Skip to content

Commit

Permalink
X4: add global buy protection rule.
Browse files Browse the repository at this point in the history
  • Loading branch information
iterativv committed Feb 27, 2024
1 parent 9c4552f commit 8d99fc5
Showing 1 changed file with 12 additions and 1 deletion.
13 changes: 12 additions & 1 deletion NostalgiaForInfinityX4.py
Original file line number Diff line number Diff line change
Expand Up @@ -68,7 +68,7 @@ class NostalgiaForInfinityX4(IStrategy):
INTERFACE_VERSION = 3

def version(self) -> str:
return "v14.1.253"
return "v14.1.254"

stoploss = -0.99

Expand Down Expand Up @@ -19339,6 +19339,17 @@ def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame
| (dataframe["ema_200_dec_4_1d"] == False)
| (dataframe["close"] > (dataframe["high_max_12_1h"] * 0.90))
)
& (
(dataframe["not_downtrend_1h"])
| (dataframe["rsi_3_15m"] > 26.0)
| (dataframe["rsi_3_1h"] > 26.0)
| (dataframe["r_480_1h"] > -75.0)
| (dataframe["r_480_4h"] > -80.0)
| (dataframe["close"] > dataframe["sup_level_4h"])
| (dataframe["close"] > dataframe["sup_level_1d"])
| (dataframe["ema_200_dec_48_1h"] == False)
| (dataframe["ema_200_dec_24_4h"] == False)
)
)

# Global protections
Expand Down

68 comments on commit 8d99fc5

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20210901-20211001

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 17:54:00 17:54:00 17:54:00 18:36:00 5:14:00
Market Change -12.04 % -12.04 % -12.04 % -12.04 % -12.43 %
Max Drawdown 2.8926 % 2.8926 % 2.8926 % 2.8893 % 0.0 %
Profit Mean 1.7671 % 1.7671 % 1.7671 % 1.742 % 2.2048 %
Profit Sum 196.15 % 196.15 % 196.15 % 186.4 % 185.2 %
Profit Total 15.6 % 15.6 % 15.6 % 14.7 % 16.14 %
Trades 111 111 111 107 84
Win Rate 98.2 % 98.2 % 98.2 % 98.13 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
AR/USDT 8 1.97 15.73 134.288 1.34 1:17:00 8 0 0 100
COTI/USDT 4 3.22 12.86 117.283 1.17 3:50:00 4 0 0 100
CELO/USDT 2 4.60 9.19 81.283 0.81 4 days, 15:45:00 2 0 0 100
CFX/USDT 3 2.63 7.88 72.871 0.73 2:26:00 3 0 0 100
TRU/USDT 3 2.64 7.92 71.268 0.71 11:42:00 3 0 0 100
DATA/USDT 3 2.45 7.36 67.654 0.68 11:52:00 3 0 0 100
CKB/USDT 3 2.48 7.44 67.187 0.67 1:11:00 3 0 0 100
MASK/USDT 2 3.55 7.10 59.929 0.60 1:14:00 2 0 0 100
CRV/USDT 3 2.36 7.08 59.613 0.60 16:00:00 3 0 0 100
FIS/USDT 3 2.06 6.17 54.277 0.54 1:25:00 3 0 0 100
MDT/USDT 1 5.82 5.82 53.120 0.53 3:50:00 1 0 0 100
OG/USDT 4 1.44 5.77 53.017 0.53 3:43:00 4 0 0 100
POND/USDT 4 1.50 6.01 46.624 0.47 0:40:00 4 0 0 100
MTL/USDT 2 2.31 4.62 44.235 0.44 10:06:00 2 0 0 100
HARD/USDT 1 4.58 4.58 42.803 0.43 0:30:00 1 0 0 100
FET/USDT 1 4.05 4.05 37.178 0.37 0:27:00 1 0 0 100
WING/USDT 2 2.05 4.11 35.809 0.36 5:47:00 2 0 0 100
STRAX/USDT 2 1.94 3.87 34.726 0.35 2:21:00 2 0 0 100
ORN/USDT 1 3.73 3.73 31.905 0.32 0:40:00 1 0 0 100
AXS/USDT 1 3.60 3.60 29.994 0.30 0:35:00 1 0 0 100
AUDIO/USDT 3 1.11 3.33 28.771 0.29 2:36:00 3 0 0 100
ONE/USDT 2 1.65 3.31 28.529 0.29 0:16:00 2 0 0 100
CTSI/USDT 2 1.49 2.98 27.015 0.27 2:48:00 2 0 0 100
TWT/USDT 2 1.55 3.10 26.755 0.27 5:00:00 2 0 0 100
SFP/USDT 1 3.09 3.09 25.996 0.26 0:01:00 1 0 0 100
1INCH/USDT 2 1.72 3.44 24.730 0.25 1:12:00 2 0 0 100
GRT/USDT 2 1.86 3.72 24.308 0.24 1:15:00 2 0 0 100
CELR/USDT 2 1.29 2.58 23.640 0.24 20:30:00 2 0 0 100
INJ/USDT 2 1.28 2.56 22.889 0.23 3 days, 9:14:00 2 0 0 100
LTO/USDT 2 1.32 2.65 22.699 0.23 1:29:00 2 0 0 100
SLP/USDT 1 2.31 2.31 22.359 0.22 0:25:00 1 0 0 100
OGN/USDT 1 2.57 2.57 21.975 0.22 0:50:00 1 0 0 100
LINA/USDT 1 2.47 2.47 21.575 0.22 1:13:00 1 0 0 100
BAND/USDT 1 2.47 2.47 21.539 0.22 1:14:00 1 0 0 100
PERP/USDT 2 1.10 2.20 21.452 0.21 2:22:00 2 0 0 100
SUPER/USDT 1 2.24 2.24 20.546 0.21 7 days, 5:25:00 1 0 0 100
REN/USDT 1 2.18 2.18 20.186 0.20 1 day, 18:49:00 1 0 0 100
SXP/USDT 1 2.31 2.31 19.900 0.20 0:55:00 1 0 0 100
DOCK/USDT 1 2.03 2.03 18.436 0.18 1 day, 20:00:00 1 0 0 100
AVA/USDT 1 1.82 1.82 17.702 0.18 0:44:00 1 0 0 100
PHA/USDT 1 1.72 1.72 15.992 0.16 2:08:00 1 0 0 100
ATOM/USDT 2 1.28 2.56 15.695 0.16 20:27:00 2 0 0 100
BADGER/USDT 1 1.35 1.35 15.576 0.16 14 days, 8:40:00 1 0 0 100
AVAX/USDT 1 1.69 1.69 14.242 0.14 4 days, 0:06:00 1 0 0 100
AKRO/USDT 1 1.56 1.56 13.202 0.13 2:00:00 1 0 0 100
IDEX/USDT 1 3.34 3.34 13.083 0.13 0:37:00 1 0 0 100
KSM/USDT 1 1.37 1.37 12.428 0.12 0:42:00 1 0 0 100
ROSE/USDT 1 1.35 1.35 12.159 0.12 0:08:00 1 0 0 100
QNT/USDT 2 1.65 3.31 12.099 0.12 3:20:00 2 0 0 100
NEAR/USDT 1 1.33 1.33 11.193 0.11 0:02:00 1 0 0 100
C98/USDT 1 1.26 1.26 10.938 0.11 0:32:00 1 0 0 100
HIVE/USDT 1 1.14 1.14 10.913 0.11 0:07:00 1 0 0 100
DOT/USDT 1 1.14 1.14 10.645 0.11 3:45:00 1 0 0 100
BOND/USDT 1 1.06 1.06 10.399 0.10 0:15:00 1 0 0 100
FORTH/USDT 1 1.07 1.07 10.254 0.10 0:27:00 1 0 0 100
IOTX/USDT 1 1.21 1.21 10.208 0.10 0:01:00 1 0 0 100
ZIL/USDT 1 1.11 1.11 10.040 0.10 0:03:00 1 0 0 100
XTZ/USDT 1 1.09 1.09 9.939 0.10 0:11:00 1 0 0 100
NKN/USDT 1 1.12 1.12 9.590 0.10 0:17:00 1 0 0 100
LSK/USDT 1 1.03 1.03 8.779 0.09 0:14:00 1 0 0 100
FTM/USDT 1 1.15 1.15 4.450 0.04 1:27:00 1 0 0 100
IOTA/USDT 1 1.03 1.03 3.744 0.04 4:44:00 1 0 0 100
ALPACA/USDT 1 0.73 0.73 2.860 0.03 1:20:00 1 0 0 100
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 1 -7.90 -7.90 -105.564 -1.06 10 days, 13:45:00 0 0 1 0
WNXM/USDT 1 -17.91 -17.91 -238.781 -2.39 11 days, 11:00:00 0 0 1 0
TOTAL 111 1.77 196.15 1560.150 15.60 17:54:00 109 0 2 98.2

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
WRX/USDT 1 -7.90 -7.90 -105.564 -1.06 10 days, 13:45:00 0 0 1 0
WNXM/USDT 1 -17.91 -17.91 -238.781 -2.39 11 days, 11:00:00 0 0 1 0
TOTAL 2 -12.90 -25.80 -344.344 -3.44 11 days, 0:22:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
44 13 2.01 26.07 239.626 2.40 10:54:00 13 0 0 100
47 17 1.52 25.81 200.870 2.01 1 day, 4:15:00 16 0 1 94.1
25 9 2.21 19.91 182.377 1.82 1:14:00 9 0 0 100
104 10 1.69 16.94 149.311 1.49 17:13:00 10 0 0 100
41 61 6 2.76 16.57 148.817 1.49 1:24:00 6 0 0 100
106 7 2.17 15.21 129.989 1.30 1:20:00 7 0 0 100
24 4 2.95 11.80 107.154 1.07 2:09:00 4 0 0 100
12 5 1.82 9.09 77.481 0.77 0:03:00 5 0 0 100
61 12 1.41 16.97 64.006 0.64 5:05:00 12 0 0 100
7 2 2.44 4.87 42.569 0.43 1:13:00 2 0 0 100
105 2 2.11 4.22 39.194 0.39 3:07:00 2 0 0 100
45 2 2.10 4.20 39.029 0.39 4 days, 13:44:00 2 0 0 100
41 1 4.05 4.05 37.178 0.37 0:27:00 1 0 0 100
21 3 1.19 3.57 31.047 0.31 2:36:00 3 0 0 100
9 1 2.87 2.87 26.009 0.26 1:10:00 1 0 0 100
103 1 2.47 2.47 21.575 0.22 1:13:00 1 0 0 100
102 1 1.93 1.93 17.399 0.17 4:55:00 1 0 0 100
1 4 6 21 1 1.10 1.10 9.319 0.09 0:07:00 1 0 0 100
46 14 0.61 8.50 -2.799 -0.03 2 days, 12:44:00 13 0 1 92.9
TOTAL 111 1.77 196.15 1560.150 15.60 17:54:00 109 0 2 98.2

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 9 9 0 0 100 1.52 13.64 51.757 2.27
exit_profit_quick_max_m ( 47 ) 9 9 0 0 100 1.87 16.79 152.274 2.8
exit_profit_quick_max_m ( 46 ) 8 8 0 0 100 1.47 11.74 102.98 1.96
exit_profit_quick_max_m ( 44 ) 6 6 0 0 100 1.36 8.16 76.322 1.36
exit_profit_long_rapid_max_m ( 104 ) 6 6 0 0 100 1.75 10.52 94.364 1.75
exit_profit_pump_max_m ( 25 ) 4 4 0 0 100 1.59 6.38 58.951 1.06
exit_profit_quick_max_m ( 41 61 ) 3 3 0 0 100 3 9 81.211 1.5
exit_long_rapid_rpd_3 ( 106 ) 3 3 0 0 100 2.61 7.82 66.731 1.3
exit_long_rapid_rpd_3 ( 104 ) 3 3 0 0 100 1.66 4.97 41.864 0.83
exit_profit_pump_max_m ( 24 ) 3 3 0 0 100 1.66 4.99 47.198 0.83
exit_quick_u_1 ( 44 ) 2 2 0 0 100 1.13 2.25 20.953 0.38
exit_profit_normal_max_m ( 7 ) 2 2 0 0 100 2.44 4.87 42.569 0.81
exit_profit_long_rapid_max_m ( 106 ) 2 2 0 0 100 1.25 2.51 21.382 0.42
exit_quick_d_3_1 ( 44 ) 2 2 0 0 100 3.46 6.92 61.781 1.15
force_exit 2 0 0 2 0 -12.9 -25.8 -344.344 -4.3
exit_profit_pump_max_m ( 21 ) 1 1 0 0 100 1.16 1.16 9.84 0.19
exit_quick_d_2_1 ( 47 ) 1 1 0 0 100 2.06 2.06 18.835 0.34
exit_long_rapid_w_1_5 ( 104 ) 1 1 0 0 100 1.45 1.45 13.083 0.24
exit_profit_quick_max_m ( 41 ) 1 1 0 0 100 4.05 4.05 37.178 0.67
exit_pump_d_2_20 ( 25 ) 1 1 0 0 100 2.83 2.83 26.089 0.47
exit_quick_3_1_1 ( 44 ) 1 1 0 0 100 2.03 2.03 18.436 0.34
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 1.17 1.17 10.931 0.2
exit_quick_w_1_17 ( 47 ) 1 1 0 0 100 1.13 1.13 10.557 0.19
exit_pump_d_1_3 ( 25 ) 1 1 0 0 100 1.72 1.72 15.992 0.29
exit_quick_3_1_1 ( 46 ) 1 1 0 0 100 1.35 1.35 15.576 0.22
exit_quick_w_4_10 ( 47 ) 1 1 0 0 100 4.58 4.58 42.803 0.76
exit_quick_q_2 ( 47 ) 1 1 0 0 100 2.09 2.09 19.648 0.35
exit_long_rapid_w_3_12 ( 105 ) 1 1 0 0 100 3.16 3.16 29.582 0.53
exit_quick_w_4_2 ( 46 ) 1 1 0 0 100 4.67 4.67 44.069 0.78
exit_quick_q_3 ( 47 ) 1 1 0 0 100 2.46 2.46 23.327 0.41
exit_quick_2_1_1 ( 45 ) 1 1 0 0 100 2.38 2.38 21.327 0.4
exit_long_rebuy_u_1 ( 61 ) 1 1 0 0 100 1.02 1.02 3.908 0.17
exit_quick_2_1_1 ( 44 ) 1 1 0 0 100 4.85 4.85 46.729 0.81
exit_quick_u_1 ( 41 61 ) 1 1 0 0 100 1.02 1.02 9.874 0.17
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 1.82 1.82 17.702 0.3
exit_quick_8_1_1 ( 46 ) 1 1 0 0 100 1.22 1.22 11.596 0.2
exit_long_rebuy_d_0_18 ( 61 ) 1 1 0 0 100 0.73 0.73 2.86 0.12
exit_pump_w_5_2 ( 25 ) 1 1 0 0 100 5.82 5.82 53.12 0.97
exit_pump_o_1 ( 21 ) 1 1 0 0 100 1.03 1.03 8.779 0.17
exit_long_rapid_rpd_3 ( 102 ) 1 1 0 0 100 1.93 1.93 17.399 0.32
exit_normal_o_1 ( 12 ) 1 1 0 0 100 1.33 1.33 11.193 0.22
exit_quick_d_1_13 ( 46 ) 1 1 0 0 100 1.51 1.51 12.769 0.25
exit_long_rapid_d_2_23 ( 106 ) 1 1 0 0 100 2.57 2.57 21.975 0.43
exit_normal_u_1 ( 1 4 6 21 ) 1 1 0 0 100 1.1 1.1 9.319 0.18
exit_long_rapid_d_2_21 ( 106 ) 1 1 0 0 100 2.31 2.31 19.9 0.39
exit_quick_d_1_23 ( 41 61 ) 1 1 0 0 100 1.25 1.25 10.78 0.21
exit_quick_w_1_12 ( 47 ) 1 1 0 0 100 1.93 1.93 16.672 0.32
exit_normal_u_2 ( 12 ) 1 1 0 0 100 3.09 3.09 25.996 0.51
exit_quick_1_1_1 ( 44 ) 1 1 0 0 100 1.86 1.86 15.406 0.31
exit_long_rebuy_d_1_1 ( 61 ) 1 1 0 0 100 1.58 1.58 5.482 0.26
exit_profit_long_rapid_max_m ( 103 ) 1 1 0 0 100 2.47 2.47 21.575 0.41
exit_profit_long_rapid_max_m ( 105 ) 1 1 0 0 100 1.06 1.06 9.612 0.18
exit_pump_d_2_10 ( 25 ) 1 1 0 0 100 2.08 2.08 18.286 0.35
exit_pump_2_1_1 ( 24 ) 1 1 0 0 100 6.81 6.81 59.956 1.14
exit_quick_q_3 ( 41 61 ) 1 1 0 0 100 5.31 5.31 46.953 0.88
exit_normal_u_1 ( 12 ) 1 1 0 0 100 1.21 1.21 10.208 0.2
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 5.92 5.92 48.992 0.99
exit_normal_o_2 ( 12 ) 1 1 0 0 100 2.28 2.28 19.152 0.38
exit_quick_w_2_10 ( 47 ) 1 1 0 0 100 2.67 2.67 22.317 0.45
exit_pump_d_1_10 ( 21 ) 1 1 0 0 100 1.37 1.37 12.428 0.23
exit_normal_d_2_1 ( 9 ) 1 1 0 0 100 2.87 2.87 26.009 0.48
exit_pump_d_1_10 ( 25 ) 1 1 0 0 100 1.09 1.09 9.939 0.18

SUMMARY METRICS

Metric Value
Backtesting from 2021-09-01 00:00:00
Backtesting to 2021-10-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 111 / 3.7
Starting balance 10000 USDT
Final balance 11560.15 USDT
Absolute profit 1560.15 USDT
Total profit % 15.60%
CAGR % 483.52%
Sortino 14.92
Sharpe 34.00
Calmar 343.49
Profit factor 5.53
Expectancy (Ratio) 14.06 (0.08)
Trades per day 3.7
Avg. daily profit % 0.52%
Avg. stake amount 848.908 USDT
Total trade volume 94228.81 USDT
Best Pair AR/USDT 15.73%
Worst Pair WNXM/USDT -17.91%
Best trade CELO/USDT 6.81%
Worst trade WNXM/USDT -17.91%
Best day 248.845 USDT
Worst day -344.344 USDT
Days win/draw/lose 28 / 2 / 1
Avg. Duration Winners 13:23:00
Avg. Duration Loser 11 days, 0:22:00
Max Consecutive Wins / Loss 109 / 2
Rejected Entry signals 97
Entry/Exit Timeouts 0 / 0
Min balance 10009.604 USDT
Max balance 11904.494 USDT
Max % of account underwater 2.89%
Absolute Drawdown (Account) 2.89%
Absolute Drawdown 344.344 USDT
Drawdown high 1904.494 USDT
Drawdown low 1560.15 USDT
Drawdown Start 2021-09-30 17:15:00
Drawdown End 2021-10-01 00:00:00
Market change -12.04%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 111 1.77 196.15 1560.150 15.60 17:54:00 109 0 2 98.2 344.344 USDT 2.89%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20211001-20211101

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 18:49:00 18:49:00 18:49:00 19:33:00 4:37:00
Market Change 35.36 % 35.36 % 35.36 % 35.36 % 34.89 %
Max Drawdown 1.9976 % 1.9976 % 1.9976 % 1.4007 % 0.6015 %
Profit Mean 1.4961 % 1.4961 % 1.4961 % 1.6011 % 1.3925 %
Profit Sum 124.18 % 124.18 % 124.18 % 126.49 % 44.56 %
Profit Total 10.24 % 10.24 % 10.24 % 10.55 % 3.46 %
Trades 83 83 83 79 32
Win Rate 93.98 % 93.98 % 93.98 % 96.2 % 96.88 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
OXT/USDT 3 4.43 13.28 117.556 1.18 2:10:00 3 0 0 100
ARPA/USDT 5 1.89 9.43 83.966 0.84 1 day, 16:14:00 5 0 0 100
MBL/USDT 4 2.36 9.43 79.481 0.79 6:41:00 4 0 0 100
STPT/USDT 5 1.83 9.15 78.862 0.79 3:56:00 5 0 0 100
CKB/USDT 2 2.89 5.78 49.258 0.49 10:30:00 2 0 0 100
OG/USDT 2 2.50 5.01 41.629 0.42 6:36:00 2 0 0 100
WING/USDT 1 4.60 4.60 40.316 0.40 1:47:00 1 0 0 100
STX/USDT 2 1.92 3.83 34.013 0.34 1:32:00 2 0 0 100
STRAX/USDT 2 1.99 3.99 33.784 0.34 6:06:00 2 0 0 100
BURGER/USDT 2 1.86 3.72 31.571 0.32 1:14:00 2 0 0 100
SUN/USDT 1 3.38 3.38 30.843 0.31 0:10:00 1 0 0 100
CTSI/USDT 1 3.22 3.22 29.476 0.29 17:15:00 1 0 0 100
POND/USDT 1 3.28 3.28 27.460 0.27 5:00:00 1 0 0 100
DODO/USDT 1 2.81 2.81 25.470 0.25 12:25:00 1 0 0 100
MDT/USDT 2 1.45 2.90 24.985 0.25 10:40:00 2 0 0 100
SUPER/USDT 2 1.38 2.76 24.673 0.25 1 day, 11:21:00 2 0 0 100
MTL/USDT 2 1.43 2.86 23.818 0.24 7:36:00 2 0 0 100
AXS/USDT 2 1.32 2.63 23.335 0.23 2:03:00 2 0 0 100
DOGE/USDT 2 1.23 2.47 22.756 0.23 0:34:00 2 0 0 100
ROSE/USDT 2 1.63 3.26 22.655 0.23 2:58:00 2 0 0 100
VTHO/USDT 2 1.54 3.09 22.236 0.22 10:26:00 2 0 0 100
UMA/USDT 1 2.44 2.44 22.010 0.22 0:12:00 1 0 0 100
CFX/USDT 1 2.50 2.50 21.040 0.21 1 day, 12:55:00 1 0 0 100
TWT/USDT 1 2.16 2.16 20.001 0.20 3:16:00 1 0 0 100
WIN/USDT 1 2.13 2.13 19.078 0.19 2:07:00 1 0 0 100
DOCK/USDT 1 2.21 2.21 18.813 0.19 2:05:00 1 0 0 100
C98/USDT 2 1.04 2.07 18.653 0.19 23:52:00 2 0 0 100
PHA/USDT 2 1.05 2.11 18.351 0.18 1:32:00 2 0 0 100
FIO/USDT 1 2.09 2.09 17.695 0.18 1 day, 13:51:00 1 0 0 100
ALICE/USDT 1 1.86 1.86 16.836 0.17 3 days, 15:00:00 1 0 0 100
OM/USDT 1 1.63 1.63 14.414 0.14 9:37:00 1 0 0 100
NEAR/USDT 1 1.53 1.53 14.026 0.14 0:15:00 1 0 0 100
KNC/USDT 1 1.58 1.58 13.802 0.14 6:10:00 1 0 0 100
INJ/USDT 1 1.59 1.59 13.208 0.13 3 days, 6:50:00 1 0 0 100
NEO/USDT 1 1.41 1.41 13.103 0.13 7:00:00 1 0 0 100
XLM/USDT 1 1.34 1.34 11.137 0.11 4:06:00 1 0 0 100
ERN/USDT 1 1.27 1.27 11.099 0.11 2:07:00 1 0 0 100
IOTX/USDT 1 1.26 1.26 10.899 0.11 1 day, 3:03:00 1 0 0 100
AR/USDT 1 1.27 1.27 10.733 0.11 3:27:00 1 0 0 100
XVS/USDT 1 1.13 1.13 9.806 0.10 2:19:00 1 0 0 100
SFP/USDT 1 1.10 1.10 9.719 0.10 15:39:00 1 0 0 100
WNXM/USDT 1 1.04 1.04 9.548 0.10 0:16:00 1 0 0 100
SLP/USDT 1 1.15 1.15 9.533 0.10 0:55:00 1 0 0 100
DATA/USDT 1 1.07 1.07 9.306 0.09 20:06:00 1 0 0 100
TRU/USDT 1 1.01 1.01 9.071 0.09 0:28:00 1 0 0 100
HIVE/USDT 1 1.02 1.02 8.752 0.09 0:40:00 1 0 0 100
SHIB/USDT 1 2.34 2.34 8.668 0.09 2:06:00 1 0 0 100
BLZ/USDT 2 0.39 0.77 6.632 0.07 4:12:00 1 0 1 50.0
BAKE/USDT 1 0.57 0.57 5.190 0.05 1 day, 17:00:00 1 0 0 100
CELR/USDT 1 1.09 1.09 3.709 0.04 2:21:00 1 0 0 100
HARD/USDT 1 0.23 0.23 2.127 0.02 12:25:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OGN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 1 -1.25 -1.25 -11.607 -0.12 5:55:00 0 0 1 0
ZRX/USDT 1 -5.42 -5.42 -50.351 -0.50 6:00:00 0 0 1 0
IDEX/USDT 1 -7.30 -7.30 -67.400 -0.67 2 days, 14:15:00 0 0 1 0
STMX/USDT 1 -7.70 -7.70 -91.905 -0.92 22 days, 11:55:00 0 0 1 0
TOTAL 83 1.50 124.18 1023.837 10.24 18:49:00 78 0 5 94.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NEO/USDT 1 1.41 1.41 13.103 0.13 7:00:00 1 0 0 100
FET/USDT 1 -1.25 -1.25 -11.607 -0.12 5:55:00 0 0 1 0
BLZ/USDT 1 -1.78 -1.78 -16.541 -0.17 7:25:00 0 0 1 0
ZRX/USDT 1 -5.42 -5.42 -50.351 -0.50 6:00:00 0 0 1 0
IDEX/USDT 1 -7.30 -7.30 -67.400 -0.67 2 days, 14:15:00 0 0 1 0
STMX/USDT 1 -7.70 -7.70 -91.905 -0.92 22 days, 11:55:00 0 0 1 0
TOTAL 6 -3.67 -22.04 -224.701 -2.25 4 days, 8:45:00 1 0 5 16.7

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 27 1.92 51.84 457.135 4.57 1 day, 3:04:00 27 0 0 100
47 15 1.85 27.71 241.023 2.41 7:28:00 14 0 1 93.3
104 6 2.05 12.31 106.271 1.06 3:35:00 6 0 0 100
45 4 1.66 6.65 56.872 0.57 2:01:00 4 0 0 100
25 8 0.82 6.55 52.418 0.52 4:13:00 6 0 2 75.0
25 44 1 3.26 3.26 29.321 0.29 0:16:00 1 0 0 100
105 1 2.81 2.81 23.932 0.24 12:10:00 1 0 0 100
24 1 2.53 2.53 22.703 0.23 2:45:00 1 0 0 100
45 102 2 1.17 2.35 20.090 0.20 0:32:00 2 0 0 100
61 4 1.37 5.47 19.274 0.19 4:46:00 4 0 0 100
102 1 1.92 1.92 16.786 0.17 0:39:00 1 0 0 100
103 1 1.89 1.89 16.295 0.16 0:28:00 1 0 0 100
45 104 1 1.53 1.53 14.026 0.14 0:15:00 1 0 0 100
44 7 0.28 1.96 12.063 0.12 11:06:00 6 0 1 85.7
10 1 1.04 1.04 9.548 0.10 0:16:00 1 0 0 100
11 24 1 1.04 1.04 9.050 0.09 0:27:00 1 0 0 100
12 1 1.03 1.03 8.938 0.09 0:07:00 1 0 0 100
11 1 -7.70 -7.70 -91.905 -0.92 22 days, 11:55:00 0 0 1 0
TOTAL 83 1.50 124.18 1023.837 10.24 18:49:00 78 0 5 94.0

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 11 11 0 0 100 1.31 14.45 126.236 2.41
exit_profit_quick_max_m ( 47 ) 6 6 0 0 100 1.54 9.25 80.013 1.54
force_exit 6 1 0 5 16.7 -3.67 -22.04 -224.701 -3.67
exit_profit_quick_max_m ( 44 ) 5 5 0 0 100 1.2 5.98 52.003 1
exit_profit_long_rapid_max_m ( 104 ) 3 3 0 0 100 2.43 7.3 64.014 1.22
exit_quick_q_3 ( 46 ) 3 3 0 0 100 2.59 7.76 69.657 1.29
exit_profit_long_rebuy_max_m ( 61 ) 3 3 0 0 100 1.04 3.13 10.607 0.52
exit_profit_pump_max_m ( 25 ) 3 3 0 0 100 2.72 8.15 68.563 1.36
exit_quick_d_1_13 ( 47 ) 2 2 0 0 100 1.17 2.35 20.519 0.39
exit_profit_quick_max_m ( 45 ) 2 2 0 0 100 2.25 4.49 37.844 0.75
exit_pump_d_1_10 ( 25 ) 2 2 0 0 100 1.19 2.39 21.271 0.4
exit_quick_q_1 ( 47 ) 2 2 0 0 100 3.76 7.51 65.818 1.25
exit_quick_q_1 ( 46 ) 2 2 0 0 100 4.69 9.38 83.383 1.56
exit_quick_w_2_1 ( 46 ) 2 2 0 0 100 2.28 4.56 39.725 0.76
exit_quick_2_1_1 ( 46 ) 2 2 0 0 100 3.13 6.26 53.285 1.04
exit_normal_u_1 ( 10 ) 1 1 0 0 100 1.04 1.04 9.548 0.17
exit_profit_quick_max_m ( 45 104 ) 1 1 0 0 100 1.53 1.53 14.026 0.25
exit_quick_d_1_12 ( 46 ) 1 1 0 0 100 1.41 1.41 12.517 0.24
exit_pump_2_1_1 ( 25 ) 1 1 0 0 100 3.22 3.22 29.476 0.54
exit_quick_w_0_5 ( 46 ) 1 1 0 0 100 0.57 0.57 5.19 0.1
exit_quick_w_1_10 ( 47 ) 1 1 0 0 100 1.48 1.48 13.668 0.25
exit_quick_q_2 ( 46 ) 1 1 0 0 100 2.81 2.81 25.47 0.47
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.41 1.41 12.64 0.24
exit_profit_pump_max_m ( 25 44 ) 1 1 0 0 100 3.26 3.26 29.321 0.54
exit_long_rebuy_d_2_1 ( 61 ) 1 1 0 0 100 2.34 2.34 8.668 0.39
exit_pump_w_2_6 ( 24 ) 1 1 0 0 100 2.53 2.53 22.703 0.42
exit_quick_q_3 ( 47 ) 1 1 0 0 100 2.13 2.13 19.078 0.35
exit_quick_w_1_13 ( 45 ) 1 1 0 0 100 1.03 1.03 9.222 0.17
exit_quick_d_0_12 ( 46 ) 1 1 0 0 100 0.23 0.23 2.127 0.04
exit_quick_o_1 ( 45 102 ) 1 1 0 0 100 1.18 1.18 9.852 0.2
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.92 1.92 16.786 0.32
exit_profit_quick_max_m ( 45 102 ) 1 1 0 0 100 1.17 1.17 10.237 0.19
exit_quick_w_1_4 ( 46 ) 1 1 0 0 100 1.58 1.58 13.802 0.26
exit_long_rapid_rpd_3 ( 104 ) 1 1 0 0 100 1.35 1.35 11.287 0.23
exit_profit_normal_max_m ( 11 24 ) 1 1 0 0 100 1.04 1.04 9.05 0.17
exit_quick_d_1_13 ( 45 ) 1 1 0 0 100 1.13 1.13 9.806 0.19
exit_profit_long_rapid_max_m ( 103 ) 1 1 0 0 100 1.89 1.89 16.295 0.32
exit_quick_2_1_1 ( 47 ) 1 1 0 0 100 4 4 34.356 0.67
exit_quick_d_2_1 ( 47 ) 1 1 0 0 100 2.24 2.24 19.176 0.37
exit_long_rapid_d_1_1 ( 104 ) 1 1 0 0 100 1.02 1.02 8.679 0.17
exit_long_rapid_3_1_1 ( 105 ) 1 1 0 0 100 2.81 2.81 23.932 0.47
exit_long_rapid_w_2_18 ( 104 ) 1 1 0 0 100 2.64 2.64 22.291 0.44
exit_quick_q_3 ( 44 ) 1 1 0 0 100 3.28 3.28 27.46 0.55
exit_normal_o_1 ( 12 ) 1 1 0 0 100 1.03 1.03 8.938 0.17

SUMMARY METRICS

Metric Value
Backtesting from 2021-10-01 00:00:00
Backtesting to 2021-11-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 83 / 2.68
Starting balance 10000 USDT
Final balance 11023.837 USDT
Absolute profit 1023.837 USDT
Total profit % 10.24%
CAGR % 215.09%
Sortino 20.75
Sharpe 31.84
Calmar 315.87
Profit factor 5.31
Expectancy (Ratio) 12.34 (0.26)
Trades per day 2.68
Avg. daily profit % 0.33%
Avg. stake amount 855.182 USDT
Total trade volume 70980.066 USDT
Best Pair OXT/USDT 13.28%
Worst Pair STMX/USDT -7.70%
Best trade OXT/USDT 6.83%
Worst trade STMX/USDT -7.70%
Best day 135.264 USDT
Worst day -224.701 USDT
Days win/draw/lose 25 / 6 / 1
Avg. Duration Winners 12:03:00
Avg. Duration Loser 5 days, 4:18:00
Max Consecutive Wins / Loss 77 / 3
Rejected Entry signals 7
Entry/Exit Timeouts 0 / 0
Min balance 10012.937 USDT
Max balance 11248.538 USDT
Max % of account underwater 2.00%
Absolute Drawdown (Account) 2.00%
Absolute Drawdown 224.701 USDT
Drawdown high 1248.538 USDT
Drawdown low 1023.837 USDT
Drawdown Start 2021-10-31 03:16:00
Drawdown End 2021-11-01 00:00:00
Market change 35.36%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 83 1.50 124.18 1023.837 10.24 18:49:00 78 0 5 94.0 224.701 USDT 2.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20211101-20211201

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 17:35:00 17:35:00 17:35:00 20:02:00 9:08:00
Market Change 20.3 % 20.3 % 20.3 % 20.3 % 19.75 %
Max Drawdown 3.531 % 3.531 % 3.531 % 3.5547 % 0.0 %
Profit Mean 1.4515 % 1.4515 % 1.4515 % 1.4916 % 1.8232 %
Profit Sum 161.12 % 161.12 % 161.12 % 143.19 % 103.93 %
Profit Total 12.52 % 12.52 % 12.52 % 10.94 % 8.43 %
Trades 111 111 111 96 57
Win Rate 97.3 % 97.3 % 97.3 % 96.88 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FIS/USDT 3 3.90 11.70 110.260 1.10 3:19:00 3 0 0 100
SFP/USDT 3 4.02 12.07 104.914 1.05 4:22:00 3 0 0 100
DEXE/USDT 4 2.59 10.37 97.087 0.97 21:26:00 4 0 0 100
MASK/USDT 4 1.74 6.96 64.398 0.64 1:05:00 4 0 0 100
HIVE/USDT 2 3.01 6.01 60.187 0.60 5 days, 20:27:00 2 0 0 100
STORJ/USDT 5 1.29 6.43 57.608 0.58 2 days, 4:02:00 5 0 0 100
UMA/USDT 4 1.59 6.34 55.349 0.55 13:42:00 4 0 0 100
ROSE/USDT 3 1.74 5.22 45.509 0.46 0:55:00 3 0 0 100
ERN/USDT 1 5.12 5.12 45.365 0.45 4 days, 2:00:00 1 0 0 100
IOTX/USDT 4 1.44 5.77 44.263 0.44 1:02:00 4 0 0 100
OXT/USDT 3 1.63 4.88 40.999 0.41 0:23:00 3 0 0 100
LSK/USDT 2 2.05 4.10 37.823 0.38 2:03:00 2 0 0 100
VTHO/USDT 2 2.14 4.28 36.546 0.37 1:54:00 2 0 0 100
LTO/USDT 2 2.00 4.01 35.715 0.36 1:01:00 2 0 0 100
MDT/USDT 2 1.97 3.94 34.899 0.35 1:58:00 2 0 0 100
C98/USDT 3 1.17 3.50 30.294 0.30 3:20:00 3 0 0 100
BADGER/USDT 1 3.53 3.53 30.068 0.30 2:10:00 1 0 0 100
BAKE/USDT 1 3.28 3.28 28.017 0.28 1 day, 20:30:00 1 0 0 100
NKN/USDT 1 3.05 3.05 26.455 0.26 1:00:00 1 0 0 100
BEL/USDT 1 2.92 2.92 25.902 0.26 1:20:00 1 0 0 100
CELR/USDT 2 1.43 2.86 25.685 0.26 0:33:00 2 0 0 100
RARE/USDT 2 1.74 3.47 24.886 0.25 0:46:00 2 0 0 100
SHIB/USDT 2 1.41 2.81 23.757 0.24 0:32:00 2 0 0 100
LIT/USDT 2 1.30 2.61 23.644 0.24 5:20:00 2 0 0 100
MBL/USDT 2 1.24 2.48 22.453 0.22 2 days, 2:32:00 2 0 0 100
FORTH/USDT 2 1.25 2.49 22.434 0.22 7:38:00 2 0 0 100
MBOX/USDT 2 1.24 2.48 22.325 0.22 0:09:00 2 0 0 100
GRT/USDT 1 2.27 2.27 21.443 0.21 0:30:00 1 0 0 100
LRC/USDT 2 1.24 2.47 21.383 0.21 2:20:00 2 0 0 100
DODO/USDT 1 2.33 2.33 20.665 0.21 0:50:00 1 0 0 100
ARPA/USDT 2 1.20 2.40 20.648 0.21 1:58:00 2 0 0 100
PERP/USDT 1 2.47 2.47 20.640 0.21 0:03:00 1 0 0 100
WIN/USDT 2 1.20 2.40 20.531 0.21 3:32:00 2 0 0 100
FET/USDT 1 2.25 2.25 20.463 0.20 0:29:00 1 0 0 100
TRU/USDT 1 2.23 2.23 18.992 0.19 0:28:00 1 0 0 100
COTI/USDT 2 1.47 2.95 18.981 0.19 2:24:00 2 0 0 100
CHR/USDT 2 1.10 2.21 18.454 0.18 0:52:00 2 0 0 100
OG/USDT 1 2.06 2.06 17.733 0.18 1:10:00 1 0 0 100
CTSI/USDT 2 1.21 2.43 15.763 0.16 9:50:00 2 0 0 100
YFI/USDT 1 1.75 1.75 15.669 0.16 2:00:00 1 0 0 100
SUPER/USDT 1 1.60 1.60 13.400 0.13 0:17:00 1 0 0 100
MTL/USDT 1 1.57 1.57 13.249 0.13 3 days, 7:30:00 1 0 0 100
POND/USDT 1 1.38 1.38 12.930 0.13 1:20:00 1 0 0 100
FLOW/USDT 1 1.36 1.36 11.976 0.12 7:25:00 1 0 0 100
HARD/USDT 1 1.28 1.28 11.722 0.12 3:41:00 1 0 0 100
STMX/USDT 1 1.22 1.22 10.897 0.11 1 day, 18:24:00 1 0 0 100
BTC/USDT 1 1.28 1.28 10.863 0.11 16:00:00 1 0 0 100
AR/USDT 1 1.30 1.30 10.862 0.11 1 day, 4:00:00 1 0 0 100
ALICE/USDT 1 1.20 1.20 10.762 0.11 0:19:00 1 0 0 100
AUCTION/USDT 1 1.09 1.09 10.345 0.10 0:39:00 1 0 0 100
CKB/USDT 1 1.18 1.18 9.985 0.10 0:12:00 1 0 0 100
DATA/USDT 1 1.08 1.08 9.814 0.10 2 days, 22:00:00 1 0 0 100
DASH/USDT 1 1.11 1.11 9.788 0.10 5:12:00 1 0 0 100
WAXP/USDT 1 1.04 1.04 9.605 0.10 11:00:00 1 0 0 100
HOT/USDT 1 1.13 1.13 9.369 0.09 0:05:00 1 0 0 100
SXP/USDT 1 1.05 1.05 8.938 0.09 1 day, 3:38:00 1 0 0 100
RLC/USDT 1 1.07 1.07 8.877 0.09 5:15:00 1 0 0 100
NEO/USDT 1 1.04 1.04 8.648 0.09 13:13:00 1 0 0 100
TLM/USDT 1 1.03 1.03 8.625 0.09 0:57:00 1 0 0 100
LINA/USDT 1 1.02 1.02 8.583 0.09 2:51:00 1 0 0 100
REN/USDT 1 1.02 1.02 8.539 0.09 1:02:00 1 0 0 100
IDEX/USDT 1 1.71 1.71 6.449 0.06 0:41:00 1 0 0 100
ICP/USDT 1 1.73 1.73 5.809 0.06 0:29:00 1 0 0 100
DYDX/USDT 1 1.55 1.55 5.135 0.05 4:47:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OGN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 1 -5.05 -5.05 -48.449 -0.48 1 day, 13:00:00 0 0 1 0
GTC/USDT 1 -8.81 -8.81 -84.423 -0.84 1 day, 9:25:00 0 0 1 0
SLP/USDT 1 -18.00 -18.00 -278.965 -2.79 20 days, 13:00:00 0 0 1 0
TOTAL 111 1.45 161.12 1251.539 12.52 17:35:00 108 0 3 97.3

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XVS/USDT 1 -5.05 -5.05 -48.449 -0.48 1 day, 13:00:00 0 0 1 0
GTC/USDT 1 -8.81 -8.81 -84.423 -0.84 1 day, 9:25:00 0 0 1 0
SLP/USDT 1 -18.00 -18.00 -278.965 -2.79 20 days, 13:00:00 0 0 1 0
TOTAL 3 -10.62 -31.86 -411.837 -4.12 7 days, 19:48:00 0 0 3 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
25 18 1.56 28.05 245.100 2.45 2:42:00 18 0 0 100
45 6 2.99 17.94 161.988 1.62 1:37:00 6 0 0 100
46 31 0.93 28.77 122.784 1.23 1 day, 14:53:00 29 0 2 93.5
44 4 3.28 13.11 122.249 1.22 2:51:00 4 0 0 100
47 11 1.11 12.26 106.641 1.07 13:01:00 10 0 1 90.9
24 8 1.23 9.86 90.693 0.91 1 day, 8:40:00 8 0 0 100
9 4 2.00 8.00 70.951 0.71 0:44:00 4 0 0 100
102 5 1.29 6.47 56.816 0.57 1:15:00 5 0 0 100
103 2 2.78 5.56 52.474 0.52 17:58:00 2 0 0 100
104 3 1.64 4.93 45.333 0.45 11:32:00 3 0 0 100
41 61 3 1.56 4.67 41.565 0.42 0:29:00 3 0 0 100
61 8 1.31 10.51 37.228 0.37 4:24:00 8 0 0 100
105 2 1.76 3.51 31.461 0.31 21:24:00 2 0 0 100
2 61 1 1.60 1.60 13.400 0.13 0:17:00 1 0 0 100
12 1 1.28 1.28 11.693 0.12 0:44:00 1 0 0 100
24 25 45 1 1.25 1.25 11.654 0.12 0:12:00 1 0 0 100
10 1 1.19 1.19 10.620 0.11 4 days, 4:45:00 1 0 0 100
21 1 1.04 1.04 9.605 0.10 11:00:00 1 0 0 100
41 1 1.11 1.11 9.282 0.09 1:04:00 1 0 0 100
TOTAL 111 1.45 161.12 1251.539 12.52 17:35:00 108 0 3 97.3

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_pump_max_m ( 25 ) 14 14 0 0 100 1.64 22.97 200.131 3.83
exit_profit_quick_max_m ( 46 ) 13 13 0 0 100 1.33 17.31 150.155 2.88
exit_profit_long_rebuy_max_m ( 61 ) 8 8 0 0 100 1.31 10.51 37.228 1.75
exit_profit_quick_max_m ( 47 ) 6 6 0 0 100 1.93 11.58 105.605 1.93
exit_pump_d_1_10 ( 24 ) 4 4 0 0 100 1.17 4.69 40.821 0.78
exit_quick_q_3 ( 46 ) 4 4 0 0 100 2.33 9.31 79.795 1.55
exit_profit_pump_max_m ( 24 ) 3 3 0 0 100 1.22 3.67 32.327 0.61
force_exit 3 0 0 3 0 -10.62 -31.86 -411.837 -5.31
exit_profit_quick_max_m ( 44 ) 3 3 0 0 100 1.42 4.25 38.465 0.71
exit_normal_d_1_18 ( 9 ) 2 2 0 0 100 1.37 2.75 24.383 0.46
exit_pump_d_1_10 ( 25 ) 2 2 0 0 100 1.24 2.48 22.325 0.41
exit_profit_quick_max_m ( 45 ) 2 2 0 0 100 1.63 3.27 29.116 0.54
exit_quick_1_1_1 ( 46 ) 2 2 0 0 100 3.28 6.57 58.489 1.09
exit_quick_w_1_4 ( 46 ) 2 2 0 0 100 1.31 2.61 22.187 0.44
exit_profit_long_rapid_max_m ( 104 ) 2 2 0 0 100 1.72 3.44 31.799 0.57
exit_profit_quick_max_m ( 41 61 ) 2 2 0 0 100 1.1 2.2 20.925 0.37
exit_profit_long_rapid_max_m ( 102 ) 2 2 0 0 100 1.14 2.28 20.734 0.38
exit_quick_q_1 ( 45 ) 1 1 0 0 100 9.86 9.86 90.078 1.64
exit_quick_3_1_1 ( 46 ) 1 1 0 0 100 5.12 5.12 45.365 0.85
exit_long_rapid_2_1_1 ( 105 ) 1 1 0 0 100 1.22 1.22 10.897 0.2
exit_profit_normal_max_m ( 10 ) 1 1 0 0 100 1.19 1.19 10.62 0.2
exit_pump_d_1_13 ( 25 ) 1 1 0 0 100 1.29 1.29 11.782 0.22
exit_long_rapid_1_1_1 ( 104 ) 1 1 0 0 100 1.49 1.49 13.534 0.25
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 1.28 1.28 11.693 0.21
exit_profit_pump_max_m ( 21 ) 1 1 0 0 100 1.04 1.04 9.605 0.17
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.08 1.08 9.814 0.18
exit_quick_w_1_5 ( 47 ) 1 1 0 0 100 1.75 1.75 15.669 0.29
exit_pump_d_1_10 ( 24 25 45 ) 1 1 0 0 100 1.25 1.25 11.654 0.21
exit_quick_d_1_13 ( 45 ) 1 1 0 0 100 1.38 1.38 12.93 0.23
exit_quick_2_1_1 ( 44 ) 1 1 0 0 100 8.86 8.86 83.784 1.48
exit_profit_long_rapid_max_m ( 103 ) 1 1 0 0 100 1.04 1.04 9.833 0.17
exit_long_rapid_2_1_1 ( 103 ) 1 1 0 0 100 4.52 4.52 42.642 0.75
exit_quick_2_1_1 ( 47 ) 1 1 0 0 100 3.64 3.64 34.214 0.61
exit_profit_long_rapid_max_m ( 105 ) 1 1 0 0 100 2.29 2.29 20.565 0.38
exit_profit_quick_max_m ( 41 ) 1 1 0 0 100 1.11 1.11 9.282 0.18
exit_normal_d_2_1 ( 9 ) 1 1 0 0 100 2.92 2.92 25.902 0.49
exit_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.3 1.3 11.248 0.22
exit_profit_normal_max_m ( 2 61 ) 1 1 0 0 100 1.6 1.6 13.4 0.27
exit_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.28 1.28 10.863 0.21
exit_quick_w_3_5 ( 46 ) 1 1 0 0 100 3.28 3.28 28.017 0.55
exit_quick_w_2_3 ( 45 ) 1 1 0 0 100 2.06 2.06 17.733 0.34
exit_long_rapid_d_1_10 ( 102 ) 1 1 0 0 100 1.07 1.07 9.228 0.18
exit_quick_w_2_10 ( 47 ) 1 1 0 0 100 3.05 3.05 26.455 0.51
exit_quick_u_2 ( 41 61 ) 1 1 0 0 100 2.47 2.47 20.64 0.41
exit_quick_d_1_2 ( 47 ) 1 1 0 0 100 1.04 1.04 9.121 0.17
exit_normal_d_2_23 ( 9 ) 1 1 0 0 100 2.33 2.33 20.665 0.39
exit_quick_8_1_1 ( 46 ) 1 1 0 0 100 1.54 1.54 12.887 0.26
exit_long_rapid_d_2_10 ( 102 ) 1 1 0 0 100 2.05 2.05 17.977 0.34
exit_quick_d_1_8 ( 46 ) 1 1 0 0 100 1.36 1.36 11.976 0.23
exit_long_rapid_rpd_2 ( 102 ) 1 1 0 0 100 1.07 1.07 8.877 0.18
exit_quick_d_1_3 ( 45 ) 1 1 0 0 100 1.37 1.37 12.131 0.23
exit_pump_8_1_1 ( 24 ) 1 1 0 0 100 1.49 1.49 17.545 0.25
exit_pump_w_1_11 ( 25 ) 1 1 0 0 100 1.3 1.3 10.862 0.22
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.07 1.07 9.403 0.18

SUMMARY METRICS

Metric Value
Backtesting from 2021-11-01 00:00:00
Backtesting to 2021-12-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 111 / 3.7
Starting balance 10000 USDT
Final balance 11251.539 USDT
Absolute profit 1251.539 USDT
Total profit % 12.52%
CAGR % 319.83%
Sortino 7.87
Sharpe 24.73
Calmar 225.72
Profit factor 4.04
Expectancy (Ratio) 11.28 (0.08)
Trades per day 3.7
Avg. daily profit % 0.42%
Avg. stake amount 853.767 USDT
Total trade volume 94768.144 USDT
Best Pair SFP/USDT 12.07%
Worst Pair SLP/USDT -18.00%
Best trade SFP/USDT 9.86%
Worst trade SLP/USDT -18.00%
Best day 189.189 USDT
Worst day -411.837 USDT
Days win/draw/lose 29 / 1 / 1
Avg. Duration Winners 12:52:00
Avg. Duration Loser 7 days, 19:48:00
Max Consecutive Wins / Loss 108 / 3
Rejected Entry signals 15
Entry/Exit Timeouts 0 / 0
Min balance 10009.369 USDT
Max balance 11663.376 USDT
Max % of account underwater 3.53%
Absolute Drawdown (Account) 3.53%
Absolute Drawdown 411.837 USDT
Drawdown high 1663.376 USDT
Drawdown low 1251.539 USDT
Drawdown Start 2021-11-30 20:26:00
Drawdown End 2021-12-01 00:00:00
Market change 20.30%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 111 1.45 161.12 1251.539 12.52 17:35:00 108 0 3 97.3 411.837 USDT 3.53%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20211201-20220101

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 22:57:00 22:57:00 22:57:00 16:58:00 20:59:00
Market Change -20.56 % -20.56 % -20.56 % -20.56 % -20.37 %
Max Drawdown 4.2463 % 4.2463 % 4.2463 % 0.2309 % 8.6735 %
Profit Mean 1.6692 % 1.6692 % 1.6692 % 2.1872 % 1.398 %
Profit Sum 135.2 % 135.2 % 135.2 % 161.85 % 76.89 %
Profit Total 10.44 % 10.44 % 10.44 % 13.68 % -0.82 %
Trades 81 81 81 74 55
Win Rate 96.3 % 96.3 % 96.3 % 98.65 % 96.36 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
MDT/USDT 12 4.07 48.82 422.019 4.22 8:57:00 12 0 0 100
OG/USDT 5 2.80 14.00 138.087 1.38 4 days, 22:03:00 5 0 0 100
GTC/USDT 4 2.57 10.29 93.715 0.94 11:54:00 4 0 0 100
REQ/USDT 5 1.94 9.69 82.947 0.83 6:20:00 5 0 0 100
VIDT/USDT 3 2.84 8.53 74.939 0.75 0:32:00 3 0 0 100
DOCK/USDT 3 2.91 8.73 56.646 0.57 2 days, 1:03:00 3 0 0 100
LRC/USDT 3 1.64 4.92 36.649 0.37 2 days, 1:14:00 3 0 0 100
ROSE/USDT 1 3.92 3.92 35.757 0.36 2:20:00 1 0 0 100
TKO/USDT 1 4.31 4.31 35.581 0.36 8:20:00 1 0 0 100
DEXE/USDT 1 3.32 3.32 30.487 0.30 1:26:00 1 0 0 100
GALA/USDT 3 1.16 3.48 30.153 0.30 0:07:00 3 0 0 100
KMD/USDT 1 3.54 3.54 29.528 0.30 1:25:00 1 0 0 100
STMX/USDT 2 1.61 3.22 28.105 0.28 4:00:00 2 0 0 100
BADGER/USDT 1 3.03 3.03 27.512 0.28 0:10:00 1 0 0 100
TRU/USDT 2 1.44 2.88 27.010 0.27 17:34:00 2 0 0 100
SLP/USDT 1 2.74 2.74 24.292 0.24 3:30:00 1 0 0 100
CHR/USDT 1 2.48 2.48 22.444 0.22 2:40:00 1 0 0 100
AVAX/USDT 1 2.30 2.30 21.576 0.22 1 day, 0:40:00 1 0 0 100
DEGO/USDT 2 1.17 2.35 20.793 0.21 0:23:00 2 0 0 100
SOL/USDT 1 2.07 2.07 19.081 0.19 5:03:00 1 0 0 100
PUNDIX/USDT 1 2.06 2.06 19.020 0.19 5:15:00 1 0 0 100
FRONT/USDT 1 1.95 1.95 18.452 0.18 4:50:00 1 0 0 100
CRV/USDT 1 2.14 2.14 18.091 0.18 0:56:00 1 0 0 100
ALPHA/USDT 1 2.13 2.13 18.032 0.18 1:04:00 1 0 0 100
COTI/USDT 1 1.46 1.46 13.625 0.14 0:41:00 1 0 0 100
ICP/USDT 1 1.41 1.41 13.428 0.13 5:25:00 1 0 0 100
LAZIO/USDT 1 1.45 1.45 13.142 0.13 0:31:00 1 0 0 100
REN/USDT 1 1.29 1.29 11.935 0.12 0:32:00 1 0 0 100
BEL/USDT 1 1.36 1.36 11.330 0.11 1:45:00 1 0 0 100
FIS/USDT 1 1.27 1.27 11.229 0.11 0:21:00 1 0 0 100
AXS/USDT 1 1.28 1.28 10.622 0.11 3:20:00 1 0 0 100
TLM/USDT 1 1.16 1.16 10.225 0.10 0:04:00 1 0 0 100
SFP/USDT 1 1.22 1.22 10.160 0.10 0:17:00 1 0 0 100
TFUEL/USDT 1 1.39 1.39 9.698 0.10 1 day, 1:40:00 1 0 0 100
MBOX/USDT 1 1.14 1.14 9.646 0.10 11:21:00 1 0 0 100
AUDIO/USDT 1 1.04 1.04 9.611 0.10 3:06:00 1 0 0 100
AVA/USDT 1 1.02 1.02 9.291 0.09 0:27:00 1 0 0 100
OM/USDT 1 1.06 1.06 8.893 0.09 1:03:00 1 0 0 100
EGLD/USDT 1 1.04 1.04 8.797 0.09 2:12:00 1 0 0 100
STPT/USDT 1 1.02 1.02 8.466 0.08 0:14:00 1 0 0 100
WRX/USDT 1 1.01 1.01 8.442 0.08 6:55:00 1 0 0 100
MBL/USDT 1 1.47 1.47 5.050 0.05 1:10:00 1 0 0 100
SUPER/USDT 1 1.37 1.37 5.010 0.05 0:31:00 1 0 0 100
STORJ/USDT 1 1.12 1.12 4.072 0.04 0:46:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CTSI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OGN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 2 -0.84 -1.69 -16.824 -0.17 4:48:00 1 0 1 50.0
ALPACA/USDT 1 -16.36 -16.36 -155.674 -1.56 2 days, 12:30:00 0 0 1 0
BLZ/USDT 1 -24.22 -24.22 -307.439 -3.07 22 days, 14:25:00 0 0 1 0
TOTAL 81 1.67 135.20 1043.651 10.44 22:57:00 78 0 3 96.3

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
IDEX/USDT 1 -2.80 -2.80 -26.635 -0.27 9:00:00 0 0 1 0
ALPACA/USDT 1 -16.36 -16.36 -155.674 -1.56 2 days, 12:30:00 0 0 1 0
BLZ/USDT 1 -24.22 -24.22 -307.439 -3.07 22 days, 14:25:00 0 0 1 0
TOTAL 3 -14.46 -43.38 -489.748 -4.90 8 days, 11:58:00 0 0 3 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
47 15 2.17 32.49 289.835 2.90 15:33:00 15 0 0 100
104 4 6.63 26.51 227.242 2.27 22:01:00 4 0 0 100
46 14 1.83 25.69 221.698 2.22 21:43:00 13 0 1 92.9
45 11 2.10 23.14 220.255 2.20 2 days, 2:49:00 11 0 0 100
24 4 2.29 9.15 83.945 0.84 1:05:00 4 0 0 100
106 4 1.64 6.57 55.614 0.56 1:06:00 4 0 0 100
105 2 2.59 5.19 45.020 0.45 3:53:00 2 0 0 100
44 2 2.47 4.94 44.966 0.45 1:34:00 2 0 0 100
61 6 1.78 10.66 42.885 0.43 6:08:00 6 0 0 100
25 104 1 2.97 2.97 25.564 0.26 0:34:00 1 0 0 100
41 1 2.48 2.48 22.444 0.22 2:40:00 1 0 0 100
24 45 1 2.47 2.47 21.720 0.22 0:57:00 1 0 0 100
103 104 1 2.47 2.47 20.485 0.20 0:11:00 1 0 0 100
25 45 1 1.54 1.54 13.083 0.13 0:08:00 1 0 0 100
25 105 1 1.46 1.46 12.450 0.12 0:04:00 1 0 0 100
102 1 1.37 1.37 11.740 0.12 0:17:00 1 0 0 100
103 1 1.16 1.16 10.225 0.10 0:04:00 1 0 0 100
12 45 1 1.11 1.11 9.811 0.10 0:36:00 1 0 0 100
12 1 1.04 1.04 9.011 0.09 0:30:00 1 0 0 100
9 1 1.03 1.03 8.603 0.09 1:40:00 1 0 0 100
25 8 -3.53 -28.23 -352.945 -3.53 3 days, 4:12:00 6 0 2 75.0
TOTAL 81 1.67 135.20 1043.651 10.44 22:57:00 78 0 3 96.3

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 6 6 0 0 100 1.91 11.46 99.401 1.91
exit_profit_quick_max_m ( 47 ) 6 6 0 0 100 1.59 9.53 87.592 1.59
exit_profit_pump_max_m ( 25 ) 6 6 0 0 100 2.06 12.36 110.168 2.06
exit_profit_quick_max_m ( 45 ) 5 5 0 0 100 2.12 10.62 95.179 1.77
force_exit 3 0 0 3 0 -14.46 -43.38 -489.748 -7.23
exit_profit_pump_max_m ( 24 ) 3 3 0 0 100 2.6 7.79 72.615 1.3
exit_quick_q_2 ( 46 ) 3 3 0 0 100 2.13 6.39 56.924 1.06
exit_quick_2_1_1 ( 47 ) 2 2 0 0 100 1.5 3 28.317 0.5
exit_profit_quick_max_m ( 44 ) 2 2 0 0 100 2.47 4.94 44.966 0.82
exit_profit_long_rebuy_max_m ( 61 ) 2 2 0 0 100 1.25 2.51 13.77 0.42
exit_quick_u_1 ( 45 ) 2 2 0 0 100 1.06 2.11 18.413 0.35
exit_quick_q_3 ( 47 ) 2 2 0 0 100 5.92 11.83 103.585 1.97
exit_long_rapid_d_2_21 ( 106 ) 1 1 0 0 100 2.14 2.14 18.091 0.36
exit_long_rebuy_d_1_18 ( 61 ) 1 1 0 0 100 1.37 1.37 5.01 0.23
exit_profit_normal_max_m ( 12 45 ) 1 1 0 0 100 1.11 1.11 9.811 0.18
exit_quick_q_3 ( 45 ) 1 1 0 0 100 2.74 2.74 24.292 0.46
exit_quick_d_3_1 ( 47 ) 1 1 0 0 100 3.54 3.54 29.528 0.59
exit_long_rapid_3_1_1 ( 104 ) 1 1 0 0 100 14.86 14.86 129.42 2.48
exit_quick_q_3 ( 41 ) 1 1 0 0 100 2.48 2.48 22.444 0.41
exit_profit_long_rapid_max_m ( 105 ) 1 1 0 0 100 1.45 1.45 13.142 0.24
exit_quick_w_1_12 ( 46 ) 1 1 0 0 100 1.28 1.28 10.622 0.21
exit_long_rebuy_d_4_8 ( 61 ) 1 1 0 0 100 4.28 4.28 15.671 0.71
exit_quick_1_1_1 ( 47 ) 1 1 0 0 100 1.23 1.23 10.76 0.2
exit_quick_2_1_1 ( 45 ) 1 1 0 0 100 1.47 1.47 13.441 0.24
exit_quick_d_1_13 ( 47 ) 1 1 0 0 100 1.09 1.09 10.099 0.18
exit_long_rapid_d_1_10 ( 104 ) 1 1 0 0 100 1.22 1.22 10.16 0.2
exit_quick_w_1_1 ( 47 ) 1 1 0 0 100 1.12 1.12 10.308 0.19
exit_quick_w_2_4 ( 46 ) 1 1 0 0 100 2.3 2.3 21.576 0.38
exit_quick_3_1_1 ( 45 ) 1 1 0 0 100 4.14 4.14 50.771 0.69
exit_profit_long_rapid_max_m ( 103 104 ) 1 1 0 0 100 2.47 2.47 20.485 0.41
exit_quick_q_1 ( 45 ) 1 1 0 0 100 2.06 2.06 18.159 0.34
exit_pump_w_1_10 ( 24 ) 1 1 0 0 100 1.36 1.36 11.33 0.23
exit_long_rapid_d_2_1 ( 106 ) 1 1 0 0 100 2.13 2.13 18.032 0.36
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.37 1.37 11.74 0.23
exit_profit_long_rapid_max_m ( 106 ) 1 1 0 0 100 1.04 1.04 8.797 0.17
exit_quick_w_1_2 ( 47 ) 1 1 0 0 100 1.14 1.14 9.646 0.19
exit_pump_d_1_10 ( 25 45 ) 1 1 0 0 100 1.54 1.54 13.083 0.26
exit_pump_d_1_10 ( 25 105 ) 1 1 0 0 100 1.46 1.46 12.45 0.24
exit_long_rapid_d_1_18 ( 106 ) 1 1 0 0 100 1.26 1.26 10.694 0.21
exit_long_rapid_2_1_1 ( 104 ) 1 1 0 0 100 8.84 8.84 74.088 1.47
exit_long_rapid_rpd_1 ( 105 ) 1 1 0 0 100 3.74 3.74 31.878 0.62
exit_profit_long_rapid_max_m ( 104 ) 1 1 0 0 100 1.58 1.58 13.574 0.26
exit_quick_d_2_13 ( 46 ) 1 1 0 0 100 2.75 2.75 24.229 0.46
exit_long_rebuy_d_1_21 ( 61 ) 1 1 0 0 100 1.47 1.47 5.05 0.25
exit_profit_pump_max_m ( 25 104 ) 1 1 0 0 100 2.97 2.97 25.564 0.49
exit_quick_q_3 ( 46 ) 1 1 0 0 100 4.31 4.31 35.581 0.72
exit_normal_d_1_10 ( 12 ) 1 1 0 0 100 1.04 1.04 9.011 0.17
exit_profit_normal_max_m ( 9 ) 1 1 0 0 100 1.03 1.03 8.603 0.17
exit_profit_pump_max_m ( 24 45 ) 1 1 0 0 100 2.47 2.47 21.72 0.41
exit_long_rapid_u_1 ( 103 ) 1 1 0 0 100 1.16 1.16 10.225 0.19
exit_long_rebuy_u_1 ( 61 ) 1 1 0 0 100 1.03 1.03 3.384 0.17

SUMMARY METRICS

Metric Value
Backtesting from 2021-12-01 00:00:00
Backtesting to 2022-01-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 81 / 2.61
Starting balance 10000 USDT
Final balance 11043.651 USDT
Absolute profit 1043.651 USDT
Total profit % 10.44%
CAGR % 221.82%
Sortino 5.60
Sharpe 14.36
Calmar 151.47
Profit factor 3.13
Expectancy (Ratio) 12.88 (0.08)
Trades per day 2.61
Avg. daily profit % 0.34%
Avg. stake amount 857.636 USDT
Total trade volume 69468.543 USDT
Best Pair MDT/USDT 48.82%
Worst Pair BLZ/USDT -24.22%
Best trade MDT/USDT 14.86%
Worst trade BLZ/USDT -24.22%
Best day 246.121 USDT
Worst day -489.748 USDT
Days win/draw/lose 24 / 6 / 1
Avg. Duration Winners 15:59:00
Avg. Duration Loser 8 days, 11:58:00
Max Consecutive Wins / Loss 78 / 3
Rejected Entry signals 25
Entry/Exit Timeouts 0 / 0
Min balance 10003.384 USDT
Max balance 11533.399 USDT
Max % of account underwater 4.25%
Absolute Drawdown (Account) 4.25%
Absolute Drawdown 489.748 USDT
Drawdown high 1533.399 USDT
Drawdown low 1043.651 USDT
Drawdown Start 2021-12-31 05:25:00
Drawdown End 2022-01-01 00:00:00
Market change -20.56%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 81 1.67 135.20 1043.651 10.44 22:57:00 78 0 3 96.3 489.748 USDT 4.25%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20220101-20220201

