11 1:28:00 1 0 0 100
142 2 2.26 75.053 0.75 0:36:00 2 0 0 100
120 2 0.49 73.467 0.73 11 days, 14:07:00 1 0 1 50.0
2 1 3.96 63.771 0.64 0:30:00 1 0 0 100
42 1 2.72 42.491 0.42 1:05:00 1 0 0 100
101 9 1.01 33.593 0.34 2 days, 17:25:00 8 0 1 88.9
4 101 1 1.75 29.825 0.3 0:02:00 1 0 0 100
3 4 1 1.27 21.917 0.22 0:01:00 1 0 0 100
4 141 1 1.12 19.354 0.19 0:01:00 1 0 0 100
2 3 101 1 1.02 16.442 0.16 0:04:00 1 0 0 100
5 1 0.3 6.561 0.07 1:25:00 1 0 0 100
41 1 0.08 2.117 0.02 1 day, 19:44:00 1 0 0 100
141 2 -1.34 -364.156 -3.64 23 days, 9:15:00 0 0 2 0
1 43 1 -6.06 -626.554 -6.27 15 days, 16:30:00 0 0 1 0
TOTAL 40 1.59 141.925 1.42 3 days, 9:21:00 34 0 6 85.0

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_normal_t_12_2_m ( 3 ) 1 13.41 210.596 2.11 1:28:00 1 0 0 100
exit_long_normal_w_6_9 ( 6 ) 1 6.83 113.853 1.14 0:40:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.29 85.148 0.85 16 days, 9:24:00 1 0 0 100
exit_long_normal_d_4_103 ( 6 ) 1 4.68 77.361 0.77 0:25:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.49 75.133 0.75 0:09:00 3 0 0 100
exit_long_normal_u_2 ( 6 ) 2 2.28 74.742 0.75 0:04:00 2 0 0 100
exit_long_normal_d_3_96 ( 2 ) 1 3.96 63.771 0.64 0:30:00 1 0 0 100
exit_long_tc_w_3_14 ( 142 ) 1 3.13 51.618 0.52 1:10:00 1 0 0 100
exit_profit_long_normal_t_3_2_m ( 6 ) 1 3.28 51.500 0.51 6:23:00 1 0 0 100
exit_long_normal_d_3_49 ( 6 ) 1 2.7 49.228 0.49 16:50:00 1 0 0 100
exit_long_quick_q_3 ( 42 ) 1 2.72 42.491 0.42 1:05:00 1 0 0 100
exit_long_normal_d_2_102 ( 6 ) 1 1.74 35.504 0.36 1:11:00 1 0 0 100
exit_long_normal_u_1 ( 4 101 ) 1 1.75 29.825 0.3 0:02:00 1 0 0 100
exit_long_rapid_u_3 ( 101 ) 1 3.44 29.472 0.29 0:01:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 3 1.1 28.194 0.28 0:03:00 3 0 0 100
exit_long_normal_d_1_87 ( 6 ) 1 1.59 25.333 0.25 0:45:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.39 23.435 0.23 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 3 4 ) 1 1.27 21.917 0.22 0:01:00 1 0 0 100
exit_long_normal_d_1_10 ( 6 ) 1 1.12 20.331 0.2 1:21:00 1 0 0 100
exit_long_normal_u_1 ( 4 141 ) 1 1.12 19.354 0.19 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 101 ) 1 1.02 16.442 0.16 0:04:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 2 0.51 16.325 0.16 0:20:00 2 0 0 100
exit_long_rapid_d_1_46 ( 101 ) 1 1.24 11.797 0.12 2:22:00 1 0 0 100
exit_long_rapid_d_1_20 ( 101 ) 1 1.01 8.394 0.08 0:15:00 1 0 0 100
exit_long_normal_d_0_25 ( 5 ) 1 0.3 6.561 0.07 1:25:00 1 0 0 100
exit_long_rapid_w_0_7 ( 101 ) 1 0.61 5.175 0.05 3:01:00 1 0 0 100
exit_long_quick_w_0_2 ( 41 ) 1 0.08 2.117 0.02 1 day, 19:44:00 1 0 0 100
exit_long_rapid_d_0_35 ( 101 ) 1 0.08 1.572 0.02 21:35:00 1 0 0 100
force_exit 6 -1.6 -1055.266 -10.55 19 days, 3:10:00 0 0 6 0
TOTAL 40 1.59 141.925 1.42 3 days, 9:21:00 34 0 6 85.0

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('3 ', 'exit_profit_long_normal_t_12_2_m ( 3 )') 1 13.41 210.596 2.11 1:28:00 1 0 0 100
('6 ', 'exit_long_normal_w_6_9 ( 6 )') 1 6.83 113.853 1.14 0:40:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.29 85.148 0.85 16 days, 9:24:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_103 ( 6 )') 1 4.68 77.361 0.77 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.49 75.133 0.75 0:09:00 3 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 2 2.28 74.742 0.75 0:04:00 2 0 0 100
('2 ', 'exit_long_normal_d_3_96 ( 2 )') 1 3.96 63.771 0.64 0:30:00 1 0 0 100
('142 ', 'exit_long_tc_w_3_14 ( 142 )') 1 3.13 51.618 0.52 1:10:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_3_2_m ( 6 )') 1 3.28 51.500 0.51 6:23:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_49 ( 6 )') 1 2.7 49.228 0.49 16:50:00 1 0 0 100
('42 ', 'exit_long_quick_q_3 ( 42 )') 1 2.72 42.491 0.42 1:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_102 ( 6 )') 1 1.74 35.504 0.36 1:11:00 1 0 0 100
('4 101 ', 'exit_long_normal_u_1 ( 4 101 )') 1 1.75 29.825 0.3 0:02:00 1 0 0 100
('101 ', 'exit_long_rapid_u_3 ( 101 )') 1 3.44 29.472 0.29 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 3 1.1 28.194 0.28 0:03:00 3 0 0 100
('6 ', 'exit_long_normal_d_1_87 ( 6 )') 1 1.59 25.333 0.25 0:45:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.39 23.435 0.23 0:02:00 1 0 0 100
('3 4 ', 'exit_long_normal_u_1 ( 3 4 )') 1 1.27 21.917 0.22 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_10 ( 6 )') 1 1.12 20.331 0.2 1:21:00 1 0 0 100
('4 141 ', 'exit_long_normal_u_1 ( 4 141 )') 1 1.12 19.354 0.19 0:01:00 1 0 0 100
('2 3 101 ', 'exit_long_normal_u_1 ( 2 3 101 )') 1 1.02 16.442 0.16 0:04:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 2 0.51 16.325 0.16 0:20:00 2 0 0 100
('101 ', 'exit_long_rapid_d_1_46 ( 101 )') 1 1.24 11.797 0.12 2:22:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_20 ( 101 )') 1 1.01 8.394 0.08 0:15:00 1 0 0 100
('5 ', 'exit_long_normal_d_0_25 ( 5 )') 1 0.3 6.561 0.07 1:25:00 1 0 0 100
('101 ', 'exit_long_rapid_w_0_7 ( 101 )') 1 0.61 5.175 0.05 3:01:00 1 0 0 100
('41 ', 'exit_long_quick_w_0_2 ( 41 )') 1 0.08 2.117 0.02 1 day, 19:44:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_35 ( 101 )') 1 0.08 1.572 0.02 21:35:00 1 0 0 100
('6 ', 'force_exit') 1 -0.01 -1.863 -0.02 22 days, 3:45:00 0 0 1 0
('120 ', 'force_exit') 1 -0.3 -11.681 -0.12 6 days, 18:50:00 0 0 1 0
('101 ', 'force_exit') 1 -0.57 -51.011 -0.51 23 days, 9:25:00 0 0 1 0
('141 ', 'force_exit') 2 -1.34 -364.156 -3.64 23 days, 9:15:00 0 0 2 0
('1 43 ', 'force_exit') 1 -6.06 -626.554 -6.27 15 days, 16:30:00 0 0 1 0
TOTAL 40 1.59 141.925 1.42 3 days, 9:21:00 34 0 6 85.0

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/09/2021 1.982 1 0 0
02/09/2021 77.361 1 0 0
03/09/2021 0 0 0 0
04/09/2021 0 0 0 0
05/09/2021 10.511 2 0 0
06/09/2021 146.144 2 0 0
07/09/2021 360.627 16 0 0
08/09/2021 302.079 5 0 0
09/09/2021 51.5 1 0 0
10/09/2021 25.333 1 0 0
11/09/2021 65.67 2 0 0
12/09/2021 19.217 1 0 0
13/09/2021 51.618 1 0 0
14/09/2021 0 0 0 0
15/09/2021 0 0 0 0
16/09/2021 0 0 0 0
17/09/2021 0 0 0 0
18/09/2021 0 0 0 0
19/09/2021 0 0 0 0
20/09/2021 0 0 0 0
21/09/2021 0 0 0 0
22/09/2021 85.148 1 0 0
23/09/2021 0 0 0 0
24/09/2021 0 0 0 0
25/09/2021 0 0 0 0
26/09/2021 0 0 0 0
27/09/2021 0 0 0 0
28/09/2021 0 0 0 0
29/09/2021 0 0 0 0
30/09/2021 0 0 0 0
01/10/2021 -1055.266 0 0 6

SUMMARY METRICS

Metric Value
Backtesting from 2021-09-01 00:00:00
Backtesting to 2021-10-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 40 / 1.33
Starting balance 10000 USDT
Final balance 10141.925 USDT
Absolute profit 141.925 USDT
Total profit % 1.42%
CAGR % 18.70%
Sortino 0.40
Sharpe 0.75
Calmar 9.59
Profit factor 1.13
Expectancy (Ratio) 3.55 (0.02)
Avg. daily profit % 0.05%
Avg. stake amount 1345.741 USDT
Total trade volume 53829.627 USDT
Best Pair ONE/USDT 2.63%
Worst Pair VELO/USDT -6.24%
Best trade ONE/USDT 13.41%
Worst trade VELO/USDT -6.06%
Best day 360.627 USDT
Worst day -1055.266 USDT
Days win/draw/lose 12 / 18 / 1
Avg. Duration Winners 14:41:00
Avg. Duration Loser 19 days, 3:10:00
Max Consecutive Wins / Loss 34 / 6
Rejected Entry signals 240
Entry/Exit Timeouts 0 / 0
Min balance 10001.982 USDT
Max balance 11197.191 USDT
Max % of account underwater 9.42%
Absolute Drawdown (Account) 9.42%
Absolute Drawdown 1055.266 USDT
Drawdown high 1197.191 USDT
Drawdown low 141.925 USDT
Drawdown Start 2021-09-22 21:29:00
Drawdown End 2021-10-01 00:00:00
Market change -1.55%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 40 1.59 141.925 1.42 3 days, 9:21:00 34 0 6 85.0 1055.266 USDT 9.42%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20211001-20211101

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 1 day, 10:46:00 1 day, 10:46:00 1 day, 9:48:00 1 day, 19:27:00 1 day, 18:00:00
Market Change 32.16 % 32.16 % 32.16 % 32.16 % 32.16 %
Max Drawdown 3.9754 % 3.9754 % 3.8268 % 3.6671 % 3.6601 %
Profit Mean 1.12 % 1.12 % 1.12 % 1.13 % 1.18 %
Profit Sum 39.09 % 39.09 % 40.37 % 31.73 % 34.29 %
Profit Total 3.2 % 3.2 % 3.42 % 3.35 % 3.78 %
Trades 35 35 36 28 29
Win Rate 94.29 % 94.29 % 94.44 % 92.86 % 93.1 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
WIN/USDT 3 2.64 123.063 1.23 0:21:00 3 0 0 100
ADA/USDT 3 2.07 103.596 1.04 0:02:00 3 0 0 100
XLM/USDT 1 1.58 83.661 0.84 13 days, 0:27:00 1 0 0 100
FIL/USDT 2 2.14 68.845 0.69 0:02:00 2 0 0 100
ETC/USDT 2 1.88 47.935 0.48 1 day, 14:59:00 2 0 0 100
PLU/USDT 1 2.4 41.384 0.41 3:45:00 1 0 0 100
SXP/USDT 1 2.45 41.334 0.41 0:40:00 1 0 0 100
ARPA/USDT 3 0.71 36.327 0.36 1:03:00 3 0 0 100
VRA/USDT 2 1.41 31.907 0.32 0:02:00 2 0 0 100
NIM/USDT 1 1.4 26.174 0.26 0:30:00 1 0 0 100
COTI/USDT 2 0.7 25.469 0.25 13:52:00 2 0 0 100
ALGO/USDT 1 1.05 20.596 0.21 0:26:00 1 0 0 100
BCH/USDT 2 1.2 20.045 0.2 0:01:00 2 0 0 100
CHR/USDT 1 2.02 16.947 0.17 0:02:00 1 0 0 100
NEO/USDT 1 0.86 14.567 0.15 6:20:00 1 0 0 100
VIDT/USDT 1 1.65 13.613 0.14 0:04:00 1 0 0 100
DEGO/USDT 1 1.44 12.117 0.12 0:03:00 1 0 0 100
XRP/USDT 1 0.89 7.302 0.07 0:01:00 1 0 0 100
DGB/USDT 2 0.37 6.162 0.06 0:04:00 2 0 0 100
DASH/USDT 1 0.47 3.871 0.04 0:01:00 1 0 0 100
MKR/USDT 1 0.32 2.679 0.03 0:03:00 1 0 0 100
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AAVE/USDT 1 -7.22 -204.686 -2.05 4 days, 12:00:00 0 0 1 0
VELO/USDT 1 -1.91 -222.575 -2.23 28 days, 2:05:00 0 0 1 0
TOTAL 35 1.12 320.332 3.2 1 day, 10:46:00 33 0 2 94.3

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETC/USDT 1 1.89 16.140 0.16 3 days, 5:20:00 1 0 0 100
AAVE/USDT 1 -7.22 -204.686 -2.05 4 days, 12:00:00 0 0 1 0
VELO/USDT 1 -1.91 -222.575 -2.23 28 days, 2:05:00 0 0 1 0
TOTAL 3 -2.41 -411.121 -4.11 11 days, 22:28:00 1 0 2 33.3

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
41 6 1.23 126.624 1.27 6:24:00 6 0 0 100
101 12 1.09 109.206 1.09 0:04:00 12 0 0 100
120 2 1.73 99.801 1.0 8 days, 2:54:00 2 0 0 100
101 141 143 1 3.28 54.628 0.55 0:01:00 1 0 0 100
2 5 6 101 1 3.05 52.458 0.52 0:33:00 1 0 0 100
4 101 141 1 3.17 50.888 0.51 0:01:00 1 0 0 100
101 141 2 1.43 50.630 0.51 0:14:00 2 0 0 100
1 4 43 101 1 1.25 20.876 0.21 0:02:00 1 0 0 100
4 1 0.12 1.991 0.02 0:01:00 1 0 0 100
6 5 1.28 -78.975 -0.79 5 days, 15:43:00 4 0 1 80.0
143 3 -1.66 -167.795 -1.68 1 day, 12:02:00 2 0 1 66.7
TOTAL 35 1.12 320.332 3.2 1 day, 10:46:00 33 0 2 94.3

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 1.58 83.661 0.84 13 days, 0:27:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 5 1.61 66.739 0.67 0:05:00 5 0 0 100
exit_long_normal_d_3_83 ( 6 ) 1 3.4 58.183 0.58 0:15:00 1 0 0 100
exit_long_tc_u_3 ( 101 141 143 ) 1 3.28 54.628 0.55 0:01:00 1 0 0 100
exit_profit_long_normal_t_3_1_m ( 2 5 6 101 ) 1 3.05 52.458 0.52 0:33:00 1 0 0 100
exit_long_normal_u_3 ( 4 101 141 ) 1 3.17 50.888 0.51 0:01:00 1 0 0 100
exit_long_normal_d_2_69 ( 6 ) 1 2.4 41.384 0.41 3:45:00 1 0 0 100
exit_long_quick_d_2_72 ( 41 ) 1 2.45 41.334 0.41 0:40:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 2 1.12 36.891 0.37 0:02:00 2 0 0 100
exit_long_quick_d_1_65 ( 41 ) 1 1.88 31.795 0.32 0:38:00 1 0 0 100
exit_long_tc_u_1 ( 101 141 ) 1 1.81 30.034 0.3 0:01:00 1 0 0 100
exit_long_normal_d_1_34 ( 6 ) 1 1.4 26.174 0.26 0:30:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 6 0.51 25.520 0.26 0:02:00 6 0 0 100
exit_long_normal_u_1 ( 1 4 43 101 ) 1 1.25 20.876 0.21 0:02:00 1 0 0 100
exit_long_tc_d_1_20 ( 101 141 ) 1 1.05 20.596 0.21 0:26:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.1 17.859 0.18 0:01:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.05 17.789 0.18 0:09:00 1 0 0 100
exit_long_rapid_u_2 ( 101 ) 1 2.02 16.947 0.17 0:02:00 1 0 0 100
exit_long_quick_d_0_38 ( 41 ) 1 0.86 14.567 0.15 6:20:00 1 0 0 100
exit_long_quick_w_0_7 ( 41 ) 1 0.76 13.459 0.13 3:05:00 1 0 0 100
exit_long_quick_d_0_35 ( 41 ) 1 0.35 7.679 0.08 1 day, 3:35:00 1 0 0 100
exit_long_normal_u_0 ( 4 ) 1 0.12 1.991 0.02 0:01:00 1 0 0 100
force_exit 3 -2.41 -411.121 -4.11 11 days, 22:28:00 1 0 2 33.3
TOTAL 35 1.12 320.332 3.2 1 day, 10:46:00 33 0 2 94.3

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 1.58 83.661 0.84 13 days, 0:27:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 5 1.61 66.739 0.67 0:05:00 5 0 0 100
('6 ', 'exit_long_normal_d_3_83 ( 6 )') 1 3.4 58.183 0.58 0:15:00 1 0 0 100
('101 141 143 ', 'exit_long_tc_u_3 ( 101 141 143 )') 1 3.28 54.628 0.55 0:01:00 1 0 0 100
('2 5 6 101 ', 'exit_profit_long_normal_t_3_1_m ( 2 5 6 101 )') 1 3.05 52.458 0.52 0:33:00 1 0 0 100
('4 101 141 ', 'exit_long_normal_u_3 ( 4 101 141 )') 1 3.17 50.888 0.51 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_69 ( 6 )') 1 2.4 41.384 0.41 3:45:00 1 0 0 100
('41 ', 'exit_long_quick_d_2_72 ( 41 )') 1 2.45 41.334 0.41 0:40:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 2 1.12 36.891 0.37 0:02:00 2 0 0 100
('41 ', 'exit_long_quick_d_1_65 ( 41 )') 1 1.88 31.795 0.32 0:38:00 1 0 0 100
('101 141 ', 'exit_long_tc_u_1 ( 101 141 )') 1 1.81 30.034 0.3 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_34 ( 6 )') 1 1.4 26.174 0.26 0:30:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 6 0.51 25.520 0.26 0:02:00 6 0 0 100
('1 4 43 101 ', 'exit_long_normal_u_1 ( 1 4 43 101 )') 1 1.25 20.876 0.21 0:02:00 1 0 0 100
('101 141 ', 'exit_long_tc_d_1_20 ( 101 141 )') 1 1.05 20.596 0.21 0:26:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.1 17.859 0.18 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.05 17.789 0.18 0:09:00 1 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 1 2.02 16.947 0.17 0:02:00 1 0 0 100
('120 ', 'force_exit') 1 1.89 16.140 0.16 3 days, 5:20:00 1 0 0 100
('41 ', 'exit_long_quick_d_0_38 ( 41 )') 1 0.86 14.567 0.15 6:20:00 1 0 0 100
('41 ', 'exit_long_quick_w_0_7 ( 41 )') 1 0.76 13.459 0.13 3:05:00 1 0 0 100
('41 ', 'exit_long_quick_d_0_35 ( 41 )') 1 0.35 7.679 0.08 1 day, 3:35:00 1 0 0 100
('4 ', 'exit_long_normal_u_0 ( 4 )') 1 0.12 1.991 0.02 0:01:00 1 0 0 100
('143 ', 'force_exit') 1 -7.22 -204.686 -2.05 4 days, 12:00:00 0 0 1 0
('6 ', 'force_exit') 1 -1.91 -222.575 -2.23 28 days, 2:05:00 0 0 1 0
TOTAL 35 1.12 320.332 3.2 1 day, 10:46:00 33 0 2 94.3

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
06/10/2021 41.384 1 0 0
07/10/2021 26.174 1 0 0
08/10/2021 0 0 0 0
09/10/2021 0 0 0 0
10/10/2021 13.613 1 0 0
11/10/2021 0 0 0 0
12/10/2021 0 0 0 0
13/10/2021 82.304 3 0 0
14/10/2021 31.907 2 0 0
15/10/2021 0 0 0 0
16/10/2021 0 0 0 0
17/10/2021 7.302 1 0 0
18/10/2021 0 0 0 0
19/10/2021 0 0 0 0
20/10/2021 83.661 1 0 0
21/10/2021 0 0 0 0
22/10/2021 0 0 0 0
23/10/2021 0 0 0 0
24/10/2021 0 0 0 0
25/10/2021 0 0 0 0
26/10/2021 0 0 0 0
27/10/2021 326.787 19 0 0
28/10/2021 7.679 1 0 0
29/10/2021 0 0 0 0
30/10/2021 0 0 0 0
31/10/2021 110.64 2 0 0
01/11/2021 -411.121 1 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2021-10-01 00:00:00
Backtesting to 2021-11-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 35 / 1.13
Starting balance 10000 USDT
Final balance 10320.332 USDT
Absolute profit 320.332 USDT
Total profit % 3.20%
CAGR % 44.95%
Sortino 22.07
Sharpe 3.41
Calmar 49.66
Profit factor 1.75
Expectancy (Ratio) 9.15 (0.04)
Avg. daily profit % 0.10%
Avg. stake amount 1261.733 USDT
Total trade volume 44160.656 USDT
Best Pair WIN/USDT 1.23%
Worst Pair AAVE/USDT -2.05%
Best trade WIN/USDT 3.40%
Worst trade AAVE/USDT -7.22%
Best day 326.787 USDT
Worst day -411.121 USDT
Days win/draw/lose 10 / 16 / 1
Avg. Duration Winners 13:10:00
Avg. Duration Loser 16 days, 7:02:00
Max Consecutive Wins / Loss 32 / 1
Rejected Entry signals 34
Entry/Exit Timeouts 0 / 0
Min balance 10041.384 USDT
Max balance 10731.453 USDT
Max % of account underwater 3.98%
Absolute Drawdown (Account) 3.98%
Absolute Drawdown 427.261 USDT
Drawdown high 747.593 USDT
Drawdown low 320.332 USDT
Drawdown Start 2021-11-01 00:00:00
Drawdown End 2021-11-01 00:00:00
Market change 32.16%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 35 1.12 320.332 3.2 1 day, 10:46:00 33 0 2 94.3 427.261 USDT 3.98%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20211101-20211201

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 23:17:00 23:41:00 23:41:00 1 day, 15:13:00 1 day, 15:13:00
Market Change 11.63 % 11.63 % 11.63 % 11.63 % 11.63 %
Max Drawdown 4.9432 % 5.5022 % 5.5022 % 8.7512 % 8.7512 %
Profit Mean 1.43 % 1.43 % 1.43 % 1.01 % 1.01 %
Profit Sum 83.14 % 81.54 % 81.54 % 42.3 % 42.3 %
Profit Total 8.97 % 8.71 % 8.71 % 0.82 % 0.82 %
Trades 58 57 57 42 42
Win Rate 96.55 % 96.49 % 96.49 % 92.86 % 92.86 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ROSE/USDT 5 2.56 240.056 2.4 1:25:00 5 0 0 100
ATOM/USDT 2 1.32 116.868 1.17 9 days, 21:50:00 2 0 0 100
VRA/USDT 3 2.47 116.592 1.17 2:17:00 3 0 0 100
VELO/USDT 3 3.31 89.282 0.89 0:02:00 3 0 0 100
KAI/USDT 3 1.66 87.137 0.87 0:31:00 3 0 0 100
TEL/USDT 2 1.6 73.602 0.74 3:14:00 2 0 0 100
DEGO/USDT 4 1.15 71.616 0.72 0:50:00 4 0 0 100
GRT/USDT 1 1.32 67.814 0.68 4 days, 15:55:00 1 0 0 100
CHR/USDT 3 1.99 65.457 0.65 2:27:00 3 0 0 100
WIN/USDT 1 3.59 63.869 0.64 0:17:00 1 0 0 100
CRO/USDT 3 1.44 55.982 0.56 1:11:00 3 0 0 100
ADA/USDT 2 1.5 52.365 0.52 0:01:00 2 0 0 100
AAVE/USDT 2 1.69 44.244 0.44 0:13:00 2 0 0 100
ONE/USDT 2 1.24 43.806 0.44 0:13:00 2 0 0 100
ARPA/USDT 3 0.86 43.490 0.43 1:06:00 3 0 0 100
VET/USDT 1 1.36 29.274 0.29 2:35:00 1 0 0 100
UOS/USDT 2 1.56 27.697 0.28 0:02:00 2 0 0 100
DAG/USDT 1 0.93 19.169 0.19 1:37:00 1 0 0 100
STX/USDT 1 1.0 17.808 0.18 1:20:00 1 0 0 100
NWC/USDT 1 1.89 16.759 0.17 0:12:00 1 0 0 100
COTI/USDT 1 1.78 15.278 0.15 0:04:00 1 0 0 100
ALEPH/USDT 1 1.44 12.328 0.12 0:19:00 1 0 0 100
CKB/USDT 1 0.43 10.386 0.1 1:52:00 1 0 0 100
PRE/USDT 1 0.52 4.809 0.05 5:39:00 1 0 0 100
MKR/USDT 1 0.13 2.116 0.02 0:01:00 1 0 0 100
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 5 0.58 -52.149 -0.52 2 days, 13:16:00 4 0 1 80.0
UMA/USDT 3 -1.5 -438.854 -4.39 5 days, 14:00:00 2 0 1 66.7
TOTAL 58 1.43 896.800 8.97 23:17:00 56 0 2 96.6

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 1.32 67.814 0.68 4 days, 15:55:00 1 0 0 100
ALGO/USDT 1 -3.43 -158.984 -1.59 12 days, 17:50:00 0 0 1 0
UMA/USDT 1 -6.6 -475.493 -4.75 12 days, 20:05:00 0 0 1 0
TOTAL 3 -2.9 -566.663 -5.67 10 days, 1:57:00 1 0 2 33.3

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
101 17 1.95 307.290 3.07 5:48:00 17 0 0 100
120 2 1.15 155.001 1.55 12 days, 5:46:00 2 0 0 100
2 4 1.92 137.823 1.38 0:26:00 4 0 0 100
42 4 1.83 134.743 1.35 0:59:00 4 0 0 100
141 3 1.74 89.732 0.9 0:09:00 3 0 0 100
5 2 1.7 60.424 0.6 0:24:00 2 0 0 100
141 142 2 1.54 54.305 0.54 0:02:00 2 0 0 100
2 6 1 1.89 38.877 0.39 4:27:00 1 0 0 100
143 2 1.09 37.764 0.38 0:40:00 2 0 0 100
3 4 141 1 1.83 30.766 0.31 0:01:00 1 0 0 100
142 1 1.36 29.274 0.29 2:35:00 1 0 0 100
43 101 1 1.47 24.888 0.25 0:04:00 1 0 0 100
43 1 1.46 24.654 0.25 0:03:00 1 0 0 100
2 3 1 1.31 23.004 0.23 0:07:00 1 0 0 100
2 101 1 1.17 20.803 0.21 0:19:00 1 0 0 100
3 1 1.07 18.735 0.19 0:01:00 1 0 0 100
6 13 0.83 -132.298 -1.32 1 day, 2:21:00 12 0 1 92.3
120 141 1 -3.43 -158.984 -1.59 12 days, 17:50:00 0 0 1 0
TOTAL 58 1.43 896.800 8.97 23:17:00 56 0 2 96.6

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_normal_t_4_1_m ( 2 ) 1 4.99 90.659 0.91 0:25:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 0.98 87.187 0.87 19 days, 19:38:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 6 1.58 83.353 0.83 0:07:00 6 0 0 100
exit_long_normal_w_4_12 ( 6 ) 1 3.67 74.272 0.74 6:45:00 1 0 0 100
exit_long_normal_d_3_97 ( 6 ) 1 3.52 64.410 0.64 0:26:00 1 0 0 100
exit_long_quick_d_3_65 ( 42 ) 1 3.59 63.869 0.64 0:17:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 2 1.54 54.305 0.54 0:02:00 2 0 0 100
exit_long_normal_d_3_101 ( 6 ) 1 2.24 50.403 0.5 1:47:00 1 0 0 100
exit_long_rapid_u_5 ( 101 ) 1 5.44 48.815 0.49 0:02:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 2 1.3 45.264 0.45 0:05:00 2 0 0 100
exit_long_tc_d_2_20 ( 141 ) 1 2.62 44.469 0.44 0:17:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 2 1.11 42.590 0.43 0:18:00 2 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.21 40.568 0.41 0:06:00 2 0 0 100
exit_long_normal_d_2_98 ( 2 6 ) 1 1.89 38.877 0.39 4:27:00 1 0 0 100
exit_long_normal_u_2 ( 5 ) 1 2.11 37.702 0.38 0:44:00 1 0 0 100
exit_long_normal_u_1 ( 3 4 141 ) 1 1.83 30.766 0.31 0:01:00 1 0 0 100
exit_long_tc_d_1_95 ( 142 ) 1 1.36 29.274 0.29 2:35:00 1 0 0 100
exit_long_rapid_u_3 ( 101 ) 1 3.23 29.175 0.29 0:01:00 1 0 0 100
exit_long_normal_d_1_64 ( 6 ) 1 1.61 28.317 0.28 0:40:00 1 0 0 100
exit_long_quick_d_1_26 ( 42 ) 1 1.5 28.284 0.28 3:05:00 1 0 0 100
exit_long_rapid_d_3_65 ( 101 ) 1 3.21 27.968 0.28 0:25:00 1 0 0 100
exit_long_rapid_d_2_84 ( 101 ) 1 2.1 26.276 0.26 6:20:00 1 0 0 100
exit_long_quick_u_1 ( 43 101 ) 1 1.47 24.888 0.25 0:04:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.46 24.654 0.25 0:03:00 1 0 0 100
exit_profit_long_normal_t_1_2_m ( 2 ) 1 1.32 23.663 0.24 1:13:00 1 0 0 100
exit_long_normal_d_1_90 ( 6 ) 1 0.97 23.199 0.23 4:40:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 ) 1 1.31 23.004 0.23 0:07:00 1 0 0 100
exit_long_rapid_u_2 ( 101 ) 1 2.58 22.868 0.23 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 1 1.29 22.721 0.23 0:04:00 1 0 0 100
exit_long_rapid_rpd_1 ( 101 ) 2 0.92 22.306 0.22 1 day, 17:54:00 2 0 0 100
exit_long_rapid_d_2_83 ( 101 ) 1 2.49 22.113 0.22 0:25:00 1 0 0 100
exit_long_normal_u_1 ( 2 101 ) 1 1.17 20.803 0.21 0:19:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 1 1.18 19.956 0.2 0:01:00 1 0 0 100
exit_long_normal_w_1_3 ( 6 ) 1 0.93 19.169 0.19 1:37:00 1 0 0 100
exit_long_normal_1_1_1 ( 6 ) 1 0.77 19.142 0.19 15:45:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.07 18.735 0.19 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.03 17.916 0.18 0:02:00 1 0 0 100
exit_long_tc_d_1_3 ( 143 ) 1 1.0 17.808 0.18 1:20:00 1 0 0 100
exit_long_rapid_d_1_48 ( 101 ) 1 1.55 13.478 0.13 0:25:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.67 11.213 0.11 0:37:00 1 0 0 100
exit_long_normal_w_0_7 ( 6 ) 1 0.43 10.386 0.1 1:52:00 1 0 0 100
exit_long_rapid_rpd_7 ( 101 ) 1 0.9 8.084 0.08 3:15:00 1 0 0 100
exit_long_normal_u_0 ( 2 ) 1 0.32 5.585 0.06 0:02:00 1 0 0 100
exit_long_rapid_d_0_3 ( 101 ) 1 0.27 2.853 0.03 3:11:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.13 2.116 0.02 0:01:00 1 0 0 100
force_exit 3 -2.9 -566.663 -5.67 10 days, 1:57:00 1 0 2 33.3
TOTAL 58 1.43 896.800 8.97 23:17:00 56 0 2 96.6

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('2 ', 'exit_profit_long_normal_t_4_1_m ( 2 )') 1 4.99 90.659 0.91 0:25:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 0.98 87.187 0.87 19 days, 19:38:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 6 1.58 83.353 0.83 0:07:00 6 0 0 100
('6 ', 'exit_long_normal_w_4_12 ( 6 )') 1 3.67 74.272 0.74 6:45:00 1 0 0 100
('120 ', 'force_exit') 1 1.32 67.814 0.68 4 days, 15:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_97 ( 6 )') 1 3.52 64.410 0.64 0:26:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_65 ( 42 )') 1 3.59 63.869 0.64 0:17:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 2 1.54 54.305 0.54 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_d_3_101 ( 6 )') 1 2.24 50.403 0.5 1:47:00 1 0 0 100
('101 ', 'exit_long_rapid_u_5 ( 101 )') 1 5.44 48.815 0.49 0:02:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 2 1.3 45.264 0.45 0:05:00 2 0 0 100
('141 ', 'exit_long_tc_d_2_20 ( 141 )') 1 2.62 44.469 0.44 0:17:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 2 1.11 42.590 0.43 0:18:00 2 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.21 40.568 0.41 0:06:00 2 0 0 100
('2 6 ', 'exit_long_normal_d_2_98 ( 2 6 )') 1 1.89 38.877 0.39 4:27:00 1 0 0 100
('5 ', 'exit_long_normal_u_2 ( 5 )') 1 2.11 37.702 0.38 0:44:00 1 0 0 100
('3 4 141 ', 'exit_long_normal_u_1 ( 3 4 141 )') 1 1.83 30.766 0.31 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_95 ( 142 )') 1 1.36 29.274 0.29 2:35:00 1 0 0 100
('101 ', 'exit_long_rapid_u_3 ( 101 )') 1 3.23 29.175 0.29 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_64 ( 6 )') 1 1.61 28.317 0.28 0:40:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_26 ( 42 )') 1 1.5 28.284 0.28 3:05:00 1 0 0 100
('101 ', 'exit_long_rapid_d_3_65 ( 101 )') 1 3.21 27.968 0.28 0:25:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_84 ( 101 )') 1 2.1 26.276 0.26 6:20:00 1 0 0 100
('43 101 ', 'exit_long_quick_u_1 ( 43 101 )') 1 1.47 24.888 0.25 0:04:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 1 1.46 24.654 0.25 0:03:00 1 0 0 100
('2 ', 'exit_profit_long_normal_t_1_2_m ( 2 )') 1 1.32 23.663 0.24 1:13:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_90 ( 6 )') 1 0.97 23.199 0.23 4:40:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_1 ( 2 3 )') 1 1.31 23.004 0.23 0:07:00 1 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 1 2.58 22.868 0.23 0:01:00 1 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 1 1.29 22.721 0.23 0:04:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_1 ( 101 )') 2 0.92 22.306 0.22 1 day, 17:54:00 2 0 0 100
('101 ', 'exit_long_rapid_d_2_83 ( 101 )') 1 2.49 22.113 0.22 0:25:00 1 0 0 100
('2 101 ', 'exit_long_normal_u_1 ( 2 101 )') 1 1.17 20.803 0.21 0:19:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 1 1.18 19.956 0.2 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_3 ( 6 )') 1 0.93 19.169 0.19 1:37:00 1 0 0 100
('6 ', 'exit_long_normal_1_1_1 ( 6 )') 1 0.77 19.142 0.19 15:45:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.07 18.735 0.19 0:01:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.03 17.916 0.18 0:02:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_3 ( 143 )') 1 1.0 17.808 0.18 1:20:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_48 ( 101 )') 1 1.55 13.478 0.13 0:25:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.67 11.213 0.11 0:37:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_7 ( 6 )') 1 0.43 10.386 0.1 1:52:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_7 ( 101 )') 1 0.9 8.084 0.08 3:15:00 1 0 0 100
('2 ', 'exit_long_normal_u_0 ( 2 )') 1 0.32 5.585 0.06 0:02:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_3 ( 101 )') 1 0.27 2.853 0.03 3:11:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.13 2.116 0.02 0:01:00 1 0 0 100
('120 141 ', 'force_exit') 1 -3.43 -158.984 -1.59 12 days, 17:50:00 0 0 1 0
('6 ', 'force_exit') 1 -6.6 -475.493 -4.75 12 days, 20:05:00 0 0 1 0
TOTAL 58 1.43 896.800 8.97 23:17:00 56 0 2 96.6

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
04/11/2021 73.602 2 0 0
05/11/2021 0 0 0 0
06/11/2021 0 0 0 0
07/11/2021 0 0 0 0
08/11/2021 0 0 0 0
09/11/2021 0 0 0 0
10/11/2021 256.098 12 0 0
11/11/2021 0 0 0 0
12/11/2021 12.328 1 0 0
13/11/2021 0 0 0 0
14/11/2021 0 0 0 0
15/11/2021 17.497 1 0 0
16/11/2021 375.616 16 0 0
17/11/2021 22.113 1 0 0
18/11/2021 114.582 4 0 0
19/11/2021 242.482 6 0 0
20/11/2021 87.187 1 0 0
21/11/2021 64.41 1 0 0
22/11/2021 4.809 1 0 0
23/11/2021 0 0 0 0
24/11/2021 0 0 0 0
25/11/2021 0 0 0 0
26/11/2021 184.656 8 0 0
27/11/2021 8.084 1 0 0
28/11/2021 0 0 0 0
29/11/2021 0 0 0 0
30/11/2021 0 0 0 0
01/12/2021 -566.663 1 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2021-11-01 00:00:00
Backtesting to 2021-12-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 58 / 1.93
Starting balance 10000 USDT
Final balance 10896.8 USDT
Absolute profit 896.8 USDT
Total profit % 8.97%
CAGR % 184.32%
Sortino 3.61
Sharpe 7.93
Calmar 115.53
Profit factor 2.41
Expectancy (Ratio) 15.46 (0.05)
Avg. daily profit % 0.30%
Avg. stake amount 1455.543 USDT
Total trade volume 84421.487 USDT
Best Pair ROSE/USDT 2.40%
Worst Pair UMA/USDT -4.39%
Best trade VELO/USDT 5.44%
Worst trade UMA/USDT -6.60%
Best day 375.616 USDT
Worst day -566.663 USDT
Days win/draw/lose 13 / 14 / 1
Avg. Duration Winners 13:09:00
Avg. Duration Loser 12 days, 18:58:00
Max Consecutive Wins / Loss 55 / 1
Rejected Entry signals 93
Entry/Exit Timeouts 0 / 0
Min balance 10050.403 USDT
Max balance 11463.463 USDT
Max % of account underwater 4.94%
Absolute Drawdown (Account) 4.94%
Absolute Drawdown 566.663 USDT
Drawdown high 1463.463 USDT
Drawdown low 896.8 USDT
Drawdown Start 2021-11-27 07:15:00
Drawdown End 2021-12-01 00:00:00
Market change 11.63%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 58 1.43 896.800 8.97 23:17:00 56 0 2 96.6 566.663 USDT 4.94%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20211201-20220101

