Skip to content

Commit

Permalink
X5: signal 101: fine tune.
Browse files Browse the repository at this point in the history
  • Loading branch information
iterativv committed Dec 24, 2024
1 parent a4d2b01 commit 61c0da0
Showing 1 changed file with 2 additions and 2 deletions.
4 changes: 2 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 "v15.1.303"
return "v15.1.304"

stoploss = -0.99

Expand Down Expand Up @@ -10559,7 +10559,7 @@ def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
long_entry_logic.append(df["RSI_14"] < 36.0)
long_entry_logic.append(df["AROONU_14"] < 25.0)
long_entry_logic.append(df["STOCHRSIk_14_14_3_3"] < 20.0)
long_entry_logic.append(df["close"] < (df["SMA_16"] * 0.948))
long_entry_logic.append(df["close"] < (df["SMA_16"] * 0.946))
long_entry_logic.append(df["AROONU_14_15m"] < 50.0)

# Condition #120 - Grind mode (Long).
Expand Down

88 comments on commit 61c0da0

@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 1 day, 1:01:00 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 0.93 % 0.95 % 1.01 % 1.1 % 1.1 %
Profit Sum 19.55 % 23.77 % 26.34 % 25.25 % 25.25 %
Profit Total 2.8 % 3.23 % 3.66 % 4.56 % 4.56 %
Trades 21 25 26 23 23
Win Rate 90.48 % 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 1.76 126.562 1.27 15:05:00 3 0 0 100
ARPA/USDT 2 1.68 57.676 0.58 0:16:00 2 0 0 100
CKB/USDT 2 1.7 49.076 0.49 2:01:00 2 0 0 100
FET/USDT 1 1.48 44.134 0.44 11 days, 15:50:00 1 0 0 100
UMA/USDT 1 2.33 31.676 0.32 0:20:00 1 0 0 100
DYDX/USDT 2 0.59 22.327 0.22 1 day, 5:34:00 2 0 0 100
IDEX/USDT 1 2.33 19.235 0.19 0:20:00 1 0 0 100
HIGH/USDT 2 0.93 15.600 0.16 0:04:00 2 0 0 100
LRC/USDT 1 0.77 12.727 0.13 9:05:00 1 0 0 100
FUN/USDT 1 0.63 10.698 0.11 0:03:00 1 0 0 100
OG/USDT 1 1.13 9.344 0.09 1:07:00 1 0 0 100
GRT/USDT 1 0.37 6.495 0.06 9:30:00 1 0 0 100
CELR/USDT 1 0.31 5.102 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
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
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
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
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
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 -0.09 -0.732 -0.01 3 days, 15:35:00 0 0 1 0
FLUX/USDT 1 -4.79 -130.161 -1.3 19:05:00 0 0 1 0
TOTAL 21 0.93 279.757 2.8 1 day, 1:01:00 19 0 2 90.5

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
AVAX/USDT 1 -0.09 -0.732 -0.01 3 days, 15:35:00 0 0 1 0
FLUX/USDT 1 -4.79 -130.161 -1.3 19:05:00 0 0 1 0
TOTAL 2 -2.44 -130.893 -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 5 1.39 112.362 1.12 12:01:00 5 0 0 100
3 1 2.76 86.294 0.86 1 day, 8:31:00 1 0 0 100
101 6 1.15 58.924 0.59 2:18:00 6 0 0 100
141 142 3 0.72 55.730 0.56 4 days, 3:32:00 3 0 0 100
1 1 2.37 40.541 0.41 0:26:00 1 0 0 100
5 1 2.19 39.113 0.39 4:01:00 1 0 0 100
142 1 0.77 12.727 0.13 9:05:00 1 0 0 100
2 3 6 101 1 0.3 4.958 0.05 0:02:00 1 0 0 100
120 1 -0.09 -0.732 -0.01 3 days, 15:35:00 0 0 1 0
2 1 -4.79 -130.161 -1.3 19:05:00 0 0 1 0
TOTAL 21 0.93 279.757 2.8 1 day, 1:01:00 19 0 2 90.5

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_5_55 ( 3 ) 1 2.76 86.294 0.86 1 day, 8:31:00 1 0 0 100
exit_long_tc_w_2_6 ( 141 142 ) 1 1.48 44.134 0.44 11 days, 15:50:00 1 0 0 100
exit_long_normal_u_2 ( 1 ) 1 2.37 40.541 0.41 0:26:00 1 0 0 100
exit_long_normal_d_2_24 ( 5 ) 1 2.19 39.113 0.39 4:01:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.11 35.486 0.35 0:29:00 1 0 0 100
exit_long_normal_d_2_80 ( 6 ) 1 2.33 31.676 0.32 0:20:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 3 1.17 29.143 0.29 0:24:00 3 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 17.368 0.17 2 days, 11:07:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.0 17.135 0.17 0:05:00 1 0 0 100
exit_long_tc_d_0_1 ( 142 ) 1 0.77 12.727 0.13 9:05:00 1 0 0 100
exit_long_tc_d_0_61 ( 141 142 ) 2 0.34 11.597 0.12 9:22:00 2 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.63 10.698 0.11 0:03:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 1 0.7 5.764 0.06 0:03:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 6 101 ) 1 0.3 4.958 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 -130.893 -1.31 2 days, 5:20:00 0 0 2 0
TOTAL 21 0.93 279.757 2.8 1 day, 1:01:00 19 0 2 90.5

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_d_5_55 ( 3 )') 1 2.76 86.294 0.86 1 day, 8:31:00 1 0 0 100
('141 142 ', 'exit_long_tc_w_2_6 ( 141 142 )') 1 1.48 44.134 0.44 11 days, 15:50:00 1 0 0 100
('1 ', 'exit_long_normal_u_2 ( 1 )') 1 2.37 40.541 0.41 0:26:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_24 ( 5 )') 1 2.19 39.113 0.39 4:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.11 35.486 0.35 0:29:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_80 ( 6 )') 1 2.33 31.676 0.32 0:20:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 3 1.17 29.143 0.29 0:24:00 3 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 17.368 0.17 2 days, 11:07:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.0 17.135 0.17 0:05:00 1 0 0 100
('142 ', 'exit_long_tc_d_0_1 ( 142 )') 1 0.77 12.727 0.13 9:05:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_0_61 ( 141 142 )') 2 0.34 11.597 0.12 9:22:00 2 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.63 10.698 0.11 0:03:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 1 0.7 5.764 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 4.958 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 -0.09 -0.732 -0.01 3 days, 15:35:00 0 0 1 0
('2 ', 'force_exit') 1 -4.79 -130.161 -1.3 19:05:00 0 0 1 0
TOTAL 21 0.93 279.757 2.8 1 day, 1:01:00 19 0 2 90.5

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 0 0 0 0
07/05/2023 0 0 0 0
08/05/2023 76.065 7 0 0
09/05/2023 0 0 0 0
10/05/2023 148.984 4 0 0
11/05/2023 10.698 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 44.134 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 39.113 1 0 0
25/05/2023 0 0 0 0
26/05/2023 0 0 0 0
27/05/2023 57.676 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 -130.893 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 21 / 0.68
Starting balance 10000 USDT
Final balance 10279.757 USDT
Absolute profit 279.757 USDT
Total profit % 2.80%
CAGR % 38.38%
Sortino 2.66
Sharpe 4.58
Calmar 137.13
Profit factor 3.14
Expectancy (Ratio) 13.32 (0.20)
Avg. daily profit % 0.09%
Avg. stake amount 1350.473 USDT
Total trade volume 28359.933 USDT
Best Pair RIF/USDT 1.27%
Worst Pair FLUX/USDT -1.30%
Best trade RIF/USDT 2.76%
Worst trade FLUX/USDT -4.79%
Best day 148.984 USDT
Worst day -130.893 USDT
Days win/draw/lose 9 / 22 / 1
Avg. Duration Winners 22:02:00
Avg. Duration Loser 2 days, 5:20:00
Max Consecutive Wins / Loss 19 / 2
Rejected Entry signals 8
Entry/Exit Timeouts 0 / 0
Min balance 10019.235 USDT
Max balance 10410.65 USDT
Max % of account underwater 1.26%
Absolute Drawdown (Account) 1.26%
Absolute Drawdown 130.893 USDT
Drawdown high 410.65 USDT
Drawdown low 279.757 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 21 0.93 279.757 2.8 1 day, 1:01:00 19 0 2 90.5 130.893 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, 2:59:00 1 day, 3:00:00 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 1.46 % 1.39 % 1.41 % 1.82 % 1.82 %
Profit Sum 46.66 % 45.92 % 48.06 % 61.99 % 61.99 %
Profit Total 7.57 % 7.51 % 7.89 % 11.56 % 11.56 %
Trades 32 33 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 2.51 127.127 1.27 0:34:00 3 0 0 100
MLN/USDT 1 7.05 121.359 1.21 0:15:00 1 0 0 100
MTL/USDT 3 2.36 119.504 1.2 7:53:00 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 55.366 0.55 6 days, 8:25:00 1 0 0 100
BEL/USDT 2 1.82 53.372 0.53 0:08:00 2 0 0 100
XVG/USDT 2 1.49 52.716 0.53 0:08:00 2 0 0 100
ATOM/USDT 3 1.32 33.668 0.34 0:01:00 3 0 0 100
BADGER/USDT 1 1.02 17.196 0.17 1 day, 16:45:00 1 0 0 100
CFX/USDT 1 1.82 15.004 0.15 0:25:00 1 0 0 100
ARPA/USDT 1 1.29 10.649 0.11 0:14:00 1 0 0 100
CKB/USDT 1 0.59 10.529 0.11 4:05:00 1 0 0 100
FIL/USDT 1 1.26 10.423 0.1 0:04:00 1 0 0 100
COTI/USDT 1 1.11 9.208 0.09 0:04:00 1 0 0 100
DYDX/USDT 1 1.09 9.027 0.09 0:13:00 1 0 0 100
BCH/USDT 1 0.32 5.400 0.05 0:08:00 1 0 0 100
FLM/USDT 1 0.51 4.707 0.05 17:17:00 1 0 0 100
NKN/USDT 1 0.25 4.163 0.04 4:34:00 1 0 0 100
AXS/USDT 1 0.46 4.112 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 1.622 0.02 2 days, 22:00:00 1 0 0 100
AVA/USDT 1 0.14 1.243 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
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
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
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
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 32 1.46 756.980 7.57 1 day, 2:59:00 32 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 55.366 0.55 6 days, 8:25:00 1 0 0 100
TOTAL 1 1.83 55.366 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%
42 4 2.43 167.020 1.67 7:16:00 4 0 0 100
6 4 2.33 159.140 1.59 10:21:00 4 0 0 100
120 2 1.72 138.078 1.38 11 days, 14:56:00 2 0 0 100
101 16 0.87 116.596 1.17 14:22:00 16 0 0 100
1 2 2.97 100.927 1.01 0:01:00 2 0 0 100
41 1 1.79 31.583 0.32 0:06:00 1 0 0 100
3 1 1.65 27.706 0.28 0:35:00 1 0 0 100
4 1 0.59 10.529 0.11 4:05:00 1 0 0 100
3 4 141 1 0.32 5.400 0.05 0:08:00 1 0 0 100
TOTAL 32 1.46 756.980 7.57 1 day, 2:59:00 32 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 7.05 121.359 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_normal_w_4_7 ( 6 ) 1 4.58 76.500 0.77 0:30:00 1 0 0 100
exit_long_normal_u_4 ( 1 ) 1 4.41 74.657 0.75 0:01:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 7 1.24 72.974 0.73 0:06:00 7 0 0 100
force_exit 1 1.83 55.366 0.55 6 days, 8:25:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.53 44.311 0.44 0:01:00 1 0 0 100
exit_long_quick_d_1_6 ( 41 ) 1 1.79 31.583 0.32 0:06:00 1 0 0 100
exit_long_normal_d_1_91 ( 3 ) 1 1.65 27.706 0.28 0:35:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 1 1.54 26.271 0.26 0:01:00 1 0 0 100
exit_long_quick_w_1_11 ( 42 ) 1 1.58 26.200 0.26 1:41:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.19 21.133 0.21 0:09:00 1 0 0 100
exit_long_normal_d_1_63 ( 6 ) 1 1.02 17.196 0.17 1 day, 16:45:00 1 0 0 100
exit_long_quick_d_0_55 ( 42 ) 1 0.86 15.298 0.15 22:35:00 1 0 0 100
exit_long_rapid_d_1_96 ( 101 ) 1 1.82 15.004 0.15 0:25:00 1 0 0 100
exit_long_normal_d_0_3 ( 4 ) 1 0.59 10.529 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_normal_u_0 ( 3 4 141 ) 1 0.32 5.400 0.05 0:08:00 1 0 0 100
exit_long_rapid_d_0_35 ( 101 ) 2 0.29 4.859 0.05 2 days, 0:52:00 2 0 0 100
exit_long_rapid_d_0_8 ( 101 ) 1 0.51 4.707 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 4.163 0.04 4:34:00 1 0 0 100
exit_long_rapid_d_0_50 ( 101 ) 1 0.46 4.112 0.04 3 days, 2:10:00 1 0 0 100
exit_long_rapid_w_0_6 ( 101 ) 1 0.14 1.243 0.01 1 day, 15:13:00 1 0 0 100
TOTAL 32 1.46 756.980 7.57 1 day, 2:59:00 32 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 7.05 121.359 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
('6 ', 'exit_long_normal_w_4_7 ( 6 )') 1 4.58 76.500 0.77 0:30:00 1 0 0 100
('1 ', 'exit_long_normal_u_4 ( 1 )') 1 4.41 74.657 0.75 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 7 1.24 72.974 0.73 0:06:00 7 0 0 100
('120 ', 'force_exit') 1 1.83 55.366 0.55 6 days, 8:25:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.53 44.311 0.44 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_6 ( 41 )') 1 1.79 31.583 0.32 0:06:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_91 ( 3 )') 1 1.65 27.706 0.28 0:35:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 1 1.54 26.271 0.26 0:01:00 1 0 0 100
('42 ', 'exit_long_quick_w_1_11 ( 42 )') 1 1.58 26.200 0.26 1:41:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.19 21.133 0.21 0:09:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_63 ( 6 )') 1 1.02 17.196 0.17 1 day, 16:45:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_55 ( 42 )') 1 0.86 15.298 0.15 22:35:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_96 ( 101 )') 1 1.82 15.004 0.15 0:25:00 1 0 0 100
('4 ', 'exit_long_normal_d_0_3 ( 4 )') 1 0.59 10.529 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
('3 4 141 ', 'exit_long_normal_u_0 ( 3 4 141 )') 1 0.32 5.400 0.05 0:08:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_35 ( 101 )') 2 0.29 4.859 0.05 2 days, 0:52:00 2 0 0 100
('101 ', 'exit_long_rapid_d_0_8 ( 101 )') 1 0.51 4.707 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 4.163 0.04 4:34:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_50 ( 101 )') 1 0.46 4.112 0.04 3 days, 2:10:00 1 0 0 100
('101 ', 'exit_long_rapid_w_0_6 ( 101 )') 1 0.14 1.243 0.01 1 day, 15:13:00 1 0 0 100
TOTAL 32 1.46 756.980 7.57 1 day, 2:59:00 32 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
05/06/2023 98.369 10 0 0
06/06/2023 3.238 1 0 0
07/06/2023 76.5 1 0 0
08/06/2023 27.706 1 0 0
09/06/2023 15.298 1 0 0
10/06/2023 150.524 7 0 0
11/06/2023 18.44 2 0 0
12/06/2023 0 0 0 0
13/06/2023 5.734 2 0 0
14/06/2023 121.359 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 127.023 2 0 0
23/06/2023 4.707 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 0 0 0 0
29/06/2023 31.583 1 0 0
30/06/2023 21.133 1 0 0
01/07/2023 55.366 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 32 / 1.07
Starting balance 10000 USDT
Final balance 10756.98 USDT
Absolute profit 756.98 USDT
Total profit % 7.57%
CAGR % 142.98%
Sortino -100.00
Sharpe 17.06
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 23.66 (100.00)
Avg. daily profit % 0.25%
Avg. stake amount 1169.227 USDT
Total trade volume 37415.254 USDT
Best Pair ALPHA/USDT 1.27%
Worst Pair 1INCH/USDT 0.00%
Best trade MLN/USDT 7.05%
Worst trade BURGER/USDT 0.10%
Best day 150.524 USDT
Worst day 0 USDT
Days win/draw/lose 14 / 13 / 0
Avg. Duration Winners 1 day, 2:59:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 32 / 0
Rejected Entry signals 288
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 32 1.46 756.980 7.57 1 day, 2:59:00 32 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, 7:57:00 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 1.3 % 1.28 % 1.28 % 1.34 % 1.77 %
Profit Sum 19.49 % 20.52 % 20.52 % 26.88 % 37.09 %
Profit Total 3.28 % 3.37 % 3.37 % 5.16 % 6.93 %
Trades 15 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 51.979 0.52 0:51:00 1 0 0 100
WING/USDT 2 2.21 50.495 0.5 12:22:00 2 0 0 100
CRV/USDT 3 0.93 25.324 0.25 3:17:00 3 0 0 100
STPT/USDT 1 1.16 19.427 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
STX/USDT 2 0.35 11.843 0.12 0:02:00 2 0 0 100
BEL/USDT 1 0.43 7.168 0.07 0:01:00 1 0 0 100
1INCH/USDT 1 0.2 3.350 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 15 1.3 328.113 3.28 1 day, 7:57:00 15 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 7 1.3 156.526 1.57 5:06:00 7 0 0 100
120 1 1.45 82.639 0.83 17 days, 20:27:00 1 0 0 100
101 5 1.64 77.106 0.77 3:01:00 5 0 0 100
141 142 1 0.58 9.787 0.1 0:03:00 1 0 0 100
6 141 142 1 0.12 2.056 0.02 0:01:00 1 0 0 100
TOTAL 15 1.3 328.113 3.28 1 day, 7:57:00 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 ) 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 51.979 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 27.506 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 22.989 0.23 1 day, 0:05:00 1 0 0 100
exit_long_normal_w_1_7 ( 6 ) 1 1.16 19.427 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 13.924 0.14 0:10:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 2 0.31 10.517 0.11 0:01:00 2 0 0 100
exit_long_tc_u_0 ( 141 142 ) 1 0.58 9.787 0.1 0:03:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 1 0.73 6.209 0.06 0:02:00 1 0 0 100
exit_long_rapid_rpd_8 ( 101 ) 1 0.44 5.191 0.05 9:39:00 1 0 0 100
exit_long_normal_u_0 ( 6 141 142 ) 1 0.12 2.056 0.02 0:01:00 1 0 0 100
TOTAL 15 1.3 328.113 3.28 1 day, 7:57:00 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 )') 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 51.979 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 27.506 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 22.989 0.23 1 day, 0:05:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_7 ( 6 )') 1 1.16 19.427 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 13.924 0.14 0:10:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 2 0.31 10.517 0.11 0:01:00 2 0 0 100
('141 142 ', 'exit_long_tc_u_0 ( 141 142 )') 1 0.58 9.787 0.1 0:03:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 1 0.73 6.209 0.06 0:02:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_8 ( 101 )') 1 0.44 5.191 0.05 9:39:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_0 ( 6 141 142 )') 1 0.12 2.056 0.02 0:01:00 1 0 0 100
TOTAL 15 1.3 328.113 3.28 1 day, 7:57:00 15 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 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 82.639 1 0 0
23/07/2023 0 0 0 0
24/07/2023 41.788 5 0 0
25/07/2023 0 0 0 0
26/07/2023 0 0 0 0
27/07/2023 27.506 1 0 0
28/07/2023 22.989 1 0 0
29/07/2023 51.979 1 0 0
30/07/2023 0 0 0 0
31/07/2023 25.324 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 15 / 0.48
Starting balance 10000 USDT
Final balance 10328.113 USDT
Absolute profit 328.113 USDT
Total profit % 3.28%
CAGR % 46.25%
Sortino -100.00
Sharpe 9.71
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 21.87 (100.00)
Avg. daily profit % 0.11%
Avg. stake amount 1352.181 USDT
Total trade volume 20282.708 USDT
Best Pair WING/USDT 0.50%
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 8 / 19 / 0
Avg. Duration Winners 1 day, 7:57:00
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 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 15 1.30 328.113 3.28 1 day, 7:57:00 15 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230801-20230901

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 1:21:00 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 0.1335 % 1.6057 % 1.6057 % 0.1335 % 0.1335 %
Profit Mean 2.3 % 2.0 % 2.0 % 2.26 % 2.2 %
Profit Sum 66.75 % 52.02 % 52.02 % 81.44 % 83.57 %
Profit Total 9.1 % 6.95 % 6.95 % 14.71 % 15.11 %
Trades 29 26 26 36 38
Win Rate 96.55 % 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 6.26 134.723 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 55.284 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 39.821 0.4 0:01:00 1 0 0 100
AGLD/USDT 2 1.07 37.800 0.38 0:02:00 2 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 29.808 0.3 1:10:00 1 0 0 100
BEL/USDT 1 1.37 24.250 0.24 1:10:00 1 0 0 100
BADGER/USDT 1 1.25 21.992 0.22 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
DOT/USDT 1 1.31 11.628 0.12 0:26:00 1 0 0 100
DEGO/USDT 2 0.65 11.569 0.12 0:16:00 2 0 0 100
HIVE/USDT 1 1.04 9.192 0.09 0:55:00 1 0 0 100
OG/USDT 1 0.1 1.453 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
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
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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
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
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
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 -14.582 -0.15 6:25:00 0 0 1 0
TOTAL 29 2.3 909.702 9.1 1:21:00 28 0 1 96.6

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
IDEX/USDT 1 -0.77 -14.582 -0.15 6:25:00 0 0 1 0
TOTAL 1 -0.77 -14.582 -0.15 6:25:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
101 10 2.9 255.093 2.55 0:33:00 10 0 0 100
6 3 1.9 98.572 0.99 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 86.903 0.87 0:18:00 2 0 0 100
1 4 2 2.25 79.534 0.8 2:10:00 2 0 0 100
3 3 1.13 59.304 0.59 0:01:00 3 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 29.808 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
5 1 -0.77 -14.582 -0.15 6:25:00 0 0 1 0
TOTAL 29 2.3 909.702 9.1 1:21:00 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_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 90.184 0.9 0:01:00 2 0 0 100
exit_long_rapid_u_9 ( 101 ) 1 9.43 82.518 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_u_1 ( 3 ) 3 1.13 59.304 0.59 0:01:00 3 0 0 100
exit_long_normal_d_3_71 ( 1 4 ) 1 3.12 55.284 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 39.821 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_rapid_u_1 ( 101 ) 3 1.26 34.752 0.35 0:31:00 3 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_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 29.808 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 24.250 0.24 1:10:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.07 18.895 0.19 0:01:00 1 0 0 100
exit_long_rapid_d_1_65 ( 101 ) 1 1.04 9.192 0.09 0:55:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 1 0.19 1.691 0.02 0:01:00 1 0 0 100
exit_long_rapid_d_0_101 ( 101 ) 1 0.1 1.453 0.01 3:01:00 1 0 0 100
force_exit 1 -0.77 -14.582 -0.15 6:25:00 0 0 1 0
TOTAL 29 2.3 909.702 9.1 1:21:00 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%
('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 90.184 0.9 0:01:00 2 0 0 100
('101 ', 'exit_long_rapid_u_9 ( 101 )') 1 9.43 82.518 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
('3 ', 'exit_long_normal_u_1 ( 3 )') 3 1.13 59.304 0.59 0:01:00 3 0 0 100
('1 4 ', 'exit_long_normal_d_3_71 ( 1 4 )') 1 3.12 55.284 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 39.821 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
('101 ', 'exit_long_rapid_u_1 ( 101 )') 3 1.26 34.752 0.35 0:31:00 3 0 0 100
('4 ', 'exit_long_normal_u_1 ( 4 )') 1 1.9 32.417 0.32 0:01:00 1 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 29.808 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 24.250 0.24 1:10:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 1 1.07 18.895 0.19 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_65 ( 101 )') 1 1.04 9.192 0.09 0:55:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 1 0.19 1.691 0.02 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_101 ( 101 )') 1 0.1 1.453 0.01 3:01:00 1 0 0 100
('5 ', 'force_exit') 1 -0.77 -14.582 -0.15 6:25:00 0 0 1 0
TOTAL 29 2.3 909.702 9.1 1:21:00 28 0 1 96.6

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 444.44 14 0 0
18/08/2023 56.737 2 0 0
19/08/2023 39.821 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 -14.582 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2023-08-01 00:00:00
Backtesting to 2023-09-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 29 / 0.94
Starting balance 10000 USDT
Final balance 10909.702 USDT
Absolute profit 909.702 USDT
Total profit % 9.10%
CAGR % 178.75%
Sortino -100.00
Sharpe 24.27
Calmar 4200.00
Profit factor 63.38
Expectancy (Ratio) 31.37 (2.15)
Avg. daily profit % 0.29%
Avg. stake amount 1429.074 USDT
Total trade volume 41443.153 USDT
Best Pair ARPA/USDT 1.35%
Worst Pair IDEX/USDT -0.15%
Best trade ARPA/USDT 9.43%
Worst trade IDEX/USDT -0.77%
Best day 444.44 USDT
Worst day -14.582 USDT
Days win/draw/lose 8 / 23 / 1
Avg. Duration Winners 1:10:00
Avg. Duration Loser 6:25:00
Max Consecutive Wins / Loss 28 / 1
Rejected Entry signals 256
Entry/Exit Timeouts 0 / 0
Min balance 10036.911 USDT
Max balance 10924.284 USDT
Max % of account underwater 0.13%
Absolute Drawdown (Account) 0.13%
Absolute Drawdown 14.582 USDT
Drawdown high 924.284 USDT
Drawdown low 909.702 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 29 2.30 909.702 9.1 1:21:00 28 0 1 96.6 14.582 USDT 0.13%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230901-20231001

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 1 day, 12:52:00 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 3.64 % 2.92 % 2.92 % 2.49 % 2.49 %
Profit Sum 21.85 % 23.39 % 23.39 % 27.39 % 27.39 %
Profit Total 3.6 % 3.73 % 3.73 % 4.65 % 4.65 %
Trades 6 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 34.753 0.35 4 days, 9:41:00 2 0 0 100
MLN/USDT 1 1.0 17.113 0.17 0:29:00 1 0 0 100
AUCTION/USDT 1 0.89 8.916 0.09 0:41:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CELR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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
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
TOTAL 6 3.64 359.762 3.6 1 day, 12:52:00 6 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 6.33 316.092 3.16 3:03:00 3 0 0 100
43 1 1.61 27.470 0.27 0:01:00 1 0 0 100
101 1 0.89 8.916 0.09 0:41:00 1 0 0 100
42 1 0.37 7.284 0.07 8 days, 19:21:00 1 0 0 100
TOTAL 6 3.64 359.762 3.6 1 day, 12:52:00 6 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_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 27.470 0.27 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.0 17.113 0.17 0:29:00 1 0 0 100
exit_long_rapid_d_1_65 ( 101 ) 1 0.89 8.916 0.09 0:41:00 1 0 0 100
exit_long_quick_d_0_52 ( 42 ) 1 0.37 7.284 0.07 8 days, 19:21:00 1 0 0 100
TOTAL 6 3.64 359.762 3.6 1 day, 12:52:00 6 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('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 27.470 0.27 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.0 17.113 0.17 0:29:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_65 ( 101 )') 1 0.89 8.916 0.09 0:41:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_52 ( 42 )') 1 0.37 7.284 0.07 8 days, 19:21:00 1 0 0 100
TOTAL 6 3.64 359.762 3.6 1 day, 12:52:00 6 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 27.47 1 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 7.284 1 0 0
20/09/2023 0 0 0 0
21/09/2023 0 0 0 0
22/09/2023 8.916 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 17.113 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 6 / 0.2
Starting balance 10000 USDT
Final balance 10359.762 USDT
Absolute profit 359.762 USDT
Total profit % 3.60%
CAGR % 53.73%
Sortino -100.00
Sharpe 3.43
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 59.96 (100.00)
Avg. daily profit % 0.12%
Avg. stake amount 1544.517 USDT
Total trade volume 9267.101 USDT
Best Pair PYR/USDT 1.84%
Worst Pair 1INCH/USDT 0.00%
Best trade PYR/USDT 11.04%
Worst trade PERP/USDT 0.37%
Best day 184.434 USDT
Worst day 0 USDT
Days win/draw/lose 6 / 20 / 0
Avg. Duration Winners 1 day, 12:52:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 6 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 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 6 3.64 359.762 3.6 1 day, 12:52:00 6 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20231001-20231101

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 1 day, 20:30:00 1 day, 19:33:00 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 2.21 % 2.08 % 2.08 % 2.23 % 2.17 %
Profit Sum 50.94 % 49.96 % 51.89 % 49.02 % 49.83 %
Profit Total 10.14 % 10.07 % 10.24 % 10.83 % 10.99 %
Trades 23 24 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 6.0 461.147 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 69.023 0.69 0:16:00 2 0 0 100
GALA/USDT 1 3.0 53.842 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 41.510 0.42 11:45:00 1 0 0 100
ZRX/USDT 1 1.3 33.329 0.33 6 days, 4:40:00 1 0 0 100
ATOM/USDT 1 1.95 28.172 0.28 5 days, 9:25:00 1 0 0 100
WAXP/USDT 2 0.78 27.930 0.28 3:51:00 2 0 0 100
STORJ/USDT 1 1.54 27.517 0.28 0:03:00 1 0 0 100
STPT/USDT 1 1.32 26.134 0.26 2:45:00 1 0 0 100
STRAX/USDT 2 1.27 23.410 0.23 0:40:00 2 0 0 100
FUN/USDT 1 2.62 22.980 0.23 0:26:00 1 0 0 100
VIDT/USDT 1 0.98 21.419 0.21 2 days, 4:00:00 1 0 0 100
UMA/USDT 2 1.1 19.205 0.19 0:18:00 2 0 0 100
BAKE/USDT 1 1.0 17.854 0.18 0:02:00 1 0 0 100
RIF/USDT 1 1.61 14.844 0.15 0:59:00 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 23 2.21 1014.131 10.14 1 day, 20:30:00 23 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 28.172 0.28 5 days, 9:25:00 1 0 0 100
TOTAL 1 1.95 28.172 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 3.97 521.294 5.21 2 days, 13:31:00 5 0 0 100
6 7 1.96 245.032 2.45 8:14:00 7 0 0 100
120 2 2.0 111.304 1.11 13 days, 15:16:00 2 0 0 100
101 8 1.44 103.561 1.04 0:27:00 8 0 0 100
4 1 1.83 32.940 0.33 0:02:00 1 0 0 100
TOTAL 23 2.21 1014.131 10.14 1 day, 20:30:00 23 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_3_1_1 ( 5 ) 1 14.98 417.532 4.18 5 days, 20:55:00 1 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_rapid_u_1 ( 101 ) 5 1.28 57.697 0.58 0:16:00 5 0 0 100
exit_long_normal_d_3_103 ( 6 ) 1 3.19 56.576 0.57 0:25:00 1 0 0 100
exit_long_normal_d_3_83 ( 6 ) 1 3.0 53.842 0.54 0:55:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.27 45.371 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 41.510 0.42 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 32.940 0.33 0:02:00 1 0 0 100
force_exit 1 1.95 28.172 0.28 5 days, 9:25:00 1 0 0 100
exit_long_normal_d_1_95 ( 5 ) 1 1.32 26.134 0.26 2:45:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.44 25.140 0.25 4:12:00 1 0 0 100
exit_profit_long_rapid_t_2_1_m ( 101 ) 1 2.62 22.980 0.23 0:26:00 1 0 0 100
exit_long_normal_1_1_1 ( 6 ) 1 0.98 21.419 0.21 2 days, 4:00:00 1 0 0 100
exit_long_rapid_d_1_20 ( 101 ) 1 1.61 14.844 0.15 0:59:00 1 0 0 100
exit_profit_long_rapid_t_0_1_m ( 101 ) 1 0.93 8.039 0.08 0:47:00 1 0 0 100
exit_long_normal_d_0_98 ( 5 ) 1 0.13 2.790 0.03 3:30:00 1 0 0 100
TOTAL 23 2.21 1014.131 10.14 1 day, 20:30:00 23 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('5 ', 'exit_long_normal_3_1_1 ( 5 )') 1 14.98 417.532 4.18 5 days, 20:55:00 1 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
('101 ', 'exit_long_rapid_u_1 ( 101 )') 5 1.28 57.697 0.58 0:16:00 5 0 0 100
('6 ', 'exit_long_normal_d_3_103 ( 6 )') 1 3.19 56.576 0.57 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_83 ( 6 )') 1 3.0 53.842 0.54 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.27 45.371 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 41.510 0.42 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 32.940 0.33 0:02:00 1 0 0 100
('120 ', 'force_exit') 1 1.95 28.172 0.28 5 days, 9:25:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_95 ( 5 )') 1 1.32 26.134 0.26 2:45:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.44 25.140 0.25 4:12:00 1 0 0 100
('101 ', 'exit_profit_long_rapid_t_2_1_m ( 101 )') 1 2.62 22.980 0.23 0:26:00 1 0 0 100
('6 ', 'exit_long_normal_1_1_1 ( 6 )') 1 0.98 21.419 0.21 2 days, 4:00:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_20 ( 101 )') 1 1.61 14.844 0.15 0:59:00 1 0 0 100
('101 ', 'exit_profit_long_rapid_t_0_1_m ( 101 )') 1 0.93 8.039 0.08 0:47:00 1 0 0 100
('5 ', 'exit_long_normal_d_0_98 ( 5 )') 1 0.13 2.790 0.03 3:30:00 1 0 0 100
TOTAL 23 2.21 1014.131 10.14 1 day, 20:30:00 23 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 458.9 3 0 0
16/10/2023 0 0 0 0
17/10/2023 0 0 0 0
18/10/2023 28.924 2 0 0
19/10/2023 108.835 5 0 0
20/10/2023 0 0 0 0
21/10/2023 14.844 1 0 0
22/10/2023 0 0 0 0
23/10/2023 0 0 0 0
24/10/2023 197.526 5 0 0
25/10/2023 0 0 0 0
26/10/2023 53.842 1 0 0
27/10/2023 65.034 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 28.172 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 23 / 0.74
Starting balance 10000 USDT
Final balance 11014.131 USDT
Absolute profit 1014.131 USDT
Total profit % 10.14%
CAGR % 211.84%
Sortino -100.00
Sharpe 7.65
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 44.09 (100.00)
Avg. daily profit % 0.33%
Avg. stake amount 1303.535 USDT
Total trade volume 29981.305 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 458.9 USDT
Worst day 0 USDT
Days win/draw/lose 10 / 21 / 0
Avg. Duration Winners 1 day, 20:30:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 23 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 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 23 2.21 1014.131 10.14 1 day, 20:30:00 23 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20231101-20231201

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 18:21:00 18:21:00 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 1.73 % 1.74 % 1.78 % 1.58 % 1.57 %
Profit Sum 74.55 % 74.71 % 80.12 % 75.85 % 75.35 %
Profit Total 15.17 % 15.09 % 16.12 % 14.79 % 14.7 %
Trades 43 43 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 1 5.19 199.080 1.99 6 days, 22:50:00 1 0 0 100
FET/USDT 1 6.37 116.304 1.16 2:15:00 1 0 0 100
CAKE/USDT 4 1.74 113.549 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 91.829 0.92 12 days, 23:37:00 1 0 0 100
RARE/USDT 3 1.92 89.220 0.89 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 69.685 0.7 0:14:00 3 0 0 100
ZRX/USDT 2 1.43 63.395 0.63 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 45.091 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 41.673 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 32.137 0.32 0:01:00 1 0 0 100
AUCTION/USDT 1 1.66 31.160 0.31 1:35:00 1 0 0 100
BURGER/USDT 1 1.41 25.207 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 24.590 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 22.303 0.22 0:01:00 1 0 0 100
YGG/USDT 1 1.16 20.926 0.21 0:07:00 1 0 0 100
XLM/USDT 1 1.14 20.388 0.2 16:50:00 1 0 0 100
ALPHA/USDT 1 1.16 19.899 0.2 0:04:00 1 0 0 100
RLC/USDT 1 1.04 18.895 0.19 1:13:00 1 0 0 100
QI/USDT 1 1.02 18.615 0.19 1:20:00 1 0 0 100
MDT/USDT 1 1.45 13.544 0.14 0:08:00 1 0 0 100
XRP/USDT 1 0.49 8.845 0.09 0:01:00 1 0 0 100
SUPER/USDT 1 0.12 1.318 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
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 43 1.73 1517.155 15.17 18:21:00 43 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 14 1.91 583.350 5.83 13:26:00 14 0 0 100
142 4 2.84 206.373 2.06 5:07:00 4 0 0 100
2 8 1.34 194.433 1.94 1:12:00 8 0 0 100
120 2 1.88 175.724 1.76 10 days, 23:02:00 2 0 0 100
101 5 1.2 66.151 0.66 7:56:00 5 0 0 100
43 1 2.44 48.047 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
5 1 1.66 31.160 0.31 1:35:00 1 0 0 100
41 1 1.65 29.968 0.3 0:30:00 1 0 0 100
43 101 1 1.1 20.416 0.2 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 19.301 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
TOTAL 43 1.73 1517.155 15.17 18:21:00 43 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 1.88 175.724 1.76 10 days, 23:02:00 2 0 0 100
exit_long_normal_u_1 ( 6 ) 5 1.53 132.793 1.33 0:07:00 5 0 0 100
exit_long_normal_u_1 ( 2 ) 5 1.37 123.393 1.23 0:08:00 5 0 0 100
exit_long_tc_d_6_100 ( 142 ) 1 6.37 116.304 1.16 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_quick_d_2_3 ( 43 ) 1 2.44 48.047 0.48 1:44:00 1 0 0 100
exit_long_tc_d_2_45 ( 142 ) 1 2.48 45.091 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 40.715 0.41 12:40:00 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 31.160 0.31 1:35:00 1 0 0 100
exit_long_rapid_d_3_55 ( 101 ) 1 2.14 30.315 0.3 1 day, 13:32:00 1 0 0 100
exit_long_quick_d_1_87 ( 41 ) 1 1.65 29.968 0.3 0:30:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.41 25.207 0.25 3:39:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.38 24.590 0.25 0:02:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 2 1.31 24.401 0.24 0:06:00 2 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 22.680 0.23 1:16:00 1 0 0 100
exit_long_quick_u_1 ( 43 101 ) 1 1.1 20.416 0.2 0:07:00 1 0 0 100
exit_long_tc_d_1_84 ( 142 ) 1 1.14 20.388 0.2 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_normal_u_1 ( 3 43 101 ) 1 1.04 19.301 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_d_1_72 ( 6 ) 1 1.04 18.895 0.19 1:13:00 1 0 0 100
exit_long_normal_w_1_3 ( 6 ) 1 1.02 18.615 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_70 ( 101 ) 1 1.11 10.117 0.1 1:13:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.49 8.845 0.09 0:01:00 1 0 0 100
exit_profit_long_rapid_t_0_2_m ( 101 ) 1 0.12 1.318 0.01 0:41:00 1 0 0 100
TOTAL 43 1.73 1517.155 15.17 18:21:00 43 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 1.88 175.724 1.76 10 days, 23:02:00 2 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 5 1.53 132.793 1.33 0:07:00 5 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 5 1.37 123.393 1.23 0:08:00 5 0 0 100
('142 ', 'exit_long_tc_d_6_100 ( 142 )') 1 6.37 116.304 1.16 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
('43 ', 'exit_long_quick_d_2_3 ( 43 )') 1 2.44 48.047 0.48 1:44:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_45 ( 142 )') 1 2.48 45.091 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 40.715 0.41 12:40:00 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 31.160 0.31 1:35:00 1 0 0 100
('101 ', 'exit_long_rapid_d_3_55 ( 101 )') 1 2.14 30.315 0.3 1 day, 13:32:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_87 ( 41 )') 1 1.65 29.968 0.3 0:30:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.41 25.207 0.25 3:39:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.38 24.590 0.25 0:02:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 2 1.31 24.401 0.24 0:06:00 2 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 22.680 0.23 1:16:00 1 0 0 100
('43 101 ', 'exit_long_quick_u_1 ( 43 101 )') 1 1.1 20.416 0.2 0:07:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_84 ( 142 )') 1 1.14 20.388 0.2 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
('3 43 101 ', 'exit_long_normal_u_1 ( 3 43 101 )') 1 1.04 19.301 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_d_1_72 ( 6 )') 1 1.04 18.895 0.19 1:13:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_3 ( 6 )') 1 1.02 18.615 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_70 ( 101 )') 1 1.11 10.117 0.1 1:13:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.49 8.845 0.09 0:01:00 1 0 0 100
('101 ', 'exit_profit_long_rapid_t_0_2_m ( 101 )') 1 0.12 1.318 0.01 0:41:00 1 0 0 100
TOTAL 43 1.73 1517.155 15.17 18:21:00 43 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 47.27 2 0 0
12/11/2023 0 0 0 0
13/11/2023 65.922 2 0 0
14/11/2023 166.19 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 264.285 8 0 0
22/11/2023 50.574 3 0 0
23/11/2023 0 0 0 0
24/11/2023 0 0 0 0
25/11/2023 13.544 1 0 0
26/11/2023 0 0 0 0
27/11/2023 79.207 2 0 0
28/11/2023 22.303 1 0 0
29/11/2023 91.829 1 0 0
30/11/2023 30.315 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 43 / 1.43
Starting balance 10000 USDT
Final balance 11517.155 USDT
Absolute profit 1517.155 USDT
Total profit % 15.17%
CAGR % 457.66%
Sortino -100.00
Sharpe 28.14
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 35.28 (100.00)
Avg. daily profit % 0.51%
Avg. stake amount 1594.22 USDT
Total trade volume 68551.446 USDT
Best Pair CAKE/USDT 1.14%
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 18:21:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 43 / 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 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 43 1.73 1517.155 15.17 18:21:00 43 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 15:40:00 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 4.0519 % 4.0505 % 4.0503 % 4.0211 % 4.021 %
Profit Mean 2.43 % 2.39 % 2.39 % 2.18 % 2.14 %
Profit Sum 136.21 % 138.46 % 138.52 % 139.63 % 134.7 %
Profit Total 21.36 % 21.59 % 21.58 % 25.82 % 24.95 %
Trades 56 58 58 64 63
Win Rate 96.43 % 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 5.47 488.181 4.88 2:27:00 5 0 0 100
DF/USDT 1 11.31 214.857 2.15 5:05:00 1 0 0 100
AUCTION/USDT 6 2.01 199.772 2.0 0:13:00 6 0 0 100
AVAX/USDT 2 3.89 198.999 1.99 3 days, 17:50:00 2 0 0 100
VTHO/USDT 2 4.74 172.126 1.72 1:11:00 2 0 0 100
POND/USDT 1 8.76 149.764 1.5 3:00:00 1 0 0 100
DATA/USDT 2 3.25 124.145 1.24 0:11:00 2 0 0 100
BAKE/USDT 3 1.65 106.130 1.06 1:39:00 3 0 0 100
MOVR/USDT 1 5.17 100.099 1.0 0:55:00 1 0 0 100
MLN/USDT 1 4.78 96.486 0.96 2:45:00 1 0 0 100
ONT/USDT 1 4.09 84.092 0.84 1:25:00 1 0 0 100
ALGO/USDT 2 1.81 66.783 0.67 0:01:00 2 0 0 100
REQ/USDT 1 2.88 55.820 0.56 9:35:00 1 0 0 100
ARPA/USDT 1 5.28 52.341 0.52 0:01:00 1 0 0 100
RAY/USDT 1 2.19 41.444 0.41 0:30:00 1 0 0 100
ALPACA/USDT 1 2.21 40.665 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 24.926 0.25 10:58:00 2 0 0 100
RARE/USDT 2 1.35 23.100 0.23 2:57:00 2 0 0 100
FUN/USDT 1 2.45 22.308 0.22 0:45:00 1 0 0 100
WING/USDT 1 1.05 20.732 0.21 0:18:00 1 0 0 100
INJ/USDT 1 1.03 19.505 0.2 0:08:00 1 0 0 100
NEAR/USDT 1 1.09 18.382 0.18 0:39:00 1 0 0 100
STX/USDT 1 2.06 17.463 0.17 1:20:00 1 0 0 100
XRP/USDT 1 1.01 17.125 0.17 0:42:00 1 0 0 100
HIGH/USDT 1 1.0 17.011 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 14.355 0.14 0:01:00 1 0 0 100
STRAX/USDT 1 1.38 13.887 0.14 0:25:00 1 0 0 100
1INCH/USDT 1 0.83 13.879 0.14 0:01:00 1 0 0 100
DOT/USDT 1 0.81 13.595 0.14 0:01:00 1 0 0 100
VET/USDT 1 0.2 10.690 0.11 9 days, 16:20:00 1 0 0 100
FARM/USDT 1 0.43 8.725 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 -188.200 -1.88 14 days, 6:40:00 0 0 1 0
DEGO/USDT 3 -0.49 -198.967 -1.99 14:30:00 2 0 1 66.7
TOTAL 56 2.43 2136.107 21.36 15:40:00 54 0 2 96.4

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VET/USDT 1 0.2 10.690 0.11 9 days, 16:20:00 1 0 0 100
ALPHA/USDT 1 -5.56 -188.200 -1.88 14 days, 6:40:00 0 0 1 0
DEGO/USDT 1 -8.56 -323.853 -3.24 1 day, 19:05:00 0 0 1 0
TOTAL 3 -4.64 -501.363 -5.01 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 2.77 887.073 8.87 3:29:00 19 0 1 95.0
5 6 1 18.79 330.307 3.3 0:50:00 1 0 0 100
5 2 6.43 233.857 2.34 2:12:00 2 0 0 100
2 2 3.39 132.054 1.32 0:23:00 2 0 0 100
142 6 0.94 97.767 0.98 3:54:00 6 0 0 100
120 2 1.1 94.646 0.95 8 days, 14:00:00 2 0 0 100
43 2 2.03 82.662 0.83 1:13:00 2 0 0 100
42 1 2.88 55.820 0.56 9:35:00 1 0 0 100
6 101 1 2.13 43.423 0.43 1:05:00 1 0 0 100
3 101 141 142 1 2.03 40.077 0.4 0:01:00 1 0 0 100
3 1 1.55 31.208 0.31 0:02:00 1 0 0 100
4 2 0.84 28.234 0.28 0:01:00 2 0 0 100
3 101 1 1.33 27.144 0.27 1:35:00 1 0 0 100
4 141 142 1 1.33 22.471 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
101 12 1.38 13.881 0.14 1 day, 5:17:00 11 0 1 91.7
TOTAL 56 2.43 2136.107 21.36 15:40:00 54 0 2 96.4

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 18.79 330.307 3.3 0:50:00 1 0 0 100
exit_profit_long_normal_t_11_1_m ( 6 ) 1 11.31 214.857 2.15 5:05:00 1 0 0 100
exit_long_normal_d_4_103 ( 6 ) 2 4.61 165.723 1.66 0:28:00 2 0 0 100
exit_long_normal_w_8_7 ( 5 ) 1 8.76 149.764 1.5 3:00:00 1 0 0 100
exit_profit_long_normal_t_7_2_m ( 6 ) 1 7.23 133.195 1.33 1:35:00 1 0 0 100
exit_long_normal_u_5 ( 2 ) 1 5.77 115.043 1.15 0:01:00 1 0 0 100
exit_long_normal_d_5_42 ( 6 ) 1 5.62 109.803 1.1 0:20:00 1 0 0 100
exit_long_normal_w_5_14 ( 6 ) 1 5.17 100.099 1.0 0:55:00 1 0 0 100
exit_long_normal_w_4_7 ( 6 ) 1 4.78 96.486 0.96 2:45:00 1 0 0 100
exit_long_normal_d_4_69 ( 5 ) 1 4.09 84.092 0.84 1:25:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 2.0 83.955 0.84 7 days, 11:39:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 2 1.77 64.261 0.64 2:58:00 2 0 0 100
exit_long_quick_q_8 ( 42 ) 1 2.88 55.820 0.56 9:35:00 1 0 0 100
exit_long_normal_d_2_77 ( 6 ) 1 2.96 54.253 0.54 0:25:00 1 0 0 100
exit_long_rapid_u_5 ( 101 ) 1 5.28 52.341 0.52 0:01:00 1 0 0 100
exit_long_quick_u_2 ( 43 ) 1 2.56 47.098 0.47 0:08:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.26 46.400 0.46 0:24:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 2 1.31 46.211 0.46 0:04:00 2 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.14 45.302 0.45 0:10:00 2 0 0 100
exit_long_normal_d_2_77 ( 6 101 ) 1 2.13 43.423 0.43 1:05:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 6 ) 1 2.19 41.444 0.41 0:30:00 1 0 0 100
exit_long_normal_d_2_27 ( 6 ) 1 2.21 40.665 0.41 0:35:00 1 0 0 100
exit_long_normal_u_2 ( 3 101 141 142 ) 1 2.03 40.077 0.4 0:01:00 1 0 0 100
exit_long_normal_d_2_83 ( 6 ) 1 2.25 38.931 0.39 0:47:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 3 1.39 36.785 0.37 0:06:00 3 0 0 100
exit_long_quick_d_2_53 ( 43 ) 1 1.51 35.563 0.36 2:18:00 1 0 0 100
exit_long_tc_d_1_20 ( 142 ) 2 1.05 35.506 0.36 0:40:00 2 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.55 31.208 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 28.234 0.28 0:01:00 2 0 0 100
exit_long_normal_d_1_95 ( 3 101 ) 1 1.33 27.144 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 22.471 0.22 0:01:00 1 0 0 100
exit_long_rapid_d_2_80 ( 101 ) 1 2.45 22.308 0.22 0:45:00 1 0 0 100
exit_long_normal_d_1_101 ( 6 ) 1 0.78 20.827 0.21 4:55:00 1 0 0 100
exit_long_rapid_d_2_45 ( 101 ) 1 2.06 17.463 0.17 1:20:00 1 0 0 100
exit_long_normal_d_1_70 ( 2 ) 1 1.0 17.011 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 15.083 0.15 0:05:00 1 0 0 100
exit_long_rapid_d_1_70 ( 101 ) 1 1.38 13.887 0.14 0:25:00 1 0 0 100
exit_long_rapid_w_1_7 ( 101 ) 1 1.57 13.767 0.14 5:51:00 1 0 0 100
exit_long_tc_u_0 ( 142 ) 1 0.81 13.595 0.14 0:01:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.43 8.725 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 2.455 0.02 21:54:00 1 0 0 100
force_exit 3 -4.64 -501.363 -5.01 8 days, 14:02:00 1 0 2 33.3
TOTAL 56 2.43 2136.107 21.36 15:40:00 54 0 2 96.4

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 18.79 330.307 3.3 0:50:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_11_1_m ( 6 )') 1 11.31 214.857 2.15 5:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_103 ( 6 )') 2 4.61 165.723 1.66 0:28:00 2 0 0 100
('5 ', 'exit_long_normal_w_8_7 ( 5 )') 1 8.76 149.764 1.5 3:00:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_7_2_m ( 6 )') 1 7.23 133.195 1.33 1:35:00 1 0 0 100
('2 ', 'exit_long_normal_u_5 ( 2 )') 1 5.77 115.043 1.15 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_5_42 ( 6 )') 1 5.62 109.803 1.1 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_w_5_14 ( 6 )') 1 5.17 100.099 1.0 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_w_4_7 ( 6 )') 1 4.78 96.486 0.96 2:45:00 1 0 0 100
('5 ', 'exit_long_normal_d_4_69 ( 5 )') 1 4.09 84.092 0.84 1:25:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 2.0 83.955 0.84 7 days, 11:39:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 2 1.77 64.261 0.64 2:58:00 2 0 0 100
('42 ', 'exit_long_quick_q_8 ( 42 )') 1 2.88 55.820 0.56 9:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_77 ( 6 )') 1 2.96 54.253 0.54 0:25:00 1 0 0 100
('101 ', 'exit_long_rapid_u_5 ( 101 )') 1 5.28 52.341 0.52 0:01:00 1 0 0 100
('43 ', 'exit_long_quick_u_2 ( 43 )') 1 2.56 47.098 0.47 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.26 46.400 0.46 0:24:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 2 1.31 46.211 0.46 0:04:00 2 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.14 45.302 0.45 0:10:00 2 0 0 100
('6 101 ', 'exit_long_normal_d_2_77 ( 6 101 )') 1 2.13 43.423 0.43 1:05:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_1_m ( 6 )') 1 2.19 41.444 0.41 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_27 ( 6 )') 1 2.21 40.665 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 40.077 0.4 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_83 ( 6 )') 1 2.25 38.931 0.39 0:47:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 3 1.39 36.785 0.37 0:06:00 3 0 0 100
('43 ', 'exit_long_quick_d_2_53 ( 43 )') 1 1.51 35.563 0.36 2:18:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_20 ( 142 )') 2 1.05 35.506 0.36 0:40:00 2 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.55 31.208 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 28.234 0.28 0:01:00 2 0 0 100
('3 101 ', 'exit_long_normal_d_1_95 ( 3 101 )') 1 1.33 27.144 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 22.471 0.22 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_80 ( 101 )') 1 2.45 22.308 0.22 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_101 ( 6 )') 1 0.78 20.827 0.21 4:55:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_45 ( 101 )') 1 2.06 17.463 0.17 1:20:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_70 ( 2 )') 1 1.0 17.011 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 15.083 0.15 0:05:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_70 ( 101 )') 1 1.38 13.887 0.14 0:25:00 1 0 0 100
('101 ', 'exit_long_rapid_w_1_7 ( 101 )') 1 1.57 13.767 0.14 5:51:00 1 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 1 0.81 13.595 0.14 0:01:00 1 0 0 100
('120 ', 'force_exit') 1 0.2 10.690 0.11 9 days, 16:20:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.43 8.725 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 2.455 0.02 21:54:00 1 0 0 100
('101 ', 'force_exit') 1 -5.56 -188.200 -1.88 14 days, 6:40:00 0 0 1 0
('6 ', 'force_exit') 1 -8.56 -323.853 -3.24 1 day, 19:05:00 0 0 1 0
TOTAL 56 2.43 2136.107 21.36 15:40:00 54 0 2 96.4

