Skip to content

Commit

Permalink
X5: grinding: increase the stakes for de-risks.
Browse files Browse the repository at this point in the history
  • Loading branch information
iterativv committed Nov 16, 2024
1 parent 577a520 commit cc74a70
Showing 1 changed file with 9 additions and 9 deletions.
18 changes: 9 additions & 9 deletions NostalgiaForInfinityX5.py
Original file line number Diff line number Diff line change
Expand Up @@ -66,7 +66,7 @@ class NostalgiaForInfinityX5(IStrategy):
INTERFACE_VERSION = 3

def version(self) -> str:
return "v15.1.222"
return "v15.1.223"

stoploss = -0.99

Expand Down Expand Up @@ -201,12 +201,12 @@ def version(self) -> str:
# Grinding
grind_1_stop_grinds_spot = -0.30
grind_1_profit_threshold_spot = 0.018
grind_1_stakes_spot = [0.22, 0.24, 0.26]
grind_1_stakes_spot = [0.24, 0.26, 0.28]
grind_1_sub_thresholds_spot = [-0.12, -0.16, -0.20]

grind_1_stop_grinds_futures = -0.30
grind_1_profit_threshold_futures = 0.018
grind_1_stakes_futures = [0.22, 0.24, 0.26]
grind_1_stakes_futures = [0.24, 0.26, 0.28]
grind_1_sub_thresholds_futures = [-0.12, -0.16, -0.20]

grind_2_stop_grinds_spot = -0.30
Expand All @@ -221,32 +221,32 @@ def version(self) -> str:

grind_3_stop_grinds_spot = -0.30
grind_3_profit_threshold_spot = 0.018
grind_3_stakes_spot = [0.16, 0.18, 0.20]
grind_3_stakes_spot = [0.20, 0.22, 0.24]
grind_3_sub_thresholds_spot = [-0.12, -0.16, -0.20]

grind_3_stop_grinds_futures = -0.30
grind_3_profit_threshold_futures = 0.018
grind_3_stakes_futures = [0.16, 0.18, 0.20]
grind_3_stakes_futures = [0.20, 0.22, 0.24]
grind_3_sub_thresholds_futures = [-0.12, -0.16, -0.20]

grind_4_stop_grinds_spot = -0.30
grind_4_profit_threshold_spot = 0.018
grind_4_stakes_spot = [0.16, 0.18, 0.20]
grind_4_stakes_spot = [0.20, 0.22, 0.24]
grind_4_sub_thresholds_spot = [-0.12, -0.16, -0.20]

grind_4_stop_grinds_futures = -0.30
grind_4_profit_threshold_futures = 0.018
grind_4_stakes_futures = [0.16, 0.18, 0.20]
grind_4_stakes_futures = [0.20, 0.22, 0.24]
grind_4_sub_thresholds_futures = [-0.12, -0.16, -0.20]

grind_5_stop_grinds_spot = -0.30
grind_5_profit_threshold_spot = 0.048
grind_5_stakes_spot = [0.16, 0.18, 0.20]
grind_5_stakes_spot = [0.20, 0.22, 0.24]
grind_5_sub_thresholds_spot = [-0.12, -0.16, -0.20]

grind_5_stop_grinds_futures = -0.30
grind_5_profit_threshold_futures = 0.048
grind_5_stakes_futures = [0.16, 0.18, 0.20]
grind_5_stakes_futures = [0.20, 0.22, 0.24]
grind_5_sub_thresholds_futures = [-0.12, -0.16, -0.20]

grind_6_stop_grinds_spot = -0.30
Expand Down

88 comments on commit cc74a70

@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 v15.1.214 v15.1.206 v15.1.189
Average Duration 1 day, 20:01:00 1 day, 20:01:00 1 day, 20:01:00 1 day, 15:43:00 16:03:00
Market Change -14.4 % -14.4 % -14.4 % -14.4 % -14.4 %
Max Drawdown 1.1924 % 1.1924 % 1.1924 % 1.1927 % 1.527 %
Profit Mean 1.42 % 1.42 % 1.42 % 1.47 % 1.21 %
Profit Sum 38.29 % 38.29 % 38.29 % 44.05 % 39.9 %
Profit Total 6.48 % 6.48 % 6.48 % 7.48 % 6.55 %
Trades 27 27 27 30 33
Win Rate 96.3 % 96.3 % 96.3 % 96.67 % 93.94 %
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%
RAD/USDT 6 2.64 269.016 2.69 0:47:00 6 0 0 100
RIF/USDT 3 1.96 142.578 1.43 11:22:00 3 0 0 100
RAY/USDT 1 2.74 60.448 0.6 12 days, 4:29:00 1 0 0 100
ARPA/USDT 2 1.68 59.187 0.59 0:16:00 2 0 0 100
IDEX/USDT 2 1.35 46.290 0.46 0:58:00 2 0 0 100
FET/USDT 1 1.44 40.176 0.4 11 days, 15:50:00 1 0 0 100
CKB/USDT 1 2.19 40.136 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 17.266 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 10.960 0.11 0:03:00 1 0 0 100
AUDIO/USDT 1 0.41 8.776 0.09 8 days, 7:27:00 1 0 0 100
AVAX/USDT 1 2.08 7.346 0.07 3 days, 15:35:00 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
FLUX/USDT 1 -4.23 -128.502 -1.29 19:05:00 0 0 1 0
TOTAL 27 1.42 648.485 6.48 1 day, 20:01:00 26 0 1 96.3

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
AVAX/USDT 1 2.08 7.346 0.07 3 days, 15:35:00 1 0 0 100
FLUX/USDT 1 -4.23 -128.502 -1.29 19:05:00 0 0 1 0
TOTAL 2 -1.07 -121.156 -1.21 2 days, 5:20:00 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 13 1.61 376.617 3.77 2 days, 8:31:00 13 0 0 100
42 2 3.81 129.456 1.29 0:46:00 2 0 0 100
3 1 2.76 88.716 0.89 1 day, 8:31:00 1 0 0 100
141 142 3 0.68 50.411 0.5 4 days, 3:32:00 3 0 0 100
1 1 2.37 41.603 0.42 0:26:00 1 0 0 100
5 1 2.19 40.136 0.4 4:01:00 1 0 0 100
43 1 1.0 17.453 0.17 1:05:00 1 0 0 100
142 1 0.77 12.943 0.13 9:05:00 1 0 0 100
120 1 2.08 7.346 0.07 3 days, 15:35:00 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
2 1 -4.23 -128.502 -1.29 19:05:00 0 0 1 0
TOTAL 27 1.42 648.485 6.48 1 day, 20:01:00 26 0 1 96.3

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_quick_d_5_87 ( 42 ) 1 5.7 96.903 0.97 1:29:00 1 0 0 100
exit_long_normal_d_5_55 ( 3 ) 1 2.76 88.716 0.89 1 day, 8:31:00 1 0 0 100
exit_long_normal_d_3_8 ( 6 ) 1 3.47 60.831 0.61 1:30:00 1 0 0 100
exit_long_normal_3_1_1 ( 6 ) 1 2.74 60.448 0.6 12 days, 4:29:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.12 57.786 0.58 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 41.603 0.42 0:26:00 1 0 0 100
exit_long_tc_w_2_6 ( 141 142 ) 1 1.44 40.176 0.4 11 days, 15:50:00 1 0 0 100
exit_long_normal_d_2_24 ( 5 ) 1 2.19 40.136 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 36.409 0.36 0:29:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 1 1.93 32.553 0.33 0:03:00 1 0 0 100
exit_long_normal_d_1_42 ( 6 ) 1 1.42 24.590 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 1.0 17.453 0.17 1:05:00 1 0 0 100
exit_long_normal_w_1_1 ( 6 ) 1 0.84 17.266 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 10.960 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 8.776 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 -1.07 -121.156 -1.21 2 days, 5:20:00 1 0 1 50.0
TOTAL 27 1.42 648.485 6.48 1 day, 20:01:00 26 0 1 96.3

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('42 ', 'exit_long_quick_d_5_87 ( 42 )') 1 5.7 96.903 0.97 1:29:00 1 0 0 100
('3 ', 'exit_long_normal_d_5_55 ( 3 )') 1 2.76 88.716 0.89 1 day, 8:31:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_8 ( 6 )') 1 3.47 60.831 0.61 1:30:00 1 0 0 100
('6 ', 'exit_long_normal_3_1_1 ( 6 )') 1 2.74 60.448 0.6 12 days, 4:29:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.12 57.786 0.58 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 41.603 0.42 0:26:00 1 0 0 100
('141 142 ', 'exit_long_tc_w_2_6 ( 141 142 )') 1 1.44 40.176 0.4 11 days, 15:50:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_24 ( 5 )') 1 2.19 40.136 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 36.409 0.36 0:29:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 1 1.93 32.553 0.33 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_42 ( 6 )') 1 1.42 24.590 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 1.0 17.453 0.17 1:05:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_1 ( 6 )') 1 0.84 17.266 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 10.960 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 8.776 0.09 8 days, 7:27:00 1 0 0 100
('120 ', 'force_exit') 1 2.08 7.346 0.07 3 days, 15:35:00 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
('2 ', 'force_exit') 1 -4.23 -128.502 -1.29 19:05:00 0 0 1 0
TOTAL 27 1.42 648.485 6.48 1 day, 20:01:00 26 0 1 96.3

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/05/2023 59.508 3 0 0
04/05/2023 0 0 0 0
05/05/2023 42.763 1 0 0
06/05/2023 100.155 2 0 0
07/05/2023 0 0 0 0
08/05/2023 186.639 8 0 0
09/05/2023 18.502 1 0 0
10/05/2023 125.125 2 0 0
11/05/2023 10.96 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 8.776 1 0 0
17/05/2023 17.266 1 0 0
18/05/2023 0 0 0 0
19/05/2023 40.176 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 40.136 1 0 0
25/05/2023 0 0 0 0
26/05/2023 0 0 0 0
27/05/2023 59.187 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 60.448 1 0 0
01/06/2023 -121.156 1 0 1

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 27 / 0.87
Starting balance 10000 USDT
Final balance 10648.485 USDT
Absolute profit 648.485 USDT
Total profit % 6.48%
CAGR % 109.55%
Sortino -100.00
Sharpe 10.46
Calmar 335.18
Profit factor 6.05
Expectancy (Ratio) 24.02 (0.19)
Avg. daily profit % 0.21%
Avg. stake amount 1622.087 USDT
Total trade volume 43796.351 USDT
Best Pair RAD/USDT 2.69%
Worst Pair FLUX/USDT -1.29%
Best trade RAD/USDT 5.70%
Worst trade FLUX/USDT -4.23%
Best day 186.639 USDT
Worst day -121.156 USDT
Days win/draw/lose 13 / 16 / 1
Avg. Duration Winners 1 day, 20:59:00
Avg. Duration Loser 19:05:00
Max Consecutive Wins / Loss 26 / 1
Rejected Entry signals 11
Entry/Exit Timeouts 0 / 0
Min balance 10017.465 USDT
Max balance 10776.986 USDT
Max % of account underwater 1.19%
Absolute Drawdown (Account) 1.19%
Absolute Drawdown 128.502 USDT
Drawdown high 776.986 USDT
Drawdown low 648.485 USDT
Drawdown Start 2023-06-01 00:00:00
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 27 1.42 648.485 6.48 1 day, 20:01:00 26 0 1 96.3 128.502 USDT 1.19%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230601-20230701

Current Previous v15.1.214 v15.1.206 v15.1.189
Average Duration 19:33:00 19:33:00 18:46:00 17:49:00 21:16:00
Market Change -10.75 % -10.75 % -10.75 % -10.75 % -10.75 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.94 % 1.94 % 1.96 % 1.93 % 1.87 %
Profit Sum 69.7 % 69.67 % 74.66 % 82.99 % 97.23 %
Profit Total 12.41 % 12.38 % 13.44 % 14.98 % 17.96 %
Trades 36 36 38 43 52
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALPHA/USDT 5 2.64 229.301 2.29 0:36:00 5 0 0 100
MTL/USDT 4 3.06 206.337 2.06 6:06:00 4 0 0 100
XVG/USDT 4 2.19 161.198 1.61 0:27:00 4 0 0 100
MLN/USDT 1 7.05 125.986 1.26 0:15:00 1 0 0 100
RAY/USDT 1 3.65 71.169 0.71 6:35:00 1 0 0 100
OG/USDT 1 3.12 54.211 0.54 0:25:00 1 0 0 100
BEL/USDT 1 2.53 45.974 0.46 0:01:00 1 0 0 100
DYDX/USDT 2 1.21 41.902 0.42 0:09:00 2 0 0 100
DOGE/USDT 2 1.15 39.740 0.4 0:16:00 2 0 0 100
FXS/USDT 1 2.28 39.297 0.39 0:01:00 1 0 0 100
TRU/USDT 2 1.08 38.992 0.39 1:27:00 2 0 0 100
XRP/USDT 1 1.42 36.624 0.37 25 days, 8:05:00 1 0 0 100
STX/USDT 1 1.24 22.573 0.23 1:00:00 1 0 0 100
ATOM/USDT 1 1.28 22.201 0.22 0:12:00 1 0 0 100
KSM/USDT 1 1.21 21.090 0.21 0:17:00 1 0 0 100
GRT/USDT 1 1.01 18.324 0.18 0:02:00 1 0 0 100
FTM/USDT 1 1.02 17.998 0.18 0:16:00 1 0 0 100
BADGER/USDT 1 1.02 17.314 0.17 1 day, 16:45:00 1 0 0 100
DOT/USDT 2 0.31 10.975 0.11 2:04:00 2 0 0 100
CKB/USDT 1 0.59 10.599 0.11 4:05:00 1 0 0 100
BCH/USDT 1 0.32 5.437 0.05 0:08:00 1 0 0 100
NKN/USDT 1 0.25 4.168 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
CELR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CFX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CHR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRV/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DATA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEXE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DODO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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 1.94 1241.410 12.41 19:33:00 36 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XRP/USDT 1 1.42 36.624 0.37 25 days, 8:05:00 1 0 0 100
TOTAL 1 1.42 36.624 0.37 25 days, 8:05:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 10 2.65 472.210 4.72 5:02:00 10 0 0 100
42 5 2.78 245.064 2.45 6:04:00 5 0 0 100
41 5 1.71 152.043 1.52 0:44:00 5 0 0 100
1 2 2.97 101.695 1.02 0:01:00 2 0 0 100
3 2 1.34 46.164 0.46 0:21:00 2 0 0 100
142 2 1.13 40.571 0.41 0:38:00 2 0 0 100
5 1 2.28 39.297 0.39 0:01:00 1 0 0 100
120 1 1.42 36.624 0.37 25 days, 8:05:00 1 0 0 100
2 1 1.21 21.090 0.21 0:17:00 1 0 0 100
3 142 1 1.19 20.821 0.21 0:18:00 1 0 0 100
2 4 41 1 1.16 19.902 0.2 0:09:00 1 0 0 100
3 4 142 1 1.11 18.919 0.19 0:15:00 1 0 0 100
4 1 0.59 10.599 0.11 4:05:00 1 0 0 100
141 1 0.36 6.088 0.06 0:07:00 1 0 0 100
3 4 141 1 0.32 5.437 0.05 0:08:00 1 0 0 100
143 1 0.27 4.887 0.05 4:00:00 1 0 0 100
TOTAL 36 1.94 1241.410 12.41 19:33:00 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 7.05 125.986 1.26 0:15:00 1 0 0 100
exit_long_normal_w_5_7 ( 6 ) 1 5.15 85.842 0.86 0:46:00 1 0 0 100
exit_long_normal_w_4_7 ( 6 ) 1 4.58 77.141 0.77 0:30:00 1 0 0 100
exit_long_normal_u_4 ( 1 ) 1 4.41 75.207 0.75 0:01:00 1 0 0 100
exit_long_quick_w_4_11 ( 42 ) 1 4.15 73.255 0.73 1:15:00 1 0 0 100
exit_long_normal_1_1_1 ( 6 ) 1 3.65 71.169 0.71 6:35:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.25 68.537 0.69 0:04:00 3 0 0 100
exit_long_normal_d_3_70 ( 6 ) 1 3.64 67.053 0.67 0:26:00 1 0 0 100
exit_long_quick_d_3_53 ( 41 ) 1 3.12 54.211 0.54 0:25:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.53 45.974 0.46 0:01:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 2 1.27 44.202 0.44 0:10:00 2 0 0 100
exit_long_normal_u_2 ( 5 ) 1 2.28 39.297 0.39 0:01:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 6 ) 1 2.14 39.180 0.39 1:06:00 1 0 0 100
force_exit 1 1.42 36.624 0.37 25 days, 8:05:00 1 0 0 100
exit_long_quick_d_1_6 ( 41 ) 1 1.79 32.871 0.33 0:06:00 1 0 0 100
exit_long_normal_d_1_91 ( 3 ) 1 1.65 27.931 0.28 0:35:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 1 1.54 26.488 0.26 0:01:00 1 0 0 100
exit_long_quick_w_1_11 ( 42 ) 1 1.58 26.232 0.26 1:41:00 1 0 0 100
exit_long_tc_d_1_77 ( 142 ) 1 1.24 22.573 0.23 1:00:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.21 21.090 0.21 0:17:00 1 0 0 100
exit_long_normal_d_1_20 ( 3 142 ) 1 1.19 20.821 0.21 0:18:00 1 0 0 100
exit_long_quick_w_1_11 ( 41 ) 1 1.12 20.759 0.21 2:47:00 1 0 0 100
exit_long_normal_u_1 ( 2 4 41 ) 1 1.16 19.902 0.2 0:09:00 1 0 0 100
exit_long_normal_u_1 ( 3 4 142 ) 1 1.11 18.919 0.19 0:15:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.04 18.233 0.18 0:07:00 1 0 0 100
exit_long_tc_d_1_65 ( 142 ) 1 1.02 17.998 0.18 0:16:00 1 0 0 100
exit_long_normal_d_1_63 ( 6 ) 1 1.02 17.314 0.17 1 day, 16:45:00 1 0 0 100
exit_long_quick_d_0_55 ( 42 ) 1 0.86 15.422 0.15 22:35:00 1 0 0 100
exit_long_normal_d_0_3 ( 4 ) 1 0.59 10.599 0.11 4:05:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 1 0.36 6.088 0.06 0:07:00 1 0 0 100
exit_long_normal_u_0 ( 3 4 141 ) 1 0.32 5.437 0.05 0:08:00 1 0 0 100
exit_long_tc_d_0_38 ( 143 ) 1 0.27 4.887 0.05 4:00:00 1 0 0 100
exit_long_quick_w_0_11 ( 42 ) 1 0.25 4.168 0.04 4:34:00 1 0 0 100
TOTAL 36 1.94 1241.410 12.41 19:33:00 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 7.05 125.986 1.26 0:15:00 1 0 0 100
('6 ', 'exit_long_normal_w_5_7 ( 6 )') 1 5.15 85.842 0.86 0:46:00 1 0 0 100
('6 ', 'exit_long_normal_w_4_7 ( 6 )') 1 4.58 77.141 0.77 0:30:00 1 0 0 100
('1 ', 'exit_long_normal_u_4 ( 1 )') 1 4.41 75.207 0.75 0:01:00 1 0 0 100
('42 ', 'exit_long_quick_w_4_11 ( 42 )') 1 4.15 73.255 0.73 1:15:00 1 0 0 100
('6 ', 'exit_long_normal_1_1_1 ( 6 )') 1 3.65 71.169 0.71 6:35:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.25 68.537 0.69 0:04:00 3 0 0 100
('6 ', 'exit_long_normal_d_3_70 ( 6 )') 1 3.64 67.053 0.67 0:26:00 1 0 0 100
('41 ', 'exit_long_quick_d_3_53 ( 41 )') 1 3.12 54.211 0.54 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.53 45.974 0.46 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 2 1.27 44.202 0.44 0:10:00 2 0 0 100
('5 ', 'exit_long_normal_u_2 ( 5 )') 1 2.28 39.297 0.39 0:01:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_1_m ( 6 )') 1 2.14 39.180 0.39 1:06:00 1 0 0 100
('120 ', 'force_exit') 1 1.42 36.624 0.37 25 days, 8:05:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_6 ( 41 )') 1 1.79 32.871 0.33 0:06:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_91 ( 3 )') 1 1.65 27.931 0.28 0:35:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 1 1.54 26.488 0.26 0:01:00 1 0 0 100
('42 ', 'exit_long_quick_w_1_11 ( 42 )') 1 1.58 26.232 0.26 1:41:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_77 ( 142 )') 1 1.24 22.573 0.23 1:00:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.21 21.090 0.21 0:17:00 1 0 0 100
('3 142 ', 'exit_long_normal_d_1_20 ( 3 142 )') 1 1.19 20.821 0.21 0:18:00 1 0 0 100
('41 ', 'exit_long_quick_w_1_11 ( 41 )') 1 1.12 20.759 0.21 2:47:00 1 0 0 100
('2 4 41 ', 'exit_long_normal_u_1 ( 2 4 41 )') 1 1.16 19.902 0.2 0:09:00 1 0 0 100
('3 4 142 ', 'exit_long_normal_u_1 ( 3 4 142 )') 1 1.11 18.919 0.19 0:15:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.04 18.233 0.18 0:07:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_65 ( 142 )') 1 1.02 17.998 0.18 0:16:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_63 ( 6 )') 1 1.02 17.314 0.17 1 day, 16:45:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_55 ( 42 )') 1 0.86 15.422 0.15 22:35:00 1 0 0 100
('4 ', 'exit_long_normal_d_0_3 ( 4 )') 1 0.59 10.599 0.11 4:05:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 1 0.36 6.088 0.06 0:07:00 1 0 0 100
('3 4 141 ', 'exit_long_normal_u_0 ( 3 4 141 )') 1 0.32 5.437 0.05 0:08:00 1 0 0 100
('143 ', 'exit_long_tc_d_0_38 ( 143 )') 1 0.27 4.887 0.05 4:00:00 1 0 0 100
('42 ', 'exit_long_quick_w_0_11 ( 42 )') 1 0.25 4.168 0.04 4:34:00 1 0 0 100
TOTAL 36 1.94 1241.410 12.41 19:33:00 36 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/06/2023 71.169 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 30.4 2 0 0
06/06/2023 85.842 1 0 0
07/06/2023 77.141 1 0 0
08/06/2023 27.931 1 0 0
09/06/2023 15.422 1 0 0
10/06/2023 477.393 18 0 0
11/06/2023 17.314 1 0 0
12/06/2023 0 0 0 0
13/06/2023 0 0 0 0
14/06/2023 125.986 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 114.99 4 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 39.18 1 0 0
29/06/2023 99.924 2 0 0
30/06/2023 22.094 1 0 0
01/07/2023 36.624 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 11241.41 USDT
Absolute profit 1241.41 USDT
Total profit % 12.41%
CAGR % 315.26%
Sortino -100.00
Sharpe 29.27
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 34.48 (100.00)
Avg. daily profit % 0.41%
Avg. stake amount 1698.592 USDT
Total trade volume 61149.306 USDT
Best Pair ALPHA/USDT 2.29%
Worst Pair 1INCH/USDT 0.00%
Best trade MLN/USDT 7.05%
Worst trade NKN/USDT 0.25%
Best day 477.393 USDT
Worst day 0 USDT
Days win/draw/lose 14 / 17 / 0
Avg. Duration Winners 19:33:00
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 1.94 1241.410 12.41 19:33:00 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 v15.1.214 v15.1.206 v15.1.189
Average Duration 1 day, 17:44:00 1 day, 17:44:00 1 day, 17:44:00 1 day, 17:37:00 1 day, 9:27:00
Market Change 3.22 % 3.22 % 3.22 % 3.22 % 3.22 %
Max Drawdown 10.193 % 10.2811 % 10.2811 % 11.8648 % 7.4709 %
Profit Mean 0.09 % 0.07 % 0.07 % 0.26 % 0.82 %
Profit Sum 2.01 % 1.64 % 1.64 % 7.28 % 26.14 %
Profit Total -4.91 % -5.0 % -5.0 % -4.39 % 1.9 %
Trades 23 23 23 28 32
Win Rate 86.96 % 86.96 % 86.96 % 85.71 % 90.62 %
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 4 4.1 310.098 3.1 2:06:00 4 0 0 100
WRX/USDT 3 3.1 160.649 1.61 0:46:00 3 0 0 100
QTUM/USDT 1 1.57 46.753 0.47 27 days, 19:50:00 1 0 0 100
FTM/USDT 1 1.62 27.699 0.28 2:05:00 1 0 0 100
DEXE/USDT 1 1.66 27.601 0.28 0:21:00 1 0 0 100
MKR/USDT 1 1.04 17.365 0.17 0:08:00 1 0 0 100
STX/USDT 2 0.35 12.345 0.12 0:02:00 2 0 0 100
BEL/USDT 1 0.43 7.465 0.07 0:01:00 1 0 0 100
STPT/USDT 1 0.41 7.240 0.07 10:46:00 1 0 0 100
TLM/USDT 1 0.37 6.440 0.06 0:01:00 1 0 0 100
1INCH/USDT 1 0.2 3.489 0.03 0:01:00 1 0 0 100
SOL/USDT 1 0.18 3.223 0.03 0:01:00 1 0 0 100
AVA/USDT 1 0.15 2.574 0.03 2:42:00 1 0 0 100
FUN/USDT 1 0.11 2.212 0.02 13:23:00 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
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
WING/USDT 1 -10.02 -316.605 -3.17 4 days, 6:10:00 0 0 1 0
FORTH/USDT 1 -15.61 -404.280 -4.04 1 day, 21:50:00 0 0 1 0
AUCTION/USDT 1 -6.49 -405.139 -4.05 4 days, 7:50:00 0 0 1 0
TOTAL 23 0.09 -490.871 -4.91 1 day, 17:44:00 20 0 3 87.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
QTUM/USDT 1 1.57 46.753 0.47 27 days, 19:50:00 1 0 0 100
WING/USDT 1 -10.02 -316.605 -3.17 4 days, 6:10:00 0 0 1 0
FORTH/USDT 1 -15.61 -404.280 -4.04 1 day, 21:50:00 0 0 1 0
AUCTION/USDT 1 -6.49 -405.139 -4.05 4 days, 7:50:00 0 0 1 0
TOTAL 4 -7.64 -1079.271 -10.79 9 days, 13:55:00 1 0 3 25.0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
5 6 1 3.38 58.739 0.59 0:47:00 1 0 0 100
120 1 1.57 46.753 0.47 27 days, 19:50:00 1 0 0 100
141 142 1 0.58 10.202 0.1 0:03:00 1 0 0 100
6 141 142 1 0.12 2.142 0.02 0:01:00 1 0 0 100
6 17 0.03 -243.348 -2.43 11:01:00 15 0 2 88.2
43 2 -2.04 -365.360 -3.65 2 days, 3:56:00 1 0 1 50.0
TOTAL 23 0.09 -490.871 -4.91 1 day, 17:44:00 20 0 3 87.0

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 5.85 132.567 1.33 6:30:00 1 0 0 100
exit_long_normal_d_6_42 ( 6 ) 1 6.54 110.514 1.11 1:44:00 1 0 0 100
exit_long_normal_w_4_3 ( 6 ) 1 4.0 68.870 0.69 1:10:00 1 0 0 100
exit_long_normal_d_3_60 ( 5 6 ) 1 3.38 58.739 0.59 0:47:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.32 44.602 0.45 0:08:00 2 0 0 100
exit_long_quick_u_2 ( 43 ) 1 2.41 39.780 0.4 0:01:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.91 33.040 0.33 0:20:00 1 0 0 100
exit_long_normal_d_1_49 ( 6 ) 1 1.62 27.699 0.28 2:05:00 1 0 0 100
exit_profit_long_normal_t_1_2_m ( 6 ) 1 1.66 27.601 0.28 0:21:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 4 0.29 20.616 0.21 0:01:00 4 0 0 100
exit_long_tc_u_0 ( 141 142 ) 1 0.58 10.202 0.1 0:03:00 1 0 0 100
exit_long_normal_w_0_7 ( 6 ) 2 0.28 9.814 0.1 6:44:00 2 0 0 100
exit_profit_long_normal_t_0_2_m ( 6 ) 1 0.11 2.212 0.02 13:23:00 1 0 0 100
exit_long_normal_u_0 ( 6 141 142 ) 1 0.12 2.142 0.02 0:01:00 1 0 0 100
force_exit 4 -7.64 -1079.271 -10.79 9 days, 13:55:00 1 0 3 25.0
TOTAL 23 0.09 -490.871 -4.91 1 day, 17:44:00 20 0 3 87.0

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_w_7_4 ( 6 )') 1 5.85 132.567 1.33 6:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_6_42 ( 6 )') 1 6.54 110.514 1.11 1:44:00 1 0 0 100
('6 ', 'exit_long_normal_w_4_3 ( 6 )') 1 4.0 68.870 0.69 1:10:00 1 0 0 100
('5 6 ', 'exit_long_normal_d_3_60 ( 5 6 )') 1 3.38 58.739 0.59 0:47:00 1 0 0 100
('120 ', 'force_exit') 1 1.57 46.753 0.47 27 days, 19:50:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.32 44.602 0.45 0:08:00 2 0 0 100
('43 ', 'exit_long_quick_u_2 ( 43 )') 1 2.41 39.780 0.4 0:01:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.91 33.040 0.33 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_49 ( 6 )') 1 1.62 27.699 0.28 2:05:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_2_m ( 6 )') 1 1.66 27.601 0.28 0:21:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 4 0.29 20.616 0.21 0:01:00 4 0 0 100
('141 142 ', 'exit_long_tc_u_0 ( 141 142 )') 1 0.58 10.202 0.1 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_7 ( 6 )') 2 0.28 9.814 0.1 6:44:00 2 0 0 100
('6 ', 'exit_profit_long_normal_t_0_2_m ( 6 )') 1 0.11 2.212 0.02 13:23:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_0 ( 6 141 142 )') 1 0.12 2.142 0.02 0:01:00 1 0 0 100
('43 ', 'force_exit') 1 -6.49 -405.139 -4.05 4 days, 7:50:00 0 0 1 0
('6 ', 'force_exit') 2 -12.81 -720.885 -7.21 3 days, 2:00:00 0 0 2 0
TOTAL 23 0.09 -490.871 -4.91 1 day, 17:44:00 20 0 3 87.0

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
05/07/2023 86.958 4 0 0
06/07/2023 270.78 3 0 0
07/07/2023 27.237 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 68.87 1 0 0
12/07/2023 91.779 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 2.574 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 0 0 0 0
23/07/2023 0 0 0 0
24/07/2023 40.201 7 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 0 0 0 0
31/07/2023 0 0 0 0
01/08/2023 -1079.271 1 0 3

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 23 / 0.74
Starting balance 10000 USDT
Final balance 9509.129 USDT
Absolute profit -490.871 USDT
Total profit % -4.91%
CAGR % -44.71%
Sortino -7.28
Sharpe -2.13
Calmar -29.68
Profit factor 0.56
Expectancy (Ratio) -21.34 (-0.06)
Avg. daily profit % -0.16%
Avg. stake amount 1517.997 USDT
Total trade volume 34913.927 USDT
Best Pair XVG/USDT 3.10%
Worst Pair FORTH/USDT -4.04%
Best trade XVG/USDT 6.54%
Worst trade FORTH/USDT -15.61%
Best day 270.78 USDT
Worst day -1079.271 USDT
Days win/draw/lose 7 / 20 / 1
Avg. Duration Winners 1 day, 11:24:00
Avg. Duration Loser 3 days, 11:57:00
Max Consecutive Wins / Loss 19 / 2
Rejected Entry signals 1
Entry/Exit Timeouts 0 / 0
Min balance 9509.129 USDT
Max balance 10588.4 USDT
Max % of account underwater 10.19%
Absolute Drawdown (Account) 10.19%
Absolute Drawdown 1079.271 USDT
Drawdown high 588.4 USDT
Drawdown low -490.871 USDT
Drawdown Start 2023-07-24 10:03:00
Drawdown End 2023-08-01 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 23 0.09 -490.871 -4.91 1 day, 17:44:00 20 0 3 87.0 1079.271 USDT 10.19%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230801-20230901

Current Previous v15.1.214 v15.1.206 v15.1.189
Average Duration 1 day, 5:15:00 1 day, 5:15:00 1 day, 5:18:00 2 days, 14:17:00 14:30:00
Market Change -15.45 % -15.45 % -15.45 % -15.45 % -15.45 %
Max Drawdown 8.1257 % 8.203 % 8.2071 % 18.3641 % 11.0311 %
Profit Mean 1.36 % 1.33 % 1.32 % -0.2 % 1.62 %
Profit Sum 43.38 % 42.42 % 42.08 % -6.33 % 158.49 %
Profit Total 2.08 % 1.99 % 1.93 % -10.53 % 22.07 %
Trades 32 32 32 31 98
Win Rate 90.62 % 90.62 % 90.62 % 80.65 % 93.88 %
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%
BLZ/USDT 2 4.73 158.562 1.59 1:23:00 2 0 0 100
ALPACA/USDT 2 3.3 109.634 1.1 0:20:00 2 0 0 100
DODO/USDT 2 1.73 86.937 0.87 1 day, 21:58:00 2 0 0 100
BNT/USDT 2 1.91 86.877 0.87 15:49:00 2 0 0 100
ALGO/USDT 1 5.24 82.761 0.83 0:01:00 1 0 0 100
BEL/USDT 2 2.46 78.715 0.79 0:36:00 2 0 0 100
OG/USDT 2 1.94 69.172 0.69 0:16:00 2 0 0 100
ARPA/USDT 1 3.09 52.890 0.53 0:01:00 1 0 0 100
C98/USDT 1 3.12 50.400 0.5 3:10:00 1 0 0 100
CRV/USDT 1 2.13 36.909 0.37 2:25:00 1 0 0 100
AVA/USDT 2 1.06 35.237 0.35 0:20:00 2 0 0 100
GTC/USDT 1 2.05 34.301 0.34 0:22:00 1 0 0 100
CELR/USDT 1 1.9 32.842 0.33 0:01:00 1 0 0 100
BTC/USDT 1 1.92 30.916 0.31 0:01:00 1 0 0 100
1INCH/USDT 1 1.63 27.765 0.28 0:01:00 1 0 0 100
CHR/USDT 1 1.68 27.176 0.27 1:10:00 1 0 0 100
IOTX/USDT 1 1.24 20.025 0.2 2:14:00 1 0 0 100
BADGER/USDT 1 1.25 19.869 0.2 0:01:00 1 0 0 100
BNX/USDT 1 1.08 18.648 0.19 0:01:00 1 0 0 100
AGLD/USDT 1 1.07 17.226 0.17 0:01:00 1 0 0 100
WRX/USDT 1 0.35 5.739 0.06 0:38:00 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
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
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
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
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 -13.634 -0.14 6:25:00 0 0 1 0
PHA/USDT 1 -11.3 -393.161 -3.93 16 days, 17:10:00 0 0 1 0
YGG/USDT 2 -3.27 -468.232 -4.68 8 days, 2:22:00 1 0 1 50.0
TOTAL 32 1.36 207.573 2.08 1 day, 5:15:00 29 0 3 90.6

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
IDEX/USDT 1 -0.77 -13.634 -0.14 6:25:00 0 0 1 0
PHA/USDT 1 -11.3 -393.161 -3.93 16 days, 17:10:00 0 0 1 0
YGG/USDT 1 -8.14 -496.003 -4.96 16 days, 4:40:00 0 0 1 0
TOTAL 3 -6.74 -902.798 -9.03 11 days, 1:25:00 0 0 3 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
41 5 1.72 148.023 1.48 0:44:00 5 0 0 100
43 3 1.75 108.772 1.09 10:34:00 3 0 0 100
4 141 142 1 5.24 82.761 0.83 0:01:00 1 0 0 100
1 4 2 2.25 72.507 0.73 2:10:00 2 0 0 100
3 4 1 3.54 56.608 0.57 0:01:00 1 0 0 100
4 6 1 3.09 52.890 0.53 0:01:00 1 0 0 100
3 2 1.16 38.517 0.39 0:01:00 2 0 0 100
6 42 1 2.13 36.909 0.37 2:25:00 1 0 0 100
4 1 1.9 32.842 0.33 0:01:00 1 0 0 100
141 142 1 1.92 30.916 0.31 0:01:00 1 0 0 100
2 5 1 1.6 27.772 0.28 0:04:00 1 0 0 100
3 4 6 1 1.63 27.765 0.28 0:01:00 1 0 0 100
2 6 1 1.59 27.324 0.27 0:01:00 1 0 0 100
1 1 1.68 27.176 0.27 1:10:00 1 0 0 100
6 8 0.91 -53.570 -0.54 2 days, 14:10:00 7 0 1 87.5
5 2 -4.45 -509.637 -5.1 8 days, 5:32:00 0 0 2 0
TOTAL 32 1.36 207.573 2.08 1 day, 5:15:00 29 0 3 90.6

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 7.41 123.143 1.23 2:30:00 1 0 0 100
exit_long_normal_u_5 ( 4 141 142 ) 1 5.24 82.761 0.83 0:01:00 1 0 0 100
exit_long_normal_w_4_10 ( 6 ) 1 2.9 77.132 0.77 12:15:00 1 0 0 100
exit_long_quick_q_2 ( 43 ) 1 2.22 59.554 0.6 1 day, 7:37:00 1 0 0 100
exit_long_normal_u_3 ( 3 4 ) 1 3.54 56.608 0.57 0:01:00 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_normal_d_3_42 ( 6 ) 1 3.26 54.052 0.54 0:25:00 1 0 0 100
exit_long_normal_u_3 ( 4 6 ) 1 3.09 52.890 0.53 0:01:00 1 0 0 100
exit_long_normal_d_3_71 ( 1 4 ) 1 3.12 50.400 0.5 3:10:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 2 1.51 49.218 0.49 0:02:00 2 0 0 100
exit_long_normal_u_1 ( 3 ) 2 1.16 38.517 0.39 0:01:00 2 0 0 100
exit_long_quick_u_2 ( 41 ) 1 1.92 37.179 0.37 0:29:00 1 0 0 100
exit_long_normal_d_2_46 ( 6 42 ) 1 2.13 36.909 0.37 2:25:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 6 ) 1 2.04 35.419 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_normal_u_1 ( 4 ) 1 1.9 32.842 0.33 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.92 30.916 0.31 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 2 5 ) 1 1.6 27.772 0.28 0:04:00 1 0 0 100
exit_long_normal_u_1 ( 3 4 6 ) 1 1.63 27.765 0.28 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 2 6 ) 1 1.59 27.324 0.27 0:01:00 1 0 0 100
exit_long_normal_w_1_3 ( 1 ) 1 1.68 27.176 0.27 1:10:00 1 0 0 100
exit_long_normal_d_1_95 ( 1 4 ) 1 1.37 22.107 0.22 1:10:00 1 0 0 100
exit_long_quick_d_1_27 ( 41 ) 1 1.24 20.025 0.2 2:14:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.08 17.792 0.18 0:01:00 1 0 0 100
exit_long_quick_d_1_20 ( 41 ) 1 1.05 17.445 0.17 0:39:00 1 0 0 100
exit_long_normal_w_0_1 ( 6 ) 1 0.55 9.805 0.1 3 days, 7:40:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.35 5.739 0.06 0:38:00 1 0 0 100
force_exit 3 -6.74 -902.798 -9.03 11 days, 1:25:00 0 0 3 0
TOTAL 32 1.36 207.573 2.08 1 day, 5:15:00 29 0 3 90.6

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 7.41 123.143 1.23 2:30:00 1 0 0 100
('4 141 142 ', 'exit_long_normal_u_5 ( 4 141 142 )') 1 5.24 82.761 0.83 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_w_4_10 ( 6 )') 1 2.9 77.132 0.77 12:15:00 1 0 0 100
('43 ', 'exit_long_quick_q_2 ( 43 )') 1 2.22 59.554 0.6 1 day, 7:37:00 1 0 0 100
('3 4 ', 'exit_long_normal_u_3 ( 3 4 )') 1 3.54 56.608 0.57 0:01:00 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
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 1 3.26 54.052 0.54 0:25:00 1 0 0 100
('4 6 ', 'exit_long_normal_u_3 ( 4 6 )') 1 3.09 52.890 0.53 0:01:00 1 0 0 100
('1 4 ', 'exit_long_normal_d_3_71 ( 1 4 )') 1 3.12 50.400 0.5 3:10:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 2 1.51 49.218 0.49 0:02:00 2 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 2 1.16 38.517 0.39 0:01:00 2 0 0 100
('41 ', 'exit_long_quick_u_2 ( 41 )') 1 1.92 37.179 0.37 0:29:00 1 0 0 100
('6 42 ', 'exit_long_normal_d_2_46 ( 6 42 )') 1 2.13 36.909 0.37 2:25:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_1_m ( 6 )') 1 2.04 35.419 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
('4 ', 'exit_long_normal_u_1 ( 4 )') 1 1.9 32.842 0.33 0:01:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.92 30.916 0.31 0:01:00 1 0 0 100
('2 5 ', 'exit_long_normal_u_1 ( 2 5 )') 1 1.6 27.772 0.28 0:04:00 1 0 0 100
('3 4 6 ', 'exit_long_normal_u_1 ( 3 4 6 )') 1 1.63 27.765 0.28 0:01:00 1 0 0 100
('2 6 ', 'exit_long_normal_u_1 ( 2 6 )') 1 1.59 27.324 0.27 0:01:00 1 0 0 100
('1 ', 'exit_long_normal_w_1_3 ( 1 )') 1 1.68 27.176 0.27 1:10:00 1 0 0 100
('1 4 ', 'exit_long_normal_d_1_95 ( 1 4 )') 1 1.37 22.107 0.22 1:10:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_27 ( 41 )') 1 1.24 20.025 0.2 2:14:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.08 17.792 0.18 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_20 ( 41 )') 1 1.05 17.445 0.17 0:39:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_1 ( 6 )') 1 0.55 9.805 0.1 3 days, 7:40:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.35 5.739 0.06 0:38:00 1 0 0 100
('6 ', 'force_exit') 1 -11.3 -393.161 -3.93 16 days, 17:10:00 0 0 1 0
('5 ', 'force_exit') 2 -4.45 -509.637 -5.1 8 days, 5:32:00 0 0 2 0
TOTAL 32 1.36 207.573 2.08 1 day, 5:15:00 29 0 3 90.6

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/08/2023 146.544 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 77.132 1 0 0
10/08/2023 59.554 1 0 0
11/08/2023 0 0 0 0
12/08/2023 9.805 1 0 0
13/08/2023 0 0 0 0
14/08/2023 0 0 0 0
15/08/2023 187.24 6 0 0
16/08/2023 35.419 1 0 0
17/08/2023 256.663 7 0 0
18/08/2023 139.596 4 0 0
19/08/2023 0 0 0 0
20/08/2023 5.739 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 35.237 2 0 0
25/08/2023 123.143 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 -902.798 0 0 3

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 32 / 1.03
Starting balance 10000 USDT
Final balance 10207.573 USDT
Absolute profit 207.573 USDT
Total profit % 2.08%
CAGR % 27.37%
Sortino 0.62
Sharpe 1.07
Calmar 15.74
Profit factor 1.23
Expectancy (Ratio) 6.49 (0.02)
Avg. daily profit % 0.07%
Avg. stake amount 1553.793 USDT
Total trade volume 49721.384 USDT
Best Pair BLZ/USDT 1.59%
Worst Pair PHA/USDT -3.93%
Best trade BLZ/USDT 7.41%
Worst trade PHA/USDT -11.30%
Best day 256.663 USDT
Worst day -902.798 USDT
Days win/draw/lose 12 / 19 / 1
Avg. Duration Winners 4:49:00
Avg. Duration Loser 11 days, 1:25:00
Max Consecutive Wins / Loss 29 / 3
Rejected Entry signals 215
Entry/Exit Timeouts 0 / 0
Min balance 10036.909 USDT
Max balance 11110.371 USDT
Max % of account underwater 8.13%
Absolute Drawdown (Account) 8.13%
Absolute Drawdown 902.798 USDT
Drawdown high 1110.371 USDT
Drawdown low 207.573 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 32 1.36 207.573 2.08 1 day, 5:15:00 29 0 3 90.6 902.798 USDT 8.13%

@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 v15.1.214 v15.1.206 v15.1.189
Average Duration 1 day, 22:35:00 1 day, 22:35:00 1 day, 22:36:00 3 days, 13:35:00 2 days, 13:21:00
Market Change 7.23 % 7.23 % 7.23 % 7.23 % 7.23 %
Max Drawdown 6.3885 % 6.4369 % 6.4334 % 12.1053 % 9.7012 %
Profit Mean 0.94 % 0.91 % 0.95 % 0.16 % 0.03 %
Profit Sum 15.99 % 15.55 % 16.07 % 3.81 % 0.63 %
Profit Total -0.96 % -1.01 % -0.92 % -6.14 % -5.96 %
Trades 17 17 17 24 24
Win Rate 82.35 % 82.35 % 82.35 % 79.17 % 79.17 %
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 74.336 0.74 0:06:00 1 0 0 100
MLN/USDT 2 1.25 43.355 0.43 1:47:00 2 0 0 100
FLM/USDT 2 1.11 38.171 0.38 0:24:00 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 35.052 0.35 4 days, 9:41:00 2 0 0 100
STORJ/USDT 1 1.08 18.635 0.19 0:55:00 1 0 0 100
ENS/USDT 1 1.03 16.966 0.17 2:44:00 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
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
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
LTO/USDT 1 -4.17 -85.711 -0.86 9 days, 18:40:00 0 0 1 0
BLZ/USDT 2 -3.5 -218.815 -2.19 2 days, 5:03:00 1 0 1 50.0
AUCTION/USDT 1 -6.98 -368.856 -3.69 9 days, 4:50:00 0 0 1 0
TOTAL 17 0.94 -95.646 -0.96 1 day, 22:35:00 14 0 3 82.4

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LTO/USDT 1 -4.17 -85.711 -0.86 9 days, 18:40:00 0 0 1 0
BLZ/USDT 1 -7.16 -221.351 -2.21 4 days, 9:25:00 0 0 1 0
AUCTION/USDT 1 -6.98 -368.856 -3.69 9 days, 4:50:00 0 0 1 0
TOTAL 3 -6.1 -675.917 -6.76 7 days, 18:58:00 0 0 3 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
2 43 1 4.31 74.336 0.74 0:06:00 1 0 0 100
43 1 1.61 27.709 0.28 0:01:00 1 0 0 100
41 1 1.51 26.517 0.27 3:05:00 1 0 0 100
42 1 0.37 7.343 0.07 8 days, 19:21:00 1 0 0 100
3 1 0.15 2.536 0.03 0:41:00 1 0 0 100
6 11 1.38 -12.736 -0.13 1 day, 18:51:00 9 0 2 81.8
2 3 1 -7.16 -221.351 -2.21 4 days, 9:25:00 0 0 1 0
TOTAL 17 0.94 -95.646 -0.96 1 day, 22:35:00 14 0 3 82.4

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 74.336 0.74 0:06:00 1 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 34.335 0.34 0:16:00 2 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.61 27.709 0.28 0:01:00 1 0 0 100
exit_long_quick_d_1_95 ( 41 ) 1 1.51 26.517 0.27 3:05:00 1 0 0 100
exit_long_normal_d_1_83 ( 6 ) 1 1.21 20.674 0.21 0:46:00 1 0 0 100
exit_long_normal_d_1_77 ( 6 ) 1 1.08 18.635 0.19 0:55:00 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 7.343 0.07 8 days, 19:21:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 3 ) 1 0.15 2.536 0.03 0:41:00 1 0 0 100
force_exit 3 -6.1 -675.917 -6.76 7 days, 18:58:00 0 0 3 0
TOTAL 17 0.94 -95.646 -0.96 1 day, 22:35:00 14 0 3 82.4

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_w_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 74.336 0.74 0:06:00 1 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 34.335 0.34 0:16:00 2 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 1 1.61 27.709 0.28 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_95 ( 41 )') 1 1.51 26.517 0.27 3:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_83 ( 6 )') 1 1.21 20.674 0.21 0:46:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_77 ( 6 )') 1 1.08 18.635 0.19 0:55:00 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 7.343 0.07 8 days, 19:21:00 1 0 0 100
('3 ', 'exit_profit_long_normal_t_0_1_m ( 3 )') 1 0.15 2.536 0.03 0:41:00 1 0 0 100
('2 3 ', 'force_exit') 1 -7.16 -221.351 -2.21 4 days, 9:25:00 0 0 1 0
('6 ', 'force_exit') 2 -5.57 -454.567 -4.55 9 days, 11:45:00 0 0 2 0
TOTAL 17 0.94 -95.646 -0.96 1 day, 22:35:00 14 0 3 82.4

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 20.674 1 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 27.709 1 0 0
11/09/2023 2.536 1 0 0
12/09/2023 0 0 0 0
13/09/2023 17.497 1 0 0
14/09/2023 0 0 0 0
15/09/2023 0 0 0 0
16/09/2023 18.635 1 0 0
17/09/2023 74.336 1 0 0
18/09/2023 0 0 0 0
19/09/2023 7.343 1 0 0
20/09/2023 0 0 0 0
21/09/2023 0 0 0 0
22/09/2023 0 0 0 0
23/09/2023 0 0 0 0
24/09/2023 0 0 0 0
25/09/2023 26.517 1 0 0
26/09/2023 0 0 0 0
27/09/2023 16.838 1 0 0
28/09/2023 0 0 0 0
29/09/2023 0 0 0 0
30/09/2023 0 0 0 0
01/10/2023 -675.917 0 0 3

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 17 / 0.57
Starting balance 10000 USDT
Final balance 9904.354 USDT
Absolute profit -95.646 USDT
Total profit % -0.96%
CAGR % -11.04%
Sortino -0.53
Sharpe -0.50
Calmar -9.53
Profit factor 0.86
Expectancy (Ratio) -5.63 (-0.02)
Avg. daily profit % -0.03%
Avg. stake amount 1596.499 USDT
Total trade volume 27140.491 USDT
Best Pair PYR/USDT 1.85%
Worst Pair BLZ/USDT -2.19%
Best trade PYR/USDT 11.04%
Worst trade BLZ/USDT -7.16%
Best day 220.702 USDT
Worst day -675.917 USDT
Days win/draw/lose 12 / 18 / 1
Avg. Duration Winners 16:30:00
Avg. Duration Loser 7 days, 18:58:00
Max Consecutive Wins / Loss 14 / 3
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9904.354 USDT
Max balance 10580.272 USDT
Max % of account underwater 6.39%
Absolute Drawdown (Account) 6.39%
Absolute Drawdown 675.917 USDT
Drawdown high 580.272 USDT
Drawdown low -95.646 USDT
Drawdown Start 2023-09-27 06:04:00
Drawdown End 2023-10-01 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 17 0.94 -95.646 -0.96 1 day, 22:35:00 14 0 3 82.4 675.917 USDT 6.39%

@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 v15.1.214 v15.1.206 v15.1.189
Average Duration 1 day, 23:34:00 1 day, 23:34:00 1 day, 23:34:00 1 day, 15:02:00 1 day, 17:15:00
Market Change 19.26 % 19.26 % 19.26 % 19.26 % 19.26 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 2.9897 %
Profit Mean 1.99 % 1.99 % 2.17 % 2.0 % 1.65 %
Profit Sum 49.77 % 49.78 % 54.3 % 74.11 % 74.26 %
Profit Total 10.62 % 10.6 % 11.55 % 15.35 % 12.75 %
Trades 25 25 25 37 45
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 95.56 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALPACA/USDT 3 5.8 466.872 4.67 2 days, 22:13:00 3 0 0 100
MINA/USDT 1 4.6 81.778 0.82 0:30:00 1 0 0 100
WAXP/USDT 4 1.0 78.450 0.78 3:45:00 4 0 0 100
GALA/USDT 1 3.0 54.160 0.54 0:55:00 1 0 0 100
STPT/USDT 2 1.24 46.967 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 41.943 0.42 11:45:00 1 0 0 100
STRAX/USDT 2 1.13 40.049 0.4 4:42:00 2 0 0 100
ZRX/USDT 1 1.3 33.461 0.33 6 days, 4:40:00 1 0 0 100
ETC/USDT 1 1.89 28.685 0.29 29 days, 5:20:00 1 0 0 100
STORJ/USDT 1 1.54 27.701 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 21.536 0.22 2 days, 4:00:00 1 0 0 100
UMA/USDT 1 1.22 21.266 0.21 1 day, 6:40:00 1 0 0 100
RUNE/USDT 1 1.11 19.993 0.2 0:03:00 1 0 0 100
BAKE/USDT 1 1.0 17.937 0.18 0:02:00 1 0 0 100
WIN/USDT 1 0.41 7.124 0.07 4:40:00 1 0 0 100
WRX/USDT 1 0.21 3.904 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
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUCTION/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BADGER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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
WING/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XEC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XVS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ZEN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TOTAL 25 1.99 1062.205 10.62 1 day, 23:34:00 25 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETC/USDT 1 1.89 28.685 0.29 29 days, 5:20:00 1 0 0 100
TOTAL 1 1.89 28.685 0.29 29 days, 5:20:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
5 6 3.37 530.752 5.31 2 days, 4:02:00 6 0 0 100
6 15 1.5 406.508 4.07 11:39:00 15 0 0 100
43 2 1.63 63.155 0.63 0:18:00 2 0 0 100
4 1 1.83 33.105 0.33 0:02:00 1 0 0 100
120 1 1.89 28.685 0.29 29 days, 5:20:00 1 0 0 100
TOTAL 25 1.99 1062.205 10.62 1 day, 23:34:00 25 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_3_1_1 ( 5 ) 1 14.98 419.092 4.19 5 days, 20:55:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 5 1.3 113.854 1.14 0:02:00 5 0 0 100
exit_long_normal_d_4_88 ( 6 ) 1 4.6 81.778 0.82 0:30:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 2 1.63 63.155 0.63 0:18:00 2 0 0 100
exit_long_normal_d_3_83 ( 6 ) 1 3.0 54.160 0.54 0:55:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 2 1.33 46.682 0.47 17:26:00 2 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 41.943 0.42 11:45:00 1 0 0 100
exit_long_normal_1_1_1 ( 5 ) 1 1.3 33.461 0.33 6 days, 4:40:00 1 0 0 100
exit_long_normal_u_1 ( 4 ) 1 1.83 33.105 0.33 0:02:00 1 0 0 100
force_exit 1 1.89 28.685 0.29 29 days, 5:20:00 1 0 0 100
exit_long_normal_d_1_95 ( 5 ) 1 1.32 26.321 0.26 2:45:00 1 0 0 100
exit_long_normal_1_1_1 ( 6 ) 1 0.98 21.536 0.22 2 days, 4:00:00 1 0 0 100
exit_long_normal_d_0_95 ( 6 ) 1 0.8 16.698 0.17 6:50:00 1 0 0 100
exit_long_normal_w_0_1 ( 6 ) 1 0.6 14.676 0.15 2 days, 21:43:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.63 10.419 0.1 9:15:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 5 ) 1 0.41 7.124 0.07 4:40:00 1 0 0 100
exit_long_normal_d_0_80 ( 6 ) 1 0.21 3.904 0.04 0:35:00 1 0 0 100
exit_long_normal_d_0_42 ( 5 ) 1 0.13 2.810 0.03 3:30:00 1 0 0 100
TOTAL 25 1.99 1062.205 10.62 1 day, 23:34:00 25 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('5 ', 'exit_long_normal_3_1_1 ( 5 )') 1 14.98 419.092 4.19 5 days, 20:55:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 5 1.3 113.854 1.14 0:02:00 5 0 0 100
('6 ', 'exit_long_normal_d_4_88 ( 6 )') 1 4.6 81.778 0.82 0:30:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 2 1.63 63.155 0.63 0:18:00 2 0 0 100
('6 ', 'exit_long_normal_d_3_83 ( 6 )') 1 3.0 54.160 0.54 0:55:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 2 1.33 46.682 0.47 17:26:00 2 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 41.943 0.42 11:45:00 1 0 0 100
('5 ', 'exit_long_normal_1_1_1 ( 5 )') 1 1.3 33.461 0.33 6 days, 4:40:00 1 0 0 100
('4 ', 'exit_long_normal_u_1 ( 4 )') 1 1.83 33.105 0.33 0:02:00 1 0 0 100
('120 ', 'force_exit') 1 1.89 28.685 0.29 29 days, 5:20:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_95 ( 5 )') 1 1.32 26.321 0.26 2:45:00 1 0 0 100
('6 ', 'exit_long_normal_1_1_1 ( 6 )') 1 0.98 21.536 0.22 2 days, 4:00:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_95 ( 6 )') 1 0.8 16.698 0.17 6:50:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_1 ( 6 )') 1 0.6 14.676 0.15 2 days, 21:43:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.63 10.419 0.1 9:15:00 1 0 0 100
('5 ', 'exit_profit_long_normal_t_0_1_m ( 5 )') 1 0.41 7.124 0.07 4:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_80 ( 6 )') 1 0.21 3.904 0.04 0:35:00 1 0 0 100
('5 ', 'exit_long_normal_d_0_42 ( 5 )') 1 0.13 2.810 0.03 3:30:00 1 0 0 100
TOTAL 25 1.99 1062.205 10.62 1 day, 23:34:00 25 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 10.419 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 452.553 2 0 0
16/10/2023 3.904 1 0 0
17/10/2023 0 0 0 0
18/10/2023 98.598 5 0 0
19/10/2023 111.827 5 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 147.409 4 0 0
25/10/2023 0 0 0 0
26/10/2023 54.16 1 0 0
27/10/2023 54.641 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 29.63 1 0 0
01/11/2023 28.685 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-10-01 00:00:00
Backtesting to 2023-11-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 25 / 0.81
Starting balance 10000 USDT
Final balance 11062.205 USDT
Absolute profit 1062.205 USDT
Total profit % 10.62%
CAGR % 228.25%
Sortino -100.00
Sharpe 8.33
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 42.49 (100.00)
Avg. daily profit % 0.34%
Avg. stake amount 1666.968 USDT
Total trade volume 41674.188 USDT
Best Pair ALPACA/USDT 4.67%
Worst Pair 1INCH/USDT 0.00%
Best trade ALPACA/USDT 14.98%
Worst trade WAXP/USDT 0.13%
Best day 452.553 USDT
Worst day 0 USDT
Days win/draw/lose 11 / 20 / 0
Avg. Duration Winners 1 day, 23:34:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 25 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 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 25 1.99 1062.205 10.62 1 day, 23:34:00 25 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20231101-20231201

Current Previous v15.1.214 v15.1.206 v15.1.189
Average Duration 2 days, 6:14:00 2 days, 6:14:00 2 days, 6:19:00 2 days, 17:28:00 1 day, 15:25:00
Market Change 26.13 % 26.13 % 26.13 % 26.13 % 26.13 %
Max Drawdown 9.1216 % 9.2647 % 9.249 % 9.2741 % 5.6939 %
Profit Mean 1.22 % 1.2 % 1.28 % 1.55 % 1.16 %
Profit Sum 52.38 % 51.66 % 55.05 % 62.08 % 61.31 %
Profit Total 2.66 % 2.49 % 3.1 % 4.23 % 4.05 %
Trades 43 43 43 40 53
Win Rate 93.02 % 93.02 % 93.02 % 92.5 % 92.45 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
RAY/USDT 2 2.96 213.282 2.13 3 days, 12:18:00 2 0 0 100
QI/USDT 4 2.66 176.554 1.77 3:41:00 4 0 0 100
ZRX/USDT 3 1.97 113.455 1.13 4:47:00 3 0 0 100
RIF/USDT 1 5.67 93.282 0.93 0:01:00 1 0 0 100
QTUM/USDT 1 1.92 69.815 0.7 25 days, 8:55:00 1 0 0 100
SKL/USDT 3 1.26 62.788 0.63 0:14:00 3 0 0 100
AUDIO/USDT 3 1.14 58.223 0.58 2:31:00 3 0 0 100
RARE/USDT 2 1.58 55.172 0.55 1:14:00 2 0 0 100
XVS/USDT 2 1.58 52.773 0.53 0:04:00 2 0 0 100
C98/USDT 2 1.4 51.095 0.51 0:24:00 2 0 0 100
ALICE/USDT 1 2.1 35.894 0.36 0:04:00 1 0 0 100
CFX/USDT 2 0.94 34.756 0.35 3:42:00 2 0 0 100
FET/USDT 1 2.03 33.712 0.34 0:02:00 1 0 0 100
1INCH/USDT 1 1.69 28.900 0.29 5:55:00 1 0 0 100
PYR/USDT 1 1.79 28.555 0.29 0:01:00 1 0 0 100
BURGER/USDT 1 1.41 24.615 0.25 3:39:00 1 0 0 100
SOL/USDT 1 1.38 24.192 0.24 0:02:00 1 0 0 100
MOVR/USDT 1 1.41 23.322 0.23 0:30:00 1 0 0 100
BLZ/USDT 1 1.35 23.189 0.23 0:03:00 1 0 0 100
ALGO/USDT 1 1.17 19.936 0.2 0:01:00 1 0 0 100
XLM/USDT 1 1.14 19.910 0.2 16:50:00 1 0 0 100
ALPHA/USDT 1 1.16 19.878 0.2 0:04:00 1 0 0 100
FIL/USDT 1 1.13 18.088 0.18 0:41:00 1 0 0 100
CAKE/USDT 1 1.0 17.347 0.17 0:30:00 1 0 0 100
AUCTION/USDT 1 0.11 2.234 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
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
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FORTH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FUN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIGH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
INJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LIT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LRC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MANA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MASK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MBOX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MDT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MINA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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
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
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
DEXE/USDT 2 -1.06 -301.117 -3.01 10 days, 4:48:00 1 0 1 50.0
FARM/USDT 1 -5.11 -350.363 -3.5 18 days, 7:25:00 0 0 1 0
TWT/USDT 1 -7.5 -383.688 -3.84 22 days, 16:25:00 0 0 1 0
TOTAL 43 1.22 265.798 2.66 2 days, 6:14:00 40 0 3 93.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
QTUM/USDT 1 1.92 69.815 0.7 25 days, 8:55:00 1 0 0 100
FARM/USDT 1 -5.11 -350.363 -3.5 18 days, 7:25:00 0 0 1 0
DEXE/USDT 1 -5.87 -366.152 -3.66 20 days, 8:25:00 0 0 1 0
TWT/USDT 1 -7.5 -383.688 -3.84 22 days, 16:25:00 0 0 1 0
TOTAL 4 -4.14 -1030.389 -10.3 21 days, 16:18:00 1 0 3 25.0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
2 8 1.13 162.600 1.63 2:46:00 8 0 0 100
43 4 1.49 101.730 1.02 0:30:00 4 0 0 100
3 3 1.48 75.708 0.76 0:03:00 3 0 0 100
120 1 1.92 69.815 0.7 25 days, 8:55:00 1 0 0 100
142 2 1.26 44.102 0.44 8:26:00 2 0 0 100
143 1 2.03 33.712 0.34 0:02:00 1 0 0 100
41 1 1.65 27.209 0.27 0:30:00 1 0 0 100
42 1 1.0 17.347 0.17 0:30:00 1 0 0 100
3 43 1 1.04 17.290 0.17 0:04:00 1 0 0 100
6 21 1.08 -283.715 -2.84 3 days, 8:03:00 18 0 3 85.7
TOTAL 43 1.22 265.798 2.66 2 days, 6:14:00 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_profit_long_normal_t_11_1_m ( 6 ) 1 5.03 197.655 1.98 6 days, 22:50:00 1 0 0 100
exit_long_normal_w_3_9 ( 6 ) 2 3.57 115.939 1.16 1:25:00 2 0 0 100
exit_long_normal_u_5 ( 6 ) 1 5.67 93.282 0.93 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.6 78.039 0.78 0:06:00 3 0 0 100
exit_long_normal_u_1 ( 2 ) 3 1.41 72.469 0.72 0:02:00 3 0 0 100
exit_long_normal_w_3_10 ( 6 ) 1 3.74 65.035 0.65 1:10:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 3 1.17 58.616 0.59 0:05:00 3 0 0 100
exit_long_normal_d_3_88 ( 6 ) 1 3.25 56.529 0.57 1:35:00 1 0 0 100
exit_long_normal_d_3_70 ( 6 ) 1 3.19 55.601 0.56 0:24:00 1 0 0 100
exit_long_quick_d_2_3 ( 43 ) 1 2.44 43.114 0.43 1:44:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 2 1.16 39.814 0.4 0:02:00 2 0 0 100
exit_long_normal_d_2_42 ( 6 ) 1 1.58 39.788 0.4 12:40:00 1 0 0 100
exit_long_normal_u_2 ( 3 ) 1 2.1 35.894 0.36 0:04:00 1 0 0 100
exit_long_tc_u_2 ( 143 ) 1 2.03 33.712 0.34 0:02:00 1 0 0 100
exit_long_normal_w_1_11 ( 6 ) 1 1.77 29.291 0.29 1:05:00 1 0 0 100
exit_long_normal_d_1_95 ( 2 ) 1 1.69 28.900 0.29 5:55:00 1 0 0 100
exit_long_quick_d_1_87 ( 41 ) 1 1.65 27.209 0.27 0:30:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.41 24.615 0.25 3:39:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.38 24.192 0.24 0:02:00 1 0 0 100
exit_long_normal_d_1_80 ( 6 ) 1 1.41 23.322 0.23 0:30:00 1 0 0 100
exit_long_tc_d_1_84 ( 142 ) 1 1.14 19.910 0.2 16:50:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 ) 1 1.13 18.088 0.18 0:41:00 1 0 0 100
exit_long_normal_d_1_38 ( 2 ) 1 0.85 18.057 0.18 7:13:00 1 0 0 100
exit_long_normal_d_1_71 ( 2 ) 1 0.86 17.570 0.18 0:46:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.0 17.347 0.17 0:30:00 1 0 0 100
exit_long_normal_u_1 ( 3 43 ) 1 1.04 17.290 0.17 0:04:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 2 ) 1 0.89 15.627 0.16 1:45:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 6 ) 1 0.71 12.058 0.12 0:44:00 1 0 0 100
exit_long_normal_d_0_95 ( 2 ) 1 0.55 9.976 0.1 6:25:00 1 0 0 100
exit_long_normal_w_0_6 ( 6 ) 1 0.29 5.014 0.05 11:30:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.11 2.234 0.02 4:50:00 1 0 0 100
force_exit 4 -4.14 -1030.389 -10.3 21 days, 16:18:00 1 0 3 25.0
TOTAL 43 1.22 265.798 2.66 2 days, 6:14:00 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%
('6 ', 'exit_profit_long_normal_t_11_1_m ( 6 )') 1 5.03 197.655 1.98 6 days, 22:50:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_9 ( 6 )') 2 3.57 115.939 1.16 1:25:00 2 0 0 100
('6 ', 'exit_long_normal_u_5 ( 6 )') 1 5.67 93.282 0.93 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.6 78.039 0.78 0:06:00 3 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 3 1.41 72.469 0.72 0:02:00 3 0 0 100
('120 ', 'force_exit') 1 1.92 69.815 0.7 25 days, 8:55:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_10 ( 6 )') 1 3.74 65.035 0.65 1:10:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 3 1.17 58.616 0.59 0:05:00 3 0 0 100
('6 ', 'exit_long_normal_d_3_88 ( 6 )') 1 3.25 56.529 0.57 1:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_70 ( 6 )') 1 3.19 55.601 0.56 0:24:00 1 0 0 100
('43 ', 'exit_long_quick_d_2_3 ( 43 )') 1 2.44 43.114 0.43 1:44:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 2 1.16 39.814 0.4 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_42 ( 6 )') 1 1.58 39.788 0.4 12:40:00 1 0 0 100
('3 ', 'exit_long_normal_u_2 ( 3 )') 1 2.1 35.894 0.36 0:04:00 1 0 0 100
('143 ', 'exit_long_tc_u_2 ( 143 )') 1 2.03 33.712 0.34 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_11 ( 6 )') 1 1.77 29.291 0.29 1:05:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_95 ( 2 )') 1 1.69 28.900 0.29 5:55:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_87 ( 41 )') 1 1.65 27.209 0.27 0:30:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.41 24.615 0.25 3:39:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.38 24.192 0.24 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_80 ( 6 )') 1 1.41 23.322 0.23 0:30:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_84 ( 142 )') 1 1.14 19.910 0.2 16:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_20 ( 6 )') 1 1.13 18.088 0.18 0:41:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_38 ( 2 )') 1 0.85 18.057 0.18 7:13:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_71 ( 2 )') 1 0.86 17.570 0.18 0:46:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.0 17.347 0.17 0:30:00 1 0 0 100
('3 43 ', 'exit_long_normal_u_1 ( 3 43 )') 1 1.04 17.290 0.17 0:04:00 1 0 0 100
('2 ', 'exit_profit_long_normal_t_0_1_m ( 2 )') 1 0.89 15.627 0.16 1:45:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_2_m ( 6 )') 1 0.71 12.058 0.12 0:44:00 1 0 0 100
('2 ', 'exit_long_normal_d_0_95 ( 2 )') 1 0.55 9.976 0.1 6:25:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_6 ( 6 )') 1 0.29 5.014 0.05 11:30:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.11 2.234 0.02 4:50:00 1 0 0 100
('6 ', 'force_exit') 3 -6.16 -1100.203 -11.0 20 days, 10:45:00 0 0 3 0
TOTAL 43 1.22 265.798 2.66 2 days, 6:14:00 40 0 3 93.0

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
04/11/2023 93.282 1 0 0
05/11/2023 0 0 0 0
06/11/2023 0 0 0 0
07/11/2023 32.785 1 0 0
08/11/2023 23.322 1 0 0
09/11/2023 440.885 12 0 0
10/11/2023 65.035 1 0 0
11/11/2023 96.348 3 0 0
12/11/2023 55.601 1 0 0
13/11/2023 64.403 2 0 0
14/11/2023 83.251 4 0 0
15/11/2023 0 0 0 0
16/11/2023 133.077 3 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 56.5 2 0 0
22/11/2023 74.304 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 57.406 3 0 0
28/11/2023 19.987 1 0 0
29/11/2023 0 0 0 0
30/11/2023 0 0 0 0
01/12/2023 -1030.389 1 0 3

SUMMARY METRICS

Metric Value
Backtesting from 2023-11-01 00:00:00
Backtesting to 2023-12-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 43 / 1.43
Starting balance 10000 USDT
Final balance 10265.798 USDT
Absolute profit 265.798 USDT
Total profit % 2.66%
CAGR % 37.60%
Sortino 12.44
Sharpe 1.58
Calmar 18.56
Profit factor 1.24
Expectancy (Ratio) 6.18 (0.02)
Avg. daily profit % 0.09%
Avg. stake amount 1526.056 USDT
Total trade volume 65620.424 USDT
Best Pair QI/USDT 1.77%
Worst Pair TWT/USDT -3.84%
Best trade RIF/USDT 5.67%
Worst trade TWT/USDT -7.50%
Best day 440.885 USDT
Worst day -1030.389 USDT
Days win/draw/lose 14 / 13 / 1
Avg. Duration Winners 21:30:00
Avg. Duration Loser 20 days, 10:45:00
Max Consecutive Wins / Loss 39 / 2
Rejected Entry signals 99
Entry/Exit Timeouts 0 / 0
Min balance 10093.282 USDT
Max balance 11296.187 USDT
Max % of account underwater 9.12%
Absolute Drawdown (Account) 9.12%
Absolute Drawdown 1030.389 USDT
Drawdown high 1296.187 USDT
Drawdown low 265.798 USDT
Drawdown Start 2023-11-28 20:56:00
Drawdown End 2023-12-01 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 43 1.22 265.798 2.66 2 days, 6:14:00 40 0 3 93.0 1030.389 USDT 9.12%

