Skip to content

Commit

Permalink
X5: add global protection rule (Long).
Browse files Browse the repository at this point in the history
  • Loading branch information
iterativv committed Dec 5, 2024
1 parent 0d35ff4 commit deafd07
Showing 1 changed file with 18 additions and 1 deletion.
19 changes: 18 additions & 1 deletion NostalgiaForInfinityX5.py
Original file line number Diff line number Diff line change
Expand Up @@ -67,7 +67,7 @@ class NostalgiaForInfinityX5(IStrategy):
INTERFACE_VERSION = 3

def version(self) -> str:
return "v15.1.261"
return "v15.1.262"

stoploss = -0.99

Expand Down Expand Up @@ -4446,6 +4446,23 @@ def populate_indicators(self, df: DataFrame, metadata: dict) -> DataFrame:
| (df["CCI_20_4h"] < -100.0)
| (df["ROC_2_1d"] > -30.0)
)
# 15m & 4h & 1d down move, 15m & 1h & 4h still not low enough, 1d still not low enough & downtrend
& (
(df["RSI_3_15m"] > 15.0)
| (df["RSI_3_4h"] > 45.0)
| (df["RSI_3_1d"] > 35.0)
| (df["RSI_14_15m"] < 20.0)
| (df["AROONU_14_15m"] < 25.0)
| (df["STOCHRSIk_14_14_3_3_15m"] < 20.0)
| (df["RSI_14_1h"] < 30.0)
| (df["CCI_20_1h"] < -150.0)
| (df["STOCHk_14_3_3_1h"] < 20.0)
| (df["RSI_14_4h"] < 30.0)
| (df["CCI_20_4h"] < -150.0)
| (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
| (df["RSI_14_1d"] < 35.0)
| (df["ROC_9_1d"] > -40.0)
)
# 15m & 1h & 4h & 1d down move, 15m downtrend, 1h & 4h still not low enough, 1d still high
& (
(df["RSI_3_15m"] > 15.0)
Expand Down

88 comments on commit deafd07

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230501-20230601

Current Previous v15.1.252 v15.1.240
Average Duration 1 day, 23:29:00 n/a 1 day, 23:29:00 1 day, 23:29:00
Market Change -14.4 % n/a -14.4 % -14.4 %
Max Drawdown 1.1999 % n/a 1.2001 % 1.195 %
Profit Mean 1.14 % n/a 1.14 % 1.14 %
Profit Sum 28.5 % n/a 28.5 % 28.56 %
Profit Total 5.09 % n/a 5.09 % 5.09 %
Trades 25 n/a 25 25
Win Rate 92.0 % n/a 92.0 % 92.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
RIF/USDT 3 1.96 141.030 1.41 11:22:00 3 0 0 100
RAD/USDT 4 2.05 139.337 1.39 0:48:00 4 0 0 100
RAY/USDT 1 2.74 59.706 0.6 12 days, 4:29:00 1 0 0 100
ARPA/USDT 2 1.68 58.454 0.58 0:16:00 2 0 0 100
IDEX/USDT 2 1.35 46.292 0.46 0:58:00 2 0 0 100
FET/USDT 1 1.44 40.198 0.4 11 days, 15:50:00 1 0 0 100
CKB/USDT 1 2.19 39.641 0.4 4:01:00 1 0 0 100
OG/USDT 1 2.34 39.324 0.39 0:35:00 1 0 0 100
FLM/USDT 1 0.84 17.273 0.17 9 days, 20:25:00 1 0 0 100
LRC/USDT 1 0.77 12.943 0.13 9:05:00 1 0 0 100
FUN/USDT 1 0.63 10.823 0.11 0:03:00 1 0 0 100
AUDIO/USDT 1 0.41 8.785 0.09 8 days, 7:27:00 1 0 0 100
FTM/USDT 1 0.43 7.263 0.07 0:02:00 1 0 0 100
CELR/USDT 1 0.31 5.187 0.05 9:15:00 1 0 0 100
GRT/USDT 1 0.3 5.048 0.05 9:30:00 1 0 0 100
DYDX/USDT 1 0.3 5.042 0.05 0:02:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BLZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 1 -0.08 -0.737 -0.01 3 days, 15:35:00 0 0 1 0
FLUX/USDT 1 -4.23 -126.884 -1.27 19:05:00 0 0 1 0
TOTAL 25 1.14 508.725 5.09 1 day, 23:29:00 23 0 2 92.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
AVAX/USDT 1 -0.08 -0.737 -0.01 3 days, 15:35:00 0 0 1 0
FLUX/USDT 1 -4.23 -126.884 -1.27 19:05:00 0 0 1 0
TOTAL 2 -2.16 -127.620 -1.28 2 days, 5:20:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 13 1.61 374.859 3.75 2 days, 8:31:00 13 0 0 100
3 1 2.76 87.619 0.88 1 day, 8:31:00 1 0 0 100
141 142 3 0.68 50.433 0.5 4 days, 3:32:00 3 0 0 100
1 1 2.37 41.088 0.41 0:26:00 1 0 0 100
5 1 2.19 39.641 0.4 4:01:00 1 0 0 100
43 1 1.01 17.458 0.17 1:05:00 1 0 0 100
142 1 0.77 12.943 0.13 9:05:00 1 0 0 100
141 1 0.43 7.263 0.07 0:02:00 1 0 0 100
2 3 6 1 0.3 5.042 0.05 0:02:00 1 0 0 100
120 1 -0.08 -0.737 -0.01 3 days, 15:35:00 0 0 1 0
2 1 -4.23 -126.884 -1.27 19:05:00 0 0 1 0
TOTAL 25 1.14 508.725 5.09 1 day, 23:29:00 23 0 2 92.0

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_5_55 ( 3 ) 1 2.76 87.619 0.88 1 day, 8:31:00 1 0 0 100
exit_long_normal_d_3_8 ( 6 ) 1 3.47 60.837 0.61 1:30:00 1 0 0 100
exit_long_normal_3_1_1 ( 6 ) 1 2.74 59.706 0.6 12 days, 4:29:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.12 57.339 0.57 0:06:00 3 0 0 100
exit_long_normal_d_2_91 ( 6 ) 1 2.57 42.763 0.43 0:25:00 1 0 0 100
exit_long_normal_u_2 ( 1 ) 1 2.37 41.088 0.41 0:26:00 1 0 0 100
exit_long_tc_w_2_6 ( 141 142 ) 1 1.44 40.198 0.4 11 days, 15:50:00 1 0 0 100
exit_long_normal_d_2_24 ( 5 ) 1 2.19 39.641 0.4 4:01:00 1 0 0 100
exit_long_normal_d_2_65 ( 6 ) 1 2.34 39.324 0.39 0:35:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.11 35.954 0.36 0:29:00 1 0 0 100
exit_long_normal_d_1_42 ( 6 ) 1 1.42 24.591 0.25 1:51:00 1 0 0 100
exit_long_normal_d_1_80 ( 6 ) 1 1.06 17.465 0.17 1:06:00 1 0 0 100
exit_long_quick_d_1_21 ( 43 ) 1 1.01 17.458 0.17 1:05:00 1 0 0 100
exit_long_normal_w_1_1 ( 6 ) 1 0.84 17.273 0.17 9 days, 20:25:00 1 0 0 100
exit_long_tc_d_0_1 ( 142 ) 1 0.77 12.943 0.13 9:05:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.63 10.823 0.11 0:03:00 1 0 0 100
exit_long_tc_d_0_61 ( 141 142 ) 2 0.3 10.235 0.1 9:22:00 2 0 0 100
exit_long_normal_w_0_1 ( 6 ) 1 0.41 8.785 0.09 8 days, 7:27:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 1 0.43 7.263 0.07 0:02:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 6 ) 1 0.3 5.042 0.05 0:02:00 1 0 0 100
force_exit 2 -2.16 -127.620 -1.28 2 days, 5:20:00 0 0 2 0
TOTAL 25 1.14 508.725 5.09 1 day, 23:29:00 23 0 2 92.0

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('3 ', 'exit_long_normal_d_5_55 ( 3 )') 1 2.76 87.619 0.88 1 day, 8:31:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_8 ( 6 )') 1 3.47 60.837 0.61 1:30:00 1 0 0 100
('6 ', 'exit_long_normal_3_1_1 ( 6 )') 1 2.74 59.706 0.6 12 days, 4:29:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.12 57.339 0.57 0:06:00 3 0 0 100
('6 ', 'exit_long_normal_d_2_91 ( 6 )') 1 2.57 42.763 0.43 0:25:00 1 0 0 100
('1 ', 'exit_long_normal_u_2 ( 1 )') 1 2.37 41.088 0.41 0:26:00 1 0 0 100
('141 142 ', 'exit_long_tc_w_2_6 ( 141 142 )') 1 1.44 40.198 0.4 11 days, 15:50:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_24 ( 5 )') 1 2.19 39.641 0.4 4:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_65 ( 6 )') 1 2.34 39.324 0.39 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.11 35.954 0.36 0:29:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_42 ( 6 )') 1 1.42 24.591 0.25 1:51:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_80 ( 6 )') 1 1.06 17.465 0.17 1:06:00 1 0 0 100
('43 ', 'exit_long_quick_d_1_21 ( 43 )') 1 1.01 17.458 0.17 1:05:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_1 ( 6 )') 1 0.84 17.273 0.17 9 days, 20:25:00 1 0 0 100
('142 ', 'exit_long_tc_d_0_1 ( 142 )') 1 0.77 12.943 0.13 9:05:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.63 10.823 0.11 0:03:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_0_61 ( 141 142 )') 2 0.3 10.235 0.1 9:22:00 2 0 0 100
('6 ', 'exit_long_normal_w_0_1 ( 6 )') 1 0.41 8.785 0.09 8 days, 7:27:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 1 0.43 7.263 0.07 0:02:00 1 0 0 100
('2 3 6 ', 'exit_long_normal_u_0 ( 2 3 6 )') 1 0.3 5.042 0.05 0:02:00 1 0 0 100
('120 ', 'force_exit') 1 -0.08 -0.737 -0.01 3 days, 15:35:00 0 0 1 0
('2 ', 'force_exit') 1 -4.23 -126.884 -1.27 19:05:00 0 0 1 0
TOTAL 25 1.14 508.725 5.09 1 day, 23:29:00 23 0 2 92.0

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/05/2023 59.515 3 0 0
04/05/2023 0 0 0 0
05/05/2023 42.763 1 0 0
06/05/2023 100.161 2 0 0
07/05/2023 0 0 0 0
08/05/2023 57.183 6 0 0
09/05/2023 18.272 1 0 0
10/05/2023 123.572 2 0 0
11/05/2023 10.823 1 0 0
12/05/2023 0 0 0 0
13/05/2023 0 0 0 0
14/05/2023 0 0 0 0
15/05/2023 0 0 0 0
16/05/2023 8.785 1 0 0
17/05/2023 17.273 1 0 0
18/05/2023 0 0 0 0
19/05/2023 40.198 1 0 0
20/05/2023 0 0 0 0
21/05/2023 0 0 0 0
22/05/2023 0 0 0 0
23/05/2023 0 0 0 0
24/05/2023 39.641 1 0 0
25/05/2023 0 0 0 0
26/05/2023 0 0 0 0
27/05/2023 58.454 2 0 0
28/05/2023 0 0 0 0
29/05/2023 0 0 0 0
30/05/2023 0 0 0 0
31/05/2023 59.706 1 0 0
01/06/2023 -127.62 0 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2023-05-01 00:00:00
Backtesting to 2023-06-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 25 / 0.81
Starting balance 10000 USDT
Final balance 10508.725 USDT
Absolute profit 508.725 USDT
Total profit % 5.09%
CAGR % 79.36%
Sortino 4.97
Sharpe 8.58
Calmar 261.30
Profit factor 4.99
Expectancy (Ratio) 20.35 (0.32)
Avg. daily profit % 0.16%
Avg. stake amount 1629.589 USDT
Total trade volume 40739.721 USDT
Best Pair RAD/USDT 1.39%
Worst Pair FLUX/USDT -1.27%
Best trade RAD/USDT 3.47%
Worst trade FLUX/USDT -4.23%
Best day 123.572 USDT
Worst day -127.62 USDT
Days win/draw/lose 13 / 16 / 1
Avg. Duration Winners 1 day, 22:59:00
Avg. Duration Loser 2 days, 5:20:00
Max Consecutive Wins / Loss 23 / 2
Rejected Entry signals 11
Entry/Exit Timeouts 0 / 0
Min balance 10017.465 USDT
Max balance 10636.346 USDT
Max % of account underwater 1.20%
Absolute Drawdown (Account) 1.20%
Absolute Drawdown 127.62 USDT
Drawdown high 636.346 USDT
Drawdown low 508.725 USDT
Drawdown Start 2023-05-31 08:59:00
Drawdown End 2023-06-01 00:00:00
Market change -14.40%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 25 1.14 508.725 5.09 1 day, 23:29:00 23 0 2 92.0 127.62 USDT 1.20%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230601-20230701

Current Previous v15.1.252 v15.1.240
Average Duration 18:08:00 n/a 18:09:00 16:15:00
Market Change -10.75 % n/a -10.75 % -10.75 %
Max Drawdown 0.0 % n/a 0.0 % 0.0 %
Profit Mean 1.8 % n/a 1.89 % 1.89 %
Profit Sum 64.78 % n/a 68.09 % 66.14 %
Profit Total 12.08 % n/a 12.8 % 12.23 %
Trades 36 n/a 36 35
Win Rate 100.0 % n/a 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALPHA/USDT 5 2.64 227.998 2.28 0:36:00 5 0 0 100
MTL/USDT 4 3.06 205.044 2.05 6:06:00 4 0 0 100
MLN/USDT 1 7.05 125.290 1.25 0:15:00 1 0 0 100
XVG/USDT 3 1.71 94.150 0.94 0:27:00 3 0 0 100
XRP/USDT 1 1.62 82.713 0.83 16 days, 21:28:00 1 0 0 100
CELR/USDT 1 1.83 57.496 0.57 6 days, 8:25:00 1 0 0 100
OG/USDT 1 3.12 53.891 0.54 0:25:00 1 0 0 100
BEL/USDT 1 2.53 45.858 0.46 0:01:00 1 0 0 100
DYDX/USDT 2 1.21 41.647 0.42 0:09:00 2 0 0 100
DOGE/USDT 2 1.15 39.498 0.39 0:16:00 2 0 0 100
FXS/USDT 1 2.28 39.066 0.39 0:01:00 1 0 0 100
TRU/USDT 2 1.08 38.756 0.39 1:27:00 2 0 0 100
STX/USDT 1 1.24 22.522 0.23 1:00:00 1 0 0 100
ATOM/USDT 1 1.28 22.066 0.22 0:12:00 1 0 0 100
KSM/USDT 1 1.21 20.961 0.21 0:17:00 1 0 0 100
GRT/USDT 1 1.01 18.278 0.18 0:02:00 1 0 0 100
FTM/USDT 1 1.02 17.889 0.18 0:16:00 1 0 0 100
BADGER/USDT 1 1.02 17.208 0.17 1 day, 16:45:00 1 0 0 100
DOT/USDT 2 0.31 10.909 0.11 2:04:00 2 0 0 100
CKB/USDT 1 0.59 10.536 0.11 4:05:00 1 0 0 100
RAY/USDT 1 0.34 6.593 0.07 6:27:00 1 0 0 100
BCH/USDT 1 0.32 5.404 0.05 0:08:00 1 0 0 100
NKN/USDT 1 0.25 4.141 0.04 4:34:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BLZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 36 1.8 1207.914 12.08 18:08:00 36 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CELR/USDT 1 1.83 57.496 0.57 6 days, 8:25:00 1 0 0 100
TOTAL 1 1.83 57.496 0.57 6 days, 8:25:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 9 2.17 339.181 3.39 5:32:00 9 0 0 100
42 5 2.78 243.633 2.44 6:04:00 5 0 0 100
41 5 1.71 151.365 1.51 0:44:00 5 0 0 100
120 2 1.72 140.209 1.4 11 days, 14:56:00 2 0 0 100
1 2 2.97 101.076 1.01 0:01:00 2 0 0 100
3 2 1.34 45.884 0.46 0:21:00 2 0 0 100
142 2 1.13 40.411 0.4 0:38:00 2 0 0 100
5 1 2.28 39.066 0.39 0:01:00 1 0 0 100
2 1 1.21 20.961 0.21 0:17:00 1 0 0 100
3 142 1 1.19 20.694 0.21 0:18:00 1 0 0 100
2 4 41 1 1.16 19.781 0.2 0:09:00 1 0 0 100
3 4 142 1 1.11 18.804 0.19 0:15:00 1 0 0 100
4 1 0.59 10.536 0.11 4:05:00 1 0 0 100
141 1 0.36 6.051 0.06 0:07:00 1 0 0 100
3 4 141 1 0.32 5.404 0.05 0:08:00 1 0 0 100
143 1 0.27 4.858 0.05 4:00:00 1 0 0 100
TOTAL 36 1.8 1207.914 12.08 18:08:00 36 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_quick_q_7 ( 42 ) 1 7.05 125.290 1.25 0:15:00 1 0 0 100
exit_long_normal_w_5_7 ( 6 ) 1 5.15 85.294 0.85 0:46:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.62 82.713 0.83 16 days, 21:28:00 1 0 0 100
exit_long_normal_w_4_7 ( 6 ) 1 4.58 76.658 0.77 0:30:00 1 0 0 100
exit_long_normal_u_4 ( 1 ) 1 4.41 74.749 0.75 0:01:00 1 0 0 100
exit_long_quick_w_4_11 ( 42 ) 1 4.15 72.809 0.73 1:15:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.25 68.345 0.68 0:04:00 3 0 0 100
force_exit 1 1.83 57.496 0.57 6 days, 8:25:00 1 0 0 100
exit_long_quick_d_3_53 ( 41 ) 1 3.12 53.891 0.54 0:25:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.53 45.858 0.46 0:01:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 2 1.27 43.932 0.44 0:10:00 2 0 0 100
exit_profit_long_normal_t_2_1_m ( 6 ) 1 2.14 39.223 0.39 1:06:00 1 0 0 100
exit_long_normal_u_2 ( 5 ) 1 2.28 39.066 0.39 0:01:00 1 0 0 100
exit_long_quick_d_1_6 ( 41 ) 1 1.79 32.907 0.33 0:06:00 1 0 0 100
exit_long_normal_d_1_91 ( 3 ) 1 1.65 27.763 0.28 0:35:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 1 1.54 26.327 0.26 0:01:00 1 0 0 100
exit_long_quick_w_1_11 ( 42 ) 1 1.58 26.064 0.26 1:41:00 1 0 0 100
exit_long_tc_d_1_77 ( 142 ) 1 1.24 22.522 0.23 1:00:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.21 20.961 0.21 0:17:00 1 0 0 100
exit_long_normal_d_1_20 ( 3 142 ) 1 1.19 20.694 0.21 0:18:00 1 0 0 100
exit_long_quick_w_1_11 ( 41 ) 1 1.12 20.635 0.21 2:47:00 1 0 0 100
exit_long_normal_u_1 ( 2 4 41 ) 1 1.16 19.781 0.2 0:09:00 1 0 0 100
exit_long_normal_u_1 ( 3 4 142 ) 1 1.11 18.804 0.19 0:15:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.04 18.121 0.18 0:07:00 1 0 0 100
exit_long_tc_d_1_65 ( 142 ) 1 1.02 17.889 0.18 0:16:00 1 0 0 100
exit_long_normal_d_1_63 ( 6 ) 1 1.02 17.208 0.17 1 day, 16:45:00 1 0 0 100
exit_long_quick_d_0_55 ( 42 ) 1 0.86 15.329 0.15 22:35:00 1 0 0 100
exit_long_normal_d_0_3 ( 4 ) 1 0.59 10.536 0.11 4:05:00 1 0 0 100
exit_long_normal_d_0_98 ( 6 ) 1 0.34 6.593 0.07 6:27:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 1 0.36 6.051 0.06 0:07:00 1 0 0 100
exit_long_normal_u_0 ( 3 4 141 ) 1 0.32 5.404 0.05 0:08:00 1 0 0 100
exit_long_tc_d_0_38 ( 143 ) 1 0.27 4.858 0.05 4:00:00 1 0 0 100
exit_long_quick_w_0_11 ( 42 ) 1 0.25 4.141 0.04 4:34:00 1 0 0 100
TOTAL 36 1.8 1207.914 12.08 18:08:00 36 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('42 ', 'exit_long_quick_q_7 ( 42 )') 1 7.05 125.290 1.25 0:15:00 1 0 0 100
('6 ', 'exit_long_normal_w_5_7 ( 6 )') 1 5.15 85.294 0.85 0:46:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.62 82.713 0.83 16 days, 21:28:00 1 0 0 100
('6 ', 'exit_long_normal_w_4_7 ( 6 )') 1 4.58 76.658 0.77 0:30:00 1 0 0 100
('1 ', 'exit_long_normal_u_4 ( 1 )') 1 4.41 74.749 0.75 0:01:00 1 0 0 100
('42 ', 'exit_long_quick_w_4_11 ( 42 )') 1 4.15 72.809 0.73 1:15:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.25 68.345 0.68 0:04:00 3 0 0 100
('120 ', 'force_exit') 1 1.83 57.496 0.57 6 days, 8:25:00 1 0 0 100
('41 ', 'exit_long_quick_d_3_53 ( 41 )') 1 3.12 53.891 0.54 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.53 45.858 0.46 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 2 1.27 43.932 0.44 0:10:00 2 0 0 100
('6 ', 'exit_profit_long_normal_t_2_1_m ( 6 )') 1 2.14 39.223 0.39 1:06:00 1 0 0 100
('5 ', 'exit_long_normal_u_2 ( 5 )') 1 2.28 39.066 0.39 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_6 ( 41 )') 1 1.79 32.907 0.33 0:06:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_91 ( 3 )') 1 1.65 27.763 0.28 0:35:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 1 1.54 26.327 0.26 0:01:00 1 0 0 100
('42 ', 'exit_long_quick_w_1_11 ( 42 )') 1 1.58 26.064 0.26 1:41:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_77 ( 142 )') 1 1.24 22.522 0.23 1:00:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.21 20.961 0.21 0:17:00 1 0 0 100
('3 142 ', 'exit_long_normal_d_1_20 ( 3 142 )') 1 1.19 20.694 0.21 0:18:00 1 0 0 100
('41 ', 'exit_long_quick_w_1_11 ( 41 )') 1 1.12 20.635 0.21 2:47:00 1 0 0 100
('2 4 41 ', 'exit_long_normal_u_1 ( 2 4 41 )') 1 1.16 19.781 0.2 0:09:00 1 0 0 100
('3 4 142 ', 'exit_long_normal_u_1 ( 3 4 142 )') 1 1.11 18.804 0.19 0:15:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.04 18.121 0.18 0:07:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_65 ( 142 )') 1 1.02 17.889 0.18 0:16:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_63 ( 6 )') 1 1.02 17.208 0.17 1 day, 16:45:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_55 ( 42 )') 1 0.86 15.329 0.15 22:35:00 1 0 0 100
('4 ', 'exit_long_normal_d_0_3 ( 4 )') 1 0.59 10.536 0.11 4:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_98 ( 6 )') 1 0.34 6.593 0.07 6:27:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 1 0.36 6.051 0.06 0:07:00 1 0 0 100
('3 4 141 ', 'exit_long_normal_u_0 ( 3 4 141 )') 1 0.32 5.404 0.05 0:08:00 1 0 0 100
('143 ', 'exit_long_tc_d_0_38 ( 143 )') 1 0.27 4.858 0.05 4:00:00 1 0 0 100
('42 ', 'exit_long_quick_w_0_11 ( 42 )') 1 0.25 4.141 0.04 4:34:00 1 0 0 100
TOTAL 36 1.8 1207.914 12.08 18:08:00 36 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/06/2023 6.593 1 0 0
02/06/2023 0 0 0 0
03/06/2023 0 0 0 0
04/06/2023 0 0 0 0
05/06/2023 30.205 2 0 0
06/06/2023 85.294 1 0 0
07/06/2023 76.658 1 0 0
08/06/2023 27.763 1 0 0
09/06/2023 15.329 1 0 0
10/06/2023 474.509 18 0 0
11/06/2023 17.208 1 0 0
12/06/2023 0 0 0 0
13/06/2023 0 0 0 0
14/06/2023 125.29 1 0 0
15/06/2023 0 0 0 0
16/06/2023 0 0 0 0
17/06/2023 0 0 0 0
18/06/2023 0 0 0 0
19/06/2023 0 0 0 0
20/06/2023 0 0 0 0
21/06/2023 0 0 0 0
22/06/2023 197.419 5 0 0
23/06/2023 0 0 0 0
24/06/2023 0 0 0 0
25/06/2023 0 0 0 0
26/06/2023 0 0 0 0
27/06/2023 0 0 0 0
28/06/2023 39.223 1 0 0
29/06/2023 32.907 1 0 0
30/06/2023 22.019 1 0 0
01/07/2023 57.496 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-06-01 00:00:00
Backtesting to 2023-07-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 36 / 1.2
Starting balance 10000 USDT
Final balance 11207.914 USDT
Absolute profit 1207.914 USDT
Total profit % 12.08%
CAGR % 300.45%
Sortino -100.00
Sharpe 27.98
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 33.55 (100.00)
Avg. daily profit % 0.40%
Avg. stake amount 1639.057 USDT
Total trade volume 59006.066 USDT
Best Pair ALPHA/USDT 2.28%
Worst Pair 1INCH/USDT 0.00%
Best trade MLN/USDT 7.05%
Worst trade NKN/USDT 0.25%
Best day 474.509 USDT
Worst day 0 USDT
Days win/draw/lose 14 / 17 / 0
Avg. Duration Winners 18:08:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 36 / 0
Rejected Entry signals 54
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -10.75%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 36 1.80 1207.914 12.08 18:08:00 36 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230701-20230801

Current Previous v15.1.252 v15.1.240
Average Duration 22:46:00 n/a 22:46:00 22:53:00
Market Change 3.22 % n/a 3.22 % 3.22 %
Max Drawdown 0.0 % n/a 0.0 % 0.0 %
Profit Mean 1.95 % n/a 1.95 % 1.96 %
Profit Sum 42.93 % n/a 42.93 % 43.04 %
Profit Total 8.33 % n/a 8.33 % 8.33 %
Trades 22 n/a 22 22
Win Rate 100.0 % n/a 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XVG/USDT 5 3.51 330.616 3.31 5:40:00 5 0 0 100
WRX/USDT 3 3.1 160.704 1.61 0:46:00 3 0 0 100
AUCTION/USDT 1 6.73 119.132 1.19 1:30:00 1 0 0 100
QTUM/USDT 1 1.45 82.639 0.83 17 days, 20:27:00 1 0 0 100
FTM/USDT 1 1.62 27.730 0.28 2:05:00 1 0 0 100
DEXE/USDT 1 1.66 27.595 0.28 0:21:00 1 0 0 100
WING/USDT 1 1.15 24.029 0.24 1 day, 0:05:00 1 0 0 100
MKR/USDT 1 1.04 17.361 0.17 0:08:00 1 0 0 100
STX/USDT 2 0.35 12.386 0.12 0:02:00 2 0 0 100
BEL/USDT 1 0.43 7.490 0.07 0:01:00 1 0 0 100
STPT/USDT 1 0.41 7.265 0.07 10:46:00 1 0 0 100
TLM/USDT 1 0.37 6.461 0.06 0:01:00 1 0 0 100
1INCH/USDT 1 0.2 3.500 0.04 0:01:00 1 0 0 100
SOL/USDT 1 0.18 3.234 0.03 0:01:00 1 0 0 100
AVA/USDT 1 0.15 2.581 0.03 2:42:00 1 0 0 100
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BLZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CELR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 22 1.95 832.724 8.33 22:46:00 22 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 17 2.06 639.169 6.39 4:12:00 17 0 0 100
120 1 1.45 82.639 0.83 17 days, 20:27:00 1 0 0 100
5 6 1 3.38 58.759 0.59 0:47:00 1 0 0 100
43 1 2.41 39.771 0.4 0:01:00 1 0 0 100
141 142 1 0.58 10.237 0.1 0:03:00 1 0 0 100
6 141 142 1 0.12 2.149 0.02 0:01:00 1 0 0 100
TOTAL 22 1.95 832.724 8.33 22:46:00 22 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_w_7_4 ( 6 ) 1 5.85 132.549 1.33 6:30:00 1 0 0 100
exit_long_normal_w_6_14 ( 6 ) 1 6.73 119.132 1.19 1:30:00 1 0 0 100
exit_long_normal_d_6_42 ( 6 ) 1 6.54 110.608 1.11 1:44:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.45 82.639 0.83 17 days, 20:27:00 1 0 0 100
exit_long_normal_w_4_3 ( 6 ) 1 4.0 68.894 0.69 1:10:00 1 0 0 100
exit_long_normal_d_3_60 ( 5 6 ) 1 3.38 58.759 0.59 0:47:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.32 44.627 0.45 0:08:00 2 0 0 100
exit_long_quick_u_2 ( 43 ) 1 2.41 39.771 0.4 0:01:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.91 33.051 0.33 0:20:00 1 0 0 100
exit_long_normal_d_1_49 ( 6 ) 1 1.62 27.730 0.28 2:05:00 1 0 0 100
exit_profit_long_normal_t_1_2_m ( 6 ) 1 1.66 27.595 0.28 0:21:00 1 0 0 100
exit_long_normal_d_1_55 ( 6 ) 1 1.15 24.029 0.24 1 day, 0:05:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 4 0.29 20.686 0.21 0:01:00 4 0 0 100
exit_long_normal_d_1_35 ( 6 ) 1 1.16 20.422 0.2 20:00:00 1 0 0 100
exit_long_tc_u_0 ( 141 142 ) 1 0.58 10.237 0.1 0:03:00 1 0 0 100
exit_long_normal_w_0_7 ( 6 ) 2 0.28 9.846 0.1 6:44:00 2 0 0 100
exit_long_normal_u_0 ( 6 141 142 ) 1 0.12 2.149 0.02 0:01:00 1 0 0 100
TOTAL 22 1.95 832.724 8.33 22:46:00 22 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_w_7_4 ( 6 )') 1 5.85 132.549 1.33 6:30:00 1 0 0 100
('6 ', 'exit_long_normal_w_6_14 ( 6 )') 1 6.73 119.132 1.19 1:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_6_42 ( 6 )') 1 6.54 110.608 1.11 1:44:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.45 82.639 0.83 17 days, 20:27:00 1 0 0 100
('6 ', 'exit_long_normal_w_4_3 ( 6 )') 1 4.0 68.894 0.69 1:10:00 1 0 0 100
('5 6 ', 'exit_long_normal_d_3_60 ( 5 6 )') 1 3.38 58.759 0.59 0:47:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.32 44.627 0.45 0:08:00 2 0 0 100
('43 ', 'exit_long_quick_u_2 ( 43 )') 1 2.41 39.771 0.4 0:01:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.91 33.051 0.33 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_49 ( 6 )') 1 1.62 27.730 0.28 2:05:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_2_m ( 6 )') 1 1.66 27.595 0.28 0:21:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_55 ( 6 )') 1 1.15 24.029 0.24 1 day, 0:05:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 4 0.29 20.686 0.21 0:01:00 4 0 0 100
('6 ', 'exit_long_normal_d_1_35 ( 6 )') 1 1.16 20.422 0.2 20:00:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_0 ( 141 142 )') 1 0.58 10.237 0.1 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_7 ( 6 )') 2 0.28 9.846 0.1 6:44:00 2 0 0 100
('6 141 142 ', 'exit_long_normal_u_0 ( 6 141 142 )') 1 0.12 2.149 0.02 0:01:00 1 0 0 100
TOTAL 22 1.95 832.724 8.33 22:46:00 22 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
05/07/2023 84.727 3 0 0
06/07/2023 270.888 3 0 0
07/07/2023 27.265 1 0 0
08/07/2023 0 0 0 0
09/07/2023 0 0 0 0
10/07/2023 0 0 0 0
11/07/2023 68.894 1 0 0
12/07/2023 91.81 2 0 0
13/07/2023 0 0 0 0
14/07/2023 0 0 0 0
15/07/2023 0 0 0 0
16/07/2023 0 0 0 0
17/07/2023 2.581 1 0 0
18/07/2023 0 0 0 0
19/07/2023 0 0 0 0
20/07/2023 0 0 0 0
21/07/2023 0 0 0 0
22/07/2023 82.639 1 0 0
23/07/2023 0 0 0 0
24/07/2023 40.336 7 0 0
25/07/2023 20.422 1 0 0
26/07/2023 0 0 0 0
27/07/2023 0 0 0 0
28/07/2023 24.029 1 0 0
29/07/2023 119.132 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-07-01 00:00:00
Backtesting to 2023-08-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 22 / 0.71
Starting balance 10000 USDT
Final balance 10832.724 USDT
Absolute profit 832.724 USDT
Total profit % 8.33%
CAGR % 156.45%
Sortino -100.00
Sharpe 13.05
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 37.85 (100.00)
Avg. daily profit % 0.27%
Avg. stake amount 1693.656 USDT
Total trade volume 37260.432 USDT
Best Pair XVG/USDT 3.31%
Worst Pair ADX/USDT 0.00%
Best trade AUCTION/USDT 6.73%
Worst trade STX/USDT 0.12%
Best day 270.888 USDT
Worst day 0 USDT
Days win/draw/lose 11 / 14 / 0
Avg. Duration Winners 22:46:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 22 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 3.22%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 22 1.95 832.724 8.33 22:46:00 22 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230801-20230901

Current Previous v15.1.252 v15.1.240
Average Duration 3:42:00 n/a 3:53:00 3:53:00
Market Change -15.45 % n/a -15.45 % -15.45 %
Max Drawdown 0.1335 % n/a 0.1335 % 0.1335 %
Profit Mean 2.16 % n/a 2.2 % 2.2 %
Profit Sum 81.93 % n/a 83.47 % 83.47 %
Profit Total 14.81 % n/a 15.27 % 15.27 %
Trades 38 n/a 38 38
Win Rate 97.37 % n/a 97.37 % 97.37 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BLZ/USDT 2 4.73 174.498 1.74 1:23:00 2 0 0 100
C98/USDT 2 4.39 157.172 1.57 1:36:00 2 0 0 100
CELR/USDT 2 3.28 116.248 1.16 0:01:00 2 0 0 100
ALPACA/USDT 2 3.3 109.634 1.1 0:20:00 2 0 0 100
ALGO/USDT 1 5.24 91.283 0.91 0:01:00 1 0 0 100
BEL/USDT 2 2.46 87.240 0.87 0:36:00 2 0 0 100
OG/USDT 2 1.94 78.180 0.78 0:16:00 2 0 0 100
DODO/USDT 2 1.59 73.540 0.74 1 day, 21:58:00 2 0 0 100
1INCH/USDT 2 1.6 56.318 0.56 0:13:00 2 0 0 100
PHA/USDT 1 3.12 52.890 0.53 0:20:00 1 0 0 100
ARPA/USDT 1 3.09 52.881 0.53 0:01:00 1 0 0 100
BNT/USDT 2 1.14 45.598 0.46 12:27:00 2 0 0 100
YGG/USDT 1 2.22 41.228 0.41 0:01:00 1 0 0 100
AVA/USDT 2 1.06 39.795 0.4 0:20:00 2 0 0 100
FIL/USDT 1 2.14 38.777 0.39 0:23:00 1 0 0 100
AGLD/USDT 2 1.06 38.614 0.39 0:08:00 2 0 0 100
CRV/USDT 1 2.13 36.911 0.37 2:25:00 1 0 0 100
GTC/USDT 1 2.05 34.301 0.34 0:22:00 1 0 0 100
BTC/USDT 1 1.92 34.104 0.34 0:01:00 1 0 0 100
CFX/USDT 1 1.89 32.648 0.33 0:01:00 1 0 0 100
CHR/USDT 1 1.68 30.486 0.3 1:10:00 1 0 0 100
IOTX/USDT 1 1.24 22.473 0.22 2:14:00 1 0 0 100
BADGER/USDT 1 1.25 21.916 0.22 0:01:00 1 0 0 100
BNX/USDT 1 1.08 18.645 0.19 0:01:00 1 0 0 100
WRX/USDT 1 0.35 6.493 0.06 0:38:00 1 0 0 100
ERN/USDT 1 0.22 4.013 0.04 0:05:00 1 0 0 100
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 1 -0.77 -15.345 -0.15 6:25:00 0 0 1 0
TOTAL 38 2.16 1480.539 14.81 3:42:00 37 0 1 97.4

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
IDEX/USDT 1 -0.77 -15.345 -0.15 6:25:00 0 0 1 0
TOTAL 1 -0.77 -15.345 -0.15 6:25:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 11 2.34 473.664 4.74 8:47:00 11 0 0 100
41 6 1.7 188.424 1.88 0:41:00 6 0 0 100
4 2 3.78 133.467 1.33 0:01:00 2 0 0 100
141 142 2 3.29 117.515 1.18 0:01:00 2 0 0 100
4 141 142 1 5.24 91.283 0.91 0:01:00 1 0 0 100
1 4 2 2.25 81.342 0.81 2:10:00 2 0 0 100
43 3 1.24 73.768 0.74 8:19:00 3 0 0 100
3 4 1 3.54 62.439 0.62 0:01:00 1 0 0 100
3 3 1.13 59.849 0.6 0:06:00 3 0 0 100
4 6 1 3.09 52.881 0.53 0:01:00 1 0 0 100
4 43 1 2.14 38.777 0.39 0:23:00 1 0 0 100
6 42 1 2.13 36.911 0.37 2:25:00 1 0 0 100
1 1 1.68 30.486 0.3 1:10:00 1 0 0 100
3 4 6 1 1.63 27.760 0.28 0:01:00 1 0 0 100
2 6 1 1.59 27.319 0.27 0:01:00 1 0 0 100
5 1 -0.77 -15.345 -0.15 6:25:00 0 0 1 0
TOTAL 38 2.16 1480.539 14.81 3:42:00 37 0 1 97.4

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_7_5 ( 6 ) 1 7.41 139.069 1.39 2:30:00 1 0 0 100
exit_long_normal_u_5 ( 4 ) 1 5.66 100.631 1.01 0:01:00 1 0 0 100
exit_long_normal_u_5 ( 4 141 142 ) 1 5.24 91.283 0.91 0:01:00 1 0 0 100
exit_long_tc_u_4 ( 141 142 ) 1 4.65 83.411 0.83 0:01:00 1 0 0 100
exit_long_normal_w_3_10 ( 6 ) 1 2.63 63.746 0.64 12:15:00 1 0 0 100
exit_long_normal_u_3 ( 3 4 ) 1 3.54 62.439 0.62 0:01:00 1 0 0 100
exit_long_normal_d_3_71 ( 1 4 ) 1 3.12 56.541 0.57 3:10:00 1 0 0 100
exit_long_quick_u_3 ( 41 ) 1 3.33 55.582 0.56 0:16:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 2 1.51 55.489 0.55 0:02:00 2 0 0 100
exit_long_normal_d_3_42 ( 6 ) 1 3.26 54.052 0.54 0:25:00 1 0 0 100
exit_long_normal_d_3_97 ( 6 ) 1 3.12 52.890 0.53 0:20:00 1 0 0 100
exit_long_normal_u_3 ( 4 6 ) 1 3.09 52.881 0.53 0:01:00 1 0 0 100
exit_long_quick_u_2 ( 41 ) 1 1.92 42.016 0.42 0:29:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.22 41.228 0.41 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 2 1.16 40.561 0.41 0:01:00 2 0 0 100
exit_long_normal_d_2_20 ( 4 43 ) 1 2.14 38.777 0.39 0:23:00 1 0 0 100
exit_long_normal_d_2_46 ( 6 42 ) 1 2.13 36.911 0.37 2:25:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 6 ) 1 2.04 35.429 0.35 0:16:00 1 0 0 100
exit_long_normal_d_2_70 ( 6 ) 1 2.05 34.301 0.34 0:22:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.92 34.104 0.34 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 4 ) 1 1.9 32.836 0.33 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.89 32.648 0.33 0:01:00 1 0 0 100
exit_long_normal_w_1_3 ( 1 ) 1 1.68 30.486 0.3 1:10:00 1 0 0 100
exit_long_quick_d_1_70 ( 41 ) 1 1.58 28.558 0.29 0:25:00 1 0 0 100
exit_long_normal_u_1 ( 3 4 6 ) 1 1.63 27.760 0.28 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 2 6 ) 1 1.59 27.319 0.27 0:01:00 1 0 0 100
exit_long_normal_d_1_95 ( 1 4 ) 1 1.37 24.801 0.25 1:10:00 1 0 0 100
exit_long_quick_d_1_27 ( 41 ) 1 1.24 22.473 0.22 2:14:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.08 20.093 0.2 0:01:00 1 0 0 100
exit_long_quick_d_1_20 ( 41 ) 1 1.05 19.701 0.2 0:39:00 1 0 0 100
exit_long_normal_d_1_96 ( 3 ) 1 1.06 19.289 0.19 0:15:00 1 0 0 100
exit_long_quick_d_1_100 ( 43 ) 1 0.68 18.279 0.18 1 day, 0:53:00 1 0 0 100
exit_long_normal_w_0_1 ( 6 ) 1 0.55 9.794 0.1 3 days, 7:40:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.35 6.493 0.06 0:38:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.22 4.013 0.04 0:05:00 1 0 0 100
force_exit 1 -0.77 -15.345 -0.15 6:25:00 0 0 1 0
TOTAL 38 2.16 1480.539 14.81 3:42:00 37 0 1 97.4

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_7_5 ( 6 )') 1 7.41 139.069 1.39 2:30:00 1 0 0 100
('4 ', 'exit_long_normal_u_5 ( 4 )') 1 5.66 100.631 1.01 0:01:00 1 0 0 100
('4 141 142 ', 'exit_long_normal_u_5 ( 4 141 142 )') 1 5.24 91.283 0.91 0:01:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_4 ( 141 142 )') 1 4.65 83.411 0.83 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_10 ( 6 )') 1 2.63 63.746 0.64 12:15:00 1 0 0 100
('3 4 ', 'exit_long_normal_u_3 ( 3 4 )') 1 3.54 62.439 0.62 0:01:00 1 0 0 100
('1 4 ', 'exit_long_normal_d_3_71 ( 1 4 )') 1 3.12 56.541 0.57 3:10:00 1 0 0 100
('41 ', 'exit_long_quick_u_3 ( 41 )') 1 3.33 55.582 0.56 0:16:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 2 1.51 55.489 0.55 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 1 3.26 54.052 0.54 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_97 ( 6 )') 1 3.12 52.890 0.53 0:20:00 1 0 0 100
('4 6 ', 'exit_long_normal_u_3 ( 4 6 )') 1 3.09 52.881 0.53 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_u_2 ( 41 )') 1 1.92 42.016 0.42 0:29:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.22 41.228 0.41 0:01:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 2 1.16 40.561 0.41 0:01:00 2 0 0 100
('4 43 ', 'exit_long_normal_d_2_20 ( 4 43 )') 1 2.14 38.777 0.39 0:23:00 1 0 0 100
('6 42 ', 'exit_long_normal_d_2_46 ( 6 42 )') 1 2.13 36.911 0.37 2:25:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_1_m ( 6 )') 1 2.04 35.429 0.35 0:16:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_70 ( 6 )') 1 2.05 34.301 0.34 0:22:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.92 34.104 0.34 0:01:00 1 0 0 100
('4 ', 'exit_long_normal_u_1 ( 4 )') 1 1.9 32.836 0.33 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.89 32.648 0.33 0:01:00 1 0 0 100
('1 ', 'exit_long_normal_w_1_3 ( 1 )') 1 1.68 30.486 0.3 1:10:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_70 ( 41 )') 1 1.58 28.558 0.29 0:25:00 1 0 0 100
('3 4 6 ', 'exit_long_normal_u_1 ( 3 4 6 )') 1 1.63 27.760 0.28 0:01:00 1 0 0 100
('2 6 ', 'exit_long_normal_u_1 ( 2 6 )') 1 1.59 27.319 0.27 0:01:00 1 0 0 100
('1 4 ', 'exit_long_normal_d_1_95 ( 1 4 )') 1 1.37 24.801 0.25 1:10:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_27 ( 41 )') 1 1.24 22.473 0.22 2:14:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.08 20.093 0.2 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_20 ( 41 )') 1 1.05 19.701 0.2 0:39:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_96 ( 3 )') 1 1.06 19.289 0.19 0:15:00 1 0 0 100
('43 ', 'exit_long_quick_d_1_100 ( 43 )') 1 0.68 18.279 0.18 1 day, 0:53:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_1 ( 6 )') 1 0.55 9.794 0.1 3 days, 7:40:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.35 6.493 0.06 0:38:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.22 4.013 0.04 0:05:00 1 0 0 100
('5 ', 'force_exit') 1 -0.77 -15.345 -0.15 6:25:00 0 0 1 0
TOTAL 38 2.16 1480.539 14.81 3:42:00 37 0 1 97.4

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/08/2023 146.545 3 0 0
02/08/2023 0 0 0 0
03/08/2023 0 0 0 0
04/08/2023 0 0 0 0
05/08/2023 0 0 0 0
06/08/2023 0 0 0 0
07/08/2023 34.301 1 0 0
08/08/2023 0 0 0 0
09/08/2023 63.746 1 0 0
10/08/2023 18.279 1 0 0
11/08/2023 0 0 0 0
12/08/2023 9.794 1 0 0
13/08/2023 0 0 0 0
14/08/2023 0 0 0 0
15/08/2023 244.979 7 0 0
16/08/2023 35.429 1 0 0
17/08/2023 559.032 13 0 0
18/08/2023 157.194 4 0 0
19/08/2023 41.228 1 0 0
20/08/2023 6.493 1 0 0
21/08/2023 0 0 0 0
22/08/2023 0 0 0 0
23/08/2023 0 0 0 0
24/08/2023 39.795 2 0 0
25/08/2023 139.069 1 0 0
26/08/2023 0 0 0 0
27/08/2023 0 0 0 0
28/08/2023 0 0 0 0
29/08/2023 0 0 0 0
30/08/2023 0 0 0 0
31/08/2023 0 0 0 0
01/09/2023 -15.345 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2023-08-01 00:00:00
Backtesting to 2023-09-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 38 / 1.23
Starting balance 10000 USDT
Final balance 11480.539 USDT
Absolute profit 1480.539 USDT
Total profit % 14.81%
CAGR % 408.17%
Sortino -100.00
Sharpe 32.11
Calmar 6835.53
Profit factor 97.48
Expectancy (Ratio) 38.96 (2.54)
Avg. daily profit % 0.48%
Avg. stake amount 1766.679 USDT
Total trade volume 67133.81 USDT
Best Pair BLZ/USDT 1.74%
Worst Pair IDEX/USDT -0.15%
Best trade BLZ/USDT 7.41%
Worst trade IDEX/USDT -0.77%
Best day 559.032 USDT
Worst day -15.345 USDT
Days win/draw/lose 13 / 18 / 1
Avg. Duration Winners 3:38:00
Avg. Duration Loser 6:25:00
Max Consecutive Wins / Loss 37 / 1
Rejected Entry signals 207
Entry/Exit Timeouts 0 / 0
Min balance 10036.911 USDT
Max balance 11495.884 USDT
Max % of account underwater 0.13%
Absolute Drawdown (Account) 0.13%
Absolute Drawdown 15.345 USDT
Drawdown high 1495.884 USDT
Drawdown low 1480.539 USDT
Drawdown Start 2023-08-25 11:05:00
Drawdown End 2023-09-01 00:00:00
Market change -15.45%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 38 2.16 1480.539 14.81 3:42:00 37 0 1 97.4 15.345 USDT 0.13%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230901-20231001

Current Previous v15.1.252 v15.1.240
Average Duration 16:26:00 n/a 15:23:00 15:23:00
Market Change 7.23 % n/a 7.23 % 7.23 %
Max Drawdown 0.0 % n/a 0.0 % 0.0 %
Profit Mean 2.45 % n/a 2.37 % 2.37 %
Profit Sum 34.33 % n/a 35.54 % 35.54 %
Profit Total 5.86 % n/a 6.08 % 6.08 %
Trades 14 n/a 15 15
Win Rate 100.0 % n/a 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
PYR/USDT 1 11.04 185.035 1.85 6:25:00 1 0 0 100
OG/USDT 2 3.94 130.519 1.31 1:48:00 2 0 0 100
STPT/USDT 1 4.31 74.056 0.74 0:06:00 1 0 0 100
MLN/USDT 2 1.25 45.032 0.45 1:47:00 2 0 0 100
AUCTION/USDT 2 1.16 44.173 0.44 0:18:00 2 0 0 100
GTC/USDT 1 2.09 35.667 0.36 0:50:00 1 0 0 100
PERP/USDT 2 0.99 34.987 0.35 4 days, 9:41:00 2 0 0 100
FLM/USDT 1 1.02 17.463 0.17 0:03:00 1 0 0 100
ENS/USDT 1 1.03 16.966 0.17 2:44:00 1 0 0 100
BLZ/USDT 1 0.15 2.531 0.03 0:41:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CELR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 14 2.45 586.428 5.86 16:26:00 14 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 7 3.44 403.138 4.03 2:01:00 7 0 0 100
2 43 1 4.31 74.056 0.74 0:06:00 1 0 0 100
43 3 1.31 71.827 0.72 0:13:00 3 0 0 100
41 1 1.51 27.544 0.28 3:05:00 1 0 0 100
42 1 0.37 7.333 0.07 8 days, 19:21:00 1 0 0 100
3 1 0.15 2.531 0.03 0:41:00 1 0 0 100
TOTAL 14 2.45 586.428 5.86 16:26:00 14 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_w_10_1 ( 6 ) 1 11.04 185.035 1.85 6:25:00 1 0 0 100
exit_profit_long_normal_t_6_1_m ( 6 ) 1 6.94 114.748 1.15 2:15:00 1 0 0 100
exit_long_normal_u_4 ( 2 43 ) 1 4.31 74.056 0.74 0:06:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 3 1.31 71.827 0.72 0:13:00 3 0 0 100
exit_long_normal_d_2_43 ( 6 ) 1 2.09 35.667 0.36 0:50:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.01 34.951 0.35 0:16:00 2 0 0 100
exit_long_quick_d_1_95 ( 41 ) 1 1.51 27.544 0.28 3:05:00 1 0 0 100
exit_long_normal_w_1_11 ( 6 ) 1 1.03 16.966 0.17 2:44:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.94 15.772 0.16 1:22:00 1 0 0 100
exit_long_quick_d_0_52 ( 42 ) 1 0.37 7.333 0.07 8 days, 19:21:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 3 ) 1 0.15 2.531 0.03 0:41:00 1 0 0 100
TOTAL 14 2.45 586.428 5.86 16:26:00 14 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_w_10_1 ( 6 )') 1 11.04 185.035 1.85 6:25:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_6_1_m ( 6 )') 1 6.94 114.748 1.15 2:15:00 1 0 0 100
('2 43 ', 'exit_long_normal_u_4 ( 2 43 )') 1 4.31 74.056 0.74 0:06:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 3 1.31 71.827 0.72 0:13:00 3 0 0 100
('6 ', 'exit_long_normal_d_2_43 ( 6 )') 1 2.09 35.667 0.36 0:50:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.01 34.951 0.35 0:16:00 2 0 0 100
('41 ', 'exit_long_quick_d_1_95 ( 41 )') 1 1.51 27.544 0.28 3:05:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_11 ( 6 )') 1 1.03 16.966 0.17 2:44:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.94 15.772 0.16 1:22:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_52 ( 42 )') 1 0.37 7.333 0.07 8 days, 19:21:00 1 0 0 100
('3 ', 'exit_profit_long_normal_t_0_1_m ( 3 )') 1 0.15 2.531 0.03 0:41:00 1 0 0 100
TOTAL 14 2.45 586.428 5.86 16:26:00 14 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/09/2023 16.966 1 0 0
02/09/2023 130.519 2 0 0
03/09/2023 0 0 0 0
04/09/2023 220.702 2 0 0
05/09/2023 0 0 0 0
06/09/2023 0 0 0 0
07/09/2023 0 0 0 0
08/09/2023 0 0 0 0
09/09/2023 0 0 0 0
10/09/2023 27.654 1 0 0
11/09/2023 2.531 1 0 0
12/09/2023 0 0 0 0
13/09/2023 17.463 1 0 0
14/09/2023 0 0 0 0
15/09/2023 0 0 0 0
16/09/2023 0 0 0 0
17/09/2023 74.056 1 0 0
18/09/2023 0 0 0 0
19/09/2023 7.333 1 0 0
20/09/2023 0 0 0 0
21/09/2023 19.606 1 0 0
22/09/2023 24.567 1 0 0
23/09/2023 0 0 0 0
24/09/2023 0 0 0 0
25/09/2023 27.544 1 0 0
26/09/2023 0 0 0 0
27/09/2023 17.488 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-09-01 00:00:00
Backtesting to 2023-10-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 14 / 0.47
Starting balance 10000 USDT
Final balance 10586.428 USDT
Absolute profit 586.428 USDT
Total profit % 5.86%
CAGR % 100.04%
Sortino -100.00
Sharpe 7.66
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 41.89 (100.00)
Avg. daily profit % 0.20%
Avg. stake amount 1704.135 USDT
Total trade volume 23857.886 USDT
Best Pair PYR/USDT 1.85%
Worst Pair 1INCH/USDT 0.00%
Best trade PYR/USDT 11.04%
Worst trade BLZ/USDT 0.15%
Best day 220.702 USDT
Worst day 0 USDT
Days win/draw/lose 12 / 15 / 0
Avg. Duration Winners 16:26:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 14 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 7.23%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 14 2.45 586.428 5.86 16:26:00 14 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20231001-20231101

Current Previous v15.1.252 v15.1.240
Average Duration 1 day, 19:36:00 n/a 1 day, 20:30:00 1 day, 20:32:00
Market Change 19.26 % n/a 19.26 % 19.26 %
Max Drawdown 0.0 % n/a 0.0 % 0.0 %
Profit Mean 2.2 % n/a 2.15 % 2.13 %
Profit Sum 52.87 % n/a 51.57 % 51.03 %
Profit Total 11.6 % n/a 11.39 % 11.22 %
Trades 24 n/a 24 24
Win Rate 100.0 % n/a 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALPACA/USDT 2 8.4 453.484 4.53 2 days, 22:28:00 2 0 0 100
ETC/USDT 1 2.04 83.132 0.83 21 days, 21:07:00 1 0 0 100
MINA/USDT 1 4.6 82.398 0.82 0:30:00 1 0 0 100
WAXP/USDT 4 1.0 78.136 0.78 3:45:00 4 0 0 100
STRAX/USDT 2 1.88 65.504 0.66 0:54:00 2 0 0 100
GALA/USDT 1 3.0 54.538 0.55 0:55:00 1 0 0 100
STPT/USDT 2 1.24 47.020 0.47 1:24:00 2 0 0 100
YGG/USDT 1 2.58 42.801 0.43 0:01:00 1 0 0 100
BNT/USDT 1 2.1 42.004 0.42 11:45:00 1 0 0 100
ZRX/USDT 1 1.3 33.532 0.34 6 days, 4:40:00 1 0 0 100
UMA/USDT 1 1.7 29.608 0.3 16:45:00 1 0 0 100
ATOM/USDT 1 1.95 28.533 0.29 5 days, 9:25:00 1 0 0 100
STORJ/USDT 1 1.54 27.908 0.28 0:03:00 1 0 0 100
SXP/USDT 1 1.67 27.577 0.28 0:01:00 1 0 0 100
VIDT/USDT 1 0.98 21.696 0.22 2 days, 4:00:00 1 0 0 100
RUNE/USDT 1 1.11 20.144 0.2 0:03:00 1 0 0 100
BAKE/USDT 1 1.0 18.073 0.18 0:02:00 1 0 0 100
WRX/USDT 1 0.21 3.921 0.04 0:35:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BLZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CELR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 24 2.2 1160.011 11.6 1 day, 19:36:00 24 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ATOM/USDT 1 1.95 28.533 0.29 5 days, 9:25:00 1 0 0 100
TOTAL 1 1.95 28.533 0.29 5 days, 9:25:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
5 5 3.97 524.871 5.25 2 days, 13:31:00 5 0 0 100
6 14 1.71 426.679 4.27 5:58:00 14 0 0 100
120 2 2.0 111.665 1.12 13 days, 15:16:00 2 0 0 100
43 2 1.63 63.463 0.63 0:18:00 2 0 0 100
4 1 1.83 33.334 0.33 0:02:00 1 0 0 100
TOTAL 24 2.2 1160.011 11.6 1 day, 19:36:00 24 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_3_1_1 ( 5 ) 1 14.98 420.151 4.2 5 days, 20:55:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 5 1.3 114.361 1.14 0:02:00 5 0 0 100
exit_long_grind_g ( 120 ) 1 2.04 83.132 0.83 21 days, 21:07:00 1 0 0 100
exit_long_normal_d_4_88 ( 6 ) 1 4.6 82.398 0.82 0:30:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 2 1.63 63.463 0.63 0:18:00 2 0 0 100
exit_long_normal_d_3_83 ( 6 ) 1 3.0 54.538 0.55 0:55:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.58 42.801 0.43 0:01:00 1 0 0 100
exit_long_normal_d_2_24 ( 5 ) 1 2.1 42.004 0.42 11:45:00 1 0 0 100
exit_long_normal_d_2_101 ( 6 ) 1 2.14 35.617 0.36 1:40:00 1 0 0 100
exit_long_normal_1_1_1 ( 5 ) 1 1.3 33.532 0.34 6 days, 4:40:00 1 0 0 100
exit_long_normal_u_1 ( 4 ) 1 1.83 33.334 0.33 0:02:00 1 0 0 100
exit_long_normal_d_1_100 ( 6 ) 1 1.7 29.608 0.3 16:45:00 1 0 0 100
force_exit 1 1.95 28.533 0.29 5 days, 9:25:00 1 0 0 100
exit_long_normal_d_1_95 ( 5 ) 1 1.32 26.362 0.26 2:45:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.44 25.432 0.25 4:12:00 1 0 0 100
exit_long_normal_1_1_1 ( 6 ) 1 0.98 21.696 0.22 2 days, 4:00:00 1 0 0 100
exit_long_normal_d_0_95 ( 6 ) 1 0.81 16.306 0.16 6:50:00 1 0 0 100
exit_long_normal_d_0_80 ( 6 ) 1 0.21 3.921 0.04 0:35:00 1 0 0 100
exit_long_normal_d_0_98 ( 5 ) 1 0.13 2.822 0.03 3:30:00 1 0 0 100
TOTAL 24 2.2 1160.011 11.6 1 day, 19:36:00 24 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('5 ', 'exit_long_normal_3_1_1 ( 5 )') 1 14.98 420.151 4.2 5 days, 20:55:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 5 1.3 114.361 1.14 0:02:00 5 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 2.04 83.132 0.83 21 days, 21:07:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_88 ( 6 )') 1 4.6 82.398 0.82 0:30:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 2 1.63 63.463 0.63 0:18:00 2 0 0 100
('6 ', 'exit_long_normal_d_3_83 ( 6 )') 1 3.0 54.538 0.55 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.58 42.801 0.43 0:01:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_24 ( 5 )') 1 2.1 42.004 0.42 11:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_101 ( 6 )') 1 2.14 35.617 0.36 1:40:00 1 0 0 100
('5 ', 'exit_long_normal_1_1_1 ( 5 )') 1 1.3 33.532 0.34 6 days, 4:40:00 1 0 0 100
('4 ', 'exit_long_normal_u_1 ( 4 )') 1 1.83 33.334 0.33 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_100 ( 6 )') 1 1.7 29.608 0.3 16:45:00 1 0 0 100
('120 ', 'force_exit') 1 1.95 28.533 0.29 5 days, 9:25:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_95 ( 5 )') 1 1.32 26.362 0.26 2:45:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.44 25.432 0.25 4:12:00 1 0 0 100
('6 ', 'exit_long_normal_1_1_1 ( 6 )') 1 0.98 21.696 0.22 2 days, 4:00:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_95 ( 6 )') 1 0.81 16.306 0.16 6:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_80 ( 6 )') 1 0.21 3.921 0.04 0:35:00 1 0 0 100
('5 ', 'exit_long_normal_d_0_98 ( 5 )') 1 0.13 2.822 0.03 3:30:00 1 0 0 100
TOTAL 24 2.2 1160.011 11.6 1 day, 19:36:00 24 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
02/10/2023 70.378 2 0 0
03/10/2023 0 0 0 0
04/10/2023 0 0 0 0
05/10/2023 0 0 0 0
06/10/2023 0 0 0 0
07/10/2023 35.617 1 0 0
08/10/2023 0 0 0 0
09/10/2023 0 0 0 0
10/10/2023 0 0 0 0
11/10/2023 0 0 0 0
12/10/2023 0 0 0 0
13/10/2023 0 0 0 0
14/10/2023 0 0 0 0
15/10/2023 453.683 2 0 0
16/10/2023 3.921 1 0 0
17/10/2023 29.608 1 0 0
18/10/2023 62.76 3 0 0
19/10/2023 104.401 4 0 0
20/10/2023 0 0 0 0
21/10/2023 0 0 0 0
22/10/2023 0 0 0 0
23/10/2023 0 0 0 0
24/10/2023 231.655 5 0 0
25/10/2023 0 0 0 0
26/10/2023 54.538 1 0 0
27/10/2023 55.029 2 0 0
28/10/2023 0 0 0 0
29/10/2023 0 0 0 0
30/10/2023 0 0 0 0
31/10/2023 29.887 1 0 0
01/11/2023 28.533 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-10-01 00:00:00
Backtesting to 2023-11-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 24 / 0.77
Starting balance 10000 USDT
Final balance 11160.011 USDT
Absolute profit 1160.011 USDT
Total profit % 11.60%
CAGR % 264.09%
Sortino -100.00
Sharpe 8.96
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 48.33 (100.00)
Avg. daily profit % 0.37%
Avg. stake amount 1618.82 USDT
Total trade volume 38851.672 USDT
Best Pair ALPACA/USDT 4.53%
Worst Pair 1INCH/USDT 0.00%
Best trade ALPACA/USDT 14.98%
Worst trade WAXP/USDT 0.13%
Best day 453.683 USDT
Worst day 0 USDT
Days win/draw/lose 12 / 19 / 0
Avg. Duration Winners 1 day, 19:36:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 24 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 19.26%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 24 2.20 1160.011 11.6 1 day, 19:36:00 24 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20231101-20231201

Current Previous v15.1.252 v15.1.240
Average Duration 16:13:00 n/a 16:13:00 17:01:00
Market Change 26.13 % n/a 26.13 % 26.13 %
Max Drawdown 0.0 % n/a 0.0 % 0.0 %
Profit Mean 1.56 % n/a 1.56 % 1.67 %
Profit Sum 73.54 % n/a 73.54 % 76.8 %
Profit Total 14.35 % n/a 14.34 % 16.11 %
Trades 47 n/a 47 46
Win Rate 100.0 % n/a 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
QI/USDT 3 2.24 120.281 1.2 4:20:00 3 0 0 100
ZRX/USDT 3 1.97 116.079 1.16 4:47:00 3 0 0 100
RIF/USDT 1 5.67 93.106 0.93 0:01:00 1 0 0 100
DOGE/USDT 1 1.84 91.930 0.92 12 days, 23:37:00 1 0 0 100
QTUM/USDT 1 1.93 83.894 0.84 8 days, 22:26:00 1 0 0 100
SKL/USDT 3 1.26 69.847 0.7 0:14:00 3 0 0 100
CAKE/USDT 2 1.64 58.235 0.58 0:38:00 2 0 0 100
TWT/USDT 2 1.68 55.972 0.56 0:05:00 2 0 0 100
XVS/USDT 2 1.58 54.954 0.55 0:04:00 2 0 0 100
C98/USDT 2 1.4 50.604 0.51 0:24:00 2 0 0 100
AUDIO/USDT 2 1.38 50.011 0.5 1:00:00 2 0 0 100
RARE/USDT 1 2.44 47.948 0.48 1:44:00 1 0 0 100
NEAR/USDT 1 2.48 45.384 0.45 1:20:00 1 0 0 100
YGG/USDT 2 1.11 40.215 0.4 0:18:00 2 0 0 100
FET/USDT 1 2.03 37.667 0.38 0:02:00 1 0 0 100
CFX/USDT 2 0.94 36.523 0.37 3:42:00 2 0 0 100
ALICE/USDT 1 2.1 35.609 0.36 0:04:00 1 0 0 100
RAY/USDT 2 0.66 32.920 0.33 3 days, 7:15:00 2 0 0 100
PYR/USDT 1 1.79 31.878 0.32 0:01:00 1 0 0 100
1INCH/USDT 1 1.69 28.671 0.29 5:55:00 1 0 0 100
BURGER/USDT 1 1.41 25.004 0.25 3:39:00 1 0 0 100
SOL/USDT 1 1.38 24.264 0.24 0:02:00 1 0 0 100
NEO/USDT 1 1.33 23.853 0.24 0:11:00 1 0 0 100
MOVR/USDT 1 1.41 23.498 0.23 0:30:00 1 0 0 100
BLZ/USDT 1 1.35 22.963 0.23 0:03:00 1 0 0 100
GTC/USDT 1 1.21 22.126 0.22 1:14:00 1 0 0 100
XLM/USDT 1 1.14 20.224 0.2 16:50:00 1 0 0 100
FIL/USDT 1 1.13 20.189 0.2 0:41:00 1 0 0 100
GALA/USDT 1 1.11 19.958 0.2 0:12:00 1 0 0 100
ALGO/USDT 1 1.17 19.777 0.2 0:01:00 1 0 0 100
ALPHA/USDT 1 1.16 19.721 0.2 0:04:00 1 0 0 100
XRP/USDT 1 0.49 8.774 0.09 0:01:00 1 0 0 100
AUCTION/USDT 1 0.11 2.491 0.02 4:50:00 1 0 0 100
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CELR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 47 1.56 1434.571 14.35 16:13:00 47 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 23 1.65 685.432 6.85 8:35:00 23 0 0 100
2 8 1.33 193.361 1.93 2:10:00 8 0 0 100
120 2 1.88 175.825 1.76 10 days, 23:02:00 2 0 0 100
43 4 1.49 110.523 1.11 0:30:00 4 0 0 100
142 3 1.67 89.871 0.9 6:04:00 3 0 0 100
3 3 1.48 75.107 0.75 0:03:00 3 0 0 100
143 1 2.03 37.667 0.38 0:02:00 1 0 0 100
41 1 1.65 30.166 0.3 0:30:00 1 0 0 100
3 43 1 1.04 19.284 0.19 0:04:00 1 0 0 100
42 1 1.0 17.335 0.17 0:30:00 1 0 0 100
TOTAL 47 1.56 1434.571 14.35 16:13:00 47 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 8 1.47 203.809 2.04 0:07:00 8 0 0 100
exit_long_grind_g ( 120 ) 2 1.88 175.825 1.76 10 days, 23:02:00 2 0 0 100
exit_long_normal_u_5 ( 6 ) 1 5.67 93.106 0.93 0:01:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 3 1.17 62.575 0.63 0:05:00 3 0 0 100
exit_long_normal_w_3_9 ( 6 ) 1 3.23 58.676 0.59 1:05:00 1 0 0 100
exit_long_normal_d_3_88 ( 6 ) 1 3.25 56.692 0.57 1:35:00 1 0 0 100
exit_long_normal_d_3_70 ( 6 ) 1 3.19 56.045 0.56 0:24:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 2 1.56 55.400 0.55 0:02:00 2 0 0 100
exit_long_quick_d_2_3 ( 43 ) 1 2.44 47.948 0.48 1:44:00 1 0 0 100
exit_long_tc_d_2_45 ( 142 ) 1 2.48 45.384 0.45 1:20:00 1 0 0 100
exit_long_normal_d_2_27 ( 2 ) 1 2.27 40.900 0.41 0:45:00 1 0 0 100
exit_long_normal_d_2_42 ( 6 ) 1 1.59 40.173 0.4 12:40:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 2 1.16 39.498 0.39 0:02:00 2 0 0 100
exit_long_tc_u_2 ( 143 ) 1 2.03 37.667 0.38 0:02:00 1 0 0 100
exit_long_normal_u_2 ( 3 ) 1 2.1 35.609 0.36 0:04:00 1 0 0 100
exit_long_normal_w_1_11 ( 6 ) 1 1.77 32.473 0.32 1:05:00 1 0 0 100
exit_long_quick_d_1_87 ( 41 ) 1 1.65 30.166 0.3 0:30:00 1 0 0 100
exit_long_normal_d_1_95 ( 2 ) 1 1.69 28.671 0.29 5:55:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.41 25.004 0.25 3:39:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.38 24.264 0.24 0:02:00 1 0 0 100
exit_long_normal_d_1_80 ( 6 ) 1 1.41 23.498 0.23 0:30:00 1 0 0 100
exit_long_normal_d_1_27 ( 6 ) 1 1.21 22.126 0.22 1:14:00 1 0 0 100
exit_long_tc_d_1_84 ( 142 ) 1 1.14 20.224 0.2 16:50:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 ) 1 1.13 20.189 0.2 0:41:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 1 1.06 19.458 0.19 0:30:00 1 0 0 100
exit_long_normal_u_1 ( 3 43 ) 1 1.04 19.284 0.19 0:04:00 1 0 0 100
exit_long_normal_d_1_38 ( 2 ) 1 0.85 17.885 0.18 7:13:00 1 0 0 100
exit_long_normal_d_1_70 ( 2 ) 1 0.98 17.538 0.18 0:56:00 1 0 0 100
exit_long_normal_d_1_71 ( 2 ) 1 0.86 17.405 0.17 0:46:00 1 0 0 100
exit_long_normal_d_1_88 ( 6 ) 1 0.43 17.358 0.17 6 days, 12:45:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.0 17.335 0.17 0:30:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 2 ) 1 0.89 15.562 0.16 1:45:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.49 8.774 0.09 0:01:00 1 0 0 100
exit_long_normal_w_0_6 ( 6 ) 1 0.29 5.560 0.06 11:30:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.11 2.491 0.02 4:50:00 1 0 0 100
TOTAL 47 1.56 1434.571 14.35 16:13:00 47 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 8 1.47 203.809 2.04 0:07:00 8 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 2 1.88 175.825 1.76 10 days, 23:02:00 2 0 0 100
('6 ', 'exit_long_normal_u_5 ( 6 )') 1 5.67 93.106 0.93 0:01:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 3 1.17 62.575 0.63 0:05:00 3 0 0 100
('6 ', 'exit_long_normal_w_3_9 ( 6 )') 1 3.23 58.676 0.59 1:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_88 ( 6 )') 1 3.25 56.692 0.57 1:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_70 ( 6 )') 1 3.19 56.045 0.56 0:24:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 2 1.56 55.400 0.55 0:02:00 2 0 0 100
('43 ', 'exit_long_quick_d_2_3 ( 43 )') 1 2.44 47.948 0.48 1:44:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_45 ( 142 )') 1 2.48 45.384 0.45 1:20:00 1 0 0 100
('2 ', 'exit_long_normal_d_2_27 ( 2 )') 1 2.27 40.900 0.41 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_42 ( 6 )') 1 1.59 40.173 0.4 12:40:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 2 1.16 39.498 0.39 0:02:00 2 0 0 100
('143 ', 'exit_long_tc_u_2 ( 143 )') 1 2.03 37.667 0.38 0:02:00 1 0 0 100
('3 ', 'exit_long_normal_u_2 ( 3 )') 1 2.1 35.609 0.36 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_11 ( 6 )') 1 1.77 32.473 0.32 1:05:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_87 ( 41 )') 1 1.65 30.166 0.3 0:30:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_95 ( 2 )') 1 1.69 28.671 0.29 5:55:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.41 25.004 0.25 3:39:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.38 24.264 0.24 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_80 ( 6 )') 1 1.41 23.498 0.23 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_27 ( 6 )') 1 1.21 22.126 0.22 1:14:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_84 ( 142 )') 1 1.14 20.224 0.2 16:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_20 ( 6 )') 1 1.13 20.189 0.2 0:41:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 1 1.06 19.458 0.19 0:30:00 1 0 0 100
('3 43 ', 'exit_long_normal_u_1 ( 3 43 )') 1 1.04 19.284 0.19 0:04:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_38 ( 2 )') 1 0.85 17.885 0.18 7:13:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_70 ( 2 )') 1 0.98 17.538 0.18 0:56:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_71 ( 2 )') 1 0.86 17.405 0.17 0:46:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_88 ( 6 )') 1 0.43 17.358 0.17 6 days, 12:45:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.0 17.335 0.17 0:30:00 1 0 0 100
('2 ', 'exit_profit_long_normal_t_0_1_m ( 2 )') 1 0.89 15.562 0.16 1:45:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.49 8.774 0.09 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_6 ( 6 )') 1 0.29 5.560 0.06 11:30:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.11 2.491 0.02 4:50:00 1 0 0 100
TOTAL 47 1.56 1434.571 14.35 16:13:00 47 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
04/11/2023 93.106 1 0 0
05/11/2023 0 0 0 0
06/11/2023 0 0 0 0
07/11/2023 32.753 1 0 0
08/11/2023 79.47 3 0 0
09/11/2023 288.362 12 0 0
10/11/2023 0 0 0 0
11/11/2023 96.518 3 0 0
12/11/2023 56.045 1 0 0
13/11/2023 65.176 2 0 0
14/11/2023 248.166 9 0 0
15/11/2023 0 0 0 0
16/11/2023 77.89 2 0 0
17/11/2023 0 0 0 0
18/11/2023 0 0 0 0
19/11/2023 0 0 0 0
20/11/2023 0 0 0 0
21/11/2023 149.606 5 0 0
22/11/2023 82.909 4 0 0
23/11/2023 0 0 0 0
24/11/2023 0 0 0 0
25/11/2023 0 0 0 0
26/11/2023 0 0 0 0
27/11/2023 50.439 2 0 0
28/11/2023 22.201 1 0 0
29/11/2023 91.93 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-11-01 00:00:00
Backtesting to 2023-12-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 47 / 1.57
Starting balance 10000 USDT
Final balance 11434.571 USDT
Absolute profit 1434.571 USDT
Total profit % 14.35%
CAGR % 410.91%
Sortino -100.00
Sharpe 46.55
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 30.52 (100.00)
Avg. daily profit % 0.48%
Avg. stake amount 1693.629 USDT
Total trade volume 79600.559 USDT
Best Pair QI/USDT 1.20%
Worst Pair ADX/USDT 0.00%
Best trade RIF/USDT 5.67%
Worst trade AUCTION/USDT 0.11%
Best day 288.362 USDT
Worst day 0 USDT
Days win/draw/lose 14 / 12 / 0
Avg. Duration Winners 16:13:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 47 / 0
Rejected Entry signals 87
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 26.13%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 47 1.56 1434.571 14.35 16:13:00 47 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20231201-20240101

Current Previous v15.1.252 v15.1.240
Average Duration 10:50:00 n/a 10:54:00 1 day, 4:40:00
Market Change 40.52 % n/a 40.52 % 40.52 %
Max Drawdown 4.021 % n/a 4.0211 % 15.2934 %
Profit Mean 2.18 % n/a 2.26 % 1.88 %
Profit Sum 146.17 % n/a 151.21 % 109.01 %
Profit Total 27.31 % n/a 28.64 % 8.77 %
Trades 67 n/a 67 58
Win Rate 97.01 % n/a 97.01 % 91.38 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DF/USDT 4 4.41 342.318 3.42 2:13:00 4 0 0 100
QI/USDT 8 2.11 249.417 2.49 9:17:00 7 0 1 87.5
AVAX/USDT 2 3.95 204.218 2.04 3 days, 4:04:00 2 0 0 100
VTHO/USDT 3 3.27 179.763 1.8 1:12:00 3 0 0 100
AUCTION/USDT 5 1.56 172.276 1.72 5:47:00 5 0 0 100
POND/USDT 1 8.76 149.908 1.5 3:00:00 1 0 0 100
BAKE/USDT 4 1.57 136.301 1.36 1:24:00 4 0 0 100
MOVR/USDT 2 3.22 128.336 1.28 0:42:00 2 0 0 100
DATA/USDT 3 2.06 122.475 1.22 0:17:00 3 0 0 100
WRX/USDT 1 4.26 118.881 1.19 2 days, 22:20:00 1 0 0 100
MLN/USDT 2 2.77 117.843 1.18 1:38:00 2 0 0 100
RARE/USDT 2 2.3 95.987 0.96 21:48:00 2 0 0 100
ONT/USDT 1 4.09 89.096 0.89 1:25:00 1 0 0 100
BURGER/USDT 1 3.5 78.511 0.79 2:40:00 1 0 0 100
ALPHA/USDT 2 1.58 74.820 0.75 4:50:00 2 0 0 100
ALGO/USDT 2 1.81 68.468 0.68 0:01:00 2 0 0 100
REQ/USDT 1 2.88 56.560 0.57 9:35:00 1 0 0 100
ALICE/USDT 1 2.72 56.242 0.56 0:01:00 1 0 0 100
KSM/USDT 1 2.74 56.182 0.56 1:05:00 1 0 0 100
PYR/USDT 1 2.5 52.595 0.53 0:09:00 1 0 0 100
RAY/USDT 1 2.19 41.904 0.42 0:30:00 1 0 0 100
ALPACA/USDT 1 2.21 40.745 0.41 0:35:00 1 0 0 100
IOTA/USDT 1 1.81 29.954 0.3 0:55:00 1 0 0 100
WING/USDT 1 1.05 21.517 0.22 0:18:00 1 0 0 100
INJ/USDT 1 1.03 19.704 0.2 0:08:00 1 0 0 100
STORJ/USDT 1 1.01 19.402 0.19 0:55:00 1 0 0 100
ATOM/USDT 1 1.09 18.412 0.18 0:04:00 1 0 0 100
NEAR/USDT 1 1.09 18.339 0.18 0:39:00 1 0 0 100
XRP/USDT 1 1.01 17.087 0.17 0:42:00 1 0 0 100
HIGH/USDT 1 1.0 16.971 0.17 0:45:00 1 0 0 100
FET/USDT 1 0.93 15.477 0.15 0:01:00 1 0 0 100
BCH/USDT 1 0.85 14.372 0.14 0:01:00 1 0 0 100
1INCH/USDT 1 0.83 13.871 0.14 0:01:00 1 0 0 100
OM/USDT 1 0.56 12.185 0.12 1:20:00 1 0 0 100
VET/USDT 1 0.2 10.828 0.11 9 days, 16:20:00 1 0 0 100
FARM/USDT 1 0.43 9.159 0.09 0:10:00 1 0 0 100
ETC/USDT 1 0.15 2.450 0.02 21:54:00 1 0 0 100
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BLZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CELR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 3 0.48 -141.104 -1.41 14:51:00 2 0 1 66.7
TOTAL 67 2.18 2731.471 27.31 10:50:00 65 0 2 97.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
MLN/USDT 1 0.76 16.561 0.17 0:30:00 1 0 0 100
OM/USDT 1 0.56 12.185 0.12 1:20:00 1 0 0 100
VET/USDT 1 0.2 10.828 0.11 9 days, 16:20:00 1 0 0 100
QI/USDT 1 -7.9 -218.508 -2.19 2 days, 8:05:00 0 0 1 0
DEGO/USDT 1 -8.56 -343.157 -3.43 1 day, 19:05:00 0 0 1 0
TOTAL 5 -2.99 -522.091 -5.22 2 days, 18:40:00 3 0 2 60.0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 40 2.23 1561.562 15.62 7:04:00 38 0 2 95.0
5 3 5.36 302.451 3.02 1:38:00 3 0 0 100
2 4 3.34 269.241 2.69 1:55:00 4 0 0 100
142 6 0.99 102.680 1.03 3:55:00 6 0 0 100
120 2 1.16 94.654 0.95 8 days, 0:14:00 2 0 0 100
42 2 1.9 84.632 0.85 9:38:00 2 0 0 100
4 3 1.31 74.990 0.75 0:01:00 3 0 0 100
43 2 1.47 66.261 0.66 1:14:00 2 0 0 100
3 2 1.44 61.501 0.62 0:48:00 2 0 0 100
2 6 1 2.72 56.242 0.56 0:01:00 1 0 0 100
3 141 142 1 2.03 41.780 0.42 0:01:00 1 0 0 100
6 142 1 0.93 15.477 0.15 0:01:00 1 0 0 100
TOTAL 67 2.18 2731.471 27.31 10:50:00 65 0 2 97.0