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 22:56:00 22:56:00 n/a 3 days, 19:34:00 3 days, 19:34:00
Market Change -14.57 % -14.57 % n/a -14.57 % -14.57 %
Max Drawdown 0.0 % 0.0 % n/a 16.7202 % 16.7202 %
Profit Mean 1.53 % 1.53 % n/a 0.81 % 0.81 %
Profit Sum 58.02 % 58.02 % n/a 29.04 % 29.04 %
Profit Total 9.85 % 9.85 % n/a -9.42 % -9.42 %
Trades 38 38 n/a 36 36
Win Rate 100.0 % 100.0 % n/a 88.89 % 88.89 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 7 1.96 166.614 1.67 0:12:00 7 0 0 100
VIDT/USDT 2 3.01 111.817 1.12 7:22:00 2 0 0 100
EWT/USDT 3 1.53 88.407 0.88 9:32:00 3 0 0 100
DOT/USDT 2 1.94 84.037 0.84 7 days, 13:00:00 2 0 0 100
LINK/USDT 1 1.07 82.758 0.83 14 days, 7:04:00 1 0 0 100
STX/USDT 3 1.24 72.759 0.73 6:54:00 3 0 0 100
ATOM/USDT 2 1.96 68.989 0.69 0:59:00 2 0 0 100
ADA/USDT 1 2.45 41.455 0.41 0:01:00 1 0 0 100
VET/USDT 2 0.89 34.223 0.34 5:08:00 2 0 0 100
SXP/USDT 1 3.81 31.110 0.31 0:15:00 1 0 0 100
ONE/USDT 1 1.57 27.313 0.27 1:45:00 1 0 0 100
XLM/USDT 1 1.4 23.604 0.24 0:05:00 1 0 0 100
GRT/USDT 1 1.38 23.060 0.23 0:01:00 1 0 0 100
PLU/USDT 1 1.34 22.362 0.22 0:03:00 1 0 0 100
CKB/USDT 1 1.33 20.686 0.21 1:20:00 1 0 0 100
ROSE/USDT 1 1.17 19.627 0.2 0:12:00 1 0 0 100
LTC/USDT 1 1.01 16.963 0.17 0:02:00 1 0 0 100
DGB/USDT 1 0.55 15.934 0.16 3 days, 12:05:00 1 0 0 100
DEGO/USDT 2 0.87 13.133 0.13 0:22:00 2 0 0 100
PRE/USDT 1 0.49 8.540 0.09 0:01:00 1 0 0 100
VELO/USDT 1 0.32 5.378 0.05 0:01:00 1 0 0 100
TEL/USDT 1 0.5 4.319 0.04 0:01:00 1 0 0 100
DAG/USDT 1 0.27 2.378 0.02 0:06:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 38 1.53 985.466 9.85 22:56:00 38 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DOT/USDT 1 0.48 30.303 0.3 15 days, 1:50:00 1 0 0 100
TOTAL 1 0.48 30.303 0.3 15 days, 1:50:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 8 1.4 197.092 1.97 2:13:00 8 0 0 100
142 5 1.43 133.143 1.33 4:31:00 5 0 0 100
101 10 1.49 126.235 1.26 0:20:00 10 0 0 100
5 2 3.14 115.507 1.16 10:52:00 2 0 0 100
120 2 0.77 113.060 1.13 14 days, 16:27:00 2 0 0 100
3 101 1 4.16 73.091 0.73 0:54:00 1 0 0 100
141 3 1.27 63.804 0.64 0:02:00 3 0 0 100
3 2 1.72 61.276 0.61 5:09:00 2 0 0 100
4 6 101 1 1.83 30.217 0.3 0:02:00 1 0 0 100
143 1 1.48 25.568 0.26 0:07:00 1 0 0 100
42 1 1.19 21.998 0.22 5:35:00 1 0 0 100
6 101 1 0.55 15.934 0.16 3 days, 12:05:00 1 0 0 100
3 43 1 0.49 8.540 0.09 0:01:00 1 0 0 100
TOTAL 38 1.53 985.466 9.85 22:56:00 38 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 1.07 82.758 0.83 14 days, 7:04:00 1 0 0 100
exit_long_normal_d_4_60 ( 3 101 ) 1 4.16 73.091 0.73 0:54:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 3 1.27 63.804 0.64 0:02:00 3 0 0 100
exit_long_normal_d_3_100 ( 5 ) 1 2.89 61.773 0.62 21:35:00 1 0 0 100
exit_long_normal_d_3_65 ( 5 ) 1 3.4 53.734 0.54 0:09:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 4 1.43 50.130 0.5 0:05:00 4 0 0 100
exit_long_tc_d_2_49 ( 142 ) 1 2.88 50.082 0.5 1:55:00 1 0 0 100
exit_long_normal_u_2 ( 3 ) 1 2.67 44.193 0.44 0:03:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.26 41.989 0.42 0:08:00 2 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.45 41.455 0.41 0:01:00 1 0 0 100
exit_long_normal_w_2_2 ( 6 ) 1 1.86 38.726 0.39 13:50:00 1 0 0 100
exit_long_tc_d_2_55 ( 142 ) 1 1.58 36.327 0.36 18:01:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 2 1.03 35.870 0.36 0:02:00 2 0 0 100
exit_long_rapid_u_3 ( 101 ) 1 3.75 32.450 0.32 0:28:00 1 0 0 100
exit_long_rapid_d_3_12 ( 101 ) 1 3.81 31.110 0.31 0:15:00 1 0 0 100
force_exit 1 0.48 30.303 0.3 15 days, 1:50:00 1 0 0 100
exit_long_normal_u_1 ( 4 6 101 ) 1 1.83 30.217 0.3 0:02:00 1 0 0 100
exit_long_normal_d_1_44 ( 6 ) 1 1.57 27.313 0.27 1:45:00 1 0 0 100
exit_long_tc_d_1_20 ( 143 ) 1 1.48 25.568 0.26 0:07:00 1 0 0 100
exit_long_quick_d_1_26 ( 42 ) 1 1.19 21.998 0.22 5:35:00 1 0 0 100
exit_long_normal_d_1_70 ( 6 ) 1 1.14 21.544 0.22 0:32:00 1 0 0 100
exit_long_normal_d_1_81 ( 6 ) 1 1.33 20.686 0.21 1:20:00 1 0 0 100
exit_long_normal_w_1_6 ( 3 ) 1 0.77 17.082 0.17 10:15:00 1 0 0 100
exit_long_normal_d_0_35 ( 6 101 ) 1 0.55 15.934 0.16 3 days, 12:05:00 1 0 0 100
exit_profit_long_tc_t_0_1_m ( 142 ) 1 0.65 10.864 0.11 2:35:00 1 0 0 100
exit_long_normal_u_0 ( 3 43 ) 1 0.49 8.540 0.09 0:01:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 2 0.39 6.697 0.07 0:04:00 2 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.32 5.378 0.05 0:01:00 1 0 0 100
exit_long_rapid_d_0_27 ( 101 ) 1 0.52 4.636 0.05 1:25:00 1 0 0 100
exit_long_rapid_d_0_48 ( 101 ) 1 0.31 1.213 0.01 0:40:00 1 0 0 100
TOTAL 38 1.53 985.466 9.85 22:56:00 38 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 1.07 82.758 0.83 14 days, 7:04:00 1 0 0 100
('3 101 ', 'exit_long_normal_d_4_60 ( 3 101 )') 1 4.16 73.091 0.73 0:54:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 3 1.27 63.804 0.64 0:02:00 3 0 0 100
('5 ', 'exit_long_normal_d_3_100 ( 5 )') 1 2.89 61.773 0.62 21:35:00 1 0 0 100
('5 ', 'exit_long_normal_d_3_65 ( 5 )') 1 3.4 53.734 0.54 0:09:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 4 1.43 50.130 0.5 0:05:00 4 0 0 100
('142 ', 'exit_long_tc_d_2_49 ( 142 )') 1 2.88 50.082 0.5 1:55:00 1 0 0 100
('3 ', 'exit_long_normal_u_2 ( 3 )') 1 2.67 44.193 0.44 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.26 41.989 0.42 0:08:00 2 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.45 41.455 0.41 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_2 ( 6 )') 1 1.86 38.726 0.39 13:50:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_55 ( 142 )') 1 1.58 36.327 0.36 18:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 2 1.03 35.870 0.36 0:02:00 2 0 0 100
('101 ', 'exit_long_rapid_u_3 ( 101 )') 1 3.75 32.450 0.32 0:28:00 1 0 0 100
('101 ', 'exit_long_rapid_d_3_12 ( 101 )') 1 3.81 31.110 0.31 0:15:00 1 0 0 100
('120 ', 'force_exit') 1 0.48 30.303 0.3 15 days, 1:50:00 1 0 0 100
('4 6 101 ', 'exit_long_normal_u_1 ( 4 6 101 )') 1 1.83 30.217 0.3 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_44 ( 6 )') 1 1.57 27.313 0.27 1:45:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 1 1.48 25.568 0.26 0:07:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_26 ( 42 )') 1 1.19 21.998 0.22 5:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_70 ( 6 )') 1 1.14 21.544 0.22 0:32:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_81 ( 6 )') 1 1.33 20.686 0.21 1:20:00 1 0 0 100
('3 ', 'exit_long_normal_w_1_6 ( 3 )') 1 0.77 17.082 0.17 10:15:00 1 0 0 100
('6 101 ', 'exit_long_normal_d_0_35 ( 6 101 )') 1 0.55 15.934 0.16 3 days, 12:05:00 1 0 0 100
('142 ', 'exit_profit_long_tc_t_0_1_m ( 142 )') 1 0.65 10.864 0.11 2:35:00 1 0 0 100
('3 43 ', 'exit_long_normal_u_0 ( 3 43 )') 1 0.49 8.540 0.09 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 2 0.39 6.697 0.07 0:04:00 2 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.32 5.378 0.05 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_27 ( 101 )') 1 0.52 4.636 0.05 1:25:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_48 ( 101 )') 1 0.31 1.213 0.01 0:40:00 1 0 0 100
TOTAL 38 1.53 985.466 9.85 22:56:00 38 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/12/2021 165.855 7 0 0
04/12/2021 322.853 12 0 0
05/12/2021 62.337 3 0 0
06/12/2021 208.903 8 0 0
07/12/2021 54.66 2 0 0
08/12/2021 0 0 0 0
09/12/2021 26.18 2 0 0
10/12/2021 18.907 1 0 0
11/12/2021 0 0 0 0
12/12/2021 0 0 0 0
13/12/2021 0 0 0 0
14/12/2021 0 0 0 0
15/12/2021 0 0 0 0
16/12/2021 82.758 1 0 0
17/12/2021 0 0 0 0
18/12/2021 0 0 0 0
19/12/2021 0 0 0 0
20/12/2021 0 0 0 0
21/12/2021 0 0 0 0
22/12/2021 0 0 0 0
23/12/2021 0 0 0 0
24/12/2021 0 0 0 0
25/12/2021 0 0 0 0
26/12/2021 0 0 0 0
27/12/2021 0 0 0 0
28/12/2021 12.71 1 0 0
29/12/2021 0 0 0 0
30/12/2021 0 0 0 0
31/12/2021 0 0 0 0
01/01/2022 30.303 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2021-12-01 00:00:00
Backtesting to 2022-01-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 38 / 1.23
Starting balance 10000 USDT
Final balance 10985.466 USDT
Absolute profit 985.466 USDT
Total profit % 9.85%
CAGR % 202.42%
Sortino -100.00
Sharpe 32.43
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 25.93 (100.00)
Avg. daily profit % 0.32%
Avg. stake amount 1419.644 USDT
Total trade volume 53946.457 USDT
Best Pair VRA/USDT 1.67%
Worst Pair AAVE/USDT 0.00%
Best trade VIDT/USDT 4.16%
Worst trade DAG/USDT 0.27%
Best day 322.853 USDT
Worst day 0 USDT
Days win/draw/lose 10 / 20 / 0
Avg. Duration Winners 22:56:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 38 / 0
Rejected Entry signals 196
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -14.57%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 38 1.53 985.466 9.85 22:56:00 38 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220101-20220201

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 9:05:00 9:05:00 8:56:00 13:32:00 13:12:00
Market Change -27.34 % -27.34 % -27.34 % -27.34 % -27.34 %
Max Drawdown 1.862 % 1.862 % 1.862 % 1.8872 % 1.8872 %
Profit Mean 1.53 % 1.53 % 1.52 % 1.6 % 1.6 %
Profit Sum 91.69 % 91.69 % 93.01 % 81.46 % 81.5 %
Profit Total 13.59 % 13.59 % 13.72 % 13.52 % 13.52 %
Trades 60 60 61 51 51
Win Rate 98.33 % 98.33 % 98.36 % 98.04 % 98.04 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TEL/USDT 6 1.8 142.576 1.43 0:17:00 6 0 0 100
UOS/USDT 3 2.81 136.190 1.36 0:42:00 3 0 0 100
PLU/USDT 2 2.83 106.191 1.06 1:08:00 2 0 0 100
ONE/USDT 4 1.72 105.636 1.06 0:24:00 4 0 0 100
GRT/USDT 3 1.84 98.878 0.99 0:12:00 3 0 0 100
VRA/USDT 4 1.33 97.537 0.98 0:16:00 4 0 0 100
VELO/USDT 3 2.59 95.822 0.96 0:13:00 3 0 0 100
ATOM/USDT 5 1.34 93.061 0.93 0:05:00 5 0 0 100
ALGO/USDT 4 1.26 89.097 0.89 0:43:00 4 0 0 100
LINK/USDT 1 1.86 83.145 0.83 6 days, 12:14:00 1 0 0 100
AAVE/USDT 3 1.45 72.642 0.73 0:03:00 3 0 0 100
VIDT/USDT 1 2.79 70.831 0.71 1 day, 5:00:00 1 0 0 100
VET/USDT 1 3.2 57.628 0.58 0:15:00 1 0 0 100
COTI/USDT 4 0.82 54.538 0.55 0:58:00 4 0 0 100
ONT/USDT 1 2.75 50.691 0.51 0:08:00 1 0 0 100
DOT/USDT 2 1.08 36.762 0.37 0:03:00 2 0 0 100
ROSE/USDT 1 1.31 28.379 0.28 1:15:00 1 0 0 100
CHR/USDT 1 1.66 27.592 0.28 0:04:00 1 0 0 100
LTC/USDT 1 1.32 22.928 0.23 0:07:00 1 0 0 100
FIL/USDT 2 1.42 22.102 0.22 1:48:00 2 0 0 100
DIA/USDT 1 1.17 21.784 0.22 0:14:00 1 0 0 100
STX/USDT 1 1.01 20.543 0.21 2:40:00 1 0 0 100
ETH/USDT 1 1.02 17.978 0.18 0:04:00 1 0 0 100
ALEPH/USDT 1 1.44 13.493 0.13 0:36:00 1 0 0 100
UMA/USDT 1 0.35 6.023 0.06 0:02:00 1 0 0 100
PRE/USDT 1 0.19 1.718 0.02 0:10:00 1 0 0 100
BTT/USDT 1 0.14 1.161 0.01 11:54:00 1 0 0 100
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 1 -3.25 -215.523 -2.16 13 days, 9:10:00 0 0 1 0
TOTAL 60 1.53 1359.404 13.59 9:05:00 59 0 1 98.3

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ADA/USDT 1 -3.25 -215.523 -2.16 13 days, 9:10:00 0 0 1 0
TOTAL 1 -3.25 -215.523 -2.16 13 days, 9:10:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 12 1.78 409.240 4.09 2:47:00 12 0 0 100
42 6 2.45 265.969 2.66 1:20:00 6 0 0 100
142 8 1.73 220.311 2.2 0:55:00 8 0 0 100
101 12 1.55 167.509 1.68 1:12:00 12 0 0 100
143 7 1.3 159.910 1.6 0:26:00 7 0 0 100
2 3 101 2 1.31 46.868 0.47 0:08:00 2 0 0 100
6 101 2 1.18 39.651 0.4 0:03:00 2 0 0 100
141 2 1.04 35.588 0.36 0:04:00 2 0 0 100
3 2 0.94 32.141 0.32 0:11:00 2 0 0 100
6 101 143 1 1.65 29.078 0.29 0:04:00 1 0 0 100
101 141 1 1.46 24.234 0.24 0:04:00 1 0 0 100
2 3 6 101 1 1.31 22.611 0.23 0:02:00 1 0 0 100
120 141 1 1.14 19.766 0.2 0:02:00 1 0 0 100
141 142 1 1.04 18.907 0.19 0:07:00 1 0 0 100
120 2 -0.7 -132.378 -1.32 9 days, 22:42:00 1 0 1 50.0
TOTAL 60 1.53 1359.404 13.59 9:05:00 59 0 1 98.3

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 6 1.18 122.219 1.22 0:06:00 6 0 0 100
exit_long_tc_u_1 ( 143 ) 5 1.3 114.580 1.15 0:06:00 5 0 0 100
exit_long_quick_d_5_84 ( 42 ) 1 5.21 90.920 0.91 0:35:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 4 1.23 86.472 0.86 0:09:00 4 0 0 100
exit_long_grind_g ( 120 ) 1 1.86 83.145 0.83 6 days, 12:14:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 6 1.38 72.343 0.72 0:10:00 6 0 0 100
exit_long_normal_d_3_35 ( 6 ) 1 2.79 70.831 0.71 1 day, 5:00:00 1 0 0 100
exit_long_tc_d_3_65 ( 142 ) 1 3.2 57.628 0.58 0:15:00 1 0 0 100
exit_long_normal_d_3_42 ( 6 ) 1 3.03 56.916 0.57 1:31:00 1 0 0 100
exit_long_normal_u_3 ( 6 ) 1 3.01 55.982 0.56 0:34:00 1 0 0 100
exit_long_quick_d_3_81 ( 42 ) 1 3.08 53.963 0.54 1:20:00 1 0 0 100
exit_long_tc_u_3 ( 142 ) 1 3.01 53.331 0.53 0:13:00 1 0 0 100
exit_long_quick_d_2_65 ( 42 ) 1 2.75 50.691 0.51 0:08:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 6 ) 1 2.63 49.275 0.49 0:45:00 1 0 0 100
exit_long_normal_d_2_65 ( 6 ) 1 2.49 47.993 0.48 0:54:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 101 ) 2 1.31 46.868 0.47 0:08:00 2 0 0 100
exit_long_rapid_d_4_97 ( 101 ) 1 4.76 44.494 0.44 0:30:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 2 1.04 35.588 0.36 0:04:00 2 0 0 100
exit_long_quick_d_1_13 ( 42 ) 1 1.78 32.636 0.33 1:15:00 1 0 0 100
exit_long_rapid_d_3_71 ( 101 ) 1 3.42 31.795 0.32 0:15:00 1 0 0 100
exit_long_normal_u_1 ( 6 101 143 ) 1 1.65 29.078 0.29 0:04:00 1 0 0 100
exit_long_quick_w_1_11 ( 42 ) 1 1.31 28.379 0.28 1:15:00 1 0 0 100
exit_long_normal_u_1 ( 6 101 ) 1 1.66 27.592 0.28 0:04:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.56 26.244 0.26 0:08:00 1 0 0 100
exit_long_tc_d_1_20 ( 143 ) 1 1.47 24.600 0.25 0:11:00 1 0 0 100
exit_long_tc_u_1 ( 101 141 ) 1 1.46 24.234 0.24 0:04:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 6 101 ) 1 1.31 22.611 0.23 0:02:00 1 0 0 100
exit_long_tc_d_1_73 ( 143 ) 1 1.1 20.730 0.21 2:22:00 1 0 0 100
exit_long_tc_d_1_85 ( 142 ) 1 1.01 20.543 0.21 2:40:00 1 0 0 100
exit_long_tc_u_1 ( 120 141 ) 1 1.14 19.766 0.2 0:02:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.04 18.907 0.19 0:07:00 1 0 0 100
exit_long_rapid_d_1_65 ( 101 ) 1 1.51 13.269 0.13 0:35:00 1 0 0 100
exit_long_normal_u_0 ( 6 101 ) 1 0.7 12.059 0.12 0:02:00 1 0 0 100
exit_long_quick_d_0_3 ( 42 ) 1 0.54 9.379 0.09 3:30:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.35 6.023 0.06 0:02:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 3 ) 1 0.32 5.897 0.06 0:14:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 2 0.26 4.447 0.04 0:07:00 2 0 0 100
exit_long_tc_d_1_13 ( 142 ) 1 1.7 2.336 0.02 3:35:00 1 0 0 100
exit_long_rapid_w_0_12 ( 101 ) 1 0.14 1.161 0.01 11:54:00 1 0 0 100
force_exit 1 -3.25 -215.523 -2.16 13 days, 9:10:00 0 0 1 0
TOTAL 60 1.53 1359.404 13.59 9:05:00 59 0 1 98.3

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 6 1.18 122.219 1.22 0:06:00 6 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 5 1.3 114.580 1.15 0:06:00 5 0 0 100
('42 ', 'exit_long_quick_d_5_84 ( 42 )') 1 5.21 90.920 0.91 0:35:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 4 1.23 86.472 0.86 0:09:00 4 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.86 83.145 0.83 6 days, 12:14:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 6 1.38 72.343 0.72 0:10:00 6 0 0 100
('6 ', 'exit_long_normal_d_3_35 ( 6 )') 1 2.79 70.831 0.71 1 day, 5:00:00 1 0 0 100
('142 ', 'exit_long_tc_d_3_65 ( 142 )') 1 3.2 57.628 0.58 0:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 1 3.03 56.916 0.57 1:31:00 1 0 0 100
('6 ', 'exit_long_normal_u_3 ( 6 )') 1 3.01 55.982 0.56 0:34:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_81 ( 42 )') 1 3.08 53.963 0.54 1:20:00 1 0 0 100
('142 ', 'exit_long_tc_u_3 ( 142 )') 1 3.01 53.331 0.53 0:13:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_65 ( 42 )') 1 2.75 50.691 0.51 0:08:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_1_m ( 6 )') 1 2.63 49.275 0.49 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_65 ( 6 )') 1 2.49 47.993 0.48 0:54:00 1 0 0 100
('2 3 101 ', 'exit_long_normal_u_1 ( 2 3 101 )') 2 1.31 46.868 0.47 0:08:00 2 0 0 100
('101 ', 'exit_long_rapid_d_4_97 ( 101 )') 1 4.76 44.494 0.44 0:30:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 2 1.04 35.588 0.36 0:04:00 2 0 0 100
('42 ', 'exit_long_quick_d_1_13 ( 42 )') 1 1.78 32.636 0.33 1:15:00 1 0 0 100
('101 ', 'exit_long_rapid_d_3_71 ( 101 )') 1 3.42 31.795 0.32 0:15:00 1 0 0 100
('6 101 143 ', 'exit_long_normal_u_1 ( 6 101 143 )') 1 1.65 29.078 0.29 0:04:00 1 0 0 100
('42 ', 'exit_long_quick_w_1_11 ( 42 )') 1 1.31 28.379 0.28 1:15:00 1 0 0 100
('6 101 ', 'exit_long_normal_u_1 ( 6 101 )') 1 1.66 27.592 0.28 0:04:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.56 26.244 0.26 0:08:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 1 1.47 24.600 0.25 0:11:00 1 0 0 100
('101 141 ', 'exit_long_tc_u_1 ( 101 141 )') 1 1.46 24.234 0.24 0:04:00 1 0 0 100
('2 3 6 101 ', 'exit_long_normal_u_1 ( 2 3 6 101 )') 1 1.31 22.611 0.23 0:02:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_73 ( 143 )') 1 1.1 20.730 0.21 2:22:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_85 ( 142 )') 1 1.01 20.543 0.21 2:40:00 1 0 0 100
('120 141 ', 'exit_long_tc_u_1 ( 120 141 )') 1 1.14 19.766 0.2 0:02:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.04 18.907 0.19 0:07:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_65 ( 101 )') 1 1.51 13.269 0.13 0:35:00 1 0 0 100
('6 101 ', 'exit_long_normal_u_0 ( 6 101 )') 1 0.7 12.059 0.12 0:02:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_3 ( 42 )') 1 0.54 9.379 0.09 3:30:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.35 6.023 0.06 0:02:00 1 0 0 100
('3 ', 'exit_profit_long_normal_t_0_2_m ( 3 )') 1 0.32 5.897 0.06 0:14:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 2 0.26 4.447 0.04 0:07:00 2 0 0 100
('142 ', 'exit_long_tc_d_1_13 ( 142 )') 1 1.7 2.336 0.02 3:35:00 1 0 0 100
('101 ', 'exit_long_rapid_w_0_12 ( 101 )') 1 0.14 1.161 0.01 11:54:00 1 0 0 100
('120 ', 'force_exit') 1 -3.25 -215.523 -2.16 13 days, 9:10:00 0 0 1 0
TOTAL 60 1.53 1359.404 13.59 9:05:00 59 0 1 98.3

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
05/01/2022 285.044 13 0 0
06/01/2022 1.161 1 0 0
07/01/2022 0 0 0 0
08/01/2022 0 0 0 0
09/01/2022 0 0 0 0
10/01/2022 25.286 2 0 0
11/01/2022 0 0 0 0
12/01/2022 83.145 1 0 0
13/01/2022 0 0 0 0
14/01/2022 0 0 0 0
15/01/2022 25.084 1 0 0
16/01/2022 0 0 0 0
17/01/2022 12.059 1 0 0
18/01/2022 0 0 0 0
19/01/2022 20.543 1 0 0
20/01/2022 0 0 0 0
21/01/2022 520.256 19 0 0
22/01/2022 339.658 13 0 0
23/01/2022 70.831 1 0 0
24/01/2022 57.987 2 0 0
25/01/2022 0 0 0 0
26/01/2022 27.681 2 0 0
27/01/2022 0 0 0 0
28/01/2022 106.191 2 0 0
29/01/2022 0 0 0 0
30/01/2022 0 0 0 0
31/01/2022 0 0 0 0
01/02/2022 -215.523 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2022-01-01 00:00:00
Backtesting to 2022-02-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 60 / 1.94
Starting balance 10000 USDT
Final balance 11359.404 USDT
Absolute profit 1359.404 USDT
Total profit % 13.59%
CAGR % 348.50%
Sortino -100.00
Sharpe 23.04
Calmar 449.94
Profit factor 7.31
Expectancy (Ratio) 22.66 (0.11)
Avg. daily profit % 0.44%
Avg. stake amount 1533.266 USDT
Total trade volume 91995.98 USDT
Best Pair TEL/USDT 1.43%
Worst Pair ADA/USDT -2.16%
Best trade UOS/USDT 5.21%
Worst trade ADA/USDT -3.25%
Best day 520.256 USDT
Worst day -215.523 USDT
Days win/draw/lose 13 / 14 / 1
Avg. Duration Winners 3:47:00
Avg. Duration Loser 13 days, 9:10:00
Max Consecutive Wins / Loss 59 / 1
Rejected Entry signals 100
Entry/Exit Timeouts 0 / 0
Min balance 10018.838 USDT
Max balance 11574.927 USDT
Max % of account underwater 1.86%
Absolute Drawdown (Account) 1.86%
Absolute Drawdown 215.523 USDT
Drawdown high 1574.927 USDT
Drawdown low 1359.404 USDT
Drawdown Start 2022-01-28 16:11:00
Drawdown End 2022-02-01 00:00:00
Market change -27.34%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 60 1.53 1359.404 13.59 9:05:00 59 0 1 98.3 215.523 USDT 1.86%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220201-20220301

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 22:08:00 22:08:00 21:19:00 1 day, 3:28:00 1 day, 3:28:00
Market Change 0.19 % 0.19 % 0.19 % 0.19 % 0.19 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.46 % 1.46 % 1.45 % 1.51 % 1.51 %
Profit Sum 37.94 % 37.94 % 39.04 % 31.61 % 31.61 %
Profit Total 5.95 % 5.95 % 6.04 % 6.19 % 6.19 %
Trades 26 26 27 21 21
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DIA/USDT 1 5.58 116.415 1.16 2:45:00 1 0 0 100
VRA/USDT 4 2.41 114.705 1.15 0:12:00 4 0 0 100
ATOM/USDT 1 1.28 86.934 0.87 22 days, 16:09:00 1 0 0 100
COTI/USDT 5 1.09 55.554 0.56 0:07:00 5 0 0 100
VELO/USDT 1 3.05 50.507 0.51 0:14:00 1 0 0 100
NWC/USDT 1 1.41 23.809 0.24 1:14:00 1 0 0 100
SXP/USDT 1 1.29 21.925 0.22 2:07:00 1 0 0 100
ADA/USDT 1 1.28 21.746 0.22 0:07:00 1 0 0 100
XRP/USDT 1 1.17 19.751 0.2 0:16:00 1 0 0 100
DOT/USDT 1 1.13 18.863 0.19 0:28:00 1 0 0 100
ONT/USDT 1 1.44 12.162 0.12 0:02:00 1 0 0 100
TEL/USDT 3 0.26 12.126 0.12 3:58:00 3 0 0 100
EWT/USDT 1 1.11 9.403 0.09 0:35:00 1 0 0 100
VET/USDT 1 1.09 9.255 0.09 0:02:00 1 0 0 100
NEO/USDT 1 1.04 8.766 0.09 0:02:00 1 0 0 100
DEGO/USDT 1 0.71 8.497 0.08 10:20:00 1 0 0 100
ONE/USDT 1 0.52 4.371 0.04 0:01:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 26 1.46 594.790 5.95 22:08:00 26 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.0 0.000 0.0 0:00 0 0 0 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
101 13 1.24 140.170 1.4 1:50:00 13 0 0 100
1 1 5.58 116.415 1.16 2:45:00 1 0 0 100
6 3 2.16 108.785 1.09 0:11:00 3 0 0 100
120 1 1.28 86.934 0.87 22 days, 16:09:00 1 0 0 100
6 101 1 1.56 26.440 0.26 0:14:00 1 0 0 100
3 1 1.41 23.809 0.24 1:14:00 1 0 0 100
42 1 1.29 21.925 0.22 2:07:00 1 0 0 100
141 1 1.28 21.746 0.22 0:07:00 1 0 0 100
6 142 1 1.17 19.751 0.2 0:16:00 1 0 0 100
142 1 1.13 18.863 0.19 0:28:00 1 0 0 100
3 101 2 0.28 9.952 0.1 0:02:00 2 0 0 100
TOTAL 26 1.46 594.790 5.95 22:08:00 26 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_w_6_12 ( 1 ) 1 5.58 116.415 1.16 2:45:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.28 86.934 0.87 22 days, 16:09:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 7 1.28 75.629 0.76 0:06:00 7 0 0 100
exit_long_normal_u_3 ( 6 ) 1 3.05 50.507 0.51 0:14:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.26 38.389 0.38 0:18:00 1 0 0 100
exit_long_rapid_d_4_71 ( 101 ) 1 4.37 37.809 0.38 0:15:00 1 0 0 100
exit_long_normal_u_1 ( 6 101 ) 1 1.56 26.440 0.26 0:14:00 1 0 0 100
exit_long_normal_d_1_27 ( 3 ) 1 1.41 23.809 0.24 1:14:00 1 0 0 100
exit_long_quick_d_1_38 ( 42 ) 1 1.29 21.925 0.22 2:07:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.28 21.746 0.22 0:07:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.18 19.889 0.2 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.17 19.751 0.2 0:16:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.13 18.863 0.19 0:28:00 1 0 0 100
exit_long_normal_u_0 ( 3 101 ) 2 0.28 9.952 0.1 0:02:00 2 0 0 100
exit_long_rapid_d_1_27 ( 101 ) 1 1.11 9.403 0.09 0:35:00 1 0 0 100
exit_long_rapid_d_1_84 ( 101 ) 1 0.71 8.497 0.08 10:20:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 2 0.4 6.657 0.07 0:01:00 2 0 0 100
exit_long_rapid_d_0_26 ( 101 ) 1 0.21 2.174 0.02 11:50:00 1 0 0 100
TOTAL 26 1.46 594.790 5.95 22:08:00 26 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('1 ', 'exit_long_normal_w_6_12 ( 1 )') 1 5.58 116.415 1.16 2:45:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.28 86.934 0.87 22 days, 16:09:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 7 1.28 75.629 0.76 0:06:00 7 0 0 100
('6 ', 'exit_long_normal_u_3 ( 6 )') 1 3.05 50.507 0.51 0:14:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.26 38.389 0.38 0:18:00 1 0 0 100
('101 ', 'exit_long_rapid_d_4_71 ( 101 )') 1 4.37 37.809 0.38 0:15:00 1 0 0 100
('6 101 ', 'exit_long_normal_u_1 ( 6 101 )') 1 1.56 26.440 0.26 0:14:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_27 ( 3 )') 1 1.41 23.809 0.24 1:14:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_38 ( 42 )') 1 1.29 21.925 0.22 2:07:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.28 21.746 0.22 0:07:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.18 19.889 0.2 0:01:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.17 19.751 0.2 0:16:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.13 18.863 0.19 0:28:00 1 0 0 100
('3 101 ', 'exit_long_normal_u_0 ( 3 101 )') 2 0.28 9.952 0.1 0:02:00 2 0 0 100
('101 ', 'exit_long_rapid_d_1_27 ( 101 )') 1 1.11 9.403 0.09 0:35:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_84 ( 101 )') 1 0.71 8.497 0.08 10:20:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 2 0.4 6.657 0.07 0:01:00 2 0 0 100
('101 ', 'exit_long_rapid_d_0_26 ( 101 )') 1 0.21 2.174 0.02 11:50:00 1 0 0 100
TOTAL 26 1.46 594.790 5.95 22:08:00 26 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
08/02/2022 50.507 1 0 0
09/02/2022 0 0 0 0
10/02/2022 27.361 2 0 0
11/02/2022 22.753 3 0 0
12/02/2022 0 0 0 0
13/02/2022 0 0 0 0
14/02/2022 0 0 0 0
15/02/2022 0 0 0 0
16/02/2022 0 0 0 0
17/02/2022 0 0 0 0
18/02/2022 19.889 1 0 0
19/02/2022 0 0 0 0
20/02/2022 15.92 1 0 0
21/02/2022 19.751 1 0 0
22/02/2022 23.809 1 0 0
23/02/2022 0 0 0 0
24/02/2022 317.913 13 0 0
25/02/2022 86.934 1 0 0
26/02/2022 0 0 0 0
27/02/2022 9.952 2 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2022-02-01 00:00:00
Backtesting to 2022-03-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 26 / 0.93
Starting balance 10000 USDT
Final balance 10594.79 USDT
Absolute profit 594.79 USDT
Total profit % 5.95%
CAGR % 112.37%
Sortino -100.00
Sharpe 15.68
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 22.88 (100.00)
Avg. daily profit % 0.21%
Avg. stake amount 1258.96 USDT
Total trade volume 32732.95 USDT
Best Pair VRA/USDT 1.15%
Worst Pair AAVE/USDT 0.00%
Best trade DIA/USDT 5.58%
Worst trade TEL/USDT 0.19%
Best day 317.913 USDT
Worst day 0 USDT
Days win/draw/lose 10 / 10 / 0
Avg. Duration Winners 22:08:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 26 / 0
Rejected Entry signals 2
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 0.19%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 26 1.46 594.790 5.95 22:08:00 26 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220301-20220401

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 3 days, 10:31:00 3 days, 10:31:00 3 days, 5:21:00 2 days, 12:46:00 2 days, 12:46:00
Market Change 24.47 % 24.47 % 24.47 % 24.47 % 24.47 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.55 % 1.55 % 1.54 % 1.67 % 1.67 %
Profit Sum 23.18 % 23.18 % 24.61 % 18.32 % 18.32 %
Profit Total 4.61 % 4.61 % 4.73 % 4.29 % 4.29 %
Trades 15 15 16 11 11
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 2 1.68 179.873 1.8 12 days, 7:04:00 2 0 0 100
STX/USDT 2 2.76 91.861 0.92 2:06:00 2 0 0 100
DEGO/USDT 2 1.58 53.144 0.53 0:56:00 2 0 0 100
FIL/USDT 2 1.47 50.413 0.5 0:02:00 2 0 0 100
ETC/USDT 1 1.58 27.088 0.27 0:01:00 1 0 0 100
XRP/USDT 1 1.93 16.682 0.17 0:01:00 1 0 0 100
EOS/USDT 1 1.94 16.627 0.17 0:01:00 1 0 0 100
VELO/USDT 1 1.32 11.126 0.11 0:14:00 1 0 0 100
YFI/USDT 1 0.47 5.086 0.05 3:35:00 1 0 0 100
UNI/USDT 1 0.45 4.634 0.05 3 days, 0:05:00 1 0 0 100
ALEPH/USDT 1 0.52 4.314 0.04 23 days, 13:28:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 15 1.55 460.847 4.61 3 days, 10:31:00 15 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UNI/USDT 1 0.45 4.634 0.05 3 days, 0:05:00 1 0 0 100
TOTAL 1 0.45 4.634 0.05 3 days, 0:05:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 3 1.27 184.507 1.85 9 days, 4:44:00 3 0 0 100
6 3 2.05 103.517 1.04 0:34:00 3 0 0 100
142 1 3.61 60.243 0.6 3:47:00 1 0 0 100
101 5 1.24 53.834 0.54 4 days, 17:52:00 5 0 0 100
2 2 0.93 31.658 0.32 0:19:00 2 0 0 100
2 3 142 1 1.58 27.088 0.27 0:01:00 1 0 0 100
TOTAL 15 1.55 460.847 4.61 3 days, 10:31:00 15 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 2 1.68 179.873 1.8 12 days, 7:04:00 2 0 0 100
exit_long_tc_d_3_88 ( 142 ) 1 3.61 60.243 0.6 3:47:00 1 0 0 100
exit_long_normal_w_2_3 ( 6 ) 1 2.65 44.828 0.45 1:15:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 3 1.73 44.435 0.44 0:05:00 3 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.9 31.618 0.32 0:25:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 142 ) 1 1.58 27.088 0.27 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.58 27.071 0.27 0:03:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.36 23.342 0.23 0:01:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 2 ) 1 0.5 8.316 0.08 0:37:00 1 0 0 100
exit_long_rapid_d_0_38 ( 101 ) 1 0.47 5.086 0.05 3:35:00 1 0 0 100
force_exit 1 0.45 4.634 0.05 3 days, 0:05:00 1 0 0 100
exit_long_rapid_rpd_2 ( 101 ) 1 0.52 4.314 0.04 23 days, 13:28:00 1 0 0 100
TOTAL 15 1.55 460.847 4.61 3 days, 10:31:00 15 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 2 1.68 179.873 1.8 12 days, 7:04:00 2 0 0 100
('142 ', 'exit_long_tc_d_3_88 ( 142 )') 1 3.61 60.243 0.6 3:47:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_3 ( 6 )') 1 2.65 44.828 0.45 1:15:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 3 1.73 44.435 0.44 0:05:00 3 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.9 31.618 0.32 0:25:00 1 0 0 100
('2 3 142 ', 'exit_long_normal_u_1 ( 2 3 142 )') 1 1.58 27.088 0.27 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.58 27.071 0.27 0:03:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.36 23.342 0.23 0:01:00 1 0 0 100
('2 ', 'exit_profit_long_normal_t_0_1_m ( 2 )') 1 0.5 8.316 0.08 0:37:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_38 ( 101 )') 1 0.47 5.086 0.05 3:35:00 1 0 0 100
('120 ', 'force_exit') 1 0.45 4.634 0.05 3 days, 0:05:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_2 ( 101 )') 1 0.52 4.314 0.04 23 days, 13:28:00 1 0 0 100
TOTAL 15 1.55 460.847 4.61 3 days, 10:31:00 15 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
06/03/2022 5.086 1 0 0
07/03/2022 8.316 1 0 0
08/03/2022 0 0 0 0
09/03/2022 0 0 0 0
10/03/2022 91.861 2 0 0
11/03/2022 0 0 0 0
12/03/2022 0 0 0 0
13/03/2022 106.192 2 0 0
14/03/2022 0 0 0 0
15/03/2022 0 0 0 0
16/03/2022 0 0 0 0
17/03/2022 0 0 0 0
18/03/2022 44.828 1 0 0
19/03/2022 0 0 0 0
20/03/2022 0 0 0 0
21/03/2022 0 0 0 0
22/03/2022 0 0 0 0
23/03/2022 0 0 0 0
24/03/2022 0 0 0 0
25/03/2022 0 0 0 0
26/03/2022 0 0 0 0
27/03/2022 84.807 1 0 0
28/03/2022 31.385 2 0 0
29/03/2022 0 0 0 0
30/03/2022 0 0 0 0
31/03/2022 83.739 4 0 0
01/04/2022 4.634 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2022-03-01 00:00:00
Backtesting to 2022-04-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 15 / 0.48
Starting balance 10000 USDT
Final balance 10460.847 USDT
Absolute profit 460.847 USDT
Total profit % 4.61%
CAGR % 69.97%
Sortino -100.00
Sharpe 10.24
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 30.72 (100.00)
Avg. daily profit % 0.15%
Avg. stake amount 1176.614 USDT
Total trade volume 17649.213 USDT
Best Pair STX/USDT 0.92%
Worst Pair AAVE/USDT 0.00%
Best trade STX/USDT 3.61%
Worst trade UNI/USDT 0.45%
Best day 106.192 USDT
Worst day 0 USDT
Days win/draw/lose 9 / 18 / 0
Avg. Duration Winners 3 days, 10:31:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 15 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 24.47%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 15 1.55 460.847 4.61 3 days, 10:31:00 15 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220401-20220501