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 17:54:00 17:54:00 17:54:00 18:24:00 17:15:00
Market Change -35.65 % -35.65 % -35.65 % -35.65 % -35.59 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.8611 % 1.8611 % 1.8611 % 1.8521 % 1.8897 %
Profit Sum 59.55 % 59.55 % 59.55 % 57.42 % 18.9 %
Profit Total 5.03 % 5.03 % 5.03 % 4.84 % 1.77 %
Trades 32 32 32 31 10
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FARM/USDT 6 2.16 12.93 107.806 1.08 1:50:00 6 0 0 100
UMA/USDT 3 2.01 6.03 50.782 0.51 4:06:00 3 0 0 100
PYR/USDT 1 5.16 5.16 43.588 0.44 2 days, 1:35:00 1 0 0 100
CELR/USDT 2 2.16 4.31 36.587 0.37 3 days, 9:48:00 2 0 0 100
BURGER/USDT 1 3.63 3.63 31.387 0.31 3:17:00 1 0 0 100
POND/USDT 1 3.32 3.32 27.688 0.28 5:15:00 1 0 0 100
CKB/USDT 1 2.49 2.49 20.832 0.21 2:55:00 1 0 0 100
DOCK/USDT 1 2.36 2.36 20.269 0.20 0:57:00 1 0 0 100
WAXP/USDT 1 1.77 1.77 14.615 0.15 18:25:00 1 0 0 100
INJ/USDT 1 1.52 1.52 12.888 0.13 6:35:00 1 0 0 100
OG/USDT 1 1.46 1.46 12.547 0.13 19:08:00 1 0 0 100
DASH/USDT 1 1.41 1.41 11.985 0.12 1 day, 14:20:00 1 0 0 100
BETA/USDT 1 1.35 1.35 11.617 0.12 0:35:00 1 0 0 100
KP3R/USDT 1 1.25 1.25 10.626 0.11 0:38:00 1 0 0 100
OCEAN/USDT 1 1.21 1.21 10.159 0.10 4:48:00 1 0 0 100
MDT/USDT 1 1.15 1.15 9.838 0.10 0:14:00 1 0 0 100
SPELL/USDT 1 1.14 1.14 9.832 0.10 0:22:00 1 0 0 100
BAND/USDT 1 1.12 1.12 9.429 0.09 6 days, 7:22:00 1 0 0 100
FET/USDT 1 1.06 1.06 8.926 0.09 0:59:00 1 0 0 100
PUNDIX/USDT 1 1.06 1.06 8.772 0.09 10:35:00 1 0 0 100
YFI/USDT 1 1.01 1.01 8.718 0.09 2 days, 8:17:00 1 0 0 100
CELO/USDT 1 1.03 1.03 8.692 0.09 9:25:00 1 0 0 100
MINA/USDT 1 1.03 1.03 8.685 0.09 2:27:00 1 0 0 100
XVG/USDT 1 0.76 0.76 6.497 0.06 3:30:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CTSI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OGN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 32 1.86 59.55 502.763 5.03 17:54:00 32 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 13 1.75 22.76 190.860 1.91 1 day, 11:17:00 13 0 0 100
47 8 1.95 15.62 132.596 1.33 5:00:00 8 0 0 100
41 61 2 3.09 6.19 52.272 0.52 1 day, 2:01:00 2 0 0 100
44 3 1.59 4.76 40.733 0.41 0:36:00 3 0 0 100
106 2 1.44 2.89 24.781 0.25 8:14:00 2 0 0 100
45 1 2.24 2.24 18.614 0.19 0:44:00 1 0 0 100
25 1 2.14 2.14 18.039 0.18 2:20:00 1 0 0 100
102 1 1.82 1.82 15.036 0.15 0:08:00 1 0 0 100
4 1 1.14 1.14 9.832 0.10 0:22:00 1 0 0 100
TOTAL 32 1.86 59.55 502.763 5.03 17:54:00 32 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 4 4 0 0 100 1.64 6.58 54.812 1.1
exit_profit_quick_max_m ( 44 ) 2 2 0 0 100 1.8 3.61 30.895 0.6
exit_profit_quick_max_m ( 47 ) 2 2 0 0 100 1.21 2.43 20.39 0.4
exit_quick_w_1_1 ( 46 ) 2 2 0 0 100 1.26 2.53 21.414 0.42
exit_quick_d_1_8 ( 46 ) 1 1 0 0 100 1.52 1.52 12.888 0.25
exit_profit_normal_max_m ( 4 ) 1 1 0 0 100 1.14 1.14 9.832 0.19
exit_quick_d_1_8 ( 47 ) 1 1 0 0 100 1.46 1.46 12.547 0.24
exit_profit_long_rapid_max_m ( 106 ) 1 1 0 0 100 1.54 1.54 13.164 0.26
exit_long_rapid_d_1_13 ( 106 ) 1 1 0 0 100 1.35 1.35 11.617 0.23
exit_quick_d_1_18 ( 44 ) 1 1 0 0 100 1.15 1.15 9.838 0.19
exit_quick_q_3 ( 47 ) 1 1 0 0 100 2.35 2.35 20.112 0.39
exit_quick_d_0_8 ( 46 ) 1 1 0 0 100 0.76 0.76 6.497 0.13
exit_quick_w_2_1 ( 46 ) 1 1 0 0 100 2.78 2.78 23.422 0.46
exit_quick_q_1 ( 41 61 ) 1 1 0 0 100 5.16 5.16 43.588 0.86
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.82 1.82 15.036 0.3
exit_quick_d_1_23 ( 46 ) 1 1 0 0 100 1.03 1.03 8.692 0.17
exit_pump_d_2_1 ( 25 ) 1 1 0 0 100 2.14 2.14 18.039 0.36
exit_quick_q_1 ( 47 ) 1 1 0 0 100 2.53 2.53 21.28 0.42
exit_quick_d_1_13 ( 41 61 ) 1 1 0 0 100 1.03 1.03 8.685 0.17
exit_quick_q_1 ( 46 ) 1 1 0 0 100 2.49 2.49 20.832 0.41
exit_quick_w_3_2 ( 46 ) 1 1 0 0 100 3.32 3.32 27.688 0.55
exit_quick_d_1_13 ( 47 ) 1 1 0 0 100 1.25 1.25 10.417 0.21
exit_quick_w_1_10 ( 47 ) 1 1 0 0 100 1.98 1.98 16.463 0.33
exit_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.77 1.77 14.615 0.29
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 2.24 2.24 18.614 0.37
exit_quick_d_3_8 ( 47 ) 1 1 0 0 100 3.63 3.63 31.387 0.61

SUMMARY METRICS

Metric Value
Backtesting from 2022-01-01 00:00:00
Backtesting to 2022-02-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 32 / 1.03
Starting balance 10000 USDT
Final balance 10502.763 USDT
Absolute profit 502.763 USDT
Total profit % 5.03%
CAGR % 78.17%
Sortino -100.00
Sharpe 38.59
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 15.71 (100.00)
Trades per day 1.03
Avg. daily profit % 0.16%
Avg. stake amount 843.971 USDT
Total trade volume 27007.077 USDT
Best Pair FARM/USDT 12.93%
Worst Pair 1INCH/USDT 0.00%
Best trade PYR/USDT 5.16%
Worst trade XVG/USDT 0.76%
Best day 69.585 USDT
Worst day 0 USDT
Days win/draw/lose 18 / 13 / 0
Avg. Duration Winners 17:54:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 32 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change -35.65%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 32 1.86 59.55 502.763 5.03 17:54:00 32 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20220201-20220301

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 21:09:00 21:09:00 21:09:00 1 day, 1:38:00 1 day, 7:21:00
Market Change 2.13 % 2.13 % 2.13 % 2.13 % 1.99 %
Max Drawdown 1.0557 % 1.0557 % 1.0557 % 1.8774 % 6.4001 %
Profit Mean 1.7045 % 1.7045 % 1.7045 % 1.5274 % 0.9001 %
Profit Sum 69.89 % 69.89 % 69.89 % 62.63 % 18.9 %
Profit Total 5.24 % 5.24 % 5.24 % 4.36 % -2.59 %
Trades 41 41 41 41 21
Win Rate 97.56 % 97.56 % 97.56 % 95.12 % 95.24 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
AVA/USDT 2 5.38 10.75 91.571 0.92 8:11:00 2 0 0 100
SLP/USDT 3 1.82 5.46 46.711 0.47 0:19:00 3 0 0 100
INJ/USDT 1 4.32 4.32 37.595 0.38 1:20:00 1 0 0 100
DEXE/USDT 2 1.96 3.92 32.710 0.33 5:12:00 2 0 0 100
SHIB/USDT 1 3.77 3.77 32.018 0.32 2:00:00 1 0 0 100
WING/USDT 2 1.88 3.76 31.899 0.32 3:28:00 2 0 0 100
LIT/USDT 1 3.42 3.42 28.874 0.29 2:05:00 1 0 0 100
OXT/USDT 1 3.29 3.29 28.319 0.28 4:29:00 1 0 0 100
OM/USDT 1 2.78 2.78 23.900 0.24 2 days, 7:16:00 1 0 0 100
HIVE/USDT 1 2.64 2.64 21.994 0.22 7:15:00 1 0 0 100
STX/USDT 1 2.60 2.60 21.724 0.22 6:45:00 1 0 0 100
XVS/USDT 1 2.48 2.48 20.669 0.21 5:54:00 1 0 0 100
IDEX/USDT 2 1.17 2.35 20.456 0.20 3 days, 5:32:00 2 0 0 100
SOL/USDT 1 2.18 2.18 18.099 0.18 0:28:00 1 0 0 100
LSK/USDT 1 1.71 1.71 14.946 0.15 21:00:00 1 0 0 100
KMD/USDT 1 1.62 1.62 14.131 0.14 9:15:00 1 0 0 100
PEOPLE/USDT 2 1.12 2.23 13.624 0.14 1:04:00 2 0 0 100
CHR/USDT 1 1.59 1.59 13.292 0.13 9:52:00 1 0 0 100
WRX/USDT 1 1.35 1.35 11.246 0.11 7:52:00 1 0 0 100
VIDT/USDT 1 1.26 1.26 10.384 0.10 0:25:00 1 0 0 100
TWT/USDT 1 1.17 1.17 10.285 0.10 1:39:00 1 0 0 100
RARE/USDT 1 1.07 1.07 9.219 0.09 4:54:00 1 0 0 100
BETA/USDT 1 1.05 1.05 9.141 0.09 1:05:00 1 0 0 100
MBOX/USDT 1 1.08 1.08 9.139 0.09 1:42:00 1 0 0 100
STRAX/USDT 1 1.08 1.08 8.957 0.09 1:26:00 1 0 0 100
QNT/USDT 1 1.08 1.08 8.938 0.09 0:52:00 1 0 0 100
SUPER/USDT 1 1.02 1.02 8.843 0.09 0:17:00 1 0 0 100
DYDX/USDT 1 1.02 1.02 8.683 0.09 3 days, 0:30:00 1 0 0 100
MBL/USDT 1 1.03 1.03 8.604 0.09 8:22:00 1 0 0 100
PYR/USDT 1 1.02 1.02 8.427 0.08 0:41:00 1 0 0 100
FORTH/USDT 1 1.45 1.45 4.878 0.05 0:01:00 1 0 0 100
SPELL/USDT 1 1.42 1.42 4.745 0.05 2:50:00 1 0 0 100
DODO/USDT 1 0.26 0.26 2.251 0.02 23:59:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CTSI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OGN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 1 -7.35 -7.35 -112.289 -1.12 17 days, 13:00:00 0 0 1 0
TOTAL 41 1.70 69.89 523.986 5.24 21:09:00 40 0 1 97.6

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
HOT/USDT 1 -7.35 -7.35 -112.289 -1.12 17 days, 13:00:00 0 0 1 0
TOTAL 1 -7.35 -7.35 -112.289 -1.12 17 days, 13:00:00 0 0 1 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 16 1.26 20.23 120.561 1.21 1 day, 9:02:00 15 0 1 93.8
104 2 5.38 10.75 91.571 0.92 8:11:00 2 0 0 100
47 3 3.08 9.23 79.238 0.79 20:46:00 3 0 0 100
24 2 2.18 4.36 37.538 0.38 4:42:00 2 0 0 100
45 3 1.15 3.44 28.942 0.29 2 days, 4:03:00 3 0 0 100
101 1 3.42 3.42 28.874 0.29 2:05:00 1 0 0 100
44 61 1 2.97 2.97 25.564 0.26 0:30:00 1 0 0 100
25 2 1.35 2.70 23.069 0.23 5:04:00 2 0 0 100
61 3 1.29 3.88 12.974 0.13 1:16:00 3 0 0 100
12 1 1.42 1.42 12.195 0.12 0:14:00 1 0 0 100
1 42 1 1.22 1.22 10.274 0.10 1:10:00 1 0 0 100
106 1 1.05 1.05 9.141 0.09 1:05:00 1 0 0 100
7 1 1.08 1.08 9.139 0.09 1:42:00 1 0 0 100
102 1 1.07 1.07 8.953 0.09 0:13:00 1 0 0 100
11 1 1.02 1.02 8.843 0.09 0:17:00 1 0 0 100
105 1 1.02 1.02 8.683 0.09 3 days, 0:30:00 1 0 0 100
41 1 1.02 1.02 8.427 0.08 0:41:00 1 0 0 100
TOTAL 41 1.70 69.89 523.986 5.24 21:09:00 40 0 1 97.6

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 8 8 0 0 100 1.47 11.76 99.591 1.96
exit_quick_q_3 ( 46 ) 3 3 0 0 100 2.49 7.48 62.319 1.25
exit_profit_long_rebuy_max_m ( 61 ) 2 2 0 0 100 1.22 2.44 8.096 0.41
exit_profit_quick_max_m ( 45 ) 2 2 0 0 100 1.17 2.34 19.341 0.39
exit_profit_pump_max_m ( 24 ) 2 2 0 0 100 2.18 4.36 37.538 0.73
exit_profit_pump_max_m ( 25 ) 2 2 0 0 100 1.35 2.7 23.069 0.45
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 1.42 1.42 12.195 0.24
exit_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.71 1.71 14.946 0.28
exit_quick_d_0_8 ( 46 ) 1 1 0 0 100 0.26 0.26 2.251 0.04
exit_quick_8_1_1 ( 45 ) 1 1 0 0 100 1.1 1.1 9.601 0.18
exit_long_rapid_d_1_21 ( 106 ) 1 1 0 0 100 1.05 1.05 9.141 0.17
exit_quick_q_3 ( 47 ) 1 1 0 0 100 4.32 4.32 37.595 0.72
exit_profit_normal_max_m ( 11 ) 1 1 0 0 100 1.02 1.02 8.843 0.17
exit_quick_3_1_1 ( 47 ) 1 1 0 0 100 2.78 2.78 23.9 0.46
exit_profit_long_rapid_max_m ( 105 ) 1 1 0 0 100 1.02 1.02 8.683 0.17
exit_quick_d_2_2 ( 44 61 ) 1 1 0 0 100 2.97 2.97 25.564 0.5
exit_long_rapid_3_1_1 ( 104 ) 1 1 0 0 100 9.62 9.62 81.82 1.6
exit_profit_long_rapid_max_m ( 104 ) 1 1 0 0 100 1.14 1.14 9.751 0.19
exit_quick_q_1 ( 46 ) 1 1 0 0 100 3.77 3.77 32.018 0.63
exit_long_rapid_rpd_2 ( 101 ) 1 1 0 0 100 3.42 3.42 28.874 0.57
exit_profit_normal_max_m ( 7 ) 1 1 0 0 100 1.08 1.08 9.139 0.18
exit_normal_w_1_3 ( 1 42 ) 1 1 0 0 100 1.22 1.22 10.274 0.2
exit_long_rebuy_u_1 ( 61 ) 1 1 0 0 100 1.45 1.45 4.878 0.24
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.07 1.07 8.953 0.18
exit_quick_w_2_2 ( 46 ) 1 1 0 0 100 2.6 2.6 21.724 0.43
exit_profit_quick_max_m ( 47 ) 1 1 0 0 100 2.13 2.13 17.743 0.36
exit_profit_quick_max_m ( 41 ) 1 1 0 0 100 1.02 1.02 8.427 0.17
force_exit 1 0 0 1 0 -7.35 -7.35 -112.289 -1.23

SUMMARY METRICS

Metric Value
Backtesting from 2022-02-01 00:00:00
Backtesting to 2022-03-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 41 / 1.46
Starting balance 10000 USDT
Final balance 10523.986 USDT
Absolute profit 523.986 USDT
Total profit % 5.24%
CAGR % 94.60%
Sortino -100.00
Sharpe 15.08
Calmar 338.66
Profit factor 5.67
Expectancy (Ratio) 12.78 (0.11)
Trades per day 1.46
Avg. daily profit % 0.19%
Avg. stake amount 827.906 USDT
Total trade volume 33944.15 USDT
Best Pair AVA/USDT 10.75%
Worst Pair HOT/USDT -7.35%
Best trade AVA/USDT 9.62%
Worst trade HOT/USDT -7.35%
Best day 106.482 USDT
Worst day -112.289 USDT
Days win/draw/lose 18 / 9 / 1
Avg. Duration Winners 11:09:00
Avg. Duration Loser 17 days, 13:00:00
Max Consecutive Wins / Loss 40 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10003.351 USDT
Max balance 10636.275 USDT
Max % of account underwater 1.06%
Absolute Drawdown (Account) 1.06%
Absolute Drawdown 112.289 USDT
Drawdown high 636.275 USDT
Drawdown low 523.986 USDT
Drawdown Start 2022-02-28 15:00:00
Drawdown End 2022-03-01 00:00:00
Market change 2.13%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 41 1.70 69.89 523.986 5.24 21:09:00 40 0 1 97.6 112.289 USDT 1.06%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20220301-20220401

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 1 day, 3:16:00 1 day, 3:16:00 1 day, 3:16:00 1 day, 4:50:00 1 day, 7:36:00
Market Change 32.43 % 32.43 % 32.43 % 32.43 % 32.67 %
Max Drawdown 1.1655 % 1.1655 % 1.1655 % 4.1079 % 6.2118 %
Profit Mean 1.7697 % 1.7697 % 1.7697 % 1.1864 % 0.8049 %
Profit Sum 113.26 % 113.26 % 113.26 % 70.0 % 9.66 %
Profit Total 9.87 % 9.87 % 9.87 % 6.0 % -2.72 %
Trades 64 64 64 59 12
Win Rate 93.75 % 93.75 % 93.75 % 91.53 % 83.33 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FARM/USDT 1 9.59 9.59 83.083 0.83 0:04:00 1 0 0 100
SANTOS/USDT 2 4.13 8.27 70.690 0.71 0:27:00 2 0 0 100
BOND/USDT 1 6.45 6.45 57.371 0.57 1:40:00 1 0 0 100
SLP/USDT 1 4.72 4.72 42.757 0.43 20:10:00 1 0 0 100
LTO/USDT 2 2.32 4.63 38.405 0.38 20:40:00 2 0 0 100
ADX/USDT 3 1.40 4.20 36.937 0.37 1:21:00 3 0 0 100
OG/USDT 3 1.31 3.93 33.674 0.34 3:16:00 3 0 0 100
FIS/USDT 1 3.74 3.74 32.698 0.33 4:00:00 1 0 0 100
SFP/USDT 1 3.45 3.45 28.780 0.29 5:53:00 1 0 0 100
MBL/USDT 2 1.63 3.26 28.123 0.28 2:36:00 2 0 0 100
SPELL/USDT 1 3.19 3.19 28.067 0.28 0:50:00 1 0 0 100
REQ/USDT 3 1.11 3.32 28.036 0.28 0:40:00 3 0 0 100
WING/USDT 2 1.56 3.12 27.646 0.28 5:33:00 2 0 0 100
CAKE/USDT 1 3.19 3.19 27.162 0.27 7:25:00 1 0 0 100
XEC/USDT 1 2.93 2.93 26.215 0.26 13:15:00 1 0 0 100
WNXM/USDT 1 2.99 2.99 25.571 0.26 5:05:00 1 0 0 100
SHIB/USDT 1 2.17 2.17 25.066 0.25 26 days, 9:45:00 1 0 0 100
FIO/USDT 2 1.17 2.34 24.057 0.24 5 days, 23:31:00 2 0 0 100
ALPACA/USDT 1 2.76 2.76 23.650 0.24 3:50:00 1 0 0 100
WAXP/USDT 1 2.60 2.60 23.585 0.24 14:40:00 1 0 0 100
POND/USDT 1 2.78 2.78 23.199 0.23 10 days, 13:05:00 1 0 0 100
WAVES/USDT 1 2.67 2.67 22.165 0.22 5:10:00 1 0 0 100
DATA/USDT 1 2.34 2.34 20.907 0.21 8:45:00 1 0 0 100
ELF/USDT 1 2.34 2.34 19.971 0.20 1:45:00 1 0 0 100
THETA/USDT 1 2.20 2.20 18.420 0.18 7:29:00 1 0 0 100
KNC/USDT 1 2.04 2.04 18.403 0.18 9:27:00 1 0 0 100
INJ/USDT 1 2.23 2.23 18.367 0.18 1:07:00 1 0 0 100
ETH/USDT 1 2.18 2.18 18.244 0.18 10:45:00 1 0 0 100
SUPER/USDT 1 1.90 1.90 17.388 0.17 0:01:00 1 0 0 100
GRT/USDT 1 1.88 1.88 17.127 0.17 0:02:00 1 0 0 100
BETA/USDT 1 1.85 1.85 16.136 0.16 3:45:00 1 0 0 100
FIL/USDT 1 1.57 1.57 14.182 0.14 0:03:00 1 0 0 100
BURGER/USDT 1 1.54 1.54 14.074 0.14 7:33:00 1 0 0 100
BLZ/USDT 1 1.46 1.46 13.337 0.13 0:15:00 1 0 0 100
BTC/USDT 1 1.54 1.54 12.963 0.13 16:20:00 1 0 0 100
QI/USDT 1 1.44 1.44 12.766 0.13 5:31:00 1 0 0 100
PHA/USDT 1 1.42 1.42 12.723 0.13 12:55:00 1 0 0 100
LAZIO/USDT 1 1.50 1.50 12.710 0.13 0:24:00 1 0 0 100
WIN/USDT 1 1.23 1.23 10.879 0.11 19:48:00 1 0 0 100
OXT/USDT 1 1.11 1.11 9.777 0.10 9:28:00 1 0 0 100
IDEX/USDT 1 1.13 1.13 9.525 0.10 2:17:00 1 0 0 100
CFX/USDT 1 1.07 1.07 9.436 0.09 7:05:00 1 0 0 100
ARPA/USDT 1 1.04 1.04 9.381 0.09 2:03:00 1 0 0 100
QNT/USDT 1 1.10 1.10 9.194 0.09 18:46:00 1 0 0 100
MDT/USDT 1 1.03 1.03 9.167 0.09 12:50:00 1 0 0 100
DEXE/USDT 1 0.75 0.75 6.256 0.06 1 day, 9:35:00 1 0 0 100
XVG/USDT 2 0.17 0.34 3.071 0.03 0:06:00 1 0 1 50.0
AR/USDT 1 0.12 0.12 0.970 0.01 4 days, 7:55:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CTSI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OGN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 2 -0.53 -1.06 -11.361 -0.11 1 day, 19:18:00 1 0 1 50.0
KMD/USDT 1 -3.78 -3.78 -34.420 -0.34 19:00:00 0 0 1 0
UMA/USDT 1 -6.58 -6.58 -59.967 -0.60 13:00:00 0 0 1 0
TOTAL 64 1.77 113.26 986.564 9.87 1 day, 3:16:00 60 0 4 93.8

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XVG/USDT 1 -0.79 -0.79 -7.275 -0.07 0:05:00 0 0 1 0
LSK/USDT 1 -3.05 -3.05 -27.901 -0.28 9:50:00 0 0 1 0
KMD/USDT 1 -3.78 -3.78 -34.420 -0.34 19:00:00 0 0 1 0
UMA/USDT 1 -6.58 -6.58 -59.967 -0.60 13:00:00 0 0 1 0
TOTAL 4 -3.55 -14.20 -129.564 -1.30 10:29:00 0 0 4 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 34 1.67 56.88 497.463 4.97 1 day, 13:42:00 32 0 2 94.1
25 10 1.91 19.11 168.683 1.69 1 day, 5:28:00 10 0 0 100
12 5 1.71 8.57 77.394 0.77 0:11:00 5 0 0 100
47 6 1.26 7.55 62.452 0.62 8:56:00 5 0 1 83.3
102 2 3.27 6.54 55.182 0.55 4:57:00 1 0 1 50.0
3 1 4.72 4.72 42.757 0.43 20:10:00 1 0 0 100
44 2 2.21 4.43 36.701 0.37 1 day, 14:44:00 2 0 0 100
24 1 1.55 1.55 12.783 0.13 0:24:00 1 0 0 100
103 1 1.50 1.50 12.763 0.13 4:40:00 1 0 0 100
25 102 1 1.30 1.30 10.934 0.11 0:06:00 1 0 0 100
11 1 1.11 1.11 9.452 0.09 1:11:00 1 0 0 100
TOTAL 64 1.77 113.26 986.564 9.87 1 day, 3:16:00 60 0 4 93.8

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 10 10 0 0 100 1.14 11.36 100.108 1.89
exit_profit_pump_max_m ( 25 ) 7 7 0 0 100 1.66 11.59 103.108 1.93
exit_profit_quick_max_m ( 47 ) 4 4 0 0 100 1.54 6.15 51.482 1.02
exit_quick_q_1 ( 46 ) 4 4 0 0 100 2.69 10.74 93.004 1.79
force_exit 4 0 0 4 0 -3.55 -14.2 -129.564 -2.37
exit_quick_q_3 ( 46 ) 3 3 0 0 100 2.46 7.37 64.881 1.23
exit_quick_1_1_1 ( 46 ) 3 3 0 0 100 1.96 5.88 56.273 0.98
exit_normal_o_1 ( 12 ) 3 3 0 0 100 1.78 5.35 48.697 0.89
exit_quick_2_1_1 ( 46 ) 3 3 0 0 100 3.18 9.53 84.592 1.59
exit_quick_w_2_4 ( 46 ) 2 2 0 0 100 2.77 5.53 49.8 0.92
exit_profit_normal_max_m ( 12 ) 2 2 0 0 100 1.61 3.22 28.697 0.54
exit_quick_d_0_8 ( 46 ) 1 1 0 0 100 0.75 0.75 6.256 0.13
exit_pump_d_1_10 ( 25 ) 1 1 0 0 100 1.13 1.13 10.346 0.19
exit_normal_w_4_2 ( 3 ) 1 1 0 0 100 4.72 4.72 42.757 0.79
exit_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.42 1.42 12.723 0.24
exit_pump_d_3_13 ( 25 ) 1 1 0 0 100 3.19 3.19 28.067 0.53
exit_long_rapid_o_8 ( 102 ) 1 1 0 0 100 9.59 9.59 83.083 1.6
exit_quick_w_6_12 ( 46 ) 1 1 0 0 100 6.72 6.72 57.907 1.12
exit_quick_w_2_1 ( 46 ) 1 1 0 0 100 2.78 2.78 23.199 0.46
exit_quick_3_1_1 ( 44 ) 1 1 0 0 100 1.99 1.99 16.541 0.33
exit_quick_w_2_2 ( 46 ) 1 1 0 0 100 2.34 2.34 19.971 0.39
exit_profit_pump_max_m ( 24 ) 1 1 0 0 100 1.55 1.55 12.783 0.26
exit_profit_long_rapid_max_m ( 103 ) 1 1 0 0 100 1.5 1.5 12.763 0.25
exit_profit_normal_max_m ( 11 ) 1 1 0 0 100 1.11 1.11 9.452 0.19
exit_quick_w_0_2 ( 46 ) 1 1 0 0 100 0.12 0.12 0.97 0.02
exit_profit_pump_max_m ( 25 102 ) 1 1 0 0 100 1.3 1.3 10.934 0.22
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 2.43 2.43 20.16 0.41
exit_quick_w_2_7 ( 46 ) 1 1 0 0 100 2.67 2.67 22.165 0.45
exit_quick_q_1 ( 47 ) 1 1 0 0 100 2.2 2.2 18.245 0.37
exit_pump_1_1_1 ( 25 ) 1 1 0 0 100 3.19 3.19 27.162 0.53

SUMMARY METRICS

Metric Value
Backtesting from 2022-03-01 00:00:00
Backtesting to 2022-04-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 64 / 2.06
Starting balance 10000 USDT
Final balance 10986.564 USDT
Absolute profit 986.564 USDT
Total profit % 9.87%
CAGR % 202.77%
Sortino 32.32
Sharpe 32.92
Calmar 521.65
Profit factor 8.61
Expectancy (Ratio) 15.42 (0.48)
Trades per day 2.06
Avg. daily profit % 0.32%
Avg. stake amount 878.616 USDT
Total trade volume 56231.417 USDT
Best Pair FARM/USDT 9.59%
Worst Pair UMA/USDT -6.58%
Best trade FARM/USDT 9.59%
Worst trade UMA/USDT -6.58%
Best day 157.126 USDT
Worst day -129.564 USDT
Days win/draw/lose 24 / 4 / 1
Avg. Duration Winners 1 day, 4:23:00
Avg. Duration Loser 10:29:00
Max Consecutive Wins / Loss 60 / 4
Rejected Entry signals 10
Entry/Exit Timeouts 0 / 0
Min balance 10018.367 USDT
Max balance 11116.127 USDT
Max % of account underwater 1.17%
Absolute Drawdown (Account) 1.17%
Absolute Drawdown 129.564 USDT
Drawdown high 1116.127 USDT
Drawdown low 986.564 USDT
Drawdown Start 2022-03-31 21:13:00
Drawdown End 2022-04-01 00:00:00
Market change 32.43%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 64 1.77 113.26 986.564 9.87 1 day, 3:16:00 60 0 4 93.8 129.564 USDT 1.17%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20220401-20220501

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 1 day, 0:38:00 1 day, 0:38:00 1 day, 0:38:00 21:10:00 19:05:00
Market Change -32.69 % -32.69 % -32.69 % -32.69 % -32.53 %
Max Drawdown 6.0599 % 6.0599 % 6.0599 % 4.0987 % 0.1062 %
Profit Mean 0.4813 % 0.4813 % 0.4813 % 0.7826 % 1.3733 %
Profit Sum 25.51 % 25.51 % 25.51 % 41.48 % 34.33 %
Profit Total 1.19 % 1.19 % 1.19 % 3.16 % 2.72 %
Trades 53 53 53 53 25
Win Rate 90.57 % 90.57 % 90.57 % 92.45 % 96.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
HARD/USDT 1 9.78 9.78 84.900 0.85 0:35:00 1 0 0 100
OM/USDT 3 2.95 8.86 77.815 0.78 2:32:00 3 0 0 100
TWT/USDT 2 2.43 4.87 41.676 0.42 1:45:00 2 0 0 100
UMA/USDT 1 4.59 4.59 40.679 0.41 1:21:00 1 0 0 100
ALPACA/USDT 3 1.38 4.13 35.020 0.35 5:21:00 3 0 0 100
REQ/USDT 1 3.97 3.97 33.126 0.33 12:20:00 1 0 0 100
AUDIO/USDT 2 1.68 3.36 28.563 0.29 7:10:00 2 0 0 100
RARE/USDT 1 3.08 3.08 26.132 0.26 1:20:00 1 0 0 100
LSK/USDT 2 2.74 5.48 25.784 0.26 0:54:00 2 0 0 100
DEGO/USDT 2 1.65 3.29 24.968 0.25 7:08:00 2 0 0 100
GRT/USDT 1 2.80 2.80 24.715 0.25 5:10:00 1 0 0 100
VTHO/USDT 2 1.27 2.54 21.639 0.22 1 day, 4:03:00 2 0 0 100
AVAX/USDT 1 2.23 2.23 18.799 0.19 22:40:00 1 0 0 100
SUN/USDT 1 2.14 2.14 18.229 0.18 0:02:00 1 0 0 100
FET/USDT 1 2.16 2.16 18.002 0.18 0:32:00 1 0 0 100
MTL/USDT 1 2.04 2.04 17.568 0.18 1 day, 5:20:00 1 0 0 100
STMX/USDT 1 1.43 1.43 16.664 0.17 15 days, 11:10:00 1 0 0 100
FIO/USDT 1 1.91 1.91 16.123 0.16 1:55:00 1 0 0 100
AGLD/USDT 2 0.86 1.73 14.513 0.15 13:21:00 2 0 0 100
FORTH/USDT 1 1.72 1.72 14.277 0.14 1:04:00 1 0 0 100
VIDT/USDT 1 1.60 1.60 13.442 0.13 3:15:00 1 0 0 100
OG/USDT 2 1.06 2.13 12.473 0.12 0:54:00 2 0 0 100
LTO/USDT 1 1.40 1.40 12.295 0.12 0:18:00 1 0 0 100
OXT/USDT 1 1.43 1.43 12.066 0.12 12:17:00 1 0 0 100
BNT/USDT 1 1.34 1.34 11.255 0.11 12:20:00 1 0 0 100
PUNDIX/USDT 1 1.10 1.10 9.675 0.10 10:22:00 1 0 0 100
SLP/USDT 1 1.16 1.16 9.655 0.10 0:27:00 1 0 0 100
SKL/USDT 1 1.17 1.17 9.643 0.10 0:10:00 1 0 0 100
AXS/USDT 1 1.16 1.16 9.602 0.10 7:49:00 1 0 0 100
ENJ/USDT 1 1.05 1.05 8.824 0.09 1:28:00 1 0 0 100
DOCK/USDT 1 1.02 1.02 8.758 0.09 1:56:00 1 0 0 100
SANTOS/USDT 1 1.03 1.03 8.614 0.09 0:13:00 1 0 0 100
SPELL/USDT 1 1.02 1.02 8.414 0.08 0:34:00 1 0 0 100
PHA/USDT 1 0.72 0.72 6.071 0.06 14:50:00 1 0 0 100
AUCTION/USDT 1 0.22 0.22 1.934 0.02 7:05:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CTSI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OGN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 1 -1.29 -1.29 -11.444 -0.11 0:45:00 0 0 1 0
HIGH/USDT 1 -12.14 -12.14 -107.568 -1.08 14:00:00 0 0 1 0
TRU/USDT 2 -7.66 -15.32 -134.803 -1.35 4 days, 13:18:00 1 0 1 50.0
FIS/USDT 1 -20.00 -20.00 -173.779 -1.74 7 days, 6:00:00 0 0 1 0
ADX/USDT 2 -7.70 -15.41 -194.858 -1.95 4 days, 21:38:00 1 0 1 50.0
TOTAL 53 0.48 25.51 119.460 1.19 1 day, 0:38:00 48 0 5 90.6

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ZRX/USDT 1 -1.29 -1.29 -11.444 -0.11 0:45:00 0 0 1 0
HIGH/USDT 1 -12.14 -12.14 -107.568 -1.08 14:00:00 0 0 1 0
TRU/USDT 1 -16.71 -16.71 -146.745 -1.47 4 days, 16:00:00 0 0 1 0
FIS/USDT 1 -20.00 -20.00 -173.779 -1.74 7 days, 6:00:00 0 0 1 0
ADX/USDT 1 -17.63 -17.63 -213.248 -2.13 9 days, 0:10:00 0 0 1 0
TOTAL 5 -13.55 -67.77 -652.784 -6.53 4 days, 7:23:00 0 0 5 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
47 5 3.29 16.44 142.331 1.42 8:22:00 5 0 0 100
3 4 1.29 5.17 48.589 0.49 4 days, 11:24:00 4 0 0 100
45 4 1.16 4.64 39.626 0.40 4:02:00 4 0 0 100
10 3 1.38 4.13 35.239 0.35 0:19:00 3 0 0 100
104 2 1.97 3.94 32.667 0.33 10:06:00 2 0 0 100
44 2 1.79 3.59 30.984 0.31 0:44:00 2 0 0 100
61 3 2.36 7.07 30.577 0.31 5:19:00 3 0 0 100
10 101 1 1.85 1.85 15.544 0.16 1:00:00 1 0 0 100
21 1 1.07 1.07 9.182 0.09 0:14:00 1 0 0 100
41 61 1 1.02 1.02 8.758 0.09 1:56:00 1 0 0 100
103 1 -1.29 -1.29 -11.444 -0.11 0:45:00 0 0 1 0
25 6 -0.96 -5.77 -109.866 -1.10 1 day, 14:08:00 5 0 1 83.3
46 20 -0.82 -16.36 -152.726 -1.53 1 day, 3:19:00 17 0 3 85.0
TOTAL 53 0.48 25.51 119.460 1.19 1 day, 0:38:00 48 0 5 90.6

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
force_exit 5 0 0 5 0 -13.55 -67.77 -652.784 -11.29
exit_profit_quick_max_m ( 46 ) 5 5 0 0 100 1.3 6.5 54.53 1.08
exit_profit_pump_max_m ( 25 ) 4 4 0 0 100 2.67 10.69 93.739 1.78
exit_profit_long_rebuy_max_m ( 61 ) 3 3 0 0 100 2.36 7.07 30.577 1.18
exit_profit_normal_max_m ( 3 ) 3 3 0 0 100 1.34 4.03 38.879 0.67
exit_profit_quick_max_m ( 45 ) 3 3 0 0 100 1.3 3.91 33.555 0.65
exit_quick_1_1_1 ( 46 ) 2 2 0 0 100 1.62 3.25 27.378 0.54
exit_quick_q_3 ( 47 ) 2 2 0 0 100 2.7 5.4 46.605 0.9
exit_quick_2_1_1 ( 46 ) 2 2 0 0 100 2.22 4.45 38.198 0.74
exit_quick_q_1 ( 46 ) 2 2 0 0 100 3.1 6.2 51.926 1.03
exit_profit_quick_max_m ( 41 61 ) 1 1 0 0 100 1.02 1.02 8.758 0.17
exit_profit_normal_max_m ( 10 ) 1 1 0 0 100 1.32 1.32 11.389 0.22
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.39 1.39 11.942 0.23
exit_quick_3_1_1 ( 46 ) 1 1 0 0 100 2.04 2.04 17.568 0.34
exit_quick_q_1 ( 47 ) 1 1 0 0 100 9.78 9.78 84.9 1.63
exit_quick_d_2_13 ( 44 ) 1 1 0 0 100 2.55 2.55 22.37 0.43
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.8 2.8 24.715 0.47
exit_quick_d_0_8 ( 47 ) 1 1 0 0 100 0.22 0.22 1.934 0.04
exit_pump_d_1_10 ( 21 ) 1 1 0 0 100 1.07 1.07 9.182 0.18
exit_quick_2_1_1 ( 47 ) 1 1 0 0 100 1.04 1.04 8.892 0.17
exit_normal_d_0_10 ( 10 ) 1 1 0 0 100 0.68 0.68 5.621 0.11
exit_normal_u_2 ( 10 ) 1 1 0 0 100 2.14 2.14 18.229 0.36
exit_normal_u_1 ( 3 ) 1 1 0 0 100 1.14 1.14 9.711 0.19
exit_pump_d_1_10 ( 25 ) 1 1 0 0 100 1.17 1.17 9.643 0.19
exit_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.6 1.6 13.442 0.27
exit_quick_w_0_2 ( 45 ) 1 1 0 0 100 0.72 0.72 6.071 0.12
exit_profit_normal_max_m ( 10 101 ) 1 1 0 0 100 1.85 1.85 15.544 0.31
exit_quick_u_1 ( 44 ) 1 1 0 0 100 1.03 1.03 8.614 0.17
exit_quick_w_2_12 ( 46 ) 1 1 0 0 100 2.16 2.16 18.002 0.36
exit_profit_long_rapid_max_m ( 104 ) 1 1 0 0 100 1.72 1.72 14.277 0.29
exit_long_rapid_rpd_1 ( 104 ) 1 1 0 0 100 2.22 2.22 18.39 0.37
exit_quick_q_2 ( 46 ) 1 1 0 0 100 2.09 2.09 17.665 0.35

SUMMARY METRICS

Metric Value
Backtesting from 2022-04-01 00:00:00
Backtesting to 2022-05-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 53 / 1.77
Starting balance 10000 USDT
Final balance 10119.46 USDT
Absolute profit 119.46 USDT
Total profit % 1.19%
CAGR % 15.54%
Sortino 1.11
Sharpe 1.54
Calmar 12.55
Profit factor 1.18
Expectancy (Ratio) 2.25 (0.02)
Trades per day 1.77
Avg. daily profit % 0.04%
Avg. stake amount 842.521 USDT
Total trade volume 44653.638 USDT
Best Pair HARD/USDT 9.78%
Worst Pair FIS/USDT -20.00%
Best trade HARD/USDT 9.78%
Worst trade FIS/USDT -20.00%
Best day 107.27 USDT
Worst day -652.784 USDT
Days win/draw/lose 19 / 11 / 1
Avg. Duration Winners 16:26:00
Avg. Duration Loser 4 days, 7:23:00
Max Consecutive Wins / Loss 48 / 5
Rejected Entry signals 1
Entry/Exit Timeouts 0 / 0
Min balance 10005.621 USDT
Max balance 10772.244 USDT
Max % of account underwater 6.06%
Absolute Drawdown (Account) 6.06%
Absolute Drawdown 652.784 USDT
Drawdown high 772.244 USDT
Drawdown low 119.46 USDT
Drawdown Start 2022-04-30 16:01:00
Drawdown End 2022-05-01 00:00:00
Market change -32.69%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 53 0.48 25.51 119.460 1.19 1 day, 0:38:00 48 0 5 90.6 652.784 USDT 6.06%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20220501-20220601

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 2 days, 1:15:00 2 days, 1:15:00 2 days, 1:15:00 2 days, 2:58:00 1 day, 20:57:00
Market Change -42.93 % -42.93 % -42.93 % -42.93 % -42.9 %
Max Drawdown 11.4284 % 11.4284 % 11.4284 % 13.288 % 16.2443 %
Profit Mean -0.0619 % -0.0619 % -0.0619 % -0.086 % 1.4311 %
Profit Sum -3.65 % -3.65 % -3.65 % -4.9 % 70.12 %
Profit Total -4.09 % -4.09 % -4.09 % -6.47 % -11.16 %
Trades 59 59 59 57 49
Win Rate 89.83 % 89.83 % 89.83 % 89.47 % 91.84 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DF/USDT 2 8.80 17.60 146.504 1.47 1 day, 1:26:00 2 0 0 100
SANTOS/USDT 4 2.02 8.08 70.415 0.70 0:50:00 4 0 0 100
KNC/USDT 2 3.05 6.10 52.336 0.52 1:11:00 2 0 0 100
PEOPLE/USDT 5 1.10 5.49 43.356 0.43 9:15:00 4 0 1 80.0
UMA/USDT 2 2.48 4.95 41.564 0.42 11:01:00 2 0 0 100
POND/USDT 3 1.52 4.55 39.676 0.40 0:35:00 3 0 0 100
FIS/USDT 2 1.64 3.28 28.230 0.28 7:16:00 2 0 0 100
WING/USDT 1 3.04 3.04 26.973 0.27 2:38:00 1 0 0 100
XVG/USDT 2 2.34 4.68 26.432 0.26 2:12:00 2 0 0 100
OG/USDT 2 1.52 3.04 26.097 0.26 9:44:00 2 0 0 100
AVA/USDT 2 1.27 2.55 22.720 0.23 2 days, 1:11:00 2 0 0 100
LAZIO/USDT 1 2.49 2.49 21.699 0.22 1:20:00 1 0 0 100
FLOW/USDT 1 2.32 2.32 19.953 0.20 0:25:00 1 0 0 100
BCH/USDT 2 1.10 2.20 18.695 0.19 10:49:00 2 0 0 100
FRONT/USDT 1 2.11 2.11 18.538 0.19 14:02:00 1 0 0 100
AGLD/USDT 2 1.62 3.24 18.085 0.18 3:21:00 2 0 0 100
DOGE/USDT 1 2.06 2.06 18.021 0.18 20:35:00 1 0 0 100
ERN/USDT 1 1.96 1.96 17.125 0.17 0:16:00 1 0 0 100
MBL/USDT 1 1.74 1.74 14.742 0.15 0:02:00 1 0 0 100
TRX/USDT 1 1.75 1.75 14.507 0.15 0:49:00 1 0 0 100
RARE/USDT 1 1.37 1.37 11.715 0.12 6:21:00 1 0 0 100
UNFI/USDT 1 1.27 1.27 11.302 0.11 0:06:00 1 0 0 100
AKRO/USDT 1 1.26 1.26 11.222 0.11 0:08:00 1 0 0 100
ALPHA/USDT 1 1.26 1.26 11.167 0.11 1:39:00 1 0 0 100
TKO/USDT 1 1.19 1.19 10.142 0.10 21:03:00 1 0 0 100
HARD/USDT 1 1.08 1.08 9.583 0.10 5:54:00 1 0 0 100
PUNDIX/USDT 1 1.13 1.13 9.570 0.10 0:53:00 1 0 0 100
DATA/USDT 1 1.01 1.01 8.772 0.09 0:28:00 1 0 0 100
ENS/USDT 1 1.03 1.03 8.525 0.09 1:12:00 1 0 0 100
AVAX/USDT 1 2.33 2.33 7.891 0.08 4:01:00 1 0 0 100
QNT/USDT 1 1.93 1.93 6.503 0.07 0:40:00 1 0 0 100
SAND/USDT 1 1.44 1.44 4.862 0.05 0:44:00 1 0 0 100
SHIB/USDT 1 1.08 1.08 3.640 0.04 3:00:00 1 0 0 100
1INCH/USDT 1 0.32 0.32 2.823 0.03 4 days, 3:18:00 1 0 0 100
QI/USDT 1 0.55 0.55 1.913 0.02 5:03:00 1 0 0 100
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CTSI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OGN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 1 -5.28 -5.28 -47.202 -0.47 17:25:00 0 0 1 0
FORTH/USDT 2 -8.76 -17.52 -212.508 -2.13 11 days, 0:08:00 1 0 1 50.0
MDT/USDT 1 -21.89 -21.89 -253.964 -2.54 23 days, 5:00:00 0 0 1 0
ARPA/USDT 1 -24.30 -24.30 -281.671 -2.82 28 days, 15:15:00 0 0 1 0
RNDR/USDT 1 -36.15 -36.15 -419.082 -4.19 26 days, 9:55:00 0 0 1 0
TOTAL 59 -0.06 -3.65 -409.129 -4.09 2 days, 1:15:00 53 0 6 89.8

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
PEOPLE/USDT 1 -0.37 -0.37 -1.332 -0.01 17:40:00 0 0 1 0
TRB/USDT 1 -5.28 -5.28 -47.202 -0.47 17:25:00 0 0 1 0
FORTH/USDT 1 -20.15 -20.15 -234.259 -2.34 21 days, 17:30:00 0 0 1 0
MDT/USDT 1 -21.89 -21.89 -253.964 -2.54 23 days, 5:00:00 0 0 1 0
ARPA/USDT 1 -24.30 -24.30 -281.671 -2.82 28 days, 15:15:00 0 0 1 0
RNDR/USDT 1 -36.15 -36.15 -419.082 -4.19 26 days, 9:55:00 0 0 1 0
TOTAL 6 -18.02 -108.14 -1237.509 -12.38 16 days, 21:48:00 0 0 6 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
106 3 6.21 18.63 155.029 1.55 17:21:00 3 0 0 100
46 8 1.57 12.56 109.361 1.09 22:19:00 8 0 0 100
25 4 1.79 7.18 62.009 0.62 0:33:00 4 0 0 100
61 10 1.32 13.21 46.895 0.47 6:02:00 9 0 1 90.0
45 3 1.78 5.35 46.630 0.47 1:14:00 3 0 0 100
10 2 1.75 3.49 29.249 0.29 0:26:00 2 0 0 100
44 1 3.22 3.22 26.559 0.27 18:32:00 1 0 0 100
12 2 1.42 2.84 25.223 0.25 2:00:00 2 0 0 100
45 104 1 2.49 2.49 21.699 0.22 1:20:00 1 0 0 100
103 1 2.32 2.32 19.953 0.20 0:25:00 1 0 0 100
102 1 1.99 1.99 17.135 0.17 1:02:00 1 0 0 100
12 102 1 1.92 1.92 16.372 0.16 0:38:00 1 0 0 100
11 1 -5.28 -5.28 -47.202 -0.47 17:25:00 0 0 1 0
47 11 -0.28 -3.10 -91.119 -0.91 2 days, 12:45:00 10 0 1 90.9
104 5 -2.83 -14.14 -181.376 -1.81 4 days, 12:48:00 4 0 1 80.0
24 3 -7.12 -21.37 -256.604 -2.57 9 days, 16:41:00 2 0 1 66.7
23 2 -17.48 -34.97 -408.940 -4.09 13 days, 15:29:00 1 0 1 50.0
TOTAL 59 -0.06 -3.65 -409.129 -4.09 2 days, 1:15:00 53 0 6 89.8

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
force_exit 6 0 0 6 0 -18.02 -108.14 -1237.51 -18.02
exit_profit_quick_max_m ( 47 ) 4 4 0 0 100 1.25 4.99 43.655 0.83
exit_profit_pump_max_m ( 25 ) 4 4 0 0 100 1.79 7.18 62.009 1.2
exit_profit_long_rebuy_max_m ( 61 ) 3 3 0 0 100 1.62 4.85 16.392 0.81
exit_quick_q_3 ( 47 ) 3 3 0 0 100 3.07 9.2 79.991 1.53
exit_profit_pump_max_m ( 24 ) 2 2 0 0 100 1.47 2.93 25.067 0.49
exit_profit_quick_max_m ( 45 ) 2 2 0 0 100 1.15 2.3 20.033 0.38
exit_long_rebuy_d_1_18 ( 61 ) 2 2 0 0 100 1.5 3 10.145 0.5
exit_profit_long_rapid_max_m ( 104 ) 2 2 0 0 100 1.16 2.31 20.405 0.39
exit_quick_d_1_8 ( 46 ) 2 2 0 0 100 1.74 3.49 30.615 0.58
exit_long_rapid_d_2_23 ( 104 ) 1 1 0 0 100 2.57 2.57 22.752 0.43
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 1.58 1.58 13.921 0.26
exit_quick_w_0_1 ( 46 ) 1 1 0 0 100 0.32 0.32 2.823 0.05
exit_quick_d_1_23 ( 47 ) 1 1 0 0 100 1.17 1.17 10.337 0.2
exit_long_rapid_d_1_1 ( 104 ) 1 1 0 0 100 1.13 1.13 9.726 0.19
exit_quick_w_0_1 ( 47 ) 1 1 0 0 100 0.8 0.8 7.111 0.13
exit_quick_q_2 ( 46 ) 1 1 0 0 100 2.11 2.11 18.538 0.35
exit_quick_3_1_1 ( 46 ) 1 1 0 0 100 2.06 2.06 18.021 0.34
exit_profit_quick_max_m ( 46 ) 1 1 0 0 100 1.36 1.36 11.935 0.23
exit_quick_q_3 ( 45 ) 1 1 0 0 100 3.04 3.04 26.596 0.51
exit_quick_q_3 ( 45 104 ) 1 1 0 0 100 2.49 2.49 21.699 0.42
exit_long_rebuy_d_0_8 ( 61 ) 1 1 0 0 100 0.55 0.55 1.913 0.09
exit_normal_o_1 ( 12 ) 1 1 0 0 100 1.27 1.27 11.302 0.21
exit_long_rapid_3_1_1 ( 106 ) 1 1 0 0 100 16.39 16.39 136.424 2.73
exit_profit_pump_max_m ( 23 ) 1 1 0 0 100 1.19 1.19 10.142 0.2
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.99 1.99 17.135 0.33
exit_long_rapid_d_2_18 ( 103 ) 1 1 0 0 100 2.32 2.32 19.953 0.39
exit_profit_long_rapid_max_m ( 106 ) 1 1 0 0 100 1.03 1.03 8.525 0.17
exit_profit_normal_max_m ( 12 102 ) 1 1 0 0 100 1.92 1.92 16.372 0.32
exit_quick_d_2_1 ( 47 ) 1 1 0 0 100 2.62 2.62 21.751 0.44
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.06 2.06 17.547 0.34
exit_long_rebuy_d_0_23 ( 61 ) 1 1 0 0 100 0.64 0.64 4.374 0.11
exit_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.16 1.16 9.883 0.19
exit_long_rebuy_d_2_18 ( 61 ) 1 1 0 0 100 2.62 2.62 8.885 0.44
exit_long_rebuy_d_1_8 ( 61 ) 1 1 0 0 100 1.93 1.93 6.517 0.32
exit_profit_normal_max_m ( 10 ) 1 1 0 0 100 1.75 1.75 14.507 0.29
exit_normal_u_1 ( 10 ) 1 1 0 0 100 1.74 1.74 14.742 0.29
exit_long_rapid_u_1 ( 106 ) 1 1 0 0 100 1.21 1.21 10.08 0.2
exit_quick_q_1 ( 44 ) 1 1 0 0 100 3.22 3.22 26.559 0.54

SUMMARY METRICS

Metric Value
Backtesting from 2022-05-01 00:00:00
Backtesting to 2022-06-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 59 / 1.9
Starting balance 10000 USDT
Final balance 9590.871 USDT
Absolute profit -409.129 USDT
Total profit % -4.09%
CAGR % -38.85%
Sortino -1.77
Sharpe -3.05
Calmar -22.06
Profit factor 0.67
Expectancy (Ratio) -6.93 (-0.03)
Trades per day 1.9
Avg. daily profit % -0.13%
Avg. stake amount 801.523 USDT
Total trade volume 47289.868 USDT
Best Pair DF/USDT 17.60%
Worst Pair RNDR/USDT -36.15%
Best trade DF/USDT 16.39%
Worst trade RNDR/USDT -36.15%
Best day 136.424 USDT
Worst day -1237.509 USDT
Days win/draw/lose 20 / 10 / 1
Avg. Duration Winners 8:54:00
Avg. Duration Loser 16 days, 21:48:00
Max Consecutive Wins / Loss 53 / 6
Rejected Entry signals 53
Entry/Exit Timeouts 0 / 0
Min balance 9590.871 USDT
Max balance 10828.38 USDT
Max % of account underwater 11.43%
Absolute Drawdown (Account) 11.43%
Absolute Drawdown 1237.509 USDT
Drawdown high 828.38 USDT
Drawdown low -409.129 USDT
Drawdown Start 2022-05-31 01:31:00
Drawdown End 2022-06-01 00:00:00
Market change -42.93%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 59 -0.06 -3.65 -409.129 -4.09 2 days, 1:15:00 53 0 6 89.8 1237.509 USDT 11.43%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20220601-20220701

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 1 day, 17:00:00 1 day, 17:00:00 1 day, 17:00:00 1 day, 8:04:00 21:14:00
Market Change -15.35 % -15.35 % -15.35 % -15.35 % -15.23 %
Max Drawdown 9.2371 % 9.2371 % 9.2371 % 7.0957 % 6.3872 %
Profit Mean 0.214 % 0.214 % 0.214 % 0.5948 % 1.8168 %
Profit Sum 14.98 % 14.98 % 14.98 % 44.61 % 110.83 %
Profit Total -0.49 % -0.49 % -0.49 % 2.89 % 5.09 %
Trades 70 70 70 75 61
Win Rate 91.43 % 91.43 % 91.43 % 92.0 % 96.72 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DODO/USDT 5 1.80 9.00 75.670 0.76 12:35:00 5 0 0 100
CTSI/USDT 1 8.68 8.68 74.379 0.74 4:30:00 1 0 0 100
WAVES/USDT 3 2.70 8.10 67.133 0.67 0:39:00 3 0 0 100
BOND/USDT 3 2.36 7.07 62.149 0.62 0:27:00 3 0 0 100
POND/USDT 2 3.01 6.02 53.192 0.53 1 day, 2:39:00 2 0 0 100
TRB/USDT 3 2.00 6.00 52.524 0.53 3 days, 12:09:00 3 0 0 100
FLM/USDT 3 1.85 5.56 47.498 0.47 1:01:00 3 0 0 100
GTC/USDT 3 1.35 4.06 39.273 0.39 2 days, 12:05:00 3 0 0 100
STPT/USDT 2 1.91 3.82 32.337 0.32 1:00:00 2 0 0 100
QI/USDT 1 3.71 3.71 31.559 0.32 11:30:00 1 0 0 100
DEGO/USDT 2 1.72 3.44 29.529 0.30 1 day, 10:26:00 2 0 0 100
LIT/USDT 2 1.63 3.27 28.956 0.29 1 day, 22:10:00 2 0 0 100
POLS/USDT 2 1.56 3.13 27.860 0.28 6:36:00 2 0 0 100
HIVE/USDT 2 1.49 2.98 25.824 0.26 2:21:00 2 0 0 100
OG/USDT 3 1.37 4.11 24.733 0.25 7:57:00 3 0 0 100
BEL/USDT 2 1.24 2.49 21.545 0.22 0:27:00 2 0 0 100
RNDR/USDT 1 2.39 2.39 21.475 0.21 0:55:00 1 0 0 100
FRONT/USDT 1 2.11 2.11 18.557 0.19 2:02:00 1 0 0 100
XVG/USDT 1 1.96 1.96 17.502 0.18 0:12:00 1 0 0 100
IOTX/USDT 1 1.55 1.55 14.047 0.14 1:23:00 1 0 0 100
OGN/USDT 2 0.79 1.58 13.197 0.13 2:02:00 2 0 0 100
PERP/USDT 1 1.44 1.44 13.028 0.13 0:29:00 1 0 0 100
STORJ/USDT 1 1.38 1.38 12.336 0.12 0:26:00 1 0 0 100
THETA/USDT 1 1.41 1.41 11.892 0.12 0:34:00 1 0 0 100
XVS/USDT 1 1.35 1.35 11.425 0.11 0:37:00 1 0 0 100
SKL/USDT 1 1.22 1.22 10.345 0.10 12:50:00 1 0 0 100
WING/USDT 1 1.16 1.16 10.079 0.10 4:47:00 1 0 0 100
ZIL/USDT 1 1.11 1.11 10.025 0.10 5:16:00 1 0 0 100
BETA/USDT 1 1.11 1.11 9.484 0.09 1:00:00 1 0 0 100
TRX/USDT 1 1.11 1.11 9.288 0.09 18:25:00 1 0 0 100
MTL/USDT 1 1.05 1.05 9.121 0.09 14:36:00 1 0 0 100
MASK/USDT 1 1.02 1.02 9.107 0.09 0:15:00 1 0 0 100
ZRX/USDT 1 1.07 1.07 9.030 0.09 2:47:00 1 0 0 100
STRAX/USDT 1 1.04 1.04 8.737 0.09 0:34:00 1 0 0 100
DEXE/USDT 1 1.04 1.04 8.714 0.09 2:29:00 1 0 0 100
BLZ/USDT 1 1.02 1.02 3.515 0.04 0:53:00 1 0 0 100
CKB/USDT 1 0.33 0.33 2.966 0.03 6 days, 9:38:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 1 -4.89 -4.89 -35.338 -0.35 2 days, 6:50:00 0 0 1 0
DOGE/USDT 1 -7.47 -7.47 -67.560 -0.68 2 days, 12:00:00 0 0 1 0
AKRO/USDT 2 -6.13 -12.25 -106.669 -1.07 12 days, 4:48:00 1 0 1 50.0
ORN/USDT 3 -5.44 -16.33 -207.007 -2.07 6 days, 23:47:00 2 0 1 66.7
SNX/USDT 1 -24.83 -24.83 -223.508 -2.24 6 days, 0:00:00 0 0 1 0
LTO/USDT 1 -28.14 -28.14 -336.986 -3.37 21 days, 13:00:00 0 0 1 0
TOTAL 70 0.21 14.98 -49.039 -0.49 1 day, 17:00:00 64 0 6 91.4

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
KP3R/USDT 1 -4.89 -4.89 -35.338 -0.35 2 days, 6:50:00 0 0 1 0
DOGE/USDT 1 -7.47 -7.47 -67.560 -0.68 2 days, 12:00:00 0 0 1 0
AKRO/USDT 1 -13.73 -13.73 -123.847 -1.24 4 days, 16:00:00 0 0 1 0
SNX/USDT 1 -24.83 -24.83 -223.508 -2.24 6 days, 0:00:00 0 0 1 0
ORN/USDT 1 -18.51 -18.51 -225.491 -2.25 19 days, 1:20:00 0 0 1 0
LTO/USDT 1 -28.14 -28.14 -336.986 -3.37 21 days, 13:00:00 0 0 1 0
TOTAL 6 -16.26 -97.58 -1012.731 -10.13 9 days, 8:12:00 0 0 6 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
102 7 1.73 12.12 104.636 1.05 18:45:00 7 0 0 100
45 4 2.30 9.21 80.298 0.80 1:04:00 4 0 0 100
103 104 1 8.68 8.68 74.379 0.74 4:30:00 1 0 0 100
12 2 3.24 6.48 54.133 0.54 3:05:00 2 0 0 100
24 4 1.32 5.29 50.303 0.50 1 day, 20:57:00 4 0 0 100
44 3 1.87 5.60 47.685 0.48 1:19:00 3 0 0 100
103 2 2.76 5.51 47.085 0.47 1:30:00 2 0 0 100
25 5 1.02 5.10 45.104 0.45 3 days, 9:41:00 5 0 0 100
106 2 1.32 2.64 22.851 0.23 0:53:00 2 0 0 100
25 45 1 2.22 2.22 19.571 0.20 2 days, 2:58:00 1 0 0 100
10 2 1.08 2.15 18.459 0.18 1 day, 21:48:00 2 0 0 100
22 61 1 1.80 1.80 15.757 0.16 0:07:00 1 0 0 100
102 104 1 1.55 1.55 13.466 0.13 0:36:00 1 0 0 100
61 3 -0.64 -1.92 -25.224 -0.25 1 day, 1:08:00 2 0 1 66.7
47 10 -0.06 -0.59 -69.948 -0.70 2 days, 0:47:00 9 0 1 90.0
104 6 -3.36 -20.17 -268.529 -2.69 3 days, 15:08:00 5 0 1 83.3
46 16 -1.92 -30.68 -279.067 -2.79 2 days, 8:06:00 13 0 3 81.2
TOTAL 70 0.21 14.98 -49.039 -0.49 1 day, 17:00:00 64 0 6 91.4

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 9 9 0 0 100 1.25 11.24 96.478 1.87
force_exit 6 0 0 6 0 -16.26 -97.58 -1012.73 -16.26
exit_profit_quick_max_m ( 47 ) 5 5 0 0 100 1.15 5.74 49.065 0.96
exit_profit_long_rapid_max_m ( 102 ) 4 4 0 0 100 1.67 6.68 58.376 1.11
exit_profit_pump_max_m ( 25 ) 4 4 0 0 100 1.19 4.77 42.138 0.8
exit_profit_long_rapid_max_m ( 104 ) 3 3 0 0 100 1.27 3.82 33.429 0.64
exit_profit_pump_max_m ( 24 ) 3 3 0 0 100 1.31 3.92 38.742 0.65
exit_profit_long_rebuy_max_m ( 61 ) 2 2 0 0 100 1.49 2.97 10.114 0.5
exit_profit_quick_max_m ( 45 ) 2 2 0 0 100 1.96 3.91 33.655 0.65
exit_profit_normal_max_m ( 12 ) 2 2 0 0 100 3.24 6.48 54.133 1.08
exit_quick_d_1_12 ( 46 ) 1 1 0 0 100 1.11 1.11 9.288 0.18
exit_profit_long_rapid_max_m ( 102 104 ) 1 1 0 0 100 1.55 1.55 13.466 0.26
exit_pump_w_0_1 ( 25 ) 1 1 0 0 100 0.33 0.33 2.966 0.06
exit_quick_w_2_10 ( 47 ) 1 1 0 0 100 2.39 2.39 21.475 0.4
exit_quick_3_1_1 ( 46 ) 1 1 0 0 100 1.48 1.48 17.179 0.25
exit_quick_d_1_8 ( 47 ) 1 1 0 0 100 1.92 1.92 17.154 0.32
exit_normal_8_1_1 ( 10 ) 1 1 0 0 100 1.1 1.1 9.743 0.18
exit_quick_d_3_8 ( 45 ) 1 1 0 0 100 3.8 3.8 33.621 0.63
exit_quick_q_1 ( 25 45 ) 1 1 0 0 100 2.22 2.22 19.571 0.37
exit_quick_q_3 ( 44 ) 1 1 0 0 100 2.11 2.11 18.557 0.35
exit_long_rapid_d_2_8 ( 102 ) 1 1 0 0 100 2.53 2.53 21.624 0.42
exit_profit_pump_max_m ( 22 61 ) 1 1 0 0 100 1.8 1.8 15.757 0.3
exit_quick_q_3 ( 47 ) 1 1 0 0 100 4.15 4.15 36.29 0.69
exit_long_rapid_d_3_1 ( 103 ) 1 1 0 0 100 3.19 3.19 27.77 0.53
exit_quick_d_1_18 ( 45 ) 1 1 0 0 100 1.5 1.5 13.022 0.25
exit_long_rapid_rpd_3 ( 106 ) 1 1 0 0 100 1.29 1.29 11.151 0.21
exit_long_rapid_d_1_2 ( 102 ) 1 1 0 0 100 1.02 1.02 8.574 0.17
exit_long_rapid_d_1_2 ( 106 ) 1 1 0 0 100 1.35 1.35 11.7 0.23
exit_long_rapid_8_1_1 ( 102 ) 1 1 0 0 100 1.89 1.89 16.062 0.32
exit_long_rapid_rpd_1 ( 103 104 ) 1 1 0 0 100 8.68 8.68 74.379 1.45
exit_long_rapid_d_1_13 ( 104 ) 1 1 0 0 100 1.9 1.9 15.7 0.32
exit_quick_w_3_2 ( 47 ) 1 1 0 0 100 3.71 3.71 31.559 0.62
exit_normal_u_1 ( 10 ) 1 1 0 0 100 1.05 1.05 8.716 0.17
exit_long_rapid_rpd_3 ( 103 ) 1 1 0 0 100 2.32 2.32 19.315 0.39
exit_quick_d_1_8 ( 46 ) 1 1 0 0 100 1.22 1.22 10.345 0.2
exit_quick_q_2 ( 44 ) 1 1 0 0 100 2.46 2.46 20.491 0.41
exit_quick_o_1 ( 44 ) 1 1 0 0 100 1.03 1.03 8.637 0.17
exit_pump_d_1_10 ( 24 ) 1 1 0 0 100 1.37 1.37 11.561 0.23
exit_quick_d_0_23 ( 46 ) 1 1 0 0 100 0.3 0.3 2.559 0.05
exit_long_rapid_rpd_3 ( 104 ) 1 1 0 0 100 2.26 2.26 19.329 0.38

SUMMARY METRICS

Metric Value
Backtesting from 2022-06-01 00:00:00
Backtesting to 2022-07-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 70 / 2.33
Starting balance 10000 USDT
Final balance 9950.961 USDT
Absolute profit -49.039 USDT
Total profit % -0.49%
CAGR % -5.81%
Sortino -0.30
Sharpe -0.52
Calmar -3.38
Profit factor 0.95
Expectancy (Ratio) -0.70 (-0.00)
Trades per day 2.33
Avg. daily profit % -0.02%
Avg. stake amount 865.374 USDT
Total trade volume 60576.214 USDT
Best Pair DODO/USDT 9.00%
Worst Pair LTO/USDT -28.14%
Best trade CTSI/USDT 8.68%
Worst trade LTO/USDT -28.14%
Best day 157.001 USDT
Worst day -1012.731 USDT
Days win/draw/lose 22 / 8 / 1
Avg. Duration Winners 23:50:00
Avg. Duration Loser 9 days, 8:12:00
Max Consecutive Wins / Loss 64 / 6
Rejected Entry signals 49
Entry/Exit Timeouts 0 / 0
Min balance 9950.961 USDT
Max balance 10963.692 USDT
Max % of account underwater 9.24%
Absolute Drawdown (Account) 9.24%
Absolute Drawdown 1012.731 USDT
Drawdown high 963.692 USDT
Drawdown low -49.039 USDT
Drawdown Start 2022-06-28 14:23:00
Drawdown End 2022-07-01 00:00:00
Market change -15.35%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 70 0.21 14.98 -49.039 -0.49 1 day, 17:00:00 64 0 6 91.4 1012.731 USDT 9.24%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20220701-20220801