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_normal_t_11_1_m ( 6 ) 1 11.31 217.606 2.18 5:05:00 1 0 0 100
exit_long_normal_w_9_14 ( 6 ) 1 7.91 165.492 1.65 0:50:00 1 0 0 100
exit_long_normal_w_8_7 ( 5 ) 1 8.76 149.908 1.5 3:00:00 1 0 0 100
exit_profit_long_normal_t_7_2_m ( 6 ) 1 7.23 134.960 1.35 1:35:00 1 0 0 100
exit_long_normal_u_5 ( 2 ) 1 5.77 120.392 1.2 0:01:00 1 0 0 100
exit_long_normal_d_6_42 ( 6 ) 1 6.98 118.976 1.19 0:45:00 1 0 0 100
exit_long_normal_2_1_1 ( 6 ) 1 4.26 118.881 1.19 2 days, 22:20:00 1 0 0 100
exit_long_normal_d_5_42 ( 6 ) 1 5.62 112.860 1.13 0:20:00 1 0 0 100
exit_long_normal_w_5_14 ( 6 ) 1 5.17 102.670 1.03 0:55:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 2 2.38 101.666 1.02 0:16:00 2 0 0 100
exit_long_normal_w_4_7 ( 6 ) 1 4.78 101.282 1.01 2:45:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 6 ) 2 2.47 98.086 0.98 0:48:00 2 0 0 100
exit_long_normal_d_4_60 ( 2 ) 1 4.39 89.192 0.89 1:08:00 1 0 0 100
exit_long_normal_d_4_69 ( 5 ) 1 4.09 89.096 0.89 1:25:00 1 0 0 100
exit_long_normal_d_2_77 ( 6 ) 2 2.2 87.694 0.88 0:49:00 2 0 0 100
exit_long_grind_g ( 120 ) 1 2.13 83.826 0.84 6 days, 8:07:00 1 0 0 100
exit_long_normal_w_3_10 ( 6 ) 1 3.5 78.511 0.79 2:40:00 1 0 0 100
exit_long_normal_d_4_42 ( 6 ) 1 4.39 77.213 0.77 0:40:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 2 1.8 64.911 0.65 2:32:00 2 0 0 100
exit_long_tc_u_1 ( 142 ) 3 1.24 64.805 0.65 0:04:00 3 0 0 100
exit_long_normal_d_3_70 ( 5 ) 1 3.24 63.446 0.63 0:28:00 1 0 0 100
exit_profit_long_normal_t_3_1_m ( 6 ) 1 3.13 59.358 0.59 0:25:00 1 0 0 100
exit_long_normal_d_2_3 ( 6 ) 1 2.95 58.295 0.58 1:00:00 1 0 0 100
exit_long_quick_q_8 ( 42 ) 1 2.88 56.560 0.57 9:35:00 1 0 0 100
exit_long_normal_u_2 ( 2 6 ) 1 2.72 56.242 0.56 0:01:00 1 0 0 100
exit_long_normal_d_3_100 ( 6 ) 1 2.41 53.301 0.53 1 day, 13:50:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.14 47.235 0.47 0:10:00 2 0 0 100
exit_long_normal_u_2 ( 4 ) 1 2.25 46.747 0.47 0:01:00 1 0 0 100
exit_long_normal_w_2_7 ( 2 ) 1 2.18 42.686 0.43 5:45:00 1 0 0 100
exit_long_normal_u_2 ( 3 141 142 ) 1 2.03 41.780 0.42 0:01:00 1 0 0 100
exit_long_normal_d_2_27 ( 6 ) 1 2.21 40.745 0.41 0:35:00 1 0 0 100
exit_long_normal_d_2_83 ( 6 ) 1 2.25 38.965 0.39 0:47:00 1 0 0 100
exit_long_quick_d_2_53 ( 43 ) 1 1.51 35.469 0.35 2:18:00 1 0 0 100
exit_long_tc_d_1_20 ( 142 ) 2 1.05 35.426 0.35 0:40:00 2 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.55 32.797 0.33 0:02:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.43 30.791 0.31 0:09:00 1 0 0 100
exit_long_normal_d_1_96 ( 6 ) 1 1.5 30.320 0.3 0:25:00 1 0 0 100
exit_long_normal_d_1_80 ( 6 ) 1 1.81 29.954 0.3 0:55:00 1 0 0 100
exit_long_normal_d_1_95 ( 3 ) 1 1.33 28.705 0.29 1:35:00 1 0 0 100
exit_long_normal_u_0 ( 4 ) 2 0.84 28.243 0.28 0:01:00 2 0 0 100
exit_long_quick_w_1_12 ( 42 ) 1 0.91 28.073 0.28 9:40:00 1 0 0 100
exit_long_normal_d_1_99 ( 6 ) 1 1.33 26.208 0.26 0:40:00 1 0 0 100
exit_long_normal_w_1_15 ( 6 ) 1 1.28 25.665 0.26 0:30:00 1 0 0 100
exit_long_normal_1_1_1 ( 6 ) 1 0.6 24.923 0.25 1 day, 3:46:00 1 0 0 100
exit_long_normal_w_1_14 ( 6 ) 1 1.15 22.086 0.22 6:00:00 1 0 0 100
exit_long_normal_d_1_72 ( 6 ) 1 1.01 19.402 0.19 0:55:00 1 0 0 100
exit_long_normal_d_1_101 ( 6 ) 1 0.72 19.248 0.19 4:55:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 3 0.3 17.968 0.18 1:14:00 3 0 0 100
exit_long_normal_d_1_70 ( 2 ) 1 1.0 16.971 0.17 0:45:00 1 0 0 100
exit_long_normal_u_0 ( 6 142 ) 1 0.93 15.477 0.15 0:01:00 1 0 0 100
exit_long_tc_d_0_35 ( 142 ) 1 0.15 2.450 0.02 21:54:00 1 0 0 100
force_exit 5 -2.99 -522.091 -5.22 2 days, 18:40:00 3 0 2 60.0
TOTAL 67 2.18 2731.471 27.31 10:50:00 65 0 2 97.0

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_profit_long_normal_t_11_1_m ( 6 )') 1 11.31 217.606 2.18 5:05:00 1 0 0 100
('6 ', 'exit_long_normal_w_9_14 ( 6 )') 1 7.91 165.492 1.65 0:50:00 1 0 0 100
('5 ', 'exit_long_normal_w_8_7 ( 5 )') 1 8.76 149.908 1.5 3:00:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_7_2_m ( 6 )') 1 7.23 134.960 1.35 1:35:00 1 0 0 100
('2 ', 'exit_long_normal_u_5 ( 2 )') 1 5.77 120.392 1.2 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_6_42 ( 6 )') 1 6.98 118.976 1.19 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_2_1_1 ( 6 )') 1 4.26 118.881 1.19 2 days, 22:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_5_42 ( 6 )') 1 5.62 112.860 1.13 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_w_5_14 ( 6 )') 1 5.17 102.670 1.03 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 2 2.38 101.666 1.02 0:16:00 2 0 0 100
('6 ', 'exit_long_normal_w_4_7 ( 6 )') 1 4.78 101.282 1.01 2:45:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_1_m ( 6 )') 2 2.47 98.086 0.98 0:48:00 2 0 0 100
('2 ', 'exit_long_normal_d_4_60 ( 2 )') 1 4.39 89.192 0.89 1:08:00 1 0 0 100
('5 ', 'exit_long_normal_d_4_69 ( 5 )') 1 4.09 89.096 0.89 1:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_77 ( 6 )') 2 2.2 87.694 0.88 0:49:00 2 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 2.13 83.826 0.84 6 days, 8:07:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_10 ( 6 )') 1 3.5 78.511 0.79 2:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_42 ( 6 )') 1 4.39 77.213 0.77 0:40:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 2 1.8 64.911 0.65 2:32:00 2 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 3 1.24 64.805 0.65 0:04:00 3 0 0 100
('5 ', 'exit_long_normal_d_3_70 ( 5 )') 1 3.24 63.446 0.63 0:28:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_3_1_m ( 6 )') 1 3.13 59.358 0.59 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_3 ( 6 )') 1 2.95 58.295 0.58 1:00:00 1 0 0 100
('42 ', 'exit_long_quick_q_8 ( 42 )') 1 2.88 56.560 0.57 9:35:00 1 0 0 100
('2 6 ', 'exit_long_normal_u_2 ( 2 6 )') 1 2.72 56.242 0.56 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_100 ( 6 )') 1 2.41 53.301 0.53 1 day, 13:50:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.14 47.235 0.47 0:10:00 2 0 0 100
('4 ', 'exit_long_normal_u_2 ( 4 )') 1 2.25 46.747 0.47 0:01:00 1 0 0 100
('2 ', 'exit_long_normal_w_2_7 ( 2 )') 1 2.18 42.686 0.43 5:45:00 1 0 0 100
('3 141 142 ', 'exit_long_normal_u_2 ( 3 141 142 )') 1 2.03 41.780 0.42 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_27 ( 6 )') 1 2.21 40.745 0.41 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_83 ( 6 )') 1 2.25 38.965 0.39 0:47:00 1 0 0 100
('43 ', 'exit_long_quick_d_2_53 ( 43 )') 1 1.51 35.469 0.35 2:18:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_20 ( 142 )') 2 1.05 35.426 0.35 0:40:00 2 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.55 32.797 0.33 0:02:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 1 1.43 30.791 0.31 0:09:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_96 ( 6 )') 1 1.5 30.320 0.3 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_80 ( 6 )') 1 1.81 29.954 0.3 0:55:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_95 ( 3 )') 1 1.33 28.705 0.29 1:35:00 1 0 0 100
('4 ', 'exit_long_normal_u_0 ( 4 )') 2 0.84 28.243 0.28 0:01:00 2 0 0 100
('42 ', 'exit_long_quick_w_1_12 ( 42 )') 1 0.91 28.073 0.28 9:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_99 ( 6 )') 1 1.33 26.208 0.26 0:40:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_15 ( 6 )') 1 1.28 25.665 0.26 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_1_1_1 ( 6 )') 1 0.6 24.923 0.25 1 day, 3:46:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_14 ( 6 )') 1 1.15 22.086 0.22 6:00:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_72 ( 6 )') 1 1.01 19.402 0.19 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_101 ( 6 )') 1 0.72 19.248 0.19 4:55:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 3 0.3 17.968 0.18 1:14:00 3 0 0 100
('2 ', 'exit_long_normal_d_1_70 ( 2 )') 1 1.0 16.971 0.17 0:45:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_0 ( 6 142 )') 1 0.93 15.477 0.15 0:01:00 1 0 0 100
('120 ', 'force_exit') 1 0.2 10.828 0.11 9 days, 16:20:00 1 0 0 100
('142 ', 'exit_long_tc_d_0_35 ( 142 )') 1 0.15 2.450 0.02 21:54:00 1 0 0 100
('6 ', 'force_exit') 4 -3.78 -532.919 -5.33 1 day, 1:15:00 2 0 2 50.0
TOTAL 67 2.18 2731.471 27.31 10:50:00 65 0 2 97.0

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/12/2023 29.954 1 0 0
04/12/2023 15.477 1 0 0
05/12/2023 42.686 1 0 0
06/12/2023 35.469 1 0 0
07/12/2023 0 0 0 0
08/12/2023 53.301 1 0 0
09/12/2023 0 0 0 0
10/12/2023 0 0 0 0
11/12/2023 535.888 13 0 0
12/12/2023 341.134 5 0 0
13/12/2023 83.826 1 0 0
14/12/2023 0 0 0 0
15/12/2023 32.686 1 0 0
16/12/2023 41.774 1 0 0
17/12/2023 0 0 0 0
18/12/2023 228.7 4 0 0
19/12/2023 115.918 2 0 0
20/12/2023 0 0 0 0
21/12/2023 61.608 2 0 0
22/12/2023 19.402 1 0 0
23/12/2023 368.526 5 0 0
24/12/2023 128.336 2 0 0
25/12/2023 232.373 3 0 0
26/12/2023 564.411 11 0 0
27/12/2023 78.511 1 0 0
28/12/2023 154.486 4 0 0
29/12/2023 0 0 0 0
30/12/2023 0 0 0 0
31/12/2023 89.096 1 0 0
01/01/2024 -522.091 3 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2023-12-01 00:00:00
Backtesting to 2024-01-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 67 / 2.16
Starting balance 10000 USDT
Final balance 12731.471 USDT
Absolute profit 2731.471 USDT
Total profit % 27.31%
CAGR % 1617.36%
Sortino 27.01
Sharpe 23.60
Calmar 418.65
Profit factor 5.86
Expectancy (Ratio) 40.77 (0.15)
Avg. daily profit % 0.88%
Avg. stake amount 1886.659 USDT
Total trade volume 126406.164 USDT
Best Pair DF/USDT 3.42%
Worst Pair ADX/USDT 0.00%
Best trade DF/USDT 11.31%
Worst trade DEGO/USDT -8.56%
Best day 564.411 USDT
Worst day -522.091 USDT
Days win/draw/lose 21 / 8 / 1
Avg. Duration Winners 9:39:00
Avg. Duration Loser 2 days, 1:35:00
Max Consecutive Wins / Loss 62 / 1
Rejected Entry signals 71
Entry/Exit Timeouts 0 / 0
Min balance 10029.954 USDT
Max balance 13253.562 USDT
Max % of account underwater 4.02%
Absolute Drawdown (Account) 4.02%
Absolute Drawdown 532.919 USDT
Drawdown high 3253.562 USDT
Drawdown low 2720.643 USDT
Drawdown Start 2023-12-31 21:35:00
Drawdown End 2024-01-01 00:00:00
Market change 40.52%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 67 2.18 2731.471 27.31 10:50:00 65 0 2 97.0 532.919 USDT 4.02%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20240101-20240201

Current Previous v15.1.252 v15.1.240
Average Duration 1 day, 17:36:00 n/a 1 day, 16:56:00 2 days, 0:41:00
Market Change -11.17 % n/a -11.17 % -11.17 %
Max Drawdown 3.2046 % n/a 3.2032 % 5.1819 %
Profit Mean 1.59 % n/a 1.59 % 1.32 %
Profit Sum 69.86 % n/a 71.58 % 60.84 %
Profit Total 11.39 % n/a 11.57 % 8.13 %
Trades 44 n/a 45 46
Win Rate 95.45 % n/a 95.56 % 93.48 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
PEOPLE/USDT 6 2.74 288.340 2.88 2:42:00 6 0 0 100
FTM/USDT 2 1.24 105.304 1.05 7 days, 14:24:00 2 0 0 100
DATA/USDT 3 1.86 101.602 1.02 10:29:00 3 0 0 100
DEGO/USDT 1 5.44 90.587 0.91 1:20:00 1 0 0 100
BAND/USDT 1 4.63 83.352 0.83 4:45:00 1 0 0 100
CELR/USDT 1 1.82 82.655 0.83 9 days, 8:39:00 1 0 0 100
VIDT/USDT 1 3.93 76.644 0.77 2 days, 5:55:00 1 0 0 100
OM/USDT 3 1.32 72.000 0.72 8:22:00 3 0 0 100
REQ/USDT 1 3.11 55.510 0.56 4:20:00 1 0 0 100
STRAX/USDT 2 1.45 47.322 0.47 0:10:00 2 0 0 100
RLC/USDT 1 2.32 41.440 0.41 0:25:00 1 0 0 100
WRX/USDT 2 1.23 40.372 0.4 0:02:00 2 0 0 100
RAD/USDT 1 2.06 36.810 0.37 0:57:00 1 0 0 100
FUN/USDT 1 2.0 35.925 0.36 5:00:00 1 0 0 100
ENS/USDT 1 1.95 34.492 0.34 0:15:00 1 0 0 100
SANTOS/USDT 2 0.9 33.296 0.33 0:36:00 2 0 0 100
ERN/USDT 1 1.82 32.913 0.33 1:30:00 1 0 0 100
UMA/USDT 1 1.69 31.005 0.31 0:15:00 1 0 0 100
FLUX/USDT 1 1.66 26.231 0.26 0:09:00 1 0 0 100
AR/USDT 1 0.78 24.533 0.25 7 days, 9:54:00 1 0 0 100
STX/USDT 1 1.35 22.371 0.22 0:43:00 1 0 0 100
TRU/USDT 1 1.1 22.138 0.22 1:31:00 1 0 0 100
AGLD/USDT 1 0.65 21.792 0.22 7 days, 10:13:00 1 0 0 100
RIF/USDT 1 0.88 20.268 0.2 1:57:00 1 0 0 100
ZRX/USDT 1 1.07 20.012 0.2 0:10:00 1 0 0 100
INJ/USDT 1 1.04 18.866 0.19 0:01:00 1 0 0 100
SOL/USDT 1 1.02 18.023 0.18 0:08:00 1 0 0 100
BADGER/USDT 1 1.06 16.810 0.17 1:59:00 1 0 0 100
RAY/USDT 1 0.4 7.536 0.08 2:22:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BLZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 1 -6.21 -142.059 -1.42 1 day, 21:10:00 0 0 1 0
MOVR/USDT 1 -1.31 -226.726 -2.27 28 days, 11:55:00 0 0 1 0
TOTAL 44 1.59 1139.360 11.39 1 day, 17:36:00 42 0 2 95.5

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
AUCTION/USDT 1 -6.21 -142.059 -1.42 1 day, 21:10:00 0 0 1 0
MOVR/USDT 1 -1.31 -226.726 -2.27 28 days, 11:55:00 0 0 1 0
TOTAL 2 -3.76 -368.785 -3.69 15 days, 4:32:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 21 2.24 861.319 8.61 14:59:00 21 0 0 100
5 7 1.47 182.745 1.83 2:12:00 7 0 0 100
120 2 1.62 171.116 1.71 12 days, 6:40:00 2 0 0 100
41 3 1.58 82.579 0.83 0:43:00 3 0 0 100
43 1 3.43 54.944 0.55 0:02:00 1 0 0 100
1 1 1.77 28.283 0.28 0:28:00 1 0 0 100
3 1 0.78 24.533 0.25 7 days, 9:54:00 1 0 0 100
6 142 1 1.35 22.371 0.22 0:43:00 1 0 0 100
141 1 1.04 18.866 0.19 0:01:00 1 0 0 100
142 1 1.02 18.023 0.18 0:08:00 1 0 0 100
143 1 1.06 16.842 0.17 0:09:00 1 0 0 100
4 1 0.26 4.292 0.04 0:01:00 1 0 0 100
2 2 -2.43 -119.827 -1.2 22:52:00 1 0 1 50.0
3 6 1 -1.31 -226.726 -2.27 28 days, 11:55:00 0 0 1 0
TOTAL 44 1.59 1139.360 11.39 1 day, 17:36:00 42 0 2 95.5

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 2 1.62 171.116 1.71 12 days, 6:40:00 2 0 0 100
exit_long_normal_d_4_100 ( 6 ) 2 3.88 148.976 1.49 1 day, 12:48:00 2 0 0 100
exit_long_normal_w_5_4 ( 6 ) 1 5.98 96.685 0.97 2:40:00 1 0 0 100
exit_long_normal_d_5_92 ( 6 ) 1 5.44 90.587 0.91 1:20:00 1 0 0 100
exit_long_normal_d_4_4 ( 6 ) 1 4.63 83.352 0.83 4:45:00 1 0 0 100
exit_long_normal_d_1_99 ( 6 ) 2 1.82 65.497 0.65 0:15:00 2 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.32 62.054 0.62 2:40:00 1 0 0 100
exit_long_normal_d_3_100 ( 5 ) 1 3.11 55.510 0.56 4:20:00 1 0 0 100
exit_long_quick_o_3 ( 43 ) 1 3.43 54.944 0.55 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.45 47.322 0.47 0:10:00 2 0 0 100
exit_long_normal_d_2_15 ( 6 ) 1 1.76 43.692 0.44 7:30:00 1 0 0 100
exit_long_normal_d_2_93 ( 6 ) 1 2.32 41.440 0.41 0:25:00 1 0 0 100
exit_long_normal_d_2_60 ( 5 ) 1 2.06 36.810 0.37 0:57:00 1 0 0 100
exit_long_quick_u_2 ( 41 ) 1 2.2 36.080 0.36 0:03:00 1 0 0 100
exit_long_normal_w_2_10 ( 5 ) 1 2.0 35.925 0.36 5:00:00 1 0 0 100
exit_long_normal_d_1_81 ( 6 ) 1 1.94 35.331 0.35 1:05:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.82 32.913 0.33 1:30:00 1 0 0 100
exit_long_normal_d_1_77 ( 6 ) 1 1.56 28.370 0.28 0:50:00 1 0 0 100
exit_profit_long_normal_t_1_2_m ( 1 ) 1 1.77 28.283 0.28 0:28:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.66 26.231 0.26 0:09:00 1 0 0 100
exit_long_normal_d_1_47 ( 3 ) 1 0.78 24.533 0.25 7 days, 9:54:00 1 0 0 100
exit_long_normal_d_1_60 ( 6 ) 1 1.23 23.153 0.23 0:36:00 1 0 0 100
exit_long_normal_d_1_71 ( 6 142 ) 1 1.35 22.371 0.22 0:43:00 1 0 0 100
exit_long_normal_d_1_20 ( 2 ) 1 1.36 22.232 0.22 0:33:00 1 0 0 100
exit_long_normal_d_1_45 ( 6 ) 1 1.1 22.138 0.22 1:31:00 1 0 0 100
exit_long_normal_w_1_1 ( 6 ) 1 0.65 21.792 0.22 7 days, 10:13:00 1 0 0 100
exit_long_quick_d_1_10 ( 41 ) 1 0.88 20.268 0.2 1:57:00 1 0 0 100
exit_long_normal_d_1_60 ( 5 ) 1 1.07 20.012 0.2 0:10:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.04 18.866 0.19 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.02 18.023 0.18 0:08:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 1 1.06 16.842 0.17 0:09:00 1 0 0 100
exit_long_normal_d_1_95 ( 5 ) 1 1.06 16.810 0.17 1:59:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 5 ) 1 0.57 10.143 0.1 0:36:00 1 0 0 100
exit_long_normal_d_0_55 ( 6 ) 1 0.47 8.299 0.08 23:10:00 1 0 0 100
exit_long_normal_d_0_78 ( 5 ) 1 0.4 7.536 0.08 2:22:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.39 7.037 0.07 11:13:00 1 0 0 100
exit_long_normal_u_0 ( 4 ) 1 0.26 4.292 0.04 0:01:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 6 ) 1 0.16 2.681 0.03 2:50:00 1 0 0 100
force_exit 2 -3.76 -368.785 -3.69 15 days, 4:32:00 0 0 2 0
TOTAL 44 1.59 1139.360 11.39 1 day, 17:36:00 42 0 2 95.5

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 2 1.62 171.116 1.71 12 days, 6:40:00 2 0 0 100
('6 ', 'exit_long_normal_d_4_100 ( 6 )') 2 3.88 148.976 1.49 1 day, 12:48:00 2 0 0 100
('6 ', 'exit_long_normal_w_5_4 ( 6 )') 1 5.98 96.685 0.97 2:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_5_92 ( 6 )') 1 5.44 90.587 0.91 1:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_4 ( 6 )') 1 4.63 83.352 0.83 4:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_99 ( 6 )') 2 1.82 65.497 0.65 0:15:00 2 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.32 62.054 0.62 2:40:00 1 0 0 100
('5 ', 'exit_long_normal_d_3_100 ( 5 )') 1 3.11 55.510 0.56 4:20:00 1 0 0 100
('43 ', 'exit_long_quick_o_3 ( 43 )') 1 3.43 54.944 0.55 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.45 47.322 0.47 0:10:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_15 ( 6 )') 1 1.76 43.692 0.44 7:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_93 ( 6 )') 1 2.32 41.440 0.41 0:25:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_60 ( 5 )') 1 2.06 36.810 0.37 0:57:00 1 0 0 100
('41 ', 'exit_long_quick_u_2 ( 41 )') 1 2.2 36.080 0.36 0:03:00 1 0 0 100
('5 ', 'exit_long_normal_w_2_10 ( 5 )') 1 2.0 35.925 0.36 5:00:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_81 ( 6 )') 1 1.94 35.331 0.35 1:05:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.82 32.913 0.33 1:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_77 ( 6 )') 1 1.56 28.370 0.28 0:50:00 1 0 0 100
('1 ', 'exit_profit_long_normal_t_1_2_m ( 1 )') 1 1.77 28.283 0.28 0:28:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.66 26.231 0.26 0:09:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_47 ( 3 )') 1 0.78 24.533 0.25 7 days, 9:54:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_60 ( 6 )') 1 1.23 23.153 0.23 0:36:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_1_71 ( 6 142 )') 1 1.35 22.371 0.22 0:43:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_20 ( 2 )') 1 1.36 22.232 0.22 0:33:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_45 ( 6 )') 1 1.1 22.138 0.22 1:31:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_1 ( 6 )') 1 0.65 21.792 0.22 7 days, 10:13:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_10 ( 41 )') 1 0.88 20.268 0.2 1:57:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_60 ( 5 )') 1 1.07 20.012 0.2 0:10:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.04 18.866 0.19 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.02 18.023 0.18 0:08:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 1 1.06 16.842 0.17 0:09:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_95 ( 5 )') 1 1.06 16.810 0.17 1:59:00 1 0 0 100
('5 ', 'exit_profit_long_normal_t_0_2_m ( 5 )') 1 0.57 10.143 0.1 0:36:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_55 ( 6 )') 1 0.47 8.299 0.08 23:10:00 1 0 0 100
('5 ', 'exit_long_normal_d_0_78 ( 5 )') 1 0.4 7.536 0.08 2:22:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.39 7.037 0.07 11:13:00 1 0 0 100
('4 ', 'exit_long_normal_u_0 ( 4 )') 1 0.26 4.292 0.04 0:01:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_2_m ( 6 )') 1 0.16 2.681 0.03 2:50:00 1 0 0 100
('2 ', 'force_exit') 1 -6.21 -142.059 -1.42 1 day, 21:10:00 0 0 1 0
('3 6 ', 'force_exit') 1 -1.31 -226.726 -2.27 28 days, 11:55:00 0 0 1 0
TOTAL 44 1.59 1139.360 11.39 1 day, 17:36:00 42 0 2 95.5

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/01/2024 132.675 6 0 0
04/01/2024 183.824 5 0 0
05/01/2024 62.054 1 0 0
06/01/2024 40.372 2 0 0
07/01/2024 98.876 2 0 0
08/01/2024 196.562 4 0 0
09/01/2024 43.692 1 0 0
10/01/2024 129.14 5 0 0
11/01/2024 0 0 0 0
12/01/2024 100.677 2 0 0
13/01/2024 34.492 1 0 0
14/01/2024 0 0 0 0
15/01/2024 0 0 0 0
16/01/2024 33.296 2 0 0
17/01/2024 0 0 0 0
18/01/2024 0 0 0 0
19/01/2024 35.925 1 0 0
20/01/2024 161.601 3 0 0
21/01/2024 0 0 0 0
22/01/2024 61.283 2 0 0
23/01/2024 85.203 3 0 0
24/01/2024 0 0 0 0
25/01/2024 0 0 0 0
26/01/2024 0 0 0 0
27/01/2024 88.461 1 0 0
28/01/2024 20.012 1 0 0
29/01/2024 0 0 0 0
30/01/2024 0 0 0 0
31/01/2024 0 0 0 0
01/02/2024 -368.785 0 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-02-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 44 / 1.42
Starting balance 10000 USDT
Final balance 11139.36 USDT
Absolute profit 1139.36 USDT
Total profit % 11.39%
CAGR % 256.24%
Sortino 16.59
Sharpe 13.27
Calmar 219.12
Profit factor 4.09
Expectancy (Ratio) 25.89 (0.14)
Avg. daily profit % 0.37%
Avg. stake amount 1634.358 USDT
Total trade volume 71911.732 USDT
Best Pair PEOPLE/USDT 2.88%
Worst Pair AUCTION/USDT -1.42%
Best trade PEOPLE/USDT 5.98%
Worst trade AUCTION/USDT -6.21%
Best day 196.562 USDT
Worst day -368.785 USDT
Days win/draw/lose 17 / 12 / 1
Avg. Duration Winners 1 day, 2:14:00
Avg. Duration Loser 15 days, 4:32:00
Max Consecutive Wins / Loss 42 / 2
Rejected Entry signals 40
Entry/Exit Timeouts 0 / 0
Min balance 10022.371 USDT
Max balance 11508.145 USDT
Max % of account underwater 3.20%
Absolute Drawdown (Account) 3.20%
Absolute Drawdown 368.785 USDT
Drawdown high 1508.145 USDT
Drawdown low 1139.36 USDT
Drawdown Start 2024-01-28 05:00:00
Drawdown End 2024-02-01 00:00:00
Market change -11.17%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 44 1.59 1139.360 11.39 1 day, 17:36:00 42 0 2 95.5 368.785 USDT 3.20%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20240201-20240301

Current Previous v15.1.252 v15.1.240
Average Duration 13:33:00 n/a 13:40:00 13:54:00
Market Change 41.17 % n/a 41.17 % 41.17 %
Max Drawdown 0.0 % n/a 0.0 % 0.0 %
Profit Mean 1.38 % n/a 1.4 % 1.41 %
Profit Sum 44.17 % n/a 44.87 % 45.21 %
Profit Total 8.16 % n/a 8.32 % 8.39 %
Trades 32 n/a 32 32
Win Rate 100.0 % n/a 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TKO/USDT 2 2.63 92.975 0.93 0:38:00 2 0 0 100
CELR/USDT 1 1.92 83.895 0.84 12 days, 2:41:00 1 0 0 100
SPELL/USDT 3 1.24 63.707 0.64 12:00:00 3 0 0 100
VTHO/USDT 2 1.9 63.189 0.63 0:35:00 2 0 0 100
NEAR/USDT 1 2.55 44.563 0.45 2:15:00 1 0 0 100
STX/USDT 1 2.44 41.945 0.42 0:09:00 1 0 0 100
OM/USDT 2 1.01 40.563 0.41 15:10:00 2 0 0 100
VET/USDT 2 1.13 38.615 0.39 0:28:00 2 0 0 100
AUDIO/USDT 1 2.16 36.270 0.36 0:01:00 1 0 0 100
CKB/USDT 1 1.78 29.395 0.29 8:40:00 1 0 0 100
IOTX/USDT 2 0.83 28.852 0.29 0:03:00 2 0 0 100
INJ/USDT 1 1.66 28.500 0.29 0:08:00 1 0 0 100
C98/USDT 1 1.58 27.191 0.27 0:08:00 1 0 0 100
THETA/USDT 1 1.56 27.120 0.27 0:03:00 1 0 0 100
ZEN/USDT 1 1.53 25.544 0.26 0:01:00 1 0 0 100
TRU/USDT 1 1.28 22.383 0.22 0:04:00 1 0 0 100
WIN/USDT 1 1.16 20.360 0.2 1:50:00 1 0 0 100
FET/USDT 1 1.12 19.033 0.19 0:50:00 1 0 0 100
PERP/USDT 1 1.07 18.833 0.19 8:15:00 1 0 0 100
FIL/USDT 1 1.02 17.906 0.18 0:30:00 1 0 0 100
PEOPLE/USDT 1 1.04 17.594 0.18 0:01:00 1 0 0 100
ALICE/USDT 1 1.02 17.587 0.18 0:06:00 1 0 0 100
RIF/USDT 1 0.26 4.953 0.05 1 day, 23:20:00 1 0 0 100
GTC/USDT 1 0.15 2.475 0.02 0:01:00 1 0 0 100
UNI/USDT 1 0.14 2.397 0.02 2:46:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BLZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 32 1.38 815.843 8.16 13:33:00 32 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 17 1.46 432.438 4.32 7:57:00 17 0 0 100
142 4 1.37 95.104 0.95 1:16:00 4 0 0 100
120 1 1.92 83.895 0.84 12 days, 2:41:00 1 0 0 100
2 3 1.48 75.525 0.76 0:02:00 3 0 0 100
2 6 2 1.15 39.970 0.4 0:05:00 2 0 0 100
143 2 1.01 35.497 0.35 0:42:00 2 0 0 100
2 3 1 1.58 27.191 0.27 0:08:00 1 0 0 100
141 142 1 1.12 19.033 0.19 0:50:00 1 0 0 100
2 3 6 1 0.42 7.190 0.07 0:01:00 1 0 0 100
TOTAL 32 1.38 815.843 8.16 13:33:00 32 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 1.92 83.895 0.84 12 days, 2:41:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.46 74.654 0.75 0:04:00 3 0 0 100
exit_long_normal_w_4_3 ( 6 ) 1 4.08 72.365 0.72 1:13:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 2 1.4 48.144 0.48 0:02:00 2 0 0 100
exit_long_normal_d_2_99 ( 6 ) 1 2.69 44.632 0.45 0:34:00 1 0 0 100
exit_long_tc_w_2_11 ( 142 ) 1 2.55 44.563 0.45 2:15:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.44 41.945 0.42 0:09:00 1 0 0 100
exit_long_normal_u_1 ( 2 6 ) 2 1.15 39.970 0.4 0:05:00 2 0 0 100
exit_long_normal_u_1 ( 2 ) 2 1.15 39.256 0.39 0:03:00 2 0 0 100
exit_long_normal_u_2 ( 2 ) 1 2.16 36.270 0.36 0:01:00 1 0 0 100
exit_long_normal_d_2_77 ( 6 ) 1 2.08 35.364 0.35 0:30:00 1 0 0 100
exit_long_normal_d_2_100 ( 6 ) 1 1.64 34.388 0.34 1 day, 5:59:00 1 0 0 100
exit_long_normal_w_1_10 ( 6 ) 1 1.78 29.395 0.29 8:40:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 ) 1 1.58 27.191 0.27 0:08:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 3 0.51 26.409 0.26 16:10:00 3 0 0 100
exit_long_normal_w_1_7 ( 6 ) 1 1.16 20.360 0.2 1:50:00 1 0 0 100
exit_long_tc_d_1_77 ( 141 142 ) 1 1.12 19.033 0.19 0:50:00 1 0 0 100
exit_long_normal_d_1_95 ( 6 ) 1 1.07 18.833 0.19 8:15:00 1 0 0 100
exit_long_normal_d_1_99 ( 6 ) 1 1.11 18.557 0.19 0:36:00 1 0 0 100
exit_long_tc_d_1_70 ( 143 ) 1 1.02 17.906 0.18 0:30:00 1 0 0 100
exit_long_tc_d_1_97 ( 143 ) 1 1.01 17.591 0.18 0:55:00 1 0 0 100
exit_long_normal_d_0_55 ( 6 ) 1 0.73 13.062 0.13 1 day, 10:39:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 6 ) 1 0.42 7.190 0.07 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.15 2.475 0.02 0:01:00 1 0 0 100
exit_profit_long_tc_t_0_3_m ( 142 ) 1 0.14 2.397 0.02 2:46:00 1 0 0 100
TOTAL 32 1.38 815.843 8.16 13:33:00 32 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 1.92 83.895 0.84 12 days, 2:41:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.46 74.654 0.75 0:04:00 3 0 0 100
('6 ', 'exit_long_normal_w_4_3 ( 6 )') 1 4.08 72.365 0.72 1:13:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 2 1.4 48.144 0.48 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_99 ( 6 )') 1 2.69 44.632 0.45 0:34:00 1 0 0 100
('142 ', 'exit_long_tc_w_2_11 ( 142 )') 1 2.55 44.563 0.45 2:15:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.44 41.945 0.42 0:09:00 1 0 0 100
('2 6 ', 'exit_long_normal_u_1 ( 2 6 )') 2 1.15 39.970 0.4 0:05:00 2 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 2 1.15 39.256 0.39 0:03:00 2 0 0 100
('2 ', 'exit_long_normal_u_2 ( 2 )') 1 2.16 36.270 0.36 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_77 ( 6 )') 1 2.08 35.364 0.35 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_100 ( 6 )') 1 1.64 34.388 0.34 1 day, 5:59:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_10 ( 6 )') 1 1.78 29.395 0.29 8:40:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_1 ( 2 3 )') 1 1.58 27.191 0.27 0:08:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 3 0.51 26.409 0.26 16:10:00 3 0 0 100
('6 ', 'exit_long_normal_w_1_7 ( 6 )') 1 1.16 20.360 0.2 1:50:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_1_77 ( 141 142 )') 1 1.12 19.033 0.19 0:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_95 ( 6 )') 1 1.07 18.833 0.19 8:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_99 ( 6 )') 1 1.11 18.557 0.19 0:36:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_70 ( 143 )') 1 1.02 17.906 0.18 0:30:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_97 ( 143 )') 1 1.01 17.591 0.18 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_55 ( 6 )') 1 0.73 13.062 0.13 1 day, 10:39:00 1 0 0 100
('2 3 6 ', 'exit_long_normal_u_0 ( 2 3 6 )') 1 0.42 7.190 0.07 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.15 2.475 0.02 0:01:00 1 0 0 100
('142 ', 'exit_profit_long_tc_t_0_3_m ( 142 )') 1 0.14 2.397 0.02 2:46:00 1 0 0 100
TOTAL 32 1.38 815.843 8.16 13:33:00 32 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/02/2024 29.395 1 0 0
02/02/2024 0 0 0 0
03/02/2024 0 0 0 0
04/02/2024 0 0 0 0
05/02/2024 0 0 0 0
06/02/2024 0 0 0 0
07/02/2024 0 0 0 0
08/02/2024 0 0 0 0
09/02/2024 6.175 1 0 0
10/02/2024 0 0 0 0
11/02/2024 0 0 0 0
12/02/2024 0 0 0 0
13/02/2024 0 0 0 0
14/02/2024 0 0 0 0
15/02/2024 0 0 0 0
16/02/2024 63.189 2 0 0
17/02/2024 0 0 0 0
18/02/2024 30.496 2 0 0
19/02/2024 0 0 0 0
20/02/2024 96.195 5 0 0
21/02/2024 0 0 0 0
22/02/2024 15.281 1 0 0
23/02/2024 56.794 3 0 0
24/02/2024 13.062 1 0 0
25/02/2024 0 0 0 0
26/02/2024 0 0 0 0
27/02/2024 0 0 0 0
28/02/2024 398.503 14 0 0
29/02/2024 106.753 2 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2024-02-01 00:00:00
Backtesting to 2024-03-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 32 / 1.1
Starting balance 10000 USDT
Final balance 10815.843 USDT
Absolute profit 815.843 USDT
Total profit % 8.16%
CAGR % 168.34%
Sortino -100.00
Sharpe 30.62
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 25.50 (100.00)
Avg. daily profit % 0.28%
Avg. stake amount 1666.775 USDT
Total trade volume 53336.785 USDT
Best Pair TKO/USDT 0.93%
Worst Pair 1INCH/USDT 0.00%
Best trade TKO/USDT 4.08%
Worst trade UNI/USDT 0.14%
Best day 398.503 USDT
Worst day 0 USDT
Days win/draw/lose 10 / 19 / 0
Avg. Duration Winners 13:33:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 32 / 0
Rejected Entry signals 7
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 41.17%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 32 1.38 815.843 8.16 13:33:00 32 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20240301-20240401

Current Previous v15.1.252 v15.1.240
Average Duration 1 day, 17:21:00 n/a 1 day, 16:36:00 2 days, 1:57:00
Market Change 39.98 % n/a 39.98 % 39.98 %
Max Drawdown 5.4507 % n/a 5.3655 % 7.3267 %
Profit Mean 2.07 % n/a 2.05 % 1.95 %
Profit Sum 101.33 % n/a 102.42 % 93.47 %
Profit Total 13.1 % n/a 13.37 % 9.94 %
Trades 49 n/a 50 48
Win Rate 95.92 % n/a 96.0 % 93.75 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
RAY/USDT 4 2.32 157.708 1.58 5:14:00 4 0 0 100
TKO/USDT 3 2.91 156.912 1.57 1:58:00 3 0 0 100
FIS/USDT 3 2.91 148.181 1.48 2:22:00 3 0 0 100
DATA/USDT 1 5.64 97.476 0.97 0:45:00 1 0 0 100
PEOPLE/USDT 2 3.07 97.395 0.97 1:00:00 2 0 0 100
LTO/USDT 3 1.87 95.903 0.96 1:48:00 3 0 0 100
FTM/USDT 1 1.78 83.244 0.83 2 days, 20:21:00 1 0 0 100
VIDT/USDT 2 2.42 81.938 0.82 1:22:00 2 0 0 100
ATOM/USDT 1 1.41 79.712 0.8 12 days, 21:34:00 1 0 0 100
QI/USDT 1 4.94 78.532 0.79 0:50:00 1 0 0 100
MTL/USDT 2 2.36 72.375 0.72 0:22:00 2 0 0 100
RARE/USDT 1 4.29 70.455 0.7 0:45:00 1 0 0 100
FET/USDT 2 2.05 68.719 0.69 0:08:00 2 0 0 100
FORTH/USDT 1 2.54 61.927 0.62 2 days, 15:20:00 1 0 0 100
ZRX/USDT 2 1.45 56.613 0.57 4:18:00 2 0 0 100
XEC/USDT 1 3.4 56.598 0.57 4:50:00 1 0 0 100
SANTOS/USDT 2 1.59 55.823 0.56 4:16:00 2 0 0 100
SHIB/USDT 1 3.32 55.051 0.55 0:15:00 1 0 0 100
DOGE/USDT 2 1.34 44.170 0.44 0:02:00 2 0 0 100
BADGER/USDT 1 2.13 40.067 0.4 2 days, 6:15:00 1 0 0 100
PERP/USDT 1 1.58 39.824 0.4 2 days, 8:15:00 1 0 0 100
AXS/USDT 1 1.79 39.821 0.4 12:35:00 1 0 0 100
OM/USDT 1 2.1 35.033 0.35 2:07:00 1 0 0 100
BURGER/USDT 1 1.9 31.070 0.31 0:02:00 1 0 0 100
CELR/USDT 1 1.57 30.370 0.3 7:50:00 1 0 0 100
TFUEL/USDT 1 1.43 23.874 0.24 0:03:00 1 0 0 100
MDT/USDT 1 1.17 21.773 0.22 0:25:00 1 0 0 100
POND/USDT 1 1.27 21.665 0.22 0:18:00 1 0 0 100
NEAR/USDT 1 1.26 21.445 0.21 5:20:00 1 0 0 100
ERN/USDT 1 0.93 20.772 0.21 3:57:00 1 0 0 100
ALGO/USDT 1 1.03 17.354 0.17 3:13:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BLZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 1 -1.63 -249.775 -2.5 26 days, 7:50:00 0 0 1 0
WAXP/USDT 1 -3.47 -402.228 -4.02 30 days, 17:05:00 0 0 1 0
TOTAL 49 2.07 1309.799 13.1 1 day, 17:21:00 47 0 2 95.9

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BAKE/USDT 1 -1.63 -249.775 -2.5 26 days, 7:50:00 0 0 1 0
WAXP/USDT 1 -3.47 -402.228 -4.02 30 days, 17:05:00 0 0 1 0
TOTAL 2 -2.55 -652.003 -6.52 28 days, 12:28:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 30 2.33 998.363 9.98 1 day, 5:10:00 29 0 1 96.7
42 5 1.99 174.805 1.75 3:29:00 5 0 0 100
120 2 1.59 162.956 1.63 7 days, 20:58:00 2 0 0 100
3 1 5.64 97.476 0.97 0:45:00 1 0 0 100
142 2 1.34 45.087 0.45 1:38:00 2 0 0 100
1 1 1.87 34.679 0.35 0:21:00 1 0 0 100
141 142 1 1.57 30.370 0.3 7:50:00 1 0 0 100
43 1 1.5 24.693 0.25 0:01:00 1 0 0 100
41 1 1.17 21.773 0.22 0:25:00 1 0 0 100
6 142 1 1.26 21.445 0.21 5:20:00 1 0 0 100
143 1 1.1 17.981 0.18 0:04:00 1 0 0 100
141 1 1.02 16.437 0.16 0:03:00 1 0 0 100
2 2 0.19 -336.267 -3.36 15 days, 8:50:00 1 0 1 50.0
TOTAL 49 2.07 1309.799 13.1 1 day, 17:21:00 47 0 2 95.9

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 2 1.59 162.956 1.63 7 days, 20:58:00 2 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 4 1.66 113.378 1.13 2:30:00 4 0 0 100
exit_long_normal_w_5_7 ( 3 ) 1 5.64 97.476 0.97 0:45:00 1 0 0 100
exit_long_normal_w_4_7 ( 6 ) 1 4.94 78.532 0.79 0:50:00 1 0 0 100
exit_long_normal_d_2_42 ( 6 ) 2 2.12 75.100 0.75 1 day, 4:11:00 2 0 0 100
exit_profit_long_normal_t_4_1_m ( 6 ) 1 4.64 72.702 0.73 2:00:00 1 0 0 100
exit_long_normal_d_4_77 ( 6 ) 1 4.22 72.020 0.72 0:30:00 1 0 0 100
exit_long_normal_d_4_8 ( 6 ) 1 4.29 70.455 0.7 0:45:00 1 0 0 100
exit_long_normal_d_3_83 ( 2 ) 1 3.84 65.962 0.66 0:35:00 1 0 0 100
exit_long_normal_d_4_42 ( 6 ) 1 4.15 63.584 0.64 1:10:00 1 0 0 100
exit_long_normal_d_4_89 ( 6 ) 1 4.07 62.351 0.62 0:16:00 1 0 0 100
exit_long_normal_d_3_100 ( 6 ) 1 2.54 61.927 0.62 2 days, 15:20:00 1 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.4 56.598 0.57 4:50:00 1 0 0 100
exit_long_quick_d_3_87 ( 42 ) 1 3.3 55.767 0.56 0:10:00 1 0 0 100
exit_long_quick_d_3_78 ( 42 ) 1 3.32 55.051 0.55 0:15:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.67 54.944 0.55 0:02:00 2 0 0 100
exit_long_normal_d_3_81 ( 6 ) 1 3.01 52.502 0.53 0:55:00 1 0 0 100
exit_long_normal_d_3_70 ( 6 ) 1 3.0 50.738 0.51 0:12:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 6 ) 1 2.68 49.492 0.49 1:00:00 1 0 0 100
exit_long_normal_d_2_98 ( 6 ) 1 2.71 47.066 0.47 2:10:00 1 0 0 100
exit_long_normal_d_2_80 ( 6 ) 1 2.56 43.048 0.43 0:35:00 1 0 0 100
exit_long_normal_d_2_93 ( 6 ) 1 2.42 40.534 0.41 0:35:00 1 0 0 100
exit_long_normal_w_2_1 ( 6 ) 1 1.58 39.824 0.4 2 days, 8:15:00 1 0 0 100
exit_long_normal_w_2_2 ( 6 ) 1 1.79 39.821 0.4 12:35:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.16 35.436 0.35 0:07:00 1 0 0 100
exit_long_normal_w_2_11 ( 6 ) 1 1.6 35.183 0.35 5:10:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 1 1.87 34.679 0.35 0:21:00 1 0 0 100
exit_long_tc_d_1_84 ( 141 142 ) 1 1.57 30.370 0.3 7:50:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.66 27.733 0.28 0:02:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.5 24.693 0.25 0:01:00 1 0 0 100
exit_long_quick_d_1_61 ( 42 ) 1 1.03 21.935 0.22 8:15:00 1 0 0 100
exit_long_quick_d_1_70 ( 41 ) 1 1.17 21.773 0.22 0:25:00 1 0 0 100
exit_long_quick_d_1_20 ( 42 ) 1 1.27 21.665 0.22 0:18:00 1 0 0 100
exit_long_normal_w_1_10 ( 6 142 ) 1 1.26 21.445 0.21 5:20:00 1 0 0 100
exit_long_normal_d_1_95 ( 6 ) 1 0.93 20.772 0.21 3:57:00 1 0 0 100
exit_long_quick_d_1_35 ( 42 ) 1 1.02 20.388 0.2 8:25:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 1 1.1 17.981 0.18 0:04:00 1 0 0 100
exit_long_tc_d_1_64 ( 142 ) 1 1.03 17.354 0.17 3:13:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.02 16.437 0.16 0:03:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.66 10.024 0.1 0:28:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 6 ) 1 0.09 2.107 0.02 19:17:00 1 0 0 100
force_exit 2 -2.55 -652.003 -6.52 28 days, 12:28:00 0 0 2 0
TOTAL 49 2.07 1309.799 13.1 1 day, 17:21:00 47 0 2 95.9

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 2 1.59 162.956 1.63 7 days, 20:58:00 2 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 4 1.66 113.378 1.13 2:30:00 4 0 0 100
('3 ', 'exit_long_normal_w_5_7 ( 3 )') 1 5.64 97.476 0.97 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_w_4_7 ( 6 )') 1 4.94 78.532 0.79 0:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_42 ( 6 )') 2 2.12 75.100 0.75 1 day, 4:11:00 2 0 0 100
('6 ', 'exit_profit_long_normal_t_4_1_m ( 6 )') 1 4.64 72.702 0.73 2:00:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_77 ( 6 )') 1 4.22 72.020 0.72 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_8 ( 6 )') 1 4.29 70.455 0.7 0:45:00 1 0 0 100
('2 ', 'exit_long_normal_d_3_83 ( 2 )') 1 3.84 65.962 0.66 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_42 ( 6 )') 1 4.15 63.584 0.64 1:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_89 ( 6 )') 1 4.07 62.351 0.62 0:16:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_100 ( 6 )') 1 2.54 61.927 0.62 2 days, 15:20:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.4 56.598 0.57 4:50:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_87 ( 42 )') 1 3.3 55.767 0.56 0:10:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_78 ( 42 )') 1 3.32 55.051 0.55 0:15:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.67 54.944 0.55 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_d_3_81 ( 6 )') 1 3.01 52.502 0.53 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_70 ( 6 )') 1 3.0 50.738 0.51 0:12:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_1_m ( 6 )') 1 2.68 49.492 0.49 1:00:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_98 ( 6 )') 1 2.71 47.066 0.47 2:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_80 ( 6 )') 1 2.56 43.048 0.43 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_93 ( 6 )') 1 2.42 40.534 0.41 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_1 ( 6 )') 1 1.58 39.824 0.4 2 days, 8:15:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_2 ( 6 )') 1 1.79 39.821 0.4 12:35:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.16 35.436 0.35 0:07:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_11 ( 6 )') 1 1.6 35.183 0.35 5:10:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 1 1.87 34.679 0.35 0:21:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_1_84 ( 141 142 )') 1 1.57 30.370 0.3 7:50:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.66 27.733 0.28 0:02:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 1 1.5 24.693 0.25 0:01:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_61 ( 42 )') 1 1.03 21.935 0.22 8:15:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_70 ( 41 )') 1 1.17 21.773 0.22 0:25:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_20 ( 42 )') 1 1.27 21.665 0.22 0:18:00 1 0 0 100
('6 142 ', 'exit_long_normal_w_1_10 ( 6 142 )') 1 1.26 21.445 0.21 5:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_95 ( 6 )') 1 0.93 20.772 0.21 3:57:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_35 ( 42 )') 1 1.02 20.388 0.2 8:25:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 1 1.1 17.981 0.18 0:04:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_64 ( 142 )') 1 1.03 17.354 0.17 3:13:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.02 16.437 0.16 0:03:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.66 10.024 0.1 0:28:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_2_m ( 6 )') 1 0.09 2.107 0.02 19:17:00 1 0 0 100
('6 ', 'force_exit') 1 -1.63 -249.775 -2.5 26 days, 7:50:00 0 0 1 0
('2 ', 'force_exit') 1 -3.47 -402.228 -4.02 30 days, 17:05:00 0 0 1 0
TOTAL 49 2.07 1309.799 13.1 1 day, 17:21:00 47 0 2 95.9

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/03/2024 24.693 1 0 0
04/03/2024 96.666 2 0 0
05/03/2024 27.733 1 0 0
06/03/2024 135.196 4 0 0
07/03/2024 125.934 2 0 0
08/03/2024 112.526 2 0 0
09/03/2024 0 0 0 0
10/03/2024 0 0 0 0
11/03/2024 0 0 0 0
12/03/2024 78.532 1 0 0
13/03/2024 0 0 0 0
14/03/2024 0 0 0 0
15/03/2024 150.225 6 0 0
16/03/2024 209.993 5 0 0
17/03/2024 58.907 2 0 0
18/03/2024 83.582 2 0 0
19/03/2024 356.148 9 0 0
20/03/2024 197.044 3 0 0
21/03/2024 0 0 0 0
22/03/2024 61.927 1 0 0
23/03/2024 0 0 0 0
24/03/2024 0 0 0 0
25/03/2024 79.712 1 0 0
26/03/2024 0 0 0 0
27/03/2024 0 0 0 0
28/03/2024 35.105 1 0 0
29/03/2024 127.879 4 0 0
30/03/2024 0 0 0 0
31/03/2024 0 0 0 0
01/04/2024 -652.003 0 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2024-03-01 00:00:00
Backtesting to 2024-04-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 49 / 1.58
Starting balance 10000 USDT
Final balance 11309.799 USDT
Absolute profit 1309.799 USDT
Total profit % 13.10%
CAGR % 325.98%
Sortino 10.59
Sharpe 10.44
Calmar 148.09
Profit factor 3.01
Expectancy (Ratio) 26.73 (0.08)
Avg. daily profit % 0.42%
Avg. stake amount 1588.623 USDT
Total trade volume 77842.53 USDT
Best Pair RAY/USDT 1.58%
Worst Pair WAXP/USDT -4.02%
Best trade DATA/USDT 5.64%
Worst trade WAXP/USDT -3.47%
Best day 356.148 USDT
Worst day -652.003 USDT
Days win/draw/lose 17 / 12 / 1
Avg. Duration Winners 13:59:00
Avg. Duration Loser 28 days, 12:28:00
Max Consecutive Wins / Loss 47 / 2
Rejected Entry signals 119
Entry/Exit Timeouts 0 / 0
Min balance 10024.693 USDT
Max balance 11961.802 USDT
Max % of account underwater 5.45%
Absolute Drawdown (Account) 5.45%
Absolute Drawdown 652.003 USDT
Drawdown high 1961.802 USDT
Drawdown low 1309.799 USDT
Drawdown Start 2024-03-29 13:35:00
Drawdown End 2024-04-01 00:00:00
Market change 39.98%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 49 2.07 1309.799 13.1 1 day, 17:21:00 47 0 2 95.9 652.003 USDT 5.45%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20240401-20240501

Current Previous v15.1.252 v15.1.240
Average Duration 2 days, 10:20:00 n/a 2 days, 10:21:00 2 days, 9:05:00
Market Change -31.63 % n/a -31.63 % -31.63 %
Max Drawdown 16.757 % n/a 16.7622 % 16.719 %
Profit Mean 0.59 % n/a 0.63 % 0.6 %
Profit Sum 23.48 % n/a 25.27 % 24.7 %
Profit Total -10.92 % n/a -10.67 % -10.61 %
Trades 40 n/a 40 41
Win Rate 87.5 % n/a 87.5 % 87.8 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CELR/USDT 1 1.93 84.689 0.85 10 days, 5:14:00 1 0 0 100
QTUM/USDT 2 1.38 69.828 0.7 2 days, 18:28:00 2 0 0 100
FARM/USDT 1 3.73 54.215 0.54 1:10:00 1 0 0 100
OM/USDT 2 1.55 50.143 0.5 0:22:00 2 0 0 100
BCH/USDT 1 2.67 44.224 0.44 11:35:00 1 0 0 100
CKB/USDT 2 2.35 38.416 0.38 0:52:00 2 0 0 100
C98/USDT 2 0.93 31.747 0.32 2:46:00 2 0 0 100
NKN/USDT 1 1.76 29.212 0.29 2:00:00 1 0 0 100
AR/USDT 1 1.64 25.249 0.25 1:00:00 1 0 0 100
FIL/USDT 1 1.4 25.179 0.25 5:10:00 1 0 0 100
ARPA/USDT 1 1.58 23.248 0.23 0:02:00 1 0 0 100
PUNDIX/USDT 1 1.22 22.000 0.22 2:28:00 1 0 0 100
HIGH/USDT 1 1.3 19.797 0.2 0:03:00 1 0 0 100
DOGE/USDT 1 1.17 19.389 0.19 0:07:00 1 0 0 100
VET/USDT 1 1.13 19.017 0.19 0:03:00 1 0 0 100
BLZ/USDT 1 1.29 19.000 0.19 0:14:00 1 0 0 100
BNX/USDT 1 1.08 18.820 0.19 19:31:00 1 0 0 100
BADGER/USDT 1 1.07 18.053 0.18 0:02:00 1 0 0 100
BAKE/USDT 1 0.82 13.640 0.14 0:01:00 1 0 0 100
ALPHA/USDT 2 1.13 10.265 0.1 0:12:00 2 0 0 100
FET/USDT 1 0.27 7.443 0.07 2:45:00 1 0 0 100
EOS/USDT 1 0.44 7.341 0.07 0:01:00 1 0 0 100
FTM/USDT 1 1.43 6.587 0.07 0:31:00 1 0 0 100
PHA/USDT 1 0.4 6.198 0.06 0:01:00 1 0 0 100
ALGO/USDT 1 0.35 5.777 0.06 0:01:00 1 0 0 100
MTL/USDT 1 1.06 4.790 0.05 0:09:00 1 0 0 100
INJ/USDT 1 0.18 2.980 0.03 0:04:00 1 0 0 100
SXP/USDT 1 0.17 2.738 0.03 0:01:00 1 0 0 100
ONT/USDT 1 0.15 2.432 0.02 0:01:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 1 -1.7 -60.328 -0.6 6 days, 9:25:00 0 0 1 0
UNI/USDT 2 -1.7 -367.476 -3.67 9 days, 3:16:00 1 0 1 50.0
XVS/USDT 1 -5.35 -387.183 -3.87 17 days, 23:35:00 0 0 1 0
GTC/USDT 1 -3.86 -435.203 -4.35 18 days, 6:15:00 0 0 1 0
LTO/USDT 1 -5.16 -524.578 -5.25 18 days, 6:05:00 0 0 1 0
TOTAL 40 0.59 -1092.352 -10.92 2 days, 10:20:00 35 0 5 87.5

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NEAR/USDT 1 -1.7 -60.328 -0.6 6 days, 9:25:00 0 0 1 0
UNI/USDT 1 -4.47 -385.832 -3.86 18 days, 6:30:00 0 0 1 0
XVS/USDT 1 -5.35 -387.183 -3.87 17 days, 23:35:00 0 0 1 0
GTC/USDT 1 -3.86 -435.203 -4.35 18 days, 6:15:00 0 0 1 0
LTO/USDT 1 -5.16 -524.578 -5.25 18 days, 6:05:00 0 0 1 0
TOTAL 5 -4.11 -1793.124 -17.93 15 days, 19:58:00 0 0 5 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
42 3 2.2 90.623 0.91 1:05:00 3 0 0 100
142 4 1.16 76.731 0.77 2:56:00 4 0 0 100
120 3 0.61 74.242 0.74 7 days, 9:11:00 2 0 1 66.7
2 2 2.26 32.182 0.32 0:30:00 2 0 0 100
41 3 1.18 29.736 0.3 0:09:00 3 0 0 100
4 141 143 1 1.4 25.179 0.25 5:10:00 1 0 0 100
3 1 1.58 23.248 0.23 0:02:00 1 0 0 100
141 1 1.17 19.946 0.2 0:02:00 1 0 0 100
43 2 1.05 18.498 0.18 2:50:00 2 0 0 100
42 142 1 1.08 18.356 0.18 0:02:00 1 0 0 100
2 3 2 0.5 16.619 0.17 0:02:00 2 0 0 100
6 142 1 0.27 7.443 0.07 2:45:00 1 0 0 100
6 16 -0.39 -1525.157 -15.25 4 days, 14:44:00 12 0 4 75.0
TOTAL 40 0.59 -1092.352 -10.92 2 days, 10:20:00 35 0 5 87.5

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 2 1.76 134.570 1.35 7 days, 21:04:00 2 0 0 100
exit_long_normal_u_1 ( 6 ) 5 1.2 95.702 0.96 0:09:00 5 0 0 100
exit_long_quick_w_3_11 ( 42 ) 1 3.73 54.215 0.54 1:10:00 1 0 0 100
exit_long_tc_d_2_100 ( 142 ) 1 2.67 44.224 0.44 11:35:00 1 0 0 100
exit_long_quick_d_1_81 ( 42 ) 2 1.44 36.408 0.36 1:02:00 2 0 0 100
exit_long_normal_d_1_70 ( 6 ) 1 1.83 30.537 0.31 0:30:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 3 1.18 29.736 0.3 0:09:00 3 0 0 100
exit_long_normal_d_1_3 ( 6 ) 1 1.76 29.212 0.29 2:00:00 1 0 0 100
exit_long_normal_d_3_77 ( 2 ) 1 3.46 27.257 0.27 0:40:00 1 0 0 100
exit_long_normal_d_1_13 ( 4 141 143 ) 1 1.4 25.179 0.25 5:10:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.58 23.248 0.23 0:02:00 1 0 0 100
exit_long_normal_d_1_26 ( 6 ) 1 1.22 22.000 0.22 2:28:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.17 19.946 0.2 0:02:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.17 19.389 0.19 0:07:00 1 0 0 100
exit_long_normal_w_1_12 ( 6 ) 1 1.08 18.820 0.19 19:31:00 1 0 0 100
exit_long_quick_u_1 ( 42 142 ) 1 1.08 18.356 0.18 0:02:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 ) 2 0.5 16.619 0.17 0:02:00 2 0 0 100
exit_long_tc_u_0 ( 142 ) 2 0.4 13.117 0.13 0:01:00 2 0 0 100
exit_long_quick_w_0_8 ( 43 ) 1 0.66 11.911 0.12 5:10:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 3 0.24 11.368 0.11 0:01:00 3 0 0 100
exit_long_normal_d_0_38 ( 6 142 ) 1 0.27 7.443 0.07 2:45:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.43 6.587 0.07 0:31:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.06 4.925 0.05 0:21:00 1 0 0 100
force_exit 5 -4.11 -1793.124 -17.93 15 days, 19:58:00 0 0 5 0
TOTAL 40 0.59 -1092.352 -10.92 2 days, 10:20:00 35 0 5 87.5

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 2 1.76 134.570 1.35 7 days, 21:04:00 2 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 5 1.2 95.702 0.96 0:09:00 5 0 0 100
('42 ', 'exit_long_quick_w_3_11 ( 42 )') 1 3.73 54.215 0.54 1:10:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_100 ( 142 )') 1 2.67 44.224 0.44 11:35:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_81 ( 42 )') 2 1.44 36.408 0.36 1:02:00 2 0 0 100
('6 ', 'exit_long_normal_d_1_70 ( 6 )') 1 1.83 30.537 0.31 0:30:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 3 1.18 29.736 0.3 0:09:00 3 0 0 100
('6 ', 'exit_long_normal_d_1_3 ( 6 )') 1 1.76 29.212 0.29 2:00:00 1 0 0 100
('2 ', 'exit_long_normal_d_3_77 ( 2 )') 1 3.46 27.257 0.27 0:40:00 1 0 0 100
('4 141 143 ', 'exit_long_normal_d_1_13 ( 4 141 143 )') 1 1.4 25.179 0.25 5:10:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.58 23.248 0.23 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_26 ( 6 )') 1 1.22 22.000 0.22 2:28:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.17 19.946 0.2 0:02:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.17 19.389 0.19 0:07:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_12 ( 6 )') 1 1.08 18.820 0.19 19:31:00 1 0 0 100
('42 142 ', 'exit_long_quick_u_1 ( 42 142 )') 1 1.08 18.356 0.18 0:02:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_0 ( 2 3 )') 2 0.5 16.619 0.17 0:02:00 2 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 2 0.4 13.117 0.13 0:01:00 2 0 0 100
('43 ', 'exit_long_quick_w_0_8 ( 43 )') 1 0.66 11.911 0.12 5:10:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 3 0.24 11.368 0.11 0:01:00 3 0 0 100
('6 142 ', 'exit_long_normal_d_0_38 ( 6 142 )') 1 0.27 7.443 0.07 2:45:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 1 1.43 6.587 0.07 0:31:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.06 4.925 0.05 0:21:00 1 0 0 100
('120 ', 'force_exit') 1 -1.7 -60.328 -0.6 6 days, 9:25:00 0 0 1 0
('6 ', 'force_exit') 4 -4.71 -1732.796 -17.33 18 days, 4:36:00 0 0 4 0
TOTAL 40 0.59 -1092.352 -10.92 2 days, 10:20:00 35 0 5 87.5

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/04/2024 27.986 4 0 0
02/04/2024 90.37 5 0 0
03/04/2024 29.212 1 0 0
04/04/2024 0 0 0 0
05/04/2024 0 0 0 0
06/04/2024 0 0 0 0
07/04/2024 0 0 0 0
08/04/2024 0 0 0 0
09/04/2024 0 0 0 0
10/04/2024 67.606 3 0 0
11/04/2024 103.044 2 0 0
12/04/2024 117.094 9 0 0
13/04/2024 29.443 2 0 0
14/04/2024 77.464 2 0 0
15/04/2024 0 0 0 0
16/04/2024 19 1 0 0
17/04/2024 0 0 0 0
18/04/2024 68.702 2 0 0
19/04/2024 0 0 0 0
20/04/2024 0 0 0 0
21/04/2024 0 0 0 0
22/04/2024 0 0 0 0
23/04/2024 0 0 0 0
24/04/2024 0 0 0 0
25/04/2024 19.797 1 0 0
26/04/2024 6.198 1 0 0
27/04/2024 0 0 0 0
28/04/2024 0 0 0 0
29/04/2024 19.606 1 0 0
30/04/2024 25.249 1 0 0
01/05/2024 -1793.124 0 0 5

SUMMARY METRICS

Metric Value
Backtesting from 2024-04-01 00:00:00
Backtesting to 2024-05-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 40 / 1.33
Starting balance 10000 USDT
Final balance 8907.648 USDT
Absolute profit -1092.352 USDT
Total profit % -10.92%
CAGR % -75.52%
Sortino -4.42
Sharpe -5.04
Calmar -41.51
Profit factor 0.39
Expectancy (Ratio) -27.31 (-0.08)
Avg. daily profit % -0.36%
Avg. stake amount 1327.471 USDT
Total trade volume 53098.846 USDT
Best Pair CKB/USDT 0.38%
Worst Pair XVS/USDT -3.87%
Best trade FARM/USDT 3.73%
Worst trade XVS/USDT -5.35%
Best day 117.094 USDT
Worst day -1793.124 USDT
Days win/draw/lose 14 / 16 / 1
Avg. Duration Winners 12:23:00
Avg. Duration Loser 15 days, 19:58:00
Max Consecutive Wins / Loss 35 / 5
Rejected Entry signals 794
Entry/Exit Timeouts 0 / 0
Min balance 8907.648 USDT
Max balance 10700.772 USDT
Max % of account underwater 16.76%
Absolute Drawdown (Account) 16.76%
Absolute Drawdown 1793.124 USDT
Drawdown high 700.772 USDT
Drawdown low -1092.352 USDT
Drawdown Start 2024-04-30 20:10:00
Drawdown End 2024-05-01 00:00:00
Market change -31.63%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 40 0.59 -1092.352 -10.92 2 days, 10:20:00 35 0 5 87.5 1793.124 USDT 16.76%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20240501-20240601

Current Previous v15.1.252 v15.1.240
Average Duration 3 days, 2:08:00 n/a 3 days, 2:08:00 3 days, 3:52:00
Market Change 2.35 % n/a 2.35 % 2.35 %
Max Drawdown 0.1134 % n/a 0.1134 % 0.1134 %
Profit Mean 2.77 % n/a 2.77 % 2.76 %
Profit Sum 22.13 % n/a 22.13 % 22.07 %
Profit Total 4.8 % n/a 4.8 % 4.8 %
Trades 8 n/a 8 8
Win Rate 87.5 % n/a 87.5 % 87.5 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
AUDIO/USDT 1 7.63 153.482 1.53 5:40:00 1 0 0 100
QI/USDT 1 4.92 97.439 0.97 2:10:00 1 0 0 100
ALGO/USDT 1 1.81 82.663 0.83 23 days, 18:03:00 1 0 0 100
UMA/USDT 1 3.3 74.567 0.75 7:42:00 1 0 0 100
IDEX/USDT 2 1.52 50.396 0.5 0:28:00 2 0 0 100
STX/USDT 1 2.01 33.844 0.34 0:06:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BLZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CELR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 1 -0.58 -11.896 -0.12 6:25:00 0 0 1 0
TOTAL 8 2.77 480.496 4.8 3 days, 2:08:00 7 0 1 87.5

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ENJ/USDT 1 -0.58 -11.896 -0.12 6:25:00 0 0 1 0
TOTAL 1 -0.58 -11.896 -0.12 6:25:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 4 3.82 313.592 3.14 5:29:00 3 0 1 75.0
120 1 1.81 82.663 0.83 23 days, 18:03:00 1 0 0 100
142 1 2.01 33.844 0.34 0:06:00 1 0 0 100
5 1 1.92 31.716 0.32 0:41:00 1 0 0 100
41 1 1.12 18.680 0.19 0:15:00 1 0 0 100
TOTAL 8 2.77 480.496 4.8 3 days, 2:08:00 7 0 1 87.5

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_normal_t_9_1_m ( 6 ) 1 7.63 153.482 1.53 5:40:00 1 0 0 100
exit_long_normal_d_5_86 ( 6 ) 1 4.92 97.439 0.97 2:10:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.81 82.663 0.83 23 days, 18:03:00 1 0 0 100
exit_long_normal_w_4_9 ( 6 ) 1 3.3 74.567 0.75 7:42:00 1 0 0 100
exit_long_tc_u_2 ( 142 ) 1 2.01 33.844 0.34 0:06:00 1 0 0 100
exit_long_normal_d_1_94 ( 5 ) 1 1.92 31.716 0.32 0:41:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.12 18.680 0.19 0:15:00 1 0 0 100
force_exit 1 -0.58 -11.896 -0.12 6:25:00 0 0 1 0
TOTAL 8 2.77 480.496 4.8 3 days, 2:08:00 7 0 1 87.5

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_profit_long_normal_t_9_1_m ( 6 )') 1 7.63 153.482 1.53 5:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_5_86 ( 6 )') 1 4.92 97.439 0.97 2:10:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.81 82.663 0.83 23 days, 18:03:00 1 0 0 100
('6 ', 'exit_long_normal_w_4_9 ( 6 )') 1 3.3 74.567 0.75 7:42:00 1 0 0 100
('142 ', 'exit_long_tc_u_2 ( 142 )') 1 2.01 33.844 0.34 0:06:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_94 ( 5 )') 1 1.92 31.716 0.32 0:41:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.12 18.680 0.19 0:15:00 1 0 0 100
('6 ', 'force_exit') 1 -0.58 -11.896 -0.12 6:25:00 0 0 1 0
TOTAL 8 2.77 480.496 4.8 3 days, 2:08:00 7 0 1 87.5

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
08/05/2024 31.716 1 0 0
09/05/2024 93.247 2 0 0
10/05/2024 97.439 1 0 0
11/05/2024 0 0 0 0
12/05/2024 0 0 0 0
13/05/2024 0 0 0 0
14/05/2024 0 0 0 0
15/05/2024 0 0 0 0
16/05/2024 33.844 1 0 0
17/05/2024 0 0 0 0
18/05/2024 0 0 0 0
19/05/2024 0 0 0 0
20/05/2024 0 0 0 0
21/05/2024 0 0 0 0
22/05/2024 0 0 0 0
23/05/2024 0 0 0 0
24/05/2024 153.482 1 0 0
25/05/2024 82.663 1 0 0
26/05/2024 0 0 0 0
27/05/2024 0 0 0 0
28/05/2024 0 0 0 0
29/05/2024 0 0 0 0
30/05/2024 0 0 0 0
31/05/2024 0 0 0 0
01/06/2024 -11.896 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2024-05-01 00:00:00
Backtesting to 2024-06-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 8 / 0.26
Starting balance 10000 USDT
Final balance 10480.496 USDT
Absolute profit 480.496 USDT
Total profit % 4.80%
CAGR % 73.77%
Sortino -100.00
Sharpe 6.04
Calmar 2611.92
Profit factor 41.39
Expectancy (Ratio) 60.06 (5.05)
Avg. daily profit % 0.15%
Avg. stake amount 1484.451 USDT
Total trade volume 11875.605 USDT
Best Pair AUDIO/USDT 1.53%
Worst Pair ENJ/USDT -0.12%
Best trade AUDIO/USDT 7.63%
Worst trade ENJ/USDT -0.58%
Best day 153.482 USDT
Worst day -11.896 USDT
Days win/draw/lose 6 / 18 / 1
Avg. Duration Winners 3 days, 11:48:00
Avg. Duration Loser 6:25:00
Max Consecutive Wins / Loss 7 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10031.716 USDT
Max balance 10492.392 USDT
Max % of account underwater 0.11%
Absolute Drawdown (Account) 0.11%
Absolute Drawdown 11.896 USDT
Drawdown high 492.392 USDT
Drawdown low 480.496 USDT
Drawdown Start 2024-05-25 01:13:00
Drawdown End 2024-06-01 00:00:00
Market change 2.35%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 8 2.77 480.496 4.8 3 days, 2:08:00 7 0 1 87.5 11.896 USDT 0.11%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20240601-20240701

Current Previous v15.1.252 v15.1.240
Average Duration 14:08:00 n/a 20:49:00 20:49:00
Market Change -25.85 % n/a -25.85 % -25.85 %
Max Drawdown 0.0 % n/a 2.1885 % 2.1873 %
Profit Mean 1.44 % n/a 1.29 % 1.29 %
Profit Sum 61.95 % n/a 56.67 % 56.88 %
Profit Total 11.44 % n/a 8.98 % 9.05 %
Trades 43 n/a 44 44
Win Rate 100.0 % n/a 97.73 % 97.73 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BAKE/USDT 5 2.65 227.849 2.28 0:58:00 5 0 0 100
MDT/USDT 2 3.09 113.516 1.14 2:02:00 2 0 0 100
FTM/USDT 2 1.23 106.430 1.06 5 days, 23:15:00 2 0 0 100
BNX/USDT 2 1.66 59.542 0.6 0:38:00 2 0 0 100
ALGO/USDT 2 1.6 56.310 0.56 0:14:00 2 0 0 100
SLP/USDT 1 3.3 54.606 0.55 0:45:00 1 0 0 100
CELR/USDT 2 1.09 37.857 0.38 0:36:00 2 0 0 100
EOS/USDT 2 0.97 35.502 0.36 1 day, 2:58:00 2 0 0 100
CRV/USDT 1 1.98 34.068 0.34 0:01:00 1 0 0 100
HIGH/USDT 1 1.88 32.367 0.32 0:40:00 1 0 0 100
ATOM/USDT 1 1.92 32.089 0.32 0:02:00 1 0 0 100
BADGER/USDT 1 1.63 28.780 0.29 0:02:00 1 0 0 100
BEL/USDT 2 0.8 27.176 0.27 2:00:00 2 0 0 100
PEOPLE/USDT 2 0.71 26.870 0.27 1 day, 3:01:00 2 0 0 100
BNT/USDT 1 1.48 25.110 0.25 0:02:00 1 0 0 100
BURGER/USDT 1 1.47 24.427 0.24 0:30:00 1 0 0 100
INJ/USDT 1 1.34 23.252 0.23 2:15:00 1 0 0 100
STMX/USDT 1 1.01 21.868 0.22 17:38:00 1 0 0 100
SANTOS/USDT 2 0.6 21.423 0.21 3:00:00 2 0 0 100
FIS/USDT 1 1.17 20.263 0.2 0:03:00 1 0 0 100
ALPHA/USDT 1 1.05 18.428 0.18 0:05:00 1 0 0 100
MINA/USDT 1 1.05 18.162 0.18 0:06:00 1 0 0 100
THETA/USDT 1 1.02 18.108 0.18 0:13:00 1 0 0 100
DYDX/USDT 1 1.02 17.385 0.17 1:20:00 1 0 0 100
BAND/USDT 1 0.96 16.876 0.17 0:02:00 1 0 0 100
DGB/USDT 1 0.87 14.820 0.15 0:01:00 1 0 0 100
DOGE/USDT 1 1.04 11.977 0.12 0:34:00 1 0 0 100
AUCTION/USDT 1 0.68 11.348 0.11 0:02:00 1 0 0 100
CFX/USDT 1 0.19 4.623 0.05 6 days, 21:50:00 1 0 0 100
MTL/USDT 1 0.15 2.784 0.03 1:19:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BLZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEAR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 43 1.44 1143.817 11.44 14:08:00 43 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 13 1.63 377.340 3.77 2:17:00 13 0 0 100
4 7 2.03 242.536 2.43 0:13:00 7 0 0 100
143 6 1.07 106.348 1.06 0:38:00 6 0 0 100
120 1 1.49 88.978 0.89 11 days, 18:05:00 1 0 0 100
142 3 1.61 85.494 0.85 17:34:00 3 0 0 100
3 3 0.99 54.034 0.54 18:01:00 3 0 0 100
41 2 1.3 45.903 0.46 0:12:00 2 0 0 100
42 2 1.24 44.181 0.44 3:44:00 2 0 0 100
5 1 1.88 32.367 0.32 0:40:00 1 0 0 100
4 43 1 1.12 18.999 0.19 3:58:00 1 0 0 100
2 143 1 0.98 17.452 0.17 4:25:00 1 0 0 100
2 1 1.02 17.385 0.17 1:20:00 1 0 0 100
3 4 1 0.48 8.177 0.08 0:01:00 1 0 0 100
1 1 0.19 4.623 0.05 6 days, 21:50:00 1 0 0 100
TOTAL 43 1.44 1143.817 11.44 14:08:00 43 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_6 ( 4 ) 1 6.72 112.509 1.13 0:02:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.49 88.978 0.89 11 days, 18:05:00 1 0 0 100
exit_long_normal_u_1 ( 4 ) 3 1.39 72.319 0.72 0:03:00 3 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.82 68.720 0.69 1:40:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.11 56.677 0.57 0:04:00 3 0 0 100
exit_profit_long_normal_t_3_2_m ( 6 ) 1 3.3 54.606 0.55 0:45:00 1 0 0 100
exit_long_normal_d_2_3 ( 6 ) 1 2.36 44.797 0.45 2:25:00 1 0 0 100
exit_long_quick_w_2_8 ( 42 ) 1 2.29 40.680 0.41 1:35:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 2 1.02 36.188 0.36 0:26:00 2 0 0 100
exit_long_normal_d_1_46 ( 6 ) 1 1.96 36.005 0.36 0:45:00 1 0 0 100
exit_long_tc_u_2 ( 142 ) 1 2.04 35.789 0.36 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.98 34.068 0.34 0:01:00 1 0 0 100
exit_long_normal_d_1_10 ( 5 ) 1 1.88 32.367 0.32 0:40:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.92 32.089 0.32 0:02:00 1 0 0 100
exit_long_tc_d_1_70 ( 143 ) 2 1.1 31.754 0.32 0:34:00 2 0 0 100
exit_long_normal_u_0 ( 4 ) 2 0.91 31.696 0.32 0:02:00 2 0 0 100
exit_long_quick_d_1_60 ( 41 ) 1 1.6 27.982 0.28 0:15:00 1 0 0 100
exit_long_normal_w_1_3 ( 4 ) 1 1.53 26.013 0.26 1:15:00 1 0 0 100
exit_long_normal_d_1_77 ( 6 ) 1 1.47 24.427 0.24 0:30:00 1 0 0 100
exit_long_normal_d_1_71 ( 6 ) 1 1.35 23.537 0.24 0:30:00 1 0 0 100
exit_long_normal_d_1_3 ( 6 ) 1 1.34 23.252 0.23 2:15:00 1 0 0 100
exit_long_normal_d_1_61 ( 6 ) 1 1.01 21.868 0.22 17:38:00 1 0 0 100
exit_long_normal_d_1_81 ( 6 ) 1 1.11 20.666 0.21 1:45:00 1 0 0 100
exit_long_tc_d_1_20 ( 143 ) 1 1.16 20.521 0.21 0:27:00 1 0 0 100
exit_long_normal_d_1_14 ( 4 43 ) 1 1.12 18.999 0.19 3:58:00 1 0 0 100
exit_long_quick_d_1_20 ( 41 ) 1 1.0 17.921 0.18 0:08:00 1 0 0 100
exit_long_tc_w_1_3 ( 143 ) 1 1.05 17.885 0.18 1:19:00 1 0 0 100
exit_long_tc_d_1_4 ( 142 ) 1 0.88 17.616 0.18 2 days, 4:37:00 1 0 0 100
exit_long_normal_d_1_75 ( 2 143 ) 1 0.98 17.452 0.17 4:25:00 1 0 0 100
exit_long_normal_w_1_3 ( 2 ) 1 1.02 17.385 0.17 1:20:00 1 0 0 100
exit_long_normal_u_0 ( 3 ) 1 0.68 11.348 0.11 0:02:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 3 ) 1 0.31 8.618 0.09 2 days, 6:00:00 1 0 0 100
exit_long_normal_u_0 ( 3 4 ) 1 0.48 8.177 0.08 0:01:00 1 0 0 100
exit_long_normal_d_0_52 ( 1 ) 1 0.19 4.623 0.05 6 days, 21:50:00 1 0 0 100
exit_long_quick_w_0_8 ( 42 ) 1 0.2 3.502 0.04 5:52:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.15 2.784 0.03 1:19:00 1 0 0 100
TOTAL 43 1.44 1143.817 11.44 14:08:00 43 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('4 ', 'exit_long_normal_u_6 ( 4 )') 1 6.72 112.509 1.13 0:02:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.49 88.978 0.89 11 days, 18:05:00 1 0 0 100
('4 ', 'exit_long_normal_u_1 ( 4 )') 3 1.39 72.319 0.72 0:03:00 3 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.82 68.720 0.69 1:40:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.11 56.677 0.57 0:04:00 3 0 0 100
('6 ', 'exit_profit_long_normal_t_3_2_m ( 6 )') 1 3.3 54.606 0.55 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_3 ( 6 )') 1 2.36 44.797 0.45 2:25:00 1 0 0 100
('42 ', 'exit_long_quick_w_2_8 ( 42 )') 1 2.29 40.680 0.41 1:35:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 2 1.02 36.188 0.36 0:26:00 2 0 0 100
('6 ', 'exit_long_normal_d_1_46 ( 6 )') 1 1.96 36.005 0.36 0:45:00 1 0 0 100
('142 ', 'exit_long_tc_u_2 ( 142 )') 1 2.04 35.789 0.36 0:02:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.98 34.068 0.34 0:01:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_10 ( 5 )') 1 1.88 32.367 0.32 0:40:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.92 32.089 0.32 0:02:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_70 ( 143 )') 2 1.1 31.754 0.32 0:34:00 2 0 0 100
('4 ', 'exit_long_normal_u_0 ( 4 )') 2 0.91 31.696 0.32 0:02:00 2 0 0 100
('41 ', 'exit_long_quick_d_1_60 ( 41 )') 1 1.6 27.982 0.28 0:15:00 1 0 0 100
('4 ', 'exit_long_normal_w_1_3 ( 4 )') 1 1.53 26.013 0.26 1:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_77 ( 6 )') 1 1.47 24.427 0.24 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_71 ( 6 )') 1 1.35 23.537 0.24 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_3 ( 6 )') 1 1.34 23.252 0.23 2:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_61 ( 6 )') 1 1.01 21.868 0.22 17:38:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_81 ( 6 )') 1 1.11 20.666 0.21 1:45:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 1 1.16 20.521 0.21 0:27:00 1 0 0 100
('4 43 ', 'exit_long_normal_d_1_14 ( 4 43 )') 1 1.12 18.999 0.19 3:58:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_20 ( 41 )') 1 1.0 17.921 0.18 0:08:00 1 0 0 100
('143 ', 'exit_long_tc_w_1_3 ( 143 )') 1 1.05 17.885 0.18 1:19:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_4 ( 142 )') 1 0.88 17.616 0.18 2 days, 4:37:00 1 0 0 100
('2 143 ', 'exit_long_normal_d_1_75 ( 2 143 )') 1 0.98 17.452 0.17 4:25:00 1 0 0 100
('2 ', 'exit_long_normal_w_1_3 ( 2 )') 1 1.02 17.385 0.17 1:20:00 1 0 0 100
('3 ', 'exit_long_normal_u_0 ( 3 )') 1 0.68 11.348 0.11 0:02:00 1 0 0 100
('3 ', 'exit_profit_long_normal_t_0_1_m ( 3 )') 1 0.31 8.618 0.09 2 days, 6:00:00 1 0 0 100
('3 4 ', 'exit_long_normal_u_0 ( 3 4 )') 1 0.48 8.177 0.08 0:01:00 1 0 0 100
('1 ', 'exit_long_normal_d_0_52 ( 1 )') 1 0.19 4.623 0.05 6 days, 21:50:00 1 0 0 100
('42 ', 'exit_long_quick_w_0_8 ( 42 )') 1 0.2 3.502 0.04 5:52:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.15 2.784 0.03 1:19:00 1 0 0 100
TOTAL 43 1.44 1143.817 11.44 14:08:00 43 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
02/06/2024 18.252 1 0 0
03/06/2024 54.606 1 0 0
04/06/2024 0 0 0 0
05/06/2024 0 0 0 0
06/06/2024 0 0 0 0
07/06/2024 345.989 13 0 0
08/06/2024 32.367 1 0 0
09/06/2024 0 0 0 0
10/06/2024 0 0 0 0
11/06/2024 0 0 0 0
12/06/2024 0 0 0 0
13/06/2024 57.321 2 0 0
14/06/2024 70.58 4 0 0
15/06/2024 0 0 0 0
16/06/2024 27.982 1 0 0
17/06/2024 25.37 2 0 0
18/06/2024 186.481 9 0 0
19/06/2024 61.346 2 0 0
20/06/2024 17.616 1 0 0
21/06/2024 0 0 0 0
22/06/2024 113.516 2 0 0
23/06/2024 0 0 0 0
24/06/2024 96.385 3 0 0
25/06/2024 0 0 0 0
26/06/2024 0 0 0 0
27/06/2024 0 0 0 0
28/06/2024 0 0 0 0
29/06/2024 36.005 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2024-06-01 00:00:00
Backtesting to 2024-07-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 43 / 1.43
Starting balance 10000 USDT
Final balance 11143.817 USDT
Absolute profit 1143.817 USDT
Total profit % 11.44%
CAGR % 273.46%
Sortino -100.00
Sharpe 35.02
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 26.60 (100.00)
Avg. daily profit % 0.38%
Avg. stake amount 1700.209 USDT
Total trade volume 73108.997 USDT
Best Pair BAKE/USDT 2.28%
Worst Pair 1INCH/USDT 0.00%
Best trade BAKE/USDT 6.72%
Worst trade MTL/USDT 0.15%
Best day 345.989 USDT
Worst day 0 USDT
Days win/draw/lose 14 / 14 / 0
Avg. Duration Winners 14:08:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 43 / 0
Rejected Entry signals 171
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -25.85%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 43 1.44 1143.817 11.44 14:08:00 43 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20240701-20240801