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 14:02:00 14:02:00 14:02:00 13:34:00 13:34:00
Market Change -32.21 % -32.21 % -32.21 % -32.21 % -32.21 %
Max Drawdown 0.3643 % 0.3643 % 0.3643 % 0.3452 % 0.3452 %
Profit Mean 1.47 % 1.47 % 1.48 % 1.51 % 1.51 %
Profit Sum 39.78 % 39.78 % 39.9 % 42.22 % 42.22 %
Profit Total 6.84 % 6.84 % 6.85 % 7.8 % 7.8 %
Trades 27 27 27 28 28
Win Rate 88.89 % 88.89 % 88.89 % 92.86 % 92.86 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 5 4.03 340.940 3.41 0:20:00 5 0 0 100
FIL/USDT 5 1.63 172.370 1.72 2 days, 19:57:00 5 0 0 100
PRE/USDT 6 1.13 107.395 1.07 0:14:00 6 0 0 100
VET/USDT 2 1.06 35.331 0.35 3:10:00 2 0 0 100
BCH/USDT 1 1.3 22.840 0.23 0:04:00 1 0 0 100
COTI/USDT 1 1.2 21.010 0.21 0:05:00 1 0 0 100
ETC/USDT 1 1.19 10.433 0.1 0:03:00 1 0 0 100
ONT/USDT 1 0.93 8.171 0.08 0:02:00 1 0 0 100
ALGO/USDT 1 0.15 2.605 0.03 0:03:00 1 0 0 100
DOT/USDT 1 0.17 1.491 0.01 0:04:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 1 -0.23 -2.002 -0.02 0:50:00 0 0 1 0
GRT/USDT 1 -0.94 -16.629 -0.17 1 day, 4:05:00 0 0 1 0
SXP/USDT 1 -1.16 -20.434 -0.2 0:30:00 0 0 1 0
TOTAL 27 1.47 683.521 6.84 14:02:00 24 0 3 88.9

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CHR/USDT 1 -0.23 -2.002 -0.02 0:50:00 0 0 1 0
GRT/USDT 1 -0.94 -16.629 -0.17 1 day, 4:05:00 0 0 1 0
SXP/USDT 1 -1.16 -20.434 -0.2 0:30:00 0 0 1 0
TOTAL 3 -0.78 -39.065 -0.39 9:48:00 0 0 3 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 4 2.6 176.350 1.76 0:02:00 4 0 0 100
3 41 1 6.78 115.949 1.16 0:01:00 1 0 0 100
2 4 5 41 101 1 4.31 73.167 0.73 0:03:00 1 0 0 100
120 2 0.52 72.477 0.72 7 days, 15:47:00 1 0 1 50.0
101 6 1.01 53.065 0.53 0:14:00 5 0 1 83.3
6 101 3 0.68 35.573 0.36 0:03:00 3 0 0 100
42 1 1.97 32.713 0.33 1:35:00 1 0 0 100
3 142 1 1.46 25.732 0.26 0:05:00 1 0 0 100
41 101 1 1.43 24.747 0.25 0:44:00 1 0 0 100
3 1 1.38 24.345 0.24 0:08:00 1 0 0 100
6 141 142 1 1.3 22.840 0.23 0:04:00 1 0 0 100
141 142 1 1.1 18.205 0.18 0:14:00 1 0 0 100
142 1 1.02 17.126 0.17 6:05:00 1 0 0 100
1 41 43 101 1 0.5 8.629 0.09 0:07:00 1 0 0 100
43 101 1 0.18 3.037 0.03 0:02:00 1 0 0 100
5 1 -1.16 -20.434 -0.2 0:30:00 0 0 1 0
TOTAL 27 1.47 683.521 6.84 14:02:00 24 0 3 88.9

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_6 ( 3 41 ) 1 6.78 115.949 1.16 0:01:00 1 0 0 100
exit_long_normal_u_6 ( 6 ) 1 6.76 113.498 1.13 0:01:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.98 89.106 0.89 14 days, 3:29:00 1 0 0 100
exit_long_normal_u_4 ( 2 4 5 41 101 ) 1 4.31 73.167 0.73 0:03:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.8 48.810 0.49 0:05:00 1 0 0 100
exit_long_quick_d_1_61 ( 42 ) 1 1.97 32.713 0.33 1:35:00 1 0 0 100
exit_long_normal_d_1_70 ( 3 142 ) 1 1.46 25.732 0.26 0:05:00 1 0 0 100
exit_long_rapid_u_2 ( 101 ) 1 2.82 24.756 0.25 0:01:00 1 0 0 100
exit_long_quick_u_1 ( 41 101 ) 1 1.43 24.747 0.25 0:44:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.38 24.345 0.24 0:08:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 1 1.3 22.840 0.23 0:04:00 1 0 0 100
exit_long_normal_u_1 ( 6 101 ) 1 1.2 21.010 0.21 0:05:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 2 1.18 20.648 0.21 0:14:00 2 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.1 18.205 0.18 0:14:00 1 0 0 100
exit_long_tc_d_1_84 ( 142 ) 1 1.02 17.126 0.17 6:05:00 1 0 0 100
exit_long_normal_u_0 ( 6 101 ) 2 0.42 14.563 0.15 0:02:00 2 0 0 100
exit_long_normal_u_0 ( 6 ) 2 0.42 14.043 0.14 0:01:00 2 0 0 100
exit_long_rapid_u_0 ( 101 ) 2 0.55 9.663 0.1 0:03:00 2 0 0 100
exit_long_normal_u_0 ( 1 41 43 101 ) 1 0.5 8.629 0.09 0:07:00 1 0 0 100
exit_long_quick_u_0 ( 43 101 ) 1 0.18 3.037 0.03 0:02:00 1 0 0 100
force_exit 3 -0.78 -39.065 -0.39 9:48:00 0 0 3 0
TOTAL 27 1.47 683.521 6.84 14:02:00 24 0 3 88.9

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('3 41 ', 'exit_long_normal_u_6 ( 3 41 )') 1 6.78 115.949 1.16 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_6 ( 6 )') 1 6.76 113.498 1.13 0:01:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.98 89.106 0.89 14 days, 3:29:00 1 0 0 100
('2 4 5 41 101 ', 'exit_long_normal_u_4 ( 2 4 5 41 101 )') 1 4.31 73.167 0.73 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.8 48.810 0.49 0:05:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_61 ( 42 )') 1 1.97 32.713 0.33 1:35:00 1 0 0 100
('3 142 ', 'exit_long_normal_d_1_70 ( 3 142 )') 1 1.46 25.732 0.26 0:05:00 1 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 1 2.82 24.756 0.25 0:01:00 1 0 0 100
('41 101 ', 'exit_long_quick_u_1 ( 41 101 )') 1 1.43 24.747 0.25 0:44:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.38 24.345 0.24 0:08:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 1 1.3 22.840 0.23 0:04:00 1 0 0 100
('6 101 ', 'exit_long_normal_u_1 ( 6 101 )') 1 1.2 21.010 0.21 0:05:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 2 1.18 20.648 0.21 0:14:00 2 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.1 18.205 0.18 0:14:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_84 ( 142 )') 1 1.02 17.126 0.17 6:05:00 1 0 0 100
('6 101 ', 'exit_long_normal_u_0 ( 6 101 )') 2 0.42 14.563 0.15 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 2 0.42 14.043 0.14 0:01:00 2 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 2 0.55 9.663 0.1 0:03:00 2 0 0 100
('1 41 43 101 ', 'exit_long_normal_u_0 ( 1 41 43 101 )') 1 0.5 8.629 0.09 0:07:00 1 0 0 100
('43 101 ', 'exit_long_quick_u_0 ( 43 101 )') 1 0.18 3.037 0.03 0:02:00 1 0 0 100
('101 ', 'force_exit') 1 -0.23 -2.002 -0.02 0:50:00 0 0 1 0
('120 ', 'force_exit') 1 -0.94 -16.629 -0.17 1 day, 4:05:00 0 0 1 0
('5 ', 'force_exit') 1 -1.16 -20.434 -0.2 0:30:00 0 0 1 0
TOTAL 27 1.47 683.521 6.84 14:02:00 24 0 3 88.9

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
06/04/2022 18.205 1 0 0
07/04/2022 0 0 0 0
08/04/2022 0 0 0 0
09/04/2022 0 0 0 0
10/04/2022 0 0 0 0
11/04/2022 38.326 2 0 0
12/04/2022 0 0 0 0
13/04/2022 0 0 0 0
14/04/2022 0 0 0 0
15/04/2022 0 0 0 0
16/04/2022 89.106 1 0 0
17/04/2022 0 0 0 0
18/04/2022 25.556 2 0 0
19/04/2022 0 0 0 0
20/04/2022 0 0 0 0
21/04/2022 0 0 0 0
22/04/2022 0 0 0 0
23/04/2022 0 0 0 0
24/04/2022 0 0 0 0
25/04/2022 0 0 0 0
26/04/2022 0 0 0 0
27/04/2022 0 0 0 0
28/04/2022 0 0 0 0
29/04/2022 302.614 3 0 0
30/04/2022 248.78 15 0 0
01/05/2022 -39.065 0 0 3

SUMMARY METRICS

Metric Value
Backtesting from 2022-04-01 00:00:00
Backtesting to 2022-05-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 27 / 0.9
Starting balance 10000 USDT
Final balance 10683.521 USDT
Absolute profit 683.521 USDT
Total profit % 6.84%
CAGR % 123.54%
Sortino 54.79
Sharpe 12.81
Calmar 1194.78
Profit factor 18.50
Expectancy (Ratio) 25.32 (1.94)
Avg. daily profit % 0.23%
Avg. stake amount 1420.771 USDT
Total trade volume 38360.805 USDT
Best Pair VRA/USDT 3.41%
Worst Pair SXP/USDT -0.20%
Best trade VRA/USDT 6.78%
Worst trade SXP/USDT -1.16%
Best day 302.614 USDT
Worst day -39.065 USDT
Days win/draw/lose 6 / 19 / 1
Avg. Duration Winners 14:34:00
Avg. Duration Loser 9:48:00
Max Consecutive Wins / Loss 24 / 3
Rejected Entry signals 9
Entry/Exit Timeouts 0 / 0
Min balance 10018.205 USDT
Max balance 10722.586 USDT
Max % of account underwater 0.36%
Absolute Drawdown (Account) 0.36%
Absolute Drawdown 39.065 USDT
Drawdown high 722.586 USDT
Drawdown low 683.521 USDT
Drawdown Start 2022-04-30 23:55:00
Drawdown End 2022-05-01 00:00:00
Market change -32.21%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 27 1.47 683.521 6.84 14:02:00 24 0 3 88.9 39.065 USDT 0.36%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220501-20220601

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 1 day, 17:07:00 1 day, 17:07:00 1 day, 17:07:00 1 day, 11:19:00 1 day, 11:23:00
Market Change -37.27 % -37.27 % -37.27 % -37.27 % -37.27 %
Max Drawdown 3.049 % 3.049 % 3.049 % 3.4915 % 4.2073 %
Profit Mean 1.59 % 1.59 % 1.59 % 1.48 % 1.45 %
Profit Sum 100.16 % 100.16 % 100.16 % 87.43 % 82.37 %
Profit Total 11.76 % 11.76 % 11.76 % 13.51 % 11.74 %
Trades 63 63 63 59 57
Win Rate 93.65 % 93.65 % 93.65 % 94.92 % 94.74 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 2 1.4 164.210 1.64 5 days, 22:44:00 2 0 0 100
VRA/USDT 6 1.85 145.429 1.45 0:24:00 6 0 0 100
TRX/USDT 3 2.4 137.122 1.37 0:46:00 3 0 0 100
PRE/USDT 5 2.25 126.290 1.26 3:20:00 5 0 0 100
ADA/USDT 2 1.53 118.863 1.19 5 days, 10:24:00 2 0 0 100
COTI/USDT 3 1.88 96.848 0.97 1:01:00 3 0 0 100
ATOM/USDT 3 2.08 88.075 0.88 0:36:00 3 0 0 100
AVA/USDT 2 4.33 80.465 0.8 0:14:00 2 0 0 100
PLU/USDT 1 3.16 61.845 0.62 3:00:00 1 0 0 100
AAVE/USDT 2 1.46 55.660 0.56 1:04:00 2 0 0 100
UMA/USDT 3 1.48 54.589 0.55 0:16:00 3 0 0 100
TEL/USDT 2 1.58 53.549 0.54 0:18:00 2 0 0 100
SNX/USDT 2 1.72 43.001 0.43 0:04:00 2 0 0 100
UOS/USDT 3 0.88 40.160 0.4 0:16:00 3 0 0 100
ARPA/USDT 2 1.32 32.225 0.32 0:02:00 2 0 0 100
DAG/USDT 2 1.92 30.428 0.3 0:46:00 2 0 0 100
DGB/USDT 1 3.51 30.211 0.3 0:10:00 1 0 0 100
EWT/USDT 1 1.2 28.985 0.29 8:55:00 1 0 0 100
UNI/USDT 1 1.71 28.738 0.29 0:35:00 1 0 0 100
CKB/USDT 1 1.5 25.505 0.26 0:03:00 1 0 0 100
VELO/USDT 2 1.36 24.374 0.24 6:04:00 2 0 0 100
LTC/USDT 1 1.37 23.366 0.23 0:02:00 1 0 0 100
VIDT/USDT 1 1.23 21.231 0.21 1:07:00 1 0 0 100
EOS/USDT 1 2.2 18.911 0.19 0:01:00 1 0 0 100
CRO/USDT 1 2.0 17.405 0.17 1:00:00 1 0 0 100
SXP/USDT 1 1.33 11.995 0.12 0:30:00 1 0 0 100
ONE/USDT 1 0.96 10.390 0.1 1:34:00 1 0 0 100
ALGO/USDT 1 1.1 9.683 0.1 0:05:00 1 0 0 100
ROSE/USDT 1 1.06 9.123 0.09 0:05:00 1 0 0 100
NIM/USDT 1 0.13 2.289 0.02 1:36:00 1 0 0 100
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 1 -0.44 -38.908 -0.39 20 days, 11:35:00 0 0 1 0
NWC/USDT 1 -0.54 -104.322 -1.04 20 days, 13:50:00 0 0 1 0
CHR/USDT 2 0.18 -125.610 -1.26 10 days, 8:54:00 1 0 1 50.0
KAI/USDT 1 -3.39 -145.715 -1.46 20 days, 17:10:00 0 0 1 0
TOTAL 63 1.59 1176.410 11.76 1 day, 17:07:00 59 0 4 93.7

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 1.93 80.232 0.8 7 days, 10:10:00 1 0 0 100
DEGO/USDT 1 -0.44 -38.908 -0.39 20 days, 11:35:00 0 0 1 0
NWC/USDT 1 -0.54 -104.322 -1.04 20 days, 13:50:00 0 0 1 0
CHR/USDT 1 -0.66 -142.774 -1.43 20 days, 17:40:00 0 0 1 0
KAI/USDT 1 -3.39 -145.715 -1.46 20 days, 17:10:00 0 0 1 0
TOTAL 5 -0.62 -351.486 -3.51 17 days, 23:41:00 1 0 4 20.0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
101 28 1.62 248.119 2.48 1 day, 11:53:00 26 0 2 92.9
120 3 1.47 248.005 2.48 7 days, 10:01:00 3 0 0 100
6 7 1.62 205.135 2.05 2:20:00 7 0 0 100
143 2 2.49 97.517 0.98 1:02:00 2 0 0 100
142 2 2.41 78.320 0.78 0:22:00 2 0 0 100
5 2 1.66 64.330 0.64 4:44:00 2 0 0 100
41 2 1.67 56.338 0.56 0:18:00 2 0 0 100
3 101 1 2.5 41.615 0.42 0:25:00 1 0 0 100
101 141 1 2.23 39.605 0.4 0:16:00 1 0 0 100
2 2 1.13 39.434 0.39 0:36:00 2 0 0 100
141 1 1.44 35.068 0.35 12:15:00 1 0 0 100
4 101 1 1.68 28.127 0.28 0:01:00 1 0 0 100
6 142 1 1.37 23.366 0.23 0:02:00 1 0 0 100
6 141 1 1.09 19.099 0.19 0:37:00 1 0 0 100
42 9 1.13 -47.668 -0.48 4 days, 15:58:00 7 0 2 77.8
TOTAL 63 1.59 1176.410 11.76 1 day, 17:07:00 59 0 4 93.7

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 2 1.24 167.773 1.68 7 days, 9:56:00 2 0 0 100
exit_long_rapid_u_1 ( 101 ) 8 1.33 92.361 0.92 0:08:00 8 0 0 100
exit_long_tc_d_3_20 ( 143 ) 1 3.35 70.334 0.7 0:48:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.23 63.644 0.64 0:06:00 3 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.16 61.845 0.62 3:00:00 1 0 0 100
exit_long_rapid_u_7 ( 101 ) 1 7.32 58.842 0.59 0:19:00 1 0 0 100
exit_long_quick_d_2_84 ( 42 ) 1 2.98 51.112 0.51 9:45:00 1 0 0 100
exit_long_tc_d_3_96 ( 142 ) 1 3.11 49.582 0.5 0:10:00 1 0 0 100
exit_long_normal_d_2_83 ( 3 101 ) 1 2.5 41.615 0.42 0:25:00 1 0 0 100
exit_long_quick_u_2 ( 42 ) 1 2.35 40.008 0.4 0:04:00 1 0 0 100
exit_long_tc_u_2 ( 101 141 ) 1 2.23 39.605 0.4 0:16:00 1 0 0 100
exit_long_normal_d_2_54 ( 6 ) 1 2.12 39.483 0.39 0:38:00 1 0 0 100
exit_long_normal_d_2_65 ( 6 ) 1 2.24 37.742 0.38 0:27:00 1 0 0 100
exit_long_quick_d_2_26 ( 42 ) 1 1.83 36.561 0.37 1:32:00 1 0 0 100
exit_long_normal_d_2_105 ( 5 ) 1 2.13 35.345 0.35 0:32:00 1 0 0 100
exit_long_tc_d_2_35 ( 141 ) 1 1.44 35.068 0.35 12:15:00 1 0 0 100
exit_long_quick_d_2_11 ( 41 ) 1 2.0 34.715 0.35 0:25:00 1 0 0 100
exit_long_quick_q_2 ( 42 ) 1 2.01 33.195 0.33 0:39:00 1 0 0 100
exit_long_rapid_u_3 ( 101 ) 1 3.61 31.443 0.31 0:01:00 1 0 0 100
exit_long_rapid_d_3_65 ( 101 ) 1 3.51 30.211 0.3 0:10:00 1 0 0 100
exit_long_rapid_rpd_2 ( 101 ) 1 3.73 29.519 0.3 1:30:00 1 0 0 100
exit_long_normal_w_1_2 ( 5 ) 1 1.2 28.985 0.29 8:55:00 1 0 0 100
exit_long_tc_d_1_96 ( 142 ) 1 1.71 28.738 0.29 0:35:00 1 0 0 100
exit_long_normal_u_1 ( 4 101 ) 1 1.68 28.127 0.28 0:01:00 1 0 0 100
exit_long_tc_d_1_81 ( 143 ) 1 1.63 27.183 0.27 1:15:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.37 23.366 0.23 0:02:00 1 0 0 100
exit_long_rapid_d_2_27 ( 101 ) 1 1.65 23.310 0.23 0:54:00 1 0 0 100
exit_long_rapid_d_2_67 ( 101 ) 1 2.61 21.953 0.22 0:15:00 1 0 0 100
exit_long_quick_d_1_20 ( 41 ) 1 1.33 21.623 0.22 0:10:00 1 0 0 100
exit_long_normal_d_1_107 ( 2 ) 1 1.23 21.231 0.21 1:07:00 1 0 0 100
exit_long_rapid_d_2_87 ( 101 ) 1 2.41 20.165 0.2 0:45:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 141 ) 1 1.09 19.099 0.19 0:37:00 1 0 0 100
exit_long_quick_w_1_11 ( 42 ) 1 1.03 19.099 0.19 2:31:00 1 0 0 100
exit_long_rapid_u_2 ( 101 ) 1 2.2 18.911 0.19 0:01:00 1 0 0 100
exit_long_rapid_d_2_70 ( 101 ) 1 2.14 18.846 0.19 0:37:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.04 18.204 0.18 0:05:00 1 0 0 100
exit_long_rapid_w_2_8 ( 101 ) 1 2.0 17.405 0.17 1:00:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 1 1.01 17.163 0.17 0:08:00 1 0 0 100
exit_long_rapid_d_1_71 ( 101 ) 1 1.48 15.182 0.15 0:44:00 1 0 0 100
exit_long_rapid_d_1_13 ( 101 ) 1 1.39 14.774 0.15 5:44:00 1 0 0 100
exit_long_rapid_d_1_46 ( 101 ) 1 1.33 11.995 0.12 0:30:00 1 0 0 100
exit_long_rapid_d_1_67 ( 101 ) 1 1.33 11.080 0.11 0:20:00 1 0 0 100
exit_long_rapid_d_1_58 ( 101 ) 1 0.96 10.390 0.1 1:34:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 3 0.25 6.353 0.06 0:08:00 3 0 0 100
exit_long_normal_d_0_52 ( 6 ) 1 0.11 2.421 0.02 11:53:00 1 0 0 100
exit_long_quick_d_0_58 ( 42 ) 1 0.13 2.289 0.02 1:36:00 1 0 0 100
force_exit 5 -0.62 -351.486 -3.51 17 days, 23:41:00 1 0 4 20.0
TOTAL 63 1.59 1176.410 11.76 1 day, 17:07:00 59 0 4 93.7

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 2 1.24 167.773 1.68 7 days, 9:56:00 2 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 8 1.33 92.361 0.92 0:08:00 8 0 0 100
('120 ', 'force_exit') 1 1.93 80.232 0.8 7 days, 10:10:00 1 0 0 100
('143 ', 'exit_long_tc_d_3_20 ( 143 )') 1 3.35 70.334 0.7 0:48:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.23 63.644 0.64 0:06:00 3 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.16 61.845 0.62 3:00:00 1 0 0 100
('101 ', 'exit_long_rapid_u_7 ( 101 )') 1 7.32 58.842 0.59 0:19:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_84 ( 42 )') 1 2.98 51.112 0.51 9:45:00 1 0 0 100
('142 ', 'exit_long_tc_d_3_96 ( 142 )') 1 3.11 49.582 0.5 0:10:00 1 0 0 100
('3 101 ', 'exit_long_normal_d_2_83 ( 3 101 )') 1 2.5 41.615 0.42 0:25:00 1 0 0 100
('42 ', 'exit_long_quick_u_2 ( 42 )') 1 2.35 40.008 0.4 0:04:00 1 0 0 100
('101 141 ', 'exit_long_tc_u_2 ( 101 141 )') 1 2.23 39.605 0.4 0:16:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_54 ( 6 )') 1 2.12 39.483 0.39 0:38:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_65 ( 6 )') 1 2.24 37.742 0.38 0:27:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_26 ( 42 )') 1 1.83 36.561 0.37 1:32:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_105 ( 5 )') 1 2.13 35.345 0.35 0:32:00 1 0 0 100
('141 ', 'exit_long_tc_d_2_35 ( 141 )') 1 1.44 35.068 0.35 12:15:00 1 0 0 100
('41 ', 'exit_long_quick_d_2_11 ( 41 )') 1 2.0 34.715 0.35 0:25:00 1 0 0 100
('42 ', 'exit_long_quick_q_2 ( 42 )') 1 2.01 33.195 0.33 0:39:00 1 0 0 100
('101 ', 'exit_long_rapid_u_3 ( 101 )') 1 3.61 31.443 0.31 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_d_3_65 ( 101 )') 1 3.51 30.211 0.3 0:10:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_2 ( 101 )') 1 3.73 29.519 0.3 1:30:00 1 0 0 100
('5 ', 'exit_long_normal_w_1_2 ( 5 )') 1 1.2 28.985 0.29 8:55:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_96 ( 142 )') 1 1.71 28.738 0.29 0:35:00 1 0 0 100
('4 101 ', 'exit_long_normal_u_1 ( 4 101 )') 1 1.68 28.127 0.28 0:01:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_81 ( 143 )') 1 1.63 27.183 0.27 1:15:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.37 23.366 0.23 0:02:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_27 ( 101 )') 1 1.65 23.310 0.23 0:54:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_67 ( 101 )') 1 2.61 21.953 0.22 0:15:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_20 ( 41 )') 1 1.33 21.623 0.22 0:10:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_107 ( 2 )') 1 1.23 21.231 0.21 1:07:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_87 ( 101 )') 1 2.41 20.165 0.2 0:45:00 1 0 0 100
('6 141 ', 'exit_long_normal_d_1_65 ( 6 141 )') 1 1.09 19.099 0.19 0:37:00 1 0 0 100
('42 ', 'exit_long_quick_w_1_11 ( 42 )') 1 1.03 19.099 0.19 2:31:00 1 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 1 2.2 18.911 0.19 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_70 ( 101 )') 1 2.14 18.846 0.19 0:37:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.04 18.204 0.18 0:05:00 1 0 0 100
('101 ', 'exit_long_rapid_w_2_8 ( 101 )') 1 2.0 17.405 0.17 1:00:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 1 1.01 17.163 0.17 0:08:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_71 ( 101 )') 1 1.48 15.182 0.15 0:44:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_13 ( 101 )') 1 1.39 14.774 0.15 5:44:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_46 ( 101 )') 1 1.33 11.995 0.12 0:30:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_67 ( 101 )') 1 1.33 11.080 0.11 0:20:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_58 ( 101 )') 1 0.96 10.390 0.1 1:34:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 3 0.25 6.353 0.06 0:08:00 3 0 0 100
('6 ', 'exit_long_normal_d_0_52 ( 6 )') 1 0.11 2.421 0.02 11:53:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_58 ( 42 )') 1 0.13 2.289 0.02 1:36:00 1 0 0 100
('101 ', 'force_exit') 2 -1.92 -184.623 -1.85 20 days, 14:22:00 0 0 2 0
('42 ', 'force_exit') 2 -0.6 -247.095 -2.47 20 days, 15:45:00 0 0 2 0
TOTAL 63 1.59 1176.410 11.76 1 day, 17:07:00 59 0 4 93.7

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/05/2022 50.6 2 0 0
02/05/2022 0 0 0 0
03/05/2022 0 0 0 0
04/05/2022 0 0 0 0
05/05/2022 0 0 0 0
06/05/2022 63.908 2 0 0
07/05/2022 0 0 0 0
08/05/2022 0 0 0 0
09/05/2022 321.97 14 0 0
10/05/2022 166.913 9 0 0
11/05/2022 311.33 12 0 0
12/05/2022 133.055 4 0 0
13/05/2022 221.6 5 0 0
14/05/2022 44.406 3 0 0
15/05/2022 0 0 0 0
16/05/2022 0 0 0 0
17/05/2022 14.26 1 0 0
18/05/2022 51.112 1 0 0
19/05/2022 21.231 1 0 0
20/05/2022 0 0 0 0
21/05/2022 0 0 0 0
22/05/2022 0 0 0 0
23/05/2022 93.91 2 0 0
24/05/2022 0 0 0 0
25/05/2022 0 0 0 0
26/05/2022 18.826 1 0 0
27/05/2022 14.774 1 0 0
28/05/2022 0 0 0 0
29/05/2022 0 0 0 0
30/05/2022 0 0 0 0
31/05/2022 0 0 0 0
01/06/2022 -351.486 1 0 4

SUMMARY METRICS

Metric Value
Backtesting from 2022-05-01 00:00:00
Backtesting to 2022-06-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 63 / 2.03
Starting balance 10000 USDT
Final balance 11176.41 USDT
Absolute profit 1176.41 USDT
Total profit % 11.76%
CAGR % 270.44%
Sortino 16.83
Sharpe 18.34
Calmar 237.79
Profit factor 3.72
Expectancy (Ratio) 18.67 (0.17)
Avg. daily profit % 0.38%
Avg. stake amount 1183.432 USDT
Total trade volume 74556.217 USDT
Best Pair PRE/USDT 1.26%
Worst Pair KAI/USDT -1.46%
Best trade AVA/USDT 7.32%
Worst trade KAI/USDT -3.39%
Best day 321.97 USDT
Worst day -351.486 USDT
Days win/draw/lose 14 / 17 / 1
Avg. Duration Winners 10:20:00
Avg. Duration Loser 20 days, 15:04:00
Max Consecutive Wins / Loss 58 / 2
Rejected Entry signals 222
Entry/Exit Timeouts 0 / 0
Min balance 10033.195 USDT
Max balance 11527.896 USDT
Max % of account underwater 3.05%
Absolute Drawdown (Account) 3.05%
Absolute Drawdown 351.486 USDT
Drawdown high 1527.896 USDT
Drawdown low 1176.41 USDT
Drawdown Start 2022-05-27 10:54:00
Drawdown End 2022-06-01 00:00:00
Market change -37.27%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 63 1.59 1176.410 11.76 1 day, 17:07:00 59 0 4 93.7 351.486 USDT 3.05%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220601-20220701

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 1 day, 7:25:00 1 day, 7:25:00 1 day, 7:25:00 1 day, 5:16:00 1 day, 7:39:00
Market Change -18.15 % -18.15 % -18.15 % -18.15 % -18.15 %
Max Drawdown 3.4994 % 3.4994 % 3.4994 % 3.4066 % 3.3995 %
Profit Mean 1.17 % 1.17 % 1.17 % 1.27 % 1.77 %
Profit Sum 46.96 % 46.96 % 46.96 % 54.61 % 76.11 %
Profit Total 4.83 % 4.83 % 4.83 % 6.69 % 10.46 %
Trades 40 40 40 43 43
Win Rate 95.0 % 95.0 % 95.0 % 95.35 % 95.35 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NIM/USDT 4 1.29 89.830 0.9 1:26:00 4 0 0 100
LINK/USDT 1 1.24 85.947 0.86 8 days, 9:50:00 1 0 0 100
DEGO/USDT 5 2.47 78.421 0.78 3 days, 19:27:00 4 0 1 80.0
UMA/USDT 2 2.31 59.378 0.59 0:58:00 2 0 0 100
VELO/USDT 1 3.35 54.356 0.54 11:50:00 1 0 0 100
TRX/USDT 9 0.31 45.793 0.46 0:02:00 9 0 0 100
MKR/USDT 1 2.77 44.796 0.45 0:10:00 1 0 0 100
GRT/USDT 2 1.05 40.385 0.4 1 day, 12:42:00 2 0 0 100
STX/USDT 1 2.08 40.236 0.4 2:21:00 1 0 0 100
AAVE/USDT 1 1.08 27.381 0.27 1 day, 12:05:00 1 0 0 100
ARPA/USDT 1 1.59 25.799 0.26 0:14:00 1 0 0 100
AVA/USDT 1 1.28 20.716 0.21 0:12:00 1 0 0 100
ADA/USDT 1 1.25 20.270 0.2 0:19:00 1 0 0 100
NEO/USDT 1 1.22 20.085 0.2 2:35:00 1 0 0 100
XTZ/USDT 1 1.17 19.135 0.19 1:09:00 1 0 0 100
DOT/USDT 1 1.06 18.034 0.18 3:46:00 1 0 0 100
ETH/USDT 2 0.38 12.612 0.13 0:02:00 2 0 0 100
JST/USDT 2 0.72 11.776 0.12 0:02:00 2 0 0 100
DAG/USDT 1 1.2 10.168 0.1 0:01:00 1 0 0 100
UNI/USDT 1 0.12 2.360 0.02 1 day, 2:34:00 1 0 0 100
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 1 -1.71 -244.100 -2.44 17 days, 22:45:00 0 0 1 0
TOTAL 40 1.17 483.380 4.83 1 day, 7:25:00 38 0 2 95.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 0.92 20.036 0.2 2 days, 22:30:00 1 0 0 100
DEGO/USDT 1 -1.24 -156.099 -1.56 18 days, 21:30:00 0 0 1 0
SNX/USDT 1 -1.71 -244.100 -2.44 17 days, 22:45:00 0 0 1 0
TOTAL 3 -0.68 -380.163 -3.8 13 days, 6:15:00 1 0 2 33.3

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
42 5 1.85 151.975 1.52 1:41:00 5 0 0 100
3 2 3.93 129.717 1.3 0:47:00 2 0 0 100
120 2 1.08 105.983 1.06 5 days, 16:10:00 2 0 0 100
141 6 0.49 54.626 0.55 0:25:00 6 0 0 100
6 42 1 3.35 54.356 0.54 11:50:00 1 0 0 100
101 4 1.28 46.409 0.46 0:28:00 4 0 0 100
142 3 0.78 40.112 0.4 9:50:00 3 0 0 100
6 142 2 0.65 31.042 0.31 18:03:00 2 0 0 100
143 1 1.25 20.270 0.2 0:19:00 1 0 0 100
2 1 1.21 20.148 0.2 0:40:00 1 0 0 100
101 141 3 0.29 14.002 0.14 0:04:00 3 0 0 100
6 10 0.92 -185.259 -1.85 3 days, 17:08:00 8 0 2 80.0
TOTAL 40 1.17 483.380 4.83 1 day, 7:25:00 38 0 2 95.0

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_6_107 ( 3 ) 1 6.69 110.582 1.11 0:25:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.24 85.947 0.86 8 days, 9:50:00 1 0 0 100
exit_long_normal_d_3_2 ( 6 42 ) 1 3.35 54.356 0.54 11:50:00 1 0 0 100
exit_long_normal_d_3_3 ( 6 ) 1 2.62 52.000 0.52 2:07:00 1 0 0 100
exit_profit_long_normal_t_3_2_m ( 6 ) 1 3.09 51.790 0.52 0:31:00 1 0 0 100
exit_long_quick_d_1_78 ( 42 ) 2 1.39 46.467 0.46 3:56:00 2 0 0 100
exit_long_quick_d_2_27 ( 42 ) 1 2.77 44.796 0.45 0:10:00 1 0 0 100
exit_long_normal_8_1_1 ( 6 ) 2 1.15 42.569 0.43 0:24:00 2 0 0 100
exit_long_tc_d_2_44 ( 141 ) 1 2.08 40.236 0.4 2:21:00 1 0 0 100
exit_long_quick_d_2_87 ( 42 ) 1 2.12 34.913 0.35 0:10:00 1 0 0 100
exit_long_normal_w_1_6 ( 6 142 ) 1 1.08 27.381 0.27 1 day, 12:05:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 1 1.59 25.799 0.26 0:14:00 1 0 0 100
exit_long_rapid_d_2_101 ( 101 ) 1 2.5 24.465 0.24 1:45:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.28 20.716 0.21 0:12:00 1 0 0 100
exit_long_tc_d_1_44 ( 142 ) 1 1.18 20.350 0.2 2:55:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 1 1.25 20.270 0.2 0:19:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 2 ) 1 1.21 20.148 0.2 0:40:00 1 0 0 100
exit_long_normal_d_1_78 ( 6 ) 1 1.22 20.085 0.2 2:35:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 2 1.15 19.207 0.19 0:02:00 2 0 0 100
exit_long_normal_d_1_66 ( 3 ) 1 1.17 19.135 0.19 1:09:00 1 0 0 100
exit_long_normal_d_1_27 ( 6 ) 1 1.14 18.828 0.19 0:50:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.06 17.403 0.17 0:02:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 5 0.18 14.389 0.14 0:02:00 5 0 0 100
exit_long_tc_u_0 ( 101 141 ) 3 0.29 14.002 0.14 0:04:00 3 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.54 8.951 0.09 0:03:00 1 0 0 100
exit_long_normal_u_0 ( 6 142 ) 1 0.22 3.660 0.04 0:01:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 1 0.33 2.737 0.03 0:01:00 1 0 0 100
exit_long_tc_w_0_6 ( 142 ) 1 0.12 2.360 0.02 1 day, 2:34:00 1 0 0 100
force_exit 3 -0.68 -380.163 -3.8 13 days, 6:15:00 1 0 2 33.3
TOTAL 40 1.17 483.380 4.83 1 day, 7:25:00 38 0 2 95.0