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/12/2023 29.954 1 0 0
04/12/2023 45.929 3 0 0
05/12/2023 23.1 2 0 0
06/12/2023 51.66 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 443.294 13 0 0
12/12/2023 364.552 3 0 0
13/12/2023 0 0 0 0
14/12/2023 83.955 1 0 0
15/12/2023 54.78 2 0 0
16/12/2023 54.253 1 0 0
17/12/2023 47.098 1 0 0
18/12/2023 173.86 2 0 0
19/12/2023 148.757 2 0 0
20/12/2023 0 0 0 0
21/12/2023 60.949 2 0 0
22/12/2023 0 0 0 0
23/12/2023 214.857 1 0 0
24/12/2023 100.099 1 0 0
25/12/2023 109.803 1 0 0
26/12/2023 403.07 9 0 0
27/12/2023 0 0 0 0
28/12/2023 143.405 5 0 0
29/12/2023 0 0 0 0
30/12/2023 0 0 0 0
31/12/2023 84.092 1 0 0
01/01/2024 -501.363 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 56 / 1.81
Starting balance 10000 USDT
Final balance 12136.107 USDT
Absolute profit 2136.107 USDT
Total profit % 21.36%
CAGR % 877.16%
Sortino 19.41
Sharpe 16.37
Calmar 324.90
Profit factor 5.17
Expectancy (Ratio) 38.14 (0.15)
Avg. daily profit % 0.69%
Avg. stake amount 1606.418 USDT
Total trade volume 89959.405 USDT
Best Pair QI/USDT 4.88%
Worst Pair ALPHA/USDT -1.88%
Best trade QI/USDT 18.79%
Worst trade DEGO/USDT -8.56%
Best day 443.294 USDT
Worst day -501.363 USDT
Days win/draw/lose 19 / 10 / 1
Avg. Duration Winners 9:06:00
Avg. Duration Loser 8 days, 0:52:00
Max Consecutive Wins / Loss 53 / 2
Rejected Entry signals 66
Entry/Exit Timeouts 0 / 0
Min balance 10029.954 USDT
Max balance 12637.469 USDT
Max % of account underwater 4.05%
Absolute Drawdown (Account) 4.05%
Absolute Drawdown 512.053 USDT
Drawdown high 2637.469 USDT
Drawdown low 2125.417 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 56 2.43 2136.107 21.36 15:40:00 54 0 2 96.4 512.053 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, 18:12:00 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 5.0356 % 4.8225 % 2.6756 % 3.2175 % 3.2365 %
Profit Mean 1.27 % 1.25 % 1.43 % 1.58 % 1.55 %
Profit Sum 44.59 % 42.33 % 60.23 % 68.15 % 61.92 %
Profit Total 4.9 % 4.45 % 9.11 % 10.65 % 9.56 %
Trades 35 34 42 43 40
Win Rate 91.43 % 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 6 2.46 252.863 2.53 2:55:00 6 0 0 100
DATA/USDT 2 3.43 112.451 1.12 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 81.867 0.82 8:20:00 3 0 0 100
BAND/USDT 1 4.63 79.747 0.8 4:45:00 1 0 0 100
REQ/USDT 1 3.11 54.125 0.54 4:20:00 1 0 0 100
STRAX/USDT 2 1.45 46.637 0.47 0:10:00 2 0 0 100
RAD/USDT 2 1.56 46.064 0.46 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
AR/USDT 1 2.1 33.201 0.33 2:00:00 1 0 0 100
ERN/USDT 1 1.82 31.483 0.31 1:30:00 1 0 0 100
SANTOS/USDT 2 0.87 30.020 0.3 0:36:00 2 0 0 100
UMA/USDT 1 1.69 29.300 0.29 0:15:00 1 0 0 100
TRU/USDT 1 1.1 22.138 0.22 1:31:00 1 0 0 100
RIF/USDT 1 0.88 19.787 0.2 1:57:00 1 0 0 100
ZRX/USDT 1 1.07 18.813 0.19 0:10:00 1 0 0 100
INJ/USDT 1 1.04 17.810 0.18 0:01:00 1 0 0 100
SOL/USDT 1 1.02 17.488 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
MASK/USDT 1 1.03 8.372 0.08 0:43:00 1 0 0 100
RAY/USDT 1 0.43 8.282 0.08 2:22:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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
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
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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 -134.020 -1.34 1 day, 21:10:00 0 0 1 0
SXP/USDT 1 -5.28 -201.431 -2.01 28 days, 11:55:00 0 0 1 0
MOVR/USDT 1 -1.25 -220.797 -2.21 28 days, 11:55:00 0 0 1 0
TOTAL 35 1.27 490.131 4.9 2 days, 18:12:00 32 0 3 91.4

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
AUCTION/USDT 1 -6.21 -134.020 -1.34 1 day, 21:10:00 0 0 1 0
SXP/USDT 1 -5.28 -201.431 -2.01 28 days, 11:55:00 0 0 1 0
MOVR/USDT 1 -1.25 -220.797 -2.21 28 days, 11:55:00 0 0 1 0
TOTAL 3 -4.25 -556.248 -5.56 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 16 2.32 662.420 6.62 14:48:00 16 0 0 100
5 6 1.55 159.553 1.6 1:44:00 6 0 0 100
120 1 0.86 83.233 0.83 26 days, 22:35:00 1 0 0 100
1 1 1.77 28.220 0.28 0:28:00 1 0 0 100
2 101 1 1.36 21.986 0.22 0:33:00 1 0 0 100
41 1 0.88 19.787 0.2 1:57:00 1 0 0 100
141 1 1.04 17.810 0.18 0:01:00 1 0 0 100
142 1 1.02 17.488 0.17 0:08:00 1 0 0 100
2 1 -6.21 -134.020 -1.34 1 day, 21:10:00 0 0 1 0
101 5 -0.27 -165.550 -1.66 5 days, 18:13:00 4 0 1 80.0
3 6 101 1 -1.25 -220.797 -2.21 28 days, 11:55:00 0 0 1 0
TOTAL 35 1.27 490.131 4.9 2 days, 18:12:00 32 0 3 91.4

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 6.97 111.624 1.12 2:35:00 1 0 0 100
exit_long_normal_d_5_100 ( 6 ) 1 5.49 90.465 0.9 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 79.747 0.8 4:45:00 1 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.32 61.553 0.62 2:40:00 1 0 0 100
exit_long_normal_d_3_100 ( 5 ) 1 3.11 54.125 0.54 4:20:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.45 46.637 0.47 0:10:00 2 0 0 100
exit_long_normal_d_2_64 ( 6 ) 1 2.7 46.445 0.46 1:00:00 1 0 0 100
exit_long_normal_d_2_15 ( 6 ) 1 1.76 42.582 0.43 7:30:00 1 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_60 ( 5 ) 1 2.06 35.357 0.35 0:57:00 1 0 0 100
exit_long_normal_d_2_81 ( 5 ) 1 2.1 33.201 0.33 2:00:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.82 31.483 0.31 1:30:00 1 0 0 100
exit_long_normal_d_1_99 ( 6 ) 1 1.69 29.300 0.29 0:15:00 1 0 0 100
exit_profit_long_normal_t_1_2_m ( 1 ) 1 1.77 28.220 0.28 0:28:00 1 0 0 100
exit_long_normal_d_1_77 ( 6 ) 1 1.56 27.138 0.27 0:50:00 1 0 0 100
exit_long_normal_d_1_45 ( 6 ) 1 1.1 22.138 0.22 1:31:00 1 0 0 100
exit_long_normal_d_1_20 ( 2 101 ) 1 1.36 21.986 0.22 0:33:00 1 0 0 100
exit_long_normal_d_1_60 ( 6 ) 1 1.18 20.246 0.2 0:36:00 1 0 0 100
exit_long_quick_d_1_10 ( 41 ) 1 0.88 19.787 0.2 1:57:00 1 0 0 100
exit_long_normal_d_1_60 ( 5 ) 1 1.07 18.813 0.19 0:10:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.04 17.810 0.18 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.02 17.488 0.17 0:08:00 1 0 0 100
exit_long_rapid_d_1_97 ( 101 ) 1 1.06 10.707 0.11 0:50:00 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_profit_long_normal_t_0_2_m ( 5 ) 1 0.57 9.774 0.1 0:36:00 1 0 0 100
exit_long_rapid_d_1_70 ( 101 ) 1 1.03 8.372 0.08 0:43:00 1 0 0 100
exit_long_normal_d_0_55 ( 6 ) 1 0.47 8.284 0.08 23:10:00 1 0 0 100
exit_long_normal_d_0_78 ( 5 ) 1 0.43 8.282 0.08 2:22:00 1 0 0 100
exit_profit_long_rapid_t_0_1_m ( 101 ) 1 0.78 6.225 0.06 1:25:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 6 ) 1 0.16 2.660 0.03 2:50:00 1 0 0 100
force_exit 3 -4.25 -556.248 -5.56 19 days, 15:00:00 0 0 3 0
TOTAL 35 1.27 490.131 4.9 2 days, 18:12:00 32 0 3 91.4

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_w_6_4 ( 6 )') 1 6.97 111.624 1.12 2:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_5_100 ( 6 )') 1 5.49 90.465 0.9 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 79.747 0.8 4:45:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.32 61.553 0.62 2:40:00 1 0 0 100
('5 ', 'exit_long_normal_d_3_100 ( 5 )') 1 3.11 54.125 0.54 4:20:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.45 46.637 0.47 0:10:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_64 ( 6 )') 1 2.7 46.445 0.46 1:00:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_15 ( 6 )') 1 1.76 42.582 0.43 7:30:00 1 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
('5 ', 'exit_long_normal_d_2_60 ( 5 )') 1 2.06 35.357 0.35 0:57:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_81 ( 5 )') 1 2.1 33.201 0.33 2:00:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.82 31.483 0.31 1:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_99 ( 6 )') 1 1.69 29.300 0.29 0:15:00 1 0 0 100
('1 ', 'exit_profit_long_normal_t_1_2_m ( 1 )') 1 1.77 28.220 0.28 0:28:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_77 ( 6 )') 1 1.56 27.138 0.27 0:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_45 ( 6 )') 1 1.1 22.138 0.22 1:31:00 1 0 0 100
('2 101 ', 'exit_long_normal_d_1_20 ( 2 101 )') 1 1.36 21.986 0.22 0:33:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_60 ( 6 )') 1 1.18 20.246 0.2 0:36:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_10 ( 41 )') 1 0.88 19.787 0.2 1:57:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_60 ( 5 )') 1 1.07 18.813 0.19 0:10:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.04 17.810 0.18 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.02 17.488 0.17 0:08:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_97 ( 101 )') 1 1.06 10.707 0.11 0:50:00 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
('5 ', 'exit_profit_long_normal_t_0_2_m ( 5 )') 1 0.57 9.774 0.1 0:36:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_70 ( 101 )') 1 1.03 8.372 0.08 0:43:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_55 ( 6 )') 1 0.47 8.284 0.08 23:10:00 1 0 0 100
('5 ', 'exit_long_normal_d_0_78 ( 5 )') 1 0.43 8.282 0.08 2:22:00 1 0 0 100
('101 ', 'exit_profit_long_rapid_t_0_1_m ( 101 )') 1 0.78 6.225 0.06 1:25:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_2_m ( 6 )') 1 0.16 2.660 0.03 2:50:00 1 0 0 100
('2 ', 'force_exit') 1 -6.21 -134.020 -1.34 1 day, 21:10:00 0 0 1 0
('101 ', 'force_exit') 1 -5.28 -201.431 -2.01 28 days, 11:55:00 0 0 1 0
('3 6 101 ', 'force_exit') 1 -1.25 -220.797 -2.21 28 days, 11:55:00 0 0 1 0
TOTAL 35 1.27 490.131 4.9 2 days, 18:12:00 32 0 3 91.4

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/01/2024 94.137 4 0 0
04/01/2024 149.801 5 0 0
05/01/2024 61.553 1 0 0
06/01/2024 0 0 0 0
07/01/2024 30.358 2 0 0
08/01/2024 33.911 2 0 0
09/01/2024 133.046 2 0 0
10/01/2024 116.031 3 0 0
11/01/2024 0 0 0 0
12/01/2024 17.488 1 0 0
13/01/2024 0 0 0 0
14/01/2024 0 0 0 0
15/01/2024 10.707 1 0 0
16/01/2024 30.02 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 115.104 2 0 0
21/01/2024 0 0 0 0
22/01/2024 58.621 2 0 0
23/01/2024 93.555 3 0 0
24/01/2024 0 0 0 0
25/01/2024 0 0 0 0
26/01/2024 0 0 0 0
27/01/2024 0 0 0 0
28/01/2024 18.813 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 -556.248 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 35 / 1.13
Starting balance 10000 USDT
Final balance 10490.131 USDT
Absolute profit 490.131 USDT
Total profit % 4.90%
CAGR % 75.66%
Sortino 8.12
Sharpe 4.51
Calmar 59.99
Profit factor 1.88
Expectancy (Ratio) 14.00 (0.08)
Avg. daily profit % 0.16%
Avg. stake amount 1522.911 USDT
Total trade volume 53301.891 USDT
Best Pair PEOPLE/USDT 2.53%
Worst Pair AUCTION/USDT -1.34%
Best trade PEOPLE/USDT 6.97%
Worst trade AUCTION/USDT -6.21%
Best day 149.801 USDT
Worst day -556.248 USDT
Days win/draw/lose 15 / 14 / 1
Avg. Duration Winners 1 day, 4:15:00
Avg. Duration Loser 19 days, 15:00:00
Max Consecutive Wins / Loss 32 / 3
Rejected Entry signals 125
Entry/Exit Timeouts 0 / 0
Min balance 10022.138 USDT
Max balance 11046.379 USDT
Max % of account underwater 5.04%
Absolute Drawdown (Account) 5.04%
Absolute Drawdown 556.248 USDT
Drawdown high 1046.379 USDT
Drawdown low 490.131 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 35 1.27 490.131 4.9 2 days, 18:12:00 32 0 3 91.4 556.248 USDT 5.04%

@github-actions
Copy link

Choose a reason for hiding this comment

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

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 41.12 % 41.15 % 41.15 % 39.33 % 39.33 %
Profit Total 7.05 % 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 92.014 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 63.220 0.63 12:00:00 3 0 0 100
ZEN/USDT 2 1.38 45.937 0.46 0:01:00 2 0 0 100
NEAR/USDT 1 2.55 44.151 0.44 2:15:00 1 0 0 100
VET/USDT 2 1.13 38.249 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 35.025 0.35 1:34:00 2 0 0 100
IOTX/USDT 2 0.83 28.566 0.29 0:03:00 2 0 0 100
INJ/USDT 1 1.66 28.282 0.28 0:08:00 1 0 0 100
C98/USDT 1 1.58 26.983 0.27 0:08:00 1 0 0 100
THETA/USDT 1 1.56 26.830 0.27 0:03:00 1 0 0 100
GRT/USDT 1 3.09 26.341 0.26 1:23:00 1 0 0 100
WIN/USDT 1 1.16 20.142 0.2 1:50:00 1 0 0 100
FET/USDT 1 1.12 18.889 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 17.739 0.18 0:30:00 1 0 0 100
ALICE/USDT 1 1.02 17.452 0.17 0:06:00 1 0 0 100
MDT/USDT 1 1.11 9.502 0.1 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 2.455 0.02 0:01:00 1 0 0 100
UNI/USDT 1 0.14 2.378 0.02 2:46:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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 1.37 705.416 7.05 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 1.33 273.480 2.73 7:57:00 12 0 0 100
142 4 1.37 94.182 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 3 1.9 48.725 0.49 1:31:00 3 0 0 100
2 1 2.16 35.981 0.36 0:01:00 1 0 0 100
143 2 1.01 35.167 0.35 0:42:00 2 0 0 100
2 3 1 1.58 26.983 0.27 0:08:00 1 0 0 100
2 6 101 1 1.28 22.143 0.22 0:04:00 1 0 0 100
2 101 1 1.25 21.431 0.21 0:05:00 1 0 0 100
3 1 1.23 20.596 0.21 0:01:00 1 0 0 100
141 142 1 1.12 18.889 0.19 0:50:00 1 0 0 100
2 6 1 1.02 17.452 0.17 0:06:00 1 0 0 100
2 3 6 101 1 0.42 7.135 0.07 0:01:00 1 0 0 100
TOTAL 30 1.37 705.416 7.05 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 74.011 0.74 0:04:00 3 0 0 100
exit_long_normal_w_4_3 ( 6 ) 1 4.08 71.625 0.72 1:13:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 2 1.4 47.652 0.48 0:02:00 2 0 0 100
exit_long_tc_w_2_11 ( 142 ) 1 2.55 44.151 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 35.093 0.35 0:30:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 ) 1 1.58 26.983 0.27 0:08:00 1 0 0 100
exit_long_rapid_d_3_97 ( 101 ) 1 3.09 26.341 0.26 1:23:00 1 0 0 100
exit_long_normal_u_1 ( 2 6 101 ) 1 1.28 22.143 0.22 0:04:00 1 0 0 100
exit_long_normal_u_1 ( 2 101 ) 1 1.25 21.431 0.21 0:05:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.23 20.596 0.21 0:01:00 1 0 0 100
exit_long_normal_w_1_7 ( 6 ) 1 1.16 20.142 0.2 1:50:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 2 0.58 20.099 0.2 1 day, 0:05:00 2 0 0 100
exit_long_tc_d_1_77 ( 141 142 ) 1 1.12 18.889 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 17.739 0.18 0:30:00 1 0 0 100
exit_long_normal_u_1 ( 2 6 ) 1 1.02 17.452 0.17 0:06:00 1 0 0 100
exit_long_tc_d_1_97 ( 143 ) 1 1.01 17.428 0.17 0:55:00 1 0 0 100
exit_long_normal_d_0_55 ( 6 ) 1 0.73 12.962 0.13 1 day, 10:39:00 1 0 0 100
exit_long_rapid_rpd_6 ( 101 ) 1 1.49 12.882 0.13 3:05:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 1 1.11 9.502 0.1 0:06:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 6 101 ) 1 0.42 7.135 0.07 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.15 2.455 0.02 0:01:00 1 0 0 100
exit_profit_long_tc_t_0_3_m ( 142 ) 1 0.14 2.378 0.02 2:46:00 1 0 0 100
TOTAL 30 1.37 705.416 7.05 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 74.011 0.74 0:04:00 3 0 0 100
('6 ', 'exit_long_normal_w_4_3 ( 6 )') 1 4.08 71.625 0.72 1:13:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 2 1.4 47.652 0.48 0:02:00 2 0 0 100
('142 ', 'exit_long_tc_w_2_11 ( 142 )') 1 2.55 44.151 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 35.093 0.35 0:30:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_1 ( 2 3 )') 1 1.58 26.983 0.27 0:08:00 1 0 0 100
('101 ', 'exit_long_rapid_d_3_97 ( 101 )') 1 3.09 26.341 0.26 1:23:00 1 0 0 100
('2 6 101 ', 'exit_long_normal_u_1 ( 2 6 101 )') 1 1.28 22.143 0.22 0:04:00 1 0 0 100
('2 101 ', 'exit_long_normal_u_1 ( 2 101 )') 1 1.25 21.431 0.21 0:05:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.23 20.596 0.21 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_7 ( 6 )') 1 1.16 20.142 0.2 1:50:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 2 0.58 20.099 0.2 1 day, 0:05:00 2 0 0 100
('141 142 ', 'exit_long_tc_d_1_77 ( 141 142 )') 1 1.12 18.889 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 17.739 0.18 0:30:00 1 0 0 100
('2 6 ', 'exit_long_normal_u_1 ( 2 6 )') 1 1.02 17.452 0.17 0:06:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_97 ( 143 )') 1 1.01 17.428 0.17 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_55 ( 6 )') 1 0.73 12.962 0.13 1 day, 10:39:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_6 ( 101 )') 1 1.49 12.882 0.13 3:05:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 1 1.11 9.502 0.1 0:06:00 1 0 0 100
('2 3 6 101 ', 'exit_long_normal_u_0 ( 2 3 6 101 )') 1 0.42 7.135 0.07 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.15 2.455 0.02 0:01:00 1 0 0 100
('142 ', 'exit_profit_long_tc_t_0_3_m ( 142 )') 1 0.14 2.378 0.02 2:46:00 1 0 0 100
TOTAL 30 1.37 705.416 7.05 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 98.537 5 0 0
21/02/2024 0 0 0 0
22/02/2024 15.164 1 0 0
23/02/2024 56.361 3 0 0
24/02/2024 12.962 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 402.083 16 0 0
29/02/2024 71.625 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 10705.416 USDT
Absolute profit 705.416 USDT
Total profit % 7.05%
CAGR % 135.83%
Sortino -100.00
Sharpe 27.03
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 23.51 (100.00)
Avg. daily profit % 0.24%
Avg. stake amount 1571.981 USDT
Total trade volume 47159.437 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 402.083 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 5
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 1.37 705.416 7.05 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 14:12:00 12:10:00 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 2.19 % 2.06 % 2.06 % 2.31 % 2.3 %
Profit Sum 124.63 % 127.6 % 129.5 % 119.97 % 119.42 %
Profit Total 23.25 % 23.65 % 24.03 % 21.63 % 21.52 %
Trades 57 62 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 3 3.87 201.513 2.02 0:12:00 3 0 0 100
TKO/USDT 4 2.62 199.904 2.0 0:46:00 4 0 0 100
XEC/USDT 2 4.73 178.152 1.78 4:32:00 2 0 0 100
RAY/USDT 3 3.07 173.190 1.73 0:33:00 3 0 0 100
LTO/USDT 3 4.27 167.535 1.68 2:00:00 3 0 0 100
FIS/USDT 2 3.41 126.497 1.26 1:05:00 2 0 0 100
DATA/USDT 1 5.64 110.425 1.1 0:45:00 1 0 0 100
FORTH/USDT 2 2.81 100.169 1.0 1 day, 8:09:00 2 0 0 100
ATOM/USDT 1 1.41 89.341 0.89 12 days, 21:34:00 1 0 0 100
GRT/USDT 1 1.98 82.550 0.83 5 days, 20:32:00 1 0 0 100
PERP/USDT 2 1.78 75.527 0.76 1 day, 4:12:00 2 0 0 100
AUCTION/USDT 2 1.93 67.904 0.68 0:26:00 2 0 0 100
ZRX/USDT 3 1.08 65.051 0.65 1 day, 13:32:00 3 0 0 100
ALGO/USDT 1 3.52 63.048 0.63 0:45:00 1 0 0 100
YGG/USDT 2 1.63 48.686 0.49 0:05:00 2 0 0 100
DOGE/USDT 2 1.34 45.990 0.46 0:02:00 2 0 0 100
ERN/USDT 2 1.38 44.567 0.45 2:00:00 2 0 0 100
VIDT/USDT 1 2.38 42.420 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 38.889 0.39 2:07:00 1 0 0 100
THETA/USDT 1 2.02 37.851 0.38 0:12:00 1 0 0 100
BURGER/USDT 1 1.9 34.867 0.35 0:02:00 1 0 0 100
CELR/USDT 1 1.57 33.566 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 24.209 0.24 0:18:00 1 0 0 100
MDT/USDT 1 1.17 23.696 0.24 0:25:00 1 0 0 100
SANTOS/USDT 1 1.02 22.670 0.23 8:25:00 1 0 0 100
BAKE/USDT 1 0.84 20.639 0.21 12:20:00 1 0 0 100
FET/USDT 1 1.1 20.180 0.2 0:04:00 1 0 0 100
AXS/USDT 1 1.13 19.240 0.19 0:03:00 1 0 0 100
MASK/USDT 1 1.05 17.893 0.18 0:45:00 1 0 0 100
AR/USDT 1 1.04 17.597 0.18 0:11:00 1 0 0 100
COTI/USDT 1 1.03 17.549 0.18 3:19:00 1 0 0 100
AGLD/USDT 1 1.03 13.496 0.13 1:15:00 1 0 0 100
MTL/USDT 1 0.66 11.451 0.11 0:28:00 1 0 0 100
NEAR/USDT 1 0.62 10.575 0.11 3:40:00 1 0 0 100
AVAX/USDT 1 1.01 9.072 0.09 0:21:00 1 0 0 100
OG/USDT 1 0.19 1.795 0.02 0:04:00 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
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
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
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
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
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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 57 2.19 2324.588 23.25 14:12:00 57 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 23 2.31 1025.382 10.25 9:20:00 23 0 0 100
42 9 1.91 326.785 3.27 2:12:00 9 0 0 100
101 7 2.42 180.296 1.8 15:28:00 7 0 0 100
120 2 1.7 171.891 1.72 9 days, 9:03:00 2 0 0 100
3 1 5.64 110.425 1.1 0:45:00 1 0 0 100
141 142 3 1.91 107.188 1.07 4:05:00 3 0 0 100
5 2 2.39 85.444 0.85 0:30:00 2 0 0 100
41 2 2.31 81.800 0.82 0:14:00 2 0 0 100
2 1 3.84 74.011 0.74 0:35:00 1 0 0 100
1 1 1.87 37.750 0.38 0:21:00 1 0 0 100
142 1 1.66 27.789 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 20.180 0.2 0:04:00 1 0 0 100
2 3 101 1 1.13 19.240 0.19 0:03:00 1 0 0 100
141 1 1.02 18.200 0.18 0:03:00 1 0 0 100
2 101 1 1.03 13.496 0.13 1:15:00 1 0 0 100
TOTAL 57 2.19 2324.588 23.25 14:12:00 57 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 1.7 171.891 1.72 9 days, 9:03:00 2 0 0 100
exit_long_normal_d_7_100 ( 6 ) 1 6.05 121.394 1.21 4:15:00 1 0 0 100
exit_long_rapid_d_10_98 ( 101 ) 1 9.9 113.266 1.13 2:45:00 1 0 0 100
exit_long_normal_w_5_7 ( 3 ) 1 5.64 110.425 1.1 0:45:00 1 0 0 100
exit_long_normal_d_4_40 ( 6 ) 1 4.84 82.286 0.82 0:20:00 1 0 0 100
exit_long_normal_d_2_42 ( 6 ) 2 2.1 81.064 0.81 1 day, 4:11:00 2 0 0 100
exit_long_normal_d_4_77 ( 6 ) 1 4.22 80.479 0.8 0:30:00 1 0 0 100
exit_long_normal_d_3_83 ( 2 ) 1 3.84 74.011 0.74 0:35:00 1 0 0 100
exit_long_normal_d_4_42 ( 6 ) 1 4.15 72.633 0.73 1:10:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.34 70.547 0.71 0:05:00 3 0 0 100
exit_long_normal_d_3_100 ( 6 ) 1 2.54 69.471 0.69 2 days, 15:20:00 1 0 0 100
exit_long_tc_d_3_64 ( 141 142 ) 1 3.52 63.048 0.63 0:45:00 1 0 0 100
exit_long_quick_d_3_87 ( 42 ) 1 3.3 62.493 0.62 0:10:00 1 0 0 100
exit_long_quick_d_3_78 ( 42 ) 1 3.32 61.123 0.61 0:15:00 1 0 0 100
exit_long_quick_u_3 ( 41 ) 1 3.45 58.104 0.58 0:02:00 1 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.4 56.758 0.57 4:50:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 2 1.45 54.269 0.54 1:38:00 2 0 0 100
exit_profit_long_normal_t_2_1_m ( 6 ) 1 2.68 53.864 0.54 1:00:00 1 0 0 100
exit_long_normal_w_2_11 ( 5 ) 1 2.78 49.822 0.5 0:50:00 1 0 0 100
exit_long_normal_d_2_80 ( 6 ) 1 2.56 47.812 0.48 0:35:00 1 0 0 100
exit_long_normal_d_2_93 ( 6 ) 1 2.42 44.899 0.45 0:35:00 1 0 0 100
exit_long_normal_d_2_107 ( 6 ) 1 2.38 42.420 0.42 0:55:00 1 0 0 100
exit_long_normal_w_2_1 ( 6 ) 1 1.58 39.905 0.4 2 days, 8:15:00 1 0 0 100
exit_long_quick_u_2 ( 42 ) 1 2.07 38.839 0.39 0:09:00 1 0 0 100
exit_long_quick_d_2_87 ( 42 ) 1 2.02 37.851 0.38 0:12:00 1 0 0 100
exit_long_quick_w_2_11 ( 42 ) 1 2.08 37.827 0.38 1:15:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 1 1.87 37.750 0.38 0:21:00 1 0 0 100
exit_long_normal_d_1_83 ( 5 ) 1 1.99 35.623 0.36 0:10:00 1 0 0 100
exit_long_tc_d_1_84 ( 141 142 ) 1 1.57 33.566 0.34 7:50:00 1 0 0 100
exit_long_normal_d_1_95 ( 6 ) 1 1.51 32.371 0.32 3:52:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 3 1.15 31.116 0.31 0:10:00 3 0 0 100
exit_long_rapid_d_3_97 ( 101 ) 1 3.08 30.698 0.31 0:58:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.66 27.789 0.28 0:02:00 1 0 0 100
exit_long_normal_d_1_10 ( 6 ) 1 1.25 25.573 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 24.209 0.24 0:18:00 1 0 0 100
exit_long_quick_d_1_61 ( 42 ) 1 1.03 23.881 0.24 8:15:00 1 0 0 100
exit_long_quick_d_1_70 ( 41 ) 1 1.17 23.696 0.24 0:25:00 1 0 0 100
exit_long_quick_d_1_35 ( 42 ) 1 1.02 22.670 0.23 8:25:00 1 0 0 100
exit_long_normal_d_1_63 ( 6 ) 1 0.84 20.639 0.21 12:20:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 1 1.1 20.180 0.2 0:04:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 101 ) 1 1.13 19.240 0.19 0:03:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.02 18.200 0.18 0:03:00 1 0 0 100
exit_long_quick_d_1_95 ( 42 ) 1 1.05 17.893 0.18 0:45:00 1 0 0 100
exit_long_normal_d_1_26 ( 6 ) 1 1.03 17.549 0.18 3:19:00 1 0 0 100
exit_long_normal_d_1_10 ( 2 101 ) 1 1.03 13.496 0.13 1:15:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.66 11.451 0.11 0:28:00 1 0 0 100
exit_long_tc_d_0_84 ( 141 142 ) 1 0.62 10.575 0.11 3:40:00 1 0 0 100
exit_long_rapid_d_0_52 ( 101 ) 1 0.33 3.421 0.03 4 days, 8:00:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 1 0.19 1.795 0.02 0:04:00 1 0 0 100
TOTAL 57 2.19 2324.588 23.25 14:12:00 57 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 1.7 171.891 1.72 9 days, 9:03:00 2 0 0 100
('6 ', 'exit_long_normal_d_7_100 ( 6 )') 1 6.05 121.394 1.21 4:15:00 1 0 0 100
('101 ', 'exit_long_rapid_d_10_98 ( 101 )') 1 9.9 113.266 1.13 2:45:00 1 0 0 100
('3 ', 'exit_long_normal_w_5_7 ( 3 )') 1 5.64 110.425 1.1 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_40 ( 6 )') 1 4.84 82.286 0.82 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_42 ( 6 )') 2 2.1 81.064 0.81 1 day, 4:11:00 2 0 0 100
('6 ', 'exit_long_normal_d_4_77 ( 6 )') 1 4.22 80.479 0.8 0:30:00 1 0 0 100
('2 ', 'exit_long_normal_d_3_83 ( 2 )') 1 3.84 74.011 0.74 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_42 ( 6 )') 1 4.15 72.633 0.73 1:10:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.34 70.547 0.71 0:05:00 3 0 0 100
('6 ', 'exit_long_normal_d_3_100 ( 6 )') 1 2.54 69.471 0.69 2 days, 15:20:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_3_64 ( 141 142 )') 1 3.52 63.048 0.63 0:45:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_87 ( 42 )') 1 3.3 62.493 0.62 0:10:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_78 ( 42 )') 1 3.32 61.123 0.61 0:15:00 1 0 0 100
('41 ', 'exit_long_quick_u_3 ( 41 )') 1 3.45 58.104 0.58 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.4 56.758 0.57 4:50:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 2 1.45 54.269 0.54 1:38:00 2 0 0 100
('6 ', 'exit_profit_long_normal_t_2_1_m ( 6 )') 1 2.68 53.864 0.54 1:00:00 1 0 0 100
('5 ', 'exit_long_normal_w_2_11 ( 5 )') 1 2.78 49.822 0.5 0:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_80 ( 6 )') 1 2.56 47.812 0.48 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_93 ( 6 )') 1 2.42 44.899 0.45 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_107 ( 6 )') 1 2.38 42.420 0.42 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_1 ( 6 )') 1 1.58 39.905 0.4 2 days, 8:15:00 1 0 0 100
('42 ', 'exit_long_quick_u_2 ( 42 )') 1 2.07 38.839 0.39 0:09:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_87 ( 42 )') 1 2.02 37.851 0.38 0:12:00 1 0 0 100
('42 ', 'exit_long_quick_w_2_11 ( 42 )') 1 2.08 37.827 0.38 1:15:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 1 1.87 37.750 0.38 0:21:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_83 ( 5 )') 1 1.99 35.623 0.36 0:10:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_1_84 ( 141 142 )') 1 1.57 33.566 0.34 7:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_95 ( 6 )') 1 1.51 32.371 0.32 3:52:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 3 1.15 31.116 0.31 0:10:00 3 0 0 100
('101 ', 'exit_long_rapid_d_3_97 ( 101 )') 1 3.08 30.698 0.31 0:58:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.66 27.789 0.28 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_10 ( 6 )') 1 1.25 25.573 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 24.209 0.24 0:18:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_61 ( 42 )') 1 1.03 23.881 0.24 8:15:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_70 ( 41 )') 1 1.17 23.696 0.24 0:25:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_35 ( 42 )') 1 1.02 22.670 0.23 8:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_63 ( 6 )') 1 0.84 20.639 0.21 12:20:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 1 1.1 20.180 0.2 0:04:00 1 0 0 100
('2 3 101 ', 'exit_long_normal_u_1 ( 2 3 101 )') 1 1.13 19.240 0.19 0:03:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.02 18.200 0.18 0:03:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_95 ( 42 )') 1 1.05 17.893 0.18 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_26 ( 6 )') 1 1.03 17.549 0.18 3:19:00 1 0 0 100
('2 101 ', 'exit_long_normal_d_1_10 ( 2 101 )') 1 1.03 13.496 0.13 1:15:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.66 11.451 0.11 0:28:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_0_84 ( 141 142 )') 1 0.62 10.575 0.11 3:40:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_52 ( 101 )') 1 0.33 3.421 0.03 4 days, 8:00:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 1 0.19 1.795 0.02 0:04:00 1 0 0 100
TOTAL 57 2.19 2324.588 23.25 14:12:00 57 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/03/2024 34.558 2 0 0
04/03/2024 98.933 2 0 0
05/03/2024 200.325 9 0 0
06/03/2024 235.769 4 0 0
07/03/2024 72.633 1 0 0
08/03/2024 39.905 1 0 0
09/03/2024 82.55 1 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 315.15 9 0 0
16/03/2024 116.17 3 0 0
17/03/2024 38.889 1 0 0
18/03/2024 92.711 2 0 0
19/03/2024 542.252 12 0 0
20/03/2024 122.621 2 0 0
21/03/2024 0 0 0 0
22/03/2024 69.471 1 0 0
23/03/2024 30.698 1 0 0
24/03/2024 0 0 0 0
25/03/2024 92.762 2 0 0
26/03/2024 0 0 0 0
27/03/2024 0 0 0 0
28/03/2024 0 0 0 0
29/03/2024 139.19 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 57 / 1.84
Starting balance 10000 USDT
Final balance 12324.588 USDT
Absolute profit 2324.588 USDT
Total profit % 23.25%
CAGR % 1071.58%
Sortino -100.00
Sharpe 51.63
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 40.78 (100.00)
Avg. daily profit % 0.75%
Avg. stake amount 1638.479 USDT
Total trade volume 93393.291 USDT
Best Pair LTO/USDT 1.68%
Worst Pair 1INCH/USDT 0.00%
Best trade LTO/USDT 9.90%
Worst trade OG/USDT 0.19%
Best day 542.252 USDT
Worst day 0 USDT
Days win/draw/lose 17 / 10 / 0
Avg. Duration Winners 14:12:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 57 / 0
Rejected Entry signals 178
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 57 2.19 2324.588 23.25 14:12:00 57 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 11:33:00 10:58:00 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 0.6465 % 0.6469 % 12.4056 % 16.7584 % 16.7584 %
Profit Mean 1.07 % 1.08 % 0.49 % 0.59 % 0.59 %
Profit Sum 59.93 % 63.75 % 20.45 % 23.54 % 23.54 %
Profit Total 10.19 % 10.44 % -7.06 % -10.93 % -10.93 %
Trades 56 59 42 40 40
Win Rate 98.21 % 98.31 % 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 1.39 108.414 1.08 2 days, 18:52:00 2 0 0 100
CELR/USDT 1 1.93 84.689 0.85 10 days, 5:14:00 1 0 0 100
DOGE/USDT 2 2.32 81.701 0.82 0:08:00 2 0 0 100
CKB/USDT 2 2.35 80.996 0.81 0:52:00 2 0 0 100
FARM/USDT 1 3.73 66.233 0.66 1:10:00 1 0 0 100
AR/USDT 2 1.63 57.754 0.58 0:52:00 2 0 0 100
BCH/USDT 1 2.67 44.127 0.44 11:35:00 1 0 0 100
ALPHA/USDT 3 0.96 43.875 0.44 2:22:00 3 0 0 100
ARPA/USDT 3 1.04 41.946 0.42 0:21:00 3 0 0 100
GALA/USDT 2 1.01 37.100 0.37 5:24:00 2 0 0 100
PUNDIX/USDT 1 1.88 32.878 0.33 2:20:00 1 0 0 100
OM/USDT 1 1.83 30.441 0.3 0:30:00 1 0 0 100
XVS/USDT 2 1.69 29.567 0.3 0:02:00 2 0 0 100
FTM/USDT 1 1.46 26.080 0.26 0:31:00 1 0 0 100
INJ/USDT 3 0.51 24.908 0.25 0:13:00 3 0 0 100
HIGH/USDT 1 1.3 23.682 0.24 0:03:00 1 0 0 100
ONT/USDT 1 1.28 23.461 0.23 2:11:00 1 0 0 100
BNX/USDT 1 1.08 23.016 0.23 19:31:00 1 0 0 100
NKN/USDT 1 1.29 21.410 0.21 0:08:00 1 0 0 100
ROSE/USDT 1 0.98 20.579 0.21 8:31:00 1 0 0 100
1INCH/USDT 1 0.97 18.966 0.19 9:10:00 1 0 0 100
UNI/USDT 1 1.08 18.245 0.18 0:02:00 1 0 0 100
MTL/USDT 1 1.06 18.230 0.18 0:09:00 1 0 0 100
FIL/USDT 1 0.9 17.539 0.18 4:50:00 1 0 0 100
C98/USDT 1 0.82 16.018 0.16 5:10:00 1 0 0 100
BAKE/USDT 1 0.82 13.607 0.14 0:01:00 1 0 0 100
MINA/USDT 3 0.53 13.517 0.14 0:10:00 3 0 0 100
CFX/USDT 2 0.81 13.420 0.13 0:02:00 2 0 0 100
ALGO/USDT 3 0.29 13.306 0.13 0:57:00 3 0 0 100
ONE/USDT 1 1.17 9.934 0.1 0:09:00 1 0 0 100
SPELL/USDT 1 1.08 9.185 0.09 0:04:00 1 0 0 100
PHA/USDT 1 0.4 7.406 0.07 0:01:00 1 0 0 100
AGLD/USDT 1 0.39 6.955 0.07 2:45:00 1 0 0 100
FET/USDT 1 0.17 3.594 0.04 2:47:00 1 0 0 100
VTHO/USDT 1 0.36 3.080 0.03 0:01:00 1 0 0 100
SKL/USDT 1 0.33 3.050 0.03 0:02:00 1 0 0 100
CRV/USDT 1 0.11 1.356 0.01 16:12:00 1 0 0 100
ENJ/USDT 1 0.11 0.904 0.01 0:03:00 1 0 0 100
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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
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
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
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
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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
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
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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
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 -1.68 -71.709 -0.72 6 days, 9:25:00 0 0 1 0
TOTAL 56 1.07 1019.461 10.19 11:33:00 55 0 1 98.2

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NEAR/USDT 1 -1.68 -71.709 -0.72 6 days, 9:25:00 0 0 1 0
TOTAL 1 -1.68 -71.709 -0.72 6 days, 9:25:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 8 1.22 178.378 1.78 5:02:00 8 0 0 100
42 4 2.06 145.451 1.45 1:00:00 4 0 0 100
101 19 0.66 108.665 1.09 1:19:00 19 0 0 100
120 3 0.62 101.554 1.02 7 days, 9:27:00 2 0 1 66.7
43 4 1.3 96.954 0.97 4:15:00 4 0 0 100
2 101 2 2.26 77.548 0.78 0:30:00 2 0 0 100
142 3 1.4 69.250 0.69 3:54:00 3 0 0 100
120 141 142 1 3.47 62.341 0.62 0:08:00 1 0 0 100
41 2 1.13 38.764 0.39 0:06:00 2 0 0 100
3 1 1.58 28.402 0.28 0:02:00 1 0 0 100
5 1 1.28 23.461 0.23 2:11:00 1 0 0 100
141 1 1.17 19.841 0.2 0:02:00 1 0 0 100
42 142 1 1.08 18.245 0.18 0:02:00 1 0 0 100
4 141 143 1 0.9 17.539 0.18 4:50:00 1 0 0 100
2 3 101 2 0.5 16.587 0.17 0:02:00 2 0 0 100
6 142 2 0.25 9.525 0.1 2:48:00 2 0 0 100
2 3 6 101 1 0.39 6.955 0.07 2:45:00 1 0 0 100
TOTAL 56 1.07 1019.461 10.19 11:33:00 55 0 1 98.2

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 2 1.77 173.262 1.73 7 days, 21:28:00 2 0 0 100
exit_long_quick_w_3_11 ( 42 ) 1 3.73 66.233 0.66 1:10:00 1 0 0 100
exit_long_tc_u_3 ( 120 141 142 ) 1 3.47 62.341 0.62 0:08:00 1 0 0 100
exit_long_normal_d_3_77 ( 2 101 ) 1 3.46 59.533 0.6 0:40:00 1 0 0 100
exit_long_quick_d_1_81 ( 42 ) 2 1.44 51.576 0.52 1:02:00 2 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.29 45.092 0.45 0:06:00 2 0 0 100
exit_long_tc_d_2_100 ( 142 ) 1 2.67 44.127 0.44 11:35:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 2 1.13 38.764 0.39 0:06:00 2 0 0 100
exit_long_rapid_u_1 ( 101 ) 4 1.12 37.694 0.38 0:10:00 4 0 0 100
exit_long_quick_d_1_35 ( 43 ) 1 1.67 33.936 0.34 10:45:00 1 0 0 100
exit_long_normal_d_1_26 ( 6 ) 1 1.88 32.878 0.33 2:20:00 1 0 0 100
exit_long_normal_d_1_70 ( 6 ) 1 1.83 30.441 0.3 0:30:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 11 0.31 29.272 0.29 0:02:00 11 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.58 28.402 0.28 0:02:00 1 0 0 100
exit_long_quick_d_1_14 ( 42 ) 1 1.61 27.642 0.28 0:45:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.46 26.080 0.26 0:31:00 1 0 0 100
exit_long_rapid_u_2 ( 101 ) 1 2.97 25.928 0.26 0:01:00 1 0 0 100
exit_long_normal_d_1_95 ( 5 ) 1 1.28 23.461 0.23 2:11:00 1 0 0 100
exit_long_normal_w_1_12 ( 6 ) 1 1.08 23.016 0.23 19:31:00 1 0 0 100
exit_long_quick_d_1_65 ( 43 ) 1 1.23 20.920 0.21 0:35:00 1 0 0 100
exit_long_normal_d_1_44 ( 6 ) 1 0.98 20.579 0.21 8:31:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.17 19.841 0.2 0:02:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.17 19.360 0.19 0:07:00 1 0 0 100
exit_long_normal_d_1_13 ( 6 ) 1 0.97 18.966 0.19 9:10:00 1 0 0 100
exit_long_quick_u_1 ( 42 142 ) 1 1.08 18.245 0.18 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 2 101 ) 1 1.06 18.016 0.18 0:21:00 1 0 0 100
exit_long_normal_d_1_13 ( 4 141 143 ) 1 0.9 17.539 0.18 4:50:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 101 ) 2 0.5 16.587 0.17 0:02:00 2 0 0 100
exit_long_quick_w_0_8 ( 43 ) 1 0.82 16.018 0.16 5:10:00 1 0 0 100
exit_long_rapid_d_1_65 ( 101 ) 1 1.01 9.090 0.09 0:56:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.4 7.406 0.07 0:01:00 1 0 0 100
exit_long_normal_d_0_3 ( 2 3 6 101 ) 1 0.39 6.955 0.07 2:45:00 1 0 0 100
exit_long_normal_d_0_26 ( 6 142 ) 1 0.33 5.932 0.06 2:49:00 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 5.325 0.05 6:42:00 1 0 0 100
exit_long_normal_d_0_38 ( 6 142 ) 1 0.17 3.594 0.04 2:47:00 1 0 0 100
exit_long_rapid_d_0_50 ( 101 ) 1 0.11 1.356 0.01 16:12:00 1 0 0 100
force_exit 1 -1.68 -71.709 -0.72 6 days, 9:25:00 0 0 1 0
TOTAL 56 1.07 1019.461 10.19 11:33:00 55 0 1 98.2

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 2 1.77 173.262 1.73 7 days, 21:28:00 2 0 0 100
('42 ', 'exit_long_quick_w_3_11 ( 42 )') 1 3.73 66.233 0.66 1:10:00 1 0 0 100
('120 141 142 ', 'exit_long_tc_u_3 ( 120 141 142 )') 1 3.47 62.341 0.62 0:08:00 1 0 0 100
('2 101 ', 'exit_long_normal_d_3_77 ( 2 101 )') 1 3.46 59.533 0.6 0:40:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_81 ( 42 )') 2 1.44 51.576 0.52 1:02:00 2 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.29 45.092 0.45 0:06:00 2 0 0 100
('142 ', 'exit_long_tc_d_2_100 ( 142 )') 1 2.67 44.127 0.44 11:35:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 2 1.13 38.764 0.39 0:06:00 2 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 4 1.12 37.694 0.38 0:10:00 4 0 0 100
('43 ', 'exit_long_quick_d_1_35 ( 43 )') 1 1.67 33.936 0.34 10:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_26 ( 6 )') 1 1.88 32.878 0.33 2:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_70 ( 6 )') 1 1.83 30.441 0.3 0:30:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 11 0.31 29.272 0.29 0:02:00 11 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.58 28.402 0.28 0:02:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_14 ( 42 )') 1 1.61 27.642 0.28 0:45:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 1 1.46 26.080 0.26 0:31:00 1 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 1 2.97 25.928 0.26 0:01:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_95 ( 5 )') 1 1.28 23.461 0.23 2:11:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_12 ( 6 )') 1 1.08 23.016 0.23 19:31:00 1 0 0 100
('43 ', 'exit_long_quick_d_1_65 ( 43 )') 1 1.23 20.920 0.21 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_44 ( 6 )') 1 0.98 20.579 0.21 8:31:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.17 19.841 0.2 0:02:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.17 19.360 0.19 0:07:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_13 ( 6 )') 1 0.97 18.966 0.19 9:10:00 1 0 0 100
('42 142 ', 'exit_long_quick_u_1 ( 42 142 )') 1 1.08 18.245 0.18 0:02:00 1 0 0 100
('2 101 ', 'exit_long_normal_u_1 ( 2 101 )') 1 1.06 18.016 0.18 0:21:00 1 0 0 100
('4 141 143 ', 'exit_long_normal_d_1_13 ( 4 141 143 )') 1 0.9 17.539 0.18 4:50:00 1 0 0 100
('2 3 101 ', 'exit_long_normal_u_0 ( 2 3 101 )') 2 0.5 16.587 0.17 0:02:00 2 0 0 100
('43 ', 'exit_long_quick_w_0_8 ( 43 )') 1 0.82 16.018 0.16 5:10:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_65 ( 101 )') 1 1.01 9.090 0.09 0:56:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.4 7.406 0.07 0:01:00 1 0 0 100
('2 3 6 101 ', 'exit_long_normal_d_0_3 ( 2 3 6 101 )') 1 0.39 6.955 0.07 2:45:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_0_26 ( 6 142 )') 1 0.33 5.932 0.06 2:49:00 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 5.325 0.05 6:42:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_0_38 ( 6 142 )') 1 0.17 3.594 0.04 2:47:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_50 ( 101 )') 1 0.11 1.356 0.01 16:12:00 1 0 0 100
('120 ', 'force_exit') 1 -1.68 -71.709 -0.72 6 days, 9:25:00 0 0 1 0
TOTAL 56 1.07 1019.461 10.19 11:33:00 55 0 1 98.2

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/04/2024 3.988 2 0 0
02/04/2024 91.96 5 0 0
03/04/2024 21.41 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 35.766 2 0 0
11/04/2024 102.934 2 0 0
12/04/2024 321.907 22 0 0
13/04/2024 140.844 10 0 0
14/04/2024 196.521 5 0 0
15/04/2024 0 0 0 0
16/04/2024 0 0 0 0
17/04/2024 0 0 0 0
18/04/2024 111.59 2 0 0
19/04/2024 0 0 0 0
20/04/2024 0 0 0 0
21/04/2024 0 0 0 0
22/04/2024 0 0 0 0
23/04/2024 0 0 0 0
24/04/2024 0 0 0 0
25/04/2024 23.682 1 0 0
26/04/2024 7.406 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 33.162 2 0 0
01/05/2024 -71.709 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 56 / 1.87
Starting balance 10000 USDT
Final balance 11019.461 USDT
Absolute profit 1019.461 USDT
Total profit % 10.19%
CAGR % 225.80%
Sortino -100.00
Sharpe 28.13
Calmar 1004.16
Profit factor 15.22
Expectancy (Ratio) 18.20 (0.25)
Avg. daily profit % 0.34%
Avg. stake amount 1372.105 USDT
Total trade volume 76837.907 USDT
Best Pair CKB/USDT 0.81%
Worst Pair NEAR/USDT -0.72%
Best trade FARM/USDT 3.73%
Worst trade NEAR/USDT -1.68%
Best day 321.907 USDT
Worst day -71.709 USDT
Days win/draw/lose 12 / 18 / 1
Avg. Duration Winners 8:59:00
Avg. Duration Loser 6 days, 9:25:00
Max Consecutive Wins / Loss 55 / 1
Rejected Entry signals 1146
Entry/Exit Timeouts 0 / 0
Min balance 10002.98 USDT
Max balance 11091.169 USDT
Max % of account underwater 0.65%
Absolute Drawdown (Account) 0.65%
Absolute Drawdown 71.709 USDT
Drawdown high 1091.169 USDT
Drawdown low 1019.461 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 56 1.07 1019.461 10.19 11:33:00 55 0 1 98.2 71.709 USDT 0.65%