Current Previous v15.1.252 v15.1.240
Average Duration 3 days, 18:34:00 n/a 3 days, 18:34:00 3 days, 18:44:00
Market Change -6.26 % n/a -6.26 % -6.26 %
Max Drawdown 3.7342 % n/a 3.7337 % 3.7366 %
Profit Mean 0.99 % n/a 0.99 % 0.98 %
Profit Sum 14.92 % n/a 14.92 % 14.76 %
Profit Total 1.29 % n/a 1.29 % 1.26 %
Trades 15 n/a 15 15
Win Rate 93.33 % n/a 93.33 % 93.33 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
PUNDIX/USDT 1 3.69 130.877 1.31 8 days, 10:35:00 1 0 0 100
NEAR/USDT 1 1.37 86.224 0.86 18 days, 15:15:00 1 0 0 100
FLUX/USDT 1 2.48 41.293 0.41 1:50:00 1 0 0 100
STRAX/USDT 1 1.89 36.867 0.37 5:40:00 1 0 0 100
INJ/USDT 1 1.75 32.004 0.32 1:30:00 1 0 0 100
VTHO/USDT 1 1.66 27.584 0.28 0:09:00 1 0 0 100
XEC/USDT 1 1.6 26.464 0.26 1:40:00 1 0 0 100
CHR/USDT 1 1.43 23.672 0.24 0:02:00 1 0 0 100
RIF/USDT 1 1.39 23.313 0.23 1:06:00 1 0 0 100
MLN/USDT 1 1.31 22.066 0.22 0:04:00 1 0 0 100
MTL/USDT 1 1.1 18.290 0.18 0:04:00 1 0 0 100
BAKE/USDT 1 1.06 18.191 0.18 3:40:00 1 0 0 100
AUCTION/USDT 1 1.02 17.439 0.17 0:35:00 1 0 0 100
BCH/USDT 1 1.03 17.230 0.17 0:13:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPACA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BLZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BURGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CELR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PEOPLE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 1 -7.87 -392.896 -3.93 28 days, 20:05:00 0 0 1 0
TOTAL 15 0.99 128.619 1.29 3 days, 18:34:00 14 0 1 93.3

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FXS/USDT 1 -7.87 -392.896 -3.93 28 days, 20:05:00 0 0 1 0
TOTAL 1 -7.87 -392.896 -3.93 28 days, 20:05:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 1 1.37 86.224 0.86 18 days, 15:15:00 1 0 0 100
5 3 1.31 65.275 0.65 0:24:00 3 0 0 100
41 1 2.48 41.293 0.41 1:50:00 1 0 0 100
3 6 141 1 1.75 32.004 0.32 1:30:00 1 0 0 100
3 1 1.31 22.066 0.22 0:04:00 1 0 0 100
6 141 142 1 1.03 17.230 0.17 0:13:00 1 0 0 100
6 7 0.43 -135.474 -1.35 5 days, 9:29:00 6 0 1 85.7
TOTAL 15 0.99 128.619 1.29 3 days, 18:34:00 14 0 1 93.3

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_w_7_1 ( 6 ) 1 3.69 130.877 1.31 8 days, 10:35:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.37 86.224 0.86 18 days, 15:15:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 2 1.27 41.962 0.42 0:03:00 2 0 0 100
exit_long_quick_d_2_26 ( 41 ) 1 2.48 41.293 0.41 1:50:00 1 0 0 100
exit_long_normal_w_2_10 ( 6 ) 1 1.89 36.867 0.37 5:40:00 1 0 0 100
exit_long_normal_d_1_78 ( 3 6 141 ) 1 1.75 32.004 0.32 1:30:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.66 27.584 0.28 0:09:00 1 0 0 100
exit_long_normal_d_1_78 ( 6 ) 1 1.6 26.464 0.26 1:40:00 1 0 0 100
exit_long_normal_d_1_65 ( 5 ) 1 1.39 23.313 0.23 1:06:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.31 22.066 0.22 0:04:00 1 0 0 100
exit_long_normal_w_1_11 ( 6 ) 1 1.06 18.191 0.18 3:40:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 1 1.02 17.439 0.17 0:35:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 1 1.03 17.230 0.17 0:13:00 1 0 0 100
force_exit 1 -7.87 -392.896 -3.93 28 days, 20:05:00 0 0 1 0
TOTAL 15 0.99 128.619 1.29 3 days, 18:34:00 14 0 1 93.3

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_w_7_1 ( 6 )') 1 3.69 130.877 1.31 8 days, 10:35:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.37 86.224 0.86 18 days, 15:15:00 1 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 2 1.27 41.962 0.42 0:03:00 2 0 0 100
('41 ', 'exit_long_quick_d_2_26 ( 41 )') 1 2.48 41.293 0.41 1:50:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_10 ( 6 )') 1 1.89 36.867 0.37 5:40:00 1 0 0 100
('3 6 141 ', 'exit_long_normal_d_1_78 ( 3 6 141 )') 1 1.75 32.004 0.32 1:30:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.66 27.584 0.28 0:09:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_78 ( 6 )') 1 1.6 26.464 0.26 1:40:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_65 ( 5 )') 1 1.39 23.313 0.23 1:06:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.31 22.066 0.22 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_11 ( 6 )') 1 1.06 18.191 0.18 3:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 1 1.02 17.439 0.17 0:35:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 1 1.03 17.230 0.17 0:13:00 1 0 0 100
('6 ', 'force_exit') 1 -7.87 -392.896 -3.93 28 days, 20:05:00 0 0 1 0
TOTAL 15 0.99 128.619 1.29 3 days, 18:34:00 14 0 1 93.3

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
05/07/2024 208.603 8 0 0
06/07/2024 0 0 0 0
07/07/2024 0 0 0 0
08/07/2024 0 0 0 0
09/07/2024 0 0 0 0
10/07/2024 0 0 0 0
11/07/2024 0 0 0 0
12/07/2024 0 0 0 0
13/07/2024 0 0 0 0
14/07/2024 0 0 0 0
15/07/2024 0 0 0 0
16/07/2024 130.877 1 0 0
17/07/2024 0 0 0 0
18/07/2024 0 0 0 0
19/07/2024 36.867 1 0 0
20/07/2024 0 0 0 0
21/07/2024 0 0 0 0
22/07/2024 0 0 0 0
23/07/2024 0 0 0 0
24/07/2024 0 0 0 0
25/07/2024 35.631 2 0 0
26/07/2024 86.224 1 0 0
27/07/2024 0 0 0 0
28/07/2024 0 0 0 0
29/07/2024 0 0 0 0
30/07/2024 0 0 0 0
31/07/2024 23.313 1 0 0
01/08/2024 -392.896 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2024-07-01 00:00:00
Backtesting to 2024-08-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 15 / 0.48
Starting balance 10000 USDT
Final balance 10128.619 USDT
Absolute profit 128.619 USDT
Total profit % 1.29%
CAGR % 16.24%
Sortino -100.00
Sharpe 0.71
Calmar 21.23
Profit factor 1.33
Expectancy (Ratio) 8.57 (0.02)
Avg. daily profit % 0.04%
Avg. stake amount 1607.154 USDT
Total trade volume 24107.311 USDT
Best Pair PUNDIX/USDT 1.31%
Worst Pair FXS/USDT -3.93%
Best trade PUNDIX/USDT 3.69%
Worst trade FXS/USDT -7.87%
Best day 208.603 USDT
Worst day -392.896 USDT
Days win/draw/lose 6 / 21 / 1
Avg. Duration Winners 1 day, 23:36:00
Avg. Duration Loser 28 days, 20:05:00
Max Consecutive Wins / Loss 14 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10023.672 USDT
Max balance 10521.515 USDT
Max % of account underwater 3.73%
Absolute Drawdown (Account) 3.73%
Absolute Drawdown 392.896 USDT
Drawdown high 521.515 USDT
Drawdown low 128.619 USDT
Drawdown Start 2024-07-31 17:11:00
Drawdown End 2024-08-01 00:00:00
Market change -6.26%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 15 0.99 128.619 1.29 3 days, 18:34:00 14 0 1 93.3 392.896 USDT 3.73%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20240801-20240901

Current Previous v15.1.252 v15.1.240
Average Duration 1 day, 10:13:00 1 day, 10:13:00 1 day, 10:13:00 1 day, 10:13:00
Market Change -16.89 % -16.89 % -16.89 % -16.89 %
Max Drawdown 2.7716 % 2.7716 % 2.7746 % 2.8804 %
Profit Mean 1.31 % 1.31 % 1.31 % 1.3 %
Profit Sum 53.65 % 53.65 % 53.64 % 53.37 %
Profit Total 6.54 % 6.54 % 6.54 % 6.42 %
Trades 41 41 41 41
Win Rate 95.12 % 95.12 % 95.12 % 95.12 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
SKL/USDT 4 1.36 100.235 1.0 6:19:00 4 0 0 100
MBOX/USDT 2 2.45 83.288 0.83 0:52:00 2 0 0 100
STRAX/USDT 2 2.16 72.694 0.73 2:02:00 2 0 0 100
BCH/USDT 1 4.36 71.000 0.71 0:40:00 1 0 0 100
ALGO/USDT 2 1.89 61.524 0.62 0:04:00 2 0 0 100
IDEX/USDT 1 3.45 60.224 0.6 0:36:00 1 0 0 100
ARPA/USDT 3 1.22 59.655 0.6 0:06:00 3 0 0 100
BURGER/USDT 3 1.04 54.057 0.54 0:33:00 3 0 0 100
RARE/USDT 3 0.96 49.352 0.49 0:08:00 3 0 0 100
FIL/USDT 1 2.98 48.866 0.49 0:15:00 1 0 0 100
PEOPLE/USDT 2 1.35 44.911 0.45 0:10:00 2 0 0 100
RUNE/USDT 1 2.01 35.054 0.35 1:10:00 1 0 0 100
RAY/USDT 1 1.4 23.205 0.23 0:04:00 1 0 0 100
AR/USDT 1 1.37 22.261 0.22 0:02:00 1 0 0 100
ONE/USDT 1 1.28 20.888 0.21 0:01:00 1 0 0 100
RIF/USDT 1 1.26 20.832 0.21 0:06:00 1 0 0 100
FET/USDT 1 1.19 20.724 0.21 0:35:00 1 0 0 100
TLM/USDT 1 1.15 19.516 0.2 0:43:00 1 0 0 100
DODO/USDT 1 1.02 17.646 0.18 0:02:00 1 0 0 100
NEAR/USDT 1 1.01 17.512 0.18 0:05:00 1 0 0 100
XEC/USDT 1 0.96 15.886 0.16 0:06:00 1 0 0 100
ALPACA/USDT 2 0.29 11.183 0.11 4:56:00 2 0 0 100
ETH/USDT 1 0.44 7.236 0.07 0:01:00 1 0 0 100
REQ/USDT 1 0.14 2.412 0.02 2:50:00 1 0 0 100
1INCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALPHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BLZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
C98/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CAKE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CELR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOGE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DYDX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EGLD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ENS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ERN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MOVR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MTL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NKN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
OM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PERP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
THETA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TKO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VTHO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WAXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YGG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 1 -0.73 -66.355 -0.66 29 days, 9:05:00 0 0 1 0
STMX/USDT 2 -0.51 -219.468 -2.19 13 days, 11:24:00 1 0 1 50.0
TOTAL 41 1.31 654.338 6.54 1 day, 10:13:00 39 0 2 95.1

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FTM/USDT 1 -0.73 -66.355 -0.66 29 days, 9:05:00 0 0 1 0
STMX/USDT 1 -2.1 -237.362 -2.37 26 days, 22:40:00 0 0 1 0
TOTAL 2 -1.41 -303.717 -3.04 28 days, 3:52:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 21 1.4 507.881 5.08 1:50:00 21 0 0 100
142 3 2.18 109.236 1.09 0:27:00 3 0 0 100
141 3 1.91 93.754 0.94 0:07:00 3 0 0 100
41 5 0.69 59.094 0.59 0:57:00 5 0 0 100
3 1 3.16 53.045 0.53 4:00:00 1 0 0 100
2 6 1 1.11 18.824 0.19 0:02:00 1 0 0 100
2 1 1.11 18.490 0.18 0:01:00 1 0 0 100
3 42 1 1.08 17.894 0.18 0:08:00 1 0 0 100
2 43 1 1.03 17.034 0.17 0:03:00 1 0 0 100
120 1 -0.73 -66.355 -0.66 29 days, 9:05:00 0 0 1 0
42 3 0.56 -174.559 -1.75 9 days, 0:13:00 2 0 1 66.7
TOTAL 41 1.31 654.338 6.54 1 day, 10:13:00 39 0 2 95.1

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 13 1.3 280.275 2.8 0:04:00 13 0 0 100
exit_long_tc_d_4_78 ( 142 ) 1 4.36 71.000 0.71 0:40:00 1 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.75 63.905 0.64 1:40:00 1 0 0 100
exit_long_normal_d_3_89 ( 6 ) 1 3.45 60.224 0.6 0:36:00 1 0 0 100
exit_profit_long_normal_t_3_2_m ( 3 ) 1 3.16 53.045 0.53 4:00:00 1 0 0 100
exit_long_tc_d_2_27 ( 141 ) 1 2.98 48.866 0.49 0:15:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 2 1.34 45.799 0.46 0:13:00 2 0 0 100
exit_long_quick_w_2_11 ( 42 ) 1 2.59 42.871 0.43 1:45:00 1 0 0 100
exit_long_tc_u_2 ( 141 ) 1 2.31 37.652 0.38 0:04:00 1 0 0 100
exit_long_normal_w_2_3 ( 6 ) 1 2.01 35.054 0.35 1:10:00 1 0 0 100
exit_long_normal_d_1_63 ( 6 ) 1 0.72 21.839 0.22 23:28:00 1 0 0 100
exit_long_tc_d_1_77 ( 142 ) 1 1.19 20.724 0.21 0:35:00 1 0 0 100
exit_long_quick_d_1_73 ( 42 ) 1 1.19 19.932 0.2 0:15:00 1 0 0 100
exit_long_normal_d_1_70 ( 6 ) 1 1.15 19.516 0.2 0:43:00 1 0 0 100
exit_long_normal_u_1 ( 2 6 ) 1 1.11 18.824 0.19 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.11 18.490 0.18 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 3 42 ) 1 1.08 17.894 0.18 0:08:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.01 17.512 0.18 0:05:00 1 0 0 100
exit_long_normal_u_1 ( 2 43 ) 1 1.03 17.034 0.17 0:03:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.96 15.886 0.16 0:06:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 1 0.44 7.236 0.07 0:01:00 1 0 0 100
exit_long_quick_d_0_3 ( 41 ) 1 0.4 6.769 0.07 1:30:00 1 0 0 100
exit_long_normal_w_0_7 ( 6 ) 1 0.28 6.101 0.06 9:10:00 1 0 0 100
exit_long_normal_d_0_80 ( 6 ) 1 0.29 5.082 0.05 0:41:00 1 0 0 100
exit_long_quick_u_0 ( 41 ) 1 0.24 4.114 0.04 0:01:00 1 0 0 100
exit_long_quick_d_0_82 ( 41 ) 1 0.14 2.412 0.02 2:50:00 1 0 0 100
force_exit 2 -1.41 -303.717 -3.04 28 days, 3:52:00 0 0 2 0
TOTAL 41 1.31 654.338 6.54 1 day, 10:13:00 39 0 2 95.1

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 13 1.3 280.275 2.8 0:04:00 13 0 0 100
('142 ', 'exit_long_tc_d_4_78 ( 142 )') 1 4.36 71.000 0.71 0:40:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.75 63.905 0.64 1:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_89 ( 6 )') 1 3.45 60.224 0.6 0:36:00 1 0 0 100
('3 ', 'exit_profit_long_normal_t_3_2_m ( 3 )') 1 3.16 53.045 0.53 4:00:00 1 0 0 100
('141 ', 'exit_long_tc_d_2_27 ( 141 )') 1 2.98 48.866 0.49 0:15:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 2 1.34 45.799 0.46 0:13:00 2 0 0 100
('42 ', 'exit_long_quick_w_2_11 ( 42 )') 1 2.59 42.871 0.43 1:45:00 1 0 0 100
('141 ', 'exit_long_tc_u_2 ( 141 )') 1 2.31 37.652 0.38 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_3 ( 6 )') 1 2.01 35.054 0.35 1:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_63 ( 6 )') 1 0.72 21.839 0.22 23:28:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_77 ( 142 )') 1 1.19 20.724 0.21 0:35:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_73 ( 42 )') 1 1.19 19.932 0.2 0:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_70 ( 6 )') 1 1.15 19.516 0.2 0:43:00 1 0 0 100
('2 6 ', 'exit_long_normal_u_1 ( 2 6 )') 1 1.11 18.824 0.19 0:02:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.11 18.490 0.18 0:01:00 1 0 0 100
('3 42 ', 'exit_long_normal_u_1 ( 3 42 )') 1 1.08 17.894 0.18 0:08:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.01 17.512 0.18 0:05:00 1 0 0 100
('2 43 ', 'exit_long_normal_u_1 ( 2 43 )') 1 1.03 17.034 0.17 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.96 15.886 0.16 0:06:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 1 0.44 7.236 0.07 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_d_0_3 ( 41 )') 1 0.4 6.769 0.07 1:30:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_7 ( 6 )') 1 0.28 6.101 0.06 9:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_80 ( 6 )') 1 0.29 5.082 0.05 0:41:00 1 0 0 100
('41 ', 'exit_long_quick_u_0 ( 41 )') 1 0.24 4.114 0.04 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_d_0_82 ( 41 )') 1 0.14 2.412 0.02 2:50:00 1 0 0 100
('120 ', 'force_exit') 1 -0.73 -66.355 -0.66 29 days, 9:05:00 0 0 1 0
('42 ', 'force_exit') 1 -2.1 -237.362 -2.37 26 days, 22:40:00 0 0 1 0
TOTAL 41 1.31 654.338 6.54 1 day, 10:13:00 39 0 2 95.1

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/08/2024 59.905 2 0 0
04/08/2024 7.236 1 0 0
05/08/2024 473.627 20 0 0
06/08/2024 21.839 1 0 0
07/08/2024 0 0 0 0
08/08/2024 53.045 1 0 0
09/08/2024 0 0 0 0
10/08/2024 0 0 0 0
11/08/2024 0 0 0 0
12/08/2024 0 0 0 0
13/08/2024 0 0 0 0
14/08/2024 0 0 0 0
15/08/2024 0 0 0 0
16/08/2024 0 0 0 0
17/08/2024 0 0 0 0
18/08/2024 0 0 0 0
19/08/2024 38.339 2 0 0
20/08/2024 0 0 0 0
21/08/2024 70.006 2 0 0
22/08/2024 0 0 0 0
23/08/2024 0 0 0 0
24/08/2024 34.433 2 0 0
25/08/2024 0 0 0 0
26/08/2024 30.529 2 0 0
27/08/2024 88.149 4 0 0
28/08/2024 20.724 1 0 0
29/08/2024 0 0 0 0
30/08/2024 60.224 1 0 0
31/08/2024 0 0 0 0
01/09/2024 -303.717 0 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2024-08-01 00:00:00
Backtesting to 2024-09-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 41 / 1.32
Starting balance 10000 USDT
Final balance 10654.338 USDT
Absolute profit 654.338 USDT
Total profit % 6.54%
CAGR % 110.91%
Sortino 4.72
Sharpe 8.92
Calmar 145.50
Profit factor 3.15
Expectancy (Ratio) 15.96 (0.11)
Avg. daily profit % 0.21%
Avg. stake amount 1630.407 USDT
Total trade volume 66846.7 USDT
Best Pair SKL/USDT 1.00%
Worst Pair STMX/USDT -2.19%
Best trade BCH/USDT 4.36%
Worst trade STMX/USDT -2.10%
Best day 473.627 USDT
Worst day -303.717 USDT
Days win/draw/lose 12 / 17 / 1
Avg. Duration Winners 1:19:00
Avg. Duration Loser 28 days, 3:52:00
Max Consecutive Wins / Loss 39 / 2
Rejected Entry signals 29
Entry/Exit Timeouts 0 / 0
Min balance 10017.034 USDT
Max balance 10958.056 USDT
Max % of account underwater 2.77%
Absolute Drawdown (Account) 2.77%
Absolute Drawdown 303.717 USDT
Drawdown high 958.056 USDT
Drawdown low 654.338 USDT
Drawdown Start 2024-08-30 16:16:00
Drawdown End 2024-09-01 00:00:00
Market change -16.89%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 41 1.31 654.338 6.54 1 day, 10:13:00 39 0 2 95.1 303.717 USDT 2.77%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210101-20210201

Current Previous v15.1.252 v15.1.240
Average Duration 8:02:00 8:02:00 7:55:00 7:27:00
Market Change 72.03 % 72.03 % 72.03 % 72.03 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 2.33 % 2.33 % 2.3 % 2.29 %
Profit Sum 326.57 % 326.57 % 328.52 % 325.88 %
Profit Total 78.74 % 78.74 % 78.67 % 79.33 %
Trades 140 140 143 142
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
STX/USDT 3 10.96 865.981 8.66 3:31:00 3 0 0 100
AAVE/USDT 11 2.42 606.853 6.07 2:06:00 11 0 0 100
GRT/USDT 8 2.46 571.124 5.71 23:14:00 8 0 0 100
DAG/USDT 7 3.94 565.642 5.66 2:13:00 7 0 0 100
ALEPH/USDT 9 2.39 545.722 5.46 0:26:00 9 0 0 100
XLM/USDT 7 2.53 393.473 3.93 1:49:00 7 0 0 100
ALGO/USDT 6 2.1 381.817 3.82 1 day, 23:34:00 6 0 0 100
TRX/USDT 2 6.51 375.171 3.75 1:46:00 2 0 0 100
KAI/USDT 6 2.21 344.805 3.45 2:12:00 6 0 0 100
VET/USDT 6 1.91 256.900 2.57 1:18:00 6 0 0 100
EWT/USDT 5 2.33 240.917 2.41 1:03:00 5 0 0 100
TEL/USDT 5 1.38 203.644 2.04 2:05:00 5 0 0 100
ADA/USDT 6 1.46 202.287 2.02 0:21:00 6 0 0 100
XRP/USDT 4 2.43 178.330 1.78 0:32:00 4 0 0 100
SNX/USDT 5 1.56 165.264 1.65 0:27:00 5 0 0 100
ATOM/USDT 3 1.38 156.746 1.57 22:24:00 3 0 0 100
SXP/USDT 5 1.5 142.179 1.42 0:20:00 5 0 0 100
COMP/USDT 3 2.21 122.545 1.23 0:52:00 3 0 0 100
ETH/USDT 4 1.32 119.726 1.2 0:04:00 4 0 0 100
UNI/USDT 1 2.03 119.383 1.19 4 days, 14:33:00 1 0 0 100
MLK/USDT 1 5.29 115.520 1.16 2:55:00 1 0 0 100
UOS/USDT 1 3.34 110.250 1.1 16:35:00 1 0 0 100
DGB/USDT 1 5.56 107.093 1.07 1:55:00 1 0 0 100
VELO/USDT 2 2.02 106.838 1.07 0:14:00 2 0 0 100
COTI/USDT 3 1.7 100.904 1.01 0:38:00 3 0 0 100
LTC/USDT 3 1.48 97.142 0.97 0:10:00 3 0 0 100
NIM/USDT 3 1.81 93.483 0.93 0:21:00 3 0 0 100
DIA/USDT 2 1.82 72.755 0.73 1:18:00 2 0 0 100
AVA/USDT 1 3.19 68.599 0.69 6:50:00 1 0 0 100
ETC/USDT 3 1.06 62.634 0.63 0:30:00 3 0 0 100
NWC/USDT 1 1.03 60.540 0.61 9 days, 3:50:00 1 0 0 100
YFI/USDT 1 2.48 45.788 0.46 0:04:00 1 0 0 100
DOT/USDT 2 0.89 44.282 0.44 3:25:00 2 0 0 100
DEGO/USDT 1 1.81 37.040 0.37 0:42:00 1 0 0 100
BTC/USDT 1 2.05 36.143 0.36 0:38:00 1 0 0 100
CRO/USDT 1 2.09 35.167 0.35 0:27:00 1 0 0 100
MKR/USDT 1 1.63 34.304 0.34 0:21:00 1 0 0 100
LINK/USDT 1 1.51 27.774 0.28 0:38:00 1 0 0 100
BCH/USDT 1 1.2 25.644 0.26 1:45:00 1 0 0 100
ROSE/USDT 1 0.31 9.940 0.1 3:55:00 1 0 0 100
CHR/USDT 1 0.25 9.555 0.1 3 days, 4:45:00 1 0 0 100
VRA/USDT 1 0.4 8.358 0.08 3:17:00 1 0 0 100
PLU/USDT 1 0.18 5.430 0.05 7:04:00 1 0 0 100
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 140 2.33 7873.690 78.74 8:02:00 140 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 50 2.16 2411.485 24.11 7:33:00 50 0 0 100
142 15 4.17 1451.957 14.52 2:16:00 15 0 0 100
141 8 2.84 562.370 5.62 0:23:00 8 0 0 100
120 5 1.77 538.888 5.39 5 days, 8:49:00 5 0 0 100
6 141 142 5 3.14 411.128 4.11 2:48:00 5 0 0 100
42 7 2.23 340.518 3.41 2:01:00 7 0 0 100
141 142 6 2.09 305.902 3.06 0:24:00 6 0 0 100
5 6 1.72 253.058 2.53 1:20:00 6 0 0 100
41 5 2.06 224.176 2.24 1:08:00 5 0 0 100
6 120 3 2.77 153.898 1.54 0:44:00 3 0 0 100
2 3 4 5 6 1 5.17 128.200 1.28 0:02:00 1 0 0 100
6 142 3 1.76 124.202 1.24 1:59:00 3 0 0 100
6 141 2 2.71 104.459 1.04 0:20:00 2 0 0 100
120 141 1 2.38 100.878 1.01 4:15:00 1 0 0 100
2 3 4 1 3.58 95.694 0.96 0:27:00 1 0 0 100
2 3 2 2.05 84.846 0.85 0:14:00 2 0 0 100
143 2 1.56 82.452 0.82 0:22:00 2 0 0 100
43 2 1.26 60.673 0.61 0:12:00 2 0 0 100
2 2 1.33 59.123 0.59 0:31:00 2 0 0 100
120 142 1 2.04 55.053 0.55 0:33:00 1 0 0 100
3 141 142 1 1.72 48.378 0.48 0:02:00 1 0 0 100
3 2 1.1 41.289 0.41 0:48:00 2 0 0 100
4 1 1.81 37.040 0.37 0:42:00 1 0 0 100
141 143 1 1.25 30.305 0.3 0:03:00 1 0 0 100
3 6 1 1.27 28.190 0.28 0:48:00 1 0 0 100
2 5 1 1.01 25.282 0.25 0:19:00 1 0 0 100
3 4 1 1.29 21.674 0.22 0:07:00 1 0 0 100
1 1 1.3 21.418 0.21 0:03:00 1 0 0 100
2 120 142 1 1.16 21.326 0.21 0:09:00 1 0 0 100
6 141 143 1 1.05 20.308 0.2 0:42:00 1 0 0 100
42 120 1 1.03 16.113 0.16 0:35:00 1 0 0 100
2 6 1 0.54 13.409 0.13 0:06:00 1 0 0 100
TOTAL 140 2.33 7873.690 78.74 8:02:00 140 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_tc_t_12_1_m ( 142 ) 1 27.77 723.940 7.24 8:45:00 1 0 0 100
exit_long_grind_g ( 120 ) 5 1.77 538.888 5.39 5 days, 8:49:00 5 0 0 100
exit_long_normal_w_11_2 ( 6 ) 1 18.68 362.993 3.63 3:10:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 12 1.38 362.383 3.62 0:12:00 12 0 0 100
exit_long_tc_o_11 ( 141 ) 1 12.61 361.485 3.61 1:27:00 1 0 0 100
exit_long_normal_d_10_100 ( 6 141 142 ) 1 11.25 303.487 3.03 1:45:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 4 1.37 140.105 1.4 0:05:00 4 0 0 100
exit_long_normal_d_5_3 ( 6 ) 1 5.03 135.663 1.36 1:50:00 1 0 0 100
exit_long_normal_u_5 ( 2 3 4 5 6 ) 1 5.17 128.200 1.28 0:02:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 4 1.37 126.118 1.26 0:04:00 4 0 0 100
exit_long_normal_u_4 ( 5 ) 1 4.45 117.907 1.18 0:02:00 1 0 0 100
exit_long_normal_w_5_11 ( 6 ) 1 5.29 115.520 1.16 2:55:00 1 0 0 100
exit_profit_long_normal_t_3_1_m ( 6 ) 1 3.96 112.643 1.13 0:55:00 1 0 0 100
exit_profit_long_tc_t_6_2_m ( 142 ) 1 6.58 112.236 1.12 3:40:00 1 0 0 100
exit_long_normal_d_4_100 ( 6 ) 1 3.34 110.250 1.1 16:35:00 1 0 0 100
exit_long_normal_w_5_12 ( 6 ) 1 5.56 107.093 1.07 1:55:00 1 0 0 100
exit_long_normal_w_5_7 ( 6 120 ) 1 5.95 104.974 1.05 0:40:00 1 0 0 100
exit_long_tc_d_3_3 ( 141 142 ) 1 3.85 103.813 1.04 0:35:00 1 0 0 100
exit_long_tc_w_3_7 ( 120 141 ) 1 2.38 100.878 1.01 4:15:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 4 1.19 99.465 0.99 0:02:00 4 0 0 100
exit_long_normal_d_2_87 ( 6 ) 2 2.19 97.858 0.98 0:30:00 2 0 0 100
exit_long_normal_u_3 ( 2 3 4 ) 1 3.58 95.694 0.96 0:27:00 1 0 0 100
exit_long_quick_q_8 ( 42 ) 1 4.43 90.164 0.9 0:30:00 1 0 0 100
exit_long_tc_d_3_89 ( 142 ) 1 3.12 87.528 0.88 1:24:00 1 0 0 100
exit_long_normal_d_4_97 ( 6 141 ) 1 4.42 85.060 0.85 0:35:00 1 0 0 100
exit_long_normal_u_2 ( 2 3 ) 2 2.05 84.846 0.85 0:14:00 2 0 0 100
exit_long_tc_w_3_14 ( 142 ) 1 3.91 73.813 0.74 1:05:00 1 0 0 100
exit_long_tc_d_4_40 ( 142 ) 1 4.08 72.745 0.73 0:45:00 1 0 0 100
exit_long_normal_d_2_71 ( 6 ) 1 2.56 71.580 0.72 0:25:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 2 1.71 70.456 0.7 0:07:00 2 0 0 100
exit_long_quick_q_6 ( 42 ) 1 3.19 68.599 0.69 6:50:00 1 0 0 100
exit_long_tc_d_2_8 ( 142 ) 1 2.08 67.622 0.68 3:45:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 ) 2 1.46 63.586 0.64 0:36:00 2 0 0 100
exit_long_quick_d_2_75 ( 42 ) 1 2.49 63.012 0.63 0:50:00 1 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.34 62.662 0.63 1:05:00 1 0 0 100
exit_long_tc_d_3_42 ( 141 142 ) 1 3.21 61.984 0.62 1:29:00 1 0 0 100
exit_long_quick_q_2 ( 41 ) 1 1.76 61.757 0.62 4:32:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 2 1.26 60.673 0.61 0:12:00 2 0 0 100
exit_long_normal_3_1_1 ( 6 ) 1 1.03 60.540 0.61 9 days, 3:50:00 1 0 0 100
exit_long_normal_d_2_88 ( 6 ) 1 2.53 58.996 0.59 0:50:00 1 0 0 100
exit_long_quick_d_3_70 ( 41 ) 1 3.43 57.579 0.58 0:20:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 2 1.11 56.960 0.57 0:03:00 2 0 0 100
exit_long_tc_d_3_42 ( 142 ) 1 3.08 55.086 0.55 0:31:00 1 0 0 100
exit_long_tc_d_2_65 ( 120 142 ) 1 2.04 55.053 0.55 0:33:00 1 0 0 100
exit_long_tc_d_2_70 ( 143 ) 1 1.97 54.513 0.55 0:25:00 1 0 0 100
exit_long_normal_d_2_55 ( 6 142 ) 1 1.72 51.988 0.52 5:40:00 1 0 0 100
exit_long_tc_d_1_99 ( 141 ) 2 1.32 50.932 0.51 0:34:00 2 0 0 100
exit_long_normal_w_2_9 ( 6 ) 1 2.67 50.744 0.51 0:50:00 1 0 0 100
exit_long_tc_d_2_71 ( 141 ) 1 2.7 50.488 0.5 0:20:00 1 0 0 100
exit_long_normal_w_2_7 ( 6 ) 1 2.79 49.008 0.49 1:25:00 1 0 0 100
exit_long_normal_d_2_66 ( 6 ) 1 2.59 48.532 0.49 0:30:00 1 0 0 100
exit_long_normal_u_1 ( 3 141 142 ) 1 1.72 48.378 0.48 0:02:00 1 0 0 100
exit_long_tc_d_2_55 ( 142 ) 1 1.43 48.126 0.48 11:50:00 1 0 0 100
exit_long_normal_d_2_91 ( 6 ) 1 2.23 45.847 0.46 0:26:00 1 0 0 100
exit_long_quick_u_2 ( 41 ) 1 2.48 45.788 0.46 0:04:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 1.86 45.347 0.45 0:27:00 1 0 0 100
exit_long_normal_d_2_99 ( 6 142 ) 1 2.37 42.269 0.42 0:15:00 1 0 0 100
exit_long_normal_w_1_12 ( 6 ) 1 1.5 41.761 0.42 4:10:00 1 0 0 100
exit_long_normal_d_1_66 ( 5 ) 1 1.53 39.540 0.4 0:25:00 1 0 0 100
exit_long_normal_w_2_8 ( 6 ) 1 2.75 39.095 0.39 1:25:00 1 0 0 100
exit_long_normal_u_1 ( 4 ) 1 1.81 37.040 0.37 0:42:00 1 0 0 100
exit_long_normal_d_2_99 ( 6 ) 1 2.21 36.858 0.37 0:05:00 1 0 0 100
exit_long_normal_w_1_11 ( 6 141 142 ) 1 1.31 36.828 0.37 4:06:00 1 0 0 100
exit_long_normal_w_1_2 ( 6 ) 1 1.4 36.403 0.36 10:26:00 1 0 0 100
exit_long_tc_d_2_72 ( 142 ) 1 2.05 36.143 0.36 0:38:00 1 0 0 100
exit_long_normal_d_2_42 ( 6 ) 1 2.05 34.100 0.34 0:58:00 1 0 0 100
exit_long_quick_d_1_70 ( 41 ) 1 1.39 33.867 0.34 0:30:00 1 0 0 100
exit_long_normal_d_1_20 ( 5 ) 1 1.98 33.221 0.33 0:20:00 1 0 0 100
exit_long_normal_d_1_70 ( 6 ) 1 1.21 32.706 0.33 0:20:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 1 1.68 32.065 0.32 0:03:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 2 0.6 31.920 0.32 1:55:00 2 0 0 100
exit_long_tc_u_2 ( 142 ) 1 2.04 31.186 0.31 0:01:00 1 0 0 100
exit_long_normal_d_1_81 ( 6 ) 1 1.02 31.160 0.31 1:40:00 1 0 0 100
exit_long_tc_u_1 ( 141 143 ) 1 1.25 30.305 0.3 0:03:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.03 30.223 0.3 0:22:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.18 29.945 0.3 0:02:00 1 0 0 100
exit_long_normal_d_1_70 ( 2 ) 1 1.64 28.900 0.29 0:40:00 1 0 0 100
exit_long_normal_d_1_20 ( 3 6 ) 1 1.27 28.190 0.28 0:48:00 1 0 0 100
exit_long_normal_w_1_11 ( 6 ) 1 1.39 28.073 0.28 5:35:00 1 0 0 100
exit_long_tc_d_1_20 ( 143 ) 1 1.15 27.939 0.28 0:20:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 120 ) 1 1.51 27.774 0.28 0:38:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.62 27.117 0.27 0:01:00 1 0 0 100
exit_long_quick_d_1_95 ( 42 ) 1 1.22 26.144 0.26 0:50:00 1 0 0 100
exit_long_normal_w_1_8 ( 6 ) 1 1.2 25.644 0.26 1:45:00 1 0 0 100
exit_long_normal_u_1 ( 2 5 ) 1 1.01 25.282 0.25 0:19:00 1 0 0 100
exit_long_quick_d_1_99 ( 41 ) 1 1.23 25.185 0.25 0:13:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.26 23.753 0.24 0:20:00 1 0 0 100
exit_long_quick_w_0_14 ( 42 ) 1 0.87 22.143 0.22 4:55:00 1 0 0 100
exit_long_normal_u_1 ( 3 4 ) 1 1.29 21.674 0.22 0:07:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 1 1.3 21.418 0.21 0:03:00 1 0 0 100
exit_long_normal_u_1 ( 2 120 142 ) 1 1.16 21.326 0.21 0:09:00 1 0 0 100
exit_long_normal_d_0_80 ( 6 120 ) 1 0.84 21.150 0.21 0:55:00 1 0 0 100
exit_long_normal_d_1_84 ( 6 141 142 ) 1 0.73 21.038 0.21 6:49:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 141 143 ) 1 1.05 20.308 0.2 0:42:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 ) 1 1.01 19.399 0.19 0:04:00 1 0 0 100
exit_long_normal_d_1_64 ( 6 ) 1 0.95 19.330 0.19 2:36:00 1 0 0 100
exit_long_normal_d_0_101 ( 6 141 142 ) 1 0.73 17.711 0.18 1:15:00 1 0 0 100
exit_long_tc_d_1_53 ( 142 ) 1 0.91 17.415 0.17 1:13:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 120 ) 1 1.03 16.113 0.16 0:35:00 1 0 0 100
exit_long_normal_d_0_101 ( 6 ) 1 0.63 15.021 0.15 2:20:00 1 0 0 100
exit_long_normal_w_0_3 ( 3 ) 1 0.57 14.172 0.14 1:35:00 1 0 0 100
exit_long_normal_w_0_7 ( 6 ) 1 0.4 13.685 0.14 2:05:00 1 0 0 100
exit_long_normal_u_0 ( 2 6 ) 1 0.54 13.409 0.13 0:06:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.46 11.144 0.11 0:01:00 1 0 0 100
exit_long_normal_d_0_62 ( 6 ) 1 0.3 10.093 0.1 1:30:00 1 0 0 100
exit_long_normal_w_0_9 ( 6 ) 1 0.31 9.940 0.1 3:55:00 1 0 0 100
exit_long_normal_w_0_1 ( 6 ) 1 0.25 9.555 0.1 3 days, 4:45:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 5 ) 1 0.18 5.430 0.05 7:04:00 1 0 0 100
TOTAL 140 2.33 7873.690 78.74 8:02:00 140 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('142 ', 'exit_profit_long_tc_t_12_1_m ( 142 )') 1 27.77 723.940 7.24 8:45:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 5 1.77 538.888 5.39 5 days, 8:49:00 5 0 0 100
('6 ', 'exit_long_normal_w_11_2 ( 6 )') 1 18.68 362.993 3.63 3:10:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 12 1.38 362.383 3.62 0:12:00 12 0 0 100
('141 ', 'exit_long_tc_o_11 ( 141 )') 1 12.61 361.485 3.61 1:27:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_d_10_100 ( 6 141 142 )') 1 11.25 303.487 3.03 1:45:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 4 1.37 140.105 1.4 0:05:00 4 0 0 100
('6 ', 'exit_long_normal_d_5_3 ( 6 )') 1 5.03 135.663 1.36 1:50:00 1 0 0 100
('2 3 4 5 6 ', 'exit_long_normal_u_5 ( 2 3 4 5 6 )') 1 5.17 128.200 1.28 0:02:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 4 1.37 126.118 1.26 0:04:00 4 0 0 100
('5 ', 'exit_long_normal_u_4 ( 5 )') 1 4.45 117.907 1.18 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_w_5_11 ( 6 )') 1 5.29 115.520 1.16 2:55:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_3_1_m ( 6 )') 1 3.96 112.643 1.13 0:55:00 1 0 0 100
('142 ', 'exit_profit_long_tc_t_6_2_m ( 142 )') 1 6.58 112.236 1.12 3:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_100 ( 6 )') 1 3.34 110.250 1.1 16:35:00 1 0 0 100
('6 ', 'exit_long_normal_w_5_12 ( 6 )') 1 5.56 107.093 1.07 1:55:00 1 0 0 100
('6 120 ', 'exit_long_normal_w_5_7 ( 6 120 )') 1 5.95 104.974 1.05 0:40:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_3_3 ( 141 142 )') 1 3.85 103.813 1.04 0:35:00 1 0 0 100
('120 141 ', 'exit_long_tc_w_3_7 ( 120 141 )') 1 2.38 100.878 1.01 4:15:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 4 1.19 99.465 0.99 0:02:00 4 0 0 100
('6 ', 'exit_long_normal_d_2_87 ( 6 )') 2 2.19 97.858 0.98 0:30:00 2 0 0 100
('2 3 4 ', 'exit_long_normal_u_3 ( 2 3 4 )') 1 3.58 95.694 0.96 0:27:00 1 0 0 100
('42 ', 'exit_long_quick_q_8 ( 42 )') 1 4.43 90.164 0.9 0:30:00 1 0 0 100
('142 ', 'exit_long_tc_d_3_89 ( 142 )') 1 3.12 87.528 0.88 1:24:00 1 0 0 100
('6 141 ', 'exit_long_normal_d_4_97 ( 6 141 )') 1 4.42 85.060 0.85 0:35:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_2 ( 2 3 )') 2 2.05 84.846 0.85 0:14:00 2 0 0 100
('142 ', 'exit_long_tc_w_3_14 ( 142 )') 1 3.91 73.813 0.74 1:05:00 1 0 0 100
('142 ', 'exit_long_tc_d_4_40 ( 142 )') 1 4.08 72.745 0.73 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_71 ( 6 )') 1 2.56 71.580 0.72 0:25:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 2 1.71 70.456 0.7 0:07:00 2 0 0 100
('42 ', 'exit_long_quick_q_6 ( 42 )') 1 3.19 68.599 0.69 6:50:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_8 ( 142 )') 1 2.08 67.622 0.68 3:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_20 ( 6 )') 2 1.46 63.586 0.64 0:36:00 2 0 0 100
('42 ', 'exit_long_quick_d_2_75 ( 42 )') 1 2.49 63.012 0.63 0:50:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.34 62.662 0.63 1:05:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_3_42 ( 141 142 )') 1 3.21 61.984 0.62 1:29:00 1 0 0 100
('41 ', 'exit_long_quick_q_2 ( 41 )') 1 1.76 61.757 0.62 4:32:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 2 1.26 60.673 0.61 0:12:00 2 0 0 100
('6 ', 'exit_long_normal_3_1_1 ( 6 )') 1 1.03 60.540 0.61 9 days, 3:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_88 ( 6 )') 1 2.53 58.996 0.59 0:50:00 1 0 0 100
('41 ', 'exit_long_quick_d_3_70 ( 41 )') 1 3.43 57.579 0.58 0:20:00 1 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 2 1.11 56.960 0.57 0:03:00 2 0 0 100
('142 ', 'exit_long_tc_d_3_42 ( 142 )') 1 3.08 55.086 0.55 0:31:00 1 0 0 100
('120 142 ', 'exit_long_tc_d_2_65 ( 120 142 )') 1 2.04 55.053 0.55 0:33:00 1 0 0 100
('143 ', 'exit_long_tc_d_2_70 ( 143 )') 1 1.97 54.513 0.55 0:25:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_2_55 ( 6 142 )') 1 1.72 51.988 0.52 5:40:00 1 0 0 100
('141 ', 'exit_long_tc_d_1_99 ( 141 )') 2 1.32 50.932 0.51 0:34:00 2 0 0 100
('6 ', 'exit_long_normal_w_2_9 ( 6 )') 1 2.67 50.744 0.51 0:50:00 1 0 0 100
('141 ', 'exit_long_tc_d_2_71 ( 141 )') 1 2.7 50.488 0.5 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_7 ( 6 )') 1 2.79 49.008 0.49 1:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_66 ( 6 )') 1 2.59 48.532 0.49 0:30:00 1 0 0 100
('3 141 142 ', 'exit_long_normal_u_1 ( 3 141 142 )') 1 1.72 48.378 0.48 0:02:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_55 ( 142 )') 1 1.43 48.126 0.48 11:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_91 ( 6 )') 1 2.23 45.847 0.46 0:26:00 1 0 0 100
('41 ', 'exit_long_quick_u_2 ( 41 )') 1 2.48 45.788 0.46 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 1.86 45.347 0.45 0:27:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_2_99 ( 6 142 )') 1 2.37 42.269 0.42 0:15:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_12 ( 6 )') 1 1.5 41.761 0.42 4:10:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_66 ( 5 )') 1 1.53 39.540 0.4 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_8 ( 6 )') 1 2.75 39.095 0.39 1:25:00 1 0 0 100
('4 ', 'exit_long_normal_u_1 ( 4 )') 1 1.81 37.040 0.37 0:42:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_99 ( 6 )') 1 2.21 36.858 0.37 0:05:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_w_1_11 ( 6 141 142 )') 1 1.31 36.828 0.37 4:06:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_2 ( 6 )') 1 1.4 36.403 0.36 10:26:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_72 ( 142 )') 1 2.05 36.143 0.36 0:38:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_42 ( 6 )') 1 2.05 34.100 0.34 0:58:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_70 ( 41 )') 1 1.39 33.867 0.34 0:30:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_20 ( 5 )') 1 1.98 33.221 0.33 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_70 ( 6 )') 1 1.21 32.706 0.33 0:20:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 1 1.68 32.065 0.32 0:03:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 2 0.6 31.920 0.32 1:55:00 2 0 0 100
('142 ', 'exit_long_tc_u_2 ( 142 )') 1 2.04 31.186 0.31 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_81 ( 6 )') 1 1.02 31.160 0.31 1:40:00 1 0 0 100
('141 143 ', 'exit_long_tc_u_1 ( 141 143 )') 1 1.25 30.305 0.3 0:03:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.03 30.223 0.3 0:22:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.18 29.945 0.3 0:02:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_70 ( 2 )') 1 1.64 28.900 0.29 0:40:00 1 0 0 100
('3 6 ', 'exit_long_normal_d_1_20 ( 3 6 )') 1 1.27 28.190 0.28 0:48:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_11 ( 6 )') 1 1.39 28.073 0.28 5:35:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 1 1.15 27.939 0.28 0:20:00 1 0 0 100
('6 120 ', 'exit_long_normal_d_1_20 ( 6 120 )') 1 1.51 27.774 0.28 0:38:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.62 27.117 0.27 0:01:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_95 ( 42 )') 1 1.22 26.144 0.26 0:50:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_8 ( 6 )') 1 1.2 25.644 0.26 1:45:00 1 0 0 100
('2 5 ', 'exit_long_normal_u_1 ( 2 5 )') 1 1.01 25.282 0.25 0:19:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_99 ( 41 )') 1 1.23 25.185 0.25 0:13:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.26 23.753 0.24 0:20:00 1 0 0 100
('42 ', 'exit_long_quick_w_0_14 ( 42 )') 1 0.87 22.143 0.22 4:55:00 1 0 0 100
('3 4 ', 'exit_long_normal_u_1 ( 3 4 )') 1 1.29 21.674 0.22 0:07:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 1 1.3 21.418 0.21 0:03:00 1 0 0 100
('2 120 142 ', 'exit_long_normal_u_1 ( 2 120 142 )') 1 1.16 21.326 0.21 0:09:00 1 0 0 100
('6 120 ', 'exit_long_normal_d_0_80 ( 6 120 )') 1 0.84 21.150 0.21 0:55:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_d_1_84 ( 6 141 142 )') 1 0.73 21.038 0.21 6:49:00 1 0 0 100
('6 141 143 ', 'exit_long_normal_d_1_20 ( 6 141 143 )') 1 1.05 20.308 0.2 0:42:00 1 0 0 100
('6 141 ', 'exit_long_normal_u_1 ( 6 141 )') 1 1.01 19.399 0.19 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_64 ( 6 )') 1 0.95 19.330 0.19 2:36:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_d_0_101 ( 6 141 142 )') 1 0.73 17.711 0.18 1:15:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_53 ( 142 )') 1 0.91 17.415 0.17 1:13:00 1 0 0 100
('42 120 ', 'exit_long_quick_d_1_27 ( 42 120 )') 1 1.03 16.113 0.16 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_101 ( 6 )') 1 0.63 15.021 0.15 2:20:00 1 0 0 100
('3 ', 'exit_long_normal_w_0_3 ( 3 )') 1 0.57 14.172 0.14 1:35:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_7 ( 6 )') 1 0.4 13.685 0.14 2:05:00 1 0 0 100
('2 6 ', 'exit_long_normal_u_0 ( 2 6 )') 1 0.54 13.409 0.13 0:06:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.46 11.144 0.11 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_62 ( 6 )') 1 0.3 10.093 0.1 1:30:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_9 ( 6 )') 1 0.31 9.940 0.1 3:55:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_1 ( 6 )') 1 0.25 9.555 0.1 3 days, 4:45:00 1 0 0 100
('5 ', 'exit_profit_long_normal_t_0_1_m ( 5 )') 1 0.18 5.430 0.05 7:04:00 1 0 0 100
TOTAL 140 2.33 7873.690 78.74 8:02:00 140 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/01/2021 21.418 1 0 0
02/01/2021 16.633 1 0 0
03/01/2021 70.958 2 0 0
04/01/2021 368.624 9 0 0
05/01/2021 0 0 0 0
06/01/2021 117.081 3 0 0
07/01/2021 487.003 10 0 0
08/01/2021 353.536 11 0 0
09/01/2021 73.813 1 0 0
10/01/2021 813.909 12 0 0
11/01/2021 526.917 14 0 0
12/01/2021 129.613 4 0 0
13/01/2021 124.205 2 0 0
14/01/2021 184.859 6 0 0
15/01/2021 138.764 2 0 0
16/01/2021 933.54 5 0 0
17/01/2021 9.94 1 0 0
18/01/2021 201.279 2 0 0
19/01/2021 81.69 2 0 0
20/01/2021 228.662 6 0 0
21/01/2021 771.933 20 0 0
22/01/2021 255.514 6 0 0
23/01/2021 119.383 1 0 0
24/01/2021 0 0 0 0
25/01/2021 0 0 0 0
26/01/2021 117.907 1 0 0
27/01/2021 838.919 8 0 0
28/01/2021 0 0 0 0
29/01/2021 637.07 5 0 0
30/01/2021 5.43 1 0 0
31/01/2021 245.091 4 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2021-01-01 00:00:00
Backtesting to 2021-02-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 140 / 4.52
Starting balance 10000 USDT
Final balance 17873.69 USDT
Absolute profit 7873.69 USDT
Total profit % 78.74%
CAGR % 93143.63%
Sortino -100.00
Sharpe 62.85
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 56.24 (100.00)
Avg. daily profit % 2.54%
Avg. stake amount 2106.232 USDT
Total trade volume 294872.434 USDT
Best Pair STX/USDT 8.66%
Worst Pair ARPA/USDT 0.00%
Best trade STX/USDT 27.77%
Worst trade PLU/USDT 0.18%
Best day 933.54 USDT
Worst day 0 USDT
Days win/draw/lose 27 / 4 / 0
Avg. Duration Winners 8:02:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 140 / 0
Rejected Entry signals 188
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 72.03%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 140 2.33 7873.690 78.74 8:02:00 140 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210201-20210301

Current Previous v15.1.252 v15.1.240
Average Duration 18:11:00 18:11:00 18:15:00 18:09:00
Market Change 87.09 % 87.09 % 87.09 % 87.09 %
Max Drawdown 13.345 % 13.345 % 13.0589 % 12.9157 %
Profit Mean 1.82 % 1.82 % 1.79 % 1.77 %
Profit Sum 217.03 % 217.03 % 212.49 % 212.9 %
Profit Total 31.41 % 31.41 % 30.75 % 31.01 %
Trades 119 119 119 120
Win Rate 95.8 % 95.8 % 95.8 % 95.83 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALEPH/USDT 10 2.72 582.999 5.83 5:11:00 10 0 0 100
ATOM/USDT 7 3.06 456.536 4.57 0:59:00 7 0 0 100
COTI/USDT 4 2.92 236.324 2.36 0:29:00 4 0 0 100
ONT/USDT 6 1.62 222.382 2.22 0:48:00 6 0 0 100
MLK/USDT 4 2.53 211.894 2.12 1:31:00 4 0 0 100
DASH/USDT 2 4.99 205.239 2.05 2:20:00 2 0 0 100
UMA/USDT 1 6.05 171.854 1.72 3 days, 12:15:00 1 0 0 100
VRA/USDT 4 2.11 170.970 1.71 4:04:00 4 0 0 100
WIN/USDT 4 2.2 156.674 1.57 0:24:00 4 0 0 100
ADA/USDT 3 1.4 152.194 1.52 2 days, 1:12:00 3 0 0 100
FIL/USDT 1 6.75 150.651 1.51 0:45:00 1 0 0 100
UNI/USDT 2 1.3 147.836 1.48 20:17:00 2 0 0 100
NIM/USDT 5 1.39 139.446 1.39 4:43:00 5 0 0 100
XLM/USDT 4 1.97 137.481 1.37 0:23:00 4 0 0 100
BNB/USDT 2 2.84 120.510 1.21 0:52:00 2 0 0 100
ROSE/USDT 5 1.16 117.445 1.17 0:30:00 5 0 0 100
VELO/USDT 1 4.18 96.496 0.96 0:01:00 1 0 0 100
AVA/USDT 2 1.9 92.035 0.92 1:46:00 2 0 0 100
TRX/USDT 2 1.7 76.677 0.77 5:03:00 2 0 0 100
ONE/USDT 2 2.15 71.715 0.72 0:30:00 2 0 0 100
TEL/USDT 2 1.83 66.711 0.67 0:41:00 2 0 0 100
VET/USDT 2 1.62 63.438 0.63 0:02:00 2 0 0 100
NWC/USDT 2 1.46 61.018 0.61 0:22:00 2 0 0 100
EOS/USDT 2 1.55 55.520 0.56 0:32:00 2 0 0 100
STX/USDT 3 0.88 54.457 0.54 2:06:00 3 0 0 100
DAG/USDT 2 1.26 47.776 0.48 5:26:00 2 0 0 100
AAVE/USDT 3 0.78 45.978 0.46 0:04:00 3 0 0 100
DOT/USDT 1 0.95 44.972 0.45 5 days, 6:00:00 1 0 0 100
YFI/USDT 1 1.06 32.990 0.33 1:26:00 1 0 0 100
DEGO/USDT 1 1.44 32.281 0.32 0:25:00 1 0 0 100
ARPA/USDT 2 0.72 31.509 0.32 0:02:00 2 0 0 100
EWT/USDT 1 1.84 30.729 0.31 1:05:00 1 0 0 100
BTT/USDT 1 1.3 28.951 0.29 0:47:00 1 0 0 100
DGB/USDT 1 0.95 26.357 0.26 1:04:00 1 0 0 100
LINK/USDT 1 1.26 25.473 0.25 5:30:00 1 0 0 100
NEO/USDT 1 1.32 25.316 0.25 0:12:00 1 0 0 100
SNX/USDT 1 1.36 22.600 0.23 0:06:00 1 0 0 100
DIA/USDT 1 1.12 19.679 0.2 0:03:00 1 0 0 100
MKR/USDT 1 1.1 19.285 0.19 0:17:00 1 0 0 100
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 8 1.56 -99.037 -0.99 1 day, 12:54:00 7 0 1 87.5
ALGO/USDT 3 0.28 -187.719 -1.88 5 days, 0:10:00 2 0 1 66.7
XRP/USDT 1 -0.93 -222.865 -2.23 27 days, 10:20:00 0 0 1 0
SXP/USDT 4 1.26 -269.824 -2.7 1 day, 10:47:00 3 0 1 75.0
UOS/USDT 3 -1.63 -531.811 -5.32 1 day, 23:16:00 2 0 1 66.7
TOTAL 119 1.82 3141.143 31.41 18:11:00 114 0 5 95.8

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DOT/USDT 1 0.95 44.972 0.45 5 days, 6:00:00 1 0 0 100
XRP/USDT 1 -0.93 -222.865 -2.23 27 days, 10:20:00 0 0 1 0
ALGO/USDT 1 -1.68 -297.389 -2.97 8 days, 8:40:00 0 0 1 0
SXP/USDT 1 -2.66 -426.083 -4.26 5 days, 17:10:00 0 0 1 0
GRT/USDT 1 -3.72 -536.489 -5.36 5 days, 17:05:00 0 0 1 0
UOS/USDT 1 -7.32 -585.903 -5.86 5 days, 21:00:00 0 0 1 0
TOTAL 6 -2.56 -2023.757 -20.24 9 days, 17:22:00 1 0 5 16.7

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 60 2.09 2475.822 24.76 14:39:00 59 0 1 98.3
120 6 1.66 524.244 5.24 4 days, 8:05:00 6 0 0 100
142 9 2.19 443.592 4.44 2:05:00 9 0 0 100
143 4 3.6 293.843 2.94 0:34:00 4 0 0 100
43 4 2.43 180.438 1.8 0:06:00 4 0 0 100
6 142 3 1.77 105.941 1.06 1:58:00 3 0 0 100
1 2 2.83 102.299 1.02 0:17:00 2 0 0 100
3 4 1.34 102.090 1.02 0:09:00 4 0 0 100
6 42 2 2.32 100.291 1.0 0:12:00 2 0 0 100
141 4 1.14 96.612 0.97 0:22:00 4 0 0 100
41 2 1.49 62.355 0.62 2:29:00 2 0 0 100
5 3 0.93 56.683 0.57 0:53:00 3 0 0 100
2 3 1 2.23 45.495 0.45 0:13:00 1 0 0 100
3 6 1 2.0 41.418 0.41 0:55:00 1 0 0 100
141 142 1 1.79 36.253 0.36 0:01:00 1 0 0 100
2 3 5 1 1.17 25.816 0.26 0:02:00 1 0 0 100
6 141 142 1 1.15 25.794 0.26 0:08:00 1 0 0 100
3 141 142 1 1.05 23.647 0.24 0:08:00 1 0 0 100
2 1 1.23 22.168 0.22 0:02:00 1 0 0 100
2 3 6 1 0.9 15.355 0.15 0:28:00 1 0 0 100
6 120 142 1 -1.68 -297.389 -2.97 8 days, 8:40:00 0 0 1 0
42 7 -0.47 -1341.625 -13.42 2 days, 11:59:00 4 0 3 57.1
TOTAL 119 1.82 3141.143 31.41 18:11:00 114 0 5 95.8

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 5 1.8 479.272 4.79 4 days, 3:42:00 5 0 0 100
exit_long_normal_u_1 ( 6 ) 17 1.28 428.338 4.28 0:07:00 17 0 0 100
exit_long_tc_w_8_2 ( 142 ) 1 8.82 205.280 2.05 1:40:00 1 0 0 100
exit_long_normal_w_4_14 ( 6 ) 2 4.33 185.976 1.86 2:38:00 2 0 0 100
exit_long_normal_w_10_1 ( 6 ) 1 6.05 171.854 1.72 3 days, 12:15:00 1 0 0 100
exit_long_tc_d_6_81 ( 143 ) 1 6.75 150.651 1.51 0:45:00 1 0 0 100
exit_long_normal_u_6 ( 6 ) 1 6.13 127.911 1.28 0:03:00 1 0 0 100
exit_long_normal_w_5_14 ( 6 ) 1 5.85 114.759 1.15 1:00:00 1 0 0 100
exit_long_normal_w_5_7 ( 6 ) 1 5.42 104.973 1.05 0:35:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 4 1.34 102.090 1.02 0:09:00 4 0 0 100
exit_long_normal_w_4_7 ( 6 ) 1 4.78 101.810 1.02 2:45:00 1 0 0 100
exit_long_quick_d_5_70 ( 42 ) 1 5.52 101.646 1.02 0:17:00 1 0 0 100
exit_long_normal_u_4 ( 6 ) 1 4.18 96.496 0.96 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 4 1.13 91.401 0.91 0:05:00 4 0 0 100
exit_long_quick_u_4 ( 43 ) 1 4.73 90.027 0.9 0:06:00 1 0 0 100
exit_long_normal_d_2_42 ( 6 ) 2 2.21 89.546 0.9 2:29:00 2 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 3 1.31 87.058 0.87 4:56:00 3 0 0 100
exit_long_normal_d_4_42 ( 6 ) 1 4.2 76.274 0.76 0:47:00 1 0 0 100
exit_long_normal_d_3_81 ( 6 ) 1 2.8 75.682 0.76 1:13:00 1 0 0 100
exit_long_normal_w_3_12 ( 6 ) 1 2.79 75.533 0.76 3:20:00 1 0 0 100
exit_long_normal_u_4 ( 1 ) 1 4.46 75.136 0.75 0:04:00 1 0 0 100
exit_long_tc_w_4_7 ( 143 ) 1 4.21 69.775 0.7 1:25:00 1 0 0 100
exit_long_normal_d_3_95 ( 6 ) 1 3.54 69.447 0.69 0:55:00 1 0 0 100
exit_long_normal_d_3_65 ( 6 ) 1 3.02 68.928 0.69 0:24:00 1 0 0 100
exit_long_normal_d_3_101 ( 6 ) 1 3.23 66.528 0.67 1:30:00 1 0 0 100
exit_long_normal_d_1_95 ( 6 ) 2 1.72 65.689 0.66 1:12:00 2 0 0 100
exit_long_normal_w_3_2 ( 6 ) 1 1.53 65.071 0.65 1 day, 18:30:00 1 0 0 100
exit_long_normal_d_3_99 ( 6 ) 1 3.35 59.739 0.6 0:20:00 1 0 0 100
exit_long_normal_d_2_20 ( 6 42 ) 1 2.71 58.506 0.59 0:16:00 1 0 0 100
exit_long_normal_d_3_40 ( 6 142 ) 1 3.33 58.329 0.58 1:00:00 1 0 0 100
exit_long_tc_d_2_55 ( 142 ) 1 2.28 55.758 0.56 10:05:00 1 0 0 100
exit_long_normal_d_3_42 ( 6 ) 1 3.04 55.240 0.55 1:12:00 1 0 0 100
exit_long_normal_d_2_77 ( 6 ) 1 1.97 55.203 0.55 1:17:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 2 1.49 55.132 0.55 0:09:00 2 0 0 100
exit_long_tc_d_2_65 ( 142 ) 1 2.46 54.084 0.54 0:26:00 1 0 0 100
exit_long_normal_d_1_77 ( 6 ) 2 1.22 49.441 0.49 1:06:00 2 0 0 100
exit_long_normal_d_2_43 ( 6 ) 1 2.45 47.599 0.48 0:35:00 1 0 0 100
exit_long_tc_u_2 ( 143 ) 1 2.1 47.450 0.47 0:04:00 1 0 0 100
exit_long_quick_d_2_81 ( 42 ) 1 2.41 47.039 0.47 2:50:00 1 0 0 100
exit_long_tc_d_2_71 ( 141 ) 1 2.06 47.026 0.47 0:15:00 1 0 0 100
exit_long_normal_u_2 ( 2 3 ) 1 2.23 45.495 0.45 0:13:00 1 0 0 100
exit_long_quick_d_2_98 ( 41 ) 1 1.88 42.114 0.42 3:55:00 1 0 0 100
exit_long_normal_u_1 ( 6 42 ) 1 1.94 41.785 0.42 0:07:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 6 ) 1 2.19 41.575 0.42 9:53:00 1 0 0 100
exit_long_normal_d_2_64 ( 6 ) 1 2.3 41.537 0.42 0:30:00 1 0 0 100
exit_long_normal_d_2_101 ( 3 6 ) 1 2.0 41.418 0.41 0:55:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 ) 1 1.71 39.213 0.39 0:29:00 1 0 0 100
exit_long_normal_d_2_101 ( 6 ) 1 2.08 38.415 0.38 1:20:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.79 36.253 0.36 0:01:00 1 0 0 100
exit_long_normal_d_1_83 ( 6 ) 1 1.63 35.464 0.35 0:40:00 1 0 0 100
exit_long_quick_u_2 ( 43 ) 1 2.01 35.280 0.35 0:02:00 1 0 0 100
exit_profit_long_normal_t_2_2_m ( 6 ) 1 2.01 33.409 0.33 4:58:00 1 0 0 100
exit_profit_long_normal_t_1_2_m ( 6 ) 1 1.06 32.990 0.33 1:26:00 1 0 0 100
exit_long_tc_d_1_95 ( 142 ) 1 1.44 32.973 0.33 2:20:00 1 0 0 100
exit_long_quick_d_1_64 ( 42 ) 1 1.25 31.236 0.31 1:14:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.29 28.880 0.29 0:08:00 1 0 0 100
exit_long_normal_d_1_70 ( 1 ) 1 1.21 27.163 0.27 0:30:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 1 1.21 26.929 0.27 0:19:00 1 0 0 100
exit_long_normal_d_1_10 ( 6 ) 1 0.95 26.357 0.26 1:04:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 1 1.33 25.968 0.26 0:03:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 5 ) 1 1.17 25.816 0.26 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 1 1.15 25.794 0.26 0:08:00 1 0 0 100
exit_long_normal_d_1_71 ( 6 ) 1 1.23 25.565 0.26 1:09:00 1 0 0 100
exit_long_normal_d_1_84 ( 6 ) 1 1.26 25.473 0.25 5:30:00 1 0 0 100
exit_long_tc_w_1_11 ( 141 ) 1 1.07 24.995 0.25 1:10:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 1 1.11 24.582 0.25 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 3 141 142 ) 1 1.05 23.647 0.24 0:08:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.23 22.168 0.22 0:02:00 1 0 0 100
exit_long_normal_d_1_99 ( 5 ) 1 1.2 21.448 0.21 0:15:00 1 0 0 100
exit_long_quick_d_1_53 ( 41 ) 1 1.09 20.241 0.2 1:03:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.17 19.301 0.19 0:01:00 1 0 0 100
exit_long_normal_d_0_79 ( 6 142 ) 1 0.69 18.732 0.19 4:45:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 2 3 6 ) 1 0.9 15.355 0.15 0:28:00 1 0 0 100
exit_long_normal_d_0_3 ( 5 ) 1 0.46 10.653 0.11 2:23:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.41 8.991 0.09 0:02:00 1 0 0 100
exit_long_normal_d_0_80 ( 6 ) 1 0.33 6.201 0.06 1:00:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 1 0.28 5.290 0.05 0:01:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 2 0.12 4.401 0.04 9:02:00 2 0 0 100
exit_long_tc_d_0_8 ( 142 ) 1 0.18 4.096 0.04 3:54:00 1 0 0 100
force_exit 6 -2.56 -2023.757 -20.24 9 days, 17:22:00 1 0 5 16.7
TOTAL 119 1.82 3141.143 31.41 18:11:00 114 0 5 95.8

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 5 1.8 479.272 4.79 4 days, 3:42:00 5 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 17 1.28 428.338 4.28 0:07:00 17 0 0 100
('142 ', 'exit_long_tc_w_8_2 ( 142 )') 1 8.82 205.280 2.05 1:40:00 1 0 0 100
('6 ', 'exit_long_normal_w_4_14 ( 6 )') 2 4.33 185.976 1.86 2:38:00 2 0 0 100
('6 ', 'exit_long_normal_w_10_1 ( 6 )') 1 6.05 171.854 1.72 3 days, 12:15:00 1 0 0 100
('143 ', 'exit_long_tc_d_6_81 ( 143 )') 1 6.75 150.651 1.51 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_u_6 ( 6 )') 1 6.13 127.911 1.28 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_w_5_14 ( 6 )') 1 5.85 114.759 1.15 1:00:00 1 0 0 100
('6 ', 'exit_long_normal_w_5_7 ( 6 )') 1 5.42 104.973 1.05 0:35:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 4 1.34 102.090 1.02 0:09:00 4 0 0 100
('6 ', 'exit_long_normal_w_4_7 ( 6 )') 1 4.78 101.810 1.02 2:45:00 1 0 0 100
('42 ', 'exit_long_quick_d_5_70 ( 42 )') 1 5.52 101.646 1.02 0:17:00 1 0 0 100
('6 ', 'exit_long_normal_u_4 ( 6 )') 1 4.18 96.496 0.96 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 4 1.13 91.401 0.91 0:05:00 4 0 0 100
('43 ', 'exit_long_quick_u_4 ( 43 )') 1 4.73 90.027 0.9 0:06:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_42 ( 6 )') 2 2.21 89.546 0.9 2:29:00 2 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 3 1.31 87.058 0.87 4:56:00 3 0 0 100
('6 ', 'exit_long_normal_d_4_42 ( 6 )') 1 4.2 76.274 0.76 0:47:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_81 ( 6 )') 1 2.8 75.682 0.76 1:13:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_12 ( 6 )') 1 2.79 75.533 0.76 3:20:00 1 0 0 100
('1 ', 'exit_long_normal_u_4 ( 1 )') 1 4.46 75.136 0.75 0:04:00 1 0 0 100
('143 ', 'exit_long_tc_w_4_7 ( 143 )') 1 4.21 69.775 0.7 1:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_95 ( 6 )') 1 3.54 69.447 0.69 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_65 ( 6 )') 1 3.02 68.928 0.69 0:24:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_101 ( 6 )') 1 3.23 66.528 0.67 1:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_95 ( 6 )') 2 1.72 65.689 0.66 1:12:00 2 0 0 100
('6 ', 'exit_long_normal_w_3_2 ( 6 )') 1 1.53 65.071 0.65 1 day, 18:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_99 ( 6 )') 1 3.35 59.739 0.6 0:20:00 1 0 0 100
('6 42 ', 'exit_long_normal_d_2_20 ( 6 42 )') 1 2.71 58.506 0.59 0:16:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_3_40 ( 6 142 )') 1 3.33 58.329 0.58 1:00:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_55 ( 142 )') 1 2.28 55.758 0.56 10:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 1 3.04 55.240 0.55 1:12:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_77 ( 6 )') 1 1.97 55.203 0.55 1:17:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 2 1.49 55.132 0.55 0:09:00 2 0 0 100
('142 ', 'exit_long_tc_d_2_65 ( 142 )') 1 2.46 54.084 0.54 0:26:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_77 ( 6 )') 2 1.22 49.441 0.49 1:06:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_43 ( 6 )') 1 2.45 47.599 0.48 0:35:00 1 0 0 100
('143 ', 'exit_long_tc_u_2 ( 143 )') 1 2.1 47.450 0.47 0:04:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_81 ( 42 )') 1 2.41 47.039 0.47 2:50:00 1 0 0 100
('141 ', 'exit_long_tc_d_2_71 ( 141 )') 1 2.06 47.026 0.47 0:15:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_2 ( 2 3 )') 1 2.23 45.495 0.45 0:13:00 1 0 0 100
('120 ', 'force_exit') 1 0.95 44.972 0.45 5 days, 6:00:00 1 0 0 100
('41 ', 'exit_long_quick_d_2_98 ( 41 )') 1 1.88 42.114 0.42 3:55:00 1 0 0 100
('6 42 ', 'exit_long_normal_u_1 ( 6 42 )') 1 1.94 41.785 0.42 0:07:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_1_m ( 6 )') 1 2.19 41.575 0.42 9:53:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_64 ( 6 )') 1 2.3 41.537 0.42 0:30:00 1 0 0 100
('3 6 ', 'exit_long_normal_d_2_101 ( 3 6 )') 1 2.0 41.418 0.41 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_20 ( 6 )') 1 1.71 39.213 0.39 0:29:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_101 ( 6 )') 1 2.08 38.415 0.38 1:20:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.79 36.253 0.36 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_83 ( 6 )') 1 1.63 35.464 0.35 0:40:00 1 0 0 100
('43 ', 'exit_long_quick_u_2 ( 43 )') 1 2.01 35.280 0.35 0:02:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_2_m ( 6 )') 1 2.01 33.409 0.33 4:58:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_2_m ( 6 )') 1 1.06 32.990 0.33 1:26:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_95 ( 142 )') 1 1.44 32.973 0.33 2:20:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_64 ( 42 )') 1 1.25 31.236 0.31 1:14:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.29 28.880 0.29 0:08:00 1 0 0 100
('1 ', 'exit_long_normal_d_1_70 ( 1 )') 1 1.21 27.163 0.27 0:30:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 1 1.21 26.929 0.27 0:19:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_10 ( 6 )') 1 0.95 26.357 0.26 1:04:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 1 1.33 25.968 0.26 0:03:00 1 0 0 100
('2 3 5 ', 'exit_long_normal_u_1 ( 2 3 5 )') 1 1.17 25.816 0.26 0:02:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 1 1.15 25.794 0.26 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_71 ( 6 )') 1 1.23 25.565 0.26 1:09:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_84 ( 6 )') 1 1.26 25.473 0.25 5:30:00 1 0 0 100
('141 ', 'exit_long_tc_w_1_11 ( 141 )') 1 1.07 24.995 0.25 1:10:00 1 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 1 1.11 24.582 0.25 0:02:00 1 0 0 100
('3 141 142 ', 'exit_long_normal_u_1 ( 3 141 142 )') 1 1.05 23.647 0.24 0:08:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.23 22.168 0.22 0:02:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_99 ( 5 )') 1 1.2 21.448 0.21 0:15:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_53 ( 41 )') 1 1.09 20.241 0.2 1:03:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.17 19.301 0.19 0:01:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_0_79 ( 6 142 )') 1 0.69 18.732 0.19 4:45:00 1 0 0 100
('2 3 6 ', 'exit_profit_long_normal_t_0_2_m ( 2 3 6 )') 1 0.9 15.355 0.15 0:28:00 1 0 0 100
('5 ', 'exit_long_normal_d_0_3 ( 5 )') 1 0.46 10.653 0.11 2:23:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.41 8.991 0.09 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_80 ( 6 )') 1 0.33 6.201 0.06 1:00:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 1 0.28 5.290 0.05 0:01:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 2 0.12 4.401 0.04 9:02:00 2 0 0 100
('142 ', 'exit_long_tc_d_0_8 ( 142 )') 1 0.18 4.096 0.04 3:54:00 1 0 0 100
('6 ', 'force_exit') 1 -0.93 -222.865 -2.23 27 days, 10:20:00 0 0 1 0
('6 120 142 ', 'force_exit') 1 -1.68 -297.389 -2.97 8 days, 8:40:00 0 0 1 0
('42 ', 'force_exit') 3 -4.57 -1548.475 -15.48 5 days, 18:25:00 0 0 3 0
TOTAL 119 1.82 3141.143 31.41 18:11:00 114 0 5 95.8

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/02/2021 89.076 2 0 0
02/02/2021 0 0 0 0
03/02/2021 54.917 2 0 0
04/02/2021 131.067 2 0 0
05/02/2021 0 0 0 0
06/02/2021 47.599 1 0 0
07/02/2021 56.009 2 0 0
08/02/2021 154.402 3 0 0
09/02/2021 140.86 5 0 0
10/02/2021 464.459 11 0 0
11/02/2021 223.515 5 0 0
12/02/2021 198.581 4 0 0
13/02/2021 48.316 2 0 0
14/02/2021 198.965 5 0 0
15/02/2021 392.715 10 0 0
16/02/2021 358.961 6 0 0
17/02/2021 213.859 6 0 0
18/02/2021 191.126 3 0 0
19/02/2021 220.674 3 0 0
20/02/2021 271.322 8 0 0
21/02/2021 94.576 2 0 0
22/02/2021 1082.429 25 0 0
23/02/2021 531.474 6 0 0
24/02/2021 0 0 0 0
25/02/2021 0 0 0 0
26/02/2021 0 0 0 0
27/02/2021 0 0 0 0
28/02/2021 0 0 0 0
01/03/2021 -2023.757 1 0 5

SUMMARY METRICS

Metric Value
Backtesting from 2021-02-01 00:00:00
Backtesting to 2021-03-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 119 / 4.25
Starting balance 10000 USDT
Final balance 13141.143 USDT
Absolute profit 3141.143 USDT
Total profit % 31.41%
CAGR % 3419.39%
Sortino 15.56
Sharpe 20.95
Calmar 160.60
Profit factor 2.52
Expectancy (Ratio) 26.40 (0.06)
Avg. daily profit % 1.12%
Avg. stake amount 1876.714 USDT
Total trade volume 223328.995 USDT
Best Pair ALEPH/USDT 5.83%
Worst Pair UOS/USDT -5.32%
Best trade ATOM/USDT 8.82%
Worst trade UOS/USDT -7.32%
Best day 1082.429 USDT
Worst day -2023.757 USDT
Days win/draw/lose 21 / 7 / 1
Avg. Duration Winners 7:48:00
Avg. Duration Loser 10 days, 14:51:00
Max Consecutive Wins / Loss 113 / 4
Rejected Entry signals 615
Entry/Exit Timeouts 0 / 0
Min balance 10019.301 USDT
Max balance 15164.9 USDT
Max % of account underwater 13.35%
Absolute Drawdown (Account) 13.35%
Absolute Drawdown 2023.757 USDT
Drawdown high 5164.9 USDT
Drawdown low 3141.143 USDT
Drawdown Start 2021-02-23 15:39:00
Drawdown End 2021-03-01 00:00:00
Market change 87.09%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 119 1.82 3141.143 31.41 18:11:00 114 0 5 95.8 2023.757 USDT 13.35%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210301-20210401