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('3 ', 'exit_long_normal_d_6_107 ( 3 )') 1 6.69 110.582 1.11 0:25:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.24 85.947 0.86 8 days, 9:50:00 1 0 0 100
('6 42 ', 'exit_long_normal_d_3_2 ( 6 42 )') 1 3.35 54.356 0.54 11:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_3 ( 6 )') 1 2.62 52.000 0.52 2:07:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_3_2_m ( 6 )') 1 3.09 51.790 0.52 0:31:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_78 ( 42 )') 2 1.39 46.467 0.46 3:56:00 2 0 0 100
('42 ', 'exit_long_quick_d_2_27 ( 42 )') 1 2.77 44.796 0.45 0:10:00 1 0 0 100
('6 ', 'exit_long_normal_8_1_1 ( 6 )') 2 1.15 42.569 0.43 0:24:00 2 0 0 100
('141 ', 'exit_long_tc_d_2_44 ( 141 )') 1 2.08 40.236 0.4 2:21:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_87 ( 42 )') 1 2.12 34.913 0.35 0:10:00 1 0 0 100
('6 142 ', 'exit_long_normal_w_1_6 ( 6 142 )') 1 1.08 27.381 0.27 1 day, 12:05:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 1 1.59 25.799 0.26 0:14:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_101 ( 101 )') 1 2.5 24.465 0.24 1:45:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.28 20.716 0.21 0:12:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_44 ( 142 )') 1 1.18 20.350 0.2 2:55:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 1 1.25 20.270 0.2 0:19:00 1 0 0 100
('2 ', 'exit_profit_long_normal_t_1_1_m ( 2 )') 1 1.21 20.148 0.2 0:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_78 ( 6 )') 1 1.22 20.085 0.2 2:35:00 1 0 0 100
('120 ', 'force_exit') 1 0.92 20.036 0.2 2 days, 22:30:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 2 1.15 19.207 0.19 0:02:00 2 0 0 100
('3 ', 'exit_long_normal_d_1_66 ( 3 )') 1 1.17 19.135 0.19 1:09:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_27 ( 6 )') 1 1.14 18.828 0.19 0:50:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.06 17.403 0.17 0:02:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 5 0.18 14.389 0.14 0:02:00 5 0 0 100
('101 141 ', 'exit_long_tc_u_0 ( 101 141 )') 3 0.29 14.002 0.14 0:04:00 3 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.54 8.951 0.09 0:03:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_0 ( 6 142 )') 1 0.22 3.660 0.04 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 1 0.33 2.737 0.03 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_w_0_6 ( 142 )') 1 0.12 2.360 0.02 1 day, 2:34:00 1 0 0 100
('6 ', 'force_exit') 2 -1.48 -400.199 -4.0 18 days, 10:08:00 0 0 2 0
TOTAL 40 1.17 483.380 4.83 1 day, 7:25:00 38 0 2 95.0

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
07/06/2022 114.242 2 0 0
08/06/2022 123.938 3 0 0
09/06/2022 0 0 0 0
10/06/2022 0 0 0 0
11/06/2022 0 0 0 0
12/06/2022 0 0 0 0
13/06/2022 231.497 15 0 0
14/06/2022 69.415 4 0 0
15/06/2022 126.724 5 0 0
16/06/2022 10.168 1 0 0
17/06/2022 0 0 0 0
18/06/2022 29.301 2 0 0
19/06/2022 115.689 3 0 0
20/06/2022 0 0 0 0
21/06/2022 0 0 0 0
22/06/2022 0 0 0 0
23/06/2022 0 0 0 0
24/06/2022 0 0 0 0
25/06/2022 0 0 0 0
26/06/2022 0 0 0 0
27/06/2022 0 0 0 0
28/06/2022 0 0 0 0
29/06/2022 42.569 2 0 0
30/06/2022 0 0 0 0
01/07/2022 -380.163 1 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2022-06-01 00:00:00
Backtesting to 2022-07-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 40 / 1.33
Starting balance 10000 USDT
Final balance 10483.38 USDT
Absolute profit 483.38 USDT
Total profit % 4.83%
CAGR % 77.60%
Sortino 7.00
Sharpe 5.65
Calmar 87.97
Profit factor 2.21
Expectancy (Ratio) 12.08 (0.06)
Avg. daily profit % 0.16%
Avg. stake amount 1452.064 USDT
Total trade volume 58082.57 USDT
Best Pair DEGO/USDT 0.78%
Worst Pair SNX/USDT -2.44%
Best trade DEGO/USDT 6.69%
Worst trade SNX/USDT -1.71%
Best day 231.497 USDT
Worst day -380.163 USDT
Days win/draw/lose 9 / 15 / 1
Avg. Duration Winners 9:48:00
Avg. Duration Loser 18 days, 10:08:00
Max Consecutive Wins / Loss 37 / 1
Rejected Entry signals 1
Entry/Exit Timeouts 0 / 0
Min balance 10003.66 USDT
Max balance 10863.543 USDT
Max % of account underwater 3.50%
Absolute Drawdown (Account) 3.50%
Absolute Drawdown 380.163 USDT
Drawdown high 863.543 USDT
Drawdown low 483.38 USDT
Drawdown Start 2022-06-29 22:23:00
Drawdown End 2022-07-01 00:00:00
Market change -18.15%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 40 1.17 483.380 4.83 1 day, 7:25:00 38 0 2 95.0 380.163 USDT 3.50%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220701-20220801

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 1 day, 12:08:00 1 day, 12:08:00 1 day, 12:08:00 2 days, 11:07:00 2 days, 11:07:00
Market Change 20.58 % 20.58 % 20.58 % 20.58 % 20.58 %
Max Drawdown 0.3197 % 0.3197 % 0.3197 % 3.2044 % 3.2044 %
Profit Mean 1.79 % 1.79 % 1.79 % 1.3 % 1.3 %
Profit Sum 19.69 % 19.69 % 19.69 % 18.18 % 18.18 %
Profit Total 3.99 % 3.99 % 3.99 % 1.3 % 1.3 %
Trades 11 11 11 14 14
Win Rate 90.91 % 90.91 % 90.91 % 85.71 % 85.71 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NIM/USDT 2 3.3 113.084 1.13 3:14:00 2 0 0 100
CKB/USDT 2 3.29 109.085 1.09 2:10:00 2 0 0 100
ETH/USDT 1 1.71 83.183 0.83 13 days, 23:32:00 1 0 0 100
VRA/USDT 2 2.08 70.032 0.7 1:26:00 2 0 0 100
UNI/USDT 1 1.79 29.593 0.3 0:04:00 1 0 0 100
VIDT/USDT 1 1.12 18.831 0.19 0:07:00 1 0 0 100
ETC/USDT 1 0.51 8.774 0.09 0:01:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 1 -2.77 -33.353 -0.33 2 days, 0:05:00 0 0 1 0
TOTAL 11 1.79 399.230 3.99 1 day, 12:08:00 10 0 1 90.9

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 -2.77 -33.353 -0.33 2 days, 0:05:00 0 0 1 0
TOTAL 1 -2.77 -33.353 -0.33 2 days, 0:05:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 4 2.31 156.980 1.57 2:00:00 4 0 0 100
6 101 1 4.96 82.352 0.82 3:01:00 1 0 0 100
42 1 3.13 52.870 0.53 2:41:00 1 0 0 100
120 2 -0.53 49.830 0.5 7 days, 23:48:00 1 0 1 50.0
101 141 1 1.79 29.593 0.3 0:04:00 1 0 0 100
5 1 1.12 18.831 0.19 0:07:00 1 0 0 100
101 141 142 1 0.51 8.774 0.09 0:01:00 1 0 0 100
TOTAL 11 1.79 399.230 3.99 1 day, 12:08:00 10 0 1 90.9

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_6_88 ( 6 ) 1 6.47 110.013 1.1 0:35:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.71 83.183 0.83 13 days, 23:32:00 1 0 0 100
exit_profit_long_normal_t_4_2_m ( 6 101 ) 1 4.96 82.352 0.82 3:01:00 1 0 0 100
exit_long_quick_d_3_95 ( 42 ) 1 3.13 52.870 0.53 2:41:00 1 0 0 100
exit_long_tc_u_1 ( 101 141 ) 1 1.79 29.593 0.3 0:04:00 1 0 0 100
exit_long_normal_d_1_88 ( 6 ) 1 1.61 26.734 0.27 1:20:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 1 1.12 18.831 0.19 0:07:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.02 17.162 0.17 0:11:00 1 0 0 100
exit_long_tc_u_0 ( 101 141 142 ) 1 0.51 8.774 0.09 0:01:00 1 0 0 100
exit_long_normal_d_0_100 ( 6 ) 1 0.13 3.072 0.03 5:53:00 1 0 0 100
force_exit 1 -2.77 -33.353 -0.33 2 days, 0:05:00 0 0 1 0
TOTAL 11 1.79 399.230 3.99 1 day, 12:08:00 10 0 1 90.9

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_6_88 ( 6 )') 1 6.47 110.013 1.1 0:35:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.71 83.183 0.83 13 days, 23:32:00 1 0 0 100
('6 101 ', 'exit_profit_long_normal_t_4_2_m ( 6 101 )') 1 4.96 82.352 0.82 3:01:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_95 ( 42 )') 1 3.13 52.870 0.53 2:41:00 1 0 0 100
('101 141 ', 'exit_long_tc_u_1 ( 101 141 )') 1 1.79 29.593 0.3 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_88 ( 6 )') 1 1.61 26.734 0.27 1:20:00 1 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 1 1.12 18.831 0.19 0:07:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.02 17.162 0.17 0:11:00 1 0 0 100
('101 141 142 ', 'exit_long_tc_u_0 ( 101 141 142 )') 1 0.51 8.774 0.09 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_100 ( 6 )') 1 0.13 3.072 0.03 5:53:00 1 0 0 100
('120 ', 'force_exit') 1 -2.77 -33.353 -0.33 2 days, 0:05:00 0 0 1 0
TOTAL 11 1.79 399.230 3.99 1 day, 12:08:00 10 0 1 90.9

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
11/07/2022 29.593 1 0 0
12/07/2022 0 0 0 0
13/07/2022 109.085 2 0 0
14/07/2022 0 0 0 0
15/07/2022 0 0 0 0
16/07/2022 0 0 0 0
17/07/2022 0 0 0 0
18/07/2022 0 0 0 0
19/07/2022 0 0 0 0
20/07/2022 17.162 1 0 0
21/07/2022 18.831 1 0 0
22/07/2022 52.87 1 0 0
23/07/2022 3.072 1 0 0
24/07/2022 110.013 1 0 0
25/07/2022 0 0 0 0
26/07/2022 0 0 0 0
27/07/2022 83.183 1 0 0
28/07/2022 0 0 0 0
29/07/2022 0 0 0 0
30/07/2022 0 0 0 0
31/07/2022 8.774 1 0 0
01/08/2022 -33.353 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2022-07-01 00:00:00
Backtesting to 2022-08-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 11 / 0.35
Starting balance 10000 USDT
Final balance 10399.23 USDT
Absolute profit 399.23 USDT
Total profit % 3.99%
CAGR % 58.55%
Sortino -100.00
Sharpe 6.16
Calmar 769.60
Profit factor 12.97
Expectancy (Ratio) 36.29 (1.09)
Avg. daily profit % 0.13%
Avg. stake amount 1448.674 USDT
Total trade volume 15935.409 USDT
Best Pair NIM/USDT 1.13%
Worst Pair GRT/USDT -0.33%
Best trade NIM/USDT 6.47%
Worst trade GRT/USDT -2.77%
Best day 110.013 USDT
Worst day -33.353 USDT
Days win/draw/lose 9 / 12 / 1
Avg. Duration Winners 1 day, 10:56:00
Avg. Duration Loser 2 days, 0:05:00
Max Consecutive Wins / Loss 10 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10029.593 USDT
Max balance 10432.583 USDT
Max % of account underwater 0.32%
Absolute Drawdown (Account) 0.32%
Absolute Drawdown 33.353 USDT
Drawdown high 432.583 USDT
Drawdown low 399.23 USDT
Drawdown Start 2022-07-31 22:41:00
Drawdown End 2022-08-01 00:00:00
Market change 20.58%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 11 1.79 399.230 3.99 1 day, 12:08:00 10 0 1 90.9 33.353 USDT 0.32%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220801-20220901

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 2 days, 2:23:00 2 days, 2:23:00 2 days, 2:23:00 2 days, 4:34:00 2 days, 4:41:00
Market Change -9.63 % -9.63 % -9.63 % -9.63 % -9.63 %
Max Drawdown 1.4471 % 1.4471 % 1.4474 % 2.1978 % 2.2035 %
Profit Mean 1.03 % 1.03 % 1.02 % 0.99 % 0.91 %
Profit Sum 24.77 % 24.77 % 24.57 % 22.87 % 20.86 %
Profit Total 3.52 % 3.52 % 3.49 % 2.45 % 2.11 %
Trades 24 24 24 23 23
Win Rate 91.67 % 91.67 % 91.67 % 91.3 % 91.3 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETC/USDT 3 1.42 124.043 1.24 3 days, 11:05:00 3 0 0 100
DEGO/USDT 3 1.54 76.668 0.77 1:14:00 3 0 0 100
DAG/USDT 2 1.95 65.661 0.66 0:10:00 2 0 0 100
NWC/USDT 2 1.47 49.803 0.5 0:29:00 2 0 0 100
FIL/USDT 1 1.89 31.292 0.31 4:15:00 1 0 0 100
VRA/USDT 1 1.33 22.710 0.23 0:50:00 1 0 0 100
ARPA/USDT 1 1.16 19.313 0.19 1:10:00 1 0 0 100
ONE/USDT 1 1.1 18.360 0.18 0:14:00 1 0 0 100
EWT/USDT 1 1.05 17.885 0.18 0:11:00 1 0 0 100
GRT/USDT 1 1.04 17.307 0.17 0:07:00 1 0 0 100
ONT/USDT 1 1.14 9.438 0.09 0:02:00 1 0 0 100
LTC/USDT 1 0.36 5.984 0.06 0:02:00 1 0 0 100
ADA/USDT 1 0.33 5.558 0.06 0:01:00 1 0 0 100
DGB/USDT 1 0.31 5.101 0.05 0:01:00 1 0 0 100
YFI/USDT 1 0.12 2.054 0.02 0:02:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 2 0.34 -15.283 -0.15 4 days, 12:20:00 1 0 1 50.0
AVA/USDT 1 -1.46 -103.452 -1.03 30 days, 11:15:00 0 0 1 0
TOTAL 24 1.03 352.443 3.52 2 days, 2:23:00 22 0 2 91.7

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
EOS/USDT 1 -1.32 -48.562 -0.49 8 days, 14:40:00 0 0 1 0
AVA/USDT 1 -1.46 -103.452 -1.03 30 days, 11:15:00 0 0 1 0
TOTAL 2 -1.39 -152.013 -1.52 19 days, 12:58:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 7 1.38 162.166 1.62 0:18:00 7 0 0 100
143 2 2.06 68.365 0.68 6:15:00 2 0 0 100
42 2 1.21 40.291 0.4 1:21:00 2 0 0 100
41 1 2.2 36.377 0.36 1:01:00 1 0 0 100
120 2 0.23 34.030 0.34 9 days, 7:49:00 1 0 1 50.0
142 1 2.0 33.279 0.33 10:00:00 1 0 0 100
3 1 1.33 22.710 0.23 0:50:00 1 0 0 100
141 1 1.04 17.307 0.17 0:07:00 1 0 0 100
2 1 0.78 13.235 0.13 0:50:00 1 0 0 100
6 141 1 0.36 5.984 0.06 0:02:00 1 0 0 100
6 141 142 1 0.33 5.558 0.06 0:01:00 1 0 0 100
2 3 1 0.31 5.101 0.05 0:01:00 1 0 0 100
4 1 0.12 2.054 0.02 0:02:00 1 0 0 100
101 2 -0.16 -94.013 -0.94 15 days, 5:38:00 1 0 1 50.0
TOTAL 24 1.03 352.443 3.52 2 days, 2:23:00 22 0 2 91.7

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 1.78 82.592 0.83 10 days, 0:58:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 2 2.29 77.864 0.78 0:12:00 2 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.21 60.610 0.61 0:09:00 3 0 0 100
exit_long_tc_d_2_84 ( 143 ) 1 2.22 37.072 0.37 8:15:00 1 0 0 100
exit_long_quick_d_2_105 ( 41 ) 1 2.2 36.377 0.36 1:01:00 1 0 0 100
exit_long_tc_6_1 ( 142 ) 1 2.0 33.279 0.33 10:00:00 1 0 0 100
exit_long_tc_d_1_90 ( 143 ) 1 1.89 31.292 0.31 4:15:00 1 0 0 100
exit_long_quick_d_1_95 ( 42 ) 1 1.36 22.727 0.23 2:35:00 1 0 0 100
exit_long_normal_d_1_65 ( 3 ) 1 1.33 22.710 0.23 0:50:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 1 1.16 19.313 0.19 1:10:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 1 1.05 17.564 0.18 0:07:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.04 17.307 0.17 0:07:00 1 0 0 100
exit_long_normal_d_0_48 ( 2 ) 1 0.78 13.235 0.13 0:50:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 1 1.14 9.438 0.09 0:02:00 1 0 0 100
exit_long_normal_u_0 ( 6 141 ) 1 0.36 5.984 0.06 0:02:00 1 0 0 100
exit_long_normal_u_0 ( 6 141 142 ) 1 0.33 5.558 0.06 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 ) 1 0.31 5.101 0.05 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.26 4.379 0.04 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 4 ) 1 0.12 2.054 0.02 0:02:00 1 0 0 100
force_exit 2 -1.39 -152.013 -1.52 19 days, 12:58:00 0 0 2 0
TOTAL 24 1.03 352.443 3.52 2 days, 2:23:00 22 0 2 91.7

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 1.78 82.592 0.83 10 days, 0:58:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 2 2.29 77.864 0.78 0:12:00 2 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.21 60.610 0.61 0:09:00 3 0 0 100
('143 ', 'exit_long_tc_d_2_84 ( 143 )') 1 2.22 37.072 0.37 8:15:00 1 0 0 100
('41 ', 'exit_long_quick_d_2_105 ( 41 )') 1 2.2 36.377 0.36 1:01:00 1 0 0 100
('142 ', 'exit_long_tc_6_1 ( 142 )') 1 2.0 33.279 0.33 10:00:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_90 ( 143 )') 1 1.89 31.292 0.31 4:15:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_95 ( 42 )') 1 1.36 22.727 0.23 2:35:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_65 ( 3 )') 1 1.33 22.710 0.23 0:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 1 1.16 19.313 0.19 1:10:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 1 1.05 17.564 0.18 0:07:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.04 17.307 0.17 0:07:00 1 0 0 100
('2 ', 'exit_long_normal_d_0_48 ( 2 )') 1 0.78 13.235 0.13 0:50:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 1 1.14 9.438 0.09 0:02:00 1 0 0 100
('6 141 ', 'exit_long_normal_u_0 ( 6 141 )') 1 0.36 5.984 0.06 0:02:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_0 ( 6 141 142 )') 1 0.33 5.558 0.06 0:01:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_0 ( 2 3 )') 1 0.31 5.101 0.05 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.26 4.379 0.04 0:01:00 1 0 0 100
('4 ', 'exit_long_normal_u_0 ( 4 )') 1 0.12 2.054 0.02 0:02:00 1 0 0 100
('120 ', 'force_exit') 1 -1.32 -48.562 -0.49 8 days, 14:40:00 0 0 1 0
('101 ', 'force_exit') 1 -1.46 -103.452 -1.03 30 days, 11:15:00 0 0 1 0
TOTAL 24 1.03 352.443 3.52 2 days, 2:23:00 22 0 2 91.7

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
02/08/2022 107.96 4 0 0
03/08/2022 0 0 0 0
04/08/2022 0 0 0 0
05/08/2022 0 0 0 0
06/08/2022 0 0 0 0
07/08/2022 0 0 0 0
08/08/2022 0 0 0 0
09/08/2022 0 0 0 0
10/08/2022 0 0 0 0
11/08/2022 0 0 0 0
12/08/2022 82.592 1 0 0
13/08/2022 0 0 0 0
14/08/2022 24.365 1 0 0
15/08/2022 0 0 0 0
16/08/2022 0 0 0 0
17/08/2022 0 0 0 0
18/08/2022 33.9 4 0 0
19/08/2022 123.945 7 0 0
20/08/2022 0 0 0 0
21/08/2022 0 0 0 0
22/08/2022 0 0 0 0
23/08/2022 0 0 0 0
24/08/2022 36.567 1 0 0
25/08/2022 0 0 0 0
26/08/2022 72.417 3 0 0
27/08/2022 22.71 1 0 0
28/08/2022 0 0 0 0
29/08/2022 0 0 0 0
30/08/2022 0 0 0 0
31/08/2022 0 0 0 0
01/09/2022 -152.013 0 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2022-08-01 00:00:00
Backtesting to 2022-09-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 24 / 0.77
Starting balance 10000 USDT
Final balance 10352.443 USDT
Absolute profit 352.443 USDT
Total profit % 3.52%
CAGR % 50.35%
Sortino 7.91
Sharpe 6.58
Calmar 150.09
Profit factor 3.32
Expectancy (Ratio) 14.69 (0.19)
Avg. daily profit % 0.11%
Avg. stake amount 1494.566 USDT
Total trade volume 35869.585 USDT
Best Pair DEGO/USDT 0.77%
Worst Pair AVA/USDT -1.03%
Best trade DAG/USDT 2.42%
Worst trade AVA/USDT -1.46%
Best day 123.945 USDT
Worst day -152.013 USDT
Days win/draw/lose 8 / 22 / 1
Avg. Duration Winners 12:20:00
Avg. Duration Loser 19 days, 12:58:00
Max Consecutive Wins / Loss 22 / 2
Rejected Entry signals 2
Entry/Exit Timeouts 0 / 0
Min balance 10036.377 USDT
Max balance 10504.456 USDT
Max % of account underwater 1.45%
Absolute Drawdown (Account) 1.45%
Absolute Drawdown 152.013 USDT
Drawdown high 504.456 USDT
Drawdown low 352.443 USDT
Drawdown Start 2022-08-27 00:25:00
Drawdown End 2022-09-01 00:00:00
Market change -9.63%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 24 1.03 352.443 3.52 2 days, 2:23:00 22 0 2 91.7 152.013 USDT 1.45%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220901-20221001

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 2 days, 18:29:00 2 days, 18:29:00 2 days, 18:29:00 2 days, 22:55:00 2 days, 22:56:00
Market Change -4.09 % -4.09 % -4.09 % -4.09 % -4.09 %
Max Drawdown 2.0637 % 2.0637 % 2.0637 % 2.0593 % 2.0671 %
Profit Mean 0.83 % 0.83 % 0.83 % 0.92 % 0.77 %
Profit Sum 13.22 % 13.22 % 13.22 % 13.87 % 11.55 %
Profit Total 0.93 % 0.93 % 0.93 % 1.15 % 0.76 %
Trades 16 16 16 15 15
Win Rate 87.5 % 87.5 % 87.5 % 86.67 % 86.67 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DEGO/USDT 1 5.48 91.594 0.92 0:20:00 1 0 0 100
CKB/USDT 1 4.2 69.808 0.7 0:45:00 1 0 0 100
ETC/USDT 2 1.48 49.597 0.5 1:02:00 2 0 0 100
PRE/USDT 1 2.09 34.576 0.35 4:36:00 1 0 0 100
ETH/USDT 2 0.61 20.357 0.2 8:55:00 2 0 0 100
ATOM/USDT 1 1.02 17.024 0.17 0:55:00 1 0 0 100
FIL/USDT 1 0.66 5.543 0.06 3:10:00 1 0 0 100
AAVE/USDT 1 0.31 5.167 0.05 0:02:00 1 0 0 100
CHR/USDT 2 0.29 4.853 0.05 0:02:00 2 0 0 100
NWC/USDT 1 0.23 3.831 0.04 0:02:00 1 0 0 100
EOS/USDT 1 0.21 3.561 0.04 16:41:00 1 0 0 100
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 1 -0.34 -18.626 -0.19 24 days, 21:50:00 0 0 1 0
GRT/USDT 1 -5.41 -194.053 -1.94 17 days, 11:20:00 0 0 1 0
TOTAL 16 0.83 93.233 0.93 2 days, 18:29:00 14 0 2 87.5

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ADA/USDT 1 -0.34 -18.626 -0.19 24 days, 21:50:00 0 0 1 0
GRT/USDT 1 -5.41 -194.053 -1.94 17 days, 11:20:00 0 0 1 0
TOTAL 2 -2.87 -212.678 -2.13 21 days, 4:35:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 4 2.53 168.794 1.69 4:27:00 4 0 0 100
141 142 2 1.48 49.597 0.5 1:02:00 2 0 0 100
3 1 2.09 34.576 0.35 4:36:00 1 0 0 100
6 142 1 1.07 17.940 0.18 2:05:00 1 0 0 100
143 1 1.02 17.024 0.17 0:55:00 1 0 0 100
101 3 0.41 10.397 0.1 1:05:00 3 0 0 100
141 1 0.31 5.167 0.05 0:02:00 1 0 0 100
142 1 0.15 2.417 0.02 15:45:00 1 0 0 100
120 1 -0.34 -18.626 -0.19 24 days, 21:50:00 0 0 1 0
120 142 1 -5.41 -194.053 -1.94 17 days, 11:20:00 0 0 1 0
TOTAL 16 0.83 93.233 0.93 2 days, 18:29:00 14 0 2 87.5

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_5_105 ( 6 ) 1 5.48 91.594 0.92 0:20:00 1 0 0 100
exit_profit_long_normal_t_4_2_m ( 6 ) 1 4.2 69.808 0.7 0:45:00 1 0 0 100
exit_long_normal_d_2_3 ( 3 ) 1 2.09 34.576 0.35 4:36:00 1 0 0 100
exit_long_tc_d_1_78 ( 141 142 ) 1 1.53 25.614 0.26 2:00:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.43 23.983 0.24 0:04:00 1 0 0 100
exit_long_normal_d_1_95 ( 6 142 ) 1 1.07 17.940 0.18 2:05:00 1 0 0 100
exit_long_tc_d_1_70 ( 143 ) 1 1.02 17.024 0.17 0:55:00 1 0 0 100
exit_long_rapid_rpd_3 ( 101 ) 1 0.66 5.543 0.06 3:10:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 1 0.31 5.167 0.05 0:02:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 2 0.29 4.853 0.05 0:02:00 2 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.23 3.831 0.04 0:02:00 1 0 0 100
exit_long_normal_d_0_52 ( 6 ) 1 0.21 3.561 0.04 16:41:00 1 0 0 100
exit_long_tc_d_0_35 ( 142 ) 1 0.15 2.417 0.02 15:45:00 1 0 0 100
force_exit 2 -2.87 -212.678 -2.13 21 days, 4:35:00 0 0 2 0
TOTAL 16 0.83 93.233 0.93 2 days, 18:29:00 14 0 2 87.5

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_5_105 ( 6 )') 1 5.48 91.594 0.92 0:20:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_4_2_m ( 6 )') 1 4.2 69.808 0.7 0:45:00 1 0 0 100
('3 ', 'exit_long_normal_d_2_3 ( 3 )') 1 2.09 34.576 0.35 4:36:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_1_78 ( 141 142 )') 1 1.53 25.614 0.26 2:00:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.43 23.983 0.24 0:04:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_1_95 ( 6 142 )') 1 1.07 17.940 0.18 2:05:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_70 ( 143 )') 1 1.02 17.024 0.17 0:55:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_3 ( 101 )') 1 0.66 5.543 0.06 3:10:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 1 0.31 5.167 0.05 0:02:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 2 0.29 4.853 0.05 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.23 3.831 0.04 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_52 ( 6 )') 1 0.21 3.561 0.04 16:41:00 1 0 0 100
('142 ', 'exit_long_tc_d_0_35 ( 142 )') 1 0.15 2.417 0.02 15:45:00 1 0 0 100
('120 ', 'force_exit') 1 -0.34 -18.626 -0.19 24 days, 21:50:00 0 0 1 0
('120 142 ', 'force_exit') 1 -5.41 -194.053 -1.94 17 days, 11:20:00 0 0 1 0
TOTAL 16 0.83 93.233 0.93 2 days, 18:29:00 14 0 2 87.5

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
10/09/2022 34.576 1 0 0
11/09/2022 0 0 0 0
12/09/2022 0 0 0 0
13/09/2022 73.012 2 0 0
14/09/2022 2.417 1 0 0
15/09/2022 17.94 1 0 0
16/09/2022 0 0 0 0
17/09/2022 0 0 0 0
18/09/2022 30.799 3 0 0
19/09/2022 34.719 3 0 0
20/09/2022 0 0 0 0
21/09/2022 17.024 1 0 0
22/09/2022 0 0 0 0
23/09/2022 0 0 0 0
24/09/2022 0 0 0 0
25/09/2022 0 0 0 0
26/09/2022 3.831 1 0 0
27/09/2022 0 0 0 0
28/09/2022 0 0 0 0
29/09/2022 91.594 1 0 0
30/09/2022 0 0 0 0
01/10/2022 -212.678 0 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2022-09-01 00:00:00
Backtesting to 2022-10-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 16 / 0.53
Starting balance 10000 USDT
Final balance 10093.233 USDT
Absolute profit 93.233 USDT
Total profit % 0.93%
CAGR % 11.95%
Sortino 0.68
Sharpe 1.02
Calmar 28.77
Profit factor 1.44
Expectancy (Ratio) 5.83 (0.05)
Avg. daily profit % 0.03%
Avg. stake amount 1500.791 USDT
Total trade volume 24012.65 USDT
Best Pair DEGO/USDT 0.92%
Worst Pair GRT/USDT -1.94%
Best trade DEGO/USDT 5.48%
Worst trade GRT/USDT -5.41%
Best day 91.594 USDT
Worst day -212.678 USDT
Days win/draw/lose 9 / 12 / 1
Avg. Duration Winners 3:19:00
Avg. Duration Loser 21 days, 4:35:00
Max Consecutive Wins / Loss 14 / 2
Rejected Entry signals 2
Entry/Exit Timeouts 0 / 0
Min balance 10034.576 USDT
Max balance 10305.911 USDT
Max % of account underwater 2.06%
Absolute Drawdown (Account) 2.06%
Absolute Drawdown 212.678 USDT
Drawdown high 305.911 USDT
Drawdown low 93.233 USDT
Drawdown Start 2022-09-29 14:10:00
Drawdown End 2022-10-01 00:00:00
Market change -4.09%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 16 0.83 93.233 0.93 2 days, 18:29:00 14 0 2 87.5 212.678 USDT 2.06%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20221001-20221101

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 2 days, 21:24:00 2 days, 21:24:00 2 days, 21:24:00 4 days, 0:37:00 4 days, 0:37:00
Market Change 4.93 % 4.93 % 4.93 % 4.93 % 4.93 %
Max Drawdown 1.9185 % 1.9185 % 1.9185 % 1.9185 % 1.9185 %
Profit Mean 0.39 % 0.39 % 0.39 % 0.26 % 0.26 %
Profit Sum 2.72 % 2.72 % 2.72 % 1.31 % 1.31 %
Profit Total -0.8 % -0.8 % -0.8 % -0.91 % -0.91 %
Trades 7 7 7 5 5
Win Rate 85.71 % 85.71 % 85.71 % 80.0 % 80.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VELO/USDT 2 2.32 75.985 0.76 1:17:00 2 0 0 100
TEL/USDT 1 0.75 12.467 0.12 0:03:00 1 0 0 100
PRE/USDT 1 0.67 11.124 0.11 5:45:00 1 0 0 100
VIDT/USDT 1 0.26 4.281 0.04 0:36:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 2 -1.81 -183.463 -1.83 9 days, 22:24:00 1 0 1 50.0
TOTAL 7 0.39 -79.606 -0.8 2 days, 21:24:00 6 0 1 85.7

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
PLU/USDT 1 -4.89 -194.042 -1.94 19 days, 19:35:00 0 0 1 0
TOTAL 1 -4.89 -194.042 -1.94 19 days, 19:35:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
101 2 0.7 11.912 0.12 1:22:00 2 0 0 100
5 1 0.67 11.124 0.11 5:45:00 1 0 0 100
6 4 0.16 -102.641 -1.03 4 days, 23:20:00 3 0 1 75.0
TOTAL 7 0.39 -79.606 -0.8 2 days, 21:24:00 6 0 1 85.7

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_normal_t_4_2_m ( 6 ) 1 4.51 74.653 0.75 1:04:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.75 12.467 0.12 0:03:00 1 0 0 100
exit_long_normal_d_0_95 ( 5 ) 1 0.67 11.124 0.11 5:45:00 1 0 0 100
exit_long_rapid_d_1_60 ( 101 ) 1 1.27 10.579 0.11 1:14:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.26 4.281 0.04 0:36:00 1 0 0 100
exit_long_rapid_w_0_7 ( 101 ) 1 0.14 1.332 0.01 1:30:00 1 0 0 100
force_exit 1 -4.89 -194.042 -1.94 19 days, 19:35:00 0 0 1 0
TOTAL 7 0.39 -79.606 -0.8 2 days, 21:24:00 6 0 1 85.7

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_profit_long_normal_t_4_2_m ( 6 )') 1 4.51 74.653 0.75 1:04:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.75 12.467 0.12 0:03:00 1 0 0 100
('5 ', 'exit_long_normal_d_0_95 ( 5 )') 1 0.67 11.124 0.11 5:45:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_60 ( 101 )') 1 1.27 10.579 0.11 1:14:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.26 4.281 0.04 0:36:00 1 0 0 100
('101 ', 'exit_long_rapid_w_0_7 ( 101 )') 1 0.14 1.332 0.01 1:30:00 1 0 0 100
('6 ', 'force_exit') 1 -4.89 -194.042 -1.94 19 days, 19:35:00 0 0 1 0
TOTAL 7 0.39 -79.606 -0.8 2 days, 21:24:00 6 0 1 85.7

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/10/2022 87.12 2 0 0
02/10/2022 0 0 0 0
03/10/2022 0 0 0 0
04/10/2022 0 0 0 0
05/10/2022 0 0 0 0
06/10/2022 0 0 0 0
07/10/2022 0 0 0 0
08/10/2022 1.332 1 0 0
09/10/2022 0 0 0 0
10/10/2022 0 0 0 0
11/10/2022 10.579 1 0 0
12/10/2022 0 0 0 0
13/10/2022 0 0 0 0
14/10/2022 0 0 0 0
15/10/2022 0 0 0 0
16/10/2022 0 0 0 0
17/10/2022 0 0 0 0
18/10/2022 0 0 0 0
19/10/2022 0 0 0 0
20/10/2022 15.405 2 0 0
21/10/2022 0 0 0 0
22/10/2022 0 0 0 0
23/10/2022 0 0 0 0
24/10/2022 0 0 0 0
25/10/2022 0 0 0 0
26/10/2022 0 0 0 0
27/10/2022 0 0 0 0
28/10/2022 0 0 0 0
29/10/2022 0 0 0 0
30/10/2022 0 0 0 0
31/10/2022 0 0 0 0
01/11/2022 -194.042 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2022-10-01 00:00:00
Backtesting to 2022-11-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 7 / 0.23
Starting balance 10000 USDT
Final balance 9920.394 USDT
Absolute profit -79.606 USDT
Total profit % -0.80%
CAGR % -8.98%
Sortino -100.00
Sharpe -0.63
Calmar -25.57
Profit factor 0.59
Expectancy (Ratio) -11.37 (-0.06)
Avg. daily profit % -0.03%
Avg. stake amount 1458.955 USDT
Total trade volume 10212.688 USDT
Best Pair VELO/USDT 0.76%
Worst Pair PLU/USDT -1.83%
Best trade VELO/USDT 4.51%
Worst trade PLU/USDT -4.89%
Best day 87.12 USDT
Worst day -194.042 USDT
Days win/draw/lose 4 / 27 / 1
Avg. Duration Winners 1:42:00
Avg. Duration Loser 19 days, 19:35:00
Max Consecutive Wins / Loss 6 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9920.394 USDT
Max balance 10114.437 USDT
Max % of account underwater 1.92%
Absolute Drawdown (Account) 1.92%
Absolute Drawdown 194.042 USDT
Drawdown high 114.437 USDT
Drawdown low -79.606 USDT
Drawdown Start 2022-10-20 07:40:00
Drawdown End 2022-11-01 00:00:00
Market change 4.93%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 7 0.39 -79.606 -0.8 2 days, 21:24:00 6 0 1 85.7 194.042 USDT 1.92%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20221101-20221201

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 3 days, 14:50:00 3 days, 14:50:00 3 days, 14:50:00 6 days, 7:25:00 6 days, 7:25:00
Market Change -17.15 % -17.15 % -17.15 % -17.15 % -17.15 %
Max Drawdown 8.9464 % 8.9464 % 8.9464 % 9.4423 % 9.4307 %
Profit Mean 1.54 % 1.54 % 1.54 % 0.42 % 0.46 %
Profit Sum 47.79 % 47.79 % 47.79 % 8.82 % 9.63 %
Profit Total 0.39 % 0.39 % 0.39 % -4.71 % -4.7 %
Trades 31 31 31 21 21
Win Rate 87.1 % 87.1 % 87.1 % 76.19 % 76.19 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALEPH/USDT 11 3.73 635.027 6.35 0:21:00 11 0 0 100
LINK/USDT 1 1.42 83.277 0.83 7 days, 20:41:00 1 0 0 100
ALGO/USDT 3 1.53 73.441 0.73 0:27:00 3 0 0 100
VIDT/USDT 2 2.08 66.371 0.66 0:03:00 2 0 0 100
ADA/USDT 1 0.69 36.720 0.37 20 days, 6:20:00 1 0 0 100
EOS/USDT 1 2.08 32.772 0.33 0:01:00 1 0 0 100
UNI/USDT 1 1.34 21.353 0.21 0:02:00 1 0 0 100
LTC/USDT 1 0.93 19.536 0.2 7:15:00 1 0 0 100
EWT/USDT 1 0.95 15.793 0.16 0:01:00 1 0 0 100
CRO/USDT 1 1.11 8.699 0.09 0:07:00 1 0 0 100
TRX/USDT 1 1.09 8.650 0.09 0:04:00 1 0 0 100
BCH/USDT 1 0.08 2.547 0.03 11 days, 10:42:00 1 0 0 100
TEL/USDT 1 0.16 0.662 0.01 19:22:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 2 -1.39 -62.646 -0.63 1 day, 4:58:00 1 0 1 50.0
FIL/USDT 1 -3.13 -281.537 -2.82 22 days, 6:00:00 0 0 1 0
BNB/USDT 1 -3.73 -288.225 -2.88 22 days, 5:50:00 0 0 1 0
VELO/USDT 1 -2.16 -333.850 -3.34 24 days, 8:00:00 0 0 1 0
TOTAL 31 1.54 38.589 0.39 3 days, 14:50:00 27 0 4 87.1

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ADA/USDT 1 0.69 36.720 0.37 20 days, 6:20:00 1 0 0 100
STX/USDT 1 -4.06 -82.716 -0.83 2 days, 9:55:00 0 0 1 0
FIL/USDT 1 -3.13 -281.537 -2.82 22 days, 6:00:00 0 0 1 0
BNB/USDT 1 -3.73 -288.225 -2.88 22 days, 5:50:00 0 0 1 0
VELO/USDT 1 -2.16 -333.850 -3.34 24 days, 8:00:00 0 0 1 0
TOTAL 5 -2.48 -949.609 -9.5 18 days, 7:13:00 1 0 4 20.0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
2 41 2 5.52 168.937 1.69 0:01:00 2 0 0 100
1 3 2.83 128.083 1.28 0:04:00 3 0 0 100
120 2 1.05 119.997 1.2 14 days, 1:30:00 2 0 0 100
42 1 4.37 70.316 0.7 2:00:00 1 0 0 100
2 5 41 2 2.08 66.371 0.66 0:03:00 2 0 0 100
1 4 43 101 1 4.34 63.118 0.63 0:20:00 1 0 0 100
142 3 1.03 54.854 0.55 3 days, 21:59:00 3 0 0 100
143 2 1.26 39.418 0.39 0:06:00 2 0 0 100
42 120 1 2.15 35.485 0.35 1:00:00 1 0 0 100
41 101 1 1.18 22.161 0.22 0:46:00 1 0 0 100
3 1 1.2 18.608 0.19 0:09:00 1 0 0 100
101 3 0.79 18.011 0.18 6:31:00 3 0 0 100
6 5 2.07 -135.645 -1.36 4 days, 20:55:00 4 0 1 80.0
2 2 -1.2 -266.872 -2.67 11 days, 2:56:00 1 0 1 50.0
141 2 -3.6 -364.254 -3.64 12 days, 7:58:00 0 0 2 0
TOTAL 31 1.54 38.589 0.39 3 days, 14:50:00 27 0 4 87.1