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 21:52:00 21:52:00 21:52:00 23:53:00 11:04:00
Market Change 28.3 % 28.3 % 28.3 % 28.3 % 27.89 %
Max Drawdown 2.2435 % 2.2435 % 2.2435 % 2.3047 % 0.2033 %
Profit Mean 1.4115 % 1.4115 % 1.4115 % 1.5098 % 1.5561 %
Profit Sum 135.5 % 135.5 % 135.5 % 140.41 % 40.46 %
Profit Total 11.4 % 11.4 % 11.4 % 11.54 % 3.49 %
Trades 96 96 96 93 26
Win Rate 94.79 % 94.79 % 94.79 % 94.62 % 96.15 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CVP/USDT 5 2.04 10.22 86.463 0.86 8:58:00 5 0 0 100
POND/USDT 3 2.58 7.74 70.578 0.71 2:36:00 3 0 0 100
WNXM/USDT 7 1.12 7.81 67.508 0.68 1 day, 2:04:00 6 0 1 85.7
FARM/USDT 3 1.93 5.78 48.850 0.49 1 day, 8:09:00 3 0 0 100
PHA/USDT 3 1.61 4.82 42.564 0.43 16:57:00 3 0 0 100
AUDIO/USDT 2 2.00 4.01 36.283 0.36 0:14:00 2 0 0 100
AUCTION/USDT 2 1.99 3.97 34.331 0.34 1 day, 12:20:00 2 0 0 100
RARE/USDT 2 1.84 3.68 33.067 0.33 8:40:00 2 0 0 100
VIDT/USDT 1 3.75 3.75 32.423 0.32 2:18:00 1 0 0 100
BETA/USDT 1 3.33 3.33 30.676 0.31 9:20:00 1 0 0 100
DOCK/USDT 1 3.44 3.44 30.109 0.30 1:26:00 1 0 0 100
MOVR/USDT 2 1.79 3.58 29.626 0.30 0:26:00 2 0 0 100
ELF/USDT 3 1.13 3.39 28.551 0.29 1:11:00 3 0 0 100
BURGER/USDT 2 1.51 3.02 26.942 0.27 0:32:00 2 0 0 100
KMD/USDT 2 1.48 2.97 25.811 0.26 2:18:00 2 0 0 100
DF/USDT 1 2.76 2.76 24.910 0.25 4:07:00 1 0 0 100
REQ/USDT 2 1.70 3.40 24.783 0.25 2:12:00 2 0 0 100
BLZ/USDT 1 2.64 2.64 24.107 0.24 3 days, 19:45:00 1 0 0 100
OXT/USDT 1 2.56 2.56 24.042 0.24 0:22:00 1 0 0 100
SUPER/USDT 2 1.39 2.78 23.894 0.24 12:08:00 2 0 0 100
XVS/USDT 1 2.61 2.61 23.522 0.24 1:45:00 1 0 0 100
PERP/USDT 1 2.64 2.64 22.687 0.23 5:29:00 1 0 0 100
TRB/USDT 2 1.23 2.46 21.936 0.22 15:00:00 2 0 0 100
PEOPLE/USDT 2 1.17 2.34 21.886 0.22 0:20:00 2 0 0 100
XEM/USDT 1 2.38 2.38 21.507 0.22 5 days, 17:32:00 1 0 0 100
CRV/USDT 1 2.49 2.49 21.442 0.21 1 day, 11:24:00 1 0 0 100
PYR/USDT 1 2.27 2.27 21.035 0.21 0:20:00 1 0 0 100
MTL/USDT 2 1.18 2.35 21.019 0.21 4:12:00 2 0 0 100
UMA/USDT 2 1.18 2.35 20.669 0.21 2:12:00 2 0 0 100
AGLD/USDT 1 2.42 2.42 20.602 0.21 1:11:00 1 0 0 100
MINA/USDT 1 2.24 2.24 20.285 0.20 17:30:00 1 0 0 100
FORTH/USDT 2 1.17 2.34 19.652 0.20 1 day, 19:38:00 2 0 0 100
RAY/USDT 1 2.21 2.21 19.557 0.20 1:30:00 1 0 0 100
FIS/USDT 1 2.09 2.09 19.051 0.19 22:07:00 1 0 0 100
WRX/USDT 2 1.07 2.15 18.682 0.19 0:38:00 2 0 0 100
GTC/USDT 1 2.17 2.17 18.484 0.18 4:05:00 1 0 0 100
TWT/USDT 1 1.86 1.86 16.042 0.16 1:08:00 1 0 0 100
QNT/USDT 1 1.86 1.86 15.896 0.16 0:14:00 1 0 0 100
DODO/USDT 1 1.73 1.73 15.153 0.15 2:50:00 1 0 0 100
ADX/USDT 1 1.75 1.75 15.006 0.15 1 day, 3:35:00 1 0 0 100
LAZIO/USDT 1 1.61 1.61 14.160 0.14 3:02:00 1 0 0 100
SNX/USDT 1 1.52 1.52 13.763 0.14 15:30:00 1 0 0 100
HIVE/USDT 1 1.49 1.49 13.737 0.14 17:04:00 1 0 0 100
STORJ/USDT 1 1.44 1.44 13.542 0.14 0:41:00 1 0 0 100
DEXE/USDT 1 1.52 1.52 13.316 0.13 1 day, 0:45:00 1 0 0 100
MBL/USDT 1 1.53 1.53 13.163 0.13 16:39:00 1 0 0 100
COTI/USDT 1 1.42 1.42 12.939 0.13 4:59:00 1 0 0 100
WIN/USDT 1 1.45 1.45 12.879 0.13 5:25:00 1 0 0 100
CFX/USDT 1 1.32 1.32 11.713 0.12 8:10:00 1 0 0 100
WAVES/USDT 1 1.32 1.32 11.174 0.11 1 day, 8:10:00 1 0 0 100
VTHO/USDT 1 1.19 1.19 10.729 0.11 17:09:00 1 0 0 100
ALICE/USDT 1 1.19 1.19 10.123 0.10 12:48:00 1 0 0 100
FRONT/USDT 1 1.08 1.08 9.614 0.10 3:09:00 1 0 0 100
FIO/USDT 1 1.06 1.06 9.430 0.09 1:48:00 1 0 0 100
YGG/USDT 1 1.02 1.02 9.355 0.09 2 days, 21:32:00 1 0 0 100
HARD/USDT 1 1.03 1.03 8.670 0.09 4:18:00 1 0 0 100
DATA/USDT 1 1.02 1.02 8.486 0.08 1 day, 2:44:00 1 0 0 100
DEGO/USDT 1 0.93 0.93 8.190 0.08 1:45:00 1 0 0 100
UNFI/USDT 1 0.93 0.93 7.713 0.08 3 days, 5:10:00 1 0 0 100
ALPACA/USDT 2 0.52 1.03 7.236 0.07 8:02:00 1 0 1 50.0
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CTSI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OGN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 1 -2.10 -2.10 -19.744 -0.20 5:00:00 0 0 1 0
SPELL/USDT 1 -3.81 -3.81 -35.725 -0.36 1 day, 3:00:00 0 0 1 0
STRAX/USDT 1 -14.10 -14.10 -163.620 -1.64 29 days, 0:00:00 0 0 1 0
TOTAL 96 1.41 135.50 1140.476 11.40 21:52:00 91 0 5 94.8

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALPACA/USDT 1 -1.43 -1.43 -13.411 -0.13 4:00:00 0 0 1 0
BTC/USDT 1 -2.10 -2.10 -19.744 -0.20 5:00:00 0 0 1 0
WNXM/USDT 1 -2.46 -2.46 -23.169 -0.23 10:50:00 0 0 1 0
SPELL/USDT 1 -3.81 -3.81 -35.725 -0.36 1 day, 3:00:00 0 0 1 0
STRAX/USDT 1 -14.10 -14.10 -163.620 -1.64 29 days, 0:00:00 0 0 1 0
TOTAL 5 -4.78 -23.90 -255.669 -2.56 6 days, 4:34:00 0 0 5 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
47 20 1.91 38.28 330.671 3.31 14:21:00 20 0 0 100
46 37 1.06 39.18 304.475 3.04 1 day, 12:04:00 33 0 4 89.2
25 9 1.51 13.56 117.862 1.18 11:39:00 9 0 0 100
102 5 1.83 9.15 82.010 0.82 1 day, 2:45:00 5 0 0 100
104 6 1.30 7.81 69.398 0.69 8:30:00 6 0 0 100
12 3 1.57 4.72 41.714 0.42 5:34:00 3 0 0 100
24 4 1.07 4.27 36.641 0.37 4:10:00 3 0 1 75.0
1 4 6 21 42 2 2.00 4.01 36.283 0.36 0:14:00 2 0 0 100
21 2 1.81 3.61 31.048 0.31 14:22:00 2 0 0 100
11 2 1.46 2.93 24.384 0.24 1 day, 10:41:00 2 0 0 100
44 1 2.44 2.44 22.748 0.23 0:12:00 1 0 0 100
45 104 1 1.82 1.82 16.229 0.16 1:20:00 1 0 0 100
105 1 1.06 1.06 9.251 0.09 1:05:00 1 0 0 100
3 1 1.03 1.03 8.851 0.09 1 day, 5:52:00 1 0 0 100
3 23 1 0.61 0.61 5.505 0.06 19:05:00 1 0 0 100
61 1 1.02 1.02 3.406 0.03 3:58:00 1 0 0 100
TOTAL 96 1.41 135.50 1140.476 11.40 21:52:00 91 0 5 94.8

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 12 12 0 0 100 1.23 14.82 130.517 2.47
exit_profit_quick_max_m ( 47 ) 10 10 0 0 100 1.89 18.91 166.15 3.15
exit_quick_q_3 ( 46 ) 9 9 0 0 100 2.47 22.19 196.88 3.7
exit_profit_pump_max_m ( 25 ) 8 8 0 0 100 1.47 11.74 101.714 1.96
force_exit 5 0 0 5 0 -4.78 -23.9 -255.669 -3.98
exit_profit_long_rapid_max_m ( 104 ) 4 4 0 0 100 1.33 5.33 46.76 0.89
exit_quick_q_3 ( 47 ) 4 4 0 0 100 2.73 10.93 91.94 1.82
exit_quick_q_1 ( 46 ) 3 3 0 0 100 2.55 7.64 69.006 1.27
exit_profit_long_rapid_max_m ( 102 ) 3 3 0 0 100 1.82 5.45 50.014 0.91
exit_normal_o_1 ( 12 ) 2 2 0 0 100 1.6 3.19 28.551 0.53
exit_quick_w_1_2 ( 47 ) 2 2 0 0 100 1.24 2.48 20.749 0.41
exit_quick_w_1_2 ( 46 ) 2 2 0 0 100 1.49 2.97 26.643 0.5
exit_profit_pump_max_m ( 24 ) 2 2 0 0 100 1.31 2.61 22.024 0.44
exit_quick_w_2_2 ( 46 ) 1 1 0 0 100 2.07 2.07 18.314 0.34
exit_quick_w_1_1 ( 47 ) 1 1 0 0 100 1.25 1.25 10.977 0.21
exit_long_rapid_rpd_3 ( 45 104 ) 1 1 0 0 100 1.82 1.82 16.229 0.3
exit_pump_2_1_1 ( 25 ) 1 1 0 0 100 1.82 1.82 16.148 0.3
exit_normal_u_2 ( 1 4 6 21 42 ) 1 1 0 0 100 2.31 2.31 20.943 0.39
exit_normal_u_1 ( 1 4 6 21 42 ) 1 1 0 0 100 1.7 1.7 15.341 0.28
exit_normal_w_0_5 ( 3 23 ) 1 1 0 0 100 0.61 0.61 5.505 0.1
exit_quick_d_1_1 ( 47 ) 1 1 0 0 100 1.61 1.61 14.753 0.27
exit_pump_w_3_12 ( 24 ) 1 1 0 0 100 4.13 4.13 37.786 0.69
exit_quick_w_2_1 ( 46 ) 1 1 0 0 100 2.38 2.38 21.507 0.4
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 2.44 2.44 22.748 0.41
exit_long_rapid_w_1_2 ( 104 ) 1 1 0 0 100 1.55 1.55 14.448 0.26
exit_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.32 1.32 11.713 0.22
exit_profit_normal_max_m ( 11 ) 1 1 0 0 100 1.79 1.79 14.945 0.3
exit_quick_w_2_4 ( 46 ) 1 1 0 0 100 2.21 2.21 19.557 0.37
exit_long_rebuy_w_1_10 ( 61 ) 1 1 0 0 100 1.02 1.02 3.406 0.17
exit_long_rapid_rpd_3 ( 102 ) 1 1 0 0 100 1.73 1.73 15.153 0.29
exit_long_rapid_d_0_2 ( 104 ) 1 1 0 0 100 0.93 0.93 8.19 0.16
exit_long_rapid_rpd_3 ( 105 ) 1 1 0 0 100 1.06 1.06 9.251 0.18
exit_quick_q_2 ( 46 ) 1 1 0 0 100 2.49 2.49 21.442 0.42
exit_profit_pump_max_m ( 21 ) 1 1 0 0 100 1.86 1.86 16.042 0.31
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 1.53 1.53 13.163 0.26
exit_profit_normal_max_m ( 3 ) 1 1 0 0 100 1.03 1.03 8.851 0.17
exit_pump_2_1_1 ( 21 ) 1 1 0 0 100 1.75 1.75 15.006 0.29
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.2 1.2 10.222 0.2
exit_quick_d_2_8 ( 47 ) 1 1 0 0 100 2.17 2.17 18.39 0.36
exit_quick_d_1_8 ( 46 ) 1 1 0 0 100 1.32 1.32 11.174 0.22
exit_quick_d_0_17 ( 47 ) 1 1 0 0 100 0.93 0.93 7.713 0.15
exit_normal_1_1_1 ( 11 ) 1 1 0 0 100 1.13 1.13 9.439 0.19
exit_long_rapid_2_1_1 ( 102 ) 1 1 0 0 100 1.97 1.97 16.843 0.33

SUMMARY METRICS

Metric Value
Backtesting from 2022-07-01 00:00:00
Backtesting to 2022-08-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 96 / 3.1
Starting balance 10000 USDT
Final balance 11140.476 USDT
Absolute profit 1140.476 USDT
Total profit % 11.40%
CAGR % 256.66%
Sortino 12.39
Sharpe 34.17
Calmar 313.29
Profit factor 5.46
Expectancy (Ratio) 11.88 (0.23)
Trades per day 3.1
Avg. daily profit % 0.37%
Avg. stake amount 877.355 USDT
Total trade volume 84226.046 USDT
Best Pair CVP/USDT 10.22%
Worst Pair STRAX/USDT -14.10%
Best trade POND/USDT 4.13%
Worst trade STRAX/USDT -14.10%
Best day 109.624 USDT
Worst day -255.669 USDT
Days win/draw/lose 30 / 1 / 1
Avg. Duration Winners 14:54:00
Avg. Duration Loser 6 days, 4:34:00
Max Consecutive Wins / Loss 91 / 5
Rejected Entry signals 14
Entry/Exit Timeouts 0 / 0
Min balance 10008.736 USDT
Max balance 11396.145 USDT
Max % of account underwater 2.24%
Absolute Drawdown (Account) 2.24%
Absolute Drawdown 255.669 USDT
Drawdown high 1396.145 USDT
Drawdown low 1140.476 USDT
Drawdown Start 2022-07-31 19:16:00
Drawdown End 2022-08-01 00:00:00
Market change 28.30%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 96 1.41 135.50 1140.476 11.40 21:52:00 91 0 5 94.8 255.669 USDT 2.24%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20220801-20220901

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 3 days, 13:20:00 3 days, 13:20:00 3 days, 13:20:00 3 days, 13:23:00 15:03:00
Market Change -11.92 % -11.92 % -11.92 % -11.92 % -11.92 %
Max Drawdown 10.1035 % 10.1035 % 10.1035 % 9.8551 % 3.0165 %
Profit Mean -0.5775 % -0.5775 % -0.5775 % -0.5358 % 0.8624 %
Profit Sum -23.1 % -23.1 % -23.1 % -21.43 % 16.39 %
Profit Total -5.9 % -5.9 % -5.9 % -5.64 % -0.76 %
Trades 40 40 40 40 19
Win Rate 85.0 % 85.0 % 85.0 % 85.0 % 94.74 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
AVA/USDT 2 2.58 5.17 43.842 0.44 1 day, 1:54:00 2 0 0 100
ARPA/USDT 2 2.41 4.81 41.405 0.41 13:18:00 2 0 0 100
PUNDIX/USDT 1 3.26 3.26 27.239 0.27 2:13:00 1 0 0 100
ALPACA/USDT 1 3.20 3.20 26.670 0.27 8:30:00 1 0 0 100
FIO/USDT 1 2.71 2.71 22.864 0.23 3 days, 5:40:00 1 0 0 100
MOVR/USDT 2 1.29 2.58 21.820 0.22 2 days, 16:22:00 2 0 0 100
PEOPLE/USDT 1 2.51 2.51 21.383 0.21 8:00:00 1 0 0 100
AKRO/USDT 2 1.26 2.53 20.924 0.21 5 days, 17:16:00 2 0 0 100
WING/USDT 1 2.28 2.28 19.213 0.19 5:09:00 1 0 0 100
TLM/USDT 1 1.98 1.98 16.614 0.17 20:55:00 1 0 0 100
AUCTION/USDT 1 1.87 1.87 15.643 0.16 0:49:00 1 0 0 100
IDEX/USDT 1 1.58 1.58 13.191 0.13 12:50:00 1 0 0 100
NKN/USDT 1 1.54 1.54 13.152 0.13 5 days, 15:46:00 1 0 0 100
VIDT/USDT 1 1.51 1.51 12.741 0.13 20:30:00 1 0 0 100
BOND/USDT 1 1.45 1.45 11.948 0.12 0:49:00 1 0 0 100
DEGO/USDT 1 1.38 1.38 11.496 0.11 0:29:00 1 0 0 100
STMX/USDT 1 1.34 1.34 11.030 0.11 4:15:00 1 0 0 100
OXT/USDT 1 1.22 1.22 10.319 0.10 4:20:00 1 0 0 100
MASK/USDT 1 1.21 1.21 10.267 0.10 0:12:00 1 0 0 100
RAY/USDT 1 1.21 1.21 10.190 0.10 1 day, 8:11:00 1 0 0 100
RIF/USDT 1 1.23 1.23 10.165 0.10 0:13:00 1 0 0 100
BEL/USDT 1 1.18 1.18 10.113 0.10 1 day, 5:19:00 1 0 0 100
TRB/USDT 1 1.15 1.15 9.850 0.10 5:24:00 1 0 0 100
XVS/USDT 1 1.18 1.18 9.793 0.10 1:09:00 1 0 0 100
ENJ/USDT 1 1.09 1.09 9.089 0.09 15:31:00 1 0 0 100
ERN/USDT 1 1.08 1.08 8.981 0.09 0:14:00 1 0 0 100
LSK/USDT 1 1.03 1.03 8.762 0.09 6:00:00 1 0 0 100
CVP/USDT 1 1.02 1.02 8.644 0.09 14:24:00 1 0 0 100
OG/USDT 1 1.70 1.70 5.638 0.06 1:26:00 1 0 0 100
RARE/USDT 1 1.35 1.35 4.624 0.05 0:13:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CTSI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OGN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 1 -6.66 -6.66 -57.230 -0.57 15 days, 19:00:00 0 0 1 0
TKO/USDT 1 -9.74 -9.74 -116.992 -1.17 16 days, 8:00:00 0 0 1 0
DASH/USDT 1 -12.67 -12.67 -152.717 -1.53 14 days, 15:00:00 0 0 1 0
LTO/USDT 1 -15.91 -15.91 -191.841 -1.92 14 days, 15:00:00 0 0 1 0
QTUM/USDT 1 -15.10 -15.10 -234.778 -2.35 13 days, 17:00:00 0 0 1 0
HIVE/USDT 1 -20.37 -20.37 -304.039 -3.04 30 days, 0:50:00 0 0 1 0
TOTAL 40 -0.58 -23.10 -589.989 -5.90 3 days, 13:20:00 34 0 6 85.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FUN/USDT 1 -6.66 -6.66 -57.230 -0.57 15 days, 19:00:00 0 0 1 0
TKO/USDT 1 -9.74 -9.74 -116.992 -1.17 16 days, 8:00:00 0 0 1 0
DASH/USDT 1 -12.67 -12.67 -152.717 -1.53 14 days, 15:00:00 0 0 1 0
LTO/USDT 1 -15.91 -15.91 -191.841 -1.92 14 days, 15:00:00 0 0 1 0
QTUM/USDT 1 -15.10 -15.10 -234.778 -2.35 13 days, 17:00:00 0 0 1 0
HIVE/USDT 1 -20.37 -20.37 -304.039 -3.04 30 days, 0:50:00 0 0 1 0
TOTAL 6 -13.41 -80.45 -1057.596 -10.58 17 days, 12:28:00 0 0 6 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
47 7 1.70 11.88 100.086 1.00 2 days, 12:06:00 7 0 0 100
24 1 1.87 1.87 15.643 0.16 0:49:00 1 0 0 100
41 1 1.45 1.45 11.948 0.12 0:49:00 1 0 0 100
44 1 1.38 1.38 11.496 0.11 0:29:00 1 0 0 100
61 2 1.52 3.05 10.262 0.10 0:50:00 2 0 0 100
10 1 1.15 1.15 9.850 0.10 5:24:00 1 0 0 100
25 1 1.08 1.08 8.976 0.09 0:49:00 1 0 0 100
12 2 -8.58 -17.16 -277.369 -2.77 15 days, 4:40:00 1 0 1 50.0
46 24 -1.16 -27.79 -480.880 -4.81 3 days, 21:52:00 19 0 5 79.2
TOTAL 40 -0.58 -23.10 -589.989 -5.90 3 days, 13:20:00 34 0 6 85.0

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 8 8 0 0 100 1.5 12.03 101 2.01
force_exit 6 0 0 6 0 -13.41 -80.45 -1057.6 -13.41
exit_profit_quick_max_m ( 47 ) 5 5 0 0 100 1.51 7.57 63.459 1.26
exit_quick_q_3 ( 46 ) 2 2 0 0 100 2.61 5.22 44.246 0.87
exit_quick_w_1_4 ( 46 ) 1 1 0 0 100 1.22 1.22 10.319 0.2
exit_quick_q_3 ( 47 ) 1 1 0 0 100 2.97 2.97 25.598 0.49
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.84 1.84 15.807 0.31
exit_profit_normal_max_m ( 10 ) 1 1 0 0 100 1.15 1.15 9.85 0.19
exit_long_rebuy_u_1 ( 61 ) 1 1 0 0 100 1.35 1.35 4.624 0.22
exit_quick_q_1 ( 46 ) 1 1 0 0 100 3.45 3.45 29.382 0.57
exit_quick_w_1_9 ( 46 ) 1 1 0 0 100 1.9 1.9 16.181 0.32
exit_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.03 1.03 8.762 0.17
exit_profit_quick_max_m ( 41 ) 1 1 0 0 100 1.45 1.45 11.948 0.24
exit_quick_w_1_10 ( 46 ) 1 1 0 0 100 1.21 1.21 10.267 0.2
exit_quick_d_1_1 ( 47 ) 1 1 0 0 100 1.34 1.34 11.03 0.22
exit_quick_3_1_1 ( 46 ) 1 1 0 0 100 1.98 1.98 16.614 0.33
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.72 1.72 14.459 0.29
exit_profit_pump_max_m ( 24 ) 1 1 0 0 100 1.87 1.87 15.643 0.31
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 3.2 3.2 26.67 0.53
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.7 1.7 5.638 0.28
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 1.38 1.38 11.496 0.23
exit_profit_pump_max_m ( 25 ) 1 1 0 0 100 1.08 1.08 8.976 0.18
exit_quick_w_0_1 ( 46 ) 1 1 0 0 100 0.68 0.68 5.638 0.11

SUMMARY METRICS

Metric Value
Backtesting from 2022-08-01 00:00:00
Backtesting to 2022-09-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 40 / 1.29
Starting balance 10000 USDT
Final balance 9410.011 USDT
Absolute profit -589.989 USDT
Total profit % -5.90%
CAGR % -51.13%
Sortino -4.56
Sharpe -4.86
Calmar -35.99
Profit factor 0.44
Expectancy (Ratio) -14.75 (-0.08)
Trades per day 1.29
Avg. daily profit % -0.19%
Avg. stake amount 876.732 USDT
Total trade volume 35069.26 USDT
Best Pair AVA/USDT 5.17%
Worst Pair HIVE/USDT -20.37%
Best trade AVA/USDT 3.45%
Worst trade HIVE/USDT -20.37%
Best day 91.831 USDT
Worst day -1057.596 USDT
Days win/draw/lose 15 / 16 / 1
Avg. Duration Winners 1 day, 2:11:00
Avg. Duration Loser 17 days, 12:28:00
Max Consecutive Wins / Loss 34 / 6
Rejected Entry signals 58
Entry/Exit Timeouts 0 / 0
Min balance 9410.011 USDT
Max balance 10467.607 USDT
Max % of account underwater 10.10%
Absolute Drawdown (Account) 10.10%
Absolute Drawdown 1057.596 USDT
Drawdown high 467.607 USDT
Drawdown low -589.989 USDT
Drawdown Start 2022-08-18 00:05:00
Drawdown End 2022-09-01 00:00:00
Market change -11.92%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 40 -0.58 -23.10 -589.989 -5.90 3 days, 13:20:00 34 0 6 85.0 1057.596 USDT 10.10%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20220901-20221001

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 2 days, 10:51:00 2 days, 8:56:00 2 days, 8:56:00 2 days, 3:58:00 4:04:00
Market Change -3.15 % -3.15 % -3.15 % -3.15 % -2.74 %
Max Drawdown 4.0477 % 4.0428 % 4.0428 % 2.7566 % 0.0 %
Profit Mean 0.6393 % 0.6941 % 0.6941 % 1.1542 % 1.1789 %
Profit Sum 24.29 % 27.07 % 27.07 % 47.32 % 14.15 %
Profit Total 1.26 % 1.5 % 1.5 % 3.35 % 1.12 %
Trades 38 39 39 41 12
Win Rate 86.84 % 87.18 % 87.18 % 90.24 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
POND/USDT 1 7.29 7.29 61.596 0.62 2:50:00 1 0 0 100
REEF/USDT 4 1.66 6.65 55.839 0.56 1:46:00 4 0 0 100
ALPACA/USDT 1 4.00 4.00 33.111 0.33 4:50:00 1 0 0 100
DEXE/USDT 1 2.77 2.77 22.994 0.23 6:55:00 1 0 0 100
AKRO/USDT 1 2.54 2.54 21.324 0.21 1:06:00 1 0 0 100
KNC/USDT 1 2.30 2.30 19.683 0.20 13:25:00 1 0 0 100
XEC/USDT 1 2.26 2.26 18.860 0.19 14:21:00 1 0 0 100
VIDT/USDT 1 2.19 2.19 18.625 0.19 14:10:00 1 0 0 100
CKB/USDT 1 2.06 2.06 17.703 0.18 1:30:00 1 0 0 100
FIS/USDT 1 2.06 2.06 17.282 0.17 3 days, 22:35:00 1 0 0 100
STMX/USDT 1 1.75 1.75 15.021 0.15 1:35:00 1 0 0 100
OXT/USDT 1 1.79 1.79 14.973 0.15 11:45:00 1 0 0 100
OCEAN/USDT 1 1.23 1.23 14.383 0.14 12 days, 19:53:00 1 0 0 100
AGLD/USDT 1 1.48 1.48 12.364 0.12 1:23:00 1 0 0 100
PUNDIX/USDT 1 1.35 1.35 11.542 0.12 1:48:00 1 0 0 100
WING/USDT 1 1.31 1.31 10.969 0.11 0:46:00 1 0 0 100
REN/USDT 1 1.17 1.17 10.194 0.10 1 day, 6:50:00 1 0 0 100
ZEC/USDT 1 1.06 1.06 9.231 0.09 1 day, 1:15:00 1 0 0 100
UNFI/USDT 1 1.08 1.08 9.194 0.09 0:02:00 1 0 0 100
FIL/USDT 1 1.03 1.03 8.915 0.09 1:15:00 1 0 0 100
TRB/USDT 1 1.02 1.02 8.702 0.09 21:38:00 1 0 0 100
PHA/USDT 1 1.01 1.01 8.618 0.09 2:07:00 1 0 0 100
CELR/USDT 1 1.01 1.01 8.371 0.08 12:24:00 1 0 0 100
SHIB/USDT 1 0.27 0.27 2.291 0.02 1:35:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CTSI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OGN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 3 -0.40 -1.20 -10.742 -0.11 6:56:00 2 0 1 66.7
SANTOS/USDT 5 -0.68 -3.40 -20.605 -0.21 5 days, 2:52:00 4 0 1 80.0
FORTH/USDT 1 -3.09 -3.09 -26.359 -0.26 12 days, 18:20:00 0 0 1 0
CVP/USDT 1 -5.05 -5.05 -43.426 -0.43 9 days, 19:30:00 0 0 1 0
SNX/USDT 1 -13.63 -13.63 -204.658 -2.05 19 days, 22:00:00 0 0 1 0
TOTAL 38 0.64 24.29 125.996 1.26 2 days, 10:51:00 33 0 5 86.8

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FORTH/USDT 1 -3.09 -3.09 -26.359 -0.26 12 days, 18:20:00 0 0 1 0
LAZIO/USDT 1 -3.32 -3.32 -28.895 -0.29 20:00:00 0 0 1 0
CVP/USDT 1 -5.05 -5.05 -43.426 -0.43 9 days, 19:30:00 0 0 1 0
SANTOS/USDT 1 -14.28 -14.28 -123.823 -1.24 5 days, 10:00:00 0 0 1 0
SNX/USDT 1 -13.63 -13.63 -204.658 -2.05 19 days, 22:00:00 0 0 1 0
TOTAL 5 -7.87 -39.37 -427.162 -4.27 9 days, 17:58:00 0 0 5 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
47 10 1.94 19.40 163.751 1.64 1 day, 3:14:00 9 0 1 90.0
44 2 1.20 2.39 20.119 0.20 0:44:00 2 0 0 100
106 1 2.30 2.30 19.683 0.20 13:25:00 1 0 0 100
1 1 1.84 1.84 15.447 0.15 1:33:00 1 0 0 100
101 2 0.64 1.29 10.993 0.11 11:36:00 2 0 0 100
24 1 1.25 1.25 10.407 0.10 2:22:00 1 0 0 100
10 101 1 1.08 1.08 9.194 0.09 0:02:00 1 0 0 100
10 1 1.04 1.04 9.003 0.09 0:07:00 1 0 0 100
46 15 0.58 8.72 -2.578 -0.03 4 days, 2:45:00 13 0 2 86.7
25 4 -3.75 -15.00 -130.023 -1.30 4 days, 14:04:00 2 0 2 50.0
TOTAL 38 0.64 24.29 125.996 1.26 2 days, 10:51:00 33 0 5 86.8

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
force_exit 5 0 0 5 0 -7.87 -39.37 -427.162 -6.56
exit_profit_quick_max_m ( 46 ) 5 5 0 0 100 1.31 6.54 59.006 1.09
exit_quick_q_1 ( 46 ) 4 4 0 0 100 3.27 13.09 120.241 2.18
exit_profit_quick_max_m ( 44 ) 2 2 0 0 100 1.2 2.39 20.119 0.4
exit_quick_d_2_1 ( 47 ) 2 2 0 0 100 2.36 4.72 39.643 0.79
exit_profit_quick_max_m ( 47 ) 2 2 0 0 100 2.12 4.24 36.347 0.71
exit_profit_pump_max_m ( 25 ) 2 2 0 0 100 1.18 2.36 20.16 0.39
exit_quick_q_3 ( 47 ) 2 2 0 0 100 2.13 4.25 36.328 0.71
exit_profit_pump_max_m ( 24 ) 1 1 0 0 100 1.25 1.25 10.407 0.21
exit_long_rapid_rpd_2 ( 101 ) 1 1 0 0 100 1.02 1.02 8.702 0.17
exit_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.17 1.17 10.194 0.2
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.06 1.06 9.231 0.18
exit_normal_o_1 ( 10 ) 1 1 0 0 100 1.04 1.04 9.003 0.17
exit_quick_w_1_10 ( 47 ) 1 1 0 0 100 1.19 1.19 10.269 0.2
exit_quick_d_1_8 ( 46 ) 1 1 0 0 100 1.75 1.75 15.021 0.29
exit_normal_u_1 ( 10 101 ) 1 1 0 0 100 1.08 1.08 9.194 0.18
exit_long_rapid_w_2_2 ( 106 ) 1 1 0 0 100 2.3 2.3 19.683 0.38
exit_long_rapid_d_0_18 ( 101 ) 1 1 0 0 100 0.27 0.27 2.291 0.04
exit_profit_normal_max_m ( 1 ) 1 1 0 0 100 1.84 1.84 15.447 0.31
exit_quick_w_2_2 ( 47 ) 1 1 0 0 100 2.77 2.77 22.994 0.46
exit_quick_2_1_1 ( 47 ) 1 1 0 0 100 7.29 7.29 61.596 1.21
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 2.06 2.06 17.282 0.34

SUMMARY METRICS

Metric Value
Backtesting from 2022-09-01 00:00:00
Backtesting to 2022-10-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 38 / 1.27
Starting balance 10000 USDT
Final balance 10125.996 USDT
Absolute profit 125.996 USDT
Total profit % 1.26%
CAGR % 16.46%
Sortino 1.15
Sharpe 1.82
Calmar 19.82
Profit factor 1.29
Expectancy (Ratio) 3.32 (0.04)
Trades per day 1.27
Avg. daily profit % 0.04%
Avg. stake amount 882.454 USDT
Total trade volume 33533.266 USDT
Best Pair POND/USDT 7.29%
Worst Pair SNX/USDT -13.63%
Best trade POND/USDT 7.29%
Worst trade SANTOS/USDT -14.28%
Best day 91.031 USDT
Worst day -427.162 USDT
Days win/draw/lose 18 / 11 / 1
Avg. Duration Winners 1 day, 8:19:00
Avg. Duration Loser 9 days, 17:58:00
Max Consecutive Wins / Loss 33 / 5
Rejected Entry signals 6
Entry/Exit Timeouts 0 / 0
Min balance 10027.164 USDT
Max balance 10553.159 USDT
Max % of account underwater 4.05%
Absolute Drawdown (Account) 4.05%
Absolute Drawdown 427.162 USDT
Drawdown high 553.159 USDT
Drawdown low 125.996 USDT
Drawdown Start 2022-09-30 08:50:00
Drawdown End 2022-10-01 00:00:00
Market change -3.15%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 38 0.64 24.29 125.996 1.26 2 days, 10:51:00 33 0 5 86.8 427.162 USDT 4.05%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20221001-20221101

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 1 day, 21:29:00 1 day, 21:29:00 1 day, 21:29:00 2 days, 3:50:00 1:05:00
Market Change 7.62 % 7.62 % 7.62 % 7.62 % 7.29 %
Max Drawdown 3.6494 % 3.6494 % 3.6494 % 4.2759 % 0.0 %
Profit Mean 0.5051 % 0.5051 % 0.5051 % 0.4163 % 1.9662 %
Profit Sum 17.68 % 17.68 % 17.68 % 14.15 % 17.7 %
Profit Total 1.4 % 1.4 % 1.4 % 0.79 % 1.33 %
Trades 35 35 35 34 9
Win Rate 85.71 % 85.71 % 85.71 % 85.29 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BURGER/USDT 2 3.63 7.26 60.921 0.61 1:07:00 2 0 0 100
WIN/USDT 1 5.67 5.67 47.008 0.47 5:00:00 1 0 0 100
DODO/USDT 1 3.09 3.09 36.072 0.36 10 days, 13:56:00 1 0 0 100
SUN/USDT 2 1.89 3.77 32.023 0.32 5:24:00 2 0 0 100
CVP/USDT 3 1.21 3.64 30.541 0.31 12:39:00 2 0 1 66.7
KSM/USDT 1 2.08 2.08 17.890 0.18 3:42:00 1 0 0 100
ARPA/USDT 1 2.12 2.12 17.760 0.18 2:12:00 1 0 0 100
XRP/USDT 1 1.88 1.88 15.685 0.16 2 days, 3:50:00 1 0 0 100
UNI/USDT 1 1.88 1.88 15.554 0.16 1:50:00 1 0 0 100
OG/USDT 1 1.82 1.82 15.398 0.15 5:55:00 1 0 0 100
SANTOS/USDT 2 1.18 2.36 14.229 0.14 2:54:00 2 0 0 100
TWT/USDT 1 1.62 1.62 13.506 0.14 1 day, 1:10:00 1 0 0 100
ERN/USDT 1 1.54 1.54 12.693 0.13 0:40:00 1 0 0 100
BTC/USDT 1 1.48 1.48 12.353 0.12 1 day, 23:54:00 1 0 0 100
HIVE/USDT 1 1.45 1.45 12.057 0.12 0:12:00 1 0 0 100
ALPHA/USDT 1 1.43 1.43 11.988 0.12 9 days, 12:41:00 1 0 0 100
CFX/USDT 1 1.32 1.32 11.042 0.11 2 days, 4:25:00 1 0 0 100
TRX/USDT 1 1.13 1.13 9.619 0.10 8 days, 23:31:00 1 0 0 100
REEF/USDT 1 1.15 1.15 9.507 0.10 4:16:00 1 0 0 100
PEOPLE/USDT 1 1.05 1.05 9.131 0.09 5:24:00 1 0 0 100
COTI/USDT 1 1.06 1.06 9.089 0.09 6:26:00 1 0 0 100
ADX/USDT 1 1.06 1.06 9.038 0.09 3:01:00 1 0 0 100
LTO/USDT 1 1.04 1.04 8.892 0.09 0:45:00 1 0 0 100
PYR/USDT 1 1.56 1.56 5.416 0.05 0:02:00 1 0 0 100
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CTSI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OGN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
1INCH/USDT 1 -1.33 -1.33 -11.545 -0.12 9:00:00 0 0 1 0
ENJ/USDT 1 -2.88 -2.88 -24.734 -0.25 1 day, 9:00:00 0 0 1 0
QI/USDT 1 -5.31 -5.31 -44.518 -0.45 15 days, 18:05:00 0 0 1 0
PHA/USDT 3 -8.43 -25.28 -216.270 -2.16 2 days, 18:43:00 2 0 1 66.7
TOTAL 35 0.51 17.68 140.346 1.40 1 day, 21:29:00 30 0 5 85.7

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
1INCH/USDT 1 -1.33 -1.33 -11.545 -0.12 9:00:00 0 0 1 0
ENJ/USDT 1 -2.88 -2.88 -24.734 -0.25 1 day, 9:00:00 0 0 1 0
QI/USDT 1 -5.31 -5.31 -44.518 -0.45 15 days, 18:05:00 0 0 1 0
CVP/USDT 1 -7.48 -7.48 -64.880 -0.65 1 day, 1:00:00 0 0 1 0
PHA/USDT 1 -27.88 -27.88 -238.400 -2.38 8 days, 7:00:00 0 0 1 0
TOTAL 5 -8.98 -44.88 -384.077 -3.84 5 days, 8:49:00 0 0 5 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
47 4 2.05 8.21 68.956 0.69 2:26:00 4 0 0 100
102 1 6.02 6.02 50.488 0.50 1:06:00 1 0 0 100
24 1 1.46 1.46 12.420 0.12 1:01:00 1 0 0 100
22 1 1.45 1.45 12.057 0.12 0:12:00 1 0 0 100
12 1 1.25 1.25 10.434 0.10 1:08:00 1 0 0 100
45 1 1.21 1.21 10.367 0.10 0:09:00 1 0 0 100
104 1 1.14 1.14 9.710 0.10 0:08:00 1 0 0 100
61 2 1.36 2.72 9.279 0.09 2:51:00 2 0 0 100
46 20 -0.13 -2.54 -16.692 -0.17 2 days, 11:33:00 16 0 4 80.0
25 3 -1.07 -3.22 -26.672 -0.27 5 days, 7:12:00 2 0 1 66.7
TOTAL 35 0.51 17.68 140.346 1.40 1 day, 21:29:00 30 0 5 85.7

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 6 6 0 0 100 1.22 7.3 61.687 1.22
force_exit 5 0 0 5 0 -8.98 -44.88 -384.077 -7.48
exit_quick_1_1_1 ( 46 ) 2 2 0 0 100 2.36 4.72 49.578 0.79
exit_quick_2_1_1 ( 46 ) 2 2 0 0 100 1.46 2.92 24.604 0.49
exit_profit_quick_max_m ( 47 ) 2 2 0 0 100 1.83 3.66 30.453 0.61
exit_quick_3_1_1 ( 46 ) 2 2 0 0 100 7.87 15.74 133.475 2.62
exit_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.88 1.88 15.554 0.31
exit_profit_long_rapid_max_m ( 104 ) 1 1 0 0 100 1.14 1.14 9.71 0.19
exit_long_rebuy_o_1 ( 61 ) 1 1 0 0 100 1.56 1.56 5.416 0.26
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 1.21 1.21 10.367 0.2
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.08 2.08 17.89 0.35
exit_pump_w_1_10 ( 25 ) 1 1 0 0 100 1.04 1.04 8.954 0.17
exit_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.06 1.06 9.038 0.18
exit_profit_pump_max_m ( 25 ) 1 1 0 0 100 1.04 1.04 8.892 0.17
exit_profit_pump_max_m ( 24 ) 1 1 0 0 100 1.46 1.46 12.42 0.24
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.32 1.32 11.042 0.22
exit_quick_q_3 ( 47 ) 1 1 0 0 100 2.73 2.73 23.105 0.46
exit_long_rapid_w_5_10 ( 102 ) 1 1 0 0 100 6.02 6.02 50.488 1
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 1.25 1.25 10.434 0.21
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.16 1.16 3.862 0.19
exit_pump_o_1 ( 22 ) 1 1 0 0 100 1.45 1.45 12.057 0.24
exit_quick_d_1_8 ( 47 ) 1 1 0 0 100 1.82 1.82 15.398 0.3

SUMMARY METRICS

Metric Value
Backtesting from 2022-10-01 00:00:00
Backtesting to 2022-11-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 35 / 1.13
Starting balance 10000 USDT
Final balance 10140.346 USDT
Absolute profit 140.346 USDT
Total profit % 1.40%
CAGR % 17.83%
Sortino 1.04
Sharpe 1.80
Calmar 23.70
Profit factor 1.37
Expectancy (Ratio) 4.01 (0.05)
Trades per day 1.13
Avg. daily profit % 0.05%
Avg. stake amount 825.914 USDT
Total trade volume 28906.997 USDT
Best Pair BURGER/USDT 7.26%
Worst Pair PHA/USDT -25.28%
Best trade CVP/USDT 10.07%
Worst trade PHA/USDT -27.88%
Best day 114.753 USDT
Worst day -384.077 USDT
Days win/draw/lose 19 / 12 / 1
Avg. Duration Winners 1 day, 7:36:00
Avg. Duration Loser 5 days, 8:49:00
Max Consecutive Wins / Loss 30 / 5
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10009.507 USDT
Max balance 10524.423 USDT
Max % of account underwater 3.65%
Absolute Drawdown (Account) 3.65%
Absolute Drawdown 384.077 USDT
Drawdown high 524.423 USDT
Drawdown low 140.346 USDT
Drawdown Start 2022-10-31 14:42:00
Drawdown End 2022-11-01 00:00:00
Market change 7.62%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 35 0.51 17.68 140.346 1.40 1 day, 21:29:00 30 0 5 85.7 384.077 USDT 3.65%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20221101-20221201

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 2 days, 4:20:00 2 days, 4:20:00 2 days, 4:20:00 1 day, 17:32:00 9:34:00
Market Change -16.13 % -16.13 % -16.13 % -16.13 % -16.43 %
Max Drawdown 7.1326 % 7.1326 % 7.1326 % 8.0002 % 0.0 %
Profit Mean 0.2242 % 0.2242 % 0.2242 % 0.4528 % 1.6726 %
Profit Sum 12.78 % 12.78 % 12.78 % 30.79 % 107.04 %
Profit Total 0.1 % 0.1 % 0.1 % 0.96 % 9.65 %
Trades 57 57 57 68 64
Win Rate 92.98 % 92.98 % 92.98 % 94.12 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
PERP/USDT 3 2.34 7.02 61.129 0.61 9:01:00 3 0 0 100
SANTOS/USDT 3 2.02 6.07 51.626 0.52 13:55:00 3 0 0 100
BOND/USDT 1 3.64 3.64 43.569 0.44 8 days, 6:00:00 1 0 0 100
STX/USDT 2 2.24 4.48 39.540 0.40 12:29:00 2 0 0 100
TWT/USDT 1 4.36 4.36 37.433 0.37 3:35:00 1 0 0 100
BAND/USDT 2 2.14 4.28 36.583 0.37 3 days, 15:22:00 2 0 0 100
AR/USDT 3 1.43 4.29 35.560 0.36 1:34:00 3 0 0 100
HIGH/USDT 1 2.55 2.55 29.979 0.30 19 days, 9:23:00 1 0 0 100
FIS/USDT 2 3.06 6.12 29.574 0.30 2:59:00 2 0 0 100
C98/USDT 3 1.14 3.42 29.272 0.29 1 day, 8:35:00 3 0 0 100
WING/USDT 2 1.55 3.10 26.268 0.26 3:29:00 2 0 0 100
FET/USDT 1 2.93 2.93 25.680 0.26 14:25:00 1 0 0 100
DEXE/USDT 2 1.43 2.85 24.222 0.24 1:26:00 2 0 0 100
OCEAN/USDT 1 2.70 2.70 22.613 0.23 16:24:00 1 0 0 100
QI/USDT 1 2.37 2.37 20.688 0.21 0:29:00 1 0 0 100
KNC/USDT 2 1.10 2.21 19.081 0.19 1:20:00 2 0 0 100
IOTA/USDT 1 2.12 2.12 17.788 0.18 7:35:00 1 0 0 100
CKB/USDT 1 1.73 1.73 14.974 0.15 1:20:00 1 0 0 100
OG/USDT 1 1.73 1.73 14.432 0.14 3:36:00 1 0 0 100
RNDR/USDT 1 1.60 1.60 13.524 0.14 5:55:00 1 0 0 100
BLZ/USDT 1 1.56 1.56 13.225 0.13 2 days, 8:35:00 1 0 0 100
TKO/USDT 1 1.51 1.51 13.107 0.13 0:28:00 1 0 0 100
RAY/USDT 1 1.52 1.52 13.087 0.13 4:27:00 1 0 0 100
ARPA/USDT 1 1.42 1.42 11.901 0.12 3:04:00 1 0 0 100
FRONT/USDT 1 1.32 1.32 11.398 0.11 3:50:00 1 0 0 100
DATA/USDT 1 1.13 1.13 9.809 0.10 7:56:00 1 0 0 100
YFI/USDT 1 1.11 1.11 9.684 0.10 17:43:00 1 0 0 100
REQ/USDT 1 1.15 1.15 9.548 0.10 5:17:00 1 0 0 100
DYDX/USDT 1 1.08 1.08 9.228 0.09 20:27:00 1 0 0 100
BCH/USDT 1 1.04 1.04 9.142 0.09 2 days, 18:05:00 1 0 0 100
SUSHI/USDT 1 1.09 1.09 9.140 0.09 1:00:00 1 0 0 100
VTHO/USDT 1 1.08 1.08 9.120 0.09 0:11:00 1 0 0 100
LRC/USDT 1 1.06 1.06 8.804 0.09 18:57:00 1 0 0 100
GALA/USDT 1 1.05 1.05 8.751 0.09 0:59:00 1 0 0 100
PHA/USDT 1 1.03 1.03 8.579 0.09 2:28:00 1 0 0 100
SFP/USDT 1 1.03 1.03 8.546 0.09 12:55:00 1 0 0 100
FLOW/USDT 1 1.02 1.02 8.390 0.08 17:11:00 1 0 0 100
BAKE/USDT 1 1.08 1.08 3.726 0.04 10:37:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CTSI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OGN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 1 -11.39 -11.39 -99.925 -1.00 6 days, 11:00:00 0 0 1 0
TRX/USDT 1 -11.95 -11.95 -139.940 -1.40 24 days, 8:00:00 0 0 1 0
TRU/USDT 1 -13.93 -13.93 -165.065 -1.65 22 days, 7:00:00 0 0 1 0
LAZIO/USDT 2 -20.41 -40.82 -353.416 -3.53 7 days, 8:10:00 1 0 1 50.0
TOTAL 57 0.22 12.78 10.376 0.10 2 days, 4:20:00 53 0 4 93.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
RLC/USDT 1 -11.39 -11.39 -99.925 -1.00 6 days, 11:00:00 0 0 1 0
TRX/USDT 1 -11.95 -11.95 -139.940 -1.40 24 days, 8:00:00 0 0 1 0
TRU/USDT 1 -13.93 -13.93 -165.065 -1.65 22 days, 7:00:00 0 0 1 0
LAZIO/USDT 1 -42.06 -42.06 -363.911 -3.64 14 days, 16:15:00 0 0 1 0
TOTAL 4 -19.83 -79.33 -768.841 -7.69 16 days, 22:34:00 0 0 4 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
47 12 1.70 20.45 189.668 1.90 23:29:00 12 0 0 100
12 3 3.44 10.32 87.760 0.88 6:51:00 3 0 0 100
106 4 1.88 7.51 63.618 0.64 1 day, 23:43:00 4 0 0 100
102 3 1.12 3.35 28.855 0.29 2:20:00 3 0 0 100
104 2 1.50 3.00 25.117 0.25 11:20:00 2 0 0 100
61 2 2.77 5.54 19.462 0.19 7:12:00 2 0 0 100
105 1 1.67 1.67 13.838 0.14 2:10:00 1 0 0 100
10 1 1.60 1.60 13.524 0.14 5:55:00 1 0 0 100
103 1 1.58 1.58 13.356 0.13 1:18:00 1 0 0 100
5 1 1.52 1.52 13.087 0.13 4:27:00 1 0 0 100
41 61 1 1.28 1.28 11.147 0.11 0:30:00 1 0 0 100
45 1 1.12 1.12 9.583 0.10 0:21:00 1 0 0 100
22 1 1.09 1.09 9.140 0.09 1:00:00 1 0 0 100
61 102 1 1.08 1.08 9.120 0.09 0:11:00 1 0 0 100
46 15 -0.11 -1.70 -46.928 -0.47 4 days, 4:40:00 13 0 2 86.7
25 6 -0.98 -5.90 -97.015 -0.97 3 days, 22:12:00 5 0 1 83.3
24 2 -20.37 -40.74 -352.958 -3.53 7 days, 9:00:00 1 0 1 50.0
TOTAL 57 0.22 12.78 10.376 0.10 2 days, 4:20:00 53 0 4 93.0

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 47 ) 7 7 0 0 100 1.34 9.35 80.598 1.56
exit_profit_quick_max_m ( 46 ) 6 6 0 0 100 1.47 8.8 75.123 1.47
force_exit 4 0 0 4 0 -19.83 -79.33 -768.841 -13.22
exit_quick_q_3 ( 46 ) 2 2 0 0 100 2.18 4.37 37.385 0.73
exit_profit_long_rapid_max_m ( 104 ) 2 2 0 0 100 1.5 3 25.117 0.5
exit_pump_d_1_10 ( 25 ) 2 2 0 0 100 1.15 2.29 19.213 0.38
exit_profit_pump_max_m ( 25 ) 2 2 0 0 100 1.15 2.3 19.445 0.38
exit_quick_q_1 ( 47 ) 1 1 0 0 100 3.64 3.64 43.569 0.61
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.08 1.08 3.726 0.18
exit_profit_normal_max_m ( 5 ) 1 1 0 0 100 1.52 1.52 13.087 0.25
exit_quick_d_1_5 ( 47 ) 1 1 0 0 100 1.32 1.32 11.398 0.22
exit_quick_d_1_8 ( 46 ) 1 1 0 0 100 1.73 1.73 14.974 0.29
exit_profit_quick_max_m ( 41 61 ) 1 1 0 0 100 1.28 1.28 11.147 0.21
exit_long_rapid_rpd_3 ( 102 ) 1 1 0 0 100 1.08 1.08 9.508 0.18
exit_quick_1_1_1 ( 47 ) 1 1 0 0 100 2.93 2.93 25.68 0.49
exit_quick_q_1 ( 46 ) 1 1 0 0 100 2.55 2.55 29.979 0.42
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.2 1.2 10.298 0.2
exit_long_rebuy_w_4_2 ( 61 ) 1 1 0 0 100 4.46 4.46 15.736 0.74
exit_quick_q_3 ( 47 ) 1 1 0 0 100 2.2 2.2 19.417 0.37
exit_quick_d_1_12 ( 46 ) 1 1 0 0 100 1.04 1.04 9.142 0.17
exit_quick_d_1_13 ( 47 ) 1 1 0 0 100 1.01 1.01 9.006 0.17
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 4.36 4.36 37.433 0.73
exit_profit_pump_max_m ( 24 ) 1 1 0 0 100 1.33 1.33 10.953 0.22
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 1.12 1.12 9.583 0.19
exit_pump_8_1_1 ( 25 ) 1 1 0 0 100 3.44 3.44 29.392 0.57
exit_long_rapid_2_1_1 ( 106 ) 1 1 0 0 100 1.11 1.11 9.391 0.18
exit_long_rapid_rpd_1 ( 106 ) 1 1 0 0 100 1.56 1.56 13.225 0.26
exit_long_rapid_8_1_1 ( 106 ) 1 1 0 0 100 3.71 3.71 31.43 0.62
exit_long_rapid_d_1_18 ( 106 ) 1 1 0 0 100 1.13 1.13 9.573 0.19
exit_long_rapid_d_1_2 ( 103 ) 1 1 0 0 100 1.58 1.58 13.356 0.26
exit_profit_long_rapid_max_m ( 61 102 ) 1 1 0 0 100 1.08 1.08 9.12 0.18
exit_normal_d_1_11 ( 10 ) 1 1 0 0 100 1.6 1.6 13.524 0.27
exit_long_rapid_rpd_2 ( 102 ) 1 1 0 0 100 1.07 1.07 9.049 0.18
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 2.12 2.12 17.788 0.35
exit_pump_w_1_3 ( 22 ) 1 1 0 0 100 1.09 1.09 9.14 0.18
exit_normal_w_2_12 ( 12 ) 1 1 0 0 100 2.7 2.7 22.613 0.45
exit_long_rapid_d_1_13 ( 105 ) 1 1 0 0 100 1.67 1.67 13.838 0.28
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.03 1.03 8.546 0.17
exit_normal_u_3 ( 12 ) 1 1 0 0 100 3.26 3.26 27.714 0.54

SUMMARY METRICS

Metric Value
Backtesting from 2022-11-01 00:00:00
Backtesting to 2022-12-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 57 / 1.9
Starting balance 10000 USDT
Final balance 10010.376 USDT
Absolute profit 10.376 USDT
Total profit % 0.10%
CAGR % 1.27%
Sortino 0.06
Sharpe 0.11
Calmar 0.93
Profit factor 1.01
Expectancy (Ratio) 0.18 (0.00)
Trades per day 1.9
Avg. daily profit % 0.00%
Avg. stake amount 857.955 USDT
Total trade volume 48903.411 USDT
Best Pair PERP/USDT 7.02%
Worst Pair LAZIO/USDT -40.82%
Best trade FIS/USDT 4.46%
Worst trade LAZIO/USDT -42.06%
Best day 73.332 USDT
Worst day -768.841 USDT
Days win/draw/lose 21 / 7 / 1
Avg. Duration Winners 1 day, 1:35:00
Avg. Duration Loser 16 days, 22:34:00
Max Consecutive Wins / Loss 53 / 4
Rejected Entry signals 115
Entry/Exit Timeouts 0 / 0
Min balance 10010.376 USDT
Max balance 10779.216 USDT
Max % of account underwater 7.13%
Absolute Drawdown (Account) 7.13%
Absolute Drawdown 768.841 USDT
Drawdown high 779.216 USDT
Drawdown low 10.376 USDT
Drawdown Start 2022-11-30 21:29:00
Drawdown End 2022-12-01 00:00:00
Market change -16.13%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 57 0.22 12.78 10.376 0.10 2 days, 4:20:00 53 0 4 93.0 768.841 USDT 7.13%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20221201-20230101

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 3 days, 4:12:00 3 days, 4:12:00 3 days, 4:12:00 2 days, 17:16:00 2 days, 8:32:00
Market Change -13.56 % -13.56 % -13.56 % -13.56 % -13.74 %
Max Drawdown 9.5899 % 9.5899 % 9.5899 % 6.7902 % 6.4694 %
Profit Mean -1.8245 % -1.8245 % -1.8245 % -0.5639 % -0.4312 %
Profit Sum -54.73 % -54.73 % -54.73 % -17.48 % -4.74 %
Profit Total -6.55 % -6.55 % -6.55 % -3.36 % -5.2 %
Trades 30 30 30 31 11
Win Rate 83.33 % 83.33 % 83.33 % 87.1 % 90.91 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TWT/USDT 4 1.71 6.84 57.004 0.57 0:12:00 4 0 0 100
UMA/USDT 1 4.41 4.41 37.174 0.37 2 days, 4:20:00 1 0 0 100
BAND/USDT 2 1.70 3.39 28.208 0.28 4:28:00 2 0 0 100
XVS/USDT 1 3.11 3.11 26.422 0.26 3 days, 11:13:00 1 0 0 100
VTHO/USDT 1 2.65 2.65 21.938 0.22 6:25:00 1 0 0 100
RARE/USDT 1 2.52 2.52 21.421 0.21 15:01:00 1 0 0 100
DEXE/USDT 1 2.10 2.10 17.517 0.18 19:10:00 1 0 0 100
BETA/USDT 1 1.83 1.83 15.480 0.15 1:05:00 1 0 0 100
QI/USDT 1 1.67 1.67 14.038 0.14 6:17:00 1 0 0 100
DGB/USDT 1 1.49 1.49 12.563 0.13 10:33:00 1 0 0 100
QTUM/USDT 1 1.49 1.49 12.545 0.13 8:58:00 1 0 0 100
MOVR/USDT 1 3.65 3.65 12.096 0.12 9:25:00 1 0 0 100
FORTH/USDT 1 1.35 1.35 11.456 0.11 0:37:00 1 0 0 100
TRB/USDT 1 1.34 1.34 11.272 0.11 11:35:00 1 0 0 100
GRT/USDT 1 1.14 1.14 9.546 0.10 8:29:00 1 0 0 100
AXS/USDT 1 1.12 1.12 9.371 0.09 1:58:00 1 0 0 100
REN/USDT 1 1.09 1.09 8.998 0.09 6:25:00 1 0 0 100
FLUX/USDT 1 0.69 0.69 5.727 0.06 2 days, 16:45:00 1 0 0 100
DOT/USDT 1 0.18 0.18 1.481 0.01 3 days, 0:50:00 1 0 0 100
ELF/USDT 1 0.13 0.13 1.097 0.01 14:00:00 1 0 0 100
ZRX/USDT 1 0.11 0.11 0.943 0.01 3 days, 20:17:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CTSI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OGN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 1 -2.31 -2.31 -19.699 -0.20 3 days, 7:00:00 0 0 1 0
SXP/USDT 1 -6.24 -6.24 -52.957 -0.53 8 days, 18:00:00 0 0 1 0
KP3R/USDT 1 -21.38 -21.38 -247.576 -2.48 26 days, 13:00:00 0 0 1 0
TKO/USDT 1 -34.07 -34.07 -287.289 -2.87 12 days, 10:45:00 0 0 1 0
WAVES/USDT 1 -33.06 -33.06 -383.719 -3.84 23 days, 14:15:00 0 0 1 0
TOTAL 30 -1.82 -54.73 -654.943 -6.55 3 days, 4:12:00 25 0 5 83.3

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DASH/USDT 1 -2.31 -2.31 -19.699 -0.20 3 days, 7:00:00 0 0 1 0
SXP/USDT 1 -6.24 -6.24 -52.957 -0.53 8 days, 18:00:00 0 0 1 0
KP3R/USDT 1 -21.38 -21.38 -247.576 -2.48 26 days, 13:00:00 0 0 1 0
TKO/USDT 1 -34.07 -34.07 -287.289 -2.87 12 days, 10:45:00 0 0 1 0
WAVES/USDT 1 -33.06 -33.06 -383.719 -3.84 23 days, 14:15:00 0 0 1 0
TOTAL 5 -19.41 -97.06 -991.240 -9.91 14 days, 22:12:00 0 0 5 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
47 3 3.01 9.03 76.112 0.76 1 day, 4:50:00 3 0 0 100
5 2 1.35 2.71 22.708 0.23 0:06:00 2 0 0 100
41 61 1 1.51 1.51 12.583 0.13 0:35:00 1 0 0 100
44 1 1.49 1.49 12.545 0.13 8:58:00 1 0 0 100
61 1 3.65 3.65 12.096 0.12 9:25:00 1 0 0 100
5 21 1 1.34 1.34 11.272 0.11 11:35:00 1 0 0 100
46 17 -0.66 -11.29 -163.867 -1.64 3 days, 4:37:00 14 0 3 82.4
25 2 -16.37 -32.75 -276.386 -2.76 6 days, 6:00:00 1 0 1 50.0
10 2 -15.22 -30.44 -362.006 -3.62 11 days, 19:08:00 1 0 1 50.0
TOTAL 30 -1.82 -54.73 -654.943 -6.55 3 days, 4:12:00 25 0 5 83.3

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 5 5 0 0 100 1.42 7.08 59.518 1.18
force_exit 5 0 0 5 0 -19.41 -97.06 -991.24 -16.18
exit_quick_q_3 ( 47 ) 2 2 0 0 100 2.31 4.62 38.938 0.77
exit_quick_q_3 ( 46 ) 2 2 0 0 100 2.36 4.72 39.243 0.79
exit_quick_w_0_1 ( 46 ) 2 2 0 0 100 0.44 0.87 7.208 0.15
exit_profit_normal_max_m ( 5 ) 1 1 0 0 100 1.22 1.22 10.268 0.2
exit_quick_q_1 ( 46 ) 1 1 0 0 100 3.11 3.11 26.422 0.52
exit_quick_q_1 ( 47 ) 1 1 0 0 100 4.41 4.41 37.174 0.74
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.49 1.49 12.563 0.25
exit_normal_w_1_5 ( 5 21 ) 1 1 0 0 100 1.34 1.34 11.272 0.22
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 1.49 1.49 12.545 0.25
exit_quick_d_0_18 ( 46 ) 1 1 0 0 100 0.13 0.13 1.097 0.02
exit_normal_u_1 ( 5 ) 1 1 0 0 100 1.48 1.48 12.44 0.25
exit_profit_pump_max_m ( 25 ) 1 1 0 0 100 1.32 1.32 10.903 0.22
exit_profit_quick_max_m ( 41 61 ) 1 1 0 0 100 1.51 1.51 12.583 0.25
exit_normal_u_2 ( 10 ) 1 1 0 0 100 2.62 2.62 21.713 0.44
exit_quick_w_0_2 ( 46 ) 1 1 0 0 100 0.11 0.11 0.943 0.02
exit_long_rebuy_2_1_1 ( 61 ) 1 1 0 0 100 3.65 3.65 12.096 0.61
exit_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.12 1.12 9.371 0.19

SUMMARY METRICS

Metric Value
Backtesting from 2022-12-01 00:00:00
Backtesting to 2023-01-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 30 / 0.97
Starting balance 10000 USDT
Final balance 9345.057 USDT
Absolute profit -654.943 USDT
Total profit % -6.55%
CAGR % -54.96%
Sortino -2.89
Sharpe -4.13
Calmar -42.09
Profit factor 0.34
Expectancy (Ratio) -21.83 (-0.11)
Trades per day 0.97
Avg. daily profit % -0.21%
Avg. stake amount 841.3 USDT
Total trade volume 25238.995 USDT
Best Pair TWT/USDT 6.84%
Worst Pair TKO/USDT -34.07%
Best trade UMA/USDT 4.41%
Worst trade TKO/USDT -34.07%
Best day 49.736 USDT
Worst day -991.24 USDT
Days win/draw/lose 18 / 13 / 1
Avg. Duration Winners 19:48:00
Avg. Duration Loser 14 days, 22:12:00
Max Consecutive Wins / Loss 25 / 5
Rejected Entry signals 5
Entry/Exit Timeouts 0 / 0
Min balance 9345.057 USDT
Max balance 10336.297 USDT
Max % of account underwater 9.59%
Absolute Drawdown (Account) 9.59%
Absolute Drawdown 991.24 USDT
Drawdown high 336.297 USDT
Drawdown low -654.943 USDT
Drawdown Start 2022-12-30 19:13:00
Drawdown End 2023-01-01 00:00:00
Market change -13.56%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 30 -1.82 -54.73 -654.943 -6.55 3 days, 4:12:00 25 0 5 83.3 991.24 USDT 9.59%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230101-20230201

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 1 day, 0:30:00 1 day, 0:30:00 1 day, 0:30:00 1 day, 1:46:00 1 day, 1:34:00
Market Change 53.56 % 53.56 % 53.56 % 53.56 % 53.58 %
Max Drawdown 1.3106 % 1.3106 % 1.3106 % 1.3135 % 0.6256 %
Profit Mean 1.2728 % 1.2728 % 1.2728 % 1.2844 % 0.5781 %
Profit Sum 48.37 % 48.37 % 48.37 % 47.52 % 4.05 %
Profit Total 4.06 % 4.06 % 4.06 % 3.99 % 0.33 %
Trades 38 38 38 37 7
Win Rate 94.74 % 94.74 % 94.74 % 94.59 % 85.71 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
RAY/USDT 3 2.89 8.67 72.342 0.72 16:02:00 3 0 0 100
WAVES/USDT 2 3.52 7.05 59.787 0.60 13:58:00 2 0 0 100
GALA/USDT 2 3.08 6.15 52.249 0.52 5:52:00 2 0 0 100
TKO/USDT 3 1.52 4.57 38.489 0.38 18:50:00 3 0 0 100
AKRO/USDT 1 3.23 3.23 27.641 0.28 1 day, 12:55:00 1 0 0 100
REN/USDT 1 3.12 3.12 26.095 0.26 2 days, 4:20:00 1 0 0 100
MDT/USDT 1 2.53 2.53 21.682 0.22 6:11:00 1 0 0 100
STRAX/USDT 1 2.40 2.40 20.468 0.20 3:57:00 1 0 0 100
MASK/USDT 2 1.18 2.36 20.125 0.20 17:58:00 2 0 0 100
OCEAN/USDT 1 2.24 2.24 18.483 0.18 1:33:00 1 0 0 100
ERN/USDT 1 1.72 1.72 14.617 0.15 0:29:00 1 0 0 100
XVG/USDT 1 1.63 1.63 13.500 0.14 4 days, 14:55:00 1 0 0 100
BETA/USDT 1 1.56 1.56 13.490 0.13 0:34:00 1 0 0 100
BURGER/USDT 1 1.43 1.43 12.348 0.12 6:00:00 1 0 0 100
PEOPLE/USDT 1 1.36 1.36 11.619 0.12 8:24:00 1 0 0 100
DATA/USDT 1 1.36 1.36 11.387 0.11 0:50:00 1 0 0 100
ROSE/USDT 1 1.30 1.30 11.223 0.11 5:25:00 1 0 0 100
LTC/USDT 1 1.31 1.31 11.101 0.11 2 days, 20:10:00 1 0 0 100
FRONT/USDT 1 1.22 1.22 10.231 0.10 2 days, 10:55:00 1 0 0 100
FIS/USDT 1 1.21 1.21 10.090 0.10 0:03:00 1 0 0 100
CFX/USDT 1 1.09 1.09 9.460 0.09 4:40:00 1 0 0 100
RNDR/USDT 1 1.09 1.09 9.098 0.09 3:21:00 1 0 0 100
PHA/USDT 1 1.09 1.09 9.051 0.09 5:07:00 1 0 0 100
BOND/USDT 1 1.02 1.02 8.840 0.09 3:51:00 1 0 0 100
BAND/USDT 1 1.05 1.05 8.746 0.09 0:09:00 1 0 0 100
SANTOS/USDT 1 1.02 1.02 8.651 0.09 5:00:00 1 0 0 100
IOTX/USDT 1 0.20 0.20 1.713 0.02 0:35:00 1 0 0 100
TRB/USDT 1 0.11 0.11 0.953 0.01 5 days, 22:40:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CTSI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OGN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 2 -3.16 -6.31 -54.704 -0.55 3 days, 18:22:00 1 0 1 50.0
ZEN/USDT 1 -8.43 -8.43 -72.769 -0.73 1 day, 20:00:00 0 0 1 0
TOTAL 38 1.27 48.37 406.005 4.06 1 day, 0:30:00 36 0 2 94.7