Current Previous v15.1.252 v15.1.240
Average Duration 7:09:00 7:09:00 7:06:00 9:40:00
Market Change 140.67 % 140.67 % 140.67 % 140.67 %
Max Drawdown 0.0 % 0.0 % 0.0 % 3.7595 %
Profit Mean 1.82 % 1.82 % 1.8 % 1.74 %
Profit Sum 192.63 % 192.63 % 194.49 % 184.76 %
Profit Total 39.51 % 39.51 % 40.01 % 34.04 %
Trades 106 106 108 106
Win Rate 100.0 % 100.0 % 100.0 % 99.06 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 9 2.35 417.117 4.17 0:43:00 9 0 0 100
MLK/USDT 2 7.75 276.592 2.77 3:30:00 2 0 0 100
KAI/USDT 8 1.66 262.132 2.62 4:45:00 8 0 0 100
TEL/USDT 4 2.94 230.121 2.3 0:42:00 4 0 0 100
ROSE/USDT 4 2.38 219.854 2.2 9:22:00 4 0 0 100
GRT/USDT 4 1.79 198.702 1.99 2 days, 6:50:00 4 0 0 100
ONE/USDT 6 1.52 191.270 1.91 1:03:00 6 0 0 100
DEGO/USDT 4 2.17 183.543 1.84 2:35:00 4 0 0 100
CKB/USDT 4 2.21 177.250 1.77 2:10:00 4 0 0 100
COTI/USDT 5 1.55 169.637 1.7 0:08:00 5 0 0 100
CHR/USDT 6 1.18 141.709 1.42 1:12:00 6 0 0 100
DGB/USDT 3 2.44 140.781 1.41 0:46:00 3 0 0 100
ALGO/USDT 3 1.52 140.377 1.4 1 day, 10:37:00 3 0 0 100
VELO/USDT 6 0.98 111.824 1.12 0:34:00 6 0 0 100
NIM/USDT 3 1.66 109.567 1.1 1:51:00 3 0 0 100
ALEPH/USDT 3 1.72 91.174 0.91 0:09:00 3 0 0 100
DIA/USDT 2 2.09 90.366 0.9 2:26:00 2 0 0 100
ARPA/USDT 3 1.63 80.181 0.8 0:07:00 3 0 0 100
DAG/USDT 2 1.71 74.463 0.74 0:58:00 2 0 0 100
VET/USDT 3 1.34 70.020 0.7 0:18:00 3 0 0 100
SXP/USDT 2 1.29 52.721 0.53 0:10:00 2 0 0 100
KSM/USDT 2 1.31 47.773 0.48 5:38:00 2 0 0 100
NWC/USDT 1 2.3 47.583 0.48 0:20:00 1 0 0 100
EOS/USDT 2 1.04 45.209 0.45 0:30:00 2 0 0 100
JST/USDT 1 2.05 45.165 0.45 4:10:00 1 0 0 100
VIDT/USDT 3 0.63 44.411 0.44 14:16:00 3 0 0 100
ATOM/USDT 1 2.21 37.103 0.37 5:15:00 1 0 0 100
UOS/USDT 1 1.6 36.562 0.37 1:30:00 1 0 0 100
BNB/USDT 2 0.96 35.491 0.35 0:02:00 2 0 0 100
PLU/USDT 1 1.86 35.334 0.35 1:30:00 1 0 0 100
PRE/USDT 1 1.64 34.020 0.34 1:25:00 1 0 0 100
BTT/USDT 1 1.52 32.748 0.33 0:36:00 1 0 0 100
ADA/USDT 1 1.53 30.788 0.31 1:10:00 1 0 0 100
YFI/USDT 1 1.43 25.302 0.25 0:06:00 1 0 0 100
DOT/USDT 1 1.13 22.098 0.22 0:03:00 1 0 0 100
UNI/USDT 1 0.04 1.910 0.02 9 days, 3:15:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 106 1.82 3950.898 39.51 7:09:00 106 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UNI/USDT 1 0.04 1.910 0.02 9 days, 3:15:00 1 0 0 100
TOTAL 1 0.04 1.910 0.02 9 days, 3:15:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 61 1.91 2302.286 23.02 3:07:00 61 0 0 100
42 7 1.76 266.082 2.66 2:21:00 7 0 0 100
43 6 2.1 255.781 2.56 0:15:00 6 0 0 100
120 3 1.28 180.058 1.8 7 days, 11:33:00 3 0 0 100
3 3 2.07 137.636 1.38 0:20:00 3 0 0 100
5 3 2.37 137.267 1.37 0:14:00 3 0 0 100
2 4 1.47 121.760 1.22 0:10:00 4 0 0 100
41 4 1.36 109.561 1.1 0:16:00 4 0 0 100
142 3 1.34 79.572 0.8 0:19:00 3 0 0 100
2 6 1 3.04 60.606 0.61 0:19:00 1 0 0 100
1 1 3.5 57.921 0.58 0:01:00 1 0 0 100
4 43 1 2.51 54.646 0.55 0:01:00 1 0 0 100
141 1 2.21 37.103 0.37 5:15:00 1 0 0 100
2 3 6 1 1.4 28.716 0.29 0:14:00 1 0 0 100
6 141 1 1.28 26.314 0.26 0:20:00 1 0 0 100
41 43 1 1.29 25.935 0.26 0:04:00 1 0 0 100
6 142 1 1.13 22.098 0.22 0:03:00 1 0 0 100
5 6 1 1.09 18.881 0.19 0:08:00 1 0 0 100
2 3 4 1 0.57 10.565 0.11 0:03:00 1 0 0 100
4 1 0.57 9.483 0.09 0:01:00 1 0 0 100
143 1 0.4 8.626 0.09 0:50:00 1 0 0 100
TOTAL 106 1.82 3950.898 39.51 7:09:00 106 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 17 1.27 414.629 4.15 0:06:00 17 0 0 100
exit_long_normal_u_2 ( 6 ) 5 2.33 204.774 2.05 0:05:00 5 0 0 100
exit_long_normal_d_10_3 ( 6 ) 1 11.71 198.033 1.98 5:50:00 1 0 0 100
exit_long_grind_g ( 120 ) 2 1.9 178.148 1.78 6 days, 15:42:00 2 0 0 100
exit_long_quick_u_2 ( 43 ) 2 2.54 102.915 1.03 0:02:00 2 0 0 100
exit_long_normal_d_5_9 ( 6 ) 1 4.72 97.052 0.97 1:35:00 1 0 0 100
exit_long_normal_d_4_35 ( 6 ) 1 2.56 92.022 0.92 1 day, 13:18:00 1 0 0 100
exit_long_normal_d_3_71 ( 3 ) 1 3.85 85.539 0.86 0:20:00 1 0 0 100
exit_long_normal_d_4_42 ( 6 ) 1 4.2 84.948 0.85 0:55:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 3 1.38 81.569 0.82 0:21:00 3 0 0 100
exit_long_normal_d_3_101 ( 6 ) 1 3.78 78.558 0.79 1:10:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 3 1.36 77.189 0.77 0:03:00 3 0 0 100
exit_long_normal_d_3_80 ( 5 ) 1 3.93 76.914 0.77 0:26:00 1 0 0 100
exit_long_normal_d_4_3 ( 6 ) 1 4.13 76.724 0.77 1:25:00 1 0 0 100
exit_long_quick_d_3_60 ( 43 ) 1 3.35 71.297 0.71 0:20:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 3 1.17 70.411 0.7 0:02:00 3 0 0 100
exit_long_normal_d_3_55 ( 6 ) 1 3.08 65.939 0.66 1:10:00 1 0 0 100
exit_long_normal_d_3_99 ( 2 6 ) 1 3.04 60.606 0.61 0:19:00 1 0 0 100
exit_long_normal_u_3 ( 6 ) 1 3.34 59.943 0.6 0:02:00 1 0 0 100
exit_long_normal_w_3_13 ( 6 ) 1 2.6 59.354 0.59 1:55:00 1 0 0 100
exit_long_normal_d_3_42 ( 6 ) 1 3.02 58.747 0.59 0:45:00 1 0 0 100
exit_long_quick_q_7 ( 42 ) 1 2.66 58.529 0.59 4:47:00 1 0 0 100
exit_profit_long_normal_t_3_1_m ( 6 ) 1 3.27 58.116 0.58 2:20:00 1 0 0 100
exit_long_normal_u_3 ( 1 ) 1 3.5 57.921 0.58 0:01:00 1 0 0 100
exit_long_normal_u_2 ( 4 43 ) 1 2.51 54.646 0.55 0:01:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 2 1.3 53.994 0.54 0:04:00 2 0 0 100
exit_long_normal_d_2_3 ( 6 ) 1 2.54 52.196 0.52 2:00:00 1 0 0 100
exit_long_normal_u_2 ( 2 ) 1 2.39 51.349 0.51 0:34:00 1 0 0 100
exit_long_quick_q_4 ( 42 ) 1 2.33 51.260 0.51 4:37:00 1 0 0 100
exit_long_normal_w_2_10 ( 6 ) 1 2.2 50.398 0.5 3:05:00 1 0 0 100
exit_long_normal_d_2_80 ( 6 ) 1 2.3 47.583 0.48 0:20:00 1 0 0 100
exit_long_normal_d_2_70 ( 6 ) 1 2.71 46.650 0.47 0:39:00 1 0 0 100
exit_long_quick_d_2_8 ( 42 ) 1 2.05 45.165 0.45 4:10:00 1 0 0 100
exit_long_normal_d_2_72 ( 6 ) 1 2.11 40.371 0.4 0:51:00 1 0 0 100
exit_long_tc_d_2_84 ( 141 ) 1 2.21 37.103 0.37 5:15:00 1 0 0 100
exit_long_normal_d_2_77 ( 5 ) 1 2.11 36.667 0.37 0:15:00 1 0 0 100
exit_long_normal_d_1_10 ( 6 ) 1 1.6 36.562 0.37 1:30:00 1 0 0 100
exit_long_normal_d_2_84 ( 6 ) 1 2.07 36.322 0.36 4:20:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.97 36.157 0.36 0:15:00 1 0 0 100
exit_long_tc_d_1_20 ( 142 ) 1 1.72 35.447 0.35 0:10:00 1 0 0 100
exit_long_normal_w_1_8 ( 6 ) 1 1.86 35.334 0.35 1:30:00 1 0 0 100
exit_long_quick_d_1_3 ( 42 ) 1 1.64 34.020 0.34 1:25:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 ) 1 1.56 33.698 0.34 0:15:00 1 0 0 100
exit_long_normal_d_1_99 ( 6 ) 1 1.52 32.748 0.33 0:36:00 1 0 0 100
exit_long_quick_d_1_20 ( 41 ) 1 1.36 32.372 0.32 0:53:00 1 0 0 100
exit_long_normal_d_1_42 ( 6 ) 1 1.4 30.916 0.31 1:58:00 1 0 0 100
exit_long_normal_d_1_53 ( 6 ) 1 1.53 30.788 0.31 1:10:00 1 0 0 100
exit_long_normal_w_1_7 ( 6 ) 1 1.45 30.261 0.3 1:45:00 1 0 0 100
exit_long_normal_d_1_96 ( 3 ) 1 1.35 29.983 0.3 0:20:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 6 ) 1 1.4 28.716 0.29 0:14:00 1 0 0 100
exit_long_normal_d_1_87 ( 6 ) 1 1.36 27.895 0.28 0:55:00 1 0 0 100
exit_long_normal_w_1_3 ( 6 ) 1 1.25 26.821 0.27 1:15:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 141 ) 1 1.28 26.314 0.26 0:20:00 1 0 0 100
exit_long_quick_u_1 ( 41 43 ) 1 1.29 25.935 0.26 0:04:00 1 0 0 100
exit_long_normal_d_1_101 ( 6 ) 1 1.17 25.063 0.25 1:25:00 1 0 0 100
exit_long_normal_d_1_55 ( 6 ) 1 0.81 24.778 0.25 1 day, 11:26:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 1 1.07 23.686 0.24 0:02:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.03 23.114 0.23 1:23:00 1 0 0 100
exit_long_tc_w_1_3 ( 142 ) 1 1.06 23.095 0.23 0:40:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 2 0.51 22.703 0.23 4:40:00 2 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.02 22.114 0.22 0:19:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.13 22.098 0.22 0:03:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.25 21.031 0.21 0:08:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 1 0.95 19.828 0.2 1:08:00 1 0 0 100
exit_long_normal_u_1 ( 5 6 ) 1 1.09 18.881 0.19 0:08:00 1 0 0 100
exit_long_normal_d_1_61 ( 6 ) 1 1.05 17.658 0.18 11:15:00 1 0 0 100
exit_long_normal_d_0_52 ( 6 ) 1 0.39 14.068 0.14 1 day, 12:19:00 1 0 0 100
exit_long_normal_w_0_14 ( 6 ) 1 0.32 11.563 0.12 3:15:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 4 ) 1 0.57 10.565 0.11 0:03:00 1 0 0 100
exit_long_normal_u_0 ( 4 ) 1 0.57 9.483 0.09 0:01:00 1 0 0 100
exit_long_normal_d_0_97 ( 6 ) 1 0.53 8.953 0.09 1:15:00 1 0 0 100
exit_profit_long_normal_t_0_3_m ( 6 ) 1 0.52 8.788 0.09 6:25:00 1 0 0 100
exit_profit_long_tc_t_0_1_m ( 143 ) 1 0.4 8.626 0.09 0:50:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.16 2.896 0.03 0:04:00 1 0 0 100
exit_long_normal_w_0_9 ( 6 ) 1 0.12 2.447 0.02 5:33:00 1 0 0 100
force_exit 1 0.04 1.910 0.02 9 days, 3:15:00 1 0 0 100
TOTAL 106 1.82 3950.898 39.51 7:09:00 106 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 17 1.27 414.629 4.15 0:06:00 17 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 5 2.33 204.774 2.05 0:05:00 5 0 0 100
('6 ', 'exit_long_normal_d_10_3 ( 6 )') 1 11.71 198.033 1.98 5:50:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 2 1.9 178.148 1.78 6 days, 15:42:00 2 0 0 100
('43 ', 'exit_long_quick_u_2 ( 43 )') 2 2.54 102.915 1.03 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_d_5_9 ( 6 )') 1 4.72 97.052 0.97 1:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_35 ( 6 )') 1 2.56 92.022 0.92 1 day, 13:18:00 1 0 0 100
('3 ', 'exit_long_normal_d_3_71 ( 3 )') 1 3.85 85.539 0.86 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_42 ( 6 )') 1 4.2 84.948 0.85 0:55:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 3 1.38 81.569 0.82 0:21:00 3 0 0 100
('6 ', 'exit_long_normal_d_3_101 ( 6 )') 1 3.78 78.558 0.79 1:10:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 3 1.36 77.189 0.77 0:03:00 3 0 0 100
('5 ', 'exit_long_normal_d_3_80 ( 5 )') 1 3.93 76.914 0.77 0:26:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_3 ( 6 )') 1 4.13 76.724 0.77 1:25:00 1 0 0 100
('43 ', 'exit_long_quick_d_3_60 ( 43 )') 1 3.35 71.297 0.71 0:20:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 3 1.17 70.411 0.7 0:02:00 3 0 0 100
('6 ', 'exit_long_normal_d_3_55 ( 6 )') 1 3.08 65.939 0.66 1:10:00 1 0 0 100
('2 6 ', 'exit_long_normal_d_3_99 ( 2 6 )') 1 3.04 60.606 0.61 0:19:00 1 0 0 100
('6 ', 'exit_long_normal_u_3 ( 6 )') 1 3.34 59.943 0.6 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_13 ( 6 )') 1 2.6 59.354 0.59 1:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 1 3.02 58.747 0.59 0:45:00 1 0 0 100
('42 ', 'exit_long_quick_q_7 ( 42 )') 1 2.66 58.529 0.59 4:47:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_3_1_m ( 6 )') 1 3.27 58.116 0.58 2:20:00 1 0 0 100
('1 ', 'exit_long_normal_u_3 ( 1 )') 1 3.5 57.921 0.58 0:01:00 1 0 0 100
('4 43 ', 'exit_long_normal_u_2 ( 4 43 )') 1 2.51 54.646 0.55 0:01:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 2 1.3 53.994 0.54 0:04:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_3 ( 6 )') 1 2.54 52.196 0.52 2:00:00 1 0 0 100
('2 ', 'exit_long_normal_u_2 ( 2 )') 1 2.39 51.349 0.51 0:34:00 1 0 0 100
('42 ', 'exit_long_quick_q_4 ( 42 )') 1 2.33 51.260 0.51 4:37:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_10 ( 6 )') 1 2.2 50.398 0.5 3:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_80 ( 6 )') 1 2.3 47.583 0.48 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_70 ( 6 )') 1 2.71 46.650 0.47 0:39:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_8 ( 42 )') 1 2.05 45.165 0.45 4:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_72 ( 6 )') 1 2.11 40.371 0.4 0:51:00 1 0 0 100
('141 ', 'exit_long_tc_d_2_84 ( 141 )') 1 2.21 37.103 0.37 5:15:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_77 ( 5 )') 1 2.11 36.667 0.37 0:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_10 ( 6 )') 1 1.6 36.562 0.37 1:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_84 ( 6 )') 1 2.07 36.322 0.36 4:20:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.97 36.157 0.36 0:15:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_20 ( 142 )') 1 1.72 35.447 0.35 0:10:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_8 ( 6 )') 1 1.86 35.334 0.35 1:30:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_3 ( 42 )') 1 1.64 34.020 0.34 1:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_20 ( 6 )') 1 1.56 33.698 0.34 0:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_99 ( 6 )') 1 1.52 32.748 0.33 0:36:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_20 ( 41 )') 1 1.36 32.372 0.32 0:53:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_42 ( 6 )') 1 1.4 30.916 0.31 1:58:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_53 ( 6 )') 1 1.53 30.788 0.31 1:10:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_7 ( 6 )') 1 1.45 30.261 0.3 1:45:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_96 ( 3 )') 1 1.35 29.983 0.3 0:20:00 1 0 0 100
('2 3 6 ', 'exit_long_normal_u_1 ( 2 3 6 )') 1 1.4 28.716 0.29 0:14:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_87 ( 6 )') 1 1.36 27.895 0.28 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_3 ( 6 )') 1 1.25 26.821 0.27 1:15:00 1 0 0 100
('6 141 ', 'exit_long_normal_d_1_20 ( 6 141 )') 1 1.28 26.314 0.26 0:20:00 1 0 0 100
('41 43 ', 'exit_long_quick_u_1 ( 41 43 )') 1 1.29 25.935 0.26 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_101 ( 6 )') 1 1.17 25.063 0.25 1:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_55 ( 6 )') 1 0.81 24.778 0.25 1 day, 11:26:00 1 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 1 1.07 23.686 0.24 0:02:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.03 23.114 0.23 1:23:00 1 0 0 100
('142 ', 'exit_long_tc_w_1_3 ( 142 )') 1 1.06 23.095 0.23 0:40:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 2 0.51 22.703 0.23 4:40:00 2 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.02 22.114 0.22 0:19:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.13 22.098 0.22 0:03:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.25 21.031 0.21 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 1 0.95 19.828 0.2 1:08:00 1 0 0 100
('5 6 ', 'exit_long_normal_u_1 ( 5 6 )') 1 1.09 18.881 0.19 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_61 ( 6 )') 1 1.05 17.658 0.18 11:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_52 ( 6 )') 1 0.39 14.068 0.14 1 day, 12:19:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_14 ( 6 )') 1 0.32 11.563 0.12 3:15:00 1 0 0 100
('2 3 4 ', 'exit_long_normal_u_0 ( 2 3 4 )') 1 0.57 10.565 0.11 0:03:00 1 0 0 100
('4 ', 'exit_long_normal_u_0 ( 4 )') 1 0.57 9.483 0.09 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_97 ( 6 )') 1 0.53 8.953 0.09 1:15:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_3_m ( 6 )') 1 0.52 8.788 0.09 6:25:00 1 0 0 100
('143 ', 'exit_profit_long_tc_t_0_1_m ( 143 )') 1 0.4 8.626 0.09 0:50:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.16 2.896 0.03 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_9 ( 6 )') 1 0.12 2.447 0.02 5:33:00 1 0 0 100
('120 ', 'force_exit') 1 0.04 1.910 0.02 9 days, 3:15:00 1 0 0 100
TOTAL 106 1.82 3950.898 39.51 7:09:00 106 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/03/2021 106.476 4 0 0
02/03/2021 0 0 0 0
03/03/2021 34.108 1 0 0
04/03/2021 8.953 1 0 0
05/03/2021 282.614 5 0 0
06/03/2021 46.65 1 0 0
07/03/2021 0 0 0 0
08/03/2021 212.501 6 0 0
09/03/2021 2.896 1 0 0
10/03/2021 131.473 4 0 0
11/03/2021 333.212 7 0 0
12/03/2021 284.645 8 0 0
13/03/2021 44.393 1 0 0
14/03/2021 35.334 1 0 0
15/03/2021 248.299 8 0 0
16/03/2021 317.874 7 0 0
17/03/2021 60.606 1 0 0
18/03/2021 30.788 1 0 0
19/03/2021 58.306 2 0 0
20/03/2021 110.011 2 0 0
21/03/2021 39.171 2 0 0
22/03/2021 145.194 5 0 0
23/03/2021 463.689 11 0 0
24/03/2021 340.353 11 0 0
25/03/2021 308.433 7 0 0
26/03/2021 132.023 3 0 0
27/03/2021 0 0 0 0
28/03/2021 0 0 0 0
29/03/2021 23.021 1 0 0
30/03/2021 36.562 1 0 0
31/03/2021 111.403 3 0 0
01/04/2021 1.91 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2021-03-01 00:00:00
Backtesting to 2021-04-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 106 / 3.42
Starting balance 10000 USDT
Final balance 13950.898 USDT
Absolute profit 3950.898 USDT
Total profit % 39.51%
CAGR % 4941.66%
Sortino -100.00
Sharpe 92.65
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 37.27 (100.00)
Avg. daily profit % 1.27%
Avg. stake amount 1914.654 USDT
Total trade volume 202953.283 USDT
Best Pair VRA/USDT 4.17%
Worst Pair AAVE/USDT 0.00%
Best trade MLK/USDT 11.71%
Worst trade UNI/USDT 0.04%
Best day 463.689 USDT
Worst day 0 USDT
Days win/draw/lose 28 / 4 / 0
Avg. Duration Winners 7:09:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 106 / 0
Rejected Entry signals 14
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 140.67%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 106 1.82 3950.898 39.51 7:09:00 106 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210401-20210501

Current Previous v15.1.252 v15.1.240
Average Duration 1 day, 4:07:00 1 day, 4:07:00 1 day, 4:26:00 22:36:00
Market Change 47.38 % 47.38 % 47.38 % 47.38 %
Max Drawdown 8.9436 % 8.9436 % 8.7325 % 10.3649 %
Profit Mean 1.57 % 1.57 % 1.57 % 1.56 %
Profit Sum 108.66 % 108.66 % 111.54 % 135.75 %
Profit Total 13.26 % 13.26 % 13.43 % 17.0 %
Trades 69 69 71 87
Win Rate 94.2 % 94.2 % 94.37 % 94.25 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 6 2.7 323.575 3.24 2:38:00 6 0 0 100
WIN/USDT 6 2.61 277.430 2.77 0:23:00 6 0 0 100
XRP/USDT 4 2.25 236.301 2.36 2 days, 3:02:00 4 0 0 100
ALEPH/USDT 4 2.44 199.217 1.99 21:24:00 4 0 0 100
BTT/USDT 3 1.84 106.835 1.07 1:31:00 3 0 0 100
FIL/USDT 2 1.6 103.866 1.04 3 days, 6:06:00 2 0 0 100
BCH/USDT 1 0.85 94.869 0.95 9 days, 14:22:00 1 0 0 100
ONE/USDT 3 1.64 83.772 0.84 0:02:00 3 0 0 100
SXP/USDT 2 2.11 75.901 0.76 1:02:00 2 0 0 100
CKB/USDT 3 1.25 64.511 0.65 0:08:00 3 0 0 100
CHR/USDT 1 2.96 63.866 0.64 4:26:00 1 0 0 100
KSM/USDT 2 1.59 58.171 0.58 0:50:00 2 0 0 100
ADA/USDT 1 2.34 56.549 0.57 17:30:00 1 0 0 100
MLK/USDT 2 1.48 54.587 0.55 2:15:00 2 0 0 100
DEGO/USDT 3 0.89 50.010 0.5 0:37:00 3 0 0 100
DGB/USDT 3 2.75 49.168 0.49 4 days, 7:57:00 2 0 1 66.7
ROSE/USDT 1 2.13 37.044 0.37 0:15:00 1 0 0 100
JST/USDT 2 1.01 35.346 0.35 0:31:00 2 0 0 100
STX/USDT 2 0.74 34.889 0.35 1 day, 15:01:00 2 0 0 100
EOS/USDT 2 0.93 34.221 0.34 0:40:00 2 0 0 100
ETC/USDT 2 0.59 25.927 0.26 1:22:00 2 0 0 100
NEO/USDT 1 1.33 23.201 0.23 0:01:00 1 0 0 100
ALGO/USDT 1 1.24 23.087 0.23 0:02:00 1 0 0 100
PRE/USDT 1 1.04 19.779 0.2 0:06:00 1 0 0 100
TRX/USDT 1 1.04 19.670 0.2 0:12:00 1 0 0 100
LTC/USDT 1 1.01 19.645 0.2 0:03:00 1 0 0 100
ONT/USDT 1 1.01 18.498 0.18 1:16:00 1 0 0 100
TEL/USDT 1 1.07 18.177 0.18 0:40:00 1 0 0 100
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 1 -1.68 -253.010 -2.53 12 days, 20:40:00 0 0 1 0
VET/USDT 5 0.28 -302.144 -3.02 1 day, 14:50:00 4 0 1 80.0
AAVE/USDT 1 -2.91 -327.435 -3.27 12 days, 20:40:00 0 0 1 0
TOTAL 69 1.57 1325.524 13.26 1 day, 4:07:00 65 0 4 94.2

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XRP/USDT 1 2.06 54.972 0.55 4 days, 3:00:00 1 0 0 100
DGB/USDT 1 -0.65 -121.602 -1.22 12 days, 23:00:00 0 0 1 0
ATOM/USDT 1 -1.68 -253.010 -2.53 12 days, 20:40:00 0 0 1 0
AAVE/USDT 1 -2.91 -327.435 -3.27 12 days, 20:40:00 0 0 1 0
VET/USDT 1 -4.16 -404.950 -4.05 7 days, 22:45:00 0 0 1 0
TOTAL 5 -1.47 -1052.026 -10.52 10 days, 3:37:00 1 0 4 20.0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 33 1.64 593.394 5.93 21:20:00 31 0 2 93.9
120 4 1.81 324.540 3.25 6 days, 1:26:00 4 0 0 100
2 3 3 1.83 97.292 0.97 0:02:00 3 0 0 100
2 43 1 4.97 91.702 0.92 0:01:00 1 0 0 100
142 4 1.07 86.291 0.86 2:00:00 4 0 0 100
43 2 2.48 85.528 0.86 0:01:00 2 0 0 100
5 3 1.52 78.862 0.79 0:09:00 3 0 0 100
6 142 2 1.67 76.194 0.76 8:46:00 2 0 0 100
3 141 142 1 3.44 64.724 0.65 0:08:00 1 0 0 100
2 1 2.27 62.062 0.62 3:40:00 1 0 0 100
3 1 3.27 59.907 0.6 0:01:00 1 0 0 100
3 5 1 2.29 46.719 0.47 2:55:00 1 0 0 100
2 3 6 1 1.43 29.168 0.29 0:22:00 1 0 0 100
1 1 1.39 23.691 0.24 0:06:00 1 0 0 100
2 3 5 1 1.41 23.245 0.23 0:06:00 1 0 0 100
6 141 142 1 1.24 23.087 0.23 0:02:00 1 0 0 100
3 6 1 1.23 21.225 0.21 0:02:00 1 0 0 100
2 142 1 1.04 19.670 0.2 0:12:00 1 0 0 100
2 3 42 1 1.09 18.796 0.19 0:12:00 1 0 0 100
42 1 1.01 18.498 0.18 1:16:00 1 0 0 100
141 1 0.83 14.350 0.14 1:15:00 1 0 0 100
143 1 0.76 14.172 0.14 0:50:00 1 0 0 100
6 42 141 1 -1.68 -253.010 -2.53 12 days, 20:40:00 0 0 1 0
141 142 2 -0.6 -294.582 -2.95 6 days, 10:36:00 1 0 1 50.0
TOTAL 69 1.57 1325.524 13.26 1 day, 4:07:00 65 0 4 94.2

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 3 1.73 269.568 2.7 6 days, 16:55:00 3 0 0 100
exit_long_normal_u_1 ( 6 ) 9 1.25 195.705 1.96 0:05:00 9 0 0 100
exit_long_normal_d_7_42 ( 6 ) 1 7.16 137.522 1.38 0:35:00 1 0 0 100
exit_long_normal_d_6_55 ( 6 ) 1 6.64 118.501 1.19 0:30:00 1 0 0 100
exit_long_normal_u_4 ( 2 43 ) 1 4.97 91.702 0.92 0:01:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 2 2.34 81.589 0.82 0:08:00 2 0 0 100
exit_long_normal_u_4 ( 6 ) 1 4.09 74.143 0.74 0:03:00 1 0 0 100
exit_long_quick_u_3 ( 43 ) 1 3.85 65.978 0.66 0:01:00 1 0 0 100
exit_long_normal_u_3 ( 3 141 142 ) 1 3.44 64.724 0.65 0:08:00 1 0 0 100
exit_long_normal_w_3_11 ( 6 ) 1 2.96 63.866 0.64 4:26:00 1 0 0 100
exit_long_normal_d_3_3 ( 2 ) 1 2.27 62.062 0.62 3:40:00 1 0 0 100
exit_long_normal_d_3_100 ( 6 ) 1 2.74 61.487 0.61 11:50:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 ) 2 1.69 61.184 0.61 0:02:00 2 0 0 100
exit_long_normal_u_3 ( 3 ) 1 3.27 59.907 0.6 0:01:00 1 0 0 100
exit_long_normal_w_3_9 ( 6 ) 1 3.21 58.655 0.59 2:01:00 1 0 0 100
exit_long_normal_d_2_55 ( 6 142 ) 1 2.34 56.549 0.57 17:30:00 1 0 0 100
exit_long_normal_d_1_42 ( 6 ) 2 1.44 52.913 0.53 2:26:00 2 0 0 100
exit_profit_long_normal_t_2_1_m ( 3 5 ) 1 2.29 46.719 0.47 2:55:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 2 1.2 45.103 0.45 0:05:00 2 0 0 100
exit_long_normal_u_1 ( 5 ) 2 1.21 41.818 0.42 0:06:00 2 0 0 100
exit_long_normal_d_2_65 ( 5 ) 1 2.13 37.044 0.37 0:15:00 1 0 0 100
exit_long_normal_u_2 ( 2 3 ) 1 2.13 36.108 0.36 0:01:00 1 0 0 100
exit_long_normal_3_1_1 ( 6 ) 1 0.79 35.999 0.36 3 days, 13:25:00 1 0 0 100
exit_long_normal_d_2_81 ( 6 ) 1 1.78 34.926 0.35 1:33:00 1 0 0 100
exit_long_normal_d_2_42 ( 6 ) 1 1.77 33.906 0.34 4:25:00 1 0 0 100
exit_profit_long_normal_t_1_2_m ( 6 ) 1 1.74 33.249 0.33 0:16:00 1 0 0 100
exit_long_tc_d_1_71 ( 141 142 ) 1 1.71 32.853 0.33 0:32:00 1 0 0 100
exit_long_normal_d_1_99 ( 6 ) 1 1.67 30.076 0.3 0:40:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 6 ) 1 1.43 29.168 0.29 0:22:00 1 0 0 100
exit_long_normal_d_1_46 ( 6 ) 1 1.4 25.667 0.26 1:37:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 1 1.39 23.691 0.24 0:06:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 5 ) 1 1.41 23.245 0.23 0:06:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 1 1.24 23.087 0.23 0:02:00 1 0 0 100
exit_long_tc_d_1_99 ( 142 ) 1 0.94 21.446 0.21 1:09:00 1 0 0 100
exit_long_normal_u_1 ( 3 6 ) 1 1.23 21.225 0.21 0:02:00 1 0 0 100
exit_long_normal_d_1_35 ( 6 ) 1 0.73 20.718 0.21 3 days, 5:12:00 1 0 0 100
exit_long_tc_6_1 ( 142 ) 1 0.93 19.742 0.2 6:40:00 1 0 0 100
exit_long_normal_u_1 ( 2 142 ) 1 1.04 19.670 0.2 0:12:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.01 19.645 0.2 0:03:00 1 0 0 100
exit_long_normal_d_1_87 ( 6 ) 1 1.03 19.635 0.2 0:58:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.11 19.549 0.2 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 42 ) 1 1.09 18.796 0.19 0:12:00 1 0 0 100
exit_long_quick_d_1_46 ( 42 ) 1 1.01 18.498 0.18 1:16:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 1 1.07 18.177 0.18 0:40:00 1 0 0 100
exit_long_normal_d_0_80 ( 6 ) 1 0.93 16.550 0.17 0:50:00 1 0 0 100
exit_long_tc_d_0_10 ( 141 ) 1 0.83 14.350 0.14 1:15:00 1 0 0 100
exit_profit_long_tc_t_0_1_m ( 143 ) 1 0.76 14.172 0.14 0:50:00 1 0 0 100
exit_long_normal_d_0_101 ( 6 ) 1 0.24 4.481 0.04 1:35:00 1 0 0 100
exit_long_normal_d_0_3 ( 6 ) 1 0.12 2.184 0.02 1:26:00 1 0 0 100
force_exit 5 -1.47 -1052.026 -10.52 10 days, 3:37:00 1 0 4 20.0
TOTAL 69 1.57 1325.524 13.26 1 day, 4:07:00 65 0 4 94.2

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 3 1.73 269.568 2.7 6 days, 16:55:00 3 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 9 1.25 195.705 1.96 0:05:00 9 0 0 100
('6 ', 'exit_long_normal_d_7_42 ( 6 )') 1 7.16 137.522 1.38 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_6_55 ( 6 )') 1 6.64 118.501 1.19 0:30:00 1 0 0 100
('2 43 ', 'exit_long_normal_u_4 ( 2 43 )') 1 4.97 91.702 0.92 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 2 2.34 81.589 0.82 0:08:00 2 0 0 100
('6 ', 'exit_long_normal_u_4 ( 6 )') 1 4.09 74.143 0.74 0:03:00 1 0 0 100
('43 ', 'exit_long_quick_u_3 ( 43 )') 1 3.85 65.978 0.66 0:01:00 1 0 0 100
('3 141 142 ', 'exit_long_normal_u_3 ( 3 141 142 )') 1 3.44 64.724 0.65 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_11 ( 6 )') 1 2.96 63.866 0.64 4:26:00 1 0 0 100
('2 ', 'exit_long_normal_d_3_3 ( 2 )') 1 2.27 62.062 0.62 3:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_100 ( 6 )') 1 2.74 61.487 0.61 11:50:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_1 ( 2 3 )') 2 1.69 61.184 0.61 0:02:00 2 0 0 100
('3 ', 'exit_long_normal_u_3 ( 3 )') 1 3.27 59.907 0.6 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_9 ( 6 )') 1 3.21 58.655 0.59 2:01:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_2_55 ( 6 142 )') 1 2.34 56.549 0.57 17:30:00 1 0 0 100
('120 ', 'force_exit') 1 2.06 54.972 0.55 4 days, 3:00:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_42 ( 6 )') 2 1.44 52.913 0.53 2:26:00 2 0 0 100
('3 5 ', 'exit_profit_long_normal_t_2_1_m ( 3 5 )') 1 2.29 46.719 0.47 2:55:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 2 1.2 45.103 0.45 0:05:00 2 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 2 1.21 41.818 0.42 0:06:00 2 0 0 100
('5 ', 'exit_long_normal_d_2_65 ( 5 )') 1 2.13 37.044 0.37 0:15:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_2 ( 2 3 )') 1 2.13 36.108 0.36 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_3_1_1 ( 6 )') 1 0.79 35.999 0.36 3 days, 13:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_81 ( 6 )') 1 1.78 34.926 0.35 1:33:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_42 ( 6 )') 1 1.77 33.906 0.34 4:25:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_2_m ( 6 )') 1 1.74 33.249 0.33 0:16:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_1_71 ( 141 142 )') 1 1.71 32.853 0.33 0:32:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_99 ( 6 )') 1 1.67 30.076 0.3 0:40:00 1 0 0 100
('2 3 6 ', 'exit_long_normal_u_1 ( 2 3 6 )') 1 1.43 29.168 0.29 0:22:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_46 ( 6 )') 1 1.4 25.667 0.26 1:37:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 1 1.39 23.691 0.24 0:06:00 1 0 0 100
('2 3 5 ', 'exit_long_normal_u_1 ( 2 3 5 )') 1 1.41 23.245 0.23 0:06:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 1 1.24 23.087 0.23 0:02:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_99 ( 142 )') 1 0.94 21.446 0.21 1:09:00 1 0 0 100
('3 6 ', 'exit_long_normal_u_1 ( 3 6 )') 1 1.23 21.225 0.21 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_35 ( 6 )') 1 0.73 20.718 0.21 3 days, 5:12:00 1 0 0 100
('142 ', 'exit_long_tc_6_1 ( 142 )') 1 0.93 19.742 0.2 6:40:00 1 0 0 100
('2 142 ', 'exit_long_normal_u_1 ( 2 142 )') 1 1.04 19.670 0.2 0:12:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.01 19.645 0.2 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_87 ( 6 )') 1 1.03 19.635 0.2 0:58:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 1 1.11 19.549 0.2 0:01:00 1 0 0 100
('2 3 42 ', 'exit_long_normal_u_1 ( 2 3 42 )') 1 1.09 18.796 0.19 0:12:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_46 ( 42 )') 1 1.01 18.498 0.18 1:16:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 1 1.07 18.177 0.18 0:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_80 ( 6 )') 1 0.93 16.550 0.17 0:50:00 1 0 0 100
('141 ', 'exit_long_tc_d_0_10 ( 141 )') 1 0.83 14.350 0.14 1:15:00 1 0 0 100
('143 ', 'exit_profit_long_tc_t_0_1_m ( 143 )') 1 0.76 14.172 0.14 0:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_101 ( 6 )') 1 0.24 4.481 0.04 1:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_3 ( 6 )') 1 0.12 2.184 0.02 1:26:00 1 0 0 100
('6 42 141 ', 'force_exit') 1 -1.68 -253.010 -2.53 12 days, 20:40:00 0 0 1 0
('141 142 ', 'force_exit') 1 -2.91 -327.435 -3.27 12 days, 20:40:00 0 0 1 0
('6 ', 'force_exit') 2 -2.41 -526.553 -5.27 10 days, 10:52:00 0 0 2 0
TOTAL 69 1.57 1325.524 13.26 1 day, 4:07:00 65 0 4 94.2

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
02/04/2021 148.658 4 0 0
03/04/2021 79.004 3 0 0
04/04/2021 18.177 1 0 0
05/04/2021 16.55 1 0 0
06/04/2021 62.14 2 0 0
07/04/2021 367.165 14 0 0
08/04/2021 0 0 0 0
09/04/2021 84.124 1 0 0
10/04/2021 0 0 0 0
11/04/2021 118.501 1 0 0
12/04/2021 104.219 2 0 0
13/04/2021 232.353 5 0 0
14/04/2021 57.536 2 0 0
15/04/2021 90.574 1 0 0
16/04/2021 108.654 4 0 0
17/04/2021 106.85 3 0 0
18/04/2021 255.033 5 0 0
19/04/2021 79.902 2 0 0
20/04/2021 113.802 3 0 0
21/04/2021 35.999 1 0 0
22/04/2021 60.269 3 0 0
23/04/2021 44.164 2 0 0
24/04/2021 0 0 0 0
25/04/2021 0 0 0 0
26/04/2021 115.587 2 0 0
27/04/2021 0 0 0 0
28/04/2021 19.635 1 0 0
29/04/2021 58.655 1 0 0
30/04/2021 0 0 0 0
01/05/2021 -1052.026 1 0 4

SUMMARY METRICS

Metric Value
Backtesting from 2021-04-01 00:00:00
Backtesting to 2021-05-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 69 / 2.3
Starting balance 10000 USDT
Final balance 11325.524 USDT
Absolute profit 1325.524 USDT
Total profit % 13.26%
CAGR % 354.68%
Sortino 8.08
Sharpe 10.32
Calmar 94.38
Profit factor 2.20
Expectancy (Ratio) 19.21 (0.07)
Avg. daily profit % 0.44%
Avg. stake amount 1622.663 USDT
Total trade volume 111963.767 USDT
Best Pair VRA/USDT 3.24%
Worst Pair AAVE/USDT -3.27%
Best trade DGB/USDT 7.16%
Worst trade VET/USDT -4.16%
Best day 367.165 USDT
Worst day -1052.026 USDT
Days win/draw/lose 23 / 6 / 1
Avg. Duration Winners 12:38:00
Avg. Duration Loser 11 days, 15:46:00
Max Consecutive Wins / Loss 64 / 4
Rejected Entry signals 584
Entry/Exit Timeouts 0 / 0
Min balance 10023.245 USDT
Max balance 12377.55 USDT
Max % of account underwater 8.94%
Absolute Drawdown (Account) 8.94%
Absolute Drawdown 1106.998 USDT
Drawdown high 2377.55 USDT
Drawdown low 1270.552 USDT
Drawdown Start 2021-04-29 18:56:00
Drawdown End 2021-05-01 00:00:00
Market change 47.38%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 69 1.57 1325.524 13.26 1 day, 4:07:00 65 0 4 94.2 1106.998 USDT 8.94%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210501-20210601

Current Previous v15.1.252 v15.1.240
Average Duration 17:28:00 17:28:00 15:49:00 15:41:00
Market Change -23.07 % -23.07 % -23.07 % -23.07 %
Max Drawdown 10.8615 % 10.8615 % 1.3334 % 2.3427 %
Profit Mean 2.16 % 2.16 % 2.31 % 2.24 %
Profit Sum 286.84 % 286.84 % 323.68 % 318.43 %
Profit Total 49.3 % 49.3 % 73.06 % 71.87 %
Trades 133 133 140 142
Win Rate 96.99 % 96.99 % 97.86 % 97.89 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NWC/USDT 10 4.24 896.380 8.96 0:12:00 10 0 0 100
ETC/USDT 9 2.69 479.523 4.8 0:58:00 9 0 0 100
PLU/USDT 10 2.07 431.741 4.32 1:02:00 10 0 0 100
COTI/USDT 9 1.91 409.244 4.09 1 day, 3:36:00 9 0 0 100
EOS/USDT 9 1.84 399.721 4.0 2:48:00 9 0 0 100
ALEPH/USDT 5 3.22 334.643 3.35 1:48:00 5 0 0 100
CHR/USDT 5 2.53 289.785 2.9 1:11:00 5 0 0 100
AAVE/USDT 5 2.51 284.488 2.84 0:29:00 5 0 0 100
CKB/USDT 3 3.48 258.016 2.58 0:30:00 3 0 0 100
BCH/USDT 6 1.7 255.736 2.56 19:31:00 6 0 0 100
EWT/USDT 6 1.5 221.922 2.22 1:20:00 6 0 0 100
PRE/USDT 2 4.44 198.749 1.99 2:48:00 2 0 0 100
XLM/USDT 2 1.8 187.625 1.88 4 days, 6:34:00 2 0 0 100
BTT/USDT 4 1.78 149.373 1.49 0:29:00 4 0 0 100
KAI/USDT 3 2.15 143.361 1.43 0:27:00 3 0 0 100
VIDT/USDT 3 1.83 137.106 1.37 12:38:00 3 0 0 100
VRA/USDT 3 1.87 132.463 1.32 0:14:00 3 0 0 100
LTC/USDT 3 1.94 125.651 1.26 0:16:00 3 0 0 100
ADA/USDT 1 0.98 123.545 1.24 4 days, 19:28:00 1 0 0 100
FIL/USDT 1 1.13 103.526 1.04 10 days, 20:55:00 1 0 0 100
BNB/USDT 1 3.94 98.146 0.98 0:15:00 1 0 0 100
AVA/USDT 1 3.51 90.965 0.91 2:45:00 1 0 0 100
XRP/USDT 2 2.3 79.581 0.8 2:00:00 2 0 0 100
ONT/USDT 1 2.9 75.315 0.75 2:35:00 1 0 0 100
COMP/USDT 1 3.41 70.297 0.7 0:25:00 1 0 0 100
DGB/USDT 1 3.09 66.320 0.66 1:50:00 1 0 0 100
UOS/USDT 3 1.14 63.382 0.63 0:12:00 3 0 0 100
MKR/USDT 2 1.31 58.859 0.59 0:58:00 2 0 0 100
UNI/USDT 1 2.23 52.215 0.52 4:45:00 1 0 0 100
WIN/USDT 1 1.5 38.263 0.38 0:03:00 1 0 0 100
SNX/USDT 1 1.2 30.572 0.31 2:55:00 1 0 0 100
DOT/USDT 1 1.25 30.260 0.3 0:07:00 1 0 0 100
ARPA/USDT 1 1.36 27.921 0.28 0:04:00 1 0 0 100
DIA/USDT 1 1.55 26.440 0.26 0:04:00 1 0 0 100
STX/USDT 1 0.88 25.491 0.25 6:47:00 1 0 0 100
NEO/USDT 1 1.19 21.597 0.22 0:02:00 1 0 0 100
ATOM/USDT 1 1.09 20.044 0.2 0:09:00 1 0 0 100
DAG/USDT 1 0.21 3.878 0.04 2:05:00 1 0 0 100
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 1 -0.25 -65.017 -0.65 12 days, 13:50:00 0 0 1 0
GRT/USDT 1 -0.57 -153.277 -1.53 12 days, 19:35:00 0 0 1 0
DASH/USDT 1 -1.65 -353.990 -3.54 12 days, 12:40:00 0 0 1 0
TEL/USDT 9 1.35 -939.847 -9.4 1 day, 10:44:00 8 0 1 88.9
TOTAL 133 2.16 4930.014 49.3 17:28:00 129 0 4 97.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ONE/USDT 1 -0.25 -65.017 -0.65 12 days, 13:50:00 0 0 1 0
GRT/USDT 1 -0.57 -153.277 -1.53 12 days, 19:35:00 0 0 1 0
DASH/USDT 1 -1.65 -353.990 -3.54 12 days, 12:40:00 0 0 1 0
TEL/USDT 1 -3.57 -1246.939 -12.47 12 days, 22:30:00 0 0 1 0
TOTAL 4 -1.51 -1819.223 -18.19 12 days, 17:09:00 0 0 4 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
42 11 3.11 813.665 8.14 1:36:00 11 0 0 100
120 5 1.54 498.412 4.98 5 days, 18:32:00 5 0 0 100
5 8 2.76 495.953 4.96 2:18:00 8 0 0 100
2 7 2.96 401.653 4.02 0:34:00 7 0 0 100
142 8 1.84 308.740 3.09 2:16:00 8 0 0 100
143 6 1.99 270.387 2.7 0:26:00 6 0 0 100
1 4 6 1 10.63 268.582 2.69 0:01:00 1 0 0 100
3 7 1.66 237.786 2.38 1 day, 11:38:00 7 0 0 100
6 142 3 3.31 190.819 1.91 1:10:00 3 0 0 100
4 1 5.8 149.084 1.49 0:07:00 1 0 0 100
6 47 1.83 148.021 1.48 1 day, 3:17:00 43 0 4 91.5
2 6 2 2.86 139.779 1.4 2:08:00 2 0 0 100
141 3 2.1 122.772 1.23 0:24:00 3 0 0 100
43 3 1.81 118.537 1.19 0:08:00 3 0 0 100
5 143 1 4.2 97.849 0.98 0:30:00 1 0 0 100
6 141 142 2 1.73 87.423 0.87 0:36:00 2 0 0 100
141 142 3 1.3 85.026 0.85 1:22:00 3 0 0 100
1 3 1.31 82.585 0.83 0:05:00 3 0 0 100
2 3 3 1.19 74.741 0.75 0:16:00 3 0 0 100
41 2 1.77 65.226 0.65 0:14:00 2 0 0 100
120 141 142 1 2.36 64.388 0.64 17:35:00 1 0 0 100
141 143 1 2.77 63.706 0.64 0:30:00 1 0 0 100
4 43 1 1.72 34.808 0.35 0:01:00 1 0 0 100
1 4 43 1 1.6 32.739 0.33 0:02:00 1 0 0 100
6 141 1 1.23 28.146 0.28 1:45:00 1 0 0 100
6 42 120 141 1 0.9 28.040 0.28 0:49:00 1 0 0 100
1 2 43 1 1.16 21.145 0.21 0:04:00 1 0 0 100
TOTAL 133 2.16 4930.014 49.3 17:28:00 129 0 4 97.0

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 5 1.54 498.412 4.98 5 days, 18:32:00 5 0 0 100
exit_long_normal_u_1 ( 6 ) 12 1.35 351.387 3.51 0:08:00 12 0 0 100
exit_long_quick_q_3 ( 42 ) 3 4.56 331.436 3.31 2:09:00 3 0 0 100
exit_long_normal_u_10 ( 1 4 6 ) 1 10.63 268.582 2.69 0:01:00 1 0 0 100
exit_long_normal_u_3 ( 6 ) 3 3.17 186.971 1.87 0:09:00 3 0 0 100
exit_long_normal_u_8 ( 6 ) 1 8.21 180.251 1.8 0:01:00 1 0 0 100
exit_long_normal_d_7_3 ( 6 ) 1 7.14 162.828 1.63 1:00:00 1 0 0 100
exit_long_normal_u_5 ( 4 ) 1 5.8 149.084 1.49 0:07:00 1 0 0 100
exit_profit_long_normal_t_8_1_m ( 2 ) 1 8.4 143.613 1.44 1:10:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 4 1.48 137.351 1.37 0:04:00 4 0 0 100
exit_long_normal_w_3_14 ( 6 ) 2 2.75 127.900 1.28 2:18:00 2 0 0 100
exit_long_normal_d_5_100 ( 5 ) 1 4.71 110.317 1.1 4:45:00 1 0 0 100
exit_profit_long_normal_t_5_1_m ( 5 ) 1 5.74 108.226 1.08 2:00:00 1 0 0 100
exit_long_normal_w_5_14 ( 6 142 ) 1 5.43 98.316 0.98 0:25:00 1 0 0 100
exit_long_quick_w_3_11 ( 42 ) 1 3.94 98.146 0.98 0:15:00 1 0 0 100
exit_long_normal_d_4_64 ( 5 143 ) 1 4.2 97.849 0.98 0:30:00 1 0 0 100
exit_long_tc_d_4_100 ( 142 ) 1 3.91 95.849 0.96 2:51:00 1 0 0 100
exit_long_normal_w_3_11 ( 6 ) 1 3.51 90.965 0.91 2:45:00 1 0 0 100
exit_long_normal_d_5_77 ( 6 ) 1 5.35 90.375 0.9 0:10:00 1 0 0 100
exit_long_quick_w_4_12 ( 42 ) 1 4.17 88.432 0.88 0:50:00 1 0 0 100
exit_long_quick_d_3_63 ( 43 ) 1 3.89 87.310 0.87 0:20:00 1 0 0 100
exit_long_normal_d_4_99 ( 6 ) 1 4.3 83.500 0.84 0:10:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 3 1.31 82.585 0.83 0:05:00 3 0 0 100
exit_long_normal_d_3_71 ( 3 ) 1 3.83 79.064 0.79 0:10:00 1 0 0 100
exit_long_quick_d_3_84 ( 42 ) 1 2.9 75.315 0.75 2:35:00 1 0 0 100
exit_long_normal_d_3_99 ( 6 ) 1 3.81 75.086 0.75 0:20:00 1 0 0 100
exit_long_normal_d_3_5 ( 5 ) 1 2.68 74.719 0.75 7:35:00 1 0 0 100
exit_long_tc_d_3_95 ( 143 ) 1 3.21 73.316 0.73 0:50:00 1 0 0 100
exit_long_normal_d_3_81 ( 2 6 ) 1 3.1 71.210 0.71 1:15:00 1 0 0 100
exit_long_normal_d_3_97 ( 6 ) 1 3.41 70.297 0.7 0:25:00 1 0 0 100
exit_long_normal_u_3 ( 5 ) 1 3.08 69.663 0.7 0:04:00 1 0 0 100
exit_long_normal_w_3_9 ( 6 142 ) 1 3.25 68.953 0.69 0:55:00 1 0 0 100
exit_long_tc_d_3_70 ( 143 ) 1 3.07 68.630 0.69 0:07:00 1 0 0 100
exit_long_normal_w_2_7 ( 2 6 ) 1 2.63 68.569 0.69 3:00:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 2 1.87 68.167 0.68 0:04:00 2 0 0 100
exit_long_normal_w_3_11 ( 2 ) 1 3.09 66.320 0.66 1:50:00 1 0 0 100
exit_long_normal_u_3 ( 3 ) 1 3.72 65.914 0.66 0:08:00 1 0 0 100
exit_long_normal_d_2_52 ( 6 ) 1 2.99 64.687 0.65 3:30:00 1 0 0 100
exit_long_normal_d_2_97 ( 6 ) 1 2.69 64.513 0.65 0:36:00 1 0 0 100
exit_long_tc_w_2_6 ( 120 141 142 ) 1 2.36 64.388 0.64 17:35:00 1 0 0 100
exit_long_tc_d_3_65 ( 141 143 ) 1 2.77 63.706 0.64 0:30:00 1 0 0 100
exit_long_normal_d_1_95 ( 6 ) 2 1.19 61.213 0.61 2:00:00 2 0 0 100
exit_long_tc_u_1 ( 141 142 ) 2 1.24 61.174 0.61 0:04:00 2 0 0 100
exit_long_tc_d_2_71 ( 141 ) 1 2.8 57.812 0.58 0:10:00 1 0 0 100
exit_long_normal_d_2_81 ( 6 141 142 ) 1 2.2 57.163 0.57 1:05:00 1 0 0 100
exit_long_normal_d_3_97 ( 2 ) 1 3.27 54.369 0.54 0:45:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 2 1.11 54.035 0.54 0:02:00 2 0 0 100
exit_long_quick_q_7 ( 42 ) 1 1.94 52.326 0.52 3:48:00 1 0 0 100
exit_long_tc_d_2_95 ( 143 ) 1 2.11 50.914 0.51 0:50:00 1 0 0 100
exit_long_quick_d_2_65 ( 42 ) 1 2.05 50.824 0.51 0:13:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 ) 2 1.19 48.819 0.49 0:09:00 2 0 0 100
exit_long_tc_d_2_77 ( 142 ) 1 2.21 46.385 0.46 1:16:00 1 0 0 100
exit_long_quick_d_2_73 ( 42 ) 1 2.14 46.372 0.46 0:53:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 2 1.07 43.937 0.44 0:05:00 2 0 0 100
exit_long_tc_d_2_77 ( 141 ) 1 2.35 43.837 0.44 1:00:00 1 0 0 100
exit_long_quick_d_2_81 ( 42 ) 1 2.09 42.673 0.43 1:24:00 1 0 0 100
exit_long_quick_d_2_20 ( 41 ) 1 2.19 40.658 0.41 0:27:00 1 0 0 100
exit_long_normal_d_2_99 ( 6 ) 1 2.16 40.425 0.4 0:15:00 1 0 0 100
exit_long_normal_d_2_77 ( 5 ) 1 2.02 40.026 0.4 0:25:00 1 0 0 100
exit_long_tc_d_2_20 ( 142 ) 1 2.2 39.637 0.4 0:05:00 1 0 0 100
exit_long_normal_d_1_80 ( 6 ) 1 1.9 39.150 0.39 0:25:00 1 0 0 100
exit_long_normal_d_1_95 ( 5 ) 1 1.63 38.967 0.39 3:35:00 1 0 0 100
exit_long_normal_w_1_8 ( 6 ) 1 1.49 38.193 0.38 1:20:00 1 0 0 100
exit_long_normal_d_2_93 ( 6 ) 1 2.24 36.970 0.37 0:25:00 1 0 0 100
exit_long_normal_u_1 ( 4 43 ) 1 1.72 34.808 0.35 0:01:00 1 0 0 100
exit_long_tc_d_1_71 ( 143 ) 1 1.39 33.590 0.34 0:36:00 1 0 0 100
exit_long_normal_d_1_46 ( 6 ) 1 1.36 32.819 0.33 0:35:00 1 0 0 100
exit_long_normal_u_1 ( 1 4 43 ) 1 1.6 32.739 0.33 0:02:00 1 0 0 100
exit_long_normal_d_1_71 ( 6 ) 1 1.35 30.717 0.31 0:42:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 1 1.25 30.260 0.3 0:07:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.42 28.894 0.29 0:01:00 1 0 0 100
exit_long_normal_d_1_27 ( 6 ) 1 1.13 28.267 0.28 0:33:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.24 28.172 0.28 0:12:00 1 0 0 100
exit_long_normal_d_1_81 ( 6 141 ) 1 1.23 28.146 0.28 1:45:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.26 28.142 0.28 1:15:00 1 0 0 100
exit_long_normal_d_1_27 ( 6 42 120 141 ) 1 0.9 28.040 0.28 0:49:00 1 0 0 100
exit_long_normal_d_1_70 ( 3 ) 1 1.23 27.325 0.27 0:25:00 1 0 0 100
exit_long_normal_d_1_87 ( 2 3 ) 1 1.18 25.922 0.26 0:30:00 1 0 0 100
exit_long_tc_d_1_2 ( 142 ) 1 0.88 25.491 0.25 6:47:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.24 24.963 0.25 0:23:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.34 24.568 0.25 0:01:00 1 0 0 100
exit_long_tc_d_1_42 ( 142 ) 1 1.36 24.141 0.24 2:30:00 1 0 0 100
exit_long_tc_w_1_8 ( 141 142 ) 1 1.43 23.853 0.24 4:00:00 1 0 0 100
exit_long_normal_d_1_90 ( 6 142 ) 1 1.25 23.550 0.24 2:10:00 1 0 0 100
exit_long_normal_d_1_96 ( 3 ) 1 1.03 23.431 0.23 0:25:00 1 0 0 100
exit_long_normal_d_1_70 ( 6 ) 1 1.02 22.755 0.23 0:27:00 1 0 0 100
exit_long_normal_u_1 ( 1 2 43 ) 1 1.16 21.145 0.21 0:04:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.14 21.124 0.21 0:02:00 1 0 0 100
exit_long_normal_d_1_99 ( 6 ) 1 1.03 20.522 0.21 0:29:00 1 0 0 100
exit_long_normal_d_1_55 ( 6 ) 1 0.72 19.715 0.2 1 day, 4:55:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 3 0.33 18.898 0.19 1:45:00 3 0 0 100
exit_long_normal_d_0_26 ( 3 ) 1 0.57 10.441 0.1 3:00:00 1 0 0 100
exit_long_tc_w_0_10 ( 142 ) 1 0.43 9.071 0.09 4:30:00 1 0 0 100
exit_long_normal_d_0_97 ( 6 ) 1 0.21 3.878 0.04 2:05:00 1 0 0 100
exit_long_normal_w_0_8 ( 3 ) 1 0.01 3.439 0.03 10 days, 5:05:00 1 0 0 100
exit_long_quick_u_0 ( 43 ) 1 0.13 2.333 0.02 0:02:00 1 0 0 100
force_exit 4 -1.51 -1819.223 -18.19 12 days, 17:09:00 0 0 4 0
TOTAL 133 2.16 4930.014 49.3 17:28:00 129 0 4 97.0

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 5 1.54 498.412 4.98 5 days, 18:32:00 5 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 12 1.35 351.387 3.51 0:08:00 12 0 0 100
('42 ', 'exit_long_quick_q_3 ( 42 )') 3 4.56 331.436 3.31 2:09:00 3 0 0 100
('1 4 6 ', 'exit_long_normal_u_10 ( 1 4 6 )') 1 10.63 268.582 2.69 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_3 ( 6 )') 3 3.17 186.971 1.87 0:09:00 3 0 0 100
('6 ', 'exit_long_normal_u_8 ( 6 )') 1 8.21 180.251 1.8 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_7_3 ( 6 )') 1 7.14 162.828 1.63 1:00:00 1 0 0 100
('4 ', 'exit_long_normal_u_5 ( 4 )') 1 5.8 149.084 1.49 0:07:00 1 0 0 100
('2 ', 'exit_profit_long_normal_t_8_1_m ( 2 )') 1 8.4 143.613 1.44 1:10:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 4 1.48 137.351 1.37 0:04:00 4 0 0 100
('6 ', 'exit_long_normal_w_3_14 ( 6 )') 2 2.75 127.900 1.28 2:18:00 2 0 0 100
('5 ', 'exit_long_normal_d_5_100 ( 5 )') 1 4.71 110.317 1.1 4:45:00 1 0 0 100
('5 ', 'exit_profit_long_normal_t_5_1_m ( 5 )') 1 5.74 108.226 1.08 2:00:00 1 0 0 100
('6 142 ', 'exit_long_normal_w_5_14 ( 6 142 )') 1 5.43 98.316 0.98 0:25:00 1 0 0 100
('42 ', 'exit_long_quick_w_3_11 ( 42 )') 1 3.94 98.146 0.98 0:15:00 1 0 0 100
('5 143 ', 'exit_long_normal_d_4_64 ( 5 143 )') 1 4.2 97.849 0.98 0:30:00 1 0 0 100
('142 ', 'exit_long_tc_d_4_100 ( 142 )') 1 3.91 95.849 0.96 2:51:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_11 ( 6 )') 1 3.51 90.965 0.91 2:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_5_77 ( 6 )') 1 5.35 90.375 0.9 0:10:00 1 0 0 100
('42 ', 'exit_long_quick_w_4_12 ( 42 )') 1 4.17 88.432 0.88 0:50:00 1 0 0 100
('43 ', 'exit_long_quick_d_3_63 ( 43 )') 1 3.89 87.310 0.87 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_99 ( 6 )') 1 4.3 83.500 0.84 0:10:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 3 1.31 82.585 0.83 0:05:00 3 0 0 100
('3 ', 'exit_long_normal_d_3_71 ( 3 )') 1 3.83 79.064 0.79 0:10:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_84 ( 42 )') 1 2.9 75.315 0.75 2:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_99 ( 6 )') 1 3.81 75.086 0.75 0:20:00 1 0 0 100
('5 ', 'exit_long_normal_d_3_5 ( 5 )') 1 2.68 74.719 0.75 7:35:00 1 0 0 100
('143 ', 'exit_long_tc_d_3_95 ( 143 )') 1 3.21 73.316 0.73 0:50:00 1 0 0 100
('2 6 ', 'exit_long_normal_d_3_81 ( 2 6 )') 1 3.1 71.210 0.71 1:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_97 ( 6 )') 1 3.41 70.297 0.7 0:25:00 1 0 0 100
('5 ', 'exit_long_normal_u_3 ( 5 )') 1 3.08 69.663 0.7 0:04:00 1 0 0 100
('6 142 ', 'exit_long_normal_w_3_9 ( 6 142 )') 1 3.25 68.953 0.69 0:55:00 1 0 0 100
('143 ', 'exit_long_tc_d_3_70 ( 143 )') 1 3.07 68.630 0.69 0:07:00 1 0 0 100
('2 6 ', 'exit_long_normal_w_2_7 ( 2 6 )') 1 2.63 68.569 0.69 3:00:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 2 1.87 68.167 0.68 0:04:00 2 0 0 100
('2 ', 'exit_long_normal_w_3_11 ( 2 )') 1 3.09 66.320 0.66 1:50:00 1 0 0 100
('3 ', 'exit_long_normal_u_3 ( 3 )') 1 3.72 65.914 0.66 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_52 ( 6 )') 1 2.99 64.687 0.65 3:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_97 ( 6 )') 1 2.69 64.513 0.65 0:36:00 1 0 0 100
('120 141 142 ', 'exit_long_tc_w_2_6 ( 120 141 142 )') 1 2.36 64.388 0.64 17:35:00 1 0 0 100
('141 143 ', 'exit_long_tc_d_3_65 ( 141 143 )') 1 2.77 63.706 0.64 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_95 ( 6 )') 2 1.19 61.213 0.61 2:00:00 2 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 2 1.24 61.174 0.61 0:04:00 2 0 0 100
('141 ', 'exit_long_tc_d_2_71 ( 141 )') 1 2.8 57.812 0.58 0:10:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_d_2_81 ( 6 141 142 )') 1 2.2 57.163 0.57 1:05:00 1 0 0 100
('2 ', 'exit_long_normal_d_3_97 ( 2 )') 1 3.27 54.369 0.54 0:45:00 1 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 2 1.11 54.035 0.54 0:02:00 2 0 0 100
('42 ', 'exit_long_quick_q_7 ( 42 )') 1 1.94 52.326 0.52 3:48:00 1 0 0 100
('143 ', 'exit_long_tc_d_2_95 ( 143 )') 1 2.11 50.914 0.51 0:50:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_65 ( 42 )') 1 2.05 50.824 0.51 0:13:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_1 ( 2 3 )') 2 1.19 48.819 0.49 0:09:00 2 0 0 100
('142 ', 'exit_long_tc_d_2_77 ( 142 )') 1 2.21 46.385 0.46 1:16:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_73 ( 42 )') 1 2.14 46.372 0.46 0:53:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 2 1.07 43.937 0.44 0:05:00 2 0 0 100
('141 ', 'exit_long_tc_d_2_77 ( 141 )') 1 2.35 43.837 0.44 1:00:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_81 ( 42 )') 1 2.09 42.673 0.43 1:24:00 1 0 0 100
('41 ', 'exit_long_quick_d_2_20 ( 41 )') 1 2.19 40.658 0.41 0:27:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_99 ( 6 )') 1 2.16 40.425 0.4 0:15:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_77 ( 5 )') 1 2.02 40.026 0.4 0:25:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_20 ( 142 )') 1 2.2 39.637 0.4 0:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_80 ( 6 )') 1 1.9 39.150 0.39 0:25:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_95 ( 5 )') 1 1.63 38.967 0.39 3:35:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_8 ( 6 )') 1 1.49 38.193 0.38 1:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_93 ( 6 )') 1 2.24 36.970 0.37 0:25:00 1 0 0 100
('4 43 ', 'exit_long_normal_u_1 ( 4 43 )') 1 1.72 34.808 0.35 0:01:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_71 ( 143 )') 1 1.39 33.590 0.34 0:36:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_46 ( 6 )') 1 1.36 32.819 0.33 0:35:00 1 0 0 100
('1 4 43 ', 'exit_long_normal_u_1 ( 1 4 43 )') 1 1.6 32.739 0.33 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_71 ( 6 )') 1 1.35 30.717 0.31 0:42:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 1 1.25 30.260 0.3 0:07:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 1 1.42 28.894 0.29 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_27 ( 6 )') 1 1.13 28.267 0.28 0:33:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.24 28.172 0.28 0:12:00 1 0 0 100
('6 141 ', 'exit_long_normal_d_1_81 ( 6 141 )') 1 1.23 28.146 0.28 1:45:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.26 28.142 0.28 1:15:00 1 0 0 100
('6 42 120 141 ', 'exit_long_normal_d_1_27 ( 6 42 120 141 )') 1 0.9 28.040 0.28 0:49:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_70 ( 3 )') 1 1.23 27.325 0.27 0:25:00 1 0 0 100
('2 3 ', 'exit_long_normal_d_1_87 ( 2 3 )') 1 1.18 25.922 0.26 0:30:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_2 ( 142 )') 1 0.88 25.491 0.25 6:47:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.24 24.963 0.25 0:23:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.34 24.568 0.25 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_42 ( 142 )') 1 1.36 24.141 0.24 2:30:00 1 0 0 100
('141 142 ', 'exit_long_tc_w_1_8 ( 141 142 )') 1 1.43 23.853 0.24 4:00:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_1_90 ( 6 142 )') 1 1.25 23.550 0.24 2:10:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_96 ( 3 )') 1 1.03 23.431 0.23 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_70 ( 6 )') 1 1.02 22.755 0.23 0:27:00 1 0 0 100
('1 2 43 ', 'exit_long_normal_u_1 ( 1 2 43 )') 1 1.16 21.145 0.21 0:04:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.14 21.124 0.21 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_99 ( 6 )') 1 1.03 20.522 0.21 0:29:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_55 ( 6 )') 1 0.72 19.715 0.2 1 day, 4:55:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 3 0.33 18.898 0.19 1:45:00 3 0 0 100
('3 ', 'exit_long_normal_d_0_26 ( 3 )') 1 0.57 10.441 0.1 3:00:00 1 0 0 100
('142 ', 'exit_long_tc_w_0_10 ( 142 )') 1 0.43 9.071 0.09 4:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_97 ( 6 )') 1 0.21 3.878 0.04 2:05:00 1 0 0 100
('3 ', 'exit_long_normal_w_0_8 ( 3 )') 1 0.01 3.439 0.03 10 days, 5:05:00 1 0 0 100
('43 ', 'exit_long_quick_u_0 ( 43 )') 1 0.13 2.333 0.02 0:02:00 1 0 0 100
('6 ', 'force_exit') 4 -1.51 -1819.223 -18.19 12 days, 17:09:00 0 0 4 0
TOTAL 133 2.16 4930.014 49.3 17:28:00 129 0 4 97.0

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/05/2021 91.339 2 0 0
04/05/2021 432.873 8 0 0
05/05/2021 10.441 1 0 0
06/05/2021 246.132 5 0 0
07/05/2021 330.334 9 0 0
08/05/2021 13.729 2 0 0
09/05/2021 162.009 6 0 0
10/05/2021 491.431 9 0 0
11/05/2021 235.951 3 0 0
12/05/2021 761.064 18 0 0
13/05/2021 1514.481 26 0 0
14/05/2021 113.686 2 0 0
15/05/2021 162.78 2 0 0
16/05/2021 297.849 7 0 0
17/05/2021 463.726 9 0 0
18/05/2021 0 0 0 0
19/05/2021 1016.965 14 0 0
20/05/2021 123.545 1 0 0
21/05/2021 0 0 0 0
22/05/2021 0 0 0 0
23/05/2021 0 0 0 0
24/05/2021 0 0 0 0
25/05/2021 0 0 0 0
26/05/2021 0 0 0 0
27/05/2021 0 0 0 0
28/05/2021 0 0 0 0
29/05/2021 55.653 2 0 0
30/05/2021 95.849 1 0 0
31/05/2021 129.4 2 0 0
01/06/2021 -1819.223 0 0 4

SUMMARY METRICS

Metric Value
Backtesting from 2021-05-01 00:00:00
Backtesting to 2021-06-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 133 / 4.29
Starting balance 10000 USDT
Final balance 14930.014 USDT
Absolute profit 4930.014 USDT
Total profit % 49.30%
CAGR % 11105.18%
Sortino 6.48
Sharpe 24.25
Calmar 279.73
Profit factor 3.71
Expectancy (Ratio) 37.07 (0.08)
Avg. daily profit % 1.59%
Avg. stake amount 1984.529 USDT
Total trade volume 263942.361 USDT
Best Pair NWC/USDT 8.96%
Worst Pair DASH/USDT -3.54%
Best trade NWC/USDT 10.63%
Worst trade TEL/USDT -3.57%
Best day 1514.481 USDT
Worst day -1819.223 USDT
Days win/draw/lose 20 / 9 / 1
Avg. Duration Winners 8:33:00
Avg. Duration Loser 12 days, 17:09:00
Max Consecutive Wins / Loss 129 / 4
Rejected Entry signals 1090
Entry/Exit Timeouts 0 / 0
Min balance 10036.97 USDT
Max balance 16749.237 USDT
Max % of account underwater 10.86%
Absolute Drawdown (Account) 10.86%
Absolute Drawdown 1819.223 USDT
Drawdown high 6749.237 USDT
Drawdown low 4930.014 USDT
Drawdown Start 2021-05-31 11:15:00
Drawdown End 2021-06-01 00:00:00
Market change -23.07%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 133 2.16 4930.014 49.3 17:28:00 129 0 4 97.0 1819.223 USDT 10.86%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210601-20210701

Current Previous v15.1.252 v15.1.240
Average Duration 1 day, 19:08:00 1 day, 19:08:00 1 day, 19:08:00 1 day, 19:08:00
Market Change -18.28 % -18.28 % -18.28 % -18.28 %
Max Drawdown 6.4188 % 6.4188 % 6.4253 % 6.3267 %
Profit Mean 1.86 % 1.86 % 1.85 % 1.85 %
Profit Sum 83.61 % 83.61 % 83.18 % 83.23 %
Profit Total 7.91 % 7.91 % 7.76 % 8.3 %
Trades 45 45 45 45
Win Rate 93.33 % 93.33 % 93.33 % 93.33 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TEL/USDT 9 2.91 385.520 3.86 0:37:00 9 0 0 100
NWC/USDT 5 2.08 188.051 1.88 0:34:00 5 0 0 100
MLK/USDT 3 2.82 145.357 1.45 7:23:00 3 0 0 100
VRA/USDT 4 1.97 138.122 1.38 0:49:00 4 0 0 100
DGB/USDT 2 3.94 134.751 1.35 1:22:00 2 0 0 100
XRP/USDT 1 1.29 96.192 0.96 13 days, 7:45:00 1 0 0 100
KSM/USDT 2 1.92 71.792 0.72 7:10:00 2 0 0 100
VELO/USDT 2 1.52 50.889 0.51 1:56:00 2 0 0 100
DAG/USDT 1 2.44 41.834 0.42 0:45:00 1 0 0 100
ADA/USDT 1 2.19 39.244 0.39 6:19:00 1 0 0 100
ALEPH/USDT 1 2.23 37.437 0.37 0:30:00 1 0 0 100
COTI/USDT 1 2.11 35.213 0.35 1:25:00 1 0 0 100
CKB/USDT 1 1.99 34.253 0.34 0:07:00 1 0 0 100
BTT/USDT 1 1.9 32.024 0.32 0:35:00 1 0 0 100
EOS/USDT 1 1.42 24.468 0.24 0:14:00 1 0 0 100
CHR/USDT 1 1.11 18.535 0.19 0:52:00 1 0 0 100
ROSE/USDT 1 1.02 17.336 0.17 0:18:00 1 0 0 100
DASH/USDT 1 0.97 13.401 0.13 3:24:00 1 0 0 100
STX/USDT 1 0.37 6.406 0.06 2:25:00 1 0 0 100
BNB/USDT 1 1.34 1.515 0.02 0:05:00 1 0 0 100
NEO/USDT 1 1.35 1.502 0.02 0:14:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 2 0.11 -57.800 -0.58 7 days, 6:51:00 1 0 1 50.0
FIL/USDT 1 -2.58 -287.123 -2.87 23 days, 0:40:00 0 0 1 0
ONT/USDT 1 -3.4 -377.694 -3.78 26 days, 22:40:00 0 0 1 0
TOTAL 45 1.86 791.225 7.91 1 day, 19:08:00 42 0 3 93.3

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DOT/USDT 1 -0.84 -75.360 -0.75 14 days, 12:50:00 0 0 1 0
FIL/USDT 1 -2.58 -287.123 -2.87 23 days, 0:40:00 0 0 1 0
ONT/USDT 1 -3.4 -377.694 -3.78 26 days, 22:40:00 0 0 1 0
TOTAL 3 -2.27 -740.177 -7.4 21 days, 12:03:00 0 0 3 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 23 1.86 404.477 4.04 1 day, 6:21:00 22 0 1 95.7
42 4 2.12 140.915 1.41 1:19:00 4 0 0 100
6 41 1 6.78 114.748 1.15 0:20:00 1 0 0 100
41 3 1.99 113.107 1.13 0:36:00 3 0 0 100
3 2 2.65 94.551 0.95 0:40:00 2 0 0 100
5 2 1.89 43.349 0.43 0:25:00 2 0 0 100
141 142 1 2.19 39.244 0.39 6:19:00 1 0 0 100
1 41 1 1.92 32.183 0.32 0:06:00 1 0 0 100
141 2 0.9 30.874 0.31 1:20:00 2 0 0 100
120 2 0.23 20.832 0.21 13 days, 22:18:00 1 0 1 50.0
43 1 1.16 19.594 0.2 0:26:00 1 0 0 100
2 3 1 1.01 17.769 0.18 2:02:00 1 0 0 100
2 3 5 6 43 1 4.68 6.706 0.07 0:17:00 1 0 0 100
120 141 1 -2.58 -287.123 -2.87 23 days, 0:40:00 0 0 1 0
TOTAL 45 1.86 791.225 7.91 1 day, 19:08:00 42 0 3 93.3

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 8 1.41 172.065 1.72 0:09:00 8 0 0 100
exit_long_normal_d_7_13 ( 6 ) 1 7.09 120.297 1.2 0:30:00 1 0 0 100
exit_long_normal_d_6_11 ( 6 41 ) 1 6.78 114.748 1.15 0:20:00 1 0 0 100
exit_profit_long_normal_t_5_2_m ( 6 ) 1 5.77 99.283 0.99 2:30:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.29 96.192 0.96 13 days, 7:45:00 1 0 0 100
exit_long_quick_q_3 ( 42 ) 2 2.65 90.077 0.9 0:40:00 2 0 0 100
exit_long_normal_w_2_11 ( 6 ) 2 2.5 85.322 0.85 1:12:00 2 0 0 100
exit_profit_long_normal_t_4_1_m ( 6 ) 1 4.52 75.954 0.76 2:15:00 1 0 0 100
exit_long_normal_d_3_97 ( 3 ) 1 3.35 60.956 0.61 0:48:00 1 0 0 100
exit_long_normal_d_3_91 ( 6 ) 1 2.96 60.549 0.61 0:48:00 1 0 0 100
exit_long_quick_d_2_27 ( 41 ) 1 2.88 47.988 0.48 0:30:00 1 0 0 100
exit_long_quick_d_2_20 ( 41 ) 1 1.99 46.767 0.47 1:03:00 1 0 0 100
exit_long_normal_d_2_64 ( 5 ) 1 2.44 41.834 0.42 0:45:00 1 0 0 100
exit_long_tc_d_2_78 ( 141 142 ) 1 2.19 39.244 0.39 6:19:00 1 0 0 100
exit_long_quick_d_2_64 ( 42 ) 1 2.23 37.437 0.37 0:30:00 1 0 0 100
exit_long_normal_d_1_27 ( 6 ) 2 1.08 36.095 0.36 0:52:00 2 0 0 100
exit_long_normal_d_2_71 ( 6 ) 1 2.1 35.468 0.35 0:15:00 1 0 0 100
exit_long_normal_d_1_20 ( 3 ) 1 1.94 33.594 0.34 0:31:00 1 0 0 100
exit_long_normal_u_1 ( 1 41 ) 1 1.92 32.183 0.32 0:06:00 1 0 0 100
exit_long_normal_d_1_46 ( 6 ) 1 1.9 32.024 0.32 0:35:00 1 0 0 100
exit_long_normal_d_1_70 ( 6 ) 1 1.59 27.214 0.27 0:20:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.42 24.468 0.24 0:14:00 1 0 0 100
exit_long_normal_d_1_100 ( 6 ) 1 0.96 22.741 0.23 13:58:00 1 0 0 100
exit_long_quick_d_1_20 ( 43 ) 1 1.16 19.594 0.2 0:26:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.09 18.352 0.18 0:15:00 1 0 0 100
exit_long_normal_w_1_11 ( 2 3 ) 1 1.01 17.769 0.18 2:02:00 1 0 0 100
exit_long_quick_d_0_26 ( 42 ) 1 0.97 13.401 0.13 3:24:00 1 0 0 100
exit_long_normal_w_0_8 ( 6 ) 1 0.6 12.257 0.12 21:35:00 1 0 0 100
exit_long_normal_u_4 ( 2 3 5 6 43 ) 1 4.68 6.706 0.07 0:17:00 1 0 0 100
exit_long_tc_w_0_8 ( 141 ) 1 0.37 6.406 0.06 2:25:00 1 0 0 100
exit_long_normal_d_0_25 ( 6 ) 1 0.16 2.901 0.03 3:22:00 1 0 0 100
exit_long_normal_d_1_65 ( 5 ) 1 1.34 1.515 0.02 0:05:00 1 0 0 100
force_exit 3 -2.27 -740.177 -7.4 21 days, 12:03:00 0 0 3 0
TOTAL 45 1.86 791.225 7.91 1 day, 19:08:00 42 0 3 93.3