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_5_67 ( 6 ) 2 5.23 165.723 1.66 0:16:00 2 0 0 100
exit_long_normal_u_7 ( 2 41 ) 1 7.87 120.626 1.21 0:01:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.42 83.277 0.83 7 days, 20:41:00 1 0 0 100
exit_long_normal_u_2 ( 1 ) 2 2.47 74.330 0.74 0:05:00 2 0 0 100
exit_long_quick_q_6 ( 42 ) 1 4.37 70.316 0.7 2:00:00 1 0 0 100
exit_long_normal_d_4_71 ( 1 4 43 101 ) 1 4.34 63.118 0.63 0:20:00 1 0 0 100
exit_long_normal_u_3 ( 1 ) 1 3.55 53.753 0.54 0:01:00 1 0 0 100
exit_long_normal_u_3 ( 2 41 ) 1 3.17 48.311 0.48 0:01:00 1 0 0 100
exit_long_normal_u_2 ( 2 5 41 ) 1 2.63 41.785 0.42 0:02:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 2 1.26 39.418 0.39 0:06:00 2 0 0 100
exit_long_quick_d_2_10 ( 42 120 ) 1 2.15 35.485 0.35 1:00:00 1 0 0 100
exit_long_tc_u_2 ( 142 ) 1 2.08 32.772 0.33 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 2 5 41 ) 1 1.54 24.586 0.25 0:04:00 1 0 0 100
exit_long_quick_d_1_7 ( 41 101 ) 1 1.18 22.161 0.22 0:46:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.34 21.353 0.21 0:02:00 1 0 0 100
exit_long_tc_d_1_84 ( 142 ) 1 0.93 19.536 0.2 7:15:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.2 18.608 0.19 0:09:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 2 1.1 17.349 0.17 0:06:00 2 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.11 16.689 0.17 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.95 15.793 0.16 0:01:00 1 0 0 100
exit_long_tc_d_0_100 ( 142 ) 1 0.08 2.547 0.03 11 days, 10:42:00 1 0 0 100
exit_long_rapid_d_0_35 ( 101 ) 1 0.16 0.662 0.01 19:22:00 1 0 0 100
force_exit 5 -2.48 -949.609 -9.5 18 days, 7:13:00 1 0 4 20.0
TOTAL 31 1.54 38.589 0.39 3 days, 14:50:00 27 0 4 87.1

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_5_67 ( 6 )') 2 5.23 165.723 1.66 0:16:00 2 0 0 100
('2 41 ', 'exit_long_normal_u_7 ( 2 41 )') 1 7.87 120.626 1.21 0:01:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.42 83.277 0.83 7 days, 20:41:00 1 0 0 100
('1 ', 'exit_long_normal_u_2 ( 1 )') 2 2.47 74.330 0.74 0:05:00 2 0 0 100
('42 ', 'exit_long_quick_q_6 ( 42 )') 1 4.37 70.316 0.7 2:00:00 1 0 0 100
('1 4 43 101 ', 'exit_long_normal_d_4_71 ( 1 4 43 101 )') 1 4.34 63.118 0.63 0:20:00 1 0 0 100
('1 ', 'exit_long_normal_u_3 ( 1 )') 1 3.55 53.753 0.54 0:01:00 1 0 0 100
('2 41 ', 'exit_long_normal_u_3 ( 2 41 )') 1 3.17 48.311 0.48 0:01:00 1 0 0 100
('2 5 41 ', 'exit_long_normal_u_2 ( 2 5 41 )') 1 2.63 41.785 0.42 0:02:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 2 1.26 39.418 0.39 0:06:00 2 0 0 100
('120 ', 'force_exit') 1 0.69 36.720 0.37 20 days, 6:20:00 1 0 0 100
('42 120 ', 'exit_long_quick_d_2_10 ( 42 120 )') 1 2.15 35.485 0.35 1:00:00 1 0 0 100
('142 ', 'exit_long_tc_u_2 ( 142 )') 1 2.08 32.772 0.33 0:01:00 1 0 0 100
('2 5 41 ', 'exit_long_normal_u_1 ( 2 5 41 )') 1 1.54 24.586 0.25 0:04:00 1 0 0 100
('41 101 ', 'exit_long_quick_d_1_7 ( 41 101 )') 1 1.18 22.161 0.22 0:46:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.34 21.353 0.21 0:02:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_84 ( 142 )') 1 0.93 19.536 0.2 7:15:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.2 18.608 0.19 0:09:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 2 1.1 17.349 0.17 0:06:00 2 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.11 16.689 0.17 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.95 15.793 0.16 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_d_0_100 ( 142 )') 1 0.08 2.547 0.03 11 days, 10:42:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_35 ( 101 )') 1 0.16 0.662 0.01 19:22:00 1 0 0 100
('2 ', 'force_exit') 1 -3.73 -288.225 -2.88 22 days, 5:50:00 0 0 1 0
('6 ', 'force_exit') 1 -2.16 -333.850 -3.34 24 days, 8:00:00 0 0 1 0
('141 ', 'force_exit') 2 -3.6 -364.254 -3.64 12 days, 7:58:00 0 0 2 0
TOTAL 31 1.54 38.589 0.39 3 days, 14:50:00 27 0 4 87.1

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
08/11/2022 56.838 2 0 0
09/11/2022 85.907 3 0 0
10/11/2022 147.057 3 0 0
11/11/2022 371.735 9 0 0
12/11/2022 0 0 0 0
13/11/2022 8.699 1 0 0
14/11/2022 41.422 2 0 0
15/11/2022 187.884 3 0 0
16/11/2022 70.316 1 0 0
17/11/2022 0 0 0 0
18/11/2022 0 0 0 0
19/11/2022 0 0 0 0
20/11/2022 2.547 1 0 0
21/11/2022 0 0 0 0
22/11/2022 0 0 0 0
23/11/2022 0 0 0 0
24/11/2022 0 0 0 0
25/11/2022 0 0 0 0
26/11/2022 0 0 0 0
27/11/2022 0 0 0 0
28/11/2022 0 0 0 0
29/11/2022 0 0 0 0
30/11/2022 15.793 1 0 0
01/12/2022 -949.609 1 0 4

SUMMARY METRICS

Metric Value
Backtesting from 2022-11-01 00:00:00
Backtesting to 2022-12-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 31 / 1.03
Starting balance 10000 USDT
Final balance 10038.589 USDT
Absolute profit 38.589 USDT
Total profit % 0.39%
CAGR % 4.80%
Sortino 0.25
Sharpe 0.23
Calmar 2.75
Profit factor 1.04
Expectancy (Ratio) 1.24 (0.01)
Avg. daily profit % 0.01%
Avg. stake amount 1363.074 USDT
Total trade volume 42255.307 USDT
Best Pair ALEPH/USDT 6.35%
Worst Pair BNB/USDT -2.88%
Best trade ALEPH/USDT 7.87%
Worst trade STX/USDT -4.06%
Best day 371.735 USDT
Worst day -949.609 USDT
Days win/draw/lose 10 / 13 / 1
Avg. Duration Winners 1 day, 12:22:00
Avg. Duration Loser 17 days, 19:26:00
Max Consecutive Wins / Loss 27 / 4
Rejected Entry signals 124
Entry/Exit Timeouts 0 / 0
Min balance 10035.485 USDT
Max balance 11024.918 USDT
Max % of account underwater 8.95%
Absolute Drawdown (Account) 8.95%
Absolute Drawdown 986.329 USDT
Drawdown high 1024.918 USDT
Drawdown low 38.589 USDT
Drawdown Start 2022-12-01 00:00:00
Drawdown End 2022-12-01 00:00:00
Market change -17.15%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 31 1.54 38.589 0.39 3 days, 14:50:00 27 0 4 87.1 986.329 USDT 8.95%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20221201-20230101

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 1:28:00 1:28:00 1:28:00 1:13:00 1:13:00
Market Change -9.88 % -9.88 % -9.88 % -9.88 % -9.88 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.1702 % 0.1702 %
Profit Mean 1.21 % 1.21 % 1.21 % 1.42 % 1.54 %
Profit Sum 21.71 % 21.71 % 21.71 % 19.86 % 21.57 %
Profit Total 3.04 % 3.04 % 3.04 % 3.47 % 3.76 %
Trades 18 18 18 14 14
Win Rate 100.0 % 100.0 % 100.0 % 92.86 % 92.86 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
MLK/USDT 1 4.45 88.561 0.89 1:23:00 1 0 0 100
ALGO/USDT 3 1.26 53.278 0.53 2:53:00 3 0 0 100
VELO/USDT 3 1.13 46.369 0.46 0:34:00 3 0 0 100
ADA/USDT 2 1.63 27.040 0.27 5:18:00 2 0 0 100
DOT/USDT 1 1.44 23.887 0.24 0:01:00 1 0 0 100
EOS/USDT 1 1.09 18.211 0.18 0:01:00 1 0 0 100
DGB/USDT 1 0.66 10.991 0.11 0:01:00 1 0 0 100
ROSE/USDT 1 1.24 10.379 0.1 0:03:00 1 0 0 100
ETC/USDT 1 1.13 9.421 0.09 0:09:00 1 0 0 100
STX/USDT 1 0.48 8.035 0.08 0:09:00 1 0 0 100
ONE/USDT 1 0.38 3.181 0.03 1:40:00 1 0 0 100
FIL/USDT 1 0.12 2.603 0.03 1:49:00 1 0 0 100
VRA/USDT 1 0.28 2.372 0.02 0:03:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 18 1.21 304.328 3.04 1:28:00 18 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.0 0.000 0.0 0:00 0 0 0 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
5 1 4.45 88.561 0.89 1:23:00 1 0 0 100
101 8 1.09 72.648 0.73 1:35:00 8 0 0 100
141 2 0.8 27.313 0.27 0:55:00 2 0 0 100
142 2 0.81 27.015 0.27 4:22:00 2 0 0 100
2 3 6 101 142 1 1.44 23.887 0.24 0:01:00 1 0 0 100
6 1 1.14 19.085 0.19 0:51:00 1 0 0 100
120 141 142 1 1.09 18.211 0.18 0:01:00 1 0 0 100
42 1 0.99 16.617 0.17 0:45:00 1 0 0 100
2 3 1 0.66 10.991 0.11 0:01:00 1 0 0 100
TOTAL 18 1.21 304.328 3.04 1:28:00 18 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_5_97 ( 5 ) 1 4.45 88.561 0.89 1:23:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 4 1.2 40.055 0.4 0:06:00 4 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.49 24.709 0.25 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 6 101 142 ) 1 1.44 23.887 0.24 0:01:00 1 0 0 100
exit_long_rapid_u_2 ( 101 ) 1 2.75 22.669 0.23 0:01:00 1 0 0 100
exit_long_normal_d_1_103 ( 6 ) 1 1.14 19.085 0.19 0:51:00 1 0 0 100
exit_long_tc_d_1_2 ( 142 ) 1 1.13 18.980 0.19 8:35:00 1 0 0 100
exit_long_tc_u_1 ( 120 141 142 ) 1 1.09 18.211 0.18 0:01:00 1 0 0 100
exit_long_quick_d_0_80 ( 42 ) 1 0.99 16.617 0.17 0:45:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 ) 1 0.66 10.991 0.11 0:01:00 1 0 0 100
exit_long_tc_u_0 ( 142 ) 1 0.48 8.035 0.08 0:09:00 1 0 0 100
exit_long_rapid_rpd_6 ( 101 ) 1 0.52 4.371 0.04 10:35:00 1 0 0 100
exit_long_rapid_w_0_8 ( 101 ) 1 0.38 3.181 0.03 1:40:00 1 0 0 100
exit_long_tc_d_0_44 ( 141 ) 1 0.12 2.603 0.03 1:49:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 1 0.28 2.372 0.02 0:03:00 1 0 0 100
TOTAL 18 1.21 304.328 3.04 1:28:00 18 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('5 ', 'exit_long_normal_d_5_97 ( 5 )') 1 4.45 88.561 0.89 1:23:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 4 1.2 40.055 0.4 0:06:00 4 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.49 24.709 0.25 0:01:00 1 0 0 100
('2 3 6 101 142 ', 'exit_long_normal_u_1 ( 2 3 6 101 142 )') 1 1.44 23.887 0.24 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 1 2.75 22.669 0.23 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_103 ( 6 )') 1 1.14 19.085 0.19 0:51:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_2 ( 142 )') 1 1.13 18.980 0.19 8:35:00 1 0 0 100
('120 141 142 ', 'exit_long_tc_u_1 ( 120 141 142 )') 1 1.09 18.211 0.18 0:01:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_80 ( 42 )') 1 0.99 16.617 0.17 0:45:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_0 ( 2 3 )') 1 0.66 10.991 0.11 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 1 0.48 8.035 0.08 0:09:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_6 ( 101 )') 1 0.52 4.371 0.04 10:35:00 1 0 0 100
('101 ', 'exit_long_rapid_w_0_8 ( 101 )') 1 0.38 3.181 0.03 1:40:00 1 0 0 100
('141 ', 'exit_long_tc_d_0_44 ( 141 )') 1 0.12 2.603 0.03 1:49:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 1 0.28 2.372 0.02 0:03:00 1 0 0 100
TOTAL 18 1.21 304.328 3.04 1:28:00 18 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
16/12/2022 137.891 9 0 0
17/12/2022 29.135 4 0 0
18/12/2022 0 0 0 0
19/12/2022 0 0 0 0
20/12/2022 0 0 0 0
21/12/2022 0 0 0 0
22/12/2022 2.372 1 0 0
23/12/2022 0 0 0 0
24/12/2022 10.667 1 0 0
25/12/2022 0 0 0 0
26/12/2022 0 0 0 0
27/12/2022 19.085 1 0 0
28/12/2022 0 0 0 0
29/12/2022 0 0 0 0
30/12/2022 0 0 0 0
31/12/2022 105.179 2 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2022-12-01 00:00:00
Backtesting to 2023-01-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 18 / 0.58
Starting balance 10000 USDT
Final balance 10304.328 USDT
Absolute profit 304.328 USDT
Total profit % 3.04%
CAGR % 42.33%
Sortino -100.00
Sharpe 9.98
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 16.91 (100.00)
Avg. daily profit % 0.10%
Avg. stake amount 1294.112 USDT
Total trade volume 23294.007 USDT
Best Pair MLK/USDT 0.89%
Worst Pair AAVE/USDT 0.00%
Best trade MLK/USDT 4.45%
Worst trade FIL/USDT 0.12%
Best day 137.891 USDT
Worst day 0 USDT
Days win/draw/lose 6 / 10 / 0
Avg. Duration Winners 1:28:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 18 / 0
Rejected Entry signals 8
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -9.88%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 18 1.21 304.328 3.04 1:28:00 18 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230101-20230201

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 1 day, 15:47:00 1 day, 15:47:00 1 day, 11:22:00 22:58:00 22:58:00
Market Change 40.61 % 40.61 % 40.61 % 40.61 % 40.61 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.81 % 1.81 % 1.76 % 1.59 % 1.59 %
Profit Sum 14.46 % 14.46 % 15.87 % 22.28 % 22.28 %
Profit Total 2.94 % 2.94 % 3.18 % 4.27 % 4.27 %
Trades 8 8 9 14 14
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FIL/USDT 2 1.66 107.822 1.08 6 days, 13:02:00 2 0 0 100
MLK/USDT 1 5.19 86.578 0.87 3:45:00 1 0 0 100
ETC/USDT 1 1.9 31.515 0.32 0:01:00 1 0 0 100
VRA/USDT 1 1.69 28.617 0.29 0:19:00 1 0 0 100
DOT/USDT 1 1.31 21.785 0.22 0:03:00 1 0 0 100
ADA/USDT 1 0.77 12.985 0.13 0:01:00 1 0 0 100
NWC/USDT 1 0.28 4.796 0.05 0:01:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 8 1.81 294.097 2.94 1 day, 15:47:00 8 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.0 0.000 0.0 0:00 0 0 0 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 2 3.34 111.808 1.12 1:53:00 2 0 0 100
120 1 1.84 82.591 0.83 13 days, 2:04:00 1 0 0 100
142 3 1.33 66.284 0.66 0:02:00 3 0 0 100
2 1 1.69 28.617 0.29 0:19:00 1 0 0 100
6 101 1 0.28 4.796 0.05 0:01:00 1 0 0 100
TOTAL 8 1.81 294.097 2.94 1 day, 15:47:00 8 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_5_100 ( 6 ) 1 5.19 86.578 0.87 3:45:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.84 82.591 0.83 13 days, 2:04:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 2 1.61 53.300 0.53 0:02:00 2 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.69 28.617 0.29 0:19:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.49 25.231 0.25 0:01:00 1 0 0 100
exit_long_tc_u_0 ( 142 ) 1 0.77 12.985 0.13 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 6 101 ) 1 0.28 4.796 0.05 0:01:00 1 0 0 100
TOTAL 8 1.81 294.097 2.94 1 day, 15:47:00 8 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_5_100 ( 6 )') 1 5.19 86.578 0.87 3:45:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.84 82.591 0.83 13 days, 2:04:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 2 1.61 53.300 0.53 0:02:00 2 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.69 28.617 0.29 0:19:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.49 25.231 0.25 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 1 0.77 12.985 0.13 0:01:00 1 0 0 100
('6 101 ', 'exit_long_normal_u_0 ( 6 101 )') 1 0.28 4.796 0.05 0:01:00 1 0 0 100
TOTAL 8 1.81 294.097 2.94 1 day, 15:47:00 8 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
16/01/2023 21.785 1 0 0
17/01/2023 0 0 0 0
18/01/2023 31.515 1 0 0
19/01/2023 0 0 0 0
20/01/2023 86.578 1 0 0
21/01/2023 0 0 0 0
22/01/2023 0 0 0 0
23/01/2023 82.591 1 0 0
24/01/2023 71.628 4 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-01-01 00:00:00
Backtesting to 2023-02-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 8 / 0.26
Starting balance 10000 USDT
Final balance 10294.097 USDT
Absolute profit 294.097 USDT
Total profit % 2.94%
CAGR % 40.67%
Sortino -100.00
Sharpe 6.30
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 36.76 (100.00)
Avg. daily profit % 0.09%
Avg. stake amount 1529.726 USDT
Total trade volume 12237.808 USDT
Best Pair MLK/USDT 0.87%
Worst Pair AAVE/USDT 0.00%
Best trade MLK/USDT 5.19%
Worst trade NWC/USDT 0.28%
Best day 86.578 USDT
Worst day 0 USDT
Days win/draw/lose 5 / 4 / 0
Avg. Duration Winners 1 day, 15:47:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 8 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 40.61%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 8 1.81 294.097 2.94 1 day, 15:47:00 8 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230201-20230301

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 2 days, 19:04:00 2 days, 19:04:00 2 days, 19:04:00 3 days, 20:30:00 3 days, 20:30:00
Market Change 12.58 % 12.58 % 12.58 % 12.58 % 12.58 %
Max Drawdown 6.1919 % 6.1919 % 6.1919 % 9.5308 % 9.5308 %
Profit Mean -0.19 % -0.19 % -0.19 % -0.46 % -0.46 %
Profit Sum -2.97 % -2.97 % -2.97 % -7.88 % -7.88 %
Profit Total -3.6 % -3.6 % -3.6 % -7.19 % -7.19 %
Trades 16 16 16 17 17
Win Rate 81.25 % 81.25 % 81.25 % 76.47 % 76.47 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 3 1.83 69.726 0.7 0:02:00 3 0 0 100
GRT/USDT 3 1.32 65.426 0.65 0:09:00 3 0 0 100
CKB/USDT 1 2.06 34.346 0.34 0:40:00 1 0 0 100
ALEPH/USDT 1 0.98 16.113 0.16 3:10:00 1 0 0 100
STX/USDT 1 0.62 12.640 0.13 2:31:00 1 0 0 100
BCH/USDT 1 0.15 8.895 0.09 19 days, 1:05:00 1 0 0 100
COTI/USDT 1 1.02 8.431 0.08 0:02:00 1 0 0 100
UMA/USDT 1 0.43 8.066 0.08 9:05:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 2 -2.84 -116.050 -1.16 3:12:00 1 0 1 50.0
FIL/USDT 1 -7.71 -203.564 -2.04 4 days, 7:55:00 0 0 1 0
CHR/USDT 1 -4.3 -264.336 -2.64 20 days, 9:40:00 0 0 1 0
TOTAL 16 -0.19 -360.306 -3.6 2 days, 19:04:00 13 0 3 81.2

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BCH/USDT 1 0.15 8.895 0.09 19 days, 1:05:00 1 0 0 100
VELO/USDT 1 -8.26 -168.373 -1.68 5:20:00 0 0 1 0
FIL/USDT 1 -7.71 -203.564 -2.04 4 days, 7:55:00 0 0 1 0
CHR/USDT 1 -4.3 -264.336 -2.64 20 days, 9:40:00 0 0 1 0
TOTAL 4 -5.03 -627.378 -6.27 11 days, 0:00:00 1 0 3 25.0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
143 3 1.32 65.426 0.65 0:09:00 3 0 0 100
43 1 2.58 52.323 0.52 1:05:00 1 0 0 100
4 101 1 2.87 48.137 0.48 0:01:00 1 0 0 100
1 1 2.06 34.346 0.34 0:40:00 1 0 0 100
101 3 1.21 30.020 0.3 0:02:00 3 0 0 100
120 1 0.15 8.895 0.09 19 days, 1:05:00 1 0 0 100
142 1 -7.71 -203.564 -2.04 4 days, 7:55:00 0 0 1 0
6 5 -2.11 -395.889 -3.96 4 days, 5:57:00 3 0 2 60.0
TOTAL 16 -0.19 -360.306 -3.6 2 days, 19:04:00 13 0 3 81.2

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_quick_d_3_41 ( 43 ) 1 2.58 52.323 0.52 1:05:00 1 0 0 100
exit_long_normal_u_2 ( 4 101 ) 1 2.87 48.137 0.48 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 2 1.17 38.535 0.39 0:08:00 2 0 0 100
exit_long_normal_d_2_77 ( 1 ) 1 2.06 34.346 0.34 0:40:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 3 1.21 30.020 0.3 0:02:00 3 0 0 100
exit_long_tc_d_1_20 ( 143 ) 1 1.63 26.891 0.27 0:10:00 1 0 0 100
exit_long_normal_d_0_95 ( 6 ) 1 0.98 16.113 0.16 3:10:00 1 0 0 100
exit_long_normal_d_0_101 ( 6 ) 1 0.62 12.640 0.13 2:31:00 1 0 0 100
exit_long_normal_d_0_98 ( 6 ) 1 0.43 8.066 0.08 9:05:00 1 0 0 100
force_exit 4 -5.03 -627.378 -6.27 11 days, 0:00:00 1 0 3 25.0
TOTAL 16 -0.19 -360.306 -3.6 2 days, 19:04:00 13 0 3 81.2

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('43 ', 'exit_long_quick_d_3_41 ( 43 )') 1 2.58 52.323 0.52 1:05:00 1 0 0 100
('4 101 ', 'exit_long_normal_u_2 ( 4 101 )') 1 2.87 48.137 0.48 0:01:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 2 1.17 38.535 0.39 0:08:00 2 0 0 100
('1 ', 'exit_long_normal_d_2_77 ( 1 )') 1 2.06 34.346 0.34 0:40:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 3 1.21 30.020 0.3 0:02:00 3 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 1 1.63 26.891 0.27 0:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_95 ( 6 )') 1 0.98 16.113 0.16 3:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_101 ( 6 )') 1 0.62 12.640 0.13 2:31:00 1 0 0 100
('120 ', 'force_exit') 1 0.15 8.895 0.09 19 days, 1:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_98 ( 6 )') 1 0.43 8.066 0.08 9:05:00 1 0 0 100
('142 ', 'force_exit') 1 -7.71 -203.564 -2.04 4 days, 7:55:00 0 0 1 0
('6 ', 'force_exit') 2 -6.28 -432.709 -4.33 10 days, 7:30:00 0 0 2 0
TOTAL 16 -0.19 -360.306 -3.6 2 days, 19:04:00 13 0 3 81.2

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
09/02/2023 73.857 4 0 0
10/02/2023 0 0 0 0
11/02/2023 0 0 0 0
12/02/2023 0 0 0 0
13/02/2023 21.589 2 0 0
14/02/2023 0 0 0 0
15/02/2023 0 0 0 0
16/02/2023 0 0 0 0
17/02/2023 0 0 0 0
18/02/2023 16.113 1 0 0
19/02/2023 0 0 0 0
20/02/2023 12.64 1 0 0
21/02/2023 0 0 0 0
22/02/2023 8.066 1 0 0
23/02/2023 52.323 1 0 0
24/02/2023 34.346 1 0 0
25/02/2023 48.137 1 0 0
26/02/2023 0 0 0 0
27/02/2023 0 0 0 0
28/02/2023 0 0 0 0
01/03/2023 -627.378 1 0 3

SUMMARY METRICS

Metric Value
Backtesting from 2023-02-01 00:00:00
Backtesting to 2023-03-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 16 / 0.57
Starting balance 10000 USDT
Final balance 9639.694 USDT
Absolute profit -360.306 USDT
Total profit % -3.60%
CAGR % -38.02%
Sortino -6.20
Sharpe -2.63
Calmar -39.70
Profit factor 0.43
Expectancy (Ratio) -22.52 (-0.11)
Avg. daily profit % -0.13%
Avg. stake amount 1477.921 USDT
Total trade volume 23646.738 USDT
Best Pair VRA/USDT 0.70%
Worst Pair FIL/USDT -2.04%
Best trade VRA/USDT 2.87%
Worst trade VELO/USDT -8.26%
Best day 73.857 USDT
Worst day -627.378 USDT
Days win/draw/lose 8 / 12 / 1
Avg. Duration Winners 1 day, 12:28:00
Avg. Duration Loser 8 days, 7:38:00
Max Consecutive Wins / Loss 13 / 3
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9639.694 USDT
Max balance 10275.967 USDT
Max % of account underwater 6.19%
Absolute Drawdown (Account) 6.19%
Absolute Drawdown 636.273 USDT
Drawdown high 275.967 USDT
Drawdown low -360.306 USDT
Drawdown Start 2023-03-01 00:00:00
Drawdown End 2023-03-01 00:00:00
Market change 12.58%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 16 -0.19 -360.306 -3.6 2 days, 19:04:00 13 0 3 81.2 636.273 USDT 6.19%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230301-20230401

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 11:07:00 11:07:00 11:07:00 16:12:00 16:11:00
Market Change -1.47 % -1.47 % -1.47 % -1.47 % -1.47 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.22 % 1.22 % 1.22 % 1.27 % 1.27 %
Profit Sum 41.44 % 41.44 % 41.44 % 29.19 % 29.1 %
Profit Total 6.47 % 6.47 % 6.47 % 5.99 % 5.99 %
Trades 34 34 34 23 23
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FIL/USDT 4 1.2 131.163 1.31 15:01:00 4 0 0 100
GRT/USDT 3 1.1 97.435 0.97 3 days, 18:03:00 3 0 0 100
STX/USDT 4 1.35 92.871 0.93 3:21:00 4 0 0 100
VRA/USDT 3 1.76 74.009 0.74 0:06:00 3 0 0 100
VELO/USDT 3 2.46 71.383 0.71 0:21:00 3 0 0 100
MKR/USDT 4 1.37 60.555 0.61 1:12:00 4 0 0 100
DAG/USDT 2 1.47 48.320 0.48 0:14:00 2 0 0 100
SNX/USDT 1 3.32 28.355 0.28 0:50:00 1 0 0 100
CKB/USDT 1 0.87 14.374 0.14 0:12:00 1 0 0 100
CHR/USDT 1 0.44 7.271 0.07 3:15:00 1 0 0 100
UNI/USDT 1 0.29 4.793 0.05 15:30:00 1 0 0 100
LTC/USDT 1 0.53 4.443 0.04 0:04:00 1 0 0 100
KSM/USDT 2 0.26 4.317 0.04 1:13:00 2 0 0 100
DASH/USDT 1 0.45 3.951 0.04 5:28:00 1 0 0 100
ROSE/USDT 2 0.11 1.871 0.02 0:03:00 2 0 0 100
COTI/USDT 1 0.22 1.819 0.02 0:08:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 34 1.22 646.928 6.47 11:07:00 34 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.0 0.000 0.0 0:00 0 0 0 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 2 2.06 170.165 1.7 6 days, 12:22:00 2 0 0 100
101 16 1.19 159.730 1.6 0:44:00 16 0 0 100
6 5 1.63 140.513 1.41 0:23:00 5 0 0 100
141 142 2 1.6 57.872 0.58 7:05:00 2 0 0 100
142 3 0.82 42.528 0.43 9:24:00 3 0 0 100
42 1 1.41 23.920 0.24 0:45:00 1 0 0 100
41 1 1.02 17.187 0.17 0:03:00 1 0 0 100
43 1 0.87 14.374 0.14 0:12:00 1 0 0 100
143 1 0.56 9.279 0.09 2:30:00 1 0 0 100
3 101 1 0.44 7.271 0.07 3:15:00 1 0 0 100
6 101 1 0.19 4.090 0.04 2:39:00 1 0 0 100
TOTAL 34 1.22 646.928 6.47 11:07:00 34 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 2 2.06 170.165 1.7 6 days, 12:22:00 2 0 0 100
exit_long_normal_d_2_70 ( 6 ) 1 2.62 45.577 0.46 0:26:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.3 39.771 0.4 0:14:00 1 0 0 100
exit_long_tc_d_2_77 ( 141 142 ) 1 2.21 37.949 0.38 0:40:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.11 37.825 0.38 0:03:00 2 0 0 100
exit_long_rapid_d_4_70 ( 101 ) 1 4.13 34.103 0.34 0:26:00 1 0 0 100
exit_long_rapid_w_3_3 ( 101 ) 1 3.32 28.355 0.28 0:50:00 1 0 0 100
exit_long_rapid_w_3_11 ( 101 ) 1 3.09 25.925 0.26 1:20:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 2 1.5 25.015 0.25 0:08:00 2 0 0 100
exit_long_quick_w_1_11 ( 42 ) 1 1.41 23.920 0.24 0:45:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 8 0.35 23.192 0.23 0:03:00 8 0 0 100
exit_long_tc_d_1_25 ( 142 ) 1 1.15 20.100 0.2 12:30:00 1 0 0 100
exit_long_tc_d_1_35 ( 141 142 ) 1 0.99 19.923 0.2 13:30:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.02 17.635 0.18 0:11:00 1 0 0 100
exit_long_normal_d_1_27 ( 6 ) 1 1.0 17.340 0.17 1:08:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.02 17.187 0.17 0:03:00 1 0 0 100
exit_long_rapid_d_2_65 ( 101 ) 1 2.05 17.154 0.17 0:34:00 1 0 0 100
exit_long_quick_u_0 ( 43 ) 1 0.87 14.374 0.14 0:12:00 1 0 0 100
exit_long_tc_d_0_3 ( 143 ) 1 0.56 9.279 0.09 2:30:00 1 0 0 100
exit_long_normal_d_0_79 ( 3 101 ) 1 0.44 7.271 0.07 3:15:00 1 0 0 100
exit_long_tc_w_0_6 ( 142 ) 1 0.29 4.793 0.05 15:30:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 6 101 ) 1 0.19 4.090 0.04 2:39:00 1 0 0 100
exit_long_rapid_d_0_44 ( 101 ) 1 0.45 3.951 0.04 5:28:00 1 0 0 100
exit_long_rapid_d_0_3 ( 101 ) 1 0.25 2.035 0.02 2:25:00 1 0 0 100
TOTAL 34 1.22 646.928 6.47 11:07:00 34 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 2 2.06 170.165 1.7 6 days, 12:22:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_70 ( 6 )') 1 2.62 45.577 0.46 0:26:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.3 39.771 0.4 0:14:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_2_77 ( 141 142 )') 1 2.21 37.949 0.38 0:40:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.11 37.825 0.38 0:03:00 2 0 0 100
('101 ', 'exit_long_rapid_d_4_70 ( 101 )') 1 4.13 34.103 0.34 0:26:00 1 0 0 100
('101 ', 'exit_long_rapid_w_3_3 ( 101 )') 1 3.32 28.355 0.28 0:50:00 1 0 0 100
('101 ', 'exit_long_rapid_w_3_11 ( 101 )') 1 3.09 25.925 0.26 1:20:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 2 1.5 25.015 0.25 0:08:00 2 0 0 100
('42 ', 'exit_long_quick_w_1_11 ( 42 )') 1 1.41 23.920 0.24 0:45:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 8 0.35 23.192 0.23 0:03:00 8 0 0 100
('142 ', 'exit_long_tc_d_1_25 ( 142 )') 1 1.15 20.100 0.2 12:30:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_1_35 ( 141 142 )') 1 0.99 19.923 0.2 13:30:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.02 17.635 0.18 0:11:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_27 ( 6 )') 1 1.0 17.340 0.17 1:08:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.02 17.187 0.17 0:03:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_65 ( 101 )') 1 2.05 17.154 0.17 0:34:00 1 0 0 100
('43 ', 'exit_long_quick_u_0 ( 43 )') 1 0.87 14.374 0.14 0:12:00 1 0 0 100
('143 ', 'exit_long_tc_d_0_3 ( 143 )') 1 0.56 9.279 0.09 2:30:00 1 0 0 100
('3 101 ', 'exit_long_normal_d_0_79 ( 3 101 )') 1 0.44 7.271 0.07 3:15:00 1 0 0 100
('142 ', 'exit_long_tc_w_0_6 ( 142 )') 1 0.29 4.793 0.05 15:30:00 1 0 0 100
('6 101 ', 'exit_profit_long_normal_t_0_2_m ( 6 101 )') 1 0.19 4.090 0.04 2:39:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_44 ( 101 )') 1 0.45 3.951 0.04 5:28:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_3 ( 101 )') 1 0.25 2.035 0.02 2:25:00 1 0 0 100
TOTAL 34 1.22 646.928 6.47 11:07:00 34 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/03/2023 34.103 1 0 0
02/03/2023 0 0 0 0
03/03/2023 95.84 13 0 0
04/03/2023 33.694 2 0 0
05/03/2023 0 0 0 0
06/03/2023 0 0 0 0
07/03/2023 0 0 0 0
08/03/2023 0 0 0 0
09/03/2023 0 0 0 0
10/03/2023 0 0 0 0
11/03/2023 64.951 6 0 0
12/03/2023 0 0 0 0
13/03/2023 0 0 0 0
14/03/2023 0 0 0 0
15/03/2023 41.107 2 0 0
16/03/2023 87.364 2 0 0
17/03/2023 0 0 0 0
18/03/2023 0 0 0 0
19/03/2023 0 0 0 0
20/03/2023 28.355 1 0 0
21/03/2023 0 0 0 0
22/03/2023 112.695 4 0 0
23/03/2023 45.577 1 0 0
24/03/2023 0 0 0 0
25/03/2023 0 0 0 0
26/03/2023 0 0 0 0
27/03/2023 17.699 1 0 0
28/03/2023 0 0 0 0
29/03/2023 0 0 0 0
30/03/2023 0 0 0 0
31/03/2023 85.544 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-03-01 00:00:00
Backtesting to 2023-04-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 34 / 1.1
Starting balance 10000 USDT
Final balance 10646.928 USDT
Absolute profit 646.928 USDT
Total profit % 6.47%
CAGR % 109.19%
Sortino -100.00
Sharpe 19.62
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 19.03 (100.00)
Avg. daily profit % 0.21%
Avg. stake amount 1201.885 USDT
Total trade volume 40864.082 USDT
Best Pair VELO/USDT 0.71%
Worst Pair AAVE/USDT 0.00%
Best trade VELO/USDT 4.13%
Worst trade ROSE/USDT 0.11%
Best day 112.695 USDT
Worst day 0 USDT
Days win/draw/lose 11 / 20 / 0
Avg. Duration Winners 11:07:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 34 / 0
Rejected Entry signals 4
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -1.47%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 34 1.22 646.928 6.47 11:07:00 34 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230401-20230501