@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 v15.1.214 v15.1.206 v15.1.189
Average Duration 1 day, 15:51:00 1 day, 15:09:00 1 day, 14:29:00 1 day, 8:57:00 16:55:00
Market Change 40.52 % 40.52 % 40.52 % 40.52 % 40.52 %
Max Drawdown 17.8077 % 17.771 % 17.6681 % 17.6086 % 12.953 %
Profit Mean 1.95 % 1.91 % 1.98 % 1.79 % 1.8 %
Profit Sum 109.3 % 108.86 % 115.1 % 121.73 % 206.61 %
Profit Total 4.68 % 4.76 % 5.85 % 7.1 % 27.77 %
Trades 56 57 58 68 115
Win Rate 91.07 % 91.23 % 91.38 % 92.65 % 94.78 %
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%
QI/USDT 7 3.77 499.461 4.99 7:50:00 7 0 0 100
DF/USDT 4 4.41 318.796 3.19 2:13:00 4 0 0 100
DEGO/USDT 4 2.99 222.687 2.23 0:34:00 4 0 0 100
VTHO/USDT 3 3.27 170.117 1.7 1:12:00 3 0 0 100
MOVR/USDT 2 4.36 157.802 1.58 0:55:00 2 0 0 100
POND/USDT 1 8.76 146.053 1.46 3:00:00 1 0 0 100
RARE/USDT 2 3.08 142.033 1.42 22:58:00 2 0 0 100
WRX/USDT 1 4.56 117.655 1.18 2 days, 22:20:00 1 0 0 100
MLN/USDT 1 4.78 90.783 0.91 2:45:00 1 0 0 100
BURGER/USDT 2 2.07 84.181 0.84 6:25:00 2 0 0 100
AVAX/USDT 1 2.01 81.556 0.82 8 days, 13:31:00 1 0 0 100
ALGO/USDT 2 1.81 64.236 0.64 0:01:00 2 0 0 100
REQ/USDT 1 2.88 53.046 0.53 9:35:00 1 0 0 100
KSM/USDT 1 2.74 51.329 0.51 1:05:00 1 0 0 100
PYR/USDT 1 2.5 47.234 0.47 0:09:00 1 0 0 100
RAY/USDT 1 2.19 39.604 0.4 0:30:00 1 0 0 100
ALPACA/USDT 1 2.21 38.215 0.38 0:35:00 1 0 0 100
IOTA/USDT 1 1.81 29.954 0.3 0:55:00 1 0 0 100
VET/USDT 1 1.88 27.348 0.27 9 days, 16:20:00 1 0 0 100
ALPHA/USDT 1 0.91 26.329 0.26 9:40:00 1 0 0 100
WING/USDT 1 1.05 19.671 0.2 0:18:00 1 0 0 100
INJ/USDT 1 1.03 18.623 0.19 0:08:00 1 0 0 100
STORJ/USDT 1 1.01 18.348 0.18 0:55:00 1 0 0 100
ATOM/USDT 1 1.09 17.945 0.18 0:04:00 1 0 0 100
XRP/USDT 1 1.01 16.624 0.17 0:42:00 1 0 0 100
HIGH/USDT 1 1.0 16.517 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
1INCH/USDT 1 0.83 13.518 0.14 0:01:00 1 0 0 100
ETC/USDT 1 0.15 2.384 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
ALICE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AUDIO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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
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
FARM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLOW/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FLUX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FTM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FXS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GALA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HIVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
HOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ICP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IDEX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
IOTX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KMD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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
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
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
DATA/USDT 2 -0.02 -272.709 -2.73 5 days, 5:55:00 1 0 1 50.0
AUCTION/USDT 4 -1.04 -321.372 -3.21 1 day, 6:38:00 3 0 1 75.0
FORTH/USDT 1 -10.59 -350.646 -3.51 6 days, 3:20:00 0 0 1 0
FUN/USDT 1 -5.66 -465.669 -4.66 16 days, 15:55:00 0 0 1 0
BAKE/USDT 1 -4.03 -669.382 -6.69 25 days, 18:40:00 0 0 1 0
TOTAL 56 1.95 467.747 4.68 1 day, 15:51:00 51 0 5 91.1

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VET/USDT 1 1.88 27.348 0.27 9 days, 16:20:00 1 0 0 100
DATA/USDT 1 -3.16 -328.657 -3.29 10 days, 11:25:00 0 0 1 0
FORTH/USDT 1 -10.59 -350.646 -3.51 6 days, 3:20:00 0 0 1 0
AUCTION/USDT 1 -10.21 -447.650 -4.48 3 days, 20:05:00 0 0 1 0
FUN/USDT 1 -5.66 -465.669 -4.66 16 days, 15:55:00 0 0 1 0
BAKE/USDT 1 -4.03 -669.382 -6.69 25 days, 18:40:00 0 0 1 0
TOTAL 6 -5.3 -2234.656 -22.35 12 days, 2:18:00 1 0 5 16.7

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
5 2 6.0 203.819 2.04 1:44:00 2 0 0 100
2 3 2.52 140.894 1.41 2:33:00 3 0 0 100
120 2 1.95 108.903 1.09 9 days, 2:56:00 2 0 0 100
142 5 0.97 81.588 0.82 4:34:00 5 0 0 100
42 2 1.9 79.375 0.79 9:38:00 2 0 0 100
3 141 142 1 2.03 38.223 0.38 0:01:00 1 0 0 100
2 6 1 1.06 20.510 0.21 0:01:00 1 0 0 100
6 142 1 0.93 15.477 0.15 0:01:00 1 0 0 100
4 1 0.83 13.518 0.14 0:01:00 1 0 0 100
6 38 1.9 -234.561 -2.35 1 day, 21:48:00 33 0 5 86.8
TOTAL 56 1.95 467.747 4.68 1 day, 15:51:00 51 0 5 91.1

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 11.31 205.418 2.05 5:05:00 1 0 0 100
exit_long_normal_d_5_42 ( 6 ) 2 5.4 196.173 1.96 0:38:00 2 0 0 100
exit_profit_long_normal_t_11_3_m ( 6 ) 1 9.62 195.747 1.96 1:06:00 1 0 0 100
exit_long_normal_w_8_7 ( 5 ) 1 8.76 146.053 1.46 3:00:00 1 0 0 100
exit_profit_long_normal_t_7_2_m ( 6 ) 1 7.23 126.523 1.27 1:35:00 1 0 0 100
exit_long_normal_2_1_1 ( 6 ) 1 4.56 117.655 1.18 2 days, 22:20:00 1 0 0 100
exit_long_normal_d_6_42 ( 6 ) 1 6.98 115.538 1.16 0:45:00 1 0 0 100
exit_long_normal_w_6_1 ( 6 ) 1 3.99 99.090 0.99 1 day, 16:10:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 6 ) 2 2.47 90.933 0.91 0:48:00 2 0 0 100
exit_long_normal_w_4_7 ( 6 ) 1 4.78 90.783 0.91 2:45:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 2.01 81.556 0.82 8 days, 13:31:00 1 0 0 100
exit_long_normal_d_4_60 ( 2 ) 1 4.39 81.434 0.81 1:08:00 1 0 0 100
exit_long_normal_d_4_42 ( 6 ) 1 4.39 75.155 0.75 0:40:00 1 0 0 100
exit_long_normal_w_3_10 ( 6 ) 1 3.5 70.489 0.7 2:40:00 1 0 0 100
exit_long_normal_d_3_42 ( 6 ) 1 3.55 64.575 0.65 0:55:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 2 1.8 63.015 0.63 2:32:00 2 0 0 100
exit_long_tc_u_1 ( 142 ) 3 1.24 62.580 0.63 0:04:00 3 0 0 100
exit_long_normal_d_3_41 ( 6 ) 1 3.19 62.388 0.62 2:08:00 1 0 0 100
exit_long_normal_d_3_70 ( 5 ) 1 3.24 57.766 0.58 0:28:00 1 0 0 100
exit_profit_long_normal_t_3_1_m ( 6 ) 1 3.13 55.948 0.56 0:25:00 1 0 0 100
exit_long_quick_q_8 ( 42 ) 1 2.88 53.046 0.53 9:35:00 1 0 0 100
exit_long_normal_d_2_3 ( 6 ) 1 2.95 52.914 0.53 1:00:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.5 47.234 0.47 0:09:00 1 0 0 100
exit_long_normal_w_2_7 ( 2 ) 1 2.18 42.943 0.43 5:45:00 1 0 0 100
exit_long_normal_w_2_9 ( 6 ) 1 1.58 41.709 0.42 4:57:00 1 0 0 100
exit_long_normal_d_2_77 ( 6 ) 1 2.26 40.519 0.41 0:33:00 1 0 0 100
exit_long_normal_u_2 ( 3 141 142 ) 1 2.03 38.223 0.38 0:01:00 1 0 0 100
exit_long_normal_d_2_27 ( 6 ) 1 2.21 38.215 0.38 0:35:00 1 0 0 100
exit_long_normal_d_2_83 ( 6 ) 1 2.25 37.925 0.38 0:47:00 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_quick_w_1_12 ( 42 ) 1 0.91 26.329 0.26 9:40:00 1 0 0 100
exit_long_normal_1_1_1 ( 6 ) 1 0.6 23.370 0.23 1 day, 3:46:00 1 0 0 100
exit_long_normal_u_1 ( 2 6 ) 1 1.06 20.510 0.21 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.05 19.671 0.2 0:18:00 1 0 0 100
exit_long_normal_d_1_72 ( 6 ) 1 1.01 18.348 0.18 0:55:00 1 0 0 100
exit_long_normal_d_0_80 ( 6 ) 1 0.88 17.796 0.18 0:45:00 1 0 0 100
exit_long_tc_d_1_20 ( 142 ) 1 1.01 16.624 0.17 0:42:00 1 0 0 100
exit_long_normal_d_1_70 ( 2 ) 1 1.0 16.517 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_profit_long_normal_t_0_2_m ( 6 ) 1 0.64 13.692 0.14 10:10:00 1 0 0 100
exit_long_normal_u_0 ( 4 ) 1 0.83 13.518 0.14 0:01:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 2 0.23 8.367 0.08 1:46:00 2 0 0 100
exit_long_normal_w_0_2 ( 6 ) 1 0.22 8.297 0.08 1 day, 18:20:00 1 0 0 100
exit_long_tc_d_0_35 ( 142 ) 1 0.15 2.384 0.02 21:54:00 1 0 0 100
force_exit 6 -5.3 -2234.656 -22.35 12 days, 2:18:00 1 0 5 16.7
TOTAL 56 1.95 467.747 4.68 1 day, 15:51:00 51 0 5 91.1

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 11.31 205.418 2.05 5:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_5_42 ( 6 )') 2 5.4 196.173 1.96 0:38:00 2 0 0 100
('6 ', 'exit_profit_long_normal_t_11_3_m ( 6 )') 1 9.62 195.747 1.96 1:06:00 1 0 0 100
('5 ', 'exit_long_normal_w_8_7 ( 5 )') 1 8.76 146.053 1.46 3:00:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_7_2_m ( 6 )') 1 7.23 126.523 1.27 1:35:00 1 0 0 100
('6 ', 'exit_long_normal_2_1_1 ( 6 )') 1 4.56 117.655 1.18 2 days, 22:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_6_42 ( 6 )') 1 6.98 115.538 1.16 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_w_6_1 ( 6 )') 1 3.99 99.090 0.99 1 day, 16:10:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_1_m ( 6 )') 2 2.47 90.933 0.91 0:48:00 2 0 0 100
('6 ', 'exit_long_normal_w_4_7 ( 6 )') 1 4.78 90.783 0.91 2:45:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 2.01 81.556 0.82 8 days, 13:31:00 1 0 0 100
('2 ', 'exit_long_normal_d_4_60 ( 2 )') 1 4.39 81.434 0.81 1:08:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_42 ( 6 )') 1 4.39 75.155 0.75 0:40:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_10 ( 6 )') 1 3.5 70.489 0.7 2:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 1 3.55 64.575 0.65 0:55:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 2 1.8 63.015 0.63 2:32:00 2 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 3 1.24 62.580 0.63 0:04:00 3 0 0 100
('6 ', 'exit_long_normal_d_3_41 ( 6 )') 1 3.19 62.388 0.62 2:08:00 1 0 0 100
('5 ', 'exit_long_normal_d_3_70 ( 5 )') 1 3.24 57.766 0.58 0:28:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_3_1_m ( 6 )') 1 3.13 55.948 0.56 0:25:00 1 0 0 100
('42 ', 'exit_long_quick_q_8 ( 42 )') 1 2.88 53.046 0.53 9:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_3 ( 6 )') 1 2.95 52.914 0.53 1:00:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.5 47.234 0.47 0:09:00 1 0 0 100
('2 ', 'exit_long_normal_w_2_7 ( 2 )') 1 2.18 42.943 0.43 5:45:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_9 ( 6 )') 1 1.58 41.709 0.42 4:57:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_77 ( 6 )') 1 2.26 40.519 0.41 0:33:00 1 0 0 100
('3 141 142 ', 'exit_long_normal_u_2 ( 3 141 142 )') 1 2.03 38.223 0.38 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_27 ( 6 )') 1 2.21 38.215 0.38 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_83 ( 6 )') 1 2.25 37.925 0.38 0:47:00 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
('120 ', 'force_exit') 1 1.88 27.348 0.27 9 days, 16:20:00 1 0 0 100
('42 ', 'exit_long_quick_w_1_12 ( 42 )') 1 0.91 26.329 0.26 9:40:00 1 0 0 100
('6 ', 'exit_long_normal_1_1_1 ( 6 )') 1 0.6 23.370 0.23 1 day, 3:46:00 1 0 0 100
('2 6 ', 'exit_long_normal_u_1 ( 2 6 )') 1 1.06 20.510 0.21 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.05 19.671 0.2 0:18:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_72 ( 6 )') 1 1.01 18.348 0.18 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_80 ( 6 )') 1 0.88 17.796 0.18 0:45:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_20 ( 142 )') 1 1.01 16.624 0.17 0:42:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_70 ( 2 )') 1 1.0 16.517 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
('6 ', 'exit_profit_long_normal_t_0_2_m ( 6 )') 1 0.64 13.692 0.14 10:10:00 1 0 0 100
('4 ', 'exit_long_normal_u_0 ( 4 )') 1 0.83 13.518 0.14 0:01:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 2 0.23 8.367 0.08 1:46:00 2 0 0 100
('6 ', 'exit_long_normal_w_0_2 ( 6 )') 1 0.22 8.297 0.08 1 day, 18:20:00 1 0 0 100
('142 ', 'exit_long_tc_d_0_35 ( 142 )') 1 0.15 2.384 0.02 21:54:00 1 0 0 100
('6 ', 'force_exit') 5 -6.73 -2262.004 -22.62 12 days, 13:53:00 0 0 5 0
TOTAL 56 1.95 467.747 4.68 1 day, 15:51:00 51 0 5 91.1

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/12/2023 29.954 1 0 0
04/12/2023 77.865 2 0 0
05/12/2023 42.943 1 0 0
06/12/2023 13.692 1 0 0
07/12/2023 0 0 0 0
08/12/2023 99.09 1 0 0
09/12/2023 0 0 0 0
10/12/2023 0 0 0 0
11/12/2023 512.665 11 0 0
12/12/2023 347.138 4 0 0
13/12/2023 0 0 0 0
14/12/2023 8.297 1 0 0
15/12/2023 31.663 1 0 0
16/12/2023 122.075 2 0 0
17/12/2023 0 0 0 0
18/12/2023 214.438 4 0 0
19/12/2023 108.994 2 0 0
20/12/2023 0 0 0 0
21/12/2023 58.226 2 0 0
22/12/2023 18.348 1 0 0
23/12/2023 318.796 4 0 0
24/12/2023 157.802 2 0 0
25/12/2023 184.38 2 0 0
26/12/2023 247.241 5 0 0
27/12/2023 108.796 3 0 0
28/12/2023 0 0 0 0
29/12/2023 0 0 0 0
30/12/2023 0 0 0 0
31/12/2023 0 0 0 0
01/01/2024 -2234.656 1 0 5

SUMMARY METRICS

Metric Value
Backtesting from 2023-12-01 00:00:00
Backtesting to 2024-01-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 56 / 1.81
Starting balance 10000 USDT
Final balance 10467.747 USDT
Absolute profit 467.747 USDT
Total profit % 4.68%
CAGR % 71.30%
Sortino 2.39
Sharpe 1.86
Calmar 16.19
Profit factor 1.21
Expectancy (Ratio) 8.35 (0.02)
Avg. daily profit % 0.15%
Avg. stake amount 1634.026 USDT
Total trade volume 91505.483 USDT
Best Pair QI/USDT 4.99%
Worst Pair FORTH/USDT -3.51%
Best trade DF/USDT 11.31%
Worst trade FORTH/USDT -10.59%
Best day 512.665 USDT
Worst day -2234.656 USDT
Days win/draw/lose 19 / 10 / 1
Avg. Duration Winners 14:10:00
Avg. Duration Loser 12 days, 13:53:00
Max Consecutive Wins / Loss 50 / 5
Rejected Entry signals 94
Entry/Exit Timeouts 0 / 0
Min balance 10029.954 USDT
Max balance 12702.403 USDT
Max % of account underwater 17.81%
Absolute Drawdown (Account) 17.81%
Absolute Drawdown 2262.004 USDT
Drawdown high 2702.403 USDT
Drawdown low 440.399 USDT
Drawdown Start 2023-12-27 03:15:00
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 56 1.95 467.747 4.68 1 day, 15:51:00 51 0 5 91.1 2262.004 USDT 17.81%

@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 v15.1.214 v15.1.206 v15.1.189
Average Duration 2 days, 1:16:00 2 days, 2:17:00 2 days, 16:26:00 2 days, 4:52:00 2 days, 3:27:00
Market Change -11.17 % -11.17 % -11.17 % -11.17 % -11.17 %
Max Drawdown 5.405 % 5.3919 % 5.4607 % 5.37 % 7.1825 %
Profit Mean 1.39 % 1.36 % 1.1 % 1.35 % 0.96 %
Profit Sum 62.42 % 61.1 % 39.69 % 59.19 % 47.92 %
Profit Total 8.41 % 7.73 % 4.1 % 7.49 % 2.11 %
Trades 45 45 36 44 50
Win Rate 93.33 % 93.33 % 91.67 % 93.18 % 90.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
PEOPLE/USDT 6 2.74 288.210 2.88 2:42:00 6 0 0 100
OM/USDT 3 2.02 119.117 1.19 10:10:00 3 0 0 100
REQ/USDT 1 6.38 113.515 1.14 4:25:00 1 0 0 100
DEGO/USDT 1 5.44 90.435 0.9 1:20:00 1 0 0 100
BAND/USDT 1 4.63 82.669 0.83 4:45:00 1 0 0 100
CELR/USDT 1 1.57 82.619 0.83 26 days, 22:35:00 1 0 0 100
UMA/USDT 1 3.71 67.357 0.67 0:47:00 1 0 0 100
ENS/USDT 1 3.33 58.756 0.59 0:25:00 1 0 0 100
DATA/USDT 3 1.04 55.505 0.56 11:25:00 3 0 0 100
STRAX/USDT 2 1.45 47.263 0.47 0:10:00 2 0 0 100
RLC/USDT 1 2.32 41.099 0.41 0:25:00 1 0 0 100
WRX/USDT 2 1.23 40.581 0.41 0:02:00 2 0 0 100
STX/USDT 2 1.11 37.501 0.38 3:21:00 2 0 0 100
RAD/USDT 1 2.06 36.509 0.37 0:57:00 1 0 0 100
SANTOS/USDT 2 0.9 33.042 0.33 0:36:00 2 0 0 100
ERN/USDT 1 1.82 32.775 0.33 1:30:00 1 0 0 100
FLUX/USDT 1 1.66 26.187 0.26 0:09:00 1 0 0 100
AR/USDT 1 0.78 24.494 0.24 7 days, 9:54:00 1 0 0 100
TRU/USDT 1 1.13 22.798 0.23 1:31:00 1 0 0 100
AGLD/USDT 1 0.65 21.779 0.22 7 days, 10:13:00 1 0 0 100
RIF/USDT 1 0.88 20.165 0.2 1:57:00 1 0 0 100
ZRX/USDT 1 1.07 19.589 0.2 0:10:00 1 0 0 100
INJ/USDT 1 1.04 18.796 0.19 0:01:00 1 0 0 100
SOL/USDT 1 1.02 17.932 0.18 0:08:00 1 0 0 100
FTM/USDT 1 1.06 16.847 0.17 0:09:00 1 0 0 100
BADGER/USDT 1 1.06 16.814 0.17 1:59:00 1 0 0 100
VIDT/USDT 1 0.77 15.112 0.15 2 days, 7:35:00 1 0 0 100
RAY/USDT 1 0.43 8.432 0.08 2:22:00 1 0 0 100
ALPACA/USDT 1 0.23 4.211 0.04 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
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
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 -139.528 -1.4 1 day, 21:10:00 0 0 1 0
FUN/USDT 1 -7.27 -237.792 -2.38 13 days, 5:25:00 0 0 1 0
MOVR/USDT 1 -2.14 -242.104 -2.42 28 days, 11:55:00 0 0 1 0
TOTAL 45 1.39 840.685 8.41 2 days, 1:16:00 42 0 3 93.3

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
AUCTION/USDT 1 -6.21 -139.528 -1.4 1 day, 21:10:00 0 0 1 0
FUN/USDT 1 -7.27 -237.792 -2.38 13 days, 5:25:00 0 0 1 0
MOVR/USDT 1 -2.14 -242.104 -2.42 28 days, 11:55:00 0 0 1 0
TOTAL 3 -5.21 -619.424 -6.19 14 days, 12:50:00 0 0 3 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 22 1.81 622.479 6.22 1 day, 5:13:00 21 0 1 95.5
5 6 1.93 204.926 2.05 1:45:00 6 0 0 100
41 3 1.58 82.619 0.83 0:43:00 3 0 0 100
120 1 1.57 82.619 0.83 26 days, 22:35:00 1 0 0 100
43 1 3.43 54.927 0.55 0:02:00 1 0 0 100
142 2 0.94 33.062 0.33 3:04:00 2 0 0 100
1 1 1.77 28.291 0.28 0:28:00 1 0 0 100
3 1 0.78 24.494 0.24 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 18.796 0.19 0:01:00 1 0 0 100
143 1 1.06 16.847 0.17 0:09:00 1 0 0 100
4 1 0.26 4.314 0.04 0:01:00 1 0 0 100
2 3 -1.54 -112.955 -1.13 15:15:00 2 0 1 66.7
3 6 1 -2.14 -242.104 -2.42 28 days, 11:55:00 0 0 1 0
TOTAL 45 1.39 840.685 8.41 2 days, 1:16:00 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_w_6_7 ( 5 ) 1 6.38 113.515 1.14 4:25:00 1 0 0 100
exit_long_normal_w_5_4 ( 6 ) 1 5.98 96.426 0.96 2:40:00 1 0 0 100
exit_long_normal_d_5_92 ( 6 ) 1 5.44 90.435 0.9 1:20:00 1 0 0 100
exit_long_normal_d_4_4 ( 6 ) 1 4.63 82.669 0.83 4:45:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.57 82.619 0.83 26 days, 22:35:00 1 0 0 100
exit_long_normal_d_3_80 ( 6 ) 1 3.71 67.357 0.67 0:47:00 1 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.32 62.265 0.62 2:40:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 2 1.6 58.928 0.59 12:00:00 2 0 0 100
exit_long_normal_d_3_77 ( 6 ) 1 3.33 58.756 0.59 0:25:00 1 0 0 100
exit_long_normal_d_3_42 ( 6 ) 1 2.57 55.761 0.56 1 day, 4:35:00 1 0 0 100
exit_long_quick_o_3 ( 43 ) 1 3.43 54.927 0.55 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.45 47.263 0.47 0:10:00 2 0 0 100
exit_long_normal_d_2_15 ( 6 ) 1 1.76 43.628 0.44 7:30:00 1 0 0 100
exit_long_normal_d_2_93 ( 6 ) 1 2.32 41.099 0.41 0:25:00 1 0 0 100
exit_long_normal_d_2_60 ( 5 ) 1 2.06 36.509 0.37 0:57:00 1 0 0 100
exit_long_quick_u_2 ( 41 ) 1 2.2 36.268 0.36 0:03:00 1 0 0 100
exit_long_normal_d_1_81 ( 6 ) 1 1.94 35.102 0.35 1:05:00 1 0 0 100
exit_profit_long_normal_t_1_2_m ( 1 ) 1 1.77 28.291 0.28 0:28:00 1 0 0 100
exit_long_normal_d_1_77 ( 6 ) 1 1.56 28.253 0.28 0:50:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.66 26.187 0.26 0:09:00 1 0 0 100
exit_long_normal_d_1_47 ( 3 ) 1 0.78 24.494 0.24 7 days, 9:54:00 1 0 0 100
exit_long_normal_d_1_60 ( 6 ) 1 1.23 22.975 0.23 0:36:00 1 0 0 100
exit_long_normal_d_1_45 ( 6 ) 1 1.13 22.798 0.23 1:31:00 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 22.362 0.22 0:33:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 2 0.58 22.102 0.22 1 day, 9:24:00 2 0 0 100
exit_long_normal_w_1_1 ( 6 ) 1 0.65 21.779 0.22 7 days, 10:13:00 1 0 0 100
exit_long_quick_d_1_10 ( 41 ) 1 0.88 20.165 0.2 1:57:00 1 0 0 100
exit_long_normal_d_1_60 ( 5 ) 1 1.07 19.589 0.2 0:10:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.04 18.796 0.19 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.02 17.932 0.18 0:08:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 1 1.06 16.847 0.17 0:09:00 1 0 0 100
exit_long_normal_d_1_95 ( 5 ) 1 1.06 16.814 0.17 1:59:00 1 0 0 100
exit_profit_long_tc_t_0_1_m ( 142 ) 1 0.86 15.130 0.15 5:59:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 5 ) 1 0.57 10.066 0.1 0:36:00 1 0 0 100
exit_long_normal_d_0_78 ( 5 ) 1 0.43 8.432 0.08 2:22:00 1 0 0 100
exit_long_normal_u_0 ( 4 ) 1 0.26 4.314 0.04 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 2 ) 1 0.23 4.211 0.04 0:01:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 6 ) 1 0.16 2.673 0.03 2:50:00 1 0 0 100
force_exit 3 -5.21 -619.424 -6.19 14 days, 12:50:00 0 0 3 0
TOTAL 45 1.39 840.685 8.41 2 days, 1:16:00 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%
('5 ', 'exit_long_normal_w_6_7 ( 5 )') 1 6.38 113.515 1.14 4:25:00 1 0 0 100
('6 ', 'exit_long_normal_w_5_4 ( 6 )') 1 5.98 96.426 0.96 2:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_5_92 ( 6 )') 1 5.44 90.435 0.9 1:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_4 ( 6 )') 1 4.63 82.669 0.83 4:45:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.57 82.619 0.83 26 days, 22:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_80 ( 6 )') 1 3.71 67.357 0.67 0:47:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.32 62.265 0.62 2:40:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 2 1.6 58.928 0.59 12:00:00 2 0 0 100
('6 ', 'exit_long_normal_d_3_77 ( 6 )') 1 3.33 58.756 0.59 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 1 2.57 55.761 0.56 1 day, 4:35:00 1 0 0 100
('43 ', 'exit_long_quick_o_3 ( 43 )') 1 3.43 54.927 0.55 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.45 47.263 0.47 0:10:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_15 ( 6 )') 1 1.76 43.628 0.44 7:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_93 ( 6 )') 1 2.32 41.099 0.41 0:25:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_60 ( 5 )') 1 2.06 36.509 0.37 0:57:00 1 0 0 100
('41 ', 'exit_long_quick_u_2 ( 41 )') 1 2.2 36.268 0.36 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_81 ( 6 )') 1 1.94 35.102 0.35 1:05:00 1 0 0 100
('1 ', 'exit_profit_long_normal_t_1_2_m ( 1 )') 1 1.77 28.291 0.28 0:28:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_77 ( 6 )') 1 1.56 28.253 0.28 0:50:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.66 26.187 0.26 0:09:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_47 ( 3 )') 1 0.78 24.494 0.24 7 days, 9:54:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_60 ( 6 )') 1 1.23 22.975 0.23 0:36:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_45 ( 6 )') 1 1.13 22.798 0.23 1:31:00 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 22.362 0.22 0:33:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 2 0.58 22.102 0.22 1 day, 9:24:00 2 0 0 100
('6 ', 'exit_long_normal_w_1_1 ( 6 )') 1 0.65 21.779 0.22 7 days, 10:13:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_10 ( 41 )') 1 0.88 20.165 0.2 1:57:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_60 ( 5 )') 1 1.07 19.589 0.2 0:10:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.04 18.796 0.19 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.02 17.932 0.18 0:08:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 1 1.06 16.847 0.17 0:09:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_95 ( 5 )') 1 1.06 16.814 0.17 1:59:00 1 0 0 100
('142 ', 'exit_profit_long_tc_t_0_1_m ( 142 )') 1 0.86 15.130 0.15 5:59:00 1 0 0 100
('5 ', 'exit_profit_long_normal_t_0_2_m ( 5 )') 1 0.57 10.066 0.1 0:36:00 1 0 0 100
('5 ', 'exit_long_normal_d_0_78 ( 5 )') 1 0.43 8.432 0.08 2:22:00 1 0 0 100
('4 ', 'exit_long_normal_u_0 ( 4 )') 1 0.26 4.314 0.04 0:01:00 1 0 0 100
('2 ', 'exit_long_normal_u_0 ( 2 )') 1 0.23 4.211 0.04 0:01:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_2_m ( 6 )') 1 0.16 2.673 0.03 2:50:00 1 0 0 100
('2 ', 'force_exit') 1 -6.21 -139.528 -1.4 1 day, 21:10:00 0 0 1 0
('6 ', 'force_exit') 1 -7.27 -237.792 -2.38 13 days, 5:25:00 0 0 1 0
('3 6 ', 'force_exit') 1 -2.14 -242.104 -2.42 28 days, 11:55:00 0 0 1 0
TOTAL 45 1.39 840.685 8.41 2 days, 1:16:00 42 0 3 93.3

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/01/2024 133.307 6 0 0
04/01/2024 175.183 4 0 0
05/01/2024 118.026 2 0 0
06/01/2024 40.581 2 0 0
07/01/2024 37.474 2 0 0
08/01/2024 151.128 4 0 0
09/01/2024 43.628 1 0 0
10/01/2024 186.943 5 0 0
11/01/2024 15.13 1 0 0
12/01/2024 17.932 1 0 0
13/01/2024 58.756 1 0 0
14/01/2024 0 0 0 0
15/01/2024 0 0 0 0
16/01/2024 33.042 2 0 0
17/01/2024 0 0 0 0
18/01/2024 0 0 0 0
19/01/2024 0 0 0 0
20/01/2024 160.277 3 0 0
21/01/2024 0 0 0 0
22/01/2024 61.028 2 0 0
23/01/2024 125.467 4 0 0
24/01/2024 0 0 0 0
25/01/2024 0 0 0 0
26/01/2024 0 0 0 0
27/01/2024 0 0 0 0
28/01/2024 19.589 1 0 0
29/01/2024 0 0 0 0
30/01/2024 82.619 1 0 0
31/01/2024 0 0 0 0
01/02/2024 -619.424 0 0 3

SUMMARY METRICS

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-02-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 45 / 1.45
Starting balance 10000 USDT
Final balance 10840.685 USDT
Absolute profit 840.685 USDT
Total profit % 8.41%
CAGR % 158.68%
Sortino 10.94
Sharpe 7.78
Calmar 95.86
Profit factor 2.36
Expectancy (Ratio) 18.68 (0.09)
Avg. daily profit % 0.27%
Avg. stake amount 1638.178 USDT
Total trade volume 73718.014 USDT
Best Pair PEOPLE/USDT 2.88%
Worst Pair FUN/USDT -2.38%
Best trade REQ/USDT 6.38%
Worst trade FUN/USDT -7.27%
Best day 186.943 USDT
Worst day -619.424 USDT
Days win/draw/lose 17 / 12 / 1
Avg. Duration Winners 1 day, 3:52:00
Avg. Duration Loser 14 days, 12:50:00
Max Consecutive Wins / Loss 42 / 3
Rejected Entry signals 43
Entry/Exit Timeouts 0 / 0
Min balance 10022.371 USDT
Max balance 11460.109 USDT
Max % of account underwater 5.41%
Absolute Drawdown (Account) 5.41%
Absolute Drawdown 619.424 USDT
Drawdown high 1460.109 USDT
Drawdown low 840.685 USDT
Drawdown Start 2024-01-30 02:15:00
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 45 1.39 840.685 8.41 2 days, 1:16:00 42 0 3 93.3 619.424 USDT 5.41%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20240201-20240301

Current Previous v15.1.214 v15.1.206 v15.1.189
Average Duration 15:27:00 15:27:00 15:28:00 1 day, 2:48:00 21:28:00
Market Change 41.17 % 41.17 % 41.17 % 41.17 % 41.17 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.46 % 1.46 % 1.53 % 1.8 % 1.67 %
Profit Sum 45.14 % 45.14 % 47.34 % 57.54 % 66.87 %
Profit Total 8.11 % 8.09 % 8.49 % 11.08 % 12.78 %
Trades 31 31 31 32 40
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VTHO/USDT 2 2.86 103.586 1.04 1:12:00 2 0 0 100
TKO/USDT 2 2.63 92.965 0.93 0:38:00 2 0 0 100
SPELL/USDT 3 1.3 71.236 0.71 12:00:00 3 0 0 100
VET/USDT 2 1.68 57.969 0.58 1:22:00 2 0 0 100
UMA/USDT 1 2.88 52.883 0.53 7:15:00 1 0 0 100
RIF/USDT 2 1.31 51.226 0.51 1 day, 1:42:00 2 0 0 100
CELR/USDT 1 2.14 49.772 0.5 13 days, 9:05:00 1 0 0 100
AUDIO/USDT 1 2.16 36.514 0.37 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 28.917 0.29 0:03:00 2 0 0 100
INJ/USDT 1 1.66 28.625 0.29 0:08:00 1 0 0 100
C98/USDT 1 1.58 27.315 0.27 0:08:00 1 0 0 100
THETA/USDT 1 1.56 27.161 0.27 0:03:00 1 0 0 100
ZEN/USDT 1 1.53 25.738 0.26 0:01:00 1 0 0 100
FET/USDT 1 1.12 19.136 0.19 0:50:00 1 0 0 100
PERP/USDT 1 1.07 18.957 0.19 8:15:00 1 0 0 100
FIL/USDT 1 1.02 17.894 0.18 0:30:00 1 0 0 100
PEOPLE/USDT 1 1.04 17.712 0.18 0:01:00 1 0 0 100
ALICE/USDT 1 1.02 17.666 0.18 0:06:00 1 0 0 100
HIGH/USDT 1 0.94 16.295 0.16 2:26:00 1 0 0 100
OM/USDT 2 0.4 15.052 0.15 16:20:00 2 0 0 100
GTC/USDT 1 0.15 2.491 0.02 0:01:00 1 0 0 100
UNI/USDT 1 0.14 2.410 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
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
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
PHA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
POND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QTUM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STPT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STRAX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUPER/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SUSHI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TFUEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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
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
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 31 1.46 810.914 8.11 15:27:00 31 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 2.14 49.772 0.5 13 days, 9:05:00 1 0 0 100
TOTAL 1 2.14 49.772 0.5 13 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 17 1.61 492.155 4.92 8:43:00 17 0 0 100
2 4 1.35 92.215 0.92 0:38:00 4 0 0 100
143 2 1.56 54.697 0.55 1:37:00 2 0 0 100
142 3 0.98 50.736 0.51 0:57:00 3 0 0 100
120 1 2.14 49.772 0.5 13 days, 9:05:00 1 0 0 100
2 3 1 1.58 27.315 0.27 0:08:00 1 0 0 100
141 142 1 1.12 19.136 0.19 0:50:00 1 0 0 100
2 6 1 1.02 17.666 0.18 0:06:00 1 0 0 100
2 3 6 1 0.42 7.223 0.07 0:01:00 1 0 0 100
TOTAL 31 1.46 810.914 8.11 15:27:00 31 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 3 1.46 75.003 0.75 0:04:00 3 0 0 100
exit_long_normal_w_4_3 ( 6 ) 1 4.08 72.325 0.72 1:13:00 1 0 0 100
exit_long_normal_w_3_2 ( 6 ) 1 2.88 52.883 0.53 7:15:00 1 0 0 100
exit_long_normal_w_3_10 ( 6 ) 1 2.65 52.284 0.52 1:48:00 1 0 0 100
exit_long_normal_d_3_77 ( 6 ) 1 3.08 51.302 0.51 0:35:00 1 0 0 100
force_exit 1 2.14 49.772 0.5 13 days, 9:05:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 2 1.4 48.327 0.48 0:02:00 2 0 0 100
exit_long_normal_w_2_10 ( 6 ) 1 2.37 46.258 0.46 4:05:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 2 1.15 39.406 0.39 0:03:00 2 0 0 100
exit_long_tc_d_2_95 ( 143 ) 1 2.1 36.803 0.37 2:44:00 1 0 0 100
exit_long_normal_u_2 ( 2 ) 1 2.16 36.514 0.37 0:01:00 1 0 0 100
exit_long_normal_d_2_77 ( 6 ) 1 2.08 35.580 0.36 0:30:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 4 0.49 35.394 0.35 20:12:00 4 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 27.315 0.27 0:08:00 1 0 0 100
exit_long_normal_d_1_55 ( 6 ) 1 0.93 20.281 0.2 1 day, 10:39:00 1 0 0 100
exit_long_tc_d_1_77 ( 141 142 ) 1 1.12 19.136 0.19 0:50:00 1 0 0 100
exit_long_normal_d_1_95 ( 6 ) 1 1.07 18.957 0.19 8:15:00 1 0 0 100
exit_long_tc_d_1_70 ( 143 ) 1 1.02 17.894 0.18 0:30:00 1 0 0 100
exit_long_normal_u_1 ( 2 6 ) 1 1.02 17.666 0.18 0:06:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 2 ) 1 0.94 16.295 0.16 2:26:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 6 ) 1 0.42 7.223 0.07 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.15 2.491 0.02 0:01:00 1 0 0 100
exit_profit_long_tc_t_0_3_m ( 142 ) 1 0.14 2.410 0.02 2:46:00 1 0 0 100
TOTAL 31 1.46 810.914 8.11 15:27:00 31 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.46 75.003 0.75 0:04:00 3 0 0 100
('6 ', 'exit_long_normal_w_4_3 ( 6 )') 1 4.08 72.325 0.72 1:13:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_2 ( 6 )') 1 2.88 52.883 0.53 7:15:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_10 ( 6 )') 1 2.65 52.284 0.52 1:48:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_77 ( 6 )') 1 3.08 51.302 0.51 0:35:00 1 0 0 100
('120 ', 'force_exit') 1 2.14 49.772 0.5 13 days, 9:05:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 2 1.4 48.327 0.48 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_w_2_10 ( 6 )') 1 2.37 46.258 0.46 4:05:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 2 1.15 39.406 0.39 0:03:00 2 0 0 100
('143 ', 'exit_long_tc_d_2_95 ( 143 )') 1 2.1 36.803 0.37 2:44:00 1 0 0 100
('2 ', 'exit_long_normal_u_2 ( 2 )') 1 2.16 36.514 0.37 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_77 ( 6 )') 1 2.08 35.580 0.36 0:30:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 4 0.49 35.394 0.35 20:12:00 4 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 27.315 0.27 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_55 ( 6 )') 1 0.93 20.281 0.2 1 day, 10:39:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_1_77 ( 141 142 )') 1 1.12 19.136 0.19 0:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_95 ( 6 )') 1 1.07 18.957 0.19 8:15:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_70 ( 143 )') 1 1.02 17.894 0.18 0:30:00 1 0 0 100
('2 6 ', 'exit_long_normal_u_1 ( 2 6 )') 1 1.02 17.666 0.18 0:06:00 1 0 0 100
('2 ', 'exit_profit_long_normal_t_0_1_m ( 2 )') 1 0.94 16.295 0.16 2:26:00 1 0 0 100
('2 3 6 ', 'exit_long_normal_u_0 ( 2 3 6 )') 1 0.42 7.223 0.07 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.15 2.491 0.02 0:01:00 1 0 0 100
('142 ', 'exit_profit_long_tc_t_0_3_m ( 142 )') 1 0.14 2.410 0.02 2:46:00 1 0 0 100
TOTAL 31 1.46 810.914 8.11 15:27:00 31 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 46.258 1 0 0
16/02/2024 103.586 2 0 0
17/02/2024 0 0 0 0
18/02/2024 30.706 2 0 0
19/02/2024 0 0 0 0
20/02/2024 96.84 5 0 0
21/02/2024 0 0 0 0
22/02/2024 15.374 1 0 0
23/02/2024 57.126 3 0 0
24/02/2024 20.281 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 221.315 10 0 0
29/02/2024 134.085 3 0 0
01/03/2024 49.772 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 31 / 1.07
Starting balance 10000 USDT
Final balance 10810.914 USDT
Absolute profit 810.914 USDT
Total profit % 8.11%
CAGR % 166.81%
Sortino -100.00
Sharpe 31.86
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 26.16 (100.00)
Avg. daily profit % 0.28%
Avg. stake amount 1652.983 USDT
Total trade volume 51242.481 USDT
Best Pair VTHO/USDT 1.04%
Worst Pair 1INCH/USDT 0.00%
Best trade TKO/USDT 4.08%
Worst trade UNI/USDT 0.14%
Best day 221.315 USDT
Worst day 0 USDT
Days win/draw/lose 12 / 18 / 0
Avg. Duration Winners 15:27:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 31 / 0
Rejected Entry signals 12
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 31 1.46 810.914 8.11 15:27:00 31 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20240301-20240401

Current Previous v15.1.214 v15.1.206 v15.1.189
Average Duration 2 days, 4:11:00 2 days, 5:35:00 2 days, 5:37:00 1 day, 22:37:00 6 days, 13:38:00
Market Change 39.98 % 39.98 % 39.98 % 39.98 % 39.98 %
Max Drawdown 8.5474 % 8.6921 % 8.6887 % 8.5424 % 13.3774 %
Profit Mean 1.87 % 1.86 % 1.86 % 1.81 % 0.86 %
Profit Sum 93.64 % 92.92 % 93.12 % 105.05 % 20.52 %
Profit Total 8.88 % 8.67 % 8.71 % 11.07 % -7.26 %
Trades 50 50 50 58 24
Win Rate 94.0 % 94.0 % 94.0 % 94.83 % 79.17 %
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 7 2.44 294.199 2.94 3:16:00 7 0 0 100
TKO/USDT 3 2.91 156.586 1.57 1:58:00 3 0 0 100
FIS/USDT 3 2.91 146.366 1.46 2:22:00 3 0 0 100
DOGE/USDT 4 1.71 114.605 1.15 0:36:00 4 0 0 100
SHIB/USDT 2 3.4 112.292 1.12 0:45:00 2 0 0 100
PEOPLE/USDT 2 3.07 99.106 0.99 1:00:00 2 0 0 100
DATA/USDT 1 5.64 95.522 0.96 0:45:00 1 0 0 100
FTM/USDT 1 2.13 82.854 0.83 5 days, 2:27:00 1 0 0 100
VIDT/USDT 2 2.42 81.480 0.81 1:22:00 2 0 0 100
QI/USDT 1 4.94 80.085 0.8 0:50:00 1 0 0 100
ZRX/USDT 3 1.4 76.153 0.76 4:56:00 3 0 0 100
MTL/USDT 1 4.07 63.661 0.64 0:16:00 1 0 0 100
XEC/USDT 1 3.4 56.778 0.57 4:50:00 1 0 0 100
FET/USDT 1 3.0 51.158 0.51 0:12:00 1 0 0 100
LTO/USDT 2 1.45 49.099 0.49 1:38:00 2 0 0 100
ATOM/USDT 1 1.87 46.244 0.46 19 days, 6:50:00 1 0 0 100
AXS/USDT 1 1.79 40.179 0.4 12:35:00 1 0 0 100
PERP/USDT 1 1.58 40.115 0.4 2 days, 8:15:00 1 0 0 100
FORTH/USDT 1 1.65 39.375 0.39 2 days, 17:00:00 1 0 0 100
OM/USDT 1 1.76 34.419 0.34 2:06:00 1 0 0 100
TFUEL/USDT 1 1.43 23.787 0.24 0:03:00 1 0 0 100
POND/USDT 1 1.27 21.801 0.22 0:18:00 1 0 0 100
MDT/USDT 1 1.17 20.961 0.21 0:25:00 1 0 0 100
ERN/USDT 1 0.93 20.863 0.21 3:57:00 1 0 0 100
IDEX/USDT 1 1.16 19.707 0.2 0:10:00 1 0 0 100
ALGO/USDT 1 1.03 17.657 0.18 3:13:00 1 0 0 100
NEAR/USDT 1 0.96 17.374 0.17 5:19:00 1 0 0 100
BADGER/USDT 1 0.18 2.935 0.03 16:10:00 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
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
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
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
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
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 -2.98 -323.013 -3.23 26 days, 7:50:00 0 0 1 0
WAXP/USDT 1 -3.45 -326.514 -3.27 30 days, 17:05:00 0 0 1 0
RARE/USDT 1 -6.15 -368.071 -3.68 17 days, 12:20:00 0 0 1 0
TOTAL 50 1.87 887.763 8.88 2 days, 4:11:00 47 0 3 94.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ATOM/USDT 1 1.87 46.244 0.46 19 days, 6:50:00 1 0 0 100
BAKE/USDT 1 -2.98 -323.013 -3.23 26 days, 7:50:00 0 0 1 0
WAXP/USDT 1 -3.45 -326.514 -3.27 30 days, 17:05:00 0 0 1 0
RARE/USDT 1 -6.15 -368.071 -3.68 17 days, 12:20:00 0 0 1 0
TOTAL 4 -2.68 -971.354 -9.71 23 days, 11:01:00 1 0 3 25.0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 33 1.95 593.261 5.93 1 day, 14:22:00 31 0 2 93.9
42 4 2.23 154.088 1.54 2:14:00 4 0 0 100
120 2 2.0 129.098 1.29 12 days, 4:38:00 2 0 0 100
3 1 5.64 95.522 0.96 0:45:00 1 0 0 100
142 4 1.2 81.104 0.81 1:08:00 4 0 0 100
1 1 1.87 33.389 0.33 0:21:00 1 0 0 100
43 1 1.5 24.842 0.25 0:01:00 1 0 0 100
41 1 1.17 20.961 0.21 0:25:00 1 0 0 100
6 142 1 0.96 17.374 0.17 5:19:00 1 0 0 100
2 2 0.2 -261.877 -2.62 15 days, 8:50:00 1 0 1 50.0
TOTAL 50 1.87 887.763 8.88 2 days, 4:11:00 47 0 3 94.0

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_normal_t_1_1_m ( 6 ) 4 1.66 112.838 1.13 2:30:00 4 0 0 100
exit_long_normal_d_3_42 ( 6 ) 2 3.27 108.498 1.08 1:10:00 2 0 0 100
exit_long_normal_w_5_7 ( 3 ) 1 5.64 95.522 0.96 0:45:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 6 ) 2 2.16 87.027 0.87 1 day, 9:00:00 2 0 0 100
exit_long_grind_g ( 120 ) 1 2.13 82.854 0.83 5 days, 2:27:00 1 0 0 100
exit_long_normal_w_4_7 ( 6 ) 1 4.94 80.085 0.8 0:50:00 1 0 0 100
exit_profit_long_normal_t_4_1_m ( 6 ) 1 4.64 74.264 0.74 2:00:00 1 0 0 100
exit_long_normal_d_4_77 ( 6 ) 1 4.22 72.471 0.72 0:30:00 1 0 0 100
exit_long_normal_d_4_93 ( 6 ) 1 4.23 70.721 0.71 0:20:00 1 0 0 100
exit_long_normal_d_4_42 ( 6 ) 1 4.15 64.925 0.65 1:10:00 1 0 0 100
exit_long_normal_d_3_83 ( 2 ) 1 3.84 64.637 0.65 0:35:00 1 0 0 100
exit_long_normal_d_4_89 ( 6 ) 1 4.07 63.661 0.64 0:16:00 1 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.4 56.778 0.57 4:50:00 1 0 0 100
exit_long_quick_d_3_87 ( 42 ) 1 3.3 56.232 0.56 0:10:00 1 0 0 100
exit_long_quick_d_3_78 ( 42 ) 1 3.32 54.952 0.55 0:15:00 1 0 0 100
exit_long_normal_d_3_81 ( 6 ) 1 3.01 51.530 0.52 0:55:00 1 0 0 100
exit_long_normal_d_3_70 ( 6 ) 1 3.0 51.158 0.51 0:12:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 2 1.37 46.229 0.46 0:04:00 2 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.3 43.494 0.43 0:06:00 2 0 0 100
exit_long_normal_d_2_80 ( 6 ) 1 2.56 43.195 0.43 0:35:00 1 0 0 100
exit_long_normal_d_2_93 ( 6 ) 1 2.42 40.329 0.4 0:35:00 1 0 0 100
exit_long_normal_w_2_2 ( 6 ) 1 1.79 40.179 0.4 12:35:00 1 0 0 100
exit_long_normal_w_2_1 ( 6 ) 1 1.58 40.115 0.4 2 days, 8:15:00 1 0 0 100
exit_long_normal_d_2_16 ( 6 ) 1 2.12 36.112 0.36 2:12:00 1 0 0 100
exit_long_normal_w_2_11 ( 6 ) 1 1.6 35.717 0.36 5:10:00 1 0 0 100
exit_long_normal_d_2_42 ( 6 ) 1 1.76 34.419 0.34 2:06:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 1 1.87 33.389 0.33 0:21:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.5 24.842 0.25 0:01:00 1 0 0 100
exit_long_normal_w_1_9 ( 6 ) 1 1.2 22.720 0.23 1:46:00 1 0 0 100
exit_long_quick_d_1_20 ( 42 ) 1 1.27 21.801 0.22 0:18:00 1 0 0 100
exit_long_normal_d_1_84 ( 6 ) 1 1.31 21.661 0.22 6:12:00 1 0 0 100
exit_long_quick_d_1_61 ( 42 ) 1 1.03 21.102 0.21 8:15:00 1 0 0 100
exit_long_quick_d_1_70 ( 41 ) 1 1.17 20.961 0.21 0:25:00 1 0 0 100
exit_long_normal_d_1_95 ( 6 ) 1 0.93 20.863 0.21 3:57:00 1 0 0 100
exit_long_tc_d_1_64 ( 142 ) 1 1.03 17.657 0.18 3:13:00 1 0 0 100
exit_long_normal_d_1_64 ( 6 142 ) 1 0.96 17.374 0.17 5:19:00 1 0 0 100
exit_long_tc_d_1_27 ( 142 ) 1 1.04 17.218 0.17 1:08:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.33 8.651 0.09 16:55:00 1 0 0 100
exit_long_normal_d_0_42 ( 6 ) 1 0.18 2.935 0.03 16:10:00 1 0 0 100
force_exit 4 -2.68 -971.354 -9.71 23 days, 11:01:00 1 0 3 25.0
TOTAL 50 1.87 887.763 8.88 2 days, 4:11:00 47 0 3 94.0

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_1_1_m ( 6 )') 4 1.66 112.838 1.13 2:30:00 4 0 0 100
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 2 3.27 108.498 1.08 1:10:00 2 0 0 100
('3 ', 'exit_long_normal_w_5_7 ( 3 )') 1 5.64 95.522 0.96 0:45:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_1_m ( 6 )') 2 2.16 87.027 0.87 1 day, 9:00:00 2 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 2.13 82.854 0.83 5 days, 2:27:00 1 0 0 100
('6 ', 'exit_long_normal_w_4_7 ( 6 )') 1 4.94 80.085 0.8 0:50:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_4_1_m ( 6 )') 1 4.64 74.264 0.74 2:00:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_77 ( 6 )') 1 4.22 72.471 0.72 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_93 ( 6 )') 1 4.23 70.721 0.71 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_42 ( 6 )') 1 4.15 64.925 0.65 1:10:00 1 0 0 100
('2 ', 'exit_long_normal_d_3_83 ( 2 )') 1 3.84 64.637 0.65 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_89 ( 6 )') 1 4.07 63.661 0.64 0:16:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.4 56.778 0.57 4:50:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_87 ( 42 )') 1 3.3 56.232 0.56 0:10:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_78 ( 42 )') 1 3.32 54.952 0.55 0:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_81 ( 6 )') 1 3.01 51.530 0.52 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_70 ( 6 )') 1 3.0 51.158 0.51 0:12:00 1 0 0 100
('120 ', 'force_exit') 1 1.87 46.244 0.46 19 days, 6:50:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 2 1.37 46.229 0.46 0:04:00 2 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.3 43.494 0.43 0:06:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_80 ( 6 )') 1 2.56 43.195 0.43 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_93 ( 6 )') 1 2.42 40.329 0.4 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_2 ( 6 )') 1 1.79 40.179 0.4 12:35:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_1 ( 6 )') 1 1.58 40.115 0.4 2 days, 8:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_16 ( 6 )') 1 2.12 36.112 0.36 2:12:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_11 ( 6 )') 1 1.6 35.717 0.36 5:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_42 ( 6 )') 1 1.76 34.419 0.34 2:06:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 1 1.87 33.389 0.33 0:21:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 1 1.5 24.842 0.25 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_9 ( 6 )') 1 1.2 22.720 0.23 1:46:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_20 ( 42 )') 1 1.27 21.801 0.22 0:18:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_84 ( 6 )') 1 1.31 21.661 0.22 6:12:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_61 ( 42 )') 1 1.03 21.102 0.21 8:15:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_70 ( 41 )') 1 1.17 20.961 0.21 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_95 ( 6 )') 1 0.93 20.863 0.21 3:57:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_64 ( 142 )') 1 1.03 17.657 0.18 3:13:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_1_64 ( 6 142 )') 1 0.96 17.374 0.17 5:19:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_27 ( 142 )') 1 1.04 17.218 0.17 1:08:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.33 8.651 0.09 16:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_42 ( 6 )') 1 0.18 2.935 0.03 16:10:00 1 0 0 100
('2 ', 'force_exit') 1 -3.45 -326.514 -3.27 30 days, 17:05:00 0 0 1 0
('6 ', 'force_exit') 2 -4.57 -691.084 -6.91 21 days, 22:05:00 0 0 2 0
TOTAL 50 1.87 887.763 8.88 2 days, 4:11:00 47 0 3 94.0

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
02/03/2024 60.275 2 0 0
03/03/2024 42.06 2 0 0
04/03/2024 107.936 2 0 0
05/03/2024 46.229 2 0 0
06/03/2024 48.83 2 0 0
07/03/2024 128.587 2 0 0
08/03/2024 197.232 3 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 80.085 1 0 0
13/03/2024 0 0 0 0
14/03/2024 0 0 0 0
15/03/2024 100.697 4 0 0
16/03/2024 99.334 3 0 0
17/03/2024 58.206 2 0 0
18/03/2024 154.245 3 0 0
19/03/2024 355.969 9 0 0
20/03/2024 183.164 3 0 0
21/03/2024 0 0 0 0
22/03/2024 39.375 1 0 0
23/03/2024 0 0 0 0
24/03/2024 0 0 0 0
25/03/2024 0 0 0 0
26/03/2024 0 0 0 0
27/03/2024 0 0 0 0
28/03/2024 33.789 1 0 0
29/03/2024 123.104 4 0 0
30/03/2024 0 0 0 0
31/03/2024 0 0 0 0
01/04/2024 -971.354 1 0 3

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 50 / 1.61
Starting balance 10000 USDT
Final balance 10887.763 USDT
Absolute profit 887.763 USDT
Total profit % 8.88%
CAGR % 172.22%
Sortino 26.73
Sharpe 5.91
Calmar 64.01
Profit factor 1.87
Expectancy (Ratio) 17.76 (0.05)
Avg. daily profit % 0.29%
Avg. stake amount 1523.733 USDT
Total trade volume 76186.674 USDT
Best Pair RAY/USDT 2.94%
Worst Pair RARE/USDT -3.68%
Best trade DATA/USDT 5.64%
Worst trade RARE/USDT -6.15%
Best day 355.969 USDT
Worst day -971.354 USDT
Days win/draw/lose 17 / 13 / 1
Avg. Duration Winners 17:27:00
Avg. Duration Loser 24 days, 20:25:00
Max Consecutive Wins / Loss 47 / 3
Rejected Entry signals 143
Entry/Exit Timeouts 0 / 0
Min balance 10057.34 USDT
Max balance 11905.361 USDT
Max % of account underwater 8.55%
Absolute Drawdown (Account) 8.55%
Absolute Drawdown 1017.598 USDT
Drawdown high 1905.361 USDT
Drawdown low 887.763 USDT
Drawdown Start 2024-04-01 00:00:00
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 50 1.87 887.763 8.88 2 days, 4:11:00 47 0 3 94.0 1017.598 USDT 8.55%

@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 v15.1.214 v15.1.206 v15.1.189
Average Duration 2 days, 20:10:00 2 days, 20:11:00 2 days, 20:11:00 4 days, 8:38:00 2 days, 16:10:00
Market Change -31.63 % -31.63 % -31.63 % -31.63 % -31.63 %
Max Drawdown 16.6355 % 16.6049 % 16.6053 % 20.9426 % 19.214 %
Profit Mean 0.25 % 0.22 % 0.22 % -0.38 % -0.07 %
Profit Sum 8.87 % 7.53 % 7.53 % -10.25 % -3.09 %
Profit Total -10.6 % -10.57 % -10.57 % -17.35 % -14.22 %
Trades 35 35 35 27 44
Win Rate 88.57 % 88.57 % 88.57 % 81.48 % 86.36 %
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 1.48 82.651 0.83 18 days, 0:55:00 1 0 0 100
BCH/USDT 1 4.47 74.158 0.74 11:50:00 1 0 0 100
NEO/USDT 1 3.33 56.942 0.57 2:40:00 1 0 0 100
FARM/USDT 1 3.73 53.981 0.54 1:10:00 1 0 0 100
CKB/USDT 1 3.01 51.316 0.51 0:14:00 1 0 0 100
OM/USDT 2 1.55 49.830 0.5 0:22:00 2 0 0 100
C98/USDT 2 0.93 31.751 0.32 2:46:00 2 0 0 100
NKN/USDT 1 1.76 29.338 0.29 2:00:00 1 0 0 100
FIL/USDT 1 1.4 24.795 0.25 5:10:00 1 0 0 100
AR/USDT 1 1.64 24.734 0.25 1:00:00 1 0 0 100
ARPA/USDT 1 1.58 23.016 0.23 0:02:00 1 0 0 100
QTUM/USDT 1 1.17 19.951 0.2 0:02:00 1 0 0 100
HIGH/USDT 1 1.3 19.466 0.19 0:03:00 1 0 0 100
DOGE/USDT 1 1.17 19.403 0.19 0:07:00 1 0 0 100
VET/USDT 1 1.13 19.026 0.19 0:03:00 1 0 0 100
BLZ/USDT 1 1.29 18.933 0.19 0:14:00 1 0 0 100
BNX/USDT 1 1.07 18.706 0.19 19:31:00 1 0 0 100
BADGER/USDT 1 1.07 18.061 0.18 0:02:00 1 0 0 100
NEAR/USDT 1 1.01 16.967 0.17 6 days, 9:25:00 1 0 0 100
BAKE/USDT 1 0.82 13.649 0.14 0:01:00 1 0 0 100
EOS/USDT 1 0.44 7.346 0.07 0:01:00 1 0 0 100
FET/USDT 1 0.27 6.663 0.07 2:45:00 1 0 0 100
PHA/USDT 1 0.4 6.086 0.06 0:01:00 1 0 0 100
ALGO/USDT 1 0.35 5.781 0.06 0:01:00 1 0 0 100
MOVR/USDT 1 0.31 5.115 0.05 0:01:00 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 2.739 0.03 0:01:00 1 0 0 100
ONT/USDT 1 0.15 2.434 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
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
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
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
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
MTL/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
PUNDIX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PYR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
QNT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAD/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RARE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RAY/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
REQ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RIF/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RLC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ROSE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
RUNE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SAND/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SANTOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SFP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SHIB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SKL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SLP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SOL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SPELL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STMX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STORJ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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
XVS/USDT 1 -8.81 -421.069 -4.21 17 days, 23:35:00 0 0 1 0
GTC/USDT 1 -6.54 -444.386 -4.44 18 days, 6:15:00 0 0 1 0
UNI/USDT 2 -4.89 -448.320 -4.48 9 days, 3:16:00 1 0 1 50.0
LTO/USDT 1 -5.68 -451.878 -4.52 18 days, 6:05:00 0 0 1 0
TOTAL 35 0.25 -1059.835 -10.6 2 days, 20:10:00 31 0 4 88.6

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NEAR/USDT 1 1.01 16.967 0.17 6 days, 9:25:00 1 0 0 100
XVS/USDT 1 -8.81 -421.069 -4.21 17 days, 23:35:00 0 0 1 0
GTC/USDT 1 -6.54 -444.386 -4.44 18 days, 6:15:00 0 0 1 0
LTO/USDT 1 -5.68 -451.878 -4.52 18 days, 6:05:00 0 0 1 0
UNI/USDT 1 -10.86 -466.689 -4.67 18 days, 6:30:00 0 0 1 0
TOTAL 5 -6.18 -1767.056 -17.67 15 days, 19:58:00 1 0 4 20.0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
42 3 2.8 130.031 1.3 0:48:00 3 0 0 100
142 4 1.61 106.687 1.07 3:00:00 4 0 0 100
120 2 1.25 99.618 1.0 12 days, 5:10:00 2 0 0 100
4 141 143 1 1.4 24.795 0.25 5:10:00 1 0 0 100
3 1 1.58 23.016 0.23 0:02:00 1 0 0 100
141 1 1.17 19.951 0.2 0:02:00 1 0 0 100
41 1 1.28 19.238 0.19 0:13:00 1 0 0 100
42 142 1 1.08 18.369 0.18 0:02:00 1 0 0 100
2 3 2 0.5 16.629 0.17 0:02:00 2 0 0 100
43 1 0.66 11.915 0.12 5:10:00 1 0 0 100
6 142 1 0.27 6.663 0.07 2:45:00 1 0 0 100
6 17 -0.99 -1536.747 -15.37 4 days, 8:14:00 13 0 4 76.5
TOTAL 35 0.25 -1059.835 -10.6 2 days, 20:10:00 31 0 4 88.6

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 95.322 0.95 0:09:00 5 0 0 100
exit_long_grind_g ( 120 ) 1 1.48 82.651 0.83 18 days, 0:55:00 1 0 0 100
exit_long_tc_d_4_84 ( 142 ) 1 4.47 74.158 0.74 11:50:00 1 0 0 100
exit_long_normal_w_3_11 ( 6 ) 1 3.33 56.942 0.57 2:40:00 1 0 0 100
exit_long_quick_w_3_11 ( 42 ) 1 3.73 53.981 0.54 1:10:00 1 0 0 100
exit_long_quick_d_3_65 ( 42 ) 1 3.01 51.316 0.51 0:14:00 1 0 0 100
exit_long_normal_d_1_70 ( 6 ) 1 1.83 30.592 0.31 0:30:00 1 0 0 100
exit_long_normal_d_1_3 ( 6 ) 1 1.76 29.338 0.29 2:00:00 1 0 0 100
exit_long_normal_d_1_13 ( 4 141 143 ) 1 1.4 24.795 0.25 5:10:00 1 0 0 100
exit_long_quick_d_1_81 ( 42 ) 1 1.64 24.734 0.25 1:00:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.58 23.016 0.23 0:02:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.17 19.951 0.2 0:02:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.17 19.403 0.19 0:07:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.28 19.238 0.19 0:13:00 1 0 0 100
exit_long_normal_w_1_12 ( 6 ) 1 1.07 18.706 0.19 19:31:00 1 0 0 100
exit_long_quick_u_1 ( 42 142 ) 1 1.08 18.369 0.18 0:02:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 ) 2 0.5 16.629 0.17 0:02:00 2 0 0 100
exit_long_normal_u_0 ( 6 ) 4 0.26 16.375 0.16 0:01:00 4 0 0 100
exit_long_tc_u_0 ( 142 ) 2 0.4 13.127 0.13 0:01:00 2 0 0 100
exit_long_quick_w_0_8 ( 43 ) 1 0.66 11.915 0.12 5:10:00 1 0 0 100
exit_long_normal_d_0_38 ( 6 142 ) 1 0.27 6.663 0.07 2:45:00 1 0 0 100
force_exit 5 -6.18 -1767.056 -17.67 15 days, 19:58:00 1 0 4 20.0
TOTAL 35 0.25 -1059.835 -10.6 2 days, 20:10:00 31 0 4 88.6

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 95.322 0.95 0:09:00 5 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.48 82.651 0.83 18 days, 0:55:00 1 0 0 100
('142 ', 'exit_long_tc_d_4_84 ( 142 )') 1 4.47 74.158 0.74 11:50:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_11 ( 6 )') 1 3.33 56.942 0.57 2:40:00 1 0 0 100
('42 ', 'exit_long_quick_w_3_11 ( 42 )') 1 3.73 53.981 0.54 1:10:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_65 ( 42 )') 1 3.01 51.316 0.51 0:14:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_70 ( 6 )') 1 1.83 30.592 0.31 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_3 ( 6 )') 1 1.76 29.338 0.29 2:00:00 1 0 0 100
('4 141 143 ', 'exit_long_normal_d_1_13 ( 4 141 143 )') 1 1.4 24.795 0.25 5:10:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_81 ( 42 )') 1 1.64 24.734 0.25 1:00:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.58 23.016 0.23 0:02:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.17 19.951 0.2 0:02:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.17 19.403 0.19 0:07:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.28 19.238 0.19 0:13:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_12 ( 6 )') 1 1.07 18.706 0.19 19:31:00 1 0 0 100
('42 142 ', 'exit_long_quick_u_1 ( 42 142 )') 1 1.08 18.369 0.18 0:02:00 1 0 0 100
('120 ', 'force_exit') 1 1.01 16.967 0.17 6 days, 9:25:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_0 ( 2 3 )') 2 0.5 16.629 0.17 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 4 0.26 16.375 0.16 0:01:00 4 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 2 0.4 13.127 0.13 0:01:00 2 0 0 100
('43 ', 'exit_long_quick_w_0_8 ( 43 )') 1 0.66 11.915 0.12 5:10:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_0_38 ( 6 142 )') 1 0.27 6.663 0.07 2:45:00 1 0 0 100
('6 ', 'force_exit') 4 -7.97 -1784.023 -17.84 18 days, 4:36:00 0 0 4 0
TOTAL 35 0.25 -1059.835 -10.6 2 days, 20:10:00 31 0 4 88.6

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/04/2024 33.104 5 0 0
02/04/2024 120.336 5 0 0
03/04/2024 29.338 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 67.679 3 0 0
11/04/2024 18.369 1 0 0
12/04/2024 56.662 3 0 0
13/04/2024 114.921 3 0 0
14/04/2024 76.996 2 0 0
15/04/2024 0 0 0 0
16/04/2024 18.933 1 0 0
17/04/2024 0 0 0 0
18/04/2024 18.706 1 0 0
19/04/2024 82.651 1 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 19.466 1 0 0
26/04/2024 6.086 1 0 0
27/04/2024 0 0 0 0
28/04/2024 0 0 0 0
29/04/2024 19.238 1 0 0
30/04/2024 24.734 1 0 0
01/05/2024 -1767.056 1 0 4

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 35 / 1.17
Starting balance 10000 USDT
Final balance 8940.165 USDT
Absolute profit -1059.835 USDT
Total profit % -10.60%
CAGR % -74.41%
Sortino -40.95
Sharpe -4.48
Calmar -40.57
Profit factor 0.41
Expectancy (Ratio) -30.28 (-0.07)
Avg. daily profit % -0.35%
Avg. stake amount 1411.557 USDT
Total trade volume 49404.49 USDT
Best Pair BCH/USDT 0.74%
Worst Pair UNI/USDT -4.48%
Best trade BCH/USDT 4.47%
Worst trade UNI/USDT -10.86%
Best day 120.336 USDT
Worst day -1767.056 USDT
Days win/draw/lose 15 / 15 / 1
Avg. Duration Winners 20:38:00
Avg. Duration Loser 18 days, 4:36:00
Max Consecutive Wins / Loss 30 / 2
Rejected Entry signals 827
Entry/Exit Timeouts 0 / 0
Min balance 8940.165 USDT
Max balance 10707.221 USDT
Max % of account underwater 16.64%
Absolute Drawdown (Account) 16.64%
Absolute Drawdown 1784.023 USDT
Drawdown high 724.188 USDT
Drawdown low -1059.835 USDT
Drawdown Start 2024-05-01 00:00:00
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 35 0.25 -1059.835 -10.6 2 days, 20:10:00 31 0 4 88.6 1784.023 USDT 16.64%

@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 v15.1.214 v15.1.206 v15.1.189
Average Duration 3 days, 4:00:00 3 days, 4:00:00 n/a 2 days, 21:06:00 2 days, 9:22:00
Market Change 2.35 % 2.35 % n/a 2.35 % 2.35 %
Max Drawdown 0.1135 % 0.1135 % n/a 0.1135 % 0.1135 %
Profit Mean 2.41 % 2.41 % n/a 2.31 % 2.14 %
Profit Sum 24.11 % 24.12 % n/a 25.45 % 32.07 %
Profit Total 4.67 % 4.65 % n/a 4.88 % 6.12 %
Trades 10 10 n/a 11 15
Win Rate 90.0 % 90.0 % n/a 90.91 % 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%
AUDIO/USDT 1 7.63 152.870 1.53 5:40:00 1 0 0 100
QI/USDT 1 4.93 97.284 0.97 2:10:00 1 0 0 100
UMA/USDT 1 3.3 74.471 0.74 7:42:00 1 0 0 100
IDEX/USDT 2 1.52 50.300 0.5 0:28:00 2 0 0 100
STX/USDT 1 2.01 33.890 0.34 0:06:00 1 0 0 100
ALGO/USDT 1 1.28 27.050 0.27 30 days, 16:50:00 1 0 0 100
PEOPLE/USDT 1 1.36 23.371 0.23 0:01:00 1 0 0 100
TRU/USDT 1 1.15 19.900 0.2 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
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
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 -11.894 -0.12 6:25:00 0 0 1 0
TOTAL 10 2.41 467.242 4.67 3 days, 4:00:00 9 0 1 90.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALGO/USDT 1 1.28 27.050 0.27 30 days, 16:50:00 1 0 0 100
ENJ/USDT 1 -0.58 -11.894 -0.12 6:25:00 0 0 1 0
TOTAL 2 0.35 15.157 0.15 15 days, 11:38:00 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 5 3.29 332.631 3.33 4:25:00 4 0 1 80.0
142 1 2.01 33.890 0.34 0:06:00 1 0 0 100
5 1 1.92 31.655 0.32 0:41:00 1 0 0 100
120 1 1.28 27.050 0.27 30 days, 16:50:00 1 0 0 100
43 1 1.36 23.371 0.23 0:01:00 1 0 0 100
41 1 1.12 18.645 0.19 0:15:00 1 0 0 100
TOTAL 10 2.41 467.242 4.67 3 days, 4:00:00 9 0 1 90.0

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_normal_t_9_1_m ( 6 ) 1 7.63 152.870 1.53 5:40:00 1 0 0 100
exit_long_normal_d_5_86 ( 6 ) 1 4.93 97.284 0.97 2:10:00 1 0 0 100
exit_long_normal_w_4_9 ( 6 ) 1 3.3 74.471 0.74 7:42:00 1 0 0 100
exit_long_tc_u_2 ( 142 ) 1 2.01 33.890 0.34 0:06:00 1 0 0 100
exit_long_normal_d_1_94 ( 5 ) 1 1.92 31.655 0.32 0:41:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.36 23.371 0.23 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.15 19.900 0.2 0:06:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.12 18.645 0.19 0:15:00 1 0 0 100
force_exit 2 0.35 15.157 0.15 15 days, 11:38:00 1 0 1 50.0
TOTAL 10 2.41 467.242 4.67 3 days, 4:00:00 9 0 1 90.0