@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 16:15:00 13:47:00 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 0.0 % 0.0 % 2.5617 % 0.0 % 0.0 %
Profit Mean 1.49 % 1.45 % 1.11 % 1.44 % 1.44 %
Profit Sum 62.69 % 62.2 % 44.31 % 61.79 % 61.79 %
Profit Total 9.99 % 9.81 % 6.26 % 11.39 % 11.39 %
Trades 42 43 40 43 43
Win Rate 100.0 % 100.0 % 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 2.58 214.079 2.14 2:00:00 5 0 0 100
MDT/USDT 2 3.39 123.510 1.24 2:00:00 2 0 0 100
AVAX/USDT 2 1.6 98.834 0.99 7 days, 19:15:00 2 0 0 100
BNX/USDT 3 1.59 72.084 0.72 0:26:00 3 0 0 100
ALGO/USDT 2 1.6 55.481 0.55 0:14:00 2 0 0 100
SLP/USDT 1 3.3 54.606 0.55 0:45:00 1 0 0 100
ATOM/USDT 2 1.51 41.281 0.41 0:20:00 2 0 0 100
CRV/USDT 1 1.98 33.899 0.34 0:01:00 1 0 0 100
HIGH/USDT 1 1.88 32.206 0.32 0:40:00 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 22.060 0.22 1 day, 3:01:00 2 0 0 100
SANTOS/USDT 2 0.6 21.097 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
BEL/USDT 1 1.12 18.942 0.19 3:58:00 1 0 0 100
EOS/USDT 1 0.88 18.591 0.19 2 days, 4:21:00 1 0 0 100
ALPHA/USDT 1 1.05 18.184 0.18 0:05:00 1 0 0 100
THETA/USDT 1 1.02 17.807 0.18 0:13:00 1 0 0 100
CELR/USDT 1 1.02 17.780 0.18 0:38:00 1 0 0 100
DOGE/USDT 1 1.04 16.781 0.17 0:34:00 1 0 0 100
STMX/USDT 1 1.32 11.553 0.12 0:01:00 1 0 0 100
AUCTION/USDT 1 0.68 11.320 0.11 0:02:00 1 0 0 100
ARPA/USDT 1 1.02 8.880 0.09 0:02:00 1 0 0 100
STPT/USDT 1 0.68 6.265 0.06 2:06:00 1 0 0 100
CFX/USDT 1 0.19 4.547 0.05 6 days, 21:50:00 1 0 0 100
ALPACA/USDT 1 0.52 4.487 0.04 0:02:00 1 0 0 100
MTL/USDT 1 0.15 2.727 0.03 1:04:00 1 0 0 100
PUNDIX/USDT 1 0.23 2.006 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
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
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
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
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
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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 42 1.49 999.062 9.99 16:15:00 42 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 8 1.97 278.427 2.78 1:06:00 8 0 0 100
101 14 1.24 151.481 1.51 0:50:00 14 0 0 100
4 1 6.72 112.579 1.13 0:02:00 1 0 0 100
120 1 1.71 86.353 0.86 15 days, 14:28:00 1 0 0 100
143 4 1.06 72.548 0.73 0:28:00 4 0 0 100
142 2 1.46 53.891 0.54 1 day, 2:12:00 2 0 0 100
3 3 0.94 49.028 0.49 18:01:00 3 0 0 100
4 101 2 1.29 45.662 0.46 0:40:00 2 0 0 100
42 2 1.24 43.757 0.44 3:44:00 2 0 0 100
5 1 1.88 32.206 0.32 0:40:00 1 0 0 100
101 142 1 1.92 32.011 0.32 0:02:00 1 0 0 100
4 43 1 1.12 18.942 0.19 3:58:00 1 0 0 100
41 1 1.0 17.631 0.18 0:08:00 1 0 0 100
1 1 0.19 4.547 0.05 6 days, 21:50:00 1 0 0 100
TOTAL 42 1.49 999.062 9.99 16:15:00 42 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_6 ( 4 ) 1 6.72 112.579 1.13 0:02:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.71 86.353 0.86 15 days, 14:28:00 1 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.82 67.949 0.68 1:40:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 5 1.32 57.160 0.57 0:02:00 5 0 0 100
exit_long_normal_d_3_3 ( 6 ) 1 2.96 55.561 0.56 2:19:00 1 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_quick_w_2_8 ( 42 ) 1 2.29 40.291 0.4 1:35:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 2 1.02 35.586 0.36 0:26:00 2 0 0 100
exit_long_normal_d_1_46 ( 6 ) 1 1.96 35.536 0.36 0:45:00 1 0 0 100
exit_long_tc_u_2 ( 142 ) 1 2.04 35.300 0.35 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.98 33.899 0.34 0:01:00 1 0 0 100
exit_long_normal_d_1_10 ( 5 ) 1 1.88 32.206 0.32 0:40:00 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 23.327 0.23 0:30:00 1 0 0 100
exit_long_normal_d_1_81 ( 6 ) 1 1.11 20.468 0.2 1:45:00 1 0 0 100
exit_long_tc_d_1_20 ( 143 ) 1 1.16 20.181 0.2 0:27:00 1 0 0 100
exit_long_normal_d_1_14 ( 4 43 ) 1 1.12 18.942 0.19 3:58:00 1 0 0 100
exit_long_tc_d_1_52 ( 142 ) 1 0.88 18.591 0.19 2 days, 4:21:00 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_normal_u_1 ( 4 101 ) 1 1.05 18.184 0.18 0:05:00 1 0 0 100
exit_long_quick_d_1_20 ( 41 ) 1 1.0 17.631 0.18 0:08:00 1 0 0 100
exit_long_tc_d_1_70 ( 143 ) 1 1.04 16.781 0.17 0:34:00 1 0 0 100
exit_long_rapid_rpd_6 ( 101 ) 1 1.25 13.263 0.13 5:25:00 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_u_0 ( 101 ) 2 0.37 6.493 0.06 0:02:00 2 0 0 100
exit_long_rapid_rpd_2 ( 101 ) 1 0.68 6.265 0.06 2:06:00 1 0 0 100
exit_long_normal_d_0_52 ( 1 ) 1 0.19 4.547 0.05 6 days, 21:50:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 3 ) 1 0.15 3.808 0.04 2 days, 6:00:00 1 0 0 100
exit_long_quick_w_0_8 ( 42 ) 1 0.2 3.466 0.03 5:52:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.15 2.727 0.03 1:04:00 1 0 0 100
TOTAL 42 1.49 999.062 9.99 16:15:00 42 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 ', '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 1.71 86.353 0.86 15 days, 14:28:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.82 67.949 0.68 1:40:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 5 1.32 57.160 0.57 0:02:00 5 0 0 100
('6 ', 'exit_long_normal_d_3_3 ( 6 )') 1 2.96 55.561 0.56 2:19:00 1 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
('42 ', 'exit_long_quick_w_2_8 ( 42 )') 1 2.29 40.291 0.4 1:35:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 2 1.02 35.586 0.36 0:26:00 2 0 0 100
('6 ', 'exit_long_normal_d_1_46 ( 6 )') 1 1.96 35.536 0.36 0:45:00 1 0 0 100
('142 ', 'exit_long_tc_u_2 ( 142 )') 1 2.04 35.300 0.35 0:02:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.98 33.899 0.34 0:01:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_10 ( 5 )') 1 1.88 32.206 0.32 0:40:00 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 23.327 0.23 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_81 ( 6 )') 1 1.11 20.468 0.2 1:45:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 1 1.16 20.181 0.2 0:27:00 1 0 0 100
('4 43 ', 'exit_long_normal_d_1_14 ( 4 43 )') 1 1.12 18.942 0.19 3:58:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_52 ( 142 )') 1 0.88 18.591 0.19 2 days, 4:21:00 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
('4 101 ', 'exit_long_normal_u_1 ( 4 101 )') 1 1.05 18.184 0.18 0:05:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_20 ( 41 )') 1 1.0 17.631 0.18 0:08:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_70 ( 143 )') 1 1.04 16.781 0.17 0:34:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_6 ( 101 )') 1 1.25 13.263 0.13 5:25:00 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_u_0 ( 101 )') 2 0.37 6.493 0.06 0:02:00 2 0 0 100
('101 ', 'exit_long_rapid_rpd_2 ( 101 )') 1 0.68 6.265 0.06 2:06:00 1 0 0 100
('1 ', 'exit_long_normal_d_0_52 ( 1 )') 1 0.19 4.547 0.05 6 days, 21:50:00 1 0 0 100
('3 ', 'exit_profit_long_normal_t_0_1_m ( 3 )') 1 0.15 3.808 0.04 2 days, 6:00:00 1 0 0 100
('42 ', 'exit_long_quick_w_0_8 ( 42 )') 1 0.2 3.466 0.03 5:52:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.15 2.727 0.03 1:04:00 1 0 0 100
TOTAL 42 1.49 999.062 9.99 16:15:00 42 0 0 100

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 294.137 12 0 0
08/06/2024 32.206 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 33.899 1 0 0
14/06/2024 27.135 2 0 0
15/06/2024 0 0 0 0
16/06/2024 13.263 1 0 0
17/06/2024 5.472 2 0 0
18/06/2024 174.849 11 0 0
19/06/2024 60.759 2 0 0
20/06/2024 18.591 1 0 0
21/06/2024 0 0 0 0
22/06/2024 123.51 2 0 0
23/06/2024 0 0 0 0
24/06/2024 7.274 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 86.353 1 0 0
29/06/2024 48.757 2 0 0

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 42 / 1.4
Starting balance 10000 USDT
Final balance 10999.062 USDT
Absolute profit 999.062 USDT
Total profit % 9.99%
CAGR % 218.54%
Sortino -100.00
Sharpe 28.24
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 23.79 (100.00)
Avg. daily profit % 0.33%
Avg. stake amount 1399.242 USDT
Total trade volume 58768.184 USDT
Best Pair BAKE/USDT 2.14%
Worst Pair 1INCH/USDT 0.00%
Best trade BAKE/USDT 6.72%
Worst trade MTL/USDT 0.15%
Best day 294.137 USDT
Worst day 0 USDT
Days win/draw/lose 15 / 13 / 0
Avg. Duration Winners 16:15:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 42 / 0
Rejected Entry signals 305
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -25.85%

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 42 1.49 999.062 9.99 16:15:00 42 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 - 20240701-20240801

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 1 day, 1:32:00 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 1.27 % 1.3 % 1.26 % 0.99 % 0.99 %
Profit Sum 26.74 % 28.5 % 27.74 % 14.89 % 14.89 %
Profit Total 4.03 % 4.18 % 4.13 % 1.24 % 1.24 %
Trades 21 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 47.582 0.48 1:48:00 3 0 0 100
STRAX/USDT 1 1.86 31.642 0.32 5:40:00 1 0 0 100
PUNDIX/USDT 1 0.95 31.014 0.31 2 days, 17:46:00 1 0 0 100
RIF/USDT 1 1.39 23.908 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 17.354 0.17 0:35:00 1 0 0 100
BCH/USDT 1 1.03 17.215 0.17 0:13:00 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
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
MDT/USDT 1 0.92 7.643 0.08 1:25:00 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
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
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
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 21 1.27 402.619 4.03 1 day, 1:32:00 21 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
101 12 1.27 131.121 1.31 1:17:00 12 0 0 100
120 1 1.37 86.267 0.86 18 days, 15:15:00 1 0 0 100
6 3 1.27 80.010 0.8 1 day, 0:00:00 3 0 0 100
5 3 1.31 65.961 0.66 0:24:00 3 0 0 100
3 1 1.31 22.045 0.22 0:04:00 1 0 0 100
6 141 142 1 1.03 17.215 0.17 0:13:00 1 0 0 100
TOTAL 21 1.27 402.619 4.03 1 day, 1:32:00 21 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_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 31.642 0.32 5:40:00 1 0 0 100
exit_long_normal_d_1_100 ( 6 ) 1 0.95 31.014 0.31 2 days, 17:46:00 1 0 0 100
exit_long_normal_d_1_65 ( 5 ) 1 1.39 23.908 0.24 1:06:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.31 22.045 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_rpd_3 ( 101 ) 3 0.69 17.766 0.18 1:27:00 3 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 17.354 0.17 0:35:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 1 1.03 17.215 0.17 0:13:00 1 0 0 100
exit_long_rapid_d_1_70 ( 101 ) 1 1.58 13.319 0.13 0:35:00 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
TOTAL 21 1.27 402.619 4.03 1 day, 1:32:00 21 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('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 31.642 0.32 5:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_100 ( 6 )') 1 0.95 31.014 0.31 2 days, 17:46:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_65 ( 5 )') 1 1.39 23.908 0.24 1:06:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.31 22.045 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_rpd_3 ( 101 )') 3 0.69 17.766 0.18 1:27:00 3 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 17.354 0.17 0:35:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 1 1.03 17.215 0.17 0:13:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_70 ( 101 )') 1 1.58 13.319 0.13 0:35:00 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
TOTAL 21 1.27 402.619 4.03 1 day, 1:32:00 21 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 191.006 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 31.014 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 31.642 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 17.354 1 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 23.908 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 21 / 0.68
Starting balance 10000 USDT
Final balance 10402.619 USDT
Absolute profit 402.619 USDT
Total profit % 4.03%
CAGR % 59.16%
Sortino -100.00
Sharpe 14.85
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 19.17 (100.00)
Avg. daily profit % 0.13%
Avg. stake amount 1186.982 USDT
Total trade volume 24926.626 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 191.006 USDT
Worst day 0 USDT
Days win/draw/lose 8 / 23 / 0
Avg. Duration Winners 1 day, 1:32:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 21 / 0
Rejected Entry signals 62
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 21 1.27 402.619 4.03 1 day, 1:32:00 21 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20240801-20240901

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 22:52:00 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 1.4456 % 1.5024 % 1.4948 % 2.1956 % 2.7716 %
Profit Mean 0.79 % 0.72 % 0.73 % 1.33 % 1.31 %
Profit Sum 30.08 % 27.4 % 27.81 % 56.03 % 53.65 %
Profit Total 5.36 % 4.81 % 4.82 % 8.04 % 6.54 %
Trades 38 38 38 42 41
Win Rate 97.37 % 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%
GRT/USDT 1 1.43 82.883 0.83 20 days, 9:45:00 1 0 0 100
SKL/USDT 3 1.45 81.763 0.82 8:25:00 3 0 0 100
MBOX/USDT 1 3.75 63.895 0.64 1:40:00 1 0 0 100
RARE/USDT 4 0.86 54.215 0.54 0:06:00 4 0 0 100
BURGER/USDT 3 1.04 54.077 0.54 0:33:00 3 0 0 100
STRAX/USDT 1 3.16 53.179 0.53 4:00:00 1 0 0 100
FTM/USDT 1 2.86 49.651 0.5 2:35:00 1 0 0 100
RUNE/USDT 1 2.01 35.132 0.35 1:10:00 1 0 0 100
STMX/USDT 2 0.92 29.621 0.3 4:06:00 2 0 0 100
FET/USDT 1 1.19 20.819 0.21 0:35:00 1 0 0 100
ARPA/USDT 1 1.21 20.142 0.2 0:06:00 1 0 0 100
PEOPLE/USDT 1 1.19 19.894 0.2 0:15:00 1 0 0 100
ALPACA/USDT 3 0.52 19.545 0.2 3:17:00 3 0 0 100
1INCH/USDT 2 0.97 18.236 0.18 7:04:00 2 0 0 100
NEAR/USDT 1 1.01 17.548 0.18 0:05:00 1 0 0 100
BNX/USDT 1 1.32 11.013 0.11 0:05:00 1 0 0 100
LIT/USDT 1 1.3 10.939 0.11 0:06:00 1 0 0 100
ERN/USDT 1 1.04 9.035 0.09 0:04:00 1 0 0 100
ALICE/USDT 1 1.03 8.625 0.09 0:02:00 1 0 0 100
ALGO/USDT 2 0.44 8.164 0.08 3:05:00 2 0 0 100
ETH/USDT 1 0.44 7.238 0.07 0:01:00 1 0 0 100
AUDIO/USDT 1 0.73 7.138 0.07 3:08:00 1 0 0 100
AVAX/USDT 1 0.53 4.370 0.04 0:06:00 1 0 0 100
REQ/USDT 1 0.14 2.433 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
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 -154.544 -1.55 11 days, 9:15:00 0 0 1 0
TOTAL 38 0.79 535.934 5.36 22:52:00 37 0 1 97.4

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BAKE/USDT 1 -11.47 -154.544 -1.55 11 days, 9:15:00 0 0 1 0
TOTAL 1 -11.47 -154.544 -1.55 11 days, 9:15:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 8 1.37 199.520 2.0 4:33:00 8 0 0 100
120 1 1.43 82.883 0.83 20 days, 9:45:00 1 0 0 100
42 2 1.89 62.756 0.63 1:00:00 2 0 0 100
3 1 3.16 53.179 0.53 4:00:00 1 0 0 100
2 3 1 2.86 49.651 0.5 2:35:00 1 0 0 100
41 101 4 0.58 39.644 0.4 1:11:00 4 0 0 100
142 2 1.1 38.366 0.38 0:20:00 2 0 0 100
3 4 6 101 1 1.49 25.099 0.25 0:03:00 1 0 0 100
2 6 1 1.11 18.871 0.19 0:02:00 1 0 0 100
2 43 101 1 1.03 17.031 0.17 0:03:00 1 0 0 100
141 1 0.44 7.238 0.07 0:01:00 1 0 0 100
101 15 -0.05 -58.305 -0.58 21:54:00 14 0 1 93.3
TOTAL 38 0.79 535.934 5.36 22:52:00 37 0 1 97.4

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 1.43 82.883 0.83 20 days, 9:45:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.31 67.451 0.67 0:05:00 3 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.75 63.895 0.64 1:40:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 6 1.13 56.847 0.57 0:03:00 6 0 0 100
exit_profit_long_normal_t_3_2_m ( 3 ) 1 3.16 53.179 0.53 4:00:00 1 0 0 100
exit_long_normal_d_2_8 ( 2 3 ) 1 2.86 49.651 0.5 2:35:00 1 0 0 100
exit_long_quick_w_2_11 ( 42 ) 1 2.59 42.863 0.43 1:45:00 1 0 0 100
exit_long_normal_w_2_3 ( 6 ) 1 2.01 35.132 0.35 1:10:00 1 0 0 100
exit_long_quick_u_1 ( 41 101 ) 1 1.52 26.340 0.26 0:22:00 1 0 0 100
exit_long_normal_u_1 ( 3 4 6 101 ) 1 1.49 25.099 0.25 0:03:00 1 0 0 100
exit_long_normal_d_1_63 ( 6 ) 1 0.72 21.869 0.22 23:28:00 1 0 0 100
exit_long_tc_d_1_77 ( 142 ) 1 1.19 20.819 0.21 0:35:00 1 0 0 100
exit_long_quick_d_1_73 ( 42 ) 1 1.19 19.894 0.2 0:15:00 1 0 0 100
exit_long_normal_u_1 ( 2 6 ) 1 1.11 18.871 0.19 0:02:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.01 17.548 0.18 0:05:00 1 0 0 100
exit_long_normal_u_1 ( 2 43 101 ) 1 1.03 17.031 0.17 0:03:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 3 0.59 14.927 0.15 0:03:00 3 0 0 100
exit_long_rapid_d_1_52 ( 101 ) 1 0.88 9.371 0.09 14:06:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 1 0.44 7.238 0.07 0:01:00 1 0 0 100
exit_long_rapid_rpd_3 ( 101 ) 1 0.73 7.138 0.07 3:08:00 1 0 0 100
exit_long_quick_d_0_3 ( 41 101 ) 1 0.4 6.769 0.07 1:30:00 1 0 0 100
exit_long_normal_w_0_7 ( 6 ) 1 0.28 6.092 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 4.522 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 2.508 0.03 6:09:00 1 0 0 100
exit_long_quick_d_0_82 ( 41 101 ) 1 0.14 2.433 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 1 -11.47 -154.544 -1.55 11 days, 9:15:00 0 0 1 0
TOTAL 38 0.79 535.934 5.36 22:52:00 37 0 1 97.4

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 1.43 82.883 0.83 20 days, 9:45:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.31 67.451 0.67 0:05:00 3 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.75 63.895 0.64 1:40:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 6 1.13 56.847 0.57 0:03:00 6 0 0 100
('3 ', 'exit_profit_long_normal_t_3_2_m ( 3 )') 1 3.16 53.179 0.53 4:00:00 1 0 0 100
('2 3 ', 'exit_long_normal_d_2_8 ( 2 3 )') 1 2.86 49.651 0.5 2:35:00 1 0 0 100
('42 ', 'exit_long_quick_w_2_11 ( 42 )') 1 2.59 42.863 0.43 1:45:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_3 ( 6 )') 1 2.01 35.132 0.35 1:10:00 1 0 0 100
('41 101 ', 'exit_long_quick_u_1 ( 41 101 )') 1 1.52 26.340 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 25.099 0.25 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_63 ( 6 )') 1 0.72 21.869 0.22 23:28:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_77 ( 142 )') 1 1.19 20.819 0.21 0:35:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_73 ( 42 )') 1 1.19 19.894 0.2 0:15:00 1 0 0 100
('2 6 ', 'exit_long_normal_u_1 ( 2 6 )') 1 1.11 18.871 0.19 0:02:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.01 17.548 0.18 0:05:00 1 0 0 100
('2 43 101 ', 'exit_long_normal_u_1 ( 2 43 101 )') 1 1.03 17.031 0.17 0:03:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 3 0.59 14.927 0.15 0:03:00 3 0 0 100
('101 ', 'exit_long_rapid_d_1_52 ( 101 )') 1 0.88 9.371 0.09 14:06:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 1 0.44 7.238 0.07 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_3 ( 101 )') 1 0.73 7.138 0.07 3:08:00 1 0 0 100
('41 101 ', 'exit_long_quick_d_0_3 ( 41 101 )') 1 0.4 6.769 0.07 1:30:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_7 ( 6 )') 1 0.28 6.092 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 4.522 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 2.508 0.03 6:09:00 1 0 0 100
('41 101 ', 'exit_long_quick_d_0_82 ( 41 101 )') 1 0.14 2.433 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
('101 ', 'force_exit') 1 -11.47 -154.544 -1.55 11 days, 9:15:00 0 0 1 0
TOTAL 38 0.79 535.934 5.36 22:52:00 37 0 1 97.4

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/08/2024 59.893 2 0 0
04/08/2024 7.238 1 0 0
05/08/2024 144.776 15 0 0
06/08/2024 22.794 2 0 0
07/08/2024 10.939 1 0 0
08/08/2024 53.179 1 0 0
09/08/2024 0 0 0 0
10/08/2024 0 0 0 0
11/08/2024 0 0 0 0
12/08/2024 0 0 0 0
13/08/2024 0 0 0 0
14/08/2024 0 0 0 0
15/08/2024 0 0 0 0
16/08/2024 0 0 0 0
17/08/2024 0 0 0 0
18/08/2024 0 0 0 0
19/08/2024 18.871 1 0 0
20/08/2024 0 0 0 0
21/08/2024 69.987 2 0 0
22/08/2024 0 0 0 0
23/08/2024 82.883 1 0 0
24/08/2024 34.428 2 0 0
25/08/2024 0 0 0 0
26/08/2024 35.343 3 0 0
27/08/2024 129.327 5 0 0
28/08/2024 20.819 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 -154.544 0 0 1

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 10535.934 USDT
Absolute profit 535.934 USDT
Total profit % 5.36%
CAGR % 84.91%
Sortino -100.00
Sharpe 9.96
Calmar 228.48
Profit factor 4.47
Expectancy (Ratio) 14.10 (0.09)
Avg. daily profit % 0.17%
Avg. stake amount 1320.864 USDT
Total trade volume 50192.842 USDT
Best Pair SKL/USDT 0.82%
Worst Pair BAKE/USDT -1.55%
Best trade MBOX/USDT 3.75%
Worst trade BAKE/USDT -11.47%
Best day 144.776 USDT
Worst day -154.544 USDT
Days win/draw/lose 13 / 16 / 1
Avg. Duration Winners 16:06:00
Avg. Duration Loser 11 days, 9:15:00
Max Consecutive Wins / Loss 37 / 1
Rejected Entry signals 321
Entry/Exit Timeouts 0 / 0
Min balance 10017.031 USDT
Max balance 10690.478 USDT
Max % of account underwater 1.45%
Absolute Drawdown (Account) 1.45%
Absolute Drawdown 154.544 USDT
Drawdown high 690.478 USDT
Drawdown low 535.934 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 0.79 535.934 5.36 22:52:00 37 0 1 97.4 154.544 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 - 20210101-20210201

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 5:50:00 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 2.23 % 2.19 % 2.18 % 2.22 % 2.34 %
Profit Sum 327.68 % 323.4 % 331.69 % 299.8 % 315.98 %
Profit Total 72.18 % 70.34 % 72.37 % 69.94 % 74.37 %
Trades 147 148 152 135 135
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 10.96 858.000 8.58 3:31:00 3 0 0 100
GRT/USDT 9 2.59 624.965 6.25 11:49:00 9 0 0 100
ALEPH/USDT 10 2.36 541.503 5.42 0:28:00 10 0 0 100
AAVE/USDT 9 2.13 434.753 4.35 2:26:00 9 0 0 100
XLM/USDT 7 2.48 364.665 3.65 1:48:00 7 0 0 100
TRX/USDT 1 12.61 348.677 3.49 1:27:00 1 0 0 100
DAG/USDT 12 1.47 340.030 3.4 1:12:00 12 0 0 100
KAI/USDT 5 2.38 302.727 3.03 1:49:00 5 0 0 100
XRP/USDT 5 2.82 264.324 2.64 0:28:00 5 0 0 100
VET/USDT 5 2.13 235.585 2.36 1:33:00 5 0 0 100
VELO/USDT 4 3.66 228.842 2.29 0:08:00 4 0 0 100
COTI/USDT 5 2.3 222.635 2.23 1:07:00 5 0 0 100
ALGO/USDT 4 2.05 218.754 2.19 1 day, 12:04:00 4 0 0 100
TEL/USDT 6 1.42 211.172 2.11 2:08:00 6 0 0 100
ATOM/USDT 4 1.32 168.681 1.69 18:30:00 4 0 0 100
SNX/USDT 6 1.23 142.106 1.42 0:26:00 6 0 0 100
DGB/USDT 2 3.57 138.403 1.38 0:58:00 2 0 0 100
EWT/USDT 3 2.41 138.090 1.38 0:28:00 3 0 0 100
SXP/USDT 5 1.44 135.455 1.35 0:09:00 5 0 0 100
ADA/USDT 4 1.53 123.902 1.24 0:26:00 4 0 0 100
YFI/USDT 3 2.25 109.780 1.1 0:14:00 3 0 0 100
UOS/USDT 1 3.43 98.424 0.98 16:35:00 1 0 0 100
ETH/USDT 3 1.31 93.002 0.93 0:03:00 3 0 0 100
COMP/USDT 2 1.98 92.514 0.93 0:52:00 2 0 0 100
AVA/USDT 2 2.71 90.907 0.91 3:26:00 2 0 0 100
DIA/USDT 2 2.2 90.363 0.9 1:14:00 2 0 0 100
UNI/USDT 4 1.48 89.139 0.89 0:06:00 4 0 0 100
FIL/USDT 1 1.31 83.607 0.84 12 days, 1:25:00 1 0 0 100
NIM/USDT 3 1.59 65.835 0.66 0:29:00 3 0 0 100
ETC/USDT 3 0.92 55.616 0.56 0:41:00 3 0 0 100
DASH/USDT 1 2.44 50.688 0.51 0:07:00 1 0 0 100
LINK/USDT 2 1.91 47.144 0.47 0:24:00 2 0 0 100
DEGO/USDT 1 1.81 36.589 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 34.510 0.35 3:26:00 2 0 0 100
NWC/USDT 2 1.09 20.956 0.21 0:10:00 2 0 0 100
LTC/USDT 1 1.58 19.759 0.2 1:40:00 1 0 0 100
CHR/USDT 1 0.27 10.116 0.1 3 days, 4:45:00 1 0 0 100
ROSE/USDT 1 0.31 9.775 0.1 3:55:00 1 0 0 100
PLU/USDT 1 0.18 5.233 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 147 2.23 7218.459 72.18 5:50:00 147 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 1.31 83.607 0.84 12 days, 1:25:00 1 0 0 100
TOTAL 1 1.31 83.607 0.84 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 16 4.18 1553.308 15.53 2:29:00 16 0 0 100
6 31 1.98 1376.890 13.77 4:14:00 31 0 0 100
141 6 3.39 503.604 5.04 0:30:00 6 0 0 100
101 23 1.78 451.341 4.51 0:25:00 23 0 0 100
42 8 2.17 378.512 3.79 1:46:00 8 0 0 100
120 4 1.59 375.928 3.76 6 days, 8:24:00 4 0 0 100
6 141 142 4 3.5 368.868 3.69 3:29:00 4 0 0 100
5 6 2.22 321.027 3.21 1:48:00 6 0 0 100
41 5 2.13 228.494 2.28 1:20:00 5 0 0 100
6 120 3 2.44 135.935 1.36 0:36:00 3 0 0 100
2 3 4 5 6 101 1 5.17 125.387 1.25 0:02:00 1 0 0 100
6 142 3 1.66 109.502 1.1 0:31:00 3 0 0 100
120 141 1 2.38 97.257 0.97 4:15:00 1 0 0 100
2 3 4 101 1 3.58 92.964 0.93 0:27:00 1 0 0 100
6 101 141 1 4.42 85.691 0.86 0:35:00 1 0 0 100
143 2 1.56 81.203 0.81 0:22:00 2 0 0 100
3 41 1 3.48 61.804 0.62 0:05:00 1 0 0 100
120 142 1 2.04 53.482 0.53 0:33:00 1 0 0 100
2 101 2 1.36 48.903 0.49 0:20:00 2 0 0 100
2 3 101 1 2.01 48.589 0.49 0:01:00 1 0 0 100
3 141 142 1 1.72 46.641 0.47 0:02:00 1 0 0 100
6 101 2 0.98 42.308 0.42 0:01:00 2 0 0 100
3 2 1.1 40.846 0.41 0:48:00 2 0 0 100
141 142 1 1.92 40.243 0.4 1:15:00 1 0 0 100
4 1 1.81 36.589 0.37 0:42:00 1 0 0 100
101 142 1 1.47 36.562 0.37 0:02:00 1 0 0 100
43 101 1 1.46 36.557 0.37 0:23:00 1 0 0 100
3 6 101 1 1.37 35.158 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 32.265 0.32 0:03:00 1 0 0 100
141 143 1 1.25 29.638 0.3 0:03:00 1 0 0 100
101 141 142 1 1.19 29.569 0.3 0:02:00 1 0 0 100
2 1 1.03 29.145 0.29 0:22:00 1 0 0 100
2 6 101 1 1.31 25.217 0.25 0:02:00 1 0 0 100
2 5 101 1 1.01 24.727 0.25 0:19:00 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 21.332 0.21 0:09:00 1 0 0 100
42 120 1 1.03 21.238 0.21 0:35:00 1 0 0 100
6 141 143 1 1.05 20.313 0.2 0:42:00 1 0 0 100
6 120 141 142 1 1.1 20.215 0.2 0:05:00 1 0 0 100
6 142 143 1 1.08 19.933 0.2 0:02:00 1 0 0 100
1 1 1.07 19.836 0.2 0:09:00 1 0 0 100
6 141 1 1.01 19.543 0.2 0:04:00 1 0 0 100
2 6 1 0.54 13.115 0.13 0:06:00 1 0 0 100
TOTAL 147 2.23 7218.459 72.18 5:50:00 147 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 27.77 718.024 7.18 8:45:00 1 0 0 100
exit_long_tc_o_11 ( 141 ) 1 12.61 348.677 3.49 1:27:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 10 1.39 296.429 2.96 0:08:00 10 0 0 100
exit_long_normal_d_10_100 ( 6 141 142 ) 1 11.25 294.829 2.95 1:45:00 1 0 0 100
exit_long_grind_g ( 120 ) 3 1.69 292.321 2.92 4 days, 10:43:00 3 0 0 100
exit_long_rapid_u_1 ( 101 ) 12 1.32 168.937 1.69 0:10:00 12 0 0 100
exit_long_normal_d_5_3 ( 6 ) 1 5.03 131.793 1.32 1:50:00 1 0 0 100
exit_long_normal_u_5 ( 2 3 4 5 6 101 ) 1 5.17 125.387 1.25 0:02:00 1 0 0 100
exit_long_quick_d_3_70 ( 41 ) 2 3.35 117.967 1.18 0:26:00 2 0 0 100
exit_long_normal_u_4 ( 5 ) 1 4.45 114.695 1.15 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_profit_long_normal_t_3_1_m ( 6 ) 1 3.96 108.502 1.09 0:55:00 1 0 0 100
exit_long_tc_d_2_55 ( 142 ) 2 1.87 108.377 1.08 8:46:00 2 0 0 100
exit_long_normal_w_5_12 ( 6 ) 1 5.56 107.887 1.08 1:55:00 1 0 0 100
exit_long_rapid_u_8 ( 101 ) 1 8.99 105.967 1.06 0:01:00 1 0 0 100
exit_long_tc_d_5_64 ( 142 ) 1 5.34 103.693 1.04 0:37:00 1 0 0 100
exit_long_normal_u_5 ( 5 ) 1 4.14 103.096 1.03 2:57:00 1 0 0 100
exit_long_normal_d_4_100 ( 6 ) 1 3.43 98.424 0.98 16:35:00 1 0 0 100
exit_long_tc_w_3_7 ( 120 141 ) 1 2.38 97.257 0.97 4:15:00 1 0 0 100
exit_long_normal_u_3 ( 2 3 4 101 ) 1 3.58 92.964 0.93 0:27:00 1 0 0 100
exit_long_quick_q_8 ( 42 ) 1 4.43 88.990 0.89 0:30:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 3 1.22 88.796 0.89 0:04:00 3 0 0 100
exit_long_normal_d_4_105 ( 6 120 ) 1 4.97 87.360 0.87 0:15:00 1 0 0 100
exit_long_tc_d_3_89 ( 142 ) 1 3.12 86.097 0.86 1:24:00 1 0 0 100
exit_long_normal_d_4_97 ( 6 101 141 ) 1 4.42 85.691 0.86 0:35:00 1 0 0 100
force_exit 1 1.31 83.607 0.84 12 days, 1:25:00 1 0 0 100
exit_long_normal_d_4_105 ( 6 ) 1 4.18 81.101 0.81 0:23:00 1 0 0 100
exit_long_tc_w_3_14 ( 142 ) 1 3.91 74.105 0.74 1:05:00 1 0 0 100
exit_long_tc_d_4_40 ( 142 ) 1 4.08 72.351 0.72 0:45:00 1 0 0 100
exit_long_normal_d_2_71 ( 6 ) 1 2.56 69.177 0.69 0:25:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 2 1.53 68.817 0.69 0:05:00 2 0 0 100
exit_long_quick_q_6 ( 42 ) 1 3.19 67.764 0.68 6:50:00 1 0 0 100
exit_long_tc_d_2_8 ( 142 ) 1 2.08 66.105 0.66 3:45:00 1 0 0 100
exit_long_rapid_u_2 ( 101 ) 3 2.23 65.904 0.66 0:06:00 3 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.34 62.323 0.62 1:05:00 1 0 0 100
exit_long_normal_d_3_20 ( 3 41 ) 1 3.48 61.804 0.62 0:05:00 1 0 0 100
exit_long_quick_d_2_75 ( 42 ) 1 2.49 61.599 0.62 0:50:00 1 0 0 100
exit_long_normal_w_2_8 ( 6 ) 1 2.75 60.741 0.61 1:25:00 1 0 0 100
exit_long_quick_q_2 ( 41 ) 1 1.76 60.169 0.6 4:32:00 1 0 0 100
exit_long_tc_d_2_71 ( 141 ) 1 2.7 56.035 0.56 0:20:00 1 0 0 100
exit_long_tc_d_2_70 ( 143 ) 1 1.97 53.879 0.54 0:25:00 1 0 0 100
exit_long_tc_d_2_65 ( 120 142 ) 1 2.04 53.482 0.53 0:33:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.44 50.688 0.51 0:07:00 1 0 0 100
exit_long_tc_d_1_99 ( 141 ) 2 1.37 50.227 0.5 0:34:00 2 0 0 100
exit_long_normal_w_2_7 ( 6 ) 1 2.79 48.820 0.49 1:25:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 2 1.14 48.666 0.49 0:02:00 2 0 0 100
exit_long_normal_u_2 ( 2 3 101 ) 1 2.01 48.589 0.49 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 3 141 142 ) 1 1.72 46.641 0.47 0:02:00 1 0 0 100
exit_long_normal_d_2_81 ( 6 ) 1 1.74 46.616 0.47 1:40:00 1 0 0 100
exit_long_quick_u_2 ( 42 ) 1 2.12 43.459 0.43 0:02:00 1 0 0 100
exit_long_normal_d_2_99 ( 6 142 ) 1 2.37 42.040 0.42 0:15:00 1 0 0 100
exit_long_tc_u_2 ( 142 ) 1 2.04 41.650 0.42 0:01:00 1 0 0 100
exit_long_tc_d_2_102 ( 141 142 ) 1 1.92 40.243 0.4 1:15:00 1 0 0 100
exit_long_normal_d_1_66 ( 5 ) 1 1.53 38.524 0.39 0:25:00 1 0 0 100
exit_long_normal_d_1_81 ( 6 142 ) 1 1.44 38.188 0.38 1:15:00 1 0 0 100
exit_long_normal_u_1 ( 4 ) 1 1.81 36.589 0.37 0:42:00 1 0 0 100
exit_long_tc_u_1 ( 101 142 ) 1 1.47 36.562 0.37 0:02:00 1 0 0 100
exit_long_quick_u_1 ( 43 101 ) 1 1.46 36.557 0.37 0:23:00 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_11 ( 6 141 142 ) 1 1.31 36.019 0.36 4:06:00 1 0 0 100
exit_long_normal_w_1_2 ( 6 ) 1 1.4 35.604 0.36 10:26:00 1 0 0 100
exit_long_normal_d_1_20 ( 3 6 101 ) 1 1.37 35.158 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_normal_d_2_42 ( 6 ) 1 2.05 34.036 0.34 0:58:00 1 0 0 100
exit_long_quick_d_1_70 ( 41 ) 1 1.39 33.984 0.34 0:30:00 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 32.265 0.32 0:03:00 1 0 0 100
exit_long_normal_d_1_70 ( 6 ) 1 1.21 31.773 0.32 0:20:00 1 0 0 100
exit_long_tc_u_1 ( 141 143 ) 1 1.25 29.638 0.3 0:03:00 1 0 0 100
exit_long_normal_u_1 ( 6 101 ) 1 1.38 29.603 0.3 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 101 141 142 ) 1 1.19 29.569 0.3 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.18 29.273 0.29 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.03 29.145 0.29 0:22:00 1 0 0 100
exit_long_normal_d_1_70 ( 2 101 ) 1 1.64 28.790 0.29 0:40:00 1 0 0 100
exit_long_tc_d_1_99 ( 142 ) 1 1.6 28.438 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_10 ( 6 ) 1 1.06 28.040 0.28 1:22:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 120 ) 1 1.51 27.782 0.28 0:38:00 1 0 0 100
exit_long_tc_d_1_20 ( 143 ) 1 1.15 27.324 0.27 0:20:00 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_normal_u_1 ( 5 ) 1 1.05 26.419 0.26 0:03:00 1 0 0 100
exit_long_quick_d_1_95 ( 42 ) 1 1.22 26.228 0.26 0:50:00 1 0 0 100
exit_long_normal_u_1 ( 2 6 101 ) 1 1.31 25.217 0.25 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 2 5 101 ) 1 1.01 24.727 0.25 0:19:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.26 23.773 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 21.656 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 21.332 0.21 0:09:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 120 ) 1 1.03 21.238 0.21 0:35:00 1 0 0 100
exit_long_normal_d_0_80 ( 6 120 ) 1 0.84 20.793 0.21 0:55:00 1 0 0 100
exit_long_normal_d_1_84 ( 6 141 142 ) 1 0.72 20.404 0.2 6:49:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 141 143 ) 1 1.05 20.313 0.2 0:42:00 1 0 0 100
exit_long_normal_u_1 ( 6 120 141 142 ) 1 1.1 20.215 0.2 0:05:00 1 0 0 100
exit_long_normal_u_1 ( 2 101 ) 1 1.09 20.113 0.2 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 143 ) 1 1.08 19.933 0.2 0:02:00 1 0 0 100
exit_long_rapid_d_2_87 ( 101 ) 1 2.22 19.918 0.2 0:45:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 1 1.07 19.836 0.2 0:09:00 1 0 0 100
exit_long_rapid_d_1_13 ( 101 ) 1 1.58 19.759 0.2 1:40:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 ) 1 1.01 19.543 0.2 0:04:00 1 0 0 100
exit_long_rapid_w_1_9 ( 101 ) 1 1.08 19.509 0.2 1:30:00 1 0 0 100
exit_long_normal_d_0_101 ( 6 141 142 ) 1 0.73 17.615 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_d_1_77 ( 101 ) 1 1.36 16.630 0.17 1:26:00 1 0 0 100
exit_long_quick_d_0_80 ( 41 ) 1 0.8 16.375 0.16 0:45:00 1 0 0 100
exit_long_rapid_d_1_97 ( 101 ) 1 1.25 16.147 0.16 1:05:00 1 0 0 100
exit_long_normal_w_0_3 ( 3 ) 1 0.57 13.861 0.14 1:35:00 1 0 0 100
exit_long_normal_u_0 ( 2 6 ) 1 0.54 13.115 0.13 0:06:00 1 0 0 100
exit_long_normal_u_0 ( 6 101 ) 1 0.59 12.705 0.13 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.46 10.805 0.11 0:01:00 1 0 0 100
exit_long_normal_w_0_1 ( 6 ) 1 0.27 10.116 0.1 3 days, 4:45:00 1 0 0 100
exit_long_normal_w_0_9 ( 6 ) 1 0.31 9.775 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_long_rapid_u_0 ( 101 ) 1 0.93 8.921 0.09 0:03:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 5 ) 1 0.18 5.233 0.05 7:04:00 1 0 0 100
exit_long_normal_d_0_101 ( 6 ) 1 0.14 2.391 0.02 2:20:00 1 0 0 100
TOTAL 147 2.23 7218.459 72.18 5:50:00 147 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 27.77 718.024 7.18 8:45:00 1 0 0 100
('141 ', 'exit_long_tc_o_11 ( 141 )') 1 12.61 348.677 3.49 1:27:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 10 1.39 296.429 2.96 0:08:00 10 0 0 100
('6 141 142 ', 'exit_long_normal_d_10_100 ( 6 141 142 )') 1 11.25 294.829 2.95 1:45:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 3 1.69 292.321 2.92 4 days, 10:43:00 3 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 12 1.32 168.937 1.69 0:10:00 12 0 0 100
('6 ', 'exit_long_normal_d_5_3 ( 6 )') 1 5.03 131.793 1.32 1:50:00 1 0 0 100
('2 3 4 5 6 101 ', 'exit_long_normal_u_5 ( 2 3 4 5 6 101 )') 1 5.17 125.387 1.25 0:02:00 1 0 0 100
('41 ', 'exit_long_quick_d_3_70 ( 41 )') 2 3.35 117.967 1.18 0:26:00 2 0 0 100
('5 ', 'exit_long_normal_u_4 ( 5 )') 1 4.45 114.695 1.15 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_profit_long_normal_t_3_1_m ( 6 )') 1 3.96 108.502 1.09 0:55:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_55 ( 142 )') 2 1.87 108.377 1.08 8:46:00 2 0 0 100
('6 ', 'exit_long_normal_w_5_12 ( 6 )') 1 5.56 107.887 1.08 1:55:00 1 0 0 100
('101 ', 'exit_long_rapid_u_8 ( 101 )') 1 8.99 105.967 1.06 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_d_5_64 ( 142 )') 1 5.34 103.693 1.04 0:37:00 1 0 0 100
('5 ', 'exit_long_normal_u_5 ( 5 )') 1 4.14 103.096 1.03 2:57:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_100 ( 6 )') 1 3.43 98.424 0.98 16:35:00 1 0 0 100
('120 141 ', 'exit_long_tc_w_3_7 ( 120 141 )') 1 2.38 97.257 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 92.964 0.93 0:27:00 1 0 0 100
('42 ', 'exit_long_quick_q_8 ( 42 )') 1 4.43 88.990 0.89 0:30:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 3 1.22 88.796 0.89 0:04:00 3 0 0 100
('6 120 ', 'exit_long_normal_d_4_105 ( 6 120 )') 1 4.97 87.360 0.87 0:15:00 1 0 0 100
('142 ', 'exit_long_tc_d_3_89 ( 142 )') 1 3.12 86.097 0.86 1:24:00 1 0 0 100
('6 101 141 ', 'exit_long_normal_d_4_97 ( 6 101 141 )') 1 4.42 85.691 0.86 0:35:00 1 0 0 100
('120 ', 'force_exit') 1 1.31 83.607 0.84 12 days, 1:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_105 ( 6 )') 1 4.18 81.101 0.81 0:23:00 1 0 0 100
('142 ', 'exit_long_tc_w_3_14 ( 142 )') 1 3.91 74.105 0.74 1:05:00 1 0 0 100
('142 ', 'exit_long_tc_d_4_40 ( 142 )') 1 4.08 72.351 0.72 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_71 ( 6 )') 1 2.56 69.177 0.69 0:25:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 2 1.53 68.817 0.69 0:05:00 2 0 0 100
('42 ', 'exit_long_quick_q_6 ( 42 )') 1 3.19 67.764 0.68 6:50:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_8 ( 142 )') 1 2.08 66.105 0.66 3:45:00 1 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 3 2.23 65.904 0.66 0:06:00 3 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.34 62.323 0.62 1:05:00 1 0 0 100
('3 41 ', 'exit_long_normal_d_3_20 ( 3 41 )') 1 3.48 61.804 0.62 0:05:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_75 ( 42 )') 1 2.49 61.599 0.62 0:50:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_8 ( 6 )') 1 2.75 60.741 0.61 1:25:00 1 0 0 100
('41 ', 'exit_long_quick_q_2 ( 41 )') 1 1.76 60.169 0.6 4:32:00 1 0 0 100
('141 ', 'exit_long_tc_d_2_71 ( 141 )') 1 2.7 56.035 0.56 0:20:00 1 0 0 100
('143 ', 'exit_long_tc_d_2_70 ( 143 )') 1 1.97 53.879 0.54 0:25:00 1 0 0 100
('120 142 ', 'exit_long_tc_d_2_65 ( 120 142 )') 1 2.04 53.482 0.53 0:33:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.44 50.688 0.51 0:07:00 1 0 0 100
('141 ', 'exit_long_tc_d_1_99 ( 141 )') 2 1.37 50.227 0.5 0:34:00 2 0 0 100
('6 ', 'exit_long_normal_w_2_7 ( 6 )') 1 2.79 48.820 0.49 1:25:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 2 1.14 48.666 0.49 0:02:00 2 0 0 100
('2 3 101 ', 'exit_long_normal_u_2 ( 2 3 101 )') 1 2.01 48.589 0.49 0:01:00 1 0 0 100
('3 141 142 ', 'exit_long_normal_u_1 ( 3 141 142 )') 1 1.72 46.641 0.47 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_81 ( 6 )') 1 1.74 46.616 0.47 1:40:00 1 0 0 100
('42 ', 'exit_long_quick_u_2 ( 42 )') 1 2.12 43.459 0.43 0:02:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_2_99 ( 6 142 )') 1 2.37 42.040 0.42 0:15:00 1 0 0 100
('142 ', 'exit_long_tc_u_2 ( 142 )') 1 2.04 41.650 0.42 0:01:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_2_102 ( 141 142 )') 1 1.92 40.243 0.4 1:15:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_66 ( 5 )') 1 1.53 38.524 0.39 0:25:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_1_81 ( 6 142 )') 1 1.44 38.188 0.38 1:15:00 1 0 0 100
('4 ', 'exit_long_normal_u_1 ( 4 )') 1 1.81 36.589 0.37 0:42:00 1 0 0 100
('101 142 ', 'exit_long_tc_u_1 ( 101 142 )') 1 1.47 36.562 0.37 0:02:00 1 0 0 100
('43 101 ', 'exit_long_quick_u_1 ( 43 101 )') 1 1.46 36.557 0.37 0:23:00 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
('6 141 142 ', 'exit_long_normal_w_1_11 ( 6 141 142 )') 1 1.31 36.019 0.36 4:06:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_2 ( 6 )') 1 1.4 35.604 0.36 10:26:00 1 0 0 100
('3 6 101 ', 'exit_long_normal_d_1_20 ( 3 6 101 )') 1 1.37 35.158 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
('6 ', 'exit_long_normal_d_2_42 ( 6 )') 1 2.05 34.036 0.34 0:58:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_70 ( 41 )') 1 1.39 33.984 0.34 0:30:00 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 32.265 0.32 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_70 ( 6 )') 1 1.21 31.773 0.32 0:20:00 1 0 0 100
('141 143 ', 'exit_long_tc_u_1 ( 141 143 )') 1 1.25 29.638 0.3 0:03:00 1 0 0 100
('6 101 ', 'exit_long_normal_u_1 ( 6 101 )') 1 1.38 29.603 0.3 0:01:00 1 0 0 100
('101 141 142 ', 'exit_long_tc_u_1 ( 101 141 142 )') 1 1.19 29.569 0.3 0:02:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.18 29.273 0.29 0:02:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.03 29.145 0.29 0:22:00 1 0 0 100
('2 101 ', 'exit_long_normal_d_1_70 ( 2 101 )') 1 1.64 28.790 0.29 0:40:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_99 ( 142 )') 1 1.6 28.438 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 ', 'exit_long_normal_d_1_10 ( 6 )') 1 1.06 28.040 0.28 1:22:00 1 0 0 100
('6 120 ', 'exit_long_normal_d_1_20 ( 6 120 )') 1 1.51 27.782 0.28 0:38:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 1 1.15 27.324 0.27 0:20:00 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
('5 ', 'exit_long_normal_u_1 ( 5 )') 1 1.05 26.419 0.26 0:03:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_95 ( 42 )') 1 1.22 26.228 0.26 0:50:00 1 0 0 100
('2 6 101 ', 'exit_long_normal_u_1 ( 2 6 101 )') 1 1.31 25.217 0.25 0:02:00 1 0 0 100
('2 5 101 ', 'exit_long_normal_u_1 ( 2 5 101 )') 1 1.01 24.727 0.25 0:19:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.26 23.773 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 21.656 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 21.332 0.21 0:09:00 1 0 0 100
('42 120 ', 'exit_long_quick_d_1_27 ( 42 120 )') 1 1.03 21.238 0.21 0:35:00 1 0 0 100
('6 120 ', 'exit_long_normal_d_0_80 ( 6 120 )') 1 0.84 20.793 0.21 0:55:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_d_1_84 ( 6 141 142 )') 1 0.72 20.404 0.2 6:49:00 1 0 0 100
('6 141 143 ', 'exit_long_normal_d_1_20 ( 6 141 143 )') 1 1.05 20.313 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 20.215 0.2 0:05:00 1 0 0 100
('2 101 ', 'exit_long_normal_u_1 ( 2 101 )') 1 1.09 20.113 0.2 0:01:00 1 0 0 100
('6 142 143 ', 'exit_long_normal_u_1 ( 6 142 143 )') 1 1.08 19.933 0.2 0:02:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_87 ( 101 )') 1 2.22 19.918 0.2 0:45:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 1 1.07 19.836 0.2 0:09:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_13 ( 101 )') 1 1.58 19.759 0.2 1:40:00 1 0 0 100
('6 141 ', 'exit_long_normal_u_1 ( 6 141 )') 1 1.01 19.543 0.2 0:04:00 1 0 0 100
('101 ', 'exit_long_rapid_w_1_9 ( 101 )') 1 1.08 19.509 0.2 1:30:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_d_0_101 ( 6 141 142 )') 1 0.73 17.615 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_d_1_77 ( 101 )') 1 1.36 16.630 0.17 1:26:00 1 0 0 100
('41 ', 'exit_long_quick_d_0_80 ( 41 )') 1 0.8 16.375 0.16 0:45:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_97 ( 101 )') 1 1.25 16.147 0.16 1:05:00 1 0 0 100
('3 ', 'exit_long_normal_w_0_3 ( 3 )') 1 0.57 13.861 0.14 1:35:00 1 0 0 100
('2 6 ', 'exit_long_normal_u_0 ( 2 6 )') 1 0.54 13.115 0.13 0:06:00 1 0 0 100
('6 101 ', 'exit_long_normal_u_0 ( 6 101 )') 1 0.59 12.705 0.13 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.46 10.805 0.11 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_1 ( 6 )') 1 0.27 10.116 0.1 3 days, 4:45:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_9 ( 6 )') 1 0.31 9.775 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
('101 ', 'exit_long_rapid_u_0 ( 101 )') 1 0.93 8.921 0.09 0:03:00 1 0 0 100
('5 ', 'exit_profit_long_normal_t_0_1_m ( 5 )') 1 0.18 5.233 0.05 7:04:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_101 ( 6 )') 1 0.14 2.391 0.02 2:20:00 1 0 0 100
TOTAL 147 2.23 7218.459 72.18 5:50:00 147 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 21.515 2 0 0
07/01/2021 524.095 12 0 0
08/01/2021 446.356 14 0 0
09/01/2021 74.105 1 0 0
10/01/2021 563.285 13 0 0
11/01/2021 791.596 18 0 0
12/01/2021 29.313 1 0 0
13/01/2021 129.253 2 0 0
14/01/2021 120.461 5 0 0
15/01/2021 53.042 3 0 0
16/01/2021 771.903 2 0 0
17/01/2021 9.775 1 0 0
18/01/2021 196.154 2 0 0
19/01/2021 20.793 1 0 0
20/01/2021 366.218 9 0 0
21/01/2021 669.793 20 0 0
22/01/2021 300.39 7 0 0
23/01/2021 0 0 0 0
24/01/2021 0 0 0 0
25/01/2021 16.147 1 0 0
26/01/2021 114.695 1 0 0
27/01/2021 713.774 7 0 0
28/01/2021 0 0 0 0
29/01/2021 601.076 4 0 0
30/01/2021 24.742 2 0 0
31/01/2021 85.795 2 0 0
01/02/2021 83.607 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 147 / 4.74
Starting balance 10000 USDT
Final balance 17218.459 USDT
Absolute profit 7218.459 USDT
Total profit % 72.18%
CAGR % 59967.88%
Sortino -100.00
Sharpe 63.08
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 49.11 (100.00)
Avg. daily profit % 2.33%
Avg. stake amount 1918.968 USDT
Total trade volume 282088.25 USDT
Best Pair STX/USDT 8.58%
Worst Pair ARPA/USDT 0.00%
Best trade STX/USDT 27.77%
Worst trade XLM/USDT 0.14%
Best day 791.596 USDT
Worst day 0 USDT
Days win/draw/lose 28 / 4 / 0
Avg. Duration Winners 5:50:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 147 / 0
Rejected Entry signals 152
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 147 2.23 7218.459 72.18 5:50:00 147 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 1 day, 0:05:00 23:18:00 21:06:00 19:46:00 19:36:00
Market Change 87.09 % 87.09 % 87.09 % 87.09 % 87.09 %
Max Drawdown 14.3765 % 14.3708 % 13.6553 % 13.6178 % 13.5261 %
Profit Mean 1.66 % 1.66 % 1.68 % 1.89 % 1.87 %
Profit Sum 147.63 % 152.57 % 167.76 % 207.37 % 207.17 %
Profit Total 12.98 % 13.43 % 19.11 % 29.2 % 29.18 %
Trades 89 92 100 110 111
Win Rate 93.26 % 93.48 % 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 10 2.57 503.626 5.04 5:09:00 10 0 0 100
GRT/USDT 6 2.0 338.873 3.39 1 day, 4:16:00 6 0 0 100
ATOM/USDT 5 3.35 327.426 3.27 0:53:00 5 0 0 100
MLK/USDT 4 2.53 190.642 1.91 1:31:00 4 0 0 100
DIA/USDT 3 2.71 165.697 1.66 0:23:00 3 0 0 100
FIL/USDT 1 6.75 134.542 1.35 0:45:00 1 0 0 100
COTI/USDT 3 2.97 121.054 1.21 0:04:00 3 0 0 100
VRA/USDT 2 3.31 117.492 1.17 0:25:00 2 0 0 100
TEL/USDT 4 1.65 111.463 1.11 0:46:00 4 0 0 100
XLM/USDT 3 2.19 109.939 1.1 0:30:00 3 0 0 100
VELO/USDT 1 4.18 84.691 0.85 0:01:00 1 0 0 100
DASH/USDT 1 4.14 81.020 0.81 3:40:00 1 0 0 100
WIN/USDT 3 1.45 76.916 0.77 0:31:00 3 0 0 100
ROSE/USDT 4 1.37 75.231 0.75 0:04:00 4 0 0 100
TRX/USDT 2 1.65 72.837 0.73 5:03:00 2 0 0 100
NWC/USDT 4 0.94 62.874 0.63 12:55:00 4 0 0 100
NIM/USDT 3 1.25 62.674 0.63 14:55:00 3 0 0 100
VET/USDT 2 1.62 58.084 0.58 0:02:00 2 0 0 100
ADA/USDT 2 1.17 47.288 0.47 0:04:00 2 0 0 100
DAG/USDT 2 1.26 46.929 0.47 5:26:00 2 0 0 100
AAVE/USDT 3 0.78 42.196 0.42 0:04:00 3 0 0 100
STX/USDT 2 0.81 32.774 0.33 3:07:00 2 0 0 100
ARPA/USDT 2 1.28 32.735 0.33 0:02:00 2 0 0 100
EOS/USDT 2 0.74 31.427 0.31 4:36:00 2 0 0 100
DEGO/USDT 1 1.44 28.678 0.29 0:20:00 1 0 0 100
DOT/USDT 1 1.31 26.648 0.27 2:50:00 1 0 0 100
ONT/USDT 1 1.22 21.133 0.21 0:01:00 1 0 0 100
COMP/USDT 1 1.84 20.670 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 -125.634 -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 -220.339 -2.2 9 days, 11:07:00 1 0 1 50.0
UNI/USDT 2 -0.96 -336.314 -3.36 3 days, 1:20:00 1 0 1 50.0
SXP/USDT 2 -0.63 -361.164 -3.61 2 days, 20:50:00 1 0 1 50.0
UOS/USDT 2 -2.76 -479.316 -4.79 2 days, 22:40:00 1 0 1 50.0
TOTAL 89 1.66 1297.821 12.98 1 day, 0:05:00 83 0 6 93.3