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 9:22:00 9:22:00 9:22:00 21:38:00 21:38:00
Market Change 1.06 % 1.06 % 1.06 % 1.06 % 1.06 %
Max Drawdown 0.0 % 0.0 % 0.0 % 1.8193 % 1.8193 %
Profit Mean 1.37 % 1.37 % 1.37 % 1.07 % 1.07 %
Profit Sum 35.65 % 35.65 % 35.65 % 25.67 % 25.67 %
Profit Total 5.69 % 5.69 % 5.69 % 3.95 % 3.95 %
Trades 26 26 26 24 24
Win Rate 100.0 % 100.0 % 100.0 % 95.83 % 95.83 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VELO/USDT 2 3.7 113.565 1.14 0:10:00 2 0 0 100
DAG/USDT 3 2.18 108.451 1.08 0:51:00 3 0 0 100
NWC/USDT 1 4.18 69.994 0.7 0:30:00 1 0 0 100
VRA/USDT 2 1.49 51.050 0.51 0:15:00 2 0 0 100
DEGO/USDT 1 2.36 39.389 0.39 0:45:00 1 0 0 100
VET/USDT 1 0.92 24.788 0.25 9 days, 4:50:00 1 0 0 100
COMP/USDT 2 0.95 23.497 0.23 0:06:00 2 0 0 100
DASH/USDT 2 0.77 22.361 0.22 2:50:00 2 0 0 100
GRT/USDT 1 1.25 21.269 0.21 0:08:00 1 0 0 100
STX/USDT 1 1.23 21.036 0.21 5:15:00 1 0 0 100
ALGO/USDT 1 1.23 20.833 0.21 0:01:00 1 0 0 100
DOT/USDT 2 0.35 11.996 0.12 0:04:00 2 0 0 100
UOS/USDT 2 0.66 11.353 0.11 0:24:00 2 0 0 100
CKB/USDT 1 0.65 10.948 0.11 0:01:00 1 0 0 100
TEL/USDT 1 0.5 8.479 0.08 0:01:00 1 0 0 100
CHR/USDT 1 0.58 4.969 0.05 5:39:00 1 0 0 100
ADA/USDT 1 0.22 3.701 0.04 0:01:00 1 0 0 100
EOS/USDT 1 0.15 1.254 0.01 0:03:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 26 1.37 568.933 5.69 9:22:00 26 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VET/USDT 1 0.92 24.788 0.25 9 days, 4:50:00 1 0 0 100
TOTAL 1 0.92 24.788 0.25 9 days, 4:50:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
41 3 2.96 151.447 1.51 0:16:00 3 0 0 100
6 3 2.28 113.708 1.14 0:19:00 3 0 0 100
5 2 2.18 73.217 0.73 1:03:00 2 0 0 100
101 7 0.72 43.105 0.43 1:46:00 7 0 0 100
3 6 1 2.36 39.389 0.39 0:45:00 1 0 0 100
120 1 0.92 24.788 0.25 9 days, 4:50:00 1 0 0 100
6 142 2 0.73 24.534 0.25 0:01:00 2 0 0 100
101 143 1 1.25 21.269 0.21 0:08:00 1 0 0 100
142 1 1.23 21.036 0.21 5:15:00 1 0 0 100
6 101 1 1.1 18.607 0.19 0:01:00 1 0 0 100
2 101 1 0.88 14.890 0.15 0:01:00 1 0 0 100
3 101 1 0.65 10.948 0.11 0:01:00 1 0 0 100
101 141 1 0.37 6.204 0.06 0:01:00 1 0 0 100
6 141 1 0.34 5.792 0.06 0:06:00 1 0 0 100
TOTAL 26 1.37 568.933 5.69 9:22:00 26 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_3_65 ( 6 ) 2 3.18 105.229 1.05 0:28:00 2 0 0 100
exit_long_quick_u_5 ( 41 ) 1 5.89 100.396 1.0 0:17:00 1 0 0 100
exit_long_normal_d_4_42 ( 5 ) 1 4.18 69.994 0.7 0:30:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 3 6 ) 1 2.36 39.389 0.39 0:45:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.9 32.341 0.32 0:04:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 3 1.21 31.414 0.31 0:19:00 3 0 0 100
force_exit 1 0.92 24.788 0.25 9 days, 4:50:00 1 0 0 100
exit_long_tc_u_1 ( 101 143 ) 1 1.25 21.269 0.21 0:08:00 1 0 0 100
exit_long_tc_d_1_2 ( 142 ) 1 1.23 21.036 0.21 5:15:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.23 20.833 0.21 0:01:00 1 0 0 100
exit_long_quick_d_1_20 ( 41 ) 1 1.09 18.709 0.19 0:26:00 1 0 0 100
exit_long_normal_u_1 ( 6 101 ) 1 1.1 18.607 0.19 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 2 101 ) 1 0.88 14.890 0.15 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 3 101 ) 1 0.65 10.948 0.11 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.5 8.479 0.08 0:01:00 1 0 0 100
exit_long_tc_u_0 ( 101 141 ) 1 0.37 6.204 0.06 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 6 141 ) 1 0.34 5.792 0.06 0:06:00 1 0 0 100
exit_long_rapid_rpd_2 ( 101 ) 1 0.58 4.969 0.05 5:39:00 1 0 0 100
exit_long_rapid_d_0_79 ( 101 ) 1 0.44 3.753 0.04 5:40:00 1 0 0 100
exit_long_normal_u_0 ( 6 142 ) 1 0.22 3.701 0.04 0:01:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 5 ) 1 0.18 3.222 0.03 1:36:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 2 0.17 2.969 0.03 0:03:00 2 0 0 100
TOTAL 26 1.37 568.933 5.69 9:22:00 26 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_3_65 ( 6 )') 2 3.18 105.229 1.05 0:28:00 2 0 0 100
('41 ', 'exit_long_quick_u_5 ( 41 )') 1 5.89 100.396 1.0 0:17:00 1 0 0 100
('5 ', 'exit_long_normal_d_4_42 ( 5 )') 1 4.18 69.994 0.7 0:30:00 1 0 0 100
('3 6 ', 'exit_profit_long_normal_t_2_1_m ( 3 6 )') 1 2.36 39.389 0.39 0:45:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.9 32.341 0.32 0:04:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 3 1.21 31.414 0.31 0:19:00 3 0 0 100
('120 ', 'force_exit') 1 0.92 24.788 0.25 9 days, 4:50:00 1 0 0 100
('101 143 ', 'exit_long_tc_u_1 ( 101 143 )') 1 1.25 21.269 0.21 0:08:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_2 ( 142 )') 1 1.23 21.036 0.21 5:15:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.23 20.833 0.21 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_20 ( 41 )') 1 1.09 18.709 0.19 0:26:00 1 0 0 100
('6 101 ', 'exit_long_normal_u_1 ( 6 101 )') 1 1.1 18.607 0.19 0:01:00 1 0 0 100
('2 101 ', 'exit_long_normal_u_0 ( 2 101 )') 1 0.88 14.890 0.15 0:01:00 1 0 0 100
('3 101 ', 'exit_long_normal_u_0 ( 3 101 )') 1 0.65 10.948 0.11 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.5 8.479 0.08 0:01:00 1 0 0 100
('101 141 ', 'exit_long_tc_u_0 ( 101 141 )') 1 0.37 6.204 0.06 0:01:00 1 0 0 100
('6 141 ', 'exit_long_normal_u_0 ( 6 141 )') 1 0.34 5.792 0.06 0:06:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_2 ( 101 )') 1 0.58 4.969 0.05 5:39:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_79 ( 101 )') 1 0.44 3.753 0.04 5:40:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_0 ( 6 142 )') 1 0.22 3.701 0.04 0:01:00 1 0 0 100
('5 ', 'exit_profit_long_normal_t_0_2_m ( 5 )') 1 0.18 3.222 0.03 1:36:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 2 0.17 2.969 0.03 0:03:00 2 0 0 100
TOTAL 26 1.37 568.933 5.69 9:22:00 26 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
02/04/2023 105.229 2 0 0
03/04/2023 0 0 0 0
04/04/2023 0 0 0 0
05/04/2023 0 0 0 0
06/04/2023 0 0 0 0
07/04/2023 0 0 0 0
08/04/2023 39.389 1 0 0
09/04/2023 0 0 0 0
10/04/2023 0 0 0 0
11/04/2023 0 0 0 0
12/04/2023 0 0 0 0
13/04/2023 0 0 0 0
14/04/2023 69.994 1 0 0
15/04/2023 0 0 0 0
16/04/2023 0 0 0 0
17/04/2023 0 0 0 0
18/04/2023 0 0 0 0
19/04/2023 313.142 19 0 0
20/04/2023 0 0 0 0
21/04/2023 0 0 0 0
22/04/2023 0 0 0 0
23/04/2023 0 0 0 0
24/04/2023 0 0 0 0
25/04/2023 0 0 0 0
26/04/2023 0 0 0 0
27/04/2023 0 0 0 0
28/04/2023 0 0 0 0
29/04/2023 0 0 0 0
30/04/2023 16.391 2 0 0
01/05/2023 24.788 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-04-01 00:00:00
Backtesting to 2023-05-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 26 / 0.87
Starting balance 10000 USDT
Final balance 10568.933 USDT
Absolute profit 568.933 USDT
Total profit % 5.69%
CAGR % 96.06%
Sortino -100.00
Sharpe 15.50
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 21.88 (100.00)
Avg. daily profit % 0.19%
Avg. stake amount 1437.166 USDT
Total trade volume 37366.319 USDT
Best Pair VELO/USDT 1.14%
Worst Pair AAVE/USDT 0.00%
Best trade VELO/USDT 5.89%
Worst trade EOS/USDT 0.15%
Best day 313.142 USDT
Worst day 0 USDT
Days win/draw/lose 6 / 24 / 0
Avg. Duration Winners 9:22:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 26 / 0
Rejected Entry signals 11
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 1.06%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 26 1.37 568.933 5.69 9:22:00 26 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230501-20230601

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 1 day, 0:08:00 1 day, 0:08:00 1 day, 0:08:00 1 day, 13:28:00 1 day, 13:28:00
Market Change -10.77 % -10.77 % -10.77 % -10.77 % -10.77 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.18 % 1.18 % 1.18 % 1.51 % 1.51 %
Profit Sum 20.04 % 20.04 % 20.04 % 16.64 % 16.64 %
Profit Total 3.22 % 3.22 % 3.22 % 3.35 % 3.35 %
Trades 17 17 17 11 11
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ADA/USDT 1 1.85 84.080 0.84 13 days, 16:01:00 1 0 0 100
UMA/USDT 1 3.55 59.155 0.59 2:28:00 1 0 0 100
VELO/USDT 4 1.04 58.703 0.59 0:38:00 4 0 0 100
ARPA/USDT 1 1.46 24.773 0.25 0:26:00 1 0 0 100
VRA/USDT 1 2.5 20.685 0.21 0:02:00 1 0 0 100
ROSE/USDT 1 1.17 19.430 0.19 2 days, 10:50:00 1 0 0 100
CKB/USDT 2 1.02 16.993 0.17 0:06:00 2 0 0 100
ALGO/USDT 1 1.01 16.807 0.17 0:25:00 1 0 0 100
PRE/USDT 2 0.5 8.490 0.08 0:05:00 2 0 0 100
DAG/USDT 1 0.7 5.947 0.06 7:35:00 1 0 0 100
GRT/USDT 1 0.2 3.467 0.03 9:25:00 1 0 0 100
FIL/USDT 1 0.39 3.286 0.03 0:01:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 17 1.18 321.814 3.22 1 day, 0:08:00 17 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.0 0.000 0.0 0:00 0 0 0 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 3 1.79 89.573 0.9 20:36:00 3 0 0 100
120 1 1.85 84.080 0.84 13 days, 16:01:00 1 0 0 100
101 8 1.01 67.231 0.67 1:00:00 8 0 0 100
1 1 1.46 24.773 0.25 0:26:00 1 0 0 100
5 1 1.05 18.711 0.19 1:50:00 1 0 0 100
3 101 1 1.04 17.173 0.17 0:09:00 1 0 0 100
141 1 1.01 16.807 0.17 0:25:00 1 0 0 100
141 142 1 0.2 3.467 0.03 9:25:00 1 0 0 100
TOTAL 17 1.18 321.814 3.22 1 day, 0:08:00 17 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 1.85 84.080 0.84 13 days, 16:01:00 1 0 0 100
exit_long_normal_d_3_42 ( 6 ) 1 3.55 59.155 0.59 2:28:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 1 1.46 24.773 0.25 0:26:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 2 1.26 20.918 0.21 0:08:00 2 0 0 100
exit_long_rapid_u_2 ( 101 ) 1 2.5 20.685 0.21 0:02:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 4 0.59 19.681 0.2 0:03:00 4 0 0 100
exit_long_normal_w_1_1 ( 6 ) 1 1.17 19.430 0.19 2 days, 10:50:00 1 0 0 100
exit_long_normal_d_1_42 ( 5 ) 1 1.05 18.711 0.19 1:50:00 1 0 0 100
exit_long_normal_u_1 ( 3 101 ) 1 1.04 17.173 0.17 0:09:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.01 16.807 0.17 0:25:00 1 0 0 100
exit_long_normal_d_0_67 ( 6 ) 1 0.66 10.989 0.11 0:30:00 1 0 0 100
exit_long_rapid_rpd_2 ( 101 ) 1 0.7 5.947 0.06 7:35:00 1 0 0 100
exit_long_tc_d_0_61 ( 141 142 ) 1 0.2 3.467 0.03 9:25:00 1 0 0 100
TOTAL 17 1.18 321.814 3.22 1 day, 0:08:00 17 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 1.85 84.080 0.84 13 days, 16:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 1 3.55 59.155 0.59 2:28:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 1 1.46 24.773 0.25 0:26:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 2 1.26 20.918 0.21 0:08:00 2 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 1 2.5 20.685 0.21 0:02:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 4 0.59 19.681 0.2 0:03:00 4 0 0 100
('6 ', 'exit_long_normal_w_1_1 ( 6 )') 1 1.17 19.430 0.19 2 days, 10:50:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_42 ( 5 )') 1 1.05 18.711 0.19 1:50:00 1 0 0 100
('3 101 ', 'exit_long_normal_u_1 ( 3 101 )') 1 1.04 17.173 0.17 0:09:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.01 16.807 0.17 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_67 ( 6 )') 1 0.66 10.989 0.11 0:30:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_2 ( 101 )') 1 0.7 5.947 0.06 7:35:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_0_61 ( 141 142 )') 1 0.2 3.467 0.03 9:25:00 1 0 0 100
TOTAL 17 1.18 321.814 3.22 1 day, 0:08:00 17 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/05/2023 49.688 3 0 0
02/05/2023 10.989 1 0 0
03/05/2023 7.906 1 0 0
04/05/2023 0 0 0 0
05/05/2023 0 0 0 0
06/05/2023 0 0 0 0
07/05/2023 0 0 0 0
08/05/2023 91.802 5 0 0
09/05/2023 0 0 0 0
10/05/2023 19.43 1 0 0
11/05/2023 0 0 0 0
12/05/2023 0 0 0 0
13/05/2023 0 0 0 0
14/05/2023 0 0 0 0
15/05/2023 0 0 0 0
16/05/2023 0 0 0 0
17/05/2023 0 0 0 0
18/05/2023 0 0 0 0
19/05/2023 0 0 0 0
20/05/2023 0 0 0 0
21/05/2023 0 0 0 0
22/05/2023 0 0 0 0
23/05/2023 0 0 0 0
24/05/2023 84.08 1 0 0
25/05/2023 0 0 0 0
26/05/2023 0 0 0 0
27/05/2023 24.773 1 0 0
28/05/2023 5.947 1 0 0
29/05/2023 0 0 0 0
30/05/2023 18.711 1 0 0
31/05/2023 8.49 2 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-05-01 00:00:00
Backtesting to 2023-06-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 17 / 0.55
Starting balance 10000 USDT
Final balance 10321.814 USDT
Absolute profit 321.814 USDT
Total profit % 3.22%
CAGR % 45.20%
Sortino -100.00
Sharpe 9.55
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 18.93 (100.00)
Avg. daily profit % 0.10%
Avg. stake amount 1209.317 USDT
Total trade volume 20558.383 USDT
Best Pair VELO/USDT 0.59%
Worst Pair AAVE/USDT 0.00%
Best trade UMA/USDT 3.55%
Worst trade GRT/USDT 0.20%
Best day 91.802 USDT
Worst day 0 USDT
Days win/draw/lose 10 / 21 / 0
Avg. Duration Winners 1 day, 0:08:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 17 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -10.77%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 17 1.18 321.814 3.22 1 day, 0:08:00 17 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230601-20230701

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 1 day, 15:00:00 1 day, 15:00:00 1 day, 15:00:00 1 day, 2:17:00 1 day, 2:17:00
Market Change -3.43 % -3.43 % -3.43 % -3.43 % -3.43 %
Max Drawdown 1.7313 % 1.7313 % 1.7313 % 0.0 % 0.0 %
Profit Mean 1.01 % 1.01 % 1.01 % 1.09 % 1.09 %
Profit Sum 27.37 % 27.37 % 27.37 % 17.41 % 17.41 %
Profit Total 2.24 % 2.24 % 2.24 % 3.47 % 3.47 %
Trades 27 27 27 16 16
Win Rate 96.3 % 96.3 % 96.3 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XRP/USDT 1 1.62 82.951 0.83 16 days, 21:11:00 1 0 0 100
DAG/USDT 2 1.72 58.888 0.59 6:54:00 2 0 0 100
ADA/USDT 3 1.62 50.343 0.5 0:11:00 3 0 0 100
ATOM/USDT 4 1.08 45.772 0.46 0:04:00 4 0 0 100
ROSE/USDT 2 2.51 41.381 0.41 0:20:00 2 0 0 100
VET/USDT 1 1.15 18.999 0.19 2:46:00 1 0 0 100
COTI/USDT 1 2.26 18.754 0.19 0:08:00 1 0 0 100
ARPA/USDT 2 1.11 18.601 0.19 0:24:00 2 0 0 100
DOT/USDT 1 1.04 17.204 0.17 2:18:00 1 0 0 100
FIL/USDT 2 0.87 14.489 0.14 0:02:00 2 0 0 100
AAVE/USDT 3 0.56 13.805 0.14 0:03:00 3 0 0 100
KSM/USDT 1 1.2 9.903 0.1 0:17:00 1 0 0 100
BCH/USDT 1 0.34 5.602 0.06 0:07:00 1 0 0 100
CKB/USDT 1 0.32 5.437 0.05 3:10:00 1 0 0 100
NEO/USDT 1 0.25 2.045 0.02 14:50:00 1 0 0 100
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 1 -4.1 -180.126 -1.8 25 days, 8:00:00 0 0 1 0
TOTAL 27 1.01 224.048 2.24 1 day, 15:00:00 26 0 1 96.3

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALGO/USDT 1 -4.1 -180.126 -1.8 25 days, 8:00:00 0 0 1 0
TOTAL 1 -4.1 -180.126 -1.8 25 days, 8:00:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 1 1.62 82.951 0.83 16 days, 21:11:00 1 0 0 100
42 1 2.29 39.747 0.4 13:45:00 1 0 0 100
41 2 1.2 39.646 0.4 1:29:00 2 0 0 100
142 1 1.25 20.651 0.21 0:30:00 1 0 0 100
3 1 1.16 19.141 0.19 0:03:00 1 0 0 100
143 1 1.04 17.204 0.17 2:18:00 1 0 0 100
3 4 6 101 141 1 0.34 5.602 0.06 0:07:00 1 0 0 100
4 1 0.32 5.437 0.05 3:10:00 1 0 0 100
101 18 0.94 -6.332 -0.06 1 day, 10:43:00 17 0 1 94.4
TOTAL 27 1.01 224.048 2.24 1 day, 15:00:00 26 0 1 96.3

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 1.62 82.951 0.83 16 days, 21:11:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 7 1.24 71.205 0.71 0:06:00 7 0 0 100
exit_long_rapid_u_2 ( 101 ) 3 2.51 62.069 0.62 0:06:00 3 0 0 100
exit_long_quick_q_2 ( 42 ) 1 2.29 39.747 0.4 13:45:00 1 0 0 100
exit_long_tc_d_1_65 ( 142 ) 1 1.25 20.651 0.21 0:30:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.25 20.647 0.21 0:12:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.16 19.141 0.19 0:03:00 1 0 0 100
exit_long_quick_d_1_39 ( 41 ) 1 1.15 18.999 0.19 2:46:00 1 0 0 100
exit_long_tc_d_1_38 ( 143 ) 1 1.04 17.204 0.17 2:18:00 1 0 0 100
exit_long_rapid_d_2_65 ( 101 ) 1 2.07 17.169 0.17 0:30:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 4 0.38 12.565 0.13 0:02:00 4 0 0 100
exit_long_rapid_d_1_20 ( 101 ) 1 1.03 8.742 0.09 0:33:00 1 0 0 100
exit_long_normal_u_0 ( 3 4 6 101 141 ) 1 0.34 5.602 0.06 0:07:00 1 0 0 100
exit_long_normal_d_0_3 ( 4 ) 1 0.32 5.437 0.05 3:10:00 1 0 0 100
exit_long_rapid_d_0_1 ( 101 ) 1 0.25 2.045 0.02 14:50:00 1 0 0 100
force_exit 1 -4.1 -180.126 -1.8 25 days, 8:00:00 0 0 1 0
TOTAL 27 1.01 224.048 2.24 1 day, 15:00:00 26 0 1 96.3

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 1.62 82.951 0.83 16 days, 21:11:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 7 1.24 71.205 0.71 0:06:00 7 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 3 2.51 62.069 0.62 0:06:00 3 0 0 100
('42 ', 'exit_long_quick_q_2 ( 42 )') 1 2.29 39.747 0.4 13:45:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_65 ( 142 )') 1 1.25 20.651 0.21 0:30:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.25 20.647 0.21 0:12:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.16 19.141 0.19 0:03:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_39 ( 41 )') 1 1.15 18.999 0.19 2:46:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_38 ( 143 )') 1 1.04 17.204 0.17 2:18:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_65 ( 101 )') 1 2.07 17.169 0.17 0:30:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 4 0.38 12.565 0.13 0:02:00 4 0 0 100
('101 ', 'exit_long_rapid_d_1_20 ( 101 )') 1 1.03 8.742 0.09 0:33:00 1 0 0 100
('3 4 6 101 141 ', 'exit_long_normal_u_0 ( 3 4 6 101 141 )') 1 0.34 5.602 0.06 0:07:00 1 0 0 100
('4 ', 'exit_long_normal_d_0_3 ( 4 )') 1 0.32 5.437 0.05 3:10:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_1 ( 101 )') 1 0.25 2.045 0.02 14:50:00 1 0 0 100
('101 ', 'force_exit') 1 -4.1 -180.126 -1.8 25 days, 8:00:00 0 0 1 0
TOTAL 27 1.01 224.048 2.24 1 day, 15:00:00 26 0 1 96.3

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/06/2023 19.141 1 0 0
04/06/2023 0 0 0 0
05/06/2023 61.688 6 0 0
06/06/2023 2.045 1 0 0
07/06/2023 0 0 0 0
08/06/2023 0 0 0 0
09/06/2023 0 0 0 0
10/06/2023 229.608 16 0 0
11/06/2023 0 0 0 0
12/06/2023 0 0 0 0
13/06/2023 0 0 0 0
14/06/2023 0 0 0 0
15/06/2023 0 0 0 0
16/06/2023 0 0 0 0
17/06/2023 0 0 0 0
18/06/2023 0 0 0 0
19/06/2023 0 0 0 0
20/06/2023 0 0 0 0
21/06/2023 0 0 0 0
22/06/2023 82.951 1 0 0
23/06/2023 0 0 0 0
24/06/2023 0 0 0 0
25/06/2023 0 0 0 0
26/06/2023 0 0 0 0
27/06/2023 0 0 0 0
28/06/2023 8.742 1 0 0
29/06/2023 0 0 0 0
30/06/2023 0 0 0 0
01/07/2023 -180.126 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2023-06-01 00:00:00
Backtesting to 2023-07-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 27 / 0.9
Starting balance 10000 USDT
Final balance 10224.048 USDT
Absolute profit 224.048 USDT
Total profit % 2.24%
CAGR % 30.94%
Sortino -100.00
Sharpe 3.56
Calmar 82.41
Profit factor 2.24
Expectancy (Ratio) 8.30 (0.05)
Avg. daily profit % 0.07%
Avg. stake amount 1046.481 USDT
Total trade volume 28254.985 USDT
Best Pair ROSE/USDT 0.41%
Worst Pair ALGO/USDT -1.80%
Best trade ROSE/USDT 2.94%
Worst trade ALGO/USDT -4.10%
Best day 229.608 USDT
Worst day -180.126 USDT
Days win/draw/lose 6 / 22 / 1
Avg. Duration Winners 17:07:00
Avg. Duration Loser 25 days, 8:00:00
Max Consecutive Wins / Loss 26 / 1
Rejected Entry signals 62
Entry/Exit Timeouts 0 / 0
Min balance 10019.141 USDT
Max balance 10404.175 USDT
Max % of account underwater 1.73%
Absolute Drawdown (Account) 1.73%
Absolute Drawdown 180.126 USDT
Drawdown high 404.175 USDT
Drawdown low 224.048 USDT
Drawdown Start 2023-06-28 20:13:00
Drawdown End 2023-07-01 00:00:00
Market change -3.43%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 27 1.01 224.048 2.24 1 day, 15:00:00 26 0 1 96.3 180.126 USDT 1.73%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230701-20230801

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 5 days, 5:34:00 5 days, 5:34:00 5 days, 5:34:00 3 days, 12:38:00 3 days, 12:38:00
Market Change 2.36 % 2.36 % 2.36 % 2.36 % 2.36 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.67 % 1.67 % 1.67 % 1.73 % 1.73 %
Profit Sum 3.34 % 3.34 % 3.34 % 5.18 % 5.18 %
Profit Total 1.02 % 1.02 % 1.02 % 1.33 % 1.33 %
Trades 2 2 2 3 3
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XLM/USDT 1 2.23 83.545 0.84 10 days, 11:00:00 1 0 0 100
MKR/USDT 1 1.11 18.375 0.18 0:08:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 2 1.67 101.920 1.02 5 days, 5:34:00 2 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.0 0.000 0.0 0:00 0 0 0 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 1 2.23 83.545 0.84 10 days, 11:00:00 1 0 0 100
6 1 1.11 18.375 0.18 0:08:00 1 0 0 100
TOTAL 2 1.67 101.920 1.02 5 days, 5:34:00 2 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 2.23 83.545 0.84 10 days, 11:00:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.11 18.375 0.18 0:08:00 1 0 0 100
TOTAL 2 1.67 101.920 1.02 5 days, 5:34:00 2 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 2.23 83.545 0.84 10 days, 11:00:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.11 18.375 0.18 0:08:00 1 0 0 100
TOTAL 2 1.67 101.920 1.02 5 days, 5:34:00 2 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
05/07/2023 18.375 1 0 0
06/07/2023 0 0 0 0
07/07/2023 0 0 0 0
08/07/2023 0 0 0 0
09/07/2023 0 0 0 0
10/07/2023 0 0 0 0
11/07/2023 0 0 0 0
12/07/2023 0 0 0 0
13/07/2023 0 0 0 0
14/07/2023 0 0 0 0
15/07/2023 0 0 0 0
16/07/2023 0 0 0 0
17/07/2023 0 0 0 0
18/07/2023 0 0 0 0
19/07/2023 0 0 0 0
20/07/2023 0 0 0 0
21/07/2023 0 0 0 0
22/07/2023 0 0 0 0
23/07/2023 0 0 0 0
24/07/2023 0 0 0 0
25/07/2023 0 0 0 0
26/07/2023 0 0 0 0
27/07/2023 0 0 0 0
28/07/2023 0 0 0 0
29/07/2023 0 0 0 0
30/07/2023 83.545 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-07-01 00:00:00
Backtesting to 2023-08-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 2 / 0.06
Starting balance 10000 USDT
Final balance 10101.92 USDT
Absolute profit 101.92 USDT
Total profit % 1.02%
CAGR % 12.68%
Sortino -100.00
Sharpe 1.93
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 50.96 (100.00)
Avg. daily profit % 0.03%
Avg. stake amount 825.091 USDT
Total trade volume 1650.183 USDT
Best Pair XLM/USDT 0.84%
Worst Pair AAVE/USDT 0.00%
Best trade XLM/USDT 2.23%
Worst trade MKR/USDT 1.11%
Best day 83.545 USDT
Worst day 0 USDT
Days win/draw/lose 2 / 24 / 0
Avg. Duration Winners 5 days, 5:34:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 2 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 2.36%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 2 1.67 101.920 1.02 5 days, 5:34:00 2 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230801-20230901

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 0:27:00 0:27:00 0:27:00 0:39:00 0:39:00
Market Change -17.92 % -17.92 % -17.92 % -17.92 % -17.92 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 2.39 % 2.39 % 2.39 % 2.48 % 2.48 %
Profit Sum 47.83 % 47.83 % 47.83 % 47.13 % 47.13 %
Profit Total 7.1 % 7.1 % 7.1 % 8.02 % 8.02 %
Trades 20 20 20 19 19
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALGO/USDT 2 4.17 140.370 1.4 1:00:00 2 0 0 100
BCH/USDT 2 5.05 126.509 1.27 0:33:00 2 0 0 100
AAVE/USDT 2 3.46 116.687 1.17 1:04:00 2 0 0 100
VET/USDT 1 3.34 56.770 0.57 1:01:00 1 0 0 100
XRP/USDT 1 2.8 47.569 0.48 0:02:00 1 0 0 100
FIL/USDT 2 1.34 45.544 0.46 0:12:00 2 0 0 100
STX/USDT 1 2.67 45.412 0.45 0:35:00 1 0 0 100
BTC/USDT 1 2.56 43.281 0.43 0:01:00 1 0 0 100
CRO/USDT 1 3.41 28.909 0.29 0:01:00 1 0 0 100
DOT/USDT 2 0.84 16.757 0.17 0:14:00 2 0 0 100
ETC/USDT 1 1.0 16.531 0.17 0:01:00 1 0 0 100
DEGO/USDT 1 1.07 9.139 0.09 1:13:00 1 0 0 100
EOS/USDT 1 0.44 7.297 0.07 0:01:00 1 0 0 100
XLM/USDT 1 0.33 5.469 0.05 0:01:00 1 0 0 100
VELO/USDT 1 0.49 4.045 0.04 0:01:00 1 0 0 100
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 20 2.39 710.289 7.1 0:27:00 20 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.0 0.000 0.0 0:00 0 0 0 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
142 5 2.72 232.130 2.32 1:02:00 5 0 0 100
4 141 142 2 4.1 136.599 1.37 0:01:00 2 0 0 100
101 5 2.34 98.886 0.99 0:20:00 5 0 0 100
3 141 142 1 4.75 81.499 0.81 1:05:00 1 0 0 100
141 142 4 0.91 61.021 0.61 0:01:00 4 0 0 100
1 43 1 2.67 45.412 0.45 0:35:00 1 0 0 100
4 43 1 2.25 38.211 0.38 0:23:00 1 0 0 100
6 101 141 142 1 1.0 16.531 0.17 0:01:00 1 0 0 100
TOTAL 20 2.39 710.289 7.1 0:27:00 20 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_5 ( 4 141 142 ) 1 5.37 89.542 0.9 0:01:00 1 0 0 100
exit_long_normal_d_4_84 ( 3 141 142 ) 1 4.75 81.499 0.81 1:05:00 1 0 0 100
exit_long_tc_d_4_51 ( 142 ) 1 4.07 69.630 0.7 2:08:00 1 0 0 100
exit_long_tc_w_3_3 ( 142 ) 1 3.34 56.770 0.57 1:01:00 1 0 0 100
exit_long_tc_d_2_78 ( 142 ) 1 2.96 50.828 0.51 2:00:00 1 0 0 100
exit_long_tc_u_2 ( 142 ) 1 2.8 47.569 0.48 0:02:00 1 0 0 100
exit_long_normal_u_2 ( 4 141 142 ) 1 2.84 47.057 0.47 0:01:00 1 0 0 100
exit_long_normal_d_2_70 ( 1 43 ) 1 2.67 45.412 0.45 0:35:00 1 0 0 100
exit_long_rapid_u_5 ( 101 ) 1 5.35 45.010 0.45 0:01:00 1 0 0 100
exit_long_tc_u_2 ( 141 142 ) 1 2.56 43.281 0.43 0:01:00 1 0 0 100
exit_long_normal_d_2_20 ( 4 43 ) 1 2.25 38.211 0.38 0:23:00 1 0 0 100
exit_long_rapid_u_3 ( 101 ) 1 3.41 28.909 0.29 0:01:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 2 1.23 20.922 0.21 0:50:00 2 0 0 100
exit_long_tc_u_0 ( 141 142 ) 3 0.36 17.740 0.18 0:01:00 3 0 0 100
exit_long_normal_u_0 ( 6 101 141 142 ) 1 1.0 16.531 0.17 0:01:00 1 0 0 100
exit_long_tc_u_0 ( 142 ) 1 0.44 7.333 0.07 0:01:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 1 0.49 4.045 0.04 0:01:00 1 0 0 100
TOTAL 20 2.39 710.289 7.1 0:27:00 20 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('4 141 142 ', 'exit_long_normal_u_5 ( 4 141 142 )') 1 5.37 89.542 0.9 0:01:00 1 0 0 100
('3 141 142 ', 'exit_long_normal_d_4_84 ( 3 141 142 )') 1 4.75 81.499 0.81 1:05:00 1 0 0 100
('142 ', 'exit_long_tc_d_4_51 ( 142 )') 1 4.07 69.630 0.7 2:08:00 1 0 0 100
('142 ', 'exit_long_tc_w_3_3 ( 142 )') 1 3.34 56.770 0.57 1:01:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_78 ( 142 )') 1 2.96 50.828 0.51 2:00:00 1 0 0 100
('142 ', 'exit_long_tc_u_2 ( 142 )') 1 2.8 47.569 0.48 0:02:00 1 0 0 100
('4 141 142 ', 'exit_long_normal_u_2 ( 4 141 142 )') 1 2.84 47.057 0.47 0:01:00 1 0 0 100
('1 43 ', 'exit_long_normal_d_2_70 ( 1 43 )') 1 2.67 45.412 0.45 0:35:00 1 0 0 100
('101 ', 'exit_long_rapid_u_5 ( 101 )') 1 5.35 45.010 0.45 0:01:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_2 ( 141 142 )') 1 2.56 43.281 0.43 0:01:00 1 0 0 100
('4 43 ', 'exit_long_normal_d_2_20 ( 4 43 )') 1 2.25 38.211 0.38 0:23:00 1 0 0 100
('101 ', 'exit_long_rapid_u_3 ( 101 )') 1 3.41 28.909 0.29 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 2 1.23 20.922 0.21 0:50:00 2 0 0 100
('141 142 ', 'exit_long_tc_u_0 ( 141 142 )') 3 0.36 17.740 0.18 0:01:00 3 0 0 100
('6 101 141 142 ', 'exit_long_normal_u_0 ( 6 101 141 142 )') 1 1.0 16.531 0.17 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 1 0.44 7.333 0.07 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 1 0.49 4.045 0.04 0:01:00 1 0 0 100
TOTAL 20 2.39 710.289 7.1 0:27:00 20 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
15/08/2023 41.604 5 0 0
16/08/2023 0 0 0 0
17/08/2023 548.227 13 0 0
18/08/2023 120.458 2 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-08-01 00:00:00
Backtesting to 2023-09-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 20 / 0.65
Starting balance 10000 USDT
Final balance 10710.289 USDT
Absolute profit 710.289 USDT
Total profit % 7.10%
CAGR % 124.33%
Sortino -100.00
Sharpe 16.85
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 35.51 (100.00)
Avg. daily profit % 0.23%
Avg. stake amount 1471.151 USDT
Total trade volume 29423.021 USDT
Best Pair BCH/USDT 1.27%
Worst Pair ADA/USDT 0.00%
Best trade ALGO/USDT 5.37%
Worst trade DOT/USDT 0.30%
Best day 548.227 USDT
Worst day 0 USDT
Days win/draw/lose 3 / 1 / 0
Avg. Duration Winners 0:27:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 20 / 0
Rejected Entry signals 31
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -17.92%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 20 2.39 710.289 7.1 0:27:00 20 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230901-20231001

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 0:00 0:00 0:00 0:00 0:00
Market Change 4.31 % 4.31 % 4.31 % 4.31 % 4.31 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Sum 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Total 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Trades 0 0 0 0 0
Win Rate 0 % 0 % 0 % 0 % 0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

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

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.0 0.000 0.0 0:00 0 0 0 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.0 0.000 0.0 0:00 0 0 0 0

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.0 0.000 0.0 0:00 0 0 0 0

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.0 0.000 0.0 0:00 0 0 0 0

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses

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

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

STRATEGY SUMMARY

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

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20231001-20231101

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 6 days, 20:28:00 6 days, 20:28:00 5 days, 11:38:00 4 days, 18:54:00 4 days, 18:54:00
Market Change 16.21 % 16.21 % 16.21 % 16.21 % 16.21 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 2.3 % 2.3 % 2.07 % 2.42 % 2.42 %
Profit Sum 9.21 % 9.21 % 10.33 % 14.51 % 14.51 %
Profit Total 1.94 % 1.94 % 2.03 % 2.82 % 2.82 %
Trades 4 4 5 6 6
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETC/USDT 1 2.19 83.191 0.83 21 days, 21:55:00 1 0 0 100
WIN/USDT 1 3.1 51.263 0.51 2:30:00 1 0 0 100
EWT/USDT 1 2.0 33.512 0.34 0:01:00 1 0 0 100
ATOM/USDT 1 1.91 25.641 0.26 5 days, 9:25:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 4 2.3 193.608 1.94 6 days, 20:28:00 4 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ATOM/USDT 1 1.91 25.641 0.26 5 days, 9:25:00 1 0 0 100
TOTAL 1 1.91 25.641 0.26 5 days, 9:25:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 2 2.05 108.832 1.09 13 days, 15:40:00 2 0 0 100
5 1 3.1 51.263 0.51 2:30:00 1 0 0 100
43 1 2.0 33.512 0.34 0:01:00 1 0 0 100
TOTAL 4 2.3 193.608 1.94 6 days, 20:28:00 4 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 2.19 83.191 0.83 21 days, 21:55:00 1 0 0 100
exit_long_normal_d_3_98 ( 5 ) 1 3.1 51.263 0.51 2:30:00 1 0 0 100
exit_long_quick_u_2 ( 43 ) 1 2.0 33.512 0.34 0:01:00 1 0 0 100
force_exit 1 1.91 25.641 0.26 5 days, 9:25:00 1 0 0 100
TOTAL 4 2.3 193.608 1.94 6 days, 20:28:00 4 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 2.19 83.191 0.83 21 days, 21:55:00 1 0 0 100
('5 ', 'exit_long_normal_d_3_98 ( 5 )') 1 3.1 51.263 0.51 2:30:00 1 0 0 100
('43 ', 'exit_long_quick_u_2 ( 43 )') 1 2.0 33.512 0.34 0:01:00 1 0 0 100
('120 ', 'force_exit') 1 1.91 25.641 0.26 5 days, 9:25:00 1 0 0 100
TOTAL 4 2.3 193.608 1.94 6 days, 20:28:00 4 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
19/10/2023 51.263 1 0 0
20/10/2023 0 0 0 0
21/10/2023 0 0 0 0
22/10/2023 0 0 0 0
23/10/2023 0 0 0 0
24/10/2023 83.191 1 0 0
25/10/2023 0 0 0 0
26/10/2023 33.512 1 0 0
27/10/2023 0 0 0 0
28/10/2023 0 0 0 0
29/10/2023 0 0 0 0
30/10/2023 0 0 0 0
31/10/2023 0 0 0 0
01/11/2023 25.641 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-10-01 00:00:00
Backtesting to 2023-11-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 4 / 0.13
Starting balance 10000 USDT
Final balance 10193.608 USDT
Absolute profit 193.608 USDT
Total profit % 1.94%
CAGR % 25.33%
Sortino -100.00
Sharpe 5.39
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 48.40 (100.00)
Avg. daily profit % 0.06%
Avg. stake amount 954.987 USDT
Total trade volume 3819.949 USDT
Best Pair WIN/USDT 0.51%
Worst Pair AAVE/USDT 0.00%
Best trade WIN/USDT 3.10%
Worst trade ATOM/USDT 1.91%
Best day 83.191 USDT
Worst day 0 USDT
Days win/draw/lose 4 / 10 / 0
Avg. Duration Winners 6 days, 20:28:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 4 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 16.21%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 4 2.30 193.608 1.94 6 days, 20:28:00 4 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20231101-20231201

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 16:55:00 16:55:00 16:55:00 16:55:00 16:55:00
Market Change 18.38 % 18.38 % 18.38 % 18.38 % 18.38 %
Max Drawdown 0.088 % 0.088 % 0.088 % 0.088 % 0.088 %
Profit Mean 1.05 % 1.05 % 1.05 % 1.05 % 1.05 %
Profit Sum 17.9 % 17.9 % 17.9 % 17.9 % 17.9 %
Profit Total 2.97 % 2.97 % 2.97 % 2.97 % 2.97 %
Trades 17 17 17 17 17
Win Rate 94.12 % 94.12 % 94.12 % 94.12 % 94.12 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CKB/USDT 3 0.95 47.332 0.47 4:25:00 3 0 0 100
XRP/USDT 2 1.17 39.073 0.39 0:53:00 2 0 0 100
DAG/USDT 2 1.17 39.043 0.39 0:16:00 2 0 0 100
KSM/USDT 2 1.16 38.536 0.39 0:16:00 2 0 0 100
AAVE/USDT 1 1.49 24.755 0.25 0:30:00 1 0 0 100
GRT/USDT 1 1.31 21.724 0.22 0:04:00 1 0 0 100
ALGO/USDT 1 1.3 21.700 0.22 1:26:00 1 0 0 100
XTZ/USDT 1 1.2 20.047 0.2 0:40:00 1 0 0 100
NEO/USDT 1 1.14 19.213 0.19 0:11:00 1 0 0 100
XLM/USDT 1 1.04 17.518 0.18 1 day, 22:25:00 1 0 0 100
COMP/USDT 1 1.01 17.025 0.17 0:10:00 1 0 0 100
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 1 -0.42 -9.071 -0.09 9 days, 5:55:00 0 0 1 0
TOTAL 17 1.05 296.895 2.97 16:55:00 16 0 1 94.1