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
AGLD/USDT 1 -7.58 -7.58 -65.426 -0.65 1 day, 14:50:00 0 0 1 0
ZEN/USDT 1 -8.43 -8.43 -72.769 -0.73 1 day, 20:00:00 0 0 1 0
TOTAL 2 -8.01 -16.02 -138.196 -1.38 1 day, 17:25:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 24 1.41 33.75 284.370 2.84 1 day, 6:51:00 23 0 1 95.8
25 4 1.61 6.44 55.060 0.55 1:30:00 4 0 0 100
104 2 2.74 5.47 45.764 0.46 2 days, 5:58:00 2 0 0 100
12 3 1.38 4.13 34.297 0.34 1:50:00 3 0 0 100
3 1 2.76 2.76 23.338 0.23 22:20:00 1 0 0 100
10 1 1.21 1.21 10.090 0.10 0:03:00 1 0 0 100
103 1 1.09 1.09 9.460 0.09 4:40:00 1 0 0 100
45 1 1.09 1.09 9.051 0.09 5:07:00 1 0 0 100
102 1 -7.58 -7.58 -65.426 -0.65 1 day, 14:50:00 0 0 1 0
TOTAL 38 1.27 48.37 406.005 4.06 1 day, 0:30:00 36 0 2 94.7

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 8 8 0 0 100 1.24 9.96 84.854 1.66
exit_quick_w_1_1 ( 46 ) 3 3 0 0 100 1.38 4.13 34.453 0.69
exit_quick_q_1 ( 46 ) 3 3 0 0 100 4.39 13.17 111.324 2.2
exit_profit_pump_max_m ( 25 ) 2 2 0 0 100 1.34 2.69 23.206 0.45
force_exit 2 0 0 2 0 -8.01 -16.02 -138.196 -2.67
exit_quick_w_2_12 ( 46 ) 2 2 0 0 100 2.6 5.19 43.702 0.87
exit_normal_o_1 ( 10 ) 1 1 0 0 100 1.21 1.21 10.09 0.2
exit_normal_w_2_9 ( 3 ) 1 1 0 0 100 2.76 2.76 23.338 0.46
exit_quick_w_3_12 ( 46 ) 1 1 0 0 100 3.49 3.49 30.229 0.58
exit_quick_d_1_11 ( 46 ) 1 1 0 0 100 1.3 1.3 11.223 0.22
exit_long_rapid_rpd_3 ( 103 ) 1 1 0 0 100 1.09 1.09 9.46 0.18
exit_quick_d_0_20 ( 46 ) 1 1 0 0 100 0.2 0.2 1.713 0.03
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.31 1.31 11.101 0.22
exit_pump_w_2_10 ( 25 ) 1 1 0 0 100 2.4 2.4 20.468 0.4
exit_quick_w_0_2 ( 46 ) 1 1 0 0 100 0.11 0.11 0.953 0.02
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 1.98 1.98 16.453 0.33
exit_long_rapid_w_2_1 ( 104 ) 1 1 0 0 100 2.35 2.35 19.669 0.39
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.24 2.24 18.483 0.37
exit_pump_d_1_2 ( 25 ) 1 1 0 0 100 1.36 1.36 11.387 0.23
exit_normal_o_1 ( 12 ) 1 1 0 0 100 1.05 1.05 8.746 0.18
exit_quick_w_1_10 ( 46 ) 1 1 0 0 100 1.09 1.09 9.105 0.18
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 1.09 1.09 9.051 0.18
exit_normal_w_1_10 ( 12 ) 1 1 0 0 100 1.09 1.09 9.098 0.18
exit_long_rapid_w_3_9 ( 104 ) 1 1 0 0 100 3.12 3.12 26.095 0.52

SUMMARY METRICS

Metric Value
Backtesting from 2023-01-01 00:00:00
Backtesting to 2023-02-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 38 / 1.23
Starting balance 10000 USDT
Final balance 10406.005 USDT
Absolute profit 406.005 USDT
Total profit % 4.06%
CAGR % 59.77%
Sortino 68.15
Sharpe 11.98
Calmar 190.91
Profit factor 3.94
Expectancy (Ratio) 10.68 (0.15)
Trades per day 1.23
Avg. daily profit % 0.13%
Avg. stake amount 845.603 USDT
Total trade volume 32132.904 USDT
Best Pair RAY/USDT 8.67%
Worst Pair ZEN/USDT -8.43%
Best trade RAY/USDT 5.65%
Worst trade ZEN/USDT -8.43%
Best day 84.477 USDT
Worst day -138.196 USDT
Days win/draw/lose 13 / 10 / 1
Avg. Duration Winners 23:34:00
Avg. Duration Loser 1 day, 17:25:00
Max Consecutive Wins / Loss 36 / 2
Rejected Entry signals 3
Entry/Exit Timeouts 0 / 0
Min balance 10013.5 USDT
Max balance 10544.201 USDT
Max % of account underwater 1.31%
Absolute Drawdown (Account) 1.31%
Absolute Drawdown 138.196 USDT
Drawdown high 544.201 USDT
Drawdown low 406.005 USDT
Drawdown Start 2023-01-31 15:00:00
Drawdown End 2023-02-01 00:00:00
Market change 53.56%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 38 1.27 48.37 406.005 4.06 1 day, 0:30:00 36 0 2 94.7 138.196 USDT 1.31%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230201-20230301

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 1 day, 4:07:00 1 day, 4:07:00 1 day, 4:07:00 1 day, 1:35:00 12:42:00
Market Change 14.06 % 14.06 % 14.06 % 14.06 % 13.63 %
Max Drawdown 7.8991 % 7.8991 % 7.8991 % 7.9085 % 3.8862 %
Profit Mean 0.3655 % 0.3655 % 0.3655 % 0.4379 % 1.1023 %
Profit Sum 28.87 % 28.87 % 28.87 % 36.35 % 47.4 %
Profit Total 1.51 % 1.51 % 1.51 % 2.06 % 1.17 %
Trades 79 79 79 83 43
Win Rate 92.41 % 92.41 % 92.41 % 92.77 % 95.35 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
MBL/USDT 2 4.44 8.87 73.458 0.73 1:44:00 2 0 0 100
DF/USDT 3 2.26 6.77 60.011 0.60 3:44:00 3 0 0 100
TRU/USDT 2 3.25 6.51 58.862 0.59 4:15:00 2 0 0 100
DEGO/USDT 3 1.93 5.79 51.028 0.51 1:36:00 3 0 0 100
FXS/USDT 3 1.90 5.71 48.519 0.49 9:48:00 3 0 0 100
BLZ/USDT 4 1.15 4.62 38.884 0.39 7:58:00 4 0 0 100
FET/USDT 2 2.16 4.32 37.199 0.37 2:16:00 2 0 0 100
RNDR/USDT 3 1.62 4.85 31.147 0.31 4:27:00 3 0 0 100
MBOX/USDT 1 3.27 3.27 29.271 0.29 0:31:00 1 0 0 100
BOND/USDT 2 1.59 3.18 27.672 0.28 1 day, 2:30:00 2 0 0 100
STMX/USDT 2 1.09 2.17 24.589 0.25 3 days, 20:58:00 2 0 0 100
VIDT/USDT 2 1.45 2.90 24.371 0.24 0:18:00 2 0 0 100
COTI/USDT 1 2.85 2.85 23.913 0.24 1 day, 5:55:00 1 0 0 100
RIF/USDT 1 2.37 2.37 20.835 0.21 1:40:00 1 0 0 100
POLS/USDT 1 2.14 2.14 19.031 0.19 4:28:00 1 0 0 100
DYDX/USDT 1 2.10 2.10 19.029 0.19 0:05:00 1 0 0 100
BEL/USDT 1 2.22 2.22 19.009 0.19 2:01:00 1 0 0 100
PYR/USDT 1 2.07 2.07 18.121 0.18 8:28:00 1 0 0 100
STX/USDT 1 1.56 1.56 13.737 0.14 5:58:00 1 0 0 100
DOGE/USDT 1 1.16 1.16 13.694 0.14 9 days, 13:30:00 1 0 0 100
VTHO/USDT 1 1.54 1.54 13.677 0.14 16:16:00 1 0 0 100
GRT/USDT 1 1.49 1.49 13.243 0.13 3:45:00 1 0 0 100
XVS/USDT 1 1.40 1.40 12.325 0.12 11:24:00 1 0 0 100
CHR/USDT 1 1.44 1.44 12.167 0.12 3:00:00 1 0 0 100
FIS/USDT 1 1.42 1.42 12.051 0.12 1:09:00 1 0 0 100
INJ/USDT 1 1.40 1.40 11.989 0.12 1:32:00 1 0 0 100
STORJ/USDT 1 1.41 1.41 11.778 0.12 6:26:00 1 0 0 100
CFX/USDT 1 1.23 1.23 10.811 0.11 0:05:00 1 0 0 100
PEOPLE/USDT 1 1.26 1.26 10.811 0.11 6 days, 4:05:00 1 0 0 100
CELR/USDT 1 1.24 1.24 10.691 0.11 9:34:00 1 0 0 100
ONE/USDT 1 1.19 1.19 10.522 0.11 4:30:00 1 0 0 100
MDT/USDT 1 1.17 1.17 10.218 0.10 0:29:00 1 0 0 100
MINA/USDT 1 1.19 1.19 10.165 0.10 0:13:00 1 0 0 100
C98/USDT 1 1.14 1.14 10.146 0.10 15:09:00 1 0 0 100
LIT/USDT 1 1.18 1.18 10.132 0.10 0:26:00 1 0 0 100
SXP/USDT 1 1.14 1.14 10.025 0.10 5:40:00 1 0 0 100
KNC/USDT 1 1.20 1.20 9.983 0.10 0:31:00 1 0 0 100
STRAX/USDT 1 1.17 1.17 9.750 0.10 0:13:00 1 0 0 100
REN/USDT 1 1.16 1.16 9.689 0.10 1:12:00 1 0 0 100
WAXP/USDT 1 1.13 1.13 9.339 0.09 1:35:00 1 0 0 100
TWT/USDT 1 1.12 1.12 9.301 0.09 8:35:00 1 0 0 100
CKB/USDT 1 1.11 1.11 9.256 0.09 4 days, 1:30:00 1 0 0 100
SAND/USDT 1 1.01 1.01 9.191 0.09 10:57:00 1 0 0 100
DATA/USDT 1 1.10 1.10 9.186 0.09 0:32:00 1 0 0 100
ENS/USDT 1 1.07 1.07 9.172 0.09 6 days, 1:22:00 1 0 0 100
YGG/USDT 1 1.04 1.04 9.165 0.09 3:09:00 1 0 0 100
DEXE/USDT 1 1.07 1.07 9.160 0.09 5 days, 22:41:00 1 0 0 100
MOVR/USDT 1 1.06 1.06 9.027 0.09 0:23:00 1 0 0 100
TKO/USDT 1 1.02 1.02 9.021 0.09 11:11:00 1 0 0 100
LSK/USDT 1 1.03 1.03 8.884 0.09 17:32:00 1 0 0 100
HOT/USDT 1 1.05 1.05 8.787 0.09 3:09:00 1 0 0 100
BAKE/USDT 1 2.21 2.21 7.635 0.08 1:07:00 1 0 0 100
BNT/USDT 1 0.81 0.81 7.145 0.07 12:30:00 1 0 0 100
DODO/USDT 1 0.77 0.77 6.544 0.07 1:20:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CTSI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OGN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 1 -8.05 -8.05 -73.300 -0.73 4 days, 19:00:00 0 0 1 0
DGB/USDT 1 -11.71 -11.71 -105.099 -1.05 7 days, 6:00:00 0 0 1 0
ALPHA/USDT 2 -6.60 -13.19 -120.039 -1.20 2 days, 18:30:00 1 0 1 50.0
HIGH/USDT 2 -9.81 -19.62 -176.400 -1.76 3 days, 11:54:00 1 0 1 50.0
FIL/USDT 1 -19.96 -19.96 -180.249 -1.80 5 days, 16:00:00 0 0 1 0
ROSE/USDT 1 -15.02 -15.02 -187.697 -1.88 7 days, 11:00:00 0 0 1 0
TOTAL 79 0.37 28.87 150.583 1.51 1 day, 4:07:00 73 0 6 92.4

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CRV/USDT 1 -8.05 -8.05 -73.300 -0.73 4 days, 19:00:00 0 0 1 0
DGB/USDT 1 -11.71 -11.71 -105.099 -1.05 7 days, 6:00:00 0 0 1 0
ALPHA/USDT 1 -14.26 -14.26 -129.385 -1.29 5 days, 10:00:00 0 0 1 0
FIL/USDT 1 -19.96 -19.96 -180.249 -1.80 5 days, 16:00:00 0 0 1 0
ROSE/USDT 1 -15.02 -15.02 -187.697 -1.88 7 days, 11:00:00 0 0 1 0
HIGH/USDT 1 -21.71 -21.71 -194.842 -1.95 6 days, 21:00:00 0 0 1 0
TOTAL 6 -15.12 -90.70 -870.571 -8.71 6 days, 5:50:00 0 0 6 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
47 7 2.21 15.47 136.044 1.36 2:40:00 7 0 0 100
25 4 1.68 6.73 64.609 0.65 1 day, 23:01:00 4 0 0 100
45 2 2.25 4.51 38.511 0.39 0:50:00 2 0 0 100
7 1 4.26 4.26 38.501 0.39 6:55:00 1 0 0 100
12 3 1.35 4.06 34.676 0.35 1:08:00 3 0 0 100
21 2 1.15 2.30 20.606 0.21 5:50:00 2 0 0 100
103 104 2 1.13 2.25 19.325 0.19 2 days, 23:27:00 2 0 0 100
44 1 2.09 2.09 18.442 0.18 2:49:00 1 0 0 100
61 2 2.18 4.36 15.073 0.15 1:12:00 2 0 0 100
24 1 1.70 1.70 14.745 0.15 0:59:00 1 0 0 100
6 1 1.40 1.40 12.565 0.13 0:03:00 1 0 0 100
103 1 1.42 1.42 12.051 0.12 1:09:00 1 0 0 100
41 1 1.40 1.40 11.989 0.12 1:32:00 1 0 0 100
102 1 1.41 1.41 11.778 0.12 6:26:00 1 0 0 100
10 1 1.21 1.21 10.244 0.10 0:14:00 1 0 0 100
11 1 1.21 1.21 9.980 0.10 22:48:00 1 0 0 100
41 61 1 1.10 1.10 9.525 0.10 23:58:00 1 0 0 100
105 1 1.06 1.06 9.346 0.09 3:00:00 1 0 0 100
104 7 -0.86 -6.02 -59.593 -0.60 19:00:00 6 0 1 85.7
46 35 -0.18 -6.42 -126.054 -1.26 1 day, 18:19:00 31 0 4 88.6
3 4 -4.16 -16.63 -151.781 -1.52 1 day, 18:04:00 3 0 1 75.0
TOTAL 79 0.37 28.87 150.583 1.51 1 day, 4:07:00 73 0 6 92.4

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 13 13 0 0 100 1.29 16.75 149.385 2.79
force_exit 6 0 0 6 0 -15.12 -90.7 -870.571 -15.12
exit_profit_quick_max_m ( 47 ) 5 5 0 0 100 2.04 10.18 88.939 1.7
exit_profit_long_rapid_max_m ( 104 ) 4 4 0 0 100 1.47 5.86 49.677 0.98
exit_quick_w_1_1 ( 46 ) 4 4 0 0 100 1.23 4.92 42.165 0.82
exit_profit_long_rebuy_max_m ( 61 ) 2 2 0 0 100 2.18 4.36 15.073 0.73
exit_quick_w_1_5 ( 46 ) 2 2 0 0 100 1.07 2.13 18.492 0.36
exit_quick_1_1_1 ( 46 ) 2 2 0 0 100 4.21 8.42 70.516 1.4
exit_quick_q_3 ( 47 ) 2 2 0 0 100 2.64 5.29 47.106 0.88
exit_normal_d_1_10 ( 12 ) 2 2 0 0 100 1.31 2.62 22.51 0.44
exit_long_rapid_d_1_10 ( 104 ) 2 2 0 0 100 1.19 2.38 20.115 0.4
exit_quick_w_2_4 ( 46 ) 1 1 0 0 100 2.37 2.37 20.835 0.4
exit_long_rapid_2_1_1 ( 103 104 ) 1 1 0 0 100 1.07 1.07 9.16 0.18
exit_pump_3_1_1 ( 25 ) 1 1 0 0 100 1.84 1.84 21.764 0.31
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 1.17 1.17 10.218 0.2
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.07 2.07 18.121 0.35
exit_long_rapid_rpd_3 ( 105 ) 1 1 0 0 100 1.06 1.06 9.346 0.18
exit_quick_w_0_5 ( 46 ) 1 1 0 0 100 0.81 0.81 7.145 0.14
exit_quick_d_2_1 ( 46 ) 1 1 0 0 100 2.1 2.1 19.029 0.35
exit_quick_d_2_1 ( 44 ) 1 1 0 0 100 2.09 2.09 18.442 0.35
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.01 1.01 8.994 0.17
exit_profit_quick_max_m ( 41 61 ) 1 1 0 0 100 1.1 1.1 9.525 0.18
exit_pump_d_2_1 ( 25 ) 1 1 0 0 100 2.56 2.56 22.968 0.43
exit_normal_u_1 ( 6 ) 1 1 0 0 100 1.4 1.4 12.565 0.23
exit_pump_d_2_1 ( 21 ) 1 1 0 0 100 2.15 2.15 19.396 0.36
exit_normal_w_4_9 ( 7 ) 1 1 0 0 100 4.26 4.26 38.501 0.71
exit_quick_w_1_12 ( 46 ) 1 1 0 0 100 1.19 1.19 10.522 0.2
exit_quick_d_1_20 ( 46 ) 1 1 0 0 100 1.13 1.13 9.339 0.19
exit_profit_pump_max_m ( 24 ) 1 1 0 0 100 1.7 1.7 14.745 0.28
exit_profit_pump_max_m ( 25 ) 1 1 0 0 100 1.24 1.24 10.691 0.21
exit_profit_normal_max_m ( 11 ) 1 1 0 0 100 1.21 1.21 9.98 0.2
exit_pump_d_1_10 ( 25 ) 1 1 0 0 100 1.1 1.1 9.186 0.18
exit_long_rapid_rpd_3 ( 102 ) 1 1 0 0 100 1.41 1.41 11.778 0.24
exit_pump_d_0_20 ( 21 ) 1 1 0 0 100 0.14 0.14 1.211 0.02
exit_quick_w_0_4 ( 46 ) 1 1 0 0 100 0.34 0.34 2.825 0.06
exit_quick_w_2_1 ( 46 ) 1 1 0 0 100 2.85 2.85 23.913 0.47
exit_normal_o_1 ( 10 ) 1 1 0 0 100 1.21 1.21 10.244 0.2
exit_normal_w_1_10 ( 12 ) 1 1 0 0 100 1.44 1.44 12.167 0.24
exit_normal_w_2_3 ( 3 ) 1 1 0 0 100 2.06 2.06 17.45 0.34
exit_long_rapid_w_1_16 ( 103 ) 1 1 0 0 100 1.42 1.42 12.051 0.24
exit_quick_q_3 ( 45 ) 1 1 0 0 100 3.34 3.34 28.293 0.56
exit_normal_d_2_1 ( 3 ) 1 1 0 0 100 2.25 2.25 19.067 0.37
exit_normal_d_0_2 ( 3 ) 1 1 0 0 100 0.77 0.77 6.544 0.13
exit_quick_w_2_6 ( 46 ) 1 1 0 0 100 2.22 2.22 19.009 0.37
exit_profit_quick_max_m ( 41 ) 1 1 0 0 100 1.4 1.4 11.989 0.23
exit_profit_long_rapid_max_m ( 103 104 ) 1 1 0 0 100 1.19 1.19 10.165 0.2

SUMMARY METRICS

Metric Value
Backtesting from 2023-02-01 00:00:00
Backtesting to 2023-03-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 79 / 2.82
Starting balance 10000 USDT
Final balance 10150.583 USDT
Absolute profit 150.583 USDT
Total profit % 1.51%
CAGR % 21.51%
Sortino 2.25
Sharpe 2.30
Calmar 13.01
Profit factor 1.17
Expectancy (Ratio) 1.91 (0.01)
Trades per day 2.82
Avg. daily profit % 0.05%
Avg. stake amount 864.667 USDT
Total trade volume 68308.721 USDT
Best Pair MBL/USDT 8.87%
Worst Pair FIL/USDT -19.96%
Best trade MBL/USDT 6.93%
Worst trade HIGH/USDT -21.71%
Best day 133.595 USDT
Worst day -870.571 USDT
Days win/draw/lose 22 / 6 / 1
Avg. Duration Winners 18:07:00
Avg. Duration Loser 6 days, 5:50:00
Max Consecutive Wins / Loss 73 / 6
Rejected Entry signals 64
Entry/Exit Timeouts 0 / 0
Min balance 10009.339 USDT
Max balance 11021.154 USDT
Max % of account underwater 7.90%
Absolute Drawdown (Account) 7.90%
Absolute Drawdown 870.571 USDT
Drawdown high 1021.154 USDT
Drawdown low 150.583 USDT
Drawdown Start 2023-02-24 01:35:00
Drawdown End 2023-03-01 00:00:00
Market change 14.06%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 79 0.37 28.87 150.583 1.51 1 day, 4:07:00 73 0 6 92.4 870.571 USDT 7.90%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230301-20230401

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 2 days, 5:42:00 2 days, 5:42:00 2 days, 5:42:00 2 days, 7:39:00 15:51:00
Market Change -6.82 % -6.82 % -6.82 % -6.82 % -6.89 %
Max Drawdown 3.5401 % 3.5401 % 3.5401 % 4.007 % 4.5591 %
Profit Mean 0.7522 % 0.7522 % 0.7522 % 0.821 % 1.169 %
Profit Sum 41.37 % 41.37 % 41.37 % 43.51 % 37.41 %
Profit Total 0.38 % 0.38 % 0.38 % -0.08 % 0.03 %
Trades 55 55 55 53 32
Win Rate 92.73 % 92.73 % 92.73 % 92.45 % 96.88 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CFX/USDT 6 1.72 10.33 85.969 0.86 0:46:00 6 0 0 100
RIF/USDT 4 2.08 8.33 68.761 0.69 2:17:00 4 0 0 100
BEL/USDT 2 2.10 4.20 38.564 0.39 8 days, 14:00:00 2 0 0 100
QTUM/USDT 1 3.14 3.14 36.323 0.36 17 days, 16:19:00 1 0 0 100
MDT/USDT 2 1.58 3.16 26.336 0.26 2:18:00 2 0 0 100
MANA/USDT 1 2.97 2.97 24.226 0.24 15:50:00 1 0 0 100
STRAX/USDT 2 1.41 2.83 24.217 0.24 0:12:00 2 0 0 100
FLOW/USDT 1 2.74 2.74 23.172 0.23 1:20:00 1 0 0 100
ERN/USDT 1 2.09 2.09 17.775 0.18 2 days, 3:15:00 1 0 0 100
TLM/USDT 1 2.08 2.08 17.545 0.18 0:46:00 1 0 0 100
KMD/USDT 1 1.59 1.59 13.596 0.14 6:23:00 1 0 0 100
LTO/USDT 1 1.56 1.56 12.952 0.13 0:54:00 1 0 0 100
BADGER/USDT 1 1.52 1.52 12.714 0.13 11:10:00 1 0 0 100
ELF/USDT 1 1.48 1.48 12.382 0.12 1:45:00 1 0 0 100
DOCK/USDT 1 1.42 1.42 11.554 0.12 0:15:00 1 0 0 100
XEC/USDT 1 1.34 1.34 11.394 0.11 1 day, 6:00:00 1 0 0 100
DODO/USDT 1 1.35 1.35 11.272 0.11 0:57:00 1 0 0 100
CVP/USDT 1 1.33 1.33 11.154 0.11 0:01:00 1 0 0 100
BTC/USDT 1 1.27 1.27 10.905 0.11 4:50:00 1 0 0 100
HIGH/USDT 1 3.26 3.26 10.800 0.11 0:37:00 1 0 0 100
PERP/USDT 1 1.22 1.22 10.349 0.10 3:16:00 1 0 0 100
MKR/USDT 1 1.14 1.14 9.680 0.10 2 days, 22:50:00 1 0 0 100
LINA/USDT 1 1.14 1.14 9.475 0.09 3:21:00 1 0 0 100
HIVE/USDT 1 1.11 1.11 9.298 0.09 0:35:00 1 0 0 100
DASH/USDT 1 1.11 1.11 9.219 0.09 2:00:00 1 0 0 100
WNXM/USDT 1 1.05 1.05 8.814 0.09 0:26:00 1 0 0 100
FTM/USDT 1 2.57 2.57 8.678 0.09 1:45:00 1 0 0 100
UNFI/USDT 1 1.03 1.03 8.582 0.09 5:07:00 1 0 0 100
MASK/USDT 1 1.02 1.02 8.414 0.08 0:02:00 1 0 0 100
CELR/USDT 1 0.84 0.84 7.181 0.07 2:05:00 1 0 0 100
STPT/USDT 1 0.52 0.52 4.291 0.04 9:15:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CTSI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OGN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 2 -1.63 -3.25 -19.442 -0.19 14 days, 0:25:00 1 0 1 50.0
KP3R/USDT 1 -6.17 -6.17 -71.254 -0.71 30 days, 3:00:00 0 0 1 0
TRU/USDT 10 -1.99 -19.93 -447.268 -4.47 1 day, 23:50:00 8 0 2 80.0
TOTAL 55 0.75 41.37 37.628 0.38 2 days, 5:42:00 51 0 4 92.7

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
EGLD/USDT 1 -4.52 -4.52 -38.230 -0.38 10 days, 23:10:00 0 0 1 0
KP3R/USDT 1 -6.17 -6.17 -71.254 -0.71 30 days, 3:00:00 0 0 1 0
TRU/USDT 1 -22.50 -22.50 -258.900 -2.59 16 days, 15:20:00 0 0 1 0
TOTAL 3 -11.06 -33.19 -368.384 -3.68 19 days, 5:50:00 0 0 3 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 19 1.12 21.35 181.204 1.81 4 days, 18:37:00 18 0 1 94.7
102 5 1.65 8.25 68.473 0.68 1:59:00 5 0 0 100
47 3 2.41 7.22 60.175 0.60 1:54:00 3 0 0 100
25 5 1.34 6.69 55.503 0.56 2:06:00 5 0 0 100
41 61 2 2.55 5.10 42.720 0.43 0:16:00 2 0 0 100
24 3 1.31 3.93 32.418 0.32 2:12:00 3 0 0 100
44 2 1.78 3.57 29.183 0.29 1:12:00 2 0 0 100
21 1 2.74 2.74 23.172 0.23 1:20:00 1 0 0 100
104 2 1.32 2.64 21.764 0.22 0:10:00 2 0 0 100
45 2 1.12 2.25 18.697 0.19 7:44:00 2 0 0 100
41 1 1.56 1.56 12.952 0.13 0:54:00 1 0 0 100
106 1 1.33 1.33 11.154 0.11 0:01:00 1 0 0 100
104 105 1 1.07 1.07 8.808 0.09 0:14:00 1 0 0 100
12 3 -0.58 -1.75 -14.897 -0.15 3 days, 15:47:00 2 0 1 66.7
105 2 -9.53 -19.06 -230.066 -2.30 8 days, 8:50:00 1 0 1 50.0
61 3 -1.84 -5.51 -283.631 -2.84 19:05:00 2 0 1 66.7
TOTAL 55 0.75 41.37 37.628 0.38 2 days, 5:42:00 51 0 4 92.7

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 7 7 0 0 100 1.2 8.4 74.138 1.4
force_exit 3 0 0 3 0 -11.06 -33.19 -368.384 -5.53
exit_profit_pump_max_m ( 24 ) 3 3 0 0 100 1.31 3.93 32.418 0.65
exit_profit_long_rapid_max_m ( 102 ) 3 3 0 0 100 1.36 4.09 33.568 0.68
exit_profit_pump_max_m ( 25 ) 3 3 0 0 100 1.46 4.37 35.953 0.73
exit_quick_w_1_1 ( 46 ) 2 2 0 0 100 1.3 2.6 30.182 0.43
exit_quick_q_2 ( 46 ) 2 2 0 0 100 2.59 5.18 43.611 0.86
exit_long_rapid_d_1_10 ( 104 ) 2 2 0 0 100 1.32 2.64 21.764 0.44
exit_pump_d_1_10 ( 25 ) 2 2 0 0 100 1.16 2.31 19.551 0.39
exit_pump_d_2_1 ( 21 ) 1 1 0 0 100 2.74 2.74 23.172 0.46
exit_long_rebuy_d_2_1 ( 61 ) 1 1 0 0 100 2.57 2.57 8.678 0.43
exit_profit_quick_max_m ( 41 61 ) 1 1 0 0 100 3.68 3.68 31.166 0.61
exit_long_rapid_d_3_1 ( 105 ) 1 1 0 0 100 3.45 3.45 28.834 0.57
exit_long_rapid_d_1_1 ( 102 ) 1 1 0 0 100 1.59 1.59 13.596 0.27
exit_quick_w_1_4 ( 46 ) 1 1 0 0 100 1.27 1.27 10.905 0.21
exit_normal_d_1_10 ( 12 ) 1 1 0 0 100 1.74 1.74 14.918 0.29
exit_quick_w_3_11 ( 46 ) 1 1 0 0 100 3.14 3.14 36.323 0.52
exit_quick_d_0_12 ( 46 ) 1 1 0 0 100 0.84 0.84 7.181 0.14
exit_profit_quick_max_m ( 41 ) 1 1 0 0 100 1.56 1.56 12.952 0.26
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 3.26 3.26 10.8 0.54
exit_quick_d_2_1 ( 47 ) 1 1 0 0 100 2.08 2.08 17.545 0.35
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 1.32 1.32 10.905 0.22
exit_normal_o_1 ( 12 ) 1 1 0 0 100 1.02 1.02 8.414 0.17
exit_quick_q_3 ( 47 ) 1 1 0 0 100 3.21 3.21 26.546 0.54
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 2.97 2.97 24.226 0.49
exit_quick_d_2_21 ( 44 ) 1 1 0 0 100 2.25 2.25 18.278 0.37
exit_quick_d_1_18 ( 41 61 ) 1 1 0 0 100 1.42 1.42 11.554 0.24
exit_long_rebuy_stoploss_doom ( 61 ) 1 0 0 1 0 -11.34 -11.34 -303.11 -1.89
exit_long_rapid_u_1 ( 106 ) 1 1 0 0 100 1.33 1.33 11.154 0.22
exit_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.48 1.48 12.382 0.25
exit_profit_quick_max_m ( 47 ) 1 1 0 0 100 1.93 1.93 16.084 0.32
exit_quick_w_1_4 ( 45 ) 1 1 0 0 100 1.01 1.01 8.412 0.17
exit_long_rapid_o_2 ( 102 ) 1 1 0 0 100 2.56 2.56 21.309 0.43
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 1.24 1.24 10.284 0.21
exit_quick_d_0_23 ( 46 ) 1 1 0 0 100 0.52 0.52 4.291 0.09
exit_quick_w_1_12 ( 46 ) 1 1 0 0 100 1.11 1.11 9.219 0.19
exit_profit_long_rapid_max_m ( 104 105 ) 1 1 0 0 100 1.07 1.07 8.808 0.18

SUMMARY METRICS

Metric Value
Backtesting from 2023-03-01 00:00:00
Backtesting to 2023-04-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 55 / 1.77
Starting balance 10000 USDT
Final balance 10037.628 USDT
Absolute profit 37.628 USDT
Total profit % 0.38%
CAGR % 4.52%
Sortino 0.20
Sharpe 0.41
Calmar 6.55
Profit factor 1.06
Expectancy (Ratio) 0.68 (0.00)
Trades per day 1.77
Avg. daily profit % 0.01%
Avg. stake amount 883.799 USDT
Total trade volume 48608.92 USDT
Best Pair CFX/USDT 10.33%
Worst Pair TRU/USDT -19.93%
Best trade CFX/USDT 3.68%
Worst trade TRU/USDT -22.50%
Best day 141.048 USDT
Worst day -368.384 USDT
Days win/draw/lose 24 / 4 / 2
Avg. Duration Winners 1 day, 5:41:00
Avg. Duration Loser 15 days, 0:06:00
Max Consecutive Wins / Loss 40 / 3
Rejected Entry signals 6
Entry/Exit Timeouts 0 / 0
Min balance 9837.729 USDT
Max balance 10406.012 USDT
Max % of account underwater 3.54%
Absolute Drawdown (Account) 3.54%
Absolute Drawdown 368.384 USDT
Drawdown high 406.012 USDT
Drawdown low 37.628 USDT
Drawdown Start 2023-03-31 05:05:00
Drawdown End 2023-04-01 00:00:00
Market change -6.82%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 55 0.75 41.37 37.628 0.38 2 days, 5:42:00 51 0 4 92.7 368.384 USDT 3.54%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230401-20230501

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 1 day, 22:05:00 1 day, 22:05:00 1 day, 22:05:00 1 day, 17:11:00 2 days, 6:30:00
Market Change 1.48 % 1.48 % 1.48 % 1.48 % 1.34 %
Max Drawdown 6.0046 % 6.0046 % 6.0046 % 3.8473 % 0.8139 %
Profit Mean 0.5343 % 0.5343 % 0.5343 % 0.945 % 0.9948 %
Profit Sum 30.99 % 30.99 % 30.99 % 56.7 % 12.93 %
Profit Total 1.28 % 1.28 % 1.28 % 4.17 % 1.29 %
Trades 58 58 58 60 13
Win Rate 91.38 % 91.38 % 91.38 % 93.33 % 92.31 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VTHO/USDT 1 5.57 5.57 48.870 0.49 10 days, 4:35:00 1 0 0 100
CELR/USDT 2 2.63 5.27 46.085 0.46 2:00:00 2 0 0 100
ARPA/USDT 2 2.61 5.23 44.342 0.44 2 days, 9:22:00 2 0 0 100
ERN/USDT 1 3.97 3.97 34.279 0.34 0:45:00 1 0 0 100
SLP/USDT 1 3.54 3.54 30.872 0.31 12:55:00 1 0 0 100
AVAX/USDT 2 1.71 3.43 29.286 0.29 6:04:00 2 0 0 100
OG/USDT 2 1.71 3.42 29.100 0.29 7:20:00 2 0 0 100
INJ/USDT 1 3.49 3.49 28.953 0.29 17:05:00 1 0 0 100
XVS/USDT 1 3.26 3.26 27.768 0.28 9:10:00 1 0 0 100
ALPACA/USDT 1 2.41 2.41 20.495 0.20 1:58:00 1 0 0 100
RAY/USDT 1 2.26 2.26 19.542 0.20 1 day, 14:10:00 1 0 0 100
DYDX/USDT 1 2.16 2.16 18.944 0.19 2:18:00 1 0 0 100
AR/USDT 1 2.17 2.17 18.506 0.19 12:35:00 1 0 0 100
BNT/USDT 1 2.07 2.07 17.519 0.18 2 days, 17:25:00 1 0 0 100
EGLD/USDT 1 1.97 1.97 17.507 0.18 0:15:00 1 0 0 100
WRX/USDT 1 2.08 2.08 17.428 0.17 8:00:00 1 0 0 100
CELO/USDT 1 2.00 2.00 16.800 0.17 3:51:00 1 0 0 100
BCH/USDT 1 1.96 1.96 16.521 0.17 16:50:00 1 0 0 100
EOS/USDT 1 1.62 1.62 14.078 0.14 12:20:00 1 0 0 100
ETC/USDT 1 1.63 1.63 13.563 0.14 4 days, 6:10:00 1 0 0 100
MBOX/USDT 1 1.53 1.53 13.479 0.13 4 days, 16:12:00 1 0 0 100
FORTH/USDT 1 1.52 1.52 12.727 0.13 3:22:00 1 0 0 100
BTC/USDT 1 1.50 1.50 12.379 0.12 1 day, 6:35:00 1 0 0 100
STPT/USDT 1 1.46 1.46 12.227 0.12 0:03:00 1 0 0 100
MTL/USDT 1 1.46 1.46 12.063 0.12 1 day, 1:57:00 1 0 0 100
HIVE/USDT 1 1.42 1.42 11.938 0.12 13:55:00 1 0 0 100
SNX/USDT 1 1.38 1.38 11.858 0.12 9:05:00 1 0 0 100
KMD/USDT 1 1.32 1.32 11.649 0.12 0:24:00 1 0 0 100
OM/USDT 1 1.28 1.28 11.241 0.11 0:34:00 1 0 0 100
MANA/USDT 1 1.32 1.32 10.991 0.11 3:14:00 1 0 0 100
LRC/USDT 1 1.31 1.31 10.944 0.11 4 days, 8:10:00 1 0 0 100
CFX/USDT 1 1.16 1.16 9.568 0.10 0:03:00 1 0 0 100
LINA/USDT 1 1.11 1.11 9.487 0.09 2:56:00 1 0 0 100
DEXE/USDT 1 1.06 1.06 9.368 0.09 5:25:00 1 0 0 100
HOT/USDT 1 1.13 1.13 9.342 0.09 7:14:00 1 0 0 100
PERP/USDT 1 1.09 1.09 9.335 0.09 3:10:00 1 0 0 100
ORN/USDT 1 1.10 1.10 9.112 0.09 5:35:00 1 0 0 100
ICP/USDT 1 1.08 1.08 9.019 0.09 19:00:00 1 0 0 100
AUDIO/USDT 1 1.04 1.04 8.991 0.09 0:16:00 1 0 0 100
WAVES/USDT 1 0.98 0.98 8.491 0.08 6:05:00 1 0 0 100
ONT/USDT 1 1.02 1.02 8.460 0.08 0:44:00 1 0 0 100
ZIL/USDT 1 0.74 0.74 6.418 0.06 1 day, 4:20:00 1 0 0 100
DOCK/USDT 1 0.61 0.61 5.144 0.05 4 days, 2:20:00 1 0 0 100
ELF/USDT 1 0.57 0.57 4.804 0.05 1 day, 18:25:00 1 0 0 100
QNT/USDT 1 1.02 1.02 3.509 0.04 0:22:00 1 0 0 100
XEC/USDT 1 0.27 0.27 2.224 0.02 4 days, 3:20:00 1 0 0 100
OXT/USDT 1 0.14 0.14 1.164 0.01 8:55:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CTSI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OGN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 2 -0.62 -1.24 -11.553 -0.12 6:46:00 1 0 1 50.0
DOGE/USDT 1 -9.96 -9.96 -87.718 -0.88 10 days, 10:20:00 0 0 1 0
LSK/USDT 1 -11.26 -11.26 -99.345 -0.99 8 days, 20:25:00 0 0 1 0
DEGO/USDT 1 -17.65 -17.65 -207.349 -2.07 21 days, 12:40:00 0 0 1 0
ADX/USDT 2 -9.00 -18.01 -222.341 -2.22 7 days, 9:02:00 1 0 1 50.0
TOTAL 58 0.53 30.99 128.084 1.28 1 day, 22:05:00 53 0 5 91.4

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
SANTOS/USDT 1 -2.41 -2.41 -21.430 -0.21 13:00:00 0 0 1 0
DOGE/USDT 1 -9.96 -9.96 -87.718 -0.88 10 days, 10:20:00 0 0 1 0
LSK/USDT 1 -11.26 -11.26 -99.345 -0.99 8 days, 20:25:00 0 0 1 0
DEGO/USDT 1 -17.65 -17.65 -207.349 -2.07 21 days, 12:40:00 0 0 1 0
ADX/USDT 1 -19.07 -19.07 -231.162 -2.31 13 days, 16:15:00 0 0 1 0
TOTAL 5 -12.07 -60.34 -647.004 -6.47 11 days, 0:08:00 0 0 5 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 41 1.55 63.41 538.540 5.39 1 day, 2:35:00 40 0 1 97.6
104 1 3.26 3.26 27.768 0.28 9:10:00 1 0 0 100
45 2 1.22 2.44 21.118 0.21 0:34:00 2 0 0 100
25 105 1 2.32 2.32 20.243 0.20 2:10:00 1 0 0 100
44 1 1.32 1.32 11.649 0.12 0:24:00 1 0 0 100
101 1 1.16 1.16 9.568 0.10 0:03:00 1 0 0 100
24 1 1.03 1.03 8.843 0.09 7:04:00 1 0 0 100
61 1 1.02 1.02 3.509 0.04 0:22:00 1 0 0 100
47 5 -0.77 -3.87 -35.794 -0.36 1 day, 20:34:00 4 0 1 80.0
25 1 -19.07 -19.07 -231.162 -2.31 13 days, 16:15:00 0 0 1 0
102 3 -7.35 -22.04 -246.197 -2.46 14 days, 1:12:00 1 0 2 33.3
TOTAL 58 0.53 30.99 128.084 1.28 1 day, 22:05:00 53 0 5 91.4

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 9 9 0 0 100 1.51 13.63 114.263 2.27
force_exit 5 0 0 5 0 -12.07 -60.34 -647.004 -10.06
exit_quick_w_0_1 ( 46 ) 3 3 0 0 100 0.48 1.45 12.172 0.24
exit_quick_w_1_1 ( 46 ) 3 3 0 0 100 1.63 4.9 41.027 0.82
exit_quick_1_1_1 ( 46 ) 3 3 0 0 100 1.35 4.05 34.529 0.67
exit_quick_q_2 ( 46 ) 2 2 0 0 100 2.11 4.22 36.463 0.7
exit_quick_2_1_1 ( 46 ) 2 2 0 0 100 2.61 5.23 44.342 0.87
exit_quick_w_1_4 ( 46 ) 2 2 0 0 100 1.44 2.88 24.238 0.48
exit_profit_quick_max_m ( 45 ) 2 2 0 0 100 1.22 2.44 21.118 0.41
exit_quick_3_1_1 ( 46 ) 2 2 0 0 100 2.75 5.51 48.378 0.92
exit_profit_quick_max_m ( 47 ) 2 2 0 0 100 1.03 2.05 17.452 0.34
exit_quick_q_3 ( 46 ) 1 1 0 0 100 3.97 3.97 34.279 0.66
exit_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.06 1.06 9.368 0.18
exit_long_rapid_2_1_1 ( 102 ) 1 1 0 0 100 5.57 5.57 48.87 0.93
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 1.32 1.32 11.649 0.22
exit_quick_q_3 ( 47 ) 1 1 0 0 100 2.95 2.95 25.842 0.49
exit_pump_d_2_1 ( 25 105 ) 1 1 0 0 100 2.32 2.32 20.243 0.39
exit_quick_q_1 ( 46 ) 1 1 0 0 100 2.26 2.26 19.542 0.38
exit_quick_w_1_12 ( 46 ) 1 1 0 0 100 1.62 1.62 14.078 0.27
exit_quick_w_0_4 ( 46 ) 1 1 0 0 100 0.74 0.74 6.418 0.12
exit_quick_w_0_5 ( 46 ) 1 1 0 0 100 0.98 0.98 8.491 0.16
exit_quick_w_3_4 ( 46 ) 1 1 0 0 100 3.49 3.49 28.953 0.58
exit_profit_pump_max_m ( 24 ) 1 1 0 0 100 1.03 1.03 8.843 0.17
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.02 1.02 3.509 0.17
exit_quick_d_1_12 ( 46 ) 1 1 0 0 100 1.11 1.11 9.487 0.18
exit_long_rapid_u_1 ( 101 ) 1 1 0 0 100 1.16 1.16 9.568 0.19
exit_quick_w_2_2 ( 46 ) 1 1 0 0 100 2.17 2.17 18.506 0.36
exit_quick_w_2_11 ( 46 ) 1 1 0 0 100 2.17 2.17 18.489 0.36
exit_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.09 1.09 9.335 0.18
exit_long_rapid_rpd_1 ( 104 ) 1 1 0 0 100 3.26 3.26 27.768 0.54
exit_quick_q_1 ( 47 ) 1 1 0 0 100 2.39 2.39 20.258 0.4
exit_quick_w_2_5 ( 46 ) 1 1 0 0 100 2.08 2.08 17.428 0.35
exit_quick_d_1_8 ( 46 ) 1 1 0 0 100 1.08 1.08 9.019 0.18
exit_quick_w_0_2 ( 46 ) 1 1 0 0 100 0.14 0.14 1.164 0.02

SUMMARY METRICS

Metric Value
Backtesting from 2023-04-01 00:00:00
Backtesting to 2023-05-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 58 / 1.93
Starting balance 10000 USDT
Final balance 10128.084 USDT
Absolute profit 128.084 USDT
Total profit % 1.28%
CAGR % 16.75%
Sortino 1.04
Sharpe 1.73
Calmar 13.58
Profit factor 1.20
Expectancy (Ratio) 2.21 (0.02)
Trades per day 1.93
Avg. daily profit % 0.04%
Avg. stake amount 855.47 USDT
Total trade volume 49617.27 USDT
Best Pair VTHO/USDT 5.57%
Worst Pair ADX/USDT -18.01%
Best trade VTHO/USDT 5.57%
Worst trade ADX/USDT -19.07%
Best day 76.956 USDT
Worst day -647.004 USDT
Days win/draw/lose 22 / 7 / 1
Avg. Duration Winners 1 day, 1:31:00
Avg. Duration Loser 11 days, 0:08:00
Max Consecutive Wins / Loss 53 / 5
Rejected Entry signals 16
Entry/Exit Timeouts 0 / 0
Min balance 10009.112 USDT
Max balance 10775.089 USDT
Max % of account underwater 6.00%
Absolute Drawdown (Account) 6.00%
Absolute Drawdown 647.004 USDT
Drawdown high 775.089 USDT
Drawdown low 128.084 USDT
Drawdown Start 2023-04-30 00:15:00
Drawdown End 2023-05-01 00:00:00
Market change 1.48%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 58 0.53 30.99 128.084 1.28 1 day, 22:05:00 53 0 5 91.4 647.004 USDT 6.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230501-20230601

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 1 day, 20:53:00 1 day, 20:53:00 1 day, 20:53:00 2 days, 0:36:00 6:20:00
Market Change -13.57 % -13.57 % -13.57 % -13.57 % -13.4 %
Max Drawdown 3.9424 % 3.9424 % 3.9424 % 3.9556 % 0.0 %
Profit Mean 0.2614 % 0.2614 % 0.2614 % -0.0463 % 1.474 %
Profit Sum 7.32 % 7.32 % 7.32 % -1.16 % 11.79 %
Profit Total -0.2 % -0.2 % -0.2 % -0.92 % 1.09 %
Trades 28 28 28 25 8
Win Rate 85.71 % 85.71 % 85.71 % 84.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
RIF/USDT 5 2.30 11.52 96.479 0.96 10:35:00 5 0 0 100
BETA/USDT 4 2.28 9.12 76.608 0.77 2 days, 10:56:00 4 0 0 100
UMA/USDT 2 3.60 7.19 59.797 0.60 0:36:00 2 0 0 100
RNDR/USDT 3 1.40 4.21 35.397 0.35 4:59:00 3 0 0 100
IDEX/USDT 2 1.85 3.69 30.982 0.31 15:40:00 2 0 0 100
KNC/USDT 1 2.36 2.36 20.035 0.20 4 days, 12:55:00 1 0 0 100
OG/USDT 1 2.05 2.05 17.283 0.17 1 day, 19:21:00 1 0 0 100
POND/USDT 1 1.27 1.27 10.853 0.11 1:10:00 1 0 0 100
ETC/USDT 1 1.05 1.05 8.925 0.09 21:01:00 1 0 0 100
XVG/USDT 1 1.03 1.03 8.739 0.09 3:50:00 1 0 0 100
ARPA/USDT 1 1.02 1.02 8.491 0.08 5:48:00 1 0 0 100
LAZIO/USDT 1 0.81 0.81 6.895 0.07 4:00:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CTSI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OGN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 1 -3.77 -3.77 -32.243 -0.32 1 day, 8:00:00 0 0 1 0
DODO/USDT 1 -4.77 -4.77 -40.820 -0.41 2 days, 20:00:00 0 0 1 0
FLUX/USDT 2 -2.60 -5.20 -44.617 -0.45 9:14:00 1 0 1 50.0
MTL/USDT 1 -24.27 -24.27 -283.194 -2.83 25 days, 13:55:00 0 0 1 0
TOTAL 28 0.26 7.32 -20.391 -0.20 1 day, 20:53:00 24 0 4 85.7

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
STORJ/USDT 1 -3.77 -3.77 -32.243 -0.32 1 day, 8:00:00 0 0 1 0
DODO/USDT 1 -4.77 -4.77 -40.820 -0.41 2 days, 20:00:00 0 0 1 0
FLUX/USDT 1 -6.22 -6.22 -53.328 -0.53 18:00:00 0 0 1 0
MTL/USDT 1 -24.27 -24.27 -283.194 -2.83 25 days, 13:55:00 0 0 1 0
TOTAL 4 -9.76 -39.03 -409.586 -4.10 7 days, 14:59:00 0 0 4 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
25 4 2.41 9.63 81.082 0.81 12:02:00 4 0 0 100
46 12 0.70 8.46 70.192 0.70 1 day, 16:46:00 10 0 2 83.3
47 2 1.58 3.15 26.809 0.27 2:49:00 2 0 0 100
104 1 2.32 2.32 19.315 0.19 0:22:00 1 0 0 100
45 1 1.80 1.80 15.137 0.15 1 day, 8:36:00 1 0 0 100
44 1 1.45 1.45 11.965 0.12 3:43:00 1 0 0 100
25 103 1 1.02 1.02 8.711 0.09 0:29:00 1 0 0 100
102 1 1.02 1.02 8.453 0.08 1 day, 5:40:00 1 0 0 100
11 1 -6.22 -6.22 -53.328 -0.53 18:00:00 0 0 1 0
12 4 -3.83 -15.31 -208.727 -2.09 6 days, 13:12:00 3 0 1 75.0
TOTAL 28 0.26 7.32 -20.391 -0.20 1 day, 20:53:00 24 0 4 85.7

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
force_exit 4 0 0 4 0 -9.76 -39.03 -409.586 -6.5
exit_profit_quick_max_m ( 46 ) 4 4 0 0 100 1.05 4.21 35.532 0.7
exit_profit_normal_max_m ( 12 ) 2 2 0 0 100 2.04 4.09 33.985 0.68
exit_profit_pump_max_m ( 25 ) 2 2 0 0 100 3.16 6.32 52.945 1.05
exit_quick_q_1 ( 46 ) 2 2 0 0 100 2.39 4.78 40.187 0.8
exit_quick_d_0_8 ( 46 ) 1 1 0 0 100 0.81 0.81 6.895 0.14
exit_pump_d_1_13 ( 25 ) 1 1 0 0 100 1.27 1.27 10.853 0.21
exit_profit_pump_max_m ( 25 103 ) 1 1 0 0 100 1.02 1.02 8.711 0.17
exit_quick_3_1_1 ( 46 ) 1 1 0 0 100 3.5 3.5 29.656 0.58
exit_quick_q_3 ( 47 ) 1 1 0 0 100 2.13 2.13 18.07 0.35
exit_quick_d_1_13 ( 47 ) 1 1 0 0 100 1.03 1.03 8.739 0.17
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 1.45 1.45 11.965 0.24
exit_pump_1_1_1 ( 25 ) 1 1 0 0 100 2.05 2.05 17.283 0.34
exit_quick_d_2_20 ( 46 ) 1 1 0 0 100 2.67 2.67 22.529 0.44
exit_long_rapid_w_1_12 ( 102 ) 1 1 0 0 100 1.02 1.02 8.453 0.17
exit_profit_long_rapid_max_m ( 104 ) 1 1 0 0 100 2.32 2.32 19.315 0.39
exit_normal_w_4_15 ( 12 ) 1 1 0 0 100 4.88 4.88 40.482 0.81
exit_quick_w_1_9 ( 46 ) 1 1 0 0 100 1.02 1.02 8.458 0.17
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 1.8 1.8 15.137 0.3

SUMMARY METRICS

Metric Value
Backtesting from 2023-05-01 00:00:00
Backtesting to 2023-06-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 28 / 0.9
Starting balance 10000 USDT
Final balance 9979.609 USDT
Absolute profit -20.391 USDT
Total profit % -0.20%
CAGR % -2.37%
Sortino -0.12
Sharpe -0.22
Calmar -3.19
Profit factor 0.95
Expectancy (Ratio) -0.73 (-0.01)
Trades per day 0.9
Avg. daily profit % -0.01%
Avg. stake amount 853.475 USDT
Total trade volume 23897.311 USDT
Best Pair RIF/USDT 11.52%
Worst Pair MTL/USDT -24.27%
Best trade UMA/USDT 4.88%
Worst trade MTL/USDT -24.27%
Best day 76.255 USDT
Worst day -409.586 USDT
Days win/draw/lose 17 / 13 / 1
Avg. Duration Winners 21:52:00
Avg. Duration Loser 7 days, 14:59:00
Max Consecutive Wins / Loss 24 / 4
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9979.609 USDT
Max balance 10389.195 USDT
Max % of account underwater 3.94%
Absolute Drawdown (Account) 3.94%
Absolute Drawdown 409.586 USDT
Drawdown high 389.195 USDT
Drawdown low -20.391 USDT
Drawdown Start 2023-05-31 16:50:00
Drawdown End 2023-06-01 00:00:00
Market change -13.57%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 28 0.26 7.32 -20.391 -0.20 1 day, 20:53:00 24 0 4 85.7 409.586 USDT 3.94%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230601-20230701

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 2 days, 16:57:00 2 days, 17:03:00 2 days, 17:03:00 2 days, 3:35:00 2 days, 14:00:00
Market Change -10.72 % -10.72 % -10.72 % -10.72 % -10.38 %
Max Drawdown 3.8954 % 3.8957 % 3.8957 % 1.4219 % 6.5088 %
Profit Mean 0.2124 % 0.2096 % 0.2096 % 0.9887 % 0.6002 %
Profit Sum 7.65 % 7.54 % 7.54 % 36.58 % 9.6 %
Profit Total -0.28 % -0.29 % -0.29 % 2.96 % -4.93 %
Trades 36 36 36 37 16
Win Rate 91.67 % 91.67 % 91.67 % 94.59 % 93.75 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
OG/USDT 5 1.46 7.31 61.430 0.61 0:55:00 5 0 0 100
AKRO/USDT 1 3.20 3.20 27.044 0.27 0:35:00 1 0 0 100
HARD/USDT 2 1.19 2.38 25.753 0.26 5 days, 8:22:00 2 0 0 100
CVP/USDT 1 2.79 2.79 23.075 0.23 0:15:00 1 0 0 100
BEL/USDT 1 2.53 2.53 21.530 0.22 0:01:00 1 0 0 100
XRP/USDT 1 2.53 2.53 21.068 0.21 10:40:00 1 0 0 100
RAY/USDT 2 1.14 2.29 18.950 0.19 20:58:00 2 0 0 100
STORJ/USDT 1 2.07 2.07 17.678 0.18 1:00:00 1 0 0 100
UMA/USDT 1 1.03 1.03 12.068 0.12 17 days, 2:35:00 1 0 0 100
FIS/USDT 1 1.43 1.43 11.965 0.12 0:57:00 1 0 0 100
YGG/USDT 1 1.35 1.35 11.173 0.11 2:55:00 1 0 0 100
AXS/USDT 1 1.17 1.17 9.996 0.10 3:08:00 1 0 0 100
REN/USDT 1 1.18 1.18 9.946 0.10 0:56:00 1 0 0 100
MBL/USDT 1 1.15 1.15 9.776 0.10 0:44:00 1 0 0 100
PEOPLE/USDT 1 1.15 1.15 9.724 0.10 0:20:00 1 0 0 100
POLS/USDT 1 1.08 1.08 9.198 0.09 21:39:00 1 0 0 100
CFX/USDT 1 1.08 1.08 9.187 0.09 0:14:00 1 0 0 100
SPELL/USDT 1 1.09 1.09 8.961 0.09 3 days, 16:27:00 1 0 0 100
HIGH/USDT 1 1.06 1.06 8.814 0.09 6:16:00 1 0 0 100
MDT/USDT 1 1.05 1.05 8.775 0.09 5:51:00 1 0 0 100
DOGE/USDT 1 1.04 1.04 8.713 0.09 0:31:00 1 0 0 100
SOL/USDT 1 1.05 1.05 8.701 0.09 1 day, 0:45:00 1 0 0 100
ALPHA/USDT 1 1.04 1.04 8.658 0.09 0:24:00 1 0 0 100
HIVE/USDT 1 0.72 0.72 6.064 0.06 5:45:00 1 0 0 100
1INCH/USDT 1 0.60 0.60 4.935 0.05 2:20:00 1 0 0 100
YFI/USDT 1 0.20 0.20 1.669 0.02 1 day, 7:55:00 1 0 0 100
IOTX/USDT 1 0.19 0.19 1.583 0.02 5:20:00 1 0 0 100
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CTSI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OGN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 1 -4.72 -4.72 -40.379 -0.40 4 days, 8:00:00 0 0 1 0
FLUX/USDT 1 -9.29 -9.29 -107.870 -1.08 26 days, 11:00:00 0 0 1 0
LINA/USDT 1 -22.10 -22.10 -255.953 -2.56 27 days, 22:20:00 0 0 1 0
TOTAL 36 0.21 7.65 -27.769 -0.28 2 days, 16:57:00 33 0 3 91.7

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
OM/USDT 1 -4.72 -4.72 -40.379 -0.40 4 days, 8:00:00 0 0 1 0
FLUX/USDT 1 -9.29 -9.29 -107.870 -1.08 26 days, 11:00:00 0 0 1 0
LINA/USDT 1 -22.10 -22.10 -255.953 -2.56 27 days, 22:20:00 0 0 1 0
TOTAL 3 -12.04 -36.11 -404.203 -4.04 19 days, 13:47:00 0 0 3 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
12 2 2.08 4.16 35.148 0.35 0:05:00 2 0 0 100
104 2 1.69 3.39 28.249 0.28 20:36:00 2 0 0 100
44 1 3.20 3.20 27.044 0.27 0:35:00 1 0 0 100
47 2 1.10 2.21 18.655 0.19 10:56:00 2 0 0 100
45 2 1.10 2.19 18.433 0.18 0:34:00 2 0 0 100
61 1 1.11 1.11 14.982 0.15 10 days, 16:16:00 1 0 0 100
102 1 1.43 1.43 11.965 0.12 0:57:00 1 0 0 100
105 1 1.27 1.27 10.771 0.11 0:29:00 1 0 0 100
21 1 1.08 1.08 9.187 0.09 0:14:00 1 0 0 100
5 9 1 1.05 1.05 8.775 0.09 5:51:00 1 0 0 100
10 101 1 1.04 1.04 8.713 0.09 0:31:00 1 0 0 100
45 104 1 1.04 1.04 8.697 0.09 0:11:00 1 0 0 100
46 16 0.20 3.18 -0.919 -0.01 3 days, 11:11:00 14 0 2 87.5
106 4 -4.68 -18.70 -227.469 -2.27 7 days, 1:28:00 3 0 1 75.0
TOTAL 36 0.21 7.65 -27.769 -0.28 2 days, 16:57:00 33 0 3 91.7

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 4 4 0 0 100 1.16 4.62 42.422 0.77
force_exit 3 0 0 3 0 -12.04 -36.11 -404.203 -6.02
exit_profit_quick_max_m ( 47 ) 2 2 0 0 100 1.1 2.21 18.655 0.37
exit_quick_d_0_8 ( 46 ) 2 2 0 0 100 0.66 1.31 10.999 0.22
exit_quick_q_1 ( 46 ) 2 2 0 0 100 2.66 5.32 44.143 0.89
exit_profit_quick_max_m ( 45 ) 2 2 0 0 100 1.1 2.19 18.433 0.37
exit_quick_w_1_2 ( 46 ) 2 2 0 0 100 1.2 2.4 19.874 0.4
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.07 2.07 17.678 0.34
exit_pump_o_1 ( 21 ) 1 1 0 0 100 1.08 1.08 9.187 0.18
exit_normal_o_2 ( 12 ) 1 1 0 0 100 2.53 2.53 21.53 0.42
exit_long_rebuy_w_1_1 ( 61 ) 1 1 0 0 100 1.11 1.11 14.982 0.18
exit_profit_long_rapid_max_m ( 105 ) 1 1 0 0 100 1.27 1.27 10.771 0.21
exit_quick_q_3 ( 44 ) 1 1 0 0 100 3.2 3.2 27.044 0.53
exit_long_rapid_d_1_21 ( 106 ) 1 1 0 0 100 1.15 1.15 9.724 0.19
exit_long_rapid_d_1_23 ( 106 ) 1 1 0 0 100 1.18 1.18 9.946 0.2
exit_quick_w_0_5 ( 46 ) 1 1 0 0 100 0.19 0.19 1.583 0.03
exit_profit_normal_max_m ( 5 9 ) 1 1 0 0 100 1.05 1.05 8.775 0.17
exit_long_rapid_d_2_1 ( 104 ) 1 1 0 0 100 2.32 2.32 19.409 0.39
exit_profit_quick_max_m ( 45 104 ) 1 1 0 0 100 1.04 1.04 8.697 0.17
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 1.63 1.63 13.619 0.27
exit_quick_w_0_2 ( 46 ) 1 1 0 0 100 0.2 0.2 1.669 0.03
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.43 1.43 11.965 0.24
exit_long_rapid_rpd_2 ( 106 ) 1 1 0 0 100 1.06 1.06 8.814 0.18
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.09 1.09 8.961 0.18
exit_long_rapid_2_1_1 ( 104 ) 1 1 0 0 100 1.07 1.07 8.839 0.18
exit_normal_d_1_18 ( 10 101 ) 1 1 0 0 100 1.04 1.04 8.713 0.17

SUMMARY METRICS

Metric Value
Backtesting from 2023-06-01 00:00:00
Backtesting to 2023-07-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 36 / 1.2
Starting balance 10000 USDT
Final balance 9972.231 USDT
Absolute profit -27.769 USDT
Total profit % -0.28%
CAGR % -3.33%
Sortino -0.20
Sharpe -0.37
Calmar -4.54
Profit factor 0.93
Expectancy (Ratio) -0.77 (-0.01)
Trades per day 1.2
Avg. daily profit % -0.01%
Avg. stake amount 879.777 USDT
Total trade volume 31671.976 USDT
Best Pair OG/USDT 7.31%
Worst Pair LINA/USDT -22.10%
Best trade AKRO/USDT 3.20%
Worst trade LINA/USDT -22.10%
Best day 126.155 USDT
Worst day -404.203 USDT
Days win/draw/lose 17 / 13 / 1
Avg. Duration Winners 1 day, 4:09:00
Avg. Duration Loser 19 days, 13:47:00
Max Consecutive Wins / Loss 33 / 3
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9972.231 USDT
Max balance 10376.434 USDT
Max % of account underwater 3.90%
Absolute Drawdown (Account) 3.90%
Absolute Drawdown 404.203 USDT
Drawdown high 376.434 USDT
Drawdown low -27.769 USDT
Drawdown Start 2023-06-28 16:00:00
Drawdown End 2023-07-01 00:00:00
Market change -10.72%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 36 0.21 7.65 -27.769 -0.28 2 days, 16:57:00 33 0 3 91.7 404.203 USDT 3.90%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230701-20230801

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 2 days, 14:17:00 2 days, 14:17:00 2 days, 14:17:00 2 days, 18:49:00 1 day, 5:33:00
Market Change 3.11 % 3.11 % 3.11 % 3.11 % 3.22 %
Max Drawdown 3.5884 % 3.5884 % 3.5884 % 3.3413 % 0.3516 %
Profit Mean 0.7022 % 0.7022 % 0.7022 % 0.9664 % 1.4708 %
Profit Sum 30.19 % 30.19 % 30.19 % 38.66 % 19.12 %
Profit Total 2.37 % 2.37 % 2.37 % 3.08 % 1.67 %
Trades 43 43 43 40 13
Win Rate 86.05 % 86.05 % 86.05 % 85.0 % 92.31 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
WRX/USDT 2 4.87 9.74 81.826 0.82 0:18:00 2 0 0 100
FIO/USDT 1 6.02 6.02 50.174 0.50 2 days, 9:55:00 1 0 0 100
FIL/USDT 2 2.47 4.94 40.834 0.41 3 days, 17:54:00 2 0 0 100
LINK/USDT 2 2.13 4.25 36.628 0.37 1 day, 15:57:00 2 0 0 100
BEL/USDT 2 1.87 3.74 31.664 0.32 12:45:00 2 0 0 100
POND/USDT 1 3.70 3.70 30.747 0.31 0:20:00 1 0 0 100
WAXP/USDT 2 1.54 3.09 26.801 0.27 8:22:00 2 0 0 100
DOT/USDT 2 1.58 3.17 26.663 0.27 3 days, 5:20:00 2 0 0 100
FLOW/USDT 1 2.86 2.86 24.908 0.25 2 days, 22:35:00 1 0 0 100
RARE/USDT 2 1.42 2.84 24.070 0.24 3 days, 6:14:00 2 0 0 100
FORTH/USDT 1 2.31 2.31 20.162 0.20 2:56:00 1 0 0 100
ONE/USDT 1 2.26 2.26 19.383 0.19 19:17:00 1 0 0 100
ENJ/USDT 1 2.17 2.17 18.742 0.19 1 day, 21:35:00 1 0 0 100
FARM/USDT 1 2.06 2.06 17.648 0.18 12:38:00 1 0 0 100
SUSHI/USDT 1 1.74 1.74 14.974 0.15 4:07:00 1 0 0 100
OGN/USDT 1 1.68 1.68 14.603 0.15 0:07:00 1 0 0 100
BTC/USDT 1 1.58 1.58 13.190 0.13 2 days, 9:45:00 1 0 0 100
BAND/USDT 1 1.49 1.49 12.793 0.13 1:41:00 1 0 0 100
AVA/USDT 1 1.42 1.42 11.771 0.12 2:15:00 1 0 0 100
STORJ/USDT 1 1.32 1.32 10.953 0.11 0:23:00 1 0 0 100
CAKE/USDT 1 1.17 1.17 9.989 0.10 13:15:00 1 0 0 100
REQ/USDT 1 1.15 1.15 9.572 0.10 10:20:00 1 0 0 100
BNT/USDT 1 1.09 1.09 9.305 0.09 4 days, 15:39:00 1 0 0 100
CRV/USDT 1 1.05 1.05 9.230 0.09 9:21:00 1 0 0 100
STPT/USDT 1 1.02 1.02 8.802 0.09 7:20:00 1 0 0 100
ALGO/USDT 1 1.03 1.03 8.749 0.09 18:46:00 1 0 0 100
EOS/USDT 1 1.04 1.04 8.675 0.09 4:23:00 1 0 0 100
MDT/USDT 1 0.14 0.14 1.192 0.01 1:30:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CTSI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 2 -1.30 -2.59 -23.472 -0.23 8:20:00 1 0 1 50.0
ZRX/USDT 1 -4.15 -4.15 -49.674 -0.50 14 days, 11:55:00 0 0 1 0
OCEAN/USDT 1 -5.93 -5.93 -51.329 -0.51 8 days, 1:00:00 0 0 1 0
HOT/USDT 1 -7.34 -7.34 -62.508 -0.63 16 days, 11:00:00 0 0 1 0
BLZ/USDT 2 -4.73 -9.45 -81.716 -0.82 5 days, 13:58:00 1 0 1 50.0
CELR/USDT 1 -10.41 -10.41 -88.605 -0.89 16 days, 8:00:00 0 0 1 0
TOTAL 43 0.70 30.19 236.746 2.37 2 days, 14:17:00 37 0 6 86.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FUN/USDT 1 -4.26 -4.26 -37.335 -0.37 16:20:00 0 0 1 0
ZRX/USDT 1 -4.15 -4.15 -49.674 -0.50 14 days, 11:55:00 0 0 1 0
OCEAN/USDT 1 -5.93 -5.93 -51.329 -0.51 8 days, 1:00:00 0 0 1 0
HOT/USDT 1 -7.34 -7.34 -62.508 -0.63 16 days, 11:00:00 0 0 1 0
CELR/USDT 1 -10.41 -10.41 -88.605 -0.89 16 days, 8:00:00 0 0 1 0
BLZ/USDT 1 -10.61 -10.61 -91.561 -0.92 10 days, 13:00:00 0 0 1 0
TOTAL 6 -7.12 -42.70 -381.012 -3.81 11 days, 2:12:00 0 0 6 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
25 5 2.95 14.76 124.726 1.25 2:50:00 5 0 0 100
11 1 6.02 6.02 50.174 0.50 2 days, 9:55:00 1 0 0 100
47 3 1.32 3.95 33.986 0.34 3:04:00 3 0 0 100
12 1 3.70 3.70 30.747 0.31 0:20:00 1 0 0 100
46 25 0.13 3.31 25.282 0.25 3 days, 15:30:00 21 0 4 84.0
25 104 1 1.64 1.64 14.242 0.14 16:40:00 1 0 0 100
45 104 1 1.45 1.45 12.559 0.13 0:05:00 1 0 0 100
104 1 1.42 1.42 11.771 0.12 2:15:00 1 0 0 100
7 1 1.16 1.16 9.845 0.10 14:56:00 1 0 0 100
1 1 1.05 1.05 9.230 0.09 9:21:00 1 0 0 100
4 1 0.14 0.14 1.192 0.01 1:30:00 1 0 0 100
44 1 -4.26 -4.26 -37.335 -0.37 16:20:00 0 0 1 0
45 1 -4.15 -4.15 -49.674 -0.50 14 days, 11:55:00 0 0 1 0
TOTAL 43 0.70 30.19 236.746 2.37 2 days, 14:17:00 37 0 6 86.0