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_profit_long_normal_t_9_1_m ( 6 )') 1 7.63 152.870 1.53 5:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_5_86 ( 6 )') 1 4.93 97.284 0.97 2:10:00 1 0 0 100
('6 ', 'exit_long_normal_w_4_9 ( 6 )') 1 3.3 74.471 0.74 7:42:00 1 0 0 100
('142 ', 'exit_long_tc_u_2 ( 142 )') 1 2.01 33.890 0.34 0:06:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_94 ( 5 )') 1 1.92 31.655 0.32 0:41:00 1 0 0 100
('120 ', 'force_exit') 1 1.28 27.050 0.27 30 days, 16:50:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 1 1.36 23.371 0.23 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.15 19.900 0.2 0:06:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.12 18.645 0.19 0:15:00 1 0 0 100
('6 ', 'force_exit') 1 -0.58 -11.894 -0.12 6:25:00 0 0 1 0
TOTAL 10 2.41 467.242 4.67 3 days, 4:00:00 9 0 1 90.0

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
08/05/2024 31.655 1 0 0
09/05/2024 93.115 2 0 0
10/05/2024 97.284 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 33.89 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 152.87 1 0 0
25/05/2024 23.371 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 19.9 1 0 0
31/05/2024 0 0 0 0
01/06/2024 15.157 1 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 10 / 0.32
Starting balance 10000 USDT
Final balance 10467.242 USDT
Absolute profit 467.242 USDT
Total profit % 4.67%
CAGR % 71.20%
Sortino -100.00
Sharpe 6.30
Calmar 2537.08
Profit factor 40.28
Expectancy (Ratio) 46.72 (3.93)
Avg. daily profit % 0.15%
Avg. stake amount 1555.14 USDT
Total trade volume 15551.399 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 152.87 USDT
Worst day 0 USDT
Days win/draw/lose 8 / 17 / 0
Avg. Duration Winners 3 days, 11:43:00
Avg. Duration Loser 6:25:00
Max Consecutive Wins / Loss 9 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10031.655 USDT
Max balance 10479.135 USDT
Max % of account underwater 0.11%
Absolute Drawdown (Account) 0.11%
Absolute Drawdown 11.894 USDT
Drawdown high 479.135 USDT
Drawdown low 467.242 USDT
Drawdown Start 2024-06-01 00:00:00
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 10 2.41 467.242 4.67 3 days, 4:00:00 9 0 1 90.0 11.894 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 v15.1.214 v15.1.206 v15.1.189
Average Duration 1 day, 0:19:00 1 day, 0:19:00 23:48:00 1 day, 6:34:00 10:21:00
Market Change -25.85 % -25.85 % -25.85 % -25.85 % -25.85 %
Max Drawdown 2.2086 % 2.2085 % 2.2084 % 4.1098 % 3.2366 %
Profit Mean 1.3 % 1.3 % 1.32 % 1.25 % 1.47 %
Profit Sum 57.1 % 57.1 % 59.31 % 60.23 % 151.26 %
Profit Total 8.94 % 8.89 % 9.29 % 8.43 % 26.58 %
Trades 44 44 45 48 103
Win Rate 97.73 % 97.73 % 97.78 % 95.83 % 99.03 %
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 2.65 228.115 2.28 0:58:00 5 0 0 100
MDT/USDT 2 3.09 113.522 1.14 2:02:00 2 0 0 100
FTM/USDT 2 1.42 93.382 0.93 9 days, 4:18:00 2 0 0 100
BNX/USDT 2 1.66 59.188 0.59 0:38:00 2 0 0 100
ALGO/USDT 2 1.6 56.389 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 37.883 0.38 0:36:00 2 0 0 100
EOS/USDT 2 0.97 35.524 0.36 1 day, 2:58:00 2 0 0 100
CRV/USDT 1 1.98 34.138 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 28.822 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 0.7 26.097 0.26 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
INJ/USDT 1 1.34 23.292 0.23 2:15:00 1 0 0 100
STMX/USDT 1 1.01 21.892 0.22 17:38:00 1 0 0 100
SANTOS/USDT 2 0.6 21.463 0.21 3:00:00 2 0 0 100
FIS/USDT 1 1.17 20.288 0.2 0:03:00 1 0 0 100
ALPHA/USDT 1 1.05 18.454 0.18 0:05:00 1 0 0 100
DOGE/USDT 1 1.04 18.384 0.18 0:34:00 1 0 0 100
MINA/USDT 1 1.05 18.182 0.18 0:06:00 1 0 0 100
THETA/USDT 1 1.02 18.133 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 16.901 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
AUCTION/USDT 1 0.68 11.348 0.11 0:02:00 1 0 0 100
CFX/USDT 1 0.25 6.309 0.06 6 days, 21:50:00 1 0 0 100
MTL/USDT 1 0.15 2.753 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
BURGER/USDT 2 -1.89 -219.895 -2.2 6 days, 10:12:00 1 0 1 50.0
TOTAL 44 1.3 894.118 8.94 1 day, 0:19:00 43 0 1 97.7

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FTM/USDT 1 1.86 75.930 0.76 18 days, 4:10:00 1 0 0 100
BURGER/USDT 1 -5.25 -244.322 -2.44 12 days, 19:55:00 0 0 1 0
TOTAL 2 -1.7 -168.392 -1.68 15 days, 12:02:00 1 0 1 50.0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
4 7 2.03 242.628 2.43 0:13:00 7 0 0 100
6 14 1.14 132.821 1.33 1 day, 0:07:00 13 0 1 92.9
143 6 1.07 112.835 1.13 0:38:00 6 0 0 100
142 3 1.61 85.567 0.86 17:34:00 3 0 0 100
120 1 1.86 75.930 0.76 18 days, 4:10:00 1 0 0 100
3 3 0.98 53.330 0.53 18:01:00 3 0 0 100
41 2 1.3 45.981 0.46 0:12:00 2 0 0 100
42 2 1.24 44.335 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 0.25 6.309 0.06 6 days, 21:50:00 1 0 0 100
TOTAL 44 1.3 894.118 8.94 1 day, 0:19:00 43 0 1 97.7

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_normal_u_1 ( 4 ) 3 1.39 72.386 0.72 0:03:00 3 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.82 68.724 0.69 1:40:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.11 56.723 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 44.798 0.45 2:25:00 1 0 0 100
exit_long_quick_w_2_8 ( 42 ) 1 2.29 40.829 0.41 1:35:00 1 0 0 100
exit_long_tc_d_1_70 ( 143 ) 2 1.1 38.160 0.38 0:34:00 2 0 0 100
exit_long_tc_u_1 ( 143 ) 2 1.02 36.239 0.36 0:26:00 2 0 0 100
exit_long_tc_u_2 ( 142 ) 1 2.04 35.839 0.36 0:02:00 1 0 0 100
exit_long_normal_d_1_46 ( 6 ) 1 1.96 35.614 0.36 0:45:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.98 34.138 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_normal_u_0 ( 4 ) 2 0.91 31.721 0.32 0:02:00 2 0 0 100
exit_long_quick_d_1_60 ( 41 ) 1 1.6 28.024 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 23.574 0.24 0:30:00 1 0 0 100
exit_long_normal_d_1_3 ( 6 ) 1 1.34 23.292 0.23 2:15:00 1 0 0 100
exit_long_normal_d_1_61 ( 6 ) 1 1.01 21.892 0.22 17:38:00 1 0 0 100
exit_long_normal_d_1_81 ( 6 ) 1 1.11 20.740 0.21 1:45:00 1 0 0 100
exit_long_tc_d_1_20 ( 143 ) 1 1.16 20.550 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 17.957 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 17.639 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_long_normal_u_0 ( 3 4 ) 1 0.48 8.177 0.08 0:01:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 3 ) 1 0.29 7.845 0.08 2 days, 6:00:00 1 0 0 100
exit_long_normal_d_0_52 ( 1 ) 1 0.25 6.309 0.06 6 days, 21:50:00 1 0 0 100
exit_long_quick_w_0_8 ( 42 ) 1 0.2 3.507 0.04 5:52:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.15 2.753 0.03 1:19:00 1 0 0 100
force_exit 2 -1.7 -168.392 -1.68 15 days, 12:02:00 1 0 1 50.0
TOTAL 44 1.3 894.118 8.94 1 day, 0:19:00 43 0 1 97.7

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 ', 'force_exit') 1 1.86 75.930 0.76 18 days, 4:10:00 1 0 0 100
('4 ', 'exit_long_normal_u_1 ( 4 )') 3 1.39 72.386 0.72 0:03:00 3 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.82 68.724 0.69 1:40:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.11 56.723 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 44.798 0.45 2:25:00 1 0 0 100
('42 ', 'exit_long_quick_w_2_8 ( 42 )') 1 2.29 40.829 0.41 1:35:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_70 ( 143 )') 2 1.1 38.160 0.38 0:34:00 2 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 2 1.02 36.239 0.36 0:26:00 2 0 0 100
('142 ', 'exit_long_tc_u_2 ( 142 )') 1 2.04 35.839 0.36 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_46 ( 6 )') 1 1.96 35.614 0.36 0:45:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.98 34.138 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
('4 ', 'exit_long_normal_u_0 ( 4 )') 2 0.91 31.721 0.32 0:02:00 2 0 0 100
('41 ', 'exit_long_quick_d_1_60 ( 41 )') 1 1.6 28.024 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 23.574 0.24 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_3 ( 6 )') 1 1.34 23.292 0.23 2:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_61 ( 6 )') 1 1.01 21.892 0.22 17:38:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_81 ( 6 )') 1 1.11 20.740 0.21 1:45:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 1 1.16 20.550 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 17.957 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 17.639 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 4 ', 'exit_long_normal_u_0 ( 3 4 )') 1 0.48 8.177 0.08 0:01:00 1 0 0 100
('3 ', 'exit_profit_long_normal_t_0_1_m ( 3 )') 1 0.29 7.845 0.08 2 days, 6:00:00 1 0 0 100
('1 ', 'exit_long_normal_d_0_52 ( 1 )') 1 0.25 6.309 0.06 6 days, 21:50:00 1 0 0 100
('42 ', 'exit_long_quick_w_0_8 ( 42 )') 1 0.2 3.507 0.04 5:52:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.15 2.753 0.03 1:19:00 1 0 0 100
('6 ', 'force_exit') 1 -5.25 -244.322 -2.44 12 days, 19:55:00 0 0 1 0
TOTAL 44 1.3 894.118 8.94 1 day, 0:19:00 43 0 1 97.7

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 57.43 2 0 0
14/06/2024 69.89 4 0 0
15/06/2024 0 0 0 0
16/06/2024 28.024 1 0 0
17/06/2024 25.399 2 0 0
18/06/2024 193.146 9 0 0
19/06/2024 61.569 2 0 0
20/06/2024 17.639 1 0 0
21/06/2024 0 0 0 0
22/06/2024 113.522 2 0 0
23/06/2024 0 0 0 0
24/06/2024 9.063 2 0 0
25/06/2024 0 0 0 0
26/06/2024 0 0 0 0
27/06/2024 0 0 0 0
28/06/2024 0 0 0 0
29/06/2024 35.614 1 0 0
30/06/2024 0 0 0 0
01/07/2024 -168.392 1 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 44 / 1.47
Starting balance 10000 USDT
Final balance 10894.118 USDT
Absolute profit 894.118 USDT
Total profit % 8.94%
CAGR % 183.47%
Sortino -100.00
Sharpe 12.69
Calmar 257.82
Profit factor 4.66
Expectancy (Ratio) 20.32 (0.08)
Avg. daily profit % 0.30%
Avg. stake amount 1701.494 USDT
Total trade volume 74865.74 USDT
Best Pair BAKE/USDT 2.28%
Worst Pair BURGER/USDT -2.20%
Best trade BAKE/USDT 6.72%
Worst trade BURGER/USDT -5.25%
Best day 345.989 USDT
Worst day -168.392 USDT
Days win/draw/lose 14 / 15 / 1
Avg. Duration Winners 17:43:00
Avg. Duration Loser 12 days, 19:55:00
Max Consecutive Wins / Loss 42 / 1
Rejected Entry signals 173
Entry/Exit Timeouts 0 / 0
Min balance 10018.252 USDT
Max balance 11062.509 USDT
Max % of account underwater 2.21%
Absolute Drawdown (Account) 2.21%
Absolute Drawdown 244.322 USDT
Drawdown high 1062.509 USDT
Drawdown low 818.188 USDT
Drawdown Start 2024-06-29 07:40:00
Drawdown End 2024-07-01 00:00:00
Market change -25.85%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 44 1.30 894.118 8.94 1 day, 0:19:00 43 0 1 97.7 244.322 USDT 2.21%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20240701-20240801

Current Previous v15.1.214 v15.1.206 v15.1.189
Average Duration 4 days, 3:51:00 4 days, 3:51:00 3 days, 22:08:00 3 days, 16:48:00 2 days, 12:39:00
Market Change -6.26 % -6.26 % -6.26 % -6.26 % -6.26 %
Max Drawdown 4.217 % 4.1844 % 4.1774 % 4.1355 % 2.4974 %
Profit Mean 0.48 % 0.48 % 0.52 % 0.89 % 0.99 %
Profit Sum 7.24 % 7.25 % 8.31 % 15.12 % 17.81 %
Profit Total -0.05 % -0.02 % 0.17 % 1.34 % 3.33 %
Trades 15 15 16 17 18
Win Rate 86.67 % 86.67 % 87.5 % 88.24 % 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%
PUNDIX/USDT 1 3.7 130.832 1.31 8 days, 10:35:00 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 36.723 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 23.120 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 18.128 0.18 3:40:00 1 0 0 100
AUCTION/USDT 1 1.02 17.379 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
NEAR/USDT 1 -1.55 -43.521 -0.44 24 days, 10:35:00 0 0 1 0
FXS/USDT 1 -12.64 -396.516 -3.97 28 days, 20:05:00 0 0 1 0
TOTAL 15 0.48 -5.252 -0.05 4 days, 3:51:00 13 0 2 86.7

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NEAR/USDT 1 -1.55 -43.521 -0.44 24 days, 10:35:00 0 0 1 0
FXS/USDT 1 -12.64 -396.516 -3.97 28 days, 20:05:00 0 0 1 0
TOTAL 2 -7.09 -440.038 -4.4 26 days, 15:20:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
5 3 1.31 65.082 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
120 1 -1.55 -43.521 -0.44 24 days, 10:35:00 0 0 1 0
6 7 -0.25 -139.405 -1.39 5 days, 9:29:00 6 0 1 85.7
TOTAL 15 0.48 -5.252 -0.05 4 days, 3:51:00 13 0 2 86.7

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_w_7_1 ( 6 ) 1 3.7 130.832 1.31 8 days, 10:35:00 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 36.723 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 23.120 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 18.128 0.18 3:40:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 1 1.02 17.379 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 2 -7.09 -440.038 -4.4 26 days, 15:20:00 0 0 2 0
TOTAL 15 0.48 -5.252 -0.05 4 days, 3:51:00 13 0 2 86.7

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_w_7_1 ( 6 )') 1 3.7 130.832 1.31 8 days, 10:35:00 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 36.723 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 23.120 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 18.128 0.18 3:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 1 1.02 17.379 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
('120 ', 'force_exit') 1 -1.55 -43.521 -0.44 24 days, 10:35:00 0 0 1 0
('6 ', 'force_exit') 1 -12.64 -396.516 -3.97 28 days, 20:05:00 0 0 1 0
TOTAL 15 0.48 -5.252 -0.05 4 days, 3:51:00 13 0 2 86.7

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 130.832 1 0 0
17/07/2024 0 0 0 0
18/07/2024 0 0 0 0
19/07/2024 36.723 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 35.507 2 0 0
26/07/2024 0 0 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 23.12 1 0 0
01/08/2024 -440.038 0 0 2

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 9994.748 USDT
Absolute profit -5.252 USDT
Total profit % -0.05%
CAGR % -0.62%
Sortino -0.02
Sharpe -0.03
Calmar -0.77
Profit factor 0.99
Expectancy (Ratio) -0.35 (-0.00)
Avg. daily profit % -0.00%
Avg. stake amount 1474.451 USDT
Total trade volume 22116.767 USDT
Best Pair PUNDIX/USDT 1.31%
Worst Pair FXS/USDT -3.97%
Best trade PUNDIX/USDT 3.70%
Worst trade FXS/USDT -12.64%
Best day 208.603 USDT
Worst day -440.038 USDT
Days win/draw/lose 5 / 22 / 1
Avg. Duration Winners 16:51:00
Avg. Duration Loser 26 days, 15:20:00
Max Consecutive Wins / Loss 13 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9994.748 USDT
Max balance 10434.786 USDT
Max % of account underwater 4.22%
Absolute Drawdown (Account) 4.22%
Absolute Drawdown 440.038 USDT
Drawdown high 434.786 USDT
Drawdown low -5.252 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 0.48 -5.252 -0.05 4 days, 3:51:00 13 0 2 86.7 440.038 USDT 4.22%

@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 v15.1.214 v15.1.206 v15.1.189
Average Duration 1 day, 9:24:00 1 day, 9:24:00 1 day, 9:24:00 1 day, 8:38:00 1 day, 13:37:00
Market Change -16.89 % -16.89 % -16.89 % -16.89 % -16.89 %
Max Drawdown 3.3468 % 3.4004 % 3.4004 % 3.3954 % 5.6305 %
Profit Mean 1.24 % 1.23 % 1.23 % 1.22 % 0.43 %
Profit Sum 52.02 % 51.64 % 51.64 % 52.67 % 17.45 %
Profit Total 6.18 % 6.12 % 6.12 % 6.28 % -2.13 %
Trades 42 42 42 43 41
Win Rate 95.24 % 95.24 % 95.24 % 95.35 % 90.24 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
SKL/USDT 4 1.36 100.173 1.0 6:19:00 4 0 0 100
MBOX/USDT 2 2.45 83.043 0.83 0:52:00 2 0 0 100
STRAX/USDT 2 2.16 72.569 0.73 2:02:00 2 0 0 100
BCH/USDT 1 4.36 70.939 0.71 0:40:00 1 0 0 100
ALGO/USDT 2 1.89 61.479 0.61 0:04:00 2 0 0 100
IDEX/USDT 1 3.45 60.282 0.6 0:36:00 1 0 0 100
ARPA/USDT 3 1.22 59.615 0.6 0:06:00 3 0 0 100
BURGER/USDT 3 1.04 53.646 0.54 0:33:00 3 0 0 100
RARE/USDT 3 0.96 49.009 0.49 0:08:00 3 0 0 100
FIL/USDT 1 2.98 48.828 0.49 0:15:00 1 0 0 100
FET/USDT 2 1.33 46.375 0.46 0:26:00 2 0 0 100
PEOPLE/USDT 2 1.35 44.884 0.45 0:10:00 2 0 0 100
RUNE/USDT 1 2.01 34.757 0.35 1:10:00 1 0 0 100
RAY/USDT 1 1.4 23.188 0.23 0:04:00 1 0 0 100
AR/USDT 1 1.37 22.248 0.22 0:02:00 1 0 0 100
ONE/USDT 1 1.28 20.872 0.21 0:01:00 1 0 0 100
RIF/USDT 1 1.26 20.820 0.21 0:06:00 1 0 0 100
TLM/USDT 1 1.15 19.476 0.19 0:43:00 1 0 0 100
DODO/USDT 1 1.02 17.498 0.17 0:02:00 1 0 0 100
NEAR/USDT 1 1.01 17.363 0.17 0:05:00 1 0 0 100
XEC/USDT 1 0.96 15.876 0.16 0:06:00 1 0 0 100
ALPACA/USDT 2 0.36 15.502 0.16 4:56:00 2 0 0 100
ETH/USDT 1 0.44 7.234 0.07 0:01:00 1 0 0 100
REQ/USDT 1 0.14 2.410 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 -0.64 -31.403 -0.31 29 days, 9:05:00 0 0 1 0
STMX/USDT 2 -2.18 -318.388 -3.18 13 days, 11:24:00 1 0 1 50.0
TOTAL 42 1.24 618.295 6.18 1 day, 9:24:00 40 0 2 95.2

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FTM/USDT 1 -0.64 -31.403 -0.31 29 days, 9:05:00 0 0 1 0
STMX/USDT 1 -5.45 -336.271 -3.36 26 days, 22:40:00 0 0 1 0
TOTAL 2 -3.04 -367.674 -3.68 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 1.41 510.942 5.11 1:50:00 21 0 0 100
142 4 2.01 134.677 1.35 0:24:00 4 0 0 100
141 3 1.91 93.683 0.94 0:07:00 3 0 0 100
41 5 0.69 58.771 0.59 0:57:00 5 0 0 100
3 1 3.16 52.932 0.53 4:00:00 1 0 0 100
2 6 1 1.11 18.785 0.19 0:02:00 1 0 0 100
2 1 1.11 18.479 0.18 0:01:00 1 0 0 100
3 42 1 1.08 17.884 0.18 0:08:00 1 0 0 100
2 43 1 1.03 17.032 0.17 0:03:00 1 0 0 100
120 1 -0.64 -31.403 -0.31 29 days, 9:05:00 0 0 1 0
42 3 -0.56 -273.486 -2.73 9 days, 0:13:00 2 0 1 66.7
TOTAL 42 1.24 618.295 6.18 1 day, 9:24:00 40 0 2 95.2

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 ) 13 1.3 279.580 2.8 0:04:00 13 0 0 100
exit_long_tc_d_4_78 ( 142 ) 1 4.36 70.939 0.71 0:40:00 1 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.75 63.671 0.64 1:40:00 1 0 0 100
exit_long_normal_d_3_89 ( 6 ) 1 3.45 60.282 0.6 0:36:00 1 0 0 100
exit_profit_long_normal_t_3_2_m ( 3 ) 1 3.16 52.932 0.53 4:00:00 1 0 0 100
exit_long_tc_d_2_27 ( 141 ) 1 2.98 48.828 0.49 0:15:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 2 1.34 45.523 0.46 0:13:00 2 0 0 100
exit_long_tc_u_1 ( 142 ) 2 1.24 43.102 0.43 0:10:00 2 0 0 100
exit_long_quick_w_2_11 ( 42 ) 1 2.59 42.865 0.43 1:45:00 1 0 0 100
exit_long_tc_u_2 ( 141 ) 1 2.31 37.621 0.38 0:04:00 1 0 0 100
exit_long_normal_w_2_3 ( 6 ) 1 2.01 34.757 0.35 1:10:00 1 0 0 100
exit_long_normal_d_1_63 ( 6 ) 1 0.72 21.798 0.22 23:28:00 1 0 0 100
exit_long_tc_d_1_77 ( 142 ) 1 1.19 20.637 0.21 0:35:00 1 0 0 100
exit_long_quick_d_1_73 ( 42 ) 1 1.19 19.921 0.2 0:15:00 1 0 0 100
exit_long_normal_d_1_70 ( 6 ) 1 1.15 19.476 0.19 0:43:00 1 0 0 100
exit_long_normal_u_1 ( 2 6 ) 1 1.11 18.785 0.19 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.11 18.479 0.18 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 3 42 ) 1 1.08 17.884 0.18 0:08:00 1 0 0 100
exit_long_normal_u_1 ( 2 43 ) 1 1.03 17.032 0.17 0:03:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.96 15.876 0.16 0:06:00 1 0 0 100
exit_long_normal_w_0_7 ( 6 ) 1 0.43 10.464 0.1 9:10:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 1 0.44 7.234 0.07 0:01:00 1 0 0 100
exit_long_quick_d_0_3 ( 41 ) 1 0.4 6.765 0.07 1:30:00 1 0 0 100
exit_long_normal_d_0_80 ( 6 ) 1 0.29 5.037 0.05 0:41:00 1 0 0 100
exit_long_quick_u_0 ( 41 ) 1 0.24 4.073 0.04 0:01:00 1 0 0 100
exit_long_quick_d_0_82 ( 41 ) 1 0.14 2.410 0.02 2:50:00 1 0 0 100
force_exit 2 -3.04 -367.674 -3.68 28 days, 3:52:00 0 0 2 0
TOTAL 42 1.24 618.295 6.18 1 day, 9:24:00 40 0 2 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_u_1 ( 6 )') 13 1.3 279.580 2.8 0:04:00 13 0 0 100
('142 ', 'exit_long_tc_d_4_78 ( 142 )') 1 4.36 70.939 0.71 0:40:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.75 63.671 0.64 1:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_89 ( 6 )') 1 3.45 60.282 0.6 0:36:00 1 0 0 100
('3 ', 'exit_profit_long_normal_t_3_2_m ( 3 )') 1 3.16 52.932 0.53 4:00:00 1 0 0 100
('141 ', 'exit_long_tc_d_2_27 ( 141 )') 1 2.98 48.828 0.49 0:15:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 2 1.34 45.523 0.46 0:13:00 2 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 2 1.24 43.102 0.43 0:10:00 2 0 0 100
('42 ', 'exit_long_quick_w_2_11 ( 42 )') 1 2.59 42.865 0.43 1:45:00 1 0 0 100
('141 ', 'exit_long_tc_u_2 ( 141 )') 1 2.31 37.621 0.38 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_3 ( 6 )') 1 2.01 34.757 0.35 1:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_63 ( 6 )') 1 0.72 21.798 0.22 23:28:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_77 ( 142 )') 1 1.19 20.637 0.21 0:35:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_73 ( 42 )') 1 1.19 19.921 0.2 0:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_70 ( 6 )') 1 1.15 19.476 0.19 0:43:00 1 0 0 100
('2 6 ', 'exit_long_normal_u_1 ( 2 6 )') 1 1.11 18.785 0.19 0:02:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.11 18.479 0.18 0:01:00 1 0 0 100
('3 42 ', 'exit_long_normal_u_1 ( 3 42 )') 1 1.08 17.884 0.18 0:08:00 1 0 0 100
('2 43 ', 'exit_long_normal_u_1 ( 2 43 )') 1 1.03 17.032 0.17 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.96 15.876 0.16 0:06:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_7 ( 6 )') 1 0.43 10.464 0.1 9:10:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 1 0.44 7.234 0.07 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_d_0_3 ( 41 )') 1 0.4 6.765 0.07 1:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_80 ( 6 )') 1 0.29 5.037 0.05 0:41:00 1 0 0 100
('41 ', 'exit_long_quick_u_0 ( 41 )') 1 0.24 4.073 0.04 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_d_0_82 ( 41 )') 1 0.14 2.410 0.02 2:50:00 1 0 0 100
('120 ', 'force_exit') 1 -0.64 -31.403 -0.31 29 days, 9:05:00 0 0 1 0
('42 ', 'force_exit') 1 -5.45 -336.271 -3.36 26 days, 22:40:00 0 0 1 0
TOTAL 42 1.24 618.295 6.18 1 day, 9:24:00 40 0 2 95.2

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/08/2024 59.896 2 0 0
04/08/2024 7.234 1 0 0
05/08/2024 473.296 20 0 0
06/08/2024 21.798 1 0 0
07/08/2024 0 0 0 0
08/08/2024 52.932 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 38.262 2 0 0
20/08/2024 0 0 0 0
21/08/2024 74.135 2 0 0
22/08/2024 0 0 0 0
23/08/2024 0 0 0 0
24/08/2024 34.131 2 0 0
25/08/2024 0 0 0 0
26/08/2024 30.224 2 0 0
27/08/2024 87.405 4 0 0
28/08/2024 46.375 2 0 0
29/08/2024 0 0 0 0
30/08/2024 60.282 1 0 0
31/08/2024 0 0 0 0
01/09/2024 -367.674 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 42 / 1.35
Starting balance 10000 USDT
Final balance 10618.295 USDT
Absolute profit 618.295 USDT
Total profit % 6.18%
CAGR % 102.66%
Sortino 2.50
Sharpe 6.62
Calmar 113.86
Profit factor 2.68
Expectancy (Ratio) 14.72 (0.08)
Avg. daily profit % 0.20%
Avg. stake amount 1601.815 USDT
Total trade volume 67276.248 USDT
Best Pair SKL/USDT 1.00%
Worst Pair STMX/USDT -3.18%
Best trade BCH/USDT 4.36%
Worst trade STMX/USDT -5.45%
Best day 473.296 USDT
Worst day -367.674 USDT
Days win/draw/lose 12 / 17 / 1
Avg. Duration Winners 1:17:00
Avg. Duration Loser 28 days, 3:52:00
Max Consecutive Wins / Loss 40 / 2
Rejected Entry signals 29
Entry/Exit Timeouts 0 / 0
Min balance 10017.032 USDT
Max balance 10985.97 USDT
Max % of account underwater 3.35%
Absolute Drawdown (Account) 3.35%
Absolute Drawdown 367.674 USDT
Drawdown high 985.97 USDT
Drawdown low 618.295 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 42 1.24 618.295 6.18 1 day, 9:24:00 40 0 2 95.2 367.674 USDT 3.35%

@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 - 20210101-20210201

Current Previous v15.1.214 v15.1.206 v15.1.189
Average Duration 10:38:00 10:26:00 10:26:00 12:32:00 15:04:00
Market Change 72.03 % 72.03 % 72.03 % 72.03 % 72.03 %
Max Drawdown 3.5759 % 3.6835 % 3.6232 % 5.9889 % 5.3162 %
Profit Mean 2.29 % 2.3 % 2.31 % 2.27 % 2.15 %
Profit Sum 327.74 % 327.12 % 327.98 % 324.31 % 312.17 %
Profit Total 73.28 % 73.71 % 74.04 % 69.03 % 61.18 %
Trades 143 142 142 143 145
Win Rate 98.6 % 98.59 % 98.59 % 97.9 % 97.24 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
STX/USDT 4 8.82 976.932 9.77 2:44:00 4 0 0 100
AAVE/USDT 11 2.85 726.184 7.26 2:23:00 11 0 0 100
DAG/USDT 8 4.15 685.369 6.85 2:09:00 8 0 0 100
XLM/USDT 9 2.86 566.248 5.66 2:03:00 9 0 0 100
ALEPH/USDT 9 2.39 555.509 5.56 0:26:00 9 0 0 100
TRX/USDT 2 6.51 368.543 3.69 1:46:00 2 0 0 100
KAI/USDT 6 2.21 346.962 3.47 2:12:00 6 0 0 100
EWT/USDT 6 2.22 280.422 2.8 1:01:00 6 0 0 100
VET/USDT 5 1.63 218.342 2.18 1:39:00 5 0 0 100
TEL/USDT 5 1.39 209.243 2.09 2:04:00 5 0 0 100
ALGO/USDT 4 1.89 207.942 2.08 1 day, 12:06:00 4 0 0 100
ADA/USDT 6 1.6 207.860 2.08 0:26:00 6 0 0 100
ATOM/USDT 4 1.42 199.826 2.0 1 day, 1:34:00 4 0 0 100
XRP/USDT 4 2.55 192.684 1.93 0:53:00 4 0 0 100
SXP/USDT 6 1.56 189.006 1.89 0:17:00 6 0 0 100
SNX/USDT 5 1.56 171.192 1.71 0:27:00 5 0 0 100
DGB/USDT 2 3.65 147.443 1.47 1:02:00 2 0 0 100
COMP/USDT 3 2.21 136.626 1.37 0:52:00 3 0 0 100
ETC/USDT 3 2.04 130.005 1.3 1:11:00 3 0 0 100
MLK/USDT 1 5.29 121.625 1.22 2:55:00 1 0 0 100
DIA/USDT 2 2.76 114.321 1.14 0:36:00 2 0 0 100
VRA/USDT 2 2.9 113.856 1.14 1:46:00 2 0 0 100
COTI/USDT 3 1.7 101.086 1.01 0:38:00 3 0 0 100
ETH/USDT 3 1.43 96.510 0.97 0:04:00 3 0 0 100
UOS/USDT 1 2.37 82.324 0.82 19:10:00 1 0 0 100
LTC/USDT 2 1.67 71.626 0.72 0:14:00 2 0 0 100
AVA/USDT 1 3.19 71.181 0.71 6:50:00 1 0 0 100
NIM/USDT 3 1.24 65.994 0.66 1:46:00 3 0 0 100
YFI/USDT 2 1.78 64.712 0.65 0:09:00 2 0 0 100
LINK/USDT 2 1.45 51.482 0.51 0:21:00 2 0 0 100
DOT/USDT 2 0.89 46.070 0.46 3:25:00 2 0 0 100
DEGO/USDT 1 1.81 38.435 0.38 0:42:00 1 0 0 100
BTC/USDT 1 2.05 36.185 0.36 0:38:00 1 0 0 100
MKR/USDT 1 1.63 35.999 0.36 0:21:00 1 0 0 100
CRO/USDT 1 2.09 35.218 0.35 0:27:00 1 0 0 100
UNI/USDT 1 1.13 28.896 0.29 0:04:00 1 0 0 100
BCH/USDT 1 0.95 19.846 0.2 1:45:00 1 0 0 100
CHR/USDT 1 0.27 10.597 0.11 3 days, 4:45:00 1 0 0 100
ROSE/USDT 1 0.31 10.548 0.11 3:55:00 1 0 0 100
FIL/USDT 1 0.37 8.317 0.08 12 days, 1:25:00 1 0 0 100
PLU/USDT 1 0.18 5.331 0.05 7:04:00 1 0 0 100
NWC/USDT 1 0.03 2.210 0.02 9 days, 3:30:00 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
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
VELO/USDT 3 -0.99 -177.004 -1.77 10:03:00 2 0 1 66.7
GRT/USDT 3 0.36 -243.759 -2.44 6 days, 8:37:00 2 0 1 66.7
TOTAL 143 2.29 7327.942 73.28 10:38:00 141 0 2 98.6

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FIL/USDT 1 0.37 8.317 0.08 12 days, 1:25:00 1 0 0 100
VELO/USDT 1 -6.99 -284.223 -2.84 1 day, 5:40:00 0 0 1 0
GRT/USDT 1 -1.82 -358.379 -3.58 12 days, 21:40:00 0 0 1 0
TOTAL 3 -2.82 -634.286 -6.34 8 days, 17:35:00 1 0 2 33.3

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 55 2.21 2372.217 23.72 12:39:00 54 0 1 98.2
142 17 3.91 1633.916 16.34 2:08:00 17 0 0 100
141 6 3.34 509.826 5.1 1:12:00 6 0 0 100
42 9 2.11 437.205 4.37 1:43:00 9 0 0 100
120 4 1.45 309.189 3.09 7 days, 2:43:00 4 0 0 100
141 142 4 2.46 238.267 2.38 0:35:00 4 0 0 100
5 5 1.87 227.317 2.27 1:35:00 5 0 0 100
6 141 2 5.06 200.970 2.01 1:52:00 2 0 0 100
41 4 2.25 200.383 2.0 1:22:00 4 0 0 100
6 142 4 1.93 183.218 1.83 1:37:00 4 0 0 100
43 4 1.52 136.144 1.36 0:09:00 4 0 0 100
6 120 2 3.73 134.893 1.35 0:39:00 2 0 0 100
2 3 4 5 6 1 5.17 133.395 1.33 0:02:00 1 0 0 100
6 141 142 4 1.23 122.230 1.22 3:24:00 4 0 0 100
120 141 1 2.38 99.193 0.99 4:15:00 1 0 0 100
2 3 4 1 3.58 95.479 0.95 0:27:00 1 0 0 100
2 3 2 2.05 86.910 0.87 0:14:00 2 0 0 100
2 2 1.33 58.968 0.59 0:31:00 2 0 0 100
143 1 1.97 57.985 0.58 0:25:00 1 0 0 100
120 142 1 2.04 54.929 0.55 0:33:00 1 0 0 100
4 1 1.81 38.435 0.38 0:42:00 1 0 0 100
3 6 1 1.27 28.798 0.29 0:48:00 1 0 0 100
2 5 1 1.01 26.306 0.26 0:19:00 1 0 0 100
42 120 1 1.03 22.127 0.22 0:35:00 1 0 0 100
2 120 142 1 1.16 21.751 0.22 0:09:00 1 0 0 100
3 4 1 1.29 21.705 0.22 0:07:00 1 0 0 100
1 1 1.3 21.418 0.21 0:03:00 1 0 0 100
6 141 143 1 1.05 20.711 0.21 0:42:00 1 0 0 100
2 6 1 0.54 13.973 0.14 0:06:00 1 0 0 100
3 5 -0.36 -179.917 -1.8 6:18:00 4 0 1 80.0
TOTAL 143 2.29 7327.942 73.28 10:38:00 141 0 2 98.6

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 27.78 770.318 7.7 8:45:00 1 0 0 100
exit_long_normal_w_11_2 ( 6 ) 1 18.68 373.965 3.74 3:10:00 1 0 0 100
exit_long_tc_o_11 ( 141 ) 1 12.61 355.108 3.55 1:27:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 11 1.32 314.915 3.15 0:12:00 11 0 0 100
exit_long_grind_g ( 120 ) 3 1.81 300.872 3.01 5 days, 11:09:00 3 0 0 100
exit_long_normal_w_5_12 ( 6 ) 2 5.6 209.917 2.1 1:49:00 2 0 0 100
exit_profit_long_normal_t_3_1_m ( 6 ) 2 3.16 192.939 1.93 10:02:00 2 0 0 100
exit_long_normal_o_9 ( 6 141 ) 1 9.12 180.974 1.81 3:40:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 5 1.3 148.603 1.49 0:04:00 5 0 0 100
exit_long_normal_d_5_3 ( 6 ) 1 5.03 135.358 1.35 1:50:00 1 0 0 100
exit_long_normal_u_5 ( 2 3 4 5 6 ) 1 5.17 133.395 1.33 0:02:00 1 0 0 100
exit_long_normal_w_5_11 ( 6 ) 1 5.29 121.625 1.22 2:55:00 1 0 0 100
exit_long_normal_u_4 ( 5 ) 1 4.45 117.866 1.18 0:02:00 1 0 0 100
exit_profit_long_tc_t_6_2_m ( 142 ) 1 6.58 112.398 1.12 3:40:00 1 0 0 100
exit_long_normal_w_5_7 ( 6 120 ) 1 5.95 106.565 1.07 0:40:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 2 1.93 105.355 1.05 0:14:00 2 0 0 100
exit_long_normal_d_5_42 ( 6 ) 1 5.4 105.164 1.05 0:15:00 1 0 0 100
exit_long_normal_d_2_87 ( 6 ) 2 2.19 103.682 1.04 0:30:00 2 0 0 100
exit_long_tc_d_3_3 ( 141 142 ) 1 3.85 103.580 1.04 0:35:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 3 1.52 102.406 1.02 0:06:00 3 0 0 100
exit_long_tc_w_3_7 ( 120 141 ) 1 2.38 99.193 0.99 4:15:00 1 0 0 100
exit_long_tc_u_2 ( 142 ) 2 2.22 99.093 0.99 0:12:00 2 0 0 100
exit_long_normal_u_3 ( 2 3 4 ) 1 3.58 95.479 0.95 0:27:00 1 0 0 100
exit_long_quick_q_8 ( 42 ) 1 4.43 93.481 0.93 0:30:00 1 0 0 100
exit_long_tc_d_3_89 ( 142 ) 1 3.12 93.082 0.93 1:24:00 1 0 0 100
exit_long_tc_d_4_55 ( 142 ) 1 4.17 90.066 0.9 2:15:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 3 1.53 89.539 0.9 0:06:00 3 0 0 100
exit_long_normal_u_2 ( 2 3 ) 2 2.05 86.910 0.87 0:14:00 2 0 0 100
exit_long_quick_u_1 ( 43 ) 3 1.3 85.543 0.86 0:09:00 3 0 0 100
exit_long_tc_d_3_55 ( 142 ) 1 3.91 75.469 0.75 1:05:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 3 1.26 74.421 0.74 0:02:00 3 0 0 100
exit_long_tc_u_1 ( 141 142 ) 2 1.39 71.469 0.71 0:08:00 2 0 0 100
exit_long_quick_q_6 ( 42 ) 1 3.19 71.181 0.71 6:50:00 1 0 0 100
exit_long_tc_w_3_10 ( 142 ) 1 3.43 71.073 0.71 1:00:00 1 0 0 100
exit_long_normal_d_2_71 ( 6 ) 1 2.56 70.548 0.71 0:25:00 1 0 0 100
exit_long_tc_d_2_8 ( 142 ) 1 2.08 70.250 0.7 3:45:00 1 0 0 100
exit_long_normal_d_3_69 ( 6 ) 1 2.82 69.356 0.69 2:25:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 ) 2 1.46 66.083 0.66 0:36:00 2 0 0 100
exit_long_quick_d_2_75 ( 42 ) 1 2.49 65.476 0.65 0:50:00 1 0 0 100
exit_long_normal_d_2_55 ( 6 142 ) 1 1.73 64.638 0.65 5:40:00 1 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.34 63.719 0.64 1:05:00 1 0 0 100
exit_long_tc_d_3_42 ( 141 142 ) 1 3.21 63.218 0.63 1:29:00 1 0 0 100
exit_long_normal_d_2_88 ( 6 ) 1 2.53 62.786 0.63 0:50:00 1 0 0 100
exit_long_normal_d_3_70 ( 6 142 ) 1 3.39 61.452 0.61 0:43:00 1 0 0 100
exit_long_quick_q_2 ( 41 ) 1 1.71 60.484 0.6 4:32:00 1 0 0 100
exit_long_tc_d_2_71 ( 141 ) 1 2.7 58.173 0.58 0:20:00 1 0 0 100
exit_long_tc_d_2_70 ( 143 ) 1 1.97 57.985 0.58 0:25:00 1 0 0 100
exit_long_quick_d_3_70 ( 41 ) 1 3.43 57.663 0.58 0:20:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 2 1.29 57.128 0.57 0:02:00 2 0 0 100
exit_long_normal_d_3_77 ( 6 ) 1 3.06 56.914 0.57 0:25:00 1 0 0 100
exit_long_tc_d_2_65 ( 120 142 ) 1 2.04 54.929 0.55 0:33:00 1 0 0 100
exit_long_normal_w_2_9 ( 6 ) 1 2.67 52.307 0.52 0:50:00 1 0 0 100
exit_long_normal_w_2_8 ( 6 ) 1 2.75 51.686 0.52 1:25:00 1 0 0 100
exit_long_quick_u_2 ( 43 ) 1 2.17 50.602 0.51 0:08:00 1 0 0 100
exit_long_tc_d_2_55 ( 142 ) 1 1.43 50.024 0.5 11:50:00 1 0 0 100
exit_long_normal_w_2_7 ( 6 ) 1 2.79 49.751 0.5 1:25:00 1 0 0 100
exit_long_normal_d_2_66 ( 6 ) 1 2.59 49.583 0.5 0:30:00 1 0 0 100
exit_long_normal_d_2_91 ( 6 ) 1 2.23 47.401 0.47 0:26:00 1 0 0 100
exit_long_quick_q_3 ( 42 ) 1 2.13 46.948 0.47 1:20:00 1 0 0 100
exit_long_quick_u_2 ( 41 ) 1 2.48 46.629 0.47 0:04:00 1 0 0 100
exit_long_normal_w_1_12 ( 6 ) 1 1.5 44.417 0.44 4:10:00 1 0 0 100
exit_long_normal_d_1_66 ( 5 ) 1 1.53 39.733 0.4 0:25:00 1 0 0 100
exit_long_normal_u_1 ( 4 ) 1 1.81 38.435 0.38 0:42:00 1 0 0 100
exit_long_normal_w_1_11 ( 6 141 142 ) 1 1.31 38.312 0.38 4:06:00 1 0 0 100
exit_long_normal_w_1_2 ( 6 ) 1 1.4 37.930 0.38 10:26:00 1 0 0 100
exit_long_normal_d_1_71 ( 6 ) 1 1.74 37.052 0.37 0:10:00 1 0 0 100
exit_long_tc_d_2_72 ( 142 ) 1 2.05 36.185 0.36 0:38:00 1 0 0 100
exit_long_quick_d_1_70 ( 41 ) 1 1.39 35.607 0.36 0:30:00 1 0 0 100
exit_long_normal_d_2_42 ( 6 ) 1 2.05 34.094 0.34 0:58:00 1 0 0 100
exit_long_normal_d_1_20 ( 5 ) 1 1.98 33.119 0.33 0:20:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 1 1.68 33.052 0.33 0:03:00 1 0 0 100
exit_long_normal_d_1_70 ( 6 ) 1 1.21 32.633 0.33 0:20:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 2 0.6 31.823 0.32 1:55:00 2 0 0 100
exit_long_normal_d_1_81 ( 6 ) 1 1.02 31.300 0.31 1:40:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 1 1.21 31.268 0.31 0:03:00 1 0 0 100
exit_long_quick_d_1_13 ( 42 ) 1 0.99 30.220 0.3 4:51:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.03 29.630 0.3 0:22:00 1 0 0 100
exit_long_normal_w_1_9 ( 6 141 142 ) 1 1.19 29.451 0.29 2:40:00 1 0 0 100
exit_long_normal_d_1_70 ( 2 ) 1 1.64 29.338 0.29 0:40:00 1 0 0 100
exit_long_normal_d_1_83 ( 6 ) 1 1.67 29.271 0.29 0:50:00 1 0 0 100
exit_long_normal_d_1_20 ( 3 6 ) 1 1.27 28.798 0.29 0:48:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 120 ) 1 1.51 28.328 0.28 0:38:00 1 0 0 100
exit_long_normal_w_1_11 ( 6 ) 1 1.39 28.107 0.28 5:35:00 1 0 0 100
exit_long_quick_d_1_95 ( 42 ) 1 1.22 27.492 0.27 0:50:00 1 0 0 100
exit_long_normal_u_1 ( 2 5 ) 1 1.01 26.306 0.26 0:19:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.26 24.271 0.24 0:20:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 120 ) 1 1.03 22.127 0.22 0:35:00 1 0 0 100
exit_long_tc_d_1_64 ( 141 ) 1 0.93 22.124 0.22 5:20:00 1 0 0 100
exit_long_normal_u_1 ( 2 120 142 ) 1 1.16 21.751 0.22 0:09:00 1 0 0 100
exit_long_normal_u_1 ( 3 4 ) 1 1.29 21.705 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_d_1_84 ( 6 141 142 ) 1 0.72 21.414 0.21 6:49:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 141 143 ) 1 1.05 20.711 0.21 0:42:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 ) 1 1.01 19.997 0.2 0:04:00 1 0 0 100
exit_long_normal_w_1_8 ( 6 ) 1 0.95 19.846 0.2 1:45:00 1 0 0 100
exit_long_normal_d_1_64 ( 6 ) 1 0.95 19.652 0.2 2:36:00 1 0 0 100
exit_long_tc_d_1_53 ( 142 ) 1 0.91 17.356 0.17 1:13:00 1 0 0 100
exit_long_normal_w_0_3 ( 3 ) 1 0.57 14.767 0.15 1:35:00 1 0 0 100
exit_long_normal_u_0 ( 2 6 ) 1 0.54 13.973 0.14 0:06:00 1 0 0 100
exit_long_normal_w_0_7 ( 6 ) 1 0.4 13.435 0.13 2:05:00 1 0 0 100
exit_long_normal_w_0_1 ( 6 ) 2 0.15 12.807 0.13 6 days, 4:08:00 2 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.46 11.740 0.12 0:01:00 1 0 0 100
exit_long_normal_w_0_9 ( 6 ) 1 0.31 10.548 0.11 3:55:00 1 0 0 100
exit_long_normal_w_0_12 ( 6 ) 1 0.52 8.618 0.09 4:20:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 5 ) 1 0.18 5.331 0.05 7:04:00 1 0 0 100
force_exit 3 -2.82 -634.286 -6.34 8 days, 17:35:00 1 0 2 33.3
TOTAL 143 2.29 7327.942 73.28 10:38:00 141 0 2 98.6

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 27.78 770.318 7.7 8:45:00 1 0 0 100
('6 ', 'exit_long_normal_w_11_2 ( 6 )') 1 18.68 373.965 3.74 3:10:00 1 0 0 100
('141 ', 'exit_long_tc_o_11 ( 141 )') 1 12.61 355.108 3.55 1:27:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 11 1.32 314.915 3.15 0:12:00 11 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 3 1.81 300.872 3.01 5 days, 11:09:00 3 0 0 100
('6 ', 'exit_long_normal_w_5_12 ( 6 )') 2 5.6 209.917 2.1 1:49:00 2 0 0 100
('6 ', 'exit_profit_long_normal_t_3_1_m ( 6 )') 2 3.16 192.939 1.93 10:02:00 2 0 0 100
('6 141 ', 'exit_long_normal_o_9 ( 6 141 )') 1 9.12 180.974 1.81 3:40:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 5 1.3 148.603 1.49 0:04:00 5 0 0 100
('6 ', 'exit_long_normal_d_5_3 ( 6 )') 1 5.03 135.358 1.35 1:50:00 1 0 0 100
('2 3 4 5 6 ', 'exit_long_normal_u_5 ( 2 3 4 5 6 )') 1 5.17 133.395 1.33 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_w_5_11 ( 6 )') 1 5.29 121.625 1.22 2:55:00 1 0 0 100
('5 ', 'exit_long_normal_u_4 ( 5 )') 1 4.45 117.866 1.18 0:02:00 1 0 0 100
('142 ', 'exit_profit_long_tc_t_6_2_m ( 142 )') 1 6.58 112.398 1.12 3:40:00 1 0 0 100
('6 120 ', 'exit_long_normal_w_5_7 ( 6 120 )') 1 5.95 106.565 1.07 0:40:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 2 1.93 105.355 1.05 0:14:00 2 0 0 100
('6 ', 'exit_long_normal_d_5_42 ( 6 )') 1 5.4 105.164 1.05 0:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_87 ( 6 )') 2 2.19 103.682 1.04 0:30:00 2 0 0 100
('141 142 ', 'exit_long_tc_d_3_3 ( 141 142 )') 1 3.85 103.580 1.04 0:35:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 3 1.52 102.406 1.02 0:06:00 3 0 0 100
('120 141 ', 'exit_long_tc_w_3_7 ( 120 141 )') 1 2.38 99.193 0.99 4:15:00 1 0 0 100
('142 ', 'exit_long_tc_u_2 ( 142 )') 2 2.22 99.093 0.99 0:12:00 2 0 0 100
('2 3 4 ', 'exit_long_normal_u_3 ( 2 3 4 )') 1 3.58 95.479 0.95 0:27:00 1 0 0 100
('42 ', 'exit_long_quick_q_8 ( 42 )') 1 4.43 93.481 0.93 0:30:00 1 0 0 100
('142 ', 'exit_long_tc_d_3_89 ( 142 )') 1 3.12 93.082 0.93 1:24:00 1 0 0 100
('142 ', 'exit_long_tc_d_4_55 ( 142 )') 1 4.17 90.066 0.9 2:15:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 3 1.53 89.539 0.9 0:06:00 3 0 0 100
('2 3 ', 'exit_long_normal_u_2 ( 2 3 )') 2 2.05 86.910 0.87 0:14:00 2 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 3 1.3 85.543 0.86 0:09:00 3 0 0 100
('142 ', 'exit_long_tc_d_3_55 ( 142 )') 1 3.91 75.469 0.75 1:05:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 3 1.26 74.421 0.74 0:02:00 3 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 2 1.39 71.469 0.71 0:08:00 2 0 0 100
('42 ', 'exit_long_quick_q_6 ( 42 )') 1 3.19 71.181 0.71 6:50:00 1 0 0 100
('142 ', 'exit_long_tc_w_3_10 ( 142 )') 1 3.43 71.073 0.71 1:00:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_71 ( 6 )') 1 2.56 70.548 0.71 0:25:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_8 ( 142 )') 1 2.08 70.250 0.7 3:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_69 ( 6 )') 1 2.82 69.356 0.69 2:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_20 ( 6 )') 2 1.46 66.083 0.66 0:36:00 2 0 0 100
('42 ', 'exit_long_quick_d_2_75 ( 42 )') 1 2.49 65.476 0.65 0:50:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_2_55 ( 6 142 )') 1 1.73 64.638 0.65 5:40:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.34 63.719 0.64 1:05:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_3_42 ( 141 142 )') 1 3.21 63.218 0.63 1:29:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_88 ( 6 )') 1 2.53 62.786 0.63 0:50:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_3_70 ( 6 142 )') 1 3.39 61.452 0.61 0:43:00 1 0 0 100
('41 ', 'exit_long_quick_q_2 ( 41 )') 1 1.71 60.484 0.6 4:32:00 1 0 0 100
('141 ', 'exit_long_tc_d_2_71 ( 141 )') 1 2.7 58.173 0.58 0:20:00 1 0 0 100
('143 ', 'exit_long_tc_d_2_70 ( 143 )') 1 1.97 57.985 0.58 0:25:00 1 0 0 100
('41 ', 'exit_long_quick_d_3_70 ( 41 )') 1 3.43 57.663 0.58 0:20:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 2 1.29 57.128 0.57 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_d_3_77 ( 6 )') 1 3.06 56.914 0.57 0:25:00 1 0 0 100
('120 142 ', 'exit_long_tc_d_2_65 ( 120 142 )') 1 2.04 54.929 0.55 0:33:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_9 ( 6 )') 1 2.67 52.307 0.52 0:50:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_8 ( 6 )') 1 2.75 51.686 0.52 1:25:00 1 0 0 100
('43 ', 'exit_long_quick_u_2 ( 43 )') 1 2.17 50.602 0.51 0:08:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_55 ( 142 )') 1 1.43 50.024 0.5 11:50:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_7 ( 6 )') 1 2.79 49.751 0.5 1:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_66 ( 6 )') 1 2.59 49.583 0.5 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_91 ( 6 )') 1 2.23 47.401 0.47 0:26:00 1 0 0 100
('42 ', 'exit_long_quick_q_3 ( 42 )') 1 2.13 46.948 0.47 1:20:00 1 0 0 100
('41 ', 'exit_long_quick_u_2 ( 41 )') 1 2.48 46.629 0.47 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_12 ( 6 )') 1 1.5 44.417 0.44 4:10:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_66 ( 5 )') 1 1.53 39.733 0.4 0:25:00 1 0 0 100
('4 ', 'exit_long_normal_u_1 ( 4 )') 1 1.81 38.435 0.38 0:42:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_w_1_11 ( 6 141 142 )') 1 1.31 38.312 0.38 4:06:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_2 ( 6 )') 1 1.4 37.930 0.38 10:26:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_71 ( 6 )') 1 1.74 37.052 0.37 0:10:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_72 ( 142 )') 1 2.05 36.185 0.36 0:38:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_70 ( 41 )') 1 1.39 35.607 0.36 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_42 ( 6 )') 1 2.05 34.094 0.34 0:58:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_20 ( 5 )') 1 1.98 33.119 0.33 0:20:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 1 1.68 33.052 0.33 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_70 ( 6 )') 1 1.21 32.633 0.33 0:20:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 2 0.6 31.823 0.32 1:55:00 2 0 0 100
('6 ', 'exit_long_normal_d_1_81 ( 6 )') 1 1.02 31.300 0.31 1:40:00 1 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 1 1.21 31.268 0.31 0:03:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_13 ( 42 )') 1 0.99 30.220 0.3 4:51:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.03 29.630 0.3 0:22:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_w_1_9 ( 6 141 142 )') 1 1.19 29.451 0.29 2:40:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_70 ( 2 )') 1 1.64 29.338 0.29 0:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_83 ( 6 )') 1 1.67 29.271 0.29 0:50:00 1 0 0 100
('3 6 ', 'exit_long_normal_d_1_20 ( 3 6 )') 1 1.27 28.798 0.29 0:48:00 1 0 0 100
('6 120 ', 'exit_long_normal_d_1_20 ( 6 120 )') 1 1.51 28.328 0.28 0:38:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_11 ( 6 )') 1 1.39 28.107 0.28 5:35:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_95 ( 42 )') 1 1.22 27.492 0.27 0:50:00 1 0 0 100
('2 5 ', 'exit_long_normal_u_1 ( 2 5 )') 1 1.01 26.306 0.26 0:19:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.26 24.271 0.24 0:20:00 1 0 0 100
('42 120 ', 'exit_long_quick_d_1_27 ( 42 120 )') 1 1.03 22.127 0.22 0:35:00 1 0 0 100
('141 ', 'exit_long_tc_d_1_64 ( 141 )') 1 0.93 22.124 0.22 5:20:00 1 0 0 100
('2 120 142 ', 'exit_long_normal_u_1 ( 2 120 142 )') 1 1.16 21.751 0.22 0:09:00 1 0 0 100
('3 4 ', 'exit_long_normal_u_1 ( 3 4 )') 1 1.29 21.705 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
('6 141 142 ', 'exit_long_normal_d_1_84 ( 6 141 142 )') 1 0.72 21.414 0.21 6:49:00 1 0 0 100
('6 141 143 ', 'exit_long_normal_d_1_20 ( 6 141 143 )') 1 1.05 20.711 0.21 0:42:00 1 0 0 100
('6 141 ', 'exit_long_normal_u_1 ( 6 141 )') 1 1.01 19.997 0.2 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_8 ( 6 )') 1 0.95 19.846 0.2 1:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_64 ( 6 )') 1 0.95 19.652 0.2 2:36:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_53 ( 142 )') 1 0.91 17.356 0.17 1:13:00 1 0 0 100
('3 ', 'exit_long_normal_w_0_3 ( 3 )') 1 0.57 14.767 0.15 1:35:00 1 0 0 100
('2 6 ', 'exit_long_normal_u_0 ( 2 6 )') 1 0.54 13.973 0.14 0:06:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_7 ( 6 )') 1 0.4 13.435 0.13 2:05:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_1 ( 6 )') 2 0.15 12.807 0.13 6 days, 4:08:00 2 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.46 11.740 0.12 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_9 ( 6 )') 1 0.31 10.548 0.11 3:55:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_12 ( 6 )') 1 0.52 8.618 0.09 4:20:00 1 0 0 100
('120 ', 'force_exit') 1 0.37 8.317 0.08 12 days, 1:25:00 1 0 0 100
('5 ', 'exit_profit_long_normal_t_0_1_m ( 5 )') 1 0.18 5.331 0.05 7:04:00 1 0 0 100
('3 ', 'force_exit') 1 -6.99 -284.223 -2.84 1 day, 5:40:00 0 0 1 0
('6 ', 'force_exit') 1 -1.82 -358.379 -3.58 12 days, 21:40:00 0 0 1 0
TOTAL 143 2.29 7327.942 73.28 10:38:00 141 0 2 98.6

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 42.711 2 0 0
04/01/2021 410.022 11 0 0
05/01/2021 0 0 0 0
06/01/2021 117.935 3 0 0
07/01/2021 667.169 13 0 0
08/01/2021 417.919 11 0 0
09/01/2021 75.469 1 0 0
10/01/2021 862.192 12 0 0
11/01/2021 856.682 16 0 0
12/01/2021 183.191 5 0 0
13/01/2021 35.607 1 0 0
14/01/2021 194.98 6 0 0
15/01/2021 394.84 6 0 0
16/01/2021 993.293 5 0 0
17/01/2021 10.548 1 0 0
18/01/2021 93.082 1 0 0
19/01/2021 118.028 2 0 0
20/01/2021 181.499 5 0 0
21/01/2021 696.996 17 0 0
22/01/2021 226.671 4 0 0
23/01/2021 0 0 0 0
24/01/2021 0 0 0 0
25/01/2021 0 0 0 0
26/01/2021 117.866 1 0 0
27/01/2021 533.36 7 0 0
28/01/2021 0 0 0 0
29/01/2021 578.35 4 0 0
30/01/2021 5.331 1 0 0
31/01/2021 110.437 3 0 0
01/02/2021 -634.286 1 0 2

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 143 / 4.61
Starting balance 10000 USDT
Final balance 17327.942 USDT
Absolute profit 7327.942 USDT
Total profit % 73.28%
CAGR % 64622.21%
Sortino 121.80
Sharpe 50.70
Calmar 1262.95
Profit factor 12.40
Expectancy (Ratio) 51.24 (0.16)
Avg. daily profit % 2.36%
Avg. stake amount 2131.218 USDT
Total trade volume 304764.174 USDT
Best Pair STX/USDT 9.77%
Worst Pair VELO/USDT -1.77%
Best trade STX/USDT 27.78%
Worst trade VELO/USDT -6.99%
Best day 993.293 USDT
Worst day -634.286 USDT
Days win/draw/lose 26 / 5 / 1
Avg. Duration Winners 8:23:00
Avg. Duration Loser 7 days, 1:40:00
Max Consecutive Wins / Loss 141 / 2
Rejected Entry signals 223
Entry/Exit Timeouts 0 / 0
Min balance 10021.418 USDT
Max balance 17970.545 USDT
Max % of account underwater 3.58%
Absolute Drawdown (Account) 3.58%
Absolute Drawdown 642.603 USDT
Drawdown high 7970.545 USDT
Drawdown low 7327.942 USDT
Drawdown Start 2021-02-01 00:00:00
Drawdown End 2021-02-01 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 143 2.29 7327.942 73.28 10:38:00 141 0 2 98.6 642.603 USDT 3.58%

@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 v15.1.214 v15.1.206 v15.1.189
Average Duration 17:38:00 17:17:00 17:13:00 15:13:00 15:41:00
Market Change 87.09 % 87.09 % 87.09 % 87.09 % 87.09 %
Max Drawdown 14.5008 % 15.7446 % 15.7375 % 15.6019 % 11.588 %
Profit Mean 1.74 % 1.69 % 1.7 % 1.85 % 1.87 %
Profit Sum 210.25 % 211.56 % 214.64 % 268.26 % 271.59 %
Profit Total 27.64 % 27.18 % 27.83 % 39.69 % 44.99 %
Trades 121 125 126 145 145
Win Rate 95.04 % 96.0 % 96.03 % 96.55 % 95.86 %
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%
ALEPH/USDT 11 2.58 605.172 6.05 4:50:00 11 0 0 100
ATOM/USDT 7 3.06 453.034 4.53 0:59:00 7 0 0 100
GRT/USDT 6 2.36 354.729 3.55 19:28:00 6 0 0 100
FIL/USDT 2 4.58 243.580 2.44 1 day, 16:37:00 2 0 0 100
WIN/USDT 5 2.44 213.571 2.14 0:21:00 5 0 0 100
ONT/USDT 5 1.73 199.728 2.0 0:56:00 5 0 0 100
COTI/USDT 3 3.49 195.125 1.95 0:47:00 3 0 0 100
VRA/USDT 4 2.27 182.711 1.83 4:08:00 4 0 0 100
UMA/USDT 1 6.05 171.215 1.71 3 days, 12:15:00 1 0 0 100
NIM/USDT 6 1.39 168.700 1.69 3:57:00 6 0 0 100
DASH/USDT 2 3.85 161.033 1.61 3:48:00 2 0 0 100
XLM/USDT 4 1.97 137.825 1.38 0:23:00 4 0 0 100
BNB/USDT 2 3.19 135.124 1.35 0:54:00 2 0 0 100
ROSE/USDT 5 1.13 115.185 1.15 0:30:00 5 0 0 100
MLK/USDT 3 1.67 107.133 1.07 2:57:00 3 0 0 100
VELO/USDT 1 4.18 95.250 0.95 0:01:00 1 0 0 100
AVA/USDT 2 1.9 91.404 0.91 1:46:00 2 0 0 100
ADA/USDT 3 1.27 80.636 0.81 0:03:00 3 0 0 100
TRX/USDT 2 1.7 77.284 0.77 5:03:00 2 0 0 100
ONE/USDT 2 2.15 71.388 0.71 0:30:00 2 0 0 100
VET/USDT 2 1.62 63.654 0.64 0:02:00 2 0 0 100
DEGO/USDT 2 1.57 63.255 0.63 0:28:00 2 0 0 100
NWC/USDT 2 1.46 60.869 0.61 0:22:00 2 0 0 100
TEL/USDT 2 1.54 55.919 0.56 1:16:00 2 0 0 100
EOS/USDT 2 1.55 55.342 0.55 0:32:00 2 0 0 100
STX/USDT 3 0.88 53.918 0.54 2:06:00 3 0 0 100
DAG/USDT 2 1.26 47.478 0.47 5:26:00 2 0 0 100
AAVE/USDT 3 0.78 45.824 0.46 0:04:00 3 0 0 100
YFI/USDT 1 1.06 32.750 0.33 1:26:00 1 0 0 100
ARPA/USDT 2 0.72 31.358 0.31 0:02:00 2 0 0 100
EWT/USDT 1 1.84 30.454 0.3 1:05:00 1 0 0 100
BTT/USDT 1 1.3 28.809 0.29 0:47:00 1 0 0 100
DGB/USDT 1 0.95 26.191 0.26 1:04:00 1 0 0 100
LINK/USDT 1 1.26 25.643 0.26 5:30:00 1 0 0 100
NEO/USDT 1 1.32 25.529 0.26 0:12:00 1 0 0 100
SNX/USDT 1 1.36 22.428 0.22 0:06:00 1 0 0 100
DIA/USDT 1 1.12 19.616 0.2 0:03:00 1 0 0 100
MKR/USDT 1 1.1 19.221 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
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
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
ETC/USDT 1 -1.28 -103.994 -1.04 9 days, 21:55:00 0 0 1 0
ALGO/USDT 4 0.18 -245.456 -2.45 3 days, 15:12:00 3 0 1 75.0
XRP/USDT 1 -1.36 -246.890 -2.47 27 days, 10:20:00 0 0 1 0
SXP/USDT 5 1.03 -283.432 -2.83 1 day, 3:50:00 4 0 1 80.0
UNI/USDT 2 -1.37 -411.053 -4.11 3 days, 1:20:00 1 0 1 50.0
UOS/USDT 3 -1.96 -513.377 -5.13 1 day, 23:15:00 2 0 1 66.7
TOTAL 121 1.74 2763.882 27.64 17:38:00 115 0 6 95.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETC/USDT 1 -1.28 -103.994 -1.04 9 days, 21:55:00 0 0 1 0
XRP/USDT 1 -1.36 -246.890 -2.47 27 days, 10:20:00 0 0 1 0
ALGO/USDT 1 -2.45 -353.864 -3.54 8 days, 8:40:00 0 0 1 0
UNI/USDT 1 -3.44 -429.896 -4.3 5 days, 21:55:00 0 0 1 0
SXP/USDT 1 -3.61 -462.998 -4.63 5 days, 17:10:00 0 0 1 0
UOS/USDT 1 -8.3 -567.141 -5.67 5 days, 20:55:00 0 0 1 0
TOTAL 6 -3.4 -2164.783 -21.65 10 days, 12:49:00 0 0 6 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 62 2.0 2402.410 24.02 14:20:00 61 0 1 98.4
143 4 3.6 292.595 2.93 0:34:00 4 0 0 100
43 5 2.29 212.251 2.12 0:11:00 5 0 0 100
120 4 1.22 157.411 1.57 6 days, 1:07:00 3 0 1 75.0
6 142 3 1.77 105.701 1.06 1:58:00 3 0 0 100
1 2 2.83 101.489 1.01 0:17:00 2 0 0 100
6 42 2 2.32 100.378 1.0 0:12:00 2 0 0 100
141 4 1.14 95.977 0.96 0:22:00 4 0 0 100
3 3 1.41 80.868 0.81 0:08:00 3 0 0 100
5 3 1.08 65.311 0.65 0:57:00 3 0 0 100
41 2 1.49 62.557 0.63 2:29:00 2 0 0 100
2 3 1 2.23 45.628 0.46 0:13:00 1 0 0 100
142 12 1.49 40.752 0.41 13:24:00 11 0 1 91.7
141 142 1 1.79 36.392 0.36 0:01:00 1 0 0 100
2 3 41 1 1.42 29.108 0.29 0:06:00 1 0 0 100
2 3 5 1 1.17 25.650 0.26 0:02:00 1 0 0 100
6 141 142 1 1.15 25.645 0.26 0:08:00 1 0 0 100
3 141 142 1 1.05 23.512 0.24 0:08:00 1 0 0 100
2 1 1.23 22.124 0.22 0:02:00 1 0 0 100
2 3 6 1 0.9 15.307 0.15 0:28:00 1 0 0 100
6 120 142 1 -2.45 -353.864 -3.54 8 days, 8:40:00 0 0 1 0
42 6 -0.25 -823.322 -8.23 1 day, 23:08:00 4 0 2 66.7
TOTAL 121 1.74 2763.882 27.64 17:38:00 115 0 6 95.0