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LTC/USDT 1 -0.42 -9.071 -0.09 9 days, 5:55:00 0 0 1 0
TOTAL 1 -0.42 -9.071 -0.09 9 days, 5:55:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 5 0.98 82.389 0.82 1:23:00 5 0 0 100
2 4 1.17 77.605 0.78 0:18:00 4 0 0 100
142 3 1.35 67.746 0.68 16:05:00 3 0 0 100
143 1 1.49 24.755 0.25 0:30:00 1 0 0 100
5 143 1 1.3 21.700 0.22 1:26:00 1 0 0 100
2 5 1 1.27 21.201 0.21 7:15:00 1 0 0 100
6 101 1 0.63 10.569 0.11 0:01:00 1 0 0 100
120 1 -0.42 -9.071 -0.09 9 days, 5:55:00 0 0 1 0
TOTAL 17 1.05 296.895 2.97 16:55:00 16 0 1 94.1

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 4 1.12 75.280 0.75 0:13:00 4 0 0 100
exit_long_normal_u_1 ( 2 ) 3 1.16 57.559 0.58 0:11:00 3 0 0 100
exit_long_tc_d_1_95 ( 142 ) 1 1.71 28.504 0.29 1:45:00 1 0 0 100
exit_long_tc_d_1_70 ( 143 ) 1 1.49 24.755 0.25 0:30:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.31 21.724 0.22 0:04:00 1 0 0 100
exit_long_normal_d_1_53 ( 5 143 ) 1 1.3 21.700 0.22 1:26:00 1 0 0 100
exit_long_normal_d_1_84 ( 2 5 ) 1 1.27 21.201 0.21 7:15:00 1 0 0 100
exit_long_normal_d_1_60 ( 2 ) 1 1.2 20.047 0.2 0:40:00 1 0 0 100
exit_long_tc_d_1_63 ( 142 ) 1 1.04 17.518 0.18 1 day, 22:25:00 1 0 0 100
exit_long_normal_u_0 ( 6 101 ) 1 0.63 10.569 0.11 0:01:00 1 0 0 100
exit_long_normal_d_0_95 ( 6 ) 1 0.42 7.109 0.07 6:00:00 1 0 0 100
force_exit 1 -0.42 -9.071 -0.09 9 days, 5:55:00 0 0 1 0
TOTAL 17 1.05 296.895 2.97 16:55:00 16 0 1 94.1

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 4 1.12 75.280 0.75 0:13:00 4 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 3 1.16 57.559 0.58 0:11:00 3 0 0 100
('142 ', 'exit_long_tc_d_1_95 ( 142 )') 1 1.71 28.504 0.29 1:45:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_70 ( 143 )') 1 1.49 24.755 0.25 0:30:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.31 21.724 0.22 0:04:00 1 0 0 100
('5 143 ', 'exit_long_normal_d_1_53 ( 5 143 )') 1 1.3 21.700 0.22 1:26:00 1 0 0 100
('2 5 ', 'exit_long_normal_d_1_84 ( 2 5 )') 1 1.27 21.201 0.21 7:15:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_60 ( 2 )') 1 1.2 20.047 0.2 0:40:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_63 ( 142 )') 1 1.04 17.518 0.18 1 day, 22:25:00 1 0 0 100
('6 101 ', 'exit_long_normal_u_0 ( 6 101 )') 1 0.63 10.569 0.11 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_95 ( 6 )') 1 0.42 7.109 0.07 6:00:00 1 0 0 100
('120 ', 'force_exit') 1 -0.42 -9.071 -0.09 9 days, 5:55:00 0 0 1 0
TOTAL 17 1.05 296.895 2.97 16:55:00 16 0 1 94.1

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
09/11/2023 234.532 11 0 0
10/11/2023 0 0 0 0
11/11/2023 0 0 0 0
12/11/2023 0 0 0 0
13/11/2023 0 0 0 0
14/11/2023 46.807 3 0 0
15/11/2023 17.518 1 0 0
16/11/2023 0 0 0 0
17/11/2023 7.109 1 0 0
18/11/2023 0 0 0 0
19/11/2023 0 0 0 0
20/11/2023 0 0 0 0
21/11/2023 0 0 0 0
22/11/2023 0 0 0 0
23/11/2023 0 0 0 0
24/11/2023 0 0 0 0
25/11/2023 0 0 0 0
26/11/2023 0 0 0 0
27/11/2023 0 0 0 0
28/11/2023 0 0 0 0
29/11/2023 0 0 0 0
30/11/2023 0 0 0 0
01/12/2023 -9.071 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2023-11-01 00:00:00
Backtesting to 2023-12-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 17 / 0.57
Starting balance 10000 USDT
Final balance 10296.895 USDT
Absolute profit 296.895 USDT
Total profit % 2.97%
CAGR % 42.76%
Sortino -100.00
Sharpe 23.25
Calmar 2148.19
Profit factor 33.73
Expectancy (Ratio) 17.46 (1.93)
Avg. daily profit % 0.10%
Avg. stake amount 1650.554 USDT
Total trade volume 28059.415 USDT
Best Pair CKB/USDT 0.47%
Worst Pair LTC/USDT -0.09%
Best trade XRP/USDT 1.71%
Worst trade LTC/USDT -0.42%
Best day 234.532 USDT
Worst day -9.071 USDT
Days win/draw/lose 4 / 18 / 1
Avg. Duration Winners 4:06:00
Avg. Duration Loser 9 days, 5:55:00
Max Consecutive Wins / Loss 16 / 1
Rejected Entry signals 9
Entry/Exit Timeouts 0 / 0
Min balance 10017.738 USDT
Max balance 10305.966 USDT
Max % of account underwater 0.09%
Absolute Drawdown (Account) 0.09%
Absolute Drawdown 9.071 USDT
Drawdown high 305.966 USDT
Drawdown low 296.895 USDT
Drawdown Start 2023-11-17 00:50:00
Drawdown End 2023-12-01 00:00:00
Market change 18.38%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 17 1.05 296.895 2.97 16:55:00 16 0 1 94.1 9.071 USDT 0.09%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20231201-20240101

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 14:57:00 14:57:00 14:57:00 13:07:00 13:07:00
Market Change 32.18 % 32.18 % 32.18 % 32.18 % 32.18 %
Max Drawdown 0.0 % 0.0 % 0.0 % 3.0398 % 3.0398 %
Profit Mean 1.81 % 1.81 % 1.85 % 1.36 % 1.36 %
Profit Sum 50.59 % 50.59 % 51.84 % 42.25 % 42.25 %
Profit Total 8.99 % 8.99 % 9.22 % 6.61 % 6.61 %
Trades 28 28 28 31 31
Win Rate 100.0 % 100.0 % 100.0 % 96.77 % 96.77 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TEL/USDT 4 3.0 212.449 2.12 0:30:00 4 0 0 100
DEGO/USDT 1 6.76 115.691 1.16 0:19:00 1 0 0 100
FIL/USDT 2 1.82 112.898 1.13 4 days, 2:52:00 2 0 0 100
ALGO/USDT 3 1.67 84.408 0.84 0:16:00 3 0 0 100
ONT/USDT 2 2.06 73.031 0.73 0:34:00 2 0 0 100
ADA/USDT 2 1.53 52.477 0.52 0:01:00 2 0 0 100
SNX/USDT 2 1.39 47.710 0.48 0:01:00 2 0 0 100
DOT/USDT 2 1.27 42.193 0.42 0:23:00 2 0 0 100
DASH/USDT 1 1.33 23.190 0.23 0:01:00 1 0 0 100
KAI/USDT 1 1.23 20.774 0.21 2:30:00 1 0 0 100
ETC/USDT 1 1.23 20.524 0.21 0:01:00 1 0 0 100
ALEPH/USDT 2 0.86 19.244 0.19 1 day, 7:56:00 2 0 0 100
LTC/USDT 1 1.84 19.231 0.19 5 days, 6:20:00 1 0 0 100
BCH/USDT 1 1.09 18.211 0.18 0:49:00 1 0 0 100
STX/USDT 1 1.07 17.937 0.18 22:06:00 1 0 0 100
EOS/USDT 1 1.03 17.073 0.17 0:04:00 1 0 0 100
DGB/USDT 1 0.14 2.256 0.02 0:01:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 28 1.81 899.298 8.99 14:57:00 28 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LTC/USDT 1 1.84 19.231 0.19 5 days, 6:20:00 1 0 0 100
TOTAL 1 1.84 19.231 0.19 5 days, 6:20:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 6 2.13 220.329 2.2 1:01:00 6 0 0 100
142 8 1.32 175.807 1.76 0:19:00 8 0 0 100
3 2 3.59 126.593 1.27 0:06:00 2 0 0 100
120 2 1.9 104.017 1.04 6 days, 17:34:00 2 0 0 100
2 3 1 2.57 45.715 0.46 1:28:00 1 0 0 100
5 1 2.29 41.075 0.41 1:06:00 1 0 0 100
3 101 1 2.32 40.156 0.4 0:01:00 1 0 0 100
143 2 1.08 36.148 0.36 11:28:00 2 0 0 100
2 6 101 1 1.83 31.956 0.32 0:01:00 1 0 0 100
6 101 1 1.75 30.643 0.31 0:01:00 1 0 0 100
3 101 141 142 1 1.66 28.823 0.29 0:01:00 1 0 0 100
101 1 1.52 15.780 0.16 2 days, 12:55:00 1 0 0 100
4 1 0.14 2.256 0.02 0:01:00 1 0 0 100
TOTAL 28 1.81 899.298 8.99 14:57:00 28 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_6_60 ( 6 ) 1 6.76 115.691 1.16 0:19:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.95 84.786 0.85 8 days, 4:48:00 1 0 0 100
exit_long_normal_u_4 ( 3 ) 1 4.69 82.691 0.83 0:09:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 3 1.21 60.205 0.6 0:02:00 3 0 0 100
exit_long_tc_w_1_3 ( 142 ) 2 1.68 56.215 0.56 0:50:00 2 0 0 100
exit_long_normal_d_2_83 ( 2 3 ) 1 2.57 45.715 0.46 1:28:00 1 0 0 100
exit_long_normal_u_2 ( 3 ) 1 2.5 43.901 0.44 0:02:00 1 0 0 100
exit_long_normal_d_2_3 ( 5 ) 1 2.29 41.075 0.41 1:06:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.18 40.258 0.4 0:01:00 2 0 0 100
exit_long_normal_u_2 ( 3 101 ) 1 2.32 40.156 0.4 0:01:00 1 0 0 100
exit_long_normal_d_2_71 ( 6 ) 1 2.25 40.142 0.4 0:20:00 1 0 0 100
exit_long_tc_d_1_40 ( 142 ) 1 1.98 32.977 0.33 0:45:00 1 0 0 100
exit_long_normal_u_1 ( 2 6 101 ) 1 1.83 31.956 0.32 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 6 101 ) 1 1.75 30.643 0.31 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 3 101 141 142 ) 1 1.66 28.823 0.29 0:01:00 1 0 0 100
exit_long_tc_u_0 ( 142 ) 2 0.8 26.411 0.26 0:01:00 2 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.23 20.774 0.21 2:30:00 1 0 0 100
force_exit 1 1.84 19.231 0.19 5 days, 6:20:00 1 0 0 100
exit_long_tc_d_1_20 ( 143 ) 1 1.09 18.211 0.18 0:49:00 1 0 0 100
exit_long_tc_d_1_55 ( 143 ) 1 1.07 17.937 0.18 22:06:00 1 0 0 100
exit_long_rapid_3_1_1 ( 101 ) 1 1.52 15.780 0.16 2 days, 12:55:00 1 0 0 100
exit_long_normal_w_0_7 ( 6 ) 1 0.2 3.464 0.03 2:56:00 1 0 0 100
exit_long_normal_u_0 ( 4 ) 1 0.14 2.256 0.02 0:01:00 1 0 0 100
TOTAL 28 1.81 899.298 8.99 14:57:00 28 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_6_60 ( 6 )') 1 6.76 115.691 1.16 0:19:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.95 84.786 0.85 8 days, 4:48:00 1 0 0 100
('3 ', 'exit_long_normal_u_4 ( 3 )') 1 4.69 82.691 0.83 0:09:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 3 1.21 60.205 0.6 0:02:00 3 0 0 100
('142 ', 'exit_long_tc_w_1_3 ( 142 )') 2 1.68 56.215 0.56 0:50:00 2 0 0 100
('2 3 ', 'exit_long_normal_d_2_83 ( 2 3 )') 1 2.57 45.715 0.46 1:28:00 1 0 0 100
('3 ', 'exit_long_normal_u_2 ( 3 )') 1 2.5 43.901 0.44 0:02:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_3 ( 5 )') 1 2.29 41.075 0.41 1:06:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.18 40.258 0.4 0:01:00 2 0 0 100
('3 101 ', 'exit_long_normal_u_2 ( 3 101 )') 1 2.32 40.156 0.4 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_71 ( 6 )') 1 2.25 40.142 0.4 0:20:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_40 ( 142 )') 1 1.98 32.977 0.33 0:45:00 1 0 0 100
('2 6 101 ', 'exit_long_normal_u_1 ( 2 6 101 )') 1 1.83 31.956 0.32 0:01:00 1 0 0 100
('6 101 ', 'exit_long_normal_u_1 ( 6 101 )') 1 1.75 30.643 0.31 0:01:00 1 0 0 100
('3 101 141 142 ', 'exit_long_normal_u_1 ( 3 101 141 142 )') 1 1.66 28.823 0.29 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 2 0.8 26.411 0.26 0:01:00 2 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.23 20.774 0.21 2:30:00 1 0 0 100
('120 ', 'force_exit') 1 1.84 19.231 0.19 5 days, 6:20:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 1 1.09 18.211 0.18 0:49:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_55 ( 143 )') 1 1.07 17.937 0.18 22:06:00 1 0 0 100
('101 ', 'exit_long_rapid_3_1_1 ( 101 )') 1 1.52 15.780 0.16 2 days, 12:55:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_7 ( 6 )') 1 0.2 3.464 0.03 2:56:00 1 0 0 100
('4 ', 'exit_long_normal_u_0 ( 4 )') 1 0.14 2.256 0.02 0:01:00 1 0 0 100
TOTAL 28 1.81 899.298 8.99 14:57:00 28 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
04/12/2023 17.067 1 0 0
05/12/2023 0 0 0 0
06/12/2023 0 0 0 0
07/12/2023 0 0 0 0
08/12/2023 0 0 0 0
09/12/2023 0 0 0 0
10/12/2023 0 0 0 0
11/12/2023 196.275 10 0 0
12/12/2023 17.937 1 0 0
13/12/2023 3.464 1 0 0
14/12/2023 0 0 0 0
15/12/2023 20.774 1 0 0
16/12/2023 0 0 0 0
17/12/2023 15.78 1 0 0
18/12/2023 0 0 0 0
19/12/2023 0 0 0 0
20/12/2023 0 0 0 0
21/12/2023 0 0 0 0
22/12/2023 0 0 0 0
23/12/2023 0 0 0 0
24/12/2023 115.691 1 0 0
25/12/2023 84.786 1 0 0
26/12/2023 154.768 5 0 0
27/12/2023 126.593 2 0 0
28/12/2023 45.715 1 0 0
29/12/2023 40.142 1 0 0
30/12/2023 0 0 0 0
31/12/2023 41.075 1 0 0
01/01/2024 19.231 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-12-01 00:00:00
Backtesting to 2024-01-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 28 / 0.9
Starting balance 10000 USDT
Final balance 10899.298 USDT
Absolute profit 899.298 USDT
Total profit % 8.99%
CAGR % 175.64%
Sortino -100.00
Sharpe 22.47
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 32.12 (100.00)
Avg. daily profit % 0.29%
Avg. stake amount 1568.916 USDT
Total trade volume 43929.657 USDT
Best Pair TEL/USDT 2.12%
Worst Pair AAVE/USDT 0.00%
Best trade DEGO/USDT 6.76%
Worst trade DGB/USDT 0.14%
Best day 196.275 USDT
Worst day 0 USDT
Days win/draw/lose 14 / 15 / 0
Avg. Duration Winners 14:57:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 28 / 0
Rejected Entry signals 7
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 32.18%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 28 1.81 899.298 8.99 14:57:00 28 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20240101-20240201

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 1 day, 16:44:00 1 day, 16:44:00 1 day, 15:23:00 23:41:00 23:25:00
Market Change -8.09 % -8.09 % -8.09 % -8.09 % -8.09 %
Max Drawdown 1.9568 % 1.9568 % 1.9581 % 0.1591 % 0.2616 %
Profit Mean 1.1 % 1.1 % 1.04 % 1.79 % 2.02 %
Profit Sum 32.03 % 32.03 % 31.19 % 35.77 % 42.39 %
Profit Total 2.27 % 2.27 % 2.19 % 5.95 % 7.03 %
Trades 29 29 30 20 21
Win Rate 93.1 % 93.1 % 93.33 % 95.0 % 95.24 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DIA/USDT 1 3.04 51.279 0.51 0:25:00 1 0 0 100
CKB/USDT 3 1.54 38.415 0.38 0:09:00 3 0 0 100
NWC/USDT 2 1.48 34.868 0.35 0:30:00 2 0 0 100
VELO/USDT 1 2.04 33.734 0.34 1:03:00 1 0 0 100
ALEPH/USDT 1 1.8 30.293 0.3 0:11:00 1 0 0 100
UMA/USDT 1 1.7 28.388 0.28 0:20:00 1 0 0 100
TEL/USDT 1 1.47 26.196 0.26 0:40:00 1 0 0 100
LINK/USDT 1 1.42 23.724 0.24 0:20:00 1 0 0 100
FIL/USDT 1 1.16 19.481 0.19 0:08:00 1 0 0 100
SNX/USDT 1 1.16 19.473 0.19 0:10:00 1 0 0 100
EOS/USDT 2 1.13 18.820 0.19 0:02:00 2 0 0 100
DGB/USDT 2 0.9 15.067 0.15 0:02:00 2 0 0 100
ETH/USDT 1 1.8 14.956 0.15 0:02:00 1 0 0 100
ARPA/USDT 1 1.5 12.708 0.13 0:47:00 1 0 0 100
COTI/USDT 2 0.74 12.285 0.12 0:03:00 2 0 0 100
NIM/USDT 1 1.19 10.088 0.1 0:02:00 1 0 0 100
ONE/USDT 1 1.15 9.618 0.1 0:13:00 1 0 0 100
LTC/USDT 1 1.12 9.324 0.09 0:02:00 1 0 0 100
ETC/USDT 1 1.11 9.236 0.09 0:02:00 1 0 0 100
BTC/USDT 1 0.94 7.781 0.08 0:01:00 1 0 0 100
DOT/USDT 1 0.5 5.103 0.05 1 day, 2:47:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 1 -0.29 -16.571 -0.17 19 days, 8:35:00 0 0 1 0
SXP/USDT 1 -3.89 -187.543 -1.88 28 days, 11:55:00 0 0 1 0
TOTAL 29 1.1 226.720 2.27 1 day, 16:44:00 27 0 2 93.1

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 -0.29 -16.571 -0.17 19 days, 8:35:00 0 0 1 0
SXP/USDT 1 -3.89 -187.543 -1.88 28 days, 11:55:00 0 0 1 0
TOTAL 2 -2.09 -204.115 -2.04 23 days, 22:15:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
41 3 1.26 63.157 0.63 0:15:00 3 0 0 100
6 2 1.87 62.122 0.62 0:42:00 2 0 0 100
42 1 3.04 51.279 0.51 0:25:00 1 0 0 100
3 2 1.32 45.669 0.46 0:25:00 2 0 0 100
2 3 43 101 1 1.8 30.293 0.3 0:11:00 1 0 0 100
101 19 0.91 -9.229 -0.09 1 day, 13:32:00 18 0 1 94.7
120 1 -0.29 -16.571 -0.17 19 days, 8:35:00 0 0 1 0
TOTAL 29 1.1 226.720 2.27 1 day, 16:44:00 27 0 2 93.1

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_rapid_u_1 ( 101 ) 11 1.33 122.132 1.22 0:05:00 11 0 0 100
exit_long_quick_d_3_3 ( 42 ) 1 3.04 51.279 0.51 0:25:00 1 0 0 100
exit_long_normal_d_2_105 ( 6 ) 1 2.04 33.734 0.34 1:03:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 43 101 ) 1 1.8 30.293 0.3 0:11:00 1 0 0 100
exit_long_normal_d_1_99 ( 6 ) 1 1.7 28.388 0.28 0:20:00 1 0 0 100
exit_long_normal_d_1_72 ( 3 ) 1 1.47 26.196 0.26 0:40:00 1 0 0 100
exit_long_quick_d_1_27 ( 41 ) 1 1.42 23.724 0.24 0:20:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 4 0.71 23.457 0.23 0:01:00 4 0 0 100
exit_long_quick_d_1_87 ( 41 ) 1 1.19 19.952 0.2 0:16:00 1 0 0 100
exit_long_quick_d_1_20 ( 41 ) 1 1.16 19.481 0.19 0:08:00 1 0 0 100
exit_long_normal_d_1_71 ( 3 ) 1 1.16 19.473 0.19 0:10:00 1 0 0 100
exit_long_rapid_d_1_87 ( 101 ) 1 1.77 14.915 0.15 0:45:00 1 0 0 100
exit_long_rapid_d_1_83 ( 101 ) 1 1.5 12.708 0.13 0:47:00 1 0 0 100
exit_long_rapid_rpd_6 ( 101 ) 1 0.5 5.103 0.05 1 day, 2:47:00 1 0 0 100
force_exit 2 -2.09 -204.115 -2.04 23 days, 22:15:00 0 0 2 0
TOTAL 29 1.1 226.720 2.27 1 day, 16:44:00 27 0 2 93.1

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('101 ', 'exit_long_rapid_u_1 ( 101 )') 11 1.33 122.132 1.22 0:05:00 11 0 0 100
('42 ', 'exit_long_quick_d_3_3 ( 42 )') 1 3.04 51.279 0.51 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_105 ( 6 )') 1 2.04 33.734 0.34 1:03:00 1 0 0 100
('2 3 43 101 ', 'exit_long_normal_u_1 ( 2 3 43 101 )') 1 1.8 30.293 0.3 0:11:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_99 ( 6 )') 1 1.7 28.388 0.28 0:20:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_72 ( 3 )') 1 1.47 26.196 0.26 0:40:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_27 ( 41 )') 1 1.42 23.724 0.24 0:20:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 4 0.71 23.457 0.23 0:01:00 4 0 0 100
('41 ', 'exit_long_quick_d_1_87 ( 41 )') 1 1.19 19.952 0.2 0:16:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_20 ( 41 )') 1 1.16 19.481 0.19 0:08:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_71 ( 3 )') 1 1.16 19.473 0.19 0:10:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_87 ( 101 )') 1 1.77 14.915 0.15 0:45:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_83 ( 101 )') 1 1.5 12.708 0.13 0:47:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_6 ( 101 )') 1 0.5 5.103 0.05 1 day, 2:47:00 1 0 0 100
('120 ', 'force_exit') 1 -0.29 -16.571 -0.17 19 days, 8:35:00 0 0 1 0
('101 ', 'force_exit') 1 -3.89 -187.543 -1.88 28 days, 11:55:00 0 0 1 0
TOTAL 29 1.1 226.720 2.27 1 day, 16:44:00 27 0 2 93.1

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
02/01/2024 33.734 1 0 0
03/01/2024 233.046 19 0 0
04/01/2024 5.103 1 0 0
05/01/2024 12.708 1 0 0
06/01/2024 0 0 0 0
07/01/2024 0 0 0 0
08/01/2024 0 0 0 0
09/01/2024 26.196 1 0 0
10/01/2024 0 0 0 0
11/01/2024 0 0 0 0
12/01/2024 0 0 0 0
13/01/2024 0 0 0 0
14/01/2024 0 0 0 0
15/01/2024 0 0 0 0
16/01/2024 0 0 0 0
17/01/2024 0 0 0 0
18/01/2024 0 0 0 0
19/01/2024 0 0 0 0
20/01/2024 0 0 0 0
21/01/2024 51.279 1 0 0
22/01/2024 10.088 1 0 0
23/01/2024 28.388 1 0 0
24/01/2024 0 0 0 0
25/01/2024 0 0 0 0
26/01/2024 0 0 0 0
27/01/2024 30.293 1 0 0
28/01/2024 0 0 0 0
29/01/2024 0 0 0 0
30/01/2024 0 0 0 0
31/01/2024 0 0 0 0
01/02/2024 -204.115 0 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-02-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 29 / 0.94
Starting balance 10000 USDT
Final balance 10226.72 USDT
Absolute profit 226.72 USDT
Total profit % 2.27%
CAGR % 30.21%
Sortino 1.63
Sharpe 3.61
Calmar 71.40
Profit factor 2.11
Expectancy (Ratio) 7.82 (0.08)
Avg. daily profit % 0.07%
Avg. stake amount 1113.931 USDT
Total trade volume 32304.001 USDT
Best Pair CKB/USDT 0.38%
Worst Pair SXP/USDT -1.88%
Best trade DIA/USDT 3.04%
Worst trade SXP/USDT -3.89%
Best day 233.046 USDT
Worst day -204.115 USDT
Days win/draw/lose 9 / 21 / 1
Avg. Duration Winners 1:13:00
Avg. Duration Loser 23 days, 22:15:00
Max Consecutive Wins / Loss 27 / 2
Rejected Entry signals 25
Entry/Exit Timeouts 0 / 0
Min balance 10033.734 USDT
Max balance 10430.835 USDT
Max % of account underwater 1.96%
Absolute Drawdown (Account) 1.96%
Absolute Drawdown 204.115 USDT
Drawdown high 430.835 USDT
Drawdown low 226.72 USDT
Drawdown Start 2024-01-27 19:46:00
Drawdown End 2024-02-01 00:00:00
Market change -8.09%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 29 1.10 226.720 2.27 1 day, 16:44:00 27 0 2 93.1 204.115 USDT 1.96%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20240201-20240301

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 20:13:00 20:13:00 20:13:00 16:15:00 16:15:00
Market Change 41.32 % 41.32 % 41.32 % 41.32 % 41.32 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.81 % 1.81 % 1.81 % 1.71 % 1.71 %
Profit Sum 14.49 % 14.49 % 14.49 % 17.1 % 17.1 %
Profit Total 2.51 % 2.51 % 2.51 % 3.13 % 3.13 %
Trades 8 8 8 10 10
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
COTI/USDT 1 3.44 57.064 0.57 0:20:00 1 0 0 100
STX/USDT 1 2.74 45.768 0.46 0:09:00 1 0 0 100
UMA/USDT 1 2.27 44.918 0.45 4:05:00 1 0 0 100
FIL/USDT 1 1.37 43.188 0.43 6 days, 8:40:00 1 0 0 100
VET/USDT 2 1.15 38.435 0.38 0:28:00 2 0 0 100
PLU/USDT 1 2.12 17.657 0.18 0:45:00 1 0 0 100
UNI/USDT 1 0.24 3.962 0.04 2:46:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 8 1.81 250.992 2.51 20:13:00 8 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FIL/USDT 1 1.37 43.188 0.43 6 days, 8:40:00 1 0 0 100
TOTAL 1 1.37 43.188 0.43 6 days, 8:40:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 2 3.09 102.832 1.03 0:14:00 2 0 0 100
2 6 1 2.27 44.918 0.45 4:05:00 1 0 0 100
120 1 1.37 43.188 0.43 6 days, 8:40:00 1 0 0 100
142 2 0.76 25.110 0.25 1:24:00 2 0 0 100
101 1 2.12 17.657 0.18 0:45:00 1 0 0 100
143 1 1.03 17.286 0.17 0:56:00 1 0 0 100
TOTAL 8 1.81 250.992 2.51 20:13:00 8 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_3_99 ( 6 ) 1 3.44 57.064 0.57 0:20:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.74 45.768 0.46 0:09:00 1 0 0 100
exit_long_normal_w_2_12 ( 2 6 ) 1 2.27 44.918 0.45 4:05:00 1 0 0 100
force_exit 1 1.37 43.188 0.43 6 days, 8:40:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.28 21.149 0.21 0:01:00 1 0 0 100
exit_long_rapid_d_2_43 ( 101 ) 1 2.12 17.657 0.18 0:45:00 1 0 0 100
exit_long_tc_d_1_97 ( 143 ) 1 1.03 17.286 0.17 0:56:00 1 0 0 100
exit_profit_long_tc_t_0_3_m ( 142 ) 1 0.24 3.962 0.04 2:46:00 1 0 0 100
TOTAL 8 1.81 250.992 2.51 20:13:00 8 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_3_99 ( 6 )') 1 3.44 57.064 0.57 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.74 45.768 0.46 0:09:00 1 0 0 100
('2 6 ', 'exit_long_normal_w_2_12 ( 2 6 )') 1 2.27 44.918 0.45 4:05:00 1 0 0 100
('120 ', 'force_exit') 1 1.37 43.188 0.43 6 days, 8:40:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.28 21.149 0.21 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_43 ( 101 )') 1 2.12 17.657 0.18 0:45:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_97 ( 143 )') 1 1.03 17.286 0.17 0:56:00 1 0 0 100
('142 ', 'exit_profit_long_tc_t_0_3_m ( 142 )') 1 0.24 3.962 0.04 2:46:00 1 0 0 100
TOTAL 8 1.81 250.992 2.51 20:13:00 8 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
20/02/2024 21.149 1 0 0
21/02/2024 0 0 0 0
22/02/2024 0 0 0 0
23/02/2024 3.962 1 0 0
24/02/2024 0 0 0 0
25/02/2024 57.064 1 0 0
26/02/2024 0 0 0 0
27/02/2024 17.657 1 0 0
28/02/2024 107.973 3 0 0
29/02/2024 0 0 0 0
01/03/2024 43.188 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2024-02-01 00:00:00
Backtesting to 2024-03-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 8 / 0.28
Starting balance 10000 USDT
Final balance 10250.992 USDT
Absolute profit 250.992 USDT
Total profit % 2.51%
CAGR % 36.62%
Sortino -100.00
Sharpe 9.48
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 31.37 (100.00)
Avg. daily profit % 0.09%
Avg. stake amount 1413.14 USDT
Total trade volume 11305.121 USDT
Best Pair COTI/USDT 0.57%
Worst Pair AAVE/USDT 0.00%
Best trade COTI/USDT 3.44%
Worst trade UNI/USDT 0.24%
Best day 107.973 USDT
Worst day 0 USDT
Days win/draw/lose 6 / 5 / 0
Avg. Duration Winners 20:13:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 8 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 41.32%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 8 1.81 250.992 2.51 20:13:00 8 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20240301-20240401

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 1 day, 23:50:00 1 day, 23:50:00 1 day, 22:21:00 2 days, 1:51:00 2 days, 1:51:00
Market Change 24.76 % 24.76 % 24.76 % 24.76 % 24.76 %
Max Drawdown 4.255 % 4.255 % 4.247 % 4.1342 % 4.1342 %
Profit Mean 1.26 % 1.26 % 1.26 % 1.26 % 1.26 %
Profit Sum 38.98 % 38.98 % 40.33 % 39.03 % 39.03 %
Profit Total 2.91 % 2.91 % 3.18 % 3.98 % 3.98 %
Trades 31 31 32 31 31
Win Rate 93.55 % 93.55 % 93.75 % 93.55 % 93.55 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NWC/USDT 6 1.83 170.572 1.71 0:26:00 6 0 0 100
COTI/USDT 3 2.01 116.212 1.16 1:26:00 3 0 0 100
GRT/USDT 2 1.44 101.243 1.01 3 days, 15:24:00 2 0 0 100
ALGO/USDT 1 1.34 83.523 0.84 12 days, 1:03:00 1 0 0 100
TEL/USDT 2 1.99 57.644 0.58 0:33:00 2 0 0 100
PLU/USDT 1 6.33 51.870 0.52 0:17:00 1 0 0 100
FIL/USDT 1 1.6 26.949 0.27 0:03:00 1 0 0 100
AAVE/USDT 2 1.04 26.671 0.27 0:47:00 2 0 0 100
BTT/USDT 2 0.64 21.336 0.21 0:07:00 2 0 0 100
ALEPH/USDT 3 0.64 18.571 0.19 7:07:00 3 0 0 100
YFI/USDT 1 0.73 17.693 0.18 9:17:00 1 0 0 100
DGB/USDT 1 1.06 17.688 0.18 0:08:00 1 0 0 100
DASH/USDT 1 1.05 8.776 0.09 0:03:00 1 0 0 100
ADA/USDT 1 0.45 8.592 0.09 3:50:00 1 0 0 100
WIN/USDT 1 0.11 1.851 0.02 0:58:00 1 0 0 100
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 2 0.1 -165.223 -1.65 13 days, 12:40:00 1 0 1 50.0
VIDT/USDT 1 -3.06 -273.256 -2.73 13 days, 11:40:00 0 0 1 0
TOTAL 31 1.26 290.712 2.91 1 day, 23:50:00 29 0 2 93.5

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 1 -0.93 -184.075 -1.84 26 days, 7:50:00 0 0 1 0
VIDT/USDT 1 -3.06 -273.256 -2.73 13 days, 11:40:00 0 0 1 0
TOTAL 2 -2.0 -457.331 -4.57 19 days, 21:45:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 2 1.56 166.235 1.66 9 days, 15:52:00 2 0 0 100
101 7 1.86 109.638 1.1 3:27:00 7 0 0 100
5 6 1 2.8 47.571 0.48 0:15:00 1 0 0 100
141 2 1.36 45.480 0.45 0:06:00 2 0 0 100
6 42 101 1 2.4 40.929 0.41 0:04:00 1 0 0 100
142 2 0.78 27.192 0.27 2:00:00 2 0 0 100
41 1 1.42 23.112 0.23 1:17:00 1 0 0 100
42 1 1.25 21.103 0.21 0:35:00 1 0 0 100
43 1 1.17 19.406 0.19 0:13:00 1 0 0 100
3 1 1.06 17.688 0.18 0:08:00 1 0 0 100
3 101 1 0.13 2.250 0.02 0:02:00 1 0 0 100
5 1 0.11 1.851 0.02 0:58:00 1 0 0 100
6 10 0.82 -231.744 -2.32 4 days, 2:43:00 8 0 2 80.0
TOTAL 31 1.26 290.712 2.91 1 day, 23:50:00 29 0 2 93.5

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 2 1.56 166.235 1.66 9 days, 15:52:00 2 0 0 100
exit_long_normal_w_3_8 ( 6 ) 1 2.7 53.289 0.53 1:00:00 1 0 0 100
exit_long_rapid_o_6 ( 101 ) 1 6.33 51.870 0.52 0:17:00 1 0 0 100
exit_long_normal_d_2_65 ( 5 6 ) 1 2.8 47.571 0.48 0:15:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 2 1.36 45.480 0.45 0:06:00 2 0 0 100
exit_long_normal_u_2 ( 6 42 101 ) 1 2.4 40.929 0.41 0:04:00 1 0 0 100
exit_long_normal_d_2_38 ( 6 ) 1 1.99 40.480 0.4 3:15:00 1 0 0 100
exit_long_normal_d_2_70 ( 6 ) 1 2.11 36.091 0.36 0:29:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.1 34.809 0.35 0:03:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 3 1.29 32.149 0.32 0:09:00 3 0 0 100
exit_long_quick_w_1_14 ( 41 ) 1 1.42 23.112 0.23 1:17:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.35 22.443 0.22 0:02:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.25 21.103 0.21 0:35:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.17 19.406 0.19 0:13:00 1 0 0 100
exit_long_normal_w_1_10 ( 6 ) 1 1.14 18.852 0.19 17:30:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.11 18.600 0.19 0:09:00 1 0 0 100
exit_long_normal_w_1_12 ( 6 ) 1 0.73 17.693 0.18 9:17:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.06 17.688 0.18 0:08:00 1 0 0 100
exit_long_rapid_d_1_83 ( 101 ) 1 1.17 10.073 0.1 0:51:00 1 0 0 100
exit_long_tc_d_0_25 ( 142 ) 1 0.45 8.592 0.09 3:50:00 1 0 0 100
exit_long_rapid_w_1_11 ( 101 ) 1 0.96 8.071 0.08 1:25:00 1 0 0 100
exit_long_rapid_rpd_3 ( 101 ) 1 0.69 7.475 0.07 21:06:00 1 0 0 100
exit_long_normal_u_0 ( 3 101 ) 1 0.13 2.250 0.02 0:02:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.11 1.930 0.02 0:01:00 1 0 0 100
exit_long_normal_d_0_80 ( 5 ) 1 0.11 1.851 0.02 0:58:00 1 0 0 100
force_exit 2 -2.0 -457.331 -4.57 19 days, 21:45:00 0 0 2 0
TOTAL 31 1.26 290.712 2.91 1 day, 23:50:00 29 0 2 93.5

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 2 1.56 166.235 1.66 9 days, 15:52:00 2 0 0 100
('6 ', 'exit_long_normal_w_3_8 ( 6 )') 1 2.7 53.289 0.53 1:00:00 1 0 0 100
('101 ', 'exit_long_rapid_o_6 ( 101 )') 1 6.33 51.870 0.52 0:17:00 1 0 0 100
('5 6 ', 'exit_long_normal_d_2_65 ( 5 6 )') 1 2.8 47.571 0.48 0:15:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 2 1.36 45.480 0.45 0:06:00 2 0 0 100
('6 42 101 ', 'exit_long_normal_u_2 ( 6 42 101 )') 1 2.4 40.929 0.41 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_38 ( 6 )') 1 1.99 40.480 0.4 3:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_70 ( 6 )') 1 2.11 36.091 0.36 0:29:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.1 34.809 0.35 0:03:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 3 1.29 32.149 0.32 0:09:00 3 0 0 100
('41 ', 'exit_long_quick_w_1_14 ( 41 )') 1 1.42 23.112 0.23 1:17:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.35 22.443 0.22 0:02:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.25 21.103 0.21 0:35:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 1 1.17 19.406 0.19 0:13:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_10 ( 6 )') 1 1.14 18.852 0.19 17:30:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.11 18.600 0.19 0:09:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_12 ( 6 )') 1 0.73 17.693 0.18 9:17:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.06 17.688 0.18 0:08:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_83 ( 101 )') 1 1.17 10.073 0.1 0:51:00 1 0 0 100
('142 ', 'exit_long_tc_d_0_25 ( 142 )') 1 0.45 8.592 0.09 3:50:00 1 0 0 100
('101 ', 'exit_long_rapid_w_1_11 ( 101 )') 1 0.96 8.071 0.08 1:25:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_3 ( 101 )') 1 0.69 7.475 0.07 21:06:00 1 0 0 100
('3 101 ', 'exit_long_normal_u_0 ( 3 101 )') 1 0.13 2.250 0.02 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.11 1.930 0.02 0:01:00 1 0 0 100
('5 ', 'exit_long_normal_d_0_80 ( 5 )') 1 0.11 1.851 0.02 0:58:00 1 0 0 100
('6 ', 'force_exit') 2 -2.0 -457.331 -4.57 19 days, 21:45:00 0 0 2 0
TOTAL 31 1.26 290.712 2.91 1 day, 23:50:00 29 0 2 93.5