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
force_exit 6 0 0 6 0 -7.12 -42.7 -381.012 -7.12
exit_profit_quick_max_m ( 46 ) 6 6 0 0 100 1.28 7.67 64.644 1.28
exit_quick_2_1_1 ( 46 ) 5 5 0 0 100 1.94 9.68 80.999 1.61
exit_quick_q_1 ( 46 ) 3 3 0 0 100 2.39 7.18 61.939 1.2
exit_quick_3_1_1 ( 46 ) 2 2 0 0 100 1.22 2.44 20.557 0.41
exit_profit_pump_max_m ( 25 ) 2 2 0 0 100 4.81 9.62 80.389 1.6
exit_profit_quick_max_m ( 47 ) 2 2 0 0 100 1.23 2.46 21.193 0.41
exit_pump_2_1_1 ( 25 ) 1 1 0 0 100 1.15 1.15 9.572 0.19
exit_quick_w_2_1 ( 46 ) 1 1 0 0 100 2.17 2.17 18.742 0.36
exit_profit_normal_max_m ( 1 ) 1 1 0 0 100 1.05 1.05 9.23 0.18
exit_pump_w_2_10 ( 25 ) 1 1 0 0 100 2.31 2.31 20.162 0.38
exit_quick_w_3_9 ( 46 ) 1 1 0 0 100 3.13 3.13 27.205 0.52
exit_pump_2_1_1 ( 25 104 ) 1 1 0 0 100 1.64 1.64 14.242 0.27
exit_quick_d_1_10 ( 45 104 ) 1 1 0 0 100 1.45 1.45 12.559 0.24
exit_pump_d_1_10 ( 25 ) 1 1 0 0 100 1.68 1.68 14.603 0.28
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.09 1.09 9.305 0.18
exit_quick_d_1_13 ( 47 ) 1 1 0 0 100 1.49 1.49 12.793 0.25
exit_normal_d_3_10 ( 12 ) 1 1 0 0 100 3.7 3.7 30.747 0.62
exit_profit_normal_max_m ( 7 ) 1 1 0 0 100 1.16 1.16 9.845 0.19
exit_quick_w_2_2 ( 46 ) 1 1 0 0 100 2.67 2.67 22.703 0.44
exit_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.58 1.58 13.19 0.26
exit_normal_2_1_1 ( 11 ) 1 1 0 0 100 6.02 6.02 50.174 1
exit_long_rapid_d_1_16 ( 104 ) 1 1 0 0 100 1.42 1.42 11.771 0.24
exit_normal_w_0_3 ( 4 ) 1 1 0 0 100 0.14 0.14 1.192 0.02

SUMMARY METRICS

Metric Value
Backtesting from 2023-07-01 00:00:00
Backtesting to 2023-08-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 43 / 1.39
Starting balance 10000 USDT
Final balance 10236.746 USDT
Absolute profit 236.746 USDT
Total profit % 2.37%
CAGR % 31.72%
Sortino 7.23
Sharpe 4.71
Calmar 40.66
Profit factor 1.62
Expectancy (Ratio) 5.51 (0.09)
Trades per day 1.39
Avg. daily profit % 0.08%
Avg. stake amount 857.473 USDT
Total trade volume 36871.337 USDT
Best Pair WRX/USDT 9.74%
Worst Pair CELR/USDT -10.41%
Best trade WRX/USDT 8.30%
Worst trade BLZ/USDT -10.61%
Best day 128.285 USDT
Worst day -381.012 USDT
Days win/draw/lose 22 / 9 / 1
Avg. Duration Winners 1 day, 5:13:00
Avg. Duration Loser 11 days, 2:12:00
Max Consecutive Wins / Loss 37 / 6
Rejected Entry signals 30
Entry/Exit Timeouts 0 / 0
Min balance 10001.192 USDT
Max balance 10617.758 USDT
Max % of account underwater 3.59%
Absolute Drawdown (Account) 3.59%
Absolute Drawdown 381.012 USDT
Drawdown high 617.758 USDT
Drawdown low 236.746 USDT
Drawdown Start 2023-07-31 05:01:00
Drawdown End 2023-08-01 00:00:00
Market change 3.11%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 43 0.70 30.19 236.746 2.37 2 days, 14:17:00 37 0 6 86.0 381.012 USDT 3.59%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230801-20230901

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 2 days, 7:55:00 2 days, 7:55:00 2 days, 7:55:00 1 day, 18:43:00 14:45:00
Market Change -13.02 % -13.02 % -13.02 % -13.02 % -13.3 %
Max Drawdown 7.1441 % 7.1441 % 7.1441 % 6.0217 % 1.7703 %
Profit Mean 0.4541 % 0.4541 % 0.4541 % 0.6544 % 1.3898 %
Profit Sum 22.7 % 22.7 % 22.7 % 35.99 % 37.53 %
Profit Total -0.4 % -0.4 % -0.4 % 1.17 % 2.06 %
Trades 50 50 50 55 27
Win Rate 88.0 % 88.0 % 88.0 % 89.09 % 96.3 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BLZ/USDT 11 2.12 23.33 202.718 2.03 3:58:00 11 0 0 100
OXT/USDT 5 2.12 10.60 89.433 0.89 3:04:00 5 0 0 100
AKRO/USDT 2 3.41 6.81 58.452 0.58 1:11:00 2 0 0 100
BNT/USDT 3 2.57 7.72 44.496 0.44 12:01:00 3 0 0 100
BAKE/USDT 1 4.43 4.43 37.630 0.38 6:51:00 1 0 0 100
MOVR/USDT 1 3.06 3.06 25.569 0.26 0:55:00 1 0 0 100
DEXE/USDT 1 2.94 2.94 25.359 0.25 1:00:00 1 0 0 100
STMX/USDT 2 1.40 2.80 23.296 0.23 5:00:00 2 0 0 100
SANTOS/USDT 1 1.58 1.58 13.819 0.14 3:25:00 1 0 0 100
BEL/USDT 1 1.55 1.55 13.580 0.14 19:56:00 1 0 0 100
MDT/USDT 1 1.49 1.49 12.742 0.13 1:35:00 1 0 0 100
SUPER/USDT 1 1.36 1.36 11.889 0.12 10:10:00 1 0 0 100
FUN/USDT 1 1.37 1.37 11.392 0.11 2:57:00 1 0 0 100
FXS/USDT 1 1.35 1.35 11.368 0.11 2 days, 1:30:00 1 0 0 100
REEF/USDT 1 1.16 1.16 10.293 0.10 3 days, 9:40:00 1 0 0 100
OG/USDT 1 1.20 1.20 10.166 0.10 6 days, 17:39:00 1 0 0 100
PHA/USDT 1 1.20 1.20 10.143 0.10 8:10:00 1 0 0 100
ALICE/USDT 1 1.14 1.14 9.512 0.10 7 days, 15:50:00 1 0 0 100
KNC/USDT 1 1.13 1.13 9.372 0.09 5:52:00 1 0 0 100
SFP/USDT 1 1.04 1.04 9.094 0.09 17:10:00 1 0 0 100
POND/USDT 1 1.02 1.02 8.670 0.09 0:21:00 1 0 0 100
XVG/USDT 1 0.11 0.11 0.961 0.01 1:08:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CTSI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OGN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 1 -3.25 -3.25 -28.825 -0.29 13:00:00 0 0 1 0
CELO/USDT 1 -8.28 -8.28 -98.803 -0.99 17 days, 4:00:00 0 0 1 0
SHIB/USDT 2 -4.20 -8.40 -106.831 -1.07 7 days, 13:48:00 1 0 1 50.0
ALPACA/USDT 3 -2.88 -8.63 -117.155 -1.17 9 days, 6:24:00 2 0 1 66.7
AVA/USDT 1 -12.86 -12.86 -159.250 -1.59 7 days, 20:20:00 0 0 1 0
RAY/USDT 2 -7.13 -14.26 -179.308 -1.79 10 days, 4:08:00 1 0 1 50.0
TOTAL 50 0.45 22.70 -40.218 -0.40 2 days, 7:55:00 44 0 6 88.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETC/USDT 1 -3.25 -3.25 -28.825 -0.29 13:00:00 0 0 1 0
CELO/USDT 1 -8.28 -8.28 -98.803 -0.99 17 days, 4:00:00 0 0 1 0
SHIB/USDT 1 -10.03 -10.03 -120.766 -1.21 15 days, 2:20:00 0 0 1 0
ALPACA/USDT 1 -13.50 -13.50 -157.400 -1.57 26 days, 9:15:00 0 0 1 0
AVA/USDT 1 -12.86 -12.86 -159.250 -1.59 7 days, 20:20:00 0 0 1 0
RAY/USDT 1 -16.86 -16.86 -201.238 -2.01 17 days, 3:00:00 0 0 1 0
TOTAL 6 -10.80 -64.77 -766.282 -7.66 14 days, 0:39:00 0 0 6 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
47 9 2.06 18.58 158.745 1.59 6:49:00 9 0 0 100
45 3 2.88 8.63 75.002 0.75 0:37:00 3 0 0 100
102 3 1.67 5.01 42.987 0.43 1 day, 3:54:00 3 0 0 100
104 2 1.43 2.87 24.265 0.24 1:22:00 2 0 0 100
10 25 1 2.56 2.56 21.482 0.21 12:20:00 1 0 0 100
103 2 0.98 1.95 16.819 0.17 0:46:00 2 0 0 100
21 1 1.63 1.63 13.935 0.14 1:17:00 1 0 0 100
61 1 4.02 4.02 13.380 0.13 0:55:00 1 0 0 100
105 1 1.23 1.23 10.845 0.11 2:20:00 1 0 0 100
10 1 1.14 1.14 9.634 0.10 22:48:00 1 0 0 100
44 1 1.13 1.13 9.372 0.09 5:52:00 1 0 0 100
23 1 1.04 1.04 9.094 0.09 17:10:00 1 0 0 100
25 6 -0.52 -3.12 -69.668 -0.70 4 days, 10:40:00 5 0 1 83.3
12 4 -0.90 -3.59 -80.927 -0.81 2 days, 7:25:00 3 0 1 75.0
41 1 -10.03 -10.03 -120.766 -1.21 15 days, 2:20:00 0 0 1 0
46 13 -0.80 -10.34 -174.415 -1.74 4 days, 8:28:00 10 0 3 76.9
TOTAL 50 0.45 22.70 -40.218 -0.40 2 days, 7:55:00 44 0 6 88.0

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
force_exit 6 0 0 6 0 -10.8 -64.77 -766.282 -10.8
exit_profit_quick_max_m ( 47 ) 5 5 0 0 100 1.35 6.76 58.702 1.13
exit_profit_pump_max_m ( 25 ) 5 5 0 0 100 2.07 10.37 87.732 1.73
exit_profit_quick_max_m ( 46 ) 3 3 0 0 100 1.13 3.39 28.57 0.56
exit_profit_normal_max_m ( 12 ) 2 2 0 0 100 3.11 6.21 53.088 1.04
exit_profit_long_rapid_max_m ( 102 ) 2 2 0 0 100 1.92 3.84 32.694 0.64
exit_quick_2_1_1 ( 47 ) 2 2 0 0 100 1.61 3.23 27.213 0.54
exit_long_rapid_rpd_3 ( 104 ) 1 1 0 0 100 1.49 1.49 12.742 0.25
exit_long_rapid_rpd_1 ( 102 ) 1 1 0 0 100 1.16 1.16 10.293 0.19
exit_long_rapid_d_1_13 ( 105 ) 1 1 0 0 100 1.23 1.23 10.845 0.2
exit_profit_pump_max_m ( 23 ) 1 1 0 0 100 1.04 1.04 9.094 0.17
exit_quick_d_2_10 ( 45 ) 1 1 0 0 100 2.55 2.55 22.394 0.42
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.55 1.55 13.58 0.26
exit_quick_u_1 ( 46 ) 1 1 0 0 100 1.36 1.36 11.889 0.23
exit_quick_w_4_6 ( 45 ) 1 1 0 0 100 4.87 4.87 42.405 0.81
exit_quick_q_1 ( 46 ) 1 1 0 0 100 5.48 5.48 47.458 0.91
exit_quick_q_3 ( 47 ) 1 1 0 0 100 2.94 2.94 25.359 0.49
exit_long_rapid_d_0_18 ( 103 ) 1 1 0 0 100 0.11 0.11 0.961 0.02
exit_long_rapid_d_1_10 ( 103 ) 1 1 0 0 100 1.84 1.84 15.858 0.31
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 1.13 1.13 9.372 0.19
exit_profit_pump_max_m ( 21 ) 1 1 0 0 100 1.63 1.63 13.935 0.27
exit_normal_3_1_1 ( 12 ) 1 1 0 0 100 3.06 3.06 25.234 0.51
exit_quick_d_1_8 ( 46 ) 1 1 0 0 100 1.2 1.2 10.143 0.2
exit_quick_3_1_1 ( 46 ) 1 1 0 0 100 2.59 2.59 21.93 0.43
exit_profit_normal_max_m ( 10 ) 1 1 0 0 100 1.14 1.14 9.634 0.19
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.35 1.35 11.368 0.22
exit_normal_2_1_1 ( 10 25 ) 1 1 0 0 100 2.56 2.56 21.482 0.43
exit_quick_w_5_11 ( 47 ) 1 1 0 0 100 5.65 5.65 47.47 0.94
exit_long_rapid_d_1_2 ( 104 ) 1 1 0 0 100 1.37 1.37 11.524 0.23
exit_quick_d_1_10 ( 45 ) 1 1 0 0 100 1.22 1.22 10.203 0.2
exit_long_rebuy_w_3_10 ( 61 ) 1 1 0 0 100 4.02 4.02 13.38 0.67
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.14 1.14 9.512 0.19

SUMMARY METRICS

Metric Value
Backtesting from 2023-08-01 00:00:00
Backtesting to 2023-09-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 50 / 1.61
Starting balance 10000 USDT
Final balance 9959.782 USDT
Absolute profit -40.218 USDT
Total profit % -0.40%
CAGR % -4.63%
Sortino -0.45
Sharpe -0.48
Calmar -3.47
Profit factor 0.95
Expectancy (Ratio) -0.80 (-0.01)
Trades per day 1.61
Avg. daily profit % -0.01%
Avg. stake amount 878.139 USDT
Total trade volume 43906.949 USDT
Best Pair BLZ/USDT 23.33%
Worst Pair RAY/USDT -14.26%
Best trade OXT/USDT 5.65%
Worst trade RAY/USDT -16.86%
Best day 85.02 USDT
Worst day -766.282 USDT
Days win/draw/lose 21 / 9 / 1
Avg. Duration Winners 17:38:00
Avg. Duration Loser 14 days, 0:39:00
Max Consecutive Wins / Loss 44 / 6
Rejected Entry signals 18
Entry/Exit Timeouts 0 / 0
Min balance 9959.782 USDT
Max balance 10726.064 USDT
Max % of account underwater 7.14%
Absolute Drawdown (Account) 7.14%
Absolute Drawdown 766.282 USDT
Drawdown high 726.064 USDT
Drawdown low -40.218 USDT
Drawdown Start 2023-08-28 12:30:00
Drawdown End 2023-09-01 00:00:00
Market change -13.02%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 50 0.45 22.70 -40.218 -0.40 2 days, 7:55:00 44 0 6 88.0 766.282 USDT 7.14%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230901-20231001

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 1 day, 20:45:00 1 day, 20:45:00 1 day, 20:45:00 2 days, 0:50:00 1 day, 7:18:00
Market Change 9.84 % 9.84 % 9.84 % 9.84 % 9.77 %
Max Drawdown 5.3386 % 5.3386 % 5.3386 % 5.0579 % 6.4446 %
Profit Mean 1.0077 % 1.0077 % 1.0077 % 1.2268 % 1.2442 %
Profit Sum 59.46 % 59.46 % 59.46 % 66.25 % 29.86 %
Profit Total 4.25 % 4.25 % 4.25 % 4.27 % -3.21 %
Trades 59 59 59 54 24
Win Rate 89.83 % 89.83 % 89.83 % 88.89 % 95.83 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FLM/USDT 2 10.61 21.22 178.098 1.78 1:26:00 2 0 0 100
BLZ/USDT 6 2.96 17.73 151.815 1.52 1 day, 6:51:00 6 0 0 100
TRB/USDT 6 2.13 12.77 113.275 1.13 12:21:00 6 0 0 100
FRONT/USDT 9 1.45 13.02 112.307 1.12 1:52:00 9 0 0 100
CVP/USDT 2 4.35 8.69 74.602 0.75 4 days, 16:18:00 2 0 0 100
STMX/USDT 3 2.12 6.35 56.192 0.56 0:49:00 3 0 0 100
LTC/USDT 1 4.08 4.08 34.967 0.35 7 days, 14:50:00 1 0 0 100
ARPA/USDT 1 3.10 3.10 25.664 0.26 1:26:00 1 0 0 100
CTSI/USDT 2 1.24 2.47 21.219 0.21 1:08:00 2 0 0 100
STPT/USDT 2 1.16 2.31 20.549 0.21 4:52:00 2 0 0 100
TRX/USDT 2 1.12 2.24 19.131 0.19 20:30:00 2 0 0 100
DATA/USDT 1 2.10 2.10 18.989 0.19 9:29:00 1 0 0 100
FET/USDT 1 2.12 2.12 18.103 0.18 3:20:00 1 0 0 100
CELR/USDT 1 2.10 2.10 17.477 0.17 1 day, 7:51:00 1 0 0 100
BOND/USDT 1 1.78 1.78 15.785 0.16 1 day, 16:35:00 1 0 0 100
FORTH/USDT 1 1.63 1.63 13.923 0.14 1:29:00 1 0 0 100
FIS/USDT 1 1.53 1.53 13.734 0.14 2:15:00 1 0 0 100
XVS/USDT 1 1.46 1.46 13.165 0.13 17:15:00 1 0 0 100
WING/USDT 1 1.26 1.26 11.203 0.11 0:45:00 1 0 0 100
GTC/USDT 1 1.33 1.33 11.089 0.11 19:45:00 1 0 0 100
OGN/USDT 1 1.19 1.19 10.192 0.10 1:17:00 1 0 0 100
LINK/USDT 1 1.12 1.12 10.133 0.10 10:31:00 1 0 0 100
STORJ/USDT 1 1.12 1.12 9.836 0.10 0:22:00 1 0 0 100
OG/USDT 1 1.15 1.15 9.570 0.10 0:47:00 1 0 0 100
QTUM/USDT 1 1.02 1.02 8.482 0.08 1 day, 8:35:00 1 0 0 100
WRX/USDT 1 0.92 0.92 7.813 0.08 1 day, 14:35:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 1 -0.42 -0.42 -3.844 -0.04 2 days, 11:00:00 0 0 1 0
FARM/USDT 1 -1.48 -1.48 -13.481 -0.13 3 days, 5:00:00 0 0 1 0
CAKE/USDT 1 -1.88 -1.88 -16.680 -0.17 11 days, 12:00:00 0 0 1 0
SUPER/USDT 1 -4.62 -4.62 -39.551 -0.40 22 days, 4:00:00 0 0 1 0
AUCTION/USDT 2 -13.58 -27.16 -243.453 -2.43 5 days, 0:41:00 1 0 1 50.0
PERP/USDT 2 -10.40 -20.79 -255.734 -2.56 10 days, 10:17:00 1 0 1 50.0
TOTAL 59 1.01 59.46 424.571 4.25 1 day, 20:45:00 53 0 6 89.8

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
SPELL/USDT 1 -0.42 -0.42 -3.844 -0.04 2 days, 11:00:00 0 0 1 0
FARM/USDT 1 -1.48 -1.48 -13.481 -0.13 3 days, 5:00:00 0 0 1 0
CAKE/USDT 1 -1.88 -1.88 -16.680 -0.17 11 days, 12:00:00 0 0 1 0
SUPER/USDT 1 -4.62 -4.62 -39.551 -0.40 22 days, 4:00:00 0 0 1 0
AUCTION/USDT 1 -27.34 -27.34 -245.079 -2.45 9 days, 4:50:00 0 0 1 0
PERP/USDT 1 -22.37 -22.37 -269.280 -2.69 20 days, 20:15:00 0 0 1 0
TOTAL 6 -9.69 -58.12 -587.915 -5.88 11 days, 13:31:00 0 0 6 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
12 5 6.71 33.57 283.696 2.84 1 day, 4:15:00 5 0 0 100
46 19 1.13 21.50 184.766 1.85 3 days, 14:33:00 15 0 4 78.9
47 5 1.88 9.42 79.513 0.80 3:05:00 5 0 0 100
104 7 1.09 7.64 67.480 0.67 6:29:00 7 0 0 100
23 2 2.73 5.47 48.980 0.49 1:23:00 2 0 0 100
21 1 4.45 4.45 39.895 0.40 2:25:00 1 0 0 100
103 2 1.41 2.83 24.366 0.24 0:46:00 2 0 0 100
45 2 1.28 2.55 22.831 0.23 1:15:00 2 0 0 100
102 2 1.21 2.41 20.706 0.21 4:45:00 2 0 0 100
4 1 2.45 2.45 20.399 0.20 1 day, 2:05:00 1 0 0 100
105 1 1.47 1.47 13.070 0.13 0:25:00 1 0 0 100
11 1 1.33 1.33 11.089 0.11 19:45:00 1 0 0 100
106 1 1.17 1.17 10.540 0.11 0:28:00 1 0 0 100
1 1 1.10 1.10 10.000 0.10 0:10:00 1 0 0 100
25 8 -1.94 -15.54 -143.480 -1.43 1 day, 4:27:00 7 0 1 87.5
3 103 1 -22.37 -22.37 -269.280 -2.69 20 days, 20:15:00 0 0 1 0
TOTAL 59 1.01 59.46 424.571 4.25 1 day, 20:45:00 53 0 6 89.8

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
force_exit 6 0 0 6 0 -9.69 -58.12 -587.915 -9.69
exit_profit_pump_max_m ( 25 ) 5 5 0 0 100 1.9 9.52 81.932 1.59
exit_profit_quick_max_m ( 46 ) 4 4 0 0 100 1.12 4.47 39.367 0.75
exit_profit_long_rapid_max_m ( 104 ) 3 3 0 0 100 1.24 3.71 32.387 0.62
exit_profit_long_rapid_max_m ( 103 ) 2 2 0 0 100 1.41 2.83 24.366 0.47
exit_profit_quick_max_m ( 47 ) 2 2 0 0 100 1.29 2.59 22.158 0.43
exit_quick_1_1_1 ( 46 ) 2 2 0 0 100 1.62 3.24 28.951 0.54
exit_quick_q_1 ( 46 ) 2 2 0 0 100 4.85 9.71 84.031 1.62
exit_pump_d_1_10 ( 25 ) 2 2 0 0 100 1.14 2.29 19.667 0.38
exit_profit_long_rapid_max_m ( 106 ) 1 1 0 0 100 1.17 1.17 10.54 0.2
exit_pump_d_4_16 ( 21 ) 1 1 0 0 100 4.45 4.45 39.895 0.74
exit_long_rapid_rpd_3 ( 104 ) 1 1 0 0 100 1.34 1.34 12.012 0.22
exit_long_rapid_w_1_12 ( 104 ) 1 1 0 0 100 1.08 1.08 9.474 0.18
exit_profit_long_rapid_max_m ( 105 ) 1 1 0 0 100 1.47 1.47 13.07 0.24
exit_quick_w_1_10 ( 45 ) 1 1 0 0 100 1.53 1.53 13.734 0.25
exit_pump_d_2_1 ( 23 ) 1 1 0 0 100 2.15 2.15 19.434 0.36
exit_long_rapid_d_1_10 ( 104 ) 1 1 0 0 100 1.33 1.33 11.981 0.22
exit_quick_d_1_10 ( 45 ) 1 1 0 0 100 1.03 1.03 9.097 0.17
exit_long_rapid_rpd_3 ( 102 ) 1 1 0 0 100 1.26 1.26 11.136 0.21
exit_normal_d_1_10 ( 12 ) 1 1 0 0 100 1.08 1.08 9.56 0.18
exit_normal_u_1 ( 1 ) 1 1 0 0 100 1.1 1.1 10 0.18
exit_long_rapid_d_0_17 ( 104 ) 1 1 0 0 100 0.19 0.19 1.626 0.03
exit_profit_pump_max_m ( 23 ) 1 1 0 0 100 3.31 3.31 29.546 0.55
exit_quick_2_1_1 ( 47 ) 1 1 0 0 100 3.62 3.62 29.923 0.6
exit_normal_o_1 ( 12 ) 1 1 0 0 100 1.56 1.56 13.79 0.26
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 1.12 1.12 9.836 0.19
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.08 1.08 9.254 0.18
exit_quick_q_3 ( 47 ) 1 1 0 0 100 2.09 2.09 18.17 0.35
exit_normal_3_1_1 ( 12 ) 1 1 0 0 100 9.75 9.75 82.952 1.63
exit_quick_w_2_12 ( 46 ) 1 1 0 0 100 2.12 2.12 18.103 0.35
exit_quick_w_0_1 ( 46 ) 1 1 0 0 100 0.92 0.92 7.813 0.15
exit_quick_w_1_4 ( 46 ) 1 1 0 0 100 1.16 1.16 9.877 0.19
exit_quick_q_2 ( 46 ) 1 1 0 0 100 2.1 2.1 17.477 0.35
exit_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.02 1.02 8.482 0.17
exit_normal_2_1_1 ( 12 ) 1 1 0 0 100 20.04 20.04 167.558 3.34
exit_normal_2_1_1 ( 4 ) 1 1 0 0 100 2.45 2.45 20.399 0.41
exit_normal_2_1_1 ( 11 ) 1 1 0 0 100 1.33 1.33 11.089 0.22
exit_quick_d_1_13 ( 47 ) 1 1 0 0 100 1.11 1.11 9.262 0.19
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.15 1.15 9.57 0.19
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 4.08 4.08 34.967 0.68

SUMMARY METRICS

Metric Value
Backtesting from 2023-09-01 00:00:00
Backtesting to 2023-10-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 59 / 1.97
Starting balance 10000 USDT
Final balance 10424.571 USDT
Absolute profit 424.571 USDT
Total profit % 4.25%
CAGR % 65.85%
Sortino 2.39
Sharpe 4.85
Calmar 50.65
Profit factor 1.72
Expectancy (Ratio) 7.20 (0.07)
Trades per day 1.97
Avg. daily profit % 0.14%
Avg. stake amount 876.118 USDT
Total trade volume 51690.975 USDT
Best Pair FLM/USDT 21.22%
Worst Pair AUCTION/USDT -27.16%
Best trade FLM/USDT 20.04%
Worst trade AUCTION/USDT -27.34%
Best day 242.736 USDT
Worst day -587.915 USDT
Days win/draw/lose 25 / 5 / 1
Avg. Duration Winners 18:24:00
Avg. Duration Loser 11 days, 13:31:00
Max Consecutive Wins / Loss 53 / 6
Rejected Entry signals 7
Entry/Exit Timeouts 0 / 0
Min balance 10029.923 USDT
Max balance 11012.486 USDT
Max % of account underwater 5.34%
Absolute Drawdown (Account) 5.34%
Absolute Drawdown 587.915 USDT
Drawdown high 1012.486 USDT
Drawdown low 424.571 USDT
Drawdown Start 2023-09-28 02:31:00
Drawdown End 2023-10-01 00:00:00
Market change 9.84%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 59 1.01 59.46 424.571 4.25 1 day, 20:45:00 53 0 6 89.8 587.915 USDT 5.34%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20231001-20231101

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 1 day, 21:16:00 1 day, 21:16:00 1 day, 21:16:00 1 day, 16:31:00 14:42:00
Market Change 19.05 % 19.05 % 19.05 % 19.05 % 19.01 %
Max Drawdown 0.9614 % 0.9614 % 0.9614 % 0.2969 % 0.2969 %
Profit Mean 1.3781 % 1.3781 % 1.3781 % 1.5983 % 1.4267 %
Profit Sum 71.66 % 71.66 % 71.66 % 81.52 % 38.52 %
Profit Total 6.06 % 6.06 % 6.06 % 6.92 % 3.17 %
Trades 52 52 52 51 27
Win Rate 94.23 % 94.23 % 94.23 % 96.08 % 92.59 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
STRAX/USDT 5 1.42 7.12 60.992 0.61 1:04:00 5 0 0 100
BOND/USDT 4 1.75 6.99 54.561 0.55 2:24:00 4 0 0 100
ALPACA/USDT 4 1.53 6.12 52.326 0.52 10:35:00 4 0 0 100
BLZ/USDT 1 4.05 4.05 35.418 0.35 1:35:00 1 0 0 100
TRB/USDT 1 4.19 4.19 35.130 0.35 5 days, 7:25:00 1 0 0 100
VIDT/USDT 2 2.00 3.99 34.982 0.35 6:51:00 2 0 0 100
REQ/USDT 1 3.81 3.81 32.184 0.32 1 day, 1:15:00 1 0 0 100
RIF/USDT 2 1.61 3.22 27.877 0.28 1:04:00 2 0 0 100
DODO/USDT 1 3.04 3.04 25.309 0.25 2:50:00 1 0 0 100
WRX/USDT 2 1.38 2.77 23.605 0.24 0:17:00 2 0 0 100
INJ/USDT 1 2.54 2.54 21.027 0.21 3 days, 10:30:00 1 0 0 100
ENJ/USDT 1 2.28 2.28 19.116 0.19 3:15:00 1 0 0 100
ALICE/USDT 1 2.19 2.19 18.752 0.19 3 days, 17:48:00 1 0 0 100
LTC/USDT 1 2.12 2.12 18.156 0.18 1 day, 21:30:00 1 0 0 100
YGG/USDT 1 1.53 1.53 17.952 0.18 14 days, 12:00:00 1 0 0 100
FLUX/USDT 1 2.05 2.05 16.917 0.17 13:45:00 1 0 0 100
FUN/USDT 1 1.98 1.98 16.416 0.16 6 days, 2:09:00 1 0 0 100
MATIC/USDT 1 1.97 1.97 16.387 0.16 1 day, 15:27:00 1 0 0 100
STPT/USDT 1 1.81 1.81 15.439 0.15 0:48:00 1 0 0 100
AKRO/USDT 1 1.67 1.67 14.484 0.14 2:20:00 1 0 0 100
AUCTION/USDT 1 1.50 1.50 13.184 0.13 2:59:00 1 0 0 100
ETC/USDT 1 1.33 1.33 11.436 0.11 1 day, 16:30:00 1 0 0 100
RAY/USDT 1 1.38 1.38 11.413 0.11 0:39:00 1 0 0 100
BURGER/USDT 1 1.29 1.29 11.029 0.11 6 days, 2:28:00 1 0 0 100
KNC/USDT 1 1.30 1.30 10.724 0.11 2 days, 12:11:00 1 0 0 100
CAKE/USDT 1 1.24 1.24 10.232 0.10 19 days, 11:01:00 1 0 0 100
SLP/USDT 1 1.16 1.16 10.218 0.10 0:06:00 1 0 0 100
HIVE/USDT 1 1.22 1.22 10.113 0.10 8:14:00 1 0 0 100
MBL/USDT 1 1.12 1.12 9.538 0.10 0:25:00 1 0 0 100
BADGER/USDT 1 1.12 1.12 9.293 0.09 2 days, 12:05:00 1 0 0 100
SNX/USDT 1 1.01 1.01 8.900 0.09 1 day, 4:29:00 1 0 0 100
STX/USDT 1 1.05 1.05 8.676 0.09 12:05:00 1 0 0 100
BAKE/USDT 2 0.51 1.03 8.450 0.08 4:48:00 1 0 1 50.0
TRX/USDT 1 0.37 0.37 3.083 0.03 5 days, 16:35:00 1 0 0 100
QTUM/USDT 1 0.33 0.33 2.770 0.03 7 days, 14:30:00 1 0 0 100
1INCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CTSI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OGN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 1 -3.47 -3.47 -30.699 -0.31 9:50:00 0 0 1 0
BNT/USDT 2 -3.37 -6.74 -59.209 -0.59 3 days, 21:05:00 1 0 1 50.0
TOTAL 52 1.38 71.66 606.182 6.06 1 day, 21:16:00 49 0 3 94.2

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BAKE/USDT 1 -0.12 -0.12 -1.089 -0.01 8:45:00 0 0 1 0
FRONT/USDT 1 -3.47 -3.47 -30.699 -0.31 9:50:00 0 0 1 0
BNT/USDT 1 -8.15 -8.15 -71.169 -0.71 7 days, 10:05:00 0 0 1 0
TOTAL 3 -3.92 -11.75 -102.956 -1.03 2 days, 17:33:00 0 0 3 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 24 1.80 43.13 368.692 3.69 3 days, 10:08:00 24 0 0 100
12 4 1.52 6.08 52.058 0.52 2:34:00 4 0 0 100
45 3 1.77 5.30 45.609 0.46 1:26:00 3 0 0 100
10 1 4.05 4.05 35.418 0.35 1:35:00 1 0 0 100
44 2 1.73 3.46 29.610 0.30 0:46:00 2 0 0 100
11 2 1.51 3.03 26.290 0.26 0:10:00 2 0 0 100
102 2 1.45 2.90 24.828 0.25 2:12:00 2 0 0 100
47 1 2.26 2.26 19.253 0.19 0:42:00 1 0 0 100
103 104 1 1.50 1.50 12.614 0.13 0:15:00 1 0 0 100
103 1 1.28 1.28 11.032 0.11 0:47:00 1 0 0 100
21 1 1.29 1.29 11.029 0.11 6 days, 2:28:00 1 0 0 100
61 1 1.11 1.11 3.832 0.04 0:41:00 1 0 0 100
41 61 1 -0.12 -0.12 -1.089 -0.01 8:45:00 0 0 1 0
25 7 -0.02 -0.13 -2.294 -0.02 1 day, 3:37:00 6 0 1 85.7
4 42 1 -3.47 -3.47 -30.699 -0.31 9:50:00 0 0 1 0
TOTAL 52 1.38 71.66 606.182 6.06 1 day, 21:16:00 49 0 3 94.2

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 5 5 0 0 100 1.47 7.33 61.691 1.22
force_exit 3 0 0 3 0 -3.92 -11.75 -102.956 -1.96
exit_quick_q_1 ( 46 ) 3 3 0 0 100 3.37 10.12 85.47 1.69
exit_quick_w_1_1 ( 46 ) 3 3 0 0 100 1.24 3.71 32.077 0.62
exit_quick_2_1_1 ( 46 ) 3 3 0 0 100 1.68 5.04 42.512 0.84
exit_profit_quick_max_m ( 45 ) 3 3 0 0 100 1.77 5.3 45.609 0.88
exit_profit_pump_max_m ( 25 ) 3 3 0 0 100 1.18 3.55 29.927 0.59
exit_profit_long_rapid_max_m ( 102 ) 2 2 0 0 100 1.45 2.9 24.828 0.48
exit_pump_d_1_10 ( 25 ) 2 2 0 0 100 1.14 2.28 19.756 0.38
exit_profit_normal_max_m ( 11 ) 2 2 0 0 100 1.51 3.03 26.29 0.5
exit_quick_w_0_1 ( 46 ) 2 2 0 0 100 0.35 0.7 5.853 0.12
exit_quick_1_1_1 ( 46 ) 2 2 0 0 100 1.86 3.71 36.704 0.62
exit_quick_d_1_3 ( 44 ) 1 1 0 0 100 1.94 1.94 16.845 0.32
exit_quick_d_1_8 ( 46 ) 1 1 0 0 100 1.67 1.67 14.484 0.28
exit_normal_d_2_1 ( 12 ) 1 1 0 0 100 2.15 2.15 18.598 0.36
exit_profit_pump_max_m ( 21 ) 1 1 0 0 100 1.29 1.29 11.029 0.21
exit_normal_w_1_5 ( 12 ) 1 1 0 0 100 1.07 1.07 9.325 0.18
exit_normal_w_3_5 ( 10 ) 1 1 0 0 100 4.05 4.05 35.418 0.68
exit_pump_w_2_2 ( 25 ) 1 1 0 0 100 2.2 2.2 19.191 0.37
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.11 1.11 3.832 0.18
exit_quick_4_1_1 ( 46 ) 1 1 0 0 100 1.24 1.24 10.232 0.21
exit_quick_q_2 ( 46 ) 1 1 0 0 100 2.05 2.05 16.917 0.34
exit_profit_long_rapid_max_m ( 103 ) 1 1 0 0 100 1.28 1.28 11.032 0.21
exit_profit_quick_max_m ( 47 ) 1 1 0 0 100 2.26 2.26 19.253 0.38
exit_quick_3_1_1 ( 46 ) 1 1 0 0 100 1.98 1.98 16.416 0.33
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 1.52 1.52 12.764 0.25
exit_profit_long_rapid_max_m ( 103 104 ) 1 1 0 0 100 1.5 1.5 12.614 0.25
exit_quick_w_2_4 ( 46 ) 1 1 0 0 100 2.54 2.54 21.027 0.42
exit_quick_w_2_2 ( 46 ) 1 1 0 0 100 3.04 3.04 25.309 0.51
exit_normal_d_1_10 ( 12 ) 1 1 0 0 100 1.15 1.15 9.539 0.19
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 1.71 1.71 14.595 0.29

SUMMARY METRICS

Metric Value
Backtesting from 2023-10-01 00:00:00
Backtesting to 2023-11-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 52 / 1.68
Starting balance 10000 USDT
Final balance 10606.182 USDT
Absolute profit 606.182 USDT
Total profit % 6.06%
CAGR % 99.96%
Sortino 13.01
Sharpe 25.08
Calmar 388.59
Profit factor 6.89
Expectancy (Ratio) 11.66 (0.34)
Trades per day 1.68
Avg. daily profit % 0.20%
Avg. stake amount 848.215 USDT
Total trade volume 44107.181 USDT
Best Pair STRAX/USDT 7.12%
Worst Pair BNT/USDT -6.74%
Best trade TRB/USDT 4.19%
Worst trade BNT/USDT -8.15%
Best day 63.345 USDT
Worst day -102.956 USDT
Days win/draw/lose 24 / 5 / 1
Avg. Duration Winners 1 day, 20:02:00
Avg. Duration Loser 2 days, 17:33:00
Max Consecutive Wins / Loss 49 / 3
Rejected Entry signals 45
Entry/Exit Timeouts 0 / 0
Min balance 10016.917 USDT
Max balance 10709.138 USDT
Max % of account underwater 0.96%
Absolute Drawdown (Account) 0.96%
Absolute Drawdown 102.956 USDT
Drawdown high 709.138 USDT
Drawdown low 606.182 USDT
Drawdown Start 2023-10-31 12:58:00
Drawdown End 2023-11-01 00:00:00
Market change 19.05%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 52 1.38 71.66 606.182 6.06 1 day, 21:16:00 49 0 3 94.2 102.956 USDT 0.96%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210101-20210201

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 6:51:00 6:51:00 6:51:00 6:51:00 6:11:00
Market Change 67.44 % 67.44 % 67.44 % 67.44 % 67.44 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 2.1906 % 2.1906 % 2.1906 % 2.1791 % 1.9762 %
Profit Sum 155.54 % 155.54 % 155.54 % 152.53 % 130.43 %
Profit Total 11.12 % 11.12 % 11.12 % 10.85 % 9.15 %
Trades 71 71 71 70 66
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALEPH/USDT 6 3.47 20.83 180.826 1.81 8:59:00 6 0 0 100
NOIA/USDT 10 1.84 18.43 95.108 0.95 1:12:00 10 0 0 100
EWT/USDT 1 10.01 10.01 85.428 0.85 1:05:00 1 0 0 100
KAI/USDT 6 2.19 13.16 84.683 0.85 2:13:00 6 0 0 100
DAG/USDT 4 2.00 8.00 70.721 0.71 2:12:00 4 0 0 100
VRA/USDT 4 3.39 13.55 66.519 0.67 1:47:00 4 0 0 100
TEL/USDT 4 2.22 8.87 59.289 0.59 2:48:00 4 0 0 100
NWC/USDT 1 6.91 6.91 58.051 0.58 0:45:00 1 0 0 100
NIM/USDT 4 1.50 6.01 51.862 0.52 18:56:00 4 0 0 100
COTI/USDT 4 1.24 4.95 42.636 0.43 0:48:00 4 0 0 100
STX/USDT 2 2.19 4.38 38.304 0.38 1:15:00 2 0 0 100
DEGO/USDT 1 4.24 4.24 37.390 0.37 2:06:00 1 0 0 100
DIA/USDT 2 2.61 5.22 34.551 0.35 3:32:00 2 0 0 100
MAP/USDT 3 1.21 3.63 31.808 0.32 1 day, 13:59:00 3 0 0 100
AVA/USDT 2 1.62 3.24 28.633 0.29 0:24:00 2 0 0 100
TRX/USDT 2 1.16 2.33 19.877 0.20 14:48:00 2 0 0 100
VIDT/USDT 2 2.87 5.75 19.283 0.19 1:40:00 2 0 0 100
PLU/USDT 2 2.23 4.46 15.659 0.16 0:23:00 2 0 0 100
XTZ/USDT 1 1.88 1.88 15.565 0.16 19:35:00 1 0 0 100
ALGO/USDT 1 1.70 1.70 14.383 0.14 1:40:00 1 0 0 100
ROSE/USDT 1 1.47 1.47 12.962 0.13 7:02:00 1 0 0 100
SXP/USDT 1 1.34 1.34 11.213 0.11 2 days, 7:01:00 1 0 0 100
EOS/USDT 1 1.22 1.22 10.493 0.10 5:36:00 1 0 0 100
XLM/USDT 1 1.09 1.09 9.889 0.10 0:08:00 1 0 0 100
CHR/USDT 1 1.08 1.08 9.529 0.10 1:28:00 1 0 0 100
ORN/USDT 1 1.10 1.10 3.941 0.04 14:01:00 1 0 0 100
PRE/USDT 2 0.27 0.54 1.818 0.02 3:12:00 2 0 0 100
XEM/USDT 1 0.17 0.17 1.466 0.01 1 day, 4:24:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 71 2.19 155.54 1111.887 11.12 6:51:00 71 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
61 22 2.20 48.29 180.165 1.80 5:21:00 22 0 0 100
102 6 3.11 18.67 160.019 1.60 2:08:00 6 0 0 100
104 9 1.87 16.87 147.867 1.48 10:15:00 9 0 0 100
46 4 1.85 7.42 64.183 0.64 7:30:00 4 0 0 100
12 3 2.42 7.26 63.774 0.64 1:37:00 3 0 0 100
47 3 2.43 7.29 61.368 0.61 0:51:00 3 0 0 100
7 61 1 6.91 6.91 58.051 0.58 0:45:00 1 0 0 100
21 1 6.35 6.35 56.809 0.57 1 day, 12:05:00 1 0 0 100
101 2 2.62 5.25 46.495 0.46 3:16:00 2 0 0 100
10 2 1.96 3.92 34.612 0.35 2:12:00 2 0 0 100
41 61 2 1.88 3.76 34.202 0.34 1:53:00 2 0 0 100
24 2 1.54 3.08 26.948 0.27 2:02:00 2 0 0 100
25 1 3.00 3.00 26.497 0.26 6:40:00 1 0 0 100
45 3 1.00 2.99 25.904 0.26 1 day, 14:22:00 3 0 0 100
103 2 1.44 2.89 25.521 0.26 11:35:00 2 0 0 100
106 2 1.34 2.69 23.365 0.23 3:20:00 2 0 0 100
44 106 1 1.97 1.97 17.108 0.17 0:55:00 1 0 0 100
61 102 1 1.74 1.74 14.788 0.15 9:11:00 1 0 0 100
4 1 1.61 1.61 13.697 0.14 0:19:00 1 0 0 100
9 1 1.47 1.47 12.962 0.13 7:02:00 1 0 0 100
22 1 1.08 1.08 9.127 0.09 0:20:00 1 0 0 100
4 42 1 1.02 1.02 8.422 0.08 1:12:00 1 0 0 100
TOTAL 71 2.19 155.54 1111.887 11.12 6:51:00 71 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 11 11 0 0 100 2 22 76.274 3.67
exit_profit_long_rapid_max_m ( 104 ) 4 4 0 0 100 1.28 5.13 44.466 0.85
exit_profit_normal_max_m ( 12 ) 3 3 0 0 100 2.42 7.26 63.774 1.21
exit_profit_long_rapid_max_m ( 102 ) 3 3 0 0 100 1.65 4.94 43.319 0.82
exit_quick_q_3 ( 46 ) 2 2 0 0 100 2.14 4.27 37.63 0.71
exit_profit_normal_max_m ( 10 ) 2 2 0 0 100 1.96 3.92 34.612 0.65
exit_long_rapid_rpd_3 ( 104 ) 2 2 0 0 100 3.65 7.31 64.282 1.22
exit_long_rapid_rpd_3 ( 103 ) 2 2 0 0 100 1.44 2.89 25.521 0.48
exit_profit_pump_max_m ( 24 ) 2 2 0 0 100 1.54 3.08 26.948 0.51
exit_profit_normal_max_m ( 9 ) 1 1 0 0 100 1.47 1.47 12.962 0.24
exit_long_rapid_d_2_16 ( 104 ) 1 1 0 0 100 2.91 2.91 25.432 0.49
exit_long_rapid_rpd_3 ( 106 ) 1 1 0 0 100 1.47 1.47 12.872 0.25
exit_quick_w_1_3 ( 45 ) 1 1 0 0 100 1.08 1.08 9.529 0.18
exit_pump_w_2_12 ( 25 ) 1 1 0 0 100 3 3 26.497 0.5
exit_profit_long_rapid_max_m ( 101 ) 1 1 0 0 100 4.24 4.24 37.39 0.71
exit_profit_normal_max_m ( 4 42 ) 1 1 0 0 100 1.02 1.02 8.422 0.17
exit_pump_8_1_1 ( 21 ) 1 1 0 0 100 6.35 6.35 56.809 1.06
exit_long_rebuy_d_2_14 ( 61 ) 1 1 0 0 100 2.45 2.45 8.799 0.41
exit_long_rapid_rpd_3 ( 101 ) 1 1 0 0 100 1.01 1.01 9.105 0.17
exit_long_rapid_d_1_10 ( 104 ) 1 1 0 0 100 1.36 1.36 12.221 0.23
exit_quick_d_2_1 ( 41 61 ) 1 1 0 0 100 2.1 2.1 19.001 0.35
exit_long_rebuy_d_2_2 ( 61 ) 1 1 0 0 100 2.22 2.22 8.054 0.37
exit_long_rebuy_1_1_1 ( 61 ) 1 1 0 0 100 1.15 1.15 16.589 0.19
exit_profit_quick_max_m ( 47 ) 1 1 0 0 100 1.09 1.09 9.889 0.18
exit_long_rebuy_d_2_23 ( 61 ) 1 1 0 0 100 2.34 2.34 8.576 0.39
exit_long_rebuy_u_2 ( 61 ) 1 1 0 0 100 2.12 2.12 7.778 0.35
exit_quick_w_0_1 ( 45 ) 1 1 0 0 100 0.67 0.67 5.89 0.11
exit_long_rebuy_d_3_23 ( 61 ) 1 1 0 0 100 3.27 3.27 11.304 0.54
exit_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.27 1.27 10.988 0.21
exit_profit_pump_max_m ( 22 ) 1 1 0 0 100 1.08 1.08 9.127 0.18
exit_quick_d_4_1 ( 47 ) 1 1 0 0 100 4.41 4.41 36.524 0.74
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.88 1.88 15.565 0.31
exit_long_rapid_d_1_2 ( 102 ) 1 1 0 0 100 2.03 2.03 16.889 0.34
exit_quick_d_1_3 ( 47 ) 1 1 0 0 100 1.79 1.79 14.955 0.3
exit_long_rebuy_w_3_3 ( 61 ) 1 1 0 0 100 3.97 3.97 13.243 0.66
exit_long_rebuy_w_0_3 ( 61 ) 1 1 0 0 100 0.29 0.29 0.982 0.05
exit_long_rebuy_w_5_2 ( 61 ) 1 1 0 0 100 6.23 6.23 20.872 1.04
exit_normal_w_6_1 ( 7 61 ) 1 1 0 0 100 6.91 6.91 58.051 1.15
exit_long_rapid_rpd_3 ( 102 ) 1 1 0 0 100 1.7 1.7 14.383 0.28
exit_quick_d_1_23 ( 44 106 ) 1 1 0 0 100 1.97 1.97 17.108 0.33
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 1.23 1.23 10.486 0.21
exit_long_rapid_w_1_2 ( 61 102 ) 1 1 0 0 100 1.74 1.74 14.788 0.29
exit_normal_u_1 ( 4 ) 1 1 0 0 100 1.61 1.61 13.697 0.27
exit_long_rebuy_d_1_18 ( 61 ) 1 1 0 0 100 2.01 2.01 6.86 0.34
exit_long_rapid_w_0_5 ( 104 ) 1 1 0 0 100 0.17 0.17 1.466 0.03
exit_long_rapid_w_9_1 ( 102 ) 1 1 0 0 100 10.01 10.01 85.428 1.67
exit_long_rebuy_d_0_2 ( 61 ) 1 1 0 0 100 0.24 0.24 0.835 0.04
exit_profit_long_rapid_max_m ( 106 ) 1 1 0 0 100 1.22 1.22 10.493 0.2
exit_profit_quick_max_m ( 41 61 ) 1 1 0 0 100 1.66 1.66 15.201 0.28

SUMMARY METRICS

Metric Value
Backtesting from 2021-01-01 00:00:00
Backtesting to 2021-02-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 71 / 2.29
Starting balance 10000 USDT
Final balance 11111.887 USDT
Absolute profit 1111.887 USDT
Total profit % 11.12%
CAGR % 246.03%
Sortino -100.00
Sharpe 50.03
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 15.66 (100.00)
Trades per day 2.29
Avg. daily profit % 0.36%
Avg. stake amount 723.054 USDT
Total trade volume 51336.802 USDT
Best Pair ALEPH/USDT 20.83%
Worst Pair AAVE/USDT 0.00%
Best trade EWT/USDT 10.01%
Worst trade XEM/USDT 0.17%
Best day 117.219 USDT
Worst day 0 USDT
Days win/draw/lose 27 / 4 / 0
Avg. Duration Winners 6:51:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 71 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change 67.44%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 71 2.19 155.54 1111.887 11.12 6:51:00 71 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210201-20210301

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 3:56:00 3:56:00 3:56:00 3:15:00 2:53:00
Market Change 86.85 % 86.85 % 86.85 % 86.85 % 86.85 %
Max Drawdown 2.0711 % 2.0711 % 2.0711 % 0.8371 % 0.6464 %
Profit Mean 1.8211 % 1.8211 % 1.8211 % 2.016 % 1.853 %
Profit Sum 198.5 % 198.5 % 198.5 % 211.68 % 148.24 %
Profit Total 15.44 % 15.44 % 15.44 % 16.72 % 10.46 %
Trades 109 109 109 105 80
Win Rate 98.17 % 98.17 % 98.17 % 99.05 % 98.75 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
MAP/USDT 7 3.97 27.82 238.047 2.38 7:18:00 7 0 0 100
ALEPH/USDT 8 1.82 14.52 132.774 1.33 6:29:00 8 0 0 100
PLU/USDT 8 2.80 22.39 118.749 1.19 2:59:00 8 0 0 100
DIA/USDT 6 2.39 14.32 115.940 1.16 2:14:00 6 0 0 100
NIM/USDT 2 5.16 10.31 95.768 0.96 11:08:00 2 0 0 100
NWC/USDT 3 3.04 9.12 84.173 0.84 1:37:00 3 0 0 100
NOIA/USDT 6 1.92 11.50 81.527 0.82 1:51:00 6 0 0 100
AVA/USDT 7 1.33 9.28 72.486 0.72 7:58:00 7 0 0 100
VRA/USDT 4 2.10 8.41 67.778 0.68 0:28:00 4 0 0 100
VIDT/USDT 4 1.74 6.98 62.114 0.62 0:49:00 4 0 0 100
EWT/USDT 3 2.16 6.47 57.165 0.57 2:38:00 3 0 0 100
SXP/USDT 3 1.92 5.75 46.908 0.47 0:36:00 3 0 0 100
XLM/USDT 4 1.39 5.57 41.163 0.41 0:13:00 4 0 0 100
MLK/USDT 3 1.44 4.32 34.417 0.34 2:56:00 3 0 0 100
DGB/USDT 3 1.24 3.73 33.410 0.33 0:09:00 3 0 0 100
DAG/USDT 3 2.05 6.15 32.278 0.32 5:16:00 3 0 0 100
XRP/USDT 2 1.71 3.42 31.146 0.31 0:22:00 2 0 0 100
ROSE/USDT 3 1.11 3.34 29.919 0.30 0:32:00 3 0 0 100
FIL/USDT 2 1.58 3.16 29.234 0.29 2:32:00 2 0 0 100
ATOM/USDT 2 1.69 3.39 28.666 0.29 1:30:00 2 0 0 100
COTI/USDT 3 1.46 4.38 27.436 0.27 0:10:00 3 0 0 100
YFI/USDT 2 1.63 3.25 27.092 0.27 9:19:00 2 0 0 100
ONE/USDT 1 2.71 2.71 25.252 0.25 2:58:00 1 0 0 100
WIN/USDT 1 2.41 2.41 22.941 0.23 1:10:00 1 0 0 100
VET/USDT 2 1.22 2.44 22.624 0.23 0:11:00 2 0 0 100
STX/USDT 1 2.15 2.15 20.771 0.21 1:12:00 1 0 0 100
KAI/USDT 2 1.28 2.56 16.200 0.16 1:34:00 2 0 0 100
WAVES/USDT 1 1.78 1.78 15.623 0.16 1:35:00 1 0 0 100
BTT/USDT 1 1.48 1.48 14.121 0.14 0:14:00 1 0 0 100
DEGO/USDT 1 1.52 1.52 13.171 0.13 1:09:00 1 0 0 100
UMA/USDT 1 2.99 2.99 11.581 0.12 0:10:00 1 0 0 100
JST/USDT 1 1.04 1.04 9.911 0.10 0:03:00 1 0 0 100
TEL/USDT 1 1.11 1.11 9.425 0.09 0:36:00 1 0 0 100
AKRO/USDT 1 1.01 1.01 8.664 0.09 0:38:00 1 0 0 100
ALGO/USDT 1 1.47 1.47 5.584 0.06 1:24:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 4 -1.24 -4.94 -52.662 -0.53 22:01:00 3 0 1 75.0
CHR/USDT 2 -4.41 -8.81 -87.138 -0.87 10:50:00 1 0 1 50.0
TOTAL 109 1.82 198.50 1544.255 15.44 3:56:00 107 0 2 98.2

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CHR/USDT 1 -10.16 -10.16 -98.679 -0.99 11:35:00 0 0 1 0
VELO/USDT 1 -14.99 -14.99 -145.467 -1.45 3 days, 13:45:00 0 0 1 0
TOTAL 2 -12.58 -25.16 -244.146 -2.44 2 days, 0:40:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
104 11 2.16 23.71 208.270 2.08 1:24:00 11 0 0 100
12 13 1.72 22.42 201.963 2.02 3:50:00 13 0 0 100
46 11 1.70 18.69 169.315 1.69 6:12:00 11 0 0 100
102 9 1.93 17.39 155.971 1.56 4:38:00 9 0 0 100
61 20 1.98 39.66 142.428 1.42 2:05:00 20 0 0 100
47 2 8.14 16.29 140.833 1.41 18:07:00 2 0 0 100
10 2 5.03 10.05 93.088 0.93 11:06:00 2 0 0 100
24 5 1.89 9.43 85.359 0.85 1:38:00 5 0 0 100
105 1 6.37 6.37 52.969 0.53 9:40:00 1 0 0 100
25 45 2 2.86 5.71 50.688 0.51 0:30:00 2 0 0 100
11 3 1.43 4.29 38.930 0.39 0:36:00 3 0 0 100
101 1 3.87 3.87 33.252 0.33 0:10:00 1 0 0 100
102 104 1 3.15 3.15 28.289 0.28 0:14:00 1 0 0 100
41 61 2 1.41 2.82 25.971 0.26 4:24:00 2 0 0 100
1 2 1.36 2.71 25.104 0.25 4:36:00 2 0 0 100
43 2 1.35 2.71 23.873 0.24 0:06:00 2 0 0 100
3 1 2.57 2.57 23.639 0.24 1:30:00 1 0 0 100
45 102 1 2.41 2.41 22.941 0.23 1:10:00 1 0 0 100
102 103 1 1.54 1.54 12.761 0.13 0:36:00 1 0 0 100
1 10 1 1.31 1.31 10.812 0.11 0:37:00 1 0 0 100
23 1 1.12 1.12 10.433 0.10 1:39:00 1 0 0 100
103 1 1.04 1.04 9.911 0.10 0:03:00 1 0 0 100
61 106 1 1.10 1.10 9.694 0.10 0:23:00 1 0 0 100
21 1 1.05 1.05 9.537 0.10 0:14:00 1 0 0 100
25 8 0.06 0.49 -4.558 -0.05 11:13:00 7 0 1 87.5
45 6 -0.57 -3.39 -37.218 -0.37 3:04:00 5 0 1 83.3
TOTAL 109 1.82 198.50 1544.255 15.44 3:56:00 107 0 2 98.2

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 11 11 0 0 100 1.35 14.83 53.75 2.47
exit_profit_long_rapid_max_m ( 104 ) 6 6 0 0 100 1.8 10.79 95.681 1.8
exit_normal_o_1 ( 12 ) 6 6 0 0 100 1.25 7.52 68.264 1.25
exit_profit_quick_max_m ( 46 ) 4 4 0 0 100 1.27 5.1 44.169 0.85
exit_quick_q_3 ( 46 ) 4 4 0 0 100 2.3 9.21 84.408 1.53
exit_profit_pump_max_m ( 25 ) 3 3 0 0 100 3.55 10.65 96.804 1.77
exit_profit_quick_max_m ( 45 ) 3 3 0 0 100 1.26 3.78 34.819 0.63
exit_normal_d_1_10 ( 12 ) 3 3 0 0 100 1.22 3.65 31.26 0.61
exit_profit_pump_max_m ( 24 ) 3 3 0 0 100 2.41 7.22 66.248 1.2
exit_quick_d_1_10 ( 45 ) 2 2 0 0 100 1.49 2.99 26.642 0.5
exit_profit_normal_max_m ( 12 ) 2 2 0 0 100 2.39 4.78 45.031 0.8
exit_long_rapid_rpd_3 ( 102 ) 2 2 0 0 100 2.16 4.33 39.702 0.72
exit_pump_d_1_10 ( 25 ) 2 2 0 0 100 1.34 2.69 24.407 0.45
exit_pump_d_1_10 ( 24 ) 2 2 0 0 100 1.11 2.21 19.111 0.37
force_exit 2 0 0 2 0 -12.58 -25.16 -244.146 -4.19
exit_profit_long_rapid_max_m ( 102 ) 2 2 0 0 100 1.32 2.64 23.744 0.44
exit_profit_long_rapid_max_m ( 102 103 ) 1 1 0 0 100 1.54 1.54 12.761 0.26
exit_normal_o_1 ( 10 ) 1 1 0 0 100 1.33 1.33 12.048 0.22
exit_pump_u_1 ( 25 ) 1 1 0 0 100 1.03 1.03 9.301 0.17
exit_pump_d_1_10 ( 25 45 ) 1 1 0 0 100 1.16 1.16 10.528 0.19
exit_profit_pump_max_m ( 21 ) 1 1 0 0 100 1.05 1.05 9.537 0.17
exit_long_rebuy_u_1 ( 61 ) 1 1 0 0 100 1.9 1.9 6.931 0.32
exit_normal_o_4 ( 12 ) 1 1 0 0 100 4.34 4.34 39.03 0.72
exit_normal_d_1_10 ( 1 10 ) 1 1 0 0 100 1.31 1.31 10.812 0.22
exit_normal_d_2_1 ( 3 ) 1 1 0 0 100 2.57 2.57 23.639 0.43
exit_normal_d_1_10 ( 11 ) 1 1 0 0 100 1.59 1.59 14.728 0.26
exit_long_rebuy_w_4_12 ( 61 ) 1 1 0 0 100 4.52 4.52 16.767 0.75
exit_pump_d_1_2 ( 25 ) 1 1 0 0 100 1.12 1.12 10.398 0.19
exit_long_rebuy_d_1_10 ( 61 ) 1 1 0 0 100 1.23 1.23 4.197 0.21
exit_long_rapid_w_0_2 ( 102 ) 1 1 0 0 100 0.11 0.11 1.027 0.02
exit_profit_pump_max_m ( 23 ) 1 1 0 0 100 1.12 1.12 10.433 0.19
exit_normal_2_1_1 ( 10 ) 1 1 0 0 100 8.72 8.72 81.041 1.45
exit_long_rapid_d_1_2 ( 104 ) 1 1 0 0 100 1.29 1.29 12.128 0.21
exit_normal_u_1 ( 1 ) 1 1 0 0 100 1.21 1.21 11.486 0.2
exit_long_rebuy_u_0 ( 61 ) 1 1 0 0 100 0.59 0.59 2.238 0.1
exit_long_rapid_o_1 ( 103 ) 1 1 0 0 100 1.04 1.04 9.911 0.17
exit_quick_q_3 ( 45 102 ) 1 1 0 0 100 2.41 2.41 22.941 0.4
exit_long_rapid_d_0_8 ( 102 ) 1 1 0 0 100 0.72 0.72 6.864 0.12
exit_quick_w_2_2 ( 46 ) 1 1 0 0 100 3 3 28.918 0.5
exit_long_rebuy_u_2 ( 61 ) 1 1 0 0 100 2.99 2.99 11.581 0.5
exit_quick_d_1_12 ( 41 61 ) 1 1 0 0 100 1.62 1.62 15.752 0.27
exit_long_rapid_3_1_1 ( 105 ) 1 1 0 0 100 6.37 6.37 52.969 1.06
exit_long_rapid_rpd_3 ( 104 ) 1 1 0 0 100 3.28 3.28 29.706 0.55
exit_long_rebuy_d_2_10 ( 61 ) 1 1 0 0 100 2.15 2.15 7.307 0.36
exit_quick_w_1_10 ( 47 ) 1 1 0 0 100 1.78 1.78 15.623 0.3
exit_quick_w_1_10 ( 46 ) 1 1 0 0 100 1.04 1.04 8.858 0.17
exit_long_rebuy_w_2_5 ( 61 ) 1 1 0 0 100 2.24 2.24 7.64 0.37
exit_profit_quick_max_m ( 41 61 ) 1 1 0 0 100 1.2 1.2 10.219 0.2
exit_quick_u_1 ( 43 ) 1 1 0 0 100 1.16 1.16 9.933 0.19
exit_quick_w_0_12 ( 46 ) 1 1 0 0 100 0.35 0.35 2.963 0.06
exit_normal_o_2 ( 12 ) 1 1 0 0 100 2.14 2.14 18.378 0.36
exit_long_rapid_u_1 ( 102 ) 1 1 0 0 100 1.39 1.39 11.967 0.23
exit_long_rapid_o_3 ( 101 ) 1 1 0 0 100 3.87 3.87 33.252 0.64
exit_long_rapid_rpd_1 ( 104 ) 1 1 0 0 100 1.06 1.06 9.005 0.18
exit_profit_quick_max_m ( 47 ) 1 1 0 0 100 14.5 14.5 125.21 2.42
exit_long_rapid_d_1_18 ( 61 106 ) 1 1 0 0 100 1.1 1.1 9.694 0.18
exit_normal_d_1_16 ( 1 ) 1 1 0 0 100 1.51 1.51 13.618 0.25
exit_long_rapid_u_1 ( 104 ) 1 1 0 0 100 1.23 1.23 10.858 0.21
exit_pump_w_4_3 ( 25 45 ) 1 1 0 0 100 4.55 4.55 40.161 0.76
exit_long_rapid_w_7_7 ( 102 ) 1 1 0 0 100 7.91 7.91 70.093 1.32
exit_long_rapid_o_5 ( 104 ) 1 1 0 0 100 6.05 6.05 50.892 1.01
exit_long_rebuy_w_3_10 ( 61 ) 1 1 0 0 100 3.9 3.9 13.058 0.65
exit_long_rebuy_u_5 ( 61 ) 1 1 0 0 100 5.31 5.31 18.959 0.89
exit_normal_d_1_3 ( 11 ) 1 1 0 0 100 1.45 1.45 12.969 0.24
exit_long_rapid_o_3 ( 102 104 ) 1 1 0 0 100 3.15 3.15 28.289 0.53
exit_long_rapid_d_0_2 ( 102 ) 1 1 0 0 100 0.29 0.29 2.575 0.05
exit_profit_quick_max_m ( 43 ) 1 1 0 0 100 1.55 1.55 13.94 0.26
exit_profit_normal_max_m ( 11 ) 1 1 0 0 100 1.26 1.26 11.233 0.21