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 18 1.26 449.974 4.5 0:07:00 18 0 0 100
exit_long_grind_g ( 120 ) 3 2.05 261.405 2.61 4 days, 18:11:00 3 0 0 100
exit_long_tc_w_8_2 ( 142 ) 1 8.82 202.629 2.03 1:40:00 1 0 0 100
exit_long_normal_w_10_1 ( 6 ) 1 6.05 171.215 1.71 3 days, 12:15:00 1 0 0 100
exit_long_tc_d_6_81 ( 143 ) 1 6.75 149.484 1.49 0:45:00 1 0 0 100
exit_profit_long_normal_t_3_1_m ( 6 ) 2 3.73 136.252 1.36 2:12:00 2 0 0 100
exit_long_normal_u_6 ( 6 ) 1 6.13 127.564 1.28 0:03:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 5 1.2 119.150 1.19 0:04:00 5 0 0 100
exit_long_normal_w_5_5 ( 6 ) 1 5.22 110.088 1.1 1:41:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 4 1.24 106.382 1.06 4:15:00 4 0 0 100
exit_long_normal_w_5_7 ( 6 ) 1 5.42 105.853 1.06 0:35:00 1 0 0 100
exit_long_normal_w_4_7 ( 6 ) 1 4.78 101.913 1.02 2:45:00 1 0 0 100
exit_long_quick_d_5_70 ( 42 ) 1 5.52 101.639 1.02 0:17:00 1 0 0 100
exit_long_normal_u_4 ( 6 ) 1 4.18 95.250 0.95 0:01:00 1 0 0 100
exit_long_quick_u_4 ( 43 ) 1 4.73 90.666 0.91 0:06:00 1 0 0 100
exit_long_normal_d_4_84 ( 6 ) 1 4.14 90.557 0.91 3:40:00 1 0 0 100
exit_long_normal_d_2_42 ( 6 ) 2 2.21 89.626 0.9 2:29:00 2 0 0 100
exit_long_normal_u_1 ( 3 ) 3 1.41 80.868 0.81 0:08:00 3 0 0 100
exit_long_normal_d_4_42 ( 6 ) 1 4.2 76.124 0.76 0:47:00 1 0 0 100
exit_long_normal_w_3_12 ( 6 ) 1 2.79 75.035 0.75 3:20:00 1 0 0 100
exit_long_normal_d_3_81 ( 6 ) 1 2.8 74.627 0.75 1:13:00 1 0 0 100
exit_long_normal_u_4 ( 1 ) 1 4.46 74.482 0.74 0:04:00 1 0 0 100
exit_profit_long_normal_t_4_1_m ( 6 ) 1 4.09 72.882 0.73 2:00:00 1 0 0 100
exit_long_normal_d_3_95 ( 6 ) 1 3.54 70.047 0.7 0:55:00 1 0 0 100
exit_long_tc_w_4_7 ( 143 ) 1 4.21 69.749 0.7 1:25:00 1 0 0 100
exit_long_normal_d_3_65 ( 6 ) 1 3.02 68.116 0.68 0:24:00 1 0 0 100
exit_long_normal_d_1_95 ( 6 ) 2 1.72 65.444 0.65 1:12:00 2 0 0 100
exit_long_normal_w_3_2 ( 6 ) 1 1.58 65.071 0.65 1 day, 18:30:00 1 0 0 100
exit_long_normal_d_2_20 ( 6 42 ) 1 2.71 58.557 0.59 0:16:00 1 0 0 100
exit_long_normal_d_3_40 ( 6 142 ) 1 3.33 58.144 0.58 1:00:00 1 0 0 100
exit_long_tc_d_2_55 ( 142 ) 1 2.28 56.216 0.56 10:05:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 2 1.49 55.279 0.55 0:09:00 2 0 0 100
exit_long_normal_d_3_42 ( 6 ) 1 3.04 55.131 0.55 1:12:00 1 0 0 100
exit_long_tc_d_2_65 ( 142 ) 1 2.46 53.751 0.54 0:26:00 1 0 0 100
exit_long_normal_d_1_77 ( 6 ) 2 1.22 49.219 0.49 1:06:00 2 0 0 100
exit_long_normal_d_2_43 ( 6 ) 1 2.45 47.355 0.47 0:35:00 1 0 0 100
exit_long_tc_u_2 ( 143 ) 1 2.1 47.176 0.47 0:04:00 1 0 0 100
exit_long_quick_d_2_81 ( 42 ) 1 2.41 47.031 0.47 2:50:00 1 0 0 100
exit_long_tc_d_2_71 ( 141 ) 1 2.06 46.471 0.46 0:15:00 1 0 0 100
exit_long_normal_u_2 ( 2 3 ) 1 2.23 45.628 0.46 0:13:00 1 0 0 100
exit_long_quick_q_7 ( 41 ) 1 1.88 42.382 0.42 3:55:00 1 0 0 100
exit_long_normal_u_1 ( 6 42 ) 1 1.94 41.821 0.42 0:07:00 1 0 0 100
exit_long_normal_d_2_64 ( 6 ) 1 2.3 41.456 0.41 0:30:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 6 ) 1 2.19 41.246 0.41 9:53:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 ) 1 1.71 39.245 0.39 0:29:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.79 36.392 0.36 0:01:00 1 0 0 100
exit_long_normal_d_1_83 ( 6 ) 1 1.63 35.495 0.35 0:40:00 1 0 0 100
exit_long_quick_u_2 ( 43 ) 1 2.01 35.167 0.35 0:02:00 1 0 0 100
exit_profit_long_normal_t_2_2_m ( 6 ) 1 2.01 33.152 0.33 4:58:00 1 0 0 100
exit_profit_long_normal_t_1_2_m ( 6 ) 1 1.06 32.750 0.33 1:26:00 1 0 0 100
exit_long_tc_d_1_95 ( 142 ) 1 1.44 32.585 0.33 2:20:00 1 0 0 100
exit_long_normal_d_1_6 ( 5 ) 1 1.82 32.370 0.32 0:30:00 1 0 0 100
exit_long_quick_d_1_64 ( 42 ) 1 1.25 31.390 0.31 1:14:00 1 0 0 100
exit_long_quick_d_1_70 ( 43 ) 1 1.7 31.139 0.31 0:31:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 41 ) 1 1.42 29.108 0.29 0:06:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.29 28.714 0.29 0:08:00 1 0 0 100
exit_long_normal_d_1_70 ( 1 ) 1 1.21 27.007 0.27 0:30:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 1 1.21 26.756 0.27 0:19:00 1 0 0 100
exit_long_normal_d_1_10 ( 6 ) 1 0.95 26.191 0.26 1:04:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 1 1.33 26.185 0.26 0:03:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 5 ) 1 1.17 25.650 0.26 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 1 1.15 25.645 0.26 0:08:00 1 0 0 100
exit_long_normal_d_1_84 ( 6 ) 1 1.26 25.643 0.26 5:30:00 1 0 0 100
exit_long_normal_d_1_71 ( 6 ) 1 1.23 25.496 0.25 1:09:00 1 0 0 100
exit_long_tc_w_1_11 ( 141 ) 1 1.07 24.878 0.25 1:10:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 1 1.11 24.424 0.24 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 3 141 142 ) 1 1.05 23.512 0.24 0:08:00 1 0 0 100
exit_long_normal_d_1_70 ( 6 ) 1 1.08 22.229 0.22 1:21:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.23 22.124 0.22 0:02:00 1 0 0 100
exit_long_quick_d_1_53 ( 41 ) 1 1.09 20.175 0.2 1:03:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.17 19.294 0.19 0:01:00 1 0 0 100
exit_long_normal_d_0_79 ( 6 142 ) 1 0.69 18.843 0.19 4:45:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 2 3 6 ) 1 0.9 15.307 0.15 0:28:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.41 8.978 0.09 0:02:00 1 0 0 100
exit_long_normal_d_0_3 ( 5 ) 1 0.31 8.517 0.09 2:20:00 1 0 0 100
exit_long_normal_d_0_80 ( 6 ) 1 0.33 6.232 0.06 1:00:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 1 0.28 5.334 0.05 0:01:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 2 0.12 4.372 0.04 9:02:00 2 0 0 100
exit_long_tc_d_0_8 ( 142 ) 1 0.18 4.098 0.04 3:54:00 1 0 0 100
exit_profit_long_normal_t_0_3_m ( 6 ) 1 0.13 3.092 0.03 5:10:00 1 0 0 100
exit_long_tc_u_0 ( 142 ) 1 0.11 2.220 0.02 0:14:00 1 0 0 100
force_exit 6 -3.4 -2164.783 -21.65 10 days, 12:49:00 0 0 6 0
TOTAL 121 1.74 2763.882 27.64 17:38:00 115 0 6 95.0

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_u_1 ( 6 )') 18 1.26 449.974 4.5 0:07:00 18 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 3 2.05 261.405 2.61 4 days, 18:11:00 3 0 0 100
('142 ', 'exit_long_tc_w_8_2 ( 142 )') 1 8.82 202.629 2.03 1:40:00 1 0 0 100
('6 ', 'exit_long_normal_w_10_1 ( 6 )') 1 6.05 171.215 1.71 3 days, 12:15:00 1 0 0 100
('143 ', 'exit_long_tc_d_6_81 ( 143 )') 1 6.75 149.484 1.49 0:45:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_3_1_m ( 6 )') 2 3.73 136.252 1.36 2:12:00 2 0 0 100
('6 ', 'exit_long_normal_u_6 ( 6 )') 1 6.13 127.564 1.28 0:03:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 5 1.2 119.150 1.19 0:04:00 5 0 0 100
('6 ', 'exit_long_normal_w_5_5 ( 6 )') 1 5.22 110.088 1.1 1:41:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 4 1.24 106.382 1.06 4:15:00 4 0 0 100
('6 ', 'exit_long_normal_w_5_7 ( 6 )') 1 5.42 105.853 1.06 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_w_4_7 ( 6 )') 1 4.78 101.913 1.02 2:45:00 1 0 0 100
('42 ', 'exit_long_quick_d_5_70 ( 42 )') 1 5.52 101.639 1.02 0:17:00 1 0 0 100
('6 ', 'exit_long_normal_u_4 ( 6 )') 1 4.18 95.250 0.95 0:01:00 1 0 0 100
('43 ', 'exit_long_quick_u_4 ( 43 )') 1 4.73 90.666 0.91 0:06:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_84 ( 6 )') 1 4.14 90.557 0.91 3:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_42 ( 6 )') 2 2.21 89.626 0.9 2:29:00 2 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 3 1.41 80.868 0.81 0:08:00 3 0 0 100
('6 ', 'exit_long_normal_d_4_42 ( 6 )') 1 4.2 76.124 0.76 0:47:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_12 ( 6 )') 1 2.79 75.035 0.75 3:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_81 ( 6 )') 1 2.8 74.627 0.75 1:13:00 1 0 0 100
('1 ', 'exit_long_normal_u_4 ( 1 )') 1 4.46 74.482 0.74 0:04:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_4_1_m ( 6 )') 1 4.09 72.882 0.73 2:00:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_95 ( 6 )') 1 3.54 70.047 0.7 0:55:00 1 0 0 100
('143 ', 'exit_long_tc_w_4_7 ( 143 )') 1 4.21 69.749 0.7 1:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_65 ( 6 )') 1 3.02 68.116 0.68 0:24:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_95 ( 6 )') 2 1.72 65.444 0.65 1:12:00 2 0 0 100
('6 ', 'exit_long_normal_w_3_2 ( 6 )') 1 1.58 65.071 0.65 1 day, 18:30:00 1 0 0 100
('6 42 ', 'exit_long_normal_d_2_20 ( 6 42 )') 1 2.71 58.557 0.59 0:16:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_3_40 ( 6 142 )') 1 3.33 58.144 0.58 1:00:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_55 ( 142 )') 1 2.28 56.216 0.56 10:05:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 2 1.49 55.279 0.55 0:09:00 2 0 0 100
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 1 3.04 55.131 0.55 1:12:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_65 ( 142 )') 1 2.46 53.751 0.54 0:26:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_77 ( 6 )') 2 1.22 49.219 0.49 1:06:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_43 ( 6 )') 1 2.45 47.355 0.47 0:35:00 1 0 0 100
('143 ', 'exit_long_tc_u_2 ( 143 )') 1 2.1 47.176 0.47 0:04:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_81 ( 42 )') 1 2.41 47.031 0.47 2:50:00 1 0 0 100
('141 ', 'exit_long_tc_d_2_71 ( 141 )') 1 2.06 46.471 0.46 0:15:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_2 ( 2 3 )') 1 2.23 45.628 0.46 0:13:00 1 0 0 100
('41 ', 'exit_long_quick_q_7 ( 41 )') 1 1.88 42.382 0.42 3:55:00 1 0 0 100
('6 42 ', 'exit_long_normal_u_1 ( 6 42 )') 1 1.94 41.821 0.42 0:07:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_64 ( 6 )') 1 2.3 41.456 0.41 0:30:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_1_m ( 6 )') 1 2.19 41.246 0.41 9:53:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_20 ( 6 )') 1 1.71 39.245 0.39 0:29:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.79 36.392 0.36 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_83 ( 6 )') 1 1.63 35.495 0.35 0:40:00 1 0 0 100
('43 ', 'exit_long_quick_u_2 ( 43 )') 1 2.01 35.167 0.35 0:02:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_2_m ( 6 )') 1 2.01 33.152 0.33 4:58:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_2_m ( 6 )') 1 1.06 32.750 0.33 1:26:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_95 ( 142 )') 1 1.44 32.585 0.33 2:20:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_6 ( 5 )') 1 1.82 32.370 0.32 0:30:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_64 ( 42 )') 1 1.25 31.390 0.31 1:14:00 1 0 0 100
('43 ', 'exit_long_quick_d_1_70 ( 43 )') 1 1.7 31.139 0.31 0:31:00 1 0 0 100
('2 3 41 ', 'exit_long_normal_u_1 ( 2 3 41 )') 1 1.42 29.108 0.29 0:06:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.29 28.714 0.29 0:08:00 1 0 0 100
('1 ', 'exit_long_normal_d_1_70 ( 1 )') 1 1.21 27.007 0.27 0:30:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 1 1.21 26.756 0.27 0:19:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_10 ( 6 )') 1 0.95 26.191 0.26 1:04:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 1 1.33 26.185 0.26 0:03:00 1 0 0 100
('2 3 5 ', 'exit_long_normal_u_1 ( 2 3 5 )') 1 1.17 25.650 0.26 0:02:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 1 1.15 25.645 0.26 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_84 ( 6 )') 1 1.26 25.643 0.26 5:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_71 ( 6 )') 1 1.23 25.496 0.25 1:09:00 1 0 0 100
('141 ', 'exit_long_tc_w_1_11 ( 141 )') 1 1.07 24.878 0.25 1:10:00 1 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 1 1.11 24.424 0.24 0:02:00 1 0 0 100
('3 141 142 ', 'exit_long_normal_u_1 ( 3 141 142 )') 1 1.05 23.512 0.24 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_70 ( 6 )') 1 1.08 22.229 0.22 1:21:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.23 22.124 0.22 0:02:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_53 ( 41 )') 1 1.09 20.175 0.2 1:03:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.17 19.294 0.19 0:01:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_0_79 ( 6 142 )') 1 0.69 18.843 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 15.307 0.15 0:28:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.41 8.978 0.09 0:02:00 1 0 0 100
('5 ', 'exit_long_normal_d_0_3 ( 5 )') 1 0.31 8.517 0.09 2:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_80 ( 6 )') 1 0.33 6.232 0.06 1:00:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 1 0.28 5.334 0.05 0:01:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 2 0.12 4.372 0.04 9:02:00 2 0 0 100
('142 ', 'exit_long_tc_d_0_8 ( 142 )') 1 0.18 4.098 0.04 3:54:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_3_m ( 6 )') 1 0.13 3.092 0.03 5:10:00 1 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 1 0.11 2.220 0.02 0:14:00 1 0 0 100
('120 ', 'force_exit') 1 -1.28 -103.994 -1.04 9 days, 21:55:00 0 0 1 0
('6 ', 'force_exit') 1 -1.36 -246.890 -2.47 27 days, 10:20:00 0 0 1 0
('6 120 142 ', 'force_exit') 1 -2.45 -353.864 -3.54 8 days, 8:40:00 0 0 1 0
('142 ', 'force_exit') 1 -3.44 -429.896 -4.3 5 days, 21:55:00 0 0 1 0
('42 ', 'force_exit') 2 -5.95 -1030.139 -10.3 5 days, 19:02:00 0 0 2 0
TOTAL 121 1.74 2763.882 27.64 17:38:00 115 0 6 95.0

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/02/2021 89.043 2 0 0
02/02/2021 0 0 0 0
03/02/2021 44.047 2 0 0
04/02/2021 47.687 1 0 0
05/02/2021 84.685 1 0 0
06/02/2021 47.355 1 0 0
07/02/2021 55.58 2 0 0
08/02/2021 71.7 2 0 0
09/02/2021 197.556 6 0 0
10/02/2021 487.206 11 0 0
11/02/2021 305.699 6 0 0
12/02/2021 257.419 6 0 0
13/02/2021 48.613 2 0 0
14/02/2021 200.377 5 0 0
15/02/2021 383.484 10 0 0
16/02/2021 315.852 6 0 0
17/02/2021 138.524 6 0 0
18/02/2021 212.837 4 0 0
19/02/2021 235.321 3 0 0
20/02/2021 271.505 8 0 0
21/02/2021 117.574 3 0 0
22/02/2021 974.015 24 0 0
23/02/2021 342.584 4 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 -2164.783 0 0 6

SUMMARY METRICS

Metric Value
Backtesting from 2021-02-01 00:00:00
Backtesting to 2021-03-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 121 / 4.32
Starting balance 10000 USDT
Final balance 12763.882 USDT
Absolute profit 2763.882 USDT
Total profit % 27.64%
CAGR % 2307.47%
Sortino 12.49
Sharpe 18.95
Calmar 130.05
Profit factor 2.28
Expectancy (Ratio) 22.84 (0.06)
Avg. daily profit % 0.99%
Avg. stake amount 1875.581 USDT
Total trade volume 226945.286 USDT
Best Pair ALEPH/USDT 6.05%
Worst Pair UOS/USDT -5.13%
Best trade ATOM/USDT 8.82%
Worst trade UOS/USDT -8.30%
Best day 974.015 USDT
Worst day -2164.783 USDT
Days win/draw/lose 22 / 6 / 1
Avg. Duration Winners 5:22:00
Avg. Duration Loser 10 days, 12:49:00
Max Consecutive Wins / Loss 115 / 6
Rejected Entry signals 672
Entry/Exit Timeouts 0 / 0
Min balance 10019.294 USDT
Max balance 14928.665 USDT
Max % of account underwater 14.50%
Absolute Drawdown (Account) 14.50%
Absolute Drawdown 2164.783 USDT
Drawdown high 4928.665 USDT
Drawdown low 2763.882 USDT
Drawdown Start 2021-02-23 05:53:00
Drawdown End 2021-03-01 00:00:00
Market change 87.09%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 121 1.74 2763.882 27.64 17:38:00 115 0 6 95.0 2164.783 USDT 14.50%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210301-20210401

Current Previous v15.1.214 v15.1.206 v15.1.189
Average Duration 10:20:00 10:20:00 10:12:00 9:42:00 14:30:00
Market Change 140.67 % 140.67 % 140.67 % 140.67 % 140.67 %
Max Drawdown 3.8807 % 3.8943 % 3.8878 % 3.8245 % 5.666 %
Profit Mean 1.81 % 1.81 % 1.82 % 1.93 % 2.02 %
Profit Sum 195.92 % 195.75 % 199.9 % 246.78 % 258.78 %
Profit Total 36.13 % 36.13 % 37.14 % 48.72 % 49.64 %
Trades 108 108 110 128 128
Win Rate 98.15 % 98.15 % 98.18 % 98.44 % 97.66 %
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 4 6.25 471.549 4.72 2:12:00 4 0 0 100
VRA/USDT 9 2.05 367.060 3.67 1:24:00 9 0 0 100
COTI/USDT 6 2.23 285.553 2.86 0:07:00 6 0 0 100
ONE/USDT 6 2.13 274.995 2.75 1:36:00 6 0 0 100
KAI/USDT 8 1.66 262.004 2.62 4:45:00 8 0 0 100
TEL/USDT 4 2.94 227.985 2.28 0:42:00 4 0 0 100
ROSE/USDT 4 2.38 221.157 2.21 9:22:00 4 0 0 100
DEGO/USDT 4 2.17 183.094 1.83 2:35:00 4 0 0 100
GRT/USDT 3 1.78 168.372 1.68 6 days, 1:11:00 3 0 0 100
CHR/USDT 7 1.19 165.592 1.66 1:10:00 7 0 0 100
CKB/USDT 3 2.33 145.686 1.46 1:26:00 3 0 0 100
DGB/USDT 3 2.44 139.982 1.4 0:46:00 3 0 0 100
VELO/USDT 6 1.2 133.254 1.33 3:34:00 6 0 0 100
NIM/USDT 4 1.43 133.226 1.33 1:24:00 4 0 0 100
DIA/USDT 2 2.04 94.693 0.95 2:26:00 2 0 0 100
ARPA/USDT 3 1.63 92.485 0.92 0:07:00 3 0 0 100
ALEPH/USDT 3 1.72 91.321 0.91 0:09:00 3 0 0 100
VET/USDT 3 1.34 59.322 0.59 0:18:00 3 0 0 100
NWC/USDT 1 2.3 48.324 0.48 0:20:00 1 0 0 100
KSM/USDT 2 1.31 47.619 0.48 5:38:00 2 0 0 100
ALGO/USDT 2 1.27 47.421 0.47 0:14:00 2 0 0 100
JST/USDT 1 2.05 45.986 0.46 4:10:00 1 0 0 100
VIDT/USDT 3 0.62 44.689 0.45 14:16:00 3 0 0 100
EOS/USDT 2 1.04 44.678 0.45 0:30:00 2 0 0 100
BTT/USDT 1 2.05 44.669 0.45 0:40:00 1 0 0 100
ATOM/USDT 1 2.21 37.053 0.37 5:15:00 1 0 0 100
UOS/USDT 1 1.6 35.706 0.36 1:30:00 1 0 0 100
BNB/USDT 2 0.96 35.595 0.36 0:02:00 2 0 0 100
PLU/USDT 1 1.86 35.213 0.35 1:30:00 1 0 0 100
PRE/USDT 1 1.64 34.550 0.35 1:25:00 1 0 0 100
ADA/USDT 1 1.53 30.589 0.31 1:10:00 1 0 0 100
YFI/USDT 1 1.43 25.385 0.25 0:06:00 1 0 0 100
WIN/USDT 1 1.19 24.151 0.24 0:02:00 1 0 0 100
DAG/USDT 1 1.03 22.499 0.22 1:23:00 1 0 0 100
DOT/USDT 1 1.13 21.958 0.22 0:03:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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
UNI/USDT 1 -0.19 -5.239 -0.05 9 days, 3:15:00 0 0 1 0
SXP/USDT 2 -3.38 -525.281 -5.25 4 days, 13:40:00 1 0 1 50.0
TOTAL 108 1.81 3612.892 36.13 10:20:00 106 0 2 98.1

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UNI/USDT 1 -0.19 -5.239 -0.05 9 days, 3:15:00 0 0 1 0
SXP/USDT 1 -7.78 -544.360 -5.44 9 days, 3:15:00 0 0 1 0
TOTAL 2 -3.98 -549.599 -5.5 9 days, 3:15:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 64 1.91 2053.193 20.53 6:43:00 63 0 1 98.4
42 7 1.69 272.807 2.73 2:21:00 7 0 0 100
3 3 3.81 246.305 2.46 0:20:00 3 0 0 100
43 6 1.97 239.723 2.4 0:13:00 6 0 0 100
5 3 2.37 136.084 1.36 0:14:00 3 0 0 100
41 4 1.36 108.185 1.08 0:16:00 4 0 0 100
2 4 1.15 92.067 0.92 0:02:00 4 0 0 100
142 3 1.34 78.909 0.79 0:19:00 3 0 0 100
120 2 0.62 78.328 0.78 13 days, 13:47:00 1 0 1 50.0
1 1 3.5 57.921 0.58 0:01:00 1 0 0 100
4 43 1 2.51 52.813 0.53 0:01:00 1 0 0 100
141 1 2.21 37.053 0.37 5:15:00 1 0 0 100
2 3 6 1 1.4 28.830 0.29 0:14:00 1 0 0 100
6 141 1 1.28 26.419 0.26 0:20:00 1 0 0 100
41 43 1 1.29 25.864 0.26 0:04:00 1 0 0 100
6 142 1 1.13 21.958 0.22 0:03:00 1 0 0 100
5 6 1 1.09 18.949 0.19 0:08:00 1 0 0 100
2 3 4 1 0.57 10.596 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 8.748 0.09 0:50:00 1 0 0 100
2 6 1 0.36 8.657 0.09 6:31:00 1 0 0 100
TOTAL 108 1.81 3612.892 36.13 10:20:00 106 0 2 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 ) 17 1.26 423.510 4.24 0:06:00 17 0 0 100
exit_long_normal_d_10_3 ( 6 ) 1 11.71 198.766 1.99 5:50:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 5 2.33 194.138 1.94 0:05:00 5 0 0 100
exit_long_normal_w_7_9 ( 6 ) 1 7.04 145.600 1.46 0:30:00 1 0 0 100
exit_long_normal_u_6 ( 3 ) 1 6.58 140.685 1.41 0:22:00 1 0 0 100
exit_long_normal_d_5_41 ( 6 ) 1 5.13 108.355 1.08 1:11:00 1 0 0 100
exit_long_normal_d_5_5 ( 6 ) 1 4.81 108.249 1.08 3:32:00 1 0 0 100
exit_long_quick_u_2 ( 43 ) 2 2.54 103.620 1.04 0:02:00 2 0 0 100
exit_long_normal_d_5_9 ( 6 ) 1 4.72 97.397 0.97 1:35:00 1 0 0 100
exit_long_normal_d_4_35 ( 6 ) 1 2.56 93.275 0.93 1 day, 13:18:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 4 1.15 92.067 0.92 0:02:00 4 0 0 100
exit_long_normal_d_4_42 ( 6 ) 1 4.2 85.149 0.85 0:55:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.43 83.567 0.84 18 days, 0:19:00 1 0 0 100
exit_long_normal_d_3_71 ( 3 ) 1 3.85 83.262 0.83 0:20:00 1 0 0 100
exit_long_normal_d_4_3 ( 6 ) 1 4.13 76.948 0.77 1:25:00 1 0 0 100
exit_long_normal_d_3_80 ( 5 ) 1 3.93 76.426 0.76 0:26:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 3 1.36 75.910 0.76 0:03:00 3 0 0 100
exit_long_quick_d_3_60 ( 43 ) 1 3.35 71.485 0.71 0:20:00 1 0 0 100
exit_long_normal_d_3_55 ( 6 ) 1 3.08 66.933 0.67 1:10:00 1 0 0 100
exit_long_quick_q_7 ( 42 ) 1 2.57 62.341 0.62 4:47:00 1 0 0 100
exit_long_normal_u_3 ( 6 ) 1 3.34 60.108 0.6 0:02:00 1 0 0 100
exit_long_normal_w_3_13 ( 6 ) 1 2.6 59.516 0.6 1:55:00 1 0 0 100
exit_long_normal_d_3_42 ( 6 ) 1 3.02 58.374 0.58 0:45:00 1 0 0 100
exit_profit_long_normal_t_3_1_m ( 6 ) 1 3.27 58.287 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_quick_u_1 ( 43 ) 2 1.48 57.518 0.58 0:25:00 2 0 0 100
exit_long_quick_u_1 ( 42 ) 2 1.3 54.597 0.55 0:04:00 2 0 0 100
exit_long_quick_q_4 ( 42 ) 1 1.94 52.835 0.53 4:35:00 1 0 0 100
exit_long_normal_u_2 ( 4 43 ) 1 2.51 52.813 0.53 0:01:00 1 0 0 100
exit_long_normal_d_2_3 ( 6 ) 1 2.54 51.862 0.52 2:00:00 1 0 0 100
exit_long_normal_w_2_10 ( 6 ) 1 2.2 49.218 0.49 3:05:00 1 0 0 100
exit_long_normal_d_2_80 ( 6 ) 1 2.3 48.324 0.48 0:20:00 1 0 0 100
exit_long_normal_d_2_70 ( 6 ) 1 2.71 46.823 0.47 0:39:00 1 0 0 100
exit_long_quick_d_2_8 ( 42 ) 1 2.05 45.986 0.46 4:10:00 1 0 0 100
exit_long_normal_w_2_7 ( 6 ) 1 2.09 44.850 0.45 1:27:00 1 0 0 100
exit_long_normal_d_2_42 ( 6 ) 1 2.05 44.669 0.45 0:40:00 1 0 0 100
exit_long_normal_d_2_72 ( 6 ) 1 2.11 40.175 0.4 0:51:00 1 0 0 100
exit_long_tc_d_2_84 ( 141 ) 1 2.21 37.053 0.37 5:15:00 1 0 0 100
exit_long_normal_d_2_77 ( 5 ) 1 2.11 36.799 0.37 0:15:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.97 36.268 0.36 0:15:00 1 0 0 100
exit_long_normal_d_1_10 ( 6 ) 1 1.6 35.706 0.36 1:30:00 1 0 0 100
exit_long_tc_d_1_20 ( 142 ) 1 1.72 35.587 0.36 0:10:00 1 0 0 100
exit_long_normal_w_1_8 ( 6 ) 1 1.86 35.213 0.35 1:30:00 1 0 0 100
exit_long_quick_d_1_3 ( 42 ) 1 1.64 34.550 0.35 1:25:00 1 0 0 100
exit_long_quick_d_1_20 ( 41 ) 1 1.36 32.275 0.32 0:53:00 1 0 0 100
exit_long_normal_2_1_1 ( 6 ) 1 1.84 30.920 0.31 19:15:00 1 0 0 100
exit_long_normal_d_1_53 ( 6 ) 1 1.53 30.589 0.31 1:10:00 1 0 0 100
exit_long_normal_w_1_7 ( 6 ) 1 1.45 30.081 0.3 1:45:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 6 ) 1 1.4 28.830 0.29 0:14:00 1 0 0 100
exit_long_normal_d_1_87 ( 6 ) 1 1.36 28.006 0.28 0:55:00 1 0 0 100
exit_long_normal_w_1_3 ( 6 ) 1 1.25 26.925 0.27 1:15:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 141 ) 1 1.28 26.419 0.26 0:20:00 1 0 0 100
exit_long_quick_u_1 ( 41 43 ) 1 1.29 25.864 0.26 0:04:00 1 0 0 100
exit_long_normal_d_1_55 ( 6 ) 1 0.81 24.831 0.25 1 day, 11:26:00 1 0 0 100
exit_long_normal_d_1_80 ( 6 ) 1 1.2 23.997 0.24 0:55:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 1 1.07 22.859 0.23 0:02:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 2 0.51 22.782 0.23 4:40:00 2 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.03 22.499 0.22 1:23:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.02 22.358 0.22 0:19:00 1 0 0 100
exit_long_tc_w_1_3 ( 142 ) 1 1.06 22.320 0.22 0:40:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.13 21.958 0.22 0:03:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.25 21.002 0.21 0:08:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 1 0.95 19.709 0.2 1:08:00 1 0 0 100
exit_long_normal_u_1 ( 5 6 ) 1 1.09 18.949 0.19 0:08:00 1 0 0 100
exit_profit_long_normal_t_1_2_m ( 6 ) 1 1.11 18.829 0.19 1:19:00 1 0 0 100
exit_long_normal_d_1_61 ( 6 ) 1 1.05 17.635 0.18 11:15:00 1 0 0 100
exit_long_normal_d_0_42 ( 6 ) 1 0.7 15.687 0.16 1:55:00 1 0 0 100
exit_long_normal_d_0_52 ( 6 ) 1 0.39 14.237 0.14 1 day, 12:19:00 1 0 0 100
exit_long_normal_d_0_41 ( 6 ) 1 0.32 11.485 0.11 3:15:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 4 ) 1 0.57 10.596 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_profit_long_normal_t_0_3_m ( 6 ) 1 0.52 8.776 0.09 6:25:00 1 0 0 100
exit_profit_long_tc_t_0_1_m ( 143 ) 1 0.4 8.748 0.09 0:50:00 1 0 0 100
exit_long_normal_d_0_90 ( 2 6 ) 1 0.36 8.657 0.09 6:31:00 1 0 0 100
exit_long_quick_u_0 ( 43 ) 1 0.4 7.101 0.07 0:02:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.16 2.906 0.03 0:04:00 1 0 0 100
exit_long_normal_w_0_9 ( 6 ) 1 0.12 2.446 0.02 5:33:00 1 0 0 100
force_exit 2 -3.98 -549.599 -5.5 9 days, 3:15:00 0 0 2 0
TOTAL 108 1.81 3612.892 36.13 10:20:00 106 0 2 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 )') 17 1.26 423.510 4.24 0:06:00 17 0 0 100
('6 ', 'exit_long_normal_d_10_3 ( 6 )') 1 11.71 198.766 1.99 5:50:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 5 2.33 194.138 1.94 0:05:00 5 0 0 100
('6 ', 'exit_long_normal_w_7_9 ( 6 )') 1 7.04 145.600 1.46 0:30:00 1 0 0 100
('3 ', 'exit_long_normal_u_6 ( 3 )') 1 6.58 140.685 1.41 0:22:00 1 0 0 100
('6 ', 'exit_long_normal_d_5_41 ( 6 )') 1 5.13 108.355 1.08 1:11:00 1 0 0 100
('6 ', 'exit_long_normal_d_5_5 ( 6 )') 1 4.81 108.249 1.08 3:32:00 1 0 0 100
('43 ', 'exit_long_quick_u_2 ( 43 )') 2 2.54 103.620 1.04 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_d_5_9 ( 6 )') 1 4.72 97.397 0.97 1:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_35 ( 6 )') 1 2.56 93.275 0.93 1 day, 13:18:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 4 1.15 92.067 0.92 0:02:00 4 0 0 100
('6 ', 'exit_long_normal_d_4_42 ( 6 )') 1 4.2 85.149 0.85 0:55:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.43 83.567 0.84 18 days, 0:19:00 1 0 0 100
('3 ', 'exit_long_normal_d_3_71 ( 3 )') 1 3.85 83.262 0.83 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_3 ( 6 )') 1 4.13 76.948 0.77 1:25:00 1 0 0 100
('5 ', 'exit_long_normal_d_3_80 ( 5 )') 1 3.93 76.426 0.76 0:26:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 3 1.36 75.910 0.76 0:03:00 3 0 0 100
('43 ', 'exit_long_quick_d_3_60 ( 43 )') 1 3.35 71.485 0.71 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_55 ( 6 )') 1 3.08 66.933 0.67 1:10:00 1 0 0 100
('42 ', 'exit_long_quick_q_7 ( 42 )') 1 2.57 62.341 0.62 4:47:00 1 0 0 100
('6 ', 'exit_long_normal_u_3 ( 6 )') 1 3.34 60.108 0.6 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_13 ( 6 )') 1 2.6 59.516 0.6 1:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 1 3.02 58.374 0.58 0:45:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_3_1_m ( 6 )') 1 3.27 58.287 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
('43 ', 'exit_long_quick_u_1 ( 43 )') 2 1.48 57.518 0.58 0:25:00 2 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 2 1.3 54.597 0.55 0:04:00 2 0 0 100
('42 ', 'exit_long_quick_q_4 ( 42 )') 1 1.94 52.835 0.53 4:35:00 1 0 0 100
('4 43 ', 'exit_long_normal_u_2 ( 4 43 )') 1 2.51 52.813 0.53 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_3 ( 6 )') 1 2.54 51.862 0.52 2:00:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_10 ( 6 )') 1 2.2 49.218 0.49 3:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_80 ( 6 )') 1 2.3 48.324 0.48 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_70 ( 6 )') 1 2.71 46.823 0.47 0:39:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_8 ( 42 )') 1 2.05 45.986 0.46 4:10:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_7 ( 6 )') 1 2.09 44.850 0.45 1:27:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_42 ( 6 )') 1 2.05 44.669 0.45 0:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_72 ( 6 )') 1 2.11 40.175 0.4 0:51:00 1 0 0 100
('141 ', 'exit_long_tc_d_2_84 ( 141 )') 1 2.21 37.053 0.37 5:15:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_77 ( 5 )') 1 2.11 36.799 0.37 0:15:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.97 36.268 0.36 0:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_10 ( 6 )') 1 1.6 35.706 0.36 1:30:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_20 ( 142 )') 1 1.72 35.587 0.36 0:10:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_8 ( 6 )') 1 1.86 35.213 0.35 1:30:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_3 ( 42 )') 1 1.64 34.550 0.35 1:25:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_20 ( 41 )') 1 1.36 32.275 0.32 0:53:00 1 0 0 100
('6 ', 'exit_long_normal_2_1_1 ( 6 )') 1 1.84 30.920 0.31 19:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_53 ( 6 )') 1 1.53 30.589 0.31 1:10:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_7 ( 6 )') 1 1.45 30.081 0.3 1:45:00 1 0 0 100
('2 3 6 ', 'exit_long_normal_u_1 ( 2 3 6 )') 1 1.4 28.830 0.29 0:14:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_87 ( 6 )') 1 1.36 28.006 0.28 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_3 ( 6 )') 1 1.25 26.925 0.27 1:15:00 1 0 0 100
('6 141 ', 'exit_long_normal_d_1_20 ( 6 141 )') 1 1.28 26.419 0.26 0:20:00 1 0 0 100
('41 43 ', 'exit_long_quick_u_1 ( 41 43 )') 1 1.29 25.864 0.26 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_55 ( 6 )') 1 0.81 24.831 0.25 1 day, 11:26:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_80 ( 6 )') 1 1.2 23.997 0.24 0:55:00 1 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 1 1.07 22.859 0.23 0:02:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 2 0.51 22.782 0.23 4:40:00 2 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.03 22.499 0.22 1:23:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.02 22.358 0.22 0:19:00 1 0 0 100
('142 ', 'exit_long_tc_w_1_3 ( 142 )') 1 1.06 22.320 0.22 0:40:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.13 21.958 0.22 0:03:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.25 21.002 0.21 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 1 0.95 19.709 0.2 1:08:00 1 0 0 100
('5 6 ', 'exit_long_normal_u_1 ( 5 6 )') 1 1.09 18.949 0.19 0:08:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_2_m ( 6 )') 1 1.11 18.829 0.19 1:19:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_61 ( 6 )') 1 1.05 17.635 0.18 11:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_42 ( 6 )') 1 0.7 15.687 0.16 1:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_52 ( 6 )') 1 0.39 14.237 0.14 1 day, 12:19:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_41 ( 6 )') 1 0.32 11.485 0.11 3:15:00 1 0 0 100
('2 3 4 ', 'exit_long_normal_u_0 ( 2 3 4 )') 1 0.57 10.596 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_profit_long_normal_t_0_3_m ( 6 )') 1 0.52 8.776 0.09 6:25:00 1 0 0 100
('143 ', 'exit_profit_long_tc_t_0_1_m ( 143 )') 1 0.4 8.748 0.09 0:50:00 1 0 0 100
('2 6 ', 'exit_long_normal_d_0_90 ( 2 6 )') 1 0.36 8.657 0.09 6:31:00 1 0 0 100
('43 ', 'exit_long_quick_u_0 ( 43 )') 1 0.4 7.101 0.07 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.16 2.906 0.03 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_9 ( 6 )') 1 0.12 2.446 0.02 5:33:00 1 0 0 100
('120 ', 'force_exit') 1 -0.19 -5.239 -0.05 9 days, 3:15:00 0 0 1 0
('6 ', 'force_exit') 1 -7.78 -544.360 -5.44 9 days, 3:15:00 0 0 1 0
TOTAL 108 1.81 3612.892 36.13 10:20:00 106 0 2 98.1

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 34.102 1 0 0
04/03/2021 0 0 0 0
05/03/2021 332.98 7 0 0
06/03/2021 46.823 1 0 0
07/03/2021 0 0 0 0
08/03/2021 213.265 6 0 0
09/03/2021 10.006 2 0 0
10/03/2021 131.86 4 0 0
11/03/2021 248.746 6 0 0
12/03/2021 257.648 7 0 0
13/03/2021 44.24 1 0 0
14/03/2021 35.213 1 0 0
15/03/2021 247.112 8 0 0
16/03/2021 308.285 6 0 0
17/03/2021 8.657 1 0 0
18/03/2021 30.589 1 0 0
19/03/2021 104.388 4 0 0
20/03/2021 237.717 4 0 0
21/03/2021 39.316 2 0 0
22/03/2021 291.367 6 0 0
23/03/2021 483.861 11 0 0
24/03/2021 265.56 9 0 0
25/03/2021 384.481 6 0 0
26/03/2021 132.822 3 0 0
27/03/2021 0 0 0 0
28/03/2021 0 0 0 0
29/03/2021 22.466 1 0 0
30/03/2021 35.706 1 0 0
31/03/2021 108.804 3 0 0
01/04/2021 -549.599 0 0 2

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 108 / 3.48
Starting balance 10000 USDT
Final balance 13612.892 USDT
Absolute profit 3612.892 USDT
Total profit % 36.13%
CAGR % 3677.10%
Sortino 8.26
Sharpe 34.91
Calmar 573.76
Profit factor 7.57
Expectancy (Ratio) 33.45 (0.12)
Avg. daily profit % 1.17%
Avg. stake amount 1900.996 USDT
Total trade volume 205307.575 USDT
Best Pair MLK/USDT 4.72%
Worst Pair SXP/USDT -5.25%
Best trade MLK/USDT 11.71%
Worst trade SXP/USDT -7.78%
Best day 483.861 USDT
Worst day -549.599 USDT
Days win/draw/lose 26 / 5 / 1
Avg. Duration Winners 6:24:00
Avg. Duration Loser 9 days, 3:15:00
Max Consecutive Wins / Loss 106 / 2
Rejected Entry signals 22
Entry/Exit Timeouts 0 / 0
Min balance 10009.483 USDT
Max balance 14162.491 USDT
Max % of account underwater 3.88%
Absolute Drawdown (Account) 3.88%
Absolute Drawdown 549.599 USDT
Drawdown high 4162.491 USDT
Drawdown low 3612.892 USDT
Drawdown Start 2021-03-31 14:04:00
Drawdown End 2021-04-01 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 108 1.81 3612.892 36.13 10:20:00 106 0 2 98.1 549.599 USDT 3.88%

@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 - 20210401-20210501

Current Previous v15.1.214 v15.1.206 v15.1.189
Average Duration 1 day, 1:15:00 1 day, 3:19:00 1 day, 3:19:00 20:46:00 20:50:00
Market Change 47.38 % 47.38 % 47.38 % 47.38 % 47.38 %
Max Drawdown 9.4331 % 10.3608 % 10.296 % 7.295 % 9.3747 %
Profit Mean 1.59 % 1.53 % 1.53 % 1.65 % 1.55 %
Profit Sum 125.74 % 117.71 % 117.8 % 159.57 % 157.77 %
Profit Total 16.12 % 12.8 % 12.88 % 24.9 % 22.63 %
Trades 79 77 77 97 102
Win Rate 94.94 % 94.81 % 94.81 % 96.91 % 96.08 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 6 2.34 278.023 2.78 2:53:00 6 0 0 100
VET/USDT 4 1.61 229.820 2.3 1 day, 20:34:00 4 0 0 100
ALEPH/USDT 4 2.44 199.238 1.99 21:24:00 4 0 0 100
BTT/USDT 5 1.58 147.713 1.48 1:06:00 5 0 0 100
BCH/USDT 2 3.51 133.442 1.33 0:50:00 2 0 0 100
ONE/USDT 4 1.88 128.792 1.29 0:05:00 4 0 0 100
DEGO/USDT 5 1.4 127.110 1.27 0:36:00 5 0 0 100
CHR/USDT 2 2.74 111.923 1.12 2:20:00 2 0 0 100
SXP/USDT 3 1.98 110.500 1.11 0:42:00 3 0 0 100
FIL/USDT 2 1.47 103.711 1.04 4 days, 21:52:00 2 0 0 100
LTC/USDT 1 1.56 92.496 0.92 6 days, 7:32:00 1 0 0 100
XRP/USDT 2 2.45 90.854 0.91 1:09:00 2 0 0 100
ETC/USDT 3 1.34 81.042 0.81 0:59:00 3 0 0 100
CKB/USDT 3 1.25 64.762 0.65 0:08:00 3 0 0 100
KSM/USDT 2 1.59 58.183 0.58 0:50:00 2 0 0 100
STX/USDT 3 0.88 54.588 0.55 1 day, 3:05:00 3 0 0 100
MLK/USDT 2 1.48 54.570 0.55 2:15:00 2 0 0 100
ADA/USDT 1 1.6 48.730 0.49 17:30:00 1 0 0 100
ROSE/USDT 1 2.13 37.305 0.37 0:15:00 1 0 0 100
EOS/USDT 2 0.93 34.593 0.35 0:40:00 2 0 0 100
JST/USDT 2 0.96 33.785 0.34 0:26:00 2 0 0 100
VELO/USDT 1 1.55 28.650 0.29 0:03:00 1 0 0 100
NEO/USDT 1 1.33 23.632 0.24 0:01:00 1 0 0 100
ALGO/USDT 1 1.24 22.860 0.23 0:02:00 1 0 0 100
ARPA/USDT 1 1.22 22.481 0.22 0:25:00 1 0 0 100
PRE/USDT 1 1.04 19.937 0.2 0:06:00 1 0 0 100
TRX/USDT 1 1.04 19.695 0.2 0:12:00 1 0 0 100
ONT/USDT 1 1.01 18.671 0.19 1:16:00 1 0 0 100
TEL/USDT 1 1.07 18.090 0.18 0:40:00 1 0 0 100
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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
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
DGB/USDT 3 2.55 -20.635 -0.21 4 days, 7:57:00 2 0 1 66.7
WIN/USDT 7 1.51 -106.683 -1.07 1 day, 13:39:00 6 0 1 85.7
ATOM/USDT 1 -2.55 -293.128 -2.93 12 days, 20:40:00 0 0 1 0
AAVE/USDT 1 -3.96 -362.413 -3.62 12 days, 20:40:00 0 0 1 0
TOTAL 79 1.59 1612.339 16.12 1 day, 1:15:00 75 0 4 94.9

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DGB/USDT 1 -1.25 -194.179 -1.94 12 days, 23:00:00 0 0 1 0
ATOM/USDT 1 -2.55 -293.128 -2.93 12 days, 20:40:00 0 0 1 0
WIN/USDT 1 -3.8 -359.781 -3.6 7 days, 22:45:00 0 0 1 0
AAVE/USDT 1 -3.96 -362.413 -3.62 12 days, 20:40:00 0 0 1 0
TOTAL 4 -2.89 -1209.501 -12.1 11 days, 15:46:00 0 0 4 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 41 1.61 800.192 8.0 19:05:00 39 0 2 95.1
120 4 1.88 355.668 3.56 5 days, 19:01:00 4 0 0 100
5 5 1.77 156.459 1.56 0:09:00 5 0 0 100
6 142 2 2.88 127.536 1.28 9:22:00 2 0 0 100
2 3 3 1.83 97.488 0.97 0:02:00 3 0 0 100
142 4 1.18 97.195 0.97 2:01:00 4 0 0 100
2 43 1 4.97 91.304 0.91 0:01:00 1 0 0 100
43 2 2.48 85.867 0.86 0:01:00 2 0 0 100
3 141 142 1 3.44 64.798 0.65 0:08:00 1 0 0 100
2 1 2.27 63.132 0.63 3:40:00 1 0 0 100
3 1 3.27 59.647 0.6 0:01:00 1 0 0 100
3 5 1 2.29 47.303 0.47 2:55:00 1 0 0 100
1 2 1.35 46.120 0.46 0:07:00 2 0 0 100
2 3 6 1 1.36 23.601 0.24 0:22:00 1 0 0 100
2 3 5 1 1.41 23.186 0.23 0:06:00 1 0 0 100
6 141 142 1 1.24 22.860 0.23 0:02:00 1 0 0 100
3 6 1 1.23 21.333 0.21 0:02:00 1 0 0 100
2 142 1 1.04 19.695 0.2 0:12:00 1 0 0 100
42 1 1.01 18.671 0.19 1:16:00 1 0 0 100
2 3 42 1 1.0 17.317 0.17 0:01:00 1 0 0 100
141 1 0.83 14.400 0.14 1:15:00 1 0 0 100
143 1 0.76 14.110 0.14 0:50:00 1 0 0 100
6 42 141 1 -2.55 -293.128 -2.93 12 days, 20:40:00 0 0 1 0
141 142 1 -3.96 -362.413 -3.62 12 days, 20:40:00 0 0 1 0
TOTAL 79 1.59 1612.339 16.12 1 day, 1:15:00 75 0 4 94.9

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 4 1.88 355.668 3.56 5 days, 19:01:00 4 0 0 100
exit_long_normal_u_1 ( 6 ) 13 1.26 288.985 2.89 0:09:00 13 0 0 100
exit_long_normal_d_7_42 ( 6 ) 1 7.16 139.755 1.4 0:35:00 1 0 0 100
exit_long_normal_d_6_55 ( 6 ) 1 6.64 118.896 1.19 0:30:00 1 0 0 100
exit_long_normal_u_4 ( 2 43 ) 1 4.97 91.304 0.91 0:01:00 1 0 0 100
exit_long_normal_d_1_42 ( 6 ) 3 1.4 82.298 0.82 2:10:00 3 0 0 100
exit_long_normal_u_2 ( 6 ) 2 2.34 81.222 0.81 0:08:00 2 0 0 100
exit_long_normal_w_4_10 ( 6 142 ) 1 4.16 78.806 0.79 1:15:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 3 1.38 74.154 0.74 0:05:00 3 0 0 100
exit_long_normal_u_4 ( 6 ) 1 4.09 74.082 0.74 0:03:00 1 0 0 100
exit_long_quick_u_3 ( 43 ) 1 3.85 66.188 0.66 0:01:00 1 0 0 100
exit_long_normal_w_3_11 ( 6 ) 1 2.96 65.044 0.65 4:26:00 1 0 0 100
exit_long_normal_u_3 ( 3 141 142 ) 1 3.44 64.798 0.65 0:08:00 1 0 0 100
exit_long_normal_d_3_3 ( 2 ) 1 2.27 63.132 0.63 3:40:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 ) 2 1.69 61.342 0.61 0:02:00 2 0 0 100
exit_long_normal_w_3_9 ( 6 ) 1 3.21 61.082 0.61 2:01:00 1 0 0 100
exit_long_normal_u_3 ( 3 ) 1 3.27 59.647 0.6 0:01:00 1 0 0 100
exit_long_normal_d_3_3 ( 6 ) 1 3.15 59.296 0.59 0:55:00 1 0 0 100
exit_long_normal_d_2_93 ( 6 ) 1 2.85 54.636 0.55 0:25:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 2 1.38 53.620 0.54 0:04:00 2 0 0 100
exit_profit_long_normal_t_1_2_m ( 6 ) 2 1.45 53.378 0.53 1:44:00 2 0 0 100
exit_long_normal_d_2_55 ( 6 142 ) 1 1.6 48.730 0.49 17:30:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 3 5 ) 1 2.29 47.303 0.47 2:55:00 1 0 0 100
exit_long_normal_d_2_67 ( 6 ) 1 2.52 46.879 0.47 0:15:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 2 1.35 46.120 0.46 0:07:00 2 0 0 100
exit_long_normal_d_2_56 ( 5 ) 1 2.59 45.000 0.45 0:15:00 1 0 0 100
exit_long_normal_d_2_65 ( 5 ) 1 2.13 37.305 0.37 0:15:00 1 0 0 100
exit_long_normal_3_1_1 ( 6 ) 1 0.79 36.468 0.36 3 days, 13:25:00 1 0 0 100
exit_long_normal_u_2 ( 2 3 ) 1 2.13 36.145 0.36 0:01:00 1 0 0 100
exit_long_normal_d_2_81 ( 6 ) 1 1.78 34.997 0.35 1:33:00 1 0 0 100
exit_long_normal_d_2_42 ( 6 ) 1 1.77 33.744 0.34 4:25:00 1 0 0 100
exit_long_normal_d_1_46 ( 6 ) 1 1.4 25.907 0.26 1:37:00 1 0 0 100
exit_long_tc_d_1_43 ( 142 ) 1 1.03 23.931 0.24 1:15:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 6 ) 1 1.36 23.601 0.24 0:22:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 5 ) 1 1.41 23.186 0.23 0:06:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 1 1.24 22.860 0.23 0:02:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 ) 1 1.22 22.481 0.22 0:25:00 1 0 0 100
exit_long_normal_u_1 ( 3 6 ) 1 1.23 21.333 0.21 0:02:00 1 0 0 100
exit_long_normal_d_1_35 ( 6 ) 1 0.73 20.889 0.21 3 days, 5:12:00 1 0 0 100
exit_long_normal_u_1 ( 2 142 ) 1 1.04 19.695 0.2 0:12:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.11 19.679 0.2 0:01:00 1 0 0 100
exit_long_tc_6_1 ( 142 ) 1 0.93 19.643 0.2 6:40:00 1 0 0 100
exit_long_quick_d_1_46 ( 42 ) 1 1.01 18.671 0.19 1:16:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 1 1.07 18.090 0.18 0:40:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 42 ) 1 1.0 17.317 0.17 0:01:00 1 0 0 100
exit_long_normal_d_0_80 ( 6 ) 1 0.93 16.469 0.16 0:50:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.58 15.134 0.15 13:19:00 1 0 0 100
exit_long_tc_d_0_10 ( 141 ) 1 0.83 14.400 0.14 1:15:00 1 0 0 100
exit_profit_long_tc_t_0_1_m ( 143 ) 1 0.76 14.110 0.14 0:50:00 1 0 0 100
exit_long_normal_d_0_52 ( 6 ) 1 0.05 2.215 0.02 3 days, 0:03:00 1 0 0 100
exit_long_normal_d_0_3 ( 6 ) 1 0.12 2.207 0.02 1:26:00 1 0 0 100
force_exit 4 -2.89 -1209.501 -12.1 11 days, 15:46:00 0 0 4 0
TOTAL 79 1.59 1612.339 16.12 1 day, 1:15:00 75 0 4 94.9

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 )') 4 1.88 355.668 3.56 5 days, 19:01:00 4 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 13 1.26 288.985 2.89 0:09:00 13 0 0 100
('6 ', 'exit_long_normal_d_7_42 ( 6 )') 1 7.16 139.755 1.4 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_6_55 ( 6 )') 1 6.64 118.896 1.19 0:30:00 1 0 0 100
('2 43 ', 'exit_long_normal_u_4 ( 2 43 )') 1 4.97 91.304 0.91 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_42 ( 6 )') 3 1.4 82.298 0.82 2:10:00 3 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 2 2.34 81.222 0.81 0:08:00 2 0 0 100
('6 142 ', 'exit_long_normal_w_4_10 ( 6 142 )') 1 4.16 78.806 0.79 1:15:00 1 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 3 1.38 74.154 0.74 0:05:00 3 0 0 100
('6 ', 'exit_long_normal_u_4 ( 6 )') 1 4.09 74.082 0.74 0:03:00 1 0 0 100
('43 ', 'exit_long_quick_u_3 ( 43 )') 1 3.85 66.188 0.66 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_11 ( 6 )') 1 2.96 65.044 0.65 4:26:00 1 0 0 100
('3 141 142 ', 'exit_long_normal_u_3 ( 3 141 142 )') 1 3.44 64.798 0.65 0:08:00 1 0 0 100
('2 ', 'exit_long_normal_d_3_3 ( 2 )') 1 2.27 63.132 0.63 3:40:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_1 ( 2 3 )') 2 1.69 61.342 0.61 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_w_3_9 ( 6 )') 1 3.21 61.082 0.61 2:01:00 1 0 0 100
('3 ', 'exit_long_normal_u_3 ( 3 )') 1 3.27 59.647 0.6 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_3 ( 6 )') 1 3.15 59.296 0.59 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_93 ( 6 )') 1 2.85 54.636 0.55 0:25:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 2 1.38 53.620 0.54 0:04:00 2 0 0 100
('6 ', 'exit_profit_long_normal_t_1_2_m ( 6 )') 2 1.45 53.378 0.53 1:44:00 2 0 0 100
('6 142 ', 'exit_long_normal_d_2_55 ( 6 142 )') 1 1.6 48.730 0.49 17:30:00 1 0 0 100
('3 5 ', 'exit_profit_long_normal_t_2_1_m ( 3 5 )') 1 2.29 47.303 0.47 2:55:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_67 ( 6 )') 1 2.52 46.879 0.47 0:15:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 2 1.35 46.120 0.46 0:07:00 2 0 0 100
('5 ', 'exit_long_normal_d_2_56 ( 5 )') 1 2.59 45.000 0.45 0:15:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_65 ( 5 )') 1 2.13 37.305 0.37 0:15:00 1 0 0 100
('6 ', 'exit_long_normal_3_1_1 ( 6 )') 1 0.79 36.468 0.36 3 days, 13:25:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_2 ( 2 3 )') 1 2.13 36.145 0.36 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_81 ( 6 )') 1 1.78 34.997 0.35 1:33:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_42 ( 6 )') 1 1.77 33.744 0.34 4:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_46 ( 6 )') 1 1.4 25.907 0.26 1:37:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_43 ( 142 )') 1 1.03 23.931 0.24 1:15:00 1 0 0 100
('2 3 6 ', 'exit_long_normal_u_1 ( 2 3 6 )') 1 1.36 23.601 0.24 0:22:00 1 0 0 100
('2 3 5 ', 'exit_long_normal_u_1 ( 2 3 5 )') 1 1.41 23.186 0.23 0:06:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 1 1.24 22.860 0.23 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_20 ( 6 )') 1 1.22 22.481 0.22 0:25:00 1 0 0 100
('3 6 ', 'exit_long_normal_u_1 ( 3 6 )') 1 1.23 21.333 0.21 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_35 ( 6 )') 1 0.73 20.889 0.21 3 days, 5:12:00 1 0 0 100
('2 142 ', 'exit_long_normal_u_1 ( 2 142 )') 1 1.04 19.695 0.2 0:12:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 1 1.11 19.679 0.2 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_6_1 ( 142 )') 1 0.93 19.643 0.2 6:40:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_46 ( 42 )') 1 1.01 18.671 0.19 1:16:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 1 1.07 18.090 0.18 0:40:00 1 0 0 100
('2 3 42 ', 'exit_long_normal_u_1 ( 2 3 42 )') 1 1.0 17.317 0.17 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_80 ( 6 )') 1 0.93 16.469 0.16 0:50:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.58 15.134 0.15 13:19:00 1 0 0 100
('141 ', 'exit_long_tc_d_0_10 ( 141 )') 1 0.83 14.400 0.14 1:15:00 1 0 0 100
('143 ', 'exit_profit_long_tc_t_0_1_m ( 143 )') 1 0.76 14.110 0.14 0:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_52 ( 6 )') 1 0.05 2.215 0.02 3 days, 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_3 ( 6 )') 1 0.12 2.207 0.02 1:26:00 1 0 0 100
('6 42 141 ', 'force_exit') 1 -2.55 -293.128 -2.93 12 days, 20:40:00 0 0 1 0
('141 142 ', 'force_exit') 1 -3.96 -362.413 -3.62 12 days, 20:40:00 0 0 1 0
('6 ', 'force_exit') 2 -2.52 -553.959 -5.54 10 days, 10:52:00 0 0 2 0
TOTAL 79 1.59 1612.339 16.12 1 day, 1:15:00 75 0 4 94.9

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
02/04/2021 101.943 4 0 0
03/04/2021 78.627 3 0 0
04/04/2021 18.09 1 0 0
05/04/2021 16.469 1 0 0
06/04/2021 122.183 5 0 0
07/04/2021 428.83 16 0 0
08/04/2021 0 0 0 0
09/04/2021 0 0 0 0
10/04/2021 0 0 0 0
11/04/2021 118.896 1 0 0
12/04/2021 158.15 2 0 0
13/04/2021 231.345 5 0 0
14/04/2021 56.97 2 0 0
15/04/2021 30.865 2 0 0
16/04/2021 261.556 6 0 0
17/04/2021 147.077 4 0 0
18/04/2021 232.61 4 0 0
19/04/2021 81.29 2 0 0
20/04/2021 208.404 4 0 0
21/04/2021 36.468 1 0 0
22/04/2021 24.687 2 0 0
23/04/2021 134.939 3 0 0
24/04/2021 0 0 0 0
25/04/2021 0 0 0 0
26/04/2021 20.889 1 0 0
27/04/2021 46.879 1 0 0
28/04/2021 203.592 4 0 0
29/04/2021 61.082 1 0 0
30/04/2021 0 0 0 0
01/05/2021 -1209.501 0 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 79 / 2.63
Starting balance 10000 USDT
Final balance 11612.339 USDT
Absolute profit 1612.339 USDT
Total profit % 16.12%
CAGR % 516.39%
Sortino 15.02
Sharpe 12.78
Calmar 108.85
Profit factor 2.33
Expectancy (Ratio) 20.41 (0.07)
Avg. daily profit % 0.54%
Avg. stake amount 1624.804 USDT
Total trade volume 128359.507 USDT
Best Pair VRA/USDT 2.78%
Worst Pair AAVE/USDT -3.62%
Best trade DGB/USDT 7.16%
Worst trade AAVE/USDT -3.96%
Best day 428.83 USDT
Worst day -1209.501 USDT
Days win/draw/lose 23 / 6 / 1
Avg. Duration Winners 11:40:00
Avg. Duration Loser 11 days, 15:46:00
Max Consecutive Wins / Loss 75 / 4
Rejected Entry signals 596
Entry/Exit Timeouts 0 / 0
Min balance 10023.186 USDT
Max balance 12821.84 USDT
Max % of account underwater 9.43%
Absolute Drawdown (Account) 9.43%
Absolute Drawdown 1209.501 USDT
Drawdown high 2821.84 USDT
Drawdown low 1612.339 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 79 1.59 1612.339 16.12 1 day, 1:15:00 75 0 4 94.9 1209.501 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 - 20210501-20210601

Current Previous v15.1.214 v15.1.206 v15.1.189
Average Duration 19:31:00 19:03:00 19:06:00 21:42:00 17:22:00
Market Change -23.07 % -23.07 % -23.07 % -23.07 % -23.07 %
Max Drawdown 20.6265 % 14.8846 % 14.3974 % 10.7435 % 13.1698 %
Profit Mean 1.94 % 2.03 % 2.07 % 2.0 % 2.05 %
Profit Sum 242.62 % 257.34 % 263.07 % 244.44 % 297.74 %
Profit Total 24.24 % 35.48 % 38.1 % 38.75 % 45.62 %
Trades 125 127 127 122 145
Win Rate 96.0 % 96.06 % 96.06 % 95.9 % 97.24 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NWC/USDT 9 4.29 792.337 7.92 0:12:00 9 0 0 100
PLU/USDT 10 1.95 377.136 3.77 1:17:00 10 0 0 100
EOS/USDT 6 1.67 293.985 2.94 1 day, 15:38:00 6 0 0 100
ETC/USDT 7 1.99 283.392 2.83 5:41:00 7 0 0 100
BCH/USDT 6 1.76 266.193 2.66 22:53:00 6 0 0 100
CKB/USDT 3 3.51 245.616 2.46 0:30:00 3 0 0 100
ALEPH/USDT 4 2.83 228.634 2.29 1:47:00 4 0 0 100
PRE/USDT 3 3.09 204.518 2.05 5:38:00 3 0 0 100
CHR/USDT 4 2.19 199.864 2.0 5:12:00 4 0 0 100
AAVE/USDT 3 2.32 164.372 1.64 0:26:00 3 0 0 100
BTT/USDT 4 1.78 148.368 1.48 0:29:00 4 0 0 100
EWT/USDT 5 1.28 147.121 1.47 0:59:00 5 0 0 100
KAI/USDT 3 2.15 137.989 1.38 0:27:00 3 0 0 100
ADA/USDT 3 1.69 133.673 1.34 1:10:00 3 0 0 100
VIDT/USDT 5 1.19 129.813 1.3 6:35:00 5 0 0 100
VRA/USDT 3 1.87 126.597 1.27 0:14:00 3 0 0 100
LTC/USDT 3 1.94 121.498 1.21 0:16:00 3 0 0 100
AVA/USDT 2 2.45 116.812 1.17 3:18:00 2 0 0 100
BNB/USDT 1 3.94 92.816 0.93 0:15:00 1 0 0 100
ATOM/USDT 1 1.92 92.795 0.93 7 days, 4:15:00 1 0 0 100
XRP/USDT 2 2.3 80.086 0.8 2:00:00 2 0 0 100
ONT/USDT 1 2.61 72.178 0.72 2:45:00 1 0 0 100
DGB/USDT 1 3.09 66.088 0.66 1:50:00 1 0 0 100
UOS/USDT 3 1.14 62.986 0.63 0:12:00 3 0 0 100
MKR/USDT 2 1.31 56.664 0.57 0:58:00 2 0 0 100
ROSE/USDT 1 2.07 48.627 0.49 1:12:00 1 0 0 100
FIL/USDT 1 1.43 42.186 0.42 6 days, 22:30:00 1 0 0 100
WIN/USDT 1 1.5 36.431 0.36 0:03:00 1 0 0 100
SNX/USDT 1 1.2 29.118 0.29 2:55:00 1 0 0 100
DOT/USDT 1 1.25 28.822 0.29 0:07:00 1 0 0 100
ARPA/USDT 1 1.36 27.121 0.27 0:04:00 1 0 0 100
DIA/USDT 1 1.55 26.473 0.26 0:04:00 1 0 0 100
STX/USDT 1 0.88 24.218 0.24 6:47:00 1 0 0 100
NEO/USDT 1 1.19 21.609 0.22 0:02:00 1 0 0 100
DAG/USDT 1 0.62 11.306 0.11 2:10:00 1 0 0 100
COMP/USDT 1 0.4 8.070 0.08 0:44:00 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
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
VELO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
VET/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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 -1.35 -273.556 -2.74 12 days, 19:35:00 0 0 1 0
DASH/USDT 1 -2.04 -376.215 -3.76 12 days, 12:40:00 0 0 1 0
TEL/USDT 10 1.82 -427.973 -4.28 1 day, 9:09:00 9 0 1 90.0
COTI/USDT 7 1.41 -514.221 -5.14 1 day, 19:22:00 6 0 1 85.7
ONE/USDT 1 -4.55 -929.303 -9.29 12 days, 13:50:00 0 0 1 0
TOTAL 125 1.94 2424.245 24.24 19:31:00 120 0 5 96.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FIL/USDT 1 1.43 42.186 0.42 6 days, 22:30:00 1 0 0 100
GRT/USDT 1 -1.35 -273.556 -2.74 12 days, 19:35:00 0 0 1 0
DASH/USDT 1 -2.04 -376.215 -3.76 12 days, 12:40:00 0 0 1 0
COTI/USDT 1 -2.96 -806.617 -8.07 12 days, 12:40:00 0 0 1 0
TEL/USDT 1 -3.03 -885.140 -8.85 12 days, 22:30:00 0 0 1 0
ONE/USDT 1 -4.55 -929.303 -9.29 12 days, 13:50:00 0 0 1 0
TOTAL 6 -2.09 -3228.644 -32.29 11 days, 17:18:00 1 0 5 16.7

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
42 9 3.14 650.379 6.5 1:28:00 9 0 0 100
2 7 3.1 412.900 4.13 0:41:00 7 0 0 100
120 4 1.57 334.213 3.34 7 days, 8:25:00 4 0 0 100
5 6 2.12 280.313 2.8 1:31:00 6 0 0 100
1 4 6 1 10.63 253.865 2.54 0:01:00 1 0 0 100
142 7 1.23 185.828 1.86 6:25:00 7 0 0 100
4 2 3.91 176.054 1.76 0:08:00 2 0 0 100
143 3 2.19 147.529 1.48 0:31:00 3 0 0 100
6 142 3 1.82 131.185 1.31 0:56:00 3 0 0 100
141 3 2.1 120.662 1.21 0:24:00 3 0 0 100
43 3 1.81 114.522 1.15 0:08:00 3 0 0 100
5 143 1 4.2 92.190 0.92 0:30:00 1 0 0 100
41 3 1.52 87.336 0.87 0:12:00 3 0 0 100
2 3 3 1.19 72.435 0.72 0:16:00 3 0 0 100
2 6 1 3.1 70.956 0.71 1:15:00 1 0 0 100
6 141 142 2 1.32 62.176 0.62 0:06:00 2 0 0 100
3 43 1 2.27 53.243 0.53 0:38:00 1 0 0 100
1 2 1.06 43.847 0.44 0:06:00 2 0 0 100
6 120 1 2.26 40.656 0.41 1:35:00 1 0 0 100
4 43 1 1.72 33.876 0.34 0:01:00 1 0 0 100
2 5 41 1 1.29 28.212 0.28 0:03:00 1 0 0 100
6 141 1 1.23 28.040 0.28 1:45:00 1 0 0 100
141 142 1 1.43 23.887 0.24 4:00:00 1 0 0 100
1 2 43 1 1.16 20.969 0.21 0:04:00 1 0 0 100
6 53 1.61 -447.737 -4.48 1 day, 1:14:00 49 0 4 92.5
3 5 1.21 -593.293 -5.93 2 days, 13:20:00 4 0 1 80.0
TOTAL 125 1.94 2424.245 24.24 19:31:00 120 0 5 96.0

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_grind_g ( 120 ) 3 1.62 292.027 2.92 7 days, 11:43:00 3 0 0 100
exit_long_normal_u_1 ( 6 ) 10 1.32 268.169 2.68 0:06:00 10 0 0 100
exit_long_normal_u_10 ( 1 4 6 ) 1 10.63 253.865 2.54 0:01:00 1 0 0 100
exit_long_quick_q_3 ( 42 ) 2 5.07 237.157 2.37 1:02:00 2 0 0 100
exit_long_normal_d_5_77 ( 6 ) 2 5.54 200.234 2.0 0:16:00 2 0 0 100
exit_long_normal_u_3 ( 6 ) 3 3.17 183.684 1.84 0:09:00 3 0 0 100
exit_long_normal_u_8 ( 6 ) 1 8.21 173.242 1.73 0:01:00 1 0 0 100
exit_long_normal_w_7_8 ( 6 ) 1 7.51 170.810 1.71 1:20:00 1 0 0 100
exit_profit_long_normal_t_8_1_m ( 2 ) 1 8.4 143.794 1.44 1:10:00 1 0 0 100
exit_long_normal_u_5 ( 4 ) 1 5.8 140.915 1.41 0:07:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 4 1.48 131.644 1.32 0:04:00 4 0 0 100
exit_long_normal_w_5_8 ( 3 ) 1 3.49 110.078 1.1 2:25:00 1 0 0 100
exit_long_quick_w_3_11 ( 42 ) 1 3.94 92.816 0.93 0:15:00 1 0 0 100
exit_long_normal_d_4_64 ( 5 143 ) 1 4.2 92.190 0.92 0:30:00 1 0 0 100
exit_long_normal_d_4_42 ( 6 ) 1 4.65 86.490 0.86 0:25:00 1 0 0 100
exit_long_normal_w_3_11 ( 6 ) 1 3.51 86.257 0.86 2:45:00 1 0 0 100
exit_profit_long_normal_t_4_2_m ( 5 ) 1 3.78 86.186 0.86 4:58:00 1 0 0 100
exit_long_quick_w_4_12 ( 42 ) 1 4.17 85.177 0.85 0:50:00 1 0 0 100
exit_long_quick_d_3_63 ( 43 ) 1 3.89 84.081 0.84 0:20:00 1 0 0 100
exit_long_quick_d_3_84 ( 42 ) 1 2.61 72.178 0.72 2:45:00 1 0 0 100
exit_long_normal_d_4_42 ( 2 ) 1 4.3 71.374 0.71 1:30:00 1 0 0 100
exit_long_normal_d_3_81 ( 2 6 ) 1 3.1 70.956 0.71 1:15:00 1 0 0 100
exit_long_normal_u_3 ( 5 ) 1 3.08 67.087 0.67 0:04:00 1 0 0 100
exit_long_normal_u_3 ( 3 ) 1 3.72 66.481 0.66 0:08:00 1 0 0 100
exit_long_tc_d_3_70 ( 143 ) 1 3.07 66.091 0.66 0:07:00 1 0 0 100
exit_long_normal_w_3_11 ( 2 ) 1 3.09 66.088 0.66 1:50:00 1 0 0 100
exit_long_normal_d_2_52 ( 6 ) 1 2.99 62.269 0.62 3:30:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 2 1.32 62.176 0.62 0:06:00 2 0 0 100
exit_long_tc_u_1 ( 142 ) 2 1.54 60.442 0.6 0:09:00 2 0 0 100
exit_long_normal_d_1_95 ( 6 ) 2 1.19 58.170 0.58 2:00:00 2 0 0 100
exit_long_normal_d_3_42 ( 6 ) 1 3.25 56.560 0.57 1:20:00 1 0 0 100
exit_long_tc_d_2_71 ( 141 ) 1 2.8 56.128 0.56 0:10:00 1 0 0 100
exit_long_normal_u_2 ( 3 43 ) 1 2.27 53.243 0.53 0:38:00 1 0 0 100
exit_long_normal_w_2_11 ( 6 ) 1 1.68 52.048 0.52 3:26:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.01 51.563 0.52 0:34:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 2 1.11 51.460 0.51 0:02:00 2 0 0 100
exit_long_quick_q_7 ( 42 ) 1 1.94 49.818 0.5 3:48:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 6 0.4 49.330 0.49 2:01:00 6 0 0 100
exit_long_tc_d_2_95 ( 143 ) 1 2.11 49.031 0.49 0:50:00 1 0 0 100
exit_long_normal_u_2 ( 6 142 ) 1 2.01 48.270 0.48 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 ) 2 1.19 47.521 0.48 0:09:00 2 0 0 100
exit_long_quick_u_1 ( 41 ) 2 1.19 46.945 0.47 0:05:00 2 0 0 100
exit_long_tc_d_2_77 ( 142 ) 1 2.21 46.748 0.47 1:16:00 1 0 0 100
exit_long_normal_d_2_87 ( 6 142 ) 1 1.88 46.718 0.47 0:36:00 1 0 0 100
exit_long_normal_d_1_55 ( 6 ) 2 0.89 45.523 0.46 20:26:00 2 0 0 100
exit_long_quick_d_2_73 ( 42 ) 1 2.14 44.639 0.45 0:53:00 1 0 0 100
exit_long_normal_d_2_87 ( 6 ) 1 2.22 44.486 0.44 0:15:00 1 0 0 100
exit_profit_long_normal_t_2_2_m ( 6 ) 1 2.32 44.327 0.44 0:35:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 2 1.06 43.847 0.44 0:06:00 2 0 0 100
exit_long_tc_d_2_77 ( 141 ) 1 2.35 43.549 0.44 1:00:00 1 0 0 100
exit_long_quick_d_2_81 ( 42 ) 1 2.09 41.493 0.41 1:24:00 1 0 0 100
exit_long_normal_d_2_42 ( 6 120 ) 1 2.26 40.656 0.41 1:35:00 1 0 0 100
exit_long_quick_d_2_20 ( 41 ) 1 2.19 40.390 0.4 0:27:00 1 0 0 100
exit_long_normal_d_2_77 ( 5 ) 1 2.02 38.968 0.39 0:25:00 1 0 0 100
exit_long_normal_d_1_80 ( 6 ) 1 1.9 38.028 0.38 0:25:00 1 0 0 100
exit_long_normal_d_2_93 ( 6 ) 1 2.24 36.961 0.37 0:25:00 1 0 0 100
exit_long_normal_d_1_95 ( 5 ) 1 1.63 36.613 0.37 3:35:00 1 0 0 100
exit_long_normal_w_1_8 ( 6 ) 1 1.49 36.363 0.36 1:20:00 1 0 0 100
exit_long_normal_d_1_90 ( 6 142 ) 1 1.58 36.197 0.36 2:10:00 1 0 0 100
exit_long_normal_u_2 ( 4 ) 1 2.01 35.139 0.35 0:09:00 1 0 0 100
exit_long_normal_u_1 ( 4 43 ) 1 1.72 33.876 0.34 0:01:00 1 0 0 100
exit_long_normal_d_1_46 ( 6 ) 1 1.44 33.515 0.34 0:35:00 1 0 0 100
exit_long_normal_d_1_52 ( 6 ) 1 1.33 33.156 0.33 11:05:00 1 0 0 100
exit_long_tc_d_1_71 ( 143 ) 1 1.39 32.407 0.32 0:36:00 1 0 0 100
exit_long_tc_w_1_10 ( 142 ) 1 1.54 30.830 0.31 5:55:00 1 0 0 100
exit_long_normal_w_1_11 ( 6 ) 1 1.39 30.555 0.31 3:50:00 1 0 0 100
exit_long_normal_d_1_71 ( 6 ) 1 1.35 29.562 0.3 0:42:00 1 0 0 100
exit_long_normal_u_1 ( 2 5 41 ) 1 1.29 28.212 0.28 0:03:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.42 28.121 0.28 0:01:00 1 0 0 100
exit_long_normal_d_1_81 ( 6 141 ) 1 1.23 28.040 0.28 1:45:00 1 0 0 100
exit_long_normal_d_1_27 ( 6 ) 1 1.13 27.221 0.27 0:33:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.26 27.102 0.27 1:15:00 1 0 0 100
exit_long_normal_d_1_70 ( 3 ) 1 1.23 26.263 0.26 0:25:00 1 0 0 100
exit_long_normal_d_1_87 ( 2 3 ) 1 1.18 24.914 0.25 0:30:00 1 0 0 100
exit_long_normal_d_1_2 ( 6 ) 1 0.71 24.462 0.24 15:55:00 1 0 0 100
exit_long_tc_d_1_2 ( 142 ) 1 0.88 24.218 0.24 6:47:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.24 24.190 0.24 0:23:00 1 0 0 100
exit_long_tc_w_1_8 ( 141 142 ) 1 1.43 23.887 0.24 4:00:00 1 0 0 100
exit_long_normal_d_1_70 ( 6 ) 1 1.02 21.870 0.22 0:27:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.14 20.985 0.21 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 1 2 43 ) 1 1.16 20.969 0.21 0:04:00 1 0 0 100
exit_long_normal_d_0_3 ( 6 ) 1 0.83 18.305 0.18 2:25:00 1 0 0 100
exit_long_normal_w_1_10 ( 6 ) 1 0.82 17.819 0.18 3:11:00 1 0 0 100
exit_long_tc_d_0_49 ( 142 ) 1 0.56 14.669 0.15 1 day, 2:10:00 1 0 0 100
exit_long_normal_w_0_7 ( 6 ) 1 0.62 11.306 0.11 2:10:00 1 0 0 100
exit_long_normal_d_0_26 ( 3 ) 1 0.57 10.501 0.11 3:00:00 1 0 0 100
exit_long_tc_w_0_10 ( 142 ) 1 0.35 8.921 0.09 4:28:00 1 0 0 100
exit_long_quick_u_0 ( 43 ) 1 0.13 2.320 0.02 0:02:00 1 0 0 100
force_exit 6 -2.09 -3228.644 -32.29 11 days, 17:18:00 1 0 5 16.7
TOTAL 125 1.94 2424.245 24.24 19:31:00 120 0 5 96.0