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 8 1.41 172.065 1.72 0:09:00 8 0 0 100
('6 ', 'exit_long_normal_d_7_13 ( 6 )') 1 7.09 120.297 1.2 0:30:00 1 0 0 100
('6 41 ', 'exit_long_normal_d_6_11 ( 6 41 )') 1 6.78 114.748 1.15 0:20:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_5_2_m ( 6 )') 1 5.77 99.283 0.99 2:30:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.29 96.192 0.96 13 days, 7:45:00 1 0 0 100
('42 ', 'exit_long_quick_q_3 ( 42 )') 2 2.65 90.077 0.9 0:40:00 2 0 0 100
('6 ', 'exit_long_normal_w_2_11 ( 6 )') 2 2.5 85.322 0.85 1:12:00 2 0 0 100
('6 ', 'exit_profit_long_normal_t_4_1_m ( 6 )') 1 4.52 75.954 0.76 2:15:00 1 0 0 100
('3 ', 'exit_long_normal_d_3_97 ( 3 )') 1 3.35 60.956 0.61 0:48:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_91 ( 6 )') 1 2.96 60.549 0.61 0:48:00 1 0 0 100
('41 ', 'exit_long_quick_d_2_27 ( 41 )') 1 2.88 47.988 0.48 0:30:00 1 0 0 100
('41 ', 'exit_long_quick_d_2_20 ( 41 )') 1 1.99 46.767 0.47 1:03:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_64 ( 5 )') 1 2.44 41.834 0.42 0:45:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_2_78 ( 141 142 )') 1 2.19 39.244 0.39 6:19:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_64 ( 42 )') 1 2.23 37.437 0.37 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_27 ( 6 )') 2 1.08 36.095 0.36 0:52:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_71 ( 6 )') 1 2.1 35.468 0.35 0:15:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_20 ( 3 )') 1 1.94 33.594 0.34 0:31:00 1 0 0 100
('1 41 ', 'exit_long_normal_u_1 ( 1 41 )') 1 1.92 32.183 0.32 0:06:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_46 ( 6 )') 1 1.9 32.024 0.32 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_70 ( 6 )') 1 1.59 27.214 0.27 0:20:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.42 24.468 0.24 0:14:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_100 ( 6 )') 1 0.96 22.741 0.23 13:58:00 1 0 0 100
('43 ', 'exit_long_quick_d_1_20 ( 43 )') 1 1.16 19.594 0.2 0:26:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.09 18.352 0.18 0:15:00 1 0 0 100
('2 3 ', 'exit_long_normal_w_1_11 ( 2 3 )') 1 1.01 17.769 0.18 2:02:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_26 ( 42 )') 1 0.97 13.401 0.13 3:24:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_8 ( 6 )') 1 0.6 12.257 0.12 21:35:00 1 0 0 100
('2 3 5 6 43 ', 'exit_long_normal_u_4 ( 2 3 5 6 43 )') 1 4.68 6.706 0.07 0:17:00 1 0 0 100
('141 ', 'exit_long_tc_w_0_8 ( 141 )') 1 0.37 6.406 0.06 2:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_25 ( 6 )') 1 0.16 2.901 0.03 3:22:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_65 ( 5 )') 1 1.34 1.515 0.02 0:05:00 1 0 0 100
('120 ', 'force_exit') 1 -0.84 -75.360 -0.75 14 days, 12:50:00 0 0 1 0
('120 141 ', 'force_exit') 1 -2.58 -287.123 -2.87 23 days, 0:40:00 0 0 1 0
('6 ', 'force_exit') 1 -3.4 -377.694 -3.78 26 days, 22:40:00 0 0 1 0
TOTAL 45 1.86 791.225 7.91 1 day, 19:08:00 42 0 3 93.3

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/06/2021 60.956 1 0 0
02/06/2021 0 0 0 0
03/06/2021 85.425 2 0 0
04/06/2021 138.959 5 0 0
05/06/2021 125.891 5 0 0
06/06/2021 0 0 0 0
07/06/2021 79.325 3 0 0
08/06/2021 372.131 8 0 0
09/06/2021 0 0 0 0
10/06/2021 0 0 0 0
11/06/2021 0 0 0 0
12/06/2021 149.391 2 0 0
13/06/2021 0 0 0 0
14/06/2021 96.192 1 0 0
15/06/2021 0 0 0 0
16/06/2021 0 0 0 0
17/06/2021 0 0 0 0
18/06/2021 33.287 1 0 0
19/06/2021 0 0 0 0
20/06/2021 17.336 1 0 0
21/06/2021 18.352 1 0 0
22/06/2021 251.014 9 0 0
23/06/2021 49.05 1 0 0
24/06/2021 0 0 0 0
25/06/2021 41.834 1 0 0
26/06/2021 0 0 0 0
27/06/2021 0 0 0 0
28/06/2021 0 0 0 0
29/06/2021 0 0 0 0
30/06/2021 12.257 1 0 0
01/07/2021 -740.177 0 0 3

SUMMARY METRICS

Metric Value
Backtesting from 2021-06-01 00:00:00
Backtesting to 2021-07-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 45 / 1.5
Starting balance 10000 USDT
Final balance 10791.225 USDT
Absolute profit 791.225 USDT
Total profit % 7.91%
CAGR % 152.56%
Sortino 3.98
Sharpe 6.10
Calmar 78.50
Profit factor 2.07
Expectancy (Ratio) 17.58 (0.07)
Avg. daily profit % 0.26%
Avg. stake amount 1546.578 USDT
Total trade volume 69596.019 USDT
Best Pair TEL/USDT 3.86%
Worst Pair ONT/USDT -3.78%
Best trade TEL/USDT 7.09%
Worst trade ONT/USDT -3.40%
Best day 372.131 USDT
Worst day -740.177 USDT
Days win/draw/lose 15 / 15 / 1
Avg. Duration Winners 9:21:00
Avg. Duration Loser 21 days, 12:03:00
Max Consecutive Wins / Loss 42 / 3
Rejected Entry signals 26
Entry/Exit Timeouts 0 / 0
Min balance 10060.956 USDT
Max balance 11531.402 USDT
Max % of account underwater 6.42%
Absolute Drawdown (Account) 6.42%
Absolute Drawdown 740.177 USDT
Drawdown high 1531.402 USDT
Drawdown low 791.225 USDT
Drawdown Start 2021-06-30 05:40:00
Drawdown End 2021-07-01 00:00:00
Market change -18.28%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 45 1.86 791.225 7.91 1 day, 19:08:00 42 0 3 93.3 740.177 USDT 6.42%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210701-20210801

Current Previous v15.1.252 v15.1.240
Average Duration 1 day, 14:53:00 1 day, 14:53:00 1 day, 13:29:00 1 day, 14:10:00
Market Change 25.97 % 25.97 % 25.97 % 25.97 %
Max Drawdown 0.9356 % 0.9356 % 0.8697 % 1.0142 %
Profit Mean 1.86 % 1.86 % 1.78 % 1.77 %
Profit Sum 48.31 % 48.31 % 48.01 % 47.88 %
Profit Total 8.53 % 8.53 % 8.38 % 8.19 %
Trades 26 26 27 27
Win Rate 96.15 % 96.15 % 96.3 % 96.3 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TEL/USDT 9 1.6 261.282 2.61 0:50:00 9 0 0 100
DAG/USDT 6 2.04 205.156 2.05 0:58:00 6 0 0 100
NIM/USDT 3 3.13 156.924 1.57 3:07:00 3 0 0 100
DOT/USDT 2 1.53 130.543 1.31 11 days, 6:25:00 2 0 0 100
DEGO/USDT 2 2.22 111.709 1.12 1 day, 0:02:00 2 0 0 100
KAI/USDT 1 3.36 55.669 0.56 0:28:00 1 0 0 100
STX/USDT 2 0.96 33.696 0.34 2:20:00 2 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 1 -0.52 -102.071 -1.02 16 days, 10:15:00 0 0 1 0
TOTAL 26 1.86 852.908 8.53 1 day, 14:53:00 25 0 1 96.2

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DOT/USDT 1 1.91 44.997 0.45 5 days, 16:20:00 1 0 0 100
CHR/USDT 1 -0.52 -102.071 -1.02 16 days, 10:15:00 0 0 1 0
TOTAL 2 0.69 -57.074 -0.57 11 days, 1:18:00 1 0 1 50.0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 17 1.54 399.362 3.99 1 day, 3:09:00 16 0 1 94.1
3 1 8.68 144.701 1.45 1:35:00 1 0 0 100
120 2 1.53 130.543 1.31 11 days, 6:25:00 2 0 0 100
5 3 1.78 90.888 0.91 0:47:00 3 0 0 100
43 1 3.06 53.718 0.54 0:01:00 1 0 0 100
143 2 0.96 33.696 0.34 2:20:00 2 0 0 100
TOTAL 26 1.86 852.908 8.53 1 day, 14:53:00 25 0 1 96.2

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_w_8_7 ( 3 ) 1 8.68 144.701 1.45 1:35:00 1 0 0 100
exit_long_normal_d_5_100 ( 6 ) 1 3.6 96.819 0.97 1 day, 17:05:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.16 85.545 0.86 16 days, 20:30:00 1 0 0 100
exit_long_normal_w_5_11 ( 6 ) 1 5.08 83.658 0.84 0:25:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.12 56.684 0.57 0:15:00 3 0 0 100
exit_long_normal_u_3 ( 6 ) 1 3.36 55.669 0.56 0:28:00 1 0 0 100
exit_long_quick_u_3 ( 43 ) 1 3.06 53.718 0.54 0:01:00 1 0 0 100
exit_long_normal_d_2_7 ( 5 ) 1 2.74 46.456 0.46 0:10:00 1 0 0 100
exit_long_normal_d_2_97 ( 6 ) 1 1.75 44.575 0.45 1:29:00 1 0 0 100
exit_long_normal_d_2_71 ( 6 ) 1 2.06 35.377 0.35 0:30:00 1 0 0 100
exit_long_normal_d_2_80 ( 6 ) 1 2.03 34.306 0.34 0:38:00 1 0 0 100
exit_long_tc_d_1_26 ( 143 ) 1 1.77 31.156 0.31 4:40:00 1 0 0 100
exit_long_normal_d_1_8 ( 6 ) 1 1.46 24.189 0.24 1:50:00 1 0 0 100
exit_long_normal_d_1_67 ( 5 ) 1 1.35 22.808 0.23 0:32:00 1 0 0 100
exit_long_normal_d_1_56 ( 6 ) 1 1.32 22.760 0.23 0:27:00 1 0 0 100
exit_long_normal_d_1_31 ( 5 ) 1 1.24 21.624 0.22 1:39:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.09 18.105 0.18 0:59:00 1 0 0 100
exit_long_normal_w_0_14 ( 6 ) 1 0.83 14.891 0.15 7:00:00 1 0 0 100
exit_long_normal_d_0_45 ( 6 ) 1 0.48 8.048 0.08 2:25:00 1 0 0 100
exit_long_normal_d_0_3 ( 6 ) 1 0.24 4.175 0.04 5:20:00 1 0 0 100
exit_long_tc_u_0 ( 143 ) 1 0.15 2.540 0.03 0:01:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.12 2.177 0.02 3:49:00 1 0 0 100
force_exit 2 0.69 -57.074 -0.57 11 days, 1:18:00 1 0 1 50.0
TOTAL 26 1.86 852.908 8.53 1 day, 14:53:00 25 0 1 96.2

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('3 ', 'exit_long_normal_w_8_7 ( 3 )') 1 8.68 144.701 1.45 1:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_5_100 ( 6 )') 1 3.6 96.819 0.97 1 day, 17:05:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.16 85.545 0.86 16 days, 20:30:00 1 0 0 100
('6 ', 'exit_long_normal_w_5_11 ( 6 )') 1 5.08 83.658 0.84 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.12 56.684 0.57 0:15:00 3 0 0 100
('6 ', 'exit_long_normal_u_3 ( 6 )') 1 3.36 55.669 0.56 0:28:00 1 0 0 100
('43 ', 'exit_long_quick_u_3 ( 43 )') 1 3.06 53.718 0.54 0:01:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_7 ( 5 )') 1 2.74 46.456 0.46 0:10:00 1 0 0 100
('120 ', 'force_exit') 1 1.91 44.997 0.45 5 days, 16:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_97 ( 6 )') 1 1.75 44.575 0.45 1:29:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_71 ( 6 )') 1 2.06 35.377 0.35 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_80 ( 6 )') 1 2.03 34.306 0.34 0:38:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_26 ( 143 )') 1 1.77 31.156 0.31 4:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_8 ( 6 )') 1 1.46 24.189 0.24 1:50:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_67 ( 5 )') 1 1.35 22.808 0.23 0:32:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_56 ( 6 )') 1 1.32 22.760 0.23 0:27:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_31 ( 5 )') 1 1.24 21.624 0.22 1:39:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.09 18.105 0.18 0:59:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_14 ( 6 )') 1 0.83 14.891 0.15 7:00:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_45 ( 6 )') 1 0.48 8.048 0.08 2:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_3 ( 6 )') 1 0.24 4.175 0.04 5:20:00 1 0 0 100
('143 ', 'exit_long_tc_u_0 ( 143 )') 1 0.15 2.540 0.03 0:01:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.12 2.177 0.02 3:49:00 1 0 0 100
('6 ', 'force_exit') 1 -0.52 -102.071 -1.02 16 days, 10:15:00 0 0 1 0
TOTAL 26 1.86 852.908 8.53 1 day, 14:53:00 25 0 1 96.2

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/07/2021 36.677 2 0 0
02/07/2021 55.669 1 0 0
03/07/2021 144.701 1 0 0
04/07/2021 0 0 0 0
05/07/2021 18.095 1 0 0
06/07/2021 0 0 0 0
07/07/2021 34.306 1 0 0
08/07/2021 0 0 0 0
09/07/2021 0 0 0 0
10/07/2021 96.819 1 0 0
11/07/2021 42.778 2 0 0
12/07/2021 0 0 0 0
13/07/2021 0 0 0 0
14/07/2021 35.377 1 0 0
15/07/2021 0 0 0 0
16/07/2021 107.847 2 0 0
17/07/2021 21.624 1 0 0
18/07/2021 0 0 0 0
19/07/2021 4.175 1 0 0
20/07/2021 41.744 3 0 0
21/07/2021 69.264 2 0 0
22/07/2021 2.177 1 0 0
23/07/2021 0 0 0 0
24/07/2021 130.121 2 0 0
25/07/2021 0 0 0 0
26/07/2021 53.718 1 0 0
27/07/2021 0 0 0 0
28/07/2021 0 0 0 0
29/07/2021 0 0 0 0
30/07/2021 14.891 1 0 0
31/07/2021 0 0 0 0
01/08/2021 -57.074 1 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2021-07-01 00:00:00
Backtesting to 2021-08-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 26 / 0.84
Starting balance 10000 USDT
Final balance 10852.908 USDT
Absolute profit 852.908 USDT
Total profit % 8.53%
CAGR % 162.14%
Sortino -100.00
Sharpe 12.44
Calmar 561.83
Profit factor 9.36
Expectancy (Ratio) 32.80 (0.32)
Avg. daily profit % 0.28%
Avg. stake amount 1519.207 USDT
Total trade volume 39499.37 USDT
Best Pair TEL/USDT 2.61%
Worst Pair CHR/USDT -1.02%
Best trade NIM/USDT 8.68%
Worst trade CHR/USDT -0.52%
Best day 144.701 USDT
Worst day -57.074 USDT
Days win/draw/lose 17 / 14 / 1
Avg. Duration Winners 1 day, 0:40:00
Avg. Duration Loser 16 days, 10:15:00
Max Consecutive Wins / Loss 24 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10018.572 USDT
Max balance 10909.982 USDT
Max % of account underwater 0.94%
Absolute Drawdown (Account) 0.94%
Absolute Drawdown 102.071 USDT
Drawdown high 909.982 USDT
Drawdown low 807.911 USDT
Drawdown Start 2021-07-30 15:55:00
Drawdown End 2021-08-01 00:00:00
Market change 25.97%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 26 1.86 852.908 8.53 1 day, 14:53:00 25 0 1 96.2 102.071 USDT 0.94%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210801-20210901

Current Previous v15.1.252 v15.1.240
Average Duration 18:19:00 18:19:00 18:19:00 19:10:00
Market Change 56.3 % 56.3 % 56.3 % 56.3 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.68 % 1.68 % 1.68 % 1.64 %
Profit Sum 43.72 % 43.72 % 43.72 % 44.32 %
Profit Total 8.7 % 8.7 % 8.7 % 8.79 %
Trades 26 26 26 27
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DAG/USDT 2 2.7 108.165 1.08 0:26:00 2 0 0 100
CHR/USDT 2 2.77 93.951 0.94 0:18:00 2 0 0 100
NWC/USDT 3 1.58 83.927 0.84 0:20:00 3 0 0 100
DOT/USDT 1 1.88 82.932 0.83 8 days, 12:35:00 1 0 0 100
EOS/USDT 2 2.27 76.268 0.76 0:15:00 2 0 0 100
GRT/USDT 2 1.17 71.938 0.72 3 days, 7:42:00 2 0 0 100
UOS/USDT 2 2.0 66.428 0.66 0:10:00 2 0 0 100
VELO/USDT 1 2.44 45.836 0.46 3:50:00 1 0 0 100
ARPA/USDT 1 0.96 37.075 0.37 4 days, 4:30:00 1 0 0 100
VRA/USDT 1 2.05 35.727 0.36 0:01:00 1 0 0 100
FIL/USDT 1 1.52 26.315 0.26 0:06:00 1 0 0 100
TEL/USDT 1 1.33 23.049 0.23 0:02:00 1 0 0 100
KSM/USDT 1 1.33 21.994 0.22 0:05:00 1 0 0 100
EWT/USDT 1 1.0 18.584 0.19 1:10:00 1 0 0 100
DEGO/USDT 1 1.07 17.987 0.18 0:02:00 1 0 0 100
JST/USDT 1 1.06 17.929 0.18 0:06:00 1 0 0 100
CKB/USDT 1 1.07 17.687 0.18 0:16:00 1 0 0 100
UNI/USDT 1 1.05 17.672 0.18 0:28:00 1 0 0 100
WIN/USDT 1 0.41 6.922 0.07 2:24:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 26 1.68 870.384 8.7 18:19:00 26 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 1.11 51.400 0.51 6 days, 15:20:00 1 0 0 100
TOTAL 1 1.11 51.400 0.51 6 days, 15:20:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 16 1.61 476.439 4.76 6:40:00 16 0 0 100
120 2 1.5 134.331 1.34 7 days, 13:58:00 2 0 0 100
5 2 1.85 62.661 0.63 0:06:00 2 0 0 100
6 142 1 3.13 52.898 0.53 0:23:00 1 0 0 100
41 1 2.44 45.836 0.46 3:50:00 1 0 0 100
43 1 2.05 35.727 0.36 0:01:00 1 0 0 100
120 141 1 1.41 23.370 0.23 0:07:00 1 0 0 100
6 141 1 1.22 20.538 0.21 0:04:00 1 0 0 100
2 3 1 1.0 18.584 0.19 1:10:00 1 0 0 100
TOTAL 26 1.68 870.384 8.7 18:19:00 26 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 9 1.22 186.234 1.86 0:07:00 9 0 0 100
exit_long_normal_d_5_40 ( 6 ) 1 4.34 89.566 0.9 0:45:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.88 82.932 0.83 8 days, 12:35:00 1 0 0 100
exit_long_normal_d_4_81 ( 6 ) 1 4.37 73.623 0.74 0:30:00 1 0 0 100
exit_long_normal_d_3_65 ( 6 142 ) 1 3.13 52.898 0.53 0:23:00 1 0 0 100
force_exit 1 1.11 51.400 0.51 6 days, 15:20:00 1 0 0 100
exit_long_quick_q_3 ( 41 ) 1 2.44 45.836 0.46 3:50:00 1 0 0 100
exit_long_normal_u_2 ( 5 ) 1 2.65 44.062 0.44 0:04:00 1 0 0 100
exit_long_normal_o_2 ( 6 ) 1 2.42 42.760 0.43 0:09:00 1 0 0 100
exit_long_normal_w_2_1 ( 6 ) 1 0.96 37.075 0.37 4 days, 4:30:00 1 0 0 100
exit_long_quick_u_2 ( 43 ) 1 2.05 35.727 0.36 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 120 141 ) 1 1.41 23.370 0.23 0:07:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 1 1.26 22.588 0.23 0:45:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 ) 1 1.22 20.538 0.21 0:04:00 1 0 0 100
exit_long_normal_d_1_20 ( 5 ) 1 1.05 18.599 0.19 0:07:00 1 0 0 100
exit_long_normal_d_1_10 ( 2 3 ) 1 1.0 18.584 0.19 1:10:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 ) 1 1.05 17.672 0.18 0:28:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.41 6.922 0.07 2:24:00 1 0 0 100
TOTAL 26 1.68 870.384 8.7 18:19:00 26 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 9 1.22 186.234 1.86 0:07:00 9 0 0 100
('6 ', 'exit_long_normal_d_5_40 ( 6 )') 1 4.34 89.566 0.9 0:45:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.88 82.932 0.83 8 days, 12:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_81 ( 6 )') 1 4.37 73.623 0.74 0:30:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_3_65 ( 6 142 )') 1 3.13 52.898 0.53 0:23:00 1 0 0 100
('120 ', 'force_exit') 1 1.11 51.400 0.51 6 days, 15:20:00 1 0 0 100
('41 ', 'exit_long_quick_q_3 ( 41 )') 1 2.44 45.836 0.46 3:50:00 1 0 0 100
('5 ', 'exit_long_normal_u_2 ( 5 )') 1 2.65 44.062 0.44 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_o_2 ( 6 )') 1 2.42 42.760 0.43 0:09:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_1 ( 6 )') 1 0.96 37.075 0.37 4 days, 4:30:00 1 0 0 100
('43 ', 'exit_long_quick_u_2 ( 43 )') 1 2.05 35.727 0.36 0:01:00 1 0 0 100
('120 141 ', 'exit_long_tc_u_1 ( 120 141 )') 1 1.41 23.370 0.23 0:07:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 1 1.26 22.588 0.23 0:45:00 1 0 0 100
('6 141 ', 'exit_long_normal_u_1 ( 6 141 )') 1 1.22 20.538 0.21 0:04:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_20 ( 5 )') 1 1.05 18.599 0.19 0:07:00 1 0 0 100
('2 3 ', 'exit_long_normal_d_1_10 ( 2 3 )') 1 1.0 18.584 0.19 1:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_20 ( 6 )') 1 1.05 17.672 0.18 0:28:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.41 6.922 0.07 2:24:00 1 0 0 100
TOTAL 26 1.68 870.384 8.7 18:19:00 26 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
02/08/2021 22.366 1 0 0
03/08/2021 0 0 0 0
04/08/2021 0 0 0 0
05/08/2021 0 0 0 0
06/08/2021 0 0 0 0
07/08/2021 0 0 0 0
08/08/2021 0 0 0 0
09/08/2021 0 0 0 0
10/08/2021 0 0 0 0
11/08/2021 0 0 0 0
12/08/2021 83.743 3 0 0
13/08/2021 6.922 1 0 0
14/08/2021 0 0 0 0
15/08/2021 0 0 0 0
16/08/2021 0 0 0 0
17/08/2021 78.117 3 0 0
18/08/2021 182.975 5 0 0
19/08/2021 0 0 0 0
20/08/2021 0 0 0 0
21/08/2021 0 0 0 0
22/08/2021 82.932 1 0 0
23/08/2021 23.049 1 0 0
24/08/2021 82.369 3 0 0
25/08/2021 89.566 1 0 0
26/08/2021 18.584 1 0 0
27/08/2021 42.76 1 0 0
28/08/2021 18.599 1 0 0
29/08/2021 0 0 0 0
30/08/2021 0 0 0 0
31/08/2021 87.003 3 0 0
01/09/2021 51.4 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2021-08-01 00:00:00
Backtesting to 2021-09-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 26 / 0.84
Starting balance 10000 USDT
Final balance 10870.384 USDT
Absolute profit 870.384 USDT
Total profit % 8.70%
CAGR % 167.15%
Sortino -100.00
Sharpe 25.40
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 33.48 (100.00)
Avg. daily profit % 0.28%
Avg. stake amount 1616.26 USDT
Total trade volume 42022.748 USDT
Best Pair CHR/USDT 0.94%
Worst Pair AAVE/USDT 0.00%
Best trade CHR/USDT 4.37%
Worst trade WIN/USDT 0.41%
Best day 182.975 USDT
Worst day 0 USDT
Days win/draw/lose 14 / 17 / 0
Avg. Duration Winners 18:19:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 26 / 0
Rejected Entry signals 3
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 56.30%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 26 1.68 870.384 8.7 18:19:00 26 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210901-20211001

Current Previous v15.1.252 v15.1.240
Average Duration 3 days, 3:32:00 3 days, 3:32:00 3 days, 3:32:00 4 days, 3:44:00
Market Change -1.55 % -1.55 % -1.55 % -1.55 %
Max Drawdown 10.1988 % 10.1988 % 10.1955 % 14.1541 %
Profit Mean 3.01 % 3.01 % 2.91 % 2.43 %
Profit Sum 129.32 % 129.32 % 125.17 % 80.23 %
Profit Total 12.63 % 12.63 % 11.89 % 0.75 %
Trades 43 43 43 33
Win Rate 86.05 % 86.05 % 88.37 % 81.82 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
PRE/USDT 5 11.84 999.810 10.0 0:42:00 5 0 0 100
ROSE/USDT 5 3.94 353.590 3.54 3:44:00 5 0 0 100
ONE/USDT 1 13.41 225.424 2.25 1:28:00 1 0 0 100
VRA/USDT 4 1.6 125.220 1.25 1:41:00 4 0 0 100
ALEPH/USDT 1 5.12 93.755 0.94 1:34:00 1 0 0 100
XRP/USDT 1 1.29 92.778 0.93 16 days, 9:24:00 1 0 0 100
ALGO/USDT 2 2.07 79.863 0.8 1:15:00 2 0 0 100
TEL/USDT 1 3.96 69.822 0.7 0:30:00 1 0 0 100
DEGO/USDT 1 3.3 57.357 0.57 0:15:00 1 0 0 100
ARPA/USDT 1 3.28 56.250 0.56 6:23:00 1 0 0 100
WIN/USDT 1 3.11 54.052 0.54 0:29:00 1 0 0 100
DAG/USDT 1 2.49 43.075 0.43 0:07:00 1 0 0 100
ADA/USDT 2 1.07 39.984 0.4 0:02:00 2 0 0 100
CHR/USDT 1 1.75 32.679 0.33 0:02:00 1 0 0 100
AAVE/USDT 2 0.79 31.092 0.31 0:43:00 2 0 0 100
UNI/USDT 1 1.39 25.690 0.26 0:02:00 1 0 0 100
VIDT/USDT 2 0.69 24.963 0.25 11 days, 2:13:00 1 0 1 50.0
DOT/USDT 1 1.34 23.171 0.23 5:10:00 1 0 0 100
DASH/USDT 1 1.18 22.204 0.22 0:04:00 1 0 0 100
SXP/USDT 1 0.74 20.324 0.2 3:44:00 1 0 0 100
NEO/USDT 1 1.08 19.969 0.2 0:03:00 1 0 0 100
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 1 -0.09 -23.733 -0.24 23 days, 9:15:00 0 0 1 0
GRT/USDT 1 -1.67 -75.658 -0.76 6 days, 18:50:00 0 0 1 0
NWC/USDT 2 0.64 -116.995 -1.17 11 days, 17:43:00 1 0 1 50.0
VET/USDT 1 -2.56 -331.192 -3.31 23 days, 9:15:00 0 0 1 0
VELO/USDT 2 -2.8 -680.567 -6.81 8 days, 18:12:00 1 0 1 50.0
TOTAL 43 3.01 1262.925 12.63 3 days, 3:32:00 37 0 6 86.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VIDT/USDT 1 -0.0 -0.870 -0.01 22 days, 3:45:00 0 0 1 0
ATOM/USDT 1 -0.09 -23.733 -0.24 23 days, 9:15:00 0 0 1 0
GRT/USDT 1 -1.67 -75.658 -0.76 6 days, 18:50:00 0 0 1 0
NWC/USDT 1 -0.79 -155.545 -1.56 23 days, 11:25:00 0 0 1 0
VET/USDT 1 -2.56 -331.192 -3.31 23 days, 9:15:00 0 0 1 0
VELO/USDT 1 -6.06 -692.137 -6.92 15 days, 16:30:00 0 0 1 0
TOTAL 6 -1.86 -1279.135 -12.79 19 days, 3:30:00 0 0 6 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 24 4.15 1585.171 15.85 1 day, 23:10:00 22 0 2 91.7
3 1 13.41 225.424 2.25 1:28:00 1 0 0 100
5 2 4.2 146.490 1.46 1:06:00 2 0 0 100
142 2 2.26 82.217 0.82 0:36:00 2 0 0 100
2 1 3.96 69.822 0.7 0:30:00 1 0 0 100
2 3 2 1.15 50.778 0.51 3:00:00 2 0 0 100
4 1 1.75 32.679 0.33 0:02:00 1 0 0 100
41 2 0.6 31.894 0.32 23:50:00 2 0 0 100
3 4 1 1.27 23.928 0.24 0:01:00 1 0 0 100
2 43 1 1.01 23.335 0.23 1:20:00 1 0 0 100
4 141 1 1.12 21.130 0.21 0:01:00 1 0 0 100
120 2 -0.19 17.120 0.17 11 days, 14:07:00 1 0 1 50.0
141 2 -1.32 -354.925 -3.55 23 days, 9:15:00 0 0 2 0
1 43 1 -6.06 -692.137 -6.92 15 days, 16:30:00 0 0 1 0
TOTAL 43 3.01 1262.925 12.63 3 days, 3:32:00 37 0 6 86.0

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_8_1_1 ( 6 ) 1 41.25 681.283 6.81 1:20:00 1 0 0 100
exit_profit_long_normal_t_12_2_m ( 3 ) 1 13.41 225.424 2.25 1:28:00 1 0 0 100
exit_long_normal_d_10_101 ( 6 ) 1 10.85 193.348 1.93 0:35:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 6 1.33 146.808 1.47 0:02:00 6 0 0 100
exit_long_normal_w_8_14 ( 5 ) 1 8.09 139.326 1.39 0:47:00 1 0 0 100
exit_long_normal_w_6_9 ( 6 ) 1 6.83 124.048 1.24 0:40:00 1 0 0 100
exit_long_normal_w_5_5 ( 6 ) 1 5.95 105.062 1.05 1:11:00 1 0 0 100
exit_long_normal_w_5_14 ( 6 ) 1 5.12 93.755 0.94 1:34:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.29 92.778 0.93 16 days, 9:24:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 2 2.28 81.625 0.82 0:04:00 2 0 0 100
exit_long_normal_d_3_96 ( 2 ) 1 3.96 69.822 0.7 0:30:00 1 0 0 100
exit_long_normal_d_3_65 ( 6 ) 1 3.3 57.357 0.57 0:15:00 1 0 0 100
exit_long_tc_w_3_14 ( 142 ) 1 3.13 56.528 0.57 1:10:00 1 0 0 100
exit_profit_long_normal_t_3_2_m ( 6 ) 1 3.28 56.250 0.56 6:23:00 1 0 0 100
exit_long_normal_d_3_71 ( 6 ) 1 3.11 54.052 0.54 0:29:00 1 0 0 100
exit_long_normal_d_3_49 ( 6 ) 1 2.7 53.826 0.54 16:50:00 1 0 0 100
exit_long_normal_d_1_95 ( 2 3 ) 1 1.28 32.779 0.33 5:55:00 1 0 0 100
exit_long_normal_u_1 ( 4 ) 1 1.75 32.679 0.33 0:02:00 1 0 0 100
exit_long_normal_d_1_87 ( 6 ) 1 1.59 27.699 0.28 0:45:00 1 0 0 100
exit_long_normal_d_1_97 ( 6 ) 1 1.39 25.833 0.26 0:41:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.39 25.690 0.26 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 3 4 ) 1 1.27 23.928 0.24 0:01:00 1 0 0 100
exit_long_normal_d_1_95 ( 2 43 ) 1 1.01 23.335 0.23 1:20:00 1 0 0 100
exit_long_normal_d_1_64 ( 6 ) 1 1.34 23.171 0.23 5:10:00 1 0 0 100
exit_long_normal_u_1 ( 4 141 ) 1 1.12 21.130 0.21 0:01:00 1 0 0 100
exit_long_quick_d_1_13 ( 41 ) 1 0.74 20.324 0.2 3:44:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 ) 1 1.02 17.999 0.18 0:04:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 2 0.51 17.470 0.17 0:20:00 2 0 0 100
exit_long_quick_w_0_1 ( 41 ) 1 0.45 11.571 0.12 1 day, 19:55:00 1 0 0 100
exit_long_normal_d_0_25 ( 5 ) 1 0.3 7.164 0.07 1:25:00 1 0 0 100
force_exit 6 -1.86 -1279.135 -12.79 19 days, 3:30:00 0 0 6 0
TOTAL 43 3.01 1262.925 12.63 3 days, 3:32:00 37 0 6 86.0

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_8_1_1 ( 6 )') 1 41.25 681.283 6.81 1:20:00 1 0 0 100
('3 ', 'exit_profit_long_normal_t_12_2_m ( 3 )') 1 13.41 225.424 2.25 1:28:00 1 0 0 100
('6 ', 'exit_long_normal_d_10_101 ( 6 )') 1 10.85 193.348 1.93 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 6 1.33 146.808 1.47 0:02:00 6 0 0 100
('5 ', 'exit_long_normal_w_8_14 ( 5 )') 1 8.09 139.326 1.39 0:47:00 1 0 0 100
('6 ', 'exit_long_normal_w_6_9 ( 6 )') 1 6.83 124.048 1.24 0:40:00 1 0 0 100
('6 ', 'exit_long_normal_w_5_5 ( 6 )') 1 5.95 105.062 1.05 1:11:00 1 0 0 100
('6 ', 'exit_long_normal_w_5_14 ( 6 )') 1 5.12 93.755 0.94 1:34:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.29 92.778 0.93 16 days, 9:24:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 2 2.28 81.625 0.82 0:04:00 2 0 0 100
('2 ', 'exit_long_normal_d_3_96 ( 2 )') 1 3.96 69.822 0.7 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_65 ( 6 )') 1 3.3 57.357 0.57 0:15:00 1 0 0 100
('142 ', 'exit_long_tc_w_3_14 ( 142 )') 1 3.13 56.528 0.57 1:10:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_3_2_m ( 6 )') 1 3.28 56.250 0.56 6:23:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_71 ( 6 )') 1 3.11 54.052 0.54 0:29:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_49 ( 6 )') 1 2.7 53.826 0.54 16:50:00 1 0 0 100
('2 3 ', 'exit_long_normal_d_1_95 ( 2 3 )') 1 1.28 32.779 0.33 5:55:00 1 0 0 100
('4 ', 'exit_long_normal_u_1 ( 4 )') 1 1.75 32.679 0.33 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_87 ( 6 )') 1 1.59 27.699 0.28 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_97 ( 6 )') 1 1.39 25.833 0.26 0:41:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.39 25.690 0.26 0:02:00 1 0 0 100
('3 4 ', 'exit_long_normal_u_1 ( 3 4 )') 1 1.27 23.928 0.24 0:01:00 1 0 0 100
('2 43 ', 'exit_long_normal_d_1_95 ( 2 43 )') 1 1.01 23.335 0.23 1:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_64 ( 6 )') 1 1.34 23.171 0.23 5:10:00 1 0 0 100
('4 141 ', 'exit_long_normal_u_1 ( 4 141 )') 1 1.12 21.130 0.21 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_13 ( 41 )') 1 0.74 20.324 0.2 3:44:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_1 ( 2 3 )') 1 1.02 17.999 0.18 0:04:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 2 0.51 17.470 0.17 0:20:00 2 0 0 100
('41 ', 'exit_long_quick_w_0_1 ( 41 )') 1 0.45 11.571 0.12 1 day, 19:55:00 1 0 0 100
('5 ', 'exit_long_normal_d_0_25 ( 5 )') 1 0.3 7.164 0.07 1:25:00 1 0 0 100
('120 ', 'force_exit') 1 -1.67 -75.658 -0.76 6 days, 18:50:00 0 0 1 0
('6 ', 'force_exit') 2 -0.4 -156.415 -1.56 22 days, 19:35:00 0 0 2 0
('141 ', 'force_exit') 2 -1.32 -354.925 -3.55 23 days, 9:15:00 0 0 2 0
('1 43 ', 'force_exit') 1 -6.06 -692.137 -6.92 15 days, 16:30:00 0 0 1 0
TOTAL 43 3.01 1262.925 12.63 3 days, 3:32:00 37 0 6 86.0

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/09/2021 788.463 3 0 0
02/09/2021 193.348 1 0 0
03/09/2021 0 0 0 0
04/09/2021 0 0 0 0
05/09/2021 11.571 1 0 0
06/09/2021 188.791 3 0 0
07/09/2021 399.957 15 0 0
08/09/2021 540.059 6 0 0
09/09/2021 56.25 1 0 0
10/09/2021 27.699 1 0 0
11/09/2021 71.825 2 0 0
12/09/2021 21.037 1 0 0
13/09/2021 56.528 1 0 0
14/09/2021 93.755 1 0 0
15/09/2021 0 0 0 0
16/09/2021 0 0 0 0
17/09/2021 0 0 0 0
18/09/2021 0 0 0 0
19/09/2021 0 0 0 0
20/09/2021 0 0 0 0
21/09/2021 0 0 0 0
22/09/2021 92.778 1 0 0
23/09/2021 0 0 0 0
24/09/2021 0 0 0 0
25/09/2021 0 0 0 0
26/09/2021 0 0 0 0
27/09/2021 0 0 0 0
28/09/2021 0 0 0 0
29/09/2021 0 0 0 0
30/09/2021 0 0 0 0
01/10/2021 -1279.135 0 0 6

SUMMARY METRICS

Metric Value
Backtesting from 2021-09-01 00:00:00
Backtesting to 2021-10-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 43 / 1.43
Starting balance 10000 USDT
Final balance 11262.925 USDT
Absolute profit 1262.925 USDT
Total profit % 12.63%
CAGR % 325.03%
Sortino 3.35
Sharpe 4.75
Calmar 78.86
Profit factor 1.99
Expectancy (Ratio) 29.37 (0.14)
Avg. daily profit % 0.42%
Avg. stake amount 1657.25 USDT
Total trade volume 71261.749 USDT
Best Pair PRE/USDT 10.00%
Worst Pair VELO/USDT -6.81%
Best trade PRE/USDT 41.25%
Worst trade VELO/USDT -6.06%
Best day 788.463 USDT
Worst day -1279.135 USDT
Days win/draw/lose 13 / 17 / 1
Avg. Duration Winners 13:16:00
Avg. Duration Loser 19 days, 3:30:00
Max Consecutive Wins / Loss 37 / 6
Rejected Entry signals 176
Entry/Exit Timeouts 0 / 0
Min balance 10681.283 USDT
Max balance 12542.06 USDT
Max % of account underwater 10.20%
Absolute Drawdown (Account) 10.20%
Absolute Drawdown 1279.135 USDT
Drawdown high 2542.06 USDT
Drawdown low 1262.925 USDT
Drawdown Start 2021-09-22 21:29:00
Drawdown End 2021-10-01 00:00:00
Market change -1.55%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 43 3.01 1262.925 12.63 3 days, 3:32:00 37 0 6 86.0 1279.135 USDT 10.20%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20211001-20211101

Current Previous v15.1.252 v15.1.240
Average Duration 1 day, 18:00:00 1 day, 18:00:00 1 day, 18:00:00 1 day, 21:07:00
Market Change 32.16 % 32.16 % 32.16 % 32.16 %
Max Drawdown 3.6597 % 3.6597 % 3.6642 % 3.6497 %
Profit Mean 1.19 % 1.19 % 1.16 % 1.15 %
Profit Sum 34.45 % 34.45 % 33.59 % 32.18 %
Profit Total 3.81 % 3.81 % 3.64 % 3.28 %
Trades 29 29 29 28
Win Rate 93.1 % 93.1 % 93.1 % 92.86 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
WIN/USDT 2 3.22 111.294 1.11 0:24:00 2 0 0 100
XLM/USDT 2 1.57 108.572 1.09 6 days, 12:24:00 2 0 0 100
ADA/USDT 3 2.07 104.252 1.04 0:02:00 3 0 0 100
FIL/USDT 2 2.14 69.106 0.69 0:02:00 2 0 0 100
SXP/USDT 2 2.0 67.731 0.68 0:21:00 2 0 0 100
ETC/USDT 2 1.88 48.264 0.48 1 day, 14:59:00 2 0 0 100
KAI/USDT 1 2.56 42.005 0.42 1:09:00 1 0 0 100
ARPA/USDT 3 0.71 36.536 0.37 1:03:00 3 0 0 100
PLU/USDT 1 1.93 36.080 0.36 3:50:00 1 0 0 100
COTI/USDT 2 0.7 25.656 0.26 13:52:00 2 0 0 100
NIM/USDT 1 1.4 25.433 0.25 0:30:00 1 0 0 100
ALGO/USDT 1 1.05 20.722 0.21 0:26:00 1 0 0 100
STX/USDT 1 1.28 20.525 0.21 0:08:00 1 0 0 100
XRP/USDT 1 1.12 18.771 0.19 0:01:00 1 0 0 100
VRA/USDT 1 1.1 17.840 0.18 0:01:00 1 0 0 100
NEO/USDT 1 0.86 14.674 0.15 6:20:00 1 0 0 100
ETH/USDT 1 0.47 7.943 0.08 0:01:00 1 0 0 100
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 1 -1.49 -188.159 -1.88 28 days, 2:10:00 0 0 1 0
AAVE/USDT 1 -7.22 -206.191 -2.06 4 days, 12:00:00 0 0 1 0
TOTAL 29 1.19 381.054 3.81 1 day, 18:00:00 27 0 2 93.1

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETC/USDT 1 1.89 16.235 0.16 3 days, 5:20:00 1 0 0 100
VELO/USDT 1 -1.49 -188.159 -1.88 28 days, 2:10:00 0 0 1 0
AAVE/USDT 1 -7.22 -206.191 -2.06 4 days, 12:00:00 0 0 1 0
TOTAL 3 -2.27 -378.114 -3.78 11 days, 22:30:00 1 0 2 33.3

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
41 7 1.27 153.598 1.54 5:30:00 7 0 0 100
120 2 1.73 97.530 0.98 8 days, 2:54:00 2 0 0 100
141 4 1.38 96.987 0.97 0:12:00 4 0 0 100
141 143 1 3.28 55.012 0.55 0:01:00 1 0 0 100
2 5 6 1 3.05 52.768 0.53 0:33:00 1 0 0 100
4 141 1 3.17 51.081 0.51 0:01:00 1 0 0 100
1 4 43 1 1.25 21.023 0.21 0:02:00 1 0 0 100
142 1 1.28 20.525 0.21 0:08:00 1 0 0 100
141 142 1 0.47 7.943 0.08 0:01:00 1 0 0 100
4 1 0.12 2.003 0.02 0:01:00 1 0 0 100
6 6 1.48 -8.274 -0.08 4 days, 17:19:00 5 0 1 83.3
143 3 -1.66 -169.143 -1.69 1 day, 12:02:00 2 0 1 66.7
TOTAL 29 1.19 381.054 3.81 1 day, 18:00:00 27 0 2 93.1

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 1.58 81.295 0.81 13 days, 0:27:00 1 0 0 100
exit_long_normal_d_3_83 ( 6 ) 1 3.4 58.526 0.59 0:15:00 1 0 0 100
exit_long_tc_u_3 ( 141 143 ) 1 3.28 55.012 0.55 0:01:00 1 0 0 100
exit_profit_long_normal_t_3_1_m ( 2 5 6 ) 1 3.05 52.768 0.53 0:33:00 1 0 0 100
exit_long_normal_u_3 ( 4 141 ) 1 3.17 51.081 0.51 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 2 1.47 48.989 0.49 0:01:00 2 0 0 100
exit_long_tc_d_1_20 ( 141 ) 2 1.3 47.999 0.48 0:24:00 2 0 0 100
exit_long_quick_u_1 ( 41 ) 2 1.3 44.066 0.44 0:06:00 2 0 0 100
exit_long_normal_d_2_97 ( 6 ) 1 2.56 42.005 0.42 1:09:00 1 0 0 100
exit_long_quick_d_2_72 ( 41 ) 1 2.45 41.585 0.42 0:40:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 2 1.12 37.048 0.37 0:02:00 2 0 0 100
exit_long_normal_d_2_69 ( 6 ) 1 1.93 36.080 0.36 3:50:00 1 0 0 100
exit_long_quick_d_1_65 ( 41 ) 1 1.88 32.028 0.32 0:38:00 1 0 0 100
exit_long_normal_d_1_34 ( 6 ) 1 1.4 25.433 0.25 0:30:00 1 0 0 100
exit_long_normal_u_1 ( 1 4 43 ) 1 1.25 21.023 0.21 0:02:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.28 20.525 0.21 0:08:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.1 17.840 0.18 0:01:00 1 0 0 100
exit_long_quick_d_0_38 ( 41 ) 1 0.86 14.674 0.15 6:20:00 1 0 0 100
exit_long_quick_w_0_7 ( 41 ) 1 0.76 13.509 0.14 3:05:00 1 0 0 100
exit_long_tc_u_0 ( 141 142 ) 1 0.47 7.943 0.08 0:01:00 1 0 0 100
exit_long_quick_d_0_35 ( 41 ) 1 0.35 7.736 0.08 1 day, 3:35:00 1 0 0 100
exit_long_normal_u_0 ( 4 ) 1 0.12 2.003 0.02 0:01:00 1 0 0 100
force_exit 3 -2.27 -378.114 -3.78 11 days, 22:30:00 1 0 2 33.3
TOTAL 29 1.19 381.054 3.81 1 day, 18:00:00 27 0 2 93.1

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 1.58 81.295 0.81 13 days, 0:27:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_83 ( 6 )') 1 3.4 58.526 0.59 0:15:00 1 0 0 100
('141 143 ', 'exit_long_tc_u_3 ( 141 143 )') 1 3.28 55.012 0.55 0:01:00 1 0 0 100
('2 5 6 ', 'exit_profit_long_normal_t_3_1_m ( 2 5 6 )') 1 3.05 52.768 0.53 0:33:00 1 0 0 100
('4 141 ', 'exit_long_normal_u_3 ( 4 141 )') 1 3.17 51.081 0.51 0:01:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 2 1.47 48.989 0.49 0:01:00 2 0 0 100
('141 ', 'exit_long_tc_d_1_20 ( 141 )') 2 1.3 47.999 0.48 0:24:00 2 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 2 1.3 44.066 0.44 0:06:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_97 ( 6 )') 1 2.56 42.005 0.42 1:09:00 1 0 0 100
('41 ', 'exit_long_quick_d_2_72 ( 41 )') 1 2.45 41.585 0.42 0:40:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 2 1.12 37.048 0.37 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_69 ( 6 )') 1 1.93 36.080 0.36 3:50:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_65 ( 41 )') 1 1.88 32.028 0.32 0:38:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_34 ( 6 )') 1 1.4 25.433 0.25 0:30:00 1 0 0 100
('1 4 43 ', 'exit_long_normal_u_1 ( 1 4 43 )') 1 1.25 21.023 0.21 0:02:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.28 20.525 0.21 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.1 17.840 0.18 0:01:00 1 0 0 100
('120 ', 'force_exit') 1 1.89 16.235 0.16 3 days, 5:20:00 1 0 0 100
('41 ', 'exit_long_quick_d_0_38 ( 41 )') 1 0.86 14.674 0.15 6:20:00 1 0 0 100
('41 ', 'exit_long_quick_w_0_7 ( 41 )') 1 0.76 13.509 0.14 3:05:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_0 ( 141 142 )') 1 0.47 7.943 0.08 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_d_0_35 ( 41 )') 1 0.35 7.736 0.08 1 day, 3:35:00 1 0 0 100
('4 ', 'exit_long_normal_u_0 ( 4 )') 1 0.12 2.003 0.02 0:01:00 1 0 0 100
('6 ', 'force_exit') 1 -1.49 -188.159 -1.88 28 days, 2:10:00 0 0 1 0
('143 ', 'force_exit') 1 -7.22 -206.191 -2.06 4 days, 12:00:00 0 0 1 0
TOTAL 29 1.19 381.054 3.81 1 day, 18:00:00 27 0 2 93.1

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
06/10/2021 36.08 1 0 0
07/10/2021 25.433 1 0 0
08/10/2021 0 0 0 0
09/10/2021 0 0 0 0
10/10/2021 0 0 0 0
11/10/2021 20.525 1 0 0
12/10/2021 0 0 0 0
13/10/2021 82.615 3 0 0
14/10/2021 17.84 1 0 0
15/10/2021 0 0 0 0
16/10/2021 0 0 0 0
17/10/2021 0 0 0 0
18/10/2021 0 0 0 0
19/10/2021 0 0 0 0
20/10/2021 81.295 1 0 0
21/10/2021 0 0 0 0
22/10/2021 0 0 0 0
23/10/2021 42.005 1 0 0
24/10/2021 0 0 0 0
25/10/2021 0 0 0 0
26/10/2021 0 0 0 0
27/10/2021 334.344 14 0 0
28/10/2021 7.736 1 0 0
29/10/2021 0 0 0 0
30/10/2021 0 0 0 0
31/10/2021 111.294 2 0 0
01/11/2021 -378.114 1 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2021-10-01 00:00:00
Backtesting to 2021-11-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 29 / 0.94
Starting balance 10000 USDT
Final balance 10381.054 USDT
Absolute profit 381.054 USDT
Total profit % 3.81%
CAGR % 55.32%
Sortino 26.05
Sharpe 3.92
Calmar 64.17
Profit factor 1.97
Expectancy (Ratio) 13.14 (0.07)
Avg. daily profit % 0.12%
Avg. stake amount 1523.184 USDT
Total trade volume 44172.325 USDT
Best Pair WIN/USDT 1.11%
Worst Pair AAVE/USDT -2.06%
Best trade WIN/USDT 3.40%
Worst trade AAVE/USDT -7.22%
Best day 334.344 USDT
Worst day -378.114 USDT
Days win/draw/lose 10 / 16 / 1
Avg. Duration Winners 16:08:00
Avg. Duration Loser 16 days, 7:05:00
Max Consecutive Wins / Loss 26 / 1
Rejected Entry signals 4
Entry/Exit Timeouts 0 / 0
Min balance 10036.08 USDT
Max balance 10759.168 USDT
Max % of account underwater 3.66%
Absolute Drawdown (Account) 3.66%
Absolute Drawdown 394.349 USDT
Drawdown high 775.403 USDT
Drawdown low 381.054 USDT
Drawdown Start 2021-11-01 00:00:00
Drawdown End 2021-11-01 00:00:00
Market change 32.16%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 29 1.19 381.054 3.81 1 day, 18:00:00 27 0 2 93.1 394.349 USDT 3.66%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20211101-20211201

Current Previous v15.1.252 v15.1.240
Average Duration 1 day, 14:34:00 1 day, 14:34:00 1 day, 10:29:00 1 day, 9:59:00
Market Change 11.63 % 11.63 % 11.63 % 11.63 %
Max Drawdown 8.6835 % 8.6835 % 8.7365 % 8.7911 %
Profit Mean 1.02 % 1.02 % 1.06 % 1.08 %
Profit Sum 43.8 % 43.8 % 46.55 % 48.48 %
Profit Total 1.21 % 1.21 % 1.48 % 1.86 %
Trades 43 43 44 45
Win Rate 93.02 % 93.02 % 93.18 % 93.33 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 3 1.99 114.307 1.14 2:20:00 3 0 0 100
ATOM/USDT 2 0.81 98.632 0.99 10 days, 0:36:00 2 0 0 100
WIN/USDT 3 1.99 95.853 0.96 0:55:00 3 0 0 100
TEL/USDT 2 1.6 73.602 0.74 3:14:00 2 0 0 100
CKB/USDT 2 1.84 67.780 0.68 1:51:00 2 0 0 100
GRT/USDT 1 1.32 64.581 0.65 4 days, 15:55:00 1 0 0 100
DEGO/USDT 3 1.23 64.333 0.64 0:02:00 3 0 0 100
VET/USDT 2 1.43 61.808 0.62 1:48:00 2 0 0 100
KAI/USDT 3 1.08 60.091 0.6 7:04:00 3 0 0 100
UOS/USDT 1 3.26 54.395 0.54 0:55:00 1 0 0 100
ADA/USDT 2 1.5 52.943 0.53 0:01:00 2 0 0 100
ARPA/USDT 2 1.16 41.074 0.41 0:03:00 2 0 0 100
LTC/USDT 1 1.46 34.443 0.34 3 days, 8:56:00 1 0 0 100
AAVE/USDT 1 1.83 31.227 0.31 0:01:00 1 0 0 100
CHR/USDT 2 0.91 30.988 0.31 0:20:00 2 0 0 100
DAG/USDT 1 0.93 19.364 0.19 1:37:00 1 0 0 100
ONE/USDT 1 1.04 18.410 0.18 0:12:00 1 0 0 100
STX/USDT 1 1.0 18.075 0.18 1:20:00 1 0 0 100
CRO/USDT 1 0.32 5.642 0.06 0:02:00 1 0 0 100
MKR/USDT 1 0.13 2.148 0.02 0:01:00 1 0 0 100
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 5 0.58 -52.106 -0.52 2 days, 13:16:00 4 0 1 80.0
ROSE/USDT 1 -2.14 -386.616 -3.87 12 days, 16:05:00 0 0 1 0
UMA/USDT 2 -2.78 -450.053 -4.5 6 days, 17:55:00 1 0 1 50.0
TOTAL 43 1.02 120.922 1.21 1 day, 14:34:00 40 0 3 93.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 1.32 64.581 0.65 4 days, 15:55:00 1 0 0 100
ALGO/USDT 1 -3.43 -160.467 -1.6 12 days, 17:50:00 0 0 1 0
ROSE/USDT 1 -2.14 -386.616 -3.87 12 days, 16:05:00 0 0 1 0
UMA/USDT 1 -6.6 -479.926 -4.8 12 days, 20:05:00 0 0 1 0
TOTAL 4 -2.71 -962.428 -9.62 10 days, 17:29:00 1 0 3 25.0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 2 1.15 151.767 1.52 12 days, 5:46:00 2 0 0 100
141 5 1.47 136.757 1.37 17:24:00 5 0 0 100
42 2 2.37 82.006 0.82 0:09:00 2 0 0 100
142 2 1.43 61.808 0.62 1:48:00 2 0 0 100
43 2 1.47 50.284 0.5 0:04:00 2 0 0 100
2 3 0.8 42.183 0.42 0:05:00 3 0 0 100
143 2 1.09 38.331 0.38 0:40:00 2 0 0 100
3 4 141 1 1.83 31.227 0.31 0:01:00 1 0 0 100
141 142 1 1.42 24.920 0.25 0:01:00 1 0 0 100
5 1 1.29 22.942 0.23 0:04:00 1 0 0 100
3 1 1.07 18.961 0.19 0:01:00 1 0 0 100
120 141 1 -3.43 -160.467 -1.6 12 days, 17:50:00 0 0 1 0
6 20 0.84 -379.798 -3.8 1 day, 9:36:00 18 0 2 90.0
TOTAL 43 1.02 120.922 1.21 1 day, 14:34:00 40 0 3 93.0

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 0.98 87.187 0.87 19 days, 19:38:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 4 1.18 80.243 0.8 0:07:00 4 0 0 100
exit_long_normal_w_4_12 ( 6 ) 1 3.67 75.065 0.75 6:45:00 1 0 0 100
exit_long_quick_d_3_65 ( 42 ) 1 3.59 61.657 0.62 0:17:00 1 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.25 57.239 0.57 1:50:00 1 0 0 100
exit_long_normal_w_3_10 ( 6 ) 1 3.26 54.395 0.54 0:55:00 1 0 0 100
exit_long_normal_d_3_101 ( 6 ) 1 2.24 50.403 0.5 1:47:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 2 1.47 50.284 0.5 0:04:00 2 0 0 100
exit_long_tc_u_1 ( 141 ) 2 1.3 45.732 0.46 0:05:00 2 0 0 100
exit_long_tc_d_2_20 ( 141 ) 1 2.62 45.136 0.45 0:17:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 2 1.03 36.541 0.37 0:07:00 2 0 0 100
exit_long_tc_d_2_100 ( 141 ) 1 1.46 34.443 0.34 3 days, 8:56:00 1 0 0 100
exit_long_tc_d_1_81 ( 142 ) 1 1.5 32.097 0.32 1:00:00 1 0 0 100
exit_long_normal_u_1 ( 3 4 141 ) 1 1.83 31.227 0.31 0:01:00 1 0 0 100
exit_long_normal_1_1_1 ( 6 ) 1 1.03 29.873 0.3 15:45:00 1 0 0 100
exit_long_normal_d_2_70 ( 6 ) 1 2.16 29.838 0.3 0:20:00 1 0 0 100
exit_long_tc_d_1_95 ( 142 ) 1 1.36 29.712 0.3 2:35:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.42 24.920 0.25 0:01:00 1 0 0 100
exit_long_normal_d_1_90 ( 6 ) 1 0.97 23.199 0.23 4:40:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 1 1.29 22.942 0.23 0:04:00 1 0 0 100
exit_long_normal_d_1_42 ( 6 ) 1 1.23 20.784 0.21 10:40:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 1 1.15 20.348 0.2 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 1 1.18 20.255 0.2 0:01:00 1 0 0 100
exit_long_normal_w_1_3 ( 6 ) 1 0.93 19.364 0.19 1:37:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.07 18.961 0.19 0:01:00 1 0 0 100
exit_long_tc_d_1_3 ( 143 ) 1 1.0 18.075 0.18 1:20:00 1 0 0 100
exit_long_normal_d_1_55 ( 6 ) 1 0.74 17.914 0.18 10:24:00 1 0 0 100
exit_long_tc_d_0_61 ( 141 ) 1 0.64 11.445 0.11 5:35:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.67 11.381 0.11 0:37:00 1 0 0 100
exit_long_normal_w_0_7 ( 6 ) 1 0.43 10.541 0.11 1:52:00 1 0 0 100
exit_long_normal_u_0 ( 2 ) 1 0.32 5.642 0.06 0:02:00 1 0 0 100
exit_long_normal_w_0_9 ( 6 ) 1 0.21 4.358 0.04 2:09:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.13 2.148 0.02 0:01:00 1 0 0 100
force_exit 4 -2.71 -962.428 -9.62 10 days, 17:29:00 1 0 3 25.0
TOTAL 43 1.02 120.922 1.21 1 day, 14:34:00 40 0 3 93.0

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 0.98 87.187 0.87 19 days, 19:38:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 4 1.18 80.243 0.8 0:07:00 4 0 0 100
('6 ', 'exit_long_normal_w_4_12 ( 6 )') 1 3.67 75.065 0.75 6:45:00 1 0 0 100
('120 ', 'force_exit') 1 1.32 64.581 0.65 4 days, 15:55:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_65 ( 42 )') 1 3.59 61.657 0.62 0:17:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.25 57.239 0.57 1:50:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_10 ( 6 )') 1 3.26 54.395 0.54 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_101 ( 6 )') 1 2.24 50.403 0.5 1:47:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 2 1.47 50.284 0.5 0:04:00 2 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 2 1.3 45.732 0.46 0:05:00 2 0 0 100
('141 ', 'exit_long_tc_d_2_20 ( 141 )') 1 2.62 45.136 0.45 0:17:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 2 1.03 36.541 0.37 0:07:00 2 0 0 100
('141 ', 'exit_long_tc_d_2_100 ( 141 )') 1 1.46 34.443 0.34 3 days, 8:56:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_81 ( 142 )') 1 1.5 32.097 0.32 1:00:00 1 0 0 100
('3 4 141 ', 'exit_long_normal_u_1 ( 3 4 141 )') 1 1.83 31.227 0.31 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_1_1_1 ( 6 )') 1 1.03 29.873 0.3 15:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_70 ( 6 )') 1 2.16 29.838 0.3 0:20:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_95 ( 142 )') 1 1.36 29.712 0.3 2:35:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.42 24.920 0.25 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_90 ( 6 )') 1 0.97 23.199 0.23 4:40:00 1 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 1 1.29 22.942 0.23 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_42 ( 6 )') 1 1.23 20.784 0.21 10:40:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 1 1.15 20.348 0.2 0:01:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 1 1.18 20.255 0.2 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_3 ( 6 )') 1 0.93 19.364 0.19 1:37:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.07 18.961 0.19 0:01:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_3 ( 143 )') 1 1.0 18.075 0.18 1:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_55 ( 6 )') 1 0.74 17.914 0.18 10:24:00 1 0 0 100
('141 ', 'exit_long_tc_d_0_61 ( 141 )') 1 0.64 11.445 0.11 5:35:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.67 11.381 0.11 0:37:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_7 ( 6 )') 1 0.43 10.541 0.11 1:52:00 1 0 0 100
('2 ', 'exit_long_normal_u_0 ( 2 )') 1 0.32 5.642 0.06 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_9 ( 6 )') 1 0.21 4.358 0.04 2:09:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.13 2.148 0.02 0:01:00 1 0 0 100
('120 141 ', 'force_exit') 1 -3.43 -160.467 -1.6 12 days, 17:50:00 0 0 1 0
('6 ', 'force_exit') 2 -4.37 -866.542 -8.67 12 days, 18:05:00 0 0 2 0
TOTAL 43 1.02 120.922 1.21 1 day, 14:34:00 40 0 3 93.0

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
04/11/2021 127.997 3 0 0
05/11/2021 0 0 0 0
06/11/2021 0 0 0 0
07/11/2021 57.239 1 0 0
08/11/2021 0 0 0 0
09/11/2021 20.784 1 0 0
10/11/2021 279.395 13 0 0
11/11/2021 0 0 0 0
12/11/2021 0 0 0 0
13/11/2021 0 0 0 0
14/11/2021 0 0 0 0
15/11/2021 0 0 0 0
16/11/2021 383.595 16 0 0
17/11/2021 0 0 0 0
18/11/2021 61.657 1 0 0
19/11/2021 0 0 0 0
20/11/2021 87.187 1 0 0
21/11/2021 0 0 0 0
22/11/2021 0 0 0 0
23/11/2021 0 0 0 0
24/11/2021 19.607 1 0 0
25/11/2021 0 0 0 0
26/11/2021 11.445 1 0 0
27/11/2021 0 0 0 0
28/11/2021 0 0 0 0
29/11/2021 34.443 1 0 0
30/11/2021 0 0 0 0
01/12/2021 -962.428 1 0 3

SUMMARY METRICS

Metric Value
Backtesting from 2021-11-01 00:00:00
Backtesting to 2021-12-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 43 / 1.43
Starting balance 10000 USDT
Final balance 10120.922 USDT
Absolute profit 120.922 USDT
Total profit % 1.21%
CAGR % 15.75%
Sortino 0.57
Sharpe 0.75
Calmar 8.87
Profit factor 1.12
Expectancy (Ratio) 2.81 (0.01)
Avg. daily profit % 0.04%
Avg. stake amount 1667.088 USDT
Total trade volume 71684.787 USDT
Best Pair VRA/USDT 1.14%
Worst Pair UMA/USDT -4.50%
Best trade VRA/USDT 3.67%
Worst trade UMA/USDT -6.60%
Best day 383.595 USDT
Worst day -962.428 USDT
Days win/draw/lose 10 / 17 / 1
Avg. Duration Winners 18:30:00
Avg. Duration Loser 12 days, 18:00:00
Max Consecutive Wins / Loss 39 / 2
Rejected Entry signals 58
Entry/Exit Timeouts 0 / 0
Min balance 10050.403 USDT
Max balance 11083.35 USDT
Max % of account underwater 8.68%
Absolute Drawdown (Account) 8.68%
Absolute Drawdown 962.428 USDT
Drawdown high 1083.35 USDT
Drawdown low 120.922 USDT
Drawdown Start 2021-11-29 17:16:00
Drawdown End 2021-12-01 00:00:00
Market change 11.63%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 43 1.02 120.922 1.21 1 day, 14:34:00 40 0 3 93.0 962.428 USDT 8.68%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20211201-20220101

Current Previous v15.1.252 v15.1.240
Average Duration 3 days, 17:06:00 3 days, 17:06:00 3 days, 14:56:00 3 days, 14:56:00
Market Change -14.57 % -14.57 % -14.57 % -14.57 %
Max Drawdown 16.6905 % 16.6905 % 16.6484 % 16.4654 %
Profit Mean 0.82 % 0.82 % 0.86 % 0.85 %
Profit Sum 30.27 % 30.27 % 32.83 % 32.2 %
Profit Total -9.22 % -9.22 % -8.86 % -8.67 %
Trades 37 37 38 38
Win Rate 89.19 % 89.19 % 89.47 % 89.47 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 5 2.15 172.095 1.72 0:14:00 5 0 0 100
MLK/USDT 1 6.31 106.443 1.06 2:30:00 1 0 0 100
VIDT/USDT 2 3.01 94.740 0.95 7:22:00 2 0 0 100
ROSE/USDT 5 1.11 87.338 0.87 0:18:00 5 0 0 100
LINK/USDT 1 1.16 85.555 0.86 14 days, 8:31:00 1 0 0 100
STX/USDT 3 1.13 67.023 0.67 6:54:00 3 0 0 100
EWT/USDT 4 0.97 61.665 0.62 5:47:00 4 0 0 100
ATOM/USDT 2 1.96 58.695 0.59 0:59:00 2 0 0 100
ONE/USDT 2 1.34 42.067 0.42 0:56:00 2 0 0 100
KAI/USDT 1 1.71 28.205 0.28 0:04:00 1 0 0 100
DOT/USDT 1 0.48 25.534 0.26 15 days, 1:50:00 1 0 0 100
GRT/USDT 1 1.38 23.097 0.23 0:01:00 1 0 0 100
PLU/USDT 1 1.34 22.425 0.22 0:03:00 1 0 0 100
LTC/USDT 1 1.01 16.981 0.17 0:02:00 1 0 0 100
PRE/USDT 1 0.49 7.252 0.07 0:01:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 1 -2.86 -351.898 -3.52 27 days, 19:05:00 0 0 1 0
DASH/USDT 1 -3.94 -396.560 -3.97 27 days, 19:05:00 0 0 1 0
VELO/USDT 2 -4.71 -446.974 -4.47 10 days, 20:40:00 1 0 1 50.0
VET/USDT 2 -1.81 -626.164 -6.26 13 days, 21:33:00 1 0 1 50.0
TOTAL 37 0.82 -922.478 -9.22 3 days, 17:06:00 33 0 4 89.2

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DOT/USDT 1 0.48 25.534 0.26 15 days, 1:50:00 1 0 0 100
DGB/USDT 1 -2.86 -351.898 -3.52 27 days, 19:05:00 0 0 1 0
DASH/USDT 1 -3.94 -396.560 -3.97 27 days, 19:05:00 0 0 1 0
VELO/USDT 1 -9.73 -452.370 -4.52 21 days, 17:20:00 0 0 1 0
VET/USDT 1 -4.65 -643.333 -6.43 27 days, 19:05:00 0 0 1 0
TOTAL 5 -4.14 -1818.627 -18.19 24 days, 0:53:00 1 0 4 20.0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 2 0.82 111.089 1.11 14 days, 17:10:00 2 0 0 100
142 4 1.0 78.535 0.79 5:10:00 4 0 0 100
6 142 1 2.88 42.428 0.42 1:55:00 1 0 0 100
141 2 1.2 40.266 0.4 0:01:00 2 0 0 100
4 6 1 1.83 30.302 0.3 0:02:00 1 0 0 100
143 1 1.48 21.736 0.22 0:07:00 1 0 0 100
42 1 1.19 18.632 0.19 5:35:00 1 0 0 100
5 1 0.54 11.040 0.11 17:05:00 1 0 0 100
3 43 1 0.49 7.252 0.07 0:01:00 1 0 0 100
6 19 0.82 -350.092 -3.5 2 days, 15:41:00 17 0 2 89.5
3 4 -0.44 -933.667 -9.34 13 days, 21:47:00 2 0 2 50.0
TOTAL 37 0.82 -922.478 -9.22 3 days, 17:06:00 33 0 4 89.2

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 8 1.33 168.416 1.68 0:09:00 8 0 0 100
exit_profit_long_normal_t_6_1_m ( 6 ) 1 6.31 106.443 1.06 2:30:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.16 85.555 0.86 14 days, 8:31:00 1 0 0 100
exit_long_normal_d_4_60 ( 3 ) 1 4.16 61.908 0.62 0:54:00 1 0 0 100
exit_long_normal_d_3_20 ( 6 ) 1 3.05 47.049 0.47 0:33:00 1 0 0 100
exit_long_normal_u_2 ( 3 ) 1 2.67 44.317 0.44 0:03:00 1 0 0 100
exit_long_normal_d_2_49 ( 6 142 ) 1 2.88 42.428 0.42 1:55:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 2 1.2 40.266 0.4 0:01:00 2 0 0 100
exit_long_tc_d_2_55 ( 142 ) 1 1.27 34.387 0.34 18:00:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 2 1.03 33.249 0.33 0:02:00 2 0 0 100
exit_long_normal_w_2_2 ( 6 ) 1 1.86 32.832 0.33 13:50:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.07 31.920 0.32 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 4 6 ) 1 1.83 30.302 0.3 0:02:00 1 0 0 100
exit_long_normal_d_1_44 ( 6 ) 1 1.57 23.139 0.23 1:45:00 1 0 0 100
exit_long_tc_d_1_20 ( 143 ) 1 1.48 21.736 0.22 0:07:00 1 0 0 100
exit_long_quick_d_1_26 ( 42 ) 1 1.19 18.632 0.19 5:35:00 1 0 0 100
exit_long_normal_d_1_70 ( 6 ) 1 1.14 18.507 0.19 0:32:00 1 0 0 100
exit_long_normal_d_1_27 ( 6 ) 1 1.03 17.068 0.17 1:03:00 1 0 0 100
exit_long_normal_d_0_100 ( 5 ) 1 0.54 11.040 0.11 17:05:00 1 0 0 100
exit_profit_long_tc_t_0_1_m ( 142 ) 1 0.65 10.900 0.11 2:35:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 2 0.27 8.801 0.09 0:01:00 2 0 0 100
exit_long_normal_u_0 ( 3 43 ) 1 0.49 7.252 0.07 0:01:00 1 0 0 100
force_exit 5 -4.14 -1818.627 -18.19 24 days, 0:53:00 1 0 4 20.0
TOTAL 37 0.82 -922.478 -9.22 3 days, 17:06:00 33 0 4 89.2

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 8 1.33 168.416 1.68 0:09:00 8 0 0 100
('6 ', 'exit_profit_long_normal_t_6_1_m ( 6 )') 1 6.31 106.443 1.06 2:30:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.16 85.555 0.86 14 days, 8:31:00 1 0 0 100
('3 ', 'exit_long_normal_d_4_60 ( 3 )') 1 4.16 61.908 0.62 0:54:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_20 ( 6 )') 1 3.05 47.049 0.47 0:33:00 1 0 0 100
('3 ', 'exit_long_normal_u_2 ( 3 )') 1 2.67 44.317 0.44 0:03:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_2_49 ( 6 142 )') 1 2.88 42.428 0.42 1:55:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 2 1.2 40.266 0.4 0:01:00 2 0 0 100
('142 ', 'exit_long_tc_d_2_55 ( 142 )') 1 1.27 34.387 0.34 18:00:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 2 1.03 33.249 0.33 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_w_2_2 ( 6 )') 1 1.86 32.832 0.33 13:50:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.07 31.920 0.32 0:02:00 1 0 0 100
('4 6 ', 'exit_long_normal_u_1 ( 4 6 )') 1 1.83 30.302 0.3 0:02:00 1 0 0 100
('120 ', 'force_exit') 1 0.48 25.534 0.26 15 days, 1:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_44 ( 6 )') 1 1.57 23.139 0.23 1:45:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 1 1.48 21.736 0.22 0:07:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_26 ( 42 )') 1 1.19 18.632 0.19 5:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_70 ( 6 )') 1 1.14 18.507 0.19 0:32:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_27 ( 6 )') 1 1.03 17.068 0.17 1:03:00 1 0 0 100
('5 ', 'exit_long_normal_d_0_100 ( 5 )') 1 0.54 11.040 0.11 17:05:00 1 0 0 100
('142 ', 'exit_profit_long_tc_t_0_1_m ( 142 )') 1 0.65 10.900 0.11 2:35:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 2 0.27 8.801 0.09 0:01:00 2 0 0 100
('3 43 ', 'exit_long_normal_u_0 ( 3 43 )') 1 0.49 7.252 0.07 0:01:00 1 0 0 100
('6 ', 'force_exit') 2 -6.3 -804.268 -8.04 24 days, 18:12:00 0 0 2 0
('3 ', 'force_exit') 2 -4.29 -1039.893 -10.4 27 days, 19:05:00 0 0 2 0
TOTAL 37 0.82 -922.478 -9.22 3 days, 17:06:00 33 0 4 89.2

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/12/2021 199.565 8 0 0
04/12/2021 206.787 7 0 0
05/12/2021 37.07 2 0 0
06/12/2021 171.076 6 0 0
07/12/2021 32.832 1 0 0
08/12/2021 0 0 0 0
09/12/2021 50.427 2 0 0
10/12/2021 16.267 1 0 0
11/12/2021 47.049 1 0 0
12/12/2021 0 0 0 0
13/12/2021 31.993 2 0 0
14/12/2021 0 0 0 0
15/12/2021 0 0 0 0
16/12/2021 85.555 1 0 0
17/12/2021 0 0 0 0
18/12/2021 0 0 0 0
19/12/2021 0 0 0 0
20/12/2021 0 0 0 0
21/12/2021 0 0 0 0
22/12/2021 0 0 0 0
23/12/2021 0 0 0 0
24/12/2021 0 0 0 0
25/12/2021 0 0 0 0
26/12/2021 0 0 0 0
27/12/2021 0 0 0 0
28/12/2021 0 0 0 0
29/12/2021 0 0 0 0
30/12/2021 0 0 0 0
31/12/2021 17.527 1 0 0
01/01/2022 -1818.627 1 0 4

SUMMARY METRICS

Metric Value
Backtesting from 2021-12-01 00:00:00
Backtesting to 2022-01-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 37 / 1.19
Starting balance 10000 USDT
Final balance 9077.522 USDT
Absolute profit -922.478 USDT
Total profit % -9.22%
CAGR % -68.00%
Sortino -5.12
Sharpe -3.61
Calmar -34.06
Profit factor 0.50
Expectancy (Ratio) -24.93 (-0.05)
Avg. daily profit % -0.30%
Avg. stake amount 1523.697 USDT
Total trade volume 56376.794 USDT
Best Pair VRA/USDT 1.72%
Worst Pair VELO/USDT -4.47%
Best trade MLK/USDT 6.31%
Worst trade VELO/USDT -9.73%
Best day 206.787 USDT
Worst day -1818.627 USDT
Days win/draw/lose 11 / 18 / 1
Avg. Duration Winners 23:28:00
Avg. Duration Loser 26 days, 6:39:00
Max Consecutive Wins / Loss 32 / 2
Rejected Entry signals 147
Entry/Exit Timeouts 0 / 0
Min balance 9077.522 USDT
Max balance 10896.149 USDT
Max % of account underwater 16.69%
Absolute Drawdown (Account) 16.69%
Absolute Drawdown 1818.627 USDT
Drawdown high 896.149 USDT
Drawdown low -922.478 USDT
Drawdown Start 2021-12-31 19:33:00
Drawdown End 2022-01-01 00:00:00
Market change -14.57%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 37 0.82 -922.478 -9.22 3 days, 17:06:00 33 0 4 89.2 1818.627 USDT 16.69%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220101-20220201

Current Previous v15.1.252 v15.1.240
Average Duration 12:47:00 12:47:00 15:10:00 15:12:00
Market Change -27.34 % -27.34 % -27.34 % -27.34 %
Max Drawdown 1.8819 % 1.8819 % 2.9145 % 2.7595 %
Profit Mean 1.6 % 1.6 % 1.5 % 1.5 %
Profit Sum 83.07 % 83.07 % 77.78 % 77.97 %
Profit Total 13.85 % 13.85 % 12.43 % 12.66 %
Trades 52 52 52 52
Win Rate 98.08 % 98.08 % 96.15 % 96.15 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 4 2.72 197.093 1.97 2:39:00 4 0 0 100
UOS/USDT 2 3.5 125.027 1.25 0:55:00 2 0 0 100
PLU/USDT 2 2.83 106.437 1.06 1:08:00 2 0 0 100
GRT/USDT 3 1.84 99.750 1.0 0:12:00 3 0 0 100
ONE/USDT 3 1.78 91.879 0.92 0:30:00 3 0 0 100
ALGO/USDT 4 1.26 89.585 0.9 0:43:00 4 0 0 100
TEL/USDT 3 1.62 86.982 0.87 0:16:00 3 0 0 100
LINK/USDT 1 1.92 83.274 0.83 4 days, 18:56:00 1 0 0 100
STX/USDT 3 1.48 78.464 0.78 0:54:00 3 0 0 100
AAVE/USDT 3 1.45 72.525 0.73 0:03:00 3 0 0 100
VIDT/USDT 1 2.79 71.371 0.71 1 day, 5:00:00 1 0 0 100
ROSE/USDT 2 1.52 60.109 0.6 0:42:00 2 0 0 100
ATOM/USDT 3 1.02 58.784 0.59 0:14:00 3 0 0 100
VET/USDT 1 3.2 58.067 0.58 0:15:00 1 0 0 100
VELO/USDT 3 1.09 56.149 0.56 1:25:00 3 0 0 100
COTI/USDT 3 0.99 52.387 0.52 1:15:00 3 0 0 100
ONT/USDT 1 2.75 51.211 0.51 0:08:00 1 0 0 100
DOT/USDT 2 1.08 36.970 0.37 0:03:00 2 0 0 100
CHR/USDT 1 1.39 34.024 0.34 6 days, 18:00:00 1 0 0 100
FIL/USDT 2 1.42 23.985 0.24 1:48:00 2 0 0 100
LTC/USDT 1 1.32 23.239 0.23 0:07:00 1 0 0 100
DIA/USDT 1 1.17 21.835 0.22 0:14:00 1 0 0 100
ETH/USDT 1 1.02 18.111 0.18 0:04:00 1 0 0 100
UMA/USDT 1 0.35 6.016 0.06 0:02:00 1 0 0 100
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 1 -3.25 -218.362 -2.18 13 days, 9:10:00 0 0 1 0
TOTAL 52 1.6 1384.916 13.85 12:47:00 51 0 1 98.1

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ADA/USDT 1 -3.25 -218.362 -2.18 13 days, 9:10:00 0 0 1 0
TOTAL 1 -3.25 -218.362 -2.18 13 days, 9:10:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 17 1.87 608.392 6.08 12:20:00 17 0 0 100
42 6 2.45 268.218 2.68 1:20:00 6 0 0 100
142 8 1.73 224.058 2.24 0:55:00 8 0 0 100
143 7 1.3 160.578 1.61 0:26:00 7 0 0 100
141 5 1.4 117.552 1.18 0:03:00 5 0 0 100
2 3 2 1.31 47.006 0.47 0:08:00 2 0 0 100
3 2 0.94 32.193 0.32 0:11:00 2 0 0 100
2 3 6 1 1.31 22.920 0.23 0:02:00 1 0 0 100
120 141 1 1.14 20.035 0.2 0:02:00 1 0 0 100
141 142 1 1.04 19.051 0.19 0:07:00 1 0 0 100
120 2 -0.67 -135.087 -1.35 9 days, 2:03:00 1 0 1 50.0
TOTAL 52 1.6 1384.916 13.85 12:47:00 51 0 1 98.1

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 6 1.18 122.890 1.23 0:06:00 6 0 0 100
exit_long_tc_u_1 ( 143 ) 5 1.3 115.156 1.15 0:06:00 5 0 0 100
exit_long_normal_w_6_2 ( 6 ) 1 6.25 113.392 1.13 9:35:00 1 0 0 100
exit_long_quick_d_5_84 ( 42 ) 1 5.21 92.049 0.92 0:35:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 4 1.23 87.501 0.88 0:09:00 4 0 0 100
exit_long_grind_g ( 120 ) 1 1.92 83.274 0.83 4 days, 18:56:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 4 1.19 80.066 0.8 0:03:00 4 0 0 100
exit_long_normal_d_3_35 ( 6 ) 1 2.79 71.371 0.71 1 day, 5:00:00 1 0 0 100
exit_long_tc_d_3_65 ( 142 ) 1 3.2 58.067 0.58 0:15:00 1 0 0 100
exit_long_normal_d_3_42 ( 6 ) 1 3.03 57.048 0.57 1:31:00 1 0 0 100
exit_long_normal_u_3 ( 6 ) 1 3.01 53.925 0.54 0:34:00 1 0 0 100
exit_long_quick_d_3_81 ( 42 ) 1 3.08 53.801 0.54 1:20:00 1 0 0 100
exit_long_tc_u_3 ( 142 ) 1 3.01 53.726 0.54 0:13:00 1 0 0 100
exit_long_quick_d_2_65 ( 42 ) 1 2.75 51.211 0.51 0:08:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 6 ) 1 2.63 49.389 0.49 0:45:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 ) 2 1.31 47.006 0.47 0:08:00 2 0 0 100
exit_long_normal_d_2_65 ( 6 ) 1 2.48 46.002 0.46 0:54:00 1 0 0 100
exit_long_tc_u_2 ( 141 ) 1 2.24 37.486 0.37 0:02:00 1 0 0 100
exit_long_normal_w_2_1 ( 6 ) 1 1.39 34.024 0.34 6 days, 18:00:00 1 0 0 100
exit_long_quick_d_1_13 ( 42 ) 1 1.78 32.978 0.33 1:15:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 1 1.72 31.432 0.31 0:10:00 1 0 0 100
exit_long_quick_w_1_11 ( 42 ) 1 1.31 28.677 0.29 1:15:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.56 26.282 0.26 0:08:00 1 0 0 100
exit_long_tc_d_1_20 ( 143 ) 1 1.47 24.526 0.25 0:11:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 6 ) 1 1.31 22.920 0.23 0:02:00 1 0 0 100
exit_long_tc_d_1_73 ( 143 ) 1 1.1 20.896 0.21 2:22:00 1 0 0 100
exit_long_tc_d_1_85 ( 142 ) 1 1.01 20.814 0.21 2:40:00 1 0 0 100
exit_long_tc_u_1 ( 120 141 ) 1 1.14 20.035 0.2 0:02:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.04 19.051 0.19 0:07:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 ) 1 0.86 18.207 0.18 0:22:00 1 0 0 100
exit_long_quick_d_0_3 ( 42 ) 1 0.54 9.503 0.1 3:30:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.35 6.016 0.06 0:02:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 3 ) 1 0.32 5.911 0.06 0:14:00 1 0 0 100
exit_long_normal_d_0_38 ( 6 ) 1 0.26 4.696 0.05 4:05:00 1 0 0 100
exit_long_tc_d_1_13 ( 142 ) 1 1.7 3.950 0.04 3:35:00 1 0 0 100
force_exit 1 -3.25 -218.362 -2.18 13 days, 9:10:00 0 0 1 0
TOTAL 52 1.6 1384.916 13.85 12:47:00 51 0 1 98.1