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BCH/USDT 1 -1.9 -125.634 -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 -303.843 -3.04 8 days, 8:40:00 0 0 1 0
UNI/USDT 1 -2.62 -353.680 -3.54 5 days, 21:55:00 0 0 1 0
SXP/USDT 1 -2.98 -396.278 -3.96 5 days, 17:10:00 0 0 1 0
UOS/USDT 1 -6.73 -503.152 -5.03 5 days, 21:00:00 0 0 1 0
TOTAL 6 -2.87 -1896.942 -18.97 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 29 1.82 831.299 8.31 1 day, 1:52:00 28 0 1 96.6
143 4 3.55 268.706 2.69 0:34:00 4 0 0 100
101 12 1.29 155.353 1.55 6:22:00 12 0 0 100
120 4 0.79 124.084 1.24 6 days, 17:08:00 3 0 1 75.0
6 101 1 6.13 115.885 1.16 0:03:00 1 0 0 100
6 142 3 1.77 98.773 0.99 1:58:00 3 0 0 100
43 1 4.73 83.736 0.84 0:06:00 1 0 0 100
141 4 0.96 73.082 0.73 1:00:00 4 0 0 100
2 3 101 1 3.45 66.960 0.67 0:20:00 1 0 0 100
101 141 1 2.06 41.510 0.42 0:15:00 1 0 0 100
41 1 1.88 39.159 0.39 3:55:00 1 0 0 100
6 42 1 1.94 37.587 0.38 0:07:00 1 0 0 100
3 6 1 2.0 37.214 0.37 0:55:00 1 0 0 100
2 5 41 1 1.84 36.264 0.36 0:02:00 1 0 0 100
141 142 1 1.79 32.786 0.33 0:01:00 1 0 0 100
142 10 1.61 31.935 0.32 16:58:00 9 0 1 90.0
3 1 1.8 31.835 0.32 0:02:00 1 0 0 100
6 141 142 1 1.15 22.851 0.23 0:08:00 1 0 0 100
3 101 141 142 1 1.05 20.950 0.21 0:08:00 1 0 0 100
2 101 1 1.23 20.939 0.21 0:02:00 1 0 0 100
5 1 1.2 20.381 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 -303.843 -3.04 8 days, 8:40:00 0 0 1 0
42 7 0.81 -604.646 -6.05 1 day, 16:22:00 5 0 2 71.4
TOTAL 89 1.66 1297.821 12.98 1 day, 0:05:00 83 0 6 93.3

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 3 1.68 249.717 2.5 5 days, 20:29:00 3 0 0 100
exit_long_normal_u_1 ( 6 ) 10 1.29 233.138 2.33 0:08:00 10 0 0 100
exit_long_tc_w_8_2 ( 142 ) 1 8.82 180.599 1.81 1:40:00 1 0 0 100
exit_long_tc_d_6_81 ( 143 ) 1 6.75 134.542 1.35 0:45:00 1 0 0 100
exit_long_normal_u_6 ( 6 101 ) 1 6.13 115.885 1.16 0:03:00 1 0 0 100
exit_long_normal_w_5_7 ( 6 ) 1 5.42 97.111 0.97 0:35:00 1 0 0 100
exit_long_quick_d_5_70 ( 42 ) 1 5.52 94.583 0.95 0:17:00 1 0 0 100
exit_long_normal_w_4_7 ( 6 ) 1 4.78 91.720 0.92 2:45:00 1 0 0 100
exit_long_normal_u_4 ( 6 ) 1 4.18 84.691 0.85 0:01:00 1 0 0 100
exit_long_quick_u_4 ( 43 ) 1 4.73 83.736 0.84 0:06:00 1 0 0 100
exit_long_normal_w_4_14 ( 6 ) 1 4.14 81.020 0.81 3:40:00 1 0 0 100
exit_long_quick_w_4_11 ( 42 ) 1 3.56 79.966 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 66.960 0.67 0:20:00 1 0 0 100
exit_long_normal_d_3_81 ( 6 ) 1 2.8 66.343 0.66 1:13:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 3 1.11 62.029 0.62 0:02:00 3 0 0 100
exit_long_normal_w_3_2 ( 6 ) 1 1.53 60.528 0.61 1 day, 18:30:00 1 0 0 100
exit_long_normal_d_3_101 ( 6 ) 1 3.23 59.775 0.6 1:30:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 5 1.3 57.044 0.57 0:07:00 5 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 53.380 0.53 10:05:00 1 0 0 100
exit_long_quick_d_2_20 ( 42 ) 1 2.71 52.628 0.53 0:16:00 1 0 0 100
exit_long_tc_w_1_11 ( 141 ) 2 1.19 48.858 0.49 2:00:00 2 0 0 100
exit_long_tc_d_2_65 ( 142 ) 1 2.46 47.845 0.48 0:26:00 1 0 0 100
exit_long_quick_d_2_81 ( 42 ) 1 2.41 43.770 0.44 2:50:00 1 0 0 100
exit_long_tc_u_2 ( 143 ) 1 2.1 41.956 0.42 0:04:00 1 0 0 100
exit_long_tc_d_2_71 ( 101 141 ) 1 2.06 41.510 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 39.159 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 37.587 0.38 0:07:00 1 0 0 100
exit_long_normal_d_2_101 ( 3 6 ) 1 2.0 37.214 0.37 0:55:00 1 0 0 100
exit_long_normal_u_1 ( 2 5 41 ) 1 1.84 36.264 0.36 0:02:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 ) 1 1.71 35.114 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 32.786 0.33 0:01:00 1 0 0 100
exit_long_normal_d_1_83 ( 6 ) 1 1.63 31.841 0.32 0:40:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.8 31.835 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 29.106 0.29 2:20:00 1 0 0 100
exit_long_normal_d_1_77 ( 6 ) 1 1.44 28.678 0.29 0:20:00 1 0 0 100
exit_long_rapid_rpd_6 ( 101 ) 1 1.61 27.431 0.27 22:40:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.29 25.586 0.26 0:08:00 1 0 0 100
exit_long_rapid_u_2 ( 101 ) 1 2.79 24.932 0.25 0:02:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 1 1.21 23.836 0.24 0:19:00 1 0 0 100
exit_long_normal_d_1_71 ( 6 ) 1 1.23 23.133 0.23 1:09:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 1 1.15 22.851 0.23 0:08:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 1 1.15 22.438 0.22 0:03:00 1 0 0 100
exit_long_normal_u_1 ( 3 101 141 142 ) 1 1.05 20.950 0.21 0:08:00 1 0 0 100
exit_long_normal_u_1 ( 2 101 ) 1 1.23 20.939 0.21 0:02:00 1 0 0 100
exit_long_rapid_d_2_96 ( 101 ) 1 1.84 20.670 0.21 0:25:00 1 0 0 100
exit_long_normal_d_1_99 ( 5 ) 1 1.2 20.381 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 17.366 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 12.265 0.12 0:07:00 2 0 0 100
exit_profit_long_rapid_t_1_1_m ( 101 ) 1 1.11 10.067 0.1 1:40:00 1 0 0 100
exit_profit_long_tc_t_0_1_m ( 142 ) 1 0.33 8.989 0.09 9:10:00 1 0 0 100
exit_long_normal_d_0_80 ( 6 ) 1 0.33 5.768 0.06 1:00:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 1 0.28 4.924 0.05 0:01:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 2 0.12 4.169 0.04 9:02:00 2 0 0 100
exit_long_tc_d_0_8 ( 142 ) 1 0.18 3.668 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 -1896.942 -18.97 10 days, 10:22:00 0 0 6 0
TOTAL 89 1.66 1297.821 12.98 1 day, 0:05:00 83 0 6 93.3

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 3 1.68 249.717 2.5 5 days, 20:29:00 3 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 10 1.29 233.138 2.33 0:08:00 10 0 0 100
('142 ', 'exit_long_tc_w_8_2 ( 142 )') 1 8.82 180.599 1.81 1:40:00 1 0 0 100
('143 ', 'exit_long_tc_d_6_81 ( 143 )') 1 6.75 134.542 1.35 0:45:00 1 0 0 100
('6 101 ', 'exit_long_normal_u_6 ( 6 101 )') 1 6.13 115.885 1.16 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_w_5_7 ( 6 )') 1 5.42 97.111 0.97 0:35:00 1 0 0 100
('42 ', 'exit_long_quick_d_5_70 ( 42 )') 1 5.52 94.583 0.95 0:17:00 1 0 0 100
('6 ', 'exit_long_normal_w_4_7 ( 6 )') 1 4.78 91.720 0.92 2:45:00 1 0 0 100
('6 ', 'exit_long_normal_u_4 ( 6 )') 1 4.18 84.691 0.85 0:01:00 1 0 0 100
('43 ', 'exit_long_quick_u_4 ( 43 )') 1 4.73 83.736 0.84 0:06:00 1 0 0 100
('6 ', 'exit_long_normal_w_4_14 ( 6 )') 1 4.14 81.020 0.81 3:40:00 1 0 0 100
('42 ', 'exit_long_quick_w_4_11 ( 42 )') 1 3.56 79.966 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 66.960 0.67 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_81 ( 6 )') 1 2.8 66.343 0.66 1:13:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 3 1.11 62.029 0.62 0:02:00 3 0 0 100
('6 ', 'exit_long_normal_w_3_2 ( 6 )') 1 1.53 60.528 0.61 1 day, 18:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_101 ( 6 )') 1 3.23 59.775 0.6 1:30:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 5 1.3 57.044 0.57 0:07:00 5 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 53.380 0.53 10:05:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_20 ( 42 )') 1 2.71 52.628 0.53 0:16:00 1 0 0 100
('141 ', 'exit_long_tc_w_1_11 ( 141 )') 2 1.19 48.858 0.49 2:00:00 2 0 0 100
('142 ', 'exit_long_tc_d_2_65 ( 142 )') 1 2.46 47.845 0.48 0:26:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_81 ( 42 )') 1 2.41 43.770 0.44 2:50:00 1 0 0 100
('143 ', 'exit_long_tc_u_2 ( 143 )') 1 2.1 41.956 0.42 0:04:00 1 0 0 100
('101 141 ', 'exit_long_tc_d_2_71 ( 101 141 )') 1 2.06 41.510 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 39.159 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 37.587 0.38 0:07:00 1 0 0 100
('3 6 ', 'exit_long_normal_d_2_101 ( 3 6 )') 1 2.0 37.214 0.37 0:55:00 1 0 0 100
('2 5 41 ', 'exit_long_normal_u_1 ( 2 5 41 )') 1 1.84 36.264 0.36 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_20 ( 6 )') 1 1.71 35.114 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 32.786 0.33 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_83 ( 6 )') 1 1.63 31.841 0.32 0:40:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.8 31.835 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 29.106 0.29 2:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_77 ( 6 )') 1 1.44 28.678 0.29 0:20:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_6 ( 101 )') 1 1.61 27.431 0.27 22:40:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.29 25.586 0.26 0:08:00 1 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 1 2.79 24.932 0.25 0:02:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 1 1.21 23.836 0.24 0:19:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_71 ( 6 )') 1 1.23 23.133 0.23 1:09:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 1 1.15 22.851 0.23 0:08:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 1 1.15 22.438 0.22 0:03:00 1 0 0 100
('3 101 141 142 ', 'exit_long_normal_u_1 ( 3 101 141 142 )') 1 1.05 20.950 0.21 0:08:00 1 0 0 100
('2 101 ', 'exit_long_normal_u_1 ( 2 101 )') 1 1.23 20.939 0.21 0:02:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_96 ( 101 )') 1 1.84 20.670 0.21 0:25:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_99 ( 5 )') 1 1.2 20.381 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 17.366 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 12.265 0.12 0:07:00 2 0 0 100
('101 ', 'exit_profit_long_rapid_t_1_1_m ( 101 )') 1 1.11 10.067 0.1 1:40:00 1 0 0 100
('142 ', 'exit_profit_long_tc_t_0_1_m ( 142 )') 1 0.33 8.989 0.09 9:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_80 ( 6 )') 1 0.33 5.768 0.06 1:00:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 1 0.28 4.924 0.05 0:01:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 2 0.12 4.169 0.04 9:02:00 2 0 0 100
('142 ', 'exit_long_tc_d_0_8 ( 142 )') 1 0.18 3.668 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 -125.634 -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 -303.843 -3.04 8 days, 8:40:00 0 0 1 0
('142 ', 'force_exit') 1 -2.62 -353.680 -3.54 5 days, 21:55:00 0 0 1 0
('42 ', 'force_exit') 2 -4.85 -899.430 -8.99 5 days, 19:05:00 0 0 2 0
TOTAL 89 1.66 1297.821 12.98 1 day, 0:05:00 83 0 6 93.3

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 134.08 6 0 0
11/02/2021 62.663 4 0 0
12/02/2021 184.785 4 0 0
13/02/2021 44.927 2 0 0
14/02/2021 193.216 6 0 0
15/02/2021 209.495 6 0 0
16/02/2021 122.094 3 0 0
17/02/2021 126.353 4 0 0
18/02/2021 173.085 3 0 0
19/02/2021 196.391 3 0 0
20/02/2021 179.608 5 0 0
21/02/2021 84.688 2 0 0
22/02/2021 794.875 21 0 0
23/02/2021 268.644 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 -1896.942 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 89 / 3.18
Starting balance 10000 USDT
Final balance 11297.821 USDT
Absolute profit 1297.821 USDT
Total profit % 12.98%
CAGR % 390.71%
Sortino 7.25
Sharpe 8.91
Calmar 61.60
Profit factor 1.68
Expectancy (Ratio) 14.58 (0.05)
Avg. daily profit % 0.46%
Avg. stake amount 1595.483 USDT
Total trade volume 141997.963 USDT
Best Pair ALEPH/USDT 5.04%
Worst Pair UOS/USDT -4.79%
Best trade ATOM/USDT 8.82%
Worst trade UOS/USDT -6.73%
Best day 794.875 USDT
Worst day -1896.942 USDT
Days win/draw/lose 20 / 8 / 1
Avg. Duration Winners 7:43:00
Avg. Duration Loser 10 days, 10:22:00
Max Consecutive Wins / Loss 83 / 6
Rejected Entry signals 599
Entry/Exit Timeouts 0 / 0
Min balance 10019.3 USDT
Max balance 13194.763 USDT
Max % of account underwater 14.38%
Absolute Drawdown (Account) 14.38%
Absolute Drawdown 1896.942 USDT
Drawdown high 3194.763 USDT
Drawdown low 1297.821 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 89 1.66 1297.821 12.98 1 day, 0:05:00 83 0 6 93.3 1896.942 USDT 14.38%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210301-20210401

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 7:17:00 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 % 2.02 % 1.92 % 1.84 % 1.86 %
Profit Sum 184.23 % 193.53 % 186.34 % 173.05 % 176.98 %
Profit Total 33.75 % 34.58 % 33.06 % 34.81 % 35.68 %
Trades 92 96 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 2.22 403.526 4.04 0:26:00 11 0 0 100
MLK/USDT 2 7.75 273.808 2.74 3:30:00 2 0 0 100
ONE/USDT 4 3.41 260.767 2.61 1:46:00 4 0 0 100
KAI/USDT 7 1.63 204.907 2.05 0:10:00 7 0 0 100
GRT/USDT 4 1.89 188.523 1.89 2 days, 7:26:00 4 0 0 100
TEL/USDT 3 3.15 184.304 1.84 0:56:00 3 0 0 100
CHR/USDT 6 1.55 143.324 1.43 0:10:00 6 0 0 100
DGB/USDT 3 2.44 137.949 1.38 0:46:00 3 0 0 100
VELO/USDT 7 1.36 137.881 1.38 0:37:00 7 0 0 100
ALGO/USDT 3 1.52 137.247 1.37 1 day, 10:37:00 3 0 0 100
CKB/USDT 2 3.16 125.672 1.26 0:50:00 2 0 0 100
DEGO/USDT 4 1.83 125.038 1.25 0:28:00 4 0 0 100
DIA/USDT 2 2.09 86.443 0.86 2:26:00 2 0 0 100
COTI/USDT 2 2.82 85.795 0.86 0:16:00 2 0 0 100
DAG/USDT 2 2.01 84.459 0.84 0:44:00 2 0 0 100
ARPA/USDT 3 1.8 83.086 0.83 0:26:00 3 0 0 100
VET/USDT 3 1.31 78.927 0.79 0:16:00 3 0 0 100
ALEPH/USDT 2 1.68 57.887 0.58 0:06:00 2 0 0 100
ROSE/USDT 2 1.76 54.877 0.55 0:05:00 2 0 0 100
WIN/USDT 1 2.53 52.296 0.52 12:35:00 1 0 0 100
NIM/USDT 1 1.93 46.090 0.46 4:35:00 1 0 0 100
NWC/USDT 1 2.3 45.915 0.46 0:20:00 1 0 0 100
JST/USDT 1 2.05 43.583 0.44 4:10:00 1 0 0 100
EOS/USDT 2 1.04 43.045 0.43 0:30:00 2 0 0 100
ATOM/USDT 1 2.21 37.050 0.37 5:15:00 1 0 0 100
UOS/USDT 1 1.6 35.034 0.35 1:30:00 1 0 0 100
BNB/USDT 2 0.96 34.671 0.35 0:02:00 2 0 0 100
PRE/USDT 1 1.64 32.828 0.33 1:25:00 1 0 0 100
SXP/USDT 1 1.56 32.087 0.32 0:15:00 1 0 0 100
ADA/USDT 1 1.53 30.122 0.3 1:10:00 1 0 0 100
DOT/USDT 1 1.13 21.666 0.22 0:03:00 1 0 0 100
PLU/USDT 1 1.8 19.608 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 14.498 0.14 18:47:00 2 0 0 100
XRP/USDT 1 1.19 12.434 0.12 0:25:00 1 0 0 100
UNI/USDT 1 0.04 1.837 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
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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 92 2.0 3374.818 33.75 7:17:00 92 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 1.837 0.02 9 days, 3:15:00 1 0 0 100
TOTAL 1 0.04 1.837 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 31 2.54 1483.879 14.84 2:56:00 31 0 0 100
42 7 2.17 320.573 3.21 2:24:00 7 0 0 100
101 17 1.72 297.715 2.98 0:27:00 17 0 0 100
120 3 1.3 177.057 1.77 7 days, 12:23:00 3 0 0 100
3 3 2.63 158.866 1.59 0:14:00 3 0 0 100
43 4 2.01 156.510 1.57 0:14:00 4 0 0 100
2 3 1.52 92.885 0.93 0:13:00 3 0 0 100
142 3 1.34 77.193 0.77 0:19:00 3 0 0 100
41 3 1.36 75.362 0.75 0:03:00 3 0 0 100
6 101 2 1.61 64.154 0.64 0:42:00 2 0 0 100
5 2 1.59 59.623 0.6 0:08:00 2 0 0 100
2 6 1 3.04 59.228 0.59 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 49.480 0.49 0:50:00 1 0 0 100
3 101 1 2.11 41.591 0.42 0:19:00 1 0 0 100
141 1 2.21 37.050 0.37 5:15:00 1 0 0 100
2 3 6 101 1 1.4 27.676 0.28 0:14:00 1 0 0 100
6 141 1 1.28 25.361 0.25 0:20:00 1 0 0 100
2 101 1 1.34 24.350 0.24 0:02:00 1 0 0 100
6 142 1 1.13 21.666 0.22 0:03:00 1 0 0 100
42 101 1 1.08 21.352 0.21 0:02:00 1 0 0 100
5 6 101 1 1.09 18.931 0.19 0:08:00 1 0 0 100
2 3 4 101 1 0.57 10.321 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 0.32 6.589 0.07 0:45:00 1 0 0 100
TOTAL 92 2.0 3374.818 33.75 7:17:00 92 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 11.71 198.003 1.98 5:50:00 1 0 0 100
exit_long_grind_g ( 120 ) 2 1.93 175.220 1.75 6 days, 16:56:00 2 0 0 100
exit_long_normal_u_2 ( 6 ) 4 2.34 173.330 1.73 0:06:00 4 0 0 100
exit_long_normal_u_1 ( 6 ) 6 1.31 152.579 1.53 0:04:00 6 0 0 100
exit_long_normal_d_7_42 ( 6 ) 1 7.04 130.572 1.31 4:15:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 7 1.51 105.760 1.06 0:06:00 7 0 0 100
exit_long_quick_u_2 ( 43 ) 2 2.54 99.519 1.0 0:02:00 2 0 0 100
exit_long_normal_d_5_9 ( 6 ) 1 4.72 97.311 0.97 1:35:00 1 0 0 100
exit_long_normal_d_3_71 ( 3 ) 1 3.85 82.703 0.83 0:20:00 1 0 0 100
exit_long_quick_w_3_11 ( 42 ) 1 3.79 76.192 0.76 0:50:00 1 0 0 100
exit_long_normal_d_3_101 ( 6 ) 1 3.78 75.806 0.76 1:10:00 1 0 0 100
exit_long_normal_d_4_3 ( 6 ) 1 4.13 75.517 0.76 1:25:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 3 1.36 75.362 0.75 0:03:00 3 0 0 100
exit_long_normal_d_3_99 ( 2 6 ) 1 3.04 59.228 0.59 0:19:00 1 0 0 100
exit_profit_long_normal_t_3_1_m ( 6 ) 1 3.27 58.316 0.58 2:20:00 1 0 0 100
exit_long_normal_u_3 ( 1 ) 1 3.5 57.921 0.58 0:01:00 1 0 0 100
exit_long_normal_d_3_42 ( 6 ) 1 3.02 57.598 0.58 0:45:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 2 1.48 56.990 0.57 0:25:00 2 0 0 100
exit_long_quick_q_7 ( 42 ) 1 2.66 55.778 0.56 4:47:00 1 0 0 100
exit_long_normal_w_2_10 ( 6 ) 1 2.51 55.191 0.55 3:00:00 1 0 0 100
exit_long_normal_u_3 ( 3 ) 1 3.03 55.106 0.55 0:04:00 1 0 0 100
exit_long_normal_d_2_84 ( 6 ) 1 2.53 52.296 0.52 12:35:00 1 0 0 100
exit_long_rapid_u_4 ( 101 ) 1 4.09 51.610 0.52 0:27:00 1 0 0 100
exit_long_normal_d_2_3 ( 6 ) 1 2.54 51.175 0.51 2:00:00 1 0 0 100
exit_long_normal_d_2_64 ( 6 42 ) 1 2.53 49.480 0.49 0:50:00 1 0 0 100
exit_long_normal_u_2 ( 2 ) 1 2.39 49.021 0.49 0:34:00 1 0 0 100
exit_long_normal_d_2_70 ( 6 ) 1 2.71 46.643 0.47 0:39:00 1 0 0 100
exit_long_quick_q_4 ( 42 ) 1 1.93 46.090 0.46 4:35:00 1 0 0 100
exit_long_normal_d_2_80 ( 6 ) 1 2.3 45.915 0.46 0:20:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 2 1.08 43.864 0.44 0:02:00 2 0 0 100
exit_long_quick_d_2_8 ( 42 ) 1 2.05 43.583 0.44 4:10:00 1 0 0 100
exit_long_normal_u_2 ( 3 101 ) 1 2.11 41.591 0.42 0:19:00 1 0 0 100
exit_long_normal_d_2_72 ( 6 ) 1 2.11 39.573 0.4 0:51:00 1 0 0 100
exit_long_tc_d_2_84 ( 141 ) 1 2.21 37.050 0.37 5:15:00 1 0 0 100
exit_long_normal_d_2_77 ( 5 ) 1 2.11 36.764 0.37 0:15:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.97 35.454 0.35 0:15:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.64 35.438 0.35 0:53:00 1 0 0 100
exit_long_normal_d_1_10 ( 6 ) 1 1.6 35.034 0.35 1:30:00 1 0 0 100
exit_long_tc_d_1_20 ( 142 ) 1 1.72 34.205 0.34 0:10:00 1 0 0 100
exit_long_quick_d_1_3 ( 42 ) 1 1.64 32.828 0.33 1:25:00 1 0 0 100
exit_long_rapid_d_3_104 ( 101 ) 1 3.53 32.129 0.32 0:32:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 101 ) 1 1.56 32.087 0.32 0:15:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 101 ) 1 1.66 32.067 0.32 1:09:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 1 1.51 30.665 0.31 0:06:00 1 0 0 100
exit_long_normal_d_1_53 ( 6 ) 1 1.53 30.122 0.3 1:10:00 1 0 0 100
exit_long_normal_w_1_7 ( 6 ) 1 1.45 29.590 0.3 1:45:00 1 0 0 100
exit_long_rapid_d_2_83 ( 101 ) 1 2.85 29.009 0.29 0:35:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 6 101 ) 1 1.4 27.676 0.28 0:14:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 141 ) 1 1.28 25.361 0.25 0:20:00 1 0 0 100
exit_long_normal_u_1 ( 2 101 ) 1 1.34 24.350 0.24 0:02:00 1 0 0 100
exit_long_rapid_d_1_87 ( 101 ) 2 1.32 23.444 0.23 1:04:00 2 0 0 100
exit_long_normal_u_1 ( 5 ) 1 1.07 22.859 0.23 0:02:00 1 0 0 100
exit_long_tc_w_1_3 ( 142 ) 1 1.06 21.988 0.22 0:40:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.13 21.666 0.22 0:03:00 1 0 0 100
exit_long_quick_u_1 ( 42 101 ) 1 1.08 21.352 0.21 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.02 21.057 0.21 0:19:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.25 21.000 0.21 0:08:00 1 0 0 100
exit_long_normal_d_1_70 ( 6 ) 1 1.16 20.549 0.21 0:41:00 1 0 0 100
exit_long_rapid_u_2 ( 101 ) 1 2.1 20.188 0.2 0:07:00 1 0 0 100
exit_long_normal_u_1 ( 5 6 101 ) 1 1.09 18.931 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_20 ( 101 ) 1 1.19 12.434 0.12 0:25:00 1 0 0 100
exit_long_rapid_d_1_105 ( 101 ) 1 1.21 11.970 0.12 1:15:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 4 101 ) 1 0.57 10.321 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_long_rapid_w_0_3 ( 101 ) 1 0.75 8.129 0.08 1:10:00 1 0 0 100
exit_profit_long_tc_t_0_1_m ( 143 ) 1 0.32 6.589 0.07 0:45:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.18 3.141 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 2.528 0.03 1 day, 12:19:00 1 0 0 100
force_exit 1 0.04 1.837 0.02 9 days, 3:15:00 1 0 0 100
TOTAL 92 2.0 3374.818 33.75 7:17:00 92 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 11.71 198.003 1.98 5:50:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 2 1.93 175.220 1.75 6 days, 16:56:00 2 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 4 2.34 173.330 1.73 0:06:00 4 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 6 1.31 152.579 1.53 0:04:00 6 0 0 100
('6 ', 'exit_long_normal_d_7_42 ( 6 )') 1 7.04 130.572 1.31 4:15:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 7 1.51 105.760 1.06 0:06:00 7 0 0 100
('43 ', 'exit_long_quick_u_2 ( 43 )') 2 2.54 99.519 1.0 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_d_5_9 ( 6 )') 1 4.72 97.311 0.97 1:35:00 1 0 0 100
('3 ', 'exit_long_normal_d_3_71 ( 3 )') 1 3.85 82.703 0.83 0:20:00 1 0 0 100
('42 ', 'exit_long_quick_w_3_11 ( 42 )') 1 3.79 76.192 0.76 0:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_101 ( 6 )') 1 3.78 75.806 0.76 1:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_3 ( 6 )') 1 4.13 75.517 0.76 1:25:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 3 1.36 75.362 0.75 0:03:00 3 0 0 100
('2 6 ', 'exit_long_normal_d_3_99 ( 2 6 )') 1 3.04 59.228 0.59 0:19:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_3_1_m ( 6 )') 1 3.27 58.316 0.58 2:20:00 1 0 0 100
('1 ', 'exit_long_normal_u_3 ( 1 )') 1 3.5 57.921 0.58 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 1 3.02 57.598 0.58 0:45:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 2 1.48 56.990 0.57 0:25:00 2 0 0 100
('42 ', 'exit_long_quick_q_7 ( 42 )') 1 2.66 55.778 0.56 4:47:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_10 ( 6 )') 1 2.51 55.191 0.55 3:00:00 1 0 0 100
('3 ', 'exit_long_normal_u_3 ( 3 )') 1 3.03 55.106 0.55 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_84 ( 6 )') 1 2.53 52.296 0.52 12:35:00 1 0 0 100
('101 ', 'exit_long_rapid_u_4 ( 101 )') 1 4.09 51.610 0.52 0:27:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_3 ( 6 )') 1 2.54 51.175 0.51 2:00:00 1 0 0 100
('6 42 ', 'exit_long_normal_d_2_64 ( 6 42 )') 1 2.53 49.480 0.49 0:50:00 1 0 0 100
('2 ', 'exit_long_normal_u_2 ( 2 )') 1 2.39 49.021 0.49 0:34:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_70 ( 6 )') 1 2.71 46.643 0.47 0:39:00 1 0 0 100
('42 ', 'exit_long_quick_q_4 ( 42 )') 1 1.93 46.090 0.46 4:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_80 ( 6 )') 1 2.3 45.915 0.46 0:20:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 2 1.08 43.864 0.44 0:02:00 2 0 0 100
('42 ', 'exit_long_quick_d_2_8 ( 42 )') 1 2.05 43.583 0.44 4:10:00 1 0 0 100
('3 101 ', 'exit_long_normal_u_2 ( 3 101 )') 1 2.11 41.591 0.42 0:19:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_72 ( 6 )') 1 2.11 39.573 0.4 0:51:00 1 0 0 100
('141 ', 'exit_long_tc_d_2_84 ( 141 )') 1 2.21 37.050 0.37 5:15:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_77 ( 5 )') 1 2.11 36.764 0.37 0:15:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.97 35.454 0.35 0:15:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.64 35.438 0.35 0:53:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_10 ( 6 )') 1 1.6 35.034 0.35 1:30:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_20 ( 142 )') 1 1.72 34.205 0.34 0:10:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_3 ( 42 )') 1 1.64 32.828 0.33 1:25:00 1 0 0 100
('101 ', 'exit_long_rapid_d_3_104 ( 101 )') 1 3.53 32.129 0.32 0:32:00 1 0 0 100
('6 101 ', 'exit_long_normal_d_1_20 ( 6 101 )') 1 1.56 32.087 0.32 0:15:00 1 0 0 100
('6 101 ', 'exit_long_normal_d_1_65 ( 6 101 )') 1 1.66 32.067 0.32 1:09:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 1 1.51 30.665 0.31 0:06:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_53 ( 6 )') 1 1.53 30.122 0.3 1:10:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_7 ( 6 )') 1 1.45 29.590 0.3 1:45:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_83 ( 101 )') 1 2.85 29.009 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 27.676 0.28 0:14:00 1 0 0 100
('6 141 ', 'exit_long_normal_d_1_20 ( 6 141 )') 1 1.28 25.361 0.25 0:20:00 1 0 0 100
('2 101 ', 'exit_long_normal_u_1 ( 2 101 )') 1 1.34 24.350 0.24 0:02:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_87 ( 101 )') 2 1.32 23.444 0.23 1:04:00 2 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 1 1.07 22.859 0.23 0:02:00 1 0 0 100
('142 ', 'exit_long_tc_w_1_3 ( 142 )') 1 1.06 21.988 0.22 0:40:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.13 21.666 0.22 0:03:00 1 0 0 100
('42 101 ', 'exit_long_quick_u_1 ( 42 101 )') 1 1.08 21.352 0.21 0:02:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.02 21.057 0.21 0:19:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.25 21.000 0.21 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_70 ( 6 )') 1 1.16 20.549 0.21 0:41:00 1 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 1 2.1 20.188 0.2 0:07:00 1 0 0 100
('5 6 101 ', 'exit_long_normal_u_1 ( 5 6 101 )') 1 1.09 18.931 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_20 ( 101 )') 1 1.19 12.434 0.12 0:25:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_105 ( 101 )') 1 1.21 11.970 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 10.321 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
('101 ', 'exit_long_rapid_w_0_3 ( 101 )') 1 0.75 8.129 0.08 1:10:00 1 0 0 100
('143 ', 'exit_profit_long_tc_t_0_1_m ( 143 )') 1 0.32 6.589 0.07 0:45:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.18 3.141 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 2.528 0.03 1 day, 12:19:00 1 0 0 100
('120 ', 'force_exit') 1 0.04 1.837 0.02 9 days, 3:15:00 1 0 0 100
TOTAL 92 2.0 3374.818 33.75 7:17:00 92 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 286.894 5 0 0
06/03/2021 78.772 2 0 0
07/03/2021 3.141 1 0 0
08/03/2021 185.183 4 0 0
09/03/2021 20.549 1 0 0
10/03/2021 104.07 2 0 0
11/03/2021 119.789 2 0 0
12/03/2021 215.975 6 0 0
13/03/2021 43.285 1 0 0
14/03/2021 0 0 0 0
15/03/2021 340.291 8 0 0
16/03/2021 273.046 8 0 0
17/03/2021 59.228 1 0 0
18/03/2021 43.552 2 0 0
19/03/2021 0 0 0 0
20/03/2021 0 0 0 0
21/03/2021 21.352 1 0 0
22/03/2021 155.595 6 0 0
23/03/2021 335.202 8 0 0
24/03/2021 253.764 9 0 0
25/03/2021 472.445 9 0 0
26/03/2021 35.471 3 0 0
27/03/2021 19.608 1 0 0
28/03/2021 13.434 1 0 0
29/03/2021 0 0 0 0
30/03/2021 35.034 1 0 0
31/03/2021 113.664 3 0 0
01/04/2021 1.837 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 92 / 2.97
Starting balance 10000 USDT
Final balance 13374.818 USDT
Absolute profit 3374.818 USDT
Total profit % 33.75%
CAGR % 2968.58%
Sortino -100.00
Sharpe 73.21
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 36.68 (100.00)
Avg. daily profit % 1.09%
Avg. stake amount 1709.977 USDT
Total trade volume 157317.85 USDT
Best Pair VRA/USDT 4.04%
Worst Pair AAVE/USDT 0.00%
Best trade MLK/USDT 11.71%
Worst trade UNI/USDT 0.04%
Best day 472.445 USDT
Worst day 0 USDT
Days win/draw/lose 27 / 5 / 0
Avg. Duration Winners 7:17:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 92 / 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 92 2.00 3374.818 33.75 7:17:00 92 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 16:56:00 18:02:00 18:49:00 22:36:00 22:36:00
Market Change 47.38 % 47.38 % 47.38 % 47.38 % 47.38 %
Max Drawdown 12.052 % 12.0679 % 14.7131 % 9.5703 % 9.9342 %
Profit Mean 1.54 % 1.51 % 1.53 % 1.67 % 1.59 %
Profit Sum 155.06 % 143.76 % 148.22 % 136.91 % 130.41 %
Profit Total 15.87 % 13.83 % 11.61 % 18.07 % 16.1 %
Trades 101 95 97 82 82
Win Rate 96.04 % 95.79 % 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 9 2.27 382.480 3.82 0:49:00 9 0 0 100
WIN/USDT 6 2.59 276.696 2.77 0:16:00 6 0 0 100
ONE/USDT 4 2.09 145.694 1.46 0:10:00 4 0 0 100
ALEPH/USDT 3 2.16 137.604 1.38 1 day, 4:32:00 3 0 0 100
CKB/USDT 4 1.74 126.824 1.27 0:21:00 4 0 0 100
NWC/USDT 5 1.61 116.879 1.17 0:23:00 5 0 0 100
XRP/USDT 2 1.23 113.018 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
ATOM/USDT 1 1.39 93.456 0.93 5 days, 4:08:00 1 0 0 100
DEGO/USDT 4 1.22 91.234 0.91 6:18:00 4 0 0 100
KSM/USDT 4 1.25 84.291 0.84 1:10:00 4 0 0 100
XLM/USDT 2 1.54 79.650 0.8 4 days, 3:03:00 2 0 0 100
CHR/USDT 2 2.52 78.969 0.79 0:50:00 2 0 0 100
COTI/USDT 3 1.65 78.899 0.79 1:30:00 3 0 0 100
SXP/USDT 2 2.24 74.958 0.75 1:40:00 2 0 0 100
EOS/USDT 3 1.08 74.200 0.74 6:52:00 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 52.780 0.53 0:40:00 2 0 0 100
KAI/USDT 3 1.7 48.619 0.49 0:19:00 3 0 0 100
JST/USDT 2 2.3 47.787 0.48 0:07:00 2 0 0 100
ARPA/USDT 1 2.43 47.484 0.47 3:38:00 1 0 0 100
DIA/USDT 2 1.56 45.393 0.45 0:04:00 2 0 0 100
AVA/USDT 3 0.85 40.825 0.41 2:04:00 3 0 0 100
XTZ/USDT 1 2.03 38.323 0.38 0:07:00 1 0 0 100
ROSE/USDT 1 2.13 37.149 0.37 0:15:00 1 0 0 100
PRE/USDT 1 2.99 30.209 0.3 0:02:00 1 0 0 100
NEO/USDT 1 1.33 25.402 0.25 0:01:00 1 0 0 100
EWT/USDT 1 2.38 23.103 0.23 0:11:00 1 0 0 100
ALGO/USDT 1 1.24 22.847 0.23 0:02:00 1 0 0 100
ETC/USDT 1 0.94 20.932 0.21 1:09:00 1 0 0 100
DOT/USDT 1 1.05 20.119 0.2 0:44:00 1 0 0 100
STX/USDT 1 0.6 15.796 0.16 17:37:00 1 0 0 100
BNB/USDT 1 1.35 12.515 0.13 0:03:00 1 0 0 100
UOS/USDT 1 1.17 10.839 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
TEL/USDT 1 1.05 9.182 0.09 0:21:00 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 7.726 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
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 4 1.71 -173.400 -1.73 2 days, 0:05:00 3 0 1 75.0
BTT/USDT 6 0.45 -296.672 -2.97 1 day, 8:30:00 5 0 1 83.3
VET/USDT 4 0.09 -311.369 -3.11 2 days, 0:13:00 3 0 1 75.0
AAVE/USDT 1 -2.91 -320.454 -3.2 12 days, 20:40:00 0 0 1 0
TOTAL 101 1.54 1587.275 15.87 16:56:00 97 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 69.708 0.7 8 days, 6:05:00 1 0 0 100
AAVE/USDT 1 -2.91 -320.454 -3.2 12 days, 20:40:00 0 0 1 0
DGB/USDT 1 -4.23 -386.504 -3.87 7 days, 22:40:00 0 0 1 0
VET/USDT 1 -4.18 -402.085 -4.02 7 days, 22:40:00 0 0 1 0
BTT/USDT 1 -5.89 -469.272 -4.69 7 days, 22:40:00 0 0 1 0
TOTAL 5 -3.06 -1508.607 -15.09 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 25 1.85 579.449 5.79 12:40:00 24 0 1 96.0
101 24 1.58 358.285 3.58 0:38:00 24 0 0 100
120 4 1.75 340.742 3.41 6 days, 9:37:00 4 0 0 100
5 6 2.05 226.529 2.27 0:16:00 6 0 0 100
6 101 4 1.39 107.124 1.07 0:13:00 4 0 0 100
142 5 1.01 101.632 1.02 2:03:00 5 0 0 100
2 3 101 3 1.52 91.080 0.91 0:21:00 3 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
2 3 2 2.04 72.744 0.73 0:01:00 2 0 0 100
2 1 2.27 67.464 0.67 3:40:00 1 0 0 100
3 5 101 1 2.29 45.784 0.46 2:55:00 1 0 0 100
6 42 142 1 1.38 40.512 0.41 19:14:00 1 0 0 100
3 101 1 1.51 28.994 0.29 0:01:00 1 0 0 100
3 1 1.12 26.274 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 22.847 0.23 0:02:00 1 0 0 100
141 142 1 1.05 19.295 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 10 1.02 -148.915 -1.49 21:42:00 9 0 1 90.0
101 141 142 3 0.17 -251.246 -2.51 4 days, 7:05:00 2 0 1 66.7
5 6 141 1 -4.18 -402.085 -4.02 7 days, 22:40:00 0 0 1 0
TOTAL 101 1.54 1587.275 15.87 16:56:00 97 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 1.69 271.034 2.71 5 days, 18:47:00 3 0 0 100
exit_long_normal_u_1 ( 6 ) 9 1.32 219.501 2.2 0:05:00 9 0 0 100
exit_long_quick_q_3 ( 42 ) 3 2.95 172.436 1.72 1:59:00 3 0 0 100
exit_long_normal_d_7_42 ( 6 ) 1 7.16 134.227 1.34 0:35:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 3 2.24 119.430 1.19 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_rapid_u_1 ( 101 ) 9 1.18 96.772 0.97 0:11:00 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_normal_u_1 ( 6 101 ) 3 1.43 78.253 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_rapid_u_2 ( 101 ) 3 2.55 69.656 0.7 0:07:00 3 0 0 100
exit_long_normal_d_3_3 ( 2 ) 1 2.27 67.464 0.67 3:40:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 2 1.64 66.067 0.66 0:26:00 2 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 64.222 0.64 0:33:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 101 ) 2 1.69 63.475 0.63 0:02:00 2 0 0 100
exit_long_normal_w_3_9 ( 6 ) 1 3.21 60.821 0.61 2:01:00 1 0 0 100
exit_long_normal_d_2_77 ( 6 ) 1 2.63 50.007 0.5 0:30:00 1 0 0 100
exit_long_normal_d_2_20 ( 6 ) 1 2.26 46.363 0.46 0:20:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 3 5 101 ) 1 2.29 45.784 0.46 2:55:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 2 1.19 45.395 0.45 0:18:00 2 0 0 100
exit_long_normal_d_2_56 ( 5 ) 1 2.59 44.699 0.45 0:15:00 1 0 0 100
exit_long_tc_d_1_99 ( 142 ) 2 1.04 42.439 0.42 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 40.512 0.41 19:14:00 1 0 0 100
exit_long_rapid_w_3_8 ( 101 ) 1 3.2 39.740 0.4 1:10:00 1 0 0 100
exit_long_normal_d_2_70 ( 5 ) 1 2.09 38.667 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 36.771 0.37 0:01:00 1 0 0 100
exit_long_tc_d_1_71 ( 101 141 142 ) 1 1.71 36.419 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_normal_3_1_1 ( 6 ) 1 0.79 34.682 0.35 3 days, 13:25:00 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_tc_u_1 ( 101 141 142 ) 1 1.7 32.789 0.33 0:03:00 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 30.209 0.3 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 3 101 ) 1 1.51 28.994 0.29 0:01:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 101 ) 1 1.27 28.870 0.29 0:36:00 1 0 0 100
exit_long_normal_d_1_27 ( 2 3 101 ) 1 1.18 27.605 0.28 1:00:00 1 0 0 100
exit_long_normal_d_1_84 ( 3 ) 1 1.12 26.274 0.26 5:30:00 1 0 0 100
exit_long_normal_d_1_2 ( 6 ) 1 0.92 25.272 0.25 4:25:00 1 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_rapid_d_1_27 ( 101 ) 2 1.16 23.318 0.23 0:50:00 2 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 22.847 0.23 0:02:00 1 0 0 100
exit_long_quick_d_1_46 ( 42 ) 1 1.01 20.662 0.21 1:16:00 1 0 0 100
exit_long_normal_d_1_87 ( 6 ) 1 1.03 20.444 0.2 0:58:00 1 0 0 100
exit_long_tc_d_1_70 ( 142 ) 1 1.05 20.119 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 ( 142 ) 1 1.02 19.395 0.19 0:06:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.05 19.295 0.19 0:08:00 1 0 0 100
exit_long_normal_w_1_6 ( 6 ) 1 0.87 18.885 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_rapid_d_1_63 ( 101 ) 1 1.83 16.547 0.17 0:20:00 1 0 0 100
exit_long_quick_d_0_100 ( 42 ) 1 0.6 15.796 0.16 17:37:00 1 0 0 100
exit_long_rapid_d_1_96 ( 101 ) 1 1.66 14.542 0.15 0:45:00 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 7.726 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 5.491 0.05 0:16:00 2 0 0 100
force_exit 5 -3.06 -1508.607 -15.09 8 days, 23:45:00 1 0 4 20.0
TOTAL 101 1.54 1587.275 15.87 16:56:00 97 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 1.69 271.034 2.71 5 days, 18:47:00 3 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 9 1.32 219.501 2.2 0:05:00 9 0 0 100
('42 ', 'exit_long_quick_q_3 ( 42 )') 3 2.95 172.436 1.72 1:59:00 3 0 0 100
('6 ', 'exit_long_normal_d_7_42 ( 6 )') 1 7.16 134.227 1.34 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 3 2.24 119.430 1.19 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
('101 ', 'exit_long_rapid_u_1 ( 101 )') 9 1.18 96.772 0.97 0:11:00 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
('6 101 ', 'exit_long_normal_u_1 ( 6 101 )') 3 1.43 78.253 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 69.708 0.7 8 days, 6:05:00 1 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 3 2.55 69.656 0.7 0:07:00 3 0 0 100
('2 ', 'exit_long_normal_d_3_3 ( 2 )') 1 2.27 67.464 0.67 3:40:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 2 1.64 66.067 0.66 0:26:00 2 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 64.222 0.64 0:33:00 1 0 0 100
('2 3 101 ', 'exit_long_normal_u_1 ( 2 3 101 )') 2 1.69 63.475 0.63 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_w_3_9 ( 6 )') 1 3.21 60.821 0.61 2:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_77 ( 6 )') 1 2.63 50.007 0.5 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_20 ( 6 )') 1 2.26 46.363 0.46 0:20:00 1 0 0 100
('3 5 101 ', 'exit_profit_long_normal_t_2_1_m ( 3 5 101 )') 1 2.29 45.784 0.46 2:55:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 2 1.19 45.395 0.45 0:18:00 2 0 0 100
('5 ', 'exit_long_normal_d_2_56 ( 5 )') 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 42.439 0.42 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 40.512 0.41 19:14:00 1 0 0 100
('101 ', 'exit_long_rapid_w_3_8 ( 101 )') 1 3.2 39.740 0.4 1:10:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_70 ( 5 )') 1 2.09 38.667 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 36.771 0.37 0:01:00 1 0 0 100
('101 141 142 ', 'exit_long_tc_d_1_71 ( 101 141 142 )') 1 1.71 36.419 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
('6 ', 'exit_long_normal_3_1_1 ( 6 )') 1 0.79 34.682 0.35 3 days, 13:25:00 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
('101 141 142 ', 'exit_long_tc_u_1 ( 101 141 142 )') 1 1.7 32.789 0.33 0:03:00 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 30.209 0.3 0:02:00 1 0 0 100
('3 101 ', 'exit_long_normal_u_1 ( 3 101 )') 1 1.51 28.994 0.29 0:01:00 1 0 0 100
('6 101 ', 'exit_long_normal_d_1_20 ( 6 101 )') 1 1.27 28.870 0.29 0:36:00 1 0 0 100
('2 3 101 ', 'exit_long_normal_d_1_27 ( 2 3 101 )') 1 1.18 27.605 0.28 1:00:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_84 ( 3 )') 1 1.12 26.274 0.26 5:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_2 ( 6 )') 1 0.92 25.272 0.25 4:25:00 1 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
('101 ', 'exit_long_rapid_d_1_27 ( 101 )') 2 1.16 23.318 0.23 0:50:00 2 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 22.847 0.23 0:02:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_46 ( 42 )') 1 1.01 20.662 0.21 1:16:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_87 ( 6 )') 1 1.03 20.444 0.2 0:58:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_70 ( 142 )') 1 1.05 20.119 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
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.02 19.395 0.19 0:06:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.05 19.295 0.19 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_6 ( 6 )') 1 0.87 18.885 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
('101 ', 'exit_long_rapid_d_1_63 ( 101 )') 1 1.83 16.547 0.17 0:20:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_100 ( 42 )') 1 0.6 15.796 0.16 17:37:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_96 ( 101 )') 1 1.66 14.542 0.15 0:45:00 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 7.726 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 5.491 0.05 0:16:00 2 0 0 100
('101 141 142 ', 'force_exit') 1 -2.91 -320.454 -3.2 12 days, 20:40:00 0 0 1 0
('6 ', 'force_exit') 1 -4.23 -386.504 -3.87 7 days, 22:40:00 0 0 1 0
('5 6 141 ', 'force_exit') 1 -4.18 -402.085 -4.02 7 days, 22:40:00 0 0 1 0
('42 ', 'force_exit') 1 -5.89 -469.272 -4.69 7 days, 22:40:00 0 0 1 0
TOTAL 101 1.54 1587.275 15.87 16:56:00 97 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 156.984 3 0 0
14/04/2021 69.492 3 0 0
15/04/2021 0 0 0 0
16/04/2021 93.723 1 0 0
17/04/2021 45.784 1 0 0
18/04/2021 578.024 15 0 0
19/04/2021 178.201 5 0 0
20/04/2021 432.949 15 0 0
21/04/2021 34.682 1 0 0
22/04/2021 294.667 8 0 0
23/04/2021 104.319 4 0 0
24/04/2021 16.547 1 0 0
25/04/2021 0 0 0 0
26/04/2021 29.724 2 0 0
27/04/2021 0 0 0 0
28/04/2021 28.17 2 0 0
29/04/2021 60.821 1 0 0
30/04/2021 0 0 0 0
01/05/2021 -1508.607 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 101 / 3.37
Starting balance 10000 USDT
Final balance 11587.275 USDT
Absolute profit 1587.275 USDT
Total profit % 15.87%
CAGR % 500.40%
Sortino 19.11
Sharpe 11.59
Calmar 83.87
Profit factor 2.01
Expectancy (Ratio) 15.72 (0.04)
Avg. daily profit % 0.53%
Avg. stake amount 1510.995 USDT
Total trade volume 152610.505 USDT
Best Pair VRA/USDT 3.82%
Worst Pair AAVE/USDT -3.20%
Best trade DGB/USDT 7.16%
Worst trade BTT/USDT -5.89%
Best day 578.024 USDT
Worst day -1508.607 USDT
Days win/draw/lose 24 / 6 / 1
Avg. Duration Winners 8:33:00
Avg. Duration Loser 9 days, 4:10:00
Max Consecutive Wins / Loss 96 / 4
Rejected Entry signals 513
Entry/Exit Timeouts 0 / 0
Min balance 10010.281 USDT
Max balance 13095.882 USDT
Max % of account underwater 12.05%
Absolute Drawdown (Account) 12.05%
Absolute Drawdown 1578.315 USDT
Drawdown high 3095.882 USDT
Drawdown low 1517.567 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 101 1.54 1587.275 15.87 16:56:00 97 0 4 96.0 1578.315 USDT 12.05%