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('120 ', 'exit_long_grind_g ( 120 )') 3 1.62 292.027 2.92 7 days, 11:43:00 3 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 10 1.32 268.169 2.68 0:06:00 10 0 0 100
('1 4 6 ', 'exit_long_normal_u_10 ( 1 4 6 )') 1 10.63 253.865 2.54 0:01:00 1 0 0 100
('42 ', 'exit_long_quick_q_3 ( 42 )') 2 5.07 237.157 2.37 1:02:00 2 0 0 100
('6 ', 'exit_long_normal_d_5_77 ( 6 )') 2 5.54 200.234 2.0 0:16:00 2 0 0 100
('6 ', 'exit_long_normal_u_3 ( 6 )') 3 3.17 183.684 1.84 0:09:00 3 0 0 100
('6 ', 'exit_long_normal_u_8 ( 6 )') 1 8.21 173.242 1.73 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_w_7_8 ( 6 )') 1 7.51 170.810 1.71 1:20:00 1 0 0 100
('2 ', 'exit_profit_long_normal_t_8_1_m ( 2 )') 1 8.4 143.794 1.44 1:10:00 1 0 0 100
('4 ', 'exit_long_normal_u_5 ( 4 )') 1 5.8 140.915 1.41 0:07:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 4 1.48 131.644 1.32 0:04:00 4 0 0 100
('3 ', 'exit_long_normal_w_5_8 ( 3 )') 1 3.49 110.078 1.1 2:25:00 1 0 0 100
('42 ', 'exit_long_quick_w_3_11 ( 42 )') 1 3.94 92.816 0.93 0:15:00 1 0 0 100
('5 143 ', 'exit_long_normal_d_4_64 ( 5 143 )') 1 4.2 92.190 0.92 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_42 ( 6 )') 1 4.65 86.490 0.86 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_11 ( 6 )') 1 3.51 86.257 0.86 2:45:00 1 0 0 100
('5 ', 'exit_profit_long_normal_t_4_2_m ( 5 )') 1 3.78 86.186 0.86 4:58:00 1 0 0 100
('42 ', 'exit_long_quick_w_4_12 ( 42 )') 1 4.17 85.177 0.85 0:50:00 1 0 0 100
('43 ', 'exit_long_quick_d_3_63 ( 43 )') 1 3.89 84.081 0.84 0:20:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_84 ( 42 )') 1 2.61 72.178 0.72 2:45:00 1 0 0 100
('2 ', 'exit_long_normal_d_4_42 ( 2 )') 1 4.3 71.374 0.71 1:30:00 1 0 0 100
('2 6 ', 'exit_long_normal_d_3_81 ( 2 6 )') 1 3.1 70.956 0.71 1:15:00 1 0 0 100
('5 ', 'exit_long_normal_u_3 ( 5 )') 1 3.08 67.087 0.67 0:04:00 1 0 0 100
('3 ', 'exit_long_normal_u_3 ( 3 )') 1 3.72 66.481 0.66 0:08:00 1 0 0 100
('143 ', 'exit_long_tc_d_3_70 ( 143 )') 1 3.07 66.091 0.66 0:07:00 1 0 0 100
('2 ', 'exit_long_normal_w_3_11 ( 2 )') 1 3.09 66.088 0.66 1:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_52 ( 6 )') 1 2.99 62.269 0.62 3:30:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 2 1.32 62.176 0.62 0:06:00 2 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 2 1.54 60.442 0.6 0:09:00 2 0 0 100
('6 ', 'exit_long_normal_d_1_95 ( 6 )') 2 1.19 58.170 0.58 2:00:00 2 0 0 100
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 1 3.25 56.560 0.57 1:20:00 1 0 0 100
('141 ', 'exit_long_tc_d_2_71 ( 141 )') 1 2.8 56.128 0.56 0:10:00 1 0 0 100
('3 43 ', 'exit_long_normal_u_2 ( 3 43 )') 1 2.27 53.243 0.53 0:38:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_11 ( 6 )') 1 1.68 52.048 0.52 3:26:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.01 51.563 0.52 0:34:00 1 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 2 1.11 51.460 0.51 0:02:00 2 0 0 100
('42 ', 'exit_long_quick_q_7 ( 42 )') 1 1.94 49.818 0.5 3:48:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 6 0.4 49.330 0.49 2:01:00 6 0 0 100
('143 ', 'exit_long_tc_d_2_95 ( 143 )') 1 2.11 49.031 0.49 0:50:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_2 ( 6 142 )') 1 2.01 48.270 0.48 0:01:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_1 ( 2 3 )') 2 1.19 47.521 0.48 0:09:00 2 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 2 1.19 46.945 0.47 0:05:00 2 0 0 100
('142 ', 'exit_long_tc_d_2_77 ( 142 )') 1 2.21 46.748 0.47 1:16:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_2_87 ( 6 142 )') 1 1.88 46.718 0.47 0:36:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_55 ( 6 )') 2 0.89 45.523 0.46 20:26:00 2 0 0 100
('42 ', 'exit_long_quick_d_2_73 ( 42 )') 1 2.14 44.639 0.45 0:53:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_87 ( 6 )') 1 2.22 44.486 0.44 0:15:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_2_m ( 6 )') 1 2.32 44.327 0.44 0:35:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 2 1.06 43.847 0.44 0:06:00 2 0 0 100
('141 ', 'exit_long_tc_d_2_77 ( 141 )') 1 2.35 43.549 0.44 1:00:00 1 0 0 100
('120 ', 'force_exit') 1 1.43 42.186 0.42 6 days, 22:30:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_81 ( 42 )') 1 2.09 41.493 0.41 1:24:00 1 0 0 100
('6 120 ', 'exit_long_normal_d_2_42 ( 6 120 )') 1 2.26 40.656 0.41 1:35:00 1 0 0 100
('41 ', 'exit_long_quick_d_2_20 ( 41 )') 1 2.19 40.390 0.4 0:27:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_77 ( 5 )') 1 2.02 38.968 0.39 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_80 ( 6 )') 1 1.9 38.028 0.38 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_93 ( 6 )') 1 2.24 36.961 0.37 0:25:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_95 ( 5 )') 1 1.63 36.613 0.37 3:35:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_8 ( 6 )') 1 1.49 36.363 0.36 1:20:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_1_90 ( 6 142 )') 1 1.58 36.197 0.36 2:10:00 1 0 0 100
('4 ', 'exit_long_normal_u_2 ( 4 )') 1 2.01 35.139 0.35 0:09:00 1 0 0 100
('4 43 ', 'exit_long_normal_u_1 ( 4 43 )') 1 1.72 33.876 0.34 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_46 ( 6 )') 1 1.44 33.515 0.34 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_52 ( 6 )') 1 1.33 33.156 0.33 11:05:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_71 ( 143 )') 1 1.39 32.407 0.32 0:36:00 1 0 0 100
('142 ', 'exit_long_tc_w_1_10 ( 142 )') 1 1.54 30.830 0.31 5:55:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_11 ( 6 )') 1 1.39 30.555 0.31 3:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_71 ( 6 )') 1 1.35 29.562 0.3 0:42:00 1 0 0 100
('2 5 41 ', 'exit_long_normal_u_1 ( 2 5 41 )') 1 1.29 28.212 0.28 0:03:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 1 1.42 28.121 0.28 0:01:00 1 0 0 100
('6 141 ', 'exit_long_normal_d_1_81 ( 6 141 )') 1 1.23 28.040 0.28 1:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_27 ( 6 )') 1 1.13 27.221 0.27 0:33:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.26 27.102 0.27 1:15:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_70 ( 3 )') 1 1.23 26.263 0.26 0:25:00 1 0 0 100
('2 3 ', 'exit_long_normal_d_1_87 ( 2 3 )') 1 1.18 24.914 0.25 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_2 ( 6 )') 1 0.71 24.462 0.24 15:55:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_2 ( 142 )') 1 0.88 24.218 0.24 6:47:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.24 24.190 0.24 0:23:00 1 0 0 100
('141 142 ', 'exit_long_tc_w_1_8 ( 141 142 )') 1 1.43 23.887 0.24 4:00:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_70 ( 6 )') 1 1.02 21.870 0.22 0:27:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.14 20.985 0.21 0:02:00 1 0 0 100
('1 2 43 ', 'exit_long_normal_u_1 ( 1 2 43 )') 1 1.16 20.969 0.21 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_3 ( 6 )') 1 0.83 18.305 0.18 2:25:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_10 ( 6 )') 1 0.82 17.819 0.18 3:11:00 1 0 0 100
('142 ', 'exit_long_tc_d_0_49 ( 142 )') 1 0.56 14.669 0.15 1 day, 2:10:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_7 ( 6 )') 1 0.62 11.306 0.11 2:10:00 1 0 0 100
('3 ', 'exit_long_normal_d_0_26 ( 3 )') 1 0.57 10.501 0.11 3:00:00 1 0 0 100
('142 ', 'exit_long_tc_w_0_10 ( 142 )') 1 0.35 8.921 0.09 4:28:00 1 0 0 100
('43 ', 'exit_long_quick_u_0 ( 43 )') 1 0.13 2.320 0.02 0:02:00 1 0 0 100
('3 ', 'force_exit') 1 -2.96 -806.617 -8.07 12 days, 12:40:00 0 0 1 0
('6 ', 'force_exit') 4 -2.75 -2464.214 -24.64 12 days, 17:09:00 0 0 4 0
TOTAL 125 1.94 2424.245 24.24 19:31:00 120 0 5 96.0

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/05/2021 6.609 1 0 0
02/05/2021 0 0 0 0
03/05/2021 108.335 2 0 0
04/05/2021 451.352 9 0 0
05/05/2021 45.64 2 0 0
06/05/2021 194.402 5 0 0
07/05/2021 237.309 6 0 0
08/05/2021 35.727 3 0 0
09/05/2021 160.993 6 0 0
10/05/2021 356.708 8 0 0
11/05/2021 125.748 2 0 0
12/05/2021 617.101 17 0 0
13/05/2021 1214.366 24 0 0
14/05/2021 187.025 4 0 0
15/05/2021 170.81 1 0 0
16/05/2021 222.331 6 0 0
17/05/2021 424.966 8 0 0
18/05/2021 0 0 0 0
19/05/2021 977.198 14 0 0
20/05/2021 0 0 0 0
21/05/2021 0 0 0 0
22/05/2021 0 0 0 0
23/05/2021 0 0 0 0
24/05/2021 0 0 0 0
25/05/2021 116.269 1 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 0 0 0 0
30/05/2021 0 0 0 0
31/05/2021 0 0 0 0
01/06/2021 -3228.644 1 0 5

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 125 / 4.03
Starting balance 10000 USDT
Final balance 12424.245 USDT
Absolute profit 2424.245 USDT
Total profit % 24.24%
CAGR % 1188.11%
Sortino 5.46
Sharpe 9.77
Calmar 72.43
Profit factor 1.74
Expectancy (Ratio) 19.39 (0.03)
Avg. daily profit % 0.78%
Avg. stake amount 1906.079 USDT
Total trade volume 238259.91 USDT
Best Pair NWC/USDT 7.92%
Worst Pair ONE/USDT -9.29%
Best trade NWC/USDT 10.63%
Worst trade ONE/USDT -4.55%
Best day 1214.366 USDT
Worst day -3228.644 USDT
Days win/draw/lose 18 / 13 / 1
Avg. Duration Winners 7:39:00
Avg. Duration Loser 12 days, 16:15:00
Max Consecutive Wins / Loss 119 / 3
Rejected Entry signals 1139
Entry/Exit Timeouts 0 / 0
Min balance 10006.609 USDT
Max balance 15652.889 USDT
Max % of account underwater 20.63%
Absolute Drawdown (Account) 20.63%
Absolute Drawdown 3228.644 USDT
Drawdown high 5652.889 USDT
Drawdown low 2424.245 USDT
Drawdown Start 2021-05-25 00:08:00
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 125 1.94 2424.245 24.24 19:31:00 120 0 5 96.0 3228.644 USDT 20.63%

@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 v15.1.214 v15.1.206 v15.1.189
Average Duration 1 day, 17:53:00 1 day, 18:25:00 1 day, 18:25:00 2 days, 18:22:00 1 day, 7:49:00
Market Change -18.28 % -18.28 % -18.28 % -18.28 % -18.28 %
Max Drawdown 5.8139 % 5.7947 % 5.7879 % 12.5911 % 5.8203 %
Profit Mean 1.78 % 1.77 % 1.79 % 1.01 % 1.43 %
Profit Sum 83.43 % 81.46 % 82.24 % 42.24 % 80.29 %
Profit Total 9.94 % 9.67 % 9.8 % -2.74 % 9.3 %
Trades 47 46 46 42 56
Win Rate 95.74 % 95.65 % 95.65 % 90.48 % 94.64 %
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 2.91 455.447 4.55 0:37:00 9 0 0 100
NWC/USDT 5 2.08 186.435 1.86 0:34:00 5 0 0 100
MLK/USDT 3 2.82 146.228 1.46 7:23:00 3 0 0 100
DGB/USDT 2 3.94 133.946 1.34 1:22:00 2 0 0 100
VRA/USDT 4 1.33 91.238 0.91 0:51:00 4 0 0 100
XRP/USDT 1 1.12 85.924 0.86 23 days, 9:05:00 1 0 0 100
DAG/USDT 2 2.14 75.238 0.75 0:32:00 2 0 0 100
ADA/USDT 2 2.11 74.404 0.74 2 days, 20:44:00 2 0 0 100
KSM/USDT 2 1.82 68.214 0.68 7:10:00 2 0 0 100
VELO/USDT 2 1.52 50.623 0.51 1:56:00 2 0 0 100
ALEPH/USDT 1 2.23 37.210 0.37 0:30:00 1 0 0 100
SXP/USDT 1 1.71 34.993 0.35 3:57:00 1 0 0 100
COTI/USDT 1 2.11 34.938 0.35 1:25:00 1 0 0 100
CKB/USDT 1 1.99 34.042 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 24.278 0.24 0:14:00 1 0 0 100
NEO/USDT 1 1.35 22.708 0.23 0:14:00 1 0 0 100
BNB/USDT 1 1.34 22.598 0.23 0:05:00 1 0 0 100
CHR/USDT 1 1.11 18.390 0.18 0:52:00 1 0 0 100
DOT/USDT 1 1.05 17.423 0.17 0:52:00 1 0 0 100
ROSE/USDT 1 1.02 17.126 0.17 0:18:00 1 0 0 100
STX/USDT 1 0.37 6.483 0.06 2:25:00 1 0 0 100
DASH/USDT 1 0.15 2.687 0.03 3:23:00 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
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
ONT/USDT 1 -4.31 -329.716 -3.3 26 days, 22:40:00 0 0 1 0
FIL/USDT 1 -4.54 -348.917 -3.49 23 days, 0:40:00 0 0 1 0
TOTAL 47 1.78 993.962 9.94 1 day, 17:53:00 45 0 2 95.7

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ADA/USDT 1 1.88 26.461 0.26 5 days, 11:10:00 1 0 0 100
ONT/USDT 1 -4.31 -329.716 -3.3 26 days, 22:40:00 0 0 1 0
FIL/USDT 1 -4.54 -348.917 -3.49 23 days, 0:40:00 0 0 1 0
TOTAL 3 -2.32 -652.173 -6.52 18 days, 11:30:00 1 0 2 33.3

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 23 1.81 464.399 4.64 1 day, 6:21:00 22 0 1 95.7
42 6 1.87 197.670 1.98 1:35:00 6 0 0 100
6 41 1 6.78 114.938 1.15 0:20:00 1 0 0 100
41 3 1.99 112.480 1.12 0:36:00 3 0 0 100
120 2 1.5 112.385 1.12 14 days, 10:08:00 2 0 0 100
2 3 5 6 43 1 4.68 79.323 0.79 0:17:00 1 0 0 100
5 2 1.89 65.979 0.66 0:25:00 2 0 0 100
141 142 1 2.33 47.943 0.48 6:19:00 1 0 0 100
3 2 1.37 47.935 0.48 0:44:00 2 0 0 100
1 41 1 1.92 31.931 0.32 0:06:00 1 0 0 100
141 2 0.9 30.761 0.31 1:20:00 2 0 0 100
43 1 1.16 19.475 0.19 0:26:00 1 0 0 100
2 3 1 1.01 17.660 0.18 2:02:00 1 0 0 100
120 141 1 -4.54 -348.917 -3.49 23 days, 0:40:00 0 0 1 0
TOTAL 47 1.78 993.962 9.94 1 day, 17:53:00 45 0 2 95.7

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 ) 8 1.41 191.855 1.92 0:09:00 8 0 0 100
exit_long_normal_d_7_13 ( 6 ) 1 7.09 119.355 1.19 0:30:00 1 0 0 100
exit_long_normal_d_6_11 ( 6 41 ) 1 6.78 114.938 1.15 0:20:00 1 0 0 100
exit_profit_long_normal_t_5_2_m ( 6 ) 1 5.77 98.479 0.98 2:30:00 1 0 0 100
exit_long_quick_q_3 ( 42 ) 2 2.65 90.923 0.91 0:40:00 2 0 0 100
exit_long_grind_g ( 120 ) 1 1.12 85.924 0.86 23 days, 9:05:00 1 0 0 100
exit_long_normal_w_2_11 ( 6 ) 2 2.5 84.641 0.85 1:12:00 2 0 0 100
exit_long_normal_u_4 ( 2 3 5 6 43 ) 1 4.68 79.323 0.79 0:17:00 1 0 0 100
exit_profit_long_normal_t_4_1_m ( 6 ) 1 4.52 75.554 0.76 2:15:00 1 0 0 100
exit_long_normal_d_3_91 ( 6 ) 1 2.96 60.067 0.6 0:48:00 1 0 0 100
exit_long_tc_d_2_78 ( 141 142 ) 1 2.33 47.943 0.48 6:19:00 1 0 0 100
exit_long_quick_d_2_27 ( 41 ) 1 2.88 47.741 0.48 0:30:00 1 0 0 100
exit_long_quick_d_2_20 ( 41 ) 1 1.99 46.387 0.46 1:03:00 1 0 0 100
exit_long_normal_d_2_64 ( 5 ) 1 2.44 43.380 0.43 0:45:00 1 0 0 100
exit_long_quick_d_2_64 ( 42 ) 1 2.23 37.210 0.37 0:30:00 1 0 0 100
exit_long_normal_d_1_27 ( 6 ) 2 1.08 35.813 0.36 0:52:00 2 0 0 100
exit_long_normal_d_2_71 ( 6 ) 1 2.1 35.467 0.35 0:15:00 1 0 0 100
exit_long_quick_d_2_16 ( 42 ) 1 1.71 34.993 0.35 3:57:00 1 0 0 100
exit_long_normal_d_1_20 ( 3 ) 1 1.94 33.334 0.33 0:31:00 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_u_1 ( 1 41 ) 1 1.92 31.931 0.32 0:06:00 1 0 0 100
exit_long_quick_d_1_95 ( 42 ) 1 1.85 31.857 0.32 0:20:00 1 0 0 100
exit_long_normal_d_1_70 ( 6 ) 1 1.59 27.046 0.27 0:20:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.42 24.278 0.24 0:14:00 1 0 0 100
exit_long_normal_d_1_65 ( 5 ) 1 1.34 22.598 0.23 0:05:00 1 0 0 100
exit_long_quick_d_1_20 ( 43 ) 1 1.16 19.475 0.19 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_d_1_55 ( 6 ) 1 0.77 17.995 0.18 14:00:00 1 0 0 100
exit_long_normal_w_1_11 ( 2 3 ) 1 1.01 17.660 0.18 2:02:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 3 ) 1 0.8 14.601 0.15 0:56:00 1 0 0 100
exit_long_normal_w_0_8 ( 6 ) 1 0.6 12.938 0.13 21:35:00 1 0 0 100
exit_long_tc_w_0_8 ( 141 ) 1 0.37 6.483 0.06 2:25:00 1 0 0 100
exit_long_normal_d_0_25 ( 6 ) 1 0.16 2.881 0.03 3:22:00 1 0 0 100
exit_long_quick_d_0_26 ( 42 ) 1 0.15 2.687 0.03 3:23:00 1 0 0 100
force_exit 3 -2.32 -652.173 -6.52 18 days, 11:30:00 1 0 2 33.3
TOTAL 47 1.78 993.962 9.94 1 day, 17:53:00 45 0 2 95.7

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 )') 8 1.41 191.855 1.92 0:09:00 8 0 0 100
('6 ', 'exit_long_normal_d_7_13 ( 6 )') 1 7.09 119.355 1.19 0:30:00 1 0 0 100
('6 41 ', 'exit_long_normal_d_6_11 ( 6 41 )') 1 6.78 114.938 1.15 0:20:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_5_2_m ( 6 )') 1 5.77 98.479 0.98 2:30:00 1 0 0 100
('42 ', 'exit_long_quick_q_3 ( 42 )') 2 2.65 90.923 0.91 0:40:00 2 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.12 85.924 0.86 23 days, 9:05:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_11 ( 6 )') 2 2.5 84.641 0.85 1:12:00 2 0 0 100
('2 3 5 6 43 ', 'exit_long_normal_u_4 ( 2 3 5 6 43 )') 1 4.68 79.323 0.79 0:17:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_4_1_m ( 6 )') 1 4.52 75.554 0.76 2:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_91 ( 6 )') 1 2.96 60.067 0.6 0:48:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_2_78 ( 141 142 )') 1 2.33 47.943 0.48 6:19:00 1 0 0 100
('41 ', 'exit_long_quick_d_2_27 ( 41 )') 1 2.88 47.741 0.48 0:30:00 1 0 0 100
('41 ', 'exit_long_quick_d_2_20 ( 41 )') 1 1.99 46.387 0.46 1:03:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_64 ( 5 )') 1 2.44 43.380 0.43 0:45:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_64 ( 42 )') 1 2.23 37.210 0.37 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_27 ( 6 )') 2 1.08 35.813 0.36 0:52:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_71 ( 6 )') 1 2.1 35.467 0.35 0:15:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_16 ( 42 )') 1 1.71 34.993 0.35 3:57:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_20 ( 3 )') 1 1.94 33.334 0.33 0:31:00 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
('1 41 ', 'exit_long_normal_u_1 ( 1 41 )') 1 1.92 31.931 0.32 0:06:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_95 ( 42 )') 1 1.85 31.857 0.32 0:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_70 ( 6 )') 1 1.59 27.046 0.27 0:20:00 1 0 0 100
('120 ', 'force_exit') 1 1.88 26.461 0.26 5 days, 11:10:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.42 24.278 0.24 0:14:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_65 ( 5 )') 1 1.34 22.598 0.23 0:05:00 1 0 0 100
('43 ', 'exit_long_quick_d_1_20 ( 43 )') 1 1.16 19.475 0.19 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
('6 ', 'exit_long_normal_d_1_55 ( 6 )') 1 0.77 17.995 0.18 14:00:00 1 0 0 100
('2 3 ', 'exit_long_normal_w_1_11 ( 2 3 )') 1 1.01 17.660 0.18 2:02:00 1 0 0 100
('3 ', 'exit_profit_long_normal_t_0_1_m ( 3 )') 1 0.8 14.601 0.15 0:56:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_8 ( 6 )') 1 0.6 12.938 0.13 21:35:00 1 0 0 100
('141 ', 'exit_long_tc_w_0_8 ( 141 )') 1 0.37 6.483 0.06 2:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_25 ( 6 )') 1 0.16 2.881 0.03 3:22:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_26 ( 42 )') 1 0.15 2.687 0.03 3:23:00 1 0 0 100
('6 ', 'force_exit') 1 -4.31 -329.716 -3.3 26 days, 22:40:00 0 0 1 0
('120 141 ', 'force_exit') 1 -4.54 -348.917 -3.49 23 days, 0:40:00 0 0 1 0
TOTAL 47 1.78 993.962 9.94 1 day, 17:53:00 45 0 2 95.7

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/06/2021 14.601 1 0 0
02/06/2021 0 0 0 0
03/06/2021 84.951 2 0 0
04/06/2021 133.566 5 0 0
05/06/2021 125.116 5 0 0
06/06/2021 0 0 0 0
07/06/2021 78.71 3 0 0
08/06/2021 369.196 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 148.181 2 0 0
13/06/2021 0 0 0 0
14/06/2021 0 0 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 32.853 1 0 0
19/06/2021 0 0 0 0
20/06/2021 17.126 1 0 0
21/06/2021 18.352 1 0 0
22/06/2021 431.021 11 0 0
23/06/2021 50.218 1 0 0
24/06/2021 85.924 1 0 0
25/06/2021 43.38 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 12.938 1 0 0
01/07/2021 -652.173 1 0 2

SUMMARY METRICS

Metric Value
Backtesting from 2021-06-01 00:00:00
Backtesting to 2021-07-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 47 / 1.57
Starting balance 10000 USDT
Final balance 10993.962 USDT
Absolute profit 993.962 USDT
Total profit % 9.94%
CAGR % 216.75%
Sortino 65.93
Sharpe 7.87
Calmar 108.87
Profit factor 2.46
Expectancy (Ratio) 21.15 (0.06)
Avg. daily profit % 0.33%
Avg. stake amount 1578.979 USDT
Total trade volume 74212.004 USDT
Best Pair TEL/USDT 4.55%
Worst Pair FIL/USDT -3.49%
Best trade TEL/USDT 7.09%
Worst trade FIL/USDT -4.54%
Best day 431.021 USDT
Worst day -652.173 USDT
Days win/draw/lose 15 / 15 / 1
Avg. Duration Winners 17:06:00
Avg. Duration Loser 24 days, 23:40:00
Max Consecutive Wins / Loss 45 / 2
Rejected Entry signals 65
Entry/Exit Timeouts 0 / 0
Min balance 10014.601 USDT
Max balance 11672.596 USDT
Max % of account underwater 5.81%
Absolute Drawdown (Account) 5.81%
Absolute Drawdown 678.634 USDT
Drawdown high 1672.596 USDT
Drawdown low 993.962 USDT
Drawdown Start 2021-07-01 00:00:00
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 47 1.78 993.962 9.94 1 day, 17:53:00 45 0 2 95.7 678.634 USDT 5.81%

@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 v15.1.214 v15.1.206 v15.1.189
Average Duration 1 day, 14:54:00 1 day, 14:54:00 1 day, 14:54:00 1 day, 12:37:00 1 day, 12:08:00
Market Change 25.97 % 25.97 % 25.97 % 25.97 % 25.97 %
Max Drawdown 1.3482 % 1.5669 % 1.5669 % 1.9002 % 3.2585 %
Profit Mean 1.74 % 1.73 % 1.73 % 1.68 % 1.27 %
Profit Sum 47.02 % 46.7 % 46.7 % 58.78 % 50.81 %
Profit Total 7.14 % 6.84 % 6.84 % 8.82 % 6.05 %
Trades 27 27 27 35 40
Win Rate 96.3 % 96.3 % 96.3 % 94.29 % 92.5 %
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%
TEL/USDT 9 1.66 273.022 2.73 1:09:00 9 0 0 100
DAG/USDT 6 2.04 205.770 2.06 0:58:00 6 0 0 100
NIM/USDT 4 2.74 183.614 1.84 2:31:00 4 0 0 100
DEGO/USDT 2 1.44 69.949 0.7 1 day, 0:40:00 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 33.778 0.34 2:20:00 2 0 0 100
KSM/USDT 1 1.21 21.022 0.21 0:03:00 1 0 0 100
DOT/USDT 1 0.37 17.799 0.18 23 days, 23:35:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ATOM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
AVA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CKB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COTI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
EWT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
FIL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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 -0.86 -146.178 -1.46 16 days, 10:15:00 0 0 1 0
TOTAL 27 1.74 714.445 7.14 1 day, 14:54:00 26 0 1 96.3

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DOT/USDT 1 0.37 17.799 0.18 23 days, 23:35:00 1 0 0 100
CHR/USDT 1 -0.86 -146.178 -1.46 16 days, 10:15:00 0 0 1 0
TOTAL 2 -0.25 -128.379 -1.28 20 days, 4:55:00 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 19 1.46 373.680 3.74 1 day, 0:33:00 18 0 1 94.7
3 1 8.68 144.701 1.45 1:35:00 1 0 0 100
5 3 1.78 91.274 0.91 0:47:00 3 0 0 100
43 1 3.06 53.213 0.53 0:01:00 1 0 0 100
143 2 0.96 33.778 0.34 2:20:00 2 0 0 100
120 1 0.37 17.799 0.18 23 days, 23:35:00 1 0 0 100
TOTAL 27 1.74 714.445 7.14 1 day, 14:54:00 26 0 1 96.3

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_w_8_7 ( 3 ) 1 8.68 144.701 1.45 1:35:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 5 1.23 104.338 1.04 0:19:00 5 0 0 100
exit_long_normal_w_5_11 ( 6 ) 1 5.08 83.932 0.84 0:25:00 1 0 0 100
exit_long_normal_w_3_10 ( 6 ) 1 2.26 56.746 0.57 4:19:00 1 0 0 100
exit_long_normal_u_3 ( 6 ) 1 3.36 55.669 0.56 0:28:00 1 0 0 100
exit_profit_long_normal_t_3_1_m ( 6 ) 1 2.05 55.236 0.55 1 day, 18:20:00 1 0 0 100
exit_long_quick_u_3 ( 43 ) 1 3.06 53.213 0.53 0:01:00 1 0 0 100
exit_long_normal_d_2_7 ( 5 ) 1 2.74 46.671 0.47 0:10:00 1 0 0 100
exit_long_normal_d_2_71 ( 6 ) 1 2.06 35.294 0.35 0:30:00 1 0 0 100
exit_long_normal_d_2_80 ( 6 ) 1 2.03 34.395 0.34 0:38:00 1 0 0 100
exit_long_tc_d_1_26 ( 143 ) 1 1.77 31.232 0.31 4:40:00 1 0 0 100
exit_long_normal_d_1_8 ( 6 ) 1 1.46 24.268 0.24 1:50:00 1 0 0 100
exit_long_normal_d_1_67 ( 5 ) 1 1.35 22.913 0.23 0:32:00 1 0 0 100
exit_long_normal_d_1_56 ( 6 ) 1 1.32 22.726 0.23 0:27:00 1 0 0 100
exit_long_normal_d_1_31 ( 5 ) 1 1.24 21.690 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_d_0_81 ( 6 ) 1 0.83 14.713 0.15 7:00:00 1 0 0 100
exit_long_normal_d_0_45 ( 6 ) 1 0.48 8.068 0.08 2:25:00 1 0 0 100
exit_long_normal_d_0_3 ( 6 ) 1 0.24 4.184 0.04 5:20:00 1 0 0 100
exit_long_tc_u_0 ( 143 ) 1 0.15 2.546 0.03 0:01:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.12 2.184 0.02 3:49:00 1 0 0 100
force_exit 2 -0.25 -128.379 -1.28 20 days, 4:55:00 1 0 1 50.0
TOTAL 27 1.74 714.445 7.14 1 day, 14:54:00 26 0 1 96.3

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('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_u_1 ( 6 )') 5 1.23 104.338 1.04 0:19:00 5 0 0 100
('6 ', 'exit_long_normal_w_5_11 ( 6 )') 1 5.08 83.932 0.84 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_10 ( 6 )') 1 2.26 56.746 0.57 4:19:00 1 0 0 100
('6 ', 'exit_long_normal_u_3 ( 6 )') 1 3.36 55.669 0.56 0:28:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_3_1_m ( 6 )') 1 2.05 55.236 0.55 1 day, 18:20:00 1 0 0 100
('43 ', 'exit_long_quick_u_3 ( 43 )') 1 3.06 53.213 0.53 0:01:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_7 ( 5 )') 1 2.74 46.671 0.47 0:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_71 ( 6 )') 1 2.06 35.294 0.35 0:30:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_80 ( 6 )') 1 2.03 34.395 0.34 0:38:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_26 ( 143 )') 1 1.77 31.232 0.31 4:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_8 ( 6 )') 1 1.46 24.268 0.24 1:50:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_67 ( 5 )') 1 1.35 22.913 0.23 0:32:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_56 ( 6 )') 1 1.32 22.726 0.23 0:27:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_31 ( 5 )') 1 1.24 21.690 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
('120 ', 'force_exit') 1 0.37 17.799 0.18 23 days, 23:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_81 ( 6 )') 1 0.83 14.713 0.15 7:00:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_45 ( 6 )') 1 0.48 8.068 0.08 2:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_3 ( 6 )') 1 0.24 4.184 0.04 5:20:00 1 0 0 100
('143 ', 'exit_long_tc_u_0 ( 143 )') 1 0.15 2.546 0.03 0:01:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.12 2.184 0.02 3:49:00 1 0 0 100
('6 ', 'force_exit') 1 -0.86 -146.178 -1.46 16 days, 10:15:00 0 0 1 0
TOTAL 27 1.74 714.445 7.14 1 day, 14:54:00 26 0 1 96.3

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 26.661 1 0 0
07/07/2021 34.395 1 0 0
08/07/2021 0 0 0 0
09/07/2021 0 0 0 0
10/07/2021 55.236 1 0 0
11/07/2021 42.715 2 0 0
12/07/2021 0 0 0 0
13/07/2021 0 0 0 0
14/07/2021 35.294 1 0 0
15/07/2021 0 0 0 0
16/07/2021 108.2 2 0 0
17/07/2021 21.69 1 0 0
18/07/2021 0 0 0 0
19/07/2021 4.184 1 0 0
20/07/2021 41.846 3 0 0
21/07/2021 69.584 2 0 0
22/07/2021 2.184 1 0 0
23/07/2021 0 0 0 0
24/07/2021 56.746 1 0 0
25/07/2021 0 0 0 0
26/07/2021 74.235 2 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 14.713 1 0 0
31/07/2021 0 0 0 0
01/08/2021 -128.379 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 27 / 0.87
Starting balance 10000 USDT
Final balance 10714.445 USDT
Absolute profit 714.445 USDT
Total profit % 7.14%
CAGR % 125.36%
Sortino -100.00
Sharpe 9.89
Calmar 326.60
Profit factor 5.89
Expectancy (Ratio) 26.46 (0.18)
Avg. daily profit % 0.23%
Avg. stake amount 1567.595 USDT
Total trade volume 42325.059 USDT
Best Pair TEL/USDT 2.73%
Worst Pair CHR/USDT -1.46%
Best trade NIM/USDT 8.68%
Worst trade CHR/USDT -0.86%
Best day 144.701 USDT
Worst day -128.379 USDT
Days win/draw/lose 18 / 13 / 1
Avg. Duration Winners 1 day, 1:14:00
Avg. Duration Loser 16 days, 10:15:00
Max Consecutive Wins / Loss 25 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10018.572 USDT
Max balance 10842.824 USDT
Max % of account underwater 1.35%
Absolute Drawdown (Account) 1.35%
Absolute Drawdown 146.178 USDT
Drawdown high 842.824 USDT
Drawdown low 696.646 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 27 1.74 714.445 7.14 1 day, 14:54:00 26 0 1 96.3 146.178 USDT 1.35%

@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 - 20210801-20210901

Current Previous v15.1.214 v15.1.206 v15.1.189
Average Duration 20:22:00 20:36:00 20:36:00 16:10:00 1 day, 0:32:00
Market Change 56.3 % 56.3 % 56.3 % 56.3 % 56.3 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 2.3001 %
Profit Mean 1.67 % 1.67 % 1.67 % 1.88 % 1.78 %
Profit Sum 43.47 % 43.47 % 43.47 % 67.57 % 67.71 %
Profit Total 8.31 % 8.28 % 8.28 % 12.98 % 10.5 %
Trades 26 26 26 36 38
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 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%
DAG/USDT 2 2.7 107.740 1.08 0:26:00 2 0 0 100
CHR/USDT 2 2.77 93.888 0.94 0:18:00 2 0 0 100
DOT/USDT 1 2.03 84.102 0.84 17 days, 7:01:00 1 0 0 100
NWC/USDT 3 1.58 83.482 0.83 0:20:00 3 0 0 100
EOS/USDT 2 2.27 76.236 0.76 0:15:00 2 0 0 100
UOS/USDT 2 2.0 66.428 0.66 0:10:00 2 0 0 100
VELO/USDT 2 1.57 57.719 0.58 3:02:00 2 0 0 100
ARPA/USDT 1 0.96 37.219 0.37 4 days, 4:30:00 1 0 0 100
VRA/USDT 1 2.05 35.665 0.36 0:01:00 1 0 0 100
FIL/USDT 1 1.52 26.269 0.26 0:06:00 1 0 0 100
TEL/USDT 1 1.33 23.009 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
GRT/USDT 1 1.22 20.531 0.21 0:04:00 1 0 0 100
EWT/USDT 1 1.0 18.500 0.19 1:10:00 1 0 0 100
DEGO/USDT 1 1.07 17.980 0.18 0:02:00 1 0 0 100
JST/USDT 1 1.06 17.922 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 17.660 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 1.67 830.952 8.31 20:22:00 26 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
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 16 1.61 475.650 4.76 6:40:00 16 0 0 100
120 1 2.03 84.102 0.84 17 days, 7:01:00 1 0 0 100
5 3 1.47 74.642 0.75 0:48:00 3 0 0 100
6 142 1 3.13 52.878 0.53 0:23:00 1 0 0 100
41 1 2.44 45.626 0.46 3:50:00 1 0 0 100
43 1 2.05 35.665 0.36 0:01:00 1 0 0 100
120 141 1 1.41 23.358 0.23 0:07:00 1 0 0 100
6 141 1 1.22 20.531 0.21 0:04:00 1 0 0 100
2 3 1 1.0 18.500 0.19 1:10:00 1 0 0 100
TOTAL 26 1.67 830.952 8.31 20:22:00 26 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 9 1.22 186.014 1.86 0:07:00 9 0 0 100
exit_long_normal_d_5_40 ( 6 ) 1 4.34 89.252 0.89 0:45:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 2.03 84.102 0.84 17 days, 7:01:00 1 0 0 100
exit_long_normal_d_4_81 ( 6 ) 1 4.37 73.596 0.74 0:30:00 1 0 0 100
exit_long_normal_d_3_65 ( 6 142 ) 1 3.13 52.878 0.53 0:23:00 1 0 0 100
exit_long_quick_q_3 ( 41 ) 1 2.44 45.626 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 42.503 0.43 0:09:00 1 0 0 100
exit_long_normal_w_2_1 ( 6 ) 1 0.96 37.219 0.37 4 days, 4:30:00 1 0 0 100
exit_long_quick_u_2 ( 43 ) 1 2.05 35.665 0.36 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 120 141 ) 1 1.41 23.358 0.23 0:07:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 1 1.26 22.485 0.22 0:45:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 ) 1 1.22 20.531 0.21 0:04:00 1 0 0 100
exit_long_normal_d_1_10 ( 2 3 ) 1 1.0 18.500 0.19 1:10:00 1 0 0 100
exit_long_normal_d_1_20 ( 5 ) 1 1.05 18.487 0.18 0:07:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 ) 1 1.05 17.660 0.18 0:28:00 1 0 0 100
exit_long_normal_w_0_8 ( 5 ) 1 0.7 12.093 0.12 2:13:00 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 1.67 830.952 8.31 20:22:00 26 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 9 1.22 186.014 1.86 0:07:00 9 0 0 100
('6 ', 'exit_long_normal_d_5_40 ( 6 )') 1 4.34 89.252 0.89 0:45:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 2.03 84.102 0.84 17 days, 7:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_81 ( 6 )') 1 4.37 73.596 0.74 0:30:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_3_65 ( 6 142 )') 1 3.13 52.878 0.53 0:23:00 1 0 0 100
('41 ', 'exit_long_quick_q_3 ( 41 )') 1 2.44 45.626 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 42.503 0.43 0:09:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_1 ( 6 )') 1 0.96 37.219 0.37 4 days, 4:30:00 1 0 0 100
('43 ', 'exit_long_quick_u_2 ( 43 )') 1 2.05 35.665 0.36 0:01:00 1 0 0 100
('120 141 ', 'exit_long_tc_u_1 ( 120 141 )') 1 1.41 23.358 0.23 0:07:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 1 1.26 22.485 0.22 0:45:00 1 0 0 100
('6 141 ', 'exit_long_normal_u_1 ( 6 141 )') 1 1.22 20.531 0.21 0:04:00 1 0 0 100
('2 3 ', 'exit_long_normal_d_1_10 ( 2 3 )') 1 1.0 18.500 0.19 1:10:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_20 ( 5 )') 1 1.05 18.487 0.18 0:07:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_20 ( 6 )') 1 1.05 17.660 0.18 0:28:00 1 0 0 100
('5 ', 'exit_long_normal_w_0_8 ( 5 )') 1 0.7 12.093 0.12 2:13:00 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 1.67 830.952 8.31 20:22:00 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 78.236 3 0 0
18/08/2021 182.908 5 0 0
19/08/2021 12.093 1 0 0
20/08/2021 0 0 0 0
21/08/2021 0 0 0 0
22/08/2021 0 0 0 0
23/08/2021 23.009 1 0 0
24/08/2021 82.226 3 0 0
25/08/2021 89.252 1 0 0
26/08/2021 18.5 1 0 0
27/08/2021 42.503 1 0 0
28/08/2021 18.487 1 0 0
29/08/2021 0 0 0 0
30/08/2021 0 0 0 0
31/08/2021 170.707 4 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 10830.952 USDT
Absolute profit 830.952 USDT
Total profit % 8.31%
CAGR % 155.96%
Sortino -100.00
Sharpe 24.08
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 31.96 (100.00)
Avg. daily profit % 0.27%
Avg. stake amount 1634.424 USDT
Total trade volume 42495.016 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 182.908 USDT
Worst day 0 USDT
Days win/draw/lose 13 / 17 / 0
Avg. Duration Winners 20:22:00
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 1.67 830.952 8.31 20:22:00 26 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210901-20211001

Current Previous v15.1.214 v15.1.206 v15.1.189
Average Duration 3 days, 15:44:00 3 days, 15:44:00 3 days, 15:44:00 3 days, 7:38:00 3 days, 9:38:00
Market Change -1.55 % -1.55 % -1.55 % -1.55 % -1.55 %
Max Drawdown 16.3509 % 16.4701 % 16.4701 % 16.4289 % 11.1862 %
Profit Mean 2.11 % 2.08 % 2.08 % 1.97 % 2.25 %
Profit Sum 78.0 % 76.99 % 76.99 % 80.6 % 92.12 %
Profit Total -1.38 % -1.53 % -1.53 % -0.89 % 5.81 %
Trades 37 37 37 41 41
Win Rate 83.78 % 83.78 % 83.78 % 85.37 % 85.37 %
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%
PRE/USDT 6 9.62 980.116 9.8 1:05:00 6 0 0 100
ROSE/USDT 3 3.57 195.815 1.96 5:51:00 3 0 0 100
VRA/USDT 3 1.71 91.246 0.91 0:16:00 3 0 0 100
ALGO/USDT 2 2.12 72.727 0.73 0:44:00 2 0 0 100
FIL/USDT 2 1.26 66.949 0.67 12:54:00 2 0 0 100
ARPA/USDT 1 3.28 54.624 0.55 6:23:00 1 0 0 100
ALEPH/USDT 2 1.33 44.291 0.44 1:40:00 2 0 0 100
CHR/USDT 1 1.75 32.564 0.33 0:02:00 1 0 0 100
UNI/USDT 1 1.39 25.562 0.26 0:02:00 1 0 0 100
ATOM/USDT 1 0.68 24.188 0.24 1 day, 11:19:00 1 0 0 100
DASH/USDT 1 1.18 22.126 0.22 0:04:00 1 0 0 100
NEO/USDT 1 1.08 19.870 0.2 0:03:00 1 0 0 100
GRT/USDT 1 1.06 19.424 0.19 0:02:00 1 0 0 100
ADA/USDT 1 1.02 18.728 0.19 0:02:00 1 0 0 100
AAVE/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
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
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
SNX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
SXP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TEL/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
TRX/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UMA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
UOS/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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
XRP/USDT 1 -2.8 -119.838 -1.2 24 days, 11:55:00 0 0 1 0
VIDT/USDT 3 0.52 -132.302 -1.32 6 days, 6:39:00 2 0 1 66.7
NWC/USDT 2 0.09 -228.028 -2.28 11 days, 17:43:00 1 0 1 50.0
VET/USDT 1 -4.06 -347.534 -3.48 23 days, 9:15:00 0 0 1 0
AVA/USDT 1 -4.04 -476.245 -4.76 23 days, 11:45:00 0 0 1 0
VELO/USDT 3 -2.4 -502.733 -5.03 5 days, 20:09:00 2 0 1 66.7
TOTAL 37 2.11 -138.452 -1.38 3 days, 15:44:00 31 0 6 83.8

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XRP/USDT 1 -2.8 -119.838 -1.2 24 days, 11:55:00 0 0 1 0
VIDT/USDT 1 -1.72 -197.673 -1.98 18 days, 10:10:00 0 0 1 0
NWC/USDT 1 -1.9 -266.386 -2.66 23 days, 11:25:00 0 0 1 0
VET/USDT 1 -4.06 -347.534 -3.48 23 days, 9:15:00 0 0 1 0
AVA/USDT 1 -4.04 -476.245 -4.76 23 days, 11:45:00 0 0 1 0
VELO/USDT 1 -8.0 -519.957 -5.2 15 days, 16:30:00 0 0 1 0
TOTAL 6 -3.75 -1927.634 -19.28 21 days, 11:50:00 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 3.29 566.445 5.66 2 days, 19:14:00 21 0 3 87.5
142 2 2.26 79.319 0.79 0:36:00 2 0 0 100
4 1 1.75 32.564 0.33 0:02:00 1 0 0 100
5 6 1 1.88 31.291 0.31 0:23:00 1 0 0 100
3 4 141 1 1.14 21.421 0.21 0:02:00 1 0 0 100
6 142 1 1.11 18.970 0.19 0:19:00 1 0 0 100
2 3 1 1.02 17.516 0.18 0:04:00 1 0 0 100
41 1 0.46 11.635 0.12 1 day, 19:55:00 1 0 0 100
120 1 -2.8 -119.838 -1.2 24 days, 11:55:00 0 0 1 0
141 3 -0.67 -277.818 -2.78 8 days, 15:27:00 2 0 1 66.7
1 43 1 -8.0 -519.957 -5.2 15 days, 16:30:00 0 0 1 0
TOTAL 37 2.11 -138.452 -1.38 3 days, 15:44:00 31 0 6 83.8

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_long_normal_u_1 ( 6 ) 7 1.29 164.676 1.65 0:02:00 7 0 0 100
exit_long_normal_w_6_9 ( 6 ) 1 6.83 123.214 1.23 0:40:00 1 0 0 100
exit_profit_long_normal_t_6_3_m ( 6 ) 1 6.7 119.388 1.19 0:39:00 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_3_7 ( 6 ) 1 2.66 54.750 0.55 2:55:00 1 0 0 100
exit_profit_long_normal_t_3_2_m ( 6 ) 1 3.28 54.624 0.55 6:23:00 1 0 0 100
exit_long_tc_d_3_90 ( 142 ) 1 3.13 53.757 0.54 1:10:00 1 0 0 100
exit_long_normal_d_3_49 ( 6 ) 1 2.7 52.379 0.52 16:50:00 1 0 0 100
exit_long_tc_d_2_55 ( 141 ) 1 1.38 45.529 0.46 1 day, 1:47:00 1 0 0 100
exit_long_normal_d_2_42 ( 6 ) 1 2.29 42.321 0.42 0:50:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.07 38.358 0.38 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 4 ) 1 1.75 32.564 0.33 0:02:00 1 0 0 100
exit_long_normal_d_1_20 ( 5 6 ) 1 1.88 31.291 0.31 0:23:00 1 0 0 100
exit_long_normal_d_1_87 ( 6 ) 1 1.59 26.938 0.27 0:45:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.39 25.562 0.26 0:02:00 1 0 0 100
exit_long_tc_d_1_63 ( 141 ) 1 0.68 24.188 0.24 1 day, 11:19:00 1 0 0 100
exit_long_normal_d_1_5 ( 6 ) 1 0.98 23.051 0.23 8:56:00 1 0 0 100
exit_long_normal_u_1 ( 3 4 141 ) 1 1.14 21.421 0.21 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.11 18.970 0.19 0:19:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 ) 1 1.02 17.516 0.18 0:04:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 2 0.45 15.118 0.15 1:39:00 2 0 0 100
exit_long_quick_w_0_1 ( 41 ) 1 0.46 11.635 0.12 1 day, 19:55:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.33 5.588 0.06 0:02:00 1 0 0 100
force_exit 6 -3.75 -1927.634 -19.28 21 days, 11:50:00 0 0 6 0
TOTAL 37 2.11 -138.452 -1.38 3 days, 15:44:00 31 0 6 83.8

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_8_1_1 ( 6 )') 1 41.25 681.283 6.81 1:20:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 7 1.29 164.676 1.65 0:02:00 7 0 0 100
('6 ', 'exit_long_normal_w_6_9 ( 6 )') 1 6.83 123.214 1.23 0:40:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_6_3_m ( 6 )') 1 6.7 119.388 1.19 0:39:00 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_3_7 ( 6 )') 1 2.66 54.750 0.55 2:55:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_3_2_m ( 6 )') 1 3.28 54.624 0.55 6:23:00 1 0 0 100
('142 ', 'exit_long_tc_d_3_90 ( 142 )') 1 3.13 53.757 0.54 1:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_49 ( 6 )') 1 2.7 52.379 0.52 16:50:00 1 0 0 100
('141 ', 'exit_long_tc_d_2_55 ( 141 )') 1 1.38 45.529 0.46 1 day, 1:47:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_42 ( 6 )') 1 2.29 42.321 0.42 0:50:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.07 38.358 0.38 0:01:00 1 0 0 100
('4 ', 'exit_long_normal_u_1 ( 4 )') 1 1.75 32.564 0.33 0:02:00 1 0 0 100
('5 6 ', 'exit_long_normal_d_1_20 ( 5 6 )') 1 1.88 31.291 0.31 0:23:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_87 ( 6 )') 1 1.59 26.938 0.27 0:45:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.39 25.562 0.26 0:02:00 1 0 0 100
('141 ', 'exit_long_tc_d_1_63 ( 141 )') 1 0.68 24.188 0.24 1 day, 11:19:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_5 ( 6 )') 1 0.98 23.051 0.23 8:56:00 1 0 0 100
('3 4 141 ', 'exit_long_normal_u_1 ( 3 4 141 )') 1 1.14 21.421 0.21 0:02:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.11 18.970 0.19 0:19:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_1 ( 2 3 )') 1 1.02 17.516 0.18 0:04:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 2 0.45 15.118 0.15 1:39:00 2 0 0 100
('41 ', 'exit_long_quick_w_0_1 ( 41 )') 1 0.46 11.635 0.12 1 day, 19:55:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.33 5.588 0.06 0:02:00 1 0 0 100
('120 ', 'force_exit') 1 -2.8 -119.838 -1.2 24 days, 11:55:00 0 0 1 0
('141 ', 'force_exit') 1 -4.06 -347.534 -3.48 23 days, 9:15:00 0 0 1 0
('1 43 ', 'force_exit') 1 -8.0 -519.957 -5.2 15 days, 16:30:00 0 0 1 0
('6 ', 'force_exit') 3 -2.55 -940.304 -9.4 21 days, 19:07:00 0 0 3 0
TOTAL 37 2.11 -138.452 -1.38 3 days, 15:44:00 31 0 6 83.8

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
01/09/2021 788.463 3 0 0
02/09/2021 119.388 1 0 0
03/09/2021 0 0 0 0
04/09/2021 0 0 0 0
05/09/2021 11.635 1 0 0
06/09/2021 187.522 3 0 0
07/09/2021 240.372 9 0 0
08/09/2021 45.529 1 0 0
09/09/2021 187.904 5 0 0
10/09/2021 45.908 2 0 0
11/09/2021 75.483 3 0 0
12/09/2021 20.221 1 0 0
13/09/2021 53.757 1 0 0
14/09/2021 13 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 0 0 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 -1927.634 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 37 / 1.23
Starting balance 10000 USDT
Final balance 9861.548 USDT
Absolute profit -138.452 USDT
Total profit % -1.38%
CAGR % -15.60%
Sortino -0.62
Sharpe -0.48
Calmar -5.39
Profit factor 0.93
Expectancy (Ratio) -3.74 (-0.01)
Avg. daily profit % -0.05%
Avg. stake amount 1567.912 USDT
Total trade volume 58012.758 USDT
Best Pair PRE/USDT 9.80%
Worst Pair VELO/USDT -5.03%
Best trade PRE/USDT 41.25%
Worst trade VELO/USDT -8.00%
Best day 788.463 USDT
Worst day -1927.634 USDT
Days win/draw/lose 12 / 18 / 1
Avg. Duration Winners 4:53:00
Avg. Duration Loser 21 days, 11:50:00
Max Consecutive Wins / Loss 31 / 6
Rejected Entry signals 236
Entry/Exit Timeouts 0 / 0
Min balance 9861.548 USDT
Max balance 11789.182 USDT
Max % of account underwater 16.35%
Absolute Drawdown (Account) 16.35%
Absolute Drawdown 1927.634 USDT
Drawdown high 1789.182 USDT
Drawdown low -138.452 USDT
Drawdown Start 2021-09-14 21:37:00
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 37 2.11 -138.452 -1.38 3 days, 15:44:00 31 0 6 83.8 1927.634 USDT 16.35%

@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 - 20211001-20211101

Current Previous v15.1.214 v15.1.206 v15.1.189
Average Duration 2 days, 0:54:00 2 days, 0:54:00 2 days, 0:56:00 3 days, 13:09:00 1 day, 18:16:00
Market Change 32.16 % 32.16 % 32.16 % 32.16 % 32.16 %
Max Drawdown 4.8964 % 4.9591 % 5.4757 % 8.1389 % 6.2614 %
Profit Mean 0.97 % 0.96 % 0.85 % 0.8 % 0.31 %
Profit Sum 28.11 % 27.76 % 24.74 % 20.07 % 10.98 %
Profit Total 1.44 % 1.36 % 0.81 % -2.33 % -2.78 %
Trades 29 29 29 25 36
Win Rate 93.1 % 93.1 % 93.1 % 88.0 % 88.89 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
WIN/USDT 2 3.22 108.714 1.09 0:24:00 2 0 0 100
ADA/USDT 3 2.07 102.291 1.02 0:02:00 3 0 0 100
FIL/USDT 2 2.14 68.860 0.69 0:02:00 2 0 0 100
SXP/USDT 2 2.0 66.430 0.66 0:21:00 2 0 0 100
STX/USDT 2 1.26 44.074 0.44 1:52:00 2 0 0 100
KAI/USDT 1 2.49 40.421 0.4 2:15:00 1 0 0 100
ARPA/USDT 3 0.71 36.009 0.36 1:03:00 3 0 0 100
ETC/USDT 1 1.88 31.372 0.31 0:38:00 1 0 0 100
NIM/USDT 1 1.4 25.381 0.25 0:30:00 1 0 0 100
COTI/USDT 2 0.7 25.121 0.25 13:52:00 2 0 0 100
ALGO/USDT 1 1.05 20.348 0.2 0:26:00 1 0 0 100
PLU/USDT 1 1.07 20.047 0.2 4:10:00 1 0 0 100
VRA/USDT 1 1.1 17.751 0.18 0:01:00 1 0 0 100
UNI/USDT 1 1.02 16.933 0.17 0:04:00 1 0 0 100
XLM/USDT 1 1.41 15.615 0.16 24 days, 9:20:00 1 0 0 100
NEO/USDT 1 0.86 14.373 0.14 6:20:00 1 0 0 100
ETH/USDT 1 0.47 7.790 0.08 0:01:00 1 0 0 100
MKR/USDT 1 0.21 3.459 0.03 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
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
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
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
AAVE/USDT 1 -7.22 -201.983 -2.02 4 days, 12:00:00 0 0 1 0
VELO/USDT 1 -4.64 -319.455 -3.19 28 days, 2:10:00 0 0 1 0
TOTAL 29 0.97 143.553 1.44 2 days, 0:54:00 27 0 2 93.1

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XLM/USDT 1 1.41 15.615 0.16 24 days, 9:20:00 1 0 0 100
AAVE/USDT 1 -7.22 -201.983 -2.02 4 days, 12:00:00 0 0 1 0
VELO/USDT 1 -4.64 -319.455 -3.19 28 days, 2:10:00 0 0 1 0
TOTAL 3 -3.49 -505.824 -5.06 18 days, 23:50:00 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 1.27 150.719 1.51 5:30:00 7 0 0 100
142 3 1.18 61.007 0.61 1:16:00 3 0 0 100
141 143 1 3.28 53.954 0.54 0:01:00 1 0 0 100
2 5 6 1 3.05 51.545 0.52 0:33:00 1 0 0 100
4 141 1 3.17 50.899 0.51 0:01:00 1 0 0 100
141 2 1.43 50.029 0.5 0:14:00 2 0 0 100
1 4 43 1 1.25 20.619 0.21 0:02:00 1 0 0 100
120 1 1.41 15.615 0.16 24 days, 9:20:00 1 0 0 100
141 142 1 0.47 7.790 0.08 0:01:00 1 0 0 100
4 1 0.12 1.968 0.02 0:01:00 1 0 0 100
6 7 0.72 -155.225 -1.55 4 days, 1:20:00 6 0 1 85.7
143 3 -1.66 -165.365 -1.65 1 day, 12:02:00 2 0 1 66.7
TOTAL 29 0.97 143.553 1.44 2 days, 0:54:00 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_normal_d_3_83 ( 6 ) 1 3.4 57.170 0.57 0:15:00 1 0 0 100
exit_long_tc_u_3 ( 141 143 ) 1 3.28 53.954 0.54 0:01:00 1 0 0 100
exit_profit_long_normal_t_3_1_m ( 2 5 6 ) 1 3.05 51.545 0.52 0:33:00 1 0 0 100
exit_long_normal_u_3 ( 4 141 ) 1 3.17 50.899 0.51 0:01:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 2 1.3 43.197 0.43 0:06:00 2 0 0 100
exit_long_quick_d_2_72 ( 41 ) 1 2.45 40.786 0.41 0:40:00 1 0 0 100
exit_long_normal_d_2_81 ( 6 ) 1 2.49 40.421 0.4 2:15:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 2 1.12 36.618 0.37 0:02:00 2 0 0 100
exit_long_quick_d_1_65 ( 41 ) 1 1.88 31.372 0.31 0:38:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.81 29.681 0.3 0:01:00 1 0 0 100
exit_long_normal_d_1_34 ( 6 ) 1 1.4 25.381 0.25 0:30:00 1 0 0 100
exit_long_tc_w_1_10 ( 142 ) 1 1.22 23.226 0.23 2:33:00 1 0 0 100
exit_long_tc_d_1_53 ( 142 ) 1 1.3 20.848 0.21 1:11:00 1 0 0 100
exit_long_normal_u_1 ( 1 4 43 ) 1 1.25 20.619 0.21 0:02:00 1 0 0 100
exit_long_tc_d_1_20 ( 141 ) 1 1.05 20.348 0.2 0:26:00 1 0 0 100
exit_long_normal_d_1_69 ( 6 ) 1 1.07 20.047 0.2 4:10:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.1 17.751 0.18 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.02 16.933 0.17 0:04:00 1 0 0 100
exit_long_quick_d_0_38 ( 41 ) 1 0.86 14.373 0.14 6:20:00 1 0 0 100
exit_long_quick_w_0_7 ( 41 ) 1 0.76 13.422 0.13 3:05:00 1 0 0 100
exit_long_tc_u_0 ( 141 142 ) 1 0.47 7.790 0.08 0:01:00 1 0 0 100
exit_long_quick_d_0_35 ( 41 ) 1 0.35 7.569 0.08 1 day, 3:35:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.21 3.459 0.03 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 4 ) 1 0.12 1.968 0.02 0:01:00 1 0 0 100
force_exit 3 -3.49 -505.824 -5.06 18 days, 23:50:00 1 0 2 33.3
TOTAL 29 0.97 143.553 1.44 2 days, 0:54:00 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%
('6 ', 'exit_long_normal_d_3_83 ( 6 )') 1 3.4 57.170 0.57 0:15:00 1 0 0 100
('141 143 ', 'exit_long_tc_u_3 ( 141 143 )') 1 3.28 53.954 0.54 0:01:00 1 0 0 100
('2 5 6 ', 'exit_profit_long_normal_t_3_1_m ( 2 5 6 )') 1 3.05 51.545 0.52 0:33:00 1 0 0 100
('4 141 ', 'exit_long_normal_u_3 ( 4 141 )') 1 3.17 50.899 0.51 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 2 1.3 43.197 0.43 0:06:00 2 0 0 100
('41 ', 'exit_long_quick_d_2_72 ( 41 )') 1 2.45 40.786 0.41 0:40:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_81 ( 6 )') 1 2.49 40.421 0.4 2:15:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 2 1.12 36.618 0.37 0:02:00 2 0 0 100
('41 ', 'exit_long_quick_d_1_65 ( 41 )') 1 1.88 31.372 0.31 0:38:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.81 29.681 0.3 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_34 ( 6 )') 1 1.4 25.381 0.25 0:30:00 1 0 0 100
('142 ', 'exit_long_tc_w_1_10 ( 142 )') 1 1.22 23.226 0.23 2:33:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_53 ( 142 )') 1 1.3 20.848 0.21 1:11:00 1 0 0 100
('1 4 43 ', 'exit_long_normal_u_1 ( 1 4 43 )') 1 1.25 20.619 0.21 0:02:00 1 0 0 100
('141 ', 'exit_long_tc_d_1_20 ( 141 )') 1 1.05 20.348 0.2 0:26:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_69 ( 6 )') 1 1.07 20.047 0.2 4:10:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.1 17.751 0.18 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.02 16.933 0.17 0:04:00 1 0 0 100
('120 ', 'force_exit') 1 1.41 15.615 0.16 24 days, 9:20:00 1 0 0 100
('41 ', 'exit_long_quick_d_0_38 ( 41 )') 1 0.86 14.373 0.14 6:20:00 1 0 0 100
('41 ', 'exit_long_quick_w_0_7 ( 41 )') 1 0.76 13.422 0.13 3:05:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_0 ( 141 142 )') 1 0.47 7.790 0.08 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_d_0_35 ( 41 )') 1 0.35 7.569 0.08 1 day, 3:35:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.21 3.459 0.03 0:01:00 1 0 0 100
('4 ', 'exit_long_normal_u_0 ( 4 )') 1 0.12 1.968 0.02 0:01:00 1 0 0 100
('143 ', 'force_exit') 1 -7.22 -201.983 -2.02 4 days, 12:00:00 0 0 1 0
('6 ', 'force_exit') 1 -4.64 -319.455 -3.19 28 days, 2:10:00 0 0 1 0
TOTAL 29 0.97 143.553 1.44 2 days, 0:54:00 27 0 2 93.1

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
06/10/2021 20.047 1 0 0
07/10/2021 25.381 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 44.074 2 0 0
12/10/2021 0 0 0 0
13/10/2021 82.283 3 0 0
14/10/2021 17.751 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 0 0 0 0
21/10/2021 0 0 0 0
22/10/2021 0 0 0 0
23/10/2021 0 0 0 0
24/10/2021 40.421 1 0 0
25/10/2021 0 0 0 0
26/10/2021 0 0 0 0
27/10/2021 303.137 14 0 0
28/10/2021 7.569 1 0 0
29/10/2021 0 0 0 0
30/10/2021 0 0 0 0
31/10/2021 108.714 2 0 0
01/11/2021 -505.824 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 10143.553 USDT
Absolute profit 143.553 USDT
Total profit % 1.44%
CAGR % 18.27%
Sortino 1.51
Sharpe 1.17
Calmar 18.07
Profit factor 1.28
Expectancy (Ratio) 4.95 (0.02)
Avg. daily profit % 0.05%
Avg. stake amount 1528.416 USDT
Total trade volume 44324.057 USDT
Best Pair WIN/USDT 1.09%
Worst Pair AAVE/USDT -2.02%
Best trade WIN/USDT 3.40%
Worst trade AAVE/USDT -7.22%
Best day 303.137 USDT
Worst day -505.824 USDT
Days win/draw/lose 9 / 17 / 1
Avg. Duration Winners 23:33:00
Avg. Duration Loser 16 days, 7:05:00
Max Consecutive Wins / Loss 26 / 2
Rejected Entry signals 8
Entry/Exit Timeouts 0 / 0
Min balance 10020.047 USDT
Max balance 10649.377 USDT
Max % of account underwater 4.90%
Absolute Drawdown (Account) 4.90%
Absolute Drawdown 521.438 USDT
Drawdown high 649.377 USDT
Drawdown low 127.938 USDT
Drawdown Start 2021-10-31 14:08:00
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 0.97 143.553 1.44 2 days, 0:54:00 27 0 2 93.1 521.438 USDT 4.90%

@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 v15.1.214 v15.1.206 v15.1.189
Average Duration 1 day, 15:34:00 1 day, 15:34:00 1 day, 15:36:00 1 day, 15:49:00 1 day, 4:42:00
Market Change 11.63 % 11.63 % 11.63 % 11.63 % 11.63 %
Max Drawdown 8.7232 % 8.7399 % 8.7402 % 8.6497 % 8.5553 %
Profit Mean 1.09 % 1.08 % 1.1 % 1.19 % 1.21 %
Profit Sum 49.15 % 48.71 % 49.4 % 53.51 % 75.15 %
Profit Total 2.53 % 2.51 % 2.65 % 3.46 % 6.42 %
Trades 45 45 45 45 62
Win Rate 93.33 % 93.33 % 93.33 % 93.33 % 93.55 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 3 1.99 114.683 1.15 2:20:00 3 0 0 100
TEL/USDT 2 2.2 100.294 1.0 3:22:00 2 0 0 100
UOS/USDT 2 2.76 99.100 0.99 1:30:00 2 0 0 100
KAI/USDT 4 1.33 96.175 0.96 5:29:00 4 0 0 100
WIN/USDT 3 1.79 94.536 0.95 0:55:00 3 0 0 100
ATOM/USDT 1 1.75 83.386 0.83 29 days, 12:46:00 1 0 0 100
CKB/USDT 2 1.84 68.156 0.68 1:51:00 2 0 0 100
DEGO/USDT 3 1.23 64.589 0.65 0:02:00 3 0 0 100
VET/USDT 2 1.43 62.028 0.62 1:48:00 2 0 0 100
ADA/USDT 2 1.5 53.185 0.53 0:01:00 2 0 0 100
LTC/USDT 1 1.78 42.231 0.42 3 days, 9:00:00 1 0 0 100
ARPA/USDT 2 1.16 41.261 0.41 0:03:00 2 0 0 100
CRO/USDT 2 0.91 32.529 0.33 1:34:00 2 0 0 100
AAVE/USDT 1 1.83 31.322 0.31 0:01:00 1 0 0 100
CHR/USDT 2 0.91 31.051 0.31 0:20:00 2 0 0 100
DGB/USDT 1 1.26 21.399 0.21 0:35:00 1 0 0 100
DAG/USDT 1 0.93 19.447 0.19 1:37:00 1 0 0 100
ONE/USDT 1 1.04 18.494 0.18 0:12:00 1 0 0 100
STX/USDT 1 1.0 18.135 0.18 1:20:00 1 0 0 100
MKR/USDT 1 0.13 2.154 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
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
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 0.57 -52.679 -0.53 2 days, 13:16:00 4 0 1 80.0
UMA/USDT 2 -3.14 -374.742 -3.75 6 days, 17:55:00 1 0 1 50.0
ROSE/USDT 1 -2.95 -413.789 -4.14 12 days, 16:05:00 0 0 1 0
TOTAL 45 1.09 252.947 2.53 1 day, 15:34:00 42 0 3 93.3