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 6 1.18 122.890 1.23 0:06:00 6 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 5 1.3 115.156 1.15 0:06:00 5 0 0 100
('6 ', 'exit_long_normal_w_6_2 ( 6 )') 1 6.25 113.392 1.13 9:35:00 1 0 0 100
('42 ', 'exit_long_quick_d_5_84 ( 42 )') 1 5.21 92.049 0.92 0:35:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 4 1.23 87.501 0.88 0:09:00 4 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.92 83.274 0.83 4 days, 18:56:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 4 1.19 80.066 0.8 0:03:00 4 0 0 100
('6 ', 'exit_long_normal_d_3_35 ( 6 )') 1 2.79 71.371 0.71 1 day, 5:00:00 1 0 0 100
('142 ', 'exit_long_tc_d_3_65 ( 142 )') 1 3.2 58.067 0.58 0:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 1 3.03 57.048 0.57 1:31:00 1 0 0 100
('6 ', 'exit_long_normal_u_3 ( 6 )') 1 3.01 53.925 0.54 0:34:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_81 ( 42 )') 1 3.08 53.801 0.54 1:20:00 1 0 0 100
('142 ', 'exit_long_tc_u_3 ( 142 )') 1 3.01 53.726 0.54 0:13:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_65 ( 42 )') 1 2.75 51.211 0.51 0:08:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_1_m ( 6 )') 1 2.63 49.389 0.49 0:45:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_1 ( 2 3 )') 2 1.31 47.006 0.47 0:08:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_65 ( 6 )') 1 2.48 46.002 0.46 0:54:00 1 0 0 100
('141 ', 'exit_long_tc_u_2 ( 141 )') 1 2.24 37.486 0.37 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_1 ( 6 )') 1 1.39 34.024 0.34 6 days, 18:00:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_13 ( 42 )') 1 1.78 32.978 0.33 1:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 1 1.72 31.432 0.31 0:10:00 1 0 0 100
('42 ', 'exit_long_quick_w_1_11 ( 42 )') 1 1.31 28.677 0.29 1:15:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.56 26.282 0.26 0:08:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 1 1.47 24.526 0.25 0:11:00 1 0 0 100
('2 3 6 ', 'exit_long_normal_u_1 ( 2 3 6 )') 1 1.31 22.920 0.23 0:02:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_73 ( 143 )') 1 1.1 20.896 0.21 2:22:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_85 ( 142 )') 1 1.01 20.814 0.21 2:40:00 1 0 0 100
('120 141 ', 'exit_long_tc_u_1 ( 120 141 )') 1 1.14 20.035 0.2 0:02:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.04 19.051 0.19 0:07:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_20 ( 6 )') 1 0.86 18.207 0.18 0:22:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_3 ( 42 )') 1 0.54 9.503 0.1 3:30:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.35 6.016 0.06 0:02:00 1 0 0 100
('3 ', 'exit_profit_long_normal_t_0_2_m ( 3 )') 1 0.32 5.911 0.06 0:14:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_38 ( 6 )') 1 0.26 4.696 0.05 4:05:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_13 ( 142 )') 1 1.7 3.950 0.04 3:35:00 1 0 0 100
('120 ', 'force_exit') 1 -3.25 -218.362 -2.18 13 days, 9:10:00 0 0 1 0
TOTAL 52 1.6 1384.916 13.85 12:47:00 51 0 1 98.1

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
05/01/2022 288.178 11 0 0
06/01/2022 0 0 0 0
07/01/2022 0 0 0 0
08/01/2022 0 0 0 0
09/01/2022 0 0 0 0
10/01/2022 108.531 3 0 0
11/01/2022 0 0 0 0
12/01/2022 34.024 1 0 0
13/01/2022 0 0 0 0
14/01/2022 0 0 0 0
15/01/2022 25.171 1 0 0
16/01/2022 0 0 0 0
17/01/2022 113.392 1 0 0
18/01/2022 0 0 0 0
19/01/2022 20.814 1 0 0
20/01/2022 0 0 0 0
21/01/2022 466.114 15 0 0
22/01/2022 341.498 13 0 0
23/01/2022 71.371 1 0 0
24/01/2022 0 0 0 0
25/01/2022 0 0 0 0
26/01/2022 27.746 2 0 0
27/01/2022 0 0 0 0
28/01/2022 106.437 2 0 0
29/01/2022 0 0 0 0
30/01/2022 0 0 0 0
31/01/2022 0 0 0 0
01/02/2022 -218.362 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2022-01-01 00:00:00
Backtesting to 2022-02-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 52 / 1.68
Starting balance 10000 USDT
Final balance 11384.916 USDT
Absolute profit 1384.916 USDT
Total profit % 13.85%
CAGR % 360.51%
Sortino -100.00
Sharpe 20.98
Calmar 453.54
Profit factor 7.34
Expectancy (Ratio) 26.63 (0.12)
Avg. daily profit % 0.45%
Avg. stake amount 1705.15 USDT
Total trade volume 88667.817 USDT
Best Pair VRA/USDT 1.97%
Worst Pair ADA/USDT -2.18%
Best trade VRA/USDT 6.25%
Worst trade ADA/USDT -3.25%
Best day 466.114 USDT
Worst day -218.362 USDT
Days win/draw/lose 11 / 16 / 1
Avg. Duration Winners 6:45:00
Avg. Duration Loser 13 days, 9:10:00
Max Consecutive Wins / Loss 51 / 1
Rejected Entry signals 66
Entry/Exit Timeouts 0 / 0
Min balance 10018.838 USDT
Max balance 11603.277 USDT
Max % of account underwater 1.88%
Absolute Drawdown (Account) 1.88%
Absolute Drawdown 218.362 USDT
Drawdown high 1603.277 USDT
Drawdown low 1384.916 USDT
Drawdown Start 2022-01-28 16:11:00
Drawdown End 2022-02-01 00:00:00
Market change -27.34%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 52 1.60 1384.916 13.85 12:47:00 51 0 1 98.1 218.362 USDT 1.88%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220201-20220301

Current Previous v15.1.252 v15.1.240
Average Duration 1 day, 3:28:00 1 day, 3:28:00 1 day, 3:36:00 1 day, 3:36:00
Market Change 0.19 % 0.19 % 0.19 % 0.19 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.51 % 1.51 % 1.55 % 1.55 %
Profit Sum 31.61 % 31.61 % 32.56 % 32.59 %
Profit Total 6.19 % 6.19 % 6.38 % 6.35 %
Trades 21 21 21 21
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DIA/USDT 1 5.58 115.284 1.15 2:45:00 1 0 0 100
VRA/USDT 4 1.51 101.844 1.02 0:18:00 4 0 0 100
TEL/USDT 3 1.98 100.761 1.01 0:06:00 3 0 0 100
ATOM/USDT 1 1.19 82.759 0.83 23 days, 0:26:00 1 0 0 100
VELO/USDT 1 3.05 50.507 0.51 0:14:00 1 0 0 100
DEGO/USDT 4 0.55 39.208 0.39 1:00:00 4 0 0 100
NWC/USDT 1 1.41 23.724 0.24 1:14:00 1 0 0 100
SXP/USDT 1 1.29 21.740 0.22 2:07:00 1 0 0 100
ADA/USDT 1 1.28 21.535 0.22 0:07:00 1 0 0 100
COTI/USDT 1 1.18 19.802 0.2 0:01:00 1 0 0 100
XRP/USDT 1 1.17 19.680 0.2 0:16:00 1 0 0 100
DOT/USDT 1 1.13 18.909 0.19 0:28:00 1 0 0 100
UOS/USDT 1 0.17 2.797 0.03 11:31:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 21 1.51 618.549 6.19 1 day, 3:28:00 21 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 8 1.97 265.736 2.66 1:39:00 8 0 0 100
1 1 5.58 115.284 1.15 2:45:00 1 0 0 100
120 1 1.19 82.759 0.83 23 days, 0:26:00 1 0 0 100
3 3 0.66 33.699 0.34 0:26:00 3 0 0 100
41 3 0.59 32.012 0.32 1:20:00 3 0 0 100
42 1 1.29 21.740 0.22 2:07:00 1 0 0 100
141 1 1.28 21.535 0.22 0:07:00 1 0 0 100
6 142 1 1.17 19.680 0.2 0:16:00 1 0 0 100
142 1 1.13 18.909 0.19 0:28:00 1 0 0 100
1 3 4 41 43 1 0.43 7.196 0.07 0:01:00 1 0 0 100
TOTAL 21 1.51 618.549 6.19 1 day, 3:28:00 21 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_w_6_12 ( 1 ) 1 5.58 115.284 1.15 2:45:00 1 0 0 100
exit_long_normal_u_5 ( 6 ) 1 5.36 90.787 0.91 0:14:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.19 82.759 0.83 23 days, 0:26:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.31 65.858 0.66 0:06:00 3 0 0 100
exit_long_normal_u_3 ( 6 ) 1 3.05 50.507 0.51 0:14:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.26 38.064 0.38 0:18:00 1 0 0 100
exit_long_normal_d_1_27 ( 3 ) 1 1.41 23.724 0.24 1:14:00 1 0 0 100
exit_long_quick_d_1_38 ( 42 ) 1 1.29 21.740 0.22 2:07:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.28 21.535 0.22 0:07:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.17 19.680 0.2 0:16:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.13 18.909 0.19 0:28:00 1 0 0 100
exit_long_quick_d_1_38 ( 41 ) 1 0.9 17.725 0.18 3:57:00 1 0 0 100
exit_long_normal_d_1_63 ( 6 ) 1 1.02 17.724 0.18 0:36:00 1 0 0 100
exit_long_quick_u_0 ( 41 ) 2 0.43 14.287 0.14 0:02:00 2 0 0 100
exit_long_normal_u_0 ( 3 ) 2 0.28 9.974 0.1 0:02:00 2 0 0 100
exit_long_normal_u_0 ( 1 3 4 41 43 ) 1 0.43 7.196 0.07 0:01:00 1 0 0 100
exit_long_normal_d_0_100 ( 6 ) 1 0.17 2.797 0.03 11:31:00 1 0 0 100
TOTAL 21 1.51 618.549 6.19 1 day, 3:28:00 21 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('1 ', 'exit_long_normal_w_6_12 ( 1 )') 1 5.58 115.284 1.15 2:45:00 1 0 0 100
('6 ', 'exit_long_normal_u_5 ( 6 )') 1 5.36 90.787 0.91 0:14:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.19 82.759 0.83 23 days, 0:26:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.31 65.858 0.66 0:06:00 3 0 0 100
('6 ', 'exit_long_normal_u_3 ( 6 )') 1 3.05 50.507 0.51 0:14:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.26 38.064 0.38 0:18:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_27 ( 3 )') 1 1.41 23.724 0.24 1:14:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_38 ( 42 )') 1 1.29 21.740 0.22 2:07:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.28 21.535 0.22 0:07:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.17 19.680 0.2 0:16:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.13 18.909 0.19 0:28:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_38 ( 41 )') 1 0.9 17.725 0.18 3:57:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_63 ( 6 )') 1 1.02 17.724 0.18 0:36:00 1 0 0 100
('41 ', 'exit_long_quick_u_0 ( 41 )') 2 0.43 14.287 0.14 0:02:00 2 0 0 100
('3 ', 'exit_long_normal_u_0 ( 3 )') 2 0.28 9.974 0.1 0:02:00 2 0 0 100
('1 3 4 41 43 ', 'exit_long_normal_u_0 ( 1 3 4 41 43 )') 1 0.43 7.196 0.07 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_100 ( 6 )') 1 0.17 2.797 0.03 11:31:00 1 0 0 100
TOTAL 21 1.51 618.549 6.19 1 day, 3:28:00 21 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
08/02/2022 50.507 1 0 0
09/02/2022 0 0 0 0
10/02/2022 58.116 5 0 0
11/02/2022 0 0 0 0
12/02/2022 0 0 0 0
13/02/2022 0 0 0 0
14/02/2022 0 0 0 0
15/02/2022 0 0 0 0
16/02/2022 0 0 0 0
17/02/2022 0 0 0 0
18/02/2022 19.802 1 0 0
19/02/2022 0 0 0 0
20/02/2022 19.873 1 0 0
21/02/2022 19.68 1 0 0
22/02/2022 26.521 2 0 0
23/02/2022 0 0 0 0
24/02/2022 331.317 7 0 0
25/02/2022 82.759 1 0 0
26/02/2022 0 0 0 0
27/02/2022 9.974 2 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2022-02-01 00:00:00
Backtesting to 2022-03-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 21 / 0.75
Starting balance 10000 USDT
Final balance 10618.549 USDT
Absolute profit 618.549 USDT
Total profit % 6.19%
CAGR % 118.66%
Sortino -100.00
Sharpe 14.12
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 29.45 (100.00)
Avg. daily profit % 0.22%
Avg. stake amount 1665.997 USDT
Total trade volume 34985.937 USDT
Best Pair VRA/USDT 1.02%
Worst Pair AAVE/USDT 0.00%
Best trade DIA/USDT 5.58%
Worst trade DEGO/USDT 0.14%
Best day 331.317 USDT
Worst day 0 USDT
Days win/draw/lose 9 / 11 / 0
Avg. Duration Winners 1 day, 3:28:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 21 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 0.19%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 21 1.51 618.549 6.19 1 day, 3:28:00 21 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220301-20220401

Current Previous v15.1.252 v15.1.240
Average Duration 2 days, 7:42:00 2 days, 7:42:00 2 days, 7:42:00 2 days, 7:56:00
Market Change 24.47 % 24.47 % 24.47 % 24.47 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.65 % 1.65 % 1.65 % 1.67 %
Profit Sum 19.82 % 19.82 % 19.82 % 19.99 %
Profit Total 4.55 % 4.55 % 4.55 % 4.49 %
Trades 12 12 12 12
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 2 1.68 179.738 1.8 12 days, 7:04:00 2 0 0 100
STX/USDT 2 2.76 91.814 0.92 2:06:00 2 0 0 100
DEGO/USDT 2 1.58 53.069 0.53 0:56:00 2 0 0 100
FIL/USDT 2 1.47 50.449 0.5 0:02:00 2 0 0 100
ETC/USDT 1 1.58 27.116 0.27 0:01:00 1 0 0 100
TEL/USDT 1 1.5 25.391 0.25 0:01:00 1 0 0 100
CHR/USDT 1 1.32 22.713 0.23 0:01:00 1 0 0 100
UNI/USDT 1 0.45 4.636 0.05 3 days, 0:05:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 12 1.65 454.926 4.55 2 days, 7:42:00 12 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UNI/USDT 1 0.45 4.636 0.05 3 days, 0:05:00 1 0 0 100
TOTAL 1 0.45 4.636 0.05 3 days, 0:05:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 3 1.27 184.374 1.84 9 days, 4:44:00 3 0 0 100
6 5 1.79 151.546 1.52 0:21:00 5 0 0 100
142 1 3.61 60.213 0.6 3:47:00 1 0 0 100
2 2 0.93 31.678 0.32 0:19:00 2 0 0 100
2 3 142 1 1.58 27.116 0.27 0:01:00 1 0 0 100
TOTAL 12 1.65 454.926 4.55 2 days, 7:42:00 12 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 2 1.68 179.738 1.8 12 days, 7:04:00 2 0 0 100
exit_long_tc_d_3_88 ( 142 ) 1 3.61 60.213 0.6 3:47:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.45 49.796 0.5 0:02:00 2 0 0 100
exit_long_normal_w_2_3 ( 6 ) 1 2.65 44.757 0.45 1:15:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.9 31.602 0.32 0:25:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 142 ) 1 1.58 27.116 0.27 0:01:00 1 0 0 100
exit_long_normal_o_1 ( 6 ) 1 1.5 25.391 0.25 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.36 23.366 0.23 0:01:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 2 ) 1 0.5 8.312 0.08 0:37:00 1 0 0 100
force_exit 1 0.45 4.636 0.05 3 days, 0:05:00 1 0 0 100
TOTAL 12 1.65 454.926 4.55 2 days, 7:42:00 12 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 2 1.68 179.738 1.8 12 days, 7:04:00 2 0 0 100
('142 ', 'exit_long_tc_d_3_88 ( 142 )') 1 3.61 60.213 0.6 3:47:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.45 49.796 0.5 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_w_2_3 ( 6 )') 1 2.65 44.757 0.45 1:15:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.9 31.602 0.32 0:25:00 1 0 0 100
('2 3 142 ', 'exit_long_normal_u_1 ( 2 3 142 )') 1 1.58 27.116 0.27 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_o_1 ( 6 )') 1 1.5 25.391 0.25 0:01:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.36 23.366 0.23 0:01:00 1 0 0 100
('2 ', 'exit_profit_long_normal_t_0_1_m ( 2 )') 1 0.5 8.312 0.08 0:37:00 1 0 0 100
('120 ', 'force_exit') 1 0.45 4.636 0.05 3 days, 0:05:00 1 0 0 100
TOTAL 12 1.65 454.926 4.55 2 days, 7:42:00 12 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
07/03/2022 8.312 1 0 0
08/03/2022 0 0 0 0
09/03/2022 0 0 0 0
10/03/2022 91.814 2 0 0
11/03/2022 0 0 0 0
12/03/2022 0 0 0 0
13/03/2022 95.066 1 0 0
14/03/2022 0 0 0 0
15/03/2022 0 0 0 0
16/03/2022 0 0 0 0
17/03/2022 0 0 0 0
18/03/2022 44.757 1 0 0
19/03/2022 0 0 0 0
20/03/2022 0 0 0 0
21/03/2022 25.391 1 0 0
22/03/2022 0 0 0 0
23/03/2022 0 0 0 0
24/03/2022 0 0 0 0
25/03/2022 0 0 0 0
26/03/2022 0 0 0 0
27/03/2022 84.672 1 0 0
28/03/2022 27.083 1 0 0
29/03/2022 0 0 0 0
30/03/2022 0 0 0 0
31/03/2022 73.195 3 0 0
01/04/2022 4.636 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2022-03-01 00:00:00
Backtesting to 2022-04-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 12 / 0.39
Starting balance 10000 USDT
Final balance 10454.926 USDT
Absolute profit 454.926 USDT
Total profit % 4.55%
CAGR % 68.85%
Sortino -100.00
Sharpe 10.32
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 37.91 (100.00)
Avg. daily profit % 0.15%
Avg. stake amount 1404.112 USDT
Total trade volume 16849.344 USDT
Best Pair STX/USDT 0.92%
Worst Pair AAVE/USDT 0.00%
Best trade STX/USDT 3.61%
Worst trade UNI/USDT 0.45%
Best day 95.066 USDT
Worst day 0 USDT
Days win/draw/lose 9 / 17 / 0
Avg. Duration Winners 2 days, 7:42:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 12 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 24.47%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 12 1.65 454.926 4.55 2 days, 7:42:00 12 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220401-20220501

Current Previous v15.1.252 v15.1.240
Average Duration 13:34:00 13:34:00 13:34:00 13:34:00
Market Change -32.21 % -32.21 % -32.21 % -32.21 %
Max Drawdown 0.3452 % 0.3452 % 0.345 % 0.3321 %
Profit Mean 1.51 % 1.51 % 1.51 % 1.51 %
Profit Sum 42.22 % 42.22 % 42.23 % 42.26 %
Profit Total 7.8 % 7.8 % 7.8 % 7.75 %
Trades 28 28 28 28
Win Rate 92.86 % 92.86 % 92.86 % 92.86 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 5 4.03 343.604 3.44 0:20:00 5 0 0 100
FIL/USDT 5 1.15 155.946 1.56 2 days, 19:57:00 5 0 0 100
PRE/USDT 5 1.12 98.074 0.98 0:12:00 5 0 0 100
VET/USDT 2 1.06 35.439 0.35 3:10:00 2 0 0 100
KAI/USDT 1 1.73 30.721 0.31 0:04:00 1 0 0 100
GRT/USDT 2 0.88 28.240 0.28 14:55:00 1 0 1 50.0
BCH/USDT 1 1.3 23.038 0.23 0:04:00 1 0 0 100
COTI/USDT 1 1.2 21.193 0.21 0:05:00 1 0 0 100
DASH/USDT 1 1.12 18.587 0.19 0:02:00 1 0 0 100
NWC/USDT 1 1.01 17.649 0.18 0:24:00 1 0 0 100
KSM/USDT 1 1.03 17.370 0.17 0:06:00 1 0 0 100
EOS/USDT 1 0.44 7.875 0.08 0:03:00 1 0 0 100
ALGO/USDT 1 0.15 2.628 0.03 0:03:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 1 -1.16 -20.555 -0.21 0:30:00 0 0 1 0
TOTAL 28 1.51 779.808 7.8 13:34:00 26 0 2 92.9

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 -0.94 -16.790 -0.17 1 day, 4:05:00 0 0 1 0
SXP/USDT 1 -1.16 -20.555 -0.21 0:30:00 0 0 1 0
TOTAL 2 -1.05 -37.345 -0.37 14:18:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 12 1.67 343.024 3.43 0:13:00 12 0 0 100
3 41 1 6.78 116.877 1.17 0:01:00 1 0 0 100
2 4 5 41 1 4.31 73.752 0.74 0:03:00 1 0 0 100
120 2 0.52 72.316 0.72 7 days, 15:47:00 1 0 1 50.0
42 1 1.97 32.920 0.33 1:35:00 1 0 0 100
3 2 0.91 32.398 0.32 0:04:00 2 0 0 100
3 142 1 1.46 25.959 0.26 0:05:00 1 0 0 100
41 1 1.43 24.987 0.25 0:44:00 1 0 0 100
6 141 142 1 1.3 23.038 0.23 0:04:00 1 0 0 100
141 142 1 1.1 18.205 0.18 0:14:00 1 0 0 100
142 1 1.02 17.234 0.17 6:05:00 1 0 0 100
1 41 43 1 0.5 8.713 0.09 0:07:00 1 0 0 100
2 3 6 141 1 0.44 7.875 0.08 0:03:00 1 0 0 100
43 1 0.18 3.067 0.03 0:02:00 1 0 0 100
5 1 -1.16 -20.555 -0.21 0:30:00 0 0 1 0
TOTAL 28 1.51 779.808 7.8 13:34:00 26 0 2 92.9

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_6 ( 3 41 ) 1 6.78 116.877 1.17 0:01:00 1 0 0 100
exit_long_normal_u_6 ( 6 ) 1 6.76 114.406 1.14 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 5 1.22 105.520 1.06 0:08:00 5 0 0 100
exit_long_grind_g ( 120 ) 1 1.98 89.106 0.89 14 days, 3:29:00 1 0 0 100
exit_long_normal_u_4 ( 2 4 5 41 ) 1 4.31 73.752 0.74 0:03:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.8 49.235 0.49 0:05:00 1 0 0 100
exit_long_normal_d_2_81 ( 6 ) 1 2.71 45.029 0.45 1:45:00 1 0 0 100
exit_long_quick_d_1_61 ( 42 ) 1 1.97 32.920 0.33 1:35:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 4 0.42 28.833 0.29 0:02:00 4 0 0 100
exit_long_normal_d_1_70 ( 3 142 ) 1 1.46 25.959 0.26 0:05:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.43 24.987 0.25 0:44:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.38 24.490 0.24 0:08:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 1 1.3 23.038 0.23 0:04:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.1 18.205 0.18 0:14:00 1 0 0 100
exit_long_tc_d_1_84 ( 142 ) 1 1.02 17.234 0.17 6:05:00 1 0 0 100
exit_long_normal_u_0 ( 1 41 43 ) 1 0.5 8.713 0.09 0:07:00 1 0 0 100
exit_long_normal_u_0 ( 3 ) 1 0.45 7.908 0.08 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 6 141 ) 1 0.44 7.875 0.08 0:03:00 1 0 0 100
exit_long_quick_u_0 ( 43 ) 1 0.18 3.067 0.03 0:02:00 1 0 0 100
force_exit 2 -1.05 -37.345 -0.37 14:18:00 0 0 2 0
TOTAL 28 1.51 779.808 7.8 13:34:00 26 0 2 92.9

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('3 41 ', 'exit_long_normal_u_6 ( 3 41 )') 1 6.78 116.877 1.17 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_6 ( 6 )') 1 6.76 114.406 1.14 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 5 1.22 105.520 1.06 0:08:00 5 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.98 89.106 0.89 14 days, 3:29:00 1 0 0 100
('2 4 5 41 ', 'exit_long_normal_u_4 ( 2 4 5 41 )') 1 4.31 73.752 0.74 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.8 49.235 0.49 0:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_81 ( 6 )') 1 2.71 45.029 0.45 1:45:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_61 ( 42 )') 1 1.97 32.920 0.33 1:35:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 4 0.42 28.833 0.29 0:02:00 4 0 0 100
('3 142 ', 'exit_long_normal_d_1_70 ( 3 142 )') 1 1.46 25.959 0.26 0:05:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.43 24.987 0.25 0:44:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.38 24.490 0.24 0:08:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 1 1.3 23.038 0.23 0:04:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.1 18.205 0.18 0:14:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_84 ( 142 )') 1 1.02 17.234 0.17 6:05:00 1 0 0 100
('1 41 43 ', 'exit_long_normal_u_0 ( 1 41 43 )') 1 0.5 8.713 0.09 0:07:00 1 0 0 100
('3 ', 'exit_long_normal_u_0 ( 3 )') 1 0.45 7.908 0.08 0:01:00 1 0 0 100
('2 3 6 141 ', 'exit_long_normal_u_0 ( 2 3 6 141 )') 1 0.44 7.875 0.08 0:03:00 1 0 0 100
('43 ', 'exit_long_quick_u_0 ( 43 )') 1 0.18 3.067 0.03 0:02:00 1 0 0 100
('120 ', 'force_exit') 1 -0.94 -16.790 -0.17 1 day, 4:05:00 0 0 1 0
('5 ', 'force_exit') 1 -1.16 -20.555 -0.21 0:30:00 0 0 1 0
TOTAL 28 1.51 779.808 7.8 13:34:00 26 0 2 92.9

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
06/04/2022 81.821 3 0 0
07/04/2022 0 0 0 0
08/04/2022 0 0 0 0
09/04/2022 0 0 0 0
10/04/2022 0 0 0 0
11/04/2022 38.569 2 0 0
12/04/2022 0 0 0 0
13/04/2022 0 0 0 0
14/04/2022 0 0 0 0
15/04/2022 0 0 0 0
16/04/2022 89.106 1 0 0
17/04/2022 0 0 0 0
18/04/2022 43.086 3 0 0
19/04/2022 0 0 0 0
20/04/2022 0 0 0 0
21/04/2022 0 0 0 0
22/04/2022 0 0 0 0
23/04/2022 0 0 0 0
24/04/2022 0 0 0 0
25/04/2022 0 0 0 0
26/04/2022 0 0 0 0
27/04/2022 0 0 0 0
28/04/2022 0 0 0 0
29/04/2022 322.685 4 0 0
30/04/2022 241.887 13 0 0
01/05/2022 -37.345 0 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2022-04-01 00:00:00
Backtesting to 2022-05-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 28 / 0.93
Starting balance 10000 USDT
Final balance 10779.808 USDT
Absolute profit 779.808 USDT
Total profit % 7.80%
CAGR % 149.33%
Sortino 263.76
Sharpe 15.04
Calmar 1438.44
Profit factor 21.88
Expectancy (Ratio) 27.85 (1.49)
Avg. daily profit % 0.26%
Avg. stake amount 1621.975 USDT
Total trade volume 45415.29 USDT
Best Pair VRA/USDT 3.44%
Worst Pair SXP/USDT -0.21%
Best trade VRA/USDT 6.78%
Worst trade SXP/USDT -1.16%
Best day 322.685 USDT
Worst day -37.345 USDT
Days win/draw/lose 6 / 19 / 1
Avg. Duration Winners 13:31:00
Avg. Duration Loser 14:18:00
Max Consecutive Wins / Loss 26 / 2
Rejected Entry signals 7
Entry/Exit Timeouts 0 / 0
Min balance 10018.205 USDT
Max balance 10817.154 USDT
Max % of account underwater 0.35%
Absolute Drawdown (Account) 0.35%
Absolute Drawdown 37.345 USDT
Drawdown high 817.154 USDT
Drawdown low 779.808 USDT
Drawdown Start 2022-04-30 23:55:00
Drawdown End 2022-05-01 00:00:00
Market change -32.21%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 28 1.51 779.808 7.8 13:34:00 26 0 2 92.9 37.345 USDT 0.35%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220501-20220601

Current Previous v15.1.252 v15.1.240
Average Duration 1 day, 11:23:00 1 day, 11:23:00 1 day, 11:23:00 1 day, 12:28:00
Market Change -37.27 % -37.27 % -37.27 % -37.27 %
Max Drawdown 4.2073 % 4.2073 % 4.0898 % 4.6592 %
Profit Mean 1.45 % 1.45 % 1.45 % 1.44 %
Profit Sum 82.37 % 82.37 % 82.46 % 81.97 %
Profit Total 11.74 % 11.74 % 11.88 % 11.32 %
Trades 57 57 57 57
Win Rate 94.74 % 94.74 % 94.74 % 94.74 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
AAVE/USDT 5 2.29 242.432 2.42 0:56:00 5 0 0 100
TRX/USDT 3 2.4 135.217 1.35 0:46:00 3 0 0 100
PRE/USDT 5 1.45 124.633 1.25 3:18:00 5 0 0 100
DAG/USDT 5 1.34 120.146 1.2 0:16:00 5 0 0 100
VRA/USDT 4 1.69 118.259 1.18 0:29:00 4 0 0 100
GRT/USDT 1 1.48 86.465 0.86 2 days, 20:35:00 1 0 0 100
VET/USDT 1 0.91 78.676 0.79 15 days, 20:20:00 1 0 0 100
ADA/USDT 2 1.58 70.074 0.7 6:40:00 2 0 0 100
PLU/USDT 1 3.16 61.738 0.62 3:00:00 1 0 0 100
EWT/USDT 2 1.55 60.129 0.6 4:31:00 2 0 0 100
UOS/USDT 2 1.73 58.702 0.59 0:34:00 2 0 0 100
COTI/USDT 2 1.64 56.604 0.57 1:29:00 2 0 0 100
AVA/USDT 3 1.17 55.288 0.55 1:06:00 3 0 0 100
ATOM/USDT 1 3.11 50.068 0.5 0:10:00 1 0 0 100
TEL/USDT 2 1.25 42.075 0.42 0:20:00 2 0 0 100
NIM/USDT 2 0.92 34.939 0.35 2:57:00 2 0 0 100
UMA/USDT 1 2.01 33.195 0.33 0:39:00 1 0 0 100
ARPA/USDT 2 0.9 30.462 0.3 0:58:00 2 0 0 100
UNI/USDT 1 1.71 28.748 0.29 0:35:00 1 0 0 100
SNX/USDT 1 1.68 28.137 0.28 0:01:00 1 0 0 100
BCH/USDT 1 1.56 26.485 0.26 0:02:00 1 0 0 100
LTC/USDT 1 1.52 26.175 0.26 0:04:00 1 0 0 100
VIDT/USDT 1 1.23 20.948 0.21 1:10:00 1 0 0 100
ALGO/USDT 1 1.17 19.838 0.2 0:01:00 1 0 0 100
CKB/USDT 1 1.17 19.722 0.2 1:40:00 1 0 0 100
JST/USDT 1 1.05 16.469 0.16 0:45:00 1 0 0 100
VELO/USDT 1 0.11 2.415 0.02 11:53:00 1 0 0 100
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 1 -0.41 -67.985 -0.68 20 days, 11:30:00 0 0 1 0
NWC/USDT 1 -0.64 -112.948 -1.13 20 days, 13:50:00 0 0 1 0
CHR/USDT 2 -0.24 -292.713 -2.93 10 days, 8:54:00 1 0 1 50.0
TOTAL 57 1.45 1174.393 11.74 1 day, 11:23:00 54 0 3 94.7

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DEGO/USDT 1 -0.41 -67.985 -0.68 20 days, 11:30:00 0 0 1 0
NWC/USDT 1 -0.64 -112.948 -1.13 20 days, 13:50:00 0 0 1 0
CHR/USDT 1 -1.49 -309.852 -3.1 20 days, 17:40:00 0 0 1 0
TOTAL 3 -0.85 -490.785 -4.91 20 days, 14:20:00 0 0 3 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 16 1.41 393.547 3.94 1:32:00 16 0 0 100
120 2 1.19 165.140 1.65 9 days, 8:28:00 2 0 0 100
3 2 3.48 161.101 1.61 0:48:00 2 0 0 100
142 3 2.18 115.047 1.15 0:36:00 3 0 0 100
41 4 1.62 113.256 1.13 1:14:00 4 0 0 100
143 2 2.49 96.302 0.96 1:02:00 2 0 0 100
141 3 1.62 92.596 0.93 4:11:00 3 0 0 100
4 3 1.2 58.705 0.59 1:01:00 3 0 0 100
5 2 1.33 51.787 0.52 4:45:00 2 0 0 100
6 142 2 1.3 45.198 0.45 0:34:00 2 0 0 100
2 2 1.13 38.965 0.39 0:38:00 2 0 0 100
1 1 1.78 32.851 0.33 2:54:00 1 0 0 100
6 141 1 1.09 19.106 0.19 0:37:00 1 0 0 100
43 1 0.39 6.923 0.07 0:03:00 1 0 0 100
42 13 1.02 -216.132 -2.16 4 days, 19:34:00 10 0 3 76.9
TOTAL 57 1.45 1174.393 11.74 1 day, 11:23:00 54 0 3 94.7

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 2 1.19 165.140 1.65 9 days, 8:28:00 2 0 0 100
exit_long_normal_w_6_8 ( 3 ) 1 4.46 120.983 1.21 1:10:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 4 1.41 96.897 0.97 0:06:00 4 0 0 100
exit_long_quick_d_4_75 ( 42 ) 1 4.01 71.701 0.72 1:10:00 1 0 0 100
exit_long_tc_d_3_20 ( 143 ) 1 3.35 69.109 0.69 0:48:00 1 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.16 61.738 0.62 3:00:00 1 0 0 100
exit_long_normal_u_1 ( 4 ) 2 1.55 50.538 0.51 0:02:00 2 0 0 100
exit_long_tc_d_3_96 ( 142 ) 1 3.11 50.068 0.5 0:10:00 1 0 0 100
exit_long_normal_d_2_27 ( 6 ) 1 3.0 46.811 0.47 0:15:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 2 1.28 43.734 0.44 0:42:00 2 0 0 100
exit_long_quick_d_2_84 ( 42 ) 1 2.55 43.109 0.43 10:15:00 1 0 0 100
exit_long_normal_d_2_83 ( 3 ) 1 2.5 40.118 0.4 0:25:00 1 0 0 100
exit_long_normal_d_2_54 ( 6 ) 1 2.12 39.959 0.4 0:38:00 1 0 0 100
exit_long_tc_u_2 ( 141 ) 1 2.23 38.915 0.39 0:16:00 1 0 0 100
exit_long_normal_d_2_65 ( 6 ) 1 2.24 37.700 0.38 0:27:00 1 0 0 100
exit_long_quick_d_2_26 ( 42 ) 1 1.83 36.509 0.37 1:32:00 1 0 0 100
exit_long_tc_d_2_87 ( 142 ) 1 1.72 36.230 0.36 1:04:00 1 0 0 100
exit_long_quick_d_2_11 ( 41 ) 1 2.0 34.460 0.34 0:25:00 1 0 0 100
exit_long_tc_d_2_35 ( 141 ) 1 1.44 33.844 0.34 12:15:00 1 0 0 100
exit_long_quick_q_2 ( 42 ) 1 2.01 33.195 0.33 0:39:00 1 0 0 100
exit_long_normal_d_2_13 ( 1 ) 1 1.78 32.851 0.33 2:54:00 1 0 0 100
exit_long_quick_q_2 ( 41 ) 1 1.7 32.683 0.33 4:18:00 1 0 0 100
exit_long_tc_d_1_96 ( 142 ) 1 1.71 28.748 0.29 0:35:00 1 0 0 100
exit_long_normal_w_1_2 ( 5 ) 1 1.2 27.729 0.28 8:55:00 1 0 0 100
exit_long_tc_d_1_81 ( 143 ) 1 1.63 27.193 0.27 1:15:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.52 26.175 0.26 0:04:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.42 25.439 0.25 0:01:00 1 0 0 100
exit_long_normal_d_1_7 ( 5 ) 1 1.46 24.058 0.24 0:35:00 1 0 0 100
exit_long_normal_d_1_88 ( 2 ) 1 1.23 20.948 0.21 1:10:00 1 0 0 100
exit_long_quick_d_1_20 ( 41 ) 1 1.33 20.674 0.21 0:10:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.17 19.838 0.2 0:01:00 1 0 0 100
exit_long_normal_w_1_11 ( 6 ) 1 1.17 19.722 0.2 1:40:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 141 ) 1 1.09 19.106 0.19 0:37:00 1 0 0 100
exit_long_normal_d_1_43 ( 6 142 ) 1 1.07 19.023 0.19 1:05:00 1 0 0 100
exit_long_quick_w_1_11 ( 42 ) 1 1.03 18.903 0.19 2:31:00 1 0 0 100
exit_long_quick_d_1_13 ( 42 ) 1 1.01 18.106 0.18 0:17:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.04 18.017 0.18 0:05:00 1 0 0 100
exit_long_normal_d_1_38 ( 6 ) 1 1.06 17.348 0.17 2:45:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.11 17.266 0.17 0:24:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 1 1.01 17.139 0.17 0:08:00 1 0 0 100
exit_long_quick_d_1_73 ( 42 ) 1 1.05 16.469 0.16 0:45:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 2 0.45 16.083 0.16 0:03:00 2 0 0 100
exit_long_normal_w_0_8 ( 6 ) 1 0.67 11.139 0.11 1:55:00 1 0 0 100
exit_long_normal_d_0_82 ( 4 ) 1 0.49 8.167 0.08 3:00:00 1 0 0 100
exit_long_quick_u_0 ( 43 ) 1 0.39 6.923 0.07 0:03:00 1 0 0 100
exit_long_normal_d_0_52 ( 6 ) 1 0.11 2.415 0.02 11:53:00 1 0 0 100
exit_long_quick_d_0_58 ( 42 ) 1 0.13 2.256 0.02 1:36:00 1 0 0 100
force_exit 3 -0.85 -490.785 -4.91 20 days, 14:20:00 0 0 3 0
TOTAL 57 1.45 1174.393 11.74 1 day, 11:23:00 54 0 3 94.7

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 2 1.19 165.140 1.65 9 days, 8:28:00 2 0 0 100
('3 ', 'exit_long_normal_w_6_8 ( 3 )') 1 4.46 120.983 1.21 1:10:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 4 1.41 96.897 0.97 0:06:00 4 0 0 100
('42 ', 'exit_long_quick_d_4_75 ( 42 )') 1 4.01 71.701 0.72 1:10:00 1 0 0 100
('143 ', 'exit_long_tc_d_3_20 ( 143 )') 1 3.35 69.109 0.69 0:48:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.16 61.738 0.62 3:00:00 1 0 0 100
('4 ', 'exit_long_normal_u_1 ( 4 )') 2 1.55 50.538 0.51 0:02:00 2 0 0 100
('142 ', 'exit_long_tc_d_3_96 ( 142 )') 1 3.11 50.068 0.5 0:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_27 ( 6 )') 1 3.0 46.811 0.47 0:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 2 1.28 43.734 0.44 0:42:00 2 0 0 100
('42 ', 'exit_long_quick_d_2_84 ( 42 )') 1 2.55 43.109 0.43 10:15:00 1 0 0 100
('3 ', 'exit_long_normal_d_2_83 ( 3 )') 1 2.5 40.118 0.4 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_54 ( 6 )') 1 2.12 39.959 0.4 0:38:00 1 0 0 100
('141 ', 'exit_long_tc_u_2 ( 141 )') 1 2.23 38.915 0.39 0:16:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_65 ( 6 )') 1 2.24 37.700 0.38 0:27:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_26 ( 42 )') 1 1.83 36.509 0.37 1:32:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_87 ( 142 )') 1 1.72 36.230 0.36 1:04:00 1 0 0 100
('41 ', 'exit_long_quick_d_2_11 ( 41 )') 1 2.0 34.460 0.34 0:25:00 1 0 0 100
('141 ', 'exit_long_tc_d_2_35 ( 141 )') 1 1.44 33.844 0.34 12:15:00 1 0 0 100
('42 ', 'exit_long_quick_q_2 ( 42 )') 1 2.01 33.195 0.33 0:39:00 1 0 0 100
('1 ', 'exit_long_normal_d_2_13 ( 1 )') 1 1.78 32.851 0.33 2:54:00 1 0 0 100
('41 ', 'exit_long_quick_q_2 ( 41 )') 1 1.7 32.683 0.33 4:18:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_96 ( 142 )') 1 1.71 28.748 0.29 0:35:00 1 0 0 100
('5 ', 'exit_long_normal_w_1_2 ( 5 )') 1 1.2 27.729 0.28 8:55:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_81 ( 143 )') 1 1.63 27.193 0.27 1:15:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.52 26.175 0.26 0:04:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.42 25.439 0.25 0:01:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_7 ( 5 )') 1 1.46 24.058 0.24 0:35:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_88 ( 2 )') 1 1.23 20.948 0.21 1:10:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_20 ( 41 )') 1 1.33 20.674 0.21 0:10:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.17 19.838 0.2 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_11 ( 6 )') 1 1.17 19.722 0.2 1:40:00 1 0 0 100
('6 141 ', 'exit_long_normal_d_1_65 ( 6 141 )') 1 1.09 19.106 0.19 0:37:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_1_43 ( 6 142 )') 1 1.07 19.023 0.19 1:05:00 1 0 0 100
('42 ', 'exit_long_quick_w_1_11 ( 42 )') 1 1.03 18.903 0.19 2:31:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_13 ( 42 )') 1 1.01 18.106 0.18 0:17:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.04 18.017 0.18 0:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_38 ( 6 )') 1 1.06 17.348 0.17 2:45:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.11 17.266 0.17 0:24:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 1 1.01 17.139 0.17 0:08:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_73 ( 42 )') 1 1.05 16.469 0.16 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 2 0.45 16.083 0.16 0:03:00 2 0 0 100
('6 ', 'exit_long_normal_w_0_8 ( 6 )') 1 0.67 11.139 0.11 1:55:00 1 0 0 100
('4 ', 'exit_long_normal_d_0_82 ( 4 )') 1 0.49 8.167 0.08 3:00:00 1 0 0 100
('43 ', 'exit_long_quick_u_0 ( 43 )') 1 0.39 6.923 0.07 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_52 ( 6 )') 1 0.11 2.415 0.02 11:53:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_58 ( 42 )') 1 0.13 2.256 0.02 1:36:00 1 0 0 100
('42 ', 'force_exit') 3 -0.85 -490.785 -4.91 20 days, 14:20:00 0 0 3 0
TOTAL 57 1.45 1174.393 11.74 1 day, 11:23:00 54 0 3 94.7

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/05/2022 33.195 1 0 0
02/05/2022 0 0 0 0
03/05/2022 0 0 0 0
04/05/2022 0 0 0 0
05/05/2022 0 0 0 0
06/05/2022 61.738 1 0 0
07/05/2022 0 0 0 0
08/05/2022 0 0 0 0
09/05/2022 336.543 13 0 0
10/05/2022 63.051 3 0 0
11/05/2022 476.761 11 0 0
12/05/2022 239.202 9 0 0
13/05/2022 114.245 3 0 0
14/05/2022 2.256 1 0 0
15/05/2022 0 0 0 0
16/05/2022 0 0 0 0
17/05/2022 0 0 0 0
18/05/2022 43.109 1 0 0
19/05/2022 20.948 1 0 0
20/05/2022 0 0 0 0
21/05/2022 0 0 0 0
22/05/2022 0 0 0 0
23/05/2022 0 0 0 0
24/05/2022 0 0 0 0
25/05/2022 0 0 0 0
26/05/2022 57.204 3 0 0
27/05/2022 216.927 7 0 0
28/05/2022 0 0 0 0
29/05/2022 0 0 0 0
30/05/2022 0 0 0 0
31/05/2022 0 0 0 0
01/06/2022 -490.785 0 0 3

SUMMARY METRICS

Metric Value
Backtesting from 2022-05-01 00:00:00
Backtesting to 2022-06-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 57 / 1.84
Starting balance 10000 USDT
Final balance 11174.393 USDT
Absolute profit 1174.393 USDT
Total profit % 11.74%
CAGR % 269.66%
Sortino 6.89
Sharpe 13.41
Calmar 172.03
Profit factor 3.39
Expectancy (Ratio) 20.60 (0.13)
Avg. daily profit % 0.38%
Avg. stake amount 1538.256 USDT
Total trade volume 87680.593 USDT
Best Pair AAVE/USDT 2.42%
Worst Pair NWC/USDT -1.13%
Best trade AAVE/USDT 4.46%
Worst trade CHR/USDT -1.49%
Best day 476.761 USDT
Worst day -490.785 USDT
Days win/draw/lose 12 / 19 / 1
Avg. Duration Winners 9:53:00
Avg. Duration Loser 20 days, 14:20:00
Max Consecutive Wins / Loss 54 / 3
Rejected Entry signals 82
Entry/Exit Timeouts 0 / 0
Min balance 10033.195 USDT
Max balance 11665.178 USDT
Max % of account underwater 4.21%
Absolute Drawdown (Account) 4.21%
Absolute Drawdown 490.785 USDT
Drawdown high 1665.178 USDT
Drawdown low 1174.393 USDT
Drawdown Start 2022-05-27 11:30:00
Drawdown End 2022-06-01 00:00:00
Market change -37.27%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 57 1.45 1174.393 11.74 1 day, 11:23:00 54 0 3 94.7 490.785 USDT 4.21%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220601-20220701

Current Previous v15.1.252 v15.1.240
Average Duration 1 day, 7:39:00 1 day, 7:39:00 1 day, 7:39:00 1 day, 7:49:00
Market Change -18.15 % -18.15 % -18.15 % -18.15 %
Max Drawdown 3.3995 % 3.3995 % 3.4027 % 3.6694 %
Profit Mean 1.77 % 1.77 % 1.77 % 1.76 %
Profit Sum 76.11 % 76.11 % 76.11 % 75.75 %
Profit Total 10.46 % 10.46 % 10.45 % 10.15 %
Trades 43 43 43 43
Win Rate 95.35 % 95.35 % 95.35 % 95.35 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DEGO/USDT 6 6.58 525.949 5.26 3 days, 4:29:00 5 0 1 83.3
NIM/USDT 6 1.2 134.138 1.34 2:07:00 6 0 0 100
LINK/USDT 1 1.03 88.936 0.89 12 days, 14:40:00 1 0 0 100
AAVE/USDT 3 1.18 71.725 0.72 18:05:00 3 0 0 100
VELO/USDT 1 3.35 57.448 0.57 11:50:00 1 0 0 100
TRX/USDT 9 0.31 48.387 0.48 0:02:00 9 0 0 100
MKR/USDT 1 2.77 47.126 0.47 0:10:00 1 0 0 100
GRT/USDT 2 1.05 42.396 0.42 1 day, 12:42:00 2 0 0 100
STX/USDT 1 2.08 42.336 0.42 2:21:00 1 0 0 100
UMA/USDT 1 2.12 37.200 0.37 0:10:00 1 0 0 100
ARPA/USDT 1 1.59 27.266 0.27 0:14:00 1 0 0 100
NWC/USDT 1 1.4 24.717 0.25 1:55:00 1 0 0 100
AVA/USDT 1 1.28 21.796 0.22 0:12:00 1 0 0 100
VRA/USDT 1 1.21 21.522 0.22 1:25:00 1 0 0 100
NEO/USDT 1 1.22 21.401 0.21 2:35:00 1 0 0 100
ADA/USDT 1 1.25 21.238 0.21 0:19:00 1 0 0 100
XTZ/USDT 1 1.17 20.133 0.2 1:09:00 1 0 0 100
DOT/USDT 1 1.06 18.972 0.19 3:46:00 1 0 0 100
ETH/USDT 2 0.38 13.034 0.13 0:02:00 2 0 0 100
BCH/USDT 1 0.3 5.136 0.05 1:34:00 1 0 0 100
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 1 -1.59 -245.153 -2.45 17 days, 22:45:00 0 0 1 0
TOTAL 43 1.77 1045.702 10.46 1 day, 7:39:00 41 0 2 95.3

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 0.92 21.085 0.21 2 days, 22:30:00 1 0 0 100
DEGO/USDT 1 -1.24 -164.650 -1.65 18 days, 21:30:00 0 0 1 0
SNX/USDT 1 -1.59 -245.153 -2.45 17 days, 22:45:00 0 0 1 0
TOTAL 3 -0.64 -388.718 -3.89 13 days, 6:15:00 1 0 2 33.3

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
3 2 16.55 548.721 5.49 1:20:00 2 0 0 100
42 5 1.85 160.847 1.61 1:41:00 5 0 0 100
120 2 0.98 110.021 1.1 7 days, 18:35:00 2 0 0 100
141 9 0.43 72.180 0.72 0:18:00 9 0 0 100
6 42 1 3.35 57.448 0.57 11:50:00 1 0 0 100
142 2 1.12 39.853 0.4 1:28:00 2 0 0 100
6 142 2 0.65 32.334 0.32 18:03:00 2 0 0 100
143 1 1.25 21.238 0.21 0:19:00 1 0 0 100
2 1 1.21 21.020 0.21 0:40:00 1 0 0 100
6 18 1.03 -17.960 -0.18 2 days, 3:13:00 16 0 2 88.9
TOTAL 43 1.77 1045.702 10.46 1 day, 7:39:00 41 0 2 95.3

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_8_1_1 ( 3 ) 1 31.93 528.588 5.29 1:30:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.03 88.936 0.89 12 days, 14:40:00 1 0 0 100
exit_long_normal_d_3_2 ( 6 42 ) 1 3.35 57.448 0.57 11:50:00 1 0 0 100
exit_long_normal_d_3_3 ( 6 ) 1 2.62 54.416 0.54 2:07:00 1 0 0 100
exit_profit_long_normal_t_3_2_m ( 6 ) 1 3.09 54.196 0.54 0:31:00 1 0 0 100
exit_long_quick_d_1_78 ( 42 ) 2 1.39 49.255 0.49 3:56:00 2 0 0 100
exit_long_quick_d_2_27 ( 42 ) 1 2.77 47.126 0.47 0:10:00 1 0 0 100
exit_long_normal_d_1_78 ( 6 ) 2 1.31 46.118 0.46 2:15:00 2 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.3 45.279 0.45 0:10:00 2 0 0 100
exit_long_normal_8_1_1 ( 6 ) 2 1.15 44.797 0.45 0:24:00 2 0 0 100
exit_long_tc_d_2_44 ( 141 ) 1 2.08 42.336 0.42 2:21:00 1 0 0 100
exit_long_normal_d_1_27 ( 6 ) 2 1.18 41.576 0.42 1:08:00 2 0 0 100
exit_long_quick_d_2_87 ( 42 ) 1 2.12 37.200 0.37 0:10:00 1 0 0 100
exit_profit_long_normal_t_1_2_m ( 6 ) 1 1.85 32.380 0.32 0:38:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 8 0.22 29.844 0.3 0:02:00 8 0 0 100
exit_long_normal_w_1_6 ( 6 142 ) 1 1.08 28.674 0.29 1 day, 12:05:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 1 1.59 27.266 0.27 0:14:00 1 0 0 100
exit_long_normal_d_1_61 ( 6 ) 1 1.29 25.325 0.25 3:46:00 1 0 0 100
exit_long_tc_d_1_44 ( 142 ) 1 1.18 21.311 0.21 2:55:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 1 1.25 21.238 0.21 0:19:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 2 ) 1 1.21 21.020 0.21 0:40:00 1 0 0 100
exit_long_normal_d_1_66 ( 3 ) 1 1.17 20.133 0.2 1:09:00 1 0 0 100
exit_long_normal_d_1_55 ( 6 ) 1 1.13 19.568 0.2 18:01:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.06 18.543 0.19 0:02:00 1 0 0 100
exit_long_normal_d_0_86 ( 6 ) 1 0.75 13.680 0.14 3:10:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.54 9.374 0.09 0:03:00 1 0 0 100
exit_long_normal_d_0_67 ( 6 ) 1 0.3 5.136 0.05 1:34:00 1 0 0 100
exit_long_normal_u_0 ( 6 142 ) 1 0.22 3.660 0.04 0:01:00 1 0 0 100
force_exit 3 -0.64 -388.718 -3.89 13 days, 6:15:00 1 0 2 33.3
TOTAL 43 1.77 1045.702 10.46 1 day, 7:39:00 41 0 2 95.3

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('3 ', 'exit_long_normal_8_1_1 ( 3 )') 1 31.93 528.588 5.29 1:30:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.03 88.936 0.89 12 days, 14:40:00 1 0 0 100
('6 42 ', 'exit_long_normal_d_3_2 ( 6 42 )') 1 3.35 57.448 0.57 11:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_3 ( 6 )') 1 2.62 54.416 0.54 2:07:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_3_2_m ( 6 )') 1 3.09 54.196 0.54 0:31:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_78 ( 42 )') 2 1.39 49.255 0.49 3:56:00 2 0 0 100
('42 ', 'exit_long_quick_d_2_27 ( 42 )') 1 2.77 47.126 0.47 0:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_78 ( 6 )') 2 1.31 46.118 0.46 2:15:00 2 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.3 45.279 0.45 0:10:00 2 0 0 100
('6 ', 'exit_long_normal_8_1_1 ( 6 )') 2 1.15 44.797 0.45 0:24:00 2 0 0 100
('141 ', 'exit_long_tc_d_2_44 ( 141 )') 1 2.08 42.336 0.42 2:21:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_27 ( 6 )') 2 1.18 41.576 0.42 1:08:00 2 0 0 100
('42 ', 'exit_long_quick_d_2_87 ( 42 )') 1 2.12 37.200 0.37 0:10:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_2_m ( 6 )') 1 1.85 32.380 0.32 0:38:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 8 0.22 29.844 0.3 0:02:00 8 0 0 100
('6 142 ', 'exit_long_normal_w_1_6 ( 6 142 )') 1 1.08 28.674 0.29 1 day, 12:05:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 1 1.59 27.266 0.27 0:14:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_61 ( 6 )') 1 1.29 25.325 0.25 3:46:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_44 ( 142 )') 1 1.18 21.311 0.21 2:55:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 1 1.25 21.238 0.21 0:19:00 1 0 0 100
('120 ', 'force_exit') 1 0.92 21.085 0.21 2 days, 22:30:00 1 0 0 100
('2 ', 'exit_profit_long_normal_t_1_1_m ( 2 )') 1 1.21 21.020 0.21 0:40:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_66 ( 3 )') 1 1.17 20.133 0.2 1:09:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_55 ( 6 )') 1 1.13 19.568 0.2 18:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.06 18.543 0.19 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_86 ( 6 )') 1 0.75 13.680 0.14 3:10:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.54 9.374 0.09 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_67 ( 6 )') 1 0.3 5.136 0.05 1:34:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_0 ( 6 142 )') 1 0.22 3.660 0.04 0:01:00 1 0 0 100
('6 ', 'force_exit') 2 -1.42 -409.803 -4.1 18 days, 10:08:00 0 0 2 0
TOTAL 43 1.77 1045.702 10.46 1 day, 7:39:00 41 0 2 95.3

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
07/06/2022 23.228 2 0 0
08/06/2022 690.599 5 0 0
09/06/2022 24.717 1 0 0
10/06/2022 21.522 1 0 0
11/06/2022 0 0 0 0
12/06/2022 0 0 0 0
13/06/2022 243.824 15 0 0
14/06/2022 86.203 3 0 0
15/06/2022 108.937 4 0 0
16/06/2022 0 0 0 0
17/06/2022 0 0 0 0
18/06/2022 35.82 3 0 0
19/06/2022 28.674 1 0 0
20/06/2022 0 0 0 0
21/06/2022 0 0 0 0
22/06/2022 0 0 0 0
23/06/2022 23.483 1 0 0
24/06/2022 88.936 1 0 0
25/06/2022 0 0 0 0
26/06/2022 0 0 0 0
27/06/2022 0 0 0 0
28/06/2022 0 0 0 0
29/06/2022 44.797 2 0 0
30/06/2022 13.68 1 0 0
01/07/2022 -388.718 1 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2022-06-01 00:00:00
Backtesting to 2022-07-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 43 / 1.43
Starting balance 10000 USDT
Final balance 11045.702 USDT
Absolute profit 1045.702 USDT
Total profit % 10.46%
CAGR % 235.37%
Sortino 16.54
Sharpe 7.13
Calmar 195.89
Profit factor 3.55
Expectancy (Ratio) 24.32 (0.12)
Avg. daily profit % 0.35%
Avg. stake amount 1619.437 USDT
Total trade volume 69635.799 USDT
Best Pair DEGO/USDT 5.26%
Worst Pair SNX/USDT -2.45%
Best trade DEGO/USDT 31.93%
Worst trade SNX/USDT -1.59%
Best day 690.599 USDT
Worst day -388.718 USDT
Days win/draw/lose 13 / 11 / 1
Avg. Duration Winners 11:37:00
Avg. Duration Loser 18 days, 10:08:00
Max Consecutive Wins / Loss 40 / 1
Rejected Entry signals 7
Entry/Exit Timeouts 0 / 0
Min balance 10003.66 USDT
Max balance 11434.42 USDT
Max % of account underwater 3.40%
Absolute Drawdown (Account) 3.40%
Absolute Drawdown 388.718 USDT
Drawdown high 1434.42 USDT
Drawdown low 1045.702 USDT
Drawdown Start 2022-06-30 02:50:00
Drawdown End 2022-07-01 00:00:00
Market change -18.15%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 43 1.77 1045.702 10.46 1 day, 7:39:00 41 0 2 95.3 388.718 USDT 3.40%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220701-20220801

Current Previous v15.1.252 v15.1.240
Average Duration 2 days, 11:29:00 2 days, 11:29:00 2 days, 11:29:00 2 days, 11:29:00
Market Change 20.58 % 20.58 % 20.58 % 20.58 %
Max Drawdown 3.1668 % 3.1668 % 3.1661 % 3.2151 %
Profit Mean 1.34 % 1.34 % 1.35 % 1.32 %
Profit Sum 18.74 % 18.74 % 18.9 % 18.51 %
Profit Total 1.4 % 1.4 % 1.43 % 1.37 %
Trades 14 14 14 14
Win Rate 85.71 % 85.71 % 85.71 % 85.71 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NIM/USDT 3 2.51 126.698 1.27 8:00:00 3 0 0 100
CKB/USDT 2 3.29 109.085 1.09 2:10:00 2 0 0 100
ETH/USDT 1 1.67 88.690 0.89 14 days, 4:38:00 1 0 0 100
VRA/USDT 2 2.08 67.507 0.68 1:26:00 2 0 0 100
UNI/USDT 1 1.79 29.593 0.3 0:04:00 1 0 0 100
SNX/USDT 1 1.42 22.922 0.23 1:35:00 1 0 0 100
VIDT/USDT 1 1.12 18.145 0.18 0:07:00 1 0 0 100
ETC/USDT 1 0.51 8.558 0.09 0:01:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 1 -2.27 -35.741 -0.36 2 days, 0:05:00 0 0 1 0
AVA/USDT 1 -3.75 -295.862 -2.96 17 days, 3:05:00 0 0 1 0
TOTAL 14 1.34 139.597 1.4 2 days, 11:29:00 12 0 2 85.7

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 -2.27 -35.741 -0.36 2 days, 0:05:00 0 0 1 0
AVA/USDT 1 -3.75 -295.862 -2.96 17 days, 3:05:00 0 0 1 0
TOTAL 2 -3.01 -331.602 -3.32 9 days, 13:35:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 2 -0.3 52.949 0.53 8 days, 2:22:00 1 0 1 50.0
42 1 3.13 51.010 0.51 2:41:00 1 0 0 100
141 1 1.79 29.593 0.3 0:04:00 1 0 0 100
5 1 1.12 18.145 0.18 0:07:00 1 0 0 100
141 142 1 0.51 8.558 0.09 0:01:00 1 0 0 100
6 8 1.6 -20.658 -0.21 2 days, 7:09:00 7 0 1 87.5
TOTAL 14 1.34 139.597 1.4 2 days, 11:29:00 12 0 2 85.7

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_6_88 ( 6 ) 1 6.47 106.329 1.06 0:35:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.67 88.690 0.89 14 days, 4:38:00 1 0 0 100
exit_profit_long_normal_t_4_2_m ( 6 ) 1 4.96 82.352 0.82 3:01:00 1 0 0 100
exit_long_quick_d_3_95 ( 42 ) 1 3.13 51.010 0.51 2:41:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.79 29.593 0.3 0:04:00 1 0 0 100
exit_long_normal_d_1_88 ( 6 ) 1 1.61 26.734 0.27 1:20:00 1 0 0 100
exit_long_normal_d_1_95 ( 6 ) 1 1.42 22.922 0.23 1:35:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 1 1.12 18.145 0.18 0:07:00 1 0 0 100
exit_long_normal_3_1_1 ( 6 ) 1 0.93 17.406 0.17 17:31:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.02 16.498 0.16 0:11:00 1 0 0 100
exit_long_tc_u_0 ( 141 142 ) 1 0.51 8.558 0.09 0:01:00 1 0 0 100
exit_long_normal_d_0_100 ( 6 ) 1 0.13 2.964 0.03 5:53:00 1 0 0 100
force_exit 2 -3.01 -331.602 -3.32 9 days, 13:35:00 0 0 2 0
TOTAL 14 1.34 139.597 1.4 2 days, 11:29:00 12 0 2 85.7

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_6_88 ( 6 )') 1 6.47 106.329 1.06 0:35:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.67 88.690 0.89 14 days, 4:38:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_4_2_m ( 6 )') 1 4.96 82.352 0.82 3:01:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_95 ( 42 )') 1 3.13 51.010 0.51 2:41:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.79 29.593 0.3 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_88 ( 6 )') 1 1.61 26.734 0.27 1:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_95 ( 6 )') 1 1.42 22.922 0.23 1:35:00 1 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 1 1.12 18.145 0.18 0:07:00 1 0 0 100
('6 ', 'exit_long_normal_3_1_1 ( 6 )') 1 0.93 17.406 0.17 17:31:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.02 16.498 0.16 0:11:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_0 ( 141 142 )') 1 0.51 8.558 0.09 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_100 ( 6 )') 1 0.13 2.964 0.03 5:53:00 1 0 0 100
('120 ', 'force_exit') 1 -2.27 -35.741 -0.36 2 days, 0:05:00 0 0 1 0
('6 ', 'force_exit') 1 -3.75 -295.862 -2.96 17 days, 3:05:00 0 0 1 0
TOTAL 14 1.34 139.597 1.4 2 days, 11:29:00 12 0 2 85.7

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
11/07/2022 29.593 1 0 0
12/07/2022 0 0 0 0
13/07/2022 109.085 2 0 0
14/07/2022 0 0 0 0
15/07/2022 0 0 0 0
16/07/2022 0 0 0 0
17/07/2022 0 0 0 0
18/07/2022 0 0 0 0
19/07/2022 0 0 0 0
20/07/2022 39.419 2 0 0
21/07/2022 18.145 1 0 0
22/07/2022 51.01 1 0 0
23/07/2022 2.964 1 0 0
24/07/2022 123.735 2 0 0
25/07/2022 0 0 0 0
26/07/2022 0 0 0 0
27/07/2022 88.69 1 0 0
28/07/2022 0 0 0 0
29/07/2022 0 0 0 0
30/07/2022 0 0 0 0
31/07/2022 8.558 1 0 0
01/08/2022 -331.602 0 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2022-07-01 00:00:00
Backtesting to 2022-08-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 14 / 0.45
Starting balance 10000 USDT
Final balance 10139.597 USDT
Absolute profit 139.597 USDT
Total profit % 1.40%
CAGR % 17.73%
Sortino 0.66
Sharpe 0.93
Calmar 27.17
Profit factor 1.42
Expectancy (Ratio) 9.97 (0.06)
Avg. daily profit % 0.05%
Avg. stake amount 1380.188 USDT
Total trade volume 19322.633 USDT
Best Pair NIM/USDT 1.27%
Worst Pair AVA/USDT -2.96%
Best trade NIM/USDT 6.47%
Worst trade AVA/USDT -3.75%
Best day 123.735 USDT
Worst day -331.602 USDT
Days win/draw/lose 9 / 12 / 1
Avg. Duration Winners 1 day, 7:08:00
Avg. Duration Loser 9 days, 13:35:00
Max Consecutive Wins / Loss 12 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10029.593 USDT
Max balance 10471.199 USDT
Max % of account underwater 3.17%
Absolute Drawdown (Account) 3.17%
Absolute Drawdown 331.602 USDT
Drawdown high 471.199 USDT
Drawdown low 139.597 USDT
Drawdown Start 2022-07-31 22:41:00
Drawdown End 2022-08-01 00:00:00
Market change 20.58%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 14 1.34 139.597 1.4 2 days, 11:29:00 12 0 2 85.7 331.602 USDT 3.17%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220801-20220901

Current Previous v15.1.252 v15.1.240
Average Duration 2 days, 2:25:00 2 days, 2:25:00 2 days, 2:32:00 2 days, 2:46:00
Market Change -9.63 % -9.63 % -9.63 % -9.63 %
Max Drawdown 1.938 % 1.938 % 1.9422 % 2.0669 %
Profit Mean 1.0 % 1.0 % 0.95 % 0.95 %
Profit Sum 23.98 % 23.98 % 22.84 % 22.83 %
Profit Total 2.89 % 2.89 % 2.66 % 2.53 %
Trades 24 24 24 24
Win Rate 91.67 % 91.67 % 91.67 % 91.67 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETC/USDT 3 1.42 123.421 1.23 3 days, 11:05:00 3 0 0 100
DEGO/USDT 3 1.42 72.972 0.73 1:16:00 3 0 0 100
DAG/USDT 2 1.59 53.002 0.53 0:12:00 2 0 0 100
NWC/USDT 2 1.47 49.382 0.49 0:29:00 2 0 0 100
FIL/USDT 1 1.89 31.241 0.31 4:15:00 1 0 0 100
VRA/USDT 1 1.33 22.538 0.23 0:50:00 1 0 0 100
ALGO/USDT 1 1.17 19.227 0.19 0:14:00 1 0 0 100
ARPA/USDT 1 1.16 19.092 0.19 1:10:00 1 0 0 100
ONE/USDT 1 1.1 18.144 0.18 0:14:00 1 0 0 100
EWT/USDT 1 1.05 17.753 0.18 0:11:00 1 0 0 100
GRT/USDT 1 1.04 17.096 0.17 0:07:00 1 0 0 100
ADA/USDT 1 0.33 5.494 0.05 0:01:00 1 0 0 100
DGB/USDT 1 0.31 5.038 0.05 0:01:00 1 0 0 100
COTI/USDT 1 0.16 2.645 0.03 0:04:00 1 0 0 100
YFI/USDT 1 0.12 2.028 0.02 0:02:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 2 0.34 -15.014 -0.15 4 days, 12:20:00 1 0 1 50.0
AVA/USDT 1 -1.0 -155.417 -1.55 30 days, 11:55:00 0 0 1 0
TOTAL 24 1.0 288.640 2.89 2 days, 2:25:00 22 0 2 91.7

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
EOS/USDT 1 -1.32 -47.921 -0.48 8 days, 14:40:00 0 0 1 0
AVA/USDT 1 -1.0 -155.417 -1.55 30 days, 11:55:00 0 0 1 0
TOTAL 2 -1.16 -203.338 -2.03 19 days, 13:18:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
143 2 2.06 67.876 0.68 6:15:00 2 0 0 100
42 2 1.21 38.698 0.39 1:21:00 2 0 0 100
120 2 0.23 34.534 0.35 9 days, 7:49:00 1 0 1 50.0
41 1 1.83 34.274 0.34 1:05:00 1 0 0 100
142 1 2.0 32.906 0.33 10:00:00 1 0 0 100
3 1 1.33 22.538 0.23 0:50:00 1 0 0 100
141 1 1.04 17.096 0.17 0:07:00 1 0 0 100
6 10 0.93 15.023 0.15 3 days, 1:26:00 9 0 1 90.0
2 1 0.78 13.135 0.13 0:50:00 1 0 0 100
6 141 142 1 0.33 5.494 0.05 0:01:00 1 0 0 100
2 3 1 0.31 5.038 0.05 0:01:00 1 0 0 100
4 1 0.12 2.028 0.02 0:02:00 1 0 0 100
TOTAL 24 1.0 288.640 2.89 2 days, 2:25:00 22 0 2 91.7

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 5 1.3 108.126 1.08 0:13:00 5 0 0 100
exit_long_grind_g ( 120 ) 1 1.78 82.455 0.82 10 days, 0:58:00 1 0 0 100
exit_long_tc_d_2_84 ( 143 ) 1 2.22 36.636 0.37 8:15:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.16 36.247 0.36 0:08:00 1 0 0 100
exit_long_quick_d_2_101 ( 41 ) 1 1.83 34.274 0.34 1:05:00 1 0 0 100
exit_long_tc_6_1 ( 142 ) 1 2.0 32.906 0.33 10:00:00 1 0 0 100
exit_long_tc_d_1_90 ( 143 ) 1 1.89 31.241 0.31 4:15:00 1 0 0 100
exit_long_normal_d_1_65 ( 3 ) 1 1.33 22.538 0.23 0:50:00 1 0 0 100
exit_long_quick_d_1_95 ( 42 ) 1 1.36 21.828 0.22 2:35:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 1 1.16 19.092 0.19 1:10:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.04 17.096 0.17 0:07:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 1 1.05 16.870 0.17 0:07:00 1 0 0 100
exit_long_normal_d_0_48 ( 2 ) 1 0.78 13.135 0.13 0:50:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 2 0.21 6.975 0.07 0:02:00 2 0 0 100
exit_long_normal_u_0 ( 6 141 142 ) 1 0.33 5.494 0.05 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 ) 1 0.31 5.038 0.05 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 4 ) 1 0.12 2.028 0.02 0:02:00 1 0 0 100
force_exit 2 -1.16 -203.338 -2.03 19 days, 13:18:00 0 0 2 0
TOTAL 24 1.0 288.640 2.89 2 days, 2:25:00 22 0 2 91.7

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 5 1.3 108.126 1.08 0:13:00 5 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.78 82.455 0.82 10 days, 0:58:00 1 0 0 100
('143 ', 'exit_long_tc_d_2_84 ( 143 )') 1 2.22 36.636 0.37 8:15:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.16 36.247 0.36 0:08:00 1 0 0 100
('41 ', 'exit_long_quick_d_2_101 ( 41 )') 1 1.83 34.274 0.34 1:05:00 1 0 0 100
('142 ', 'exit_long_tc_6_1 ( 142 )') 1 2.0 32.906 0.33 10:00:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_90 ( 143 )') 1 1.89 31.241 0.31 4:15:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_65 ( 3 )') 1 1.33 22.538 0.23 0:50:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_95 ( 42 )') 1 1.36 21.828 0.22 2:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 1 1.16 19.092 0.19 1:10:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.04 17.096 0.17 0:07:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 1 1.05 16.870 0.17 0:07:00 1 0 0 100
('2 ', 'exit_long_normal_d_0_48 ( 2 )') 1 0.78 13.135 0.13 0:50:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 2 0.21 6.975 0.07 0:02:00 2 0 0 100
('6 141 142 ', 'exit_long_normal_u_0 ( 6 141 142 )') 1 0.33 5.494 0.05 0:01:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_0 ( 2 3 )') 1 0.31 5.038 0.05 0:01:00 1 0 0 100
('4 ', 'exit_long_normal_u_0 ( 4 )') 1 0.12 2.028 0.02 0:02:00 1 0 0 100
('120 ', 'force_exit') 1 -1.32 -47.921 -0.48 8 days, 14:40:00 0 0 1 0
('6 ', 'force_exit') 1 -1.0 -155.417 -1.55 30 days, 11:55:00 0 0 1 0
TOTAL 24 1.0 288.640 2.89 2 days, 2:25:00 22 0 2 91.7

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
02/08/2022 104.213 4 0 0
03/08/2022 0 0 0 0
04/08/2022 0 0 0 0
05/08/2022 0 0 0 0
06/08/2022 0 0 0 0
07/08/2022 0 0 0 0
08/08/2022 0 0 0 0
09/08/2022 0 0 0 0
10/08/2022 0 0 0 0
11/08/2022 0 0 0 0
12/08/2022 82.455 1 0 0
13/08/2022 0 0 0 0
14/08/2022 24.017 1 0 0
15/08/2022 0 0 0 0
16/08/2022 0 0 0 0
17/08/2022 0 0 0 0
18/08/2022 43.389 4 0 0
19/08/2022 119.248 7 0 0
20/08/2022 0 0 0 0
21/08/2022 0 0 0 0
22/08/2022 0 0 0 0
23/08/2022 0 0 0 0
24/08/2022 36.247 1 0 0
25/08/2022 0 0 0 0
26/08/2022 59.872 3 0 0
27/08/2022 22.538 1 0 0
28/08/2022 0 0 0 0
29/08/2022 0 0 0 0
30/08/2022 0 0 0 0
31/08/2022 0 0 0 0
01/09/2022 -203.338 0 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2022-08-01 00:00:00
Backtesting to 2022-09-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 24 / 0.77
Starting balance 10000 USDT
Final balance 10288.64 USDT
Absolute profit 288.64 USDT
Total profit % 2.89%
CAGR % 39.80%
Sortino 3.31
Sharpe 4.34
Calmar 91.79
Profit factor 2.42
Expectancy (Ratio) 12.03 (0.12)
Avg. daily profit % 0.09%
Avg. stake amount 1517.489 USDT
Total trade volume 36419.726 USDT
Best Pair ETC/USDT 1.23%
Worst Pair AVA/USDT -1.55%
Best trade ETC/USDT 2.22%
Worst trade EOS/USDT -1.32%
Best day 119.248 USDT
Worst day -203.338 USDT
Days win/draw/lose 8 / 22 / 1
Avg. Duration Winners 12:21:00
Avg. Duration Loser 19 days, 13:18:00
Max Consecutive Wins / Loss 22 / 2
Rejected Entry signals 7
Entry/Exit Timeouts 0 / 0
Min balance 10034.274 USDT
Max balance 10491.978 USDT
Max % of account underwater 1.94%
Absolute Drawdown (Account) 1.94%
Absolute Drawdown 203.338 USDT
Drawdown high 491.978 USDT
Drawdown low 288.64 USDT
Drawdown Start 2022-08-27 00:25:00
Drawdown End 2022-09-01 00:00:00
Market change -9.63%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 24 1.00 288.640 2.89 2 days, 2:25:00 22 0 2 91.7 203.338 USDT 1.94%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220901-20221001

Current Previous v15.1.252 v15.1.240
Average Duration 2 days, 22:56:00 2 days, 22:56:00 2 days, 22:56:00 2 days, 22:56:00
Market Change -4.09 % -4.09 % -4.09 % -4.09 %
Max Drawdown 2.0671 % 2.0671 % 2.0308 % 2.0227 %
Profit Mean 0.77 % 0.77 % 0.78 % 0.77 %
Profit Sum 11.55 % 11.55 % 11.63 % 11.62 %
Profit Total 0.76 % 0.76 % 0.8 % 0.81 %
Trades 15 15 15 15
Win Rate 86.67 % 86.67 % 86.67 % 86.67 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CKB/USDT 1 4.2 69.786 0.7 0:45:00 1 0 0 100
DEGO/USDT 1 3.16 53.010 0.53 0:40:00 1 0 0 100
ETC/USDT 2 1.48 49.639 0.5 1:02:00 2 0 0 100
PRE/USDT 1 2.09 34.576 0.35 4:36:00 1 0 0 100
FIL/USDT 2 0.95 31.709 0.32 1:38:00 2 0 0 100
ETH/USDT 2 0.61 20.350 0.2 8:55:00 2 0 0 100
ATOM/USDT 1 1.02 17.060 0.17 0:55:00 1 0 0 100
AAVE/USDT 1 0.31 5.165 0.05 0:02:00 1 0 0 100
NWC/USDT 1 0.23 3.839 0.04 0:02:00 1 0 0 100
EOS/USDT 1 0.21 3.560 0.04 16:41:00 1 0 0 100
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 1 -0.34 -18.626 -0.19 24 days, 21:50:00 0 0 1 0
GRT/USDT 1 -5.41 -194.053 -1.94 17 days, 11:20:00 0 0 1 0
TOTAL 15 0.77 76.017 0.76 2 days, 22:56:00 13 0 2 86.7

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 4 1.95 130.195 1.3 4:32:00 4 0 0 100
141 142 3 1.34 67.219 0.67 1:46:00 3 0 0 100
3 1 2.09 34.576 0.35 4:36:00 1 0 0 100
6 142 1 1.07 17.935 0.18 2:05:00 1 0 0 100
143 1 1.02 17.060 0.17 0:55:00 1 0 0 100
4 141 142 1 0.84 14.130 0.14 0:01:00 1 0 0 100
141 1 0.31 5.165 0.05 0:02:00 1 0 0 100
142 1 0.15 2.416 0.02 15:45:00 1 0 0 100
120 1 -0.34 -18.626 -0.19 24 days, 21:50:00 0 0 1 0
120 142 1 -5.41 -194.053 -1.94 17 days, 11:20:00 0 0 1 0
TOTAL 15 0.77 76.017 0.76 2 days, 22:56:00 13 0 2 86.7

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_normal_t_4_2_m ( 6 ) 1 4.2 69.786 0.7 0:45:00 1 0 0 100
exit_profit_long_normal_t_3_1_m ( 6 ) 1 3.16 53.010 0.53 0:40:00 1 0 0 100
exit_long_tc_d_1_78 ( 141 142 ) 2 1.29 43.248 0.43 2:37:00 2 0 0 100
exit_long_normal_d_2_3 ( 3 ) 1 2.09 34.576 0.35 4:36:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.43 23.971 0.24 0:04:00 1 0 0 100
exit_long_normal_d_1_95 ( 6 142 ) 1 1.07 17.935 0.18 2:05:00 1 0 0 100
exit_long_tc_d_1_70 ( 143 ) 1 1.02 17.060 0.17 0:55:00 1 0 0 100
exit_long_normal_u_0 ( 4 141 142 ) 1 0.84 14.130 0.14 0:01:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 1 0.31 5.165 0.05 0:02:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.23 3.839 0.04 0:02:00 1 0 0 100
exit_long_normal_d_0_52 ( 6 ) 1 0.21 3.560 0.04 16:41:00 1 0 0 100
exit_long_tc_d_0_35 ( 142 ) 1 0.15 2.416 0.02 15:45:00 1 0 0 100
force_exit 2 -2.87 -212.678 -2.13 21 days, 4:35:00 0 0 2 0
TOTAL 15 0.77 76.017 0.76 2 days, 22:56:00 13 0 2 86.7

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_profit_long_normal_t_4_2_m ( 6 )') 1 4.2 69.786 0.7 0:45:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_3_1_m ( 6 )') 1 3.16 53.010 0.53 0:40:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_1_78 ( 141 142 )') 2 1.29 43.248 0.43 2:37:00 2 0 0 100
('3 ', 'exit_long_normal_d_2_3 ( 3 )') 1 2.09 34.576 0.35 4:36:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.43 23.971 0.24 0:04:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_1_95 ( 6 142 )') 1 1.07 17.935 0.18 2:05:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_70 ( 143 )') 1 1.02 17.060 0.17 0:55:00 1 0 0 100
('4 141 142 ', 'exit_long_normal_u_0 ( 4 141 142 )') 1 0.84 14.130 0.14 0:01:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 1 0.31 5.165 0.05 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.23 3.839 0.04 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_52 ( 6 )') 1 0.21 3.560 0.04 16:41:00 1 0 0 100
('142 ', 'exit_long_tc_d_0_35 ( 142 )') 1 0.15 2.416 0.02 15:45:00 1 0 0 100
('120 ', 'force_exit') 1 -0.34 -18.626 -0.19 24 days, 21:50:00 0 0 1 0
('120 142 ', 'force_exit') 1 -5.41 -194.053 -1.94 17 days, 11:20:00 0 0 1 0
TOTAL 15 0.77 76.017 0.76 2 days, 22:56:00 13 0 2 86.7