@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 - 20210501-20210601

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 15:15:00 14:46:00 14:33:00 16:57:00 18:37:00
Market Change -23.07 % -23.07 % -23.07 % -23.07 % -23.07 %
Max Drawdown 2.1876 % 1.2774 % 1.5791 % 2.7183 % 13.1429 %
Profit Mean 2.14 % 2.19 % 2.19 % 2.14 % 2.13 %
Profit Sum 303.18 % 326.86 % 332.66 % 286.44 % 268.65 %
Profit Total 61.18 % 67.13 % 69.76 % 60.28 % 39.89 %
Trades 142 149 152 134 126
Win Rate 97.18 % 97.32 % 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 1040.871 10.41 0:13:00 16 0 0 100
PLU/USDT 13 2.02 525.217 5.25 2:20:00 13 0 0 100
AAVE/USDT 7 2.45 333.119 3.33 0:28:00 7 0 0 100
CKB/USDT 3 4.95 321.448 3.21 0:29:00 3 0 0 100
ALEPH/USDT 5 3.24 307.735 3.08 1:48:00 5 0 0 100
BCH/USDT 6 2.01 292.400 2.92 20:50:00 6 0 0 100
COTI/USDT 9 1.87 290.525 2.91 1 day, 9:53:00 8 0 1 88.9
EWT/USDT 7 1.79 254.524 2.55 1:12:00 7 0 0 100
XLM/USDT 2 1.2 208.566 2.09 6 days, 18:48:00 2 0 0 100
ADA/USDT 4 1.92 187.462 1.87 0:10:00 4 0 0 100
KAI/USDT 4 2.31 176.738 1.77 0:24:00 4 0 0 100
PRE/USDT 3 2.82 174.296 1.74 3:12:00 3 0 0 100
UNI/USDT 2 3.39 173.452 1.73 3:30:00 2 0 0 100
ETC/USDT 5 1.84 167.697 1.68 1:03:00 5 0 0 100
TEL/USDT 5 1.33 139.815 1.4 1 day, 1:37:00 5 0 0 100
BTT/USDT 4 1.75 127.198 1.27 0:28:00 4 0 0 100
GRT/USDT 1 1.37 124.393 1.24 4 days, 6:04:00 1 0 0 100
LTC/USDT 3 1.94 118.481 1.18 0:16:00 3 0 0 100
CHR/USDT 3 2.04 117.162 1.17 0:31:00 3 0 0 100
VRA/USDT 3 1.84 114.245 1.14 0:17:00 3 0 0 100
VIDT/USDT 3 1.62 112.919 1.13 6:42:00 3 0 0 100
BNB/USDT 2 2.43 106.401 1.06 0:38:00 2 0 0 100
AVA/USDT 1 4.16 96.786 0.97 2:36:00 1 0 0 100
ONT/USDT 2 1.86 84.035 0.84 1:42:00 2 0 0 100
SNX/USDT 2 2.08 78.742 0.79 0:31:00 2 0 0 100
XRP/USDT 2 2.3 78.602 0.79 2:00:00 2 0 0 100
DGB/USDT 1 3.09 63.267 0.63 1:50:00 1 0 0 100
EOS/USDT 7 1.4 49.212 0.49 2 days, 12:32:00 6 0 1 85.7
DAG/USDT 3 0.49 46.160 0.46 5:58:00 3 0 0 100
ONE/USDT 1 3.31 37.592 0.38 0:25:00 1 0 0 100
MKR/USDT 1 1.26 26.693 0.27 1:15:00 1 0 0 100
ROSE/USDT 1 2.53 26.470 0.26 0:07:00 1 0 0 100
ARPA/USDT 1 1.36 26.372 0.26 0:04:00 1 0 0 100
DIA/USDT 1 1.55 26.237 0.26 0:04:00 1 0 0 100
STX/USDT 1 0.88 23.988 0.24 6:47:00 1 0 0 100
VELO/USDT 1 1.22 15.152 0.15 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 0.58 10.579 0.11 4 days, 7:01:00 2 0 1 66.7
ATOM/USDT 3 0.93 2.245 0.02 4 days, 4:15:00 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
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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 142 2.14 6117.701 61.18 15:15:00 138 0 4 97.2

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UOS/USDT 1 -0.08 -7.796 -0.08 12 days, 15:45:00 0 0 1 0
ATOM/USDT 1 -0.22 -33.825 -0.34 12 days, 12:40:00 0 0 1 0
COTI/USDT 1 -0.2 -74.081 -0.74 12 days, 12:40:00 0 0 1 0
EOS/USDT 1 -1.01 -244.778 -2.45 12 days, 12:40:00 0 0 1 0
TOTAL 4 -0.38 -360.480 -3.6 12 days, 13:26:00 0 0 4 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 27 2.25 1268.794 12.69 1:47:00 27 0 0 100
42 13 2.88 855.537 8.56 1:27:00 13 0 0 100
5 10 2.5 515.098 5.15 1:52:00 10 0 0 100
120 5 1.59 506.784 5.07 5 days, 10:25:00 5 0 0 100
101 24 1.6 399.387 3.99 1 day, 1:54:00 22 0 2 91.7
142 9 1.77 338.264 3.38 2:00:00 9 0 0 100
1 4 6 101 1 10.63 258.525 2.59 0:01:00 1 0 0 100
2 4 3.18 240.711 2.41 0:21:00 4 0 0 100
143 5 2.17 236.678 2.37 0:29:00 5 0 0 100
3 7 2.02 225.649 2.26 1 day, 19:32:00 6 0 1 85.7
4 1 5.8 143.501 1.44 0:07:00 1 0 0 100
6 141 142 3 2.13 141.717 1.42 0:30:00 3 0 0 100
4 42 101 2 2.43 113.888 1.14 0:10:00 2 0 0 100
6 101 6 0.85 98.126 0.98 21:41:00 6 0 0 100
2 101 2 2.36 95.555 0.96 0:56:00 2 0 0 100
41 2 2.4 92.918 0.93 0:01:00 2 0 0 100
141 142 3 1.3 81.205 0.81 1:22:00 3 0 0 100
5 101 1 2.68 70.568 0.71 7:35:00 1 0 0 100
6 101 142 1 3.25 64.974 0.65 0:55:00 1 0 0 100
2 6 1 2.63 64.760 0.65 3:00:00 1 0 0 100
120 141 142 1 2.36 60.145 0.6 17:35:00 1 0 0 100
2 6 101 1 3.22 57.764 0.58 1:15:00 1 0 0 100
141 1 2.8 54.537 0.55 0:10:00 1 0 0 100
141 143 1 2.85 53.667 0.54 0:30:00 1 0 0 100
6 142 1 2.01 48.485 0.48 0:01:00 1 0 0 100
2 3 2 1.28 47.380 0.47 0:16:00 2 0 0 100
3 101 1 1.87 46.189 0.46 0:21:00 1 0 0 100
43 101 1 1.09 37.645 0.38 8:40:00 1 0 0 100
1 1 1.82 35.175 0.35 0:04:00 1 0 0 100
4 43 1 1.72 33.023 0.33 0:01:00 1 0 0 100
1 4 43 1 1.6 30.922 0.31 0:02:00 1 0 0 100
2 3 101 1 1.01 24.435 0.24 0:17:00 1 0 0 100
1 2 43 1 1.16 20.470 0.2 0:04:00 1 0 0 100
6 120 1 -1.01 -244.778 -2.45 12 days, 12:40:00 0 0 1 0
TOTAL 142 2.14 6117.701 61.18 15:15:00 138 0 4 97.2

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 5 1.59 506.784 5.07 5 days, 10:25:00 5 0 0 100
exit_long_quick_q_3 ( 42 ) 3 4.56 322.956 3.23 2:09:00 3 0 0 100
exit_long_normal_u_10 ( 1 4 6 101 ) 1 10.63 258.525 2.59 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 8 1.38 248.245 2.48 0:09:00 8 0 0 100
exit_long_normal_u_3 ( 6 ) 3 3.17 180.647 1.81 0:09:00 3 0 0 100
exit_long_normal_u_8 ( 6 ) 1 8.21 169.629 1.7 0:01:00 1 0 0 100
exit_long_normal_u_5 ( 4 ) 1 5.8 143.501 1.44 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_tc_d_4_5 ( 142 ) 1 4.55 116.379 1.16 2:15:00 1 0 0 100
exit_long_normal_u_2 ( 4 42 101 ) 2 2.43 113.888 1.14 0:10:00 2 0 0 100
exit_long_normal_d_5_97 ( 6 ) 1 4.82 108.897 1.09 0:54:00 1 0 0 100
exit_long_normal_d_5_100 ( 5 ) 1 4.71 105.224 1.05 4:45:00 1 0 0 100
exit_profit_long_normal_t_5_1_m ( 5 ) 1 5.74 103.435 1.03 2:00:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 7 1.39 100.288 1.0 0:04:00 7 0 0 100
exit_long_normal_d_5_99 ( 6 ) 1 5.37 99.589 1.0 0:05:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 3 1.44 98.201 0.98 0:05:00 3 0 0 100
exit_long_normal_w_4_11 ( 6 ) 1 4.16 96.786 0.97 2:36:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 3 1.65 94.363 0.94 0:17:00 3 0 0 100
exit_long_quick_w_3_11 ( 42 ) 1 3.94 93.098 0.93 0:15:00 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_normal_d_3_65 ( 3 ) 1 3.11 76.385 0.76 0:27:00 1 0 0 100
exit_long_normal_d_3_71 ( 3 ) 1 3.83 74.676 0.75 0:10:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 2 1.55 73.328 0.73 0:09:00 2 0 0 100
exit_long_normal_d_3_5 ( 5 101 ) 1 2.68 70.568 0.71 7:35:00 1 0 0 100
exit_long_tc_d_3_95 ( 143 ) 1 3.21 69.360 0.69 0:50:00 1 0 0 100
exit_long_quick_d_3_49 ( 42 ) 1 3.02 69.314 0.69 0:51:00 1 0 0 100
exit_long_quick_u_3 ( 41 ) 1 3.46 69.134 0.69 0:01:00 1 0 0 100
exit_long_normal_u_3 ( 5 ) 1 3.08 65.739 0.66 0:04:00 1 0 0 100
exit_long_tc_d_3_70 ( 143 ) 1 3.07 65.093 0.65 0:07:00 1 0 0 100
exit_long_normal_u_3 ( 3 ) 1 3.72 65.036 0.65 0:08:00 1 0 0 100
exit_long_normal_w_3_9 ( 6 101 142 ) 1 3.25 64.974 0.65 0:55:00 1 0 0 100
exit_long_quick_d_2_84 ( 42 ) 1 2.66 64.943 0.65 2:45:00 1 0 0 100
exit_long_normal_w_2_7 ( 2 6 ) 1 2.63 64.760 0.65 3:00:00 1 0 0 100
exit_long_normal_w_3_11 ( 2 101 ) 1 3.09 63.267 0.63 1:50:00 1 0 0 100
exit_long_rapid_u_2 ( 101 ) 2 2.63 60.810 0.61 0:10:00 2 0 0 100
exit_long_normal_d_2_97 ( 6 ) 1 2.69 60.403 0.6 0:36:00 1 0 0 100
exit_long_tc_w_2_6 ( 120 141 142 ) 1 2.36 60.145 0.6 17:35:00 1 0 0 100
exit_long_normal_d_3_72 ( 5 ) 1 3.33 60.074 0.6 0:35:00 1 0 0 100
exit_long_normal_d_3_81 ( 2 6 101 ) 1 3.22 57.764 0.58 1:15:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 2 1.24 57.568 0.58 0:04:00 2 0 0 100
exit_long_quick_w_2_12 ( 42 ) 1 2.81 56.638 0.57 0:45:00 1 0 0 100
exit_long_tc_d_2_71 ( 141 ) 1 2.8 54.537 0.55 0:10:00 1 0 0 100
exit_long_normal_d_2_80 ( 6 141 142 ) 1 2.79 54.424 0.54 0:20:00 1 0 0 100
exit_long_normal_d_2_81 ( 6 141 142 ) 1 2.2 53.793 0.54 1:05:00 1 0 0 100
exit_long_tc_d_2_65 ( 141 143 ) 1 2.85 53.667 0.54 0:30:00 1 0 0 100
exit_long_normal_w_2_2 ( 6 ) 1 1.92 53.387 0.53 17:25:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 2 1.11 50.713 0.51 0:02:00 2 0 0 100
exit_long_normal_d_2_65 ( 5 ) 1 2.17 50.582 0.51 0:06:00 1 0 0 100
exit_long_quick_q_7 ( 42 ) 1 1.94 49.915 0.5 3:48:00 1 0 0 100
exit_long_normal_u_1 ( 6 101 ) 2 1.45 49.298 0.49 0:04:00 2 0 0 100
exit_long_quick_d_2_65 ( 42 ) 1 2.05 48.792 0.49 0:13:00 1 0 0 100
exit_long_normal_u_2 ( 6 142 ) 1 2.01 48.485 0.48 0:01:00 1 0 0 100
exit_long_tc_d_2_95 ( 143 ) 1 2.11 47.976 0.48 0:50:00 1 0 0 100
exit_long_normal_u_2 ( 3 101 ) 1 1.87 46.189 0.46 0:21:00 1 0 0 100
exit_long_quick_d_2_73 ( 42 ) 1 2.14 43.913 0.44 0:53:00 1 0 0 100
exit_long_rapid_d_3_105 ( 101 ) 1 3.5 42.482 0.42 0:25:00 1 0 0 100
exit_long_quick_d_2_81 ( 42 ) 1 2.09 40.304 0.4 1:24:00 1 0 0 100
exit_long_quick_d_1_70 ( 42 ) 1 1.85 38.971 0.39 0:15:00 1 0 0 100
exit_long_tc_d_2_20 ( 142 ) 1 2.2 38.792 0.39 0:05:00 1 0 0 100
exit_long_normal_d_2_99 ( 6 ) 1 2.16 38.565 0.39 0:15:00 1 0 0 100
exit_long_normal_d_2_77 ( 5 ) 1 2.02 38.178 0.38 0:25:00 1 0 0 100
exit_long_quick_w_1_2 ( 43 101 ) 1 1.09 37.645 0.38 8:40:00 1 0 0 100
exit_long_rapid_d_3_83 ( 101 ) 1 3.31 37.592 0.38 0:25:00 1 0 0 100
exit_long_normal_d_1_95 ( 5 ) 1 1.63 36.386 0.36 3:35:00 1 0 0 100
exit_long_normal_w_1_8 ( 6 ) 1 1.49 35.837 0.36 1:20:00 1 0 0 100
exit_long_rapid_u_3 ( 101 ) 1 3.41 35.660 0.36 0:08:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 1 1.82 35.175 0.35 0:04:00 1 0 0 100
exit_long_normal_d_1_7 ( 6 ) 1 1.46 34.841 0.35 1:15:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 1 1.38 33.500 0.33 0:04:00 1 0 0 100
exit_long_tc_d_1_81 ( 142 ) 1 1.67 33.322 0.33 1:25:00 1 0 0 100
exit_long_normal_u_1 ( 4 43 ) 1 1.72 33.023 0.33 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 2 101 ) 1 1.63 32.288 0.32 0:02:00 1 0 0 100
exit_long_tc_d_1_71 ( 143 ) 1 1.39 31.700 0.32 0:36:00 1 0 0 100
exit_long_rapid_d_2_88 ( 101 ) 1 2.37 31.314 0.31 1:30:00 1 0 0 100
exit_long_normal_u_1 ( 1 4 43 ) 1 1.6 30.922 0.31 0:02:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.26 26.693 0.27 1:15:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 4 0.33 26.557 0.27 2:37:00 4 0 0 100
exit_long_rapid_w_1_11 ( 101 ) 2 0.95 26.234 0.26 2:38:00 2 0 0 100
exit_long_normal_u_1 ( 2 3 101 ) 1 1.01 24.435 0.24 0:17:00 1 0 0 100
exit_long_normal_d_1_87 ( 2 3 ) 1 1.18 24.394 0.24 0:30:00 1 0 0 100
exit_long_tc_d_1_2 ( 142 ) 1 0.88 23.988 0.24 6:47:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.34 23.784 0.24 0:01:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.24 23.683 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_u_1 ( 143 ) 1 1.05 22.547 0.23 0:01:00 1 0 0 100
exit_long_tc_d_1_90 ( 142 ) 1 1.25 22.467 0.22 2:10:00 1 0 0 100
exit_long_rapid_d_2_51 ( 101 ) 1 2.14 20.896 0.21 0:20:00 1 0 0 100
exit_long_rapid_d_1_96 ( 101 ) 1 1.83 20.782 0.21 0:47:00 1 0 0 100
exit_long_normal_u_1 ( 1 2 43 ) 1 1.16 20.470 0.2 0:04:00 1 0 0 100
exit_long_normal_d_1_27 ( 6 101 ) 1 0.88 20.136 0.2 0:30:00 1 0 0 100
exit_long_normal_d_1_91 ( 6 101 ) 1 1.06 19.092 0.19 0:40:00 1 0 0 100
exit_long_rapid_d_1_63 ( 101 ) 1 1.52 16.934 0.17 0:30:00 1 0 0 100
exit_long_rapid_d_1_97 ( 101 ) 1 1.22 15.152 0.15 0:45:00 1 0 0 100
exit_long_rapid_d_1_57 ( 101 ) 1 1.2 14.565 0.15 0:15:00 1 0 0 100
exit_long_rapid_d_1_27 ( 101 ) 1 0.92 13.303 0.13 1:00:00 1 0 0 100
exit_long_normal_d_0_26 ( 3 ) 1 0.57 10.306 0.1 3:00:00 1 0 0 100
exit_long_tc_w_0_10 ( 142 ) 1 0.43 8.953 0.09 4:30:00 1 0 0 100
exit_long_normal_d_0_52 ( 6 101 ) 1 0.02 5.854 0.06 5 days, 6:45:00 1 0 0 100
exit_long_rapid_rpd_2 ( 101 ) 1 0.49 4.996 0.05 5:17:00 1 0 0 100
exit_long_normal_d_0_44 ( 5 ) 1 0.16 4.768 0.05 7:09:00 1 0 0 100
exit_long_normal_d_0_97 ( 6 101 ) 1 0.21 3.747 0.04 2:05:00 1 0 0 100
exit_long_normal_w_0_2 ( 6 ) 1 0.09 2.046 0.02 11:07:00 1 0 0 100
force_exit 4 -0.38 -360.480 -3.6 12 days, 13:26:00 0 0 4 0
TOTAL 142 2.14 6117.701 61.18 15:15:00 138 0 4 97.2

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 5 1.59 506.784 5.07 5 days, 10:25:00 5 0 0 100
('42 ', 'exit_long_quick_q_3 ( 42 )') 3 4.56 322.956 3.23 2:09:00 3 0 0 100
('1 4 6 101 ', 'exit_long_normal_u_10 ( 1 4 6 101 )') 1 10.63 258.525 2.59 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 8 1.38 248.245 2.48 0:09:00 8 0 0 100
('6 ', 'exit_long_normal_u_3 ( 6 )') 3 3.17 180.647 1.81 0:09:00 3 0 0 100
('6 ', 'exit_long_normal_u_8 ( 6 )') 1 8.21 169.629 1.7 0:01:00 1 0 0 100
('4 ', 'exit_long_normal_u_5 ( 4 )') 1 5.8 143.501 1.44 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
('142 ', 'exit_long_tc_d_4_5 ( 142 )') 1 4.55 116.379 1.16 2:15:00 1 0 0 100
('4 42 101 ', 'exit_long_normal_u_2 ( 4 42 101 )') 2 2.43 113.888 1.14 0:10:00 2 0 0 100
('6 ', 'exit_long_normal_d_5_97 ( 6 )') 1 4.82 108.897 1.09 0:54:00 1 0 0 100
('5 ', 'exit_long_normal_d_5_100 ( 5 )') 1 4.71 105.224 1.05 4:45:00 1 0 0 100
('5 ', 'exit_profit_long_normal_t_5_1_m ( 5 )') 1 5.74 103.435 1.03 2:00:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 7 1.39 100.288 1.0 0:04:00 7 0 0 100
('6 ', 'exit_long_normal_d_5_99 ( 6 )') 1 5.37 99.589 1.0 0:05:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 3 1.44 98.201 0.98 0:05:00 3 0 0 100
('6 ', 'exit_long_normal_w_4_11 ( 6 )') 1 4.16 96.786 0.97 2:36:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 3 1.65 94.363 0.94 0:17:00 3 0 0 100
('42 ', 'exit_long_quick_w_3_11 ( 42 )') 1 3.94 93.098 0.93 0:15:00 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
('3 ', 'exit_long_normal_d_3_65 ( 3 )') 1 3.11 76.385 0.76 0:27:00 1 0 0 100
('3 ', 'exit_long_normal_d_3_71 ( 3 )') 1 3.83 74.676 0.75 0:10:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 2 1.55 73.328 0.73 0:09:00 2 0 0 100
('5 101 ', 'exit_long_normal_d_3_5 ( 5 101 )') 1 2.68 70.568 0.71 7:35:00 1 0 0 100
('143 ', 'exit_long_tc_d_3_95 ( 143 )') 1 3.21 69.360 0.69 0:50:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_49 ( 42 )') 1 3.02 69.314 0.69 0:51:00 1 0 0 100
('41 ', 'exit_long_quick_u_3 ( 41 )') 1 3.46 69.134 0.69 0:01:00 1 0 0 100
('5 ', 'exit_long_normal_u_3 ( 5 )') 1 3.08 65.739 0.66 0:04:00 1 0 0 100
('143 ', 'exit_long_tc_d_3_70 ( 143 )') 1 3.07 65.093 0.65 0:07:00 1 0 0 100
('3 ', 'exit_long_normal_u_3 ( 3 )') 1 3.72 65.036 0.65 0:08:00 1 0 0 100
('6 101 142 ', 'exit_long_normal_w_3_9 ( 6 101 142 )') 1 3.25 64.974 0.65 0:55:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_84 ( 42 )') 1 2.66 64.943 0.65 2:45:00 1 0 0 100
('2 6 ', 'exit_long_normal_w_2_7 ( 2 6 )') 1 2.63 64.760 0.65 3:00:00 1 0 0 100
('2 101 ', 'exit_long_normal_w_3_11 ( 2 101 )') 1 3.09 63.267 0.63 1:50:00 1 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 2 2.63 60.810 0.61 0:10:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_97 ( 6 )') 1 2.69 60.403 0.6 0:36:00 1 0 0 100
('120 141 142 ', 'exit_long_tc_w_2_6 ( 120 141 142 )') 1 2.36 60.145 0.6 17:35:00 1 0 0 100
('5 ', 'exit_long_normal_d_3_72 ( 5 )') 1 3.33 60.074 0.6 0:35:00 1 0 0 100
('2 6 101 ', 'exit_long_normal_d_3_81 ( 2 6 101 )') 1 3.22 57.764 0.58 1:15:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 2 1.24 57.568 0.58 0:04:00 2 0 0 100
('42 ', 'exit_long_quick_w_2_12 ( 42 )') 1 2.81 56.638 0.57 0:45:00 1 0 0 100
('141 ', 'exit_long_tc_d_2_71 ( 141 )') 1 2.8 54.537 0.55 0:10:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_d_2_80 ( 6 141 142 )') 1 2.79 54.424 0.54 0:20:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_d_2_81 ( 6 141 142 )') 1 2.2 53.793 0.54 1:05:00 1 0 0 100
('141 143 ', 'exit_long_tc_d_2_65 ( 141 143 )') 1 2.85 53.667 0.54 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_2 ( 6 )') 1 1.92 53.387 0.53 17:25:00 1 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 2 1.11 50.713 0.51 0:02:00 2 0 0 100
('5 ', 'exit_long_normal_d_2_65 ( 5 )') 1 2.17 50.582 0.51 0:06:00 1 0 0 100
('42 ', 'exit_long_quick_q_7 ( 42 )') 1 1.94 49.915 0.5 3:48:00 1 0 0 100
('6 101 ', 'exit_long_normal_u_1 ( 6 101 )') 2 1.45 49.298 0.49 0:04:00 2 0 0 100
('42 ', 'exit_long_quick_d_2_65 ( 42 )') 1 2.05 48.792 0.49 0:13:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_2 ( 6 142 )') 1 2.01 48.485 0.48 0:01:00 1 0 0 100
('143 ', 'exit_long_tc_d_2_95 ( 143 )') 1 2.11 47.976 0.48 0:50:00 1 0 0 100
('3 101 ', 'exit_long_normal_u_2 ( 3 101 )') 1 1.87 46.189 0.46 0:21:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_73 ( 42 )') 1 2.14 43.913 0.44 0:53:00 1 0 0 100
('101 ', 'exit_long_rapid_d_3_105 ( 101 )') 1 3.5 42.482 0.42 0:25:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_81 ( 42 )') 1 2.09 40.304 0.4 1:24:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_70 ( 42 )') 1 1.85 38.971 0.39 0:15:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_20 ( 142 )') 1 2.2 38.792 0.39 0:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_99 ( 6 )') 1 2.16 38.565 0.39 0:15:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_77 ( 5 )') 1 2.02 38.178 0.38 0:25:00 1 0 0 100
('43 101 ', 'exit_long_quick_w_1_2 ( 43 101 )') 1 1.09 37.645 0.38 8:40:00 1 0 0 100
('101 ', 'exit_long_rapid_d_3_83 ( 101 )') 1 3.31 37.592 0.38 0:25:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_95 ( 5 )') 1 1.63 36.386 0.36 3:35:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_8 ( 6 )') 1 1.49 35.837 0.36 1:20:00 1 0 0 100
('101 ', 'exit_long_rapid_u_3 ( 101 )') 1 3.41 35.660 0.36 0:08:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 1 1.82 35.175 0.35 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_7 ( 6 )') 1 1.46 34.841 0.35 1:15:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 1 1.38 33.500 0.33 0:04:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_81 ( 142 )') 1 1.67 33.322 0.33 1:25:00 1 0 0 100
('4 43 ', 'exit_long_normal_u_1 ( 4 43 )') 1 1.72 33.023 0.33 0:01:00 1 0 0 100
('2 101 ', 'exit_long_normal_u_1 ( 2 101 )') 1 1.63 32.288 0.32 0:02:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_71 ( 143 )') 1 1.39 31.700 0.32 0:36:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_88 ( 101 )') 1 2.37 31.314 0.31 1:30:00 1 0 0 100
('1 4 43 ', 'exit_long_normal_u_1 ( 1 4 43 )') 1 1.6 30.922 0.31 0:02:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.26 26.693 0.27 1:15:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 4 0.33 26.557 0.27 2:37:00 4 0 0 100
('101 ', 'exit_long_rapid_w_1_11 ( 101 )') 2 0.95 26.234 0.26 2:38:00 2 0 0 100
('2 3 101 ', 'exit_long_normal_u_1 ( 2 3 101 )') 1 1.01 24.435 0.24 0:17:00 1 0 0 100
('2 3 ', 'exit_long_normal_d_1_87 ( 2 3 )') 1 1.18 24.394 0.24 0:30:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_2 ( 142 )') 1 0.88 23.988 0.24 6:47:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.34 23.784 0.24 0:01:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.24 23.683 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
('143 ', 'exit_long_tc_u_1 ( 143 )') 1 1.05 22.547 0.23 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_90 ( 142 )') 1 1.25 22.467 0.22 2:10:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_51 ( 101 )') 1 2.14 20.896 0.21 0:20:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_96 ( 101 )') 1 1.83 20.782 0.21 0:47:00 1 0 0 100
('1 2 43 ', 'exit_long_normal_u_1 ( 1 2 43 )') 1 1.16 20.470 0.2 0:04:00 1 0 0 100
('6 101 ', 'exit_long_normal_d_1_27 ( 6 101 )') 1 0.88 20.136 0.2 0:30:00 1 0 0 100
('6 101 ', 'exit_long_normal_d_1_91 ( 6 101 )') 1 1.06 19.092 0.19 0:40:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_63 ( 101 )') 1 1.52 16.934 0.17 0:30:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_97 ( 101 )') 1 1.22 15.152 0.15 0:45:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_57 ( 101 )') 1 1.2 14.565 0.15 0:15:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_27 ( 101 )') 1 0.92 13.303 0.13 1:00:00 1 0 0 100
('3 ', 'exit_long_normal_d_0_26 ( 3 )') 1 0.57 10.306 0.1 3:00:00 1 0 0 100
('142 ', 'exit_long_tc_w_0_10 ( 142 )') 1 0.43 8.953 0.09 4:30:00 1 0 0 100
('6 101 ', 'exit_long_normal_d_0_52 ( 6 101 )') 1 0.02 5.854 0.06 5 days, 6:45:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_2 ( 101 )') 1 0.49 4.996 0.05 5:17:00 1 0 0 100
('5 ', 'exit_long_normal_d_0_44 ( 5 )') 1 0.16 4.768 0.05 7:09:00 1 0 0 100
('6 101 ', 'exit_long_normal_d_0_97 ( 6 101 )') 1 0.21 3.747 0.04 2:05:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_2 ( 6 )') 1 0.09 2.046 0.02 11:07:00 1 0 0 100
('101 ', 'force_exit') 2 -0.15 -41.621 -0.42 12 days, 14:12:00 0 0 2 0
('3 ', 'force_exit') 1 -0.2 -74.081 -0.74 12 days, 12:40:00 0 0 1 0
('6 120 ', 'force_exit') 1 -1.01 -244.778 -2.45 12 days, 12:40:00 0 0 1 0
TOTAL 142 2.14 6117.701 61.18 15:15:00 138 0 4 97.2

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
04/05/2021 393.853 9 0 0
05/05/2021 10.306 1 0 0
06/05/2021 160.223 4 0 0
07/05/2021 201.474 5 0 0
08/05/2021 13.267 2 0 0
09/05/2021 37.516 2 0 0
10/05/2021 539.63 11 0 0
11/05/2021 99.642 3 0 0
12/05/2021 601.945 14 0 0
13/05/2021 1310.478 28 0 0
14/05/2021 106.954 2 0 0
15/05/2021 186.857 3 0 0
16/05/2021 349.627 8 0 0
17/05/2021 631.209 12 0 0
18/05/2021 0 0 0 0
19/05/2021 1090.627 18 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 0 0 0 0
24/05/2021 40.695 2 0 0
25/05/2021 110.434 3 0 0
26/05/2021 128.578 2 0 0
27/05/2021 109.763 3 0 0
28/05/2021 37.645 1 0 0
29/05/2021 76.686 3 0 0
30/05/2021 240.772 2 0 0
31/05/2021 0 0 0 0
01/06/2021 -360.48 0 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 142 / 4.58
Starting balance 10000 USDT
Final balance 16117.701 USDT
Absolute profit 6117.701 USDT
Total profit % 61.18%
CAGR % 27494.77%
Sortino 40.82
Sharpe 81.03
Calmar 1723.46
Profit factor 17.97
Expectancy (Ratio) 43.08 (0.48)
Avg. daily profit % 1.97%
Avg. stake amount 1820.74 USDT
Total trade volume 258545.011 USDT
Best Pair NWC/USDT 10.41%
Worst Pair ALGO/USDT 0.00%
Best trade NWC/USDT 10.63%
Worst trade EOS/USDT -1.01%
Best day 1310.478 USDT
Worst day -360.48 USDT
Days win/draw/lose 22 / 6 / 1
Avg. Duration Winners 6:58:00
Avg. Duration Loser 12 days, 13:26:00
Max Consecutive Wins / Loss 138 / 4
Rejected Entry signals 1406
Entry/Exit Timeouts 0 / 0
Min balance 10010.907 USDT
Max balance 16478.181 USDT
Max % of account underwater 2.19%
Absolute Drawdown (Account) 2.19%
Absolute Drawdown 360.48 USDT
Drawdown high 6478.181 USDT
Drawdown low 6117.701 USDT
Drawdown Start 2021-05-30 19:24:00
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 142 2.14 6117.701 61.18 15:15:00 138 0 4 97.2 360.48 USDT 2.19%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210601-20210701

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 21:16:00 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 2.7672 % 2.7651 % 2.7651 % 6.4423 % 6.4422 %
Profit Mean 1.66 % 1.68 % 1.68 % 1.81 % 1.84 %
Profit Sum 108.21 % 112.45 % 112.45 % 79.85 % 81.18 %
Profit Total 13.86 % 14.26 % 14.26 % 7.24 % 7.49 %
Trades 65 67 67 44 44
Win Rate 96.92 % 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 2.39 416.870 4.17 0:38:00 10 0 0 100
NWC/USDT 4 2.12 160.224 1.6 0:41:00 4 0 0 100
VRA/USDT 8 1.46 158.974 1.59 0:24:00 8 0 0 100
DGB/USDT 1 5.77 104.666 1.05 2:30:00 1 0 0 100
KSM/USDT 4 1.57 96.382 0.96 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 79.195 0.79 0:28:00 4 0 0 100
SXP/USDT 2 2.35 61.822 0.62 2:06:00 2 0 0 100
BTT/USDT 3 1.62 60.472 0.6 0:15:00 3 0 0 100
MLK/USDT 6 1.84 57.912 0.58 3:51:00 6 0 0 100
VELO/USDT 2 1.51 50.376 0.5 1:52:00 2 0 0 100
CKB/USDT 2 1.55 43.997 0.44 0:04:00 2 0 0 100
ADA/USDT 1 2.19 41.734 0.42 6:19:00 1 0 0 100
ALEPH/USDT 1 2.23 37.380 0.37 0:30:00 1 0 0 100
COTI/USDT 1 2.11 36.809 0.37 1:25:00 1 0 0 100
PLU/USDT 1 2.36 31.533 0.32 3 days, 8:59:00 1 0 0 100
EOS/USDT 1 1.42 24.597 0.25 0:14:00 1 0 0 100
BNB/USDT 1 1.34 24.134 0.24 0:05:00 1 0 0 100
KAI/USDT 1 2.36 20.803 0.21 0:06:00 1 0 0 100
CHR/USDT 1 1.11 19.375 0.19 0:52:00 1 0 0 100
DASH/USDT 1 0.97 17.612 0.18 3:24:00 1 0 0 100
DAG/USDT 1 1.82 16.269 0.16 0:24:00 1 0 0 100
UOS/USDT 2 0.71 11.975 0.12 0:02:00 2 0 0 100
SNX/USDT 1 1.22 11.070 0.11 0:24:00 1 0 0 100
STX/USDT 1 0.37 6.812 0.07 2:25:00 1 0 0 100
COMP/USDT 1 0.47 4.082 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
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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 -28.043 -0.28 7 days, 6:51:00 1 0 1 50.0
FIL/USDT 1 -2.37 -277.626 -2.78 23 days, 0:40:00 0 0 1 0
TOTAL 65 1.66 1385.600 13.86 21:16:00 63 0 2 96.9

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DOT/USDT 1 -0.49 -46.400 -0.46 14 days, 12:50:00 0 0 1 0
FIL/USDT 1 -2.37 -277.626 -2.78 23 days, 0:40:00 0 0 1 0
TOTAL 2 -1.43 -324.026 -3.24 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 20 2.19 783.919 7.84 1:30:00 20 0 0 100
101 21 1.26 244.901 2.45 4:01:00 21 0 0 100
42 6 1.96 189.088 1.89 1:38:00 6 0 0 100
41 3 1.99 116.586 1.17 0:36:00 3 0 0 100
120 2 0.4 49.792 0.5 13 days, 22:18:00 1 0 1 50.0
5 2 1.26 49.242 0.49 0:15:00 2 0 0 100
141 142 1 2.19 41.734 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 33.836 0.34 0:06:00 1 0 0 100
3 1 1.94 33.819 0.34 0:31:00 1 0 0 100
101 141 1 1.42 24.597 0.25 0:14:00 1 0 0 100
43 1 1.16 19.599 0.2 0:26:00 1 0 0 100
2 3 101 1 1.01 17.774 0.18 2:02:00 1 0 0 100
6 101 1 0.6 13.105 0.13 21:35:00 1 0 0 100
141 1 0.37 6.812 0.07 2:25:00 1 0 0 100
1 6 1 6.71 1.223 0.01 0:25:00 1 0 0 100
120 141 1 -2.37 -277.626 -2.78 23 days, 0:40:00 0 0 1 0
TOTAL 65 1.66 1385.600 13.86 21:16:00 63 0 2 96.9

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 ) 7 1.38 165.372 1.65 0:06:00 7 0 0 100
exit_long_rapid_u_1 ( 101 ) 13 1.33 152.816 1.53 0:08:00 13 0 0 100
exit_long_normal_d_7_13 ( 6 ) 1 7.09 126.718 1.27 0:30:00 1 0 0 100
exit_profit_long_normal_t_5_2_m ( 6 ) 1 5.77 104.666 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 95.653 0.96 0:40:00 2 0 0 100
exit_long_normal_w_2_11 ( 6 ) 2 2.5 89.635 0.9 1:12:00 2 0 0 100
exit_profit_long_normal_t_4_1_m ( 6 ) 1 4.52 75.825 0.76 2:15:00 1 0 0 100
exit_long_normal_d_3_91 ( 6 ) 1 2.96 63.590 0.64 0:48:00 1 0 0 100
exit_long_normal_d_1_27 ( 6 ) 3 1.1 56.995 0.57 0:56:00 3 0 0 100
exit_long_quick_d_2_20 ( 41 ) 1 1.99 49.115 0.49 1:03:00 1 0 0 100
exit_long_quick_d_2_27 ( 41 ) 1 2.88 47.916 0.48 0:30:00 1 0 0 100
exit_long_normal_d_2_65 ( 6 ) 1 2.47 42.390 0.42 0:15:00 1 0 0 100
exit_long_tc_d_2_78 ( 141 142 ) 1 2.19 41.734 0.42 6:19:00 1 0 0 100
exit_long_quick_d_2_64 ( 42 ) 1 2.23 37.380 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 34.123 0.34 0:35:00 1 0 0 100
exit_long_normal_u_1 ( 1 41 ) 1 1.92 33.836 0.34 0:06:00 1 0 0 100
exit_long_normal_d_1_20 ( 3 ) 1 1.94 33.819 0.34 0:31:00 1 0 0 100
exit_long_rapid_w_3_1 ( 101 ) 1 2.36 31.533 0.32 3 days, 8:59:00 1 0 0 100
exit_long_normal_d_1_46 ( 5 ) 1 1.17 25.108 0.25 0:25:00 1 0 0 100
exit_long_tc_u_1 ( 101 141 ) 1 1.42 24.597 0.25 0:14:00 1 0 0 100
exit_long_normal_d_1_65 ( 5 ) 1 1.34 24.134 0.24 0:05:00 1 0 0 100
exit_long_normal_d_1_100 ( 6 ) 1 0.94 22.146 0.22 13:58:00 1 0 0 100
exit_long_rapid_u_2 ( 101 ) 1 2.36 20.803 0.21 0:06:00 1 0 0 100
exit_long_quick_d_1_20 ( 43 ) 1 1.16 19.599 0.2 0:26:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.09 19.555 0.2 0:15:00 1 0 0 100
exit_long_quick_d_2_16 ( 42 ) 1 2.22 19.432 0.19 3:58:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.06 19.011 0.19 0:32:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 4 0.54 18.124 0.18 0:02:00 4 0 0 100
exit_long_normal_w_1_11 ( 2 3 101 ) 1 1.01 17.774 0.18 2:02:00 1 0 0 100
exit_long_quick_d_0_26 ( 42 ) 1 0.97 17.612 0.18 3:24:00 1 0 0 100
exit_long_normal_w_0_8 ( 6 101 ) 1 0.6 13.105 0.13 21:35:00 1 0 0 100
exit_long_rapid_d_1_20 ( 101 ) 1 1.19 10.882 0.11 0:49:00 1 0 0 100
exit_long_rapid_d_1_70 ( 101 ) 1 1.13 10.742 0.11 0:30:00 1 0 0 100
exit_long_tc_w_0_8 ( 141 ) 1 0.37 6.812 0.07 2:25:00 1 0 0 100
exit_long_normal_d_0_25 ( 6 ) 1 0.15 2.460 0.02 3:15:00 1 0 0 100
exit_long_normal_d_6_11 ( 1 6 ) 1 6.71 1.223 0.01 0:25:00 1 0 0 100
force_exit 2 -1.43 -324.026 -3.24 18 days, 18:45:00 0 0 2 0
TOTAL 65 1.66 1385.600 13.86 21:16:00 63 0 2 96.9

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 7 1.38 165.372 1.65 0:06:00 7 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 13 1.33 152.816 1.53 0:08:00 13 0 0 100
('6 ', 'exit_long_normal_d_7_13 ( 6 )') 1 7.09 126.718 1.27 0:30:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_5_2_m ( 6 )') 1 5.77 104.666 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 95.653 0.96 0:40:00 2 0 0 100
('6 ', 'exit_long_normal_w_2_11 ( 6 )') 2 2.5 89.635 0.9 1:12:00 2 0 0 100
('6 ', 'exit_profit_long_normal_t_4_1_m ( 6 )') 1 4.52 75.825 0.76 2:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_91 ( 6 )') 1 2.96 63.590 0.64 0:48:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_27 ( 6 )') 3 1.1 56.995 0.57 0:56:00 3 0 0 100
('41 ', 'exit_long_quick_d_2_20 ( 41 )') 1 1.99 49.115 0.49 1:03:00 1 0 0 100
('41 ', 'exit_long_quick_d_2_27 ( 41 )') 1 2.88 47.916 0.48 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_65 ( 6 )') 1 2.47 42.390 0.42 0:15:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_2_78 ( 141 142 )') 1 2.19 41.734 0.42 6:19:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_64 ( 42 )') 1 2.23 37.380 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 34.123 0.34 0:35:00 1 0 0 100
('1 41 ', 'exit_long_normal_u_1 ( 1 41 )') 1 1.92 33.836 0.34 0:06:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_20 ( 3 )') 1 1.94 33.819 0.34 0:31:00 1 0 0 100
('101 ', 'exit_long_rapid_w_3_1 ( 101 )') 1 2.36 31.533 0.32 3 days, 8:59:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_46 ( 5 )') 1 1.17 25.108 0.25 0:25:00 1 0 0 100
('101 141 ', 'exit_long_tc_u_1 ( 101 141 )') 1 1.42 24.597 0.25 0:14:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_65 ( 5 )') 1 1.34 24.134 0.24 0:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_100 ( 6 )') 1 0.94 22.146 0.22 13:58:00 1 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 1 2.36 20.803 0.21 0:06:00 1 0 0 100
('43 ', 'exit_long_quick_d_1_20 ( 43 )') 1 1.16 19.599 0.2 0:26:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.09 19.555 0.2 0:15:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_16 ( 42 )') 1 2.22 19.432 0.19 3:58:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.06 19.011 0.19 0:32:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 4 0.54 18.124 0.18 0:02:00 4 0 0 100
('2 3 101 ', 'exit_long_normal_w_1_11 ( 2 3 101 )') 1 1.01 17.774 0.18 2:02:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_26 ( 42 )') 1 0.97 17.612 0.18 3:24:00 1 0 0 100
('6 101 ', 'exit_long_normal_w_0_8 ( 6 101 )') 1 0.6 13.105 0.13 21:35:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_20 ( 101 )') 1 1.19 10.882 0.11 0:49:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_70 ( 101 )') 1 1.13 10.742 0.11 0:30:00 1 0 0 100
('141 ', 'exit_long_tc_w_0_8 ( 141 )') 1 0.37 6.812 0.07 2:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_25 ( 6 )') 1 0.15 2.460 0.02 3:15:00 1 0 0 100
('1 6 ', 'exit_long_normal_d_6_11 ( 1 6 )') 1 6.71 1.223 0.01 0:25:00 1 0 0 100
('120 ', 'force_exit') 1 -0.49 -46.400 -0.46 14 days, 12:50:00 0 0 1 0
('120 141 ', 'force_exit') 1 -2.37 -277.626 -2.78 23 days, 0:40:00 0 0 1 0
TOTAL 65 1.66 1385.600 13.86 21:16:00 63 0 2 96.9

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/06/2021 37.199 1 0 0
02/06/2021 8.553 1 0 0
03/06/2021 85.296 2 0 0
04/06/2021 156.668 6 0 0
05/06/2021 104.341 4 0 0
06/06/2021 0 0 0 0
07/06/2021 139.216 7 0 0
08/06/2021 465.533 13 0 0
09/06/2021 0 0 0 0
10/06/2021 0 0 0 0
11/06/2021 11.07 1 0 0
12/06/2021 157.491 2 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 114.3 9 0 0
22/06/2021 246.263 12 0 0
23/06/2021 52.437 1 0 0
24/06/2021 0 0 0 0
25/06/2021 0 0 0 0
26/06/2021 10.882 1 0 0
27/06/2021 0 0 0 0
28/06/2021 0 0 0 0
29/06/2021 11.08 1 0 0
30/06/2021 13.105 1 0 0
01/07/2021 -324.026 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 65 / 2.17
Starting balance 10000 USDT
Final balance 11385.6 USDT
Absolute profit 1385.6 USDT
Total profit % 13.86%
CAGR % 384.91%
Sortino 7.63
Sharpe 19.55
Calmar 318.88
Profit factor 5.28
Expectancy (Ratio) 21.32 (0.13)
Avg. daily profit % 0.46%
Avg. stake amount 1407.782 USDT
Total trade volume 91505.831 USDT
Best Pair TEL/USDT 4.17%
Worst Pair FIL/USDT -2.78%
Best trade TEL/USDT 7.09%
Worst trade FIL/USDT -2.37%
Best day 465.533 USDT
Worst day -324.026 USDT
Days win/draw/lose 16 / 14 / 1
Avg. Duration Winners 7:38:00
Avg. Duration Loser 18 days, 18:45:00
Max Consecutive Wins / Loss 63 / 2
Rejected Entry signals 10
Entry/Exit Timeouts 0 / 0
Min balance 10037.199 USDT
Max balance 11709.626 USDT
Max % of account underwater 2.77%
Absolute Drawdown (Account) 2.77%
Absolute Drawdown 324.026 USDT
Drawdown high 1709.626 USDT
Drawdown low 1385.6 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 65 1.66 1385.600 13.86 21:16:00 63 0 2 96.9 324.026 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 1.0042 % 1.0043 % 1.0028 % 1.0302 % 1.0272 %
Profit Mean 1.49 % 1.49 % 1.49 % 1.81 % 1.81 %
Profit Sum 32.67 % 32.68 % 32.7 % 45.35 % 45.18 %
Profit Total 4.76 % 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 5.61 183.746 1.84 0:48:00 2 0 0 100
DOT/USDT 2 1.62 126.385 1.26 11 days, 4:38:00 2 0 0 100
DEGO/USDT 3 1.96 120.344 1.2 16:02:00 3 0 0 100
DAG/USDT 6 1.17 89.435 0.89 0:35:00 6 0 0 100
STX/USDT 2 0.96 32.284 0.32 2:20:00 2 0 0 100
VRA/USDT 1 1.38 11.341 0.11 0:01:00 1 0 0 100
NWC/USDT 3 0.67 11.040 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 0.02 2.169 0.02 26 days, 5:56:00 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 -105.832 -1.06 16 days, 10:15:00 0 0 1 0
TOTAL 22 1.49 476.191 4.76 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 43.549 0.44 5 days, 16:20:00 1 0 0 100
CHR/USDT 1 -0.58 -105.832 -1.06 16 days, 10:15:00 0 0 1 0
TOTAL 2 0.66 -62.283 -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 8.68 142.876 1.43 1:35:00 1 0 0 100
120 2 1.62 126.385 1.26 11 days, 4:38:00 2 0 0 100
101 10 0.87 70.026 0.7 2 days, 15:36:00 10 0 0 100
6 5 1.5 61.760 0.62 3 days, 16:37:00 4 0 1 80.0
5 2 1.29 42.860 0.43 1:06:00 2 0 0 100
143 2 0.96 32.284 0.32 2:20:00 2 0 0 100
TOTAL 22 1.49 476.191 4.76 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 8.68 142.876 1.43 1:35:00 1 0 0 100
exit_long_normal_d_5_100 ( 6 ) 1 3.6 93.776 0.94 1 day, 17:05:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.33 82.836 0.83 16 days, 16:56:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.54 40.871 0.41 0:01:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 3 1.25 31.279 0.31 0:02:00 3 0 0 100
exit_long_tc_d_1_26 ( 143 ) 1 1.77 29.851 0.3 4:40:00 1 0 0 100
exit_long_normal_d_1_67 ( 5 ) 1 1.35 22.249 0.22 0:32:00 1 0 0 100
exit_long_normal_d_1_31 ( 5 ) 1 1.24 20.611 0.21 1:39:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.12 18.572 0.19 0:43:00 1 0 0 100
exit_long_normal_w_0_14 ( 6 ) 1 0.83 14.374 0.14 7:00:00 1 0 0 100
exit_long_rapid_o_1 ( 101 ) 1 1.44 12.195 0.12 0:01:00 1 0 0 100
exit_long_rapid_d_1_65 ( 101 ) 1 1.69 9.229 0.09 0:15:00 1 0 0 100
exit_long_rapid_d_1_20 ( 101 ) 1 0.95 8.065 0.08 0:30:00 1 0 0 100
exit_long_rapid_w_0_10 ( 101 ) 2 0.28 7.447 0.07 13 days, 5:30:00 2 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 -62.283 -0.62 11 days, 1:18:00 1 0 1 50.0
TOTAL 22 1.49 476.191 4.76 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 8.68 142.876 1.43 1:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_5_100 ( 6 )') 1 3.6 93.776 0.94 1 day, 17:05:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.33 82.836 0.83 16 days, 16:56:00 1 0 0 100
('120 ', 'force_exit') 1 1.91 43.549 0.44 5 days, 16:20:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.54 40.871 0.41 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 3 1.25 31.279 0.31 0:02:00 3 0 0 100
('143 ', 'exit_long_tc_d_1_26 ( 143 )') 1 1.77 29.851 0.3 4:40:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_67 ( 5 )') 1 1.35 22.249 0.22 0:32:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_31 ( 5 )') 1 1.24 20.611 0.21 1:39:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.12 18.572 0.19 0:43:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_14 ( 6 )') 1 0.83 14.374 0.14 7:00:00 1 0 0 100
('101 ', 'exit_long_rapid_o_1 ( 101 )') 1 1.44 12.195 0.12 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_65 ( 101 )') 1 1.69 9.229 0.09 0:15:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_20 ( 101 )') 1 0.95 8.065 0.08 0:30:00 1 0 0 100
('101 ', 'exit_long_rapid_w_0_10 ( 101 )') 2 0.28 7.447 0.07 13 days, 5:30:00 2 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 -105.832 -1.06 16 days, 10:15:00 0 0 1 0
TOTAL 22 1.49 476.191 4.76 3 days, 1:51:00 21 0 1 95.5

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/07/2021 18.572 1 0 0
02/07/2021 0 0 0 0
03/07/2021 142.876 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 93.776 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 20.611 1 0 0
18/07/2021 0 0 0 0
19/07/2021 0 0 0 0
20/07/2021 92.26 7 0 0
21/07/2021 33.591 2 0 0
22/07/2021 0 0 0 0
23/07/2021 0 0 0 0
24/07/2021 82.836 1 0 0
25/07/2021 12.195 1 0 0
26/07/2021 10.731 1 0 0
27/07/2021 2.169 1 0 0
28/07/2021 0 0 0 0
29/07/2021 0 0 0 0
30/07/2021 14.374 1 0 0
31/07/2021 0 0 0 0
01/08/2021 -62.283 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 10476.191 USDT
Absolute profit 476.191 USDT
Total profit % 4.76%
CAGR % 72.93%
Sortino -100.00
Sharpe 6.60
Calmar 292.23
Profit factor 5.50
Expectancy (Ratio) 21.65 (0.20)
Avg. daily profit % 0.15%
Avg. stake amount 1009.157 USDT
Total trade volume 22201.45 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 142.876 USDT
Worst day -62.283 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 10018.572 USDT
Max balance 10538.474 USDT
Max % of account underwater 1.00%
Absolute Drawdown (Account) 1.00%
Absolute Drawdown 105.832 USDT
Drawdown high 538.474 USDT
Drawdown low 432.642 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 1.49 476.191 4.76 3 days, 1:51:00 21 0 1 95.5 105.832 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 20:40:00 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 1.54 % 1.49 % 1.49 % 1.68 % 1.68 %
Profit Sum 35.47 % 37.36 % 37.36 % 43.75 % 43.72 %
Profit Total 6.89 % 7.05 % 7.05 % 8.69 % 8.7 %
Trades 23 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 2 2.7 106.724 1.07 0:26:00 2 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
UOS/USDT 1 2.65 43.904 0.44 0:04:00 1 0 0 100
VRA/USDT 2 1.53 43.522 0.44 0:16:00 2 0 0 100
VELO/USDT 1 2.48 43.482 0.43 3:50:00 1 0 0 100
EWT/USDT 3 1.28 42.870 0.43 0:27:00 3 0 0 100
NWC/USDT 2 1.15 40.485 0.4 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 23 1.54 688.622 6.89 20:40:00 23 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 1.36 266.951 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 62.195 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
41 1 2.48 43.482 0.43 3:50:00 1 0 0 100
43 1 2.05 35.192 0.35 0:01:00 1 0 0 100
101 3 1.29 32.852 0.33 0:13:00 3 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 18.349 0.18 1:10:00 1 0 0 100
TOTAL 23 1.54 688.622 6.89 20:40:00 23 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 6 1.11 112.466 1.12 0:07:00 6 0 0 100
exit_long_normal_d_5_40 ( 6 ) 1 4.34 88.433 0.88 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_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 43.482 0.43 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_rapid_u_1 ( 101 ) 3 1.29 32.852 0.33 0:13:00 3 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 22.214 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 18.349 0.18 1:10:00 1 0 0 100
exit_long_normal_d_1_20 ( 5 ) 1 1.05 18.291 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
TOTAL 23 1.54 688.622 6.89 20:40:00 23 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 6 1.11 112.466 1.12 0:07:00 6 0 0 100
('6 ', 'exit_long_normal_d_5_40 ( 6 )') 1 4.34 88.433 0.88 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
('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 43.482 0.43 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
('101 ', 'exit_long_rapid_u_1 ( 101 )') 3 1.29 32.852 0.33 0:13:00 3 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 22.214 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 18.349 0.18 1:10:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_20 ( 5 )') 1 1.05 18.291 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
TOTAL 23 1.54 688.622 6.89 20:40:00 23 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 112.955 3 0 0
26/08/2021 18.349 1 0 0
27/08/2021 0 0 0 0
28/08/2021 18.291 1 0 0
29/08/2021 0 0 0 0
30/08/2021 0 0 0 0
31/08/2021 83.967 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 23 / 0.74
Starting balance 10000 USDT
Final balance 10688.622 USDT
Absolute profit 688.622 USDT
Total profit % 6.89%
CAGR % 119.04%
Sortino -100.00
Sharpe 19.91
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 29.94 (100.00)
Avg. daily profit % 0.22%
Avg. stake amount 1481.555 USDT
Total trade volume 34075.758 USDT
Best Pair DAG/USDT 1.07%
Worst Pair AAVE/USDT 0.00%
Best trade DAG/USDT 4.34%
Worst trade WIN/USDT 0.41%
Best day 129.544 USDT
Worst day 0 USDT
Days win/draw/lose 12 / 18 / 0
Avg. Duration Winners 20:40:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 23 / 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 23 1.54 688.622 6.89 20:40:00 23 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210901-20211001