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALGO/USDT 1 -3.43 -161.388 -1.61 12 days, 17:50:00 0 0 1 0
UMA/USDT 1 -7.31 -404.688 -4.05 12 days, 20:05:00 0 0 1 0
ROSE/USDT 1 -2.95 -413.789 -4.14 12 days, 16:05:00 0 0 1 0
TOTAL 3 -4.56 -979.864 -9.8 12 days, 18:00:00 0 0 3 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
141 4 1.75 133.438 1.33 20:22:00 4 0 0 100
42 3 1.88 99.046 0.99 1:07:00 3 0 0 100
120 1 1.75 83.386 0.83 29 days, 12:46:00 1 0 0 100
142 2 1.43 62.028 0.62 1:48:00 2 0 0 100
5 2 1.7 58.929 0.59 0:24:00 2 0 0 100
43 2 1.47 50.437 0.5 0:04:00 2 0 0 100
2 3 0.8 42.376 0.42 0:05:00 3 0 0 100
3 2 1.17 40.447 0.4 0:18:00 2 0 0 100
143 2 1.09 38.451 0.38 0:40:00 2 0 0 100
3 4 141 1 1.83 31.322 0.31 0:01:00 1 0 0 100
141 142 1 1.42 25.034 0.25 0:01:00 1 0 0 100
120 141 1 -3.43 -161.388 -1.61 12 days, 17:50:00 0 0 1 0
6 21 0.9 -250.559 -2.51 1 day, 8:07:00 19 0 2 90.5
TOTAL 45 1.09 252.947 2.53 1 day, 15:34:00 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_grind_g ( 120 ) 1 1.75 83.386 0.83 29 days, 12:46:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 4 1.18 80.491 0.8 0:07:00 4 0 0 100
exit_long_normal_w_4_9 ( 6 ) 1 3.43 77.095 0.77 2:05:00 1 0 0 100
exit_long_normal_w_4_12 ( 6 ) 1 3.67 75.305 0.75 6:45:00 1 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.25 57.603 0.58 1:50:00 1 0 0 100
exit_long_normal_w_3_10 ( 6 ) 1 3.26 54.668 0.55 0:55:00 1 0 0 100
exit_long_quick_d_3_65 ( 42 ) 1 3.0 51.743 0.52 0:16:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 2 1.47 50.437 0.5 0:04:00 2 0 0 100
exit_long_tc_u_1 ( 141 ) 2 1.3 45.918 0.46 0:05:00 2 0 0 100
exit_long_tc_d_2_20 ( 141 ) 1 2.62 45.288 0.45 0:17:00 1 0 0 100
exit_long_normal_w_2_8 ( 6 ) 1 2.26 44.433 0.44 2:05:00 1 0 0 100
exit_long_tc_d_2_4 ( 141 ) 1 1.78 42.231 0.42 3 days, 9:00:00 1 0 0 100
exit_long_normal_d_2_70 ( 6 ) 1 2.16 38.427 0.38 0:20:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 2 1.03 36.708 0.37 0:07:00 2 0 0 100
exit_long_normal_u_2 ( 5 ) 1 2.11 35.882 0.36 0:44:00 1 0 0 100
exit_long_tc_d_1_81 ( 142 ) 1 1.5 32.236 0.32 1:00:00 1 0 0 100
exit_long_normal_u_1 ( 3 4 141 ) 1 1.83 31.322 0.31 0:01:00 1 0 0 100
exit_long_normal_1_1_1 ( 6 ) 1 1.03 29.945 0.3 15:45:00 1 0 0 100
exit_long_tc_d_1_95 ( 142 ) 1 1.36 29.792 0.3 2:35:00 1 0 0 100
exit_long_quick_d_1_26 ( 42 ) 1 1.5 26.862 0.27 3:05:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.42 25.034 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 23.047 0.23 0:04:00 1 0 0 100
exit_long_normal_d_1_70 ( 3 ) 1 1.26 21.399 0.21 0:35:00 1 0 0 100
exit_long_normal_d_1_42 ( 6 ) 1 1.23 20.865 0.21 10:40:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 1 1.15 20.441 0.2 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 1 1.18 20.317 0.2 0:01:00 1 0 0 100
exit_long_normal_w_1_3 ( 6 ) 1 0.93 19.447 0.19 1:37:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.07 19.048 0.19 0:01:00 1 0 0 100
exit_long_tc_d_1_3 ( 143 ) 1 1.0 18.135 0.18 1:20:00 1 0 0 100
exit_long_normal_d_1_55 ( 6 ) 1 0.74 17.951 0.18 10:24:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.67 11.415 0.11 0:37:00 1 0 0 100
exit_long_normal_w_0_7 ( 6 ) 1 0.43 10.554 0.11 1:52:00 1 0 0 100
exit_long_normal_u_0 ( 2 ) 1 0.32 5.667 0.06 0:02:00 1 0 0 100
exit_long_normal_w_0_9 ( 6 ) 1 0.21 4.366 0.04 2:09:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.13 2.154 0.02 0:01:00 1 0 0 100
force_exit 3 -4.56 -979.864 -9.8 12 days, 18:00:00 0 0 3 0
TOTAL 45 1.09 252.947 2.53 1 day, 15:34:00 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%
('120 ', 'exit_long_grind_g ( 120 )') 1 1.75 83.386 0.83 29 days, 12:46:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 4 1.18 80.491 0.8 0:07:00 4 0 0 100
('6 ', 'exit_long_normal_w_4_9 ( 6 )') 1 3.43 77.095 0.77 2:05:00 1 0 0 100
('6 ', 'exit_long_normal_w_4_12 ( 6 )') 1 3.67 75.305 0.75 6:45:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.25 57.603 0.58 1:50:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_10 ( 6 )') 1 3.26 54.668 0.55 0:55:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_65 ( 42 )') 1 3.0 51.743 0.52 0:16:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 2 1.47 50.437 0.5 0:04:00 2 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 2 1.3 45.918 0.46 0:05:00 2 0 0 100
('141 ', 'exit_long_tc_d_2_20 ( 141 )') 1 2.62 45.288 0.45 0:17:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_8 ( 6 )') 1 2.26 44.433 0.44 2:05:00 1 0 0 100
('141 ', 'exit_long_tc_d_2_4 ( 141 )') 1 1.78 42.231 0.42 3 days, 9:00:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_70 ( 6 )') 1 2.16 38.427 0.38 0:20:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 2 1.03 36.708 0.37 0:07:00 2 0 0 100
('5 ', 'exit_long_normal_u_2 ( 5 )') 1 2.11 35.882 0.36 0:44:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_81 ( 142 )') 1 1.5 32.236 0.32 1:00:00 1 0 0 100
('3 4 141 ', 'exit_long_normal_u_1 ( 3 4 141 )') 1 1.83 31.322 0.31 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_1_1_1 ( 6 )') 1 1.03 29.945 0.3 15:45:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_95 ( 142 )') 1 1.36 29.792 0.3 2:35:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_26 ( 42 )') 1 1.5 26.862 0.27 3:05:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.42 25.034 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 23.047 0.23 0:04:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_70 ( 3 )') 1 1.26 21.399 0.21 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_42 ( 6 )') 1 1.23 20.865 0.21 10:40:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 1 1.15 20.441 0.2 0:01:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 1 1.18 20.317 0.2 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_3 ( 6 )') 1 0.93 19.447 0.19 1:37:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.07 19.048 0.19 0:01:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_3 ( 143 )') 1 1.0 18.135 0.18 1:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_55 ( 6 )') 1 0.74 17.951 0.18 10:24:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.67 11.415 0.11 0:37:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_7 ( 6 )') 1 0.43 10.554 0.11 1:52:00 1 0 0 100
('2 ', 'exit_long_normal_u_0 ( 2 )') 1 0.32 5.667 0.06 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_9 ( 6 )') 1 0.21 4.366 0.04 2:09:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.13 2.154 0.02 0:01:00 1 0 0 100
('120 141 ', 'force_exit') 1 -3.43 -161.388 -1.61 12 days, 17:50:00 0 0 1 0
('6 ', 'force_exit') 2 -5.13 -818.476 -8.18 12 days, 18:05:00 0 0 2 0
TOTAL 45 1.09 252.947 2.53 1 day, 15:34:00 42 0 3 93.3

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
04/11/2021 199.395 4 0 0
05/11/2021 0 0 0 0
06/11/2021 0 0 0 0
07/11/2021 57.603 1 0 0
08/11/2021 0 0 0 0
09/11/2021 20.865 1 0 0
10/11/2021 280.269 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 393.541 16 0 0
17/11/2021 0 0 0 0
18/11/2021 51.743 1 0 0
19/11/2021 0 0 0 0
20/11/2021 0 0 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 19.636 1 0 0
25/11/2021 0 0 0 0
26/11/2021 84.142 3 0 0
27/11/2021 0 0 0 0
28/11/2021 0 0 0 0
29/11/2021 42.231 1 0 0
30/11/2021 83.386 1 0 0
01/12/2021 -979.864 0 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 45 / 1.5
Starting balance 10000 USDT
Final balance 10252.947 USDT
Absolute profit 252.947 USDT
Total profit % 2.53%
CAGR % 35.52%
Sortino 1.38
Sharpe 1.69
Calmar 18.47
Profit factor 1.26
Expectancy (Ratio) 5.62 (0.02)
Avg. daily profit % 0.08%
Avg. stake amount 1651.439 USDT
Total trade volume 74314.769 USDT
Best Pair VRA/USDT 1.15%
Worst Pair UMA/USDT -3.75%
Best trade VRA/USDT 3.67%
Worst trade UMA/USDT -7.31%
Best day 393.541 USDT
Worst day -979.864 USDT
Days win/draw/lose 10 / 17 / 1
Avg. Duration Winners 20:32:00
Avg. Duration Loser 12 days, 18:00:00
Max Consecutive Wins / Loss 42 / 3
Rejected Entry signals 51
Entry/Exit Timeouts 0 / 0
Min balance 10077.095 USDT
Max balance 11232.811 USDT
Max % of account underwater 8.72%
Absolute Drawdown (Account) 8.72%
Absolute Drawdown 979.864 USDT
Drawdown high 1232.811 USDT
Drawdown low 252.947 USDT
Drawdown Start 2021-11-30 15:11:00
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 45 1.09 252.947 2.53 1 day, 15:34:00 42 0 3 93.3 979.864 USDT 8.72%

@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 v15.1.214 v15.1.206 v15.1.189
Average Duration 3 days, 13:05:00 3 days, 12:40:00 3 days, 12:40:00 4 days, 23:25:00 7 days, 11:01:00
Market Change -14.57 % -14.57 % -14.57 % -14.57 % -14.57 %
Max Drawdown 15.5258 % 13.7748 % 13.7748 % 17.6188 % 14.3424 %
Profit Mean 0.7 % 0.69 % 0.69 % 0.45 % 0.43 %
Profit Sum 26.74 % 26.39 % 26.39 % 14.44 % 9.38 %
Profit Total -7.21 % -5.65 % -5.65 % -11.15 % -10.02 %
Trades 38 38 38 32 22
Win Rate 89.47 % 86.84 % 86.84 % 84.38 % 77.27 %
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 2.15 171.831 1.72 0:14:00 5 0 0 100
VIDT/USDT 3 2.96 137.083 1.37 5:03:00 3 0 0 100
ATOM/USDT 3 1.99 112.601 1.13 3 days, 4:26:00 3 0 0 100
MLK/USDT 1 6.31 106.443 1.06 2:30:00 1 0 0 100
ROSE/USDT 5 1.11 87.228 0.87 0:18:00 5 0 0 100
LINK/USDT 1 1.62 83.146 0.83 17 days, 0:53:00 1 0 0 100
STX/USDT 3 1.13 66.948 0.67 6:54:00 3 0 0 100
EWT/USDT 4 0.9 55.894 0.56 7:18:00 4 0 0 100
ONE/USDT 2 1.34 42.120 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
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 7.271 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
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
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 -4.82 -367.334 -3.67 27 days, 19:05:00 0 0 1 0
VELO/USDT 2 -5.54 -372.680 -3.73 10 days, 20:40:00 1 0 1 50.0
DASH/USDT 1 -6.39 -387.172 -3.87 27 days, 19:05:00 0 0 1 0
VET/USDT 2 -2.84 -555.581 -5.56 13 days, 21:33:00 1 0 1 50.0
TOTAL 38 0.7 -721.495 -7.21 3 days, 13:05:00 34 0 4 89.5

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ATOM/USDT 1 2.04 53.851 0.54 9 days, 11:20:00 1 0 0 100
DGB/USDT 1 -4.82 -367.334 -3.67 27 days, 19:05:00 0 0 1 0
VELO/USDT 1 -11.39 -378.076 -3.78 21 days, 17:20:00 0 0 1 0
DASH/USDT 1 -6.39 -387.172 -3.87 27 days, 19:05:00 0 0 1 0
VET/USDT 1 -6.7 -572.749 -5.73 27 days, 19:05:00 0 0 1 0
TOTAL 5 -5.45 -1651.480 -16.51 22 days, 21:59:00 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 1.83 136.997 1.37 13 days, 6:06:00 2 0 0 100
142 4 1.0 78.474 0.78 5:10:00 4 0 0 100
6 142 1 2.88 42.524 0.43 1:55:00 1 0 0 100
2 1 2.86 42.085 0.42 0:25:00 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 21.682 0.22 0:07:00 1 0 0 100
42 1 1.19 18.680 0.19 5:35:00 1 0 0 100
3 43 1 0.49 7.271 0.07 0:01:00 1 0 0 100
5 1 0.26 5.295 0.05 23:10:00 1 0 0 100
6 19 0.63 -291.537 -2.92 2 days, 15:41:00 17 0 2 89.5
3 4 -1.56 -853.533 -8.54 13 days, 21:47:00 2 0 2 50.0
TOTAL 38 0.7 -721.495 -7.21 3 days, 13:05:00 34 0 4 89.5

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 1.33 168.239 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 1.62 83.146 0.83 17 days, 0:53:00 1 0 0 100
exit_long_normal_d_4_60 ( 3 ) 1 4.16 62.071 0.62 0:54:00 1 0 0 100
exit_long_normal_d_3_20 ( 6 ) 1 3.05 46.917 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 42.524 0.43 1:55:00 1 0 0 100
exit_long_normal_d_2_63 ( 2 ) 1 2.86 42.085 0.42 0:25:00 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 34.367 0.34 18:00:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 2 1.03 33.207 0.33 0:02:00 2 0 0 100
exit_long_normal_w_2_2 ( 6 ) 1 1.86 32.927 0.33 13:50:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.07 31.837 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 23.191 0.23 1:45:00 1 0 0 100
exit_long_tc_d_1_20 ( 143 ) 1 1.48 21.682 0.22 0:07:00 1 0 0 100
exit_long_quick_d_1_26 ( 42 ) 1 1.19 18.680 0.19 5:35:00 1 0 0 100
exit_long_normal_d_1_70 ( 6 ) 1 1.14 18.457 0.18 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_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 8.793 0.09 0:01:00 2 0 0 100
exit_long_normal_u_0 ( 3 43 ) 1 0.49 7.271 0.07 0:01:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 5 ) 1 0.26 5.295 0.05 23:10:00 1 0 0 100
force_exit 5 -5.45 -1651.480 -16.51 22 days, 21:59:00 1 0 4 20.0
TOTAL 38 0.7 -721.495 -7.21 3 days, 13:05:00 34 0 4 89.5

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 8 1.33 168.239 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 1.62 83.146 0.83 17 days, 0:53:00 1 0 0 100
('3 ', 'exit_long_normal_d_4_60 ( 3 )') 1 4.16 62.071 0.62 0:54:00 1 0 0 100
('120 ', 'force_exit') 1 2.04 53.851 0.54 9 days, 11:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_20 ( 6 )') 1 3.05 46.917 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 42.524 0.43 1:55:00 1 0 0 100
('2 ', 'exit_long_normal_d_2_63 ( 2 )') 1 2.86 42.085 0.42 0:25:00 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 34.367 0.34 18:00:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 2 1.03 33.207 0.33 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_w_2_2 ( 6 )') 1 1.86 32.927 0.33 13:50:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.07 31.837 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
('6 ', 'exit_long_normal_d_1_44 ( 6 )') 1 1.57 23.191 0.23 1:45:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 1 1.48 21.682 0.22 0:07:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_26 ( 42 )') 1 1.19 18.680 0.19 5:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_70 ( 6 )') 1 1.14 18.457 0.18 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
('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 8.793 0.09 0:01:00 2 0 0 100
('3 43 ', 'exit_long_normal_u_0 ( 3 43 )') 1 0.49 7.271 0.07 0:01:00 1 0 0 100
('5 ', 'exit_profit_long_normal_t_0_1_m ( 5 )') 1 0.26 5.295 0.05 23:10:00 1 0 0 100
('6 ', 'force_exit') 2 -8.11 -745.410 -7.45 24 days, 18:12:00 0 0 2 0
('3 ', 'force_exit') 2 -6.54 -959.922 -9.6 27 days, 19:05:00 0 0 2 0
TOTAL 38 0.7 -721.495 -7.21 3 days, 13:05:00 34 0 4 89.5

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/12/2021 199.565 8 0 0
04/12/2021 195.727 6 0 0
05/12/2021 84.354 4 0 0
06/12/2021 171.5 6 0 0
07/12/2021 32.927 1 0 0
08/12/2021 0 0 0 0
09/12/2021 50.294 2 0 0
10/12/2021 16.226 1 0 0
11/12/2021 46.917 1 0 0
12/12/2021 0 0 0 0
13/12/2021 31.918 2 0 0
14/12/2021 0 0 0 0
15/12/2021 0 0 0 0
16/12/2021 0 0 0 0
17/12/2021 0 0 0 0
18/12/2021 0 0 0 0
19/12/2021 83.146 1 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 17.412 1 0 0
01/01/2022 -1651.48 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 38 / 1.23
Starting balance 10000 USDT
Final balance 9278.505 USDT
Absolute profit -721.495 USDT
Total profit % -7.21%
CAGR % -58.59%
Sortino -5.24
Sharpe -3.09
Calmar -28.64
Profit factor 0.58
Expectancy (Ratio) -18.99 (-0.04)
Avg. daily profit % -0.23%
Avg. stake amount 1376.434 USDT
Total trade volume 52304.501 USDT
Best Pair VRA/USDT 1.72%
Worst Pair VELO/USDT -3.73%
Best trade MLK/USDT 6.31%
Worst trade VELO/USDT -11.39%
Best day 199.565 USDT
Worst day -1651.48 USDT
Days win/draw/lose 11 / 18 / 1
Avg. Duration Winners 20:54:00
Avg. Duration Loser 26 days, 6:39:00
Max Consecutive Wins / Loss 34 / 4
Rejected Entry signals 147
Entry/Exit Timeouts 0 / 0
Min balance 9278.505 USDT
Max balance 10983.837 USDT
Max % of account underwater 15.53%
Absolute Drawdown (Account) 15.53%
Absolute Drawdown 1705.331 USDT
Drawdown high 983.837 USDT
Drawdown low -721.495 USDT
Drawdown Start 2022-01-01 00:00:00
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 38 0.70 -721.495 -7.21 3 days, 13:05:00 34 0 4 89.5 1705.331 USDT 15.53%

@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 v15.1.214 v15.1.206 v15.1.189
Average Duration 18:24:00 18:24:00 18:24:00 3 days, 6:17:00 5 days, 2:14:00
Market Change -27.34 % -27.34 % -27.34 % -27.34 % -27.34 %
Max Drawdown 1.0365 % 1.0365 % 1.0365 % 8.1399 % 18.8135 %
Profit Mean 1.57 % 1.57 % 1.57 % 1.19 % -0.78 %
Profit Sum 80.23 % 80.32 % 80.32 % 42.89 % -19.38 %
Profit Total 14.75 % 14.75 % 14.75 % 1.51 % -17.75 %
Trades 51 51 51 36 25
Win Rate 98.04 % 98.04 % 98.04 % 88.89 % 72.0 %
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 4 2.72 196.969 1.97 2:39:00 4 0 0 100
UOS/USDT 2 3.5 124.979 1.25 0:55:00 2 0 0 100
PLU/USDT 2 2.83 106.648 1.07 1:08:00 2 0 0 100
GRT/USDT 3 1.84 99.802 1.0 0:12:00 3 0 0 100
ONE/USDT 3 1.78 91.830 0.92 0:30:00 3 0 0 100
ALGO/USDT 4 1.26 89.615 0.9 0:43:00 4 0 0 100
TEL/USDT 3 1.62 89.524 0.9 0:16:00 3 0 0 100
LINK/USDT 1 1.12 84.389 0.84 24 days, 9:31:00 1 0 0 100
STX/USDT 3 1.48 78.405 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 71.391 0.71 1 day, 5:00:00 1 0 0 100
ROSE/USDT 2 1.52 60.140 0.6 0:42:00 2 0 0 100
ATOM/USDT 3 1.02 58.809 0.59 0:14:00 3 0 0 100
VET/USDT 1 3.2 58.104 0.58 0:15:00 1 0 0 100
VELO/USDT 3 1.09 56.106 0.56 1:25:00 3 0 0 100
COTI/USDT 3 0.99 52.371 0.52 1:15:00 3 0 0 100
ONT/USDT 1 2.75 51.243 0.51 0:08:00 1 0 0 100
DOT/USDT 2 1.08 36.956 0.37 0:03:00 2 0 0 100
FIL/USDT 2 1.42 34.182 0.34 1:48:00 2 0 0 100
CHR/USDT 1 1.39 33.975 0.34 6 days, 18:00:00 1 0 0 100
LTC/USDT 1 1.32 23.223 0.23 0:07:00 1 0 0 100
ETH/USDT 1 1.02 18.118 0.18 0:04:00 1 0 0 100
UMA/USDT 1 0.35 6.001 0.06 0:02:00 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
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
DIA/USDT 1 -4.12 -120.188 -1.2 5 days, 3:50:00 0 0 1 0
TOTAL 51 1.57 1475.119 14.75 18:24:00 50 0 1 98.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DIA/USDT 1 -4.12 -120.188 -1.2 5 days, 3:50:00 0 0 1 0
TOTAL 1 -4.12 -120.188 -1.2 5 days, 3:50:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 18 1.54 490.721 4.91 18:31:00 17 0 1 94.4
42 6 2.45 268.205 2.68 1:20:00 6 0 0 100
142 8 1.73 234.264 2.34 0:55:00 8 0 0 100
143 7 1.3 160.628 1.61 0:26:00 7 0 0 100
141 5 1.4 117.560 1.18 0:03:00 5 0 0 100
120 1 1.12 84.389 0.84 24 days, 9:31:00 1 0 0 100
3 2 0.94 32.233 0.32 0:11:00 2 0 0 100
2 3 1 1.46 25.134 0.25 0:02:00 1 0 0 100
2 3 6 1 1.31 22.902 0.23 0:02:00 1 0 0 100
120 141 1 1.14 20.020 0.2 0:02:00 1 0 0 100
141 142 1 1.04 19.063 0.19 0:07:00 1 0 0 100
TOTAL 51 1.57 1475.119 14.75 18:24:00 50 0 1 98.0

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 1.18 122.875 1.23 0:06:00 6 0 0 100
exit_long_tc_u_1 ( 143 ) 5 1.3 115.199 1.15 0:06:00 5 0 0 100
exit_long_normal_w_6_2 ( 6 ) 1 6.25 113.225 1.13 9:35:00 1 0 0 100
exit_long_quick_d_5_84 ( 42 ) 1 5.21 91.980 0.92 0:35:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 4 1.23 87.494 0.87 0:09:00 4 0 0 100
exit_long_grind_g ( 120 ) 1 1.12 84.389 0.84 24 days, 9:31:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 4 1.19 80.074 0.8 0:03:00 4 0 0 100
exit_long_normal_d_3_35 ( 6 ) 1 2.79 71.391 0.71 1 day, 5:00:00 1 0 0 100
exit_long_tc_d_3_65 ( 142 ) 1 3.2 58.104 0.58 0:15:00 1 0 0 100
exit_long_normal_d_3_42 ( 6 ) 1 3.03 57.161 0.57 1:31:00 1 0 0 100
exit_long_normal_u_3 ( 6 ) 1 3.01 56.415 0.56 0:34:00 1 0 0 100
exit_long_quick_d_3_81 ( 42 ) 1 3.08 53.799 0.54 1:20:00 1 0 0 100
exit_long_tc_u_3 ( 142 ) 1 3.01 53.748 0.54 0:13:00 1 0 0 100
exit_long_quick_d_2_65 ( 42 ) 1 2.75 51.243 0.51 0:08:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 6 ) 1 2.63 49.487 0.49 0:45:00 1 0 0 100
exit_long_normal_d_2_65 ( 6 ) 1 2.48 46.031 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 33.975 0.34 6 days, 18:00:00 1 0 0 100
exit_long_quick_d_1_13 ( 42 ) 1 1.78 32.999 0.33 1:15:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 1 1.72 31.452 0.31 0:10:00 1 0 0 100
exit_long_quick_w_1_11 ( 42 ) 1 1.31 28.688 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_normal_u_1 ( 2 3 ) 1 1.46 25.134 0.25 0:02:00 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 22.902 0.23 0:02:00 1 0 0 100
exit_long_tc_d_1_73 ( 143 ) 1 1.1 20.903 0.21 2:22:00 1 0 0 100
exit_long_tc_d_1_85 ( 142 ) 1 1.01 20.755 0.21 2:40:00 1 0 0 100
exit_long_tc_u_1 ( 120 141 ) 1 1.14 20.020 0.2 0:02:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.04 19.063 0.19 0:07:00 1 0 0 100
exit_long_normal_d_1_20 ( 6 ) 1 0.86 18.206 0.18 0:22:00 1 0 0 100
exit_long_tc_d_1_13 ( 142 ) 1 1.7 14.162 0.14 3:35:00 1 0 0 100
exit_long_quick_d_0_3 ( 42 ) 1 0.54 9.496 0.09 3:30:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.35 6.001 0.06 0:02:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 3 ) 1 0.32 5.951 0.06 0:14:00 1 0 0 100
exit_long_normal_d_0_38 ( 6 ) 1 0.26 4.690 0.05 4:05:00 1 0 0 100
force_exit 1 -4.12 -120.188 -1.2 5 days, 3:50:00 0 0 1 0
TOTAL 51 1.57 1475.119 14.75 18:24:00 50 0 1 98.0

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_u_1 ( 6 )') 6 1.18 122.875 1.23 0:06:00 6 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 5 1.3 115.199 1.15 0:06:00 5 0 0 100
('6 ', 'exit_long_normal_w_6_2 ( 6 )') 1 6.25 113.225 1.13 9:35:00 1 0 0 100
('42 ', 'exit_long_quick_d_5_84 ( 42 )') 1 5.21 91.980 0.92 0:35:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 4 1.23 87.494 0.87 0:09:00 4 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.12 84.389 0.84 24 days, 9:31:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 4 1.19 80.074 0.8 0:03:00 4 0 0 100
('6 ', 'exit_long_normal_d_3_35 ( 6 )') 1 2.79 71.391 0.71 1 day, 5:00:00 1 0 0 100
('142 ', 'exit_long_tc_d_3_65 ( 142 )') 1 3.2 58.104 0.58 0:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 1 3.03 57.161 0.57 1:31:00 1 0 0 100
('6 ', 'exit_long_normal_u_3 ( 6 )') 1 3.01 56.415 0.56 0:34:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_81 ( 42 )') 1 3.08 53.799 0.54 1:20:00 1 0 0 100
('142 ', 'exit_long_tc_u_3 ( 142 )') 1 3.01 53.748 0.54 0:13:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_65 ( 42 )') 1 2.75 51.243 0.51 0:08:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_2_1_m ( 6 )') 1 2.63 49.487 0.49 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_65 ( 6 )') 1 2.48 46.031 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 33.975 0.34 6 days, 18:00:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_13 ( 42 )') 1 1.78 32.999 0.33 1:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 1 1.72 31.452 0.31 0:10:00 1 0 0 100
('42 ', 'exit_long_quick_w_1_11 ( 42 )') 1 1.31 28.688 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
('2 3 ', 'exit_long_normal_u_1 ( 2 3 )') 1 1.46 25.134 0.25 0:02:00 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 22.902 0.23 0:02:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_73 ( 143 )') 1 1.1 20.903 0.21 2:22:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_85 ( 142 )') 1 1.01 20.755 0.21 2:40:00 1 0 0 100
('120 141 ', 'exit_long_tc_u_1 ( 120 141 )') 1 1.14 20.020 0.2 0:02:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.04 19.063 0.19 0:07:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_20 ( 6 )') 1 0.86 18.206 0.18 0:22:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_13 ( 142 )') 1 1.7 14.162 0.14 3:35:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_3 ( 42 )') 1 0.54 9.496 0.09 3:30:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.35 6.001 0.06 0:02:00 1 0 0 100
('3 ', 'exit_profit_long_normal_t_0_2_m ( 3 )') 1 0.32 5.951 0.06 0:14:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_38 ( 6 )') 1 0.26 4.690 0.05 4:05:00 1 0 0 100
('6 ', 'force_exit') 1 -4.12 -120.188 -1.2 5 days, 3:50:00 0 0 1 0
TOTAL 51 1.57 1475.119 14.75 18:24:00 50 0 1 98.0

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
05/01/2022 288.177 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 25.194 2 0 0
11/01/2022 0 0 0 0
12/01/2022 33.975 1 0 0
13/01/2022 0 0 0 0
14/01/2022 0 0 0 0
15/01/2022 25.134 1 0 0
16/01/2022 0 0 0 0
17/01/2022 113.225 1 0 0
18/01/2022 0 0 0 0
19/01/2022 20.755 1 0 0
20/01/2022 0 0 0 0
21/01/2022 468.555 15 0 0
22/01/2022 351.913 13 0 0
23/01/2022 71.391 1 0 0
24/01/2022 0 0 0 0
25/01/2022 0 0 0 0
26/01/2022 5.951 1 0 0
27/01/2022 0 0 0 0
28/01/2022 106.648 2 0 0
29/01/2022 0 0 0 0
30/01/2022 84.389 1 0 0
31/01/2022 0 0 0 0
01/02/2022 -120.188 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 51 / 1.65
Starting balance 10000 USDT
Final balance 11475.119 USDT
Absolute profit 1475.119 USDT
Total profit % 14.75%
CAGR % 405.35%
Sortino -100.00
Sharpe 29.87
Calmar 877.07
Profit factor 13.27
Expectancy (Ratio) 28.92 (0.24)
Avg. daily profit % 0.48%
Avg. stake amount 1727.521 USDT
Total trade volume 88103.566 USDT
Best Pair VRA/USDT 1.97%
Worst Pair DIA/USDT -1.20%
Best trade VRA/USDT 6.25%
Worst trade DIA/USDT -4.12%
Best day 468.555 USDT
Worst day -120.188 USDT
Days win/draw/lose 12 / 15 / 1
Avg. Duration Winners 16:17:00
Avg. Duration Loser 5 days, 3:50:00
Max Consecutive Wins / Loss 50 / 1
Rejected Entry signals 72
Entry/Exit Timeouts 0 / 0
Min balance 10018.838 USDT
Max balance 11595.307 USDT
Max % of account underwater 1.04%
Absolute Drawdown (Account) 1.04%
Absolute Drawdown 120.188 USDT
Drawdown high 1595.307 USDT
Drawdown low 1475.119 USDT
Drawdown Start 2022-01-30 05:26:00
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 51 1.57 1475.119 14.75 18:24:00 50 0 1 98.0 120.188 USDT 1.04%

@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 - 20220201-20220301

Current Previous v15.1.214 v15.1.206 v15.1.189
Average Duration 1 day, 7:00:00 1 day, 7:00:00 1 day, 7:00:00 1 day, 1:01:00 22:58:00
Market Change 0.19 % 0.19 % 0.19 % 0.19 % 0.19 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.58 % 1.59 % 1.59 % 1.59 % 1.59 %
Profit Sum 33.27 % 33.29 % 33.29 % 42.97 % 47.81 %
Profit Total 6.24 % 6.17 % 6.17 % 7.96 % 8.88 %
Trades 21 21 21 27 30
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DIA/USDT 1 5.58 115.436 1.15 2:45:00 1 0 0 100
VRA/USDT 4 1.51 101.882 1.02 0:18:00 4 0 0 100
TEL/USDT 3 1.98 100.884 1.01 0:06:00 3 0 0 100
ATOM/USDT 1 1.97 73.500 0.73 26 days, 2:35:00 1 0 0 100
VELO/USDT 1 3.05 50.440 0.5 0:14:00 1 0 0 100
DEGO/USDT 4 0.55 39.163 0.39 1:00:00 4 0 0 100
NWC/USDT 1 1.41 23.727 0.24 1:14:00 1 0 0 100
SXP/USDT 1 1.29 21.770 0.22 2:07:00 1 0 0 100
ADA/USDT 1 1.28 21.564 0.22 0:07:00 1 0 0 100
COTI/USDT 1 1.18 19.784 0.2 0:01:00 1 0 0 100
XRP/USDT 1 1.17 19.683 0.2 0:16:00 1 0 0 100
DOT/USDT 1 1.13 18.890 0.19 0:28:00 1 0 0 100
UOS/USDT 1 1.05 17.555 0.18 11:42:00 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 1.58 624.278 6.24 1 day, 7:00:00 21 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 1.97 73.500 0.73 26 days, 2:35:00 1 0 0 100
TOTAL 1 1.97 73.500 0.73 26 days, 2:35:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 8 2.08 280.574 2.81 1:40:00 8 0 0 100
1 1 5.58 115.436 1.15 2:45:00 1 0 0 100
120 1 1.97 73.500 0.73 26 days, 2:35:00 1 0 0 100
3 3 0.66 33.699 0.34 0:26:00 3 0 0 100
41 3 0.59 31.974 0.32 1:20:00 3 0 0 100
42 1 1.29 21.770 0.22 2:07:00 1 0 0 100
141 1 1.28 21.564 0.22 0:07:00 1 0 0 100
6 142 1 1.17 19.683 0.2 0:16:00 1 0 0 100
142 1 1.13 18.890 0.19 0:28:00 1 0 0 100
1 3 4 41 43 1 0.43 7.188 0.07 0:01:00 1 0 0 100
TOTAL 21 1.58 624.278 6.24 1 day, 7:00:00 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 5.58 115.436 1.15 2:45:00 1 0 0 100
exit_long_normal_u_5 ( 6 ) 1 5.36 90.912 0.91 0:14:00 1 0 0 100
force_exit 1 1.97 73.500 0.73 26 days, 2:35:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.31 65.859 0.66 0:06:00 3 0 0 100
exit_long_normal_u_3 ( 6 ) 1 3.05 50.440 0.5 0:14:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.26 38.117 0.38 0:18:00 1 0 0 100
exit_long_normal_d_1_27 ( 3 ) 1 1.41 23.727 0.24 1:14:00 1 0 0 100
exit_long_quick_d_1_38 ( 42 ) 1 1.29 21.770 0.22 2:07:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.28 21.564 0.22 0:07:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.17 19.683 0.2 0:16:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.13 18.890 0.19 0:28:00 1 0 0 100
exit_long_quick_d_1_38 ( 41 ) 1 0.9 17.702 0.18 3:57:00 1 0 0 100
exit_long_normal_d_1_63 ( 6 ) 1 1.02 17.690 0.18 0:36:00 1 0 0 100
exit_long_normal_3_1_1 ( 6 ) 1 1.05 17.555 0.18 11:42:00 1 0 0 100
exit_long_quick_u_0 ( 41 ) 2 0.43 14.273 0.14 0:02:00 2 0 0 100
exit_long_normal_u_0 ( 3 ) 2 0.28 9.972 0.1 0:02:00 2 0 0 100
exit_long_normal_u_0 ( 1 3 4 41 43 ) 1 0.43 7.188 0.07 0:01:00 1 0 0 100
TOTAL 21 1.58 624.278 6.24 1 day, 7:00:00 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 5.58 115.436 1.15 2:45:00 1 0 0 100
('6 ', 'exit_long_normal_u_5 ( 6 )') 1 5.36 90.912 0.91 0:14:00 1 0 0 100
('120 ', 'force_exit') 1 1.97 73.500 0.73 26 days, 2:35:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.31 65.859 0.66 0:06:00 3 0 0 100
('6 ', 'exit_long_normal_u_3 ( 6 )') 1 3.05 50.440 0.5 0:14:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.26 38.117 0.38 0:18:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_27 ( 3 )') 1 1.41 23.727 0.24 1:14:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_38 ( 42 )') 1 1.29 21.770 0.22 2:07:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.28 21.564 0.22 0:07:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.17 19.683 0.2 0:16:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.13 18.890 0.19 0:28:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_38 ( 41 )') 1 0.9 17.702 0.18 3:57:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_63 ( 6 )') 1 1.02 17.690 0.18 0:36:00 1 0 0 100
('6 ', 'exit_long_normal_3_1_1 ( 6 )') 1 1.05 17.555 0.18 11:42:00 1 0 0 100
('41 ', 'exit_long_quick_u_0 ( 41 )') 2 0.43 14.273 0.14 0:02:00 2 0 0 100
('3 ', 'exit_long_normal_u_0 ( 3 )') 2 0.28 9.972 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 7.188 0.07 0:01:00 1 0 0 100
TOTAL 21 1.58 624.278 6.24 1 day, 7:00:00 21 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
08/02/2022 50.44 1 0 0
09/02/2022 0 0 0 0
10/02/2022 58.053 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 19.784 1 0 0
19/02/2022 0 0 0 0
20/02/2022 19.856 1 0 0
21/02/2022 19.683 1 0 0
22/02/2022 41.283 2 0 0
23/02/2022 0 0 0 0
24/02/2022 331.708 7 0 0
25/02/2022 0 0 0 0
26/02/2022 0 0 0 0
27/02/2022 9.972 2 0 0
28/02/2022 0 0 0 0
01/03/2022 73.5 1 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 10624.278 USDT
Absolute profit 624.278 USDT
Total profit % 6.24%
CAGR % 120.21%
Sortino -100.00
Sharpe 14.82
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 29.73 (100.00)
Avg. daily profit % 0.22%
Avg. stake amount 1602.622 USDT
Total trade volume 33655.057 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 331.708 USDT
Worst day 0 USDT
Days win/draw/lose 9 / 13 / 0
Avg. Duration Winners 1 day, 7:00:00
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 1.58 624.278 6.24 1 day, 7:00:00 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 v15.1.214 v15.1.206 v15.1.189
Average Duration 2 days, 14:38:00 2 days, 12:38:00 2 days, 12:38:00 2 days, 12:38:00 2 days, 12:38:00
Market Change 24.47 % 24.47 % 24.47 % 24.47 % 24.47 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.67 % 1.72 % 1.72 % 1.72 % 1.72 %
Profit Sum 18.34 % 18.93 % 18.93 % 18.93 % 18.93 %
Profit Total 3.58 % 3.61 % 3.61 % 3.61 % 3.61 %
Trades 11 11 11 11 11
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
STX/USDT 2 2.76 94.602 0.95 2:06:00 2 0 0 100
GRT/USDT 1 1.86 82.647 0.83 25 days, 10:42:00 1 0 0 100
DEGO/USDT 2 1.58 52.730 0.53 0:56:00 2 0 0 100
FIL/USDT 2 1.47 49.983 0.5 0:02:00 2 0 0 100
ETC/USDT 1 1.58 26.863 0.27 0:01:00 1 0 0 100
TEL/USDT 1 1.5 25.204 0.25 0:01:00 1 0 0 100
CHR/USDT 1 1.32 22.502 0.23 0:01:00 1 0 0 100
UNI/USDT 1 0.47 3.923 0.04 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 11 1.67 358.455 3.58 2 days, 14:38:00 11 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 0.47 3.923 0.04 3 days, 0:05:00 1 0 0 100
TOTAL 1 0.47 3.923 0.04 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%
6 5 1.79 150.462 1.5 0:21:00 5 0 0 100
120 2 1.17 86.570 0.87 14 days, 5:24:00 2 0 0 100
142 1 3.62 63.114 0.63 3:47:00 1 0 0 100
2 2 0.93 31.445 0.31 0:19:00 2 0 0 100
2 3 142 1 1.58 26.863 0.27 0:01:00 1 0 0 100
TOTAL 11 1.67 358.455 3.58 2 days, 14:38:00 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 1.86 82.647 0.83 25 days, 10:42:00 1 0 0 100
exit_long_tc_d_3_88 ( 142 ) 1 3.62 63.114 0.63 3:47:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.45 49.337 0.49 0:02:00 2 0 0 100
exit_long_normal_w_2_3 ( 6 ) 1 2.65 44.433 0.44 1:15:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.9 31.488 0.31 0:25:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 142 ) 1 1.58 26.863 0.27 0:01:00 1 0 0 100
exit_long_normal_o_1 ( 6 ) 1 1.5 25.204 0.25 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.36 23.148 0.23 0:01:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 2 ) 1 0.5 8.297 0.08 0:37:00 1 0 0 100
force_exit 1 0.47 3.923 0.04 3 days, 0:05:00 1 0 0 100
TOTAL 11 1.67 358.455 3.58 2 days, 14:38:00 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 1.86 82.647 0.83 25 days, 10:42:00 1 0 0 100
('142 ', 'exit_long_tc_d_3_88 ( 142 )') 1 3.62 63.114 0.63 3:47:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.45 49.337 0.49 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_w_2_3 ( 6 )') 1 2.65 44.433 0.44 1:15:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.9 31.488 0.31 0:25:00 1 0 0 100
('2 3 142 ', 'exit_long_normal_u_1 ( 2 3 142 )') 1 1.58 26.863 0.27 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_o_1 ( 6 )') 1 1.5 25.204 0.25 0:01:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.36 23.148 0.23 0:01:00 1 0 0 100
('2 ', 'exit_profit_long_normal_t_0_1_m ( 2 )') 1 0.5 8.297 0.08 0:37:00 1 0 0 100
('120 ', 'force_exit') 1 0.47 3.923 0.04 3 days, 0:05:00 1 0 0 100
TOTAL 11 1.67 358.455 3.58 2 days, 14:38:00 11 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
07/03/2022 8.297 1 0 0
08/03/2022 0 0 0 0
09/03/2022 0 0 0 0
10/03/2022 94.602 2 0 0
11/03/2022 0 0 0 0
12/03/2022 0 0 0 0
13/03/2022 0 0 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 44.433 1 0 0
19/03/2022 0 0 0 0
20/03/2022 0 0 0 0
21/03/2022 25.204 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 0 0 0 0
28/03/2022 109.482 2 0 0
29/03/2022 0 0 0 0
30/03/2022 0 0 0 0
31/03/2022 72.513 3 0 0
01/04/2022 3.923 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 11 / 0.35
Starting balance 10000 USDT
Final balance 10358.455 USDT
Absolute profit 358.455 USDT
Total profit % 3.58%
CAGR % 51.39%
Sortino -100.00
Sharpe 10.06
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 32.59 (100.00)
Avg. daily profit % 0.12%
Avg. stake amount 1447.406 USDT
Total trade volume 15921.463 USDT
Best Pair STX/USDT 0.95%
Worst Pair AAVE/USDT 0.00%
Best trade STX/USDT 3.62%
Worst trade UNI/USDT 0.47%
Best day 109.482 USDT
Worst day 0 USDT
Days win/draw/lose 7 / 19 / 0
Avg. Duration Winners 2 days, 14:38:00
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 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 11 1.67 358.455 3.58 2 days, 14:38:00 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 - 20220401-20220501

Current Previous v15.1.214 v15.1.206 v15.1.189
Average Duration 1 day, 4:45:00 1 day, 4:45:00 1 day, 4:45:00 23:57:00 18:41:00
Market Change -32.21 % -32.21 % -32.21 % -32.21 % -32.21 %
Max Drawdown 0.8159 % 0.6917 % 0.6917 % 0.6878 % 1.2595 %
Profit Mean 1.55 % 1.55 % 1.55 % 1.4 % 1.14 %
Profit Sum 37.12 % 37.28 % 37.28 % 41.86 % 44.4 %
Profit Total 5.91 % 6.04 % 6.04 % 6.88 % 7.33 %
Trades 24 24 24 30 39
Win Rate 91.67 % 91.67 % 91.67 % 93.33 % 92.31 %
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 4.03 342.516 3.43 0:20:00 5 0 0 100
PRE/USDT 5 1.12 97.561 0.98 0:12:00 5 0 0 100
GRT/USDT 2 1.91 64.670 0.65 0:54:00 2 0 0 100
VET/USDT 2 1.06 35.340 0.35 3:10:00 2 0 0 100
KAI/USDT 1 1.73 30.575 0.31 0:04:00 1 0 0 100
BCH/USDT 1 1.3 22.918 0.23 0:04:00 1 0 0 100
COTI/USDT 1 1.2 21.082 0.21 0:05:00 1 0 0 100
DASH/USDT 1 1.12 18.560 0.19 0:02:00 1 0 0 100
NWC/USDT 1 1.01 17.589 0.18 0:24:00 1 0 0 100
KSM/USDT 1 1.03 17.288 0.17 0:06:00 1 0 0 100
EOS/USDT 1 0.44 7.834 0.08 0:03:00 1 0 0 100
ALGO/USDT 1 0.15 2.614 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 -20.504 -0.21 0:30:00 0 0 1 0
FIL/USDT 1 -1.4 -66.622 -0.67 28 days, 5:50:00 0 0 1 0
TOTAL 24 1.55 591.420 5.91 1 day, 4:45:00 22 0 2 91.7

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
SXP/USDT 1 -1.16 -20.504 -0.21 0:30:00 0 0 1 0
FIL/USDT 1 -1.4 -66.622 -0.67 28 days, 5:50:00 0 0 1 0
TOTAL 2 -1.28 -87.126 -0.87 14 days, 3:10:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 11 1.78 333.316 3.33 0:14:00 11 0 0 100
3 41 1 6.78 116.477 1.16 0:01:00 1 0 0 100
2 4 5 41 1 4.31 73.500 0.73 0:03:00 1 0 0 100
42 1 1.97 32.882 0.33 1:35:00 1 0 0 100
41 1 1.43 24.856 0.25 0:44:00 1 0 0 100
6 141 142 1 1.3 22.918 0.23 0:04:00 1 0 0 100
4 141 142 1 1.12 19.706 0.2 0:04:00 1 0 0 100
141 142 1 1.1 18.182 0.18 0:14:00 1 0 0 100
142 1 1.02 17.158 0.17 6:05:00 1 0 0 100
1 41 43 1 0.5 8.667 0.09 0:07:00 1 0 0 100
2 3 6 141 1 0.44 7.834 0.08 0:03:00 1 0 0 100
43 1 0.18 3.051 0.03 0:02:00 1 0 0 100
5 1 -1.16 -20.504 -0.21 0:30:00 0 0 1 0
120 1 -1.4 -66.622 -0.67 28 days, 5:50:00 0 0 1 0
TOTAL 24 1.55 591.420 5.91 1 day, 4:45:00 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_6 ( 3 41 ) 1 6.78 116.477 1.16 0:01:00 1 0 0 100
exit_long_normal_u_6 ( 6 ) 1 6.76 114.015 1.14 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 5 1.22 105.093 1.05 0:08:00 5 0 0 100
exit_long_normal_u_4 ( 2 4 5 41 ) 1 4.31 73.500 0.73 0:03:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.8 48.977 0.49 0:05:00 1 0 0 100
exit_long_normal_d_2_81 ( 6 ) 1 2.71 44.964 0.45 1:45:00 1 0 0 100
exit_long_quick_d_1_61 ( 42 ) 1 1.97 32.882 0.33 1:35:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.43 24.856 0.25 0:44:00 1 0 0 100
exit_long_normal_u_1 ( 6 141 142 ) 1 1.3 22.918 0.23 0:04:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 3 0.39 20.267 0.2 0:02:00 3 0 0 100
exit_long_normal_u_1 ( 4 141 142 ) 1 1.12 19.706 0.2 0:04:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.1 18.182 0.18 0:14:00 1 0 0 100
exit_long_tc_d_1_84 ( 142 ) 1 1.02 17.158 0.17 6:05:00 1 0 0 100
exit_long_normal_u_0 ( 1 41 43 ) 1 0.5 8.667 0.09 0:07:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 6 141 ) 1 0.44 7.834 0.08 0:03:00 1 0 0 100
exit_long_quick_u_0 ( 43 ) 1 0.18 3.051 0.03 0:02:00 1 0 0 100
force_exit 2 -1.28 -87.126 -0.87 14 days, 3:10:00 0 0 2 0
TOTAL 24 1.55 591.420 5.91 1 day, 4:45:00 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%
('3 41 ', 'exit_long_normal_u_6 ( 3 41 )') 1 6.78 116.477 1.16 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_6 ( 6 )') 1 6.76 114.015 1.14 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 5 1.22 105.093 1.05 0:08:00 5 0 0 100
('2 4 5 41 ', 'exit_long_normal_u_4 ( 2 4 5 41 )') 1 4.31 73.500 0.73 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.8 48.977 0.49 0:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_81 ( 6 )') 1 2.71 44.964 0.45 1:45:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_61 ( 42 )') 1 1.97 32.882 0.33 1:35:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.43 24.856 0.25 0:44:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_1 ( 6 141 142 )') 1 1.3 22.918 0.23 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 3 0.39 20.267 0.2 0:02:00 3 0 0 100
('4 141 142 ', 'exit_long_normal_u_1 ( 4 141 142 )') 1 1.12 19.706 0.2 0:04:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.1 18.182 0.18 0:14:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_84 ( 142 )') 1 1.02 17.158 0.17 6:05:00 1 0 0 100
('1 41 43 ', 'exit_long_normal_u_0 ( 1 41 43 )') 1 0.5 8.667 0.09 0:07:00 1 0 0 100
('2 3 6 141 ', 'exit_long_normal_u_0 ( 2 3 6 141 )') 1 0.44 7.834 0.08 0:03:00 1 0 0 100
('43 ', 'exit_long_quick_u_0 ( 43 )') 1 0.18 3.051 0.03 0:02:00 1 0 0 100
('5 ', 'force_exit') 1 -1.16 -20.504 -0.21 0:30:00 0 0 1 0
('120 ', 'force_exit') 1 -1.4 -66.622 -0.67 28 days, 5:50:00 0 0 1 0
TOTAL 24 1.55 591.420 5.91 1 day, 4:45:00 22 0 2 91.7

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
06/04/2022 81.706 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 38.524 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 0 0 0 0
17/04/2022 0 0 0 0
18/04/2022 34.446 2 0 0
19/04/2022 0 0 0 0
20/04/2022 0 0 0 0
21/04/2022 0 0 0 0
22/04/2022 0 0 0 0
23/04/2022 0 0 0 0
24/04/2022 0 0 0 0
25/04/2022 0 0 0 0
26/04/2022 0 0 0 0
27/04/2022 0 0 0 0
28/04/2022 0 0 0 0
29/04/2022 321.581 4 0 0
30/04/2022 202.29 11 0 0
01/05/2022 -87.126 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 24 / 0.8
Starting balance 10000 USDT
Final balance 10591.42 USDT
Absolute profit 591.42 USDT
Total profit % 5.91%
CAGR % 101.19%
Sortino 16.33
Sharpe 10.22
Calmar 461.62
Profit factor 7.79
Expectancy (Ratio) 24.64 (0.57)
Avg. daily profit % 0.20%
Avg. stake amount 1697.999 USDT
Total trade volume 40751.967 USDT
Best Pair VRA/USDT 3.43%
Worst Pair FIL/USDT -0.67%
Best trade VRA/USDT 6.78%
Worst trade FIL/USDT -1.40%
Best day 321.581 USDT
Worst day -87.126 USDT
Days win/draw/lose 5 / 20 / 1
Avg. Duration Winners 0:32:00
Avg. Duration Loser 14 days, 3:10:00
Max Consecutive Wins / Loss 22 / 2
Rejected Entry signals 7
Entry/Exit Timeouts 0 / 0
Min balance 10018.182 USDT
Max balance 10678.546 USDT
Max % of account underwater 0.82%
Absolute Drawdown (Account) 0.82%
Absolute Drawdown 87.126 USDT
Drawdown high 678.546 USDT
Drawdown low 591.42 USDT
Drawdown Start 2022-04-30 23:49:00
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 24 1.55 591.420 5.91 1 day, 4:45:00 22 0 2 91.7 87.126 USDT 0.82%

@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 - 20220501-20220601

Current Previous v15.1.214 v15.1.206 v15.1.189
Average Duration 1 day, 13:34:00 1 day, 13:33:00 1 day, 13:33:00 1 day, 10:17:00 1 day, 4:47:00
Market Change -37.27 % -37.27 % -37.27 % -37.27 % -37.27 %
Max Drawdown 6.778 % 7.2172 % 7.2172 % 7.1738 % 4.7616 %
Profit Mean 1.75 % 1.74 % 1.74 % 1.64 % 1.65 %
Profit Sum 99.69 % 99.25 % 99.25 % 103.59 % 123.65 %
Profit Total 11.81 % 11.31 % 11.31 % 12.04 % 18.65 %
Trades 57 57 57 63 75
Win Rate 94.74 % 94.74 % 94.74 % 95.24 % 96.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ATOM/USDT 1 17.92 287.156 2.87 1:50:00 1 0 0 100
AAVE/USDT 5 2.29 242.049 2.42 0:56:00 5 0 0 100
TRX/USDT 3 2.4 135.025 1.35 0:46:00 3 0 0 100
PRE/USDT 5 1.45 125.491 1.25 3:18:00 5 0 0 100
VELO/USDT 2 3.7 124.929 1.25 6:44:00 2 0 0 100
DAG/USDT 5 1.34 121.009 1.21 0:16:00 5 0 0 100
VRA/USDT 4 1.69 118.112 1.18 0:29:00 4 0 0 100
GRT/USDT 1 1.84 83.800 0.84 2 days, 20:35:00 1 0 0 100
ADA/USDT 2 1.58 73.712 0.74 6:40:00 2 0 0 100
PLU/USDT 1 3.16 61.731 0.62 3:00:00 1 0 0 100
VET/USDT 1 0.95 61.576 0.62 20 days, 8:50:00 1 0 0 100
EWT/USDT 2 1.55 59.895 0.6 4:31:00 2 0 0 100
UOS/USDT 2 1.73 58.499 0.58 0:34:00 2 0 0 100
COTI/USDT 2 1.64 56.568 0.57 1:29:00 2 0 0 100
AVA/USDT 3 1.17 55.130 0.55 1:06:00 3 0 0 100
TEL/USDT 2 1.25 42.462 0.42 0:20:00 2 0 0 100
UNI/USDT 1 1.49 35.150 0.35 13:04:00 1 0 0 100
NIM/USDT 2 0.92 34.871 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 30.391 0.3 0:58:00 2 0 0 100
SNX/USDT 1 1.68 28.137 0.28 0:01:00 1 0 0 100
LTC/USDT 1 1.52 26.062 0.26 0:04:00 1 0 0 100
VIDT/USDT 1 1.23 21.367 0.21 1:10:00 1 0 0 100
ALGO/USDT 1 1.17 19.803 0.2 0:01:00 1 0 0 100
CKB/USDT 1 1.17 19.678 0.2 1:40:00 1 0 0 100
JST/USDT 1 1.05 16.422 0.16 0:45:00 1 0 0 100
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BCH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BNB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
BTT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
COMP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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 -1.62 -187.894 -1.88 20 days, 11:30:00 0 0 1 0
NWC/USDT 1 -1.78 -217.686 -2.18 20 days, 13:50:00 0 0 1 0
CHR/USDT 2 -0.78 -385.777 -3.86 10 days, 8:54:00 1 0 1 50.0
TOTAL 57 1.75 1180.862 11.81 1 day, 13:34:00 54 0 3 94.7

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VET/USDT 1 0.95 61.576 0.62 20 days, 8:50:00 1 0 0 100
DEGO/USDT 1 -1.62 -187.894 -1.88 20 days, 11:30:00 0 0 1 0
NWC/USDT 1 -1.78 -217.686 -2.18 20 days, 13:50:00 0 0 1 0
CHR/USDT 1 -2.56 -402.878 -4.03 20 days, 17:40:00 0 0 1 0
TOTAL 4 -1.25 -746.882 -7.47 20 days, 12:58:00 1 0 3 25.0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 16 1.77 489.242 4.89 1:38:00 16 0 0 100
142 3 7.04 362.287 3.62 5:19:00 3 0 0 100
3 2 3.48 160.716 1.61 0:48:00 2 0 0 100
120 2 1.4 145.376 1.45 11 days, 14:42:00 2 0 0 100
41 4 1.62 113.077 1.13 1:14:00 4 0 0 100
143 2 2.49 96.177 0.96 1:02:00 2 0 0 100
141 3 1.62 92.381 0.92 4:11:00 3 0 0 100
4 3 1.2 58.629 0.59 1:01:00 3 0 0 100
5 2 1.33 52.115 0.52 4:45:00 2 0 0 100
6 142 2 1.3 45.162 0.45 0:34:00 2 0 0 100
2 2 1.13 39.352 0.39 0:38:00 2 0 0 100
1 1 1.78 32.729 0.33 2:54:00 1 0 0 100
6 141 1 1.09 19.105 0.19 0:37:00 1 0 0 100
43 1 0.39 6.971 0.07 0:03:00 1 0 0 100
42 13 0.75 -532.458 -5.32 4 days, 19:34:00 10 0 3 76.9
TOTAL 57 1.75 1180.862 11.81 1 day, 13:34:00 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_tc_d_11_2 ( 142 ) 1 17.92 287.156 2.87 1:50:00 1 0 0 100
exit_long_normal_d_7_2 ( 6 ) 1 7.29 122.536 1.23 1:35:00 1 0 0 100
exit_long_normal_w_6_8 ( 3 ) 1 4.46 120.748 1.21 1:10:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.84 83.800 0.84 2 days, 20:35:00 1 0 0 100
exit_long_quick_d_4_75 ( 42 ) 1 4.01 72.229 0.72 1:10:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.36 70.293 0.7 0:08:00 3 0 0 100
exit_long_tc_d_3_20 ( 143 ) 1 3.35 68.984 0.69 0:48:00 1 0 0 100
exit_long_normal_w_3_7 ( 6 ) 1 3.16 61.731 0.62 3:00:00 1 0 0 100
exit_long_normal_u_1 ( 4 ) 2 1.55 50.483 0.5 0:02:00 2 0 0 100
exit_long_normal_d_2_27 ( 6 ) 1 3.0 46.678 0.47 0:15:00 1 0 0 100
exit_long_quick_d_2_84 ( 42 ) 1 2.55 44.031 0.44 10:15:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 2 1.28 43.812 0.44 0:42:00 2 0 0 100
exit_long_tc_d_2_87 ( 142 ) 1 1.72 39.982 0.4 1:04:00 1 0 0 100
exit_long_normal_d_2_83 ( 3 ) 1 2.5 39.969 0.4 0:25:00 1 0 0 100
exit_long_normal_d_2_54 ( 6 ) 1 2.12 39.825 0.4 0:38:00 1 0 0 100
exit_long_tc_u_2 ( 141 ) 1 2.23 38.848 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 36.420 0.36 1:32:00 1 0 0 100
exit_long_tc_d_2_84 ( 142 ) 1 1.49 35.150 0.35 13:04:00 1 0 0 100
exit_long_quick_d_2_11 ( 41 ) 1 2.0 34.258 0.34 0:25:00 1 0 0 100
exit_long_tc_d_2_35 ( 141 ) 1 1.44 33.730 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 32.729 0.33 2:54:00 1 0 0 100
exit_long_quick_q_2 ( 41 ) 1 1.7 32.581 0.33 4:18:00 1 0 0 100
exit_long_normal_w_1_2 ( 5 ) 1 1.2 27.639 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 26.062 0.26 0:04:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.42 25.615 0.26 0:01:00 1 0 0 100
exit_long_normal_d_1_7 ( 5 ) 1 1.46 24.476 0.24 0:35:00 1 0 0 100
exit_long_normal_d_1_88 ( 2 ) 1 1.23 21.367 0.21 1:10:00 1 0 0 100
exit_long_quick_d_1_20 ( 41 ) 1 1.33 20.623 0.21 0:10:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.17 19.803 0.2 0:01:00 1 0 0 100
exit_long_normal_w_1_11 ( 6 ) 1 1.17 19.678 0.2 1:40:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 141 ) 1 1.09 19.105 0.19 0:37:00 1 0 0 100
exit_long_normal_d_1_43 ( 6 142 ) 1 1.07 19.099 0.19 1:05:00 1 0 0 100
exit_long_quick_w_1_11 ( 42 ) 1 1.03 18.867 0.19 2:31:00 1 0 0 100
exit_long_quick_d_1_13 ( 42 ) 1 1.01 18.239 0.18 0:17:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.04 17.986 0.18 0:05:00 1 0 0 100
exit_long_normal_d_1_38 ( 6 ) 1 1.06 17.301 0.17 2:45:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.11 17.206 0.17 0:24:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 1 1.01 17.101 0.17 0:08:00 1 0 0 100
exit_long_quick_d_1_73 ( 42 ) 1 1.05 16.422 0.16 0:45:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 2 0.45 16.194 0.16 0:03:00 2 0 0 100
exit_long_normal_w_0_8 ( 6 ) 1 0.67 11.101 0.11 1:55:00 1 0 0 100
exit_long_normal_d_0_82 ( 4 ) 1 0.49 8.145 0.08 3:00:00 1 0 0 100
exit_long_quick_u_0 ( 43 ) 1 0.39 6.971 0.07 0:03:00 1 0 0 100
exit_long_normal_d_0_52 ( 6 ) 1 0.11 2.393 0.02 11:53:00 1 0 0 100
exit_long_quick_d_0_58 ( 42 ) 1 0.13 2.290 0.02 1:36:00 1 0 0 100
force_exit 4 -1.25 -746.882 -7.47 20 days, 12:58:00 1 0 3 25.0
TOTAL 57 1.75 1180.862 11.81 1 day, 13:34:00 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%
('142 ', 'exit_long_tc_d_11_2 ( 142 )') 1 17.92 287.156 2.87 1:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_7_2 ( 6 )') 1 7.29 122.536 1.23 1:35:00 1 0 0 100
('3 ', 'exit_long_normal_w_6_8 ( 3 )') 1 4.46 120.748 1.21 1:10:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.84 83.800 0.84 2 days, 20:35:00 1 0 0 100
('42 ', 'exit_long_quick_d_4_75 ( 42 )') 1 4.01 72.229 0.72 1:10:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.36 70.293 0.7 0:08:00 3 0 0 100
('143 ', 'exit_long_tc_d_3_20 ( 143 )') 1 3.35 68.984 0.69 0:48:00 1 0 0 100
('6 ', 'exit_long_normal_w_3_7 ( 6 )') 1 3.16 61.731 0.62 3:00:00 1 0 0 100
('120 ', 'force_exit') 1 0.95 61.576 0.62 20 days, 8:50:00 1 0 0 100
('4 ', 'exit_long_normal_u_1 ( 4 )') 2 1.55 50.483 0.5 0:02:00 2 0 0 100
('6 ', 'exit_long_normal_d_2_27 ( 6 )') 1 3.0 46.678 0.47 0:15:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_84 ( 42 )') 1 2.55 44.031 0.44 10:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 2 1.28 43.812 0.44 0:42:00 2 0 0 100
('142 ', 'exit_long_tc_d_2_87 ( 142 )') 1 1.72 39.982 0.4 1:04:00 1 0 0 100
('3 ', 'exit_long_normal_d_2_83 ( 3 )') 1 2.5 39.969 0.4 0:25:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_54 ( 6 )') 1 2.12 39.825 0.4 0:38:00 1 0 0 100
('141 ', 'exit_long_tc_u_2 ( 141 )') 1 2.23 38.848 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 36.420 0.36 1:32:00 1 0 0 100
('142 ', 'exit_long_tc_d_2_84 ( 142 )') 1 1.49 35.150 0.35 13:04:00 1 0 0 100
('41 ', 'exit_long_quick_d_2_11 ( 41 )') 1 2.0 34.258 0.34 0:25:00 1 0 0 100
('141 ', 'exit_long_tc_d_2_35 ( 141 )') 1 1.44 33.730 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 32.729 0.33 2:54:00 1 0 0 100
('41 ', 'exit_long_quick_q_2 ( 41 )') 1 1.7 32.581 0.33 4:18:00 1 0 0 100
('5 ', 'exit_long_normal_w_1_2 ( 5 )') 1 1.2 27.639 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 26.062 0.26 0:04:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.42 25.615 0.26 0:01:00 1 0 0 100
('5 ', 'exit_long_normal_d_1_7 ( 5 )') 1 1.46 24.476 0.24 0:35:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_88 ( 2 )') 1 1.23 21.367 0.21 1:10:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_20 ( 41 )') 1 1.33 20.623 0.21 0:10:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.17 19.803 0.2 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_11 ( 6 )') 1 1.17 19.678 0.2 1:40:00 1 0 0 100
('6 141 ', 'exit_long_normal_d_1_65 ( 6 141 )') 1 1.09 19.105 0.19 0:37:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_1_43 ( 6 142 )') 1 1.07 19.099 0.19 1:05:00 1 0 0 100
('42 ', 'exit_long_quick_w_1_11 ( 42 )') 1 1.03 18.867 0.19 2:31:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_13 ( 42 )') 1 1.01 18.239 0.18 0:17:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.04 17.986 0.18 0:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_38 ( 6 )') 1 1.06 17.301 0.17 2:45:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.11 17.206 0.17 0:24:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 1 1.01 17.101 0.17 0:08:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_73 ( 42 )') 1 1.05 16.422 0.16 0:45:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 2 0.45 16.194 0.16 0:03:00 2 0 0 100
('6 ', 'exit_long_normal_w_0_8 ( 6 )') 1 0.67 11.101 0.11 1:55:00 1 0 0 100
('4 ', 'exit_long_normal_d_0_82 ( 4 )') 1 0.49 8.145 0.08 3:00:00 1 0 0 100
('43 ', 'exit_long_quick_u_0 ( 43 )') 1 0.39 6.971 0.07 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_52 ( 6 )') 1 0.11 2.393 0.02 11:53:00 1 0 0 100
('42 ', 'exit_long_quick_d_0_58 ( 42 )') 1 0.13 2.290 0.02 1:36:00 1 0 0 100
('42 ', 'force_exit') 3 -1.99 -808.459 -8.08 20 days, 14:20:00 0 0 3 0
TOTAL 57 1.75 1180.862 11.81 1 day, 13:34:00 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 61.731 1 0 0
07/05/2022 0 0 0 0
08/05/2022 0 0 0 0
09/05/2022 280.924 11 0 0
10/05/2022 97.864 4 0 0
11/05/2022 477.073 11 0 0
12/05/2022 238.467 9 0 0
13/05/2022 351.6 3 0 0
14/05/2022 124.826 2 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 44.031 1 0 0
19/05/2022 21.367 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 57.418 3 0 0
27/05/2022 139.248 6 0 0
28/05/2022 0 0 0 0
29/05/2022 0 0 0 0
30/05/2022 0 0 0 0
31/05/2022 0 0 0 0
01/06/2022 -746.882 1 0 3

SUMMARY METRICS

Metric Value
Backtesting from 2022-05-01 00:00:00
Backtesting to 2022-06-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 57 / 1.84
Starting balance 10000 USDT
Final balance 11180.862 USDT
Absolute profit 1180.862 USDT
Total profit % 11.81%
CAGR % 272.18%
Sortino 7.65
Sharpe 8.80
Calmar 107.37
Profit factor 2.46
Expectancy (Ratio) 20.72 (0.08)
Avg. daily profit % 0.38%
Avg. stake amount 1525.766 USDT
Total trade volume 86968.638 USDT
Best Pair ATOM/USDT 2.87%
Worst Pair NWC/USDT -2.18%
Best trade ATOM/USDT 17.92%
Worst trade CHR/USDT -2.56%
Best day 477.073 USDT
Worst day -746.882 USDT
Days win/draw/lose 12 / 19 / 1
Avg. Duration Winners 12:11:00
Avg. Duration Loser 20 days, 14:20:00
Max Consecutive Wins / Loss 53 / 3
Rejected Entry signals 82
Entry/Exit Timeouts 0 / 0
Min balance 10033.195 USDT
Max balance 11927.744 USDT
Max % of account underwater 6.78%
Absolute Drawdown (Account) 6.78%
Absolute Drawdown 808.459 USDT
Drawdown high 1927.744 USDT
Drawdown low 1119.285 USDT
Drawdown Start 2022-05-27 08:35:00
Drawdown End 2022-06-01 00:00:00
Market change -37.27%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 57 1.75 1180.862 11.81 1 day, 13:34:00 54 0 3 94.7 808.459 USDT 6.78%

@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 v15.1.214 v15.1.206 v15.1.189
Average Duration 1 day, 10:41:00 1 day, 9:55:00 1 day, 9:09:00 1 day, 7:42:00 21:02:00
Market Change -18.15 % -18.15 % -18.15 % -18.15 % -18.15 %
Max Drawdown 4.9594 % 5.1186 % 5.0883 % 4.9898 % 2.3187 %
Profit Mean 1.7 % 1.72 % 1.77 % 1.81 % 1.67 %
Profit Sum 71.26 % 73.99 % 77.71 % 85.15 % 88.28 %
Profit Total 7.81 % 8.19 % 8.86 % 10.26 % 13.28 %
Trades 42 43 44 47 53
Win Rate 95.24 % 95.35 % 95.45 % 95.74 % 96.23 %
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 6.17 378.702 3.79 3 days, 4:29:00 5 0 1 83.3
NIM/USDT 6 1.2 132.735 1.33 2:07:00 6 0 0 100
AAVE/USDT 3 1.18 71.448 0.71 18:05:00 3 0 0 100
VELO/USDT 1 3.35 57.462 0.57 11:50:00 1 0 0 100
LINK/USDT 1 0.52 50.653 0.51 19 days, 13:20:00 1 0 0 100
TRX/USDT 9 0.31 48.342 0.48 0:02:00 9 0 0 100
MKR/USDT 1 2.77 47.139 0.47 0:10:00 1 0 0 100
STX/USDT 1 2.08 42.362 0.42 2:21:00 1 0 0 100
UMA/USDT 1 2.12 37.101 0.37 0:10:00 1 0 0 100
ARPA/USDT 1 1.59 27.273 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 21.824 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 21.344 0.21 2:35:00 1 0 0 100
GRT/USDT 1 1.18 21.265 0.21 2:55:00 1 0 0 100
ADA/USDT 1 1.25 21.248 0.21 0:19:00 1 0 0 100
XTZ/USDT 1 1.17 20.153 0.2 1:09:00 1 0 0 100
DOT/USDT 1 1.06 18.975 0.19 3:46:00 1 0 0 100
ETH/USDT 2 0.38 13.015 0.13 0:02:00 2 0 0 100
BCH/USDT 1 0.3 5.125 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 -2.58 -301.339 -3.01 17 days, 22:45:00 0 0 1 0
TOTAL 42 1.7 781.067 7.81 1 day, 10:41:00 40 0 2 95.2

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LINK/USDT 1 0.52 50.653 0.51 19 days, 13:20:00 1 0 0 100
SNX/USDT 1 -2.58 -301.339 -3.01 17 days, 22:45:00 0 0 1 0
DEGO/USDT 1 -3.67 -311.891 -3.12 18 days, 21:30:00 0 0 1 0
TOTAL 3 -1.91 -562.577 -5.63 18 days, 19:12:00 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 16.55 548.741 5.49 1:20:00 2 0 0 100
42 5 1.85 160.766 1.61 1:41:00 5 0 0 100
141 9 0.43 72.214 0.72 0:18:00 9 0 0 100
6 42 1 3.35 57.462 0.57 11:50:00 1 0 0 100
120 1 0.52 50.653 0.51 19 days, 13:20:00 1 0 0 100
142 2 1.12 39.755 0.4 1:28:00 2 0 0 100
6 142 2 0.65 32.255 0.32 18:03:00 2 0 0 100
143 1 1.25 21.248 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 0.84 -223.047 -2.23 2 days, 3:13:00 16 0 2 88.9
TOTAL 42 1.7 781.067 7.81 1 day, 10:41:00 40 0 2 95.2