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
10/09/2022 34.576 1 0 0
11/09/2022 0 0 0 0
12/09/2022 0 0 0 0
13/09/2022 69.786 1 0 0
14/09/2022 2.416 1 0 0
15/09/2022 17.935 1 0 0
16/09/2022 0 0 0 0
17/09/2022 0 0 0 0
18/09/2022 43.266 3 0 0
19/09/2022 46.808 3 0 0
20/09/2022 0 0 0 0
21/09/2022 17.06 1 0 0
22/09/2022 0 0 0 0
23/09/2022 0 0 0 0
24/09/2022 0 0 0 0
25/09/2022 0 0 0 0
26/09/2022 3.839 1 0 0
27/09/2022 0 0 0 0
28/09/2022 0 0 0 0
29/09/2022 53.01 1 0 0
30/09/2022 0 0 0 0
01/10/2022 -212.678 0 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2022-09-01 00:00:00
Backtesting to 2022-10-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 15 / 0.5
Starting balance 10000 USDT
Final balance 10076.017 USDT
Absolute profit 76.017 USDT
Total profit % 0.76%
CAGR % 9.65%
Sortino 0.55
Sharpe 0.85
Calmar 23.42
Profit factor 1.36
Expectancy (Ratio) 5.07 (0.05)
Avg. daily profit % 0.03%
Avg. stake amount 1658.041 USDT
Total trade volume 24870.611 USDT
Best Pair CKB/USDT 0.70%
Worst Pair GRT/USDT -1.94%
Best trade CKB/USDT 4.20%
Worst trade GRT/USDT -5.41%
Best day 69.786 USDT
Worst day -212.678 USDT
Days win/draw/lose 9 / 12 / 1
Avg. Duration Winners 3:36:00
Avg. Duration Loser 21 days, 4:35:00
Max Consecutive Wins / Loss 13 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10034.576 USDT
Max balance 10288.695 USDT
Max % of account underwater 2.07%
Absolute Drawdown (Account) 2.07%
Absolute Drawdown 212.678 USDT
Drawdown high 288.695 USDT
Drawdown low 76.017 USDT
Drawdown Start 2022-09-29 14:30:00
Drawdown End 2022-10-01 00:00:00
Market change -4.09%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 15 0.77 76.017 0.76 2 days, 22:56:00 13 0 2 86.7 212.678 USDT 2.07%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20221001-20221101

Current Previous v15.1.252 v15.1.240
Average Duration 4 days, 0:37:00 4 days, 0:37:00 4 days, 0:37:00 4 days, 0:37:00
Market Change 4.93 % 4.93 % 4.93 % 4.93 %
Max Drawdown 1.9185 % 1.9185 % 1.9188 % 1.9188 %
Profit Mean 0.26 % 0.26 % 0.26 % 0.26 %
Profit Sum 1.31 % 1.31 % 1.31 % 1.31 %
Profit Total -0.91 % -0.91 % -0.91 % -0.91 %
Trades 5 5 5 5
Win Rate 80.0 % 80.0 % 80.0 % 80.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VELO/USDT 1 4.51 74.653 0.75 1:04:00 1 0 0 100
TEL/USDT 1 0.75 12.467 0.12 0:03:00 1 0 0 100
PRE/USDT 1 0.67 11.111 0.11 5:45:00 1 0 0 100
VIDT/USDT 1 0.26 4.276 0.04 0:36:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 1 -4.89 -193.813 -1.94 19 days, 19:35:00 0 0 1 0
TOTAL 5 0.26 -91.306 -0.91 4 days, 0:37:00 4 0 1 80.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
PLU/USDT 1 -4.89 -193.813 -1.94 19 days, 19:35:00 0 0 1 0
TOTAL 1 -4.89 -193.813 -1.94 19 days, 19:35:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
5 1 0.67 11.111 0.11 5:45:00 1 0 0 100
6 4 0.16 -102.418 -1.02 4 days, 23:20:00 3 0 1 75.0
TOTAL 5 0.26 -91.306 -0.91 4 days, 0:37:00 4 0 1 80.0

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_normal_t_4_2_m ( 6 ) 1 4.51 74.653 0.75 1:04:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.75 12.467 0.12 0:03:00 1 0 0 100
exit_long_normal_d_0_95 ( 5 ) 1 0.67 11.111 0.11 5:45:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.26 4.276 0.04 0:36:00 1 0 0 100
force_exit 1 -4.89 -193.813 -1.94 19 days, 19:35:00 0 0 1 0
TOTAL 5 0.26 -91.306 -0.91 4 days, 0:37:00 4 0 1 80.0

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_profit_long_normal_t_4_2_m ( 6 )') 1 4.51 74.653 0.75 1:04:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.75 12.467 0.12 0:03:00 1 0 0 100
('5 ', 'exit_long_normal_d_0_95 ( 5 )') 1 0.67 11.111 0.11 5:45:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.26 4.276 0.04 0:36:00 1 0 0 100
('6 ', 'force_exit') 1 -4.89 -193.813 -1.94 19 days, 19:35:00 0 0 1 0
TOTAL 5 0.26 -91.306 -0.91 4 days, 0:37:00 4 0 1 80.0

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/10/2022 87.12 2 0 0
02/10/2022 0 0 0 0
03/10/2022 0 0 0 0
04/10/2022 0 0 0 0
05/10/2022 0 0 0 0
06/10/2022 0 0 0 0
07/10/2022 0 0 0 0
08/10/2022 0 0 0 0
09/10/2022 0 0 0 0
10/10/2022 0 0 0 0
11/10/2022 0 0 0 0
12/10/2022 0 0 0 0
13/10/2022 0 0 0 0
14/10/2022 0 0 0 0
15/10/2022 0 0 0 0
16/10/2022 0 0 0 0
17/10/2022 0 0 0 0
18/10/2022 0 0 0 0
19/10/2022 0 0 0 0
20/10/2022 15.387 2 0 0
21/10/2022 0 0 0 0
22/10/2022 0 0 0 0
23/10/2022 0 0 0 0
24/10/2022 0 0 0 0
25/10/2022 0 0 0 0
26/10/2022 0 0 0 0
27/10/2022 0 0 0 0
28/10/2022 0 0 0 0
29/10/2022 0 0 0 0
30/10/2022 0 0 0 0
31/10/2022 0 0 0 0
01/11/2022 -193.813 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2022-10-01 00:00:00
Backtesting to 2022-11-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 5 / 0.16
Starting balance 10000 USDT
Final balance 9908.694 USDT
Absolute profit -91.306 USDT
Total profit % -0.91%
CAGR % -10.24%
Sortino -100.00
Sharpe -0.62
Calmar -29.33
Profit factor 0.53
Expectancy (Ratio) -18.26 (-0.09)
Avg. daily profit % -0.03%
Avg. stake amount 1709.167 USDT
Total trade volume 8545.834 USDT
Best Pair VELO/USDT 0.75%
Worst Pair PLU/USDT -1.94%
Best trade VELO/USDT 4.51%
Worst trade PLU/USDT -4.89%
Best day 87.12 USDT
Worst day -193.813 USDT
Days win/draw/lose 2 / 29 / 1
Avg. Duration Winners 1:52:00
Avg. Duration Loser 19 days, 19:35:00
Max Consecutive Wins / Loss 4 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9908.694 USDT
Max balance 10102.507 USDT
Max % of account underwater 1.92%
Absolute Drawdown (Account) 1.92%
Absolute Drawdown 193.813 USDT
Drawdown high 102.507 USDT
Drawdown low -91.306 USDT
Drawdown Start 2022-10-20 07:40:00
Drawdown End 2022-11-01 00:00:00
Market change 4.93%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 5 0.26 -91.306 -0.91 4 days, 0:37:00 4 0 1 80.0 193.813 USDT 1.92%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20221101-20221201

Current Previous v15.1.252 v15.1.240
Average Duration 6 days, 7:25:00 6 days, 7:25:00 6 days, 10:06:00 6 days, 10:03:00
Market Change -17.15 % -17.15 % -17.15 % -17.15 %
Max Drawdown 9.4307 % 9.4307 % 9.45 % 11.3936 %
Profit Mean 0.46 % 0.46 % 0.5 % 0.48 %
Profit Sum 9.63 % 9.63 % 10.51 % 10.16 %
Profit Total -4.7 % -4.7 % -4.52 % -6.15 %
Trades 21 21 21 21
Win Rate 76.19 % 76.19 % 76.19 % 76.19 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
MLK/USDT 2 4.65 110.040 1.1 0:21:00 2 0 0 100
VIDT/USDT 7 -0.02 107.722 1.08 3 days, 0:59:00 6 0 1 85.7
LINK/USDT 1 1.32 82.837 0.83 7 days, 20:37:00 1 0 0 100
ALEPH/USDT 1 4.15 64.977 0.65 0:35:00 1 0 0 100
UNI/USDT 2 1.88 39.907 0.4 0:02:00 2 0 0 100
ADA/USDT 1 0.69 37.413 0.37 20 days, 6:20:00 1 0 0 100
ALGO/USDT 1 2.15 35.485 0.35 1:00:00 1 0 0 100
LTC/USDT 1 0.93 19.536 0.2 7:15:00 1 0 0 100
BCH/USDT 1 0.11 3.470 0.03 11 days, 10:42:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 1 -4.06 -78.654 -0.79 2 days, 9:55:00 0 0 1 0
BNB/USDT 1 -3.24 -273.019 -2.73 22 days, 5:50:00 0 0 1 0
FIL/USDT 1 -3.2 -282.906 -2.83 22 days, 6:00:00 0 0 1 0
VELO/USDT 1 -2.12 -336.654 -3.37 24 days, 8:00:00 0 0 1 0
TOTAL 21 0.46 -469.844 -4.7 6 days, 7:25:00 16 0 5 76.2

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ADA/USDT 1 0.69 37.413 0.37 20 days, 6:20:00 1 0 0 100
VIDT/USDT 1 -13.35 -21.114 -0.21 21 days, 6:30:00 0 0 1 0
STX/USDT 1 -4.06 -78.654 -0.79 2 days, 9:55:00 0 0 1 0
BNB/USDT 1 -3.24 -273.019 -2.73 22 days, 5:50:00 0 0 1 0
FIL/USDT 1 -3.2 -282.906 -2.83 22 days, 6:00:00 0 0 1 0
VELO/USDT 1 -2.12 -336.654 -3.37 24 days, 8:00:00 0 0 1 0
TOTAL 6 -4.21 -954.934 -9.55 18 days, 19:06:00 1 0 5 16.7

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 2 1.0 120.250 1.2 14 days, 1:28:00 2 0 0 100
2 5 41 2 2.08 66.862 0.67 0:03:00 2 0 0 100
142 3 1.15 41.561 0.42 3 days, 22:00:00 3 0 0 100
42 120 1 2.15 35.485 0.35 1:00:00 1 0 0 100
41 3 1.54 34.459 0.34 0:05:00 3 0 0 100
1 41 43 1 4.4 27.516 0.28 0:01:00 1 0 0 100
42 1 -13.35 -21.114 -0.21 21 days, 6:30:00 0 0 1 0
6 4 2.83 -161.637 -1.62 6 days, 2:19:00 3 0 1 75.0
2 2 -0.95 -251.666 -2.52 11 days, 2:56:00 1 0 1 50.0
141 2 -3.63 -361.559 -3.62 12 days, 7:58:00 0 0 2 0
TOTAL 21 0.46 -469.844 -4.7 6 days, 7:25:00 16 0 5 76.2

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 1.32 82.837 0.83 7 days, 20:37:00 1 0 0 100
exit_profit_long_normal_t_4_3_m ( 6 ) 1 4.15 64.977 0.65 0:35:00 1 0 0 100
exit_long_normal_d_5_71 ( 6 ) 1 5.44 63.050 0.63 0:22:00 1 0 0 100
exit_long_normal_d_3_78 ( 6 ) 1 3.85 46.991 0.47 0:20:00 1 0 0 100
exit_long_normal_u_2 ( 2 5 41 ) 1 2.63 42.094 0.42 0:02:00 1 0 0 100
exit_long_quick_d_2_10 ( 42 120 ) 1 2.15 35.485 0.35 1:00:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 3 1.54 34.459 0.34 0:05:00 3 0 0 100
exit_long_normal_u_4 ( 1 41 43 ) 1 4.4 27.516 0.28 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 2 5 41 ) 1 1.54 24.768 0.25 0:04:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.34 21.353 0.21 0:02:00 1 0 0 100
exit_long_tc_d_1_84 ( 142 ) 1 0.93 19.536 0.2 7:15:00 1 0 0 100
exit_long_tc_u_2 ( 142 ) 1 2.42 18.554 0.19 0:03:00 1 0 0 100
exit_long_tc_d_0_100 ( 142 ) 1 0.11 3.470 0.03 11 days, 10:42:00 1 0 0 100
force_exit 6 -4.21 -954.934 -9.55 18 days, 19:06:00 1 0 5 16.7
TOTAL 21 0.46 -469.844 -4.7 6 days, 7:25:00 16 0 5 76.2

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 1.32 82.837 0.83 7 days, 20:37:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_4_3_m ( 6 )') 1 4.15 64.977 0.65 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_5_71 ( 6 )') 1 5.44 63.050 0.63 0:22:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_78 ( 6 )') 1 3.85 46.991 0.47 0:20:00 1 0 0 100
('2 5 41 ', 'exit_long_normal_u_2 ( 2 5 41 )') 1 2.63 42.094 0.42 0:02:00 1 0 0 100
('120 ', 'force_exit') 1 0.69 37.413 0.37 20 days, 6:20:00 1 0 0 100
('42 120 ', 'exit_long_quick_d_2_10 ( 42 120 )') 1 2.15 35.485 0.35 1:00:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 3 1.54 34.459 0.34 0:05:00 3 0 0 100
('1 41 43 ', 'exit_long_normal_u_4 ( 1 41 43 )') 1 4.4 27.516 0.28 0:01:00 1 0 0 100
('2 5 41 ', 'exit_long_normal_u_1 ( 2 5 41 )') 1 1.54 24.768 0.25 0:04:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.34 21.353 0.21 0:02:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_84 ( 142 )') 1 0.93 19.536 0.2 7:15:00 1 0 0 100
('142 ', 'exit_long_tc_u_2 ( 142 )') 1 2.42 18.554 0.19 0:03:00 1 0 0 100
('142 ', 'exit_long_tc_d_0_100 ( 142 )') 1 0.11 3.470 0.03 11 days, 10:42:00 1 0 0 100
('42 ', 'force_exit') 1 -13.35 -21.114 -0.21 21 days, 6:30:00 0 0 1 0
('2 ', 'force_exit') 1 -3.24 -273.019 -2.73 22 days, 5:50:00 0 0 1 0
('6 ', 'force_exit') 1 -2.12 -336.654 -3.37 24 days, 8:00:00 0 0 1 0
('141 ', 'force_exit') 2 -3.63 -361.559 -3.62 12 days, 7:58:00 0 0 2 0
TOTAL 21 0.46 -469.844 -4.7 6 days, 7:25:00 16 0 5 76.2

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
08/11/2022 56.838 2 0 0
09/11/2022 276.967 10 0 0
10/11/2022 82.837 1 0 0
11/11/2022 0 0 0 0
12/11/2022 0 0 0 0
13/11/2022 0 0 0 0
14/11/2022 0 0 0 0
15/11/2022 0 0 0 0
16/11/2022 0 0 0 0
17/11/2022 0 0 0 0
18/11/2022 0 0 0 0
19/11/2022 0 0 0 0
20/11/2022 3.47 1 0 0
21/11/2022 0 0 0 0
22/11/2022 64.977 1 0 0
23/11/2022 0 0 0 0
24/11/2022 0 0 0 0
25/11/2022 0 0 0 0
26/11/2022 0 0 0 0
27/11/2022 0 0 0 0
28/11/2022 0 0 0 0
29/11/2022 0 0 0 0
30/11/2022 0 0 0 0
01/12/2022 -954.934 1 0 5

SUMMARY METRICS

Metric Value
Backtesting from 2022-11-01 00:00:00
Backtesting to 2022-12-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 21 / 0.7
Starting balance 10000 USDT
Final balance 9530.156 USDT
Absolute profit -469.844 USDT
Total profit % -4.70%
CAGR % -44.32%
Sortino -2.40
Sharpe -2.55
Calmar -31.73
Profit factor 0.53
Expectancy (Ratio) -22.37 (-0.11)
Avg. daily profit % -0.16%
Avg. stake amount 1087.027 USDT
Total trade volume 22827.557 USDT
Best Pair MLK/USDT 1.10%
Worst Pair STX/USDT -0.79%
Best trade MLK/USDT 5.44%
Worst trade VIDT/USDT -13.35%
Best day 276.967 USDT
Worst day -954.934 USDT
Days win/draw/lose 5 / 18 / 1
Avg. Duration Winners 2 days, 11:59:00
Avg. Duration Loser 18 days, 12:03:00
Max Consecutive Wins / Loss 16 / 5
Rejected Entry signals 118
Entry/Exit Timeouts 0 / 0
Min balance 9530.156 USDT
Max balance 10522.502 USDT
Max % of account underwater 9.43%
Absolute Drawdown (Account) 9.43%
Absolute Drawdown 992.347 USDT
Drawdown high 522.502 USDT
Drawdown low -469.844 USDT
Drawdown Start 2022-12-01 00:00:00
Drawdown End 2022-12-01 00:00:00
Market change -17.15%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 21 0.46 -469.844 -4.7 6 days, 7:25:00 16 0 5 76.2 992.347 USDT 9.43%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20221201-20230101

Current Previous v15.1.252 v15.1.240
Average Duration 1:14:00 1:14:00 1:14:00 1:14:00
Market Change -9.88 % -9.88 % -9.88 % -9.88 %
Max Drawdown 0.1702 % 0.1702 % 0.1702 % 0.1702 %
Profit Mean 1.75 % 1.75 % 1.75 % 1.75 %
Profit Sum 24.51 % 24.51 % 24.51 % 24.51 %
Profit Total 4.26 % 4.26 % 4.26 % 4.26 %
Trades 14 14 14 14
Win Rate 92.86 % 92.86 % 92.86 % 92.86 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VELO/USDT 3 3.74 189.388 1.89 0:55:00 3 0 0 100
MLK/USDT 2 1.71 71.982 0.72 1:59:00 1 0 1 50.0
ALGO/USDT 2 1.31 43.609 0.44 4:18:00 2 0 0 100
ETC/USDT 1 2.36 39.337 0.39 0:01:00 1 0 0 100
DOT/USDT 1 1.44 23.833 0.24 0:01:00 1 0 0 100
VRA/USDT 1 1.09 18.256 0.18 0:01:00 1 0 0 100
EOS/USDT 1 1.09 18.170 0.18 0:01:00 1 0 0 100
DGB/USDT 1 0.66 10.966 0.11 0:01:00 1 0 0 100
STX/USDT 1 0.48 8.025 0.08 0:09:00 1 0 0 100
FIL/USDT 1 0.12 2.603 0.03 1:49:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 14 1.75 426.170 4.26 1:14:00 13 0 1 92.9

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 4 2.57 173.023 1.73 1:09:00 3 0 1 75.0
5 1 4.45 89.761 0.9 1:23:00 1 0 0 100
141 3 1.32 66.594 0.67 0:37:00 3 0 0 100
142 2 0.81 26.981 0.27 4:22:00 2 0 0 100
2 3 6 142 1 1.44 23.833 0.24 0:01:00 1 0 0 100
120 141 142 1 1.09 18.170 0.18 0:01:00 1 0 0 100
42 1 0.99 16.842 0.17 0:45:00 1 0 0 100
2 3 1 0.66 10.966 0.11 0:01:00 1 0 0 100
TOTAL 14 1.75 426.170 4.26 1:14:00 13 0 1 92.9

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_6_42 ( 6 ) 1 6.16 104.054 1.04 0:55:00 1 0 0 100
exit_long_normal_d_5_97 ( 5 ) 1 4.45 89.761 0.9 1:23:00 1 0 0 100
exit_long_normal_d_4_42 ( 6 ) 1 4.08 68.491 0.68 1:06:00 1 0 0 100
exit_long_tc_u_2 ( 141 ) 1 2.36 39.337 0.39 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.49 24.653 0.25 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 6 142 ) 1 1.44 23.833 0.24 0:01:00 1 0 0 100
exit_long_tc_d_1_2 ( 142 ) 1 1.13 18.956 0.19 8:35:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.09 18.256 0.18 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 120 141 142 ) 1 1.09 18.170 0.18 0:01:00 1 0 0 100
exit_long_quick_d_0_80 ( 42 ) 1 0.99 16.842 0.17 0:45:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 ) 1 0.66 10.966 0.11 0:01:00 1 0 0 100
exit_long_tc_u_0 ( 142 ) 1 0.48 8.025 0.08 0:09:00 1 0 0 100
exit_long_tc_d_0_44 ( 141 ) 1 0.12 2.603 0.03 1:49:00 1 0 0 100
force_exit 1 -1.03 -17.779 -0.18 2:35:00 0 0 1 0
TOTAL 14 1.75 426.170 4.26 1:14:00 13 0 1 92.9

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_6_42 ( 6 )') 1 6.16 104.054 1.04 0:55:00 1 0 0 100
('5 ', 'exit_long_normal_d_5_97 ( 5 )') 1 4.45 89.761 0.9 1:23:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_42 ( 6 )') 1 4.08 68.491 0.68 1:06:00 1 0 0 100
('141 ', 'exit_long_tc_u_2 ( 141 )') 1 2.36 39.337 0.39 0:01:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.49 24.653 0.25 0:01:00 1 0 0 100
('2 3 6 142 ', 'exit_long_normal_u_1 ( 2 3 6 142 )') 1 1.44 23.833 0.24 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_2 ( 142 )') 1 1.13 18.956 0.19 8:35:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.09 18.256 0.18 0:01:00 1 0 0 100
('120 141 142 ', 'exit_long_tc_u_1 ( 120 141 142 )') 1 1.09 18.170 0.18 0:01:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_80 ( 42 )') 1 0.99 16.842 0.17 0:45:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_0 ( 2 3 )') 1 0.66 10.966 0.11 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 1 0.48 8.025 0.08 0:09:00 1 0 0 100
('141 ', 'exit_long_tc_d_0_44 ( 141 )') 1 0.12 2.603 0.03 1:49:00 1 0 0 100
('6 ', 'force_exit') 1 -1.03 -17.779 -0.18 2:35:00 0 0 1 0
TOTAL 14 1.75 426.170 4.26 1:14:00 13 0 1 92.9

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
16/12/2022 124.984 6 0 0
17/12/2022 39.815 3 0 0
18/12/2022 0 0 0 0
19/12/2022 0 0 0 0
20/12/2022 0 0 0 0
21/12/2022 0 0 0 0
22/12/2022 0 0 0 0
23/12/2022 0 0 0 0
24/12/2022 0 0 0 0
25/12/2022 0 0 0 0
26/12/2022 0 0 0 0
27/12/2022 172.545 2 0 0
28/12/2022 0 0 0 0
29/12/2022 0 0 0 0
30/12/2022 0 0 0 0
31/12/2022 106.604 2 0 0
01/01/2023 -17.779 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2022-12-01 00:00:00
Backtesting to 2023-01-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 14 / 0.45
Starting balance 10000 USDT
Final balance 10426.17 USDT
Absolute profit 426.17 USDT
Total profit % 4.26%
CAGR % 63.46%
Sortino -100.00
Sharpe 7.99
Calmar 1542.87
Profit factor 24.97
Expectancy (Ratio) 30.44 (1.71)
Avg. daily profit % 0.14%
Avg. stake amount 1670.842 USDT
Total trade volume 23391.793 USDT
Best Pair VELO/USDT 1.89%
Worst Pair AAVE/USDT 0.00%
Best trade VELO/USDT 6.16%
Worst trade MLK/USDT -1.03%
Best day 172.545 USDT
Worst day -17.779 USDT
Days win/draw/lose 4 / 12 / 1
Avg. Duration Winners 1:08:00
Avg. Duration Loser 2:35:00
Max Consecutive Wins / Loss 13 / 1
Rejected Entry signals 4
Entry/Exit Timeouts 0 / 0
Min balance 10024.653 USDT
Max balance 10443.949 USDT
Max % of account underwater 0.17%
Absolute Drawdown (Account) 0.17%
Absolute Drawdown 17.779 USDT
Drawdown high 443.949 USDT
Drawdown low 426.17 USDT
Drawdown Start 2022-12-31 19:28:00
Drawdown End 2023-01-01 00:00:00
Market change -9.88%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 14 1.75 426.170 4.26 1:14:00 13 0 1 92.9 17.779 USDT 0.17%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230101-20230201

Current Previous v15.1.252 v15.1.240
Average Duration 1 day, 0:25:00 1 day, 0:25:00 1 day, 0:31:00 1 day, 0:30:00
Market Change 40.61 % 40.61 % 40.61 % 40.61 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.49 % 1.49 % 1.43 % 1.43 %
Profit Sum 22.4 % 22.4 % 21.43 % 21.43 %
Profit Total 4.29 % 4.29 % 4.13 % 4.13 %
Trades 15 15 15 15
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FIL/USDT 2 1.66 108.063 1.08 6 days, 13:02:00 2 0 0 100
MLK/USDT 1 5.19 87.203 0.87 3:45:00 1 0 0 100
DOT/USDT 3 0.91 45.845 0.46 14:54:00 3 0 0 100
VELO/USDT 1 2.08 34.940 0.35 2:55:00 1 0 0 100
ETC/USDT 1 1.9 31.589 0.32 0:01:00 1 0 0 100
VRA/USDT 1 1.69 28.943 0.29 0:19:00 1 0 0 100
AAVE/USDT 1 1.41 23.358 0.23 0:01:00 1 0 0 100
NWC/USDT 2 0.58 19.483 0.19 0:01:00 2 0 0 100
LINK/USDT 1 1.09 18.702 0.19 0:03:00 1 0 0 100
COMP/USDT 1 1.06 18.279 0.18 0:19:00 1 0 0 100
ADA/USDT 1 0.77 13.081 0.13 0:01:00 1 0 0 100
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 15 1.49 429.487 4.29 1 day, 0:25:00 15 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 8 1.67 226.013 2.26 0:54:00 8 0 0 100
142 4 1.35 89.863 0.9 0:02:00 4 0 0 100
120 1 1.84 82.591 0.83 13 days, 2:04:00 1 0 0 100
2 1 1.69 28.943 0.29 0:19:00 1 0 0 100
141 1 0.12 2.077 0.02 1 day, 20:37:00 1 0 0 100
TOTAL 15 1.49 429.487 4.29 1 day, 0:25:00 15 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_5_100 ( 6 ) 1 5.19 87.203 0.87 3:45:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 4 1.23 84.387 0.84 0:06:00 4 0 0 100
exit_long_grind_g ( 120 ) 1 1.84 82.591 0.83 13 days, 2:04:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 3 1.54 76.782 0.77 0:02:00 3 0 0 100
exit_long_normal_d_2_55 ( 6 ) 1 2.08 34.940 0.35 2:55:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.69 28.943 0.29 0:19:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 2 0.58 19.483 0.19 0:01:00 2 0 0 100
exit_long_tc_u_0 ( 142 ) 1 0.77 13.081 0.13 0:01:00 1 0 0 100
exit_long_tc_w_0_8 ( 141 ) 1 0.12 2.077 0.02 1 day, 20:37:00 1 0 0 100
TOTAL 15 1.49 429.487 4.29 1 day, 0:25:00 15 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_5_100 ( 6 )') 1 5.19 87.203 0.87 3:45:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 4 1.23 84.387 0.84 0:06:00 4 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.84 82.591 0.83 13 days, 2:04:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 3 1.54 76.782 0.77 0:02:00 3 0 0 100
('6 ', 'exit_long_normal_d_2_55 ( 6 )') 1 2.08 34.940 0.35 2:55:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.69 28.943 0.29 0:19:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 2 0.58 19.483 0.19 0:01:00 2 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 1 0.77 13.081 0.13 0:01:00 1 0 0 100
('141 ', 'exit_long_tc_w_0_8 ( 141 )') 1 0.12 2.077 0.02 1 day, 20:37:00 1 0 0 100
TOTAL 15 1.49 429.487 4.29 1 day, 0:25:00 15 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
16/01/2023 45.194 2 0 0
17/01/2023 0 0 0 0
18/01/2023 31.589 1 0 0
19/01/2023 14.651 1 0 0
20/01/2023 124.221 3 0 0
21/01/2023 0 0 0 0
22/01/2023 0 0 0 0
23/01/2023 82.591 1 0 0
24/01/2023 112.962 6 0 0
25/01/2023 0 0 0 0
26/01/2023 0 0 0 0
27/01/2023 0 0 0 0
28/01/2023 0 0 0 0
29/01/2023 0 0 0 0
30/01/2023 18.279 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-01-01 00:00:00
Backtesting to 2023-02-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 15 / 0.48
Starting balance 10000 USDT
Final balance 10429.487 USDT
Absolute profit 429.487 USDT
Total profit % 4.29%
CAGR % 64.07%
Sortino -100.00
Sharpe 11.16
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 28.63 (100.00)
Avg. daily profit % 0.14%
Avg. stake amount 1607.976 USDT
Total trade volume 24119.646 USDT
Best Pair MLK/USDT 0.87%
Worst Pair ALEPH/USDT 0.00%
Best trade MLK/USDT 5.19%
Worst trade DOT/USDT 0.12%
Best day 124.221 USDT
Worst day 0 USDT
Days win/draw/lose 7 / 8 / 0
Avg. Duration Winners 1 day, 0:25:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 15 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 40.61%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 15 1.49 429.487 4.29 1 day, 0:25:00 15 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230201-20230301

Current Previous v15.1.252 v15.1.240
Average Duration 3 days, 16:12:00 3 days, 16:12:00 3 days, 16:12:00 3 days, 16:12:00
Market Change 12.58 % 12.58 % 12.58 % 12.58 %
Max Drawdown 9.4081 % 9.4081 % 9.3906 % 9.4206 %
Profit Mean -0.33 % -0.33 % -0.23 % -0.24 %
Profit Sum -5.9 % -5.9 % -4.21 % -4.41 %
Profit Total -6.8 % -6.8 % -6.49 % -6.54 %
Trades 18 18 18 18
Win Rate 77.78 % 77.78 % 77.78 % 77.78 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 2 1.5 49.211 0.49 0:44:00 2 0 0 100
VRA/USDT 1 2.87 46.777 0.47 0:01:00 1 0 0 100
CKB/USDT 2 1.38 44.815 0.45 0:22:00 2 0 0 100
VET/USDT 1 1.49 24.853 0.25 14:00:00 1 0 0 100
SNX/USDT 1 1.13 17.869 0.18 0:02:00 1 0 0 100
ALEPH/USDT 1 0.98 15.609 0.16 3:10:00 1 0 0 100
STX/USDT 1 0.62 12.270 0.12 2:31:00 1 0 0 100
BCH/USDT 1 0.15 8.545 0.09 19 days, 1:05:00 1 0 0 100
UMA/USDT 1 0.43 7.842 0.08 9:05:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 3 -1.82 -110.032 -1.1 2:52:00 2 0 1 66.7
FIL/USDT 2 -3.27 -179.094 -1.79 2 days, 3:58:00 1 0 1 50.0
CHR/USDT 1 -4.3 -264.336 -2.64 20 days, 9:40:00 0 0 1 0
VIDT/USDT 1 -3.03 -353.988 -3.54 20 days, 17:20:00 0 0 1 0
TOTAL 18 -0.33 -679.658 -6.8 3 days, 16:12:00 14 0 4 77.8

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CKB/USDT 1 0.71 11.439 0.11 0:05:00 1 0 0 100
BCH/USDT 1 0.15 8.545 0.09 19 days, 1:05:00 1 0 0 100
VELO/USDT 1 -8.26 -163.226 -1.63 5:20:00 0 0 1 0
FIL/USDT 1 -7.71 -197.815 -1.98 4 days, 7:55:00 0 0 1 0
CHR/USDT 1 -4.3 -264.336 -2.64 20 days, 9:40:00 0 0 1 0
VIDT/USDT 1 -3.03 -353.988 -3.54 20 days, 17:20:00 0 0 1 0
TOTAL 6 -3.74 -959.381 -9.59 10 days, 18:54:00 2 0 4 33.3

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
43 1 2.63 50.076 0.5 1:05:00 1 0 0 100
4 1 2.87 46.777 0.47 0:01:00 1 0 0 100
1 1 2.06 33.376 0.33 0:40:00 1 0 0 100
141 1 1.67 27.358 0.27 1:15:00 1 0 0 100
141 142 1 1.49 24.853 0.25 14:00:00 1 0 0 100
143 1 1.34 21.853 0.22 0:13:00 1 0 0 100
6 142 1 1.17 18.721 0.19 0:01:00 1 0 0 100
120 1 0.15 8.545 0.09 19 days, 1:05:00 1 0 0 100
142 1 -7.71 -197.815 -1.98 4 days, 7:55:00 0 0 1 0
6 9 -1.28 -713.402 -7.13 4 days, 16:09:00 6 0 3 66.7
TOTAL 18 -0.33 -679.658 -6.8 3 days, 16:12:00 14 0 4 77.8

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_quick_d_3_41 ( 43 ) 1 2.63 50.076 0.5 1:05:00 1 0 0 100
exit_long_normal_u_2 ( 4 ) 1 2.87 46.777 0.47 0:01:00 1 0 0 100
exit_long_normal_d_2_77 ( 1 ) 1 2.06 33.376 0.33 0:40:00 1 0 0 100
exit_long_tc_d_1_10 ( 141 ) 1 1.67 27.358 0.27 1:15:00 1 0 0 100
exit_long_tc_w_1_2 ( 141 142 ) 1 1.49 24.853 0.25 14:00:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 1 1.34 21.853 0.22 0:13:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.17 18.721 0.19 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.13 17.869 0.18 0:02:00 1 0 0 100
exit_long_normal_d_0_95 ( 6 ) 1 0.98 15.609 0.16 3:10:00 1 0 0 100
exit_long_normal_d_0_101 ( 6 ) 1 0.62 12.270 0.12 2:31:00 1 0 0 100
exit_long_normal_d_0_98 ( 6 ) 1 0.43 7.842 0.08 9:05:00 1 0 0 100
exit_long_normal_d_0_25 ( 6 ) 1 0.16 3.119 0.03 2:10:00 1 0 0 100
force_exit 6 -3.74 -959.381 -9.59 10 days, 18:54:00 2 0 4 33.3
TOTAL 18 -0.33 -679.658 -6.8 3 days, 16:12:00 14 0 4 77.8

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('43 ', 'exit_long_quick_d_3_41 ( 43 )') 1 2.63 50.076 0.5 1:05:00 1 0 0 100
('4 ', 'exit_long_normal_u_2 ( 4 )') 1 2.87 46.777 0.47 0:01:00 1 0 0 100
('1 ', 'exit_long_normal_d_2_77 ( 1 )') 1 2.06 33.376 0.33 0:40:00 1 0 0 100
('141 ', 'exit_long_tc_d_1_10 ( 141 )') 1 1.67 27.358 0.27 1:15:00 1 0 0 100
('141 142 ', 'exit_long_tc_w_1_2 ( 141 142 )') 1 1.49 24.853 0.25 14:00:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 1 1.34 21.853 0.22 0:13:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.17 18.721 0.19 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.13 17.869 0.18 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_95 ( 6 )') 1 0.98 15.609 0.16 3:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_101 ( 6 )') 1 0.62 12.270 0.12 2:31:00 1 0 0 100
('120 ', 'force_exit') 1 0.15 8.545 0.09 19 days, 1:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_98 ( 6 )') 1 0.43 7.842 0.08 9:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_25 ( 6 )') 1 0.16 3.119 0.03 2:10:00 1 0 0 100
('142 ', 'force_exit') 1 -7.71 -197.815 -1.98 4 days, 7:55:00 0 0 1 0
('6 ', 'force_exit') 4 -3.72 -770.111 -7.7 10 days, 8:06:00 1 0 3 25.0
TOTAL 18 -0.33 -679.658 -6.8 3 days, 16:12:00 14 0 4 77.8

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
09/02/2023 67.08 3 0 0
10/02/2023 24.853 1 0 0
11/02/2023 0 0 0 0
12/02/2023 0 0 0 0
13/02/2023 0 0 0 0
14/02/2023 0 0 0 0
15/02/2023 0 0 0 0
16/02/2023 0 0 0 0
17/02/2023 0 0 0 0
18/02/2023 15.609 1 0 0
19/02/2023 0 0 0 0
20/02/2023 30.991 2 0 0
21/02/2023 0 0 0 0
22/02/2023 7.842 1 0 0
23/02/2023 50.076 1 0 0
24/02/2023 33.376 1 0 0
25/02/2023 46.777 1 0 0
26/02/2023 0 0 0 0
27/02/2023 0 0 0 0
28/02/2023 3.119 1 0 0
01/03/2023 -959.381 2 0 4

SUMMARY METRICS

Metric Value
Backtesting from 2023-02-01 00:00:00
Backtesting to 2023-03-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 18 / 0.64
Starting balance 10000 USDT
Final balance 9320.342 USDT
Absolute profit -679.658 USDT
Total profit % -6.80%
CAGR % -60.05%
Sortino -6.38
Sharpe -3.98
Calmar -49.29
Profit factor 0.31
Expectancy (Ratio) -37.76 (-0.15)
Avg. daily profit % -0.24%
Avg. stake amount 1556.541 USDT
Total trade volume 28017.746 USDT
Best Pair GRT/USDT 0.49%
Worst Pair FIL/USDT -1.79%
Best trade VRA/USDT 2.87%
Worst trade VELO/USDT -8.26%
Best day 67.08 USDT
Worst day -959.381 USDT
Days win/draw/lose 9 / 11 / 1
Avg. Duration Winners 1 day, 11:06:00
Avg. Duration Loser 11 days, 10:04:00
Max Consecutive Wins / Loss 13 / 3
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9320.342 USDT
Max balance 10288.268 USDT
Max % of account underwater 9.41%
Absolute Drawdown (Account) 9.41%
Absolute Drawdown 967.926 USDT
Drawdown high 288.268 USDT
Drawdown low -679.658 USDT
Drawdown Start 2023-03-01 00:00:00
Drawdown End 2023-03-01 00:00:00
Market change 12.58%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 18 -0.33 -679.658 -6.8 3 days, 16:12:00 14 0 4 77.8 967.926 USDT 9.41%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230301-20230401

Current Previous v15.1.252 v15.1.240
Average Duration 16:11:00 16:11:00 14:00:00 17:16:00
Market Change -1.47 % -1.47 % -1.47 % -1.47 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.27 % 1.27 % 1.28 % 1.27 %
Profit Sum 29.1 % 29.1 % 29.34 % 29.14 %
Profit Total 5.99 % 5.99 % 6.04 % 6.03 %
Trades 23 23 23 23
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FIL/USDT 4 1.18 130.862 1.31 14:54:00 4 0 0 100
STX/USDT 5 1.41 121.171 1.21 3:00:00 5 0 0 100
VELO/USDT 3 1.82 90.526 0.91 0:31:00 3 0 0 100
GRT/USDT 1 1.86 85.100 0.85 11 days, 5:49:00 1 0 0 100
VRA/USDT 2 1.66 57.173 0.57 0:08:00 2 0 0 100
DAG/USDT 1 2.62 45.342 0.45 0:26:00 1 0 0 100
MKR/USDT 2 0.8 27.829 0.28 1:42:00 2 0 0 100
CKB/USDT 1 0.87 14.420 0.14 0:12:00 1 0 0 100
DASH/USDT 1 0.45 7.539 0.08 0:02:00 1 0 0 100
CHR/USDT 1 0.44 7.296 0.07 3:15:00 1 0 0 100
PRE/USDT 1 0.41 7.108 0.07 3:15:00 1 0 0 100
UNI/USDT 1 0.29 4.809 0.05 15:30:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 23 1.27 599.173 5.99 16:11:00 23 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 9 1.44 221.426 2.21 1:02:00 9 0 0 100
120 2 2.06 169.303 1.69 6 days, 12:22:00 2 0 0 100
142 4 1.04 71.123 0.71 7:26:00 4 0 0 100
141 142 2 1.55 57.867 0.58 6:52:00 2 0 0 100
42 1 1.41 23.802 0.24 0:45:00 1 0 0 100
41 1 1.02 17.102 0.17 0:03:00 1 0 0 100
43 1 0.87 14.420 0.14 0:12:00 1 0 0 100
143 1 0.56 9.294 0.09 2:30:00 1 0 0 100
2 3 1 0.45 7.539 0.08 0:02:00 1 0 0 100
3 1 0.44 7.296 0.07 3:15:00 1 0 0 100
TOTAL 23 1.27 599.173 5.99 16:11:00 23 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 2 2.06 169.303 1.69 6 days, 12:22:00 2 0 0 100
exit_long_normal_d_4_54 ( 6 ) 1 4.16 68.680 0.69 0:52:00 1 0 0 100
exit_long_normal_d_2_70 ( 6 ) 1 2.62 45.342 0.45 0:26:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.3 39.566 0.4 0:14:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.11 37.764 0.38 0:03:00 2 0 0 100
exit_long_tc_d_2_77 ( 141 142 ) 1 2.21 37.754 0.38 0:40:00 1 0 0 100
exit_long_tc_w_1_14 ( 142 ) 1 1.68 28.606 0.29 1:35:00 1 0 0 100
exit_long_quick_w_1_11 ( 42 ) 1 1.41 23.802 0.24 0:45:00 1 0 0 100
exit_long_tc_d_1_25 ( 142 ) 1 1.15 20.164 0.2 12:30:00 1 0 0 100
exit_long_tc_d_1_100 ( 141 142 ) 1 0.9 20.113 0.2 13:03:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.02 17.544 0.18 0:11:00 1 0 0 100
exit_long_normal_d_1_27 ( 6 ) 1 1.0 17.251 0.17 1:08:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.02 17.102 0.17 0:03:00 1 0 0 100
exit_long_quick_u_0 ( 43 ) 1 0.87 14.420 0.14 0:12:00 1 0 0 100
exit_long_tc_d_0_3 ( 143 ) 1 0.56 9.294 0.09 2:30:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 ) 1 0.45 7.539 0.08 0:02:00 1 0 0 100
exit_long_normal_d_0_79 ( 3 ) 1 0.44 7.296 0.07 3:15:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.41 7.108 0.07 3:15:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 6 ) 2 0.14 5.716 0.06 1:38:00 2 0 0 100
exit_long_tc_w_0_6 ( 142 ) 1 0.29 4.809 0.05 15:30:00 1 0 0 100
TOTAL 23 1.27 599.173 5.99 16:11:00 23 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 2 2.06 169.303 1.69 6 days, 12:22:00 2 0 0 100
('6 ', 'exit_long_normal_d_4_54 ( 6 )') 1 4.16 68.680 0.69 0:52:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_70 ( 6 )') 1 2.62 45.342 0.45 0:26:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.3 39.566 0.4 0:14:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.11 37.764 0.38 0:03:00 2 0 0 100
('141 142 ', 'exit_long_tc_d_2_77 ( 141 142 )') 1 2.21 37.754 0.38 0:40:00 1 0 0 100
('142 ', 'exit_long_tc_w_1_14 ( 142 )') 1 1.68 28.606 0.29 1:35:00 1 0 0 100
('42 ', 'exit_long_quick_w_1_11 ( 42 )') 1 1.41 23.802 0.24 0:45:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_25 ( 142 )') 1 1.15 20.164 0.2 12:30:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_1_100 ( 141 142 )') 1 0.9 20.113 0.2 13:03:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.02 17.544 0.18 0:11:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_27 ( 6 )') 1 1.0 17.251 0.17 1:08:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.02 17.102 0.17 0:03:00 1 0 0 100
('43 ', 'exit_long_quick_u_0 ( 43 )') 1 0.87 14.420 0.14 0:12:00 1 0 0 100
('143 ', 'exit_long_tc_d_0_3 ( 143 )') 1 0.56 9.294 0.09 2:30:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_0 ( 2 3 )') 1 0.45 7.539 0.08 0:02:00 1 0 0 100
('3 ', 'exit_long_normal_d_0_79 ( 3 )') 1 0.44 7.296 0.07 3:15:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.41 7.108 0.07 3:15:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_2_m ( 6 )') 2 0.14 5.716 0.06 1:38:00 2 0 0 100
('142 ', 'exit_long_tc_w_0_6 ( 142 )') 1 0.29 4.809 0.05 15:30:00 1 0 0 100
TOTAL 23 1.27 599.173 5.99 16:11:00 23 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/03/2023 68.68 1 0 0
02/03/2023 0 0 0 0
03/03/2023 76.139 6 0 0
04/03/2023 0 0 0 0
05/03/2023 0 0 0 0
06/03/2023 0 0 0 0
07/03/2023 0 0 0 0
08/03/2023 0 0 0 0
09/03/2023 0 0 0 0
10/03/2023 1.69 1 0 0
11/03/2023 31.678 3 0 0
12/03/2023 0 0 0 0
13/03/2023 0 0 0 0
14/03/2023 0 0 0 0
15/03/2023 40.904 2 0 0
16/03/2023 84.203 1 0 0
17/03/2023 0 0 0 0
18/03/2023 0 0 0 0
19/03/2023 0 0 0 0
20/03/2023 28.606 1 0 0
21/03/2023 0 0 0 0
22/03/2023 112.115 4 0 0
23/03/2023 45.342 1 0 0
24/03/2023 0 0 0 0
25/03/2023 0 0 0 0
26/03/2023 0 0 0 0
27/03/2023 17.608 1 0 0
28/03/2023 0 0 0 0
29/03/2023 0 0 0 0
30/03/2023 0 0 0 0
31/03/2023 92.208 2 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-03-01 00:00:00
Backtesting to 2023-04-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 23 / 0.74
Starting balance 10000 USDT
Final balance 10599.173 USDT
Absolute profit 599.173 USDT
Total profit % 5.99%
CAGR % 98.41%
Sortino -100.00
Sharpe 15.66
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 26.05 (100.00)
Avg. daily profit % 0.19%
Avg. stake amount 1559.645 USDT
Total trade volume 35871.84 USDT
Best Pair STX/USDT 1.21%
Worst Pair AAVE/USDT 0.00%
Best trade VELO/USDT 4.16%
Worst trade VELO/USDT 0.10%
Best day 112.115 USDT
Worst day 0 USDT
Days win/draw/lose 11 / 20 / 0
Avg. Duration Winners 16:11:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 23 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -1.47%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 23 1.27 599.173 5.99 16:11:00 23 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230401-20230501

Current Previous v15.1.252 v15.1.240
Average Duration 21:38:00 21:38:00 21:38:00 21:38:00
Market Change 1.06 % 1.06 % 1.06 % 1.06 %
Max Drawdown 1.8193 % 1.8193 % 1.8193 % 1.8178 %
Profit Mean 1.07 % 1.07 % 1.07 % 1.09 %
Profit Sum 25.67 % 25.67 % 25.67 % 26.19 %
Profit Total 3.95 % 3.95 % 3.95 % 4.02 %
Trades 24 24 24 24
Win Rate 95.83 % 95.83 % 95.83 % 95.83 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DAG/USDT 3 2.18 108.445 1.08 0:51:00 3 0 0 100
VELO/USDT 2 3.03 103.166 1.03 0:14:00 2 0 0 100
VRA/USDT 3 1.53 78.133 0.78 0:10:00 3 0 0 100
NWC/USDT 1 4.18 69.994 0.7 0:30:00 1 0 0 100
COMP/USDT 2 1.21 41.040 0.41 3:03:00 2 0 0 100
DEGO/USDT 1 2.36 39.389 0.39 0:45:00 1 0 0 100
VET/USDT 1 0.92 24.862 0.25 9 days, 4:50:00 1 0 0 100
GRT/USDT 1 1.25 21.222 0.21 0:08:00 1 0 0 100
ROSE/USDT 1 1.25 21.084 0.21 2:05:00 1 0 0 100
STX/USDT 1 1.23 21.027 0.21 5:15:00 1 0 0 100
ALGO/USDT 1 1.23 20.839 0.21 0:01:00 1 0 0 100
CKB/USDT 1 0.65 10.951 0.11 0:01:00 1 0 0 100
TEL/USDT 1 0.5 8.482 0.08 0:01:00 1 0 0 100
UOS/USDT 1 0.34 5.930 0.06 0:03:00 1 0 0 100
DOT/USDT 1 0.34 5.780 0.06 0:06:00 1 0 0 100
ADA/USDT 1 0.22 3.702 0.04 0:01:00 1 0 0 100
NEO/USDT 1 0.19 3.129 0.03 0:01:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 1 -8.58 -192.165 -1.92 11 days, 15:40:00 0 0 1 0
TOTAL 24 1.07 395.011 3.95 21:38:00 23 0 1 95.8

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VET/USDT 1 0.92 24.862 0.25 9 days, 4:50:00 1 0 0 100
DASH/USDT 1 -8.58 -192.165 -1.92 11 days, 15:40:00 0 0 1 0
TOTAL 2 -3.83 -167.303 -1.67 10 days, 10:15:00 1 0 1 50.0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
41 3 2.64 134.656 1.35 0:18:00 3 0 0 100
5 2 2.18 73.211 0.73 1:03:00 2 0 0 100
3 6 1 2.36 39.389 0.39 0:45:00 1 0 0 100
41 43 1 1.6 27.078 0.27 0:01:00 1 0 0 100
120 1 0.92 24.862 0.25 9 days, 4:50:00 1 0 0 100
6 142 2 0.73 24.542 0.25 0:01:00 2 0 0 100
143 1 1.25 21.222 0.21 0:08:00 1 0 0 100
142 1 1.23 21.027 0.21 5:15:00 1 0 0 100
2 2 0.61 20.825 0.21 0:02:00 2 0 0 100
3 1 0.65 10.951 0.11 0:01:00 1 0 0 100
6 141 1 0.34 5.780 0.06 0:06:00 1 0 0 100
6 8 0.3 -8.530 -0.09 1 day, 12:06:00 7 0 1 87.5
TOTAL 24 1.07 395.011 3.95 21:38:00 23 0 1 95.8

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_3_65 ( 6 ) 2 3.18 105.229 1.05 0:28:00 2 0 0 100
exit_long_quick_d_4_70 ( 41 ) 1 4.93 83.601 0.84 0:25:00 1 0 0 100
exit_long_normal_d_4_42 ( 5 ) 1 4.18 69.994 0.7 0:30:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 3 6 ) 1 2.36 39.389 0.39 0:45:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.9 32.354 0.32 0:04:00 1 0 0 100
exit_long_quick_u_1 ( 41 43 ) 1 1.6 27.078 0.27 0:01:00 1 0 0 100
exit_long_normal_w_1_11 ( 6 ) 1 1.53 26.146 0.26 6:05:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 1 1.25 21.222 0.21 0:08:00 1 0 0 100
exit_long_normal_d_1_95 ( 6 ) 1 1.25 21.084 0.21 2:05:00 1 0 0 100
exit_long_tc_d_1_2 ( 142 ) 1 1.23 21.027 0.21 5:15:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.23 20.839 0.21 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 2 ) 2 0.61 20.825 0.21 0:02:00 2 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.12 19.565 0.2 0:03:00 1 0 0 100
exit_long_quick_d_1_20 ( 41 ) 1 1.09 18.701 0.19 0:26:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 2 0.34 11.612 0.12 0:01:00 2 0 0 100
exit_long_normal_u_0 ( 3 ) 1 0.65 10.951 0.11 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 6 141 ) 1 0.34 5.780 0.06 0:06:00 1 0 0 100
exit_long_normal_u_0 ( 6 142 ) 1 0.22 3.702 0.04 0:01:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 5 ) 1 0.18 3.217 0.03 1:36:00 1 0 0 100
force_exit 2 -3.83 -167.303 -1.67 10 days, 10:15:00 1 0 1 50.0
TOTAL 24 1.07 395.011 3.95 21:38:00 23 0 1 95.8

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_3_65 ( 6 )') 2 3.18 105.229 1.05 0:28:00 2 0 0 100
('41 ', 'exit_long_quick_d_4_70 ( 41 )') 1 4.93 83.601 0.84 0:25:00 1 0 0 100
('5 ', 'exit_long_normal_d_4_42 ( 5 )') 1 4.18 69.994 0.7 0:30:00 1 0 0 100
('3 6 ', 'exit_profit_long_normal_t_2_1_m ( 3 6 )') 1 2.36 39.389 0.39 0:45:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.9 32.354 0.32 0:04:00 1 0 0 100
('41 43 ', 'exit_long_quick_u_1 ( 41 43 )') 1 1.6 27.078 0.27 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_11 ( 6 )') 1 1.53 26.146 0.26 6:05:00 1 0 0 100
('120 ', 'force_exit') 1 0.92 24.862 0.25 9 days, 4:50:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 1 1.25 21.222 0.21 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_95 ( 6 )') 1 1.25 21.084 0.21 2:05:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_2 ( 142 )') 1 1.23 21.027 0.21 5:15:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.23 20.839 0.21 0:01:00 1 0 0 100
('2 ', 'exit_long_normal_u_0 ( 2 )') 2 0.61 20.825 0.21 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.12 19.565 0.2 0:03:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_20 ( 41 )') 1 1.09 18.701 0.19 0:26:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 2 0.34 11.612 0.12 0:01:00 2 0 0 100
('3 ', 'exit_long_normal_u_0 ( 3 )') 1 0.65 10.951 0.11 0:01:00 1 0 0 100
('6 141 ', 'exit_long_normal_u_0 ( 6 141 )') 1 0.34 5.780 0.06 0:06:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_0 ( 6 142 )') 1 0.22 3.702 0.04 0:01:00 1 0 0 100
('5 ', 'exit_profit_long_normal_t_0_2_m ( 5 )') 1 0.18 3.217 0.03 1:36:00 1 0 0 100
('6 ', 'force_exit') 1 -8.58 -192.165 -1.92 11 days, 15:40:00 0 0 1 0
TOTAL 24 1.07 395.011 3.95 21:38:00 23 0 1 95.8

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
02/04/2023 105.229 2 0 0
03/04/2023 0 0 0 0
04/04/2023 0 0 0 0
05/04/2023 0 0 0 0
06/04/2023 0 0 0 0
07/04/2023 0 0 0 0
08/04/2023 39.389 1 0 0
09/04/2023 0 0 0 0
10/04/2023 0 0 0 0
11/04/2023 0 0 0 0
12/04/2023 0 0 0 0
13/04/2023 0 0 0 0
14/04/2023 69.994 1 0 0
15/04/2023 0 0 0 0
16/04/2023 0 0 0 0
17/04/2023 0 0 0 0
18/04/2023 0 0 0 0
19/04/2023 344.486 17 0 0
20/04/2023 0 0 0 0
21/04/2023 0 0 0 0
22/04/2023 0 0 0 0
23/04/2023 0 0 0 0
24/04/2023 0 0 0 0
25/04/2023 0 0 0 0
26/04/2023 0 0 0 0
27/04/2023 0 0 0 0
28/04/2023 0 0 0 0
29/04/2023 0 0 0 0
30/04/2023 3.217 1 0 0
01/05/2023 -167.303 1 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2023-04-01 00:00:00
Backtesting to 2023-05-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 24 / 0.8
Starting balance 10000 USDT
Final balance 10395.011 USDT
Absolute profit 395.011 USDT
Total profit % 3.95%
CAGR % 60.22%
Sortino -100.00
Sharpe 5.23
Calmar 138.27
Profit factor 3.06
Expectancy (Ratio) 16.46 (0.09)
Avg. daily profit % 0.13%
Avg. stake amount 1667.49 USDT
Total trade volume 40019.754 USDT
Best Pair DAG/USDT 1.08%
Worst Pair DASH/USDT -1.92%
Best trade VELO/USDT 4.93%
Worst trade DASH/USDT -8.58%
Best day 344.486 USDT
Worst day -167.303 USDT
Days win/draw/lose 5 / 24 / 1
Avg. Duration Winners 10:25:00
Avg. Duration Loser 11 days, 15:40:00
Max Consecutive Wins / Loss 22 / 1
Rejected Entry signals 6
Entry/Exit Timeouts 0 / 0
Min balance 10050.74 USDT
Max balance 10562.314 USDT
Max % of account underwater 1.82%
Absolute Drawdown (Account) 1.82%
Absolute Drawdown 192.165 USDT
Drawdown high 562.314 USDT
Drawdown low 370.149 USDT
Drawdown Start 2023-04-30 11:21:00
Drawdown End 2023-05-01 00:00:00
Market change 1.06%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 24 1.07 395.011 3.95 21:38:00 23 0 1 95.8 192.165 USDT 1.82%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230501-20230601

Current Previous v15.1.252 v15.1.240
Average Duration 1 day, 13:31:00 1 day, 13:31:00 1 day, 13:31:00 1 day, 21:15:00
Market Change -10.77 % -10.77 % -10.77 % -10.77 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.53 % 1.53 % 1.53 % 1.52 %
Profit Sum 16.87 % 16.87 % 16.87 % 16.73 %
Profit Total 3.39 % 3.39 % 3.39 % 3.39 %
Trades 11 11 11 11
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ARPA/USDT 2 2.53 88.832 0.89 0:48:00 2 0 0 100
ADA/USDT 1 1.85 83.783 0.84 13 days, 16:01:00 1 0 0 100
UMA/USDT 1 3.55 58.917 0.59 2:28:00 1 0 0 100
VELO/USDT 3 0.99 50.953 0.51 0:59:00 3 0 0 100
ROSE/USDT 1 1.17 19.352 0.19 2 days, 10:50:00 1 0 0 100
SXP/USDT 1 1.04 17.276 0.17 8:55:00 1 0 0 100
ALGO/USDT 1 1.01 16.739 0.17 0:25:00 1 0 0 100
GRT/USDT 1 0.2 3.453 0.03 9:25:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 11 1.53 339.304 3.39 1 day, 13:31:00 11 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 6 1.88 193.317 1.93 12:22:00 6 0 0 100
120 1 1.85 83.783 0.84 13 days, 16:01:00 1 0 0 100
1 1 1.46 24.840 0.25 0:26:00 1 0 0 100
3 1 1.04 17.173 0.17 0:09:00 1 0 0 100
141 1 1.01 16.739 0.17 0:25:00 1 0 0 100
141 142 1 0.2 3.453 0.03 9:25:00 1 0 0 100
TOTAL 11 1.53 339.304 3.39 1 day, 13:31:00 11 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 1.85 83.783 0.84 13 days, 16:01:00 1 0 0 100
exit_long_normal_w_3_10 ( 6 ) 1 3.61 63.992 0.64 1:10:00 1 0 0 100
exit_long_normal_d_3_42 ( 6 ) 1 3.55 58.917 0.59 2:28:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 1 1.46 24.840 0.25 0:26:00 1 0 0 100
exit_long_normal_d_1_42 ( 6 ) 1 1.28 22.826 0.23 2:19:00 1 0 0 100
exit_long_normal_w_1_1 ( 6 ) 1 1.17 19.352 0.19 2 days, 10:50:00 1 0 0 100
exit_long_normal_d_1_2 ( 6 ) 1 1.04 17.276 0.17 8:55:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.04 17.173 0.17 0:09:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.01 16.739 0.17 0:25:00 1 0 0 100
exit_long_normal_d_0_67 ( 6 ) 1 0.66 10.953 0.11 0:30:00 1 0 0 100
exit_long_tc_d_0_61 ( 141 142 ) 1 0.2 3.453 0.03 9:25:00 1 0 0 100
TOTAL 11 1.53 339.304 3.39 1 day, 13:31:00 11 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 1.85 83.783 0.84 13 days, 16:01:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_10 ( 6 )') 1 3.61 63.992 0.64 1:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 1 3.55 58.917 0.59 2:28:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 1 1.46 24.840 0.25 0:26:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_42 ( 6 )') 1 1.28 22.826 0.23 2:19:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_1 ( 6 )') 1 1.17 19.352 0.19 2 days, 10:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_2 ( 6 )') 1 1.04 17.276 0.17 8:55:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.04 17.173 0.17 0:09:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.01 16.739 0.17 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_67 ( 6 )') 1 0.66 10.953 0.11 0:30:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_0_61 ( 141 142 )') 1 0.2 3.453 0.03 9:25:00 1 0 0 100
TOTAL 11 1.53 339.304 3.39 1 day, 13:31:00 11 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/05/2023 17.173 1 0 0
02/05/2023 10.953 1 0 0
03/05/2023 0 0 0 0
04/05/2023 0 0 0 0
05/05/2023 0 0 0 0
06/05/2023 0 0 0 0
07/05/2023 0 0 0 0
08/05/2023 96.386 4 0 0
09/05/2023 0 0 0 0
10/05/2023 19.352 1 0 0
11/05/2023 0 0 0 0
12/05/2023 0 0 0 0
13/05/2023 0 0 0 0
14/05/2023 0 0 0 0
15/05/2023 0 0 0 0
16/05/2023 0 0 0 0
17/05/2023 0 0 0 0
18/05/2023 0 0 0 0
19/05/2023 0 0 0 0
20/05/2023 0 0 0 0
21/05/2023 0 0 0 0
22/05/2023 0 0 0 0
23/05/2023 0 0 0 0
24/05/2023 147.775 2 0 0
25/05/2023 0 0 0 0
26/05/2023 0 0 0 0
27/05/2023 24.84 1 0 0
28/05/2023 0 0 0 0
29/05/2023 0 0 0 0
30/05/2023 22.826 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-05-01 00:00:00
Backtesting to 2023-06-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 11 / 0.35
Starting balance 10000 USDT
Final balance 10339.304 USDT
Absolute profit 339.304 USDT
Total profit % 3.39%
CAGR % 48.12%
Sortino -100.00
Sharpe 8.51
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 30.85 (100.00)
Avg. daily profit % 0.11%
Avg. stake amount 1560.338 USDT
Total trade volume 17163.714 USDT
Best Pair ARPA/USDT 0.89%
Worst Pair AAVE/USDT 0.00%
Best trade ARPA/USDT 3.61%
Worst trade GRT/USDT 0.20%
Best day 147.775 USDT
Worst day 0 USDT
Days win/draw/lose 7 / 23 / 0
Avg. Duration Winners 1 day, 13:31:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 11 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -10.77%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 11 1.53 339.304 3.39 1 day, 13:31:00 11 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230601-20230701

Current Previous v15.1.252 v15.1.240
Average Duration 1 day, 2:17:00 1 day, 2:17:00 1 day, 2:17:00 1 day, 6:14:00
Market Change -3.43 % -3.43 % -3.43 % -3.43 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.09 % 1.09 % 1.08 % 1.06 %
Profit Sum 17.41 % 17.41 % 17.25 % 17.02 %
Profit Total 3.47 % 3.47 % 3.45 % 3.45 %
Trades 16 16 16 16
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XRP/USDT 1 1.62 82.951 0.83 16 days, 21:11:00 1 0 0 100
VET/USDT 2 1.27 42.524 0.43 1:25:00 2 0 0 100
DOT/USDT 2 1.1 36.675 0.37 2:08:00 2 0 0 100
BCH/USDT 2 0.84 28.028 0.28 1:48:00 2 0 0 100
SNX/USDT 1 1.35 22.516 0.23 0:06:00 1 0 0 100
ARPA/USDT 1 1.27 21.455 0.21 0:05:00 1 0 0 100
ATOM/USDT 1 1.25 20.980 0.21 0:12:00 1 0 0 100
ADA/USDT 1 1.25 20.964 0.21 0:30:00 1 0 0 100
GRT/USDT 1 1.16 19.785 0.2 0:03:00 1 0 0 100
DAG/USDT 1 1.16 19.141 0.19 0:03:00 1 0 0 100
EWT/USDT 1 1.09 18.015 0.18 0:22:00 1 0 0 100
ETC/USDT 1 0.54 8.933 0.09 0:07:00 1 0 0 100
CKB/USDT 1 0.32 5.528 0.06 3:10:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 16 1.09 347.496 3.47 1 day, 2:17:00 16 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 1 1.62 82.951 0.83 16 days, 21:11:00 1 0 0 100
41 4 0.96 64.949 0.65 1:48:00 4 0 0 100
141 2 1.28 42.448 0.42 0:06:00 2 0 0 100
3 2 1.24 41.474 0.41 1:46:00 2 0 0 100
6 2 1.12 37.800 0.38 0:12:00 2 0 0 100
4 41 1 1.38 23.171 0.23 0:04:00 1 0 0 100
4 6 1 1.35 22.516 0.23 0:06:00 1 0 0 100
142 1 1.25 20.964 0.21 0:30:00 1 0 0 100
3 4 6 141 1 0.34 5.695 0.06 0:07:00 1 0 0 100
4 1 0.32 5.528 0.06 3:10:00 1 0 0 100
TOTAL 16 1.09 347.496 3.47 1 day, 2:17:00 16 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 1.62 82.951 0.83 16 days, 21:11:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.12 37.800 0.38 0:12:00 2 0 0 100
exit_long_tc_u_2 ( 141 ) 1 2.02 33.515 0.34 0:06:00 1 0 0 100
exit_long_normal_u_1 ( 4 41 ) 1 1.38 23.171 0.23 0:04:00 1 0 0 100
exit_long_normal_u_1 ( 4 6 ) 1 1.35 22.516 0.23 0:06:00 1 0 0 100
exit_long_normal_d_1_14 ( 3 ) 1 1.33 22.333 0.22 3:30:00 1 0 0 100
exit_long_quick_d_1_70 ( 41 ) 1 1.27 21.455 0.21 0:05:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.25 20.980 0.21 0:12:00 1 0 0 100
exit_long_tc_d_1_65 ( 142 ) 1 1.25 20.964 0.21 0:30:00 1 0 0 100
exit_long_quick_d_1_39 ( 41 ) 1 1.15 19.353 0.19 2:46:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.16 19.141 0.19 0:03:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 1 0.54 8.933 0.09 0:07:00 1 0 0 100
exit_long_normal_u_0 ( 3 4 6 141 ) 1 0.34 5.695 0.06 0:07:00 1 0 0 100
exit_long_normal_d_0_3 ( 4 ) 1 0.32 5.528 0.06 3:10:00 1 0 0 100
exit_long_quick_d_0_38 ( 41 ) 1 0.18 3.160 0.03 4:10:00 1 0 0 100
TOTAL 16 1.09 347.496 3.47 1 day, 2:17:00 16 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 1.62 82.951 0.83 16 days, 21:11:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.12 37.800 0.38 0:12:00 2 0 0 100
('141 ', 'exit_long_tc_u_2 ( 141 )') 1 2.02 33.515 0.34 0:06:00 1 0 0 100
('4 41 ', 'exit_long_normal_u_1 ( 4 41 )') 1 1.38 23.171 0.23 0:04:00 1 0 0 100
('4 6 ', 'exit_long_normal_u_1 ( 4 6 )') 1 1.35 22.516 0.23 0:06:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_14 ( 3 )') 1 1.33 22.333 0.22 3:30:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_70 ( 41 )') 1 1.27 21.455 0.21 0:05:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.25 20.980 0.21 0:12:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_65 ( 142 )') 1 1.25 20.964 0.21 0:30:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_39 ( 41 )') 1 1.15 19.353 0.19 2:46:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.16 19.141 0.19 0:03:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 1 0.54 8.933 0.09 0:07:00 1 0 0 100
('3 4 6 141 ', 'exit_long_normal_u_0 ( 3 4 6 141 )') 1 0.34 5.695 0.06 0:07:00 1 0 0 100
('4 ', 'exit_long_normal_d_0_3 ( 4 )') 1 0.32 5.528 0.06 3:10:00 1 0 0 100
('41 ', 'exit_long_quick_d_0_38 ( 41 )') 1 0.18 3.160 0.03 4:10:00 1 0 0 100
TOTAL 16 1.09 347.496 3.47 1 day, 2:17:00 16 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/06/2023 19.141 1 0 0
04/06/2023 0 0 0 0
05/06/2023 0 0 0 0
06/06/2023 0 0 0 0
07/06/2023 0 0 0 0
08/06/2023 18.015 1 0 0
09/06/2023 0 0 0 0
10/06/2023 207.603 12 0 0
11/06/2023 0 0 0 0
12/06/2023 0 0 0 0
13/06/2023 0 0 0 0
14/06/2023 0 0 0 0
15/06/2023 0 0 0 0
16/06/2023 0 0 0 0
17/06/2023 0 0 0 0
18/06/2023 0 0 0 0
19/06/2023 0 0 0 0
20/06/2023 0 0 0 0
21/06/2023 0 0 0 0
22/06/2023 102.736 2 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-06-01 00:00:00
Backtesting to 2023-07-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 16 / 0.53
Starting balance 10000 USDT
Final balance 10347.496 USDT
Absolute profit 347.496 USDT
Total profit % 3.47%
CAGR % 51.53%
Sortino -100.00
Sharpe 12.58
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 21.72 (100.00)
Avg. daily profit % 0.12%
Avg. stake amount 1605.857 USDT
Total trade volume 25693.704 USDT
Best Pair VET/USDT 0.43%
Worst Pair AAVE/USDT 0.00%
Best trade DOT/USDT 2.02%
Worst trade DOT/USDT 0.18%
Best day 207.603 USDT
Worst day 0 USDT
Days win/draw/lose 4 / 16 / 0
Avg. Duration Winners 1 day, 2:17:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 16 / 0
Rejected Entry signals 9
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -3.43%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 16 1.09 347.496 3.47 1 day, 2:17:00 16 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230701-20230801

Current Previous v15.1.252 v15.1.240
Average Duration 3 days, 12:38:00 3 days, 12:38:00 3 days, 12:38:00 3 days, 12:37:00
Market Change 2.36 % 2.36 % 2.36 % 2.36 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.73 % 1.73 % 1.73 % 1.71 %
Profit Sum 5.18 % 5.18 % 5.18 % 5.12 %
Profit Total 1.33 % 1.33 % 1.32 % 1.32 %
Trades 3 3 3 3
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XLM/USDT 1 2.23 83.798 0.84 10 days, 11:00:00 1 0 0 100
NIM/USDT 1 1.83 30.330 0.3 2:45:00 1 0 0 100
MKR/USDT 1 1.11 18.375 0.18 0:08:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 3 1.73 132.503 1.33 3 days, 12:38:00 3 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 1 2.23 83.798 0.84 10 days, 11:00:00 1 0 0 100
6 2 1.47 48.705 0.49 1:26:00 2 0 0 100
TOTAL 3 1.73 132.503 1.33 3 days, 12:38:00 3 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 2.23 83.798 0.84 10 days, 11:00:00 1 0 0 100
exit_long_normal_w_1_11 ( 6 ) 1 1.83 30.330 0.3 2:45:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.11 18.375 0.18 0:08:00 1 0 0 100
TOTAL 3 1.73 132.503 1.33 3 days, 12:38:00 3 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 2.23 83.798 0.84 10 days, 11:00:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_11 ( 6 )') 1 1.83 30.330 0.3 2:45:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.11 18.375 0.18 0:08:00 1 0 0 100
TOTAL 3 1.73 132.503 1.33 3 days, 12:38:00 3 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
05/07/2023 18.375 1 0 0
06/07/2023 0 0 0 0
07/07/2023 0 0 0 0
08/07/2023 0 0 0 0
09/07/2023 0 0 0 0
10/07/2023 0 0 0 0
11/07/2023 0 0 0 0
12/07/2023 0 0 0 0
13/07/2023 0 0 0 0
14/07/2023 30.33 1 0 0
15/07/2023 0 0 0 0
16/07/2023 0 0 0 0
17/07/2023 0 0 0 0
18/07/2023 0 0 0 0
19/07/2023 0 0 0 0
20/07/2023 0 0 0 0
21/07/2023 0 0 0 0
22/07/2023 0 0 0 0
23/07/2023 0 0 0 0
24/07/2023 0 0 0 0
25/07/2023 0 0 0 0
26/07/2023 0 0 0 0
27/07/2023 0 0 0 0
28/07/2023 0 0 0 0
29/07/2023 0 0 0 0
30/07/2023 83.798 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-07-01 00:00:00
Backtesting to 2023-08-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 3 / 0.1
Starting balance 10000 USDT
Final balance 10132.503 USDT
Absolute profit 132.503 USDT
Total profit % 1.33%
CAGR % 16.76%
Sortino -100.00
Sharpe 2.87
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 44.17 (100.00)
Avg. daily profit % 0.04%
Avg. stake amount 1101.072 USDT
Total trade volume 3303.216 USDT
Best Pair XLM/USDT 0.84%
Worst Pair AAVE/USDT 0.00%
Best trade XLM/USDT 2.23%
Worst trade MKR/USDT 1.11%
Best day 83.798 USDT
Worst day 0 USDT
Days win/draw/lose 3 / 23 / 0
Avg. Duration Winners 3 days, 12:38:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 3 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 2.36%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 3 1.73 132.503 1.33 3 days, 12:38:00 3 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230801-20230901

Current Previous v15.1.252 v15.1.240
Average Duration 0:39:00 0:39:00 0:39:00 0:39:00
Market Change -17.92 % -17.92 % -17.92 % -17.92 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 2.48 % 2.48 % 2.48 % 2.48 %
Profit Sum 47.13 % 47.13 % 47.13 % 47.13 %
Profit Total 8.02 % 8.02 % 8.02 % 8.02 %
Trades 19 19 19 19
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

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

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

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

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_5 ( 4 141 142 ) 1 5.37 89.506 0.9 0:01:00 1 0 0 100
exit_long_tc_u_4 ( 142 ) 1 4.31 72.813 0.73 0:01:00 1 0 0 100
exit_long_tc_d_4_51 ( 142 ) 1 4.07 70.366 0.7 2:08:00 1 0 0 100
exit_long_tc_u_3 ( 141 142 ) 1 3.87 65.820 0.66 0:01:00 1 0 0 100
exit_long_tc_d_3_38 ( 142 ) 1 3.39 58.549 0.59 3:00:00 1 0 0 100
exit_long_tc_w_3_3 ( 142 ) 1 3.34 57.371 0.57 1:01:00 1 0 0 100
exit_long_tc_d_2_78 ( 142 ) 1 2.96 51.366 0.51 2:00:00 1 0 0 100
exit_long_normal_u_2 ( 2 3 4 6 ) 1 2.84 48.512 0.49 0:01:00 1 0 0 100
exit_long_tc_u_2 ( 142 ) 1 2.8 48.072 0.48 0:02:00 1 0 0 100
exit_long_normal_u_2 ( 4 141 142 ) 1 2.84 47.038 0.47 0:01:00 1 0 0 100
exit_long_normal_d_2_70 ( 1 43 ) 1 2.67 45.892 0.46 0:35:00 1 0 0 100
exit_long_tc_u_2 ( 141 142 ) 1 2.56 43.073 0.43 0:01:00 1 0 0 100
exit_long_normal_d_2_20 ( 4 43 ) 1 2.25 38.615 0.39 0:23:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 3 41 142 ) 1 1.35 23.249 0.23 3:10:00 1 0 0 100
exit_long_tc_u_0 ( 141 142 ) 3 0.36 17.740 0.18 0:01:00 3 0 0 100
exit_long_normal_u_0 ( 6 141 142 ) 1 1.0 16.531 0.17 0:01:00 1 0 0 100
exit_long_tc_u_0 ( 142 ) 1 0.44 7.333 0.07 0:01:00 1 0 0 100
TOTAL 19 2.48 801.846 8.02 0:39:00 19 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('4 141 142 ', 'exit_long_normal_u_5 ( 4 141 142 )') 1 5.37 89.506 0.9 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_4 ( 142 )') 1 4.31 72.813 0.73 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_d_4_51 ( 142 )') 1 4.07 70.366 0.7 2:08:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_3 ( 141 142 )') 1 3.87 65.820 0.66 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_d_3_38 ( 142 )') 1 3.39 58.549 0.59 3:00:00 1 0 0 100
('142 ', 'exit_long_tc_w_3_3 ( 142 )') 1 3.34 57.371 0.57 1:01:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_78 ( 142 )') 1 2.96 51.366 0.51 2:00:00 1 0 0 100
('2 3 4 6 ', 'exit_long_normal_u_2 ( 2 3 4 6 )') 1 2.84 48.512 0.49 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_2 ( 142 )') 1 2.8 48.072 0.48 0:02:00 1 0 0 100
('4 141 142 ', 'exit_long_normal_u_2 ( 4 141 142 )') 1 2.84 47.038 0.47 0:01:00 1 0 0 100
('1 43 ', 'exit_long_normal_d_2_70 ( 1 43 )') 1 2.67 45.892 0.46 0:35:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_2 ( 141 142 )') 1 2.56 43.073 0.43 0:01:00 1 0 0 100
('4 43 ', 'exit_long_normal_d_2_20 ( 4 43 )') 1 2.25 38.615 0.39 0:23:00 1 0 0 100
('3 41 142 ', 'exit_profit_long_normal_t_1_1_m ( 3 41 142 )') 1 1.35 23.249 0.23 3:10:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_0 ( 141 142 )') 3 0.36 17.740 0.18 0:01:00 3 0 0 100
('6 141 142 ', 'exit_long_normal_u_0 ( 6 141 142 )') 1 1.0 16.531 0.17 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 1 0.44 7.333 0.07 0:01:00 1 0 0 100
TOTAL 19 2.48 801.846 8.02 0:39:00 19 0 0 100

DAY BREAKDOWN

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

SUMMARY METRICS

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

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

STRATEGY SUMMARY

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

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230901-20231001

Current Previous v15.1.252 v15.1.240
Average Duration 0:00 0:00 0:00 0:00
Market Change 4.31 % 4.31 % 4.31 % 4.31 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 0.0 % 0.0 % 0.0 % 0.0 %
Profit Sum 0.0 % 0.0 % 0.0 % 0.0 %
Profit Total 0.0 % 0.0 % 0.0 % 0.0 %
Trades 0 0 0 0
Win Rate 0 % 0 % 0 % 0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

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

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

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

EXIT REASON STATS

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

MIXED TAG STATS

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

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses

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

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

STRATEGY SUMMARY

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

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20231001-20231101

Current Previous v15.1.252 v15.1.240
Average Duration 4 days, 18:54:00 4 days, 18:54:00 4 days, 19:27:00 4 days, 22:17:00
Market Change 16.21 % 16.21 % 16.21 % 16.21 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 2.42 % 2.42 % 1.62 % 1.6 %
Profit Sum 14.51 % 14.51 % 9.71 % 9.58 %
Profit Total 2.82 % 2.82 % 2.02 % 2.01 %
Trades 6 6 6 6
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETC/USDT 1 2.19 83.191 0.83 21 days, 21:55:00 1 0 0 100
WIN/USDT 1 3.1 51.713 0.52 2:30:00 1 0 0 100
UMA/USDT 1 3.05 50.628 0.51 1 day, 5:30:00 1 0 0 100
VRA/USDT 1 2.25 37.246 0.37 2:00:00 1 0 0 100
EWT/USDT 1 2.0 33.805 0.34 0:01:00 1 0 0 100
ATOM/USDT 1 1.91 25.864 0.26 5 days, 9:25:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 6 2.42 282.446 2.82 4 days, 18:54:00 6 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ATOM/USDT 1 1.91 25.864 0.26 5 days, 9:25:00 1 0 0 100
TOTAL 1 1.91 25.864 0.26 5 days, 9:25:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 2 2.05 109.055 1.09 13 days, 15:40:00 2 0 0 100
6 2 2.65 87.873 0.88 15:45:00 2 0 0 100
5 1 3.1 51.713 0.52 2:30:00 1 0 0 100
43 1 2.0 33.805 0.34 0:01:00 1 0 0 100
TOTAL 6 2.42 282.446 2.82 4 days, 18:54:00 6 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 2.19 83.191 0.83 21 days, 21:55:00 1 0 0 100
exit_long_normal_d_3_98 ( 5 ) 1 3.1 51.713 0.52 2:30:00 1 0 0 100
exit_long_normal_d_3_100 ( 6 ) 1 3.05 50.628 0.51 1 day, 5:30:00 1 0 0 100
exit_long_normal_w_2_10 ( 6 ) 1 2.25 37.246 0.37 2:00:00 1 0 0 100
exit_long_quick_u_2 ( 43 ) 1 2.0 33.805 0.34 0:01:00 1 0 0 100
force_exit 1 1.91 25.864 0.26 5 days, 9:25:00 1 0 0 100
TOTAL 6 2.42 282.446 2.82 4 days, 18:54:00 6 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 2.19 83.191 0.83 21 days, 21:55:00 1 0 0 100
('5 ', 'exit_long_normal_d_3_98 ( 5 )') 1 3.1 51.713 0.52 2:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_100 ( 6 )') 1 3.05 50.628 0.51 1 day, 5:30:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_10 ( 6 )') 1 2.25 37.246 0.37 2:00:00 1 0 0 100
('43 ', 'exit_long_quick_u_2 ( 43 )') 1 2.0 33.805 0.34 0:01:00 1 0 0 100
('120 ', 'force_exit') 1 1.91 25.864 0.26 5 days, 9:25:00 1 0 0 100
TOTAL 6 2.42 282.446 2.82 4 days, 18:54:00 6 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
02/10/2023 37.246 1 0 0
03/10/2023 0 0 0 0
04/10/2023 0 0 0 0
05/10/2023 0 0 0 0
06/10/2023 0 0 0 0
07/10/2023 0 0 0 0
08/10/2023 0 0 0 0
09/10/2023 0 0 0 0
10/10/2023 0 0 0 0
11/10/2023 0 0 0 0
12/10/2023 0 0 0 0
13/10/2023 0 0 0 0
14/10/2023 0 0 0 0
15/10/2023 0 0 0 0
16/10/2023 0 0 0 0
17/10/2023 0 0 0 0
18/10/2023 50.628 1 0 0
19/10/2023 51.713 1 0 0
20/10/2023 0 0 0 0
21/10/2023 0 0 0 0
22/10/2023 0 0 0 0
23/10/2023 0 0 0 0
24/10/2023 83.191 1 0 0
25/10/2023 0 0 0 0
26/10/2023 33.805 1 0 0
27/10/2023 0 0 0 0
28/10/2023 0 0 0 0
29/10/2023 0 0 0 0
30/10/2023 0 0 0 0
31/10/2023 0 0 0 0
01/11/2023 25.864 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-10-01 00:00:00
Backtesting to 2023-11-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 6 / 0.19
Starting balance 10000 USDT
Final balance 10282.446 USDT
Absolute profit 282.446 USDT
Total profit % 2.82%
CAGR % 38.81%
Sortino -100.00
Sharpe 9.39
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 47.07 (100.00)
Avg. daily profit % 0.09%
Avg. stake amount 1192.841 USDT
Total trade volume 7157.049 USDT
Best Pair WIN/USDT 0.52%
Worst Pair AAVE/USDT 0.00%
Best trade WIN/USDT 3.10%
Worst trade ATOM/USDT 1.91%
Best day 83.191 USDT
Worst day 0 USDT
Days win/draw/lose 6 / 25 / 0
Avg. Duration Winners 4 days, 18:54:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 6 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 16.21%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 6 2.42 282.446 2.82 4 days, 18:54:00 6 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20231101-20231201