SUMMARY METRICS

Metric Value
Backtesting from 2021-02-01 00:00:00
Backtesting to 2021-03-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 109 / 3.89
Starting balance 10000 USDT
Final balance 11544.255 USDT
Absolute profit 1544.255 USDT
Total profit % 15.44%
CAGR % 550.11%
Sortino 45.04
Sharpe 41.68
Calmar 508.76
Profit factor 7.33
Expectancy (Ratio) 14.17 (0.12)
Trades per day 3.89
Avg. daily profit % 0.55%
Avg. stake amount 799.329 USDT
Total trade volume 87126.832 USDT
Best Pair MAP/USDT 27.82%
Worst Pair CHR/USDT -8.81%
Best trade MAP/USDT 14.50%
Worst trade VELO/USDT -14.99%
Best day 198.412 USDT
Worst day -244.146 USDT
Days win/draw/lose 24 / 4 / 1
Avg. Duration Winners 3:06:00
Avg. Duration Loser 2 days, 0:40:00
Max Consecutive Wins / Loss 107 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10012.158 USDT
Max balance 11788.401 USDT
Max % of account underwater 2.07%
Absolute Drawdown (Account) 2.07%
Absolute Drawdown 244.146 USDT
Drawdown high 1788.401 USDT
Drawdown low 1544.255 USDT
Drawdown Start 2021-02-28 23:46:00
Drawdown End 2021-03-01 00:00:00
Market change 86.85%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 109 1.82 198.50 1544.255 15.44 3:56:00 107 0 2 98.2 244.146 USDT 2.07%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210301-20210401

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 9:27:00 9:27:00 9:27:00 7:54:00 2:17:00
Market Change 150.73 % 150.73 % 150.73 % 150.73 % 150.73 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 2.1596 % 2.1596 % 2.1596 % 2.225 % 2.1146 %
Profit Sum 231.08 % 231.08 % 231.08 % 218.05 % 181.86 %
Profit Total 19.28 % 19.28 % 19.28 % 17.96 % 14.79 %
Trades 107 107 107 98 86
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 6 3.34 20.03 175.073 1.75 2:46:00 6 0 0 100
MAP/USDT 9 2.17 19.49 166.650 1.67 6:20:00 9 0 0 100
VIDT/USDT 4 4.17 16.68 143.873 1.44 4:20:00 4 0 0 100
NOIA/USDT 9 1.94 17.48 126.623 1.27 3:21:00 9 0 0 100
ALEPH/USDT 7 2.21 15.45 124.499 1.24 0:49:00 7 0 0 100
PRE/USDT 3 4.30 12.89 118.607 1.19 1:42:00 3 0 0 100
NIM/USDT 5 2.67 13.36 115.313 1.15 3:37:00 5 0 0 100
VELO/USDT 4 3.35 13.38 113.825 1.14 0:46:00 4 0 0 100
KAI/USDT 6 2.05 12.31 103.437 1.03 1:32:00 6 0 0 100
TEL/USDT 4 2.52 10.09 91.352 0.91 3:20:00 4 0 0 100
DEGO/USDT 5 2.28 11.38 85.455 0.85 0:14:00 5 0 0 100
COTI/USDT 6 1.67 10.02 84.602 0.85 6:15:00 6 0 0 100
UOS/USDT 4 1.33 5.31 48.402 0.48 2:45:00 4 0 0 100
NWC/USDT 3 1.58 4.75 46.717 0.47 2 days, 21:43:00 3 0 0 100
CHR/USDT 2 1.93 3.87 37.652 0.38 1:29:00 2 0 0 100
XEM/USDT 3 1.41 4.23 37.064 0.37 0:57:00 3 0 0 100
SXP/USDT 3 1.88 5.65 34.454 0.34 2:14:00 3 0 0 100
ORN/USDT 2 1.63 3.26 32.055 0.32 0:07:00 2 0 0 100
ONE/USDT 3 1.06 3.19 28.344 0.28 0:45:00 3 0 0 100
CKB/USDT 3 1.23 3.70 28.208 0.28 1:08:00 3 0 0 100
WIN/USDT 2 1.46 2.92 27.936 0.28 1:04:00 2 0 0 100
DIA/USDT 2 1.39 2.78 24.880 0.25 0:32:00 2 0 0 100
ONT/USDT 1 2.79 2.79 24.307 0.24 1:26:00 1 0 0 100
GRT/USDT 1 2.15 2.15 18.542 0.19 5:45:00 1 0 0 100
ARPA/USDT 2 1.41 2.83 17.164 0.17 0:24:00 2 0 0 100
ROSE/USDT 2 0.83 1.66 14.365 0.14 1 day, 3:19:00 2 0 0 100
PLU/USDT 1 3.66 3.66 14.211 0.14 0:55:00 1 0 0 100
WAVES/USDT 1 1.46 1.46 14.087 0.14 1 day, 14:15:00 1 0 0 100
BNB/USDT 1 1.04 1.04 12.648 0.13 18 days, 15:07:00 1 0 0 100
FIL/USDT 1 1.05 1.05 10.186 0.10 0:27:00 1 0 0 100
ADA/USDT 1 1.11 1.11 3.690 0.04 4:45:00 1 0 0 100
DAG/USDT 1 1.09 1.09 3.668 0.04 0:43:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 107 2.16 231.08 1927.890 19.28 9:27:00 107 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UOS/USDT 1 0.11 0.11 1.062 0.01 6:00:00 1 0 0 100
TOTAL 1 0.11 0.11 1.062 0.01 6:00:00 1 0 0 100

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
104 10 4.40 44.04 407.015 4.07 1:22:00 10 0 0 100
12 10 2.58 25.83 232.238 2.32 0:48:00 10 0 0 100
102 10 2.58 25.78 229.365 2.29 5:41:00 10 0 0 100
46 6 2.96 17.73 163.374 1.63 3 days, 4:10:00 6 0 0 100
25 11 1.61 17.67 161.844 1.62 21:33:00 11 0 0 100
61 17 1.83 31.05 119.504 1.20 2:46:00 17 0 0 100
24 4 2.07 8.27 72.615 0.73 2:29:00 4 0 0 100
10 4 1.95 7.80 69.743 0.70 0:10:00 4 0 0 100
45 7 1.10 7.69 68.919 0.69 8:09:00 7 0 0 100
41 4 1.78 7.13 64.013 0.64 4:24:00 4 0 0 100
106 3 1.41 4.23 37.064 0.37 0:57:00 3 0 0 100
47 3 1.24 3.72 34.643 0.35 1 day, 0:22:00 3 0 0 100
41 61 2 1.93 3.85 33.791 0.34 4:00:00 2 0 0 100
21 2 1.62 3.24 30.684 0.31 1:19:00 2 0 0 100
1 2 1.34 2.68 25.995 0.26 0:08:00 2 0 0 100
3 5 47 103 1 2.83 2.83 23.528 0.24 1:48:00 1 0 0 100
23 1 2.44 2.44 20.333 0.20 3:50:00 1 0 0 100
7 101 1 2.02 2.02 17.660 0.18 2:05:00 1 0 0 100
5 11 1 2.01 2.01 17.196 0.17 6:04:00 1 0 0 100
3 1 1.58 1.58 15.461 0.15 0:55:00 1 0 0 100
102 104 1 1.54 1.54 14.457 0.14 0:54:00 1 0 0 100
105 1 1.52 1.52 14.018 0.14 1:45:00 1 0 0 100
25 45 104 1 1.55 1.55 13.432 0.13 0:09:00 1 0 0 100
1 5 1 1.41 1.41 11.712 0.12 0:07:00 1 0 0 100
45 104 1 1.23 1.23 10.661 0.11 0:11:00 1 0 0 100
7 1 1.19 1.19 10.004 0.10 1:24:00 1 0 0 100
5 1 1.04 1.04 8.619 0.09 0:04:00 1 0 0 100
TOTAL 107 2.16 231.08 1927.890 19.28 9:27:00 107 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 9 9 0 0 100 1.51 13.57 48.774 2.26
exit_profit_long_rapid_max_m ( 102 ) 6 6 0 0 100 1.49 8.91 79.818 1.49
exit_profit_quick_max_m ( 45 ) 5 5 0 0 100 1.16 5.8 52.549 0.97
exit_profit_long_rapid_max_m ( 104 ) 5 5 0 0 100 4.24 21.22 191.79 3.54
exit_long_rapid_rpd_3 ( 104 ) 4 4 0 0 100 4.91 19.64 185.314 3.27
exit_profit_pump_max_m ( 25 ) 4 4 0 0 100 1.67 6.68 61.654 1.11
exit_profit_normal_max_m ( 12 ) 3 3 0 0 100 1.84 5.51 50.866 0.92
exit_profit_pump_max_m ( 24 ) 3 3 0 0 100 1.45 4.35 39.873 0.72
exit_normal_u_1 ( 1 ) 2 2 0 0 100 1.34 2.68 25.995 0.45
exit_long_rapid_rpd_3 ( 102 ) 2 2 0 0 100 6.37 12.74 111.718 2.12
exit_long_rapid_d_1_21 ( 106 ) 2 2 0 0 100 1.58 3.16 27.66 0.53
exit_long_rebuy_d_3_1 ( 61 ) 2 2 0 0 100 3.52 7.05 27.044 1.17
exit_quick_q_3 ( 46 ) 2 2 0 0 100 2.79 5.59 49.45 0.93
exit_long_rebuy_u_1 ( 61 ) 2 2 0 0 100 1.74 3.48 12.544 0.58
exit_pump_d_1_10 ( 25 ) 2 2 0 0 100 1.63 3.25 28.843 0.54
exit_quick_q_1 ( 46 ) 2 2 0 0 100 5.5 11 100.213 1.83
exit_quick_w_2_12 ( 41 ) 1 1 0 0 100 2.37 2.37 21.821 0.4
exit_normal_u_2 ( 10 ) 1 1 0 0 100 2.13 2.13 20.933 0.36
exit_normal_u_1 ( 10 ) 1 1 0 0 100 1.13 1.13 11.122 0.19
exit_quick_1_1_1 ( 47 ) 1 1 0 0 100 1.21 1.21 10.72 0.2
exit_pump_d_2_1 ( 21 ) 1 1 0 0 100 2.18 2.18 21.353 0.36
exit_normal_d_1_13 ( 3 ) 1 1 0 0 100 1.58 1.58 15.461 0.26
exit_long_rapid_w_2_1 ( 102 ) 1 1 0 0 100 2.74 2.74 24.759 0.46
exit_long_rapid_rpd_3 ( 105 ) 1 1 0 0 100 1.52 1.52 14.018 0.25
exit_profit_quick_max_m ( 47 ) 1 1 0 0 100 1.05 1.05 9.835 0.18
exit_long_rebuy_o_1 ( 61 ) 1 1 0 0 100 1.05 1.05 3.893 0.18
exit_quick_w_1_12 ( 47 ) 1 1 0 0 100 1.46 1.46 14.087 0.24
exit_profit_quick_max_m ( 46 ) 1 1 0 0 100 1.04 1.04 12.648 0.17
exit_normal_d_1_10 ( 12 ) 1 1 0 0 100 1.18 1.18 11.007 0.2
exit_long_rapid_u_3 ( 104 ) 1 1 0 0 100 3.18 3.18 29.911 0.53
exit_long_rebuy_d_2_1 ( 61 ) 1 1 0 0 100 2.86 2.86 10.108 0.48
exit_normal_u_2 ( 12 ) 1 1 0 0 100 2.88 2.88 27.253 0.48
exit_pump_d_0_11 ( 25 ) 1 1 0 0 100 0.66 0.66 6.281 0.11
exit_long_rapid_d_1_10 ( 102 ) 1 1 0 0 100 1.38 1.38 13.069 0.23
exit_normal_d_2_10 ( 12 ) 1 1 0 0 100 2.39 2.39 22.654 0.4
exit_normal_d_2_3 ( 12 ) 1 1 0 0 100 2.89 2.89 27.531 0.48
exit_quick_u_1 ( 41 ) 1 1 0 0 100 1.3 1.3 12.491 0.22
exit_profit_quick_max_m ( 41 61 ) 1 1 0 0 100 1.2 1.2 11.536 0.2
exit_profit_long_rapid_max_m ( 102 104 ) 1 1 0 0 100 1.54 1.54 14.457 0.26
exit_long_rapid_rpd_3 ( 7 101 ) 1 1 0 0 100 2.02 2.02 17.66 0.34
exit_long_rebuy_w_1_16 ( 61 ) 1 1 0 0 100 1.93 1.93 13.451 0.32
exit_profit_pump_max_m ( 21 ) 1 1 0 0 100 1.06 1.06 9.331 0.18
exit_normal_u_1 ( 1 5 ) 1 1 0 0 100 1.41 1.41 11.712 0.24
exit_normal_u_1 ( 5 ) 1 1 0 0 100 1.04 1.04 8.619 0.17
exit_profit_normal_max_m ( 3 5 47 103 ) 1 1 0 0 100 2.83 2.83 23.528 0.47
exit_pump_w_2_5 ( 23 ) 1 1 0 0 100 2.44 2.44 20.333 0.41
exit_long_rebuy_d_1_20 ( 61 ) 1 1 0 0 100 1.11 1.11 3.69 0.18
exit_pump_3_1_1 ( 24 ) 1 1 0 0 100 3.92 3.92 32.742 0.65
exit_normal_o_2 ( 12 ) 1 1 0 0 100 2.36 2.36 19.799 0.39
exit_quick_q_3 ( 41 61 ) 1 1 0 0 100 2.66 2.66 22.255 0.44
exit_profit_normal_max_m ( 7 ) 1 1 0 0 100 1.19 1.19 10.004 0.2
exit_normal_d_2_13 ( 12 ) 1 1 0 0 100 2.7 2.7 22.781 0.45
exit_quick_w_0_12 ( 45 ) 1 1 0 0 100 0.13 0.13 1.071 0.02
exit_normal_o_1 ( 10 ) 1 1 0 0 100 1.03 1.03 8.741 0.17
exit_normal_o_5 ( 12 ) 1 1 0 0 100 5.92 5.92 50.348 0.99
exit_profit_quick_max_m ( 41 ) 1 1 0 0 100 1.31 1.31 11.158 0.22
exit_pump_o_1 ( 25 ) 1 1 0 0 100 1.16 1.16 9.932 0.19
exit_pump_w_1_4 ( 25 ) 1 1 0 0 100 1.01 1.01 8.696 0.17
exit_pump_w_3_5 ( 25 ) 1 1 0 0 100 3.55 3.55 30.452 0.59
exit_profit_normal_max_m ( 5 11 ) 1 1 0 0 100 2.01 2.01 17.196 0.33
exit_quick_q_3 ( 41 ) 1 1 0 0 100 2.15 2.15 18.542 0.36
exit_quick_d_1_10 ( 45 104 ) 1 1 0 0 100 1.23 1.23 10.661 0.21
exit_pump_d_1_10 ( 25 45 104 ) 1 1 0 0 100 1.55 1.55 13.432 0.26
exit_quick_d_1_10 ( 45 ) 1 1 0 0 100 1.76 1.76 15.299 0.29
exit_pump_2_1_1 ( 25 ) 1 1 0 0 100 1.36 1.36 15.987 0.23
exit_profit_long_rapid_max_m ( 106 ) 1 1 0 0 100 1.08 1.08 9.404 0.18
exit_normal_u_3 ( 10 ) 1 1 0 0 100 3.5 3.5 28.947 0.58
force_exit 1 1 0 0 100 0.11 0.11 1.062 0.02

SUMMARY METRICS

Metric Value
Backtesting from 2021-03-01 00:00:00
Backtesting to 2021-04-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 107 / 3.45
Starting balance 10000 USDT
Final balance 11927.89 USDT
Absolute profit 1927.89 USDT
Total profit % 19.28%
CAGR % 697.03%
Sortino -100.00
Sharpe 72.59
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 18.02 (100.00)
Trades per day 3.45
Avg. daily profit % 0.62%
Avg. stake amount 824.207 USDT
Total trade volume 88190.135 USDT
Best Pair VRA/USDT 20.03%
Worst Pair AAVE/USDT 0.00%
Best trade VIDT/USDT 11.97%
Worst trade UOS/USDT 0.11%
Best day 158.031 USDT
Worst day 0 USDT
Days win/draw/lose 31 / 1 / 0
Avg. Duration Winners 9:27:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 107 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change 150.73%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 107 2.16 231.08 1927.890 19.28 9:27:00 107 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210401-20210501

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 4:39:00 4:39:00 4:39:00 5:11:00 3:33:00
Market Change 43.86 % 43.86 % 43.86 % 43.86 % 43.86 %
Max Drawdown 2.0725 % 2.0725 % 2.0725 % 2.0754 % 3.4066 %
Profit Mean 1.7456 % 1.7456 % 1.7456 % 1.7503 % 1.7446 %
Profit Sum 205.99 % 205.99 % 205.99 % 199.54 % 177.95 %
Profit Total 16.47 % 16.47 % 16.47 % 15.85 % 10.95 %
Trades 118 118 118 114 102
Win Rate 99.15 % 99.15 % 99.15 % 99.12 % 99.02 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
WIN/USDT 9 2.09 18.82 170.799 1.71 1:04:00 9 0 0 100
VIDT/USDT 4 3.42 13.68 122.554 1.23 8:14:00 4 0 0 100
DGB/USDT 6 1.95 11.69 100.330 1.00 0:45:00 6 0 0 100
AKRO/USDT 3 3.12 9.36 80.625 0.81 7:13:00 3 0 0 100
NIM/USDT 3 3.11 9.34 74.115 0.74 5:08:00 3 0 0 100
DAG/USDT 5 1.48 7.41 68.254 0.68 1:25:00 5 0 0 100
TEL/USDT 5 1.55 7.74 68.122 0.68 8:10:00 5 0 0 100
CHR/USDT 6 1.62 9.70 66.012 0.66 2:01:00 6 0 0 100
VRA/USDT 3 2.48 7.44 64.712 0.65 0:19:00 3 0 0 100
AVA/USDT 5 1.42 7.09 64.420 0.64 1:43:00 5 0 0 100
NOIA/USDT 4 2.30 9.20 58.919 0.59 0:31:00 4 0 0 100
PRE/USDT 4 2.08 8.32 58.596 0.59 0:42:00 4 0 0 100
DIA/USDT 1 5.93 5.93 56.536 0.57 0:55:00 1 0 0 100
WAVES/USDT 4 1.49 5.98 54.580 0.55 2:41:00 4 0 0 100
ONE/USDT 4 1.67 6.67 48.276 0.48 0:30:00 4 0 0 100
PLU/USDT 3 2.54 7.61 45.092 0.45 0:57:00 3 0 0 100
NWC/USDT 4 1.27 5.08 44.503 0.45 0:14:00 4 0 0 100
KAI/USDT 2 2.18 4.36 39.786 0.40 0:04:00 2 0 0 100
SXP/USDT 1 3.94 3.94 38.176 0.38 1:05:00 1 0 0 100
DEGO/USDT 2 2.31 4.62 36.332 0.36 12:28:00 2 0 0 100
ROSE/USDT 2 2.04 4.08 33.806 0.34 1:17:00 2 0 0 100
AAVE/USDT 2 1.54 3.09 32.717 0.33 1 day, 5:34:00 2 0 0 100
COTI/USDT 2 1.89 3.77 32.292 0.32 0:28:00 2 0 0 100
ALEPH/USDT 2 1.42 2.84 19.638 0.20 7:58:00 2 0 0 100
ONT/USDT 2 1.08 2.15 18.944 0.19 0:32:00 2 0 0 100
STX/USDT 1 1.81 1.81 15.628 0.16 2:52:00 1 0 0 100
VET/USDT 1 1.82 1.82 15.283 0.15 10:50:00 1 0 0 100
ORN/USDT 2 1.93 3.86 13.940 0.14 3:42:00 2 0 0 100
XLM/USDT 1 1.43 1.43 12.087 0.12 0:15:00 1 0 0 100
BTT/USDT 1 1.28 1.28 12.034 0.12 0:18:00 1 0 0 100
UOS/USDT 2 0.99 1.99 11.780 0.12 17:14:00 2 0 0 100
CRO/USDT 1 1.34 1.34 11.396 0.11 1 day, 16:40:00 1 0 0 100
DOT/USDT 1 1.22 1.22 10.933 0.11 0:50:00 1 0 0 100
COMP/USDT 1 1.15 1.15 10.838 0.11 1:10:00 1 0 0 100
EWT/USDT 1 1.17 1.17 10.163 0.10 1:08:00 1 0 0 100
JST/USDT 1 1.15 1.15 9.636 0.10 0:15:00 1 0 0 100
VELO/USDT 1 1.10 1.10 9.157 0.09 1:53:00 1 0 0 100
KSM/USDT 1 1.82 1.82 6.733 0.07 0:05:00 1 0 0 100
ADA/USDT 1 0.72 0.72 5.972 0.06 12:00:00 1 0 0 100
EOS/USDT 1 0.69 0.69 5.855 0.06 1:40:00 1 0 0 100
LINK/USDT 1 1.60 1.60 5.803 0.06 1 day, 3:51:00 1 0 0 100
SNX/USDT 1 1.35 1.35 5.045 0.05 0:30:00 1 0 0 100
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 11 0.05 0.57 -23.089 -0.23 11:13:00 10 0 1 90.9
TOTAL 118 1.75 205.99 1647.330 16.47 4:39:00 117 0 1 99.2

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
MAP/USDT 1 -25.44 -25.44 -246.494 -2.46 2 days, 21:35:00 0 0 1 0
TOTAL 1 -25.44 -25.44 -246.494 -2.46 2 days, 21:35:00 0 0 1 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
12 9 3.15 28.32 249.271 2.49 5:41:00 9 0 0 100
46 12 2.25 26.95 229.669 2.30 10:56:00 12 0 0 100
61 23 1.82 41.96 191.301 1.91 7:57:00 23 0 0 100
45 9 1.72 15.48 143.699 1.44 0:37:00 9 0 0 100
44 6 2.61 15.68 142.106 1.42 0:51:00 6 0 0 100
104 6 2.44 14.64 134.604 1.35 0:38:00 6 0 0 100
25 9 1.62 14.54 131.389 1.31 0:52:00 9 0 0 100
41 2 4.23 8.47 77.863 0.78 0:40:00 2 0 0 100
10 6 1.42 8.55 75.443 0.75 0:38:00 6 0 0 100
106 6 1.39 8.34 74.616 0.75 2:56:00 6 0 0 100
41 61 5 1.35 6.74 61.897 0.62 0:22:00 5 0 0 100
102 3 2.33 7.00 60.020 0.60 0:43:00 3 0 0 100
24 4 1.50 6.00 55.982 0.56 1:16:00 4 0 0 100
47 3 1.91 5.74 50.948 0.51 2:12:00 3 0 0 100
3 3 1.33 3.98 38.007 0.38 0:29:00 3 0 0 100
1 10 1 2.23 2.23 20.997 0.21 0:02:00 1 0 0 100
7 1 1.72 1.72 15.803 0.16 3:21:00 1 0 0 100
9 1 1.29 1.29 11.560 0.12 1:30:00 1 0 0 100
21 1 1.34 1.34 11.396 0.11 1 day, 16:40:00 1 0 0 100
44 61 1 1.16 1.16 10.765 0.11 0:14:00 1 0 0 100
45 102 1 1.10 1.10 9.810 0.10 0:14:00 1 0 0 100
105 1 0.69 0.69 5.855 0.06 1:40:00 1 0 0 100
103 5 -3.19 -15.94 -155.671 -1.56 14:48:00 4 0 1 80.0
TOTAL 118 1.75 205.99 1647.330 16.47 4:39:00 117 0 1 99.2

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 10 10 0 0 100 1.5 15.02 59.482 2.5
exit_profit_pump_max_m ( 25 ) 7 7 0 0 100 1.65 11.57 102.918 1.93
exit_profit_quick_max_m ( 45 ) 5 5 0 0 100 1.73 8.64 80.368 1.44
exit_profit_normal_max_m ( 12 ) 5 5 0 0 100 2.96 14.78 127.825 2.46
exit_profit_quick_max_m ( 44 ) 5 5 0 0 100 1.63 8.16 73.201 1.36
exit_profit_long_rapid_max_m ( 104 ) 5 5 0 0 100 1.97 9.87 92.65 1.64
exit_long_rebuy_d_1_18 ( 61 ) 4 4 0 0 100 1.32 5.3 19.732 0.88
exit_profit_quick_max_m ( 46 ) 3 3 0 0 100 1.62 4.85 42.046 0.81
exit_profit_pump_max_m ( 24 ) 3 3 0 0 100 1.44 4.33 39.936 0.72
exit_normal_u_1 ( 10 ) 3 3 0 0 100 1.06 3.19 28.585 0.53
exit_quick_q_3 ( 46 ) 3 3 0 0 100 2.42 7.26 62.554 1.21
exit_long_rebuy_u_1 ( 61 ) 2 2 0 0 100 1.29 2.59 9.349 0.43
exit_pump_d_1_10 ( 25 ) 2 2 0 0 100 1.49 2.98 28.471 0.5
exit_profit_normal_max_m ( 3 ) 2 2 0 0 100 1.46 2.93 27.737 0.49
exit_quick_q_3 ( 47 ) 2 2 0 0 100 2.3 4.59 41.311 0.77
exit_quick_d_1_18 ( 41 61 ) 2 2 0 0 100 1.21 2.43 22.001 0.4
exit_quick_w_0_2 ( 46 ) 2 2 0 0 100 0.83 1.66 13.891 0.28
exit_profit_quick_max_m ( 41 61 ) 2 2 0 0 100 1.07 2.15 19.503 0.36
exit_profit_long_rapid_max_m ( 106 ) 2 2 0 0 100 1.19 2.38 21.311 0.4
exit_profit_long_rapid_max_m ( 102 ) 2 2 0 0 100 2.93 5.85 49.182 0.98
exit_quick_d_1_10 ( 45 ) 2 2 0 0 100 1.31 2.62 23.59 0.44
exit_long_rapid_d_2_18 ( 103 ) 1 1 0 0 100 2.23 2.23 20.826 0.37
exit_profit_normal_max_m ( 7 ) 1 1 0 0 100 1.72 1.72 15.803 0.29
exit_quick_q_3 ( 44 ) 1 1 0 0 100 7.52 7.52 68.905 1.25
exit_long_rebuy_w_1_5 ( 61 ) 1 1 0 0 100 2.01 2.01 28.689 0.33
exit_profit_normal_max_m ( 10 ) 1 1 0 0 100 1.12 1.12 10.187 0.19
exit_quick_u_1 ( 44 61 ) 1 1 0 0 100 1.16 1.16 10.765 0.19
exit_quick_q_3 ( 45 ) 1 1 0 0 100 2.13 2.13 19.819 0.35
exit_long_rebuy_d_1_5 ( 61 ) 1 1 0 0 100 1.52 1.52 5.118 0.25
exit_quick_u_2 ( 41 61 ) 1 1 0 0 100 2.17 2.17 20.393 0.36
exit_normal_u_2 ( 1 10 ) 1 1 0 0 100 2.23 2.23 20.997 0.37
exit_long_rebuy_w_3_2 ( 61 ) 1 1 0 0 100 3.56 3.56 26.965 0.59
exit_quick_o_2 ( 45 ) 1 1 0 0 100 2.1 2.1 19.922 0.35
exit_profit_long_rapid_max_m ( 103 ) 1 1 0 0 100 2.06 2.06 19.607 0.34
exit_quick_q_3 ( 41 ) 1 1 0 0 100 5.93 5.93 56.536 0.99
exit_pump_w_1_8 ( 24 ) 1 1 0 0 100 1.67 1.67 16.045 0.28
exit_long_rapid_d_1_18 ( 103 ) 1 1 0 0 100 1.27 1.27 12.215 0.21
exit_normal_d_3_1 ( 12 ) 1 1 0 0 100 3.71 3.71 35.935 0.62
exit_long_rapid_rpd_3 ( 103 ) 1 1 0 0 100 3.94 3.94 38.176 0.66
exit_normal_w_1_3 ( 3 ) 1 1 0 0 100 1.05 1.05 10.27 0.17
exit_long_rebuy_d_2_1 ( 61 ) 1 1 0 0 100 2.3 2.3 9.033 0.38
exit_long_rapid_rpd_3 ( 102 ) 1 1 0 0 100 1.15 1.15 10.838 0.19
exit_long_rapid_u_1 ( 106 ) 1 1 0 0 100 1.8 1.8 16.135 0.3
exit_long_rapid_rpd_3 ( 106 ) 1 1 0 0 100 1.92 1.92 17.203 0.32
exit_quick_d_1_3 ( 47 ) 1 1 0 0 100 1.15 1.15 9.636 0.19
exit_long_rapid_d_0_3 ( 105 ) 1 1 0 0 100 0.69 0.69 5.855 0.12
exit_long_rebuy_w_2_5 ( 61 ) 1 1 0 0 100 3.08 3.08 10.434 0.51
exit_long_rebuy_d_4_1 ( 61 ) 1 1 0 0 100 4.43 4.43 14.996 0.74
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 6.87 6.87 58.028 1.15
exit_normal_3_1_1 ( 12 ) 1 1 0 0 100 2.36 2.36 19.952 0.39
exit_pump_w_1_1 ( 21 ) 1 1 0 0 100 1.34 1.34 11.396 0.22
exit_quick_w_1_7 ( 46 ) 1 1 0 0 100 1.17 1.17 10.163 0.2
exit_quick_w_1_12 ( 46 ) 1 1 0 0 100 1.82 1.82 15.283 0.3
exit_quick_q_1 ( 46 ) 1 1 0 0 100 3.32 3.32 27.705 0.55
exit_long_rebuy_u_2 ( 61 ) 1 1 0 0 100 2.15 2.15 7.505 0.36
exit_long_rapid_d_1_12 ( 106 ) 1 1 0 0 100 1.01 1.01 9.034 0.17
exit_normal_o_5 ( 12 ) 1 1 0 0 100 5.29 5.29 46.167 0.88
exit_normal_u_3 ( 10 ) 1 1 0 0 100 3.14 3.14 27.513 0.52
exit_long_rapid_u_4 ( 104 ) 1 1 0 0 100 4.77 4.77 41.954 0.79
exit_normal_d_1_13 ( 10 ) 1 1 0 0 100 1.1 1.1 9.157 0.18
exit_normal_o_2 ( 12 ) 1 1 0 0 100 2.19 2.19 19.394 0.36
exit_quick_d_1_10 ( 45 102 ) 1 1 0 0 100 1.1 1.1 9.81 0.18
exit_long_rapid_d_1_21 ( 106 ) 1 1 0 0 100 1.22 1.22 10.933 0.2
exit_normal_d_1_21 ( 9 ) 1 1 0 0 100 1.29 1.29 11.56 0.22
exit_profit_quick_max_m ( 41 ) 1 1 0 0 100 2.54 2.54 21.327 0.42
force_exit 1 0 0 1 0 -25.44 -25.44 -246.494 -4.24

SUMMARY METRICS

Metric Value
Backtesting from 2021-04-01 00:00:00
Backtesting to 2021-05-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 118 / 3.93
Starting balance 10000 USDT
Final balance 11647.33 USDT
Absolute profit 1647.33 USDT
Total profit % 16.47%
CAGR % 539.37%
Sortino -100.00
Sharpe 39.22
Calmar 506.20
Profit factor 7.68
Expectancy (Ratio) 13.96 (0.06)
Trades per day 3.93
Avg. daily profit % 0.55%
Avg. stake amount 809.87 USDT
Total trade volume 95564.675 USDT
Best Pair WIN/USDT 18.82%
Worst Pair ALGO/USDT 0.00%
Best trade VIDT/USDT 7.52%
Worst trade MAP/USDT -25.44%
Best day 195.283 USDT
Worst day -246.494 USDT
Days win/draw/lose 29 / 1 / 1
Avg. Duration Winners 4:06:00
Avg. Duration Loser 2 days, 21:35:00
Max Consecutive Wins / Loss 117 / 1
Rejected Entry signals 4
Entry/Exit Timeouts 0 / 0
Min balance 10020.536 USDT
Max balance 11893.824 USDT
Max % of account underwater 2.07%
Absolute Drawdown (Account) 2.07%
Absolute Drawdown 246.494 USDT
Drawdown high 1893.824 USDT
Drawdown low 1647.33 USDT
Drawdown Start 2021-04-30 15:30:00
Drawdown End 2021-05-01 00:00:00
Market change 43.86%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 118 1.75 205.99 1647.330 16.47 4:39:00 117 0 1 99.2 246.494 USDT 2.07%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210501-20210601

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 5:12:00 5:13:00 5:13:00 1 day, 11:33:00 14:53:00
Market Change -25.66 % -25.66 % -25.66 % -25.66 % -25.66 %
Max Drawdown 0.0 % 0.0 % 0.0 % 18.4777 % 6.5178 %
Profit Mean 2.1182 % 2.0878 % 2.0878 % -1.2661 % 1.8985 %
Profit Sum 135.56 % 135.71 % 135.71 % -75.96 % 93.03 %
Profit Total 10.13 % 10.15 % 10.15 % -11.01 % 0.35 %
Trades 64 65 65 60 49
Win Rate 100.0 % 100.0 % 100.0 % 93.33 % 97.96 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
KAI/USDT 9 2.12 19.05 134.649 1.35 1:26:00 9 0 0 100
PLU/USDT 5 2.72 13.60 95.740 0.96 0:59:00 5 0 0 100
ALEPH/USDT 3 3.57 10.70 90.453 0.90 19:17:00 3 0 0 100
COTI/USDT 5 1.91 9.55 84.660 0.85 4:46:00 5 0 0 100
UMA/USDT 5 1.70 8.51 74.253 0.74 9:11:00 5 0 0 100
TEL/USDT 5 1.48 7.38 64.277 0.64 1:01:00 5 0 0 100
PRE/USDT 1 7.47 7.47 64.217 0.64 3:15:00 1 0 0 100
DAG/USDT 3 1.96 5.87 42.465 0.42 3:44:00 3 0 0 100
EWT/USDT 3 1.46 4.37 38.610 0.39 1:59:00 3 0 0 100
ONE/USDT 2 2.14 4.28 38.030 0.38 7:05:00 2 0 0 100
KSM/USDT 2 5.19 10.39 37.408 0.37 2:51:00 2 0 0 100
VIDT/USDT 2 1.87 3.75 32.453 0.32 16:55:00 2 0 0 100
NOIA/USDT 2 1.75 3.49 30.572 0.31 6:39:00 2 0 0 100
CKB/USDT 3 1.17 3.50 29.756 0.30 0:17:00 3 0 0 100
DEGO/USDT 2 1.78 3.56 29.470 0.29 0:17:00 2 0 0 100
VRA/USDT 2 2.32 4.64 27.682 0.28 0:20:00 2 0 0 100
ZEC/USDT 1 2.42 2.42 21.363 0.21 0:20:00 1 0 0 100
ADA/USDT 1 4.37 4.37 15.655 0.16 0:50:00 1 0 0 100
MLK/USDT 1 1.56 1.56 13.943 0.14 2:10:00 1 0 0 100
WIN/USDT 1 1.62 1.62 13.650 0.14 2:43:00 1 0 0 100
SNX/USDT 1 1.29 1.29 11.188 0.11 2:38:00 1 0 0 100
NIM/USDT 2 0.73 1.45 10.592 0.11 1 day, 9:45:00 2 0 0 100
MAP/USDT 2 1.09 2.18 7.425 0.07 1:08:00 2 0 0 100
EOS/USDT 1 0.57 0.57 4.987 0.05 14:10:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 64 2.12 135.56 1013.497 10.13 5:12:00 64 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
104 9 1.96 17.61 150.174 1.50 10:42:00 9 0 0 100
61 13 2.49 32.38 122.157 1.22 8:02:00 13 0 0 100
45 5 2.20 10.99 93.902 0.94 0:43:00 5 0 0 100
12 103 104 1 8.21 8.21 71.284 0.71 0:01:00 1 0 0 100
103 4 1.95 7.79 70.158 0.70 1:28:00 4 0 0 100
25 6 1.36 8.13 69.779 0.70 1:40:00 6 0 0 100
46 5 1.60 8.01 68.379 0.68 11:13:00 5 0 0 100
101 1 7.47 7.47 64.217 0.64 3:15:00 1 0 0 100
41 61 3 1.77 5.32 45.572 0.46 1:19:00 3 0 0 100
12 2 2.67 5.34 45.407 0.45 2:21:00 2 0 0 100
44 2 2.39 4.79 41.923 0.42 9:14:00 2 0 0 100
47 3 1.46 4.38 38.820 0.39 5:37:00 3 0 0 100
106 2 1.80 3.60 32.067 0.32 0:22:00 2 0 0 100
10 3 1.10 3.31 29.753 0.30 0:10:00 3 0 0 100
21 22 41 1 1.88 1.88 15.521 0.16 0:25:00 1 0 0 100
21 1 1.82 1.82 15.127 0.15 0:17:00 1 0 0 100
41 1 1.68 1.68 14.682 0.15 3:56:00 1 0 0 100
43 1 1.56 1.56 13.943 0.14 2:10:00 1 0 0 100
7 61 1 1.29 1.29 10.633 0.11 1:07:00 1 0 0 100
TOTAL 64 2.12 135.56 1013.497 10.13 5:12:00 64 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 7 7 0 0 100 2.07 14.46 54.297 2.41
exit_profit_long_rapid_max_m ( 104 ) 5 5 0 0 100 2.71 13.57 115.009 2.26
exit_profit_pump_max_m ( 25 ) 4 4 0 0 100 1.47 5.87 50.414 0.98
exit_profit_quick_max_m ( 45 ) 4 4 0 0 100 2.47 9.88 84.369 1.65
exit_profit_long_rapid_max_m ( 103 ) 3 3 0 0 100 1.86 5.59 50.46 0.93
exit_quick_q_3 ( 44 ) 2 2 0 0 100 2.39 4.79 41.923 0.8
exit_pump_d_1_10 ( 25 ) 2 2 0 0 100 1.13 2.26 19.365 0.38
exit_quick_q_3 ( 46 ) 2 2 0 0 100 2.23 4.47 38.332 0.74
exit_normal_u_1 ( 10 ) 2 2 0 0 100 1.14 2.27 20.471 0.38
exit_long_rapid_rpd_3 ( 104 ) 2 2 0 0 100 1.12 2.25 19.504 0.37
exit_profit_quick_max_m ( 41 61 ) 2 2 0 0 100 1.82 3.64 31.622 0.61
exit_profit_quick_max_m ( 47 ) 2 2 0 0 100 1.09 2.17 18.881 0.36
exit_long_rapid_d_0_20 ( 104 ) 1 1 0 0 100 0.57 0.57 4.987 0.09
exit_long_rapid_d_1_18 ( 106 ) 1 1 0 0 100 1.55 1.55 13.768 0.26
exit_long_rapid_d_2_18 ( 106 ) 1 1 0 0 100 2.05 2.05 18.3 0.34
exit_long_rapid_d_2_18 ( 103 ) 1 1 0 0 100 2.21 2.21 19.698 0.37
exit_profit_normal_max_m ( 7 61 ) 1 1 0 0 100 1.29 1.29 10.633 0.21
exit_quick_d_0_23 ( 46 ) 1 1 0 0 100 0.16 0.16 1.433 0.03
exit_long_rebuy_d_4_23 ( 61 ) 1 1 0 0 100 4.37 4.37 15.655 0.73
exit_long_rapid_rpd_2 ( 104 ) 1 1 0 0 100 1.23 1.23 10.674 0.2
exit_profit_normal_max_m ( 10 ) 1 1 0 0 100 1.03 1.03 9.281 0.17
exit_long_rebuy_w_7_2 ( 61 ) 1 1 0 0 100 8.17 8.17 29.4 1.36
exit_quick_q_3 ( 47 ) 1 1 0 0 100 2.2 2.2 19.94 0.37
exit_quick_d_1_23 ( 43 ) 1 1 0 0 100 1.56 1.56 13.943 0.26
exit_long_rapid_rpd_1 ( 101 ) 1 1 0 0 100 7.47 7.47 64.217 1.24
exit_long_rebuy_u_2 ( 61 ) 1 1 0 0 100 2.34 2.34 8.199 0.39
exit_profit_quick_max_m ( 41 ) 1 1 0 0 100 1.68 1.68 14.682 0.28
exit_normal_u_7 ( 12 103 104 ) 1 1 0 0 100 8.21 8.21 71.284 1.37
exit_profit_pump_max_m ( 21 22 41 ) 1 1 0 0 100 1.88 1.88 15.521 0.31
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 2.15 2.15 18.223 0.36
exit_normal_d_2_10 ( 12 ) 1 1 0 0 100 2.86 2.86 24.392 0.48
exit_quick_d_1_10 ( 45 ) 1 1 0 0 100 1.12 1.12 9.533 0.19
exit_long_rebuy_u_1 ( 61 ) 1 1 0 0 100 1.27 1.27 8.527 0.21
exit_normal_w_2_10 ( 12 ) 1 1 0 0 100 2.49 2.49 21.015 0.41
exit_long_rebuy_w_1_3 ( 61 ) 1 1 0 0 100 1.43 1.43 4.838 0.24
exit_quick_d_1_18 ( 46 ) 1 1 0 0 100 1.23 1.23 10.391 0.21
exit_profit_pump_max_m ( 21 ) 1 1 0 0 100 1.82 1.82 15.127 0.3
exit_quick_u_1 ( 41 61 ) 1 1 0 0 100 1.68 1.68 13.949 0.28
exit_long_rebuy_w_0_3 ( 61 ) 1 1 0 0 100 0.34 0.34 1.24 0.06

SUMMARY METRICS

Metric Value
Backtesting from 2021-05-01 00:00:00
Backtesting to 2021-06-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 64 / 2.06
Starting balance 10000 USDT
Final balance 11013.497 USDT
Absolute profit 1013.497 USDT
Total profit % 10.13%
CAGR % 211.63%
Sortino -100.00
Sharpe 50.88
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 15.84 (100.00)
Trades per day 2.06
Avg. daily profit % 0.33%
Avg. stake amount 771.41 USDT
Total trade volume 49370.216 USDT
Best Pair KAI/USDT 19.05%
Worst Pair AAVE/USDT 0.00%
Best trade ALEPH/USDT 8.21%
Worst trade NIM/USDT 0.16%
Best day 117.755 USDT
Worst day 0 USDT
Days win/draw/lose 26 / 2 / 0
Avg. Duration Winners 5:12:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 64 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change -25.66%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 64 2.12 135.56 1013.497 10.13 5:12:00 64 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210601-20210701

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 1 day, 10:23:00 1 day, 10:23:00 1 day, 10:23:00 1 day, 10:39:00 1:46:00
Market Change -18.54 % -18.54 % -18.54 % -18.54 % -18.54 %
Max Drawdown 2.9678 % 2.9678 % 2.9678 % 2.6169 % 0.0 %
Profit Mean 0.3403 % 0.3403 % 0.3403 % 0.3708 % 1.5943 %
Profit Sum 7.83 % 7.83 % 7.83 % 7.79 % 22.32 %
Profit Total -0.55 % -0.55 % -0.55 % -0.49 % 1.43 %
Trades 23 23 23 21 14
Win Rate 95.65 % 95.65 % 95.65 % 95.24 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
KAI/USDT 1 4.23 4.23 35.023 0.35 1:31:00 1 0 0 100
DAG/USDT 2 1.21 2.43 24.277 0.24 1 day, 7:00:00 2 0 0 100
NOIA/USDT 3 1.12 3.35 22.480 0.22 0:39:00 3 0 0 100
ONT/USDT 1 2.15 2.15 18.014 0.18 0:55:00 1 0 0 100
TRX/USDT 1 1.52 1.52 17.951 0.18 9 days, 12:10:00 1 0 0 100
CHR/USDT 1 2.04 2.04 17.069 0.17 1:20:00 1 0 0 100
TEL/USDT 2 1.69 3.39 16.524 0.17 5:44:00 2 0 0 100
KSM/USDT 2 1.04 2.08 12.057 0.12 1:28:00 2 0 0 100
VELO/USDT 1 1.41 1.41 11.823 0.12 0:07:00 1 0 0 100
UOS/USDT 1 1.35 1.35 11.448 0.11 2:14:00 1 0 0 100
AVA/USDT 1 1.35 1.35 11.378 0.11 1:02:00 1 0 0 100
PLU/USDT 1 1.23 1.23 10.154 0.10 1:34:00 1 0 0 100
NWC/USDT 1 1.12 1.12 9.384 0.09 0:37:00 1 0 0 100
STX/USDT 1 1.10 1.10 9.136 0.09 0:22:00 1 0 0 100
CKB/USDT 1 1.02 1.02 8.518 0.09 0:03:00 1 0 0 100
ALEPH/USDT 1 2.39 2.39 7.882 0.08 3:22:00 1 0 0 100
VRA/USDT 1 1.67 1.67 5.588 0.06 1:02:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 1 -25.99 -25.99 -304.157 -3.04 19 days, 14:00:00 0 0 1 0
TOTAL 23 0.34 7.83 -55.446 -0.55 1 day, 10:23:00 22 0 1 95.7

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ARPA/USDT 1 -25.99 -25.99 -304.157 -3.04 19 days, 14:00:00 0 0 1 0
TOTAL 1 -25.99 -25.99 -304.157 -3.04 19 days, 14:00:00 0 0 1 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
45 1 4.23 4.23 35.023 0.35 1:31:00 1 0 0 100
25 2 1.59 3.18 30.514 0.31 1 day, 7:30:00 2 0 0 100
61 5 1.70 8.51 28.296 0.28 2:43:00 5 0 0 100
44 2 1.19 2.39 19.985 0.20 1:44:00 2 0 0 100
11 1 1.41 1.41 11.823 0.12 0:07:00 1 0 0 100
106 1 1.35 1.35 11.448 0.11 2:14:00 1 0 0 100
45 104 1 1.29 1.29 10.833 0.11 0:19:00 1 0 0 100
44 106 1 1.23 1.23 10.154 0.10 1:34:00 1 0 0 100
103 1 1.19 1.19 9.888 0.10 1:16:00 1 0 0 100
41 61 102 104 1 1.12 1.12 9.384 0.09 0:37:00 1 0 0 100
47 1 1.08 1.08 9.006 0.09 0:29:00 1 0 0 100
41 1 1.02 1.02 8.518 0.09 0:03:00 1 0 0 100
46 5 -4.03 -20.17 -250.320 -2.50 5 days, 20:29:00 4 0 1 80.0
TOTAL 23 0.34 7.83 -55.446 -0.55 1 day, 10:23:00 22 0 1 95.7

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 3 3 0 0 100 1.68 5.05 16.828 0.84
exit_profit_quick_max_m ( 44 ) 2 2 0 0 100 1.19 2.39 19.985 0.4
exit_profit_pump_max_m ( 25 ) 2 2 0 0 100 1.59 3.18 30.514 0.53
exit_quick_u_1 ( 41 ) 1 1 0 0 100 1.02 1.02 8.518 0.17
exit_profit_long_rapid_max_m ( 106 ) 1 1 0 0 100 1.35 1.35 11.448 0.23
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.52 1.52 17.951 0.25
exit_profit_quick_max_m ( 45 104 ) 1 1 0 0 100 1.29 1.29 10.833 0.21
exit_profit_quick_max_m ( 41 61 102 104 ) 1 1 0 0 100 1.12 1.12 9.384 0.19
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.15 2.15 18.014 0.36
exit_normal_o_1 ( 11 ) 1 1 0 0 100 1.41 1.41 11.823 0.24
exit_long_rebuy_d_2_1 ( 61 ) 1 1 0 0 100 2.39 2.39 7.882 0.4
exit_quick_d_1_18 ( 47 ) 1 1 0 0 100 1.08 1.08 9.006 0.18
exit_long_rebuy_d_1_18 ( 61 ) 1 1 0 0 100 1.08 1.08 3.586 0.18
exit_long_rapid_d_1_18 ( 103 ) 1 1 0 0 100 1.19 1.19 9.888 0.2
exit_quick_d_1_1 ( 46 ) 1 1 0 0 100 1.05 1.05 8.735 0.18
exit_profit_quick_max_m ( 46 ) 1 1 0 0 100 1.1 1.1 9.136 0.18
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 4.23 4.23 35.023 0.71
exit_profit_quick_max_m ( 44 106 ) 1 1 0 0 100 1.23 1.23 10.154 0.2
force_exit 1 0 0 1 0 -25.99 -25.99 -304.157 -4.33

SUMMARY METRICS

Metric Value
Backtesting from 2021-06-01 00:00:00
Backtesting to 2021-07-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 23 / 0.77
Starting balance 10000 USDT
Final balance 9944.554 USDT
Absolute profit -55.446 USDT
Total profit % -0.55%
CAGR % -6.54%
Sortino -100.00
Sharpe -0.55
Calmar -11.90
Profit factor 0.82
Expectancy (Ratio) -2.41 (-0.01)
Trades per day 0.77
Avg. daily profit % -0.02%
Avg. stake amount 769.728 USDT
Total trade volume 17703.753 USDT
Best Pair KAI/USDT 4.23%
Worst Pair ARPA/USDT -25.99%
Best trade KAI/USDT 4.23%
Worst trade ARPA/USDT -25.99%
Best day 48.628 USDT
Worst day -304.157 USDT
Days win/draw/lose 14 / 14 / 1
Avg. Duration Winners 14:34:00
Avg. Duration Loser 19 days, 14:00:00
Max Consecutive Wins / Loss 22 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9944.554 USDT
Max balance 10248.711 USDT
Max % of account underwater 2.97%
Absolute Drawdown (Account) 2.97%
Absolute Drawdown 304.157 USDT
Drawdown high 248.711 USDT
Drawdown low -55.446 USDT
Drawdown Start 2021-06-30 00:39:00
Drawdown End 2021-07-01 00:00:00
Market change -18.54%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 23 0.34 7.83 -55.446 -0.55 1 day, 10:23:00 22 0 1 95.7 304.157 USDT 2.97%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210701-20210801

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 2 days, 6:39:00 2 days, 6:39:00 2 days, 6:39:00 2 days, 8:05:00 2 days, 11:52:00
Market Change 25.89 % 25.89 % 25.89 % 25.89 % 25.89 %
Max Drawdown 4.9464 % 4.9464 % 4.9464 % 5.1539 % 15.1288 %
Profit Mean 0.707 % 0.707 % 0.707 % 0.6229 % 0.8815 %
Profit Sum 26.16 % 26.16 % 26.16 % 22.43 % 20.27 %
Profit Total 1.01 % 1.01 % 1.01 % 0.63 % -12.13 %
Trades 37 37 37 36 23
Win Rate 94.59 % 94.59 % 94.59 % 94.44 % 91.3 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DEGO/USDT 6 3.23 19.35 166.134 1.66 2:24:00 6 0 0 100
VRA/USDT 2 3.19 6.38 54.982 0.55 1:16:00 2 0 0 100
DAG/USDT 3 1.84 5.53 47.907 0.48 3:54:00 3 0 0 100
CHR/USDT 3 1.89 5.66 47.714 0.48 1:14:00 3 0 0 100
NIM/USDT 1 5.67 5.67 47.003 0.47 0:55:00 1 0 0 100
UOS/USDT 2 1.91 3.83 32.133 0.32 10:12:00 2 0 0 100
AAVE/USDT 2 1.86 3.73 31.185 0.31 3:57:00 2 0 0 100
MLK/USDT 1 3.67 3.67 30.296 0.30 4:05:00 1 0 0 100
ROSE/USDT 2 1.43 2.86 24.361 0.24 2:10:00 2 0 0 100
STX/USDT 2 1.46 2.91 24.351 0.24 0:43:00 2 0 0 100
WIN/USDT 1 1.41 1.41 20.945 0.21 24 days, 22:58:00 1 0 0 100
AKRO/USDT 1 1.72 1.72 14.619 0.15 1:18:00 1 0 0 100
BNB/USDT 1 1.15 1.15 9.956 0.10 4:02:00 1 0 0 100
WAVES/USDT 1 1.06 1.06 9.300 0.09 1 day, 12:08:00 1 0 0 100
ALEPH/USDT 1 2.46 2.46 8.289 0.08 2:01:00 1 0 0 100
XLM/USDT 1 0.81 0.81 7.066 0.07 1 day, 4:20:00 1 0 0 100
DIA/USDT 1 1.43 1.43 4.793 0.05 3:33:00 1 0 0 100
XEM/USDT 1 0.49 0.49 4.158 0.04 16:45:00 1 0 0 100
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 3 -3.32 -9.95 -81.793 -0.82 9 days, 14:43:00 2 0 1 66.7
VELO/USDT 2 -17.00 -34.01 -402.757 -4.03 11 days, 19:48:00 1 0 1 50.0
TOTAL 37 0.71 26.16 100.643 1.01 2 days, 6:39:00 35 0 2 94.6

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TEL/USDT 1 -12.74 -12.74 -110.341 -1.10 5 days, 4:00:00 0 0 1 0
VELO/USDT 1 -35.51 -35.51 -415.280 -4.15 23 days, 14:35:00 0 0 1 0
TOTAL 2 -24.13 -48.26 -525.621 -5.26 14 days, 9:18:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 10 1.64 16.40 147.521 1.48 2 days, 21:02:00 10 0 0 100
24 2 5.59 11.18 95.309 0.95 3:50:00 2 0 0 100
45 2 3.74 7.49 62.287 0.62 1:06:00 2 0 0 100
24 25 45 102 1 5.19 5.19 44.650 0.45 1:36:00 1 0 0 100
44 2 2.27 4.53 39.452 0.39 2:28:00 2 0 0 100
105 3 1.45 4.36 37.699 0.38 7:13:00 3 0 0 100
25 2 1.93 3.85 33.382 0.33 2:26:00 2 0 0 100
41 61 1 2.51 2.51 21.244 0.21 3:35:00 1 0 0 100
12 45 1 1.57 1.57 18.195 0.18 23 days, 14:04:00 1 0 0 100
7 1 1.72 1.72 14.619 0.15 1:18:00 1 0 0 100
12 1 1.67 1.67 13.948 0.14 0:50:00 1 0 0 100
61 2 1.94 3.89 13.082 0.13 2:47:00 2 0 0 100
11 1 1.50 1.50 12.523 0.13 1:02:00 1 0 0 100
23 1 1.31 1.31 10.889 0.11 16:50:00 1 0 0 100
24 45 104 1 1.07 1.07 9.275 0.09 0:22:00 1 0 0 100
102 1 -12.74 -12.74 -110.341 -1.10 5 days, 4:00:00 0 0 1 0
104 5 -5.87 -29.35 -363.093 -3.63 4 days, 17:53:00 4 0 1 80.0
TOTAL 37 0.71 26.16 100.643 1.01 2 days, 6:39:00 35 0 2 94.6

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 6 6 0 0 100 1.41 8.44 71.851 1.41
exit_profit_long_rapid_max_m ( 104 ) 4 4 0 0 100 1.54 6.16 52.187 1.03
force_exit 2 0 0 2 0 -24.13 -48.26 -525.621 -8.04
exit_profit_pump_max_m ( 25 ) 2 2 0 0 100 1.93 3.85 33.382 0.64
exit_profit_long_rebuy_max_m ( 61 ) 2 2 0 0 100 1.94 3.89 13.082 0.65
exit_long_rapid_rpd_3 ( 105 ) 2 2 0 0 100 1.93 3.87 33.541 0.64
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 1.09 1.09 9.578 0.18
exit_quick_w_0_4 ( 46 ) 1 1 0 0 100 0.81 0.81 7.066 0.13
exit_quick_q_3 ( 44 ) 1 1 0 0 100 3.44 3.44 29.874 0.57
exit_profit_pump_max_m ( 24 45 104 ) 1 1 0 0 100 1.07 1.07 9.275 0.18
exit_profit_pump_max_m ( 24 25 45 102 ) 1 1 0 0 100 5.19 5.19 44.65 0.86
exit_profit_pump_max_m ( 24 ) 1 1 0 0 100 1.42 1.42 12.186 0.24
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.41 1.41 20.945 0.23
exit_pump_2_1_1 ( 24 ) 1 1 0 0 100 9.76 9.76 83.124 1.63
exit_quick_w_3_2 ( 46 ) 1 1 0 0 100 3.67 3.67 30.296 0.61
exit_normal_4_1_1 ( 12 45 ) 1 1 0 0 100 1.57 1.57 18.195 0.26
exit_quick_q_3 ( 45 ) 1 1 0 0 100 5.67 5.67 47.003 0.95
exit_long_rapid_d_0_23 ( 105 ) 1 1 0 0 100 0.49 0.49 4.158 0.08
exit_quick_6_1 ( 41 61 ) 1 1 0 0 100 2.51 2.51 21.244 0.42
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 1.81 1.81 15.284 0.3
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.07 2.07 17.363 0.35
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 1.67 1.67 13.948 0.28
exit_normal_d_1_2 ( 11 ) 1 1 0 0 100 1.5 1.5 12.523 0.25
exit_profit_pump_max_m ( 23 ) 1 1 0 0 100 1.31 1.31 10.889 0.22
exit_profit_normal_max_m ( 7 ) 1 1 0 0 100 1.72 1.72 14.619 0.29

SUMMARY METRICS

Metric Value
Backtesting from 2021-07-01 00:00:00
Backtesting to 2021-08-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 37 / 1.19
Starting balance 10000 USDT
Final balance 10100.643 USDT
Absolute profit 100.643 USDT
Total profit % 1.01%
CAGR % 12.51%
Sortino 0.41
Sharpe 0.84
Calmar 12.54
Profit factor 1.19
Expectancy (Ratio) 2.72 (0.01)
Trades per day 1.19
Avg. daily profit % 0.03%
Avg. stake amount 857.299 USDT
Total trade volume 31720.051 USDT
Best Pair DEGO/USDT 19.35%
Worst Pair VELO/USDT -34.01%
Best trade DEGO/USDT 9.76%
Worst trade VELO/USDT -35.51%
Best day 92.977 USDT
Worst day -525.621 USDT
Days win/draw/lose 19 / 12 / 1
Avg. Duration Winners 1 day, 14:03:00
Avg. Duration Loser 14 days, 9:18:00
Max Consecutive Wins / Loss 35 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10030.296 USDT
Max balance 10626.265 USDT
Max % of account underwater 4.95%
Absolute Drawdown (Account) 4.95%
Absolute Drawdown 525.621 USDT
Drawdown high 626.265 USDT
Drawdown low 100.643 USDT
Drawdown Start 2021-07-30 07:08:00
Drawdown End 2021-08-01 00:00:00
Market change 25.89%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 37 0.71 26.16 100.643 1.01 2 days, 6:39:00 35 0 2 94.6 525.621 USDT 4.95%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210801-20210901

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 12:24:00 12:24:00 12:24:00 12:13:00 1:00:00
Market Change 56.1 % 56.1 % 56.1 % 56.1 % 56.1 %
Max Drawdown 0.8742 % 0.8742 % 0.8742 % 0.8742 % 0.0 %
Profit Mean 1.2598 % 1.2598 % 1.2598 % 1.2544 % 1.5655 %
Profit Sum 30.23 % 30.23 % 30.23 % 31.36 % 17.22 %
Profit Total 2.35 % 2.35 % 2.35 % 2.44 % 1.26 %
Trades 24 24 24 25 11
Win Rate 91.67 % 91.67 % 91.67 % 92.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DAG/USDT 2 4.57 9.15 77.072 0.77 0:09:00 2 0 0 100
NOIA/USDT 4 1.41 5.65 47.281 0.47 9:32:00 4 0 0 100
ALEPH/USDT 1 4.17 4.17 34.427 0.34 1 day, 0:15:00 1 0 0 100
VRA/USDT 2 1.53 3.07 25.533 0.26 0:26:00 2 0 0 100
NWC/USDT 2 1.51 3.02 25.039 0.25 0:38:00 2 0 0 100
UOS/USDT 2 1.72 3.44 21.896 0.22 1:24:00 2 0 0 100
FIL/USDT 1 2.28 2.28 19.359 0.19 11:25:00 1 0 0 100
SNX/USDT 2 0.83 1.67 14.120 0.14 1 day, 9:30:00 2 0 0 100
BTC/USDT 1 1.49 1.49 12.398 0.12 13:00:00 1 0 0 100
VELO/USDT 1 1.46 1.46 12.250 0.12 2:24:00 1 0 0 100
ETH/USDT 1 1.14 1.14 9.718 0.10 14:30:00 1 0 0 100
COTI/USDT 1 1.14 1.14 9.668 0.10 0:57:00 1 0 0 100
UNI/USDT 1 1.12 1.12 9.520 0.10 15:04:00 1 0 0 100
PLU/USDT 1 2.05 2.05 6.867 0.07 0:29:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 1 -4.76 -4.76 -40.434 -0.40 1 day, 22:00:00 0 0 1 0
DASH/USDT 1 -5.86 -5.86 -49.829 -0.50 2 days, 11:00:00 0 0 1 0
TOTAL 24 1.26 30.23 234.885 2.35 12:24:00 22 0 2 91.7

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
SXP/USDT 1 -4.76 -4.76 -40.434 -0.40 1 day, 22:00:00 0 0 1 0
DASH/USDT 1 -5.86 -5.86 -49.829 -0.50 2 days, 11:00:00 0 0 1 0
TOTAL 2 -5.31 -10.62 -90.263 -0.90 2 days, 4:30:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
11 1 7.62 7.62 64.243 0.64 0:14:00 1 0 0 100
12 3 1.58 4.74 39.807 0.40 1:12:00 3 0 0 100
46 11 0.43 4.70 38.210 0.38 1 day, 2:06:00 9 0 2 81.8
24 2 1.71 3.42 28.453 0.28 1:42:00 2 0 0 100
10 105 1 1.84 1.84 15.298 0.15 0:23:00 1 0 0 100
61 2 1.71 3.42 11.452 0.11 0:21:00 2 0 0 100
45 1 1.23 1.23 10.234 0.10 0:28:00 1 0 0 100
10 1 1.14 1.14 9.546 0.10 0:31:00 1 0 0 100
104 1 1.06 1.06 8.836 0.09 0:16:00 1 0 0 100
102 1 1.06 1.06 8.804 0.09 0:44:00 1 0 0 100
TOTAL 24 1.26 30.23 234.885 2.35 12:24:00 22 0 2 91.7

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
force_exit 2 0 0 2 0 -5.31 -10.62 -90.263 -1.77
exit_quick_w_1_5 ( 46 ) 2 2 0 0 100 1.15 2.29 19.51 0.38
exit_profit_pump_max_m ( 24 ) 1 1 0 0 100 1.96 1.96 16.203 0.33
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.12 1.12 9.52 0.19
exit_quick_w_2_12 ( 46 ) 1 1 0 0 100 2.28 2.28 19.359 0.38
exit_normal_d_1_10 ( 12 ) 1 1 0 0 100 1.14 1.14 9.668 0.19
exit_normal_o_7 ( 11 ) 1 1 0 0 100 7.62 7.62 64.243 1.27
exit_normal_o_1 ( 12 ) 1 1 0 0 100 1.52 1.52 12.829 0.25
exit_quick_w_2_1 ( 46 ) 1 1 0 0 100 2.35 2.35 19.776 0.39
exit_profit_quick_max_m ( 46 ) 1 1 0 0 100 1.09 1.09 9.155 0.18
exit_quick_w_0_11 ( 46 ) 1 1 0 0 100 0.52 0.52 4.328 0.09
exit_quick_q_1 ( 46 ) 1 1 0 0 100 4.17 4.17 34.427 0.69
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 2.05 2.05 6.867 0.34
exit_long_rebuy_u_1 ( 61 ) 1 1 0 0 100 1.37 1.37 4.585 0.23
exit_normal_d_2_1 ( 12 ) 1 1 0 0 100 2.07 2.07 17.311 0.35
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 1.23 1.23 10.234 0.2
exit_profit_normal_max_m ( 10 ) 1 1 0 0 100 1.14 1.14 9.546 0.19
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.06 1.06 8.804 0.18
exit_profit_long_rapid_max_m ( 104 ) 1 1 0 0 100 1.06 1.06 8.836 0.18
exit_quick_w_1_9 ( 46 ) 1 1 0 0 100 1.49 1.49 12.398 0.25
exit_normal_u_1 ( 10 105 ) 1 1 0 0 100 1.84 1.84 15.298 0.31
exit_pump_w_1_10 ( 24 ) 1 1 0 0 100 1.46 1.46 12.25 0.24

SUMMARY METRICS

Metric Value
Backtesting from 2021-08-01 00:00:00
Backtesting to 2021-09-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 24 / 0.77
Starting balance 10000 USDT
Final balance 10234.885 USDT
Absolute profit 234.885 USDT
Total profit % 2.35%
CAGR % 31.44%
Sortino 30.81
Sharpe 7.07
Calmar 165.59
Profit factor 3.60
Expectancy (Ratio) 9.79 (0.22)
Trades per day 0.77
Avg. daily profit % 0.08%
Avg. stake amount 796.719 USDT
Total trade volume 19121.245 USDT
Best Pair DAG/USDT 9.15%
Worst Pair DASH/USDT -5.86%
Best trade DAG/USDT 7.62%
Worst trade DASH/USDT -5.86%
Best day 77.072 USDT
Worst day -90.263 USDT
Days win/draw/lose 15 / 15 / 1
Avg. Duration Winners 8:45:00
Avg. Duration Loser 2 days, 4:30:00
Max Consecutive Wins / Loss 22 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10034.427 USDT
Max balance 10325.148 USDT
Max % of account underwater 0.87%
Absolute Drawdown (Account) 0.87%
Absolute Drawdown 90.263 USDT
Drawdown high 325.148 USDT
Drawdown low 234.885 USDT
Drawdown Start 2021-08-30 19:00:00
Drawdown End 2021-09-01 00:00:00
Market change 56.10%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 24 1.26 30.23 234.885 2.35 12:24:00 22 0 2 91.7 90.263 USDT 0.87%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210901-20211001