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
05/03/2024 128.471 8 0 0
06/03/2024 17.693 1 0 0
07/03/2024 23.112 1 0 0
08/03/2024 8.845 1 0 0
09/03/2024 0 0 0 0
10/03/2024 134.581 2 0 0
11/03/2024 0 0 0 0
12/03/2024 0 0 0 0
13/03/2024 34.809 1 0 0
14/03/2024 0 0 0 0
15/03/2024 151.515 7 0 0
16/03/2024 2.25 1 0 0
17/03/2024 7.475 1 0 0
18/03/2024 36.091 1 0 0
19/03/2024 98.574 3 0 0
20/03/2024 0 0 0 0
21/03/2024 0 0 0 0
22/03/2024 0 0 0 0
23/03/2024 0 0 0 0
24/03/2024 0 0 0 0
25/03/2024 83.523 1 0 0
26/03/2024 21.103 1 0 0
27/03/2024 0 0 0 0
28/03/2024 0 0 0 0
29/03/2024 0 0 0 0
30/03/2024 0 0 0 0
31/03/2024 0 0 0 0
01/04/2024 -457.331 0 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2024-03-01 00:00:00
Backtesting to 2024-04-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 31 / 1.0
Starting balance 10000 USDT
Final balance 10290.712 USDT
Absolute profit 290.712 USDT
Total profit % 2.91%
CAGR % 40.13%
Sortino 4.02
Sharpe 2.68
Calmar 42.11
Profit factor 1.64
Expectancy (Ratio) 9.38 (0.04)
Avg. daily profit % 0.09%
Avg. stake amount 1375.81 USDT
Total trade volume 42650.121 USDT
Best Pair NWC/USDT 1.71%
Worst Pair VIDT/USDT -2.73%
Best trade PLU/USDT 6.33%
Worst trade VIDT/USDT -3.06%
Best day 151.515 USDT
Worst day -457.331 USDT
Days win/draw/lose 13 / 14 / 1
Avg. Duration Winners 18:11:00
Avg. Duration Loser 19 days, 21:45:00
Max Consecutive Wins / Loss 29 / 2
Rejected Entry signals 37
Entry/Exit Timeouts 0 / 0
Min balance 10018.852 USDT
Max balance 10748.043 USDT
Max % of account underwater 4.26%
Absolute Drawdown (Account) 4.26%
Absolute Drawdown 457.331 USDT
Drawdown high 748.043 USDT
Drawdown low 290.712 USDT
Drawdown Start 2024-03-26 21:25:00
Drawdown End 2024-04-01 00:00:00
Market change 24.76%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 31 1.26 290.712 2.91 1 day, 23:50:00 29 0 2 93.5 457.331 USDT 4.26%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20240401-20240501

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 21:06:00 21:06:00 21:06:00 8:20:00 8:20:00
Market Change -25.78 % -25.78 % -25.78 % -25.78 % -25.78 %
Max Drawdown 1.4764 % 1.4764 % 1.4764 % 0.0 % 0.0 %
Profit Mean 1.04 % 1.04 % 1.04 % 1.17 % 1.17 %
Profit Sum 34.25 % 34.25 % 34.25 % 42.04 % 42.04 %
Profit Total 4.71 % 4.71 % 4.71 % 7.85 % 7.85 %
Trades 33 33 33 36 36
Win Rate 96.97 % 96.97 % 96.97 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CKB/USDT 3 2.57 128.532 1.29 1:27:00 3 0 0 100
ALGO/USDT 2 1.06 90.520 0.91 3 days, 14:48:00 2 0 0 100
ARPA/USDT 4 1.22 74.614 0.75 0:55:00 4 0 0 100
ALEPH/USDT 4 1.09 57.086 0.57 0:18:00 4 0 0 100
VRA/USDT 2 1.06 35.064 0.35 2:04:00 2 0 0 100
DGB/USDT 1 1.94 33.169 0.33 0:25:00 1 0 0 100
LTC/USDT 2 1.13 28.964 0.29 0:06:00 2 0 0 100
CHR/USDT 1 1.45 28.869 0.29 2:35:00 1 0 0 100
FIL/USDT 1 1.15 21.604 0.22 4:50:00 1 0 0 100
ONE/USDT 1 1.12 18.851 0.19 0:05:00 1 0 0 100
BCH/USDT 1 1.07 17.698 0.18 0:08:00 1 0 0 100
VET/USDT 1 1.04 17.133 0.17 0:45:00 1 0 0 100
AAVE/USDT 1 0.73 16.736 0.17 9:15:00 1 0 0 100
ROSE/USDT 1 1.73 14.332 0.14 0:35:00 1 0 0 100
STX/USDT 1 0.7 11.603 0.12 0:01:00 1 0 0 100
NWC/USDT 1 1.13 9.455 0.09 0:29:00 1 0 0 100
COTI/USDT 1 1.02 8.560 0.09 0:26:00 1 0 0 100
ADA/USDT 2 0.13 5.719 0.06 2:18:00 2 0 0 100
GRT/USDT 1 0.31 5.143 0.05 0:01:00 1 0 0 100
EOS/USDT 1 0.25 4.114 0.04 0:01:00 1 0 0 100
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 1 -3.05 -156.912 -1.57 20 days, 4:55:00 0 0 1 0
TOTAL 33 1.04 470.854 4.71 21:06:00 32 0 1 97.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UNI/USDT 1 -3.05 -156.912 -1.57 20 days, 4:55:00 0 0 1 0
TOTAL 1 -3.05 -156.912 -1.57 20 days, 4:55:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
42 4 1.76 117.525 1.18 2:00:00 4 0 0 100
2 101 3 1.67 89.125 0.89 1:08:00 3 0 0 100
120 1 1.72 84.042 0.84 7 days, 5:34:00 1 0 0 100
6 3 1.4 70.897 0.71 0:13:00 3 0 0 100
142 5 0.54 45.036 0.45 0:02:00 5 0 0 100
3 2 1.2 40.460 0.4 0:24:00 2 0 0 100
2 3 6 101 1 1.45 28.869 0.29 2:35:00 1 0 0 100
4 141 143 1 1.15 21.604 0.22 4:50:00 1 0 0 100
2 3 4 101 1 1.22 20.584 0.21 0:01:00 1 0 0 100
141 2 0.59 19.985 0.2 1:16:00 2 0 0 100
6 141 142 1 0.73 16.736 0.17 9:15:00 1 0 0 100
6 142 1 0.12 2.867 0.03 2:50:00 1 0 0 100
101 8 0.66 -86.876 -0.87 2 days, 12:57:00 7 0 1 87.5
TOTAL 33 1.04 470.854 4.71 21:06:00 32 0 1 97.0

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 1.72 84.042 0.84 7 days, 5:34:00 1 0 0 100
exit_long_quick_w_3_11 ( 42 ) 1 3.12 52.307 0.52 2:35:00 1 0 0 100
exit_long_normal_d_3_77 ( 2 101 ) 1 3.15 52.251 0.52 0:40:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.14 37.728 0.38 0:06:00 2 0 0 100
exit_long_rapid_u_1 ( 101 ) 4 1.1 37.327 0.37 0:17:00 4 0 0 100
exit_long_normal_d_1_27 ( 6 ) 1 1.94 33.169 0.33 0:25:00 1 0 0 100
exit_long_normal_d_1_26 ( 2 3 6 101 ) 1 1.45 28.869 0.29 2:35:00 1 0 0 100
exit_long_tc_u_0 ( 142 ) 4 0.41 27.338 0.27 0:01:00 4 0 0 100
exit_long_quick_d_1_81 ( 42 ) 1 1.44 23.973 0.24 1:05:00 1 0 0 100
exit_long_quick_d_1_87 ( 42 ) 1 1.41 23.599 0.24 0:20:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.39 23.553 0.24 0:02:00 1 0 0 100
exit_long_normal_d_1_13 ( 4 141 143 ) 1 1.15 21.604 0.22 4:50:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 4 101 ) 1 1.22 20.584 0.21 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 2 101 ) 1 1.12 18.851 0.19 0:05:00 1 0 0 100
exit_long_normal_w_1_11 ( 2 101 ) 1 0.74 18.022 0.18 2:40:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.07 17.698 0.18 0:08:00 1 0 0 100
exit_long_quick_w_1_11 ( 42 ) 1 1.07 17.645 0.18 4:00:00 1 0 0 100
exit_long_tc_d_1_20 ( 141 ) 1 1.04 17.133 0.17 0:45:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 3 ) 1 1.01 16.906 0.17 0:45:00 1 0 0 100
exit_long_normal_d_0_50 ( 6 141 142 ) 1 0.73 16.736 0.17 9:15:00 1 0 0 100
exit_long_rapid_d_1_27 ( 101 ) 1 1.73 14.332 0.14 0:35:00 1 0 0 100
exit_long_rapid_d_1_65 ( 101 ) 1 1.51 12.454 0.12 0:57:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 1 0.68 5.923 0.06 0:01:00 1 0 0 100
exit_long_normal_d_0_38 ( 6 142 ) 1 0.12 2.867 0.03 2:50:00 1 0 0 100
exit_long_tc_d_0_38 ( 141 ) 1 0.15 2.852 0.03 1:47:00 1 0 0 100
force_exit 1 -3.05 -156.912 -1.57 20 days, 4:55:00 0 0 1 0
TOTAL 33 1.04 470.854 4.71 21:06:00 32 0 1 97.0

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 1.72 84.042 0.84 7 days, 5:34:00 1 0 0 100
('42 ', 'exit_long_quick_w_3_11 ( 42 )') 1 3.12 52.307 0.52 2:35:00 1 0 0 100
('2 101 ', 'exit_long_normal_d_3_77 ( 2 101 )') 1 3.15 52.251 0.52 0:40:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.14 37.728 0.38 0:06:00 2 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 4 1.1 37.327 0.37 0:17:00 4 0 0 100
('6 ', 'exit_long_normal_d_1_27 ( 6 )') 1 1.94 33.169 0.33 0:25:00 1 0 0 100
('2 3 6 101 ', 'exit_long_normal_d_1_26 ( 2 3 6 101 )') 1 1.45 28.869 0.29 2:35:00 1 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 4 0.41 27.338 0.27 0:01:00 4 0 0 100
('42 ', 'exit_long_quick_d_1_81 ( 42 )') 1 1.44 23.973 0.24 1:05:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_87 ( 42 )') 1 1.41 23.599 0.24 0:20:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.39 23.553 0.24 0:02:00 1 0 0 100
('4 141 143 ', 'exit_long_normal_d_1_13 ( 4 141 143 )') 1 1.15 21.604 0.22 4:50:00 1 0 0 100
('2 3 4 101 ', 'exit_long_normal_u_1 ( 2 3 4 101 )') 1 1.22 20.584 0.21 0:01:00 1 0 0 100
('2 101 ', 'exit_long_normal_u_1 ( 2 101 )') 1 1.12 18.851 0.19 0:05:00 1 0 0 100
('2 101 ', 'exit_long_normal_w_1_11 ( 2 101 )') 1 0.74 18.022 0.18 2:40:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.07 17.698 0.18 0:08:00 1 0 0 100
('42 ', 'exit_long_quick_w_1_11 ( 42 )') 1 1.07 17.645 0.18 4:00:00 1 0 0 100
('141 ', 'exit_long_tc_d_1_20 ( 141 )') 1 1.04 17.133 0.17 0:45:00 1 0 0 100
('3 ', 'exit_profit_long_normal_t_1_1_m ( 3 )') 1 1.01 16.906 0.17 0:45:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_d_0_50 ( 6 141 142 )') 1 0.73 16.736 0.17 9:15:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_27 ( 101 )') 1 1.73 14.332 0.14 0:35:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_65 ( 101 )') 1 1.51 12.454 0.12 0:57:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 1 0.68 5.923 0.06 0:01:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_0_38 ( 6 142 )') 1 0.12 2.867 0.03 2:50:00 1 0 0 100
('141 ', 'exit_long_tc_d_0_38 ( 141 )') 1 0.15 2.852 0.03 1:47:00 1 0 0 100
('101 ', 'force_exit') 1 -3.05 -156.912 -1.57 20 days, 4:55:00 0 0 1 0
TOTAL 33 1.04 470.854 4.71 21:06:00 32 0 1 97.0

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/04/2024 17.645 1 0 0
02/04/2024 82.764 7 0 0
03/04/2024 0 0 0 0
04/04/2024 0 0 0 0
05/04/2024 0 0 0 0
06/04/2024 0 0 0 0
07/04/2024 0 0 0 0
08/04/2024 0 0 0 0
09/04/2024 49.96 3 0 0
10/04/2024 0 0 0 0
11/04/2024 0 0 0 0
12/04/2024 180.666 10 0 0
13/04/2024 122.649 5 0 0
14/04/2024 40.29 2 0 0
15/04/2024 0 0 0 0
16/04/2024 33.169 1 0 0
17/04/2024 84.042 1 0 0
18/04/2024 0 0 0 0
19/04/2024 0 0 0 0
20/04/2024 0 0 0 0
21/04/2024 0 0 0 0
22/04/2024 0 0 0 0
23/04/2024 0 0 0 0
24/04/2024 0 0 0 0
25/04/2024 0 0 0 0
26/04/2024 0 0 0 0
27/04/2024 0 0 0 0
28/04/2024 0 0 0 0
29/04/2024 0 0 0 0
30/04/2024 16.58 2 0 0
01/05/2024 -156.912 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2024-04-01 00:00:00
Backtesting to 2024-05-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 33 / 1.1
Starting balance 10000 USDT
Final balance 10470.854 USDT
Absolute profit 470.854 USDT
Total profit % 4.71%
CAGR % 75.03%
Sortino -100.00
Sharpe 8.74
Calmar 203.09
Profit factor 4.00
Expectancy (Ratio) 14.27 (0.09)
Avg. daily profit % 0.16%
Avg. stake amount 1405.794 USDT
Total trade volume 46391.204 USDT
Best Pair CKB/USDT 1.29%
Worst Pair UNI/USDT -1.57%
Best trade CKB/USDT 3.15%
Worst trade UNI/USDT -3.05%
Best day 180.666 USDT
Worst day -156.912 USDT
Days win/draw/lose 9 / 21 / 1
Avg. Duration Winners 6:36:00
Avg. Duration Loser 20 days, 4:55:00
Max Consecutive Wins / Loss 32 / 1
Rejected Entry signals 227
Entry/Exit Timeouts 0 / 0
Min balance 10017.645 USDT
Max balance 10627.766 USDT
Max % of account underwater 1.48%
Absolute Drawdown (Account) 1.48%
Absolute Drawdown 156.912 USDT
Drawdown high 627.766 USDT
Drawdown low 470.854 USDT
Drawdown Start 2024-04-30 13:25:00
Drawdown End 2024-05-01 00:00:00
Market change -25.78%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 33 1.04 470.854 4.71 21:06:00 32 0 1 97.0 156.912 USDT 1.48%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20240501-20240601

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 5 days, 4:40:00 5 days, 4:40:00 5 days, 4:40:00 5 days, 3:36:00 5 days, 3:36:00
Market Change -0.54 % -0.54 % -0.54 % -0.54 % -0.54 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.36 % 1.36 % 1.36 % 1.96 % 1.96 %
Profit Sum 5.44 % 5.44 % 5.44 % 7.82 % 7.82 %
Profit Total 1.3 % 1.3 % 1.3 % 1.9 % 1.9 %
Trades 4 4 4 4 4
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALGO/USDT 1 1.65 83.425 0.83 19 days, 16:17:00 1 0 0 100
STX/USDT 1 1.26 24.650 0.25 21:06:00 1 0 0 100
CKB/USDT 1 1.59 13.759 0.14 5:15:00 1 0 0 100
VELO/USDT 1 0.94 7.817 0.08 0:01:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 4 1.36 129.651 1.3 5 days, 4:40:00 4 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.0 0.000 0.0 0:00 0 0 0 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 1 1.65 83.425 0.83 19 days, 16:17:00 1 0 0 100
142 1 1.26 24.650 0.25 21:06:00 1 0 0 100
101 2 1.26 21.576 0.22 2:38:00 2 0 0 100
TOTAL 4 1.36 129.651 1.3 5 days, 4:40:00 4 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 1.65 83.425 0.83 19 days, 16:17:00 1 0 0 100
exit_long_tc_w_1_2 ( 142 ) 1 1.26 24.650 0.25 21:06:00 1 0 0 100
exit_long_rapid_d_1_26 ( 101 ) 1 1.59 13.759 0.14 5:15:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 1 0.94 7.817 0.08 0:01:00 1 0 0 100
TOTAL 4 1.36 129.651 1.3 5 days, 4:40:00 4 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 1.65 83.425 0.83 19 days, 16:17:00 1 0 0 100
('142 ', 'exit_long_tc_w_1_2 ( 142 )') 1 1.26 24.650 0.25 21:06:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_26 ( 101 )') 1 1.59 13.759 0.14 5:15:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 1 0.94 7.817 0.08 0:01:00 1 0 0 100
TOTAL 4 1.36 129.651 1.3 5 days, 4:40:00 4 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/05/2024 13.759 1 0 0
02/05/2024 0 0 0 0
03/05/2024 0 0 0 0
04/05/2024 0 0 0 0
05/05/2024 0 0 0 0
06/05/2024 0 0 0 0
07/05/2024 0 0 0 0
08/05/2024 0 0 0 0
09/05/2024 0 0 0 0
10/05/2024 0 0 0 0
11/05/2024 0 0 0 0
12/05/2024 0 0 0 0
13/05/2024 0 0 0 0
14/05/2024 0 0 0 0
15/05/2024 0 0 0 0
16/05/2024 0 0 0 0
17/05/2024 24.65 1 0 0
18/05/2024 0 0 0 0
19/05/2024 0 0 0 0
20/05/2024 83.425 1 0 0
21/05/2024 0 0 0 0
22/05/2024 0 0 0 0
23/05/2024 0 0 0 0
24/05/2024 0 0 0 0
25/05/2024 0 0 0 0
26/05/2024 0 0 0 0
27/05/2024 7.817 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2024-05-01 00:00:00
Backtesting to 2024-06-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 4 / 0.13
Starting balance 10000 USDT
Final balance 10129.651 USDT
Absolute profit 129.651 USDT
Total profit % 1.30%
CAGR % 16.38%
Sortino -100.00
Sharpe 2.66
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 32.41 (100.00)
Avg. daily profit % 0.04%
Avg. stake amount 1032.662 USDT
Total trade volume 4130.648 USDT
Best Pair ALGO/USDT 0.83%
Worst Pair AAVE/USDT 0.00%
Best trade ALGO/USDT 1.65%
Worst trade VELO/USDT 0.94%
Best day 83.425 USDT
Worst day 0 USDT
Days win/draw/lose 4 / 23 / 0
Avg. Duration Winners 5 days, 4:40:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 4 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -0.54%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 4 1.36 129.651 1.3 5 days, 4:40:00 4 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20240601-20240701

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 17:10:00 17:10:00 17:10:00 17:44:00 17:44:00
Market Change -20.72 % -20.72 % -20.72 % -20.72 % -20.72 %
Max Drawdown 0.0578 % 0.0578 % 0.0578 % 0.0575 % 0.0575 %
Profit Mean 1.17 % 1.17 % 1.17 % 1.34 % 1.34 %
Profit Sum 33.86 % 33.86 % 33.86 % 37.5 % 37.5 %
Profit Total 4.71 % 4.71 % 4.71 % 6.28 % 6.28 %
Trades 29 29 29 28 28
Win Rate 96.55 % 96.55 % 96.55 % 96.43 % 96.43 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETC/USDT 2 2.11 70.111 0.7 0:33:00 2 0 0 100
VELO/USDT 3 1.11 57.265 0.57 0:21:00 3 0 0 100
VRA/USDT 2 2.1 49.947 0.5 0:04:00 2 0 0 100
ALGO/USDT 2 1.44 49.112 0.49 0:14:00 2 0 0 100
CKB/USDT 2 1.25 39.744 0.4 0:42:00 2 0 0 100
ADA/USDT 2 1.61 35.979 0.36 0:14:00 2 0 0 100
LTC/USDT 2 1.29 33.634 0.34 0:38:00 2 0 0 100
EOS/USDT 2 0.89 33.248 0.33 1 day, 2:54:00 2 0 0 100
AAVE/USDT 2 0.99 29.470 0.29 0:33:00 2 0 0 100
STX/USDT 1 1.64 27.444 0.27 0:01:00 1 0 0 100
ATOM/USDT 3 0.9 26.820 0.27 0:14:00 3 0 0 100
VET/USDT 1 1.08 9.067 0.09 0:17:00 1 0 0 100
NIM/USDT 2 0.32 5.530 0.06 0:03:00 2 0 0 100
GRT/USDT 2 0.45 2.093 0.02 9 days, 2:03:00 1 0 1 50.0
CRO/USDT 1 0.21 1.722 0.02 0:01:00 1 0 0 100
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 29 1.17 471.186 4.71 17:10:00 28 0 1 96.6

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 -0.08 -6.053 -0.06 18 days, 4:05:00 0 0 1 0
TOTAL 1 -0.08 -6.053 -0.06 18 days, 4:05:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
101 11 1.03 94.986 0.95 0:13:00 11 0 0 100
143 5 1.12 94.672 0.95 0:53:00 5 0 0 100
142 3 1.05 56.527 0.57 17:30:00 3 0 0 100
101 141 1 3.18 52.689 0.53 0:01:00 1 0 0 100
3 2 1.25 39.744 0.4 0:42:00 2 0 0 100
6 1 1.75 29.668 0.3 0:06:00 1 0 0 100
4 101 141 1 1.64 27.444 0.27 0:01:00 1 0 0 100
6 101 1 1.46 24.244 0.24 0:02:00 1 0 0 100
1 1 1.15 19.681 0.2 0:02:00 1 0 0 100
3 41 1 1.11 18.941 0.19 0:28:00 1 0 0 100
42 1 1.08 18.642 0.19 0:33:00 1 0 0 100
120 1 -0.08 -6.053 -0.06 18 days, 4:05:00 0 0 1 0
TOTAL 29 1.17 471.186 4.71 17:10:00 28 0 1 96.6

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_tc_u_3 ( 101 141 ) 1 3.18 52.689 0.53 0:01:00 1 0 0 100
exit_long_tc_w_1_3 ( 143 ) 2 1.29 43.167 0.43 1:05:00 2 0 0 100
exit_long_rapid_u_2 ( 101 ) 2 2.33 38.967 0.39 0:02:00 2 0 0 100
exit_long_tc_d_1_20 ( 143 ) 2 1.05 35.765 0.36 0:27:00 2 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.8 30.638 0.31 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.75 29.668 0.3 0:06:00 1 0 0 100
exit_long_normal_u_1 ( 4 101 141 ) 1 1.64 27.444 0.27 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 6 101 ) 1 1.46 24.244 0.24 0:02:00 1 0 0 100
exit_long_normal_d_1_20 ( 3 ) 1 1.35 20.520 0.21 0:20:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 1 1.15 19.681 0.2 0:02:00 1 0 0 100
exit_long_normal_d_1_53 ( 3 ) 1 1.15 19.224 0.19 1:05:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 5 0.45 19.122 0.19 0:02:00 5 0 0 100
exit_long_normal_d_1_20 ( 3 41 ) 1 1.11 18.941 0.19 0:28:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.08 18.642 0.19 0:33:00 1 0 0 100
exit_long_tc_d_1_52 ( 142 ) 1 0.84 17.508 0.18 2 days, 4:27:00 1 0 0 100
exit_long_tc_d_0_37 ( 143 ) 1 0.94 15.740 0.16 1:20:00 1 0 0 100
exit_long_rapid_d_1_70 ( 101 ) 1 1.12 9.403 0.09 0:39:00 1 0 0 100
exit_long_rapid_d_1_91 ( 101 ) 1 1.12 9.390 0.09 1:15:00 1 0 0 100
exit_long_rapid_d_1_20 ( 101 ) 1 1.08 9.067 0.09 0:17:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 1 1.06 9.036 0.09 0:02:00 1 0 0 100
exit_long_tc_u_0 ( 142 ) 1 0.51 8.381 0.08 0:01:00 1 0 0 100
force_exit 1 -0.08 -6.053 -0.06 18 days, 4:05:00 0 0 1 0
TOTAL 29 1.17 471.186 4.71 17:10:00 28 0 1 96.6

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('101 141 ', 'exit_long_tc_u_3 ( 101 141 )') 1 3.18 52.689 0.53 0:01:00 1 0 0 100
('143 ', 'exit_long_tc_w_1_3 ( 143 )') 2 1.29 43.167 0.43 1:05:00 2 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 2 2.33 38.967 0.39 0:02:00 2 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 2 1.05 35.765 0.36 0:27:00 2 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.8 30.638 0.31 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.75 29.668 0.3 0:06:00 1 0 0 100
('4 101 141 ', 'exit_long_normal_u_1 ( 4 101 141 )') 1 1.64 27.444 0.27 0:01:00 1 0 0 100
('6 101 ', 'exit_long_normal_u_1 ( 6 101 )') 1 1.46 24.244 0.24 0:02:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_20 ( 3 )') 1 1.35 20.520 0.21 0:20:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 1 1.15 19.681 0.2 0:02:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_53 ( 3 )') 1 1.15 19.224 0.19 1:05:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 5 0.45 19.122 0.19 0:02:00 5 0 0 100
('3 41 ', 'exit_long_normal_d_1_20 ( 3 41 )') 1 1.11 18.941 0.19 0:28:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.08 18.642 0.19 0:33:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_52 ( 142 )') 1 0.84 17.508 0.18 2 days, 4:27:00 1 0 0 100
('143 ', 'exit_long_tc_d_0_37 ( 143 )') 1 0.94 15.740 0.16 1:20:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_70 ( 101 )') 1 1.12 9.403 0.09 0:39:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_91 ( 101 )') 1 1.12 9.390 0.09 1:15:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_20 ( 101 )') 1 1.08 9.067 0.09 0:17:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 1 1.06 9.036 0.09 0:02:00 1 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 1 0.51 8.381 0.08 0:01:00 1 0 0 100
('120 ', 'force_exit') 1 -0.08 -6.053 -0.06 18 days, 4:05:00 0 0 1 0
TOTAL 29 1.17 471.186 4.71 17:10:00 28 0 1 96.6

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
07/06/2024 248.896 14 0 0
08/06/2024 0 0 0 0
09/06/2024 0 0 0 0
10/06/2024 0 0 0 0
11/06/2024 0 0 0 0
12/06/2024 0 0 0 0
13/06/2024 0 0 0 0
14/06/2024 29.668 1 0 0
15/06/2024 0 0 0 0
16/06/2024 0 0 0 0
17/06/2024 0 0 0 0
18/06/2024 175.636 10 0 0
19/06/2024 0 0 0 0
20/06/2024 17.508 1 0 0
21/06/2024 5.53 2 0 0
22/06/2024 0 0 0 0
23/06/2024 0 0 0 0
24/06/2024 0 0 0 0
25/06/2024 0 0 0 0
26/06/2024 0 0 0 0
27/06/2024 0 0 0 0
28/06/2024 0 0 0 0
29/06/2024 0 0 0 0
30/06/2024 0 0 0 0
01/07/2024 -6.053 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2024-06-01 00:00:00
Backtesting to 2024-07-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 29 / 0.97
Starting balance 10000 USDT
Final balance 10471.186 USDT
Absolute profit 471.186 USDT
Total profit % 4.71%
CAGR % 75.10%
Sortino -100.00
Sharpe 26.81
Calmar 5193.52
Profit factor 78.84
Expectancy (Ratio) 16.25 (2.68)
Avg. daily profit % 0.16%
Avg. stake amount 1383.656 USDT
Total trade volume 40126.036 USDT
Best Pair ETC/USDT 0.70%
Worst Pair ALEPH/USDT 0.00%
Best trade ETC/USDT 3.18%
Worst trade GRT/USDT -0.08%
Best day 248.896 USDT
Worst day -6.053 USDT
Days win/draw/lose 5 / 19 / 1
Avg. Duration Winners 2:13:00
Avg. Duration Loser 18 days, 4:05:00
Max Consecutive Wins / Loss 28 / 1
Rejected Entry signals 21
Entry/Exit Timeouts 0 / 0
Min balance 10020.279 USDT
Max balance 10477.239 USDT
Max % of account underwater 0.06%
Absolute Drawdown (Account) 0.06%
Absolute Drawdown 6.053 USDT
Drawdown high 477.239 USDT
Drawdown low 471.186 USDT
Drawdown Start 2024-06-21 07:45:00
Drawdown End 2024-07-01 00:00:00
Market change -20.72%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 29 1.17 471.186 4.71 17:10:00 28 0 1 96.6 6.053 USDT 0.06%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20240701-20240801

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 1:36:00 1:36:00 1:29:00 3:00:00 3:00:00
Market Change -6.39 % -6.39 % -6.39 % -6.39 % -6.39 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.48 % 1.48 % 1.46 % 1.59 % 1.59 %
Profit Sum 20.7 % 20.7 % 21.95 % 12.68 % 12.68 %
Profit Total 2.61 % 2.61 % 2.72 % 2.18 % 2.18 %
Trades 14 14 15 8 8
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 1 4.9 81.322 0.81 2:45:00 1 0 0 100
AAVE/USDT 2 1.3 43.131 0.43 0:05:00 2 0 0 100
PRE/USDT 1 1.02 24.063 0.24 15:45:00 1 0 0 100
BCH/USDT 1 1.28 21.556 0.22 0:14:00 1 0 0 100
CHR/USDT 2 1.23 20.967 0.21 0:38:00 2 0 0 100
ONE/USDT 1 2.23 18.465 0.18 1:33:00 1 0 0 100
ONT/USDT 1 1.6 13.286 0.13 0:01:00 1 0 0 100
ADA/USDT 1 1.09 9.082 0.09 0:09:00 1 0 0 100
DOT/USDT 1 1.05 8.715 0.09 0:03:00 1 0 0 100
UNI/USDT 1 1.03 8.546 0.09 0:19:00 1 0 0 100
MKR/USDT 1 1.02 8.432 0.08 0:03:00 1 0 0 100
BNB/USDT 1 0.41 3.448 0.03 0:01:00 1 0 0 100
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 14 1.48 261.012 2.61 1:36:00 14 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.0 0.000 0.0 0:00 0 0 0 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 101 3 2.5 124.453 1.24 0:58:00 3 0 0 100
101 9 1.21 90.941 0.91 0:23:00 9 0 0 100
4 1 1.02 24.063 0.24 15:45:00 1 0 0 100
6 141 142 1 1.28 21.556 0.22 0:14:00 1 0 0 100
TOTAL 14 1.48 261.012 2.61 1:36:00 14 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_4_25 ( 6 101 ) 1 4.9 81.322 0.81 2:45:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 6 1.18 58.723 0.59 0:06:00 6 0 0 100
exit_long_normal_u_1 ( 6 101 ) 2 1.3 43.131 0.43 0:05:00 2 0 0 100
exit_long_normal_d_1_35 ( 4 ) 1 1.02 24.063 0.24 15:45:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 1 1.28 21.556 0.22 0:14:00 1 0 0 100
exit_long_rapid_d_2_26 ( 101 ) 1 2.23 18.465 0.18 1:33:00 1 0 0 100
exit_long_rapid_d_1_95 ( 101 ) 1 1.18 10.305 0.1 1:15:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 1 0.41 3.448 0.03 0:01:00 1 0 0 100
TOTAL 14 1.48 261.012 2.61 1:36:00 14 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 101 ', 'exit_long_normal_d_4_25 ( 6 101 )') 1 4.9 81.322 0.81 2:45:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 6 1.18 58.723 0.59 0:06:00 6 0 0 100
('6 101 ', 'exit_long_normal_u_1 ( 6 101 )') 2 1.3 43.131 0.43 0:05:00 2 0 0 100
('4 ', 'exit_long_normal_d_1_35 ( 4 )') 1 1.02 24.063 0.24 15:45:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 1 1.28 21.556 0.22 0:14:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_26 ( 101 )') 1 2.23 18.465 0.18 1:33:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_95 ( 101 )') 1 1.18 10.305 0.1 1:15:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 1 0.41 3.448 0.03 0:01:00 1 0 0 100
TOTAL 14 1.48 261.012 2.61 1:36:00 14 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
05/07/2024 261.012 14 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2024-07-01 00:00:00
Backtesting to 2024-08-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 14 / 0.45
Starting balance 10000 USDT
Final balance 10261.012 USDT
Absolute profit 261.012 USDT
Total profit % 2.61%
CAGR % 35.44%
Sortino -100.00
Sharpe 8.70
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 18.64 (100.00)
Avg. daily profit % 0.08%
Avg. stake amount 1125.85 USDT
Total trade volume 15761.904 USDT
Best Pair VRA/USDT 0.81%
Worst Pair ALEPH/USDT 0.00%
Best trade VRA/USDT 4.90%
Worst trade BNB/USDT 0.41%
Best day 261.012 USDT
Worst day 261.012 USDT
Days win/draw/lose 1 / 0 / 0
Avg. Duration Winners 1:36:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 14 / 0
Rejected Entry signals 4
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -6.39%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 14 1.48 261.012 2.61 1:36:00 14 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20240801-20240901

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 1 day, 8:52:00 1 day, 8:52:00 1 day, 8:52:00 1 day, 23:48:00 2 days, 18:08:00
Market Change -14.37 % -14.37 % -14.37 % -14.37 % -14.37 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.1 % 1.1 % 1.1 % 1.72 % 1.6 %
Profit Sum 18.68 % 18.68 % 18.68 % 18.93 % 17.57 %
Profit Total 3.01 % 3.01 % 3.01 % 3.82 % 3.25 %
Trades 17 17 17 11 11
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BCH/USDT 3 2.4 93.773 0.94 0:15:00 3 0 0 100
GRT/USDT 1 1.72 82.647 0.83 20 days, 23:20:00 1 0 0 100
AAVE/USDT 1 1.67 37.443 0.37 14:30:00 1 0 0 100
LTC/USDT 1 1.7 28.064 0.28 0:03:00 1 0 0 100
ETH/USDT 2 0.73 15.435 0.15 0:05:00 2 0 0 100
CKB/USDT 1 0.82 8.644 0.09 15:09:00 1 0 0 100
ADA/USDT 1 0.96 7.914 0.08 0:01:00 1 0 0 100
ETC/USDT 1 0.92 7.609 0.08 0:06:00 1 0 0 100
AVA/USDT 1 0.75 6.231 0.06 3:00:00 1 0 0 100
BNB/USDT 1 0.67 5.515 0.06 0:06:00 1 0 0 100
ALGO/USDT 2 0.24 4.367 0.04 3:08:00 2 0 0 100
BTT/USDT 1 0.24 1.986 0.02 0:09:00 1 0 0 100
COTI/USDT 1 0.08 0.902 0.01 15:08:00 1 0 0 100
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 17 1.1 300.531 3.01 1 day, 8:52:00 17 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TOTAL 0 0.0 0.000 0.0 0:00 0 0 0 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 1 1.72 82.647 0.83 20 days, 23:20:00 1 0 0 100
101 12 0.76 77.711 0.78 3:21:00 12 0 0 100
142 1 4.09 67.937 0.68 0:40:00 1 0 0 100
143 1 1.67 37.443 0.37 14:30:00 1 0 0 100
6 1 1.7 28.064 0.28 0:03:00 1 0 0 100
141 1 0.41 6.728 0.07 0:01:00 1 0 0 100
TOTAL 17 1.1 300.531 3.01 1 day, 8:52:00 17 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 1.72 82.647 0.83 20 days, 23:20:00 1 0 0 100
exit_long_tc_d_4_78 ( 142 ) 1 4.09 67.937 0.68 0:40:00 1 0 0 100
exit_long_tc_d_2_2 ( 143 ) 1 1.67 37.443 0.37 14:30:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.7 28.064 0.28 0:03:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 5 0.61 25.404 0.25 0:05:00 5 0 0 100
exit_long_rapid_u_1 ( 101 ) 2 1.06 17.532 0.18 0:06:00 2 0 0 100
exit_long_rapid_u_2 ( 101 ) 1 2.05 17.010 0.17 0:03:00 1 0 0 100
exit_long_rapid_d_1_50 ( 101 ) 1 0.82 8.644 0.09 15:09:00 1 0 0 100
exit_long_rapid_d_0_38 ( 101 ) 2 0.47 8.219 0.08 4:37:00 2 0 0 100
exit_long_tc_u_0 ( 141 ) 1 0.41 6.728 0.07 0:01:00 1 0 0 100
exit_long_rapid_d_0_50 ( 101 ) 1 0.08 0.902 0.01 15:08:00 1 0 0 100
TOTAL 17 1.1 300.531 3.01 1 day, 8:52:00 17 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 1.72 82.647 0.83 20 days, 23:20:00 1 0 0 100
('142 ', 'exit_long_tc_d_4_78 ( 142 )') 1 4.09 67.937 0.68 0:40:00 1 0 0 100
('143 ', 'exit_long_tc_d_2_2 ( 143 )') 1 1.67 37.443 0.37 14:30:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.7 28.064 0.28 0:03:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 5 0.61 25.404 0.25 0:05:00 5 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 2 1.06 17.532 0.18 0:06:00 2 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 1 2.05 17.010 0.17 0:03:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_50 ( 101 )') 1 0.82 8.644 0.09 15:09:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_38 ( 101 )') 2 0.47 8.219 0.08 4:37:00 2 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 1 0.41 6.728 0.07 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_50 ( 101 )') 1 0.08 0.902 0.01 15:08:00 1 0 0 100
TOTAL 17 1.1 300.531 3.01 1 day, 8:52:00 17 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
04/08/2024 6.728 1 0 0
05/08/2024 211.155 15 0 0
06/08/2024 0 0 0 0
07/08/2024 0 0 0 0
08/08/2024 0 0 0 0
09/08/2024 0 0 0 0
10/08/2024 0 0 0 0
11/08/2024 0 0 0 0
12/08/2024 0 0 0 0
13/08/2024 0 0 0 0
14/08/2024 0 0 0 0
15/08/2024 0 0 0 0
16/08/2024 0 0 0 0
17/08/2024 0 0 0 0
18/08/2024 0 0 0 0
19/08/2024 0 0 0 0
20/08/2024 0 0 0 0
21/08/2024 0 0 0 0
22/08/2024 0 0 0 0
23/08/2024 82.647 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2024-08-01 00:00:00
Backtesting to 2024-09-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 17 / 0.55
Starting balance 10000 USDT
Final balance 10300.531 USDT
Absolute profit 300.531 USDT
Total profit % 3.01%
CAGR % 41.71%
Sortino -100.00
Sharpe 8.01
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 17.68 (100.00)
Avg. daily profit % 0.10%
Avg. stake amount 983.485 USDT
Total trade volume 16719.242 USDT
Best Pair BCH/USDT 0.94%
Worst Pair ALEPH/USDT 0.00%
Best trade BCH/USDT 4.09%
Worst trade COTI/USDT 0.08%
Best day 211.155 USDT
Worst day 0 USDT
Days win/draw/lose 3 / 17 / 0
Avg. Duration Winners 1 day, 8:52:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 17 / 0
Rejected Entry signals 69
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -14.37%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 17 1.10 300.531 3.01 1 day, 8:52:00 17 0 0 100 0 USDT 0.00%

Please sign in to comment.