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 3 days, 11:27:00 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 9.4505 % 9.4562 % 9.4244 % 9.6703 % 9.6675 %
Profit Mean 1.63 % 1.59 % 1.59 % 2.82 % 2.95 %
Profit Sum 63.62 % 63.47 % 63.49 % 115.77 % 123.85 %
Profit Total 1.58 % 1.38 % 1.42 % 10.72 % 12.02 %
Trades 39 40 40 41 42
Win Rate 84.62 % 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 5.75 262.801 2.63 0:52:00 3 0 0 100
ROSE/USDT 4 2.9 196.783 1.97 4:28:00 4 0 0 100
PRE/USDT 4 1.72 104.673 1.05 0:14:00 4 0 0 100
VRA/USDT 3 1.59 88.306 0.88 2:14:00 3 0 0 100
XRP/USDT 1 1.29 85.152 0.85 16 days, 9:24:00 1 0 0 100
TEL/USDT 1 3.96 63.900 0.64 0:30:00 1 0 0 100
ALGO/USDT 1 3.13 51.719 0.52 1:10:00 1 0 0 100
ARPA/USDT 1 3.28 51.603 0.52 6:23:00 1 0 0 100
DAG/USDT 1 2.49 39.580 0.4 0:07:00 1 0 0 100
AVA/USDT 1 1.74 35.508 0.36 1:11:00 1 0 0 100
CHR/USDT 1 1.75 29.812 0.3 0:02:00 1 0 0 100
AAVE/USDT 2 0.79 28.480 0.28 0:43:00 2 0 0 100
UNI/USDT 1 1.39 23.436 0.23 0:02:00 1 0 0 100
DOT/USDT 1 1.12 20.333 0.2 1:21:00 1 0 0 100
ADA/USDT 1 1.12 19.356 0.19 0:01:00 1 0 0 100
VIDT/USDT 2 0.68 18.190 0.18 11 days, 2:04:00 1 0 1 50.0
GRT/USDT 2 1.57 17.759 0.18 3 days, 9:26:00 1 0 1 50.0
SNX/USDT 1 1.07 9.201 0.09 0:02:00 1 0 0 100
SXP/USDT 1 0.08 1.572 0.02 21:35:00 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
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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 -15.847 -0.16 11 days, 16:43:00 1 0 1 50.0
ATOM/USDT 1 -0.3 -71.453 -0.71 23 days, 9:15:00 0 0 1 0
VET/USDT 2 -0.31 -277.694 -2.78 11 days, 16:40:00 1 0 1 50.0
VELO/USDT 2 -2.99 -625.663 -6.26 8 days, 18:07:00 1 0 1 50.0
TOTAL 39 1.63 157.509 1.58 3 days, 11:27:00 33 0 6 84.6

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VIDT/USDT 1 -0.03 -5.436 -0.05 22 days, 3:45:00 0 0 1 0
GRT/USDT 1 -0.3 -11.699 -0.12 6 days, 18:50:00 0 0 1 0
NWC/USDT 1 -0.57 -51.015 -0.51 23 days, 9:25:00 0 0 1 0
ATOM/USDT 1 -0.3 -71.453 -0.71 23 days, 9:15:00 0 0 1 0
VET/USDT 1 -2.37 -292.739 -2.93 23 days, 9:15:00 0 0 1 0
VELO/USDT 1 -6.06 -627.780 -6.28 15 days, 16:30:00 0 0 1 0
TOTAL 6 -1.61 -1060.122 -10.6 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 2.13 534.186 5.34 1 day, 13:22:00 14 0 1 93.3
3 1 13.41 210.617 2.11 1:28:00 1 0 0 100
142 2 2.26 75.155 0.75 0:36:00 2 0 0 100
120 2 0.49 73.453 0.73 11 days, 14:07:00 1 0 1 50.0
2 1 3.96 63.900 0.64 0:30:00 1 0 0 100
2 3 101 2 1.15 47.104 0.47 3:00:00 2 0 0 100
42 1 2.72 42.495 0.42 1:05:00 1 0 0 100
4 101 1 1.75 29.812 0.3 0:02:00 1 0 0 100
101 7 1.14 22.805 0.23 3 days, 11:19:00 6 0 1 85.7
3 4 1 1.27 21.919 0.22 0:01:00 1 0 0 100
4 141 1 1.12 19.356 0.19 0:01:00 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 -364.192 -3.64 23 days, 9:15:00 0 0 2 0
1 43 1 -6.06 -627.780 -6.28 15 days, 16:30:00 0 0 1 0
TOTAL 39 1.63 157.509 1.58 3 days, 11:27:00 33 0 6 84.6

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_normal_t_12_2_m ( 3 ) 1 13.41 210.617 2.11 1:28:00 1 0 0 100
exit_long_normal_w_6_9 ( 6 ) 1 6.83 113.858 1.14 0:40:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.29 85.152 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 75.174 0.75 0:09:00 3 0 0 100
exit_long_normal_u_2 ( 6 ) 2 2.28 74.748 0.75 0:04:00 2 0 0 100
exit_long_normal_d_3_96 ( 2 ) 1 3.96 63.900 0.64 0:30:00 1 0 0 100
exit_long_tc_w_3_14 ( 142 ) 1 3.13 51.719 0.52 1:10:00 1 0 0 100
exit_profit_long_normal_t_3_2_m ( 6 ) 1 3.28 51.603 0.52 6:23:00 1 0 0 100
exit_long_normal_d_3_49 ( 6 ) 1 2.7 49.326 0.49 16:50:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 4 1.25 42.790 0.43 0:04:00 4 0 0 100
exit_long_quick_q_3 ( 42 ) 1 2.72 42.495 0.42 1:05:00 1 0 0 100
exit_long_normal_d_2_102 ( 6 ) 1 1.74 35.508 0.36 1:11:00 1 0 0 100
exit_long_normal_d_1_95 ( 2 3 101 ) 1 1.28 30.630 0.31 5:55:00 1 0 0 100
exit_long_normal_u_1 ( 4 101 ) 1 1.75 29.812 0.3 0:02:00 1 0 0 100
exit_long_rapid_u_3 ( 101 ) 1 3.44 29.458 0.29 0:01:00 1 0 0 100
exit_long_normal_d_1_87 ( 6 ) 1 1.59 25.384 0.25 0:45:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.39 23.436 0.23 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 3 4 ) 1 1.27 21.919 0.22 0:01:00 1 0 0 100
exit_long_normal_d_1_10 ( 6 ) 1 1.12 20.333 0.2 1:21:00 1 0 0 100
exit_long_normal_u_1 ( 4 141 ) 1 1.12 19.356 0.19 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 101 ) 1 1.02 16.474 0.16 0:04:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 2 0.51 16.326 0.16 0:20:00 2 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_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 -1.61 -1060.122 -10.6 19 days, 3:10:00 0 0 6 0
TOTAL 39 1.63 157.509 1.58 3 days, 11:27:00 33 0 6 84.6

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 13.41 210.617 2.11 1:28:00 1 0 0 100
('6 ', 'exit_long_normal_w_6_9 ( 6 )') 1 6.83 113.858 1.14 0:40:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.29 85.152 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 75.174 0.75 0:09:00 3 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 2 2.28 74.748 0.75 0:04:00 2 0 0 100
('2 ', 'exit_long_normal_d_3_96 ( 2 )') 1 3.96 63.900 0.64 0:30:00 1 0 0 100
('142 ', 'exit_long_tc_w_3_14 ( 142 )') 1 3.13 51.719 0.52 1:10:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_3_2_m ( 6 )') 1 3.28 51.603 0.52 6:23:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_49 ( 6 )') 1 2.7 49.326 0.49 16:50:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 4 1.25 42.790 0.43 0:04:00 4 0 0 100
('42 ', 'exit_long_quick_q_3 ( 42 )') 1 2.72 42.495 0.42 1:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_102 ( 6 )') 1 1.74 35.508 0.36 1:11:00 1 0 0 100
('2 3 101 ', 'exit_long_normal_d_1_95 ( 2 3 101 )') 1 1.28 30.630 0.31 5:55:00 1 0 0 100
('4 101 ', 'exit_long_normal_u_1 ( 4 101 )') 1 1.75 29.812 0.3 0:02:00 1 0 0 100
('101 ', 'exit_long_rapid_u_3 ( 101 )') 1 3.44 29.458 0.29 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_87 ( 6 )') 1 1.59 25.384 0.25 0:45:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.39 23.436 0.23 0:02:00 1 0 0 100
('3 4 ', 'exit_long_normal_u_1 ( 3 4 )') 1 1.27 21.919 0.22 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_10 ( 6 )') 1 1.12 20.333 0.2 1:21:00 1 0 0 100
('4 141 ', 'exit_long_normal_u_1 ( 4 141 )') 1 1.12 19.356 0.19 0:01:00 1 0 0 100
('2 3 101 ', 'exit_long_normal_u_1 ( 2 3 101 )') 1 1.02 16.474 0.16 0:04:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 2 0.51 16.326 0.16 0:20:00 2 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
('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 -0.03 -5.436 -0.05 22 days, 3:45:00 0 0 1 0
('120 ', 'force_exit') 1 -0.3 -11.699 -0.12 6 days, 18:50:00 0 0 1 0
('101 ', 'force_exit') 1 -0.57 -51.015 -0.51 23 days, 9:25:00 0 0 1 0
('141 ', 'force_exit') 2 -1.34 -364.192 -3.64 23 days, 9:15:00 0 0 2 0
('1 43 ', 'force_exit') 1 -6.06 -627.780 -6.28 15 days, 16:30:00 0 0 1 0
TOTAL 39 1.63 157.509 1.58 3 days, 11:27:00 33 0 6 84.6

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 10.973 2 0 0
06/09/2021 146.151 2 0 0
07/09/2021 361.187 15 0 0
08/09/2021 321.062 5 0 0
09/09/2021 51.603 1 0 0
10/09/2021 25.384 1 0 0
11/09/2021 65.8 2 0 0
12/09/2021 19.255 1 0 0
13/09/2021 51.719 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 85.152 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 -1060.122 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 39 / 1.3
Starting balance 10000 USDT
Final balance 10157.509 USDT
Absolute profit 157.509 USDT
Total profit % 1.58%
CAGR % 20.94%
Sortino 0.45
Sharpe 0.82
Calmar 10.61
Profit factor 1.15
Expectancy (Ratio) 4.04 (0.02)
Avg. daily profit % 0.05%
Avg. stake amount 1378.399 USDT
Total trade volume 53757.572 USDT
Best Pair ONE/USDT 2.63%
Worst Pair VELO/USDT -6.26%
Best trade ONE/USDT 13.41%
Worst trade VELO/USDT -6.06%
Best day 361.187 USDT
Worst day -1060.122 USDT
Days win/draw/lose 12 / 18 / 1
Avg. Duration Winners 15:08:00
Avg. Duration Loser 19 days, 3:10:00
Max Consecutive Wins / Loss 33 / 6
Rejected Entry signals 218
Entry/Exit Timeouts 0 / 0
Min balance 10001.982 USDT
Max balance 11217.63 USDT
Max % of account underwater 9.45%
Absolute Drawdown (Account) 9.45%
Absolute Drawdown 1060.122 USDT
Drawdown high 1217.63 USDT
Drawdown low 157.509 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 39 1.63 157.509 1.58 3 days, 11:27:00 33 0 6 84.6 1060.122 USDT 9.45%

@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 - 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 33
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 22:37:00 23:17:00 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 4.9455 % 4.9432 % 5.5022 % 8.7512 % 8.7512 %
Profit Mean 1.45 % 1.43 % 1.43 % 1.01 % 1.01 %
Profit Sum 81.3 % 83.14 % 81.54 % 42.3 % 42.3 %
Profit Total 8.74 % 8.97 % 8.71 % 0.82 % 0.82 %
Trades 56 58 57 42 42
Win Rate 96.43 % 96.55 % 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 2.56 239.643 2.4 1:25:00 5 0 0 100
ATOM/USDT 2 1.32 116.805 1.17 9 days, 21:50:00 2 0 0 100
VRA/USDT 3 2.47 116.429 1.16 2:17:00 3 0 0 100
VELO/USDT 3 3.31 89.132 0.89 0:02:00 3 0 0 100
KAI/USDT 3 1.66 87.010 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 71.534 0.72 0:50:00 4 0 0 100
GRT/USDT 1 1.32 67.671 0.68 4 days, 15:55:00 1 0 0 100
CHR/USDT 3 1.99 65.354 0.65 2:27:00 3 0 0 100
WIN/USDT 1 3.59 63.762 0.64 0:17:00 1 0 0 100
CRO/USDT 3 1.44 55.875 0.56 1:11:00 3 0 0 100
ADA/USDT 2 1.5 52.276 0.52 0:01:00 2 0 0 100
AAVE/USDT 2 1.69 44.222 0.44 0:13:00 2 0 0 100
ONE/USDT 2 1.24 43.724 0.44 0:13:00 2 0 0 100
ARPA/USDT 3 0.86 43.416 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 27.643 0.28 0:02:00 2 0 0 100
DAG/USDT 1 0.93 19.137 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 16.731 0.17 0:12:00 1 0 0 100
COTI/USDT 1 1.78 15.253 0.15 0:04:00 1 0 0 100
ALEPH/USDT 1 1.44 12.345 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
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
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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 -51.911 -0.52 2 days, 13:16:00 4 0 1 80.0
UMA/USDT 2 -2.91 -455.583 -4.56 6 days, 17:55:00 1 0 1 50.0
TOTAL 56 1.45 873.649 8.74 22:37:00 54 0 2 96.4

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 1.32 67.671 0.68 4 days, 15:55:00 1 0 0 100
ALGO/USDT 1 -3.43 -158.717 -1.59 12 days, 17:50:00 0 0 1 0
UMA/USDT 1 -6.6 -474.693 -4.75 12 days, 20:05:00 0 0 1 0
TOTAL 3 -2.9 -565.739 -5.66 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 15 2.08 284.520 2.85 0:59:00 15 0 0 100
120 2 1.15 154.857 1.55 12 days, 5:46:00 2 0 0 100
2 4 1.92 137.591 1.38 0:26:00 4 0 0 100
42 4 1.83 134.494 1.34 0:59:00 4 0 0 100
141 3 1.74 89.656 0.9 0:09:00 3 0 0 100
5 2 1.7 60.305 0.6 0:24:00 2 0 0 100
141 142 2 1.54 54.200 0.54 0:02:00 2 0 0 100
2 6 1 1.89 38.812 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 22.965 0.23 0:07:00 1 0 0 100
2 101 1 1.17 20.759 0.21 0:19:00 1 0 0 100
3 1 1.07 18.704 0.19 0:01:00 1 0 0 100
6 13 0.83 -131.842 -1.32 1 day, 2:21:00 12 0 1 92.3
120 141 1 -3.43 -158.717 -1.59 12 days, 17:50:00 0 0 1 0
TOTAL 56 1.45 873.649 8.74 22:37:00 54 0 2 96.4

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 90.507 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 83.243 0.83 0:07:00 6 0 0 100
exit_long_normal_w_4_12 ( 6 ) 1 3.67 74.148 0.74 6:45:00 1 0 0 100
exit_long_normal_d_3_97 ( 6 ) 1 3.52 64.302 0.64 0:26:00 1 0 0 100
exit_long_quick_d_3_65 ( 42 ) 1 3.59 63.762 0.64 0:17:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 2 1.54 54.200 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 48.733 0.49 0:02:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 2 1.3 45.187 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 42.508 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 38.812 0.39 4:27:00 1 0 0 100
exit_long_normal_u_2 ( 5 ) 1 2.11 37.622 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 29.126 0.29 0:01:00 1 0 0 100
exit_long_normal_d_1_64 ( 6 ) 1 1.61 28.270 0.28 0:40:00 1 0 0 100
exit_long_quick_d_1_26 ( 42 ) 1 1.5 28.224 0.28 3:05:00 1 0 0 100
exit_long_rapid_d_3_65 ( 101 ) 1 3.21 27.921 0.28 0:25:00 1 0 0 100
exit_long_rapid_d_2_84 ( 101 ) 1 2.1 26.221 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 23.623 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 22.965 0.23 0:07:00 1 0 0 100
exit_long_rapid_u_2 ( 101 ) 1 2.58 22.831 0.23 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 1 1.29 22.683 0.23 0:04:00 1 0 0 100
exit_long_rapid_d_2_83 ( 101 ) 1 2.49 22.076 0.22 0:25:00 1 0 0 100
exit_long_normal_u_1 ( 2 101 ) 1 1.17 20.759 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 19.137 0.19 1:37:00 1 0 0 100
exit_long_normal_1_1_1 ( 6 ) 1 0.77 19.110 0.19 15:45:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.07 18.704 0.19 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.03 17.885 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 13.456 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 8.066 0.08 3:15:00 1 0 0 100
exit_long_normal_u_0 ( 2 ) 1 0.32 5.575 0.06 0:02:00 1 0 0 100
exit_long_rapid_d_0_3 ( 101 ) 1 0.27 2.847 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 -565.739 -5.66 10 days, 1:57:00 1 0 2 33.3
TOTAL 56 1.45 873.649 8.74 22:37:00 54 0 2 96.4

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 90.507 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 83.243 0.83 0:07:00 6 0 0 100
('6 ', 'exit_long_normal_w_4_12 ( 6 )') 1 3.67 74.148 0.74 6:45:00 1 0 0 100
('120 ', 'force_exit') 1 1.32 67.671 0.68 4 days, 15:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_97 ( 6 )') 1 3.52 64.302 0.64 0:26:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_65 ( 42 )') 1 3.59 63.762 0.64 0:17:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 2 1.54 54.200 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 48.733 0.49 0:02:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 2 1.3 45.187 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 42.508 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 38.812 0.39 4:27:00 1 0 0 100
('5 ', 'exit_long_normal_u_2 ( 5 )') 1 2.11 37.622 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 29.126 0.29 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_64 ( 6 )') 1 1.61 28.270 0.28 0:40:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_26 ( 42 )') 1 1.5 28.224 0.28 3:05:00 1 0 0 100
('101 ', 'exit_long_rapid_d_3_65 ( 101 )') 1 3.21 27.921 0.28 0:25:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_84 ( 101 )') 1 2.1 26.221 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 23.623 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 22.965 0.23 0:07:00 1 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 1 2.58 22.831 0.23 0:01:00 1 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 1 1.29 22.683 0.23 0:04:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_83 ( 101 )') 1 2.49 22.076 0.22 0:25:00 1 0 0 100
('2 101 ', 'exit_long_normal_u_1 ( 2 101 )') 1 1.17 20.759 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 19.137 0.19 1:37:00 1 0 0 100
('6 ', 'exit_long_normal_1_1_1 ( 6 )') 1 0.77 19.110 0.19 15:45:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.07 18.704 0.19 0:01:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.03 17.885 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 13.456 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 8.066 0.08 3:15:00 1 0 0 100
('2 ', 'exit_long_normal_u_0 ( 2 )') 1 0.32 5.575 0.06 0:02:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_3 ( 101 )') 1 0.27 2.847 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 -158.717 -1.59 12 days, 17:50:00 0 0 1 0
('6 ', 'force_exit') 1 -6.6 -474.693 -4.75 12 days, 20:05:00 0 0 1 0
TOTAL 56 1.45 873.649 8.74 22:37:00 54 0 2 96.4

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 12.345 1 0 0
13/11/2021 0 0 0 0
14/11/2021 0 0 0 0
15/11/2021 0 0 0 0
16/11/2021 374.984 16 0 0
17/11/2021 22.076 1 0 0
18/11/2021 114.391 4 0 0
19/11/2021 242.074 6 0 0
20/11/2021 87.187 1 0 0
21/11/2021 64.302 1 0 0
22/11/2021 0 0 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 184.265 8 0 0
27/11/2021 8.066 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 -565.739 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 56 / 1.87
Starting balance 10000 USDT
Final balance 10873.649 USDT
Absolute profit 873.649 USDT
Total profit % 8.74%
CAGR % 177.06%
Sortino 3.52
Sharpe 7.61
Calmar 112.50
Profit factor 2.38
Expectancy (Ratio) 15.60 (0.05)
Avg. daily profit % 0.29%
Avg. stake amount 1474.745 USDT
Total trade volume 82585.715 USDT
Best Pair ROSE/USDT 2.40%
Worst Pair UMA/USDT -4.56%
Best trade VELO/USDT 5.44%
Worst trade UMA/USDT -6.60%
Best day 374.984 USDT
Worst day -565.739 USDT
Days win/draw/lose 11 / 16 / 1
Avg. Duration Winners 12:05:00
Avg. Duration Loser 12 days, 18:58:00
Max Consecutive Wins / Loss 53 / 1
Rejected Entry signals 85
Entry/Exit Timeouts 0 / 0
Min balance 10050.403 USDT
Max balance 11439.388 USDT
Max % of account underwater 4.95%
Absolute Drawdown (Account) 4.95%
Absolute Drawdown 565.739 USDT
Drawdown high 1439.388 USDT
Drawdown low 873.649 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 56 1.45 873.649 8.74 22:37:00 54 0 2 96.4 565.739 USDT 4.95%

@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 - 20211201-20220101

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 1 day, 0:12:00 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 1.47 % 1.53 % n/a 0.81 % 0.81 %
Profit Sum 53.0 % 58.02 % n/a 29.04 % 29.04 %
Profit Total 9.42 % 9.85 % n/a -9.42 % -9.42 %
Trades 36 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 6 2.08 155.754 1.56 0:12:00 6 0 0 100
VIDT/USDT 2 3.01 111.373 1.11 7:22:00 2 0 0 100
EWT/USDT 3 1.53 88.301 0.88 9:32:00 3 0 0 100
DOT/USDT 2 1.94 83.917 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 72.683 0.73 6:54:00 3 0 0 100
ATOM/USDT 2 1.96 68.766 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
ONE/USDT 1 1.57 27.232 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 13.074 0.13 0:22:00 2 0 0 100
PRE/USDT 1 0.49 8.515 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 4.306 0.04 0:01:00 1 0 0 100
DAG/USDT 1 0.27 2.371 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
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
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 36 1.47 942.341 9.42 1 day, 0:12:00 36 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 30.183 0.3 15 days, 1:50:00 1 0 0 100
TOTAL 1 0.48 30.183 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 1.4 196.771 1.97 2:13:00 8 0 0 100
142 5 1.43 132.919 1.33 4:31:00 5 0 0 100
5 2 3.14 115.507 1.16 10:52:00 2 0 0 100
120 2 0.77 112.941 1.13 14 days, 16:27:00 2 0 0 100
101 8 1.24 84.253 0.84 0:21:00 8 0 0 100
3 101 1 4.16 72.801 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 25.492 0.25 0:07:00 1 0 0 100
42 1 1.19 21.911 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 8.515 0.09 0:01:00 1 0 0 100
TOTAL 36 1.47 942.341 9.42 1 day, 0:12:00 36 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_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 72.801 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_tc_d_2_49 ( 142 ) 1 2.88 49.933 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_rapid_u_1 ( 101 ) 3 1.51 39.453 0.39 0:03:00 3 0 0 100
exit_long_normal_w_2_2 ( 6 ) 1 1.86 38.572 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 35.795 0.36 0:02:00 2 0 0 100
exit_long_rapid_u_3 ( 101 ) 1 3.75 32.352 0.32 0:28:00 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
force_exit 1 0.48 30.183 0.3 15 days, 1:50:00 1 0 0 100
exit_long_normal_d_1_44 ( 6 ) 1 1.57 27.232 0.27 1:45:00 1 0 0 100
exit_long_tc_d_1_20 ( 143 ) 1 1.48 25.492 0.25 0:07:00 1 0 0 100
exit_long_quick_d_1_26 ( 42 ) 1 1.19 21.911 0.22 5:35:00 1 0 0 100
exit_long_normal_d_1_70 ( 6 ) 1 1.14 21.459 0.21 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 8.515 0.09 0:01:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 2 0.39 6.677 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 4.617 0.05 1:25:00 1 0 0 100
exit_long_rapid_d_0_48 ( 101 ) 1 0.31 1.154 0.01 0:40:00 1 0 0 100
TOTAL 36 1.47 942.341 9.42 1 day, 0:12:00 36 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('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 72.801 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
('142 ', 'exit_long_tc_d_2_49 ( 142 )') 1 2.88 49.933 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
('101 ', 'exit_long_rapid_u_1 ( 101 )') 3 1.51 39.453 0.39 0:03:00 3 0 0 100
('6 ', 'exit_long_normal_w_2_2 ( 6 )') 1 1.86 38.572 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 35.795 0.36 0:02:00 2 0 0 100
('101 ', 'exit_long_rapid_u_3 ( 101 )') 1 3.75 32.352 0.32 0:28:00 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
('120 ', 'force_exit') 1 0.48 30.183 0.3 15 days, 1:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_44 ( 6 )') 1 1.57 27.232 0.27 1:45:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 1 1.48 25.492 0.25 0:07:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_26 ( 42 )') 1 1.19 21.911 0.22 5:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_70 ( 6 )') 1 1.14 21.459 0.21 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 8.515 0.09 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 2 0.39 6.677 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 4.617 0.05 1:25:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_48 ( 101 )') 1 0.31 1.154 0.01 0:40:00 1 0 0 100
TOTAL 36 1.47 942.341 9.42 1 day, 0:12:00 36 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/12/2021 165.855 7 0 0
04/12/2021 291.684 11 0 0
05/12/2021 62.15 3 0 0
06/12/2021 197.635 7 0 0
07/12/2021 54.506 2 0 0
08/12/2021 0 0 0 0
09/12/2021 26.076 2 0 0
10/12/2021 18.833 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 12.66 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 30.183 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 36 / 1.16
Starting balance 10000 USDT
Final balance 10942.341 USDT
Absolute profit 942.341 USDT
Total profit % 9.42%
CAGR % 188.73%
Sortino -100.00
Sharpe 30.52
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 26.18 (100.00)
Avg. daily profit % 0.30%
Avg. stake amount 1448.983 USDT
Total trade volume 52163.37 USDT
Best Pair VRA/USDT 1.56%
Worst Pair AAVE/USDT 0.00%
Best trade VIDT/USDT 4.16%
Worst trade DAG/USDT 0.27%
Best day 291.684 USDT
Worst day 0 USDT
Days win/draw/lose 10 / 20 / 0
Avg. Duration Winners 1 day, 0:12:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 36 / 0
Rejected Entry signals 194
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 36 1.47 942.341 9.42 1 day, 0:12:00 36 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220101-20220201

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 8:44:00 8:56:00 8:56:00 13:32:00 13:12:00
Market Change -27.34 % -27.34 % -27.34 % -27.34 % -27.34 %
Max Drawdown 1.8645 % 1.8646 % 1.862 % 1.8872 % 1.8872 %
Profit Mean 1.54 % 1.49 % 1.52 % 1.6 % 1.6 %
Profit Sum 93.8 % 91.13 % 93.01 % 81.46 % 81.5 %
Profit Total 13.38 % 13.13 % 13.72 % 13.52 % 13.52 %
Trades 61 61 61 51 51
Win Rate 98.36 % 98.36 % 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 1.8 142.565 1.43 0:17:00 6 0 0 100
UOS/USDT 3 2.81 136.077 1.36 0:42:00 3 0 0 100
VRA/USDT 5 1.41 127.938 1.28 0:13:00 5 0 0 100
ONE/USDT 4 1.64 113.408 1.13 0:24:00 4 0 0 100
PLU/USDT 2 2.83 105.991 1.06 1:08:00 2 0 0 100
VELO/USDT 3 2.59 95.716 0.96 0:13:00 3 0 0 100
ATOM/USDT 5 1.34 92.929 0.93 0:05:00 5 0 0 100
LINK/USDT 1 1.86 83.145 0.83 6 days, 12:14:00 1 0 0 100
VIDT/USDT 1 2.79 70.699 0.71 1 day, 5:00:00 1 0 0 100
ALGO/USDT 3 1.18 64.411 0.64 0:53:00 3 0 0 100
VET/USDT 1 3.2 57.520 0.58 0:15:00 1 0 0 100
CHR/USDT 3 1.74 57.397 0.57 0:02:00 3 0 0 100
COTI/USDT 3 0.99 51.783 0.52 1:15:00 3 0 0 100
ONT/USDT 1 2.75 50.596 0.51 0:08:00 1 0 0 100
GRT/USDT 2 1.25 45.462 0.45 0:12:00 2 0 0 100
ROSE/USDT 2 1.37 40.300 0.4 0:41:00 2 0 0 100
DOT/USDT 2 1.08 36.748 0.37 0:03:00 2 0 0 100
FIL/USDT 3 1.18 28.057 0.28 1:13:00 3 0 0 100
AAVE/USDT 1 1.46 24.234 0.24 0:04:00 1 0 0 100
LTC/USDT 1 1.32 22.912 0.23 0:07:00 1 0 0 100
DIA/USDT 1 1.17 21.743 0.22 0:14:00 1 0 0 100
STX/USDT 1 1.01 20.533 0.21 2:40:00 1 0 0 100
ETH/USDT 1 1.02 17.969 0.18 0:04:00 1 0 0 100
ALEPH/USDT 1 1.44 13.467 0.13 0:36:00 1 0 0 100
EOS/USDT 1 1.48 12.375 0.12 0:07:00 1 0 0 100
DAG/USDT 1 1.38 11.580 0.12 0:06:00 1 0 0 100
UMA/USDT 1 0.35 6.020 0.06 0:02:00 1 0 0 100
PRE/USDT 1 0.19 1.714 0.02 0:10:00 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
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
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 -215.415 -2.15 13 days, 9:10:00 0 0 1 0
TOTAL 61 1.54 1337.876 13.38 8:44:00 60 0 1 98.4

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ADA/USDT 1 -3.25 -215.415 -2.15 13 days, 9:10:00 0 0 1 0
TOTAL 1 -3.25 -215.415 -2.15 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 14 1.7 451.415 4.51 2:23:00 14 0 0 100
42 6 2.45 265.695 2.66 1:20:00 6 0 0 100
101 15 1.68 221.576 2.22 0:11:00 15 0 0 100
142 7 1.55 166.728 1.67 1:01:00 7 0 0 100
143 4 1.18 86.739 0.87 0:42:00 4 0 0 100
141 3 1.18 59.808 0.6 0:04:00 3 0 0 100
6 101 2 1.43 48.960 0.49 0:04:00 2 0 0 100
2 3 101 2 1.31 46.815 0.47 0:08:00 2 0 0 100
3 2 0.94 32.120 0.32 0:11:00 2 0 0 100
6 101 143 1 1.65 29.063 0.29 0:04:00 1 0 0 100
2 3 6 101 1 1.31 22.600 0.23 0:02:00 1 0 0 100
120 141 1 1.14 19.756 0.2 0:02:00 1 0 0 100
141 142 1 1.04 18.872 0.19 0:07:00 1 0 0 100
120 2 -0.7 -132.269 -1.32 9 days, 22:42:00 1 0 1 50.0
TOTAL 61 1.54 1337.876 13.38 8:44:00 60 0 1 98.4

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 7 1.25 152.683 1.53 0:05:00 7 0 0 100
exit_long_rapid_u_1 ( 101 ) 9 1.37 105.441 1.05 0:08:00 9 0 0 100
exit_long_quick_d_5_84 ( 42 ) 1 5.21 90.874 0.91 0:35:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 4 1.23 86.398 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_normal_d_3_35 ( 6 ) 1 2.79 70.699 0.71 1 day, 5:00:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 3 1.21 66.048 0.66 0:09:00 3 0 0 100
exit_long_tc_u_1 ( 141 ) 3 1.18 59.808 0.6 0:04:00 3 0 0 100
exit_long_tc_d_3_65 ( 142 ) 1 3.2 57.520 0.58 0:15:00 1 0 0 100
exit_long_normal_d_3_42 ( 6 ) 1 3.03 56.809 0.57 1:31:00 1 0 0 100
exit_long_normal_u_3 ( 6 ) 1 3.01 56.066 0.56 0:34:00 1 0 0 100
exit_long_quick_d_3_81 ( 42 ) 1 3.08 53.949 0.54 1:20:00 1 0 0 100
exit_long_quick_d_2_65 ( 42 ) 1 2.75 50.596 0.51 0:08:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 6 ) 1 2.63 49.182 0.49 0:45:00 1 0 0 100
exit_long_normal_u_1 ( 6 101 ) 2 1.43 48.960 0.49 0:04:00 2 0 0 100
exit_long_normal_d_2_65 ( 6 ) 1 2.49 47.903 0.48 0:54:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 101 ) 2 1.31 46.815 0.47 0:08:00 2 0 0 100
exit_long_rapid_d_4_97 ( 101 ) 1 4.76 44.410 0.44 0:30:00 1 0 0 100
exit_long_quick_d_1_13 ( 42 ) 1 1.78 32.575 0.33 1:15:00 1 0 0 100
exit_long_rapid_d_3_71 ( 101 ) 1 3.42 31.736 0.32 0:15:00 1 0 0 100
exit_long_normal_u_1 ( 6 101 143 ) 1 1.65 29.063 0.29 0:04:00 1 0 0 100
exit_long_quick_w_1_11 ( 42 ) 1 1.31 28.326 0.28 1:15:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.56 26.234 0.26 0:08:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 6 101 ) 1 1.31 22.600 0.23 0:02:00 1 0 0 100
exit_long_tc_d_1_73 ( 143 ) 1 1.1 20.691 0.21 2:22:00 1 0 0 100
exit_long_tc_d_1_85 ( 142 ) 1 1.01 20.533 0.21 2:40:00 1 0 0 100
exit_long_tc_u_1 ( 120 141 ) 1 1.14 19.756 0.2 0:02:00 1 0 0 100
exit_long_rapid_u_2 ( 101 ) 1 2.26 18.987 0.19 0:02:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.04 18.872 0.19 0:07:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 2 0.53 18.073 0.18 0:02:00 2 0 0 100
exit_long_rapid_d_1_65 ( 101 ) 1 1.51 13.263 0.13 0:35:00 1 0 0 100
exit_long_quick_d_0_3 ( 42 ) 1 0.54 9.374 0.09 3:30:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 2 0.45 7.739 0.08 0:06:00 2 0 0 100
exit_profit_long_normal_t_0_2_m ( 3 ) 1 0.32 5.886 0.06 0:14:00 1 0 0 100
exit_long_tc_d_1_13 ( 142 ) 1 1.7 2.276 0.02 3:35:00 1 0 0 100
force_exit 1 -3.25 -215.415 -2.15 13 days, 9:10:00 0 0 1 0
TOTAL 61 1.54 1337.876 13.38 8:44:00 60 0 1 98.4

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 7 1.25 152.683 1.53 0:05:00 7 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 9 1.37 105.441 1.05 0:08:00 9 0 0 100
('42 ', 'exit_long_quick_d_5_84 ( 42 )') 1 5.21 90.874 0.91 0:35:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 4 1.23 86.398 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
('6 ', 'exit_long_normal_d_3_35 ( 6 )') 1 2.79 70.699 0.71 1 day, 5:00:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 3 1.21 66.048 0.66 0:09:00 3 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 3 1.18 59.808 0.6 0:04:00 3 0 0 100
('142 ', 'exit_long_tc_d_3_65 ( 142 )') 1 3.2 57.520 0.58 0:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 1 3.03 56.809 0.57 1:31:00 1 0 0 100
('6 ', 'exit_long_normal_u_3 ( 6 )') 1 3.01 56.066 0.56 0:34:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_81 ( 42 )') 1 3.08 53.949 0.54 1:20:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_65 ( 42 )') 1 2.75 50.596 0.51 0:08:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_1_m ( 6 )') 1 2.63 49.182 0.49 0:45:00 1 0 0 100
('6 101 ', 'exit_long_normal_u_1 ( 6 101 )') 2 1.43 48.960 0.49 0:04:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_65 ( 6 )') 1 2.49 47.903 0.48 0:54:00 1 0 0 100
('2 3 101 ', 'exit_long_normal_u_1 ( 2 3 101 )') 2 1.31 46.815 0.47 0:08:00 2 0 0 100
('101 ', 'exit_long_rapid_d_4_97 ( 101 )') 1 4.76 44.410 0.44 0:30:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_13 ( 42 )') 1 1.78 32.575 0.33 1:15:00 1 0 0 100
('101 ', 'exit_long_rapid_d_3_71 ( 101 )') 1 3.42 31.736 0.32 0:15:00 1 0 0 100
('6 101 143 ', 'exit_long_normal_u_1 ( 6 101 143 )') 1 1.65 29.063 0.29 0:04:00 1 0 0 100
('42 ', 'exit_long_quick_w_1_11 ( 42 )') 1 1.31 28.326 0.28 1:15:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.56 26.234 0.26 0:08:00 1 0 0 100
('2 3 6 101 ', 'exit_long_normal_u_1 ( 2 3 6 101 )') 1 1.31 22.600 0.23 0:02:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_73 ( 143 )') 1 1.1 20.691 0.21 2:22:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_85 ( 142 )') 1 1.01 20.533 0.21 2:40:00 1 0 0 100
('120 141 ', 'exit_long_tc_u_1 ( 120 141 )') 1 1.14 19.756 0.2 0:02:00 1 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 1 2.26 18.987 0.19 0:02:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.04 18.872 0.19 0:07:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 2 0.53 18.073 0.18 0:02:00 2 0 0 100
('101 ', 'exit_long_rapid_d_1_65 ( 101 )') 1 1.51 13.263 0.13 0:35:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_3 ( 42 )') 1 0.54 9.374 0.09 3:30:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 2 0.45 7.739 0.08 0:06:00 2 0 0 100
('3 ', 'exit_profit_long_normal_t_0_2_m ( 3 )') 1 0.32 5.886 0.06 0:14:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_13 ( 142 )') 1 1.7 2.276 0.02 3:35:00 1 0 0 100
('120 ', 'force_exit') 1 -3.25 -215.415 -2.15 13 days, 9:10:00 0 0 1 0
TOTAL 61 1.54 1337.876 13.38 8:44:00 60 0 1 98.4

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
05/01/2022 280.994 15 0 0
06/01/2022 0 0 0 0
07/01/2022 0 0 0 0
08/01/2022 0 0 0 0
09/01/2022 0 0 0 0
10/01/2022 25.274 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 25.072 1 0 0
16/01/2022 0 0 0 0
17/01/2022 12.053 1 0 0
18/01/2022 0 0 0 0
19/01/2022 20.533 1 0 0
20/01/2022 0 0 0 0
21/01/2022 505.055 19 0 0
22/01/2022 338.968 13 0 0
23/01/2022 70.699 1 0 0
24/01/2022 57.878 2 0 0
25/01/2022 0 0 0 0
26/01/2022 27.629 2 0 0
27/01/2022 0 0 0 0
28/01/2022 105.991 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 -215.415 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 61 / 1.97
Starting balance 10000 USDT
Final balance 11337.876 USDT
Absolute profit 1337.876 USDT
Total profit % 13.38%
CAGR % 338.60%
Sortino -100.00
Sharpe 23.04
Calmar 442.21
Profit factor 7.21
Expectancy (Ratio) 21.93 (0.10)
Avg. daily profit % 0.43%
Avg. stake amount 1494.201 USDT
Total trade volume 91146.236 USDT
Best Pair TEL/USDT 1.43%
Worst Pair ADA/USDT -2.15%
Best trade UOS/USDT 5.21%
Worst trade ADA/USDT -3.25%
Best day 505.055 USDT
Worst day -215.415 USDT
Days win/draw/lose 12 / 15 / 1
Avg. Duration Winners 3:32:00
Avg. Duration Loser 13 days, 9:10:00
Max Consecutive Wins / Loss 60 / 1
Rejected Entry signals 77
Entry/Exit Timeouts 0 / 0
Min balance 10018.838 USDT
Max balance 11553.291 USDT
Max % of account underwater 1.86%
Absolute Drawdown (Account) 1.86%
Absolute Drawdown 215.415 USDT
Drawdown high 1553.291 USDT
Drawdown low 1337.876 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 61 1.54 1337.876 13.38 8:44:00 60 0 1 98.4 215.415 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 23:59:00 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 1.5 % 1.46 % 1.45 % 1.51 % 1.51 %
Profit Sum 35.98 % 37.94 % 39.04 % 31.61 % 31.61 %
Profit Total 5.78 % 5.95 % 6.04 % 6.19 % 6.19 %
Trades 24 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 5.58 116.227 1.16 2:45:00 1 0 0 100
VRA/USDT 4 2.41 114.658 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 55.488 0.55 0:07:00 5 0 0 100
VELO/USDT 1 3.05 50.507 0.51 0:14:00 1 0 0 100
XRP/USDT 2 1.13 28.937 0.29 0:08:00 2 0 0 100
NWC/USDT 1 1.41 23.781 0.24 1:14:00 1 0 0 100
SXP/USDT 1 1.29 21.890 0.22 2:07:00 1 0 0 100
ADA/USDT 1 1.28 21.711 0.22 0:07:00 1 0 0 100
DOT/USDT 1 1.13 18.863 0.19 0:28:00 1 0 0 100
TEL/USDT 3 0.26 12.107 0.12 3:58:00 3 0 0 100
EWT/USDT 1 1.11 9.387 0.09 0:35:00 1 0 0 100
NEO/USDT 1 1.04 8.756 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
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
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 24 1.5 577.743 5.78 23:59:00 24 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 11 1.29 123.578 1.24 2:09:00 11 0 0 100
1 1 5.58 116.227 1.16 2:45:00 1 0 0 100
6 3 2.16 108.699 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 26.397 0.26 0:14:00 1 0 0 100
3 1 1.41 23.781 0.24 1:14:00 1 0 0 100
42 1 1.29 21.890 0.22 2:07:00 1 0 0 100
141 1 1.28 21.711 0.22 0:07:00 1 0 0 100
6 142 1 1.17 19.727 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 9.936 0.1 0:02:00 2 0 0 100
TOTAL 24 1.5 577.743 5.78 23:59:00 24 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_w_6_12 ( 1 ) 1 5.58 116.227 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 ) 6 1.26 63.491 0.63 0:07:00 6 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 38.327 0.38 0:18:00 1 0 0 100
exit_long_rapid_d_4_71 ( 101 ) 1 4.37 37.748 0.38 0:15:00 1 0 0 100
exit_long_normal_u_1 ( 6 101 ) 1 1.56 26.397 0.26 0:14:00 1 0 0 100
exit_long_normal_d_1_27 ( 3 ) 1 1.41 23.781 0.24 1:14:00 1 0 0 100
exit_long_quick_d_1_38 ( 42 ) 1 1.29 21.890 0.22 2:07:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.28 21.711 0.22 0:07:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.18 19.866 0.2 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.17 19.727 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 9.936 0.1 0:02:00 2 0 0 100
exit_long_rapid_d_1_27 ( 101 ) 1 1.11 9.387 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 ) 1 0.27 2.283 0.02 0:01:00 1 0 0 100
exit_long_rapid_d_0_26 ( 101 ) 1 0.21 2.171 0.02 11:50:00 1 0 0 100
TOTAL 24 1.5 577.743 5.78 23:59:00 24 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('1 ', 'exit_long_normal_w_6_12 ( 1 )') 1 5.58 116.227 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 )') 6 1.26 63.491 0.63 0:07:00 6 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 38.327 0.38 0:18:00 1 0 0 100
('101 ', 'exit_long_rapid_d_4_71 ( 101 )') 1 4.37 37.748 0.38 0:15:00 1 0 0 100
('6 101 ', 'exit_long_normal_u_1 ( 6 101 )') 1 1.56 26.397 0.26 0:14:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_27 ( 3 )') 1 1.41 23.781 0.24 1:14:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_38 ( 42 )') 1 1.29 21.890 0.22 2:07:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.28 21.711 0.22 0:07:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.18 19.866 0.2 0:01:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.17 19.727 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 9.936 0.1 0:02:00 2 0 0 100
('101 ', 'exit_long_rapid_d_1_27 ( 101 )') 1 1.11 9.387 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 )') 1 0.27 2.283 0.02 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_26 ( 101 )') 1 0.21 2.171 0.02 11:50:00 1 0 0 100
TOTAL 24 1.5 577.743 5.78 23:59:00 24 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 10.673 2 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 19.866 1 0 0
19/02/2022 0 0 0 0
20/02/2022 15.901 1 0 0
21/02/2022 19.727 1 0 0
22/02/2022 23.781 1 0 0
23/02/2022 0 0 0 0
24/02/2022 313.057 12 0 0
25/02/2022 86.934 1 0 0
26/02/2022 0 0 0 0
27/02/2022 9.936 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 24 / 0.86
Starting balance 10000 USDT
Final balance 10577.743 USDT
Absolute profit 577.743 USDT
Total profit % 5.78%
CAGR % 107.96%
Sortino -100.00
Sharpe 14.86
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 24.07 (100.00)
Avg. daily profit % 0.21%
Avg. stake amount 1292.367 USDT
Total trade volume 31016.81 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 313.057 USDT
Worst day 0 USDT
Days win/draw/lose 10 / 10 / 0
Avg. Duration Winners 23:59:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 24 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 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 24 1.50 577.743 5.78 23:59:00 24 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220301-20220401

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 3 days, 16:21:00 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 1.59 % 1.55 % 1.54 % 1.67 % 1.67 %
Profit Sum 22.29 % 23.18 % 24.61 % 18.32 % 18.32 %
Profit Total 4.53 % 4.61 % 4.73 % 4.29 % 4.29 %
Trades 14 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 1.68 179.812 1.8 12 days, 7:04:00 2 0 0 100
STX/USDT 2 2.76 91.895 0.92 2:06:00 2 0 0 100
DEGO/USDT 2 1.58 53.115 0.53 0:56:00 2 0 0 100
FIL/USDT 2 1.47 50.377 0.5 0:02:00 2 0 0 100
ETC/USDT 1 1.58 27.069 0.27 0:01:00 1 0 0 100
XRP/USDT 1 1.93 16.669 0.17 0:01:00 1 0 0 100
EOS/USDT 1 1.94 16.615 0.17 0:01:00 1 0 0 100
YFI/USDT 1 0.9 8.784 0.09 3:08:00 1 0 0 100
UNI/USDT 1 0.45 4.630 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
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
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 14 1.59 453.279 4.53 3 days, 16:21:00 14 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 4.630 0.05 3 days, 0:05:00 1 0 0 100
TOTAL 1 0.45 4.630 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 1.27 184.442 1.84 9 days, 4:44:00 3 0 0 100
6 3 2.05 103.477 1.03 0:34:00 3 0 0 100
142 1 3.61 60.265 0.6 3:47:00 1 0 0 100
101 4 1.32 46.382 0.46 5 days, 22:10:00 4 0 0 100
2 2 0.93 31.644 0.32 0:19:00 2 0 0 100
2 3 142 1 1.58 27.069 0.27 0:01:00 1 0 0 100
TOTAL 14 1.59 453.279 4.53 3 days, 16:21:00 14 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 2 1.68 179.812 1.8 12 days, 7:04:00 2 0 0 100
exit_long_tc_d_3_88 ( 142 ) 1 3.61 60.265 0.6 3:47:00 1 0 0 100
exit_long_normal_w_2_3 ( 6 ) 1 2.65 44.796 0.45 1:15:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 2 1.94 33.284 0.33 0:01:00 2 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.9 31.629 0.32 0:25:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 142 ) 1 1.58 27.069 0.27 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.58 27.052 0.27 0:03:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.36 23.325 0.23 0:01:00 1 0 0 100
exit_long_rapid_d_1_95 ( 101 ) 1 0.9 8.784 0.09 3:08:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 2 ) 1 0.5 8.319 0.08 0:37:00 1 0 0 100
force_exit 1 0.45 4.630 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 14 1.59 453.279 4.53 3 days, 16:21:00 14 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 2 1.68 179.812 1.8 12 days, 7:04:00 2 0 0 100
('142 ', 'exit_long_tc_d_3_88 ( 142 )') 1 3.61 60.265 0.6 3:47:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_3 ( 6 )') 1 2.65 44.796 0.45 1:15:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 2 1.94 33.284 0.33 0:01:00 2 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.9 31.629 0.32 0:25:00 1 0 0 100
('2 3 142 ', 'exit_long_normal_u_1 ( 2 3 142 )') 1 1.58 27.069 0.27 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.58 27.052 0.27 0:03:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.36 23.325 0.23 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_95 ( 101 )') 1 0.9 8.784 0.09 3:08:00 1 0 0 100
('2 ', 'exit_profit_long_normal_t_0_1_m ( 2 )') 1 0.5 8.319 0.08 0:37:00 1 0 0 100
('120 ', 'force_exit') 1 0.45 4.630 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 14 1.59 453.279 4.53 3 days, 16:21:00 14 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
06/03/2022 8.784 1 0 0
07/03/2022 8.319 1 0 0
08/03/2022 0 0 0 0
09/03/2022 0 0 0 0
10/03/2022 91.895 2 0 0
11/03/2022 0 0 0 0
12/03/2022 0 0 0 0
13/03/2022 95.066 1 0 0
14/03/2022 0 0 0 0
15/03/2022 0 0 0 0
16/03/2022 0 0 0 0
17/03/2022 0 0 0 0
18/03/2022 44.796 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 84.745 1 0 0
28/03/2022 31.365 2 0 0
29/03/2022 0 0 0 0
30/03/2022 0 0 0 0
31/03/2022 83.678 4 0 0
01/04/2022 4.63 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 14 / 0.45
Starting balance 10000 USDT
Final balance 10453.279 USDT
Absolute profit 453.279 USDT
Total profit % 4.53%
CAGR % 68.53%
Sortino -100.00
Sharpe 10.00
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 32.38 (100.00)
Avg. daily profit % 0.15%
Avg. stake amount 1200.514 USDT
Total trade volume 16807.194 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 95.066 USDT
Worst day 0 USDT
Days win/draw/lose 9 / 18 / 0
Avg. Duration Winners 3 days, 16:21:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 14 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 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 14 1.59 453.279 4.53 3 days, 16:21:00 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 - 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, 6:58:00 1 day, 16:23:00 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 1.7095 % 3.0222 % 3.049 % 3.4915 % 4.2073 %
Profit Mean 1.69 % 1.61 % 1.59 % 1.48 % 1.45 %
Profit Sum 115.0 % 103.2 % 100.16 % 87.43 % 82.37 %
Profit Total 16.26 % 12.47 % 11.76 % 13.51 % 11.74 %
Trades 68 64 63 59 57
Win Rate 95.59 % 93.75 % 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%
AAVE/USDT 3 2.46 178.090 1.78 1:06:00 3 0 0 100
GRT/USDT 2 1.42 171.201 1.71 5 days, 22:38:00 2 0 0 100
PRE/USDT 6 2.11 166.779 1.67 2:21:00 6 0 0 100
DAG/USDT 6 1.74 155.745 1.56 0:28:00 6 0 0 100
VRA/USDT 5 2.12 146.661 1.47 0:26:00 5 0 0 100
ADA/USDT 2 1.53 122.451 1.22 5 days, 10:24:00 2 0 0 100
AVA/USDT 4 2.71 116.782 1.17 0:54:00 4 0 0 100
TRX/USDT 2 2.79 109.508 1.1 0:32:00 2 0 0 100
COTI/USDT 3 1.88 96.512 0.97 1:01:00 3 0 0 100
ATOM/USDT 3 2.08 90.010 0.9 0:36:00 3 0 0 100
TEL/USDT 3 1.68 71.157 0.71 0:14:00 3 0 0 100
PLU/USDT 1 3.16 61.802 0.62 3:00:00 1 0 0 100
SNX/USDT 2 1.72 42.852 0.43 0:04:00 2 0 0 100
UOS/USDT 3 0.88 40.026 0.4 0:16:00 3 0 0 100
UMA/USDT 1 2.01 33.195 0.33 0:39:00 1 0 0 100
ARPA/USDT 2 1.32 32.113 0.32 0:02:00 2 0 0 100
DGB/USDT 1 3.51 30.106 0.3 0:10:00 1 0 0 100
EWT/USDT 1 1.2 29.233 0.29 8:55:00 1 0 0 100
UNI/USDT 1 1.71 28.638 0.29 0:35:00 1 0 0 100
CKB/USDT 1 1.5 25.416 0.25 0:03:00 1 0 0 100
VELO/USDT 2 1.36 25.172 0.25 6:04:00 2 0 0 100
LTC/USDT 1 1.37 23.281 0.23 0:02:00 1 0 0 100
VIDT/USDT 1 1.23 21.946 0.22 1:07:00 1 0 0 100
EOS/USDT 1 2.2 18.845 0.19 0:01:00 1 0 0 100
SXP/USDT 1 1.33 11.953 0.12 0:30:00 1 0 0 100
ONE/USDT 1 0.96 10.354 0.1 1:34:00 1 0 0 100
CRO/USDT 1 1.19 10.347 0.1 0:34:00 1 0 0 100
ALGO/USDT 1 1.1 9.645 0.1 0:05:00 1 0 0 100
ROSE/USDT 1 1.06 9.092 0.09 0:05:00 1 0 0 100
ONT/USDT 1 0.21 2.786 0.03 12:02:00 1 0 0 100
NIM/USDT 1 0.13 2.373 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
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
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 -38.755 -0.39 20 days, 11:35:00 0 0 1 0
NWC/USDT 1 -0.54 -103.913 -1.04 20 days, 13:50:00 0 0 1 0
CHR/USDT 2 0.18 -125.172 -1.25 10 days, 8:54:00 1 0 1 50.0
TOTAL 68 1.69 1626.229 16.26 1 day, 6:58:00 65 0 3 95.6