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_normal_d_3_2 ( 6 42 ) 1 3.35 57.462 0.57 11:50:00 1 0 0 100
exit_long_normal_d_3_3 ( 6 ) 1 2.62 54.410 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 49.253 0.49 3:56:00 2 0 0 100
exit_long_quick_d_2_27 ( 42 ) 1 2.77 47.139 0.47 0:10:00 1 0 0 100
exit_long_normal_d_1_78 ( 6 ) 2 1.31 46.061 0.46 2:15:00 2 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.3 45.111 0.45 0:10:00 2 0 0 100
exit_long_normal_8_1_1 ( 6 ) 2 1.15 43.730 0.44 0:24:00 2 0 0 100
exit_long_tc_d_2_44 ( 141 ) 1 2.08 42.362 0.42 2:21:00 1 0 0 100
exit_long_normal_d_1_27 ( 6 ) 2 1.18 41.554 0.42 1:08:00 2 0 0 100
exit_long_quick_d_2_87 ( 42 ) 1 2.12 37.101 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 29.852 0.3 0:02:00 8 0 0 100
exit_long_normal_w_1_6 ( 6 142 ) 1 1.08 28.595 0.29 1 day, 12:05:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 1 1.59 27.273 0.27 0:14:00 1 0 0 100
exit_long_normal_d_1_61 ( 6 ) 1 1.29 25.339 0.25 3:46:00 1 0 0 100
exit_long_tc_d_1_44 ( 142 ) 1 1.18 21.265 0.21 2:55:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 1 1.25 21.248 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 20.153 0.2 1:09:00 1 0 0 100
exit_long_normal_d_1_55 ( 6 ) 1 1.13 19.566 0.2 18:01:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.06 18.490 0.18 0:02:00 1 0 0 100
exit_long_normal_d_0_42 ( 6 ) 1 0.75 13.356 0.13 3:10:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.54 9.355 0.09 0:03:00 1 0 0 100
exit_long_normal_d_0_67 ( 6 ) 1 0.3 5.125 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 -1.91 -562.577 -5.63 18 days, 19:12:00 1 0 2 33.3
TOTAL 42 1.7 781.067 7.81 1 day, 10:41:00 40 0 2 95.2

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_8_1_1 ( 3 )') 1 31.93 528.588 5.29 1:30:00 1 0 0 100
('6 42 ', 'exit_long_normal_d_3_2 ( 6 42 )') 1 3.35 57.462 0.57 11:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_3 ( 6 )') 1 2.62 54.410 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
('120 ', 'force_exit') 1 0.52 50.653 0.51 19 days, 13:20:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_78 ( 42 )') 2 1.39 49.253 0.49 3:56:00 2 0 0 100
('42 ', 'exit_long_quick_d_2_27 ( 42 )') 1 2.77 47.139 0.47 0:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_78 ( 6 )') 2 1.31 46.061 0.46 2:15:00 2 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.3 45.111 0.45 0:10:00 2 0 0 100
('6 ', 'exit_long_normal_8_1_1 ( 6 )') 2 1.15 43.730 0.44 0:24:00 2 0 0 100
('141 ', 'exit_long_tc_d_2_44 ( 141 )') 1 2.08 42.362 0.42 2:21:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_27 ( 6 )') 2 1.18 41.554 0.42 1:08:00 2 0 0 100
('42 ', 'exit_long_quick_d_2_87 ( 42 )') 1 2.12 37.101 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 29.852 0.3 0:02:00 8 0 0 100
('6 142 ', 'exit_long_normal_w_1_6 ( 6 142 )') 1 1.08 28.595 0.29 1 day, 12:05:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 1 1.59 27.273 0.27 0:14:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_61 ( 6 )') 1 1.29 25.339 0.25 3:46:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_44 ( 142 )') 1 1.18 21.265 0.21 2:55:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 1 1.25 21.248 0.21 0:19:00 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 20.153 0.2 1:09:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_55 ( 6 )') 1 1.13 19.566 0.2 18:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.06 18.490 0.18 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_42 ( 6 )') 1 0.75 13.356 0.13 3:10:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.54 9.355 0.09 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_67 ( 6 )') 1 0.3 5.125 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 -3.13 -613.230 -6.13 18 days, 10:08:00 0 0 2 0
TOTAL 42 1.7 781.067 7.81 1 day, 10:41:00 40 0 2 95.2

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
07/06/2022 23.227 2 0 0
08/06/2022 690.593 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 243.926 15 0 0
14/06/2022 86.192 3 0 0
15/06/2022 108.755 4 0 0
16/06/2022 0 0 0 0
17/06/2022 0 0 0 0
18/06/2022 35.745 3 0 0
19/06/2022 28.595 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 23.287 1 0 0
24/06/2022 0 0 0 0
25/06/2022 0 0 0 0
26/06/2022 0 0 0 0
27/06/2022 0 0 0 0
28/06/2022 0 0 0 0
29/06/2022 43.73 2 0 0
30/06/2022 13.356 1 0 0
01/07/2022 -562.577 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 42 / 1.4
Starting balance 10000 USDT
Final balance 10781.067 USDT
Absolute profit 781.067 USDT
Total profit % 7.81%
CAGR % 149.68%
Sortino 94.27
Sharpe 4.65
Calmar 100.30
Profit factor 2.27
Expectancy (Ratio) 18.60 (0.06)
Avg. daily profit % 0.26%
Avg. stake amount 1646.181 USDT
Total trade volume 69139.612 USDT
Best Pair DEGO/USDT 3.79%
Worst Pair SNX/USDT -3.01%
Best trade DEGO/USDT 31.93%
Worst trade DEGO/USDT -3.67%
Best day 690.593 USDT
Worst day -562.577 USDT
Days win/draw/lose 12 / 12 / 1
Avg. Duration Winners 14:19:00
Avg. Duration Loser 18 days, 10:08:00
Max Consecutive Wins / Loss 39 / 1
Rejected Entry signals 7
Entry/Exit Timeouts 0 / 0
Min balance 10003.66 USDT
Max balance 11343.645 USDT
Max % of account underwater 4.96%
Absolute Drawdown (Account) 4.96%
Absolute Drawdown 562.577 USDT
Drawdown high 1343.645 USDT
Drawdown low 781.067 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 42 1.70 781.067 7.81 1 day, 10:41:00 40 0 2 95.2 562.577 USDT 4.96%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220701-20220801

Current Previous v15.1.214 v15.1.206 v15.1.189
Average Duration 2 days, 15:20:00 2 days, 15:20:00 2 days, 16:49:00 2 days, 12:33:00 2 days, 8:50:00
Market Change 20.58 % 20.58 % 20.58 % 20.58 % 20.58 %
Max Drawdown 3.394 % 3.4299 % 3.443 % 3.4441 % 3.1046 %
Profit Mean 1.41 % 1.39 % 1.21 % 1.49 % 1.45 %
Profit Sum 19.67 % 19.39 % 16.89 % 22.35 % 23.2 %
Profit Total 1.04 % 0.98 % 0.58 % 1.48 % 1.9 %
Trades 14 14 14 15 16
Win Rate 92.86 % 92.86 % 92.86 % 93.33 % 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%
NIM/USDT 3 2.51 126.170 1.26 8:00:00 3 0 0 100
CKB/USDT 2 3.29 109.085 1.09 2:10:00 2 0 0 100
VRA/USDT 2 2.08 67.333 0.67 1:26:00 2 0 0 100
ETH/USDT 1 1.91 54.622 0.55 18 days, 10:35:00 1 0 0 100
UNI/USDT 1 1.79 29.593 0.3 0:04:00 1 0 0 100
SNX/USDT 1 1.45 24.540 0.25 1:35:00 1 0 0 100
YFI/USDT 1 1.16 19.322 0.19 0:04:00 1 0 0 100
VIDT/USDT 1 1.12 18.129 0.18 0:07:00 1 0 0 100
ETC/USDT 1 0.51 8.477 0.08 0:01:00 1 0 0 100
AAVE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ADA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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
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
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
AVA/USDT 1 -6.52 -353.070 -3.53 17 days, 3:05:00 0 0 1 0
TOTAL 14 1.41 104.201 1.04 2 days, 15:20:00 13 0 1 92.9

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETH/USDT 1 1.91 54.622 0.55 18 days, 10:35:00 1 0 0 100
AVA/USDT 1 -6.52 -353.070 -3.53 17 days, 3:05:00 0 0 1 0
TOTAL 2 -2.31 -298.448 -2.98 17 days, 18:50:00 1 0 1 50.0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 1 1.91 54.622 0.55 18 days, 10:35:00 1 0 0 100
42 1 3.13 50.853 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 18.129 0.18 0:07:00 1 0 0 100
141 142 1 0.51 8.477 0.08 0:01:00 1 0 0 100
6 9 1.25 -57.473 -0.57 2 days, 1:02:00 8 0 1 88.9
TOTAL 14 1.41 104.201 1.04 2 days, 15:20:00 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_88 ( 6 ) 1 6.47 105.881 1.06 0:35:00 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 50.853 0.51 2:41:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.09 35.802 0.36 0:08:00 2 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 1.45 24.540 0.25 1:35:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 1 1.12 18.129 0.18 0:07:00 1 0 0 100
exit_long_normal_3_1_1 ( 6 ) 1 0.93 17.348 0.17 17:31:00 1 0 0 100
exit_long_tc_u_0 ( 141 142 ) 1 0.51 8.477 0.08 0:01:00 1 0 0 100
exit_long_normal_d_0_42 ( 6 ) 1 0.13 2.942 0.03 5:53:00 1 0 0 100
force_exit 2 -2.31 -298.448 -2.98 17 days, 18:50:00 1 0 1 50.0
TOTAL 14 1.41 104.201 1.04 2 days, 15:20:00 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_88 ( 6 )') 1 6.47 105.881 1.06 0:35:00 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
('120 ', 'force_exit') 1 1.91 54.622 0.55 18 days, 10:35:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_95 ( 42 )') 1 3.13 50.853 0.51 2:41:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.09 35.802 0.36 0:08:00 2 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 1.45 24.540 0.25 1:35:00 1 0 0 100
('5 ', 'exit_long_normal_u_1 ( 5 )') 1 1.12 18.129 0.18 0:07:00 1 0 0 100
('6 ', 'exit_long_normal_3_1_1 ( 6 )') 1 0.93 17.348 0.17 17:31:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_0 ( 141 142 )') 1 0.51 8.477 0.08 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_42 ( 6 )') 1 0.13 2.942 0.03 5:53:00 1 0 0 100
('6 ', 'force_exit') 1 -6.52 -353.070 -3.53 17 days, 3:05:00 0 0 1 0
TOTAL 14 1.41 104.201 1.04 2 days, 15:20:00 13 0 1 92.9

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
11/07/2022 29.593 1 0 0
12/07/2022 0 0 0 0
13/07/2022 109.085 2 0 0
14/07/2022 0 0 0 0
15/07/2022 0 0 0 0
16/07/2022 0 0 0 0
17/07/2022 0 0 0 0
18/07/2022 0 0 0 0
19/07/2022 0 0 0 0
20/07/2022 41.021 2 0 0
21/07/2022 18.129 1 0 0
22/07/2022 50.853 1 0 0
23/07/2022 2.942 1 0 0
24/07/2022 123.228 2 0 0
25/07/2022 0 0 0 0
26/07/2022 0 0 0 0
27/07/2022 0 0 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 27.799 2 0 0
01/08/2022 -298.448 1 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2022-07-01 00:00:00
Backtesting to 2022-08-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 14 / 0.45
Starting balance 10000 USDT
Final balance 10104.201 USDT
Absolute profit 104.201 USDT
Total profit % 1.04%
CAGR % 12.98%
Sortino -100.00
Sharpe 0.62
Calmar 18.92
Profit factor 1.30
Expectancy (Ratio) 7.44 (0.02)
Avg. daily profit % 0.03%
Avg. stake amount 1401.382 USDT
Total trade volume 19619.343 USDT
Best Pair NIM/USDT 1.26%
Worst Pair AVA/USDT -3.53%
Best trade NIM/USDT 6.47%
Worst trade AVA/USDT -6.52%
Best day 123.228 USDT
Worst day -298.448 USDT
Days win/draw/lose 8 / 13 / 1
Avg. Duration Winners 1 day, 12:35:00
Avg. Duration Loser 17 days, 3:05:00
Max Consecutive Wins / Loss 12 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10029.593 USDT
Max balance 10402.65 USDT
Max % of account underwater 3.39%
Absolute Drawdown (Account) 3.39%
Absolute Drawdown 353.07 USDT
Drawdown high 402.65 USDT
Drawdown low 49.579 USDT
Drawdown Start 2022-07-31 22:44:00
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 1.41 104.201 1.04 2 days, 15:20:00 13 0 1 92.9 353.07 USDT 3.39%

@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 v15.1.214 v15.1.206 v15.1.189
Average Duration 2 days, 11:46:00 2 days, 13:14:00 2 days, 13:58:00 2 days, 8:35:00 2 days, 4:29:00
Market Change -9.63 % -9.63 % -9.63 % -9.63 % -9.63 %
Max Drawdown 2.7779 % 2.8643 % 2.8558 % 2.8463 % 2.6166 %
Profit Mean 0.88 % 0.87 % 0.92 % 0.93 % 0.89 %
Profit Sum 19.46 % 19.05 % 20.16 % 22.26 % 23.15 %
Profit Total 1.4 % 1.31 % 1.63 % 1.97 % 2.34 %
Trades 22 22 22 24 26
Win Rate 95.45 % 95.45 % 95.45 % 95.83 % 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%
ETC/USDT 1 1.87 82.397 0.82 23 days, 5:04:00 1 0 0 100
DEGO/USDT 4 0.84 55.457 0.55 1:51:00 4 0 0 100
DAG/USDT 2 1.59 52.289 0.52 0:12:00 2 0 0 100
NWC/USDT 2 1.47 48.372 0.48 0:29:00 2 0 0 100
EOS/USDT 1 2.0 32.625 0.33 10:00:00 1 0 0 100
FIL/USDT 1 1.89 31.241 0.31 4:15:00 1 0 0 100
VRA/USDT 1 1.33 22.137 0.22 0:50:00 1 0 0 100
ALGO/USDT 1 1.17 19.053 0.19 0:14:00 1 0 0 100
ARPA/USDT 1 1.16 18.929 0.19 1:10:00 1 0 0 100
ONE/USDT 1 1.1 17.981 0.18 0:14:00 1 0 0 100
EWT/USDT 1 1.05 17.443 0.17 0:11:00 1 0 0 100
GRT/USDT 1 1.04 16.941 0.17 0:07:00 1 0 0 100
ADA/USDT 1 0.33 5.448 0.05 0:01:00 1 0 0 100
DGB/USDT 1 0.31 4.993 0.05 0:01:00 1 0 0 100
COTI/USDT 1 0.16 2.622 0.03 0:04:00 1 0 0 100
YFI/USDT 1 0.12 2.009 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
AVA/USDT 1 -3.57 -289.731 -2.9 30 days, 11:55:00 0 0 1 0
TOTAL 22 0.88 140.208 1.4 2 days, 11:46:00 21 0 1 95.5

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
AVA/USDT 1 -3.57 -289.731 -2.9 30 days, 11:55:00 0 0 1 0
TOTAL 1 -3.57 -289.731 -2.9 30 days, 11:55:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 1 1.87 82.397 0.82 23 days, 5:04:00 1 0 0 100
42 2 1.21 38.622 0.39 1:21:00 2 0 0 100
142 1 2.0 32.625 0.33 10:00:00 1 0 0 100
143 1 1.89 31.241 0.31 4:15:00 1 0 0 100
3 1 1.33 22.137 0.22 0:50:00 1 0 0 100
141 1 1.04 16.941 0.17 0:07:00 1 0 0 100
41 1 0.69 12.952 0.13 3:43:00 1 0 0 100
2 1 0.78 12.901 0.13 0:50:00 1 0 0 100
6 141 142 1 0.33 5.448 0.05 0:01:00 1 0 0 100
2 3 1 0.31 4.993 0.05 0:01:00 1 0 0 100
4 1 0.12 2.009 0.02 0:02:00 1 0 0 100
6 10 0.67 -122.058 -1.22 3 days, 1:32:00 9 0 1 90.0
TOTAL 22 0.88 140.208 1.4 2 days, 11:46:00 21 0 1 95.5

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 5 1.3 106.767 1.07 0:13:00 5 0 0 100
exit_long_grind_g ( 120 ) 1 1.87 82.397 0.82 23 days, 5:04:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.16 35.471 0.35 0:08:00 1 0 0 100
exit_long_tc_6_1 ( 142 ) 1 2.0 32.625 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 22.137 0.22 0:50:00 1 0 0 100
exit_long_quick_d_1_95 ( 42 ) 1 1.36 21.785 0.22 2:35:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 1 1.16 18.929 0.19 1:10:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.04 16.941 0.17 0:07:00 1 0 0 100
exit_long_quick_u_1 ( 42 ) 1 1.05 16.836 0.17 0:07:00 1 0 0 100
exit_profit_long_quick_t_0_1_m ( 41 ) 1 0.69 12.952 0.13 3:43:00 1 0 0 100
exit_long_normal_d_0_48 ( 2 ) 1 0.78 12.901 0.13 0:50:00 1 0 0 100
exit_long_normal_u_0 ( 6 141 142 ) 1 0.33 5.448 0.05 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 2 3 ) 1 0.31 4.993 0.05 0:01:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.24 3.883 0.04 0:58:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.16 2.622 0.03 0:04:00 1 0 0 100
exit_long_normal_u_0 ( 4 ) 1 0.12 2.009 0.02 0:02:00 1 0 0 100
force_exit 1 -3.57 -289.731 -2.9 30 days, 11:55:00 0 0 1 0
TOTAL 22 0.88 140.208 1.4 2 days, 11:46:00 21 0 1 95.5

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 5 1.3 106.767 1.07 0:13:00 5 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.87 82.397 0.82 23 days, 5:04:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.16 35.471 0.35 0:08:00 1 0 0 100
('142 ', 'exit_long_tc_6_1 ( 142 )') 1 2.0 32.625 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 22.137 0.22 0:50:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_95 ( 42 )') 1 1.36 21.785 0.22 2:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 1 1.16 18.929 0.19 1:10:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.04 16.941 0.17 0:07:00 1 0 0 100
('42 ', 'exit_long_quick_u_1 ( 42 )') 1 1.05 16.836 0.17 0:07:00 1 0 0 100
('41 ', 'exit_profit_long_quick_t_0_1_m ( 41 )') 1 0.69 12.952 0.13 3:43:00 1 0 0 100
('2 ', 'exit_long_normal_d_0_48 ( 2 )') 1 0.78 12.901 0.13 0:50:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_u_0 ( 6 141 142 )') 1 0.33 5.448 0.05 0:01:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_0 ( 2 3 )') 1 0.31 4.993 0.05 0:01:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.24 3.883 0.04 0:58:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.16 2.622 0.03 0:04:00 1 0 0 100
('4 ', 'exit_long_normal_u_0 ( 4 )') 1 0.12 2.009 0.02 0:02:00 1 0 0 100
('6 ', 'force_exit') 1 -3.57 -289.731 -2.9 30 days, 11:55:00 0 0 1 0
TOTAL 22 0.88 140.208 1.4 2 days, 11:46:00 21 0 1 95.5

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
02/08/2022 86.698 5 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 0 0 0 0
13/08/2022 0 0 0 0
14/08/2022 23.82 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 42.997 4 0 0
19/08/2022 77.605 5 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 35.471 1 0 0
25/08/2022 82.397 1 0 0
26/08/2022 58.813 3 0 0
27/08/2022 22.137 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 -289.731 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2022-08-01 00:00:00
Backtesting to 2022-09-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 22 / 0.71
Starting balance 10000 USDT
Final balance 10140.208 USDT
Absolute profit 140.208 USDT
Total profit % 1.40%
CAGR % 17.81%
Sortino -100.00
Sharpe 1.30
Calmar 31.11
Profit factor 1.48
Expectancy (Ratio) 6.37 (0.02)
Avg. daily profit % 0.05%
Avg. stake amount 1486.829 USDT
Total trade volume 32710.229 USDT
Best Pair DEGO/USDT 0.55%
Worst Pair AVA/USDT -2.90%
Best trade NWC/USDT 2.16%
Worst trade AVA/USDT -3.57%
Best day 86.698 USDT
Worst day -289.731 USDT
Days win/draw/lose 8 / 22 / 1
Avg. Duration Winners 1 day, 3:46:00
Avg. Duration Loser 30 days, 11:55:00
Max Consecutive Wins / Loss 21 / 1
Rejected Entry signals 7
Entry/Exit Timeouts 0 / 0
Min balance 10031.241 USDT
Max balance 10429.939 USDT
Max % of account underwater 2.78%
Absolute Drawdown (Account) 2.78%
Absolute Drawdown 289.731 USDT
Drawdown high 429.939 USDT
Drawdown low 140.208 USDT
Drawdown Start 2022-08-27 00:25:00
Drawdown End 2022-09-01 00:00:00
Market change -9.63%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 22 0.88 140.208 1.4 2 days, 11:46:00 21 0 1 95.5 289.731 USDT 2.78%

@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 v15.1.214 v15.1.206 v15.1.189
Average Duration 2 days, 22:56:00 2 days, 22:56:00 4 days, 6:13:00 4 days, 1:00:00 2 days, 14:23:00
Market Change -4.09 % -4.09 % -4.09 % -4.09 % -4.09 %
Max Drawdown 1.879 % 1.8793 % 3.5517 % 3.5517 % 1.8868 %
Profit Mean 0.92 % 0.92 % 0.3 % 0.5 % 0.67 %
Profit Sum 13.84 % 13.84 % 4.15 % 7.44 % 11.33 %
Profit Total 1.31 % 1.29 % -0.75 % -0.21 % 0.94 %
Trades 15 15 14 15 17
Win Rate 93.33 % 93.33 % 85.71 % 86.67 % 94.12 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CKB/USDT 1 4.2 69.761 0.7 0:45:00 1 0 0 100
DEGO/USDT 1 3.16 53.160 0.53 0:40:00 1 0 0 100
ETC/USDT 2 1.48 49.700 0.5 1:02:00 2 0 0 100
ADA/USDT 1 1.95 36.451 0.36 24 days, 21:50:00 1 0 0 100
PRE/USDT 1 2.09 34.563 0.35 4:36:00 1 0 0 100
FIL/USDT 2 0.95 31.748 0.32 1:38:00 2 0 0 100
ETH/USDT 2 0.61 20.371 0.2 8:55:00 2 0 0 100
ATOM/USDT 1 1.02 17.101 0.17 0:55:00 1 0 0 100
AAVE/USDT 1 0.31 5.171 0.05 0:02:00 1 0 0 100
NWC/USDT 1 0.23 3.850 0.04 0:02:00 1 0 0 100
EOS/USDT 1 0.21 3.564 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
GRT/USDT 1 -5.41 -194.019 -1.94 17 days, 11:20:00 0 0 1 0
TOTAL 15 0.92 131.422 1.31 2 days, 22:56:00 14 0 1 93.3

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ADA/USDT 1 1.95 36.451 0.36 24 days, 21:50:00 1 0 0 100
GRT/USDT 1 -5.41 -194.019 -1.94 17 days, 11:20:00 0 0 1 0
TOTAL 2 -1.73 -157.568 -1.58 21 days, 4:35:00 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 4 1.95 130.335 1.3 4:32:00 4 0 0 100
141 142 3 1.34 67.301 0.67 1:46:00 3 0 0 100
120 1 1.95 36.451 0.36 24 days, 21:50:00 1 0 0 100
3 1 2.09 34.563 0.35 4:36:00 1 0 0 100
6 142 1 1.07 17.957 0.18 2:05:00 1 0 0 100
143 1 1.02 17.101 0.17 0:55:00 1 0 0 100
4 141 142 1 0.84 14.147 0.14 0:01:00 1 0 0 100
141 1 0.31 5.171 0.05 0:02:00 1 0 0 100
142 1 0.15 2.415 0.02 15:45:00 1 0 0 100
120 142 1 -5.41 -194.019 -1.94 17 days, 11:20:00 0 0 1 0
TOTAL 15 0.92 131.422 1.31 2 days, 22:56:00 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_profit_long_normal_t_4_2_m ( 6 ) 1 4.2 69.761 0.7 0:45:00 1 0 0 100
exit_profit_long_normal_t_3_1_m ( 6 ) 1 3.16 53.160 0.53 0:40:00 1 0 0 100
exit_long_tc_d_1_78 ( 141 142 ) 2 1.29 43.301 0.43 2:37:00 2 0 0 100
exit_long_normal_d_2_3 ( 3 ) 1 2.09 34.563 0.35 4:36:00 1 0 0 100
exit_long_tc_u_1 ( 141 142 ) 1 1.43 24.001 0.24 0:04:00 1 0 0 100
exit_long_normal_d_1_95 ( 6 142 ) 1 1.07 17.957 0.18 2:05:00 1 0 0 100
exit_long_tc_d_1_70 ( 143 ) 1 1.02 17.101 0.17 0:55:00 1 0 0 100
exit_long_normal_u_0 ( 4 141 142 ) 1 0.84 14.147 0.14 0:01:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 1 0.31 5.171 0.05 0:02:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.23 3.850 0.04 0:02:00 1 0 0 100
exit_long_normal_d_0_52 ( 6 ) 1 0.21 3.564 0.04 16:41:00 1 0 0 100
exit_long_tc_d_0_35 ( 142 ) 1 0.15 2.415 0.02 15:45:00 1 0 0 100
force_exit 2 -1.73 -157.568 -1.58 21 days, 4:35:00 1 0 1 50.0
TOTAL 15 0.92 131.422 1.31 2 days, 22:56:00 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_profit_long_normal_t_4_2_m ( 6 )') 1 4.2 69.761 0.7 0:45:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_3_1_m ( 6 )') 1 3.16 53.160 0.53 0:40:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_1_78 ( 141 142 )') 2 1.29 43.301 0.43 2:37:00 2 0 0 100
('120 ', 'force_exit') 1 1.95 36.451 0.36 24 days, 21:50:00 1 0 0 100
('3 ', 'exit_long_normal_d_2_3 ( 3 )') 1 2.09 34.563 0.35 4:36:00 1 0 0 100
('141 142 ', 'exit_long_tc_u_1 ( 141 142 )') 1 1.43 24.001 0.24 0:04:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_1_95 ( 6 142 )') 1 1.07 17.957 0.18 2:05:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_70 ( 143 )') 1 1.02 17.101 0.17 0:55:00 1 0 0 100
('4 141 142 ', 'exit_long_normal_u_0 ( 4 141 142 )') 1 0.84 14.147 0.14 0:01:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 1 0.31 5.171 0.05 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.23 3.850 0.04 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_52 ( 6 )') 1 0.21 3.564 0.04 16:41:00 1 0 0 100
('142 ', 'exit_long_tc_d_0_35 ( 142 )') 1 0.15 2.415 0.02 15:45:00 1 0 0 100
('120 142 ', 'force_exit') 1 -5.41 -194.019 -1.94 17 days, 11:20:00 0 0 1 0
TOTAL 15 0.92 131.422 1.31 2 days, 22:56:00 14 0 1 93.3

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
10/09/2022 34.563 1 0 0
11/09/2022 0 0 0 0
12/09/2022 0 0 0 0
13/09/2022 69.761 1 0 0
14/09/2022 2.415 1 0 0
15/09/2022 17.957 1 0 0
16/09/2022 0 0 0 0
17/09/2022 0 0 0 0
18/09/2022 43.319 3 0 0
19/09/2022 46.865 3 0 0
20/09/2022 0 0 0 0
21/09/2022 17.101 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 3.85 1 0 0
27/09/2022 0 0 0 0
28/09/2022 0 0 0 0
29/09/2022 53.16 1 0 0
30/09/2022 0 0 0 0
01/10/2022 -157.568 1 0 1

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 10131.422 USDT
Absolute profit 131.422 USDT
Total profit % 1.31%
CAGR % 17.22%
Sortino -100.00
Sharpe 1.46
Calmar 44.54
Profit factor 1.68
Expectancy (Ratio) 8.76 (0.05)
Avg. daily profit % 0.04%
Avg. stake amount 1549.447 USDT
Total trade volume 23241.71 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 69.761 USDT
Worst day -157.568 USDT
Days win/draw/lose 9 / 12 / 1
Avg. Duration Winners 1 day, 22:03:00
Avg. Duration Loser 17 days, 11:20:00
Max Consecutive Wins / Loss 14 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10034.563 USDT
Max balance 10325.441 USDT
Max % of account underwater 1.88%
Absolute Drawdown (Account) 1.88%
Absolute Drawdown 194.019 USDT
Drawdown high 325.441 USDT
Drawdown low 131.422 USDT
Drawdown Start 2022-10-01 00:00:00
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 0.92 131.422 1.31 2 days, 22:56:00 14 0 1 93.3 194.019 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 - 20221001-20221101

Current Previous v15.1.214 v15.1.206 v15.1.189
Average Duration 4 days, 0:37:00 4 days, 0:37:00 4 days, 0:37:00 4 days, 0:37:00 11:32:00
Market Change 4.93 % 4.93 % 4.93 % 4.93 % 4.93 %
Max Drawdown 1.9188 % 1.9188 % 1.9174 % 1.9174 % 1.8742 %
Profit Mean 0.26 % 0.26 % 0.35 % 0.35 % -0.13 %
Profit Sum 1.31 % 1.31 % 1.77 % 1.77 % -0.77 %
Profit Total -0.91 % -0.91 % -0.84 % -0.84 % -0.73 %
Trades 5 5 5 5 6
Win Rate 80.0 % 80.0 % 80.0 % 80.0 % 83.33 %
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%
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 -193.848 -1.94 19 days, 19:35:00 0 0 1 0
TOTAL 5 0.26 -91.341 -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 -193.848 -1.94 19 days, 19:35:00 0 0 1 0
TOTAL 1 -4.89 -193.848 -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 -102.453 -1.02 4 days, 23:20:00 3 0 1 75.0
TOTAL 5 0.26 -91.341 -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 -193.848 -1.94 19 days, 19:35:00 0 0 1 0
TOTAL 5 0.26 -91.341 -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 -193.848 -1.94 19 days, 19:35:00 0 0 1 0
TOTAL 5 0.26 -91.341 -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 -193.848 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 9908.659 USDT
Absolute profit -91.341 USDT
Total profit % -0.91%
CAGR % -10.24%
Sortino -100.00
Sharpe -0.62
Calmar -29.34
Profit factor 0.53
Expectancy (Ratio) -18.27 (-0.09)
Avg. daily profit % -0.03%
Avg. stake amount 1709.105 USDT
Total trade volume 8545.525 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 -193.848 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 9908.659 USDT
Max balance 10102.507 USDT
Max % of account underwater 1.92%
Absolute Drawdown (Account) 1.92%
Absolute Drawdown 193.848 USDT
Drawdown high 102.507 USDT
Drawdown low -91.341 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 -91.341 -0.91 4 days, 0:37:00 4 0 1 80.0 193.848 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 v15.1.214 v15.1.206 v15.1.189
Average Duration 2 days, 19:39:00 2 days, 20:12:00 2 days, 20:12:00 2 days, 17:03:00 2 days, 20:17:00
Market Change -17.15 % -17.15 % -17.15 % -17.15 % -17.15 %
Max Drawdown 10.3386 % 10.2663 % 10.2663 % 9.923 % 10.7692 %
Profit Mean 1.75 % 1.73 % 1.73 % 1.81 % 1.89 %
Profit Sum 66.41 % 65.92 % 65.92 % 74.13 % 79.46 %
Profit Total 3.19 % 3.5 % 3.5 % 4.74 % 5.02 %
Trades 38 38 38 41 42
Win Rate 89.47 % 89.47 % 89.47 % 90.24 % 88.1 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALEPH/USDT 12 3.76 744.691 7.45 0:22:00 12 0 0 100
VIDT/USDT 7 2.14 225.833 2.26 1:34:00 7 0 0 100
MLK/USDT 2 4.65 150.965 1.51 0:21:00 2 0 0 100
LINK/USDT 1 1.27 85.594 0.86 20 days, 23:40:00 1 0 0 100
ALGO/USDT 3 1.53 75.850 0.76 0:27:00 3 0 0 100
UNI/USDT 2 1.88 56.272 0.56 0:02:00 2 0 0 100
COTI/USDT 1 2.09 34.830 0.35 0:40:00 1 0 0 100
EOS/USDT 1 2.08 34.802 0.35 0:01:00 1 0 0 100
BCH/USDT 1 0.74 24.045 0.24 13 days, 19:00:00 1 0 0 100
LTC/USDT 1 0.93 19.473 0.19 7:15:00 1 0 0 100
PRE/USDT 1 1.08 18.466 0.18 0:59:00 1 0 0 100
EWT/USDT 1 0.95 16.202 0.16 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
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
CRO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DAG/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DASH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DEGO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DGB/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DIA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
DOT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ETH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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
VRA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
WIN/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XLM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XRP/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
XTZ/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
YFI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
STX/USDT 2 -1.39 -63.412 -0.63 1 day, 4:58:00 1 0 1 50.0
FIL/USDT 1 -6.71 -348.202 -3.48 22 days, 6:00:00 0 0 1 0
VELO/USDT 1 -3.16 -377.588 -3.78 24 days, 8:00:00 0 0 1 0
BNB/USDT 1 -7.87 -379.270 -3.79 22 days, 5:50:00 0 0 1 0
TOTAL 38 1.75 318.553 3.19 2 days, 19:39:00 34 0 4 89.5

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
STX/USDT 1 -4.06 -84.745 -0.85 2 days, 9:55:00 0 0 1 0
FIL/USDT 1 -6.71 -348.202 -3.48 22 days, 6:00:00 0 0 1 0
VELO/USDT 1 -3.16 -377.588 -3.78 24 days, 8:00:00 0 0 1 0
BNB/USDT 1 -7.87 -379.270 -3.79 22 days, 5:50:00 0 0 1 0
TOTAL 4 -5.45 -1189.804 -11.9 17 days, 19:26:00 0 0 4 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
2 41 2 5.52 180.178 1.8 0:01:00 2 0 0 100
1 3 2.83 136.559 1.37 0:04:00 3 0 0 100
142 4 1.54 113.305 1.13 3 days, 12:35:00 4 0 0 100
6 10 2.6 105.500 1.05 2 days, 10:45:00 9 0 1 90.0
42 2 3.09 103.600 1.04 6:18:00 2 0 0 100
41 4 1.45 88.321 0.88 0:15:00 4 0 0 100
120 1 1.27 85.594 0.86 20 days, 23:40:00 1 0 0 100
1 4 43 1 4.34 67.924 0.68 0:20:00 1 0 0 100
2 5 41 2 2.08 66.184 0.66 0:03:00 2 0 0 100
1 41 43 1 4.4 65.134 0.65 0:01:00 1 0 0 100
143 2 1.26 41.952 0.42 0:06:00 2 0 0 100
42 120 1 2.15 35.399 0.35 1:00:00 1 0 0 100
3 1 1.2 19.831 0.2 0:09:00 1 0 0 100
2 2 -3.26 -357.982 -3.58 11 days, 2:56:00 1 0 1 50.0
141 2 -5.38 -432.946 -4.33 12 days, 7:58:00 0 0 2 0
TOTAL 38 1.75 318.553 3.19 2 days, 19:39:00 34 0 4 89.5

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_5_67 ( 6 ) 2 5.23 174.694 1.75 0:16:00 2 0 0 100
exit_long_normal_u_7 ( 2 41 ) 1 7.87 128.652 1.29 0:01:00 1 0 0 100
exit_long_normal_d_5_71 ( 6 ) 1 5.44 88.103 0.88 0:22:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.27 85.594 0.86 20 days, 23:40:00 1 0 0 100
exit_long_normal_u_2 ( 1 ) 2 2.47 79.229 0.79 0:05:00 2 0 0 100
exit_long_quick_q_6 ( 42 ) 1 4.37 74.058 0.74 2:00:00 1 0 0 100
exit_profit_long_normal_t_4_3_m ( 6 ) 1 4.15 70.130 0.7 0:35:00 1 0 0 100
exit_long_tc_u_2 ( 142 ) 2 2.25 69.787 0.7 0:02:00 2 0 0 100
exit_long_normal_d_4_71 ( 1 4 43 ) 1 4.34 67.924 0.68 0:20:00 1 0 0 100
exit_long_normal_u_4 ( 1 41 43 ) 1 4.4 65.134 0.65 0:01:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 3 1.54 64.973 0.65 0:05:00 3 0 0 100
exit_long_normal_d_3_78 ( 6 ) 1 3.85 62.862 0.63 0:20:00 1 0 0 100
exit_long_normal_u_3 ( 1 ) 1 3.55 57.330 0.57 0:01:00 1 0 0 100
exit_long_normal_u_3 ( 2 41 ) 1 3.17 51.526 0.52 0:01:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 2 1.26 41.952 0.42 0:06:00 2 0 0 100
exit_long_normal_u_2 ( 2 5 41 ) 1 2.63 41.667 0.42 0:02:00 1 0 0 100
exit_long_quick_d_2_10 ( 42 120 ) 1 2.15 35.399 0.35 1:00:00 1 0 0 100
exit_long_normal_d_2_65 ( 6 ) 1 2.09 34.830 0.35 0:40:00 1 0 0 100
exit_long_quick_d_2_15 ( 42 ) 1 1.82 29.543 0.3 10:37:00 1 0 0 100
exit_long_normal_u_1 ( 2 5 41 ) 1 1.54 24.517 0.25 0:04:00 1 0 0 100
exit_long_tc_w_1_1 ( 142 ) 1 0.74 24.045 0.24 13 days, 19:00:00 1 0 0 100
exit_long_quick_d_1_7 ( 41 ) 1 1.18 23.348 0.23 0:46:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.34 21.287 0.21 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.2 19.831 0.2 0:09:00 1 0 0 100
exit_long_tc_d_1_84 ( 142 ) 1 0.93 19.473 0.19 7:15:00 1 0 0 100
exit_long_normal_d_1_70 ( 6 ) 1 1.08 18.466 0.18 0:59:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.11 17.800 0.18 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.95 16.202 0.16 0:01:00 1 0 0 100
force_exit 4 -5.45 -1189.804 -11.9 17 days, 19:26:00 0 0 4 0
TOTAL 38 1.75 318.553 3.19 2 days, 19:39:00 34 0 4 89.5

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_5_67 ( 6 )') 2 5.23 174.694 1.75 0:16:00 2 0 0 100
('2 41 ', 'exit_long_normal_u_7 ( 2 41 )') 1 7.87 128.652 1.29 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_5_71 ( 6 )') 1 5.44 88.103 0.88 0:22:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.27 85.594 0.86 20 days, 23:40:00 1 0 0 100
('1 ', 'exit_long_normal_u_2 ( 1 )') 2 2.47 79.229 0.79 0:05:00 2 0 0 100
('42 ', 'exit_long_quick_q_6 ( 42 )') 1 4.37 74.058 0.74 2:00:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_4_3_m ( 6 )') 1 4.15 70.130 0.7 0:35:00 1 0 0 100
('142 ', 'exit_long_tc_u_2 ( 142 )') 2 2.25 69.787 0.7 0:02:00 2 0 0 100
('1 4 43 ', 'exit_long_normal_d_4_71 ( 1 4 43 )') 1 4.34 67.924 0.68 0:20:00 1 0 0 100
('1 41 43 ', 'exit_long_normal_u_4 ( 1 41 43 )') 1 4.4 65.134 0.65 0:01:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 3 1.54 64.973 0.65 0:05:00 3 0 0 100
('6 ', 'exit_long_normal_d_3_78 ( 6 )') 1 3.85 62.862 0.63 0:20:00 1 0 0 100
('1 ', 'exit_long_normal_u_3 ( 1 )') 1 3.55 57.330 0.57 0:01:00 1 0 0 100
('2 41 ', 'exit_long_normal_u_3 ( 2 41 )') 1 3.17 51.526 0.52 0:01:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 2 1.26 41.952 0.42 0:06:00 2 0 0 100
('2 5 41 ', 'exit_long_normal_u_2 ( 2 5 41 )') 1 2.63 41.667 0.42 0:02:00 1 0 0 100
('42 120 ', 'exit_long_quick_d_2_10 ( 42 120 )') 1 2.15 35.399 0.35 1:00:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_65 ( 6 )') 1 2.09 34.830 0.35 0:40:00 1 0 0 100
('42 ', 'exit_long_quick_d_2_15 ( 42 )') 1 1.82 29.543 0.3 10:37:00 1 0 0 100
('2 5 41 ', 'exit_long_normal_u_1 ( 2 5 41 )') 1 1.54 24.517 0.25 0:04:00 1 0 0 100
('142 ', 'exit_long_tc_w_1_1 ( 142 )') 1 0.74 24.045 0.24 13 days, 19:00:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_7 ( 41 )') 1 1.18 23.348 0.23 0:46:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.34 21.287 0.21 0:02:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.2 19.831 0.2 0:09:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_84 ( 142 )') 1 0.93 19.473 0.19 7:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_70 ( 6 )') 1 1.08 18.466 0.18 0:59:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.11 17.800 0.18 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.95 16.202 0.16 0:01:00 1 0 0 100
('6 ', 'force_exit') 1 -3.16 -377.588 -3.78 24 days, 8:00:00 0 0 1 0
('2 ', 'force_exit') 1 -7.87 -379.270 -3.79 22 days, 5:50:00 0 0 1 0
('141 ', 'force_exit') 2 -5.38 -432.946 -4.33 12 days, 7:58:00 0 0 2 0
TOTAL 38 1.75 318.553 3.19 2 days, 19:39:00 34 0 4 89.5

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
08/11/2022 56.686 2 0 0
09/11/2022 401.714 10 0 0
10/11/2022 97.467 2 0 0
11/11/2022 396.32 9 0 0
12/11/2022 0 0 0 0
13/11/2022 34.83 1 0 0
14/11/2022 34.802 1 0 0
15/11/2022 198.042 3 0 0
16/11/2022 74.058 1 0 0
17/11/2022 0 0 0 0
18/11/2022 0 0 0 0
19/11/2022 0 0 0 0
20/11/2022 0 0 0 0
21/11/2022 0 0 0 0
22/11/2022 94.176 2 0 0
23/11/2022 85.594 1 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 34.668 2 0 0
01/12/2022 -1189.804 0 0 4

SUMMARY METRICS

Metric Value
Backtesting from 2022-11-01 00:00:00
Backtesting to 2022-12-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 38 / 1.27
Starting balance 10000 USDT
Final balance 10318.553 USDT
Absolute profit 318.553 USDT
Total profit % 3.19%
CAGR % 46.45%
Sortino 1.64
Sharpe 1.76
Calmar 19.62
Profit factor 1.27
Expectancy (Ratio) 8.38 (0.03)
Avg. daily profit % 0.11%
Avg. stake amount 1452.179 USDT
Total trade volume 55182.789 USDT
Best Pair ALEPH/USDT 7.45%
Worst Pair BNB/USDT -3.79%
Best trade ALEPH/USDT 7.87%
Worst trade BNB/USDT -7.87%
Best day 401.714 USDT
Worst day -1189.804 USDT
Days win/draw/lose 11 / 12 / 1
Avg. Duration Winners 1 day, 1:20:00
Avg. Duration Loser 17 days, 19:26:00
Max Consecutive Wins / Loss 34 / 4
Rejected Entry signals 95
Entry/Exit Timeouts 0 / 0
Min balance 10035.399 USDT
Max balance 11508.357 USDT
Max % of account underwater 10.34%
Absolute Drawdown (Account) 10.34%
Absolute Drawdown 1189.804 USDT
Drawdown high 1508.357 USDT
Drawdown low 318.553 USDT
Drawdown Start 2022-11-30 07:54:00
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 38 1.75 318.553 3.19 2 days, 19:39:00 34 0 4 89.5 1189.804 USDT 10.34%

@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 v15.1.214 v15.1.206 v15.1.189
Average Duration 1:19:00 1:19:00 1:19:00 1:14:00 1 day, 15:18:00
Market Change -9.88 % -9.88 % -9.88 % -9.88 % -9.88 %
Max Drawdown 0.4576 % 0.4576 % 0.4576 % 0.4576 % 4.0306 %
Profit Mean 1.36 % 1.36 % 1.36 % 1.35 % 0.63 %
Profit Sum 18.98 % 18.98 % 18.98 % 20.25 % 11.97 %
Profit Total 3.13 % 3.13 % 3.13 % 3.35 % 0.36 %
Trades 14 14 14 15 19
Win Rate 92.86 % 92.86 % 92.86 % 93.33 % 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%
VELO/USDT 3 3.74 189.388 1.89 0:55:00 3 0 0 100
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 2.585 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
MLK/USDT 2 -1.06 -41.014 -0.41 2:28:00 1 0 1 50.0
TOTAL 14 1.36 313.154 3.13 1:19:00 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 -2.43 -47.412 -0.47 2:55:00 0 0 1 0
TOTAL 1 -2.43 -47.412 -0.47 2:55:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 4 2.22 143.390 1.43 1:14:00 3 0 1 75.0
141 3 1.32 66.575 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
5 1 0.32 6.397 0.06 2:00:00 1 0 0 100
TOTAL 14 1.36 313.154 3.13 1:19:00 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_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_profit_long_normal_t_0_1_m ( 5 ) 1 0.32 6.397 0.06 2:00:00 1 0 0 100
exit_long_tc_d_0_44 ( 141 ) 1 0.12 2.585 0.03 1:49:00 1 0 0 100
force_exit 1 -2.43 -47.412 -0.47 2:55:00 0 0 1 0
TOTAL 14 1.36 313.154 3.13 1:19:00 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
('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
('5 ', 'exit_profit_long_normal_t_0_1_m ( 5 )') 1 0.32 6.397 0.06 2:00:00 1 0 0 100
('141 ', 'exit_long_tc_d_0_44 ( 141 )') 1 0.12 2.585 0.03 1:49:00 1 0 0 100
('6 ', 'force_exit') 1 -2.43 -47.412 -0.47 2:55:00 0 0 1 0
TOTAL 14 1.36 313.154 3.13 1:19:00 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 39.796 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 23.24 2 0 0
01/01/2023 -47.412 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 10313.154 USDT
Absolute profit 313.154 USDT
Total profit % 3.13%
CAGR % 43.77%
Sortino -100.00
Sharpe 5.89
Calmar 421.74
Profit factor 7.61
Expectancy (Ratio) 22.37 (0.47)
Avg. daily profit % 0.10%
Avg. stake amount 1686.956 USDT
Total trade volume 23617.388 USDT
Best Pair VELO/USDT 1.89%
Worst Pair MLK/USDT -0.41%
Best trade VELO/USDT 6.16%
Worst trade MLK/USDT -2.43%
Best day 172.545 USDT
Worst day -47.412 USDT
Days win/draw/lose 4 / 12 / 1
Avg. Duration Winners 1:11:00
Avg. Duration Loser 2:55:00
Max Consecutive Wins / Loss 13 / 1
Rejected Entry signals 4
Entry/Exit Timeouts 0 / 0
Min balance 10024.653 USDT
Max balance 10360.566 USDT
Max % of account underwater 0.46%
Absolute Drawdown (Account) 0.46%
Absolute Drawdown 47.412 USDT
Drawdown high 360.566 USDT
Drawdown low 313.154 USDT
Drawdown Start 2022-12-31 20:05:00
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 1.36 313.154 3.13 1:19:00 13 0 1 92.9 47.412 USDT 0.46%

@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 v15.1.214 v15.1.206 v15.1.189
Average Duration 1 day, 17:21:00 1 day, 17:21:00 1 day, 17:21:00 1 day, 14:36:00 1 day, 9:42:00
Market Change 40.61 % 40.61 % 40.61 % 40.61 % 40.61 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.43 % 1.43 % 1.43 % 1.42 % 1.55 %
Profit Sum 20.09 % 20.09 % 20.09 % 21.3 % 27.84 %
Profit Total 3.75 % 3.71 % 3.71 % 3.92 % 5.2 %
Trades 14 14 14 15 18
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FIL/USDT 1 1.98 71.126 0.71 21 days, 21:20:00 1 0 0 100
MLK/USDT 1 4.22 70.662 0.71 5:15:00 1 0 0 100
DOT/USDT 3 0.91 45.684 0.46 14:54:00 3 0 0 100
VELO/USDT 1 2.08 34.828 0.35 2:55:00 1 0 0 100
ETC/USDT 1 1.9 31.515 0.32 0:01:00 1 0 0 100
VRA/USDT 1 1.69 28.687 0.29 0:19:00 1 0 0 100
AAVE/USDT 1 1.41 23.341 0.23 0:01:00 1 0 0 100
NWC/USDT 2 0.58 19.405 0.19 0:01:00 2 0 0 100
LINK/USDT 1 1.09 18.537 0.19 0:03:00 1 0 0 100
COMP/USDT 1 1.06 18.160 0.18 0:19:00 1 0 0 100
ADA/USDT 1 0.77 12.997 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 14 1.43 374.942 3.75 1 day, 17:21:00 14 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FIL/USDT 1 1.98 71.126 0.71 21 days, 21:20:00 1 0 0 100
TOTAL 1 1.98 71.126 0.71 21 days, 21:20:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 7 1.56 183.385 1.83 1:14:00 7 0 0 100
142 4 1.35 89.672 0.9 0:02:00 4 0 0 100
120 1 1.98 71.126 0.71 21 days, 21:20:00 1 0 0 100
2 1 1.69 28.687 0.29 0:19:00 1 0 0 100
141 1 0.12 2.072 0.02 1 day, 20:37:00 1 0 0 100
TOTAL 14 1.43 374.942 3.75 1 day, 17:21:00 14 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_tc_u_1 ( 142 ) 3 1.54 76.675 0.77 0:02:00 3 0 0 100
force_exit 1 1.98 71.126 0.71 21 days, 21:20:00 1 0 0 100
exit_profit_long_normal_t_4_1_m ( 6 ) 1 4.22 70.662 0.71 5:15:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.15 58.490 0.58 0:08:00 3 0 0 100
exit_long_normal_d_2_55 ( 6 ) 1 2.08 34.828 0.35 2:55:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.69 28.687 0.29 0:19:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 2 0.58 19.405 0.19 0:01:00 2 0 0 100
exit_long_tc_u_0 ( 142 ) 1 0.77 12.997 0.13 0:01:00 1 0 0 100
exit_long_tc_w_0_8 ( 141 ) 1 0.12 2.072 0.02 1 day, 20:37:00 1 0 0 100
TOTAL 14 1.43 374.942 3.75 1 day, 17:21:00 14 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('142 ', 'exit_long_tc_u_1 ( 142 )') 3 1.54 76.675 0.77 0:02:00 3 0 0 100
('120 ', 'force_exit') 1 1.98 71.126 0.71 21 days, 21:20:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_4_1_m ( 6 )') 1 4.22 70.662 0.71 5:15:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.15 58.490 0.58 0:08:00 3 0 0 100
('6 ', 'exit_long_normal_d_2_55 ( 6 )') 1 2.08 34.828 0.35 2:55:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.69 28.687 0.29 0:19:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 2 0.58 19.405 0.19 0:01:00 2 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 1 0.77 12.997 0.13 0:01:00 1 0 0 100
('141 ', 'exit_long_tc_w_0_8 ( 141 )') 1 0.12 2.072 0.02 1 day, 20:37:00 1 0 0 100
TOTAL 14 1.43 374.942 3.75 1 day, 17:21:00 14 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
16/01/2023 45.16 2 0 0
17/01/2023 0 0 0 0
18/01/2023 31.515 1 0 0
19/01/2023 14.604 1 0 0
20/01/2023 107.562 3 0 0
21/01/2023 0 0 0 0
22/01/2023 0 0 0 0
23/01/2023 0 0 0 0
24/01/2023 86.814 5 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 18.16 1 0 0
31/01/2023 0 0 0 0
01/02/2023 71.126 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 14 / 0.45
Starting balance 10000 USDT
Final balance 10374.942 USDT
Absolute profit 374.942 USDT
Total profit % 3.75%
CAGR % 54.25%
Sortino -100.00
Sharpe 11.53
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 26.78 (100.00)
Avg. daily profit % 0.12%
Avg. stake amount 1558.422 USDT
Total trade volume 21817.903 USDT
Best Pair MLK/USDT 0.71%
Worst Pair ALEPH/USDT 0.00%
Best trade MLK/USDT 4.22%
Worst trade DOT/USDT 0.12%
Best day 107.562 USDT
Worst day 0 USDT
Days win/draw/lose 7 / 10 / 0
Avg. Duration Winners 1 day, 17:21:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 14 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 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 14 1.43 374.942 3.75 1 day, 17:21:00 14 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230201-20230301

Current Previous v15.1.214 v15.1.206 v15.1.189
Average Duration 3 days, 10:27:00 3 days, 10:27:00 3 days, 10:28:00 2 days, 12:54:00 1 day, 16:51:00
Market Change 12.58 % 12.58 % 12.58 % 12.58 % 12.58 %
Max Drawdown 9.7176 % 9.7475 % 9.7422 % 9.6588 % 5.915 %
Profit Mean 0.08 % 0.06 % 0.09 % 0.49 % 1.01 %
Profit Sum 1.59 % 1.24 % 1.79 % 13.33 % 32.44 %
Profit Total -5.56 % -5.61 % -5.52 % -3.63 % 2.86 %
Trades 20 20 20 27 32
Win Rate 80.0 % 80.0 % 80.0 % 85.19 % 90.62 %
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 3 1.53 75.506 0.76 0:31:00 3 0 0 100
VRA/USDT 1 2.87 47.174 0.47 0:01:00 1 0 0 100
CKB/USDT 2 1.38 45.229 0.45 0:22:00 2 0 0 100
UMA/USDT 1 1.89 34.677 0.35 9:07:00 1 0 0 100
VET/USDT 1 1.49 24.920 0.25 14:00:00 1 0 0 100
BCH/USDT 1 1.23 18.996 0.19 19 days, 1:05:00 1 0 0 100
SNX/USDT 1 1.13 17.918 0.18 0:02:00 1 0 0 100
STX/USDT 1 0.86 16.918 0.17 2:32:00 1 0 0 100
ALEPH/USDT 1 0.98 15.674 0.16 3:10:00 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
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 4 -0.23 -39.034 -0.39 2:22:00 3 0 1 75.0
FIL/USDT 2 -3.0 -150.570 -1.51 3 days, 10:10:00 1 0 1 50.0
CHR/USDT 1 -4.3 -264.396 -2.64 20 days, 9:40:00 0 0 1 0
VIDT/USDT 1 -5.0 -399.063 -3.99 20 days, 17:20:00 0 0 1 0
TOTAL 20 0.08 -556.051 -5.56 3 days, 10:27:00 16 0 4 80.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BCH/USDT 1 1.23 18.996 0.19 19 days, 1:05:00 1 0 0 100
CKB/USDT 1 0.71 11.570 0.12 0:05:00 1 0 0 100
VELO/USDT 1 -8.26 -165.104 -1.65 5:20:00 0 0 1 0
FIL/USDT 1 -7.71 -199.510 -2.0 4 days, 7:55:00 0 0 1 0
CHR/USDT 1 -4.3 -264.396 -2.64 20 days, 9:40:00 0 0 1 0
VIDT/USDT 1 -5.0 -399.063 -3.99 20 days, 17:20:00 0 0 1 0
TOTAL 6 -3.89 -997.506 -9.98 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 50.494 0.5 1:05:00 1 0 0 100
4 1 2.87 47.174 0.47 0:01:00 1 0 0 100
1 1 2.06 33.659 0.34 0:40:00 1 0 0 100
141 1 1.67 27.431 0.27 1:15:00 1 0 0 100
141 142 1 1.49 24.920 0.25 14:00:00 1 0 0 100
143 1 1.34 21.911 0.22 0:13:00 1 0 0 100
120 1 1.23 18.996 0.19 19 days, 1:05:00 1 0 0 100
142 2 -3.06 -173.346 -1.73 2 days, 4:00:00 1 0 1 50.0
6 11 -0.51 -607.289 -6.07 4 days, 1:21:00 8 0 3 72.7
TOTAL 20 0.08 -556.051 -5.56 3 days, 10:27:00 16 0 4 80.0

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_4_42 ( 6 ) 1 4.54 72.427 0.72 0:54:00 1 0 0 100
exit_long_quick_d_3_41 ( 43 ) 1 2.63 50.494 0.5 1:05:00 1 0 0 100
exit_long_normal_d_3_42 ( 6 ) 1 1.72 48.940 0.49 2 days, 12:26:00 1 0 0 100
exit_long_normal_u_2 ( 4 ) 1 2.87 47.174 0.47 0:01:00 1 0 0 100
exit_long_normal_w_2_10 ( 6 ) 1 1.89 34.677 0.35 9:07:00 1 0 0 100
exit_long_normal_d_2_77 ( 1 ) 1 2.06 33.659 0.34 0:40:00 1 0 0 100
exit_long_tc_d_1_10 ( 141 ) 1 1.67 27.431 0.27 1:15:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.58 26.164 0.26 0:04:00 1 0 0 100
exit_long_tc_w_1_2 ( 141 142 ) 1 1.49 24.920 0.25 14:00:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 1 1.34 21.911 0.22 0:13:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.13 17.918 0.18 0:02:00 1 0 0 100
exit_long_normal_d_1_42 ( 6 ) 1 0.86 16.918 0.17 2:32:00 1 0 0 100
exit_long_normal_d_0_95 ( 6 ) 1 0.98 15.674 0.16 3:10:00 1 0 0 100
exit_long_normal_d_0_25 ( 6 ) 1 0.16 3.149 0.03 2:10:00 1 0 0 100
force_exit 6 -3.89 -997.506 -9.98 10 days, 18:54:00 2 0 4 33.3
TOTAL 20 0.08 -556.051 -5.56 3 days, 10:27:00 16 0 4 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_long_normal_d_4_42 ( 6 )') 1 4.54 72.427 0.72 0:54:00 1 0 0 100
('43 ', 'exit_long_quick_d_3_41 ( 43 )') 1 2.63 50.494 0.5 1:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 1 1.72 48.940 0.49 2 days, 12:26:00 1 0 0 100
('4 ', 'exit_long_normal_u_2 ( 4 )') 1 2.87 47.174 0.47 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_10 ( 6 )') 1 1.89 34.677 0.35 9:07:00 1 0 0 100
('1 ', 'exit_long_normal_d_2_77 ( 1 )') 1 2.06 33.659 0.34 0:40:00 1 0 0 100
('141 ', 'exit_long_tc_d_1_10 ( 141 )') 1 1.67 27.431 0.27 1:15:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.58 26.164 0.26 0:04:00 1 0 0 100
('141 142 ', 'exit_long_tc_w_1_2 ( 141 142 )') 1 1.49 24.920 0.25 14:00:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 1 1.34 21.911 0.22 0:13:00 1 0 0 100
('120 ', 'force_exit') 1 1.23 18.996 0.19 19 days, 1:05:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.13 17.918 0.18 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_42 ( 6 )') 1 0.86 16.918 0.17 2:32:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_95 ( 6 )') 1 0.98 15.674 0.16 3:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_25 ( 6 )') 1 0.16 3.149 0.03 2:10:00 1 0 0 100
('142 ', 'force_exit') 1 -7.71 -199.510 -2.0 4 days, 7:55:00 0 0 1 0
('6 ', 'force_exit') 4 -4.21 -816.992 -8.17 10 days, 8:06:00 1 0 3 25.0
TOTAL 20 0.08 -556.051 -5.56 3 days, 10:27:00 16 0 4 80.0

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
08/02/2023 26.164 1 0 0
09/02/2023 67.259 3 0 0
10/02/2023 24.92 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 88.101 2 0 0
19/02/2023 0 0 0 0
20/02/2023 16.918 1 0 0
21/02/2023 0 0 0 0
22/02/2023 83.617 2 0 0
23/02/2023 50.494 1 0 0
24/02/2023 33.659 1 0 0
25/02/2023 47.174 1 0 0
26/02/2023 0 0 0 0
27/02/2023 0 0 0 0
28/02/2023 3.149 1 0 0
01/03/2023 -997.506 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 20 / 0.71
Starting balance 10000 USDT
Final balance 9443.949 USDT
Absolute profit -556.051 USDT
Total profit % -5.56%
CAGR % -52.56%
Sortino -4.24
Sharpe -3.10
Calmar -39.04
Profit factor 0.46
Expectancy (Ratio) -27.80 (-0.11)
Avg. daily profit % -0.20%
Avg. stake amount 1494.672 USDT
Total trade volume 29893.436 USDT
Best Pair GRT/USDT 0.76%
Worst Pair FIL/USDT -1.51%
Best trade VELO/USDT 4.54%
Worst trade VELO/USDT -8.26%
Best day 88.101 USDT
Worst day -997.506 USDT
Days win/draw/lose 10 / 11 / 1
Avg. Duration Winners 1 day, 10:33:00
Avg. Duration Loser 11 days, 10:04:00
Max Consecutive Wins / Loss 15 / 3
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9443.949 USDT
Max balance 10460.452 USDT
Max % of account underwater 9.72%
Absolute Drawdown (Account) 9.72%
Absolute Drawdown 1016.503 USDT
Drawdown high 460.452 USDT
Drawdown low -556.051 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 20 0.08 -556.051 -5.56 3 days, 10:27:00 16 0 4 80.0 1016.503 USDT 9.72%

@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 v15.1.214 v15.1.206 v15.1.189
Average Duration 18:01:00 11:12:00 11:17:00 9:43:00 8:56:00
Market Change -1.47 % -1.47 % -1.47 % -1.47 % -1.47 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.53 % 1.53 % 1.73 % 1.69 % 1.63 %
Profit Sum 38.24 % 35.21 % 39.79 % 45.59 % 47.26 %
Profit Total 6.97 % 6.56 % 7.36 % 8.38 % 8.7 %
Trades 25 23 23 27 29
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
SXP/USDT 2 4.48 156.083 1.56 0:35:00 2 0 0 100
FIL/USDT 4 1.2 134.771 1.35 1 day, 22:20:00 4 0 0 100
STX/USDT 5 1.41 121.018 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
VRA/USDT 2 1.66 57.013 0.57 0:08:00 2 0 0 100
DAG/USDT 1 2.62 45.231 0.45 0:26:00 1 0 0 100
MKR/USDT 2 0.8 27.819 0.28 1:42:00 2 0 0 100
ADA/USDT 1 1.97 22.954 0.23 9 days, 4:50:00 1 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 7.173 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
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
GRT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
JST/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KAI/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
KSM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LINK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONT/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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
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 25 1.53 696.651 6.97 18:01:00 25 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ADA/USDT 1 1.97 22.954 0.23 9 days, 4:50:00 1 0 0 100
TOTAL 1 1.97 22.954 0.23 9 days, 4:50:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 11 2.0 377.242 3.77 0:57:00 11 0 0 100
120 2 2.06 106.987 1.07 8 days, 2:32:00 2 0 0 100
142 4 1.04 71.060 0.71 7:26:00 4 0 0 100
141 142 2 1.65 61.909 0.62 7:05:00 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 25 1.53 696.651 6.97 18:01:00 25 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_7_88 ( 6 ) 1 7.51 130.600 1.31 0:45:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 2.14 84.032 0.84 7 days, 0:13:00 1 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 45.231 0.45 0:26:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.3 39.448 0.39 0:14:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.11 37.721 0.38 0:03:00 2 0 0 100
exit_long_tc_d_2_77 ( 141 142 ) 1 2.21 37.664 0.38 0:40:00 1 0 0 100
exit_long_tc_d_1_95 ( 142 ) 1 1.68 28.592 0.29 1:35:00 1 0 0 100
exit_long_normal_d_1_80 ( 6 ) 1 1.45 25.483 0.25 0:25:00 1 0 0 100
exit_long_tc_d_1_35 ( 141 142 ) 1 1.09 24.245 0.24 13:30:00 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
force_exit 1 1.97 22.954 0.23 9 days, 4:50:00 1 0 0 100
exit_long_tc_d_1_25 ( 142 ) 1 1.15 20.163 0.2 12:30:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.02 17.497 0.17 0:11:00 1 0 0 100
exit_long_normal_d_1_27 ( 6 ) 1 1.0 17.200 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 7.173 0.07 3:15:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 6 ) 2 0.14 5.707 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 25 1.53 696.651 6.97 18:01:00 25 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_7_88 ( 6 )') 1 7.51 130.600 1.31 0:45:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 2.14 84.032 0.84 7 days, 0:13:00 1 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 45.231 0.45 0:26:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.3 39.448 0.39 0:14:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.11 37.721 0.38 0:03:00 2 0 0 100
('141 142 ', 'exit_long_tc_d_2_77 ( 141 142 )') 1 2.21 37.664 0.38 0:40:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_95 ( 142 )') 1 1.68 28.592 0.29 1:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_80 ( 6 )') 1 1.45 25.483 0.25 0:25:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_1_35 ( 141 142 )') 1 1.09 24.245 0.24 13:30:00 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
('120 ', 'force_exit') 1 1.97 22.954 0.23 9 days, 4:50:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_25 ( 142 )') 1 1.15 20.163 0.2 12:30:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.02 17.497 0.17 0:11:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_27 ( 6 )') 1 1.0 17.200 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 7.173 0.07 3:15:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_2_m ( 6 )') 2 0.14 5.707 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 25 1.53 696.651 6.97 18:01:00 25 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 76.137 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 35.801 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 40.905 2 0 0
16/03/2023 0 0 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 28.592 1 0 0
21/03/2023 84.032 1 0 0
22/03/2023 111.808 4 0 0
23/03/2023 45.231 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 17.565 1 0 0
28/03/2023 0 0 0 0
29/03/2023 0 0 0 0
30/03/2023 156.083 2 0 0
31/03/2023 7.173 1 0 0
01/04/2023 22.954 1 0 0

SUMMARY METRICS

Metric Value
Backtesting from 2023-03-01 00:00:00
Backtesting to 2023-04-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 25 / 0.81
Starting balance 10000 USDT
Final balance 10696.651 USDT
Absolute profit 696.651 USDT
Total profit % 6.97%
CAGR % 120.99%
Sortino -100.00
Sharpe 15.14
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 27.87 (100.00)
Avg. daily profit % 0.22%
Avg. stake amount 1559.971 USDT
Total trade volume 38999.273 USDT
Best Pair SXP/USDT 1.56%
Worst Pair AAVE/USDT 0.00%
Best trade SXP/USDT 7.51%
Worst trade VELO/USDT 0.10%
Best day 156.083 USDT
Worst day 0 USDT
Days win/draw/lose 13 / 19 / 0
Avg. Duration Winners 18:01:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 25 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change -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 25 1.53 696.651 6.97 18:01:00 25 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230401-20230501

Current Previous v15.1.214 v15.1.206 v15.1.189
Average Duration 20:47:00 20:47:00 20:56:00 20:56:00 11:19:00
Market Change 1.06 % 1.06 % 1.06 % 1.06 % 1.06 %
Max Drawdown 1.8178 % 1.8178 % 1.8185 % 1.8185 % 1.5345 %
Profit Mean 1.14 % 1.14 % 1.13 % 1.13 % 1.16 %
Profit Sum 28.5 % 28.49 % 28.25 % 28.25 % 42.78 %
Profit Total 4.16 % 4.16 % 4.12 % 4.12 % 6.79 %
Trades 25 25 25 25 37
Win Rate 96.0 % 96.0 % 96.0 % 96.0 % 97.3 %
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%
DAG/USDT 3 2.18 108.449 1.08 0:51:00 3 0 0 100
VELO/USDT 2 3.03 103.478 1.03 0:14:00 2 0 0 100
VRA/USDT 3 1.53 78.369 0.78 0:10:00 3 0 0 100
NWC/USDT 1 4.18 70.147 0.7 0:30:00 1 0 0 100
DEGO/USDT 1 2.36 39.475 0.39 0:45:00 1 0 0 100
COMP/USDT 1 1.53 26.225 0.26 6:05:00 1 0 0 100
AAVE/USDT 1 1.39 23.453 0.23 0:01:00 1 0 0 100
MLK/USDT 1 1.32 22.096 0.22 0:22:00 1 0 0 100
GRT/USDT 1 1.25 21.286 0.21 0:08:00 1 0 0 100
ROSE/USDT 1 1.25 21.130 0.21 2:05:00 1 0 0 100
STX/USDT 1 1.23 21.090 0.21 5:15:00 1 0 0 100
ALGO/USDT 1 1.23 20.933 0.21 0:01:00 1 0 0 100
VET/USDT 1 1.92 14.775 0.15 9 days, 4:50:00 1 0 0 100
CKB/USDT 1 0.65 11.000 0.11 0:01:00 1 0 0 100
TEL/USDT 1 0.5 8.508 0.09 0:01:00 1 0 0 100
UOS/USDT 1 0.34 5.948 0.06 0:03:00 1 0 0 100
DOT/USDT 1 0.34 5.797 0.06 0:06:00 1 0 0 100
ADA/USDT 1 0.22 3.719 0.04 0:01:00 1 0 0 100
NEO/USDT 1 0.19 3.136 0.03 0:01:00 1 0 0 100
ALEPH/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ARPA/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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
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 -192.585 -1.93 11 days, 15:40:00 0 0 1 0
TOTAL 25 1.14 416.429 4.16 20:47:00 24 0 1 96.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VET/USDT 1 1.92 14.775 0.15 9 days, 4:50:00 1 0 0 100
DASH/USDT 1 -8.58 -192.585 -1.93 11 days, 15:40:00 0 0 1 0
TOTAL 2 -3.33 -177.811 -1.78 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 2.64 135.063 1.35 0:18:00 3 0 0 100
5 2 2.18 73.368 0.73 1:03:00 2 0 0 100
142 2 1.31 44.543 0.45 2:38:00 2 0 0 100
3 6 1 2.36 39.475 0.39 0:45:00 1 0 0 100
41 43 1 1.6 27.160 0.27 0:01:00 1 0 0 100
6 142 2 0.73 24.652 0.25 0:01:00 2 0 0 100
143 1 1.25 21.286 0.21 0:08:00 1 0 0 100
120 1 1.92 14.775 0.15 9 days, 4:50:00 1 0 0 100
6 9 0.41 13.362 0.13 1 day, 8:08:00 8 0 1 88.9
3 1 0.65 11.000 0.11 0:01:00 1 0 0 100
2 1 0.34 5.948 0.06 0:03:00 1 0 0 100
6 141 1 0.34 5.797 0.06 0:06:00 1 0 0 100
TOTAL 25 1.14 416.429 4.16 20:47:00 24 0 1 96.0

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 83.854 0.84 0:25:00 1 0 0 100
exit_long_normal_d_4_42 ( 5 ) 1 4.18 70.147 0.7 0:30:00 1 0 0 100
exit_profit_long_normal_t_2_1_m ( 3 6 ) 1 2.36 39.475 0.39 0:45:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.9 32.452 0.32 0:04:00 1 0 0 100
exit_long_quick_u_1 ( 41 43 ) 1 1.6 27.160 0.27 0:01:00 1 0 0 100
exit_long_normal_w_1_11 ( 6 ) 1 1.53 26.225 0.26 6:05:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.39 23.453 0.23 0:01:00 1 0 0 100
exit_profit_long_normal_t_1_2_m ( 6 ) 1 1.32 22.096 0.22 0:22:00 1 0 0 100
exit_long_tc_u_1 ( 143 ) 1 1.25 21.286 0.21 0:08:00 1 0 0 100
exit_long_normal_d_1_95 ( 6 ) 1 1.25 21.130 0.21 2:05:00 1 0 0 100
exit_long_tc_d_1_2 ( 142 ) 1 1.23 21.090 0.21 5:15:00 1 0 0 100
exit_long_normal_u_1 ( 6 142 ) 1 1.23 20.933 0.21 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.12 19.624 0.2 0:03:00 1 0 0 100
exit_long_quick_d_1_20 ( 41 ) 1 1.09 18.758 0.19 0:26:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 2 0.34 11.644 0.12 0:01:00 2 0 0 100
exit_long_normal_u_0 ( 3 ) 1 0.65 11.000 0.11 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 2 ) 1 0.34 5.948 0.06 0:03:00 1 0 0 100
exit_long_normal_u_0 ( 6 141 ) 1 0.34 5.797 0.06 0:06:00 1 0 0 100
exit_long_normal_u_0 ( 6 142 ) 1 0.22 3.719 0.04 0:01:00 1 0 0 100
exit_profit_long_normal_t_0_2_m ( 5 ) 1 0.18 3.221 0.03 1:36:00 1 0 0 100
force_exit 2 -3.33 -177.811 -1.78 10 days, 10:15:00 1 0 1 50.0
TOTAL 25 1.14 416.429 4.16 20:47:00 24 0 1 96.0