Current Previous v15.1.252 v15.1.240
Average Duration 15:58:00 15:58:00 15:58:00 15:58:00
Market Change 18.38 % 18.38 % 18.38 % 18.38 %
Max Drawdown 0.088 % 0.088 % 0.0878 % 0.0757 %
Profit Mean 1.06 % 1.06 % 1.06 % 1.07 %
Profit Sum 19.16 % 19.16 % 19.16 % 19.19 %
Profit Total 3.18 % 3.18 % 3.18 % 3.2 %
Trades 18 18 18 18
Win Rate 94.44 % 94.44 % 94.44 % 94.44 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CKB/USDT 3 0.95 47.430 0.47 4:25:00 3 0 0 100
ALGO/USDT 2 1.28 42.535 0.43 0:44:00 2 0 0 100
XRP/USDT 2 1.17 39.154 0.39 0:53:00 2 0 0 100
DAG/USDT 2 1.17 39.087 0.39 0:16:00 2 0 0 100
KSM/USDT 2 1.16 38.616 0.39 0:16:00 2 0 0 100
AAVE/USDT 1 1.49 24.807 0.25 0:30:00 1 0 0 100
GRT/USDT 1 1.31 21.769 0.22 0:04:00 1 0 0 100
XTZ/USDT 1 1.2 20.088 0.2 0:40:00 1 0 0 100
NEO/USDT 1 1.14 19.253 0.19 0:11:00 1 0 0 100
XLM/USDT 1 1.04 17.554 0.18 1 day, 22:25:00 1 0 0 100
COMP/USDT 1 1.01 17.060 0.17 0:10:00 1 0 0 100
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 1 -0.42 -9.086 -0.09 9 days, 5:55:00 0 0 1 0
TOTAL 18 1.06 318.268 3.18 15:58:00 17 0 1 94.4

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LTC/USDT 1 -0.42 -9.086 -0.09 9 days, 5:55:00 0 0 1 0
TOTAL 1 -0.42 -9.086 -0.09 9 days, 5:55:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 6 0.92 93.114 0.93 1:09:00 6 0 0 100
2 4 1.17 77.766 0.78 0:18:00 4 0 0 100
142 3 1.35 67.887 0.68 16:05:00 3 0 0 100
143 1 1.49 24.807 0.25 0:30:00 1 0 0 100
5 143 1 1.3 21.745 0.22 1:26:00 1 0 0 100
2 5 1 1.27 21.245 0.21 7:15:00 1 0 0 100
3 1 1.26 20.790 0.21 0:01:00 1 0 0 100
120 1 -0.42 -9.086 -0.09 9 days, 5:55:00 0 0 1 0
TOTAL 18 1.06 318.268 3.18 15:58:00 17 0 1 94.4

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 4 1.12 75.400 0.75 0:13:00 4 0 0 100
exit_long_normal_u_1 ( 2 ) 3 1.16 57.677 0.58 0:11:00 3 0 0 100
exit_long_tc_d_1_95 ( 142 ) 1 1.71 28.563 0.29 1:45:00 1 0 0 100
exit_long_tc_d_1_70 ( 143 ) 1 1.49 24.807 0.25 0:30:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.31 21.769 0.22 0:04:00 1 0 0 100
exit_long_normal_d_1_53 ( 5 143 ) 1 1.3 21.745 0.22 1:26:00 1 0 0 100
exit_long_normal_d_1_84 ( 2 5 ) 1 1.27 21.245 0.21 7:15:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.26 20.790 0.21 0:01:00 1 0 0 100
exit_long_normal_d_1_60 ( 2 ) 1 1.2 20.088 0.2 0:40:00 1 0 0 100
exit_long_tc_d_1_63 ( 142 ) 1 1.04 17.554 0.18 1 day, 22:25:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.63 10.591 0.11 0:01:00 1 0 0 100
exit_long_normal_d_0_95 ( 6 ) 1 0.42 7.123 0.07 6:00:00 1 0 0 100
force_exit 1 -0.42 -9.086 -0.09 9 days, 5:55:00 0 0 1 0
TOTAL 18 1.06 318.268 3.18 15:58:00 17 0 1 94.4

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 4 1.12 75.400 0.75 0:13:00 4 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 3 1.16 57.677 0.58 0:11:00 3 0 0 100
('142 ', 'exit_long_tc_d_1_95 ( 142 )') 1 1.71 28.563 0.29 1:45:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_70 ( 143 )') 1 1.49 24.807 0.25 0:30:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.31 21.769 0.22 0:04:00 1 0 0 100
('5 143 ', 'exit_long_normal_d_1_53 ( 5 143 )') 1 1.3 21.745 0.22 1:26:00 1 0 0 100
('2 5 ', 'exit_long_normal_d_1_84 ( 2 5 )') 1 1.27 21.245 0.21 7:15:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.26 20.790 0.21 0:01:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_60 ( 2 )') 1 1.2 20.088 0.2 0:40:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_63 ( 142 )') 1 1.04 17.554 0.18 1 day, 22:25:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.63 10.591 0.11 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_95 ( 6 )') 1 0.42 7.123 0.07 6:00:00 1 0 0 100
('120 ', 'force_exit') 1 -0.42 -9.086 -0.09 9 days, 5:55:00 0 0 1 0
TOTAL 18 1.06 318.268 3.18 15:58:00 17 0 1 94.4

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
09/11/2023 255.772 12 0 0
10/11/2023 0 0 0 0
11/11/2023 0 0 0 0
12/11/2023 0 0 0 0
13/11/2023 0 0 0 0
14/11/2023 46.904 3 0 0
15/11/2023 17.554 1 0 0
16/11/2023 0 0 0 0
17/11/2023 7.123 1 0 0
18/11/2023 0 0 0 0
19/11/2023 0 0 0 0
20/11/2023 0 0 0 0
21/11/2023 0 0 0 0
22/11/2023 0 0 0 0
23/11/2023 0 0 0 0
24/11/2023 0 0 0 0
25/11/2023 0 0 0 0
26/11/2023 0 0 0 0
27/11/2023 0 0 0 0
28/11/2023 0 0 0 0
29/11/2023 0 0 0 0
30/11/2023 0 0 0 0
01/12/2023 -9.086 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2023-11-01 00:00:00
Backtesting to 2023-12-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 18 / 0.6
Starting balance 10000 USDT
Final balance 10318.268 USDT
Absolute profit 318.268 USDT
Total profit % 3.18%
CAGR % 46.40%
Sortino -100.00
Sharpe 25.48
Calmar 2303.72
Profit factor 36.03
Expectancy (Ratio) 17.68 (1.95)
Avg. daily profit % 0.11%
Avg. stake amount 1653.731 USDT
Total trade volume 29767.166 USDT
Best Pair CKB/USDT 0.47%
Worst Pair LTC/USDT -0.09%
Best trade XRP/USDT 1.71%
Worst trade LTC/USDT -0.42%
Best day 255.772 USDT
Worst day -9.086 USDT
Days win/draw/lose 4 / 18 / 1
Avg. Duration Winners 3:51:00
Avg. Duration Loser 9 days, 5:55:00
Max Consecutive Wins / Loss 17 / 1
Rejected Entry signals 9
Entry/Exit Timeouts 0 / 0
Min balance 10017.738 USDT
Max balance 10327.354 USDT
Max % of account underwater 0.09%
Absolute Drawdown (Account) 0.09%
Absolute Drawdown 9.086 USDT
Drawdown high 327.354 USDT
Drawdown low 318.268 USDT
Drawdown Start 2023-11-17 00:50:00
Drawdown End 2023-12-01 00:00:00
Market change 18.38%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 18 1.06 318.268 3.18 15:58:00 17 0 1 94.4 9.086 USDT 0.09%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20231201-20240101

Current Previous v15.1.252 v15.1.240
Average Duration 12:47:00 12:47:00 12:47:00 12:53:00
Market Change 32.18 % 32.18 % 32.18 % 32.18 %
Max Drawdown 3.0399 % 3.0399 % 3.0397 % 3.0397 %
Profit Mean 1.32 % 1.32 % 1.32 % 1.32 %
Profit Sum 42.22 % 42.22 % 42.22 % 42.33 %
Profit Total 6.67 % 6.67 % 6.67 % 6.66 %
Trades 32 32 32 32
Win Rate 96.88 % 96.88 % 96.88 % 96.88 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TEL/USDT 4 3.0 214.437 2.14 0:30:00 4 0 0 100
FIL/USDT 2 1.82 113.097 1.13 4 days, 2:52:00 2 0 0 100
ALGO/USDT 3 1.67 84.628 0.85 0:16:00 3 0 0 100
COMP/USDT 1 3.23 56.504 0.57 0:44:00 1 0 0 100
ADA/USDT 2 1.53 52.674 0.53 0:01:00 2 0 0 100
KSM/USDT 1 3.0 52.617 0.53 0:01:00 1 0 0 100
DOT/USDT 2 1.27 42.291 0.42 0:23:00 2 0 0 100
ONT/USDT 1 1.92 41.035 0.41 0:57:00 1 0 0 100
DAG/USDT 2 1.14 38.533 0.39 2:24:00 2 0 0 100
DASH/USDT 1 1.33 23.292 0.23 0:01:00 1 0 0 100
VIDT/USDT 1 1.32 22.612 0.23 0:20:00 1 0 0 100
KAI/USDT 1 1.23 20.809 0.21 2:30:00 1 0 0 100
ATOM/USDT 1 1.19 19.849 0.2 0:04:00 1 0 0 100
LTC/USDT 1 1.84 19.445 0.19 5 days, 6:20:00 1 0 0 100
BCH/USDT 1 1.09 18.242 0.18 0:49:00 1 0 0 100
STX/USDT 1 1.07 17.967 0.18 22:06:00 1 0 0 100
EOS/USDT 1 1.03 17.136 0.17 0:04:00 1 0 0 100
SNX/USDT 1 1.03 17.067 0.17 0:01:00 1 0 0 100
EWT/USDT 1 0.38 6.716 0.07 2:36:00 1 0 0 100
ALEPH/USDT 1 0.2 3.470 0.03 2:56:00 1 0 0 100
DGB/USDT 1 0.14 2.264 0.02 0:01:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 2 -3.16 -217.631 -2.18 21:42:00 1 0 1 50.0
TOTAL 32 1.32 667.054 6.67 12:47:00 31 0 1 96.9

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LTC/USDT 1 1.84 19.445 0.19 5 days, 6:20:00 1 0 0 100
DEGO/USDT 1 -13.09 -333.828 -3.34 1 day, 19:05:00 0 0 1 0
TOTAL 2 -5.62 -314.383 -3.14 3 days, 12:42:00 1 0 1 50.0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
142 8 1.32 175.457 1.75 0:20:00 8 0 0 100
3 3 3.17 168.109 1.68 0:04:00 3 0 0 100
120 2 1.9 104.384 1.04 6 days, 17:34:00 2 0 0 100
2 6 1 3.0 52.617 0.53 0:01:00 1 0 0 100
2 3 1 2.57 46.143 0.46 1:28:00 1 0 0 100
5 1 1.92 41.035 0.41 0:57:00 1 0 0 100
143 2 1.08 36.208 0.36 11:28:00 2 0 0 100
3 141 142 1 1.66 28.949 0.29 0:01:00 1 0 0 100
6 12 0.58 11.889 0.12 4:48:00 11 0 1 91.7
4 1 0.14 2.264 0.02 0:01:00 1 0 0 100
TOTAL 32 1.32 667.054 6.67 12:47:00 31 0 1 96.9

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_6_60 ( 6 ) 1 6.76 116.197 1.16 0:19:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.95 84.939 0.85 8 days, 4:48:00 1 0 0 100
exit_long_normal_u_2 ( 3 ) 2 2.41 84.644 0.85 0:02:00 2 0 0 100
exit_long_normal_u_4 ( 3 ) 1 4.69 83.465 0.83 0:09:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 3 1.19 59.633 0.6 0:03:00 3 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.14 57.659 0.58 0:02:00 3 0 0 100
exit_long_normal_d_3_40 ( 6 ) 1 3.23 56.504 0.57 0:44:00 1 0 0 100
exit_long_tc_w_1_3 ( 142 ) 2 1.68 56.308 0.56 0:50:00 2 0 0 100
exit_long_normal_u_3 ( 2 6 ) 1 3.0 52.617 0.53 0:01:00 1 0 0 100
exit_long_normal_d_2_83 ( 2 3 ) 1 2.57 46.143 0.46 1:28:00 1 0 0 100
exit_long_normal_d_2_97 ( 5 ) 1 1.92 41.035 0.41 0:57:00 1 0 0 100
exit_long_normal_d_2_71 ( 6 ) 1 2.25 40.517 0.41 0:20:00 1 0 0 100
exit_long_tc_d_1_40 ( 142 ) 1 1.98 33.032 0.33 0:45:00 1 0 0 100
exit_long_normal_u_1 ( 3 141 142 ) 1 1.66 28.949 0.29 0:01:00 1 0 0 100
exit_long_tc_u_0 ( 142 ) 2 0.8 26.485 0.26 0:01:00 2 0 0 100
exit_long_normal_d_1_83 ( 6 ) 1 1.32 22.612 0.23 0:20:00 1 0 0 100
exit_long_normal_w_1_11 ( 6 ) 1 1.24 21.233 0.21 4:45:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.23 20.809 0.21 2:30:00 1 0 0 100
exit_long_tc_d_1_20 ( 143 ) 1 1.09 18.242 0.18 0:49:00 1 0 0 100
exit_long_tc_d_1_55 ( 143 ) 1 1.07 17.967 0.18 22:06:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.38 6.716 0.07 2:36:00 1 0 0 100
exit_long_normal_w_0_7 ( 6 ) 1 0.2 3.470 0.03 2:56:00 1 0 0 100
exit_long_normal_u_0 ( 4 ) 1 0.14 2.264 0.02 0:01:00 1 0 0 100
force_exit 2 -5.62 -314.383 -3.14 3 days, 12:42:00 1 0 1 50.0
TOTAL 32 1.32 667.054 6.67 12:47:00 31 0 1 96.9

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_6_60 ( 6 )') 1 6.76 116.197 1.16 0:19:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.95 84.939 0.85 8 days, 4:48:00 1 0 0 100
('3 ', 'exit_long_normal_u_2 ( 3 )') 2 2.41 84.644 0.85 0:02:00 2 0 0 100
('3 ', 'exit_long_normal_u_4 ( 3 )') 1 4.69 83.465 0.83 0:09:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 3 1.19 59.633 0.6 0:03:00 3 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.14 57.659 0.58 0:02:00 3 0 0 100
('6 ', 'exit_long_normal_d_3_40 ( 6 )') 1 3.23 56.504 0.57 0:44:00 1 0 0 100
('142 ', 'exit_long_tc_w_1_3 ( 142 )') 2 1.68 56.308 0.56 0:50:00 2 0 0 100
('2 6 ', 'exit_long_normal_u_3 ( 2 6 )') 1 3.0 52.617 0.53 0:01:00 1 0 0 100
('2 3 ', 'exit_long_normal_d_2_83 ( 2 3 )') 1 2.57 46.143 0.46 1:28:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_97 ( 5 )') 1 1.92 41.035 0.41 0:57:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_71 ( 6 )') 1 2.25 40.517 0.41 0:20:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_40 ( 142 )') 1 1.98 33.032 0.33 0:45:00 1 0 0 100
('3 141 142 ', 'exit_long_normal_u_1 ( 3 141 142 )') 1 1.66 28.949 0.29 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 2 0.8 26.485 0.26 0:01:00 2 0 0 100
('6 ', 'exit_long_normal_d_1_83 ( 6 )') 1 1.32 22.612 0.23 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_11 ( 6 )') 1 1.24 21.233 0.21 4:45:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.23 20.809 0.21 2:30:00 1 0 0 100
('120 ', 'force_exit') 1 1.84 19.445 0.19 5 days, 6:20:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 1 1.09 18.242 0.18 0:49:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_55 ( 143 )') 1 1.07 17.967 0.18 22:06:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.38 6.716 0.07 2:36:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_7 ( 6 )') 1 0.2 3.470 0.03 2:56:00 1 0 0 100
('4 ', 'exit_long_normal_u_0 ( 4 )') 1 0.14 2.264 0.02 0:01:00 1 0 0 100
('6 ', 'force_exit') 1 -13.09 -333.828 -3.34 1 day, 19:05:00 0 0 1 0
TOTAL 32 1.32 667.054 6.67 12:47:00 31 0 1 96.9

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
04/12/2023 17.067 1 0 0
05/12/2023 0 0 0 0
06/12/2023 0 0 0 0
07/12/2023 0 0 0 0
08/12/2023 0 0 0 0
09/12/2023 17.3 1 0 0
10/12/2023 0 0 0 0
11/12/2023 195.963 10 0 0
12/12/2023 17.967 1 0 0
13/12/2023 3.47 1 0 0
14/12/2023 0 0 0 0
15/12/2023 20.809 1 0 0
16/12/2023 0 0 0 0
17/12/2023 0 0 0 0
18/12/2023 0 0 0 0
19/12/2023 0 0 0 0
20/12/2023 21.233 1 0 0
21/12/2023 0 0 0 0
22/12/2023 22.612 1 0 0
23/12/2023 0 0 0 0
24/12/2023 116.197 1 0 0
25/12/2023 84.939 1 0 0
26/12/2023 208.408 6 0 0
27/12/2023 127.777 2 0 0
28/12/2023 46.143 1 0 0
29/12/2023 40.517 1 0 0
30/12/2023 0 0 0 0
31/12/2023 41.035 1 0 0
01/01/2024 -314.383 1 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2023-12-01 00:00:00
Backtesting to 2024-01-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 32 / 1.03
Starting balance 10000 USDT
Final balance 10667.054 USDT
Absolute profit 667.054 USDT
Total profit % 6.67%
CAGR % 113.90%
Sortino -100.00
Sharpe 6.03
Calmar 135.23
Profit factor 3.00
Expectancy (Ratio) 20.85 (0.06)
Avg. daily profit % 0.22%
Avg. stake amount 1641.35 USDT
Total trade volume 52523.203 USDT
Best Pair TEL/USDT 2.14%
Worst Pair DEGO/USDT -2.18%
Best trade DEGO/USDT 6.76%
Worst trade DEGO/USDT -13.09%
Best day 208.408 USDT
Worst day -314.383 USDT
Days win/draw/lose 15 / 13 / 1
Avg. Duration Winners 11:48:00
Avg. Duration Loser 1 day, 19:05:00
Max Consecutive Wins / Loss 30 / 1
Rejected Entry signals 10
Entry/Exit Timeouts 0 / 0
Min balance 10017.067 USDT
Max balance 10981.437 USDT
Max % of account underwater 3.04%
Absolute Drawdown (Account) 3.04%
Absolute Drawdown 333.828 USDT
Drawdown high 981.437 USDT
Drawdown low 647.609 USDT
Drawdown Start 2023-12-31 21:07:00
Drawdown End 2024-01-01 00:00:00
Market change 32.18%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 32 1.32 667.054 6.67 12:47:00 31 0 1 96.9 333.828 USDT 3.04%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20240101-20240201

Current Previous v15.1.252 v15.1.240
Average Duration 23:25:00 23:25:00 22:45:00 21:52:00
Market Change -8.09 % -8.09 % -8.09 % -8.09 %
Max Drawdown 0.2616 % 0.2616 % 0.2577 % 0.2781 %
Profit Mean 2.0 % 2.0 % 2.11 % 2.07 %
Profit Sum 41.9 % 41.9 % 46.4 % 47.72 %
Profit Total 7.09 % 7.09 % 7.9 % 8.13 %
Trades 21 21 22 23
Win Rate 95.24 % 95.24 % 95.45 % 95.65 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FIL/USDT 3 2.51 126.565 1.27 0:04:00 3 0 0 100
VELO/USDT 1 4.62 90.225 0.9 18:47:00 1 0 0 100
NWC/USDT 2 2.14 72.976 0.73 0:14:00 2 0 0 100
STX/USDT 1 3.74 62.803 0.63 0:02:00 1 0 0 100
UMA/USDT 2 1.73 60.385 0.6 0:42:00 2 0 0 100
TEL/USDT 3 1.15 60.252 0.6 1:21:00 3 0 0 100
VRA/USDT 1 3.14 53.652 0.54 0:17:00 1 0 0 100
DIA/USDT 1 3.04 52.785 0.53 0:25:00 1 0 0 100
MKR/USDT 1 1.9 31.895 0.32 0:06:00 1 0 0 100
ALEPH/USDT 1 1.8 31.703 0.32 0:11:00 1 0 0 100
DAG/USDT 1 1.45 25.283 0.25 0:17:00 1 0 0 100
LINK/USDT 1 1.42 24.187 0.24 0:20:00 1 0 0 100
XLM/USDT 1 1.41 24.046 0.24 0:19:00 1 0 0 100
SNX/USDT 1 1.16 19.856 0.2 0:10:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 1 -0.48 -28.082 -0.28 19 days, 8:35:00 0 0 1 0
TOTAL 21 2.0 708.531 7.09 23:25:00 20 0 1 95.2

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 -0.48 -28.082 -0.28 19 days, 8:35:00 0 0 1 0
TOTAL 1 -0.48 -28.082 -0.28 19 days, 8:35:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 6 2.04 221.077 2.21 3:59:00 6 0 0 100
41 4 2.13 145.195 1.45 0:18:00 4 0 0 100
43 2 2.62 88.284 0.88 0:02:00 2 0 0 100
4 143 1 3.64 60.704 0.61 0:02:00 1 0 0 100
42 1 3.04 52.785 0.53 0:25:00 1 0 0 100
3 2 1.32 46.788 0.47 0:25:00 2 0 0 100
4 1 2.71 46.001 0.46 0:01:00 1 0 0 100
2 3 43 1 1.8 31.703 0.32 0:11:00 1 0 0 100
142 1 1.41 24.046 0.24 0:19:00 1 0 0 100
2 1 1.17 20.031 0.2 0:02:00 1 0 0 100
120 1 -0.48 -28.082 -0.28 19 days, 8:35:00 0 0 1 0
TOTAL 21 2.0 708.531 7.09 23:25:00 20 0 1 95.2

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_5_100 ( 6 ) 1 4.62 90.225 0.9 18:47:00 1 0 0 100
exit_long_quick_u_3 ( 43 ) 1 3.74 62.803 0.63 0:02:00 1 0 0 100
exit_long_normal_u_3 ( 4 143 ) 1 3.64 60.704 0.61 0:02:00 1 0 0 100
exit_long_normal_d_1_99 ( 6 ) 2 1.73 60.385 0.6 0:42:00 2 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.67 57.178 0.57 0:12:00 2 0 0 100
exit_long_quick_d_3_65 ( 41 ) 1 3.14 53.652 0.54 0:17:00 1 0 0 100
exit_long_quick_d_3_3 ( 42 ) 1 3.04 52.785 0.53 0:25:00 1 0 0 100
exit_long_quick_d_2_87 ( 41 ) 1 2.78 47.496 0.47 0:25:00 1 0 0 100
exit_long_normal_u_2 ( 4 ) 1 2.71 46.001 0.46 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 43 ) 1 1.8 31.703 0.32 0:11:00 1 0 0 100
exit_long_normal_d_1_72 ( 3 ) 1 1.47 26.932 0.27 0:40:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.5 25.480 0.25 0:03:00 1 0 0 100
exit_long_quick_d_1_27 ( 41 ) 1 1.42 24.187 0.24 0:20:00 1 0 0 100
exit_long_tc_d_1_70 ( 142 ) 1 1.41 24.046 0.24 0:19:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.17 20.031 0.2 0:02:00 1 0 0 100
exit_long_quick_d_1_20 ( 41 ) 1 1.16 19.861 0.2 0:08:00 1 0 0 100
exit_long_normal_d_1_71 ( 3 ) 1 1.16 19.856 0.2 0:10:00 1 0 0 100
exit_long_normal_d_0_3 ( 6 ) 1 0.8 13.289 0.13 3:20:00 1 0 0 100
force_exit 1 -0.48 -28.082 -0.28 19 days, 8:35:00 0 0 1 0
TOTAL 21 2.0 708.531 7.09 23:25:00 20 0 1 95.2

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_5_100 ( 6 )') 1 4.62 90.225 0.9 18:47:00 1 0 0 100
('43 ', 'exit_long_quick_u_3 ( 43 )') 1 3.74 62.803 0.63 0:02:00 1 0 0 100
('4 143 ', 'exit_long_normal_u_3 ( 4 143 )') 1 3.64 60.704 0.61 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_99 ( 6 )') 2 1.73 60.385 0.6 0:42:00 2 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.67 57.178 0.57 0:12:00 2 0 0 100
('41 ', 'exit_long_quick_d_3_65 ( 41 )') 1 3.14 53.652 0.54 0:17:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_3 ( 42 )') 1 3.04 52.785 0.53 0:25:00 1 0 0 100
('41 ', 'exit_long_quick_d_2_87 ( 41 )') 1 2.78 47.496 0.47 0:25:00 1 0 0 100
('4 ', 'exit_long_normal_u_2 ( 4 )') 1 2.71 46.001 0.46 0:01:00 1 0 0 100
('2 3 43 ', 'exit_long_normal_u_1 ( 2 3 43 )') 1 1.8 31.703 0.32 0:11:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_72 ( 3 )') 1 1.47 26.932 0.27 0:40:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 1 1.5 25.480 0.25 0:03:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_27 ( 41 )') 1 1.42 24.187 0.24 0:20:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_70 ( 142 )') 1 1.41 24.046 0.24 0:19:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.17 20.031 0.2 0:02:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_20 ( 41 )') 1 1.16 19.861 0.2 0:08:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_71 ( 3 )') 1 1.16 19.856 0.2 0:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_3 ( 6 )') 1 0.8 13.289 0.13 3:20:00 1 0 0 100
('120 ', 'force_exit') 1 -0.48 -28.082 -0.28 19 days, 8:35:00 0 0 1 0
TOTAL 21 2.0 708.531 7.09 23:25:00 20 0 1 95.2

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
02/01/2024 13.289 1 0 0
03/01/2024 526.236 13 0 0
04/01/2024 0 0 0 0
05/01/2024 0 0 0 0
06/01/2024 0 0 0 0
07/01/2024 0 0 0 0
08/01/2024 0 0 0 0
09/01/2024 52.215 2 0 0
10/01/2024 0 0 0 0
11/01/2024 0 0 0 0
12/01/2024 0 0 0 0
13/01/2024 0 0 0 0
14/01/2024 0 0 0 0
15/01/2024 0 0 0 0
16/01/2024 0 0 0 0
17/01/2024 0 0 0 0
18/01/2024 0 0 0 0
19/01/2024 0 0 0 0
20/01/2024 0 0 0 0
21/01/2024 52.785 1 0 0
22/01/2024 0 0 0 0
23/01/2024 60.385 2 0 0
24/01/2024 0 0 0 0
25/01/2024 0 0 0 0
26/01/2024 0 0 0 0
27/01/2024 31.703 1 0 0
28/01/2024 0 0 0 0
29/01/2024 0 0 0 0
30/01/2024 0 0 0 0
31/01/2024 0 0 0 0
01/02/2024 -28.082 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-02-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 21 / 0.68
Starting balance 10000 USDT
Final balance 10708.531 USDT
Absolute profit 708.531 USDT
Total profit % 7.09%
CAGR % 123.90%
Sortino -100.00
Sharpe 19.01
Calmar 1669.48
Profit factor 26.23
Expectancy (Ratio) 33.74 (1.20)
Avg. daily profit % 0.23%
Avg. stake amount 1689.006 USDT
Total trade volume 35469.129 USDT
Best Pair FIL/USDT 1.27%
Worst Pair GRT/USDT -0.28%
Best trade VELO/USDT 4.62%
Worst trade GRT/USDT -0.48%
Best day 526.236 USDT
Worst day -28.082 USDT
Days win/draw/lose 6 / 24 / 1
Avg. Duration Winners 1:21:00
Avg. Duration Loser 19 days, 8:35:00
Max Consecutive Wins / Loss 20 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10013.289 USDT
Max balance 10736.613 USDT
Max % of account underwater 0.26%
Absolute Drawdown (Account) 0.26%
Absolute Drawdown 28.082 USDT
Drawdown high 736.613 USDT
Drawdown low 708.531 USDT
Drawdown Start 2024-01-27 19:46:00
Drawdown End 2024-02-01 00:00:00
Market change -8.09%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 21 2.00 708.531 7.09 23:25:00 20 0 1 95.2 28.082 USDT 0.26%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20240201-20240301

Current Previous v15.1.252 v15.1.240
Average Duration 14:47:00 14:47:00 14:50:00 14:50:00
Market Change 41.32 % 41.32 % 41.32 % 41.32 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.65 % 1.65 % 1.78 % 1.78 %
Profit Sum 18.13 % 18.13 % 19.55 % 19.62 %
Profit Total 3.31 % 3.31 % 3.55 % 3.61 %
Trades 11 11 11 11
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
COTI/USDT 1 3.44 57.310 0.57 0:20:00 1 0 0 100
STX/USDT 1 2.74 46.040 0.46 0:09:00 1 0 0 100
UMA/USDT 1 2.27 45.184 0.45 4:05:00 1 0 0 100
FIL/USDT 1 1.37 43.373 0.43 6 days, 8:40:00 1 0 0 100
VET/USDT 2 1.15 38.606 0.39 0:28:00 2 0 0 100
PLU/USDT 1 2.04 34.249 0.34 0:34:00 1 0 0 100
DGB/USDT 1 1.58 26.112 0.26 0:40:00 1 0 0 100
WIN/USDT 1 1.11 18.806 0.19 0:16:00 1 0 0 100
CKB/USDT 1 1.03 16.987 0.17 0:08:00 1 0 0 100
UNI/USDT 1 0.24 3.979 0.04 2:46:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 11 1.65 330.645 3.31 14:47:00 11 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FIL/USDT 1 1.37 43.373 0.43 6 days, 8:40:00 1 0 0 100
TOTAL 1 1.37 43.373 0.43 6 days, 8:40:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 5 1.98 165.254 1.65 0:19:00 5 0 0 100
2 6 1 2.27 45.184 0.45 4:05:00 1 0 0 100
120 1 1.37 43.373 0.43 6 days, 8:40:00 1 0 0 100
2 1 2.04 34.249 0.34 0:34:00 1 0 0 100
142 2 0.76 25.163 0.25 1:24:00 2 0 0 100
143 1 1.03 17.421 0.17 0:56:00 1 0 0 100
TOTAL 11 1.65 330.645 3.31 14:47:00 11 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_3_99 ( 6 ) 1 3.44 57.310 0.57 0:20:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.74 46.040 0.46 0:09:00 1 0 0 100
exit_long_normal_w_2_12 ( 2 6 ) 1 2.27 45.184 0.45 4:05:00 1 0 0 100
force_exit 1 1.37 43.373 0.43 6 days, 8:40:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.07 35.793 0.36 0:12:00 2 0 0 100
exit_long_normal_d_2_70 ( 2 ) 1 2.04 34.249 0.34 0:34:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 1 1.58 26.112 0.26 0:40:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.28 21.185 0.21 0:01:00 1 0 0 100
exit_long_tc_d_1_97 ( 143 ) 1 1.03 17.421 0.17 0:56:00 1 0 0 100
exit_profit_long_tc_t_0_3_m ( 142 ) 1 0.24 3.979 0.04 2:46:00 1 0 0 100
TOTAL 11 1.65 330.645 3.31 14:47:00 11 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_3_99 ( 6 )') 1 3.44 57.310 0.57 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.74 46.040 0.46 0:09:00 1 0 0 100
('2 6 ', 'exit_long_normal_w_2_12 ( 2 6 )') 1 2.27 45.184 0.45 4:05:00 1 0 0 100
('120 ', 'force_exit') 1 1.37 43.373 0.43 6 days, 8:40:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.07 35.793 0.36 0:12:00 2 0 0 100
('2 ', 'exit_long_normal_d_2_70 ( 2 )') 1 2.04 34.249 0.34 0:34:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 1 1.58 26.112 0.26 0:40:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.28 21.185 0.21 0:01:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_97 ( 143 )') 1 1.03 17.421 0.17 0:56:00 1 0 0 100
('142 ', 'exit_profit_long_tc_t_0_3_m ( 142 )') 1 0.24 3.979 0.04 2:46:00 1 0 0 100
TOTAL 11 1.65 330.645 3.31 14:47:00 11 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/02/2024 16.987 1 0 0
02/02/2024 0 0 0 0
03/02/2024 0 0 0 0
04/02/2024 0 0 0 0
05/02/2024 0 0 0 0
06/02/2024 0 0 0 0
07/02/2024 0 0 0 0
08/02/2024 0 0 0 0
09/02/2024 0 0 0 0
10/02/2024 0 0 0 0
11/02/2024 0 0 0 0
12/02/2024 0 0 0 0
13/02/2024 0 0 0 0
14/02/2024 0 0 0 0
15/02/2024 0 0 0 0
16/02/2024 0 0 0 0
17/02/2024 0 0 0 0
18/02/2024 0 0 0 0
19/02/2024 0 0 0 0
20/02/2024 47.296 2 0 0
21/02/2024 0 0 0 0
22/02/2024 0 0 0 0
23/02/2024 3.979 1 0 0
24/02/2024 0 0 0 0
25/02/2024 57.31 1 0 0
26/02/2024 0 0 0 0
27/02/2024 34.249 1 0 0
28/02/2024 127.451 4 0 0
29/02/2024 0 0 0 0
01/03/2024 43.373 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2024-02-01 00:00:00
Backtesting to 2024-03-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 11 / 0.38
Starting balance 10000 USDT
Final balance 10330.645 USDT
Absolute profit 330.645 USDT
Total profit % 3.31%
CAGR % 50.60%
Sortino -100.00
Sharpe 14.03
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 30.06 (100.00)
Avg. daily profit % 0.11%
Avg. stake amount 1562.721 USDT
Total trade volume 17189.932 USDT
Best Pair COTI/USDT 0.57%
Worst Pair AAVE/USDT 0.00%
Best trade COTI/USDT 3.44%
Worst trade UNI/USDT 0.24%
Best day 127.451 USDT
Worst day 0 USDT
Days win/draw/lose 7 / 23 / 0
Avg. Duration Winners 14:47:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 11 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 41.32%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 11 1.65 330.645 3.31 14:47:00 11 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20240301-20240401

Current Previous v15.1.252 v15.1.240
Average Duration 2 days, 1:24:00 2 days, 1:24:00 2 days, 1:28:00 2 days, 0:20:00
Market Change 24.76 % 24.76 % 24.76 % 24.76 %
Max Drawdown 4.1336 % 4.1336 % 4.0943 % 4.3413 %
Profit Mean 1.27 % 1.27 % 1.41 % 1.42 %
Profit Sum 39.42 % 39.42 % 43.74 % 45.43 %
Profit Total 4.02 % 4.02 % 4.91 % 5.06 %
Trades 31 31 31 32
Win Rate 93.55 % 93.55 % 93.55 % 93.75 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NWC/USDT 6 1.99 210.208 2.1 2:24:00 6 0 0 100
ALGO/USDT 1 1.34 83.235 0.83 12 days, 1:03:00 1 0 0 100
GRT/USDT 1 1.95 82.583 0.83 6 days, 16:29:00 1 0 0 100
COTI/USDT 3 2.04 79.653 0.8 1:26:00 3 0 0 100
UMA/USDT 1 4.34 73.879 0.74 0:40:00 1 0 0 100
TEL/USDT 1 2.46 44.158 0.44 1:20:00 1 0 0 100
YFI/USDT 1 1.28 31.087 0.31 2 days, 1:30:00 1 0 0 100
ALEPH/USDT 3 0.55 30.389 0.3 5:15:00 3 0 0 100
FIL/USDT 1 1.6 26.868 0.27 0:03:00 1 0 0 100
BTT/USDT 2 0.64 21.412 0.21 0:07:00 2 0 0 100
DOT/USDT 1 1.24 20.709 0.21 0:08:00 1 0 0 100
VELO/USDT 1 1.19 20.504 0.21 0:45:00 1 0 0 100
AAVE/USDT 1 1.11 18.536 0.19 0:09:00 1 0 0 100
DGB/USDT 1 1.06 17.627 0.18 0:08:00 1 0 0 100
COMP/USDT 1 0.71 16.688 0.17 15:54:00 1 0 0 100
ADA/USDT 1 0.45 8.629 0.09 3:50:00 1 0 0 100
WIN/USDT 1 0.2 3.428 0.03 0:58:00 1 0 0 100
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 3 0.84 -114.782 -1.15 9 days, 0:38:00 2 0 1 66.7
VIDT/USDT 1 -3.06 -272.611 -2.73 13 days, 11:40:00 0 0 1 0
TOTAL 31 1.27 402.198 4.02 2 days, 1:24:00 29 0 2 93.5

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 1 -0.87 -175.919 -1.76 26 days, 7:50:00 0 0 1 0
VIDT/USDT 1 -3.06 -272.611 -2.73 13 days, 11:40:00 0 0 1 0
TOTAL 2 -1.97 -448.531 -4.49 19 days, 21:45:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 2 1.64 165.818 1.66 9 days, 8:46:00 2 0 0 100
3 4 0.68 48.016 0.48 3:58:00 4 0 0 100
6 42 1 2.4 40.936 0.41 0:04:00 1 0 0 100
142 2 0.78 27.165 0.27 2:00:00 2 0 0 100
141 1 1.6 26.868 0.27 0:03:00 1 0 0 100
6 17 1.4 26.147 0.26 2 days, 14:16:00 15 0 2 88.2
41 1 1.42 23.042 0.23 1:17:00 1 0 0 100
42 1 1.25 21.291 0.21 0:35:00 1 0 0 100
43 1 1.17 19.488 0.19 0:13:00 1 0 0 100
5 1 0.2 3.428 0.03 0:58:00 1 0 0 100
TOTAL 31 1.27 402.198 4.02 2 days, 1:24:00 29 0 2 93.5

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 2 1.64 165.818 1.66 9 days, 8:46:00 2 0 0 100
exit_long_normal_w_4_11 ( 6 ) 1 4.34 73.879 0.74 0:40:00 1 0 0 100
exit_long_normal_d_3_100 ( 6 ) 1 2.67 54.244 0.54 11:55:00 1 0 0 100
exit_long_normal_w_2_8 ( 6 ) 1 2.79 46.529 0.47 1:00:00 1 0 0 100
exit_long_normal_d_2_26 ( 6 ) 1 2.46 44.158 0.44 1:20:00 1 0 0 100
exit_long_normal_u_2 ( 6 42 ) 1 2.4 40.936 0.41 0:04:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.3 38.150 0.38 0:05:00 2 0 0 100
exit_long_normal_d_2_70 ( 6 ) 1 2.11 36.006 0.36 0:29:00 1 0 0 100
exit_long_normal_d_2_97 ( 6 ) 1 2.11 34.933 0.35 0:35:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.1 34.689 0.35 0:03:00 1 0 0 100
exit_long_normal_w_1_1 ( 6 ) 1 1.28 31.087 0.31 2 days, 1:30:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.6 26.868 0.27 0:03:00 1 0 0 100
exit_long_normal_w_1_10 ( 6 ) 1 1.29 26.204 0.26 17:30:00 1 0 0 100
exit_long_quick_w_1_14 ( 41 ) 1 1.42 23.042 0.23 1:17:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.25 21.291 0.21 0:35:00 1 0 0 100
exit_long_normal_d_1_77 ( 6 ) 1 1.19 20.504 0.21 0:45:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.17 19.488 0.19 0:13:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.11 18.536 0.19 0:09:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.06 17.627 0.18 0:08:00 1 0 0 100
exit_long_normal_d_1_63 ( 6 ) 1 0.71 16.688 0.17 15:54:00 1 0 0 100
exit_long_normal_d_0_1 ( 3 ) 1 0.79 15.958 0.16 15:40:00 1 0 0 100
exit_long_normal_d_2_38 ( 6 ) 1 1.99 15.682 0.16 3:15:00 1 0 0 100
exit_long_normal_u_0 ( 3 ) 2 0.43 14.431 0.14 0:03:00 2 0 0 100
exit_long_tc_d_0_25 ( 142 ) 1 0.45 8.629 0.09 3:50:00 1 0 0 100
exit_long_normal_d_0_80 ( 5 ) 1 0.2 3.428 0.03 0:58:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.11 1.924 0.02 0:01:00 1 0 0 100
force_exit 2 -1.97 -448.531 -4.49 19 days, 21:45:00 0 0 2 0
TOTAL 31 1.27 402.198 4.02 2 days, 1:24:00 29 0 2 93.5

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 2 1.64 165.818 1.66 9 days, 8:46:00 2 0 0 100
('6 ', 'exit_long_normal_w_4_11 ( 6 )') 1 4.34 73.879 0.74 0:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_100 ( 6 )') 1 2.67 54.244 0.54 11:55:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_8 ( 6 )') 1 2.79 46.529 0.47 1:00:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_26 ( 6 )') 1 2.46 44.158 0.44 1:20:00 1 0 0 100
('6 42 ', 'exit_long_normal_u_2 ( 6 42 )') 1 2.4 40.936 0.41 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.3 38.150 0.38 0:05:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_70 ( 6 )') 1 2.11 36.006 0.36 0:29:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_97 ( 6 )') 1 2.11 34.933 0.35 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.1 34.689 0.35 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_1 ( 6 )') 1 1.28 31.087 0.31 2 days, 1:30:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.6 26.868 0.27 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_10 ( 6 )') 1 1.29 26.204 0.26 17:30:00 1 0 0 100
('41 ', 'exit_long_quick_w_1_14 ( 41 )') 1 1.42 23.042 0.23 1:17:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.25 21.291 0.21 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_77 ( 6 )') 1 1.19 20.504 0.21 0:45:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 1 1.17 19.488 0.19 0:13:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.11 18.536 0.19 0:09:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.06 17.627 0.18 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_63 ( 6 )') 1 0.71 16.688 0.17 15:54:00 1 0 0 100
('3 ', 'exit_long_normal_d_0_1 ( 3 )') 1 0.79 15.958 0.16 15:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_38 ( 6 )') 1 1.99 15.682 0.16 3:15:00 1 0 0 100
('3 ', 'exit_long_normal_u_0 ( 3 )') 2 0.43 14.431 0.14 0:03:00 2 0 0 100
('142 ', 'exit_long_tc_d_0_25 ( 142 )') 1 0.45 8.629 0.09 3:50:00 1 0 0 100
('5 ', 'exit_long_normal_d_0_80 ( 5 )') 1 0.2 3.428 0.03 0:58:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.11 1.924 0.02 0:01:00 1 0 0 100
('6 ', 'force_exit') 2 -1.97 -448.531 -4.49 19 days, 21:45:00 0 0 2 0
TOTAL 31 1.27 402.198 4.02 2 days, 1:24:00 29 0 2 93.5

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
04/03/2024 34.933 1 0 0
05/03/2024 90.871 6 0 0
06/03/2024 16.688 1 0 0
07/03/2024 54.129 2 0 0
08/03/2024 0 0 0 0
09/03/2024 82.583 1 0 0
10/03/2024 0 0 0 0
11/03/2024 0 0 0 0
12/03/2024 0 0 0 0
13/03/2024 34.689 1 0 0
14/03/2024 0 0 0 0
15/03/2024 132.194 6 0 0
16/03/2024 14.431 2 0 0
17/03/2024 15.958 1 0 0
18/03/2024 36.006 1 0 0
19/03/2024 158.973 3 0 0
20/03/2024 54.244 1 0 0
21/03/2024 0 0 0 0
22/03/2024 0 0 0 0
23/03/2024 0 0 0 0
24/03/2024 0 0 0 0
25/03/2024 83.235 1 0 0
26/03/2024 21.291 1 0 0
27/03/2024 0 0 0 0
28/03/2024 0 0 0 0
29/03/2024 0 0 0 0
30/03/2024 20.504 1 0 0
31/03/2024 0 0 0 0
01/04/2024 -448.531 0 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2024-03-01 00:00:00
Backtesting to 2024-04-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 31 / 1.0
Starting balance 10000 USDT
Final balance 10402.198 USDT
Absolute profit 402.198 USDT
Total profit % 4.02%
CAGR % 59.09%
Sortino 5.13
Sharpe 3.71
Calmar 59.96
Profit factor 1.90
Expectancy (Ratio) 12.97 (0.06)
Avg. daily profit % 0.13%
Avg. stake amount 1509.226 USDT
Total trade volume 46786.02 USDT
Best Pair NWC/USDT 2.10%
Worst Pair VIDT/USDT -2.73%
Best trade UMA/USDT 4.34%
Worst trade VIDT/USDT -3.06%
Best day 158.973 USDT
Worst day -448.531 USDT
Days win/draw/lose 15 / 13 / 1
Avg. Duration Winners 19:51:00
Avg. Duration Loser 19 days, 21:45:00
Max Consecutive Wins / Loss 29 / 2
Rejected Entry signals 18
Entry/Exit Timeouts 0 / 0
Min balance 10034.933 USDT
Max balance 10850.729 USDT
Max % of account underwater 4.13%
Absolute Drawdown (Account) 4.13%
Absolute Drawdown 448.531 USDT
Drawdown high 850.729 USDT
Drawdown low 402.198 USDT
Drawdown Start 2024-03-30 16:55:00
Drawdown End 2024-04-01 00:00:00
Market change 24.76%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 31 1.27 402.198 4.02 2 days, 1:24:00 29 0 2 93.5 448.531 USDT 4.13%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20240401-20240501

Current Previous v15.1.252 v15.1.240
Average Duration 8:20:00 8:20:00 8:20:00 8:20:00
Market Change -25.78 % -25.78 % -25.78 % -25.78 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.17 % 1.17 % 1.17 % 1.17 %
Profit Sum 42.04 % 42.04 % 41.95 % 42.07 %
Profit Total 7.85 % 7.85 % 7.83 % 7.85 %
Trades 36 36 36 36
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CKB/USDT 3 2.57 132.919 1.33 1:27:00 3 0 0 100
ALGO/USDT 2 0.99 90.825 0.91 5 days, 1:50:00 2 0 0 100
ARPA/USDT 3 1.23 64.327 0.64 2:48:00 3 0 0 100
VELO/USDT 2 1.61 57.672 0.58 1:36:00 2 0 0 100
ONE/USDT 3 0.92 46.550 0.47 0:05:00 3 0 0 100
ALEPH/USDT 2 1.21 40.490 0.4 0:32:00 2 0 0 100
UNI/USDT 2 1.05 38.697 0.39 0:22:00 2 0 0 100
VET/USDT 2 1.11 37.219 0.37 0:24:00 2 0 0 100
VRA/USDT 2 1.06 35.064 0.35 2:04:00 2 0 0 100
STX/USDT 2 0.85 28.522 0.29 0:01:00 2 0 0 100
NEO/USDT 1 1.53 26.538 0.27 0:55:00 1 0 0 100
UOS/USDT 1 1.56 26.523 0.27 0:01:00 1 0 0 100
DGB/USDT 1 1.43 25.177 0.25 0:51:00 1 0 0 100
BTT/USDT 1 1.47 24.863 0.25 0:02:00 1 0 0 100
ADA/USDT 2 0.64 22.585 0.23 5:10:00 2 0 0 100
LTC/USDT 1 1.23 20.309 0.2 0:04:00 1 0 0 100
ROSE/USDT 1 1.07 19.221 0.19 8:32:00 1 0 0 100
BCH/USDT 1 1.07 17.698 0.18 0:08:00 1 0 0 100
FIL/USDT 1 0.77 17.235 0.17 2:55:00 1 0 0 100
GRT/USDT 1 0.31 5.143 0.05 0:01:00 1 0 0 100
EOS/USDT 1 0.25 4.114 0.04 0:01:00 1 0 0 100
AAVE/USDT 1 0.18 3.174 0.03 9:15:00 1 0 0 100
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 36 1.17 784.865 7.85 8:20:00 36 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 9 1.21 189.451 1.89 1:29:00 9 0 0 100
42 4 1.76 120.137 1.2 2:00:00 4 0 0 100
2 3 1.78 91.597 0.92 3:02:00 3 0 0 100
120 1 1.59 84.348 0.84 10 days, 3:39:00 1 0 0 100
3 3 1.58 81.321 0.81 0:24:00 3 0 0 100
142 5 0.54 45.036 0.45 0:02:00 5 0 0 100
4 1 1.47 24.863 0.25 0:02:00 1 0 0 100
143 1 1.09 21.671 0.22 0:41:00 1 0 0 100
2 3 4 1 1.22 21.310 0.21 0:01:00 1 0 0 100
141 2 0.59 20.436 0.2 1:16:00 2 0 0 100
6 142 1 1.13 19.669 0.2 8:33:00 1 0 0 100
41 1 1.1 18.615 0.19 0:03:00 1 0 0 100
4 141 143 1 0.77 17.235 0.17 2:55:00 1 0 0 100
141 142 1 1.01 17.026 0.17 0:02:00 1 0 0 100
6 43 1 0.53 8.976 0.09 0:07:00 1 0 0 100
6 141 142 1 0.18 3.174 0.03 9:15:00 1 0 0 100
TOTAL 36 1.17 784.865 7.85 8:20:00 36 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 5 1.2 100.868 1.01 0:04:00 5 0 0 100
exit_long_grind_g ( 120 ) 1 1.59 84.348 0.84 10 days, 3:39:00 1 0 0 100
exit_long_quick_w_3_11 ( 42 ) 1 3.12 54.051 0.54 2:35:00 1 0 0 100
exit_long_normal_d_3_77 ( 2 ) 1 3.15 54.026 0.54 0:40:00 1 0 0 100
exit_long_normal_d_2_71 ( 3 ) 1 2.35 40.025 0.4 0:25:00 1 0 0 100
exit_long_tc_u_0 ( 142 ) 4 0.41 27.338 0.27 0:01:00 4 0 0 100
exit_long_normal_d_1_10 ( 6 ) 1 1.53 26.538 0.27 0:55:00 1 0 0 100
exit_long_normal_d_1_27 ( 6 ) 1 1.43 25.177 0.25 0:51:00 1 0 0 100
exit_long_normal_u_1 ( 4 ) 1 1.47 24.863 0.25 0:02:00 1 0 0 100
exit_long_quick_d_1_81 ( 42 ) 1 1.44 24.842 0.25 1:05:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.39 24.405 0.24 0:02:00 1 0 0 100
exit_long_quick_d_1_87 ( 42 ) 1 1.41 23.599 0.24 0:20:00 1 0 0 100
exit_long_tc_d_1_20 ( 143 ) 1 1.09 21.671 0.22 0:41:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 4 ) 1 1.22 21.310 0.21 0:01:00 1 0 0 100
exit_long_normal_d_1_52 ( 6 142 ) 1 1.13 19.669 0.2 8:33:00 1 0 0 100
exit_long_normal_d_1_44 ( 6 ) 1 1.07 19.221 0.19 8:32:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.12 18.959 0.19 0:05:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.1 18.615 0.19 0:03:00 1 0 0 100
exit_long_normal_d_1_84 ( 2 ) 1 1.07 18.612 0.19 8:22:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.07 17.698 0.18 0:08:00 1 0 0 100
exit_long_normal_d_1_95 ( 6 ) 1 0.86 17.647 0.18 2:48:00 1 0 0 100
exit_long_quick_w_1_11 ( 42 ) 1 1.07 17.645 0.18 4:00:00 1 0 0 100
exit_long_tc_d_1_20 ( 141 ) 1 1.04 17.520 0.18 0:45:00 1 0 0 100
exit_long_normal_w_1_11 ( 4 141 143 ) 1 0.77 17.235 0.17 2:55:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.01 17.026 0.17 0:02:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 3 ) 1 1.01 16.891 0.17 0:45:00 1 0 0 100
exit_long_normal_u_0 ( 6 43 ) 1 0.53 8.976 0.09 0:07:00 1 0 0 100
exit_long_normal_d_0_50 ( 6 141 142 ) 1 0.18 3.174 0.03 9:15:00 1 0 0 100
exit_long_tc_d_0_38 ( 141 ) 1 0.15 2.916 0.03 1:47:00 1 0 0 100
TOTAL 36 1.17 784.865 7.85 8:20:00 36 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 5 1.2 100.868 1.01 0:04:00 5 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.59 84.348 0.84 10 days, 3:39:00 1 0 0 100
('42 ', 'exit_long_quick_w_3_11 ( 42 )') 1 3.12 54.051 0.54 2:35:00 1 0 0 100
('2 ', 'exit_long_normal_d_3_77 ( 2 )') 1 3.15 54.026 0.54 0:40:00 1 0 0 100
('3 ', 'exit_long_normal_d_2_71 ( 3 )') 1 2.35 40.025 0.4 0:25:00 1 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 4 0.41 27.338 0.27 0:01:00 4 0 0 100
('6 ', 'exit_long_normal_d_1_10 ( 6 )') 1 1.53 26.538 0.27 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_27 ( 6 )') 1 1.43 25.177 0.25 0:51:00 1 0 0 100
('4 ', 'exit_long_normal_u_1 ( 4 )') 1 1.47 24.863 0.25 0:02:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_81 ( 42 )') 1 1.44 24.842 0.25 1:05:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.39 24.405 0.24 0:02:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_87 ( 42 )') 1 1.41 23.599 0.24 0:20:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 1 1.09 21.671 0.22 0:41:00 1 0 0 100
('2 3 4 ', 'exit_long_normal_u_1 ( 2 3 4 )') 1 1.22 21.310 0.21 0:01:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_1_52 ( 6 142 )') 1 1.13 19.669 0.2 8:33:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_44 ( 6 )') 1 1.07 19.221 0.19 8:32:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.12 18.959 0.19 0:05:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.1 18.615 0.19 0:03:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_84 ( 2 )') 1 1.07 18.612 0.19 8:22:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.07 17.698 0.18 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_95 ( 6 )') 1 0.86 17.647 0.18 2:48:00 1 0 0 100
('42 ', 'exit_long_quick_w_1_11 ( 42 )') 1 1.07 17.645 0.18 4:00:00 1 0 0 100
('141 ', 'exit_long_tc_d_1_20 ( 141 )') 1 1.04 17.520 0.18 0:45:00 1 0 0 100
('4 141 143 ', 'exit_long_normal_w_1_11 ( 4 141 143 )') 1 0.77 17.235 0.17 2:55:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.01 17.026 0.17 0:02:00 1 0 0 100
('3 ', 'exit_profit_long_normal_t_1_1_m ( 3 )') 1 1.01 16.891 0.17 0:45:00 1 0 0 100
('6 43 ', 'exit_long_normal_u_0 ( 6 43 )') 1 0.53 8.976 0.09 0:07:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_d_0_50 ( 6 141 142 )') 1 0.18 3.174 0.03 9:15:00 1 0 0 100
('141 ', 'exit_long_tc_d_0_38 ( 141 )') 1 0.15 2.916 0.03 1:47:00 1 0 0 100
TOTAL 36 1.17 784.865 7.85 8:20:00 36 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/04/2024 17.645 1 0 0
02/04/2024 82.764 7 0 0
03/04/2024 0 0 0 0
04/04/2024 0 0 0 0
05/04/2024 0 0 0 0
06/04/2024 0 0 0 0
07/04/2024 0 0 0 0
08/04/2024 0 0 0 0
09/04/2024 40.49 2 0 0
10/04/2024 36.617 2 0 0
11/04/2024 17.026 1 0 0
12/04/2024 276.172 12 0 0
13/04/2024 119.547 4 0 0
14/04/2024 85.081 5 0 0
15/04/2024 0 0 0 0
16/04/2024 25.177 1 0 0
17/04/2024 0 0 0 0
18/04/2024 0 0 0 0
19/04/2024 0 0 0 0
20/04/2024 84.348 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2024-04-01 00:00:00
Backtesting to 2024-05-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 36 / 1.2
Starting balance 10000 USDT
Final balance 10784.865 USDT
Absolute profit 784.865 USDT
Total profit % 7.85%
CAGR % 150.75%
Sortino -100.00
Sharpe 32.66
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 21.80 (100.00)
Avg. daily profit % 0.26%
Avg. stake amount 1685.748 USDT
Total trade volume 60686.942 USDT
Best Pair CKB/USDT 1.33%
Worst Pair ATOM/USDT 0.00%
Best trade CKB/USDT 3.15%
Worst trade ADA/USDT 0.15%
Best day 276.172 USDT
Worst day 0 USDT
Days win/draw/lose 10 / 10 / 0
Avg. Duration Winners 8:20:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 36 / 0
Rejected Entry signals 134
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -25.78%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 36 1.17 784.865 7.85 8:20:00 36 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20240501-20240601

Current Previous v15.1.252 v15.1.240
Average Duration 4 days, 3:02:00 4 days, 3:02:00 4 days, 3:02:00 4 days, 3:08:00
Market Change -0.54 % -0.54 % -0.54 % -0.54 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.79 % 1.79 % 1.79 % 1.81 %
Profit Sum 8.93 % 8.93 % 8.93 % 9.03 %
Profit Total 2.08 % 2.08 % 2.08 % 2.07 %
Trades 5 5 5 5
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALGO/USDT 1 1.65 83.425 0.83 19 days, 16:17:00 1 0 0 100
VELO/USDT 2 2.45 81.349 0.81 0:30:00 2 0 0 100
STX/USDT 1 1.26 24.862 0.25 21:06:00 1 0 0 100
ALEPH/USDT 1 1.11 18.484 0.18 0:45:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 5 1.79 208.120 2.08 4 days, 3:02:00 5 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 3 2.01 99.834 1.0 0:35:00 3 0 0 100
120 1 1.65 83.425 0.83 19 days, 16:17:00 1 0 0 100
142 1 1.26 24.862 0.25 21:06:00 1 0 0 100
TOTAL 5 1.79 208.120 2.08 4 days, 3:02:00 5 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 1 1.65 83.425 0.83 19 days, 16:17:00 1 0 0 100
exit_long_normal_d_3_96 ( 6 ) 1 3.66 60.409 0.6 0:57:00 1 0 0 100
exit_long_tc_w_1_2 ( 142 ) 1 1.26 24.862 0.25 21:06:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.25 20.940 0.21 0:03:00 1 0 0 100
exit_long_normal_d_1_60 ( 6 ) 1 1.11 18.484 0.18 0:45:00 1 0 0 100
TOTAL 5 1.79 208.120 2.08 4 days, 3:02:00 5 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 1 1.65 83.425 0.83 19 days, 16:17:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_96 ( 6 )') 1 3.66 60.409 0.6 0:57:00 1 0 0 100
('142 ', 'exit_long_tc_w_1_2 ( 142 )') 1 1.26 24.862 0.25 21:06:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.25 20.940 0.21 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_60 ( 6 )') 1 1.11 18.484 0.18 0:45:00 1 0 0 100
TOTAL 5 1.79 208.120 2.08 4 days, 3:02:00 5 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/05/2024 60.409 1 0 0
02/05/2024 0 0 0 0
03/05/2024 0 0 0 0
04/05/2024 0 0 0 0
05/05/2024 0 0 0 0
06/05/2024 18.484 1 0 0
07/05/2024 0 0 0 0
08/05/2024 0 0 0 0
09/05/2024 0 0 0 0
10/05/2024 0 0 0 0
11/05/2024 0 0 0 0
12/05/2024 0 0 0 0
13/05/2024 0 0 0 0
14/05/2024 20.94 1 0 0
15/05/2024 0 0 0 0
16/05/2024 0 0 0 0
17/05/2024 24.862 1 0 0
18/05/2024 0 0 0 0
19/05/2024 0 0 0 0
20/05/2024 83.425 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2024-05-01 00:00:00
Backtesting to 2024-06-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 5 / 0.16
Starting balance 10000 USDT
Final balance 10208.12 USDT
Absolute profit 208.12 USDT
Total profit % 2.08%
CAGR % 27.45%
Sortino -100.00
Sharpe 4.96
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 41.62 (100.00)
Avg. daily profit % 0.07%
Avg. stake amount 1493.714 USDT
Total trade volume 7468.568 USDT
Best Pair VELO/USDT 0.81%
Worst Pair AAVE/USDT 0.00%
Best trade VELO/USDT 3.66%
Worst trade ALEPH/USDT 1.11%
Best day 83.425 USDT
Worst day 0 USDT
Days win/draw/lose 5 / 15 / 0
Avg. Duration Winners 4 days, 3:02:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 5 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -0.54%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 5 1.79 208.120 2.08 4 days, 3:02:00 5 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20240601-20240701

Current Previous v15.1.252 v15.1.240
Average Duration 17:44:00 17:44:00 17:44:00 17:44:00
Market Change -20.72 % -20.72 % -20.72 % -20.72 %
Max Drawdown 0.0575 % 0.0575 % 0.0574 % 0.0392 %
Profit Mean 1.34 % 1.34 % 1.34 % 1.34 %
Profit Sum 37.5 % 37.5 % 37.5 % 37.52 %
Profit Total 6.28 % 6.28 % 6.28 % 6.32 %
Trades 28 28 28 28
Win Rate 96.43 % 96.43 % 96.43 % 96.43 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETC/USDT 2 2.11 70.036 0.7 0:33:00 2 0 0 100
UNI/USDT 2 2.06 69.126 0.69 0:02:00 2 0 0 100
VRA/USDT 3 1.32 66.841 0.67 0:03:00 3 0 0 100
VELO/USDT 4 0.93 64.550 0.65 0:16:00 4 0 0 100
STX/USDT 2 1.54 51.554 0.52 0:01:00 2 0 0 100
FIL/USDT 1 2.93 50.476 0.5 0:02:00 1 0 0 100
ALGO/USDT 2 1.44 49.739 0.5 0:14:00 2 0 0 100
ONT/USDT 2 1.32 45.289 0.45 0:08:00 2 0 0 100
CKB/USDT 2 1.25 37.012 0.37 0:42:00 2 0 0 100
EOS/USDT 2 0.99 35.956 0.36 1 day, 2:59:00 2 0 0 100
ATOM/USDT 2 0.79 26.424 0.26 0:12:00 2 0 0 100
AAVE/USDT 1 1.54 25.806 0.26 1:05:00 1 0 0 100
LTC/USDT 1 1.46 24.177 0.24 0:02:00 1 0 0 100
ADA/USDT 1 1.01 17.587 0.18 0:27:00 1 0 0 100
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 1 -0.08 -6.119 -0.06 18 days, 4:05:00 0 0 1 0
TOTAL 28 1.34 628.454 6.28 17:44:00 27 0 1 96.4

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 -0.08 -6.119 -0.06 18 days, 4:05:00 0 0 1 0
TOTAL 1 -0.08 -6.119 -0.06 18 days, 4:05:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
143 5 1.12 95.423 0.95 0:53:00 5 0 0 100
142 4 1.1 77.552 0.78 13:16:00 4 0 0 100
4 2 2.16 74.636 0.75 0:02:00 2 0 0 100
1 3 1.12 56.868 0.57 0:02:00 3 0 0 100
6 2 1.6 54.168 0.54 0:04:00 2 0 0 100
141 1 3.18 52.573 0.53 0:01:00 1 0 0 100
3 6 142 1 2.91 48.600 0.49 0:02:00 1 0 0 100
3 2 1.25 37.012 0.37 0:42:00 2 0 0 100
4 141 1 1.64 27.362 0.27 0:01:00 1 0 0 100
3 141 1 1.44 24.193 0.24 0:01:00 1 0 0 100
41 1 1.25 21.129 0.21 0:15:00 1 0 0 100
3 142 143 1 1.22 20.526 0.21 0:01:00 1 0 0 100
3 41 1 1.11 19.265 0.19 0:28:00 1 0 0 100
42 1 1.08 18.946 0.19 0:33:00 1 0 0 100
1 4 1 0.36 6.321 0.06 0:01:00 1 0 0 100
120 1 -0.08 -6.119 -0.06 18 days, 4:05:00 0 0 1 0
TOTAL 28 1.34 628.454 6.28 17:44:00 27 0 1 96.4

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 2 1.6 54.168 0.54 0:04:00 2 0 0 100
exit_long_tc_u_3 ( 141 ) 1 3.18 52.573 0.53 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 2 1.51 51.216 0.51 0:02:00 2 0 0 100
exit_long_normal_u_2 ( 4 ) 1 2.93 50.476 0.5 0:02:00 1 0 0 100
exit_long_normal_u_2 ( 3 6 142 ) 1 2.91 48.600 0.49 0:02:00 1 0 0 100
exit_long_tc_w_1_3 ( 143 ) 2 1.29 43.269 0.43 1:05:00 2 0 0 100
exit_long_tc_d_1_20 ( 143 ) 2 1.05 36.377 0.36 0:27:00 2 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.8 30.949 0.31 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 4 141 ) 1 1.64 27.362 0.27 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 3 141 ) 1 1.44 24.193 0.24 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 4 ) 1 1.4 24.160 0.24 0:02:00 1 0 0 100
exit_long_quick_d_1_60 ( 41 ) 1 1.25 21.129 0.21 0:15:00 1 0 0 100
exit_long_normal_u_1 ( 3 142 143 ) 1 1.22 20.526 0.21 0:01:00 1 0 0 100
exit_long_tc_d_1_63 ( 142 ) 1 1.03 20.179 0.2 2 days, 4:38:00 1 0 0 100
exit_long_normal_d_1_53 ( 3 ) 1 1.15 19.395 0.19 1:05:00 1 0 0 100
exit_long_normal_d_1_20 ( 3 41 ) 1 1.11 19.265 0.19 0:28:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.08 18.946 0.19 0:33:00 1 0 0 100
exit_long_tc_d_1_70 ( 142 ) 1 1.07 18.060 0.18 0:24:00 1 0 0 100
exit_long_normal_d_1_20 ( 3 ) 1 1.35 17.617 0.18 0:20:00 1 0 0 100
exit_long_tc_d_0_37 ( 143 ) 1 0.94 15.777 0.16 1:20:00 1 0 0 100
exit_long_tc_u_0 ( 142 ) 1 0.51 8.364 0.08 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 1 4 ) 1 0.36 6.321 0.06 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 1 ) 1 0.34 5.652 0.06 0:01:00 1 0 0 100
force_exit 1 -0.08 -6.119 -0.06 18 days, 4:05:00 0 0 1 0
TOTAL 28 1.34 628.454 6.28 17:44:00 27 0 1 96.4

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.6 54.168 0.54 0:04:00 2 0 0 100
('141 ', 'exit_long_tc_u_3 ( 141 )') 1 3.18 52.573 0.53 0:01:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 2 1.51 51.216 0.51 0:02:00 2 0 0 100
('4 ', 'exit_long_normal_u_2 ( 4 )') 1 2.93 50.476 0.5 0:02:00 1 0 0 100
('3 6 142 ', 'exit_long_normal_u_2 ( 3 6 142 )') 1 2.91 48.600 0.49 0:02:00 1 0 0 100
('143 ', 'exit_long_tc_w_1_3 ( 143 )') 2 1.29 43.269 0.43 1:05:00 2 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 2 1.05 36.377 0.36 0:27:00 2 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.8 30.949 0.31 0:02:00 1 0 0 100
('4 141 ', 'exit_long_normal_u_1 ( 4 141 )') 1 1.64 27.362 0.27 0:01:00 1 0 0 100
('3 141 ', 'exit_long_normal_u_1 ( 3 141 )') 1 1.44 24.193 0.24 0:01:00 1 0 0 100
('4 ', 'exit_long_normal_u_1 ( 4 )') 1 1.4 24.160 0.24 0:02:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_60 ( 41 )') 1 1.25 21.129 0.21 0:15:00 1 0 0 100
('3 142 143 ', 'exit_long_normal_u_1 ( 3 142 143 )') 1 1.22 20.526 0.21 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_63 ( 142 )') 1 1.03 20.179 0.2 2 days, 4:38:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_53 ( 3 )') 1 1.15 19.395 0.19 1:05:00 1 0 0 100
('3 41 ', 'exit_long_normal_d_1_20 ( 3 41 )') 1 1.11 19.265 0.19 0:28:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.08 18.946 0.19 0:33:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_70 ( 142 )') 1 1.07 18.060 0.18 0:24:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_20 ( 3 )') 1 1.35 17.617 0.18 0:20:00 1 0 0 100
('143 ', 'exit_long_tc_d_0_37 ( 143 )') 1 0.94 15.777 0.16 1:20:00 1 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 1 0.51 8.364 0.08 0:01:00 1 0 0 100
('1 4 ', 'exit_long_normal_u_0 ( 1 4 )') 1 0.36 6.321 0.06 0:01:00 1 0 0 100
('1 ', 'exit_long_normal_u_0 ( 1 )') 1 0.34 5.652 0.06 0:01:00 1 0 0 100
('120 ', 'force_exit') 1 -0.08 -6.119 -0.06 18 days, 4:05:00 0 0 1 0
TOTAL 28 1.34 628.454 6.28 17:44:00 27 0 1 96.4

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
07/06/2024 360.275 15 0 0
08/06/2024 0 0 0 0
09/06/2024 0 0 0 0
10/06/2024 0 0 0 0
11/06/2024 0 0 0 0
12/06/2024 0 0 0 0
13/06/2024 0 0 0 0
14/06/2024 29.991 1 0 0
15/06/2024 0 0 0 0
16/06/2024 0 0 0 0
17/06/2024 0 0 0 0
18/06/2024 224.129 10 0 0
19/06/2024 0 0 0 0
20/06/2024 20.179 1 0 0
21/06/2024 0 0 0 0
22/06/2024 0 0 0 0
23/06/2024 0 0 0 0
24/06/2024 0 0 0 0
25/06/2024 0 0 0 0
26/06/2024 0 0 0 0
27/06/2024 0 0 0 0
28/06/2024 0 0 0 0
29/06/2024 0 0 0 0
30/06/2024 0 0 0 0
01/07/2024 -6.119 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2024-06-01 00:00:00
Backtesting to 2024-07-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 28 / 0.93
Starting balance 10000 USDT
Final balance 10628.454 USDT
Absolute profit 628.454 USDT
Total profit % 6.28%
CAGR % 109.92%
Sortino -100.00
Sharpe 32.00
Calmar 6955.84
Profit factor 103.71
Expectancy (Ratio) 22.44 (3.67)
Avg. daily profit % 0.21%
Avg. stake amount 1708.733 USDT
Total trade volume 47844.532 USDT
Best Pair ETC/USDT 0.70%
Worst Pair GRT/USDT -0.06%
Best trade ETC/USDT 3.18%
Worst trade GRT/USDT -0.08%
Best day 360.275 USDT
Worst day -6.119 USDT
Days win/draw/lose 4 / 20 / 1
Avg. Duration Winners 2:15:00
Avg. Duration Loser 18 days, 4:05:00
Max Consecutive Wins / Loss 27 / 1
Rejected Entry signals 6
Entry/Exit Timeouts 0 / 0
Min balance 10008.364 USDT
Max balance 10634.573 USDT
Max % of account underwater 0.06%
Absolute Drawdown (Account) 0.06%
Absolute Drawdown 6.119 USDT
Drawdown high 634.573 USDT
Drawdown low 628.454 USDT
Drawdown Start 2024-06-20 06:03:00
Drawdown End 2024-07-01 00:00:00
Market change -20.72%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 28 1.34 628.454 6.28 17:44:00 27 0 1 96.4 6.119 USDT 0.06%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20240701-20240801

Current Previous v15.1.252 v15.1.240
Average Duration 3:00:00 3:00:00 3:00:00 3:00:00
Market Change -6.39 % -6.39 % -6.39 % -6.39 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.59 % 1.59 % 1.59 % 1.59 %
Profit Sum 12.68 % 12.68 % 12.68 % 12.68 %
Profit Total 2.18 % 2.18 % 2.18 % 2.18 %
Trades 8 8 8 8
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 2 3.07 101.937 1.02 3:05:00 2 0 0 100
AAVE/USDT 2 1.3 43.080 0.43 0:05:00 2 0 0 100
AVA/USDT 2 0.82 27.268 0.27 0:48:00 2 0 0 100
PRE/USDT 1 1.02 23.938 0.24 15:45:00 1 0 0 100
BCH/USDT 1 1.28 21.421 0.21 0:14:00 1 0 0 100
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 8 1.59 217.645 2.18 3:00:00 8 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 6 1.73 172.286 1.72 1:20:00 6 0 0 100
4 1 1.02 23.938 0.24 15:45:00 1 0 0 100
6 141 142 1 1.28 21.421 0.21 0:14:00 1 0 0 100
TOTAL 8 1.59 217.645 2.18 3:00:00 8 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_4_25 ( 6 ) 1 4.9 81.153 0.81 2:45:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.3 43.080 0.43 0:05:00 2 0 0 100
exit_long_normal_d_1_78 ( 6 ) 2 1.15 38.503 0.39 2:30:00 2 0 0 100
exit_long_normal_d_1_35 ( 4 ) 1 1.02 23.938 0.24 15:45:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 1 1.28 21.421 0.21 0:14:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.58 9.549 0.1 0:02:00 1 0 0 100
TOTAL 8 1.59 217.645 2.18 3:00:00 8 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_4_25 ( 6 )') 1 4.9 81.153 0.81 2:45:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.3 43.080 0.43 0:05:00 2 0 0 100
('6 ', 'exit_long_normal_d_1_78 ( 6 )') 2 1.15 38.503 0.39 2:30:00 2 0 0 100
('4 ', 'exit_long_normal_d_1_35 ( 4 )') 1 1.02 23.938 0.24 15:45:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 1 1.28 21.421 0.21 0:14:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.58 9.549 0.1 0:02:00 1 0 0 100
TOTAL 8 1.59 217.645 2.18 3:00:00 8 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
05/07/2024 196.86 7 0 0
06/07/2024 0 0 0 0
07/07/2024 0 0 0 0
08/07/2024 0 0 0 0
09/07/2024 0 0 0 0
10/07/2024 0 0 0 0
11/07/2024 0 0 0 0
12/07/2024 0 0 0 0
13/07/2024 0 0 0 0
14/07/2024 0 0 0 0
15/07/2024 0 0 0 0
16/07/2024 0 0 0 0
17/07/2024 0 0 0 0
18/07/2024 0 0 0 0
19/07/2024 0 0 0 0
20/07/2024 0 0 0 0
21/07/2024 0 0 0 0
22/07/2024 0 0 0 0
23/07/2024 0 0 0 0
24/07/2024 0 0 0 0
25/07/2024 20.784 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2024-07-01 00:00:00
Backtesting to 2024-08-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 8 / 0.26
Starting balance 10000 USDT
Final balance 10217.645 USDT
Absolute profit 217.645 USDT
Total profit % 2.18%
CAGR % 28.85%
Sortino -100.00
Sharpe 6.44
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 27.21 (100.00)
Avg. daily profit % 0.07%
Avg. stake amount 1657.901 USDT
Total trade volume 13263.211 USDT
Best Pair VRA/USDT 1.02%
Worst Pair ADA/USDT 0.00%
Best trade VRA/USDT 4.90%
Worst trade AVA/USDT 0.58%
Best day 196.86 USDT
Worst day 0 USDT
Days win/draw/lose 2 / 19 / 0
Avg. Duration Winners 3:00:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 8 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -6.39%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 8 1.59 217.645 2.18 3:00:00 8 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20240801-20240901

Current Previous v15.1.252 v15.1.240
Average Duration 2 days, 18:08:00 2 days, 18:08:00 2 days, 18:08:00 2 days, 18:08:00
Market Change -14.37 % -14.37 % -14.37 % -14.37 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.6 % 1.6 % 1.6 % 1.59 %
Profit Sum 17.57 % 17.57 % 17.57 % 17.51 %
Profit Total 3.25 % 3.25 % 3.25 % 3.2 %
Trades 11 11 11 11
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BCH/USDT 1 4.09 67.342 0.67 0:40:00 1 0 0 100
FIL/USDT 1 3.25 53.530 0.54 0:24:00 1 0 0 100
AAVE/USDT 1 1.68 41.054 0.41 14:30:00 1 0 0 100
BTT/USDT 1 2.45 40.226 0.4 1:05:00 1 0 0 100
LTC/USDT 1 1.7 27.840 0.28 0:03:00 1 0 0 100
GRT/USDT 1 0.36 27.793 0.28 29 days, 9:05:00 1 0 0 100
EWT/USDT 2 0.61 20.956 0.21 2:46:00 2 0 0 100
ONE/USDT 1 1.26 20.683 0.21 0:09:00 1 0 0 100
ALGO/USDT 1 1.16 18.978 0.19 0:03:00 1 0 0 100
ETH/USDT 1 0.41 6.728 0.07 0:01:00 1 0 0 100
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PRE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UNI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VIDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 11 1.6 325.131 3.25 2 days, 18:08:00 11 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 0.36 27.793 0.28 29 days, 9:05:00 1 0 0 100
TOTAL 1 0.36 27.793 0.28 29 days, 9:05:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 6 1.3 128.684 1.29 1:09:00 6 0 0 100
142 2 3.67 120.872 1.21 0:32:00 2 0 0 100
143 1 1.68 41.054 0.41 14:30:00 1 0 0 100
120 1 0.36 27.793 0.28 29 days, 9:05:00 1 0 0 100
141 1 0.41 6.728 0.07 0:01:00 1 0 0 100
TOTAL 11 1.6 325.131 3.25 2 days, 18:08:00 11 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 3 1.37 67.501 0.68 0:05:00 3 0 0 100
exit_long_tc_d_4_78 ( 142 ) 1 4.09 67.342 0.67 0:40:00 1 0 0 100
exit_long_tc_d_3_65 ( 142 ) 1 3.25 53.530 0.54 0:24:00 1 0 0 100
exit_long_tc_d_2_2 ( 143 ) 1 1.68 41.054 0.41 14:30:00 1 0 0 100
exit_long_normal_w_2_11 ( 6 ) 1 2.45 40.226 0.4 1:05:00 1 0 0 100
force_exit 1 0.36 27.793 0.28 29 days, 9:05:00 1 0 0 100
exit_long_normal_d_1_78 ( 6 ) 1 1.06 18.046 0.18 4:06:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 1 0.41 6.728 0.07 0:01:00 1 0 0 100
exit_long_normal_d_0_79 ( 6 ) 1 0.16 2.911 0.03 1:27:00 1 0 0 100
TOTAL 11 1.6 325.131 3.25 2 days, 18:08:00 11 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.37 67.501 0.68 0:05:00 3 0 0 100
('142 ', 'exit_long_tc_d_4_78 ( 142 )') 1 4.09 67.342 0.67 0:40:00 1 0 0 100
('142 ', 'exit_long_tc_d_3_65 ( 142 )') 1 3.25 53.530 0.54 0:24:00 1 0 0 100
('143 ', 'exit_long_tc_d_2_2 ( 143 )') 1 1.68 41.054 0.41 14:30:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_11 ( 6 )') 1 2.45 40.226 0.4 1:05:00 1 0 0 100
('120 ', 'force_exit') 1 0.36 27.793 0.28 29 days, 9:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_78 ( 6 )') 1 1.06 18.046 0.18 4:06:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 1 0.41 6.728 0.07 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_79 ( 6 )') 1 0.16 2.911 0.03 1:27:00 1 0 0 100
TOTAL 11 1.6 325.131 3.25 2 days, 18:08:00 11 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
04/08/2024 6.728 1 0 0
05/08/2024 272.564 8 0 0
06/08/2024 0 0 0 0
07/08/2024 0 0 0 0
08/08/2024 0 0 0 0
09/08/2024 0 0 0 0
10/08/2024 0 0 0 0
11/08/2024 0 0 0 0
12/08/2024 0 0 0 0
13/08/2024 0 0 0 0
14/08/2024 0 0 0 0
15/08/2024 0 0 0 0
16/08/2024 0 0 0 0
17/08/2024 0 0 0 0
18/08/2024 0 0 0 0
19/08/2024 0 0 0 0
20/08/2024 0 0 0 0
21/08/2024 0 0 0 0
22/08/2024 0 0 0 0
23/08/2024 0 0 0 0
24/08/2024 0 0 0 0
25/08/2024 0 0 0 0
26/08/2024 0 0 0 0
27/08/2024 0 0 0 0
28/08/2024 18.046 1 0 0
29/08/2024 0 0 0 0
30/08/2024 0 0 0 0
31/08/2024 0 0 0 0
01/09/2024 27.793 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2024-08-01 00:00:00
Backtesting to 2024-09-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 11 / 0.35
Starting balance 10000 USDT
Final balance 10325.131 USDT
Absolute profit 325.131 USDT
Total profit % 3.25%
CAGR % 45.75%
Sortino -100.00
Sharpe 10.77
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 29.56 (100.00)
Avg. daily profit % 0.10%
Avg. stake amount 1564.369 USDT
Total trade volume 17208.057 USDT
Best Pair BCH/USDT 0.67%
Worst Pair ADA/USDT 0.00%
Best trade BCH/USDT 4.09%
Worst trade EWT/USDT 0.16%
Best day 272.564 USDT
Worst day 0 USDT
Days win/draw/lose 4 / 25 / 0
Avg. Duration Winners 2 days, 18:08:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 11 / 0
Rejected Entry signals 6
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -14.37%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 11 1.60 325.131 3.25 2 days, 18:08:00 11 0 0 100 0 USDT 0.00%

Please sign in to comment.