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 1.93 82.734 0.83 7 days, 10:10:00 1 0 0 100
DEGO/USDT 1 -0.44 -38.755 -0.39 20 days, 11:35:00 0 0 1 0
NWC/USDT 1 -0.54 -103.913 -1.04 20 days, 13:50:00 0 0 1 0
CHR/USDT 1 -0.66 -142.276 -1.42 20 days, 17:40:00 0 0 1 0
TOTAL 4 0.07 -202.211 -2.02 17 days, 7:19:00 1 0 3 25.0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
101 24 1.9 367.625 3.68 21:22:00 23 0 1 95.8
120 3 1.48 258.030 2.58 7 days, 9:57:00 3 0 0 100
6 10 1.33 242.047 2.42 1:55:00 10 0 0 100
3 101 2 3.48 165.981 1.66 0:48:00 2 0 0 100
41 3 1.59 82.867 0.83 0:12:00 3 0 0 100
142 2 2.41 80.300 0.8 0:22:00 2 0 0 100
141 2 1.84 75.071 0.75 6:16:00 2 0 0 100
143 1 3.35 70.058 0.7 0:48:00 1 0 0 100
42 12 1.36 66.211 0.66 3 days, 12:08:00 10 0 2 83.3
5 2 1.66 65.857 0.66 4:44:00 2 0 0 100
2 2 1.13 40.087 0.4 0:36:00 2 0 0 100
1 101 1 1.78 34.551 0.35 2:54:00 1 0 0 100
4 101 1 1.68 28.029 0.28 0:01:00 1 0 0 100
6 142 1 1.37 23.281 0.23 0:02:00 1 0 0 100
6 141 1 1.09 19.033 0.19 0:37:00 1 0 0 100
43 1 0.39 7.202 0.07 0:03:00 1 0 0 100
TOTAL 68 1.69 1626.229 16.26 1 day, 6:58:00 65 0 3 95.6

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 1.26 175.296 1.75 7 days, 9:50:00 2 0 0 100
exit_long_normal_w_6_8 ( 3 101 ) 1 4.46 122.624 1.23 1:10:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 7 1.38 83.596 0.84 0:13:00 7 0 0 100
exit_long_quick_d_4_75 ( 42 ) 1 4.01 74.591 0.75 1:10:00 1 0 0 100
exit_long_tc_d_3_20 ( 143 ) 1 3.35 70.058 0.7 0:48:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.23 64.064 0.64 0:06:00 3 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.16 61.802 0.62 3:00:00 1 0 0 100
exit_long_rapid_u_7 ( 101 ) 1 7.32 58.573 0.59 0:19:00 1 0 0 100
exit_long_quick_d_2_84 ( 42 ) 1 2.98 52.856 0.53 9:45:00 1 0 0 100
exit_long_tc_d_3_96 ( 142 ) 1 3.11 51.662 0.52 0:10:00 1 0 0 100
exit_long_rapid_d_2_67 ( 101 ) 2 2.58 44.615 0.45 0:12:00 2 0 0 100
exit_long_normal_d_2_83 ( 3 101 ) 1 2.5 43.357 0.43 0:25:00 1 0 0 100
exit_long_normal_d_2_54 ( 6 ) 1 2.12 41.137 0.41 0:38:00 1 0 0 100
exit_long_quick_u_2 ( 42 ) 1 2.35 39.869 0.4 0:04:00 1 0 0 100
exit_long_tc_u_2 ( 141 ) 1 2.23 39.449 0.39 0:16:00 1 0 0 100
exit_long_normal_d_2_65 ( 6 ) 1 2.24 37.611 0.38 0:27:00 1 0 0 100
exit_long_normal_d_2_105 ( 5 ) 1 2.13 36.624 0.37 0:32:00 1 0 0 100
exit_long_quick_d_2_26 ( 42 ) 1 1.83 36.434 0.36 1:32:00 1 0 0 100
exit_long_tc_d_2_35 ( 141 ) 1 1.44 35.622 0.36 12:15:00 1 0 0 100
exit_long_quick_d_2_11 ( 41 ) 1 2.0 34.594 0.35 0:25:00 1 0 0 100
exit_long_normal_d_2_13 ( 1 101 ) 1 1.78 34.551 0.35 2:54:00 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 31.334 0.31 0:01:00 1 0 0 100
exit_long_rapid_rpd_2 ( 101 ) 1 3.73 30.756 0.31 1:30:00 1 0 0 100
exit_long_rapid_d_3_65 ( 101 ) 1 3.51 30.106 0.3 0:10:00 1 0 0 100
exit_long_normal_w_1_2 ( 5 ) 1 1.2 29.233 0.29 8:55:00 1 0 0 100
exit_long_tc_d_1_96 ( 142 ) 1 1.71 28.638 0.29 0:35:00 1 0 0 100
exit_long_normal_u_1 ( 4 101 ) 1 1.68 28.029 0.28 0:01:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.42 26.465 0.26 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.37 23.281 0.23 0:02:00 1 0 0 100
exit_long_rapid_d_2_27 ( 101 ) 1 1.65 23.219 0.23 0:54:00 1 0 0 100
exit_long_normal_d_1_107 ( 2 ) 1 1.23 21.946 0.22 1:07:00 1 0 0 100
exit_long_quick_d_1_20 ( 41 ) 1 1.33 21.808 0.22 0:10:00 1 0 0 100
exit_long_rapid_d_2_87 ( 101 ) 1 2.41 20.909 0.21 0:45:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 141 ) 1 1.09 19.033 0.19 0:37:00 1 0 0 100
exit_long_quick_w_1_11 ( 42 ) 1 1.03 19.033 0.19 2:31:00 1 0 0 100
exit_long_rapid_u_2 ( 101 ) 1 2.2 18.845 0.19 0:01:00 1 0 0 100
exit_long_quick_d_1_13 ( 42 ) 1 1.01 18.835 0.19 0:17:00 1 0 0 100
exit_long_rapid_d_2_70 ( 101 ) 1 2.14 18.772 0.19 0:37:00 1 0 0 100
exit_long_normal_d_1_38 ( 6 ) 1 1.06 18.289 0.18 2:45:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.04 18.140 0.18 0:05:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.11 18.112 0.18 0:24:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 1 1.01 17.104 0.17 0:08:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 2 0.45 16.731 0.17 0:03:00 2 0 0 100
exit_long_rapid_d_1_71 ( 101 ) 1 1.48 15.129 0.15 0:44:00 1 0 0 100
exit_long_rapid_d_1_46 ( 101 ) 1 1.33 11.953 0.12 0:30:00 1 0 0 100
exit_long_rapid_d_1_58 ( 101 ) 1 0.96 10.354 0.1 1:34:00 1 0 0 100
exit_long_quick_u_0 ( 43 ) 1 0.39 7.202 0.07 0:03:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 2 0.32 5.431 0.05 0:12:00 2 0 0 100
exit_long_rapid_d_0_26 ( 101 ) 1 0.21 2.786 0.03 12:02:00 1 0 0 100
exit_long_normal_d_0_52 ( 6 ) 1 0.11 2.413 0.02 11:53:00 1 0 0 100
exit_long_quick_d_0_58 ( 42 ) 1 0.13 2.373 0.02 1:36:00 1 0 0 100
force_exit 4 0.07 -202.211 -2.02 17 days, 7:19:00 1 0 3 25.0
TOTAL 68 1.69 1626.229 16.26 1 day, 6:58:00 65 0 3 95.6

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 1.26 175.296 1.75 7 days, 9:50:00 2 0 0 100
('3 101 ', 'exit_long_normal_w_6_8 ( 3 101 )') 1 4.46 122.624 1.23 1:10:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 7 1.38 83.596 0.84 0:13:00 7 0 0 100
('120 ', 'force_exit') 1 1.93 82.734 0.83 7 days, 10:10:00 1 0 0 100
('42 ', 'exit_long_quick_d_4_75 ( 42 )') 1 4.01 74.591 0.75 1:10:00 1 0 0 100
('143 ', 'exit_long_tc_d_3_20 ( 143 )') 1 3.35 70.058 0.7 0:48:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.23 64.064 0.64 0:06:00 3 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.16 61.802 0.62 3:00:00 1 0 0 100
('101 ', 'exit_long_rapid_u_7 ( 101 )') 1 7.32 58.573 0.59 0:19:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_84 ( 42 )') 1 2.98 52.856 0.53 9:45:00 1 0 0 100
('142 ', 'exit_long_tc_d_3_96 ( 142 )') 1 3.11 51.662 0.52 0:10:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_67 ( 101 )') 2 2.58 44.615 0.45 0:12:00 2 0 0 100
('3 101 ', 'exit_long_normal_d_2_83 ( 3 101 )') 1 2.5 43.357 0.43 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_54 ( 6 )') 1 2.12 41.137 0.41 0:38:00 1 0 0 100
('42 ', 'exit_long_quick_u_2 ( 42 )') 1 2.35 39.869 0.4 0:04:00 1 0 0 100
('141 ', 'exit_long_tc_u_2 ( 141 )') 1 2.23 39.449 0.39 0:16:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_65 ( 6 )') 1 2.24 37.611 0.38 0:27:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_105 ( 5 )') 1 2.13 36.624 0.37 0:32:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_26 ( 42 )') 1 1.83 36.434 0.36 1:32:00 1 0 0 100
('141 ', 'exit_long_tc_d_2_35 ( 141 )') 1 1.44 35.622 0.36 12:15:00 1 0 0 100
('41 ', 'exit_long_quick_d_2_11 ( 41 )') 1 2.0 34.594 0.35 0:25:00 1 0 0 100
('1 101 ', 'exit_long_normal_d_2_13 ( 1 101 )') 1 1.78 34.551 0.35 2:54:00 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 31.334 0.31 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_2 ( 101 )') 1 3.73 30.756 0.31 1:30:00 1 0 0 100
('101 ', 'exit_long_rapid_d_3_65 ( 101 )') 1 3.51 30.106 0.3 0:10:00 1 0 0 100
('5 ', 'exit_long_normal_w_1_2 ( 5 )') 1 1.2 29.233 0.29 8:55:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_96 ( 142 )') 1 1.71 28.638 0.29 0:35:00 1 0 0 100
('4 101 ', 'exit_long_normal_u_1 ( 4 101 )') 1 1.68 28.029 0.28 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.42 26.465 0.26 0:01:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.37 23.281 0.23 0:02:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_27 ( 101 )') 1 1.65 23.219 0.23 0:54:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_107 ( 2 )') 1 1.23 21.946 0.22 1:07:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_20 ( 41 )') 1 1.33 21.808 0.22 0:10:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_87 ( 101 )') 1 2.41 20.909 0.21 0:45:00 1 0 0 100
('6 141 ', 'exit_long_normal_d_1_65 ( 6 141 )') 1 1.09 19.033 0.19 0:37:00 1 0 0 100
('42 ', 'exit_long_quick_w_1_11 ( 42 )') 1 1.03 19.033 0.19 2:31:00 1 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 1 2.2 18.845 0.19 0:01:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_13 ( 42 )') 1 1.01 18.835 0.19 0:17:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_70 ( 101 )') 1 2.14 18.772 0.19 0:37:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_38 ( 6 )') 1 1.06 18.289 0.18 2:45:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.04 18.140 0.18 0:05:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.11 18.112 0.18 0:24:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 1 1.01 17.104 0.17 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 2 0.45 16.731 0.17 0:03:00 2 0 0 100
('101 ', 'exit_long_rapid_d_1_71 ( 101 )') 1 1.48 15.129 0.15 0:44:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_46 ( 101 )') 1 1.33 11.953 0.12 0:30:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_58 ( 101 )') 1 0.96 10.354 0.1 1:34:00 1 0 0 100
('43 ', 'exit_long_quick_u_0 ( 43 )') 1 0.39 7.202 0.07 0:03:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 2 0.32 5.431 0.05 0:12:00 2 0 0 100
('101 ', 'exit_long_rapid_d_0_26 ( 101 )') 1 0.21 2.786 0.03 12:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_52 ( 6 )') 1 0.11 2.413 0.02 11:53:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_58 ( 42 )') 1 0.13 2.373 0.02 1:36:00 1 0 0 100
('101 ', 'force_exit') 1 -0.44 -38.755 -0.39 20 days, 11:35:00 0 0 1 0
('42 ', 'force_exit') 2 -0.6 -246.190 -2.46 20 days, 15:45:00 0 0 2 0
TOTAL 68 1.69 1626.229 16.26 1 day, 6:58:00 65 0 3 95.6

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/05/2022 43.542 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 63.863 2 0 0
07/05/2022 0 0 0 0
08/05/2022 0 0 0 0
09/05/2022 292.853 12 0 0
10/05/2022 166.333 9 0 0
11/05/2022 499.02 15 0 0
12/05/2022 139.534 5 0 0
13/05/2022 241.966 5 0 0
14/05/2022 46.041 3 0 0
15/05/2022 0 0 0 0
16/05/2022 0 0 0 0
17/05/2022 0 0 0 0
18/05/2022 52.856 1 0 0
19/05/2022 21.946 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 97.259 2 0 0
24/05/2022 0 0 0 0
25/05/2022 0 0 0 0
26/05/2022 19.402 1 0 0
27/05/2022 143.824 6 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 -202.211 1 0 3

SUMMARY METRICS

Metric Value
Backtesting from 2022-05-01 00:00:00
Backtesting to 2022-06-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 68 / 2.19
Starting balance 10000 USDT
Final balance 11626.229 USDT
Absolute profit 1626.229 USDT
Total profit % 16.26%
CAGR % 489.51%
Sortino 23.45
Sharpe 28.28
Calmar 586.26
Profit factor 6.71
Expectancy (Ratio) 23.92 (0.25)
Avg. daily profit % 0.52%
Avg. stake amount 1302.54 USDT
Total trade volume 88572.699 USDT
Best Pair PRE/USDT 1.67%
Worst Pair NWC/USDT -1.04%
Best trade AVA/USDT 7.32%
Worst trade CHR/USDT -0.66%
Best day 499.02 USDT
Worst day -202.211 USDT
Days win/draw/lose 13 / 18 / 1
Avg. Duration Winners 9:35:00
Avg. Duration Loser 20 days, 14:22:00
Max Consecutive Wins / Loss 64 / 2
Rejected Entry signals 178
Entry/Exit Timeouts 0 / 0
Min balance 10033.195 USDT
Max balance 11828.44 USDT
Max % of account underwater 1.71%
Absolute Drawdown (Account) 1.71%
Absolute Drawdown 202.211 USDT
Drawdown high 1828.44 USDT
Drawdown low 1626.229 USDT
Drawdown Start 2022-05-27 08:35:00
Drawdown End 2022-06-01 00:00:00
Market change -37.27%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 68 1.69 1626.229 16.26 1 day, 6:58:00 65 0 3 95.6 202.211 USDT 1.71%

@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 3.5047 % 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 89.831 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 77.856 0.78 3 days, 19:27:00 4 0 1 80.0
UMA/USDT 2 2.31 59.379 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 40.383 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 27.379 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 12.611 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 10.167 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 1.17 482.810 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 20.035 0.2 2 days, 22:30:00 1 0 0 100
DEGO/USDT 1 -1.24 -156.664 -1.57 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 -380.730 -3.81 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 1.85 151.976 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 1.08 105.982 1.06 5 days, 16:10:00 2 0 0 100
141 8 0.45 65.003 0.65 0:19:00 8 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 40.111 0.4 9:50:00 3 0 0 100
6 142 2 0.65 31.040 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 1 0.22 3.624 0.04 0:09:00 1 0 0 100
6 10 0.92 -185.826 -1.86 3 days, 17:08:00 8 0 2 80.0
TOTAL 40 1.17 482.810 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 46.468 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 42.567 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 27.379 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_tc_u_0 ( 141 ) 7 0.22 24.767 0.25 0:02:00 7 0 0 100
exit_long_rapid_d_2_101 ( 101 ) 1 2.5 24.466 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 20.349 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 18.830 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_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_tc_u_0 ( 101 141 ) 1 0.22 3.624 0.04 0:09:00 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 -380.730 -3.81 13 days, 6:15:00 1 0 2 33.3
TOTAL 40 1.17 482.810 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 46.468 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 42.567 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 27.379 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
('141 ', 'exit_long_tc_u_0 ( 141 )') 7 0.22 24.767 0.25 0:02:00 7 0 0 100
('101 ', 'exit_long_rapid_d_2_101 ( 101 )') 1 2.5 24.466 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 20.349 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 20.035 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 18.830 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
('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
('101 141 ', 'exit_long_tc_u_0 ( 101 141 )') 1 0.22 3.624 0.04 0:09:00 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 -400.764 -4.01 18 days, 10:08:00 0 0 2 0
TOTAL 40 1.17 482.810 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 126.728 5 0 0
16/06/2022 10.167 1 0 0
17/06/2022 0 0 0 0
18/06/2022 29.299 2 0 0
19/06/2022 115.686 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 42.567 2 0 0
30/06/2022 0 0 0 0
01/07/2022 -380.73 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 10482.81 USDT
Absolute profit 482.81 USDT
Total profit % 4.83%
CAGR % 77.48%
Sortino 7.03
Sharpe 5.64
Calmar 87.73
Profit factor 2.20
Expectancy (Ratio) 12.07 (0.06)
Avg. daily profit % 0.16%
Avg. stake amount 1452.055 USDT
Total trade volume 58082.187 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 -380.73 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 0
Entry/Exit Timeouts 0 / 0
Min balance 10003.66 USDT
Max balance 10863.54 USDT
Max % of account underwater 3.50%
Absolute Drawdown (Account) 3.50%
Absolute Drawdown 380.73 USDT
Drawdown high 863.54 USDT
Drawdown low 482.81 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 1.17 482.810 4.83 1 day, 7:25:00 38 0 2 95.0 380.73 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, 15:42:00 1 day, 15:42:00 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 1.32 % 1.32 % 1.79 % 1.3 % 1.3 %
Profit Sum 13.22 % 13.22 % 19.69 % 18.18 % 18.18 %
Profit Total 2.89 % 2.89 % 3.99 % 1.3 % 1.3 %
Trades 10 10 11 14 14
Win Rate 90.0 % 90.0 % 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%
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 8.682 0.09 0:01:00 1 0 0 100
NIM/USDT 1 0.13 3.072 0.03 5:53:00 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 -33.001 -0.33 2 days, 0:05:00 0 0 1 0
TOTAL 10 1.32 289.476 2.89 1 day, 15:42:00 9 0 1 90.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 -2.77 -33.001 -0.33 2 days, 0:05:00 0 0 1 0
TOTAL 1 -2.77 -33.001 -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%
6 101 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 50.182 0.5 7 days, 23:48:00 1 0 1 50.0
6 3 0.92 46.967 0.47 2:28:00 3 0 0 100
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
141 142 1 0.51 8.682 0.09 0:01:00 1 0 0 100
TOTAL 10 1.32 289.476 2.89 1 day, 15:42:00 9 0 1 90.0

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 1.71 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 ( 141 142 ) 1 0.51 8.682 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 -33.001 -0.33 2 days, 0:05:00 0 0 1 0
TOTAL 10 1.32 289.476 2.89 1 day, 15:42:00 9 0 1 90.0

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 1.71 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
('141 142 ', 'exit_long_tc_u_0 ( 141 142 )') 1 0.51 8.682 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 -33.001 -0.33 2 days, 0:05:00 0 0 1 0
TOTAL 10 1.32 289.476 2.89 1 day, 15:42:00 9 0 1 90.0

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 0 0 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 8.682 1 0 0
01/08/2022 -33.001 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 10 / 0.32
Starting balance 10000 USDT
Final balance 10289.476 USDT
Absolute profit 289.476 USDT
Total profit % 2.89%
CAGR % 39.93%
Sortino -100.00
Sharpe 5.25
Calmar 558.03
Profit factor 9.77
Expectancy (Ratio) 28.95 (0.88)
Avg. daily profit % 0.09%
Avg. stake amount 1421.135 USDT
Total trade volume 14211.353 USDT
Best Pair CKB/USDT 1.09%
Worst Pair GRT/USDT -0.33%
Best trade CKB/USDT 4.96%
Worst trade GRT/USDT -2.77%
Best day 109.085 USDT
Worst day -33.001 USDT
Days win/draw/lose 8 / 13 / 1
Avg. Duration Winners 1 day, 14:46:00
Avg. Duration Loser 2 days, 0:05:00
Max Consecutive Wins / Loss 9 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10029.593 USDT
Max balance 10322.477 USDT
Max % of account underwater 0.32%
Absolute Drawdown (Account) 0.32%
Absolute Drawdown 33.001 USDT
Drawdown high 322.477 USDT
Drawdown low 289.476 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 10 1.32 289.476 2.89 1 day, 15:42:00 9 0 1 90.0 33.001 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, 6:46:00 2 days, 6:46:00 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 1.4518 % 1.4518 % 1.4474 % 2.1978 % 2.2035 %
Profit Mean 0.99 % 0.99 % 1.02 % 0.99 % 0.91 %
Profit Sum 21.83 % 21.83 % 24.57 % 22.87 % 20.86 %
Profit Total 3.03 % 3.03 % 3.49 % 2.45 % 2.11 %
Trades 22 22 24 23 23
Win Rate 90.91 % 90.91 % 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 1.42 123.842 1.24 3 days, 11:05:00 3 0 0 100
DEGO/USDT 3 1.54 76.543 0.77 1:14:00 3 0 0 100
DAG/USDT 2 1.95 65.385 0.65 0:10:00 2 0 0 100
NWC/USDT 2 1.47 49.562 0.5 0:29:00 2 0 0 100
VRA/USDT 1 1.33 22.601 0.23 0:50:00 1 0 0 100
ARPA/USDT 1 1.16 19.219 0.19 1:10:00 1 0 0 100
ONE/USDT 1 1.1 18.271 0.18 0:14:00 1 0 0 100
EWT/USDT 1 1.05 17.799 0.18 0:11:00 1 0 0 100
ONT/USDT 1 1.14 9.409 0.09 0:02:00 1 0 0 100
LTC/USDT 1 0.36 5.956 0.06 0:02:00 1 0 0 100
ADA/USDT 1 0.33 5.531 0.06 0:01:00 1 0 0 100
DGB/USDT 1 0.31 5.085 0.05 0:01:00 1 0 0 100
YFI/USDT 1 0.12 2.048 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
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
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 -15.209 -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 22 0.99 302.590 3.03 2 days, 6:46:00 20 0 2 90.9

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
EOS/USDT 1 -1.32 -48.326 -0.48 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 -151.778 -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 1.38 161.423 1.61 0:18:00 7 0 0 100
42 2 1.21 40.166 0.4 1:21:00 2 0 0 100
143 1 2.22 36.893 0.37 8:15:00 1 0 0 100
41 1 2.2 36.377 0.36 1:01:00 1 0 0 100
120 2 0.23 34.266 0.34 9 days, 7:49:00 1 0 1 50.0
142 1 2.0 33.117 0.33 10:00:00 1 0 0 100
3 1 1.33 22.601 0.23 0:50:00 1 0 0 100
2 1 0.78 13.172 0.13 0:50:00 1 0 0 100
6 141 1 0.36 5.956 0.06 0:02:00 1 0 0 100
6 141 142 1 0.33 5.531 0.06 0:01:00 1 0 0 100
2 3 1 0.31 5.085 0.05 0:01:00 1 0 0 100
4 1 0.12 2.048 0.02 0:02:00 1 0 0 100
101 2 -0.16 -94.043 -0.94 15 days, 5:38:00 1 0 1 50.0
TOTAL 22 0.99 302.590 3.03 2 days, 6:46:00 20 0 2 90.9

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 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 77.488 0.77 0:12:00 2 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.21 60.358 0.6 0:09:00 3 0 0 100
exit_long_tc_d_2_84 ( 143 ) 1 2.22 36.893 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 33.117 0.33 10:00:00 1 0 0 100
exit_long_quick_d_1_95 ( 42 ) 1 1.36 22.656 0.23 2:35:00 1 0 0 100
exit_long_normal_d_1_65 ( 3 ) 1 1.33 22.601 0.23 0:50:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 1 1.16 19.219 0.19 1:10:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 1 1.05 17.509 0.18 0:07:00 1 0 0 100
exit_long_normal_d_0_48 ( 2 ) 1 0.78 13.172 0.13 0:50:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 1 1.14 9.409 0.09 0:02:00 1 0 0 100
exit_long_normal_u_0 ( 6 141 ) 1 0.36 5.956 0.06 0:02:00 1 0 0 100
exit_long_normal_u_0 ( 6 141 142 ) 1 0.33 5.531 0.06 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 ) 1 0.31 5.085 0.05 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.26 4.358 0.04 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 4 ) 1 0.12 2.048 0.02 0:02:00 1 0 0 100
force_exit 2 -1.39 -151.778 -1.52 19 days, 12:58:00 0 0 2 0
TOTAL 22 0.99 302.590 3.03 2 days, 6:46:00 20 0 2 90.9

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 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 77.488 0.77 0:12:00 2 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.21 60.358 0.6 0:09:00 3 0 0 100
('143 ', 'exit_long_tc_d_2_84 ( 143 )') 1 2.22 36.893 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 33.117 0.33 10:00:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_95 ( 42 )') 1 1.36 22.656 0.23 2:35:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_65 ( 3 )') 1 1.33 22.601 0.23 0:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 1 1.16 19.219 0.19 1:10:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 1 1.05 17.509 0.18 0:07:00 1 0 0 100
('2 ', 'exit_long_normal_d_0_48 ( 2 )') 1 0.78 13.172 0.13 0:50:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 1 1.14 9.409 0.09 0:02:00 1 0 0 100
('6 141 ', 'exit_long_normal_u_0 ( 6 141 )') 1 0.36 5.956 0.06 0:02:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_0 ( 6 141 142 )') 1 0.33 5.531 0.06 0:01:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_0 ( 2 3 )') 1 0.31 5.085 0.05 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.26 4.358 0.04 0:01:00 1 0 0 100
('4 ', 'exit_long_normal_u_0 ( 4 )') 1 0.12 2.048 0.02 0:02:00 1 0 0 100
('120 ', 'force_exit') 1 -1.32 -48.326 -0.48 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 22 0.99 302.590 3.03 2 days, 6:46:00 20 0 2 90.9

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
02/08/2022 76.543 3 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 24.288 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 16.541 3 0 0
19/08/2022 123.345 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 36.391 1 0 0
25/08/2022 0 0 0 0
26/08/2022 72.067 3 0 0
27/08/2022 22.601 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 -151.778 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 22 / 0.71
Starting balance 10000 USDT
Final balance 10302.59 USDT
Absolute profit 302.59 USDT
Total profit % 3.03%
CAGR % 42.05%
Sortino 6.77
Sharpe 5.44
Calmar 128.45
Profit factor 2.99
Expectancy (Ratio) 13.75 (0.18)
Avg. daily profit % 0.10%
Avg. stake amount 1474.146 USDT
Total trade volume 32431.222 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 123.345 USDT
Worst day -151.778 USDT
Days win/draw/lose 8 / 22 / 1
Avg. Duration Winners 13:20:00
Avg. Duration Loser 19 days, 12:58:00
Max Consecutive Wins / Loss 20 / 2
Rejected Entry signals 2
Entry/Exit Timeouts 0 / 0
Min balance 10036.377 USDT
Max balance 10454.368 USDT
Max % of account underwater 1.45%
Absolute Drawdown (Account) 1.45%
Absolute Drawdown 151.778 USDT
Drawdown high 454.368 USDT
Drawdown low 302.59 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 22 0.99 302.590 3.03 2 days, 6:46:00 20 0 2 90.9 151.778 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, 22:55:00 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 2.0643 % 2.0637 % 2.0637 % 2.0593 % 2.0671 %
Profit Mean 0.86 % 0.83 % 0.83 % 0.92 % 0.77 %
Profit Sum 12.84 % 13.22 % 13.22 % 13.87 % 11.55 %
Profit Total 0.9 % 0.93 % 0.93 % 1.15 % 0.76 %
Trades 15 16 16 15 15
Win Rate 86.67 % 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 91.564 0.92 0:20:00 1 0 0 100
CKB/USDT 1 4.2 69.786 0.7 0:45:00 1 0 0 100
ETC/USDT 2 1.48 49.581 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 20.350 0.2 8:55:00 2 0 0 100
ATOM/USDT 1 1.02 17.018 0.17 0:55:00 1 0 0 100
FIL/USDT 1 0.66 5.542 0.06 3:10:00 1 0 0 100
AAVE/USDT 1 0.31 5.165 0.05 0:02:00 1 0 0 100
NWC/USDT 1 0.23 3.830 0.04 0:02:00 1 0 0 100
EOS/USDT 1 0.21 3.560 0.04 16:41:00 1 0 0 100
CHR/USDT 1 0.2 1.649 0.02 0:03:00 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 15 0.86 89.943 0.9 2 days, 22:55:00 13 0 2 86.7

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ADA/USDT 1 -0.34 -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 2.53 168.740 1.69 4:27:00 4 0 0 100
141 142 2 1.48 49.581 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 17.935 0.18 2:05:00 1 0 0 100
143 1 1.02 17.018 0.17 0:55:00 1 0 0 100
101 2 0.43 7.191 0.07 1:36:00 2 0 0 100
141 1 0.31 5.165 0.05 0:02:00 1 0 0 100
142 1 0.15 2.416 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 15 0.86 89.943 0.9 2 days, 22:55:00 13 0 2 86.7

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_5_105 ( 6 ) 1 5.48 91.564 0.92 0:20:00 1 0 0 100
exit_profit_long_normal_t_4_2_m ( 6 ) 1 4.2 69.786 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 25.606 0.26 2:00:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.43 23.975 0.24 0:04:00 1 0 0 100
exit_long_normal_d_1_95 ( 6 142 ) 1 1.07 17.935 0.18 2:05:00 1 0 0 100
exit_long_tc_d_1_70 ( 143 ) 1 1.02 17.018 0.17 0:55:00 1 0 0 100
exit_long_rapid_rpd_3 ( 101 ) 1 0.66 5.542 0.06 3:10:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 1 0.31 5.165 0.05 0:02:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.23 3.830 0.04 0:02:00 1 0 0 100
exit_long_normal_d_0_52 ( 6 ) 1 0.21 3.560 0.04 16:41:00 1 0 0 100
exit_long_tc_d_0_35 ( 142 ) 1 0.15 2.416 0.02 15:45:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 1 0.2 1.649 0.02 0:03:00 1 0 0 100
force_exit 2 -2.87 -212.678 -2.13 21 days, 4:35:00 0 0 2 0
TOTAL 15 0.86 89.943 0.9 2 days, 22:55:00 13 0 2 86.7

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_5_105 ( 6 )') 1 5.48 91.564 0.92 0:20:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_4_2_m ( 6 )') 1 4.2 69.786 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 25.606 0.26 2:00:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.43 23.975 0.24 0:04:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_1_95 ( 6 142 )') 1 1.07 17.935 0.18 2:05:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_70 ( 143 )') 1 1.02 17.018 0.17 0:55:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_3 ( 101 )') 1 0.66 5.542 0.06 3:10:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 1 0.31 5.165 0.05 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.23 3.830 0.04 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_52 ( 6 )') 1 0.21 3.560 0.04 16:41:00 1 0 0 100
('142 ', 'exit_long_tc_d_0_35 ( 142 )') 1 0.15 2.416 0.02 15:45:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 1 0.2 1.649 0.02 0:03:00 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 15 0.86 89.943 0.9 2 days, 22:55:00 13 0 2 86.7

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 69.786 1 0 0
14/09/2022 2.416 1 0 0
15/09/2022 17.935 1 0 0
16/09/2022 0 0 0 0
17/09/2022 0 0 0 0
18/09/2022 30.789 3 0 0
19/09/2022 34.708 3 0 0
20/09/2022 0 0 0 0
21/09/2022 17.018 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 3.83 1 0 0
27/09/2022 0 0 0 0
28/09/2022 0 0 0 0
29/09/2022 91.564 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 15 / 0.5
Starting balance 10000 USDT
Final balance 10089.943 USDT
Absolute profit 89.943 USDT
Total profit % 0.90%
CAGR % 11.51%
Sortino 0.65
Sharpe 0.96
Calmar 27.75
Profit factor 1.42
Expectancy (Ratio) 6.00 (0.06)
Avg. daily profit % 0.03%
Avg. stake amount 1545.141 USDT
Total trade volume 23177.119 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 91.564 USDT
Worst day -212.678 USDT
Days win/draw/lose 9 / 12 / 1
Avg. Duration Winners 3:34:00
Avg. Duration Loser 21 days, 4:35:00
Max Consecutive Wins / Loss 13 / 2
Rejected Entry signals 2
Entry/Exit Timeouts 0 / 0
Min balance 10034.576 USDT
Max balance 10302.622 USDT
Max % of account underwater 2.06%
Absolute Drawdown (Account) 2.06%
Absolute Drawdown 212.678 USDT
Drawdown high 302.622 USDT
Drawdown low 89.943 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 15 0.86 89.943 0.9 2 days, 22:55:00 13 0 2 86.7 212.678 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, 17:43:00 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 8.953 % 8.9464 % 8.9464 % 9.4423 % 9.4307 %
Profit Mean 1.56 % 1.54 % 1.54 % 0.42 % 0.46 %
Profit Sum 46.68 % 47.79 % 47.79 % 8.82 % 9.63 %
Profit Total 0.3 % 0.39 % 0.39 % -4.71 % -4.7 %
Trades 30 31 31 21 21
Win Rate 86.67 % 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 3.73 634.791 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 32.742 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 15.779 0.16 0:01:00 1 0 0 100
TRX/USDT 1 1.09 8.642 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
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
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 -62.573 -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 30 1.56 29.675 0.3 3 days, 17:43:00 26 0 4 86.7

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ADA/USDT 1 0.69 36.720 0.37 20 days, 6:20:00 1 0 0 100
STX/USDT 1 -4.06 -82.643 -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 -949.535 -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 70.251 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 54.825 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 22.140 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 2 0.63 9.304 0.09 9:43:00 2 0 0 100
6 5 2.07 -135.810 -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 -364.180 -3.64 12 days, 7:58:00 0 0 2 0
TOTAL 30 1.56 29.675 0.3 3 days, 17:43:00 26 0 4 86.7

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 5.23 165.571 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 70.251 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 32.742 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 22.140 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_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 15.779 0.16 0:01:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 1 1.09 8.642 0.09 0:04:00 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 -949.535 -9.5 18 days, 7:13:00 1 0 4 20.0
TOTAL 30 1.56 29.675 0.3 3 days, 17:43:00 26 0 4 86.7

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_5_67 ( 6 )') 2 5.23 165.571 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 70.251 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 32.742 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 22.140 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
('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 15.779 0.16 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 1 1.09 8.642 0.09 0:04:00 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 -364.180 -3.64 12 days, 7:58:00 0 0 2 0
TOTAL 30 1.56 29.675 0.3 3 days, 17:43:00 26 0 4 86.7

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 0 0 0 0
14/11/2022 41.384 2 0 0
15/11/2022 187.712 3 0 0
16/11/2022 70.251 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 15.779 1 0 0
01/12/2022 -949.535 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 30 / 1.0
Starting balance 10000 USDT
Final balance 10029.675 USDT
Absolute profit 29.675 USDT
Total profit % 0.30%
CAGR % 3.67%
Sortino 0.20
Sharpe 0.18
Calmar 2.11
Profit factor 1.03
Expectancy (Ratio) 0.99 (0.00)
Avg. daily profit % 0.01%
Avg. stake amount 1381.976 USDT
Total trade volume 41459.286 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 -949.535 USDT
Days win/draw/lose 9 / 14 / 1
Avg. Duration Winners 1 day, 13:46:00
Avg. Duration Loser 17 days, 19:26:00
Max Consecutive Wins / Loss 26 / 4
Rejected Entry signals 122
Entry/Exit Timeouts 0 / 0
Min balance 10029.675 USDT
Max balance 11015.931 USDT
Max % of account underwater 8.95%
Absolute Drawdown (Account) 8.95%
Absolute Drawdown 986.256 USDT
Drawdown high 1015.931 USDT
Drawdown low 29.675 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 30 1.56 29.675 0.3 3 days, 17:43:00 26 0 4 86.7 986.256 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 0:53:00 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 1.23 % 1.21 % 1.21 % 1.42 % 1.54 %
Profit Sum 22.22 % 21.71 % 21.71 % 19.86 % 21.57 %
Profit Total 3.09 % 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 88.599 0.89 1:23:00 1 0 0 100
ALGO/USDT 3 1.26 53.294 0.53 2:53:00 3 0 0 100
VELO/USDT 3 1.13 46.388 0.46 0:34:00 3 0 0 100
DOT/USDT 1 1.44 23.887 0.24 0:01:00 1 0 0 100
ADA/USDT 1 2.75 22.669 0.23 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
XTZ/USDT 1 1.03 8.636 0.09 0:09:00 1 0 0 100
STX/USDT 1 0.48 8.042 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 2.373 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
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 18 1.23 308.674 3.09 0:53:00 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 88.599 0.89 1:23:00 1 0 0 100
101 8 1.15 76.918 0.77 0:17:00 8 0 0 100
141 2 0.8 27.313 0.27 0:55:00 2 0 0 100
142 2 0.81 27.038 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 19.093 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 16.624 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 1.23 308.674 3.09 0:53:00 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 88.599 0.89 1:23:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 5 1.16 48.695 0.49 0:06:00 5 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 19.093 0.19 0:51:00 1 0 0 100
exit_long_tc_d_1_2 ( 142 ) 1 1.13 18.996 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 16.624 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 8.042 0.08 0:09:00 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 2.373 0.02 0:03:00 1 0 0 100
TOTAL 18 1.23 308.674 3.09 0:53:00 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 88.599 0.89 1:23:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 5 1.16 48.695 0.49 0:06:00 5 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 19.093 0.19 0:51:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_2 ( 142 )') 1 1.13 18.996 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 16.624 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 8.042 0.08 0:09:00 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 2.373 0.02 0:03:00 1 0 0 100
TOTAL 18 1.23 308.674 3.09 0:53:00 18 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
16/12/2022 146.533 10 0 0
17/12/2022 24.781 3 0 0
18/12/2022 0 0 0 0
19/12/2022 0 0 0 0
20/12/2022 0 0 0 0
21/12/2022 0 0 0 0
22/12/2022 2.373 1 0 0
23/12/2022 0 0 0 0
24/12/2022 10.671 1 0 0
25/12/2022 0 0 0 0
26/12/2022 0 0 0 0
27/12/2022 19.093 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 105.223 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 10308.674 USDT
Absolute profit 308.674 USDT
Total profit % 3.09%
CAGR % 43.04%
Sortino -100.00
Sharpe 10.19
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 17.15 (100.00)
Avg. daily profit % 0.10%
Avg. stake amount 1294.519 USDT
Total trade volume 23301.336 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 146.533 USDT
Worst day 0 USDT
Days win/draw/lose 6 / 10 / 0
Avg. Duration Winners 0:53:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 18 / 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 -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 1.23 308.674 3.09 0:53:00 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 1 day, 19:14:00 1 day, 19:14:00 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 0.0 % 0.0 % 6.1919 % 9.5308 % 9.5308 %
Profit Mean 1.4 % 1.4 % -0.19 % -0.46 % -0.46 %
Profit Sum 15.35 % 15.35 % -2.97 % -7.88 % -7.88 %
Profit Total 2.46 % 2.46 % -3.6 % -7.19 % -7.19 %
Trades 11 11 16 17 17
Win Rate 100.0 % 100.0 % 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%
VELO/USDT 2 3.11 114.254 1.14 0:50:00 2 0 0 100
CKB/USDT 1 2.06 34.613 0.35 0:40:00 1 0 0 100
VRA/USDT 2 1.31 21.766 0.22 0:02:00 2 0 0 100
CHR/USDT 1 1.25 20.660 0.21 1:15:00 1 0 0 100
ALEPH/USDT 1 0.98 16.260 0.16 3:10:00 1 0 0 100
STX/USDT 1 0.62 12.755 0.13 2:31:00 1 0 0 100
BCH/USDT 1 0.15 8.885 0.09 19 days, 1:05:00 1 0 0 100
COTI/USDT 1 1.02 8.447 0.08 0:02:00 1 0 0 100
UMA/USDT 1 0.43 8.130 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
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
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 11 1.4 245.771 2.46 1 day, 19:14:00 11 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BCH/USDT 1 0.15 8.885 0.09 19 days, 1:05:00 1 0 0 100
TOTAL 1 0.15 8.885 0.09 19 days, 1:05:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 4 1.42 98.669 0.99 3:50:00 4 0 0 100
43 1 2.58 52.731 0.53 1:05:00 1 0 0 100
1 1 2.06 34.613 0.35 0:40:00 1 0 0 100
101 3 1.21 30.213 0.3 0:02:00 3 0 0 100
2 1 1.25 20.660 0.21 1:15:00 1 0 0 100
120 1 0.15 8.885 0.09 19 days, 1:05:00 1 0 0 100
TOTAL 11 1.4 245.771 2.46 1 day, 19:14:00 11 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_3_64 ( 6 ) 1 3.65 61.524 0.62 0:35:00 1 0 0 100
exit_long_quick_d_3_41 ( 43 ) 1 2.58 52.731 0.53 1:05:00 1 0 0 100
exit_long_normal_d_2_77 ( 1 ) 1 2.06 34.613 0.35 0:40:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 3 1.21 30.213 0.3 0:02:00 3 0 0 100
exit_long_normal_w_1_8 ( 2 ) 1 1.25 20.660 0.21 1:15:00 1 0 0 100
exit_long_normal_d_0_95 ( 6 ) 1 0.98 16.260 0.16 3:10:00 1 0 0 100
exit_long_normal_d_0_101 ( 6 ) 1 0.62 12.755 0.13 2:31:00 1 0 0 100
force_exit 1 0.15 8.885 0.09 19 days, 1:05:00 1 0 0 100
exit_long_normal_d_0_98 ( 6 ) 1 0.43 8.130 0.08 9:05:00 1 0 0 100
TOTAL 11 1.4 245.771 2.46 1 day, 19:14:00 11 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_3_64 ( 6 )') 1 3.65 61.524 0.62 0:35:00 1 0 0 100
('43 ', 'exit_long_quick_d_3_41 ( 43 )') 1 2.58 52.731 0.53 1:05:00 1 0 0 100
('1 ', 'exit_long_normal_d_2_77 ( 1 )') 1 2.06 34.613 0.35 0:40:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 3 1.21 30.213 0.3 0:02:00 3 0 0 100
('2 ', 'exit_long_normal_w_1_8 ( 2 )') 1 1.25 20.660 0.21 1:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_95 ( 6 )') 1 0.98 16.260 0.16 3:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_101 ( 6 )') 1 0.62 12.755 0.13 2:31:00 1 0 0 100
('120 ', 'force_exit') 1 0.15 8.885 0.09 19 days, 1:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_98 ( 6 )') 1 0.43 8.130 0.08 9:05:00 1 0 0 100
TOTAL 11 1.4 245.771 2.46 1 day, 19:14:00 11 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
09/02/2023 8.447 1 0 0
10/02/2023 20.66 1 0 0
11/02/2023 0 0 0 0
12/02/2023 0 0 0 0
13/02/2023 21.766 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 16.26 1 0 0
19/02/2023 0 0 0 0
20/02/2023 12.755 1 0 0
21/02/2023 0 0 0 0
22/02/2023 8.13 1 0 0
23/02/2023 52.731 1 0 0
24/02/2023 34.613 1 0 0
25/02/2023 0 0 0 0
26/02/2023 0 0 0 0
27/02/2023 0 0 0 0
28/02/2023 61.524 1 0 0
01/03/2023 8.885 1 0 0

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 11 / 0.39
Starting balance 10000 USDT
Final balance 10245.771 USDT
Absolute profit 245.771 USDT
Total profit % 2.46%
CAGR % 37.23%
Sortino -100.00
Sharpe 9.29
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 22.34 (100.00)
Avg. daily profit % 0.09%
Avg. stake amount 1413.864 USDT
Total trade volume 15552.509 USDT
Best Pair VELO/USDT 1.14%
Worst Pair AAVE/USDT 0.00%
Best trade VELO/USDT 3.65%
Worst trade BCH/USDT 0.15%
Best day 61.524 USDT
Worst day 0 USDT
Days win/draw/lose 10 / 11 / 0
Avg. Duration Winners 1 day, 19:14:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 11 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 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 11 1.40 245.771 2.46 1 day, 19:14:00 11 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230301-20230401

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 11:58:00 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 1.16 % 1.22 % 1.22 % 1.27 % 1.27 %
Profit Sum 36.05 % 41.44 % 41.44 % 29.19 % 29.1 %
Profit Total 6.03 % 6.47 % 6.47 % 5.99 % 5.99 %
Trades 31 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 1.2 130.654 1.31 15:01:00 4 0 0 100
GRT/USDT 3 1.1 97.070 0.97 3 days, 18:03:00 3 0 0 100
STX/USDT 4 1.35 92.546 0.93 3:21:00 4 0 0 100
VRA/USDT 3 1.76 73.750 0.74 0:06:00 3 0 0 100
VELO/USDT 3 1.91 57.581 0.58 0:15:00 3 0 0 100
DAG/USDT 2 1.47 48.123 0.48 0:14:00 2 0 0 100
MKR/USDT 3 0.8 34.506 0.35 1:09:00 3 0 0 100
SNX/USDT 1 3.32 28.239 0.28 0:50:00 1 0 0 100
CKB/USDT 1 0.87 14.354 0.14 0:12:00 1 0 0 100
DASH/USDT 1 0.45 7.545 0.08 0:02:00 1 0 0 100
CHR/USDT 1 0.44 7.261 0.07 3:15:00 1 0 0 100
UNI/USDT 1 0.29 4.787 0.05 15:30:00 1 0 0 100
KSM/USDT 2 0.26 4.310 0.04 1:13:00 2 0 0 100
COTI/USDT 1 0.22 1.816 0.02 0:08:00 1 0 0 100
ROSE/USDT 1 0.11 0.938 0.01 0:03:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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
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
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 31 1.16 603.480 6.03 11:58:00 31 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 2 2.06 169.470 1.69 6 days, 12:22:00 2 0 0 100
6 5 1.63 139.992 1.4 0:23:00 5 0 0 100
101 12 1.1 110.520 1.11 0:23:00 12 0 0 100
141 142 2 1.6 57.638 0.58 7:05:00 2 0 0 100
142 3 0.82 42.422 0.42 9:24:00 3 0 0 100
42 1 1.41 23.822 0.24 0:45:00 1 0 0 100
41 1 1.02 17.116 0.17 0:03:00 1 0 0 100
43 1 0.87 14.354 0.14 0:12:00 1 0 0 100
143 1 0.56 9.265 0.09 2:30:00 1 0 0 100
2 3 101 1 0.45 7.545 0.08 0:02:00 1 0 0 100
3 101 1 0.44 7.261 0.07 3:15:00 1 0 0 100
6 101 1 0.19 4.073 0.04 2:39:00 1 0 0 100
TOTAL 31 1.16 603.480 6.03 11:58:00 31 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 2 2.06 169.470 1.69 6 days, 12:22:00 2 0 0 100
exit_long_normal_d_2_70 ( 6 ) 1 2.62 45.391 0.45 0:26:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.3 39.608 0.4 0:14:00 1 0 0 100
exit_long_tc_d_2_77 ( 141 142 ) 1 2.21 37.794 0.38 0:40:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.11 37.724 0.38 0:03:00 2 0 0 100
exit_long_rapid_w_3_3 ( 101 ) 1 3.32 28.239 0.28 0:50:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 2 1.5 24.980 0.25 0:08:00 2 0 0 100
exit_long_quick_w_1_11 ( 42 ) 1 1.41 23.822 0.24 0:45:00 1 0 0 100
exit_long_rapid_u_2 ( 101 ) 1 2.46 20.356 0.2 0:06:00 1 0 0 100
exit_long_tc_d_1_25 ( 142 ) 1 1.15 20.072 0.2 12:30:00 1 0 0 100
exit_long_tc_d_1_35 ( 141 142 ) 1 0.99 19.843 0.2 13:30:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 6 0.35 17.785 0.18 0:03:00 6 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.02 17.563 0.18 0:11:00 1 0 0 100
exit_long_normal_d_1_27 ( 6 ) 1 1.0 17.270 0.17 1:08:00 1 0 0 100
exit_long_rapid_d_2_65 ( 101 ) 1 2.05 17.129 0.17 0:34:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.02 17.116 0.17 0:03:00 1 0 0 100
exit_long_quick_u_0 ( 43 ) 1 0.87 14.354 0.14 0:12:00 1 0 0 100
exit_long_tc_d_0_3 ( 143 ) 1 0.56 9.265 0.09 2:30:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 101 ) 1 0.45 7.545 0.08 0:02:00 1 0 0 100
exit_long_normal_d_0_79 ( 3 101 ) 1 0.44 7.261 0.07 3:15:00 1 0 0 100
exit_long_tc_w_0_6 ( 142 ) 1 0.29 4.787 0.05 15:30:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 6 101 ) 1 0.19 4.073 0.04 2:39:00 1 0 0 100
exit_long_rapid_d_0_3 ( 101 ) 1 0.25 2.032 0.02 2:25:00 1 0 0 100
TOTAL 31 1.16 603.480 6.03 11:58:00 31 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 2 2.06 169.470 1.69 6 days, 12:22:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_70 ( 6 )') 1 2.62 45.391 0.45 0:26:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.3 39.608 0.4 0:14:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_2_77 ( 141 142 )') 1 2.21 37.794 0.38 0:40:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.11 37.724 0.38 0:03:00 2 0 0 100
('101 ', 'exit_long_rapid_w_3_3 ( 101 )') 1 3.32 28.239 0.28 0:50:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 2 1.5 24.980 0.25 0:08:00 2 0 0 100
('42 ', 'exit_long_quick_w_1_11 ( 42 )') 1 1.41 23.822 0.24 0:45:00 1 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 1 2.46 20.356 0.2 0:06:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_25 ( 142 )') 1 1.15 20.072 0.2 12:30:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_1_35 ( 141 142 )') 1 0.99 19.843 0.2 13:30:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 6 0.35 17.785 0.18 0:03:00 6 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.02 17.563 0.18 0:11:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_27 ( 6 )') 1 1.0 17.270 0.17 1:08:00 1 0 0 100
('101 ', 'exit_long_rapid_d_2_65 ( 101 )') 1 2.05 17.129 0.17 0:34:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.02 17.116 0.17 0:03:00 1 0 0 100
('43 ', 'exit_long_quick_u_0 ( 43 )') 1 0.87 14.354 0.14 0:12:00 1 0 0 100
('143 ', 'exit_long_tc_d_0_3 ( 143 )') 1 0.56 9.265 0.09 2:30:00 1 0 0 100
('2 3 101 ', 'exit_long_normal_u_0 ( 2 3 101 )') 1 0.45 7.545 0.08 0:02:00 1 0 0 100
('3 101 ', 'exit_long_normal_d_0_79 ( 3 101 )') 1 0.44 7.261 0.07 3:15:00 1 0 0 100
('142 ', 'exit_long_tc_w_0_6 ( 142 )') 1 0.29 4.787 0.05 15:30:00 1 0 0 100
('6 101 ', 'exit_profit_long_normal_t_0_2_m ( 6 101 )') 1 0.19 4.073 0.04 2:39:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_3 ( 101 )') 1 0.25 2.032 0.02 2:25:00 1 0 0 100
TOTAL 31 1.16 603.480 6.03 11:58:00 31 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/03/2023 20.356 1 0 0
02/03/2023 0 0 0 0
03/03/2023 94.775 12 0 0
04/03/2023 33.644 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 38.072 4 0 0
12/03/2023 0 0 0 0
13/03/2023 0 0 0 0
14/03/2023 0 0 0 0
15/03/2023 40.939 2 0 0
16/03/2023 87.007 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 28.239 1 0 0
21/03/2023 0 0 0 0
22/03/2023 112.236 4 0 0
23/03/2023 45.391 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 17.627 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 85.195 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 31 / 1.0
Starting balance 10000 USDT
Final balance 10603.48 USDT
Absolute profit 603.48 USDT
Total profit % 6.03%
CAGR % 99.36%
Sortino -100.00
Sharpe 18.15
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 19.47 (100.00)
Avg. daily profit % 0.19%
Avg. stake amount 1260.865 USDT
Total trade volume 39086.83 USDT
Best Pair VELO/USDT 0.58%
Worst Pair AAVE/USDT 0.00%
Best trade SNX/USDT 3.32%
Worst trade ROSE/USDT 0.11%
Best day 112.236 USDT
Worst day 0 USDT
Days win/draw/lose 11 / 20 / 0
Avg. Duration Winners 11:58:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 31 / 0
Rejected Entry signals 3
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -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 31 1.16 603.480 6.03 11:58:00 31 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230401-20230501

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 9:48:00 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 1.38 % 1.37 % 1.37 % 1.07 % 1.07 %
Profit Sum 34.5 % 35.65 % 35.65 % 25.67 % 25.67 %
Profit Total 5.43 % 5.69 % 5.69 % 3.95 % 3.95 %
Trades 25 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 3.7 113.520 1.14 0:10:00 2 0 0 100
DAG/USDT 3 2.18 108.443 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
DEGO/USDT 1 2.36 39.389 0.39 0:45:00 1 0 0 100
VET/USDT 1 0.92 24.726 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 21.266 0.21 0:08:00 1 0 0 100
STX/USDT 1 1.23 20.968 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
VRA/USDT 1 1.09 18.649 0.19 0:26:00 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 11.317 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 8.478 0.08 0:01:00 1 0 0 100
KSM/USDT 1 0.9 7.616 0.08 1:40:00 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
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
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
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 25 1.38 542.670 5.43 9:48:00 25 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VET/USDT 1 0.92 24.726 0.25 9 days, 4:50:00 1 0 0 100
TOTAL 1 0.92 24.726 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 2 3.49 119.033 1.19 0:22:00 2 0 0 100
6 3 2.28 113.707 1.14 0:19:00 3 0 0 100
5 2 2.18 73.209 0.73 1:03:00 2 0 0 100
101 7 0.82 49.397 0.49 2:00:00 7 0 0 100
3 6 1 2.36 39.389 0.39 0:45:00 1 0 0 100
120 1 0.92 24.726 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 21.266 0.21 0:08:00 1 0 0 100
142 1 1.23 20.968 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
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 25 1.38 542.670 5.43 9:48:00 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_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 5.89 100.384 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_rapid_u_1 ( 101 ) 3 1.21 31.351 0.31 0:19:00 3 0 0 100
force_exit 1 0.92 24.726 0.25 9 days, 4:50:00 1 0 0 100
exit_long_tc_u_1 ( 101 143 ) 1 1.25 21.266 0.21 0:08:00 1 0 0 100
exit_long_tc_d_1_2 ( 142 ) 1 1.23 20.968 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 18.649 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 8.478 0.08 0:01:00 1 0 0 100
exit_long_rapid_rpd_3 ( 101 ) 1 0.9 7.616 0.08 1:40:00 1 0 0 100
exit_long_tc_u_0 ( 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 3.214 0.03 1:36:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 1 0.2 1.709 0.02 0:03:00 1 0 0 100
TOTAL 25 1.38 542.670 5.43 9:48:00 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%
('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 5.89 100.384 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
('101 ', 'exit_long_rapid_u_1 ( 101 )') 3 1.21 31.351 0.31 0:19:00 3 0 0 100
('120 ', 'force_exit') 1 0.92 24.726 0.25 9 days, 4:50:00 1 0 0 100
('101 143 ', 'exit_long_tc_u_1 ( 101 143 )') 1 1.25 21.266 0.21 0:08:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_2 ( 142 )') 1 1.23 20.968 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 18.649 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 8.478 0.08 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_3 ( 101 )') 1 0.9 7.616 0.08 1:40:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 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 3.214 0.03 1:36:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 1 0.2 1.709 0.02 0:03:00 1 0 0 100
TOTAL 25 1.38 542.670 5.43 9:48:00 25 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 286.982 18 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 16.35 2 0 0
01/05/2023 24.726 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 25 / 0.83
Starting balance 10000 USDT
Final balance 10542.67 USDT
Absolute profit 542.67 USDT
Total profit % 5.43%
CAGR % 90.21%
Sortino -100.00
Sharpe 14.67
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 21.71 (100.00)
Avg. daily profit % 0.18%
Avg. stake amount 1425.448 USDT
Total trade volume 35636.188 USDT
Best Pair VELO/USDT 1.14%
Worst Pair AAVE/USDT 0.00%
Best trade VELO/USDT 5.89%
Worst trade DAG/USDT 0.18%
Best day 286.982 USDT
Worst day 0 USDT
Days win/draw/lose 6 / 24 / 0
Avg. Duration Winners 9:48:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 25 / 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 25 1.38 542.670 5.43 9:48:00 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.