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 13:21:00 13:21:00 13:21:00 13:27:00 2:37:00
Market Change -2.89 % -2.89 % -2.89 % -2.89 % -2.89 %
Max Drawdown 1.5595 % 1.5595 % 1.5595 % 1.5615 % 0.0 %
Profit Mean 1.9098 % 1.9098 % 1.9098 % 1.9525 % 2.225 %
Profit Sum 114.59 % 114.59 % 114.59 % 115.2 % 102.35 %
Profit Total 9.07 % 9.07 % 9.07 % 9.13 % 8.53 %
Trades 60 60 60 59 46
Win Rate 98.33 % 98.33 % 98.33 % 98.31 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
COTI/USDT 4 3.54 14.16 125.000 1.25 0:48:00 4 0 0 100
PRE/USDT 5 2.49 12.43 106.185 1.06 5:57:00 5 0 0 100
ALEPH/USDT 3 3.20 9.61 84.088 0.84 0:53:00 3 0 0 100
ONE/USDT 5 1.95 9.74 83.722 0.84 1:01:00 5 0 0 100
CKB/USDT 4 2.30 9.19 80.399 0.80 1:29:00 4 0 0 100
ORN/USDT 3 2.96 8.87 76.272 0.76 0:57:00 3 0 0 100
VRA/USDT 3 2.88 8.64 76.271 0.76 0:22:00 3 0 0 100
NWC/USDT 2 3.49 6.97 59.210 0.59 0:22:00 2 0 0 100
GRT/USDT 3 1.99 5.97 45.021 0.45 1:14:00 3 0 0 100
CHR/USDT 2 2.45 4.91 41.326 0.41 3:45:00 2 0 0 100
VELO/USDT 2 1.90 3.80 31.937 0.32 7:16:00 2 0 0 100
DIA/USDT 2 1.85 3.70 30.977 0.31 1:50:00 2 0 0 100
XTZ/USDT 2 1.40 2.79 24.925 0.25 0:16:00 2 0 0 100
TEL/USDT 1 2.22 2.22 19.070 0.19 0:24:00 1 0 0 100
ADA/USDT 1 2.08 2.08 18.571 0.19 1 day, 13:45:00 1 0 0 100
UMA/USDT 1 2.06 2.06 17.306 0.17 0:45:00 1 0 0 100
COMP/USDT 1 2.05 2.05 17.035 0.17 1:50:00 1 0 0 100
SXP/USDT 1 1.84 1.84 15.648 0.16 0:50:00 1 0 0 100
DEGO/USDT 1 1.77 1.77 14.605 0.15 14:35:00 1 0 0 100
AKRO/USDT 1 1.38 1.38 11.505 0.12 2:00:00 1 0 0 100
EWT/USDT 1 1.34 1.34 11.097 0.11 6:33:00 1 0 0 100
KSM/USDT 1 1.25 1.25 11.045 0.11 0:42:00 1 0 0 100
ROSE/USDT 1 1.14 1.14 10.126 0.10 7:27:00 1 0 0 100
STX/USDT 1 1.15 1.15 10.017 0.10 0:51:00 1 0 0 100
DOT/USDT 1 1.11 1.11 9.982 0.10 3:43:00 1 0 0 100
DAG/USDT 1 0.43 0.43 5.034 0.05 7 days, 17:45:00 1 0 0 100
NOIA/USDT 1 1.38 1.38 4.585 0.05 5:50:00 1 0 0 100
SNX/USDT 1 1.08 1.08 3.900 0.04 5:26:00 1 0 0 100
ALGO/USDT 1 1.05 1.05 3.756 0.04 0:27:00 1 0 0 100
ETC/USDT 1 1.03 1.03 3.418 0.03 0:42:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 3 -3.52 -10.56 -144.734 -1.45 6 days, 4:07:00 2 0 1 66.7
TOTAL 60 1.91 114.59 907.299 9.07 13:21:00 59 0 1 98.3

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VIDT/USDT 1 -13.80 -13.80 -172.790 -1.73 18 days, 10:00:00 0 0 1 0
TOTAL 1 -13.80 -13.80 -172.790 -1.73 18 days, 10:00:00 0 0 1 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 9 2.18 19.64 172.494 1.72 1 day, 6:37:00 9 0 0 100
106 7 2.50 17.48 147.326 1.47 0:42:00 7 0 0 100
47 4 2.78 11.13 96.092 0.96 0:42:00 4 0 0 100
7 2 5.43 10.86 94.670 0.95 2:22:00 2 0 0 100
103 3 2.82 8.47 72.752 0.73 1:14:00 3 0 0 100
12 3 2.10 6.30 55.371 0.55 0:13:00 3 0 0 100
105 1 4.95 4.95 43.716 0.44 0:50:00 1 0 0 100
102 3 1.56 4.68 41.193 0.41 1:03:00 3 0 0 100
45 2 1.95 3.89 35.071 0.35 4:16:00 2 0 0 100
41 61 2 1.85 3.70 33.316 0.33 2:22:00 2 0 0 100
4 42 2 1.85 3.69 32.555 0.33 0:08:00 2 0 0 100
61 6 1.13 6.78 23.662 0.24 2:30:00 6 0 0 100
25 2 1.28 2.57 23.078 0.23 4:56:00 2 0 0 100
21 2 1.30 2.60 22.142 0.22 3:38:00 2 0 0 100
8 41 61 1 2.22 2.22 19.070 0.19 0:24:00 1 0 0 100
24 1 1.72 1.72 15.343 0.15 1:01:00 1 0 0 100
44 1 1.34 1.34 12.218 0.12 0:09:00 1 0 0 100
3 1 1.21 1.21 10.040 0.10 7:05:00 1 0 0 100
104 8 0.17 1.36 -42.811 -0.43 2 days, 8:18:00 7 0 1 87.5
TOTAL 60 1.91 114.59 907.299 9.07 13:21:00 59 0 1 98.3

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 5 5 0 0 100 1.08 5.4 19.077 0.9
exit_long_rapid_rpd_3 ( 106 ) 4 4 0 0 100 2.89 11.55 97.39 1.92
exit_long_rapid_rpd_3 ( 104 ) 4 4 0 0 100 2.82 11.29 96.59 1.88
exit_profit_quick_max_m ( 46 ) 3 3 0 0 100 1.65 4.94 41.919 0.82
exit_profit_long_rapid_max_m ( 104 ) 3 3 0 0 100 1.29 3.88 33.389 0.65
exit_profit_long_rapid_max_m ( 102 ) 2 2 0 0 100 1.8 3.59 32.149 0.6
exit_profit_quick_max_m ( 45 ) 2 2 0 0 100 1.95 3.89 35.071 0.65
exit_normal_o_1 ( 12 ) 2 2 0 0 100 1.36 2.72 22.888 0.45
exit_profit_long_rapid_max_m ( 103 ) 2 2 0 0 100 1.34 2.67 22.73 0.45
exit_profit_quick_max_m ( 47 ) 2 2 0 0 100 3.29 6.59 56.96 1.1
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 2.08 2.08 18.571 0.35
exit_profit_pump_max_m ( 24 ) 1 1 0 0 100 1.72 1.72 15.343 0.29
exit_quick_d_1_3 ( 47 ) 1 1 0 0 100 1.77 1.77 15.873 0.3
exit_quick_w_0_1 ( 46 ) 1 1 0 0 100 0.43 0.43 5.034 0.07
exit_profit_pump_max_m ( 21 ) 1 1 0 0 100 1.34 1.34 11.097 0.22
exit_quick_d_2_1 ( 46 ) 1 1 0 0 100 2.51 2.51 22.529 0.42
exit_long_rapid_d_4_1 ( 105 ) 1 1 0 0 100 4.95 4.95 43.716 0.82
exit_profit_quick_max_m ( 41 61 ) 1 1 0 0 100 1.11 1.11 9.982 0.18
exit_quick_q_3 ( 41 61 ) 1 1 0 0 100 2.59 2.59 23.333 0.43
exit_pump_w_1_4 ( 25 ) 1 1 0 0 100 1.55 1.55 14.026 0.26
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 3.58 3.58 32.482 0.6
exit_quick_q_1 ( 46 ) 1 1 0 0 100 5.14 5.14 46.777 0.86
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 1.34 1.34 12.218 0.22
exit_pump_d_1_10 ( 25 ) 1 1 0 0 100 1.02 1.02 9.051 0.17
exit_profit_normal_max_m ( 7 ) 1 1 0 0 100 3.15 3.15 27.213 0.53
exit_pump_d_1_10 ( 21 ) 1 1 0 0 100 1.25 1.25 11.045 0.21
exit_normal_u_2 ( 4 42 ) 1 1 0 0 100 2.33 2.33 20.524 0.39
exit_normal_u_1 ( 4 42 ) 1 1 0 0 100 1.37 1.37 12.031 0.23
exit_normal_1_1_1 ( 7 ) 1 1 0 0 100 7.71 7.71 67.457 1.29
exit_long_rapid_w_5_5 ( 103 ) 1 1 0 0 100 5.8 5.8 50.023 0.97
exit_profit_normal_max_m ( 8 41 61 ) 1 1 0 0 100 2.22 2.22 19.07 0.37
exit_long_rapid_d_1_21 ( 106 ) 1 1 0 0 100 1.84 1.84 15.648 0.31
exit_profit_long_rapid_max_m ( 106 ) 1 1 0 0 100 2.13 2.13 17.841 0.35
exit_quick_q_3 ( 47 ) 1 1 0 0 100 2.77 2.77 23.26 0.46
exit_long_rapid_u_1 ( 106 ) 1 1 0 0 100 1.96 1.96 16.447 0.33
exit_quick_w_2_4 ( 46 ) 1 1 0 0 100 2.07 2.07 17.277 0.34
exit_profit_normal_max_m ( 3 ) 1 1 0 0 100 1.21 1.21 10.04 0.2
exit_long_rapid_o_1 ( 102 ) 1 1 0 0 100 1.09 1.09 9.044 0.18
exit_long_rebuy_w_1_7 ( 61 ) 1 1 0 0 100 1.38 1.38 4.585 0.23
exit_quick_d_2_20 ( 46 ) 1 1 0 0 100 2.46 2.46 20.388 0.41
force_exit 1 0 0 1 0 -13.8 -13.8 -172.79 -2.3

SUMMARY METRICS

Metric Value
Backtesting from 2021-09-01 00:00:00
Backtesting to 2021-10-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 60 / 2.0
Starting balance 10000 USDT
Final balance 10907.299 USDT
Absolute profit 907.299 USDT
Total profit % 9.07%
CAGR % 187.67%
Sortino -100.00
Sharpe 21.05
Calmar 370.51
Profit factor 6.25
Expectancy (Ratio) 15.12 (0.09)
Trades per day 2.0
Avg. daily profit % 0.30%
Avg. stake amount 824.731 USDT
Total trade volume 49483.831 USDT
Best Pair COTI/USDT 14.16%
Worst Pair VIDT/USDT -10.56%
Best trade COTI/USDT 7.71%
Worst trade VIDT/USDT -13.80%
Best day 197.563 USDT
Worst day -172.79 USDT
Days win/draw/lose 20 / 9 / 1
Avg. Duration Winners 6:05:00
Avg. Duration Loser 18 days, 10:00:00
Max Consecutive Wins / Loss 59 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10011.097 USDT
Max balance 11080.088 USDT
Max % of account underwater 1.56%
Absolute Drawdown (Account) 1.56%
Absolute Drawdown 172.79 USDT
Drawdown high 1080.088 USDT
Drawdown low 907.299 USDT
Drawdown Start 2021-09-29 22:47:00
Drawdown End 2021-10-01 00:00:00
Market change -2.89%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 60 1.91 114.59 907.299 9.07 13:21:00 59 0 1 98.3 172.79 USDT 1.56%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20211001-20211101

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 2 days, 17:52:00 2 days, 17:52:00 2 days, 17:52:00 2 days, 23:48:00 2 days, 8:50:00
Market Change 33.15 % 33.15 % 33.15 % 33.15 % 33.15 %
Max Drawdown 2.9082 % 2.9082 % 2.9082 % 2.9104 % 2.3295 %
Profit Mean 0.1897 % 0.1897 % 0.1897 % 0.0891 % -0.5832 %
Profit Sum 4.55 % 4.55 % 4.55 % 1.96 % -4.67 %
Profit Total -0.36 % -0.36 % -0.36 % -0.58 % -1.75 %
Trades 24 24 24 22 8
Win Rate 91.67 % 91.67 % 91.67 % 90.91 % 87.5 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
WIN/USDT 2 2.44 4.88 40.700 0.41 1 day, 11:12:00 2 0 0 100
MAP/USDT 2 1.83 3.66 30.845 0.31 1:48:00 2 0 0 100
XLM/USDT 2 1.55 3.10 25.895 0.26 1 day, 0:20:00 2 0 0 100
ONE/USDT 1 2.81 2.81 23.665 0.24 2:30:00 1 0 0 100
STX/USDT 1 2.63 2.63 21.952 0.22 3 days, 20:10:00 1 0 0 100
ROSE/USDT 2 1.10 2.19 18.212 0.18 1:36:00 2 0 0 100
NIM/USDT 1 2.06 2.06 17.111 0.17 1 day, 5:05:00 1 0 0 100
VIDT/USDT 2 1.40 2.79 15.054 0.15 6:39:00 2 0 0 100
TRX/USDT 1 1.52 1.52 12.779 0.13 3 days, 14:45:00 1 0 0 100
BTT/USDT 1 1.28 1.28 10.584 0.11 1 day, 6:40:00 1 0 0 100
COTI/USDT 1 1.26 1.26 10.488 0.10 1 day, 13:21:00 1 0 0 100
PRE/USDT 1 1.10 1.10 9.137 0.09 4:15:00 1 0 0 100
XEM/USDT 1 1.07 1.07 8.946 0.09 4 days, 11:15:00 1 0 0 100
NOIA/USDT 1 0.56 0.56 6.466 0.06 17 days, 8:35:00 1 0 0 100
PLU/USDT 1 1.29 1.29 4.249 0.04 4:16:00 1 0 0 100
VRA/USDT 1 1.03 1.03 3.499 0.03 0:37:00 1 0 0 100
NWC/USDT 1 0.32 0.32 2.645 0.03 4 days, 0:40:00 1 0 0 100
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AAVE/USDT 1 -12.52 -12.52 -106.083 -1.06 4 days, 10:45:00 0 0 1 0
EWT/USDT 1 -16.48 -16.48 -192.366 -1.92 17 days, 18:35:00 0 0 1 0
TOTAL 24 0.19 4.55 -36.223 -0.36 2 days, 17:52:00 22 0 2 91.7

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
AAVE/USDT 1 -12.52 -12.52 -106.083 -1.06 4 days, 10:45:00 0 0 1 0
EWT/USDT 1 -16.48 -16.48 -192.366 -1.92 17 days, 18:35:00 0 0 1 0
TOTAL 2 -14.50 -29.00 -298.449 -2.98 11 days, 2:40:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 12 1.60 19.26 162.525 1.63 3 days, 12:39:00 12 0 0 100
104 2 1.67 3.35 28.124 0.28 3:22:00 2 0 0 100
25 2 1.30 2.59 21.655 0.22 0:34:00 2 0 0 100
61 3 1.31 3.94 13.129 0.13 2:33:00 3 0 0 100
44 1 1.17 1.17 9.673 0.10 10:32:00 1 0 0 100
41 61 1 1.01 1.01 8.414 0.08 3:09:00 1 0 0 100
47 2 -5.14 -10.29 -87.378 -0.87 2 days, 6:29:00 1 0 1 50.0
24 1 -16.48 -16.48 -192.366 -1.92 17 days, 18:35:00 0 0 1 0
TOTAL 24 0.19 4.55 -36.223 -0.36 2 days, 17:52:00 22 0 2 91.7

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 3 3 0 0 100 1.31 3.94 13.129 0.66
force_exit 2 0 0 2 0 -14.5 -29 -298.449 -4.83
exit_profit_quick_max_m ( 46 ) 2 2 0 0 100 1.3 2.61 21.626 0.43
exit_quick_2_1_1 ( 46 ) 2 2 0 0 100 1.4 2.8 23.362 0.47
exit_quick_w_1_1 ( 46 ) 2 2 0 0 100 1.41 2.83 23.703 0.47
exit_quick_w_0_1 ( 46 ) 2 2 0 0 100 0.44 0.87 9.11 0.15
exit_quick_q_3 ( 47 ) 1 1 0 0 100 2.23 2.23 18.705 0.37
exit_long_rapid_d_2_1 ( 104 ) 1 1 0 0 100 2.25 2.25 18.988 0.37
exit_quick_w_2_4 ( 46 ) 1 1 0 0 100 2.81 2.81 23.665 0.47
exit_profit_pump_max_m ( 25 ) 1 1 0 0 100 1.41 1.41 11.857 0.24
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 1.17 1.17 9.673 0.2
exit_quick_q_1 ( 46 ) 1 1 0 0 100 2.63 2.63 21.952 0.44
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.06 2.06 17.111 0.34
exit_pump_o_1 ( 25 ) 1 1 0 0 100 1.18 1.18 9.798 0.2
exit_profit_quick_max_m ( 41 61 ) 1 1 0 0 100 1.01 1.01 8.414 0.17
exit_long_rapid_d_1_1 ( 104 ) 1 1 0 0 100 1.1 1.1 9.137 0.18
exit_quick_w_2_1 ( 46 ) 1 1 0 0 100 2.65 2.65 21.995 0.44

SUMMARY METRICS

Metric Value
Backtesting from 2021-10-01 00:00:00
Backtesting to 2021-11-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 24 / 0.77
Starting balance 10000 USDT
Final balance 9963.777 USDT
Absolute profit -36.223 USDT
Total profit % -0.36%
CAGR % -4.18%
Sortino -0.52
Sharpe -0.48
Calmar -7.68
Profit factor 0.88
Expectancy (Ratio) -1.51 (-0.01)
Trades per day 0.77
Avg. daily profit % -0.01%
Avg. stake amount 798.778 USDT
Total trade volume 19170.68 USDT
Best Pair WIN/USDT 4.88%
Worst Pair EWT/USDT -16.48%
Best trade ONE/USDT 2.81%
Worst trade EWT/USDT -16.48%
Best day 40.657 USDT
Worst day -298.449 USDT
Days win/draw/lose 17 / 14 / 1
Avg. Duration Winners 1 day, 23:36:00
Avg. Duration Loser 11 days, 2:40:00
Max Consecutive Wins / Loss 22 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9963.777 USDT
Max balance 10262.226 USDT
Max % of account underwater 2.91%
Absolute Drawdown (Account) 2.91%
Absolute Drawdown 298.449 USDT
Drawdown high 262.226 USDT
Drawdown low -36.223 USDT
Drawdown Start 2021-10-29 18:27:00
Drawdown End 2021-11-01 00:00:00
Market change 33.15%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 24 0.19 4.55 -36.223 -0.36 2 days, 17:52:00 22 0 2 91.7 298.449 USDT 2.91%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20211101-20211201

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 10:00:00 10:00:00 10:00:00 9:57:00 5:23:00
Market Change 10.43 % 10.43 % 10.43 % 10.43 % 10.43 %
Max Drawdown 0.445 % 0.445 % 0.445 % 0.4435 % 0.0 %
Profit Mean 1.7365 % 1.7365 % 1.7365 % 1.7689 % 2.0654 %
Profit Sum 88.56 % 88.56 % 88.56 % 86.68 % 51.64 %
Profit Total 7.28 % 7.28 % 7.28 % 7.12 % 3.93 %
Trades 51 51 51 49 25
Win Rate 98.04 % 98.04 % 98.04 % 97.96 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ROSE/USDT 5 2.39 11.96 101.752 1.02 1:10:00 5 0 0 100
UMA/USDT 4 1.77 7.08 60.301 0.60 0:34:00 4 0 0 100
PRE/USDT 2 3.55 7.10 60.031 0.60 5:25:00 2 0 0 100
AKRO/USDT 2 3.22 6.43 55.497 0.55 9:25:00 2 0 0 100
MLK/USDT 3 1.47 4.41 38.976 0.39 4:10:00 3 0 0 100
UOS/USDT 1 4.17 4.17 36.117 0.36 11:16:00 1 0 0 100
PLU/USDT 3 1.94 5.83 32.004 0.32 1 day, 7:41:00 3 0 0 100
ARPA/USDT 2 1.88 3.75 31.683 0.32 2:48:00 2 0 0 100
ALEPH/USDT 2 1.60 3.19 26.981 0.27 0:19:00 2 0 0 100
KAI/USDT 1 3.13 3.13 26.705 0.27 0:01:00 1 0 0 100
COTI/USDT 3 1.38 4.14 25.159 0.25 11:01:00 3 0 0 100
MAP/USDT 2 1.36 2.73 23.351 0.23 1:32:00 2 0 0 100
CRO/USDT 1 2.48 2.48 21.975 0.22 1:59:00 1 0 0 100
NWC/USDT 1 2.59 2.59 21.569 0.22 0:37:00 1 0 0 100
GRT/USDT 1 2.32 2.32 20.646 0.21 0:30:00 1 0 0 100
DEGO/USDT 1 2.14 2.14 18.761 0.19 0:30:00 1 0 0 100
TEL/USDT 1 2.16 2.16 18.698 0.19 1:43:00 1 0 0 100
CHR/USDT 2 1.05 2.11 17.507 0.18 0:16:00 2 0 0 100
CKB/USDT 1 1.70 1.70 14.181 0.14 0:11:00 1 0 0 100
ONE/USDT 1 1.57 1.57 13.565 0.14 0:36:00 1 0 0 100
ETH/USDT 1 1.57 1.57 13.417 0.13 2 days, 0:20:00 1 0 0 100
SXP/USDT 1 1.52 1.52 12.722 0.13 1 day, 4:15:00 1 0 0 100
DIA/USDT 1 1.13 1.13 9.992 0.10 0:23:00 1 0 0 100
NOIA/USDT 1 1.13 1.13 9.789 0.10 1:00:00 1 0 0 100
ORN/USDT 1 1.14 1.14 9.682 0.10 13:44:00 1 0 0 100
BTC/USDT 1 1.14 1.14 9.505 0.10 16:48:00 1 0 0 100
WIN/USDT 1 1.05 1.05 8.743 0.09 0:52:00 1 0 0 100
NEO/USDT 1 1.02 1.02 8.713 0.09 6:57:00 1 0 0 100
DASH/USDT 1 1.02 1.02 8.670 0.09 5:12:00 1 0 0 100
KSM/USDT 1 0.10 0.10 0.860 0.01 10:43:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 2 -1.63 -3.27 -29.646 -0.30 3 days, 14:03:00 1 0 1 50.0
TOTAL 51 1.74 88.56 727.905 7.28 10:00:00 50 0 1 98.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DAG/USDT 1 -5.45 -5.45 -47.952 -0.48 6 days, 20:00:00 0 0 1 0
TOTAL 1 -5.45 -5.45 -47.952 -0.48 6 days, 20:00:00 0 0 1 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 14 1.20 16.85 142.165 1.42 1 day, 0:59:00 13 0 1 92.9
47 8 1.64 13.09 111.613 1.12 0:32:00 8 0 0 100
25 4 2.23 8.90 76.769 0.77 5:53:00 4 0 0 100
44 3 2.69 8.08 68.762 0.69 0:49:00 3 0 0 100
45 3 2.33 6.99 59.758 0.60 3:06:00 3 0 0 100
103 1 4.96 4.96 42.349 0.42 7:20:00 1 0 0 100
104 2 1.96 3.92 34.728 0.35 0:52:00 2 0 0 100
24 3 1.35 4.04 34.014 0.34 0:26:00 3 0 0 100
61 4 1.67 6.67 28.181 0.28 20:59:00 4 0 0 100
12 1 3.13 3.13 26.705 0.27 0:01:00 1 0 0 100
102 1 2.48 2.48 21.062 0.21 2:05:00 1 0 0 100
11 25 1 1.58 1.58 13.926 0.14 0:04:00 1 0 0 100
9 1 1.57 1.57 13.565 0.14 0:36:00 1 0 0 100
3 1 1.42 1.42 12.538 0.13 1:28:00 1 0 0 100
10 1 1.44 1.44 12.254 0.12 0:19:00 1 0 0 100
41 1 1.25 1.25 10.984 0.11 19:49:00 1 0 0 100
41 61 1 1.13 1.13 9.789 0.10 1:00:00 1 0 0 100
7 1 1.05 1.05 8.743 0.09 0:52:00 1 0 0 100
TOTAL 51 1.74 88.56 727.905 7.28 10:00:00 50 0 1 98.0

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 47 ) 6 6 0 0 100 1.37 8.22 70.033 1.37
exit_profit_quick_max_m ( 46 ) 5 5 0 0 100 1.12 5.58 47.193 0.93
exit_profit_pump_max_m ( 25 ) 3 3 0 0 100 2.55 7.66 65.801 1.28
exit_profit_long_rebuy_max_m ( 61 ) 2 2 0 0 100 1.99 3.97 13.149 0.66
exit_profit_quick_max_m ( 44 ) 2 2 0 0 100 2.97 5.93 50 0.99
exit_quick_q_3 ( 46 ) 2 2 0 0 100 2.52 5.04 42.431 0.84
exit_profit_pump_max_m ( 24 ) 2 2 0 0 100 1.5 3 25.394 0.5
exit_pump_d_1_10 ( 24 ) 1 1 0 0 100 1.04 1.04 8.62 0.17
exit_long_rebuy_d_1_18 ( 61 ) 1 1 0 0 100 1.07 1.07 3.762 0.18
exit_quick_q_3 ( 44 ) 1 1 0 0 100 2.14 2.14 18.761 0.36
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 2.06 2.06 17.997 0.34
exit_quick_q_3 ( 47 ) 1 1 0 0 100 2.28 2.28 20.011 0.38
exit_quick_2_1_1 ( 41 ) 1 1 0 0 100 1.25 1.25 10.984 0.21
exit_profit_normal_max_m ( 3 ) 1 1 0 0 100 1.42 1.42 12.538 0.24
exit_long_rapid_rpd_3 ( 104 ) 1 1 0 0 100 1.59 1.59 14.082 0.27
exit_normal_o_1 ( 11 25 ) 1 1 0 0 100 1.58 1.58 13.926 0.26
exit_pump_w_1_2 ( 25 ) 1 1 0 0 100 1.24 1.24 10.967 0.21
exit_long_rebuy_w_1_2 ( 61 ) 1 1 0 0 100 1.63 1.63 11.271 0.27
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 2.48 2.48 21.975 0.41
exit_profit_long_rapid_max_m ( 104 ) 1 1 0 0 100 2.32 2.32 20.646 0.39
exit_quick_q_1 ( 46 ) 1 1 0 0 100 4.6 4.6 40.114 0.77
exit_long_rapid_rpd_3 ( 103 ) 1 1 0 0 100 4.96 4.96 42.349 0.83
exit_quick_d_1_18 ( 41 61 ) 1 1 0 0 100 1.13 1.13 9.789 0.19
exit_profit_normal_max_m ( 9 ) 1 1 0 0 100 1.57 1.57 13.565 0.26
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.57 1.57 13.417 0.26
exit_quick_q_1 ( 45 ) 1 1 0 0 100 2.14 2.14 17.682 0.36
exit_normal_o_3 ( 12 ) 1 1 0 0 100 3.13 3.13 26.705 0.52
exit_quick_d_0_20 ( 46 ) 1 1 0 0 100 0.1 0.1 0.86 0.02
exit_normal_o_1 ( 10 ) 1 1 0 0 100 1.44 1.44 12.254 0.24
exit_quick_w_2_10 ( 45 ) 1 1 0 0 100 2.37 2.37 20.102 0.4
exit_long_rapid_rpd_3 ( 102 ) 1 1 0 0 100 2.48 2.48 21.062 0.41
exit_quick_w_1_4 ( 46 ) 1 1 0 0 100 1.52 1.52 12.722 0.25
exit_quick_w_1_9 ( 46 ) 1 1 0 0 100 1.83 1.83 15.383 0.31
exit_profit_normal_max_m ( 7 ) 1 1 0 0 100 1.05 1.05 8.743 0.17
exit_quick_d_2_1 ( 47 ) 1 1 0 0 100 2.59 2.59 21.569 0.43
force_exit 1 0 0 1 0 -5.45 -5.45 -47.952 -0.91

SUMMARY METRICS

Metric Value
Backtesting from 2021-11-01 00:00:00
Backtesting to 2021-12-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 51 / 1.7
Starting balance 10000 USDT
Final balance 10727.905 USDT
Absolute profit 727.905 USDT
Total profit % 7.28%
CAGR % 135.11%
Sortino -100.00
Sharpe 38.32
Calmar 1041.70
Profit factor 16.18
Expectancy (Ratio) 14.27 (0.30)
Trades per day 1.7
Avg. daily profit % 0.24%
Avg. stake amount 821.469 USDT
Total trade volume 41894.898 USDT
Best Pair ROSE/USDT 11.96%
Worst Pair DAG/USDT -3.27%
Best trade PRE/USDT 4.96%
Worst trade DAG/USDT -5.45%
Best day 96.979 USDT
Worst day -47.952 USDT
Days win/draw/lose 22 / 7 / 1
Avg. Duration Winners 6:55:00
Avg. Duration Loser 6 days, 20:00:00
Max Consecutive Wins / Loss 50 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10008.62 USDT
Max balance 10775.857 USDT
Max % of account underwater 0.44%
Absolute Drawdown (Account) 0.44%
Absolute Drawdown 47.952 USDT
Drawdown high 775.857 USDT
Drawdown low 727.905 USDT
Drawdown Start 2021-11-28 03:10:00
Drawdown End 2021-12-01 00:00:00
Market change 10.43%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 51 1.74 88.56 727.905 7.28 10:00:00 50 0 1 98.0 47.952 USDT 0.44%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20211201-20220101

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 1 day, 12:02:00 1 day, 10:30:00 1 day, 10:30:00 1 day, 12:03:00 4:04:00
Market Change -15.36 % -15.36 % -15.36 % -15.36 % -15.36 %
Max Drawdown 3.0622 % 3.0576 % 3.0576 % 3.4927 % 0.0 %
Profit Mean 0.4351 % 0.4968 % 0.4968 % 0.5769 % 1.7687 %
Profit Sum 9.57 % 11.43 % 11.43 % 12.69 % 30.07 %
Profit Total -0.14 % 0.01 % 0.01 % -0.58 % 2.44 %
Trades 22 23 23 22 17
Win Rate 95.45 % 95.65 % 95.65 % 95.45 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VIDT/USDT 4 1.77 7.08 59.010 0.59 4:03:00 4 0 0 100
VRA/USDT 3 1.45 4.35 36.248 0.36 0:45:00 3 0 0 100
PLU/USDT 2 2.54 5.09 35.763 0.36 23:36:00 2 0 0 100
CKB/USDT 1 3.15 3.15 26.689 0.27 2:50:00 1 0 0 100
ATOM/USDT 1 2.97 2.97 24.555 0.25 0:55:00 1 0 0 100
PRE/USDT 2 1.32 2.64 21.781 0.22 0:24:00 2 0 0 100
STX/USDT 2 1.19 2.38 20.034 0.20 7:02:00 2 0 0 100
UMA/USDT 1 2.33 2.33 19.696 0.20 1:50:00 1 0 0 100
WIN/USDT 1 2.23 2.23 18.808 0.19 3:34:00 1 0 0 100
ORN/USDT 1 1.23 1.23 10.469 0.10 0:25:00 1 0 0 100
CRO/USDT 1 1.13 1.13 9.472 0.09 0:08:00 1 0 0 100
DIA/USDT 1 1.12 1.12 9.308 0.09 0:10:00 1 0 0 100
TEL/USDT 1 1.10 1.10 9.307 0.09 0:21:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 1 -27.23 -27.23 -315.446 -3.15 29 days, 6:00:00 0 0 1 0
TOTAL 22 0.44 9.57 -14.306 -0.14 1 day, 12:02:00 21 0 1 95.5

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NOIA/USDT 1 -27.23 -27.23 -315.446 -3.15 29 days, 6:00:00 0 0 1 0
TOTAL 1 -27.23 -27.23 -315.446 -3.15 29 days, 6:00:00 0 0 1 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
106 3 2.10 6.31 52.211 0.52 0:40:00 3 0 0 100
61 2 2.54 5.09 35.763 0.36 23:36:00 2 0 0 100
44 2 1.21 2.43 20.407 0.20 0:44:00 2 0 0 100
45 103 104 1 1.86 1.86 15.601 0.16 13:50:00 1 0 0 100
25 1 1.81 1.81 15.123 0.15 0:25:00 1 0 0 100
10 1 1.76 1.76 14.538 0.15 0:47:00 1 0 0 100
45 1 1.48 1.48 12.477 0.12 0:10:00 1 0 0 100
41 61 1 1.34 1.34 11.176 0.11 0:21:00 1 0 0 100
23 1 1.13 1.13 9.472 0.09 0:08:00 1 0 0 100
103 104 1 1.10 1.10 9.307 0.09 0:21:00 1 0 0 100
103 1 1.11 1.11 9.232 0.09 1:19:00 1 0 0 100
8 21 44 1 0.39 0.39 3.244 0.03 0:02:00 1 0 0 100
46 6 -2.71 -16.23 -222.857 -2.23 5 days, 0:47:00 5 0 1 83.3
TOTAL 22 0.44 9.57 -14.306 -0.14 1 day, 12:02:00 21 0 1 95.5

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_quick_q_1 ( 46 ) 2 2 0 0 100 2.7 5.4 45.227 0.9
exit_long_rapid_rpd_3 ( 45 103 104 ) 1 1 0 0 100 1.86 1.86 15.601 0.31
exit_profit_quick_max_m ( 46 ) 1 1 0 0 100 1.04 1.04 8.858 0.17
exit_quick_d_1_13 ( 44 ) 1 1 0 0 100 1.23 1.23 10.469 0.21
exit_quick_d_2_8 ( 46 ) 1 1 0 0 100 2.33 2.33 19.696 0.39
exit_profit_long_rapid_max_m ( 103 104 ) 1 1 0 0 100 1.1 1.1 9.307 0.18
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.23 2.23 18.808 0.37
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 1.48 1.48 12.477 0.25
exit_pump_u_1 ( 23 ) 1 1 0 0 100 1.13 1.13 9.472 0.19
exit_long_rebuy_u_3 ( 61 ) 1 1 0 0 100 3.22 3.22 10.821 0.54
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.87 1.87 24.942 0.31
exit_normal_u_0 ( 8 21 44 ) 1 1 0 0 100 0.39 0.39 3.244 0.07
exit_profit_pump_max_m ( 25 ) 1 1 0 0 100 1.81 1.81 15.123 0.3
exit_long_rapid_d_1_18 ( 103 ) 1 1 0 0 100 1.11 1.11 9.232 0.18
exit_profit_quick_max_m ( 41 61 ) 1 1 0 0 100 1.34 1.34 11.176 0.22
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 1.19 1.19 9.938 0.2
exit_long_rapid_rpd_3 ( 106 ) 1 1 0 0 100 2.22 2.22 18.348 0.37
exit_long_rapid_d_2_1 ( 106 ) 1 1 0 0 100 2.97 2.97 24.555 0.49
exit_normal_d_1_18 ( 10 ) 1 1 0 0 100 1.76 1.76 14.538 0.29
exit_long_rapid_d_1_18 ( 106 ) 1 1 0 0 100 1.12 1.12 9.308 0.19
force_exit 1 0 0 1 0 -27.23 -27.23 -315.446 -4.54

SUMMARY METRICS

Metric Value
Backtesting from 2021-12-01 00:00:00
Backtesting to 2022-01-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 22 / 0.71
Starting balance 10000 USDT
Final balance 9985.694 USDT
Absolute profit -14.306 USDT
Total profit % -0.14%
CAGR % -1.67%
Sortino -100.00
Sharpe -0.13
Calmar -2.88
Profit factor 0.95
Expectancy (Ratio) -0.65 (-0.00)
Trades per day 0.71
Avg. daily profit % -0.00%
Avg. stake amount 850.339 USDT
Total trade volume 18707.46 USDT
Best Pair VIDT/USDT 7.08%
Worst Pair NOIA/USDT -27.23%
Best trade PLU/USDT 3.22%
Worst trade NOIA/USDT -27.23%
Best day 79.931 USDT
Worst day -315.446 USDT
Days win/draw/lose 10 / 21 / 1
Avg. Duration Winners 4:19:00
Avg. Duration Loser 29 days, 6:00:00
Max Consecutive Wins / Loss 21 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9985.694 USDT
Max balance 10301.14 USDT
Max % of account underwater 3.06%
Absolute Drawdown (Account) 3.06%
Absolute Drawdown 315.446 USDT
Drawdown high 301.14 USDT
Drawdown low -14.306 USDT
Drawdown Start 2021-12-30 07:44:00
Drawdown End 2022-01-01 00:00:00
Market change -15.36%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 22 0.44 9.57 -14.306 -0.14 1 day, 12:02:00 21 0 1 95.5 315.446 USDT 3.06%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220101-20220201

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 1 day, 1:38:00 1 day, 1:38:00 1 day, 1:38:00 1 day, 4:24:00 4:06:00
Market Change -27.65 % -27.65 % -27.65 % -27.65 % -27.65 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 2.083 % 2.083 % 2.083 % 2.083 % 2.3507 %
Profit Sum 39.58 % 39.58 % 39.58 % 35.41 % 23.51 %
Profit Total 3.07 % 3.07 % 3.07 % 2.71 % 1.61 %
Trades 19 19 19 17 10
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
PLU/USDT 7 1.79 12.53 105.573 1.06 1:46:00 7 0 0 100
DAG/USDT 1 3.33 3.33 38.787 0.39 15 days, 8:25:00 1 0 0 100
UMA/USDT 2 2.30 4.61 38.179 0.38 2:18:00 2 0 0 100
COTI/USDT 1 3.25 3.25 27.055 0.27 2:06:00 1 0 0 100
COMP/USDT 1 2.61 2.61 21.551 0.22 4:40:00 1 0 0 100
CHR/USDT 1 2.13 2.13 17.796 0.18 3:10:00 1 0 0 100
MAP/USDT 1 5.21 5.21 17.444 0.17 2:35:00 1 0 0 100
DIA/USDT 1 1.80 1.80 15.038 0.15 0:47:00 1 0 0 100
DASH/USDT 1 1.06 1.06 8.806 0.09 1 day, 14:40:00 1 0 0 100
STX/USDT 1 1.02 1.02 8.482 0.08 2:43:00 1 0 0 100
NOIA/USDT 1 1.79 1.79 5.948 0.06 19:55:00 1 0 0 100
UOS/USDT 1 0.25 0.25 2.089 0.02 1 day, 3:00:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 19 2.08 39.58 306.748 3.07 1 day, 1:38:00 19 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UOS/USDT 1 0.25 0.25 2.089 0.02 1 day, 3:00:00 1 0 0 100
TOTAL 1 0.25 0.25 2.089 0.02 1 day, 3:00:00 1 0 0 100

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 4 1.81 7.25 71.232 0.71 4 days, 13:41:00 4 0 0 100
25 2 2.08 4.17 34.650 0.35 2:02:00 2 0 0 100
47 2 1.79 3.59 30.029 0.30 1:28:00 2 0 0 100
10 1 3.25 3.25 27.055 0.27 2:06:00 1 0 0 100
104 1 3.11 3.11 26.106 0.26 0:44:00 1 0 0 100
61 2 3.50 7.00 23.392 0.23 11:15:00 2 0 0 100
103 104 2 1.35 2.70 22.800 0.23 4:20:00 2 0 0 100
25 45 103 104 1 2.51 2.51 21.188 0.21 0:24:00 1 0 0 100
1 1 2.13 2.13 17.796 0.18 3:10:00 1 0 0 100
24 1 1.80 1.80 15.038 0.15 0:47:00 1 0 0 100
12 1 1.07 1.07 8.979 0.09 0:11:00 1 0 0 100
102 1 1.02 1.02 8.482 0.08 2:43:00 1 0 0 100
TOTAL 19 2.08 39.58 306.748 3.07 1 day, 1:38:00 19 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_quick_q_1 ( 46 ) 2 2 0 0 100 2.97 5.94 60.337 0.99
exit_profit_quick_max_m ( 47 ) 2 2 0 0 100 1.79 3.59 30.029 0.6
exit_long_rebuy_d_4_8 ( 61 ) 1 1 0 0 100 5.21 5.21 17.444 0.87
exit_long_rapid_rpd_3 ( 103 104 ) 1 1 0 0 100 1.09 1.09 9.203 0.18
exit_profit_pump_max_m ( 25 45 103 104 ) 1 1 0 0 100 2.51 2.51 21.188 0.42
exit_profit_long_rapid_max_m ( 103 104 ) 1 1 0 0 100 1.61 1.61 13.597 0.27
exit_profit_long_rapid_max_m ( 104 ) 1 1 0 0 100 3.11 3.11 26.106 0.52
exit_profit_pump_max_m ( 25 ) 1 1 0 0 100 1.05 1.05 8.832 0.18
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 1.07 1.07 8.979 0.18
exit_profit_pump_max_m ( 24 ) 1 1 0 0 100 1.8 1.8 15.038 0.3
exit_normal_d_2_1 ( 1 ) 1 1 0 0 100 2.13 2.13 17.796 0.36
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.02 1.02 8.482 0.17
exit_normal_d_3_1 ( 10 ) 1 1 0 0 100 3.25 3.25 27.055 0.54
exit_profit_quick_max_m ( 46 ) 1 1 0 0 100 1.06 1.06 8.806 0.18
exit_long_rebuy_w_1_2 ( 61 ) 1 1 0 0 100 1.79 1.79 5.948 0.3
exit_pump_d_3_1 ( 25 ) 1 1 0 0 100 3.12 3.12 25.818 0.52
force_exit 1 1 0 0 100 0.25 0.25 2.089 0.04

SUMMARY METRICS

Metric Value
Backtesting from 2022-01-01 00:00:00
Backtesting to 2022-02-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 19 / 0.61
Starting balance 10000 USDT
Final balance 10306.748 USDT
Absolute profit 306.748 USDT
Total profit % 3.07%
CAGR % 42.72%
Sortino -100.00
Sharpe 21.46
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 16.14 (100.00)
Trades per day 0.61
Avg. daily profit % 0.10%
Avg. stake amount 800.717 USDT
Total trade volume 15213.631 USDT
Best Pair PLU/USDT 12.53%
Worst Pair AAVE/USDT 0.00%
Best trade MAP/USDT 5.21%
Worst trade UOS/USDT 0.25%
Best day 96.37 USDT
Worst day 0 USDT
Days win/draw/lose 13 / 17 / 0
Avg. Duration Winners 1 day, 1:38:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 19 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change -27.65%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 19 2.08 39.58 306.748 3.07 1 day, 1:38:00 19 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220201-20220301

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 2 days, 1:05:00 2 days, 1:05:00 2 days, 1:05:00 3 days, 10:26:00 4:30:00
Market Change 1.41 % 1.41 % 1.41 % 1.41 % 1.41 %
Max Drawdown 1.3862 % 1.3862 % 1.3862 % 2.7904 % 0.0 %
Profit Mean 0.5298 % 0.5298 % 0.5298 % -0.3829 % 1.7088 %
Profit Sum 5.3 % 5.3 % 5.3 % -4.21 % 13.67 %
Profit Total -0.39 % -0.39 % -0.39 % -1.8 % 0.93 %
Trades 10 10 10 11 8
Win Rate 90.0 % 90.0 % 90.0 % 81.82 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
PLU/USDT 2 2.54 5.07 35.815 0.36 1:38:00 2 0 0 100
AVA/USDT 1 2.59 2.59 21.493 0.21 14:22:00 1 0 0 100
VRA/USDT 2 1.32 2.64 13.872 0.14 0:39:00 2 0 0 100
COTI/USDT 1 1.10 1.10 9.097 0.09 0:27:00 1 0 0 100
DEGO/USDT 1 1.04 1.04 8.574 0.09 10:53:00 1 0 0 100
VELO/USDT 1 1.03 1.03 8.568 0.09 3:02:00 1 0 0 100
NOIA/USDT 1 1.24 1.24 4.090 0.04 3:29:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 1 -9.41 -9.41 -140.023 -1.40 18 days, 22:00:00 0 0 1 0
TOTAL 10 0.53 5.30 -38.512 -0.39 2 days, 1:05:00 9 0 1 90.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
EWT/USDT 1 -9.41 -9.41 -140.023 -1.40 18 days, 22:00:00 0 0 1 0
TOTAL 1 -9.41 -9.41 -140.023 -1.40 18 days, 22:00:00 0 0 1 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
44 1 3.80 3.80 31.562 0.32 0:45:00 1 0 0 100
104 1 2.59 2.59 21.493 0.21 14:22:00 1 0 0 100
61 3 1.37 4.11 13.628 0.14 2:11:00 3 0 0 100
4 6 42 1 1.10 1.10 9.097 0.09 0:27:00 1 0 0 100
12 1 1.04 1.04 8.587 0.09 0:44:00 1 0 0 100
10 1 1.04 1.04 8.574 0.09 10:53:00 1 0 0 100
45 1 1.03 1.03 8.568 0.09 3:02:00 1 0 0 100
46 1 -9.41 -9.41 -140.023 -1.40 18 days, 22:00:00 0 0 1 0
TOTAL 10 0.53 5.30 -38.512 -0.39 2 days, 1:05:00 9 0 1 90.0

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 3 3 0 0 100 1.37 4.11 13.628 0.69
exit_profit_normal_max_m ( 10 ) 1 1 0 0 100 1.04 1.04 8.574 0.17
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 1.04 1.04 8.587 0.17
exit_quick_d_1_13 ( 45 ) 1 1 0 0 100 1.03 1.03 8.568 0.17
exit_long_rapid_rpd_3 ( 104 ) 1 1 0 0 100 2.59 2.59 21.493 0.43
exit_normal_u_1 ( 4 6 42 ) 1 1 0 0 100 1.1 1.1 9.097 0.18
exit_quick_q_3 ( 44 ) 1 1 0 0 100 3.8 3.8 31.562 0.63
force_exit 1 0 0 1 0 -9.41 -9.41 -140.023 -1.57

SUMMARY METRICS

Metric Value
Backtesting from 2022-02-01 00:00:00
Backtesting to 2022-03-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 10 / 0.36
Starting balance 10000 USDT
Final balance 9961.488 USDT
Absolute profit -38.512 USDT
Total profit % -0.39%
CAGR % -4.91%
Sortino -100.00
Sharpe -0.57
Calmar -18.96
Profit factor 0.72
Expectancy (Ratio) -3.85 (-0.03)
Trades per day 0.36
Avg. daily profit % -0.01%
Avg. stake amount 744.716 USDT
Total trade volume 7447.164 USDT
Best Pair PLU/USDT 5.07%
Worst Pair EWT/USDT -9.41%
Best trade PLU/USDT 3.80%
Worst trade EWT/USDT -9.41%
Best day 31.562 USDT
Worst day -140.023 USDT
Days win/draw/lose 7 / 14 / 1
Avg. Duration Winners 4:05:00
Avg. Duration Loser 18 days, 22:00:00
Max Consecutive Wins / Loss 9 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9961.488 USDT
Max balance 10101.51 USDT
Max % of account underwater 1.39%
Absolute Drawdown (Account) 1.39%
Absolute Drawdown 140.023 USDT
Drawdown high 101.51 USDT
Drawdown low -38.512 USDT
Drawdown Start 2022-02-19 15:41:00
Drawdown End 2022-03-01 00:00:00
Market change 1.41%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 10 0.53 5.30 -38.512 -0.39 2 days, 1:05:00 9 0 1 90.0 140.023 USDT 1.39%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220301-20220401

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 16:15:00 16:15:00 16:15:00 16:15:00 2:47:00
Market Change 30.87 % 30.87 % 30.87 % 30.87 % 30.87 %
Max Drawdown 0.5253 % 0.5253 % 0.5253 % 0.5253 % 0.0 %
Profit Mean 0.9982 % 0.9982 % 0.9982 % 0.9982 % 1.1056 %
Profit Sum 14.97 % 14.97 % 14.97 % 14.97 % 1.11 %
Profit Total 1.18 % 1.18 % 1.18 % 1.18 % 0.04 %
Trades 15 15 15 15 1
Win Rate 93.33 % 93.33 % 93.33 % 93.33 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LTC/USDT 1 3.06 3.06 25.261 0.25 10:40:00 1 0 0 100
AAVE/USDT 1 2.64 2.64 21.964 0.22 2:35:00 1 0 0 100
ETH/USDT 1 2.18 2.18 18.002 0.18 10:45:00 1 0 0 100
WIN/USDT 2 1.03 2.06 17.157 0.17 10:22:00 2 0 0 100
GRT/USDT 1 1.80 1.80 15.120 0.15 0:02:00 1 0 0 100
FIL/USDT 1 1.58 1.58 13.259 0.13 0:03:00 1 0 0 100
EWT/USDT 1 1.50 1.50 12.493 0.12 15:03:00 1 0 0 100
XTZ/USDT 1 1.16 1.16 9.577 0.10 11:48:00 1 0 0 100
ZEC/USDT 1 1.13 1.13 9.462 0.09 0:55:00 1 0 0 100
XRP/USDT 1 1.06 1.06 8.729 0.09 6:59:00 1 0 0 100
VRA/USDT 1 1.04 1.04 8.596 0.09 5 days, 19:14:00 1 0 0 100
PLU/USDT 1 1.11 1.11 3.696 0.04 2:47:00 1 0 0 100
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 2 -2.67 -5.34 -44.836 -0.45 11:07:00 1 0 1 50.0
TOTAL 15 1.00 14.97 118.481 1.18 16:15:00 14 0 1 93.3

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UMA/USDT 1 -6.37 -6.37 -53.434 -0.53 14:00:00 0 0 1 0
TOTAL 1 -6.37 -6.37 -53.434 -0.53 14:00:00 0 0 1 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 11 0.86 9.46 78.024 0.78 21:49:00 10 0 1 90.9
12 2 1.69 3.39 28.379 0.28 0:02:00 2 0 0 100
47 1 1.02 1.02 8.382 0.08 0:55:00 1 0 0 100
61 1 1.11 1.11 3.696 0.04 2:47:00 1 0 0 100
TOTAL 15 1.00 14.97 118.481 1.18 16:15:00 14 0 1 93.3

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 5 5 0 0 100 1.16 5.8 48.173 0.97
exit_normal_o_1 ( 12 ) 2 2 0 0 100 1.69 3.39 28.379 0.56
exit_quick_d_1_13 ( 47 ) 1 1 0 0 100 1.02 1.02 8.382 0.17
exit_quick_q_1 ( 46 ) 1 1 0 0 100 3.06 3.06 25.261 0.51
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 2.18 2.18 18.002 0.36
exit_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.04 1.04 8.596 0.17
exit_quick_w_2_4 ( 46 ) 1 1 0 0 100 2.64 2.64 21.964 0.44
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.11 1.11 3.696 0.18
exit_quick_d_1_20 ( 46 ) 1 1 0 0 100 1.13 1.13 9.462 0.19
force_exit 1 0 0 1 0 -6.37 -6.37 -53.434 -1.06

SUMMARY METRICS

Metric Value
Backtesting from 2022-03-01 00:00:00
Backtesting to 2022-04-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 15 / 0.48
Starting balance 10000 USDT
Final balance 10118.481 USDT
Absolute profit 118.481 USDT
Total profit % 1.18%
CAGR % 14.88%
Sortino -100.00
Sharpe 4.22
Calmar 139.00
Profit factor 3.22
Expectancy (Ratio) 7.90 (0.15)
Trades per day 0.48
Avg. daily profit % 0.04%
Avg. stake amount 797.902 USDT
Total trade volume 11968.532 USDT
Best Pair LTC/USDT 3.06%
Worst Pair UMA/USDT -5.34%
Best trade LTC/USDT 3.06%
Worst trade UMA/USDT -6.37%
Best day 61.57 USDT
Worst day -53.434 USDT
Days win/draw/lose 9 / 19 / 1
Avg. Duration Winners 16:25:00
Avg. Duration Loser 14:00:00
Max Consecutive Wins / Loss 14 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10008.382 USDT
Max balance 10171.916 USDT
Max % of account underwater 0.53%
Absolute Drawdown (Account) 0.53%
Absolute Drawdown 53.434 USDT
Drawdown high 171.916 USDT
Drawdown low 118.481 USDT
Drawdown Start 2022-03-31 14:07:00
Drawdown End 2022-04-01 00:00:00
Market change 30.87%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 15 1.00 14.97 118.481 1.18 16:15:00 14 0 1 93.3 53.434 USDT 0.53%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220401-20220501

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 7:55:00 7:17:00 7:17:00 4 days, 19:05:00 1:11:00
Market Change -32.79 % -32.79 % -32.79 % -32.79 % -32.79 %
Max Drawdown 0.0 % 0.0 % 0.0 % 15.5344 % 0.0 %
Profit Mean 1.9231 % 1.861 % 1.861 % -6.9203 % 1.9636 %
Profit Sum 21.15 % 22.33 % 22.33 % -96.88 % 5.89 %
Profit Total 1.69 % 1.79 % 1.79 % -14.37 % 0.42 %
Trades 11 12 12 14 3
Win Rate 100.0 % 100.0 % 100.0 % 78.57 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UMA/USDT 2 3.18 6.35 52.992 0.53 2:58:00 2 0 0 100
VELO/USDT 2 2.32 4.64 38.623 0.39 1:26:00 2 0 0 100
JST/USDT 1 2.12 2.12 17.580 0.18 1 day, 7:25:00 1 0 0 100
GRT/USDT 1 2.10 2.10 17.542 0.18 4:45:00 1 0 0 100
VET/USDT 1 1.25 1.25 10.362 0.10 17:50:00 1 0 0 100
EWT/USDT 1 1.18 1.18 9.721 0.10 1:56:00 1 0 0 100
KSM/USDT 1 1.07 1.07 8.850 0.09 1:47:00 1 0 0 100
UNI/USDT 1 1.02 1.02 8.457 0.08 19:31:00 1 0 0 100
NWC/USDT 1 1.42 1.42 4.740 0.05 0:56:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 11 1.92 21.15 168.867 1.69 7:55:00 11 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 7 1.45 10.14 84.115 0.84 11:41:00 7 0 0 100
25 1 4.95 4.95 41.390 0.41 1:21:00 1 0 0 100
41 45 61 1 3.29 3.29 27.406 0.27 2:15:00 1 0 0 100
47 1 1.35 1.35 11.217 0.11 0:38:00 1 0 0 100
61 1 1.42 1.42 4.740 0.05 0:56:00 1 0 0 100
TOTAL 11 1.92 21.15 168.867 1.69 7:55:00 11 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 4 4 0 0 100 1.17 4.67 38.631 0.78
exit_quick_2_1_1 ( 46 ) 2 2 0 0 100 1.69 3.37 27.942 0.56
exit_profit_quick_max_m ( 47 ) 1 1 0 0 100 1.35 1.35 11.217 0.22
exit_profit_quick_max_m ( 41 45 61 ) 1 1 0 0 100 3.29 3.29 27.406 0.55
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.42 1.42 4.74 0.24
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.1 2.1 17.542 0.35
exit_profit_pump_max_m ( 25 ) 1 1 0 0 100 4.95 4.95 41.39 0.82

SUMMARY METRICS

Metric Value
Backtesting from 2022-04-01 00:00:00
Backtesting to 2022-05-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 11 / 0.37
Starting balance 10000 USDT
Final balance 10168.867 USDT
Absolute profit 168.867 USDT
Total profit % 1.69%
CAGR % 22.60%
Sortino -100.00
Sharpe 10.64
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 15.35 (100.00)
Trades per day 0.37
Avg. daily profit % 0.06%
Avg. stake amount 784.352 USDT
Total trade volume 8627.877 USDT
Best Pair UMA/USDT 6.35%
Worst Pair AAVE/USDT 0.00%
Best trade UMA/USDT 4.95%
Worst trade UNI/USDT 1.02%
Best day 58.932 USDT
Worst day 0 USDT
Days win/draw/lose 8 / 21 / 0
Avg. Duration Winners 7:55:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 11 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change -32.79%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 11 1.92 21.15 168.867 1.69 7:55:00 11 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220501-20220601

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 1 day, 8:06:00 1 day, 8:06:00 1 day, 8:06:00 1 day, 18:48:00 5:04:00
Market Change -37.88 % -37.88 % -37.88 % -37.88 % -37.88 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 2.2142 % 2.2142 % 2.2142 % 2.2046 % 2.5568 %
Profit Sum 31.0 % 31.0 % 31.0 % 30.86 % 30.68 %
Profit Total 2.29 % 2.29 % 2.29 % 2.28 % 2.05 %
Trades 14 14 14 14 12
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UMA/USDT 2 4.80 9.59 79.995 0.80 9:41:00 2 0 0 100
VRA/USDT 1 4.05 4.05 33.667 0.34 0:42:00 1 0 0 100
BCH/USDT 2 1.43 2.86 27.869 0.28 8 days, 11:00:00 2 0 0 100
PLU/USDT 2 1.66 3.31 27.439 0.27 0:28:00 2 0 0 100
VIDT/USDT 2 2.11 4.22 20.394 0.20 1:08:00 2 0 0 100
TRX/USDT 1 1.90 1.90 15.762 0.16 0:49:00 1 0 0 100
MLK/USDT 2 1.77 3.55 11.848 0.12 0:52:00 2 0 0 100
XLM/USDT 1 1.38 1.38 11.513 0.12 10:27:00 1 0 0 100
DIA/USDT 1 0.15 0.15 0.495 0.00 7:10:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 14 2.21 31.00 228.982 2.29 1 day, 8:06:00 14 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
24 1 6.23 6.23 52.253 0.52 0:50:00 1 0 0 100
45 2 3.07 6.13 50.947 0.51 0:26:00 2 0 0 100
44 1 3.36 3.36 27.742 0.28 18:32:00 1 0 0 100
46 2 1.28 2.56 25.425 0.25 8 days, 15:36:00 2 0 0 100
61 4 1.67 6.68 22.414 0.22 2:31:00 4 0 0 100
10 1 1.90 1.90 15.762 0.16 0:49:00 1 0 0 100
45 103 1 1.67 1.67 13.957 0.14 1:15:00 1 0 0 100
25 1 1.23 1.23 10.323 0.10 1:05:00 1 0 0 100
12 45 102 1 1.23 1.23 10.159 0.10 0:46:00 1 0 0 100
TOTAL 14 2.21 31.00 228.982 2.29 1 day, 8:06:00 14 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_quick_q_1 ( 44 ) 1 1 0 0 100 3.36 3.36 27.742 0.56
exit_normal_d_1_10 ( 12 45 102 ) 1 1 0 0 100 1.23 1.23 10.159 0.2
exit_quick_d_2_10 ( 45 ) 1 1 0 0 100 2.08 2.08 17.28 0.35
exit_profit_normal_max_m ( 10 ) 1 1 0 0 100 1.9 1.9 15.762 0.32
exit_profit_quick_max_m ( 45 ) 1 1 0 0 100 4.05 4.05 33.667 0.67
exit_long_rebuy_u_2 ( 61 ) 1 1 0 0 100 2.41 2.41 8.03 0.4
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.14 1.14 3.817 0.19
exit_long_rapid_rpd_3 ( 45 103 ) 1 1 0 0 100 1.67 1.67 13.957 0.28
exit_profit_quick_max_m ( 46 ) 1 1 0 0 100 1.38 1.38 11.513 0.23
exit_profit_pump_max_m ( 25 ) 1 1 0 0 100 1.23 1.23 10.323 0.21
exit_profit_pump_max_m ( 24 ) 1 1 0 0 100 6.23 6.23 52.253 1.04
exit_long_rebuy_d_2_23 ( 61 ) 1 1 0 0 100 2.99 2.99 10.071 0.5
exit_long_rebuy_d_0_23 ( 61 ) 1 1 0 0 100 0.15 0.15 0.495 0.02
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.19 1.19 13.912 0.2

SUMMARY METRICS

Metric Value
Backtesting from 2022-05-01 00:00:00
Backtesting to 2022-06-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 14 / 0.45
Starting balance 10000 USDT
Final balance 10228.982 USDT
Absolute profit 228.982 USDT
Total profit % 2.29%
CAGR % 30.55%
Sortino -100.00
Sharpe 10.90
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 16.36 (100.00)
Trades per day 0.45
Avg. daily profit % 0.07%
Avg. stake amount 714.034 USDT
Total trade volume 9996.479 USDT
Best Pair UMA/USDT 9.59%
Worst Pair AAVE/USDT 0.00%
Best trade UMA/USDT 6.23%
Worst trade DIA/USDT 0.15%
Best day 52.253 USDT
Worst day 0 USDT
Days win/draw/lose 11 / 19 / 0
Avg. Duration Winners 1 day, 8:06:00
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
Drawdown End 1970-01-01 00:00:00
Market change -37.88%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 14 2.21 31.00 228.982 2.29 1 day, 8:06:00 14 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220601-20220701

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 12:47:00 12:47:00 12:47:00 2:40:00 0:40:00
Market Change -17.44 % -17.44 % -17.44 % -17.44 % -17.44 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.8466 % 1.8466 % 1.8466 % 1.7884 % 1.9047 %
Profit Sum 27.7 % 27.7 % 27.7 % 25.04 % 19.05 %
Profit Total 2.31 % 2.31 % 2.31 % 2.09 % 1.58 %
Trades 15 15 15 14 10
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
WAVES/USDT 3 2.88 8.65 71.645 0.72 0:43:00 3 0 0 100
CKB/USDT 1 2.66 2.66 22.304 0.22 6 days, 10:20:00 1 0 0 100
ARPA/USDT 1 2.33 2.33 19.589 0.20 2:50:00 1 0 0 100
DAG/USDT 2 1.12 2.25 18.913 0.19 0:02:00 2 0 0 100
DIA/USDT 1 2.19 2.19 18.256 0.18 1:35:00 1 0 0 100
AKRO/USDT 1 1.75 1.75 14.655 0.15 0:27:00 1 0 0 100
PRE/USDT 1 1.56 1.56 13.155 0.13 0:55:00 1 0 0 100
DEGO/USDT 1 1.52 1.52 12.618 0.13 9:00:00 1 0 0 100
UMA/USDT 1 1.40 1.40 11.689 0.12 0:52:00 1 0 0 100
SXP/USDT 1 1.18 1.18 9.799 0.10 0:49:00 1 0 0 100
VELO/USDT 1 1.12 1.12 9.305 0.09 0:12:00 1 0 0 100
TRX/USDT 1 1.10 1.10 9.200 0.09 18:25:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 15 1.85 27.70 231.129 2.31 12:47:00 15 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
12 45 1 5.38 5.38 44.524 0.45 1:23:00 1 0 0 100
46 3 1.65 4.95 41.408 0.41 10:05:00 3 0 0 100
45 2 1.96 3.92 32.550 0.33 0:26:00 2 0 0 100
47 2 1.37 2.74 22.953 0.23 0:52:00 2 0 0 100
25 1 2.66 2.66 22.304 0.22 6 days, 10:20:00 1 0 0 100
103 2 1.26 2.51 20.994 0.21 0:32:00 2 0 0 100
103 104 1 2.19 2.19 18.256 0.18 1:35:00 1 0 0 100
12 1 1.15 1.15 9.703 0.10 0:03:00 1 0 0 100
11 1 1.10 1.10 9.225 0.09 0:21:00 1 0 0 100
6 1 1.09 1.09 9.211 0.09 0:02:00 1 0 0 100
TOTAL 15 1.85 27.70 231.129 2.31 12:47:00 15 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 45 ) 2 2 0 0 100 1.96 3.92 32.55 0.65
exit_profit_long_rapid_max_m ( 103 ) 2 2 0 0 100 1.26 2.51 20.994 0.42
exit_profit_normal_max_m ( 12 45 ) 1 1 0 0 100 5.38 5.38 44.524 0.9
exit_quick_d_1_13 ( 47 ) 1 1 0 0 100 1.18 1.18 9.799 0.2
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.52 1.52 12.618 0.25
exit_quick_d_1_12 ( 46 ) 1 1 0 0 100 1.1 1.1 9.2 0.18
exit_long_rapid_rpd_3 ( 103 104 ) 1 1 0 0 100 2.19 2.19 18.256 0.36
exit_profit_normal_max_m ( 11 ) 1 1 0 0 100 1.1 1.1 9.225 0.18
exit_profit_pump_max_m ( 25 ) 1 1 0 0 100 2.66 2.66 22.304 0.44
exit_normal_u_1 ( 12 ) 1 1 0 0 100 1.15 1.15 9.703 0.19
exit_normal_u_1 ( 6 ) 1 1 0 0 100 1.09 1.09 9.211 0.18
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.33 2.33 19.589 0.39
exit_profit_quick_max_m ( 47 ) 1 1 0 0 100 1.56 1.56 13.155 0.26

SUMMARY METRICS

Metric Value
Backtesting from 2022-06-01 00:00:00
Backtesting to 2022-07-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 15 / 0.5
Starting balance 10000 USDT
Final balance 10231.129 USDT
Absolute profit 231.129 USDT
Total profit % 2.31%
CAGR % 32.05%
Sortino -100.00
Sharpe 16.66
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 15.41 (100.00)
Trades per day 0.5
Avg. daily profit % 0.08%
Avg. stake amount 834.754 USDT
Total trade volume 12521.311 USDT
Best Pair WAVES/USDT 8.65%
Worst Pair AAVE/USDT 0.00%
Best trade WAVES/USDT 5.38%
Worst trade DAG/USDT 1.09%
Best day 44.524 USDT
Worst day 0 USDT
Days win/draw/lose 12 / 18 / 0
Avg. Duration Winners 12:47:00
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
Drawdown End 1970-01-01 00:00:00
Market change -17.44%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 15 1.85 27.70 231.129 2.31 12:47:00 15 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220701-20220801

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 7:35:00 7:35:00 7:35:00 7:35:00 12:00:00
Market Change 19.68 % 19.68 % 19.68 % 19.68 % 19.68 %
Max Drawdown 0.651 % 0.651 % 0.651 % 0.651 % 0.4781 %
Profit Mean 0.8824 % 0.8824 % 0.8824 % 0.8824 % -0.5046 %
Profit Sum 15.88 % 15.88 % 15.88 % 15.88 % -2.02 %
Profit Total 1.32 % 1.32 % 1.32 % 1.32 % -0.17 %
Trades 18 18 18 18 4
Win Rate 88.89 % 88.89 % 88.89 % 88.89 % 75.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
COMP/USDT 2 1.88 3.76 31.189 0.31 1:44:00 2 0 0 100
NIM/USDT 3 1.24 3.73 31.102 0.31 5:58:00 3 0 0 100
DEGO/USDT 2 1.40 2.79 23.191 0.23 14:30:00 2 0 0 100
SNX/USDT 2 1.32 2.65 22.190 0.22 8:09:00 2 0 0 100
SXP/USDT 2 1.20 2.41 19.981 0.20 12:30:00 2 0 0 100
CKB/USDT 1 2.27 2.27 18.911 0.19 1:40:00 1 0 0 100
VRA/USDT 1 2.14 2.14 17.839 0.18 12:45:00 1 0 0 100
DGB/USDT 1 1.48 1.48 12.420 0.12 3:32:00 1 0 0 100
AVA/USDT 1 1.49 1.49 12.408 0.12 1:53:00 1 0 0 100
COTI/USDT 1 1.06 1.06 8.844 0.09 1:58:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 1 -2.10 -2.10 -17.684 -0.18 5:00:00 0 0 1 0
ONE/USDT 1 -5.79 -5.79 -48.707 -0.49 18:00:00 0 0 1 0
TOTAL 18 0.88 15.88 131.682 1.32 7:35:00 16 0 2 88.9

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BTC/USDT 1 -2.10 -2.10 -17.684 -0.18 5:00:00 0 0 1 0
ONE/USDT 1 -5.79 -5.79 -48.707 -0.49 18:00:00 0 0 1 0
TOTAL 2 -3.94 -7.89 -66.391 -0.66 11:30:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 13 1.27 16.49 137.253 1.37 6:46:00 12 0 1 92.3
44 1 2.14 2.14 17.839 0.18 12:45:00 1 0 0 100
104 2 0.82 1.63 13.534 0.14 8:37:00 2 0 0 100
47 1 1.42 1.42 11.764 0.12 0:26:00 1 0 0 100
45 1 -5.79 -5.79 -48.707 -0.49 18:00:00 0 0 1 0
TOTAL 18 0.88 15.88 131.682 1.32 7:35:00 16 0 2 88.9

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 5 5 0 0 100 1.24 6.22 52.092 1.04
exit_quick_q_3 ( 46 ) 2 2 0 0 100 2.49 4.97 41.196 0.83
force_exit 2 0 0 2 0 -3.94 -7.89 -66.391 -1.31
exit_profit_long_rapid_max_m ( 104 ) 1 1 0 0 100 1.51 1.51 12.496 0.25
exit_quick_d_1_8 ( 46 ) 1 1 0 0 100 1.12 1.12 9.304 0.19
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.29 1.29 10.677 0.21
exit_quick_w_1_9 ( 46 ) 1 1 0 0 100 1.38 1.38 11.427 0.23
exit_quick_d_1_2 ( 47 ) 1 1 0 0 100 1.42 1.42 11.764 0.24
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 2.14 2.14 17.839 0.36
exit_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.52 1.52 12.672 0.25
exit_long_rapid_w_0_2 ( 104 ) 1 1 0 0 100 0.12 0.12 1.038 0.02
exit_quick_w_2_2 ( 46 ) 1 1 0 0 100 2.09 2.09 17.568 0.35