Kucoin - 20230501-20230601

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 1 day, 3:20:00 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 1.19 % 1.18 % 1.18 % 1.51 % 1.51 %
Profit Sum 17.86 % 20.04 % 20.04 % 16.64 % 16.64 %
Profit Total 3.03 % 3.22 % 3.22 % 3.35 % 3.35 %
Trades 15 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 83.981 0.84 13 days, 16:01:00 1 0 0 100
UMA/USDT 1 3.55 59.085 0.59 2:28:00 1 0 0 100
VELO/USDT 3 0.92 46.837 0.47 0:50:00 3 0 0 100
ARPA/USDT 1 1.46 24.743 0.25 0:26:00 1 0 0 100
VRA/USDT 1 2.5 20.660 0.21 0:02:00 1 0 0 100
ROSE/USDT 1 1.17 19.407 0.19 2 days, 10:50:00 1 0 0 100
CKB/USDT 2 1.02 16.973 0.17 0:06:00 2 0 0 100
ALGO/USDT 1 1.01 16.787 0.17 0:25:00 1 0 0 100
DAG/USDT 1 0.7 5.940 0.06 7:35:00 1 0 0 100
GRT/USDT 1 0.2 3.463 0.03 9:25:00 1 0 0 100
FIL/USDT 1 0.39 3.282 0.03 0:01:00 1 0 0 100
PRE/USDT 1 0.24 2.053 0.02 0:02:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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 15 1.19 303.212 3.03 1 day, 3:20:00 15 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 3 1.79 89.468 0.89 20:36:00 3 0 0 100
120 1 1.85 83.981 0.84 13 days, 16:01:00 1 0 0 100
101 6 0.98 48.909 0.49 1:19:00 6 0 0 100
1 1 1.46 24.743 0.25 0:26:00 1 0 0 100
5 1 1.05 18.688 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 16.787 0.17 0:25:00 1 0 0 100
141 142 1 0.2 3.463 0.03 9:25:00 1 0 0 100
TOTAL 15 1.19 303.212 3.03 1 day, 3:20:00 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 ) 1 1.85 83.981 0.84 13 days, 16:01:00 1 0 0 100
exit_long_normal_d_3_42 ( 6 ) 1 3.55 59.085 0.59 2:28:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 1 1.46 24.743 0.25 0:26:00 1 0 0 100
exit_long_rapid_u_2 ( 101 ) 1 2.5 20.660 0.21 0:02:00 1 0 0 100
exit_long_normal_w_1_1 ( 6 ) 1 1.17 19.407 0.19 2 days, 10:50:00 1 0 0 100
exit_long_normal_d_1_42 ( 5 ) 1 1.05 18.688 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 16.787 0.17 0:25:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 3 0.53 13.232 0.13 0:01:00 3 0 0 100
exit_long_normal_d_0_67 ( 6 ) 1 0.66 10.976 0.11 0:30:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 1 1.08 9.077 0.09 0:11:00 1 0 0 100
exit_long_rapid_rpd_2 ( 101 ) 1 0.7 5.940 0.06 7:35:00 1 0 0 100
exit_long_tc_d_0_61 ( 141 142 ) 1 0.2 3.463 0.03 9:25:00 1 0 0 100
TOTAL 15 1.19 303.212 3.03 1 day, 3:20:00 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 )') 1 1.85 83.981 0.84 13 days, 16:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 1 3.55 59.085 0.59 2:28:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 1 1.46 24.743 0.25 0:26:00 1 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 1 2.5 20.660 0.21 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_1 ( 6 )') 1 1.17 19.407 0.19 2 days, 10:50:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_42 ( 5 )') 1 1.05 18.688 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 16.787 0.17 0:25:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 3 0.53 13.232 0.13 0:01:00 3 0 0 100
('6 ', 'exit_long_normal_d_0_67 ( 6 )') 1 0.66 10.976 0.11 0:30:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 1 1.08 9.077 0.09 0:11:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_2 ( 101 )') 1 0.7 5.940 0.06 7:35:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_0_61 ( 141 142 )') 1 0.2 3.463 0.03 9:25:00 1 0 0 100
TOTAL 15 1.19 303.212 3.03 1 day, 3:20:00 15 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/05/2023 37.834 2 0 0
02/05/2023 10.976 1 0 0
03/05/2023 7.896 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 91.694 5 0 0
09/05/2023 0 0 0 0
10/05/2023 19.407 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 83.981 1 0 0
25/05/2023 0 0 0 0
26/05/2023 0 0 0 0
27/05/2023 24.743 1 0 0
28/05/2023 5.94 1 0 0
29/05/2023 0 0 0 0
30/05/2023 18.688 1 0 0
31/05/2023 2.053 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-05-01 00:00:00
Backtesting to 2023-06-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 15 / 0.48
Starting balance 10000 USDT
Final balance 10303.212 USDT
Absolute profit 303.212 USDT
Total profit % 3.03%
CAGR % 42.15%
Sortino -100.00
Sharpe 8.60
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 20.21 (100.00)
Avg. daily profit % 0.10%
Avg. stake amount 1257.375 USDT
Total trade volume 18860.625 USDT
Best Pair UMA/USDT 0.59%
Worst Pair AAVE/USDT 0.00%
Best trade UMA/USDT 3.55%
Worst trade GRT/USDT 0.20%
Best day 91.694 USDT
Worst day 0 USDT
Days win/draw/lose 10 / 21 / 0
Avg. Duration Winners 1 day, 3:20:00
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 -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 15 1.19 303.212 3.03 1 day, 3:20:00 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 - 20230601-20230701

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 1 day, 14:05:00 1 day, 16:06:00 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 1.7334 % 1.7359 % 1.7313 % 0.0 % 0.0 %
Profit Mean 1.0 % 0.97 % 1.01 % 1.09 % 1.09 %
Profit Sum 26.99 % 25.21 % 27.37 % 17.41 % 17.41 %
Profit Total 2.11 % 1.96 % 2.24 % 3.47 % 3.47 %
Trades 27 26 27 16 16
Win Rate 96.3 % 96.15 % 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
ADA/USDT 3 1.62 50.397 0.5 0:11:00 3 0 0 100
ATOM/USDT 4 1.08 45.841 0.46 0:04:00 4 0 0 100
ROSE/USDT 2 2.51 41.418 0.41 0:20:00 2 0 0 100
BCH/USDT 2 0.84 27.621 0.28 1:48:00 2 0 0 100
COTI/USDT 2 1.32 21.865 0.22 0:05:00 2 0 0 100
DAG/USDT 1 1.16 19.141 0.19 0:03:00 1 0 0 100
VET/USDT 1 1.15 19.028 0.19 2:46:00 1 0 0 100
ARPA/USDT 2 1.11 18.590 0.19 0:24:00 2 0 0 100
DOT/USDT 1 1.04 17.213 0.17 2:18:00 1 0 0 100
FIL/USDT 2 0.87 14.492 0.14 0:02:00 2 0 0 100
AAVE/USDT 3 0.56 13.823 0.14 0:03:00 3 0 0 100
VELO/USDT 1 1.65 13.702 0.14 0:35:00 1 0 0 100
CKB/USDT 1 0.32 5.445 0.05 3:10:00 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
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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
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 1.0 211.401 2.11 1 day, 14:05:00 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
3 2 1.24 41.152 0.41 1:46:00 2 0 0 100
41 2 1.2 39.705 0.4 1:29:00 2 0 0 100
142 1 1.25 20.662 0.21 0:30:00 1 0 0 100
143 1 1.04 17.213 0.17 2:18:00 1 0 0 100
3 4 6 101 141 1 0.34 5.610 0.06 0:07:00 1 0 0 100
4 1 0.32 5.445 0.05 3:10:00 1 0 0 100
101 18 0.97 -1.337 -0.01 1 day, 9:55:00 17 0 1 94.4
TOTAL 27 1.0 211.401 2.11 1 day, 14:05:00 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_2 ( 101 ) 3 2.51 62.139 0.62 0:06:00 3 0 0 100
exit_long_rapid_u_1 ( 101 ) 6 1.24 61.366 0.61 0:04:00 6 0 0 100
exit_long_normal_d_1_14 ( 3 ) 1 1.33 22.011 0.22 3:30:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.25 20.678 0.21 0:12:00 1 0 0 100
exit_long_tc_d_1_65 ( 142 ) 1 1.25 20.662 0.21 0:30:00 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 19.028 0.19 2:46:00 1 0 0 100
exit_long_tc_d_1_38 ( 143 ) 1 1.04 17.213 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 ) 5 0.38 15.681 0.16 0:02:00 5 0 0 100
exit_long_rapid_d_1_48 ( 101 ) 1 1.65 13.702 0.14 0:35:00 1 0 0 100
exit_long_rapid_d_1_20 ( 101 ) 1 1.03 8.732 0.09 0:33:00 1 0 0 100
exit_long_normal_u_0 ( 3 4 6 101 141 ) 1 0.34 5.610 0.06 0:07:00 1 0 0 100
exit_long_normal_d_0_3 ( 4 ) 1 0.32 5.445 0.05 3:10:00 1 0 0 100
force_exit 1 -4.1 -180.126 -1.8 25 days, 8:00:00 0 0 1 0
TOTAL 27 1.0 211.401 2.11 1 day, 14:05:00 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_2 ( 101 )') 3 2.51 62.139 0.62 0:06:00 3 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 6 1.24 61.366 0.61 0:04:00 6 0 0 100
('3 ', 'exit_long_normal_d_1_14 ( 3 )') 1 1.33 22.011 0.22 3:30:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.25 20.678 0.21 0:12:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_65 ( 142 )') 1 1.25 20.662 0.21 0:30:00 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 19.028 0.19 2:46:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_38 ( 143 )') 1 1.04 17.213 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 )') 5 0.38 15.681 0.16 0:02:00 5 0 0 100
('101 ', 'exit_long_rapid_d_1_48 ( 101 )') 1 1.65 13.702 0.14 0:35:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_20 ( 101 )') 1 1.03 8.732 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 5.610 0.06 0:07:00 1 0 0 100
('4 ', 'exit_long_normal_d_0_3 ( 4 )') 1 0.32 5.445 0.05 3:10:00 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 1.0 211.401 2.11 1 day, 14:05:00 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 78.504 8 0 0
06/06/2023 0 0 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 202.199 15 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 8.732 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 10211.401 USDT
Absolute profit 211.401 USDT
Total profit % 2.11%
CAGR % 28.98%
Sortino -100.00
Sharpe 3.39
Calmar 77.67
Profit factor 2.17
Expectancy (Ratio) 7.83 (0.04)
Avg. daily profit % 0.07%
Avg. stake amount 1047.467 USDT
Total trade volume 28281.611 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 202.199 USDT
Worst day -180.126 USDT
Days win/draw/lose 5 / 23 / 1
Avg. Duration Winners 16:10:00
Avg. Duration Loser 25 days, 8:00:00
Max Consecutive Wins / Loss 26 / 1
Rejected Entry signals 56
Entry/Exit Timeouts 0 / 0
Min balance 10019.141 USDT
Max balance 10391.527 USDT
Max % of account underwater 1.73%
Absolute Drawdown (Account) 1.73%
Absolute Drawdown 180.126 USDT
Drawdown high 391.527 USDT
Drawdown low 211.401 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 1.00 211.401 2.11 1 day, 14:05:00 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
6 141 142 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 ( 6 141 142 ) 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
('6 141 142 ', 'exit_long_normal_u_0 ( 6 141 142 )') 1 1.0 16.531 0.17 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 1 0.44 7.333 0.07 0:01:00 1 0 0 100
('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 17:15:00 17:15:00 16:55:00 16:55:00 16:55:00
Market Change 18.38 % 18.38 % 18.38 % 18.38 % 18.38 %
Max Drawdown 0.0881 % 0.0881 % 0.088 % 0.088 % 0.088 %
Profit Mean 1.09 % 1.09 % 1.05 % 1.05 % 1.05 %
Profit Sum 18.6 % 18.6 % 17.9 % 17.9 % 17.9 %
Profit Total 3.09 % 3.09 % 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 47.340 0.47 4:25:00 3 0 0 100
XRP/USDT 2 1.17 39.085 0.39 0:53:00 2 0 0 100
DAG/USDT 2 1.17 38.991 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 2.18 36.364 0.36 6:25:00 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 19.235 0.19 0:11:00 1 0 0 100
XLM/USDT 1 1.04 17.538 0.18 1 day, 22:25:00 1 0 0 100
COMP/USDT 1 1.01 17.044 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 -9.086 -0.09 9 days, 5:55:00 0 0 1 0
TOTAL 17 1.09 308.517 3.09 17:15:00 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 -9.086 -0.09 9 days, 5:55:00 0 0 1 0
TOTAL 1 -0.42 -9.086 -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 82.386 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 67.766 0.68 16:05:00 3 0 0 100
143 1 2.18 36.364 0.36 6:25:00 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 10.581 0.11 0:01:00 1 0 0 100
120 1 -0.42 -9.086 -0.09 9 days, 5:55:00 0 0 1 0
TOTAL 17 1.09 308.517 3.09 17:15:00 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 75.269 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_2_24 ( 143 ) 1 2.18 36.364 0.36 6:25:00 1 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_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 17.538 0.18 1 day, 22:25:00 1 0 0 100
exit_long_normal_u_0 ( 6 101 ) 1 0.63 10.581 0.11 0:01:00 1 0 0 100
exit_long_normal_d_0_95 ( 6 ) 1 0.42 7.117 0.07 6:00:00 1 0 0 100
force_exit 1 -0.42 -9.086 -0.09 9 days, 5:55:00 0 0 1 0
TOTAL 17 1.09 308.517 3.09 17:15:00 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 75.269 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
('143 ', 'exit_long_tc_d_2_24 ( 143 )') 1 2.18 36.364 0.36 6:25:00 1 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
('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 17.538 0.18 1 day, 22:25:00 1 0 0 100
('6 101 ', 'exit_long_normal_u_0 ( 6 101 )') 1 0.63 10.581 0.11 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_95 ( 6 )') 1 0.42 7.117 0.07 6:00:00 1 0 0 100
('120 ', 'force_exit') 1 -0.42 -9.086 -0.09 9 days, 5:55:00 0 0 1 0
TOTAL 17 1.09 308.517 3.09 17:15:00 16 0 1 94.1

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
09/11/2023 246.089 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 46.86 3 0 0
15/11/2023 17.538 1 0 0
16/11/2023 0 0 0 0
17/11/2023 7.117 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 -9.086 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 10308.517 USDT
Absolute profit 308.517 USDT
Total profit % 3.09%
CAGR % 44.73%
Sortino -100.00
Sharpe 21.49
Calmar 2231.04
Profit factor 34.95
Expectancy (Ratio) 18.15 (2.00)
Avg. daily profit % 0.10%
Avg. stake amount 1651.041 USDT
Total trade volume 28067.693 USDT
Best Pair CKB/USDT 0.47%
Worst Pair LTC/USDT -0.09%
Best trade AAVE/USDT 2.18%
Worst trade LTC/USDT -0.42%
Best day 246.089 USDT
Worst day -9.086 USDT
Days win/draw/lose 4 / 18 / 1
Avg. Duration Winners 4:28:00
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 10317.604 USDT
Max % of account underwater 0.09%
Absolute Drawdown (Account) 0.09%
Absolute Drawdown 9.086 USDT
Drawdown high 317.604 USDT
Drawdown low 308.517 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 1.09 308.517 3.09 17:15:00 16 0 1 94.1 9.086 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 1.82 % 1.81 % 1.85 % 1.36 % 1.36 %
Profit Sum 51.01 % 50.59 % 51.84 % 42.25 % 42.25 %
Profit Total 9.01 % 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 3.0 212.478 2.12 0:30:00 4 0 0 100
DEGO/USDT 1 6.76 115.707 1.16 0:19:00 1 0 0 100
FIL/USDT 2 1.82 112.909 1.13 4 days, 2:52:00 2 0 0 100
ALGO/USDT 3 1.67 84.412 0.84 0:16:00 3 0 0 100
ONT/USDT 2 2.06 73.041 0.73 0:34:00 2 0 0 100
ADA/USDT 2 1.53 52.482 0.52 0:01:00 2 0 0 100
SNX/USDT 2 1.39 47.715 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 23.193 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
ALEPH/USDT 2 1.06 20.609 0.21 1 day, 7:53:00 2 0 0 100
ETC/USDT 1 1.23 20.524 0.21 0:01:00 1 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 1.82 900.744 9.01 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 7 2.08 251.000 2.51 0:53:00 7 0 0 100
142 8 1.32 175.807 1.76 0:19:00 8 0 0 100
3 2 3.59 126.610 1.27 0:06:00 2 0 0 100
120 2 1.9 104.028 1.04 6 days, 17:34:00 2 0 0 100
2 3 1 2.57 45.721 0.46 1:28:00 1 0 0 100
5 1 2.29 41.081 0.41 1:06:00 1 0 0 100
3 101 1 2.32 40.161 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 31.960 0.32 0:01:00 1 0 0 100
3 101 141 142 1 1.66 28.827 0.29 0:01:00 1 0 0 100
101 1 1.93 17.145 0.17 2 days, 12:50:00 1 0 0 100
4 1 0.14 2.256 0.02 0:01:00 1 0 0 100
TOTAL 28 1.82 900.744 9.01 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 6.76 115.707 1.16 0:19:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.95 84.797 0.85 8 days, 4:48:00 1 0 0 100
exit_long_normal_u_4 ( 3 ) 1 4.69 82.702 0.83 0:09:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.37 70.908 0.71 0:01:00 3 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 45.721 0.46 1:28:00 1 0 0 100
exit_long_normal_u_2 ( 3 ) 1 2.5 43.907 0.44 0:02:00 1 0 0 100
exit_long_normal_d_2_3 ( 5 ) 1 2.29 41.081 0.41 1:06:00 1 0 0 100
exit_long_normal_u_2 ( 3 101 ) 1 2.32 40.161 0.4 0:01:00 1 0 0 100
exit_long_normal_d_2_71 ( 6 ) 1 2.25 40.147 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 31.960 0.32 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 3 101 141 142 ) 1 1.66 28.827 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 1.93 17.145 0.17 2 days, 12:50:00 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 1.82 900.744 9.01 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 6.76 115.707 1.16 0:19:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.95 84.797 0.85 8 days, 4:48:00 1 0 0 100
('3 ', 'exit_long_normal_u_4 ( 3 )') 1 4.69 82.702 0.83 0:09:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.37 70.908 0.71 0:01:00 3 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 45.721 0.46 1:28:00 1 0 0 100
('3 ', 'exit_long_normal_u_2 ( 3 )') 1 2.5 43.907 0.44 0:02:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_3 ( 5 )') 1 2.29 41.081 0.41 1:06:00 1 0 0 100
('3 101 ', 'exit_long_normal_u_2 ( 3 101 )') 1 2.32 40.161 0.4 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_71 ( 6 )') 1 2.25 40.147 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 31.960 0.32 0:01:00 1 0 0 100
('3 101 141 142 ', 'exit_long_normal_u_1 ( 3 101 141 142 )') 1 1.66 28.827 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 1.93 17.145 0.17 2 days, 12:50:00 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 1.82 900.744 9.01 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 17.145 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 115.707 1 0 0
25/12/2023 84.797 1 0 0
26/12/2023 154.789 5 0 0
27/12/2023 126.61 2 0 0
28/12/2023 45.721 1 0 0
29/12/2023 40.147 1 0 0
30/12/2023 0 0 0 0
31/12/2023 41.081 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 10900.744 USDT
Absolute profit 900.744 USDT
Total profit % 9.01%
CAGR % 176.07%
Sortino -100.00
Sharpe 22.53
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 32.17 (100.00)
Avg. daily profit % 0.29%
Avg. stake amount 1569.172 USDT
Total trade volume 43936.806 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 1.82 900.744 9.01 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 21
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 20:12:00 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 1.9 % 1.81 % 1.81 % 1.71 % 1.71 %
Profit Sum 15.21 % 14.49 % 14.49 % 17.1 % 17.1 %
Profit Total 2.57 % 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 45.796 0.46 0:09:00 1 0 0 100
UMA/USDT 1 2.27 44.945 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 38.445 0.38 0:28:00 2 0 0 100
PLU/USDT 1 2.84 23.711 0.24 0:40:00 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 1.9 257.110 2.57 20:12:00 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 3.09 102.860 1.03 0:14:00 2 0 0 100
2 6 1 2.27 44.945 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 2.84 23.711 0.24 0:40:00 1 0 0 100
143 1 1.03 17.297 0.17 0:56:00 1 0 0 100
TOTAL 8 1.9 257.110 2.57 20:12:00 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 45.796 0.46 0:09:00 1 0 0 100
exit_long_normal_w_2_12 ( 2 6 ) 1 2.27 44.945 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_rapid_d_2_43 ( 101 ) 1 2.84 23.711 0.24 0:40:00 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_tc_d_1_97 ( 143 ) 1 1.03 17.297 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 1.9 257.110 2.57 20:12:00 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 45.796 0.46 0:09:00 1 0 0 100
('2 6 ', 'exit_long_normal_w_2_12 ( 2 6 )') 1 2.27 44.945 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
('101 ', 'exit_long_rapid_d_2_43 ( 101 )') 1 2.84 23.711 0.24 0:40:00 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
('143 ', 'exit_long_tc_d_1_97 ( 143 )') 1 1.03 17.297 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 1.9 257.110 2.57 20:12:00 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 23.711 1 0 0
28/02/2024 108.037 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 10257.11 USDT
Absolute profit 257.11 USDT
Total profit % 2.57%
CAGR % 37.65%
Sortino -100.00
Sharpe 9.99
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 32.14 (100.00)
Avg. daily profit % 0.09%
Avg. stake amount 1413.514 USDT
Total trade volume 11308.115 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 108.037 USDT
Worst day 0 USDT
Days win/draw/lose 6 / 5 / 0
Avg. Duration Winners 20:12:00
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 1.90 257.110 2.57 20:12:00 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 4.256 % 4.255 % 4.247 % 4.1342 % 4.1342 %
Profit Mean 1.26 % 1.26 % 1.26 % 1.26 % 1.26 %
Profit Sum 39.08 % 38.98 % 40.33 % 39.03 % 39.03 %
Profit Total 2.84 % 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 1.83 170.513 1.71 0:26:00 6 0 0 100
COTI/USDT 3 2.04 109.613 1.1 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 57.607 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 26.955 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 18.564 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 -273.081 -2.73 13 days, 11:40:00 0 0 1 0
TOTAL 31 1.26 284.191 2.84 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 -273.081 -2.73 13 days, 11:40:00 0 0 1 0
TOTAL 2 -2.0 -457.156 -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 1.86 109.630 1.1 3:27:00 7 0 0 100
5 6 1 2.8 47.541 0.48 0:15:00 1 0 0 100
141 2 1.36 45.486 0.45 0:06:00 2 0 0 100
6 42 1 2.4 40.903 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 21.089 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 2.249 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 0.83 -238.191 -2.38 4 days, 2:43:00 8 0 2 80.0
TOTAL 31 1.26 284.191 2.84 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_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 47.541 0.48 0:15:00 1 0 0 100
exit_long_normal_w_2_8 ( 6 ) 1 2.79 46.690 0.47 1:00:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 2 1.36 45.486 0.45 0:06:00 2 0 0 100
exit_long_normal_u_2 ( 6 42 ) 1 2.4 40.903 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 36.068 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 32.152 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 21.089 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 10.066 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 7.470 0.07 21:06:00 1 0 0 100
exit_long_normal_u_0 ( 3 101 ) 1 0.13 2.249 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 -457.156 -4.57 19 days, 21:45:00 0 0 2 0
TOTAL 31 1.26 284.191 2.84 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
('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 47.541 0.48 0:15:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_8 ( 6 )') 1 2.79 46.690 0.47 1:00:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 2 1.36 45.486 0.45 0:06:00 2 0 0 100
('6 42 ', 'exit_long_normal_u_2 ( 6 42 )') 1 2.4 40.903 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 36.068 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 32.152 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 21.089 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 10.066 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 7.470 0.07 21:06:00 1 0 0 100
('3 101 ', 'exit_long_normal_u_0 ( 3 101 )') 1 0.13 2.249 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 -457.156 -4.57 19 days, 21:45:00 0 0 2 0
TOTAL 31 1.26 284.191 2.84 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 144.926 7 0 0
16/03/2024 2.249 1 0 0
17/03/2024 7.47 1 0 0
18/03/2024 36.068 1 0 0
19/03/2024 98.51 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 21.089 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 -457.156 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 10284.191 USDT
Absolute profit 284.191 USDT
Total profit % 2.84%
CAGR % 39.09%
Sortino 3.94
Sharpe 2.63
Calmar 41.15
Profit factor 1.62
Expectancy (Ratio) 9.17 (0.04)
Avg. daily profit % 0.09%
Avg. stake amount 1375.915 USDT
Total trade volume 42653.371 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 144.926 USDT
Worst day -457.156 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 35
Entry/Exit Timeouts 0 / 0
Min balance 10018.852 USDT
Max balance 10741.347 USDT
Max % of account underwater 4.26%
Absolute Drawdown (Account) 4.26%
Absolute Drawdown 457.156 USDT
Drawdown high 741.347 USDT
Drawdown low 284.191 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 1.26 284.191 2.84 1 day, 23:50:00 29 0 2 93.5 457.156 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 22:26:00 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 1.4682 % 1.4657 % 1.4764 % 0.0 % 0.0 %
Profit Mean 1.04 % 1.04 % 1.04 % 1.17 % 1.17 %
Profit Sum 32.22 % 34.27 % 34.25 % 42.04 % 42.04 %
Profit Total 4.54 % 4.72 % 4.71 % 7.85 % 7.85 %
Trades 31 33 33 36 36
Win Rate 96.77 % 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 2.57 128.325 1.28 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 74.494 0.74 0:55:00 4 0 0 100
ALEPH/USDT 4 1.09 57.059 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 33.117 0.33 0:25:00 1 0 0 100
CHR/USDT 1 1.45 28.822 0.29 2:35:00 1 0 0 100
FIL/USDT 1 1.15 21.569 0.22 4:50:00 1 0 0 100
LTC/USDT 1 1.23 20.309 0.2 0:04:00 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 17.106 0.17 0:45:00 1 0 0 100
AAVE/USDT 1 0.73 16.709 0.17 9:15:00 1 0 0 100
ROSE/USDT 1 1.73 14.309 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
ADA/USDT 2 0.13 5.710 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
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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 -3.03 -155.772 -1.56 20 days, 4:55:00 0 0 1 0
TOTAL 31 1.04 454.205 4.54 22:26:00 30 0 1 96.8

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UNI/USDT 1 -3.03 -155.772 -1.56 20 days, 4:55:00 0 0 1 0
TOTAL 1 -3.03 -155.772 -1.56 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 1.76 117.402 1.17 2:00:00 4 0 0 100
2 101 3 1.67 89.012 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 70.844 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 40.422 0.4 0:24:00 2 0 0 100
2 3 6 101 1 1.45 28.822 0.29 2:35:00 1 0 0 100
4 141 143 1 1.15 21.569 0.22 4:50:00 1 0 0 100
2 3 4 101 1 1.22 20.551 0.21 0:01:00 1 0 0 100
141 2 0.59 19.953 0.2 1:16:00 2 0 0 100
6 141 142 1 0.73 16.709 0.17 9:15:00 1 0 0 100
6 142 1 0.12 2.862 0.03 2:50:00 1 0 0 100
101 6 0.54 -103.021 -1.03 3 days, 9:10:00 5 0 1 83.3
TOTAL 31 1.04 454.205 4.54 22:26:00 30 0 1 96.8

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 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 52.223 0.52 2:35:00 1 0 0 100
exit_long_normal_d_3_77 ( 2 101 ) 1 3.15 52.167 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_normal_d_1_27 ( 6 ) 1 1.94 33.117 0.33 0:25:00 1 0 0 100
exit_long_normal_d_1_26 ( 2 3 6 101 ) 1 1.45 28.822 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 23.935 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 23.516 0.24 0:02:00 1 0 0 100
exit_long_normal_d_1_13 ( 4 141 143 ) 1 1.15 21.569 0.22 4:50:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 4 101 ) 1 1.22 20.551 0.21 0:01:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 2 1.18 20.095 0.2 0:17:00 2 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 17.993 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 17.106 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 16.709 0.17 9:15:00 1 0 0 100
exit_long_rapid_d_1_27 ( 101 ) 1 1.73 14.309 0.14 0:35:00 1 0 0 100
exit_long_rapid_d_1_65 ( 101 ) 1 1.51 12.434 0.12 0:57:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 1 0.68 5.914 0.06 0:01:00 1 0 0 100
exit_long_normal_d_0_38 ( 6 142 ) 1 0.12 2.862 0.03 2:50:00 1 0 0 100
exit_long_tc_d_0_38 ( 141 ) 1 0.15 2.848 0.03 1:47:00 1 0 0 100
force_exit 1 -3.03 -155.772 -1.56 20 days, 4:55:00 0 0 1 0
TOTAL 31 1.04 454.205 4.54 22:26:00 30 0 1 96.8

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 )') 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 52.223 0.52 2:35:00 1 0 0 100
('2 101 ', 'exit_long_normal_d_3_77 ( 2 101 )') 1 3.15 52.167 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
('6 ', 'exit_long_normal_d_1_27 ( 6 )') 1 1.94 33.117 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 28.822 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 23.935 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 23.516 0.24 0:02:00 1 0 0 100
('4 141 143 ', 'exit_long_normal_d_1_13 ( 4 141 143 )') 1 1.15 21.569 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 20.551 0.21 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 2 1.18 20.095 0.2 0:17:00 2 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 17.993 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 17.106 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 16.709 0.17 9:15:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_27 ( 101 )') 1 1.73 14.309 0.14 0:35:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_65 ( 101 )') 1 1.51 12.434 0.12 0:57:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 1 0.68 5.914 0.06 0:01:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_0_38 ( 6 142 )') 1 0.12 2.862 0.03 2:50:00 1 0 0 100
('141 ', 'exit_long_tc_d_0_38 ( 141 )') 1 0.15 2.848 0.03 1:47:00 1 0 0 100
('101 ', 'force_exit') 1 -3.03 -155.772 -1.56 20 days, 4:55:00 0 0 1 0
TOTAL 31 1.04 454.205 4.54 22:26:00 30 0 1 96.8

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 163.219 8 0 0
13/04/2024 122.452 5 0 0
14/04/2024 40.225 2 0 0
15/04/2024 0 0 0 0
16/04/2024 33.117 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 16.554 2 0 0
01/05/2024 -155.772 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 31 / 1.03
Starting balance 10000 USDT
Final balance 10454.205 USDT
Absolute profit 454.205 USDT
Total profit % 4.54%
CAGR % 71.68%
Sortino -100.00
Sharpe 8.23
Calmar 197.02
Profit factor 3.92
Expectancy (Ratio) 14.65 (0.09)
Avg. daily profit % 0.15%
Avg. stake amount 1441.103 USDT
Total trade volume 44674.204 USDT
Best Pair CKB/USDT 1.28%
Worst Pair UNI/USDT -1.56%
Best trade CKB/USDT 3.15%
Worst trade UNI/USDT -3.03%
Best day 163.219 USDT
Worst day -155.772 USDT
Days win/draw/lose 9 / 21 / 1
Avg. Duration Winners 7:02:00
Avg. Duration Loser 20 days, 4:55:00
Max Consecutive Wins / Loss 30 / 1
Rejected Entry signals 224
Entry/Exit Timeouts 0 / 0
Min balance 10017.645 USDT
Max balance 10609.977 USDT
Max % of account underwater 1.47%
Absolute Drawdown (Account) 1.47%
Absolute Drawdown 155.772 USDT
Drawdown high 609.977 USDT
Drawdown low 454.205 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 31 1.04 454.205 4.54 22:26:00 30 0 1 96.8 155.772 USDT 1.47%

@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 6 days, 22:13:00 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 1.5 % 1.36 % 1.36 % 1.96 % 1.96 %
Profit Sum 4.5 % 5.44 % 5.44 % 7.82 % 7.82 %
Profit Total 1.22 % 1.3 % 1.3 % 1.9 % 1.9 %
Trades 3 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
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
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 3 1.5 121.835 1.22 6 days, 22:13:00 3 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 1 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 1 1.59 13.759 0.14 5:15:00 1 0 0 100
TOTAL 3 1.5 121.835 1.22 6 days, 22:13:00 3 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 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
TOTAL 3 1.5 121.835 1.22 6 days, 22:13:00 3 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 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
TOTAL 3 1.5 121.835 1.22 6 days, 22:13:00 3 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

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 3 / 0.1
Starting balance 10000 USDT
Final balance 10121.835 USDT
Absolute profit 121.835 USDT
Total profit % 1.22%
CAGR % 15.32%
Sortino -100.00
Sharpe 2.45
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 40.61 (100.00)
Avg. daily profit % 0.04%
Avg. stake amount 1098.532 USDT
Total trade volume 3295.596 USDT
Best Pair ALGO/USDT 0.83%
Worst Pair AAVE/USDT 0.00%
Best trade ALGO/USDT 1.65%
Worst trade STX/USDT 1.26%
Best day 83.425 USDT
Worst day 0 USDT
Days win/draw/lose 3 / 17 / 0
Avg. Duration Winners 6 days, 22:13:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 3 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -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 3 1.50 121.835 1.22 6 days, 22:13:00 3 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20240601-20240701

Current Previous v15.1.293 v15.1.286 v15.1.274
Average Duration 16:04:00 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 1.25 % 1.17 % 1.17 % 1.34 % 1.34 %
Profit Sum 38.72 % 33.86 % 33.86 % 37.5 % 37.5 %
Profit Total 5.54 % 4.71 % 4.71 % 6.28 % 6.28 %
Trades 31 29 29 28 28
Win Rate 96.77 % 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%
VRA/USDT 3 2.02 81.452 0.81 0:03:00 3 0 0 100
ETC/USDT 2 2.11 70.183 0.7 0:33:00 2 0 0 100
VELO/USDT 3 1.11 57.719 0.58 0:21:00 3 0 0 100
ALGO/USDT 2 1.44 49.502 0.5 0:14:00 2 0 0 100
UNI/USDT 1 2.91 48.738 0.49 0:02:00 1 0 0 100
CKB/USDT 2 1.25 40.060 0.4 0:42:00 2 0 0 100
ADA/USDT 2 1.61 36.264 0.36 0:14:00 2 0 0 100
EOS/USDT 2 0.89 33.460 0.33 1 day, 2:54:00 2 0 0 100
AAVE/USDT 2 0.99 29.619 0.3 0:33:00 2 0 0 100
STX/USDT 1 1.64 27.439 0.27 0:01:00 1 0 0 100
ATOM/USDT 3 0.9 26.936 0.27 0:14:00 3 0 0 100
LTC/USDT 1 1.46 24.244 0.24 0:02:00 1 0 0 100
AVA/USDT 1 1.12 9.433 0.09 1:13:00 1 0 0 100
VET/USDT 1 1.08 9.109 0.09 0:17:00 1 0 0 100
NIM/USDT 2 0.32 5.574 0.06 0:03:00 2 0 0 100
NWC/USDT 1 0.3 2.555 0.03 0:07:00 1 0 0 100
GRT/USDT 2 0.45 2.043 0.02 9 days, 2:03:00 1 0 1 50.0
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
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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
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
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 31 1.25 554.331 5.54 16:04:00 30 0 1 96.8

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 -0.08 -6.101 -0.06 18 days, 4:05:00 0 0 1 0
TOTAL 1 -0.08 -6.101 -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 1.04 96.240 0.96 0:14:00 11 0 0 100
143 5 1.12 95.229 0.95 0:53:00 5 0 0 100
142 3 1.05 56.909 0.57 17:30:00 3 0 0 100
101 141 1 3.18 52.680 0.53 0:01:00 1 0 0 100
1 2 1.51 51.107 0.51 0:02:00 2 0 0 100
3 6 101 142 1 2.91 48.738 0.49 0:02:00 1 0 0 100
3 2 1.25 40.060 0.4 0:42:00 2 0 0 100
6 1 1.75 29.904 0.3 0:06:00 1 0 0 100
4 101 141 1 1.64 27.439 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
3 41 1 1.11 19.092 0.19 0:28:00 1 0 0 100
42 1 1.08 18.790 0.19 0:33:00 1 0 0 100
120 1 -0.08 -6.101 -0.06 18 days, 4:05:00 0 0 1 0
TOTAL 31 1.25 554.331 5.54 16:04:00 30 0 1 96.8

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 52.680 0.53 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 2 1.51 51.107 0.51 0:02:00 2 0 0 100
exit_long_normal_u_2 ( 3 6 101 142 ) 1 2.91 48.738 0.49 0:02:00 1 0 0 100
exit_long_tc_w_1_3 ( 143 ) 2 1.29 43.367 0.43 1:05:00 2 0 0 100
exit_long_rapid_u_2 ( 101 ) 2 2.33 39.115 0.39 0:02:00 2 0 0 100
exit_long_tc_d_1_20 ( 143 ) 2 1.05 36.049 0.36 0:27:00 2 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.8 30.881 0.31 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.75 29.904 0.3 0:06:00 1 0 0 100
exit_long_normal_u_1 ( 4 101 141 ) 1 1.64 27.439 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 20.683 0.21 0:20:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 5 0.47 20.028 0.2 0:03:00 5 0 0 100
exit_long_normal_d_1_53 ( 3 ) 1 1.15 19.377 0.19 1:05:00 1 0 0 100
exit_long_normal_d_1_20 ( 3 41 ) 1 1.11 19.092 0.19 0:28:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.08 18.790 0.19 0:33:00 1 0 0 100
exit_long_tc_d_1_52 ( 142 ) 1 0.84 17.647 0.18 2 days, 4:27:00 1 0 0 100
exit_long_tc_d_0_37 ( 143 ) 1 0.94 15.813 0.16 1:20:00 1 0 0 100
exit_long_rapid_d_1_70 ( 101 ) 1 1.12 9.447 0.09 0:39:00 1 0 0 100
exit_long_rapid_d_1_53 ( 101 ) 1 1.12 9.433 0.09 1:13:00 1 0 0 100
exit_long_rapid_d_1_20 ( 101 ) 1 1.08 9.109 0.09 0:17:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 1 1.06 9.108 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 -6.101 -0.06 18 days, 4:05:00 0 0 1 0
TOTAL 31 1.25 554.331 5.54 16:04:00 30 0 1 96.8

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 52.680 0.53 0:01:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 2 1.51 51.107 0.51 0:02:00 2 0 0 100
('3 6 101 142 ', 'exit_long_normal_u_2 ( 3 6 101 142 )') 1 2.91 48.738 0.49 0:02:00 1 0 0 100
('143 ', 'exit_long_tc_w_1_3 ( 143 )') 2 1.29 43.367 0.43 1:05:00 2 0 0 100
('101 ', 'exit_long_rapid_u_2 ( 101 )') 2 2.33 39.115 0.39 0:02:00 2 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 2 1.05 36.049 0.36 0:27:00 2 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.8 30.881 0.31 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.75 29.904 0.3 0:06:00 1 0 0 100
('4 101 141 ', 'exit_long_normal_u_1 ( 4 101 141 )') 1 1.64 27.439 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 20.683 0.21 0:20:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 5 0.47 20.028 0.2 0:03:00 5 0 0 100
('3 ', 'exit_long_normal_d_1_53 ( 3 )') 1 1.15 19.377 0.19 1:05:00 1 0 0 100
('3 41 ', 'exit_long_normal_d_1_20 ( 3 41 )') 1 1.11 19.092 0.19 0:28:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.08 18.790 0.19 0:33:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_52 ( 142 )') 1 0.84 17.647 0.18 2 days, 4:27:00 1 0 0 100
('143 ', 'exit_long_tc_d_0_37 ( 143 )') 1 0.94 15.813 0.16 1:20:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_70 ( 101 )') 1 1.12 9.447 0.09 0:39:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_53 ( 101 )') 1 1.12 9.433 0.09 1:13:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_20 ( 101 )') 1 1.08 9.109 0.09 0:17:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 1 1.06 9.108 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 -6.101 -0.06 18 days, 4:05:00 0 0 1 0
TOTAL 31 1.25 554.331 5.54 16:04:00 30 0 1 96.8

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
07/06/2024 330.277 16 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 29.904 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 177.031 10 0 0
19/06/2024 0 0 0 0
20/06/2024 17.647 1 0 0
21/06/2024 5.574 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 -6.101 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 31 / 1.03
Starting balance 10000 USDT
Final balance 10554.331 USDT
Absolute profit 554.331 USDT
Total profit % 5.54%
CAGR % 92.79%
Sortino -100.00
Sharpe 28.29
Calmar 6110.25
Profit factor 91.86
Expectancy (Ratio) 17.88 (2.93)
Avg. daily profit % 0.18%
Avg. stake amount 1410.326 USDT
Total trade volume 43720.101 USDT
Best Pair VRA/USDT 0.81%
Worst Pair ALEPH/USDT 0.00%
Best trade ETC/USDT 3.18%
Worst trade GRT/USDT -0.08%
Best day 330.277 USDT
Worst day -6.101 USDT
Days win/draw/lose 5 / 19 / 1
Avg. Duration Winners 2:04:00
Avg. Duration Loser 18 days, 4:05:00
Max Consecutive Wins / Loss 30 / 1
Rejected Entry signals 15
Entry/Exit Timeouts 0 / 0
Min balance 10020.279 USDT
Max balance 10560.433 USDT
Max % of account underwater 0.06%
Absolute Drawdown (Account) 0.06%
Absolute Drawdown 6.101 USDT
Drawdown high 560.433 USDT
Drawdown low 554.331 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 31 1.25 554.331 5.54 16:04:00 30 0 1 96.8 6.101 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 1:43:00 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 1.46 % 1.48 % 1.46 % 1.59 % 1.59 %
Profit Sum 19.02 % 20.7 % 21.95 % 12.68 % 12.68 %
Profit Total 2.47 % 2.61 % 2.72 % 2.18 % 2.18 %
Trades 13 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 81.214 0.81 2:45:00 1 0 0 100
AAVE/USDT 2 1.3 43.099 0.43 0:05:00 2 0 0 100
PRE/USDT 1 1.02 24.030 0.24 15:45:00 1 0 0 100
BCH/USDT 1 1.28 21.526 0.22 0:14:00 1 0 0 100
CHR/USDT 2 1.23 20.939 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
DOT/USDT 1 1.05 8.715 0.09 0:03:00 1 0 0 100
UNI/USDT 1 1.03 8.534 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
NEO/USDT 1 1.01 8.402 0.08 0:04:00 1 0 0 100
BNB/USDT 1 0.41 3.443 0.03 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
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
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
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 13 1.46 246.799 2.47 1:43:00 13 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 1 4.9 81.214 0.81 2:45:00 1 0 0 100
101 8 1.15 76.930 0.77 0:25:00 8 0 0 100
6 101 2 1.3 43.099 0.43 0:05:00 2 0 0 100
4 1 1.02 24.030 0.24 15:45:00 1 0 0 100
6 141 142 1 1.28 21.526 0.22 0:14:00 1 0 0 100
TOTAL 13 1.46 246.799 2.47 1:43:00 13 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_4_25 ( 6 ) 1 4.9 81.214 0.81 2:45:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 5 1.08 44.731 0.45 0:06:00 5 0 0 100
exit_long_normal_u_1 ( 6 101 ) 2 1.3 43.099 0.43 0:05:00 2 0 0 100
exit_long_normal_d_1_35 ( 4 ) 1 1.02 24.030 0.24 15:45:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 1 1.28 21.526 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 10.291 0.1 1:15:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 1 0.41 3.443 0.03 0:01:00 1 0 0 100
TOTAL 13 1.46 246.799 2.47 1:43:00 13 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_4_25 ( 6 )') 1 4.9 81.214 0.81 2:45:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 5 1.08 44.731 0.45 0:06:00 5 0 0 100
('6 101 ', 'exit_long_normal_u_1 ( 6 101 )') 2 1.3 43.099 0.43 0:05:00 2 0 0 100
('4 ', 'exit_long_normal_d_1_35 ( 4 )') 1 1.02 24.030 0.24 15:45:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 1 1.28 21.526 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 10.291 0.1 1:15:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 1 0.41 3.443 0.03 0:01:00 1 0 0 100
TOTAL 13 1.46 246.799 2.47 1:43:00 13 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
05/07/2024 246.799 13 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 13 / 0.42
Starting balance 10000 USDT
Final balance 10246.799 USDT
Absolute profit 246.799 USDT
Total profit % 2.47%
CAGR % 33.25%
Sortino -100.00
Sharpe 7.95
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 18.98 (100.00)
Avg. daily profit % 0.08%
Avg. stake amount 1147.708 USDT
Total trade volume 14920.203 USDT
Best Pair VRA/USDT 0.81%
Worst Pair ADA/USDT 0.00%
Best trade VRA/USDT 4.90%
Worst trade BNB/USDT 0.41%
Best day 246.799 USDT
Worst day 246.799 USDT
Days win/draw/lose 1 / 0 / 0
Avg. Duration Winners 1:43:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 13 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+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 13 1.46 246.799 2.47 1:43:00 13 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, 2:30:00 1 day, 3:58:00 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 1.02 % 1.03 % 1.1 % 1.72 % 1.6 %
Profit Sum 21.34 % 20.54 % 18.68 % 18.93 % 17.57 %
Profit Total 3.12 % 3.05 % 3.01 % 3.82 % 3.25 %
Trades 21 20 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%
GRT/USDT 1 1.72 82.647 0.83 20 days, 23:20:00 1 0 0 100
BCH/USDT 2 2.11 61.403 0.61 0:11:00 2 0 0 100
AAVE/USDT 2 1.82 60.668 0.61 0:06:00 2 0 0 100
ETH/USDT 3 0.87 24.939 0.25 0:09:00 3 0 0 100
CKB/USDT 2 1.02 18.777 0.19 7:36:00 2 0 0 100
LINK/USDT 1 1.47 12.244 0.12 0:02:00 1 0 0 100
DOT/USDT 1 0.87 11.100 0.11 15:05:00 1 0 0 100
COTI/USDT 2 0.64 10.923 0.11 7:34:00 2 0 0 100
ADA/USDT 1 0.96 7.916 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
BNB/USDT 1 0.67 5.515 0.06 0:06:00 1 0 0 100
ALGO/USDT 2 0.24 4.372 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
MKR/USDT 1 0.22 1.850 0.02 0:09:00 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
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
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
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
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
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 21 1.02 311.949 3.12 1 day, 2:30:00 21 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
101 16 0.78 109.329 1.09 3:18:00 16 0 0 100
142 2 2.85 94.968 0.95 0:14:00 2 0 0 100
120 1 1.72 82.647 0.83 20 days, 23:20:00 1 0 0 100
6 1 1.1 18.276 0.18 0:02:00 1 0 0 100
141 1 0.41 6.728 0.07 0:01:00 1 0 0 100
TOTAL 21 1.02 311.949 3.12 1 day, 2:30:00 21 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 1.72 82.647 0.83 20 days, 23:20:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 6 1.19 59.415 0.59 0:06:00 6 0 0 100
exit_long_tc_d_3_65 ( 142 ) 1 3.15 52.576 0.53 0:19:00 1 0 0 100
exit_long_tc_u_2 ( 142 ) 1 2.55 42.392 0.42 0:09:00 1 0 0 100
exit_long_rapid_u_0 ( 101 ) 6 0.55 27.256 0.27 0:05:00 6 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.1 18.276 0.18 0:02:00 1 0 0 100
exit_long_rapid_rpd_3 ( 101 ) 1 0.87 11.100 0.11 15:05:00 1 0 0 100
exit_long_rapid_d_1_50 ( 101 ) 1 0.82 8.663 0.09 15:09:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 1 0.41 6.728 0.07 0:01:00 1 0 0 100
exit_long_rapid_d_0_38 ( 101 ) 1 0.2 1.992 0.02 6:14:00 1 0 0 100
exit_long_rapid_d_0_50 ( 101 ) 1 0.08 0.904 0.01 15:08:00 1 0 0 100
TOTAL 21 1.02 311.949 3.12 1 day, 2:30:00 21 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 1.72 82.647 0.83 20 days, 23:20:00 1 0 0 100
('101 ', 'exit_long_rapid_u_1 ( 101 )') 6 1.19 59.415 0.59 0:06:00 6 0 0 100
('142 ', 'exit_long_tc_d_3_65 ( 142 )') 1 3.15 52.576 0.53 0:19:00 1 0 0 100
('142 ', 'exit_long_tc_u_2 ( 142 )') 1 2.55 42.392 0.42 0:09:00 1 0 0 100
('101 ', 'exit_long_rapid_u_0 ( 101 )') 6 0.55 27.256 0.27 0:05:00 6 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.1 18.276 0.18 0:02:00 1 0 0 100
('101 ', 'exit_long_rapid_rpd_3 ( 101 )') 1 0.87 11.100 0.11 15:05:00 1 0 0 100
('101 ', 'exit_long_rapid_d_1_50 ( 101 )') 1 0.82 8.663 0.09 15:09:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 1 0.41 6.728 0.07 0:01:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_38 ( 101 )') 1 0.2 1.992 0.02 6:14:00 1 0 0 100
('101 ', 'exit_long_rapid_d_0_50 ( 101 )') 1 0.08 0.904 0.01 15:08:00 1 0 0 100
TOTAL 21 1.02 311.949 3.12 1 day, 2:30:00 21 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
04/08/2024 6.728 1 0 0
05/08/2024 222.574 19 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 21 / 0.68
Starting balance 10000 USDT
Final balance 10311.949 USDT
Absolute profit 311.949 USDT
Total profit % 3.12%
CAGR % 43.57%
Sortino -100.00
Sharpe 9.79
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 14.85 (100.00)
Avg. daily profit % 0.10%
Avg. stake amount 957.076 USDT
Total trade volume 20098.598 USDT
Best Pair BCH/USDT 0.61%
Worst Pair ALEPH/USDT 0.00%
Best trade BCH/USDT 3.15%
Worst trade COTI/USDT 0.08%
Best day 222.574 USDT
Worst day 0 USDT
Days win/draw/lose 3 / 17 / 0
Avg. Duration Winners 1 day, 2:30:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 21 / 0
Rejected Entry signals 54
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -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 21 1.02 311.949 3.12 1 day, 2:30:00 21 0 0 100 0 USDT 0.00%

Please sign in to comment.