SUMMARY METRICS

Metric Value
Backtesting from 2022-07-01 00:00:00
Backtesting to 2022-08-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 18 / 0.58
Starting balance 10000 USDT
Final balance 10131.682 USDT
Absolute profit 131.682 USDT
Total profit % 1.32%
CAGR % 16.65%
Sortino 5.23
Sharpe 5.11
Calmar 124.66
Profit factor 2.98
Expectancy (Ratio) 7.32 (0.22)
Trades per day 0.58
Avg. daily profit % 0.04%
Avg. stake amount 833.827 USDT
Total trade volume 15008.884 USDT
Best Pair COMP/USDT 3.76%
Worst Pair ONE/USDT -5.79%
Best trade COMP/USDT 2.70%
Worst trade ONE/USDT -5.79%
Best day 31.205 USDT
Worst day -66.391 USDT
Days win/draw/lose 12 / 19 / 1
Avg. Duration Winners 7:06:00
Avg. Duration Loser 11:30:00
Max Consecutive Wins / Loss 16 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10022.286 USDT
Max balance 10198.073 USDT
Max % of account underwater 0.65%
Absolute Drawdown (Account) 0.65%
Absolute Drawdown 66.391 USDT
Drawdown high 198.073 USDT
Drawdown low 131.682 USDT
Drawdown Start 2022-07-31 16:48:00
Drawdown End 2022-08-01 00:00:00
Market change 19.68%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 18 0.88 15.88 131.682 1.32 7:35:00 16 0 2 88.9 66.391 USDT 0.65%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220801-20220901

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 2 days, 10:42:00 2 days, 10:42:00 2 days, 10:42:00 2 days, 14:57:00 0:29:00
Market Change -9.8 % -9.8 % -9.8 % -9.8 % -9.8 %
Max Drawdown 3.8056 % 3.8056 % 3.8056 % 5.4742 % 0.0 %
Profit Mean 0.0315 % 0.0315 % 0.0315 % -0.6311 % 1.8739 %
Profit Sum 0.76 % 0.76 % 0.76 % -15.15 % 7.5 %
Profit Total -0.98 % -0.98 % -0.98 % -2.8 % 0.62 %
Trades 24 24 24 24 4
Win Rate 83.33 % 83.33 % 83.33 % 79.17 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
EWT/USDT 2 2.59 5.18 43.922 0.44 6:52:00 2 0 0 100
DGB/USDT 1 2.81 2.81 23.416 0.23 6:20:00 1 0 0 100
CKB/USDT 1 2.27 2.27 19.210 0.19 13:45:00 1 0 0 100
ARPA/USDT 1 2.26 2.26 18.956 0.19 1:22:00 1 0 0 100
ONT/USDT 1 2.17 2.17 18.188 0.18 3:15:00 1 0 0 100
ZEC/USDT 1 2.11 2.11 17.490 0.17 2:45:00 1 0 0 100
TEL/USDT 1 2.05 2.05 17.246 0.17 5:04:00 1 0 0 100
MKR/USDT 1 2.08 2.08 17.218 0.17 3:55:00 1 0 0 100
EOS/USDT 1 1.91 1.91 15.925 0.16 3:10:00 1 0 0 100
DEGO/USDT 1 1.76 1.76 14.548 0.15 0:25:00 1 0 0 100
FIL/USDT 1 1.64 1.64 13.831 0.14 0:02:00 1 0 0 100
AAVE/USDT 1 1.54 1.54 13.036 0.13 1:59:00 1 0 0 100
NIM/USDT 1 1.29 1.29 10.671 0.11 0:03:00 1 0 0 100
AKRO/USDT 1 1.29 1.29 10.664 0.11 10 days, 7:55:00 1 0 0 100
DOT/USDT 1 1.18 1.18 9.808 0.10 5:51:00 1 0 0 100
LINK/USDT 1 1.11 1.11 9.218 0.09 9:50:00 1 0 0 100
XRP/USDT 1 1.02 1.02 8.523 0.09 4:35:00 1 0 0 100
XTZ/USDT 1 0.31 0.31 2.561 0.03 10:25:00 1 0 0 100
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 1 -3.90 -3.90 -33.193 -0.33 20:00:00 0 0 1 0
BNB/USDT 1 -8.41 -8.41 -98.904 -0.99 14 days, 14:00:00 0 0 1 0
LTC/USDT 2 -4.20 -8.40 -102.648 -1.03 7 days, 8:35:00 1 0 1 50.0
DASH/USDT 1 -12.53 -12.53 -147.323 -1.47 14 days, 15:00:00 0 0 1 0
TOTAL 24 0.03 0.76 -97.635 -0.98 2 days, 10:42:00 20 0 4 83.3

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
COMP/USDT 1 -3.90 -3.90 -33.193 -0.33 20:00:00 0 0 1 0
BNB/USDT 1 -8.41 -8.41 -98.904 -0.99 14 days, 14:00:00 0 0 1 0
LTC/USDT 1 -9.56 -9.56 -112.338 -1.12 14 days, 14:00:00 0 0 1 0
DASH/USDT 1 -12.53 -12.53 -147.323 -1.47 14 days, 15:00:00 0 0 1 0
TOTAL 4 -8.60 -34.41 -391.758 -3.92 11 days, 3:45:00 0 0 4 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
21 1 2.80 2.80 23.720 0.24 1:25:00 1 0 0 100
47 1 2.26 2.26 18.956 0.19 1:22:00 1 0 0 100
44 1 1.76 1.76 14.548 0.15 0:25:00 1 0 0 100
10 1 1.64 1.64 13.831 0.14 0:02:00 1 0 0 100
7 1 1.29 1.29 10.671 0.11 0:03:00 1 0 0 100
25 1 1.29 1.29 10.664 0.11 10 days, 7:55:00 1 0 0 100
46 18 -0.57 -10.29 -190.027 -1.90 2 days, 16:18:00 14 0 4 77.8
TOTAL 24 0.03 0.76 -97.635 -0.98 2 days, 10:42:00 20 0 4 83.3

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_quick_q_3 ( 46 ) 4 4 0 0 100 2.1 8.41 70.142 1.4
force_exit 4 0 0 4 0 -8.6 -34.41 -391.758 -5.73
exit_profit_quick_max_m ( 46 ) 2 2 0 0 100 1.36 2.73 22.843 0.45
exit_quick_q_1 ( 46 ) 2 2 0 0 100 2.54 5.09 42.626 0.85
exit_quick_3_1_1 ( 46 ) 2 2 0 0 100 2.14 4.29 36.127 0.71
exit_quick_1_1_1 ( 46 ) 2 2 0 0 100 1.09 2.18 18.213 0.36
exit_quick_d_1_3 ( 44 ) 1 1 0 0 100 1.76 1.76 14.548 0.29
exit_normal_u_1 ( 7 ) 1 1 0 0 100 1.29 1.29 10.671 0.22
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.11 1.11 9.218 0.19
exit_pump_w_1_1 ( 25 ) 1 1 0 0 100 1.29 1.29 10.664 0.22
exit_quick_w_0_2 ( 46 ) 1 1 0 0 100 0.31 0.31 2.561 0.05
exit_quick_q_3 ( 47 ) 1 1 0 0 100 2.26 2.26 18.956 0.38
exit_normal_u_1 ( 10 ) 1 1 0 0 100 1.64 1.64 13.831 0.27
exit_pump_d_2_1 ( 21 ) 1 1 0 0 100 2.8 2.8 23.72 0.47

SUMMARY METRICS

Metric Value
Backtesting from 2022-08-01 00:00:00
Backtesting to 2022-09-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 24 / 0.77
Starting balance 10000 USDT
Final balance 9902.365 USDT
Absolute profit -97.635 USDT
Total profit % -0.98%
CAGR % -10.91%
Sortino -1.46
Sharpe -1.32
Calmar -15.81
Profit factor 0.75
Expectancy (Ratio) -4.07 (-0.04)
Trades per day 0.77
Avg. daily profit % -0.03%
Avg. stake amount 877.685 USDT
Total trade volume 21064.445 USDT
Best Pair EWT/USDT 5.18%
Worst Pair DASH/USDT -12.53%
Best trade DGB/USDT 2.81%
Worst trade DASH/USDT -12.53%
Best day 53.734 USDT
Worst day -391.758 USDT
Days win/draw/lose 11 / 19 / 1
Avg. Duration Winners 16:53:00
Avg. Duration Loser 11 days, 3:45:00
Max Consecutive Wins / Loss 20 / 4
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9902.365 USDT
Max balance 10294.122 USDT
Max % of account underwater 3.81%
Absolute Drawdown (Account) 3.81%
Absolute Drawdown 391.758 USDT
Drawdown high 294.122 USDT
Drawdown low -97.635 USDT
Drawdown Start 2022-08-30 04:20:00
Drawdown End 2022-09-01 00:00:00
Market change -9.80%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 24 0.03 0.76 -97.635 -0.98 2 days, 10:42:00 20 0 4 83.3 391.758 USDT 3.81%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220901-20221001

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 8:41:00 8:41:00 8:41:00 8:41:00 3:24:00
Market Change -4.19 % -4.19 % -4.19 % -4.19 % -4.19 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 2.1087 % 2.1087 % 2.1087 % 2.1087 % 2.0543 %
Profit Sum 10.54 % 10.54 % 10.54 % 10.54 % 4.11 %
Profit Total 0.87 % 0.87 % 0.87 % 0.87 % 0.34 %
Trades 5 5 5 5 2
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

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

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

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

EXIT REASON STATS

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

SUMMARY METRICS

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

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

STRATEGY SUMMARY

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

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20221001-20221101

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 18:32:00 18:32:00 18:32:00 22:52:00 1 day, 2:34:00
Market Change 3.58 % 3.58 % 3.58 % 3.58 % 3.58 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.2872 % 1.2872 % 1.2872 % 1.3062 % 1.7576 %
Profit Sum 12.87 % 12.87 % 12.87 % 10.45 % 3.52 %
Profit Total 0.95 % 0.95 % 0.95 % 0.74 % 0.17 %
Trades 10 10 10 8 2
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XRP/USDT 1 1.93 1.93 15.994 0.16 2 days, 3:50:00 1 0 0 100
PLU/USDT 1 1.39 1.39 11.511 0.12 0:35:00 1 0 0 100
TRX/USDT 1 1.15 1.15 9.521 0.10 1 day, 13:10:00 1 0 0 100
EWT/USDT 1 1.08 1.08 8.998 0.09 0:08:00 1 0 0 100
ARPA/USDT 1 1.08 1.08 8.977 0.09 1:20:00 1 0 0 100
UNI/USDT 1 1.08 1.08 8.950 0.09 2:39:00 1 0 0 100
VELO/USDT 1 1.03 1.03 8.512 0.09 1:57:00 1 0 0 100
NOIA/USDT 1 2.43 2.43 8.101 0.08 2 days, 5:00:00 1 0 0 100
JST/USDT 1 0.89 0.89 7.436 0.07 8:00:00 1 0 0 100
BTC/USDT 1 0.80 0.80 6.633 0.07 1 day, 4:45:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 10 1.29 12.87 94.633 0.95 18:32:00 10 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
JST/USDT 1 0.89 0.89 7.436 0.07 8:00:00 1 0 0 100
TOTAL 1 0.89 0.89 7.436 0.07 8:00:00 1 0 0 100

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 5 1.17 5.85 48.534 0.49 1 day, 1:41:00 5 0 0 100
25 2 1.21 2.42 20.023 0.20 1:16:00 2 0 0 100
3 105 1 1.08 1.08 8.998 0.09 0:08:00 1 0 0 100
47 1 1.08 1.08 8.977 0.09 1:20:00 1 0 0 100
61 1 2.43 2.43 8.101 0.08 2 days, 5:00:00 1 0 0 100
TOTAL 10 1.29 12.87 94.633 0.95 18:32:00 10 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_pump_max_m ( 25 ) 1 1 0 0 100 1.03 1.03 8.512 0.17
exit_profit_quick_max_m ( 46 ) 1 1 0 0 100 1.08 1.08 8.95 0.18
exit_pump_d_1_10 ( 25 ) 1 1 0 0 100 1.39 1.39 11.511 0.23
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.93 1.93 15.994 0.32
exit_profit_quick_max_m ( 47 ) 1 1 0 0 100 1.08 1.08 8.977 0.18
exit_quick_w_0_1 ( 46 ) 1 1 0 0 100 0.8 0.8 6.633 0.13
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.15 1.15 9.521 0.19
exit_normal_o_1 ( 3 105 ) 1 1 0 0 100 1.08 1.08 8.998 0.18
exit_long_rebuy_w_2_1 ( 61 ) 1 1 0 0 100 2.43 2.43 8.101 0.41
force_exit 1 1 0 0 100 0.89 0.89 7.436 0.15

SUMMARY METRICS

Metric Value
Backtesting from 2022-10-01 00:00:00
Backtesting to 2022-11-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 10 / 0.32
Starting balance 10000 USDT
Final balance 10094.633 USDT
Absolute profit 94.633 USDT
Total profit % 0.95%
CAGR % 11.73%
Sortino -100.00
Sharpe 23.34
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 9.46 (100.00)
Trades per day 0.32
Avg. daily profit % 0.03%
Avg. stake amount 778.754 USDT
Total trade volume 7787.536 USDT
Best Pair NOIA/USDT 2.43%
Worst Pair AAVE/USDT 0.00%
Best trade NOIA/USDT 2.43%
Worst trade BTC/USDT 0.80%
Best day 15.994 USDT
Worst day 0 USDT
Days win/draw/lose 9 / 22 / 0
Avg. Duration Winners 18:32:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 10 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change 3.58%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 10 1.29 12.87 94.633 0.95 18:32:00 10 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20221101-20221201

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 5:47:00 5:47:00 5:47:00 5:16:00 0:10:00
Market Change -17.66 % -17.66 % -17.66 % -17.66 % -17.66 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.6711 % 1.6711 % 1.6711 % 1.6387 % 1.329 %
Profit Sum 16.71 % 16.71 % 16.71 % 18.03 % 5.32 %
Profit Total 1.32 % 1.32 % 1.32 % 1.43 % 0.37 %
Trades 10 10 10 11 4
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NIM/USDT 2 1.46 2.92 24.142 0.24 0:18:00 2 0 0 100
NEO/USDT 1 2.77 2.77 23.014 0.23 12:10:00 1 0 0 100
XTZ/USDT 1 2.16 2.16 17.989 0.18 2:35:00 1 0 0 100
VELO/USDT 1 2.03 2.03 16.902 0.17 19:05:00 1 0 0 100
BNB/USDT 1 1.77 1.77 14.761 0.15 1:10:00 1 0 0 100
UMA/USDT 1 1.64 1.64 13.597 0.14 0:41:00 1 0 0 100
LTC/USDT 1 1.03 1.03 8.512 0.09 21:30:00 1 0 0 100
YFI/USDT 1 1.02 1.02 8.493 0.08 0:01:00 1 0 0 100
DIA/USDT 1 1.37 1.37 4.553 0.05 0:01:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 10 1.67 16.71 131.963 1.32 5:47:00 10 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
47 3 2.15 6.44 53.513 0.54 10:39:00 3 0 0 100
46 3 1.65 4.95 41.262 0.41 8:25:00 3 0 0 100
10 1 1.62 1.62 13.415 0.13 0:17:00 1 0 0 100
3 1 1.30 1.30 10.727 0.11 0:20:00 1 0 0 100
101 1 1.02 1.02 8.493 0.08 0:01:00 1 0 0 100
61 1 1.37 1.37 4.553 0.05 0:01:00 1 0 0 100
TOTAL 10 1.67 16.71 131.963 1.32 5:47:00 10 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_quick_w_1_9 ( 46 ) 1 1 0 0 100 1.03 1.03 8.512 0.17
exit_normal_u_1 ( 10 ) 1 1 0 0 100 1.62 1.62 13.415 0.27
exit_normal_d_1_2 ( 3 ) 1 1 0 0 100 1.3 1.3 10.727 0.22
exit_long_rebuy_u_1 ( 61 ) 1 1 0 0 100 1.37 1.37 4.553 0.23
exit_profit_quick_max_m ( 47 ) 1 1 0 0 100 1.64 1.64 13.597 0.27
exit_long_rapid_u_1 ( 101 ) 1 1 0 0 100 1.02 1.02 8.493 0.17
exit_quick_q_3 ( 47 ) 1 1 0 0 100 2.77 2.77 23.014 0.46
exit_quick_3_1_1 ( 47 ) 1 1 0 0 100 2.03 2.03 16.902 0.34
exit_quick_q_2 ( 46 ) 1 1 0 0 100 2.16 2.16 17.989 0.36
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.77 1.77 14.761 0.29

SUMMARY METRICS

Metric Value
Backtesting from 2022-11-01 00:00:00
Backtesting to 2022-12-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 10 / 0.33
Starting balance 10000 USDT
Final balance 10131.963 USDT
Absolute profit 131.963 USDT
Total profit % 1.32%
CAGR % 17.29%
Sortino -100.00
Sharpe 16.46
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 13.20 (100.00)
Trades per day 0.33
Avg. daily profit % 0.04%
Avg. stake amount 779.538 USDT
Total trade volume 7795.384 USDT
Best Pair NIM/USDT 2.92%
Worst Pair AAVE/USDT 0.00%
Best trade NEO/USDT 2.77%
Worst trade YFI/USDT 1.02%
Best day 31.507 USDT
Worst day 0 USDT
Days win/draw/lose 7 / 21 / 0
Avg. Duration Winners 5:47:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 10 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change -17.66%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 10 1.67 16.71 131.963 1.32 5:47:00 10 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20221201-20230101

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 2 days, 13:53:00 2 days, 13:53:00 2 days, 13:53:00 2 days, 10:00:00 4:52:00
Market Change -9.88 % -9.88 % -9.88 % -9.88 % -9.88 %
Max Drawdown 2.1917 % 2.1917 % 2.1917 % 2.1917 % 0.0 %
Profit Mean -0.4862 % -0.4862 % -0.4862 % -0.3006 % 1.9864 %
Profit Sum -6.81 % -6.81 % -6.81 % -4.51 % 7.95 %
Profit Total -1.3 % -1.3 % -1.3 % -1.12 % 0.32 %
Trades 14 14 14 15 4
Win Rate 78.57 % 78.57 % 78.57 % 80.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
EWT/USDT 1 1.63 1.63 13.443 0.13 16:40:00 1 0 0 100
NWC/USDT 1 3.54 3.54 11.687 0.12 6:35:00 1 0 0 100
ATOM/USDT 1 1.32 1.32 10.987 0.11 22:53:00 1 0 0 100
WAVES/USDT 1 1.19 1.19 9.852 0.10 12:39:00 1 0 0 100
UNI/USDT 1 1.01 1.01 8.406 0.08 4:44:00 1 0 0 100
SNX/USDT 1 0.87 0.87 7.203 0.07 16:20:00 1 0 0 100
VIDT/USDT 1 2.16 2.16 7.196 0.07 0:02:00 1 0 0 100
KSM/USDT 1 0.68 0.68 5.632 0.06 2 days, 1:40:00 1 0 0 100
DAG/USDT 1 1.06 1.06 3.494 0.03 0:11:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 2 -0.47 -0.93 -7.811 -0.08 3 days, 12:48:00 1 0 1 50.0
DGB/USDT 1 -7.83 -7.83 -65.138 -0.65 10 days, 10:00:00 0 0 1 0
ZEC/USDT 2 -5.75 -11.50 -135.171 -1.35 6 days, 14:32:00 1 0 1 50.0
TOTAL 14 -0.49 -6.81 -130.220 -1.30 2 days, 13:53:00 11 0 3 78.6

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BTC/USDT 1 -2.13 -2.13 -17.692 -0.18 4 days, 22:00:00 0 0 1 0
DGB/USDT 1 -7.83 -7.83 -65.138 -0.65 10 days, 10:00:00 0 0 1 0
ZEC/USDT 1 -11.88 -11.88 -138.336 -1.38 12 days, 19:00:00 0 0 1 0
TOTAL 3 -7.28 -21.83 -221.166 -2.21 9 days, 9:00:00 0 0 3 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
61 3 2.25 6.76 22.378 0.22 2:16:00 3 0 0 100
10 1 1.19 1.19 9.852 0.10 12:39:00 1 0 0 100
46 10 -1.48 -14.75 -162.449 -1.62 3 days, 12:42:00 7 0 3 70.0
TOTAL 14 -0.49 -6.81 -130.220 -1.30 2 days, 13:53:00 11 0 3 78.6

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
force_exit 3 0 0 3 0 -7.28 -21.83 -221.166 -3.64
exit_profit_quick_max_m ( 46 ) 2 2 0 0 100 1.17 2.33 19.393 0.39
exit_long_rebuy_3_1_1 ( 61 ) 1 1 0 0 100 3.54 3.54 11.687 0.59
exit_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.63 1.63 13.443 0.27
exit_long_rebuy_u_1 ( 61 ) 1 1 0 0 100 1.06 1.06 3.494 0.18
exit_quick_3_1_1 ( 46 ) 1 1 0 0 100 1.19 1.19 9.881 0.2
exit_normal_d_1_8 ( 10 ) 1 1 0 0 100 1.19 1.19 9.852 0.2
exit_quick_w_0_5 ( 46 ) 1 1 0 0 100 0.87 0.87 7.203 0.14
exit_quick_w_0_1 ( 46 ) 1 1 0 0 100 0.68 0.68 5.632 0.11
exit_quick_w_0_4 ( 46 ) 1 1 0 0 100 0.38 0.38 3.165 0.06
exit_long_rebuy_u_2 ( 61 ) 1 1 0 0 100 2.16 2.16 7.196 0.36

SUMMARY METRICS

Metric Value
Backtesting from 2022-12-01 00:00:00
Backtesting to 2023-01-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 14 / 0.45
Starting balance 10000 USDT
Final balance 9869.78 USDT
Absolute profit -130.22 USDT
Total profit % -1.30%
CAGR % -14.30%
Sortino -1.62
Sharpe -1.97
Calmar -36.62
Profit factor 0.41
Expectancy (Ratio) -9.30 (-0.13)
Trades per day 0.45
Avg. daily profit % -0.04%
Avg. stake amount 746.287 USDT
Total trade volume 10448.013 USDT
Best Pair NWC/USDT 3.54%
Worst Pair ZEC/USDT -11.50%
Best trade NWC/USDT 3.54%
Worst trade ZEC/USDT -11.88%
Best day 28.624 USDT
Worst day -221.166 USDT
Days win/draw/lose 6 / 24 / 1
Avg. Duration Winners 17:24:00
Avg. Duration Loser 9 days, 9:00:00
Max Consecutive Wins / Loss 11 / 3
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9869.78 USDT
Max balance 10090.946 USDT
Max % of account underwater 2.19%
Absolute Drawdown (Account) 2.19%
Absolute Drawdown 221.166 USDT
Drawdown high 90.946 USDT
Drawdown low -130.22 USDT
Drawdown Start 2022-12-29 13:53:00
Drawdown End 2023-01-01 00:00:00
Market change -9.88%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 14 -0.49 -6.81 -130.220 -1.30 2 days, 13:53:00 11 0 3 78.6 221.166 USDT 2.19%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230101-20230201

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 1 day, 4:49:00 1 day, 4:49:00 1 day, 4:49:00 1 day, 4:49:00 22:50:00
Market Change 41.54 % 41.54 % 41.54 % 41.54 % 41.54 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.8255 % 1.8255 % 1.8255 % 1.8255 % 3.6613 %
Profit Sum 12.78 % 12.78 % 12.78 % 12.78 % 3.66 %
Profit Total 1.06 % 1.06 % 1.06 % 1.06 % 0.3 %
Trades 7 7 7 7 1
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
WAVES/USDT 1 3.66 3.66 30.265 0.30 22:50:00 1 0 0 100
LTC/USDT 2 1.25 2.49 20.632 0.21 2 days, 13:07:00 2 0 0 100
TRX/USDT 1 2.44 2.44 20.282 0.20 5:20:00 1 0 0 100
SNX/USDT 1 1.98 1.98 16.506 0.17 1:00:00 1 0 0 100
NWC/USDT 1 1.17 1.17 9.625 0.10 1 day, 15:30:00 1 0 0 100
BTC/USDT 1 1.03 1.03 8.628 0.09 10:50:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 7 1.83 12.78 105.938 1.06 1 day, 4:49:00 7 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 6 1.52 9.12 75.673 0.76 1 day, 5:49:00 6 0 0 100
3 1 3.66 3.66 30.265 0.30 22:50:00 1 0 0 100
TOTAL 7 1.83 12.78 105.938 1.06 1 day, 4:49:00 7 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_quick_1_1_1 ( 46 ) 2 2 0 0 100 1.25 2.49 20.632 0.42
exit_quick_w_1_9 ( 46 ) 1 1 0 0 100 1.17 1.17 9.625 0.19
exit_normal_w_3_9 ( 3 ) 1 1 0 0 100 3.66 3.66 30.265 0.61
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 2.44 2.44 20.282 0.41
exit_quick_w_1_12 ( 46 ) 1 1 0 0 100 1.98 1.98 16.506 0.33
exit_quick_d_1_20 ( 46 ) 1 1 0 0 100 1.03 1.03 8.628 0.17

SUMMARY METRICS

Metric Value
Backtesting from 2023-01-01 00:00:00
Backtesting to 2023-02-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 7 / 0.23
Starting balance 10000 USDT
Final balance 10105.938 USDT
Absolute profit 105.938 USDT
Total profit % 1.06%
CAGR % 13.21%
Sortino -100.00
Sharpe 8.90
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 15.13 (100.00)
Trades per day 0.23
Avg. daily profit % 0.03%
Avg. stake amount 828.497 USDT
Total trade volume 5799.478 USDT
Best Pair WAVES/USDT 3.66%
Worst Pair AAVE/USDT 0.00%
Best trade WAVES/USDT 3.66%
Worst trade BTC/USDT 1.03%
Best day 40.046 USDT
Worst day 0 USDT
Days win/draw/lose 5 / 9 / 0
Avg. Duration Winners 1 day, 4:49:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 7 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change 41.54%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 7 1.83 12.78 105.938 1.06 1 day, 4:49:00 7 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230201-20230301

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 1 day, 4:58:00 1 day, 4:58:00 1 day, 4:58:00 1 day, 5:48:00 1:53:00
Market Change 12.05 % 12.05 % 12.05 % 12.05 % 12.05 %
Max Drawdown 4.8242 % 4.8242 % 4.8242 % 4.825 % 0.0 %
Profit Mean 0.2182 % 0.2182 % 0.2182 % 0.1893 % 1.9769 %
Profit Sum 7.64 % 7.64 % 7.64 % 6.44 % 23.72 %
Profit Total -0.59 % -0.59 % -0.59 % -0.69 % 1.55 %
Trades 35 35 35 34 12
Win Rate 91.43 % 91.43 % 91.43 % 91.18 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CKB/USDT 5 2.31 11.57 95.335 0.95 0:41:00 5 0 0 100
MKR/USDT 3 1.81 5.44 45.790 0.46 15:21:00 3 0 0 100
EWT/USDT 3 2.54 7.62 42.520 0.43 1:32:00 3 0 0 100
WIN/USDT 1 4.83 4.83 40.896 0.41 1:55:00 1 0 0 100
TEL/USDT 1 3.43 3.43 28.423 0.28 1:10:00 1 0 0 100
DEGO/USDT 1 2.28 2.28 19.035 0.19 1:30:00 1 0 0 100
VELO/USDT 2 1.86 3.72 18.514 0.19 1:44:00 2 0 0 100
SNX/USDT 1 1.44 1.44 12.288 0.12 1:26:00 1 0 0 100
NOIA/USDT 1 1.40 1.40 11.679 0.12 0:46:00 1 0 0 100
GRT/USDT 1 1.37 1.37 11.663 0.12 14:18:00 1 0 0 100
UOS/USDT 1 1.31 1.31 10.813 0.11 6:48:00 1 0 0 100
SXP/USDT 1 1.17 1.17 10.022 0.10 1 day, 3:50:00 1 0 0 100
MLK/USDT 1 1.16 1.16 9.700 0.10 7:05:00 1 0 0 100
STX/USDT 1 1.14 1.14 9.613 0.10 2:07:00 1 0 0 100
TRX/USDT 1 1.11 1.11 9.532 0.10 18:45:00 1 0 0 100
ONT/USDT 1 1.12 1.12 9.444 0.09 5:49:00 1 0 0 100
ONE/USDT 1 1.10 1.10 9.253 0.09 4:30:00 1 0 0 100
JST/USDT 1 1.10 1.10 9.152 0.09 4:10:00 1 0 0 100
AAVE/USDT 1 1.09 1.09 9.070 0.09 5:37:00 1 0 0 100
ALEPH/USDT 1 1.02 1.02 8.581 0.09 0:49:00 1 0 0 100
FIL/USDT 1 1.03 1.03 3.517 0.04 0:03:00 1 0 0 100
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 1 -7.54 -7.54 -88.508 -0.89 19 days, 12:30:00 0 0 1 0
ROSE/USDT 2 -6.99 -13.97 -170.914 -1.71 3 days, 17:50:00 1 0 1 50.0
VRA/USDT 2 -13.15 -26.30 -224.323 -2.24 4 days, 5:40:00 1 0 1 50.0
TOTAL 35 0.22 7.64 -58.906 -0.59 1 day, 4:58:00 32 0 3 91.4

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CKB/USDT 1 0.71 0.71 2.440 0.02 0:05:00 1 0 0 100
DAG/USDT 1 -7.54 -7.54 -88.508 -0.89 19 days, 12:30:00 0 0 1 0
ROSE/USDT 1 -15.14 -15.14 -180.714 -1.81 7 days, 11:00:00 0 0 1 0
VRA/USDT 1 -27.56 -27.56 -234.660 -2.35 8 days, 10:00:00 0 0 1 0
TOTAL 4 -12.38 -49.53 -501.441 -5.01 8 days, 20:24:00 1 0 3 25.0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
106 1 4.88 4.88 41.702 0.42 0:50:00 1 0 0 100
47 6 1.14 6.83 32.849 0.33 3 days, 7:04:00 5 0 1 83.3
61 4 2.12 8.46 28.331 0.28 1:08:00 4 0 0 100
105 2 1.15 2.29 19.224 0.19 4:24:00 2 0 0 100
102 1 2.28 2.28 19.037 0.19 1:13:00 1 0 0 100
3 1 2.28 2.28 19.035 0.19 1:30:00 1 0 0 100
103 1 1.40 1.40 11.679 0.12 0:46:00 1 0 0 100
25 1 1.20 1.20 10.100 0.10 0:44:00 1 0 0 100
23 1 1.10 1.10 9.152 0.09 4:10:00 1 0 0 100
45 103 104 1 1.02 1.02 8.581 0.09 0:49:00 1 0 0 100
46 16 -1.51 -24.11 -258.596 -2.59 1 day, 8:14:00 14 0 2 87.5
TOTAL 35 0.22 7.64 -58.906 -0.59 1 day, 4:58:00 32 0 3 91.4

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 8 8 0 0 100 1.2 9.61 80.91 1.6
force_exit 4 1 0 3 25.0 -12.38 -49.53 -501.441 -8.26
exit_quick_w_1_1 ( 46 ) 2 2 0 0 100 1.14 2.28 19.554 0.38
exit_quick_q_3 ( 47 ) 1 1 0 0 100 3.43 3.43 28.423 0.57
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 4.2 4.2 13.959 0.7
exit_quick_d_2_20 ( 47 ) 1 1 0 0 100 2.58 2.58 22.228 0.43
exit_quick_d_2_16 ( 47 ) 1 1 0 0 100 2.27 2.27 19.473 0.38
exit_long_rapid_d_4_1 ( 106 ) 1 1 0 0 100 4.88 4.88 41.702 0.81
exit_long_rebuy_u_1 ( 61 ) 1 1 0 0 100 1.03 1.03 3.517 0.17
exit_quick_w_2_2 ( 46 ) 1 1 0 0 100 2.15 2.15 18.184 0.36
exit_quick_q_1 ( 47 ) 1 1 0 0 100 4.83 4.83 40.896 0.8
exit_quick_w_1_12 ( 46 ) 1 1 0 0 100 1.1 1.1 9.253 0.18
exit_profit_quick_max_m ( 45 103 104 ) 1 1 0 0 100 1.02 1.02 8.581 0.17
exit_pump_d_1_10 ( 25 ) 1 1 0 0 100 1.2 1.2 10.1 0.2
exit_quick_d_1_3 ( 47 ) 1 1 0 0 100 1.25 1.25 10.338 0.21
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.28 2.28 19.078 0.38
exit_quick_d_1_20 ( 46 ) 1 1 0 0 100 1.17 1.17 9.799 0.19
exit_long_rapid_rpd_3 ( 105 ) 1 1 0 0 100 1.16 1.16 9.7 0.19
exit_long_rebuy_d_2_13 ( 61 ) 1 1 0 0 100 2.52 2.52 8.415 0.42
exit_normal_d_2_1 ( 3 ) 1 1 0 0 100 2.28 2.28 19.035 0.38
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 2.28 2.28 19.037 0.38
exit_profit_pump_max_m ( 23 ) 1 1 0 0 100 1.1 1.1 9.152 0.18
exit_profit_long_rapid_max_m ( 103 ) 1 1 0 0 100 1.4 1.4 11.679 0.23
exit_profit_long_rapid_max_m ( 105 ) 1 1 0 0 100 1.13 1.13 9.523 0.19

SUMMARY METRICS

Metric Value
Backtesting from 2023-02-01 00:00:00
Backtesting to 2023-03-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 35 / 1.25
Starting balance 10000 USDT
Final balance 9941.094 USDT
Absolute profit -58.906 USDT
Total profit % -0.59%
CAGR % -7.41%
Sortino -0.67
Sharpe -0.74
Calmar -8.33
Profit factor 0.88
Expectancy (Ratio) -1.68 (-0.01)
Trades per day 1.25
Avg. daily profit % -0.02%
Avg. stake amount 803.541 USDT
Total trade volume 28123.92 USDT
Best Pair CKB/USDT 11.57%
Worst Pair VRA/USDT -26.30%
Best trade CKB/USDT 4.88%
Worst trade VRA/USDT -27.56%
Best day 68.524 USDT
Worst day -501.441 USDT
Days win/draw/lose 19 / 8 / 1
Avg. Duration Winners 5:08:00
Avg. Duration Loser 11 days, 19:10:00
Max Consecutive Wins / Loss 32 / 3
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9941.094 USDT
Max balance 10444.975 USDT
Max % of account underwater 4.82%
Absolute Drawdown (Account) 4.82%
Absolute Drawdown 503.881 USDT
Drawdown high 444.975 USDT
Drawdown low -58.906 USDT
Drawdown Start 2023-03-01 00:00:00
Drawdown End 2023-03-01 00:00:00
Market change 12.05%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 35 0.22 7.64 -58.906 -0.59 1 day, 4:58:00 32 0 3 91.4 503.881 USDT 4.82%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230301-20230401

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 2 days, 1:53:00 2 days, 1:53:00 2 days, 1:53:00 2 days, 1:53:00 1:10:00
Market Change -1.76 % -1.76 % -1.76 % -1.76 % -1.76 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.4923 % 1.4923 % 1.4923 % 1.4923 % 1.3567 %
Profit Sum 13.43 % 13.43 % 13.43 % 13.43 % 6.78 %
Profit Total 0.89 % 0.89 % 0.89 % 0.89 % 0.33 %
Trades 9 9 9 9 5
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NEO/USDT 1 2.93 2.93 24.207 0.24 6:05:00 1 0 0 100
MKR/USDT 1 2.30 2.30 19.094 0.19 2 days, 22:20:00 1 0 0 100
VELO/USDT 3 1.16 3.47 16.845 0.17 1:34:00 3 0 0 100
BTC/USDT 1 1.27 1.27 10.601 0.11 4:50:00 1 0 0 100
DASH/USDT 1 1.08 1.08 8.941 0.09 2:00:00 1 0 0 100
FIL/USDT 1 2.24 2.24 7.421 0.07 0:40:00 1 0 0 100
SXP/USDT 1 0.14 0.14 1.605 0.02 15 days, 0:25:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 9 1.49 13.43 88.715 0.89 2 days, 1:53:00 9 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 5 1.55 7.73 64.449 0.64 3 days, 16:44:00 5 0 0 100
61 3 1.54 4.63 15.372 0.15 1:29:00 3 0 0 100
44 1 1.07 1.07 8.893 0.09 0:55:00 1 0 0 100
TOTAL 9 1.49 13.43 88.715 0.89 2 days, 1:53:00 9 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 2 2 0 0 100 1.2 2.4 7.951 0.4
exit_quick_w_1_12 ( 46 ) 1 1 0 0 100 1.08 1.08 8.941 0.18
exit_quick_w_2_2 ( 46 ) 1 1 0 0 100 2.93 2.93 24.207 0.49
exit_profit_quick_max_m ( 44 ) 1 1 0 0 100 1.07 1.07 8.893 0.18
exit_quick_w_0_1 ( 46 ) 1 1 0 0 100 0.14 0.14 1.605 0.02
exit_long_rebuy_d_2_18 ( 61 ) 1 1 0 0 100 2.24 2.24 7.421 0.37
exit_quick_w_2_1 ( 46 ) 1 1 0 0 100 2.3 2.3 19.094 0.38
exit_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.27 1.27 10.601 0.21

SUMMARY METRICS

Metric Value
Backtesting from 2023-03-01 00:00:00
Backtesting to 2023-04-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 9 / 0.29
Starting balance 10000 USDT
Final balance 10088.715 USDT
Absolute profit 88.715 USDT
Total profit % 0.89%
CAGR % 10.96%
Sortino -100.00
Sharpe 7.85
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 9.86 (100.00)
Trades per day 0.29
Avg. daily profit % 0.03%
Avg. stake amount 698.745 USDT
Total trade volume 6288.702 USDT
Best Pair VELO/USDT 3.47%
Worst Pair AAVE/USDT 0.00%
Best trade NEO/USDT 2.93%
Worst trade SXP/USDT 0.14%
Best day 33.148 USDT
Worst day 0 USDT
Days win/draw/lose 7 / 18 / 0
Avg. Duration Winners 2 days, 1:53:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 9 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change -1.76%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 9 1.49 13.43 88.715 0.89 2 days, 1:53:00 9 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230401-20230501

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 2 days, 12:25:00 2 days, 12:25:00 2 days, 12:25:00 2 days, 12:24:00 n/a
Market Change 0.9 % 0.9 % 0.9 % 0.9 % n/a
Max Drawdown 1.9006 % 1.9006 % 1.9006 % 1.9006 % n/a
Profit Mean -0.1846 % -0.1846 % -0.1846 % -0.0727 % n/a
Profit Sum -2.77 % -2.77 % -2.77 % -1.09 % n/a
Profit Total -0.64 % -0.64 % -0.64 % -0.5 % n/a
Trades 15 15 15 15 n/a
Win Rate 73.33 % 73.33 % 73.33 % 73.33 % n/a
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UOS/USDT 1 2.18 2.18 18.165 0.18 22:00:00 1 0 0 100
JST/USDT 1 1.78 1.78 14.715 0.15 1 day, 10:30:00 1 0 0 100
BTC/USDT 1 1.50 1.50 12.372 0.12 1 day, 6:35:00 1 0 0 100
EOS/USDT 1 1.44 1.44 12.018 0.12 11:45:00 1 0 0 100
SNX/USDT 1 1.44 1.44 12.014 0.12 9:05:00 1 0 0 100
CKB/USDT 1 1.42 1.42 11.821 0.12 5:00:00 1 0 0 100
XRP/USDT 1 1.40 1.40 11.619 0.12 7:55:00 1 0 0 100
WAVES/USDT 1 1.35 1.35 11.181 0.11 11:40:00 1 0 0 100
ETC/USDT 1 1.18 1.18 9.755 0.10 4 days, 3:20:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 2 -0.18 -0.35 -3.112 -0.03 3 days, 14:20:00 1 0 1 50.0
CRO/USDT 1 -2.24 -2.24 -18.740 -0.19 5:00:00 0 0 1 0
ONT/USDT 1 -2.35 -2.35 -19.643 -0.20 1 day, 16:00:00 0 0 1 0
DEGO/USDT 2 -5.76 -11.51 -135.674 -1.36 9 days, 12:20:00 1 0 1 50.0
TOTAL 15 -0.18 -2.77 -63.509 -0.64 2 days, 12:25:00 11 0 4 73.3

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
MLK/USDT 1 -1.95 -1.95 -16.320 -0.16 6 days, 21:10:00 0 0 1 0
CRO/USDT 1 -2.24 -2.24 -18.740 -0.19 5:00:00 0 0 1 0
ONT/USDT 1 -2.35 -2.35 -19.643 -0.20 1 day, 16:00:00 0 0 1 0
DEGO/USDT 1 -11.77 -11.77 -137.804 -1.38 12 days, 5:00:00 0 0 1 0
TOTAL 4 -4.58 -18.31 -192.507 -1.93 5 days, 5:48:00 0 0 4 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
25 1 0.26 0.26 2.131 0.02 6 days, 19:40:00 1 0 0 100
41 1 -1.95 -1.95 -16.320 -0.16 6 days, 21:10:00 0 0 1 0
46 13 -0.08 -1.07 -49.319 -0.49 1 day, 20:25:00 10 0 3 76.9
TOTAL 15 -0.18 -2.77 -63.509 -0.64 2 days, 12:25:00 11 0 4 73.3

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
force_exit 4 0 0 4 0 -4.58 -18.31 -192.507 -3.05
exit_quick_w_1_4 ( 46 ) 2 2 0 0 100 1.47 2.94 24.386 0.49
exit_quick_w_1_1 ( 46 ) 2 2 0 0 100 1.48 2.96 24.47 0.49
exit_quick_w_1_2 ( 46 ) 2 2 0 0 100 1.37 2.75 22.8 0.46
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.6 1.6 13.208 0.27
exit_quick_w_2_12 ( 46 ) 1 1 0 0 100 2.18 2.18 18.165 0.36
exit_pump_w_0_1 ( 25 ) 1 1 0 0 100 0.26 0.26 2.131 0.04
exit_profit_quick_max_m ( 46 ) 1 1 0 0 100 1.42 1.42 11.821 0.24
exit_quick_w_1_9 ( 46 ) 1 1 0 0 100 1.44 1.44 12.018 0.24

SUMMARY METRICS

Metric Value
Backtesting from 2023-04-01 00:00:00
Backtesting to 2023-05-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 15 / 0.5
Starting balance 10000 USDT
Final balance 9936.491 USDT
Absolute profit -63.509 USDT
Total profit % -0.64%
CAGR % -7.46%
Sortino -0.78
Sharpe -1.07
Calmar -21.28
Profit factor 0.67
Expectancy (Ratio) -4.23 (-0.09)
Trades per day 0.5
Avg. daily profit % -0.02%
Avg. stake amount 853.311 USDT
Total trade volume 12799.668 USDT
Best Pair UOS/USDT 2.18%
Worst Pair DEGO/USDT -11.51%
Best trade UOS/USDT 2.18%
Worst trade DEGO/USDT -11.77%
Best day 30.18 USDT
Worst day -192.507 USDT
Days win/draw/lose 7 / 21 / 1
Avg. Duration Winners 1 day, 12:38:00
Avg. Duration Loser 5 days, 5:48:00
Max Consecutive Wins / Loss 11 / 4
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9936.491 USDT
Max balance 10128.999 USDT
Max % of account underwater 1.90%
Absolute Drawdown (Account) 1.90%
Absolute Drawdown 192.507 USDT
Drawdown high 128.999 USDT
Drawdown low -63.509 USDT
Drawdown Start 2023-04-18 11:45:00
Drawdown End 2023-05-01 00:00:00
Market change 0.90%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 15 -0.18 -2.77 -63.509 -0.64 2 days, 12:25:00 11 0 4 73.3 192.507 USDT 1.90%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230501-20230601

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 2 days, 16:49:00 2 days, 16:49:00 2 days, 16:49:00 2 days, 16:49:00 17:36:00
Market Change -10.18 % -10.18 % -10.18 % -10.18 % -10.18 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.7587 % 1.7587 % 1.7587 % 1.7587 % 1.9764 %
Profit Sum 14.07 % 14.07 % 14.07 % 14.07 % 7.91 %
Profit Total 1.15 % 1.15 % 1.15 % 1.15 % 0.55 %
Trades 8 8 8 8 4
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DAG/USDT 2 3.26 6.51 53.909 0.54 16:49:00 2 0 0 100
MLK/USDT 1 2.65 2.65 30.764 0.31 10 days, 22:03:00 1 0 0 100
VELO/USDT 1 1.60 1.60 13.362 0.13 13:28:00 1 0 0 100
MAP/USDT 1 0.86 0.86 7.123 0.07 1:10:00 1 0 0 100
ORN/USDT 1 1.13 1.13 3.757 0.04 6:11:00 1 0 0 100
NWC/USDT 1 1.03 1.03 3.404 0.03 1 day, 16:04:00 1 0 0 100
KSM/USDT 1 0.29 0.29 2.394 0.02 6 days, 17:55:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 8 1.76 14.07 114.712 1.15 2 days, 16:49:00 8 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
7 61 1 4.89 4.89 40.390 0.40 23:00:00 1 0 0 100
46 2 1.47 2.94 33.157 0.33 8 days, 19:59:00 2 0 0 100
12 2 1.61 3.23 26.880 0.27 12:03:00 2 0 0 100
61 2 1.08 2.16 7.161 0.07 23:08:00 2 0 0 100
41 1 0.86 0.86 7.123 0.07 1:10:00 1 0 0 100
TOTAL 8 1.76 14.07 114.712 1.15 2 days, 16:49:00 8 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_normal_max_m ( 12 ) 2 2 0 0 100 1.61 3.23 26.88 0.54
exit_normal_3_1_1 ( 7 61 ) 1 1 0 0 100 4.89 4.89 40.39 0.82
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.13 1.13 3.757 0.19
exit_long_rebuy_3_1_1 ( 61 ) 1 1 0 0 100 1.03 1.03 3.404 0.17
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 2.65 2.65 30.764 0.44
exit_quick_w_0_1 ( 46 ) 1 1 0 0 100 0.29 0.29 2.394 0.05
exit_quick_d_0_18 ( 41 ) 1 1 0 0 100 0.86 0.86 7.123 0.14

SUMMARY METRICS

Metric Value
Backtesting from 2023-05-01 00:00:00
Backtesting to 2023-06-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 8 / 0.26
Starting balance 10000 USDT
Final balance 10114.712 USDT
Absolute profit 114.712 USDT
Total profit % 1.15%
CAGR % 14.37%
Sortino -100.00
Sharpe 5.39
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 14.34 (100.00)
Trades per day 0.26
Avg. daily profit % 0.04%
Avg. stake amount 746.616 USDT
Total trade volume 5972.931 USDT
Best Pair DAG/USDT 6.51%
Worst Pair AAVE/USDT 0.00%
Best trade DAG/USDT 4.89%
Worst trade KSM/USDT 0.29%
Best day 40.39 USDT
Worst day 0 USDT
Days win/draw/lose 8 / 20 / 0
Avg. Duration Winners 2 days, 16:49:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 8 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change -10.18%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 8 1.76 14.07 114.712 1.15 2 days, 16:49:00 8 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230601-20230701

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 4 days, 1:24:00 4 days, 1:24:00 4 days, 1:24:00 4 days, 1:24:00 1:15:00
Market Change -3.56 % -3.56 % -3.56 % -3.56 % -3.56 %
Max Drawdown 0.3664 % 0.3664 % 0.3664 % 0.3664 % 0.0 %
Profit Mean 0.7527 % 0.7527 % 0.7527 % 0.7527 % 2.1919 %
Profit Sum 5.27 % 5.27 % 5.27 % 5.27 % 6.58 %
Profit Total 0.3 % 0.3 % 0.3 % 0.3 % 0.41 %
Trades 7 7 7 7 3
Win Rate 71.43 % 71.43 % 71.43 % 71.43 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DAG/USDT 1 2.77 2.77 22.891 0.23 1:05:00 1 0 0 100
XRP/USDT 1 2.07 2.07 17.142 0.17 10:20:00 1 0 0 100
VELO/USDT 1 2.72 2.72 9.037 0.09 2:27:00 1 0 0 100
EWT/USDT 1 1.09 1.09 9.016 0.09 0:13:00 1 0 0 100
GRT/USDT 1 1.07 1.07 8.854 0.09 0:45:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 1 -1.75 -1.75 -14.554 -0.15 3 days, 10:00:00 0 0 1 0
TRX/USDT 1 -2.70 -2.70 -22.332 -0.22 24 days, 9:00:00 0 0 1 0
TOTAL 7 0.75 5.27 30.053 0.30 4 days, 1:24:00 5 0 2 71.4

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UOS/USDT 1 -1.75 -1.75 -14.554 -0.15 3 days, 10:00:00 0 0 1 0
TRX/USDT 1 -2.70 -2.70 -22.332 -0.22 24 days, 9:00:00 0 0 1 0
TOTAL 2 -2.22 -4.45 -36.886 -0.37 13 days, 21:30:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
103 1 2.77 2.77 22.891 0.23 1:05:00 1 0 0 100
61 1 2.72 2.72 9.037 0.09 2:27:00 1 0 0 100
101 1 1.09 1.09 9.016 0.09 0:13:00 1 0 0 100
46 4 -0.33 -1.31 -10.891 -0.11 7 days, 1:31:00 2 0 2 50.0
TOTAL 7 0.75 5.27 30.053 0.30 4 days, 1:24:00 5 0 2 71.4

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
force_exit 2 0 0 2 0 -2.22 -4.45 -36.886 -0.74
exit_profit_quick_max_m ( 46 ) 1 1 0 0 100 1.07 1.07 8.854 0.18
exit_long_rapid_rpd_3 ( 103 ) 1 1 0 0 100 2.77 2.77 22.891 0.46
exit_quick_q_3 ( 46 ) 1 1 0 0 100 2.07 2.07 17.142 0.34
exit_long_rapid_u_1 ( 101 ) 1 1 0 0 100 1.09 1.09 9.016 0.18
exit_long_rebuy_d_2_1 ( 61 ) 1 1 0 0 100 2.72 2.72 9.037 0.45

SUMMARY METRICS

Metric Value
Backtesting from 2023-06-01 00:00:00
Backtesting to 2023-07-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 7 / 0.23
Starting balance 10000 USDT
Final balance 10030.053 USDT
Absolute profit 30.053 USDT
Total profit % 0.30%
CAGR % 3.72%
Sortino 4.92
Sharpe 1.25
Calmar 52.23
Profit factor 1.81
Expectancy (Ratio) 4.29 (0.23)
Trades per day 0.23
Avg. daily profit % 0.01%
Avg. stake amount 756.67 USDT
Total trade volume 5296.689 USDT
Best Pair DAG/USDT 2.77%
Worst Pair TRX/USDT -2.70%
Best trade DAG/USDT 2.77%
Worst trade TRX/USDT -2.70%
Best day 31.745 USDT
Worst day -36.886 USDT
Days win/draw/lose 4 / 25 / 1
Avg. Duration Winners 2:58:00
Avg. Duration Loser 13 days, 21:30:00
Max Consecutive Wins / Loss 5 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10008.854 USDT
Max balance 10066.939 USDT
Max % of account underwater 0.37%
Absolute Drawdown (Account) 0.37%
Absolute Drawdown 36.886 USDT
Drawdown high 66.939 USDT
Drawdown low 30.053 USDT
Drawdown Start 2023-06-30 16:47:00
Drawdown End 2023-07-01 00:00:00
Market change -3.56%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 7 0.75 5.27 30.053 0.30 4 days, 1:24:00 5 0 2 71.4 36.886 USDT 0.37%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230701-20230801

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 3 days, 17:30:00 3 days, 17:30:00 3 days, 17:30:00 3 days, 17:30:00 n/a
Market Change 1.88 % 1.88 % 1.88 % 1.88 % n/a
Max Drawdown 1.1555 % 1.1555 % 1.1555 % 1.1555 % n/a
Profit Mean 0.4377 % 0.4377 % 0.4377 % 0.4377 % n/a
Profit Sum 6.57 % 6.57 % 6.57 % 6.57 % n/a
Profit Total 0.54 % 0.54 % 0.54 % 0.54 % n/a
Trades 15 15 15 15 n/a
Win Rate 86.67 % 86.67 % 86.67 % 86.67 % n/a
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FIL/USDT 3 1.61 4.83 40.011 0.40 4 days, 4:19:00 3 0 0 100
WIN/USDT 1 4.02 4.02 33.320 0.33 17:20:00 1 0 0 100
LINK/USDT 2 1.64 3.29 27.432 0.27 1 day, 14:44:00 2 0 0 100
UNI/USDT 2 1.11 2.21 18.423 0.18 3:48:00 2 0 0 100
DOT/USDT 1 1.43 1.43 11.820 0.12 21:30:00 1 0 0 100
DGB/USDT 1 1.23 1.23 10.259 0.10 11:00:00 1 0 0 100
EOS/USDT 1 1.05 1.05 8.695 0.09 4:19:00 1 0 0 100
AAVE/USDT 1 1.01 1.01 8.449 0.08 14:22:00 1 0 0 100
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 2 -1.04 -2.08 -17.498 -0.17 9 days, 7:52:00 1 0 1 50.0
DIA/USDT 1 -10.41 -10.41 -86.992 -0.87 18 days, 8:10:00 0 0 1 0
TOTAL 15 0.44 6.57 53.919 0.54 3 days, 17:30:00 13 0 2 86.7

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BTC/USDT 1 -3.66 -3.66 -30.537 -0.31 16 days, 6:00:00 0 0 1 0
DIA/USDT 1 -10.41 -10.41 -86.992 -0.87 18 days, 8:10:00 0 0 1 0
TOTAL 2 -7.04 -14.07 -117.529 -1.18 17 days, 7:05:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 14 1.21 16.98 140.911 1.41 2 days, 16:27:00 13 0 1 92.9
12 1 -10.41 -10.41 -86.992 -0.87 18 days, 8:10:00 0 0 1 0
TOTAL 15 0.44 6.57 53.919 0.54 3 days, 17:30:00 13 0 2 86.7

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 4 4 0 0 100 1.1 4.4 36.557 0.73
exit_quick_w_1_5 ( 46 ) 2 2 0 0 100 1.33 2.65 22.079 0.44
force_exit 2 0 0 2 0 -7.04 -14.07 -117.529 -2.35
exit_quick_w_2_2 ( 46 ) 1 1 0 0 100 2.89 2.89 23.828 0.48
exit_quick_3_1_1 ( 46 ) 1 1 0 0 100 4.02 4.02 33.32 0.67
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.57 1.57 13.039 0.26
exit_quick_w_0_1 ( 46 ) 1 1 0 0 100 0.53 0.53 4.416 0.09
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.41 1.41 11.767 0.23
exit_quick_d_1_12 ( 46 ) 1 1 0 0 100 1.05 1.05 8.795 0.17
exit_quick_w_2_1 ( 46 ) 1 1 0 0 100 2.11 2.11 17.647 0.35

SUMMARY METRICS

Metric Value
Backtesting from 2023-07-01 00:00:00
Backtesting to 2023-08-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 15 / 0.48
Starting balance 10000 USDT
Final balance 10053.919 USDT
Absolute profit 53.919 USDT
Total profit % 0.54%
CAGR % 6.54%
Sortino 1.18
Sharpe 1.21
Calmar 28.76
Profit factor 1.46
Expectancy (Ratio) 3.59 (0.06)
Trades per day 0.48
Avg. daily profit % 0.02%
Avg. stake amount 831.021 USDT
Total trade volume 12465.312 USDT
Best Pair FIL/USDT 4.83%
Worst Pair DIA/USDT -10.41%
Best trade WIN/USDT 4.02%
Worst trade DIA/USDT -10.41%
Best day 53.836 USDT
Worst day -117.529 USDT
Days win/draw/lose 10 / 19 / 1
Avg. Duration Winners 1 day, 15:24:00
Avg. Duration Loser 17 days, 7:05:00
Max Consecutive Wins / Loss 13 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10023.828 USDT
Max balance 10171.448 USDT
Max % of account underwater 1.16%
Absolute Drawdown (Account) 1.16%
Absolute Drawdown 117.529 USDT
Drawdown high 171.448 USDT
Drawdown low 53.919 USDT
Drawdown Start 2023-07-26 19:50:00
Drawdown End 2023-08-01 00:00:00
Market change 1.88%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 15 0.44 6.57 53.919 0.54 3 days, 17:30:00 13 0 2 86.7 117.529 USDT 1.16%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230801-20230901

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 5 days, 9:22:00 5 days, 9:22:00 5 days, 9:22:00 5 days, 9:22:00 1 day, 13:35:00
Market Change -13.53 % -13.53 % -13.53 % -13.53 % -13.53 %
Max Drawdown 0.6868 % 0.6868 % 0.6868 % 0.6868 % 0.0 %
Profit Mean -0.7772 % -0.7772 % -0.7772 % -0.7772 % 5.9165 %
Profit Sum -3.89 % -3.89 % -3.89 % -3.89 % 5.92 %
Profit Total -0.32 % -0.32 % -0.32 % -0.32 % 0.98 %
Trades 5 5 5 5 1
Win Rate 80.0 % 80.0 % 80.0 % 80.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TRX/USDT 1 1.32 1.32 10.895 0.11 4 days, 0:40:00 1 0 0 100
VRA/USDT 1 1.06 1.06 8.776 0.09 0:50:00 1 0 0 100
UOS/USDT 1 1.04 1.04 8.627 0.09 11:22:00 1 0 0 100
AKRO/USDT 1 1.02 1.02 8.413 0.08 5 days, 0:56:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 1 -8.33 -8.33 -68.936 -0.69 17 days, 9:00:00 0 0 1 0
TOTAL 5 -0.78 -3.89 -32.226 -0.32 5 days, 9:22:00 4 0 1 80.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
WIN/USDT 1 -8.33 -8.33 -68.936 -0.69 17 days, 9:00:00 0 0 1 0
TOTAL 1 -8.33 -8.33 -68.936 -0.69 17 days, 9:00:00 0 0 1 0

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
102 1 1.02 1.02 8.413 0.08 5 days, 0:56:00 1 0 0 100
46 4 -1.23 -4.90 -40.639 -0.41 5 days, 11:28:00 3 0 1 75.0
TOTAL 5 -0.78 -3.89 -32.226 -0.32 5 days, 9:22:00 4 0 1 80.0

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_quick_max_m ( 46 ) 2 2 0 0 100 1.05 2.11 17.402 0.35
exit_long_rapid_rpd_1 ( 102 ) 1 1 0 0 100 1.02 1.02 8.413 0.17
exit_quick_w_1_4 ( 46 ) 1 1 0 0 100 1.32 1.32 10.895 0.22
force_exit 1 0 0 1 0 -8.33 -8.33 -68.936 -1.39

SUMMARY METRICS

Metric Value
Backtesting from 2023-08-01 00:00:00
Backtesting to 2023-09-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 5 / 0.16
Starting balance 10000 USDT
Final balance 9967.774 USDT
Absolute profit -32.226 USDT
Total profit % -0.32%
CAGR % -3.73%
Sortino -100.00
Sharpe -0.64
Calmar -28.92
Profit factor 0.53
Expectancy (Ratio) -6.45 (-0.09)
Trades per day 0.16
Avg. daily profit % -0.01%
Avg. stake amount 826.136 USDT
Total trade volume 4130.678 USDT
Best Pair TRX/USDT 1.32%
Worst Pair WIN/USDT -8.33%
Best trade TRX/USDT 1.32%
Worst trade WIN/USDT -8.33%
Best day 10.895 USDT
Worst day -68.936 USDT
Days win/draw/lose 4 / 25 / 1
Avg. Duration Winners 2 days, 9:27:00
Avg. Duration Loser 17 days, 9:00:00
Max Consecutive Wins / Loss 4 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9967.774 USDT
Max balance 10036.71 USDT
Max % of account underwater 0.69%
Absolute Drawdown (Account) 0.69%
Absolute Drawdown 68.936 USDT
Drawdown high 36.71 USDT
Drawdown low -32.226 USDT
Drawdown Start 2023-08-29 16:40:00
Drawdown End 2023-09-01 00:00:00
Market change -13.53%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 5 -0.78 -3.89 -32.226 -0.32 5 days, 9:22:00 4 0 1 80.0 68.936 USDT 0.69%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230901-20231001

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 2 days, 21:44:00 2 days, 21:44:00 2 days, 21:44:00 2 days, 21:44:00 n/a
Market Change 2.89 % 2.89 % 2.89 % 2.89 % n/a
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % n/a
Profit Mean 1.6067 % 1.6067 % 1.6067 % 1.6067 % n/a
Profit Sum 9.64 % 9.64 % 9.64 % 9.64 % n/a
Profit Total 0.8 % 0.8 % 0.8 % 0.8 % n/a
Trades 6 6 6 6 n/a
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % n/a
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LTC/USDT 1 4.07 4.07 33.663 0.34 7 days, 14:50:00 1 0 0 100
BNB/USDT 1 1.18 1.18 9.714 0.10 3 days, 14:17:00 1 0 0 100
LINK/USDT 1 1.12 1.12 9.309 0.09 10:31:00 1 0 0 100
FIL/USDT 1 1.11 1.11 9.190 0.09 6:44:00 1 0 0 100
ATOM/USDT 1 1.10 1.10 9.156 0.09 5 days, 3:55:00 1 0 0 100
TRX/USDT 1 1.07 1.07 8.801 0.09 8:10:00 1 0 0 100
AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 6 1.61 9.64 79.834 0.80 2 days, 21:44:00 6 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 6 1.61 9.64 79.834 0.80 2 days, 21:44:00 6 0 0 100
TOTAL 6 1.61 9.64 79.834 0.80 2 days, 21:44:00 6 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_quick_w_1_1 ( 46 ) 2 2 0 0 100 1.08 2.17 17.957 0.36
exit_profit_quick_max_m ( 46 ) 2 2 0 0 100 1.11 2.23 18.499 0.37
exit_quick_3_1_1 ( 46 ) 1 1 0 0 100 1.18 1.18 9.714 0.2
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 4.07 4.07 33.663 0.68

SUMMARY METRICS

Metric Value
Backtesting from 2023-09-01 00:00:00
Backtesting to 2023-10-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 6 / 0.2
Starting balance 10000 USDT
Final balance 10079.834 USDT
Absolute profit 79.834 USDT
Total profit % 0.80%
CAGR % 10.16%
Sortino -100.00
Sharpe 5.58
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 13.31 (100.00)
Trades per day 0.2
Avg. daily profit % 0.03%
Avg. stake amount 827.658 USDT
Total trade volume 4965.945 USDT
Best Pair LTC/USDT 4.07%
Worst Pair AAVE/USDT 0.00%
Best trade LTC/USDT 4.07%
Worst trade TRX/USDT 1.07%
Best day 33.663 USDT
Worst day 0 USDT
Days win/draw/lose 5 / 18 / 0
Avg. Duration Winners 2 days, 21:44:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 6 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change 2.89%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 6 1.61 9.64 79.834 0.80 2 days, 21:44:00 6 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20231001-20231101

Current Previous v14.1.253 v14.1.225 v14.1.147
Average Duration 3 days, 11:50:00 3 days, 11:50:00 3 days, 11:50:00 3 days, 11:50:00 1:05:00
Market Change 15.66 % 15.66 % 15.66 % 15.66 % 15.66 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 2.143 % 2.143 % 2.143 % 2.143 % 1.0951 %
Profit Sum 23.57 % 23.57 % 23.57 % 23.57 % 1.1 %
Profit Total 1.9 % 1.9 % 1.9 % 1.9 % 0.04 %
Trades 11 11 11 11 1
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
WIN/USDT 2 4.79 9.58 79.318 0.79 7 days, 19:02:00 2 0 0 100
EWT/USDT 1 2.00 2.00 16.799 0.17 0:01:00 1 0 0 100
VRA/USDT 1 2.03 2.03 16.774 0.17 0:13:00 1 0 0 100
STX/USDT 1 1.89 1.89 15.668 0.16 22:00:00 1 0 0 100
LTC/USDT 1 1.88 1.88 15.629 0.16 1 day, 21:20:00 1 0 0 100
XLM/USDT 1 1.84 1.84 15.243 0.15 19 days, 16:42:00 1 0 0 100
LINK/USDT 1 1.83 1.83 15.114 0.15 1:50:00 1 0 0 100
SXP/USDT 1 1.11 1.11 9.361 0.09 4:00:00 1 0 0 100
VIDT/USDT 1 1.10 1.10 3.685 0.04 1:05:00 1 0 0 100
AAVE/USDT 1 0.30 0.30 2.482 0.02 0:53:00 1 0 0 100
ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MAP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 11 2.14 23.57 190.074 1.90 3 days, 11:50:00 11 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

TAG Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 8 2.31 18.44 152.816 1.53 4 days, 19:06:00 8 0 0 100
11 1 2.00 2.00 16.799 0.17 0:01:00 1 0 0 100
12 1 2.03 2.03 16.774 0.17 0:13:00 1 0 0 100
61 1 1.10 1.10 3.685 0.04 1:05:00 1 0 0 100
TOTAL 11 2.14 23.57 190.074 1.90 3 days, 11:50:00 11 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit %
exit_profit_normal_max_m ( 12 ) 1 1 0 0 100 2.03 2.03 16.774 0.34
exit_quick_d_0_20 ( 46 ) 1 1 0 0 100 0.3 0.3 2.482 0.05
exit_quick_w_1_12 ( 46 ) 1 1 0 0 100 1.83 1.83 15.114 0.3
exit_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.89 1.89 15.668 0.32
exit_quick_2_1_1 ( 46 ) 1 1 0 0 100 9.4 9.4 77.81 1.57
exit_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.88 1.88 15.629 0.31
exit_quick_w_0_2 ( 46 ) 1 1 0 0 100 0.18 0.18 1.508 0.03
exit_quick_w_1_4 ( 46 ) 1 1 0 0 100 1.84 1.84 15.243 0.31
exit_normal_u_1 ( 11 ) 1 1 0 0 100 2 2 16.799 0.33
exit_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.11 1.11 9.361 0.19
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.1 1.1 3.685 0.18

SUMMARY METRICS

Metric Value
Backtesting from 2023-10-01 00:00:00
Backtesting to 2023-11-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 11 / 0.35
Starting balance 10000 USDT
Final balance 10190.074 USDT
Absolute profit 190.074 USDT
Total profit % 1.90%
CAGR % 24.82%
Sortino -100.00
Sharpe 5.86
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 17.28 (100.00)
Trades per day 0.35
Avg. daily profit % 0.06%
Avg. stake amount 785.107 USDT
Total trade volume 8636.178 USDT
Best Pair WIN/USDT 9.58%
Worst Pair ADA/USDT 0.00%
Best trade WIN/USDT 9.40%
Worst trade WIN/USDT 0.18%
Best day 77.81 USDT
Worst day 0 USDT
Days win/draw/lose 10 / 17 / 0
Avg. Duration Winners 3 days, 11:50:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 11 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change 15.66%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 11 2.14 23.57 190.074 1.90 3 days, 11:50:00 11 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

Please sign in to comment.