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_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 83.854 0.84 0:25:00 1 0 0 100
('5 ', 'exit_long_normal_d_4_42 ( 5 )') 1 4.18 70.147 0.7 0:30:00 1 0 0 100
('3 6 ', 'exit_profit_long_normal_t_2_1_m ( 3 6 )') 1 2.36 39.475 0.39 0:45:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.9 32.452 0.32 0:04:00 1 0 0 100
('41 43 ', 'exit_long_quick_u_1 ( 41 43 )') 1 1.6 27.160 0.27 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_11 ( 6 )') 1 1.53 26.225 0.26 6:05:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.39 23.453 0.23 0:01:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_2_m ( 6 )') 1 1.32 22.096 0.22 0:22:00 1 0 0 100
('143 ', 'exit_long_tc_u_1 ( 143 )') 1 1.25 21.286 0.21 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_95 ( 6 )') 1 1.25 21.130 0.21 2:05:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_2 ( 142 )') 1 1.23 21.090 0.21 5:15:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_1 ( 6 142 )') 1 1.23 20.933 0.21 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.12 19.624 0.2 0:03:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_20 ( 41 )') 1 1.09 18.758 0.19 0:26:00 1 0 0 100
('120 ', 'force_exit') 1 1.92 14.775 0.15 9 days, 4:50:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 2 0.34 11.644 0.12 0:01:00 2 0 0 100
('3 ', 'exit_long_normal_u_0 ( 3 )') 1 0.65 11.000 0.11 0:01:00 1 0 0 100
('2 ', 'exit_long_normal_u_0 ( 2 )') 1 0.34 5.948 0.06 0:03:00 1 0 0 100
('6 141 ', 'exit_long_normal_u_0 ( 6 141 )') 1 0.34 5.797 0.06 0:06:00 1 0 0 100
('6 142 ', 'exit_long_normal_u_0 ( 6 142 )') 1 0.22 3.719 0.04 0:01:00 1 0 0 100
('5 ', 'exit_profit_long_normal_t_0_2_m ( 5 )') 1 0.18 3.221 0.03 1:36:00 1 0 0 100
('6 ', 'force_exit') 1 -8.58 -192.585 -1.93 11 days, 15:40:00 0 0 1 0
TOTAL 25 1.14 416.429 4.16 20:47:00 24 0 1 96.0

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 22.096 1 0 0
07/04/2023 0 0 0 0
08/04/2023 39.475 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 70.147 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 354.072 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 3.221 1 0 0
01/05/2023 -177.811 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 25 / 0.83
Starting balance 10000 USDT
Final balance 10416.429 USDT
Absolute profit 416.429 USDT
Total profit % 4.16%
CAGR % 64.28%
Sortino -100.00
Sharpe 5.62
Calmar 145.89
Profit factor 3.16
Expectancy (Ratio) 16.66 (0.09)
Avg. daily profit % 0.14%
Avg. stake amount 1635.129 USDT
Total trade volume 40878.228 USDT
Best Pair DAG/USDT 1.08%
Worst Pair DASH/USDT -1.93%
Best trade VELO/USDT 4.93%
Worst trade DASH/USDT -8.58%
Best day 354.072 USDT
Worst day -177.811 USDT
Days win/draw/lose 6 / 23 / 1
Avg. Duration Winners 9:59:00
Avg. Duration Loser 11 days, 15:40:00
Max Consecutive Wins / Loss 23 / 1
Rejected Entry signals 10
Entry/Exit Timeouts 0 / 0
Min balance 10050.74 USDT
Max balance 10594.24 USDT
Max % of account underwater 1.82%
Absolute Drawdown (Account) 1.82%
Absolute Drawdown 192.585 USDT
Drawdown high 594.24 USDT
Drawdown low 401.654 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 25 1.14 416.429 4.16 20:47:00 24 0 1 96.0 192.585 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 v15.1.214 v15.1.206 v15.1.189
Average Duration 2 days, 6:07:00 2 days, 6:07:00 2 days, 6:07:00 1 day, 23:27:00 1 day, 19:28:00
Market Change -10.77 % -10.77 % -10.77 % -10.77 % -10.77 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.8166 % 0.8166 %
Profit Mean 1.54 % 1.54 % 1.54 % 1.24 % 1.33 %
Profit Sum 16.91 % 16.91 % 16.91 % 16.1 % 18.64 %
Profit Total 2.61 % 2.61 % 2.61 % 2.15 % 2.57 %
Trades 11 11 11 13 14
Win Rate 100.0 % 100.0 % 100.0 % 92.31 % 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%
ARPA/USDT 2 2.53 88.157 0.88 0:48:00 2 0 0 100
UMA/USDT 1 3.55 58.917 0.59 2:28:00 1 0 0 100
VELO/USDT 3 0.99 50.778 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
ADA/USDT 1 1.9 6.350 0.06 21 days, 6:35:00 1 0 0 100
GRT/USDT 1 0.2 3.452 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 1.54 261.021 2.61 2 days, 6:07:00 11 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ADA/USDT 1 1.9 6.350 0.06 21 days, 6:35:00 1 0 0 100
TOTAL 1 1.9 6.350 0.06 21 days, 6:35:00 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 1.88 192.656 1.93 12:22:00 6 0 0 100
1 1 1.46 24.651 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
120 1 1.9 6.350 0.06 21 days, 6:35:00 1 0 0 100
141 142 1 0.2 3.452 0.03 9:25:00 1 0 0 100
TOTAL 11 1.54 261.021 2.61 2 days, 6:07:00 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_w_3_10 ( 6 ) 1 3.61 63.506 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 24.651 0.25 0:26:00 1 0 0 100
exit_long_normal_d_1_42 ( 6 ) 1 1.28 22.652 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
force_exit 1 1.9 6.350 0.06 21 days, 6:35:00 1 0 0 100
exit_long_tc_d_0_61 ( 141 142 ) 1 0.2 3.452 0.03 9:25:00 1 0 0 100
TOTAL 11 1.54 261.021 2.61 2 days, 6:07:00 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_w_3_10 ( 6 )') 1 3.61 63.506 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 24.651 0.25 0:26:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_42 ( 6 )') 1 1.28 22.652 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
('120 ', 'force_exit') 1 1.9 6.350 0.06 21 days, 6:35:00 1 0 0 100
('141 142 ', 'exit_long_tc_d_0_61 ( 141 142 )') 1 0.2 3.452 0.03 9:25:00 1 0 0 100
TOTAL 11 1.54 261.021 2.61 2 days, 6:07:00 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 96.384 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 63.506 1 0 0
25/05/2023 0 0 0 0
26/05/2023 0 0 0 0
27/05/2023 24.651 1 0 0
28/05/2023 0 0 0 0
29/05/2023 0 0 0 0
30/05/2023 22.652 1 0 0
31/05/2023 0 0 0 0
01/06/2023 6.35 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 10261.021 USDT
Absolute profit 261.021 USDT
Total profit % 2.61%
CAGR % 35.44%
Sortino -100.00
Sharpe 8.60
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 23.73 (100.00)
Avg. daily profit % 0.08%
Avg. stake amount 1511.145 USDT
Total trade volume 16622.593 USDT
Best Pair ARPA/USDT 0.88%
Worst Pair AAVE/USDT 0.00%
Best trade ARPA/USDT 3.61%
Worst trade GRT/USDT 0.20%
Best day 96.384 USDT
Worst day 0 USDT
Days win/draw/lose 8 / 24 / 0
Avg. Duration Winners 2 days, 6:07:00
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 1.54 261.021 2.61 2 days, 6:07:00 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 v15.1.214 v15.1.206 v15.1.189
Average Duration 1 day, 14:58:00 1 day, 14:58:00 1 day, 14:58:00 1 day, 12:52:00 1 day, 12:45:00
Market Change -3.43 % -3.43 % -3.43 % -3.43 % -3.43 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.07 % 1.07 % 1.07 % 1.08 % 1.03 %
Profit Sum 17.14 % 17.11 % 17.11 % 18.34 % 17.54 %
Profit Total 3.0 % 2.97 % 2.97 % 3.18 % 3.05 %
Trades 16 16 16 17 17
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VET/USDT 2 1.27 42.460 0.42 1:25:00 2 0 0 100
XRP/USDT 1 1.51 38.840 0.39 25 days, 8:05:00 1 0 0 100
DOT/USDT 2 1.1 36.618 0.37 2:08:00 2 0 0 100
BCH/USDT 2 0.84 27.985 0.28 1:48:00 2 0 0 100
SNX/USDT 1 1.35 22.482 0.22 0:06:00 1 0 0 100
ARPA/USDT 1 1.27 21.423 0.21 0:05:00 1 0 0 100
ATOM/USDT 1 1.25 20.948 0.21 0:12:00 1 0 0 100
ADA/USDT 1 1.25 20.933 0.21 0:30:00 1 0 0 100
GRT/USDT 1 1.16 19.702 0.2 0:03:00 1 0 0 100
EWT/USDT 1 1.09 17.988 0.18 0:22:00 1 0 0 100
DAG/USDT 1 1.0 16.501 0.17 0:02:00 1 0 0 100
ETC/USDT 1 0.54 8.920 0.09 0:07:00 1 0 0 100
CKB/USDT 1 0.32 5.518 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 1.07 300.319 3.0 1 day, 14:58:00 16 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XRP/USDT 1 1.51 38.840 0.39 25 days, 8:05:00 1 0 0 100
TOTAL 1 1.51 38.840 0.39 25 days, 8:05:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
41 4 0.96 64.849 0.65 1:48:00 4 0 0 100
141 2 1.28 42.384 0.42 0:06:00 2 0 0 100
120 1 1.51 38.840 0.39 25 days, 8:05:00 1 0 0 100
3 2 1.17 38.800 0.39 1:46:00 2 0 0 100
6 2 1.12 37.690 0.38 0:12:00 2 0 0 100
4 41 1 1.38 23.136 0.23 0:04:00 1 0 0 100
4 6 1 1.35 22.482 0.22 0:06:00 1 0 0 100
142 1 1.25 20.933 0.21 0:30:00 1 0 0 100
3 4 6 141 1 0.34 5.686 0.06 0:07:00 1 0 0 100
4 1 0.32 5.518 0.06 3:10:00 1 0 0 100
TOTAL 16 1.07 300.319 3.0 1 day, 14:58:00 16 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
force_exit 1 1.51 38.840 0.39 25 days, 8:05:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.12 37.690 0.38 0:12:00 2 0 0 100
exit_long_tc_u_2 ( 141 ) 1 2.02 33.464 0.33 0:06:00 1 0 0 100
exit_long_normal_u_1 ( 4 41 ) 1 1.38 23.136 0.23 0:04:00 1 0 0 100
exit_long_normal_u_1 ( 4 6 ) 1 1.35 22.482 0.22 0:06:00 1 0 0 100
exit_long_normal_d_1_14 ( 3 ) 1 1.33 22.299 0.22 3:30:00 1 0 0 100
exit_long_quick_d_1_70 ( 41 ) 1 1.27 21.423 0.21 0:05:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.25 20.948 0.21 0:12:00 1 0 0 100
exit_long_tc_d_1_65 ( 142 ) 1 1.25 20.933 0.21 0:30:00 1 0 0 100
exit_long_quick_d_1_39 ( 41 ) 1 1.15 19.324 0.19 2:46:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.0 16.501 0.17 0:02:00 1 0 0 100
exit_long_tc_u_0 ( 141 ) 1 0.54 8.920 0.09 0:07:00 1 0 0 100
exit_long_normal_u_0 ( 3 4 6 141 ) 1 0.34 5.686 0.06 0:07:00 1 0 0 100
exit_long_normal_d_0_3 ( 4 ) 1 0.32 5.518 0.06 3:10:00 1 0 0 100
exit_long_quick_d_0_38 ( 41 ) 1 0.18 3.154 0.03 4:10:00 1 0 0 100
TOTAL 16 1.07 300.319 3.0 1 day, 14:58:00 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 ', 'force_exit') 1 1.51 38.840 0.39 25 days, 8:05:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.12 37.690 0.38 0:12:00 2 0 0 100
('141 ', 'exit_long_tc_u_2 ( 141 )') 1 2.02 33.464 0.33 0:06:00 1 0 0 100
('4 41 ', 'exit_long_normal_u_1 ( 4 41 )') 1 1.38 23.136 0.23 0:04:00 1 0 0 100
('4 6 ', 'exit_long_normal_u_1 ( 4 6 )') 1 1.35 22.482 0.22 0:06:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_14 ( 3 )') 1 1.33 22.299 0.22 3:30:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_70 ( 41 )') 1 1.27 21.423 0.21 0:05:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.25 20.948 0.21 0:12:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_65 ( 142 )') 1 1.25 20.933 0.21 0:30:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_39 ( 41 )') 1 1.15 19.324 0.19 2:46:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.0 16.501 0.17 0:02:00 1 0 0 100
('141 ', 'exit_long_tc_u_0 ( 141 )') 1 0.54 8.920 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 5.686 0.06 0:07:00 1 0 0 100
('4 ', 'exit_long_normal_d_0_3 ( 4 )') 1 0.32 5.518 0.06 3:10:00 1 0 0 100
('41 ', 'exit_long_quick_d_0_38 ( 41 )') 1 0.18 3.154 0.03 4:10:00 1 0 0 100
TOTAL 16 1.07 300.319 3.0 1 day, 14:58:00 16 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/06/2023 16.501 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 17.988 1 0 0
09/06/2023 0 0 0 0
10/06/2023 207.287 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 19.702 1 0 0
23/06/2023 0 0 0 0
24/06/2023 0 0 0 0
25/06/2023 0 0 0 0
26/06/2023 0 0 0 0
27/06/2023 0 0 0 0
28/06/2023 0 0 0 0
29/06/2023 0 0 0 0
30/06/2023 0 0 0 0
01/07/2023 38.84 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 16 / 0.53
Starting balance 10000 USDT
Final balance 10300.319 USDT
Absolute profit 300.319 USDT
Total profit % 3.00%
CAGR % 43.33%
Sortino -100.00
Sharpe 20.63
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 18.77 (100.00)
Avg. daily profit % 0.10%
Avg. stake amount 1573.609 USDT
Total trade volume 25177.737 USDT
Best Pair VET/USDT 0.42%
Worst Pair AAVE/USDT 0.00%
Best trade DOT/USDT 2.02%
Worst trade DOT/USDT 0.18%
Best day 207.287 USDT
Worst day 0 USDT
Days win/draw/lose 5 / 24 / 0
Avg. Duration Winners 1 day, 14:58:00
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 1.07 300.319 3.0 1 day, 14:58:00 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 v15.1.214 v15.1.206 v15.1.189
Average Duration 4 days, 1:14:00 4 days, 1:14:00 4 days, 1:14:00 3 days, 0:57:00 3 days, 0:30:00
Market Change 2.36 % 2.36 % 2.36 % 2.36 % 2.36 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.79 % 1.79 % 1.79 % 1.65 % 1.34 %
Profit Sum 5.37 % 5.37 % 5.37 % 6.6 % 5.34 %
Profit Total 0.96 % 0.92 % 0.92 % 1.12 % 0.91 %
Trades 3 3 3 4 4
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XLM/USDT 1 2.43 47.139 0.47 12 days, 0:50:00 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 1.79 95.845 0.96 4 days, 1:14:00 3 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XLM/USDT 1 2.43 47.139 0.47 12 days, 0:50:00 1 0 0 100
TOTAL 1 2.43 47.139 0.47 12 days, 0:50:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 2 1.47 48.705 0.49 1:26:00 2 0 0 100
120 1 2.43 47.139 0.47 12 days, 0:50:00 1 0 0 100
TOTAL 3 1.79 95.845 0.96 4 days, 1:14:00 3 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
force_exit 1 2.43 47.139 0.47 12 days, 0:50:00 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 1.79 95.845 0.96 4 days, 1:14:00 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 ', 'force_exit') 1 2.43 47.139 0.47 12 days, 0:50:00 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 1.79 95.845 0.96 4 days, 1:14:00 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 0 0 0 0
31/07/2023 0 0 0 0
01/08/2023 47.139 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 10095.845 USDT
Absolute profit 95.845 USDT
Total profit % 0.96%
CAGR % 11.89%
Sortino -100.00
Sharpe 5.01
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 31.95 (100.00)
Avg. daily profit % 0.03%
Avg. stake amount 1101.074 USDT
Total trade volume 3303.222 USDT
Best Pair XLM/USDT 0.47%
Worst Pair AAVE/USDT 0.00%
Best trade XLM/USDT 2.43%
Worst trade MKR/USDT 1.11%
Best day 47.139 USDT
Worst day 0 USDT
Days win/draw/lose 3 / 25 / 0
Avg. Duration Winners 4 days, 1:14:00
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 1.79 95.845 0.96 4 days, 1:14:00 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 v15.1.214 v15.1.206 v15.1.189
Average Duration 0:39:00 0:39:00 0:39:00 0:38:00 0:16:00
Market Change -17.92 % -17.92 % -17.92 % -17.92 % -17.92 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 2.48 % 2.48 % 2.48 % 2.38 % 2.84 %
Profit Sum 47.13 % 47.13 % 47.13 % 47.65 % 76.78 %
Profit Total 8.02 % 8.02 % 8.02 % 8.11 % 13.43 %
Trades 19 19 19 20 27
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALGO/USDT 2 4.17 140.872 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_1 ( 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_1 ( 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 v15.1.214 v15.1.206 v15.1.189
Average Duration 0:00 0:00 0:00 20:10:00 20:10:00
Market Change 4.31 % 4.31 % 4.31 % 4.31 % 4.31 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 0.0 % 0.0 % 0.0 % 1.04 % 1.04 %
Profit Sum 0.0 % 0.0 % 0.0 % 1.04 % 1.04 %
Profit Total 0.0 % 0.0 % 0.0 % 0.17 % 0.17 %
Trades 0 0 0 1 1
Win Rate 0 % 0 % 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%
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 v15.1.214 v15.1.206 v15.1.189
Average Duration 6 days, 3:45:00 6 days, 3:45:00 6 days, 3:45:00 4 days, 9:58:00 3 days, 21:08:00
Market Change 16.21 % 16.21 % 16.21 % 16.21 % 16.21 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.49 % 1.49 % 1.49 % 1.24 % 1.46 %
Profit Sum 7.44 % 7.45 % 7.45 % 8.65 % 11.69 %
Profit Total 1.26 % 1.24 % 1.24 % 1.44 % 2.02 %
Trades 5 5 5 7 8
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 1 2.25 37.246 0.37 2:00:00 1 0 0 100
EWT/USDT 1 2.0 33.350 0.33 0:01:00 1 0 0 100
ETC/USDT 1 1.84 32.805 0.33 29 days, 5:20:00 1 0 0 100
UMA/USDT 1 1.02 16.936 0.17 1 day, 6:40:00 1 0 0 100
WIN/USDT 1 0.33 5.495 0.05 4:42:00 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
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 5 1.49 125.832 1.26 6 days, 3:45:00 5 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETC/USDT 1 1.84 32.805 0.33 29 days, 5:20:00 1 0 0 100
TOTAL 1 1.84 32.805 0.33 29 days, 5:20:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 2 1.64 54.182 0.54 16:20:00 2 0 0 100
43 1 2.0 33.350 0.33 0:01:00 1 0 0 100
120 1 1.84 32.805 0.33 29 days, 5:20:00 1 0 0 100
5 1 0.33 5.495 0.05 4:42:00 1 0 0 100
TOTAL 5 1.49 125.832 1.26 6 days, 3:45:00 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_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 33.350 0.33 0:01:00 1 0 0 100
force_exit 1 1.84 32.805 0.33 29 days, 5:20:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.02 16.936 0.17 1 day, 6:40:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 5 ) 1 0.33 5.495 0.05 4:42:00 1 0 0 100
TOTAL 5 1.49 125.832 1.26 6 days, 3:45:00 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%
('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 33.350 0.33 0:01:00 1 0 0 100
('120 ', 'force_exit') 1 1.84 32.805 0.33 29 days, 5:20:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.02 16.936 0.17 1 day, 6:40:00 1 0 0 100
('5 ', 'exit_profit_long_normal_t_0_1_m ( 5 )') 1 0.33 5.495 0.05 4:42:00 1 0 0 100
TOTAL 5 1.49 125.832 1.26 6 days, 3:45:00 5 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 16.936 1 0 0
19/10/2023 5.495 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 0 0 0 0
25/10/2023 0 0 0 0
26/10/2023 33.35 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 32.805 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 5 / 0.16
Starting balance 10000 USDT
Final balance 10125.832 USDT
Absolute profit 125.832 USDT
Total profit % 1.26%
CAGR % 15.86%
Sortino -100.00
Sharpe 6.44
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 25.17 (100.00)
Avg. daily profit % 0.04%
Avg. stake amount 1327.304 USDT
Total trade volume 6636.52 USDT
Best Pair VRA/USDT 0.37%
Worst Pair AAVE/USDT 0.00%
Best trade VRA/USDT 2.25%
Worst trade WIN/USDT 0.33%
Best day 37.246 USDT
Worst day 0 USDT
Days win/draw/lose 5 / 26 / 0
Avg. Duration Winners 6 days, 3:45:00
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 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 5 1.49 125.832 1.26 6 days, 3:45:00 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 - 20231101-20231201

Current Previous v15.1.214 v15.1.206 v15.1.189
Average Duration 15:08:00 15:08:00 15:27:00 14:53:00 14:44:00
Market Change 18.38 % 18.38 % 18.38 % 18.38 % 18.38 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.21 % 1.21 % 1.27 % 1.16 % 1.21 %
Profit Sum 23.01 % 23.01 % 24.04 % 24.44 % 25.51 %
Profit Total 3.61 % 3.61 % 3.78 % 3.85 % 4.03 %
Trades 19 19 19 21 21
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CKB/USDT 3 0.95 47.448 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 39.182 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
VRA/USDT 1 1.58 26.833 0.27 0:02:00 1 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
LTC/USDT 1 1.85 6.336 0.06 9 days, 5:55:00 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
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
TOTAL 19 1.21 360.569 3.61 15:08:00 19 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LTC/USDT 1 1.85 6.336 0.06 9 days, 5:55:00 1 0 0 100
TOTAL 1 1.85 6.336 0.06 9 days, 5:55:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 7 1.02 119.993 1.2 0:59:00 7 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 1.85 6.336 0.06 9 days, 5:55:00 1 0 0 100
TOTAL 19 1.21 360.569 3.61 15:08:00 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_1 ( 6 ) 5 1.21 102.232 1.02 0:11:00 5 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 10.619 0.11 0:01:00 1 0 0 100
exit_long_normal_d_0_95 ( 6 ) 1 0.42 7.142 0.07 6:00:00 1 0 0 100
force_exit 1 1.85 6.336 0.06 9 days, 5:55:00 1 0 0 100
TOTAL 19 1.21 360.569 3.61 15:08:00 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%
('6 ', 'exit_long_normal_u_1 ( 6 )') 5 1.21 102.232 1.02 0:11:00 5 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 10.619 0.11 0:01:00 1 0 0 100
('6 ', 'exit_long_normal_d_0_95 ( 6 )') 1 0.42 7.142 0.07 6:00:00 1 0 0 100
('120 ', 'force_exit') 1 1.85 6.336 0.06 9 days, 5:55:00 1 0 0 100
TOTAL 19 1.21 360.569 3.61 15:08:00 19 0 0 100

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 73.765 4 0 0
15/11/2023 17.554 1 0 0
16/11/2023 0 0 0 0
17/11/2023 7.142 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 6.336 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 19 / 0.63
Starting balance 10000 USDT
Final balance 10360.569 USDT
Absolute profit 360.569 USDT
Total profit % 3.61%
CAGR % 53.87%
Sortino -100.00
Sharpe 40.78
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 18.98 (100.00)
Avg. daily profit % 0.12%
Avg. stake amount 1586.338 USDT
Total trade volume 30140.431 USDT
Best Pair CKB/USDT 0.47%
Worst Pair ADA/USDT 0.00%
Best trade LTC/USDT 1.85%
Worst trade CKB/USDT 0.42%
Best day 255.772 USDT
Worst day 0 USDT
Days win/draw/lose 5 / 18 / 0
Avg. Duration Winners 15:08:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 19 / 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 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 19 1.21 360.569 3.61 15:08:00 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 - 20231201-20240101

Current Previous v15.1.214 v15.1.206 v15.1.189
Average Duration 11:44:00 13:06:00 12:44:00 11:29:00 8:46:00
Market Change 32.18 % 32.18 % 32.18 % 32.18 % 32.18 %
Max Drawdown 3.0374 % 3.0584 % 3.0582 % 3.0581 % 3.0579 %
Profit Mean 1.26 % 1.27 % 1.39 % 1.41 % 1.36 %
Profit Sum 42.88 % 43.04 % 48.58 % 54.98 % 69.19 %
Profit Total 6.89 % 6.87 % 7.85 % 8.99 % 11.57 %
Trades 34 34 35 39 51
Win Rate 97.06 % 97.06 % 97.14 % 97.44 % 98.04 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TEL/USDT 4 3.0 214.756 2.15 0:30:00 4 0 0 100
FIL/USDT 2 1.85 113.337 1.13 6 days, 10:51:00 2 0 0 100
ALGO/USDT 3 1.67 84.777 0.85 0:16:00 3 0 0 100
COMP/USDT 1 3.23 56.608 0.57 0:44:00 1 0 0 100
ADA/USDT 2 1.53 52.770 0.53 0:01:00 2 0 0 100
KSM/USDT 1 3.0 52.728 0.53 0:01:00 1 0 0 100
DOT/USDT 2 1.27 42.364 0.42 0:23:00 2 0 0 100
ONT/USDT 1 1.84 39.423 0.39 1:05:00 1 0 0 100
DAG/USDT 2 1.14 38.587 0.39 2:24:00 2 0 0 100
EWT/USDT 2 0.71 23.815 0.24 1:20:00 2 0 0 100
DASH/USDT 1 1.33 23.335 0.23 0:01:00 1 0 0 100
VIDT/USDT 1 1.32 22.618 0.23 0:20:00 1 0 0 100
STX/USDT 2 0.66 22.278 0.22 12:16:00 2 0 0 100
KAI/USDT 1 1.23 20.844 0.21 2:30:00 1 0 0 100
ATOM/USDT 1 1.19 19.883 0.2 0:04:00 1 0 0 100
BCH/USDT 1 1.09 18.273 0.18 0:49:00 1 0 0 100
EOS/USDT 1 1.03 17.165 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
ALEPH/USDT 1 0.2 3.474 0.03 2:56:00 1 0 0 100
DGB/USDT 1 0.14 2.268 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
LTC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MKR/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
MLK/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NEO/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NIM/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
NWC/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
ONE/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
PLU/USDT 0 0.0 0.000 0.0 0:00 0 0 0 0
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 3 -1.69 -197.111 -1.97 14:56:00 2 0 1 66.7
TOTAL 34 1.26 689.261 6.89 11:44:00 33 0 1 97.1

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DEGO/USDT 1 -13.09 -334.849 -3.35 1 day, 19:05:00 0 0 1 0
TOTAL 1 -13.09 -334.849 -3.35 1 day, 19:05:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
142 8 1.32 175.756 1.76 0:20:00 8 0 0 100
3 3 3.17 168.342 1.68 0:04:00 3 0 0 100
120 1 2.02 85.131 0.85 12 days, 20:47:00 1 0 0 100
2 3 2 1.8 63.287 0.63 0:46:00 2 0 0 100
2 6 1 3.0 52.728 0.53 0:01:00 1 0 0 100
5 1 1.84 39.423 0.39 1:05:00 1 0 0 100
143 2 1.08 36.270 0.36 11:28:00 2 0 0 100
3 141 142 1 1.66 29.003 0.29 0:01:00 1 0 0 100
2 1 1.25 21.656 0.22 1:25:00 1 0 0 100
6 12 0.58 11.115 0.11 4:48:00 11 0 1 91.7
141 1 0.24 4.281 0.04 2:25:00 1 0 0 100
4 1 0.14 2.268 0.02 0:01:00 1 0 0 100
TOTAL 34 1.26 689.261 6.89 11:44:00 33 0 1 97.1

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 6.76 116.081 1.16 0:19:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 2.02 85.131 0.85 12 days, 20:47:00 1 0 0 100
exit_long_normal_u_2 ( 3 ) 2 2.41 84.773 0.85 0:02:00 2 0 0 100
exit_long_normal_u_4 ( 3 ) 1 4.69 83.569 0.84 0:09:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 3 1.19 59.734 0.6 0:03:00 3 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.14 57.732 0.58 0:02:00 3 0 0 100
exit_long_normal_d_3_40 ( 6 ) 1 3.23 56.608 0.57 0:44:00 1 0 0 100
exit_long_tc_w_1_3 ( 142 ) 2 1.68 56.404 0.56 0:50:00 2 0 0 100
exit_long_normal_u_3 ( 2 6 ) 1 3.0 52.728 0.53 0:01:00 1 0 0 100
exit_long_normal_d_2_83 ( 2 3 ) 1 2.57 46.200 0.46 1:28:00 1 0 0 100
exit_long_normal_d_2_71 ( 6 ) 1 2.25 40.620 0.41 0:20:00 1 0 0 100
exit_long_normal_d_2_3 ( 5 ) 1 1.84 39.423 0.39 1:05:00 1 0 0 100
exit_long_tc_d_1_40 ( 142 ) 1 1.98 33.088 0.33 0:45:00 1 0 0 100
exit_long_normal_u_1 ( 3 141 142 ) 1 1.66 29.003 0.29 0:01:00 1 0 0 100
exit_long_tc_u_0 ( 142 ) 2 0.8 26.530 0.27 0:01:00 2 0 0 100
exit_long_normal_d_1_83 ( 6 ) 1 1.32 22.618 0.23 0:20:00 1 0 0 100
exit_long_normal_d_1_53 ( 2 ) 1 1.25 21.656 0.22 1:25:00 1 0 0 100
exit_long_normal_w_1_11 ( 6 ) 1 1.24 21.258 0.21 4:45:00 1 0 0 100
exit_profit_long_normal_t_1_1_m ( 6 ) 1 1.23 20.844 0.21 2:30:00 1 0 0 100
exit_long_tc_d_1_20 ( 143 ) 1 1.09 18.273 0.18 0:49:00 1 0 0 100
exit_long_tc_d_1_55 ( 143 ) 1 1.07 17.997 0.18 22:06:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 ) 1 1.03 17.087 0.17 0:03:00 1 0 0 100
exit_profit_long_normal_t_0_1_m ( 6 ) 1 0.38 6.728 0.07 2:36:00 1 0 0 100
exit_long_tc_d_0_45 ( 141 ) 1 0.24 4.281 0.04 2:25:00 1 0 0 100
exit_long_normal_w_0_7 ( 6 ) 1 0.2 3.474 0.03 2:56:00 1 0 0 100
exit_long_normal_u_0 ( 4 ) 1 0.14 2.268 0.02 0:01:00 1 0 0 100
force_exit 1 -13.09 -334.849 -3.35 1 day, 19:05:00 0 0 1 0
TOTAL 34 1.26 689.261 6.89 11:44:00 33 0 1 97.1

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_d_6_60 ( 6 )') 1 6.76 116.081 1.16 0:19:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 2.02 85.131 0.85 12 days, 20:47:00 1 0 0 100
('3 ', 'exit_long_normal_u_2 ( 3 )') 2 2.41 84.773 0.85 0:02:00 2 0 0 100
('3 ', 'exit_long_normal_u_4 ( 3 )') 1 4.69 83.569 0.84 0:09:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 3 1.19 59.734 0.6 0:03:00 3 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.14 57.732 0.58 0:02:00 3 0 0 100
('6 ', 'exit_long_normal_d_3_40 ( 6 )') 1 3.23 56.608 0.57 0:44:00 1 0 0 100
('142 ', 'exit_long_tc_w_1_3 ( 142 )') 2 1.68 56.404 0.56 0:50:00 2 0 0 100
('2 6 ', 'exit_long_normal_u_3 ( 2 6 )') 1 3.0 52.728 0.53 0:01:00 1 0 0 100
('2 3 ', 'exit_long_normal_d_2_83 ( 2 3 )') 1 2.57 46.200 0.46 1:28:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_71 ( 6 )') 1 2.25 40.620 0.41 0:20:00 1 0 0 100
('5 ', 'exit_long_normal_d_2_3 ( 5 )') 1 1.84 39.423 0.39 1:05:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_40 ( 142 )') 1 1.98 33.088 0.33 0:45:00 1 0 0 100
('3 141 142 ', 'exit_long_normal_u_1 ( 3 141 142 )') 1 1.66 29.003 0.29 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 2 0.8 26.530 0.27 0:01:00 2 0 0 100
('6 ', 'exit_long_normal_d_1_83 ( 6 )') 1 1.32 22.618 0.23 0:20:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_53 ( 2 )') 1 1.25 21.656 0.22 1:25:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_11 ( 6 )') 1 1.24 21.258 0.21 4:45:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_1_1_m ( 6 )') 1 1.23 20.844 0.21 2:30:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 1 1.09 18.273 0.18 0:49:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_55 ( 143 )') 1 1.07 17.997 0.18 22:06:00 1 0 0 100
('2 3 ', 'exit_long_normal_u_1 ( 2 3 )') 1 1.03 17.087 0.17 0:03:00 1 0 0 100
('6 ', 'exit_profit_long_normal_t_0_1_m ( 6 )') 1 0.38 6.728 0.07 2:36:00 1 0 0 100
('141 ', 'exit_long_tc_d_0_45 ( 141 )') 1 0.24 4.281 0.04 2:25:00 1 0 0 100
('6 ', 'exit_long_normal_w_0_7 ( 6 )') 1 0.2 3.474 0.03 2:56:00 1 0 0 100
('4 ', 'exit_long_normal_u_0 ( 4 )') 1 0.14 2.268 0.02 0:01:00 1 0 0 100
('6 ', 'force_exit') 1 -13.09 -334.849 -3.35 1 day, 19:05:00 0 0 1 0
TOTAL 34 1.26 689.261 6.89 11:44:00 33 0 1 97.1

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
04/12/2023 34.155 2 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 17.33 1 0 0
10/12/2023 0 0 0 0
11/12/2023 196.297 10 0 0
12/12/2023 17.997 1 0 0
13/12/2023 3.474 1 0 0
14/12/2023 0 0 0 0
15/12/2023 20.844 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 21.258 1 0 0
21/12/2023 0 0 0 0
22/12/2023 22.618 1 0 0
23/12/2023 0 0 0 0
24/12/2023 116.081 1 0 0
25/12/2023 21.656 1 0 0
26/12/2023 208.808 6 0 0
27/12/2023 127.936 2 0 0
28/12/2023 46.2 1 0 0
29/12/2023 44.901 2 0 0
30/12/2023 85.131 1 0 0
31/12/2023 39.423 1 0 0
01/01/2024 -334.849 0 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 34 / 1.1
Starting balance 10000 USDT
Final balance 10689.261 USDT
Absolute profit 689.261 USDT
Total profit % 6.89%
CAGR % 119.20%
Sortino -100.00
Sharpe 6.40
Calmar 139.85
Profit factor 3.06
Expectancy (Ratio) 20.27 (0.06)
Avg. daily profit % 0.22%
Avg. stake amount 1697.084 USDT
Total trade volume 57700.86 USDT
Best Pair TEL/USDT 2.15%
Worst Pair DEGO/USDT -1.97%
Best trade DEGO/USDT 6.76%
Worst trade DEGO/USDT -13.09%
Best day 208.808 USDT
Worst day -334.849 USDT
Days win/draw/lose 16 / 12 / 1
Avg. Duration Winners 10:46:00
Avg. Duration Loser 1 day, 19:05:00
Max Consecutive Wins / Loss 33 / 1
Rejected Entry signals 11
Entry/Exit Timeouts 0 / 0
Min balance 10017.067 USDT
Max balance 11024.109 USDT
Max % of account underwater 3.04%
Absolute Drawdown (Account) 3.04%
Absolute Drawdown 334.849 USDT
Drawdown high 1024.109 USDT
Drawdown low 689.261 USDT
Drawdown Start 2023-12-31 21:15:00
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 34 1.26 689.261 6.89 11:44:00 33 0 1 97.1 334.849 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 v15.1.214 v15.1.206 v15.1.189
Average Duration 1 day, 23:28:00 1 day, 23:28:00 1 day, 23:28:00 1 day, 16:28:00 1 day, 16:30:00
Market Change -8.09 % -8.09 % -8.09 % -8.09 % -8.09 %
Max Drawdown 3.2549 % 3.4115 % 3.4115 % 3.3619 % 3.3519 %
Profit Mean 1.85 % 1.83 % 1.83 % 1.82 % 1.76 %
Profit Sum 46.3 % 45.79 % 45.79 % 54.65 % 52.73 %
Profit Total 5.49 % 5.31 % 5.31 % 6.96 % 6.64 %
Trades 25 25 25 30 30
Win Rate 92.0 % 92.0 % 92.0 % 93.33 % 93.33 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UMA/USDT 2 3.78 129.465 1.29 1:12:00 2 0 0 100
FIL/USDT 3 2.51 122.042 1.22 0:04:00 3 0 0 100
VELO/USDT 1 4.31 84.039 0.84 21:10:00 1 0 0 100
STX/USDT 2 2.19 71.564 0.72 2:52:00 2 0 0 100
NWC/USDT 2 2.14 70.719 0.71 0:14:00 2 0 0 100
KSM/USDT 1 4.08 65.686 0.66 0:03:00 1 0 0 100
XLM/USDT 2 1.82 59.767 0.6 0:10:00 2 0 0 100
ALEPH/USDT 2 1.6 54.981 0.55 1:14:00 2 0 0 100
VRA/USDT 1 3.14 51.992 0.52 0:17:00 1 0 0 100
DIA/USDT 1 3.04 51.514 0.52 0:25:00 1 0 0 100
TEL/USDT 2 1.16 43.639 0.44 2:00:00 2 0 0 100
MKR/USDT 1 1.9 30.793 0.31 0:06:00 1 0 0 100
DAG/USDT 1 1.45 24.540 0.25 0:17:00 1 0 0 100
LINK/USDT 1 1.42 23.439 0.23 0:20:00 1 0 0 100
SNX/USDT 1 1.16 19.242 0.19 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
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
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 -2.74 -44.881 -0.45 19 days, 8:35:00 0 0 1 0
CKB/USDT 1 -4.38 -310.020 -3.1 28 days, 11:50:00 0 0 1 0
TOTAL 25 1.85 548.522 5.49 1 day, 23:28:00 23 0 2 92.0

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 -2.74 -44.881 -0.45 19 days, 8:35:00 0 0 1 0
CKB/USDT 1 -4.38 -310.020 -3.1 28 days, 11:50:00 0 0 1 0
TOTAL 2 -3.56 -354.900 -3.55 23 days, 22:12:00 0 0 2 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 7 2.49 305.932 3.06 4:13:00 7 0 0 100
41 4 2.13 140.704 1.41 0:18:00 4 0 0 100
43 2 2.62 85.330 0.85 0:02:00 2 0 0 100
142 3 1.43 70.693 0.71 2:01:00 3 0 0 100
1 43 1 4.08 65.686 0.66 0:03:00 1 0 0 100
4 143 1 3.64 58.218 0.58 0:02:00 1 0 0 100
42 1 3.04 51.514 0.52 0:25:00 1 0 0 100
3 2 1.34 49.593 0.5 0:25:00 2 0 0 100
2 3 43 1 1.8 31.175 0.31 0:11:00 1 0 0 100
120 1 -2.74 -44.881 -0.45 19 days, 8:35:00 0 0 1 0
4 2 -0.83 -265.442 -2.65 14 days, 5:56:00 1 0 1 50.0
TOTAL 25 1.85 548.522 5.49 1 day, 23:28:00 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_88 ( 6 ) 1 4.31 84.039 0.84 21:10:00 1 0 0 100
exit_long_normal_d_3_80 ( 6 ) 1 3.89 66.708 0.67 0:47:00 1 0 0 100
exit_long_normal_u_4 ( 1 43 ) 1 4.08 65.686 0.66 0:03:00 1 0 0 100
exit_long_normal_d_3_42 ( 6 ) 1 3.68 62.757 0.63 1:36:00 1 0 0 100
exit_long_quick_u_3 ( 43 ) 1 3.74 60.638 0.61 0:02:00 1 0 0 100
exit_long_normal_u_3 ( 4 143 ) 1 3.64 58.218 0.58 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.67 55.333 0.55 0:12:00 2 0 0 100
exit_long_quick_d_3_65 ( 41 ) 1 3.14 51.992 0.52 0:17:00 1 0 0 100
exit_long_quick_d_3_3 ( 42 ) 1 3.04 51.514 0.52 0:25:00 1 0 0 100
exit_long_quick_d_2_87 ( 41 ) 1 2.78 46.027 0.46 0:25:00 1 0 0 100
exit_long_normal_u_2 ( 4 ) 1 2.71 44.578 0.45 0:01:00 1 0 0 100
exit_long_tc_u_2 ( 142 ) 1 2.24 36.464 0.36 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 43 ) 1 1.8 31.175 0.31 0:11:00 1 0 0 100
exit_long_normal_d_1_72 ( 3 ) 1 1.52 30.351 0.3 0:40:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.5 24.692 0.25 0:03:00 1 0 0 100
exit_long_normal_d_1_42 ( 6 ) 1 1.4 23.807 0.24 2:17:00 1 0 0 100
exit_long_quick_d_1_27 ( 41 ) 1 1.42 23.439 0.23 0:20:00 1 0 0 100
exit_long_tc_d_1_70 ( 142 ) 1 1.41 23.303 0.23 0:19:00 1 0 0 100
exit_long_quick_d_1_20 ( 41 ) 1 1.16 19.246 0.19 0:08:00 1 0 0 100
exit_long_normal_d_1_71 ( 3 ) 1 1.16 19.242 0.19 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
exit_profit_long_tc_t_0_1_m ( 142 ) 1 0.64 10.926 0.11 5:43:00 1 0 0 100
force_exit 2 -3.56 -354.900 -3.55 23 days, 22:12:00 0 0 2 0
TOTAL 25 1.85 548.522 5.49 1 day, 23:28:00 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%
('6 ', 'exit_long_normal_d_5_88 ( 6 )') 1 4.31 84.039 0.84 21:10:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_80 ( 6 )') 1 3.89 66.708 0.67 0:47:00 1 0 0 100
('1 43 ', 'exit_long_normal_u_4 ( 1 43 )') 1 4.08 65.686 0.66 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_d_3_42 ( 6 )') 1 3.68 62.757 0.63 1:36:00 1 0 0 100
('43 ', 'exit_long_quick_u_3 ( 43 )') 1 3.74 60.638 0.61 0:02:00 1 0 0 100
('4 143 ', 'exit_long_normal_u_3 ( 4 143 )') 1 3.64 58.218 0.58 0:02:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.67 55.333 0.55 0:12:00 2 0 0 100
('41 ', 'exit_long_quick_d_3_65 ( 41 )') 1 3.14 51.992 0.52 0:17:00 1 0 0 100
('42 ', 'exit_long_quick_d_3_3 ( 42 )') 1 3.04 51.514 0.52 0:25:00 1 0 0 100
('41 ', 'exit_long_quick_d_2_87 ( 41 )') 1 2.78 46.027 0.46 0:25:00 1 0 0 100
('4 ', 'exit_long_normal_u_2 ( 4 )') 1 2.71 44.578 0.45 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_u_2 ( 142 )') 1 2.24 36.464 0.36 0:02:00 1 0 0 100
('2 3 43 ', 'exit_long_normal_u_1 ( 2 3 43 )') 1 1.8 31.175 0.31 0:11:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_72 ( 3 )') 1 1.52 30.351 0.3 0:40:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 1 1.5 24.692 0.25 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_42 ( 6 )') 1 1.4 23.807 0.24 2:17:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_27 ( 41 )') 1 1.42 23.439 0.23 0:20:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_70 ( 142 )') 1 1.41 23.303 0.23 0:19:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_20 ( 41 )') 1 1.16 19.246 0.19 0:08:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_71 ( 3 )') 1 1.16 19.242 0.19 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
('142 ', 'exit_profit_long_tc_t_0_1_m ( 142 )') 1 0.64 10.926 0.11 5:43:00 1 0 0 100
('120 ', 'force_exit') 1 -2.74 -44.881 -0.45 19 days, 8:35:00 0 0 1 0
('4 ', 'force_exit') 1 -4.38 -310.020 -3.1 28 days, 11:50:00 0 0 1 0
TOTAL 25 1.85 548.522 5.49 1 day, 23:28:00 23 0 2 92.0

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
02/01/2024 13.289 1 0 0
03/01/2024 588.357 14 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 54.89 2 0 0
10/01/2024 0 0 0 0
11/01/2024 34.733 2 0 0
12/01/2024 0 0 0 0
13/01/2024 0 0 0 0
14/01/2024 0 0 0 0
15/01/2024 0 0 0 0
16/01/2024 0 0 0 0
17/01/2024 0 0 0 0
18/01/2024 0 0 0 0
19/01/2024 0 0 0 0
20/01/2024 0 0 0 0
21/01/2024 51.514 1 0 0
22/01/2024 0 0 0 0
23/01/2024 129.465 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 31.175 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 -354.9 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 25 / 0.81
Starting balance 10000 USDT
Final balance 10548.522 USDT
Absolute profit 548.522 USDT
Total profit % 5.49%
CAGR % 87.53%
Sortino 2.55
Sharpe 4.68
Calmar 103.86
Profit factor 2.55
Expectancy (Ratio) 21.94 (0.12)
Avg. daily profit % 0.18%
Avg. stake amount 1530.861 USDT
Total trade volume 38271.537 USDT
Best Pair UMA/USDT 1.29%
Worst Pair CKB/USDT -3.10%
Best trade VELO/USDT 4.31%
Worst trade CKB/USDT -4.38%
Best day 588.357 USDT
Worst day -354.9 USDT
Days win/draw/lose 7 / 23 / 1
Avg. Duration Winners 1:40:00
Avg. Duration Loser 23 days, 22:12:00
Max Consecutive Wins / Loss 23 / 2
Rejected Entry signals 1
Entry/Exit Timeouts 0 / 0
Min balance 10013.289 USDT
Max balance 10903.422 USDT
Max % of account underwater 3.25%
Absolute Drawdown (Account) 3.25%
Absolute Drawdown 354.9 USDT
Drawdown high 903.422 USDT
Drawdown low 548.522 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 25 1.85 548.522 5.49 1 day, 23:28:00 23 0 2 92.0 354.9 USDT 3.25%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20240201-20240301

Current Previous v15.1.214 v15.1.206 v15.1.189
Average Duration 12:47:00 12:47:00 12:39:00 11:58:00 11:58:00
Market Change 41.32 % 41.32 % 41.32 % 41.32 % 41.32 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 2.07 % 2.07 % 2.48 % 2.46 % 2.46 %
Profit Sum 26.9 % 26.89 % 34.76 % 36.88 % 36.88 %
Profit Total 4.68 % 4.65 % 6.14 % 6.52 % 6.52 %
Trades 13 13 14 15 15
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
COTI/USDT 2 3.32 111.662 1.12 0:26:00 2 0 0 100
CKB/USDT 2 2.73 90.407 0.9 0:44:00 2 0 0 100
VET/USDT 2 1.49 50.408 0.5 1:23:00 2 0 0 100
STX/USDT 1 2.74 46.599 0.47 0:09:00 1 0 0 100
UMA/USDT 1 2.27 45.727 0.46 4:05:00 1 0 0 100
FIL/USDT 1 1.84 39.105 0.39 6 days, 8:40:00 1 0 0 100
PLU/USDT 1 2.04 34.537 0.35 0:34:00 1 0 0 100
DGB/USDT 1 1.58 26.303 0.26 0:40:00 1 0 0 100
WIN/USDT 1 1.11 19.034 0.19 0:16:00 1 0 0 100
UNI/USDT 1 0.24 4.008 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 13 2.07 467.790 4.68 12:47:00 13 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 1.84 39.105 0.39 6 days, 8:40:00 1 0 0 100
TOTAL 1 1.84 39.105 0.39 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 7 2.5 294.005 2.94 0:29:00 7 0 0 100
2 6 1 2.27 45.727 0.46 4:05:00 1 0 0 100
120 1 1.84 39.105 0.39 6 days, 8:40:00 1 0 0 100
2 1 2.04 34.537 0.35 0:34:00 1 0 0 100
143 1 1.69 29.068 0.29 2:45:00 1 0 0 100
142 2 0.76 25.348 0.25 1:24:00 2 0 0 100
TOTAL 13 2.07 467.790 4.68 12:47:00 13 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_w_4_9 ( 6 ) 1 4.86 81.447 0.81 0:50:00 1 0 0 100
exit_long_normal_d_4_42 ( 6 ) 1 4.44 73.419 0.73 1:20:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 3 1.31 66.236 0.66 0:09:00 3 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.74 46.599 0.47 0:09:00 1 0 0 100
exit_long_normal_w_2_12 ( 2 6 ) 1 2.27 45.727 0.46 4:05:00 1 0 0 100
force_exit 1 1.84 39.105 0.39 6 days, 8:40:00 1 0 0 100
exit_long_normal_d_2_70 ( 2 ) 1 2.04 34.537 0.35 0:34:00 1 0 0 100
exit_long_tc_d_1_95 ( 143 ) 1 1.69 29.068 0.29 2:45:00 1 0 0 100
exit_long_normal_d_1_65 ( 6 ) 1 1.58 26.303 0.26 0:40:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.28 21.340 0.21 0:01:00 1 0 0 100
exit_profit_long_tc_t_0_3_m ( 142 ) 1 0.24 4.008 0.04 2:46:00 1 0 0 100
TOTAL 13 2.07 467.790 4.68 12:47:00 13 0 0 100

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_w_4_9 ( 6 )') 1 4.86 81.447 0.81 0:50:00 1 0 0 100
('6 ', 'exit_long_normal_d_4_42 ( 6 )') 1 4.44 73.419 0.73 1:20:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.31 66.236 0.66 0:09:00 3 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.74 46.599 0.47 0:09:00 1 0 0 100
('2 6 ', 'exit_long_normal_w_2_12 ( 2 6 )') 1 2.27 45.727 0.46 4:05:00 1 0 0 100
('120 ', 'force_exit') 1 1.84 39.105 0.39 6 days, 8:40:00 1 0 0 100
('2 ', 'exit_long_normal_d_2_70 ( 2 )') 1 2.04 34.537 0.35 0:34:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_95 ( 143 )') 1 1.69 29.068 0.29 2:45:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_65 ( 6 )') 1 1.58 26.303 0.26 0:40:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.28 21.340 0.21 0:01:00 1 0 0 100
('142 ', 'exit_profit_long_tc_t_0_3_m ( 142 )') 1 0.24 4.008 0.04 2:46:00 1 0 0 100
TOTAL 13 2.07 467.790 4.68 12:47:00 13 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 73.419 1 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 47.643 2 0 0
21/02/2024 0 0 0 0
22/02/2024 0 0 0 0
23/02/2024 4.008 1 0 0
24/02/2024 0 0 0 0
25/02/2024 81.447 1 0 0
26/02/2024 0 0 0 0
27/02/2024 64.752 2 0 0
28/02/2024 140.428 4 0 0
29/02/2024 0 0 0 0
01/03/2024 39.105 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 13 / 0.45
Starting balance 10000 USDT
Final balance 10467.79 USDT
Absolute profit 467.79 USDT
Total profit % 4.68%
CAGR % 77.79%
Sortino -100.00
Sharpe 14.66
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 35.98 (100.00)
Avg. daily profit % 0.16%
Avg. stake amount 1558.867 USDT
Total trade volume 20265.266 USDT
Best Pair COTI/USDT 1.12%
Worst Pair AAVE/USDT 0.00%
Best trade COTI/USDT 4.86%
Worst trade UNI/USDT 0.24%
Best day 140.428 USDT
Worst day 0 USDT
Days win/draw/lose 8 / 22 / 0
Avg. Duration Winners 12:47:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 13 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00+00:00
Drawdown End 1970-01-01 00:00:00+00:00
Market change 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 13 2.07 467.790 4.68 12:47:00 13 0 0 100 0 USDT 0.00%

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20240301-20240401

Current Previous v15.1.214 v15.1.206 v15.1.189
Average Duration 2 days, 6:13:00 2 days, 4:03:00 2 days, 5:43:00 2 days, 2:05:00 2 days, 22:57:00
Market Change 24.76 % 24.76 % 24.76 % 24.76 % 24.76 %
Max Drawdown 5.343 % 5.5382 % 5.5484 % 5.5063 % 9.6409 %
Profit Mean 1.37 % 1.4 % 1.34 % 1.49 % 1.47 %
Profit Sum 43.9 % 47.59 % 44.25 % 53.62 % 50.05 %
Profit Total 4.2 % 4.52 % 4.09 % 5.84 % 1.13 %
Trades 32 34 33 36 34
Win Rate 93.75 % 94.12 % 93.94 % 94.44 % 91.18 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NWC/USDT 7 2.61 339.116 3.39 2:27:00 7 0 0 100
COTI/USDT 3 2.04 106.090 1.06 1:26:00 3 0 0 100
GRT/USDT 1 1.96 83.039 0.83 8 days, 17:04:00 1 0 0 100
UMA/USDT 1 4.34 73.969 0.74 0:40:00 1 0 0 100
ALGO/USDT 1 1.83 72.688 0.73 18 days, 9:20:00 1 0 0 100
TEL/USDT 1 2.46 44.250 0.44 1:20:00 1 0 0 100
YFI/USDT 1 1.29 31.330 0.31 2 days, 1:30:00 1 0 0 100
ALEPH/USDT 3 0.55 30.338 0.3 5:15:00 3 0 0 100
FIL/USDT 1 1.6 26.833 0.27 0:03:00 1 0 0 100
BTT/USDT 2 0.64 21.435 0.21 0:07:00 2 0 0 100
DOT/USDT 1 1.24 20.682 0.21 0:08:00 1 0 0 100
VELO/USDT 1 1.19 20.531 0.21 0:45:00 1 0 0 100
AAVE/USDT 1 1.11 18.512 0.19 0:09:00 1 0 0 100
DGB/USDT 1 1.06 17.604 0.18 0:08:00 1 0 0 100
COMP/USDT 1 0.71 16.698 0.17 15:54:00 1 0 0 100
ADA/USDT 1 0.36 8.168 0.08 3:40:00 1 0 0 100
WIN/USDT 1 0.2 3.431 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 0.83 -182.039 -1.82 9 days, 0:45:00 2 0 1 66.7
VIDT/USDT 1 -5.32 -332.724 -3.33 13 days, 11:40:00 0 0 1 0
TOTAL 32 1.37 419.950 4.2 2 days, 6:13:00 30 0 2 93.8

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALGO/USDT 1 1.83 72.688 0.73 18 days, 9:20:00 1 0 0 100
VRA/USDT 1 -1.71 -255.443 -2.55 26 days, 7:50:00 0 0 1 0
VIDT/USDT 1 -5.32 -332.724 -3.33 13 days, 11:40:00 0 0 1 0
TOTAL 3 -1.73 -515.479 -5.15 19 days, 9:37:00 1 0 2 33.3

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 2 1.89 155.727 1.56 13 days, 13:12:00 2 0 0 100
3 4 0.68 47.943 0.48 3:58:00 4 0 0 100
1 1 2.04 41.142 0.41 0:23:00 1 0 0 100
6 42 1 2.4 41.022 0.41 0:04:00 1 0 0 100
141 1 1.6 26.833 0.27 0:03:00 1 0 0 100
142 2 0.74 26.680 0.27 1:54:00 2 0 0 100
41 1 1.42 23.115 0.23 1:17:00 1 0 0 100
42 1 1.25 21.380 0.21 0:35:00 1 0 0 100
43 1 1.17 19.513 0.2 0:13:00 1 0 0 100
6 17 1.52 13.165 0.13 2 days, 14:26:00 15 0 2 88.2
5 1 0.2 3.431 0.03 0:58:00 1 0 0 100
TOTAL 32 1.37 419.950 4.2 2 days, 6:13:00 30 0 2 93.8

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_d_8_47 ( 6 ) 1 6.98 141.831 1.42 14:20:00 1 0 0 100
exit_long_grind_g ( 120 ) 1 1.96 83.039 0.83 8 days, 17:04:00 1 0 0 100
exit_long_normal_w_4_11 ( 6 ) 1 4.34 73.969 0.74 0:40:00 1 0 0 100
exit_long_normal_d_2_42 ( 6 ) 1 2.96 48.913 0.49 0:55:00 1 0 0 100
exit_long_normal_w_2_8 ( 6 ) 1 2.79 46.469 0.46 1:00:00 1 0 0 100
exit_long_normal_d_2_26 ( 6 ) 1 2.46 44.250 0.44 1:20:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.3 43.199 0.43 0:05:00 2 0 0 100
exit_long_normal_u_2 ( 1 ) 1 2.04 41.142 0.41 0:23:00 1 0 0 100
exit_long_normal_u_2 ( 6 42 ) 1 2.4 41.022 0.41 0:04:00 1 0 0 100
exit_long_normal_d_2_38 ( 6 ) 1 1.99 37.104 0.37 3:15:00 1 0 0 100
exit_long_normal_d_2_70 ( 6 ) 1 2.11 35.925 0.36 0:29:00 1 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.1 34.700 0.35 0:03:00 1 0 0 100
exit_long_normal_w_1_1 ( 6 ) 1 1.29 31.330 0.31 2 days, 1:30:00 1 0 0 100
exit_long_tc_u_1 ( 141 ) 1 1.6 26.833 0.27 0:03:00 1 0 0 100
exit_long_normal_w_1_10 ( 6 ) 1 1.25 24.491 0.24 17:30:00 1 0 0 100
exit_long_quick_d_1_77 ( 41 ) 1 1.42 23.115 0.23 1:17:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.25 21.380 0.21 0:35:00 1 0 0 100
exit_long_normal_d_1_77 ( 6 ) 1 1.19 20.531 0.21 0:45:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.17 19.513 0.2 0:13:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.11 18.512 0.19 0:09:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.06 17.604 0.18 0:08:00 1 0 0 100
exit_long_normal_d_1_63 ( 6 ) 1 0.71 16.698 0.17 15:54:00 1 0 0 100
exit_long_normal_d_0_1 ( 3 ) 1 0.79 15.928 0.16 15:40:00 1 0 0 100
exit_long_normal_u_0 ( 3 ) 2 0.43 14.410 0.14 0:03:00 2 0 0 100
exit_long_tc_d_0_25 ( 142 ) 1 0.36 8.168 0.08 3:40:00 1 0 0 100
exit_long_normal_d_0_80 ( 5 ) 1 0.2 3.431 0.03 0:58:00 1 0 0 100
exit_long_normal_u_0 ( 6 ) 1 0.11 1.922 0.02 0:01:00 1 0 0 100
force_exit 3 -1.73 -515.479 -5.15 19 days, 9:37:00 1 0 2 33.3
TOTAL 32 1.37 419.950 4.2 2 days, 6:13:00 30 0 2 93.8

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_8_47 ( 6 )') 1 6.98 141.831 1.42 14:20:00 1 0 0 100
('120 ', 'exit_long_grind_g ( 120 )') 1 1.96 83.039 0.83 8 days, 17:04:00 1 0 0 100
('6 ', 'exit_long_normal_w_4_11 ( 6 )') 1 4.34 73.969 0.74 0:40:00 1 0 0 100
('120 ', 'force_exit') 1 1.83 72.688 0.73 18 days, 9:20:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_42 ( 6 )') 1 2.96 48.913 0.49 0:55:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_8 ( 6 )') 1 2.79 46.469 0.46 1:00:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_26 ( 6 )') 1 2.46 44.250 0.44 1:20:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.3 43.199 0.43 0:05:00 2 0 0 100
('1 ', 'exit_long_normal_u_2 ( 1 )') 1 2.04 41.142 0.41 0:23:00 1 0 0 100
('6 42 ', 'exit_long_normal_u_2 ( 6 42 )') 1 2.4 41.022 0.41 0:04:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_38 ( 6 )') 1 1.99 37.104 0.37 3:15:00 1 0 0 100
('6 ', 'exit_long_normal_d_2_70 ( 6 )') 1 2.11 35.925 0.36 0:29:00 1 0 0 100
('6 ', 'exit_long_normal_u_2 ( 6 )') 1 2.1 34.700 0.35 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_1 ( 6 )') 1 1.29 31.330 0.31 2 days, 1:30:00 1 0 0 100
('141 ', 'exit_long_tc_u_1 ( 141 )') 1 1.6 26.833 0.27 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_w_1_10 ( 6 )') 1 1.25 24.491 0.24 17:30:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_77 ( 41 )') 1 1.42 23.115 0.23 1:17:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.25 21.380 0.21 0:35:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_77 ( 6 )') 1 1.19 20.531 0.21 0:45:00 1 0 0 100
('43 ', 'exit_long_quick_u_1 ( 43 )') 1 1.17 19.513 0.2 0:13:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.11 18.512 0.19 0:09:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.06 17.604 0.18 0:08:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_63 ( 6 )') 1 0.71 16.698 0.17 15:54:00 1 0 0 100
('3 ', 'exit_long_normal_d_0_1 ( 3 )') 1 0.79 15.928 0.16 15:40:00 1 0 0 100
('3 ', 'exit_long_normal_u_0 ( 3 )') 2 0.43 14.410 0.14 0:03:00 2 0 0 100
('142 ', 'exit_long_tc_d_0_25 ( 142 )') 1 0.36 8.168 0.08 3:40:00 1 0 0 100
('5 ', 'exit_long_normal_d_0_80 ( 5 )') 1 0.2 3.431 0.03 0:58:00 1 0 0 100
('6 ', 'exit_long_normal_u_0 ( 6 )') 1 0.11 1.922 0.02 0:01:00 1 0 0 100
('6 ', 'force_exit') 2 -3.51 -588.167 -5.88 19 days, 21:45:00 0 0 2 0
TOTAL 32 1.37 419.950 4.2 2 days, 6:13:00 30 0 2 93.8

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
04/03/2024 48.913 1 0 0
05/03/2024 115.224 6 0 0
06/03/2024 16.698 1 0 0
07/03/2024 54.445 2 0 0
08/03/2024 0 0 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 83.039 1 0 0
13/03/2024 34.7 1 0 0
14/03/2024 0 0 0 0
15/03/2024 132.021 6 0 0
16/03/2024 14.41 2 0 0
17/03/2024 15.928 1 0 0
18/03/2024 35.925 1 0 0
19/03/2024 159.241 3 0 0
20/03/2024 141.831 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 0 0 0 0
26/03/2024 62.522 2 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 20.531 1 0 0
31/03/2024 0 0 0 0
01/04/2024 -515.479 1 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 32 / 1.03
Starting balance 10000 USDT
Final balance 10419.95 USDT
Absolute profit 419.95 USDT
Total profit % 4.20%
CAGR % 62.31%
Sortino 6.70
Sharpe 3.06
Calmar 48.44
Profit factor 1.71
Expectancy (Ratio) 13.12 (0.04)
Avg. daily profit % 0.14%
Avg. stake amount 1497.873 USDT
Total trade volume 47931.943 USDT
Best Pair NWC/USDT 3.39%
Worst Pair VIDT/USDT -3.33%
Best trade NWC/USDT 6.98%
Worst trade VIDT/USDT -5.32%
Best day 159.241 USDT
Worst day -515.479 USDT
Days win/draw/lose 14 / 14 / 1
Avg. Duration Winners 1 day, 1:59:00
Avg. Duration Loser 19 days, 21:45:00
Max Consecutive Wins / Loss 30 / 2
Rejected Entry signals 18
Entry/Exit Timeouts 0 / 0
Min balance 10048.913 USDT
Max balance 11008.117 USDT
Max % of account underwater 5.34%
Absolute Drawdown (Account) 5.34%
Absolute Drawdown 588.167 USDT
Drawdown high 1008.117 USDT
Drawdown low 419.95 USDT
Drawdown Start 2024-04-01 00:00:00
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 32 1.37 419.950 4.2 2 days, 6:13:00 30 0 2 93.8 588.167 USDT 5.34%

@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 v15.1.214 v15.1.206 v15.1.189
Average Duration 15:12:00 15:03:00 15:03:00 1 day, 3:17:00 23:30:00
Market Change -25.78 % -25.78 % -25.78 % -25.78 % -25.78 %
Max Drawdown 0.9904 % 0.8711 % 0.8709 % 4.4088 % 3.3872 %
Profit Mean 1.07 % 1.08 % 1.08 % 1.05 % 1.1 %
Profit Sum 38.47 % 38.74 % 38.88 % 37.9 % 40.62 %
Profit Total 6.01 % 6.18 % 6.21 % 3.4 % 5.03 %
Trades 36 36 36 36 37
Win Rate 97.22 % 97.22 % 97.22 % 94.44 % 97.3 %
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%
CKB/USDT 3 2.56 136.153 1.36 1:27:00 3 0 0 100
ARPA/USDT 3 1.2 63.412 0.63 2:48:00 3 0 0 100
VELO/USDT 2 1.61 57.625 0.58 1:36:00 2 0 0 100
ONE/USDT 3 0.92 46.507 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 38.670 0.39 0:22:00 2 0 0 100
VET/USDT 2 1.11 37.203 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 26.522 0.27 0:55:00 1 0 0 100
UOS/USDT 1 1.56 26.499 0.26 0:01:00 1 0 0 100
DGB/USDT 1 1.43 25.127 0.25 0:51:00 1 0 0 100
BTT/USDT 1 1.47 24.841 0.25 0:02:00 1 0 0 100
ADA/USDT 2 0.57 22.583 0.23 5:09:00 2 0 0 100
LTC/USDT 1 1.23 20.309 0.2 0:04:00 1 0 0 100
ROSE/USDT 1 0.99 19.585 0.2 8:33:00 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 17.207 0.17 2:55:00 1 0 0 100
AAVE/USDT 1 0.43 7.593 0.08 9:15:00 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
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
ALGO/USDT 2 -0.76 -99.566 -1.0 10 days, 5:40:00 1 0 1 50.0
TOTAL 36 1.07 601.300 6.01 15:12:00 35 0 1 97.2

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALGO/USDT 1 -1.9 -106.043 -1.06 20 days, 11:20:00 0 0 1 0
TOTAL 1 -1.9 -106.043 -1.06 20 days, 11:20:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 9 1.2 189.715 1.9 1:29:00 9 0 0 100
42 4 1.76 121.641 1.22 2:00:00 4 0 0 100
2 3 1.74 92.441 0.92 3:02:00 3 0 0 100
3 3 1.58 81.242 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 24.841 0.25 0:02:00 1 0 0 100
143 1 1.09 21.644 0.22 0:41:00 1 0 0 100
2 3 4 1 1.22 21.305 0.21 0:01:00 1 0 0 100
141 2 0.59 20.412 0.2 1:16:00 2 0 0 100
6 142 1 0.99 19.674 0.2 8:31:00 1 0 0 100
41 1 1.1 18.598 0.19 0:03:00 1 0 0 100
4 141 143 1 0.77 17.207 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 8.968 0.09 0:07:00 1 0 0 100
6 141 142 1 0.43 7.593 0.08 9:15:00 1 0 0 100
120 1 -1.9 -106.043 -1.06 20 days, 11:20:00 0 0 1 0
TOTAL 36 1.07 601.300 6.01 15:12:00 35 0 1 97.2

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 ) 5 1.2 100.843 1.01 0:04:00 5 0 0 100
exit_long_normal_d_3_77 ( 2 ) 1 3.1 55.756 0.56 0:40:00 1 0 0 100
exit_long_quick_w_3_11 ( 42 ) 1 3.12 54.019 0.54 2:35:00 1 0 0 100
exit_long_normal_d_2_71 ( 3 ) 1 2.35 39.989 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 26.522 0.27 0:55:00 1 0 0 100
exit_long_quick_d_1_81 ( 42 ) 1 1.46 26.378 0.26 1:05:00 1 0 0 100
exit_long_normal_d_1_27 ( 6 ) 1 1.43 25.127 0.25 0:51:00 1 0 0 100
exit_long_normal_u_1 ( 4 ) 1 1.47 24.841 0.25 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 3 ) 1 1.39 24.363 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 21.644 0.22 0:41:00 1 0 0 100
exit_long_normal_u_1 ( 2 3 4 ) 1 1.22 21.305 0.21 0:01:00 1 0 0 100
exit_long_normal_d_1_52 ( 6 142 ) 1 0.99 19.674 0.2 8:31:00 1 0 0 100
exit_long_normal_d_1_44 ( 6 ) 1 0.99 19.585 0.2 8:33:00 1 0 0 100
exit_long_normal_u_1 ( 2 ) 1 1.12 18.941 0.19 0:05:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.1 18.598 0.19 0:03:00 1 0 0 100
exit_long_normal_d_1_84 ( 2 ) 1 1.0 17.744 0.18 8:20:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.07 17.698 0.18 0:08:00 1 0 0 100
exit_long_quick_w_1_11 ( 42 ) 1 1.07 17.645 0.18 4:00:00 1 0 0 100
exit_long_normal_d_1_95 ( 6 ) 1 0.86 17.636 0.18 2:48:00 1 0 0 100
exit_long_tc_d_1_20 ( 141 ) 1 1.04 17.504 0.18 0:45:00 1 0 0 100
exit_long_normal_w_1_11 ( 4 141 143 ) 1 0.77 17.207 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 8.968 0.09 0:07:00 1 0 0 100
exit_long_normal_d_0_50 ( 6 141 142 ) 1 0.43 7.593 0.08 9:15:00 1 0 0 100
exit_long_tc_d_0_38 ( 141 ) 1 0.15 2.909 0.03 1:47:00 1 0 0 100
force_exit 1 -1.9 -106.043 -1.06 20 days, 11:20:00 0 0 1 0
TOTAL 36 1.07 601.300 6.01 15:12:00 35 0 1 97.2

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 )') 5 1.2 100.843 1.01 0:04:00 5 0 0 100
('2 ', 'exit_long_normal_d_3_77 ( 2 )') 1 3.1 55.756 0.56 0:40:00 1 0 0 100
('42 ', 'exit_long_quick_w_3_11 ( 42 )') 1 3.12 54.019 0.54 2:35:00 1 0 0 100
('3 ', 'exit_long_normal_d_2_71 ( 3 )') 1 2.35 39.989 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 26.522 0.27 0:55:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_81 ( 42 )') 1 1.46 26.378 0.26 1:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_27 ( 6 )') 1 1.43 25.127 0.25 0:51:00 1 0 0 100
('4 ', 'exit_long_normal_u_1 ( 4 )') 1 1.47 24.841 0.25 0:02:00 1 0 0 100
('3 ', 'exit_long_normal_u_1 ( 3 )') 1 1.39 24.363 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 21.644 0.22 0:41:00 1 0 0 100
('2 3 4 ', 'exit_long_normal_u_1 ( 2 3 4 )') 1 1.22 21.305 0.21 0:01:00 1 0 0 100
('6 142 ', 'exit_long_normal_d_1_52 ( 6 142 )') 1 0.99 19.674 0.2 8:31:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_44 ( 6 )') 1 0.99 19.585 0.2 8:33:00 1 0 0 100
('2 ', 'exit_long_normal_u_1 ( 2 )') 1 1.12 18.941 0.19 0:05:00 1 0 0 100
('41 ', 'exit_long_quick_u_1 ( 41 )') 1 1.1 18.598 0.19 0:03:00 1 0 0 100
('2 ', 'exit_long_normal_d_1_84 ( 2 )') 1 1.0 17.744 0.18 8:20:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.07 17.698 0.18 0:08:00 1 0 0 100
('42 ', 'exit_long_quick_w_1_11 ( 42 )') 1 1.07 17.645 0.18 4:00:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_95 ( 6 )') 1 0.86 17.636 0.18 2:48:00 1 0 0 100
('141 ', 'exit_long_tc_d_1_20 ( 141 )') 1 1.04 17.504 0.18 0:45:00 1 0 0 100
('4 141 143 ', 'exit_long_normal_w_1_11 ( 4 141 143 )') 1 0.77 17.207 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 8.968 0.09 0:07:00 1 0 0 100
('6 141 142 ', 'exit_long_normal_d_0_50 ( 6 141 142 )') 1 0.43 7.593 0.08 9:15:00 1 0 0 100
('141 ', 'exit_long_tc_d_0_38 ( 141 )') 1 0.15 2.909 0.03 1:47:00 1 0 0 100
('120 ', 'force_exit') 1 -1.9 -106.043 -1.06 20 days, 11:20:00 0 0 1 0
TOTAL 36 1.07 601.300 6.01 15:12:00 35 0 1 97.2

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 279.232 12 0 0
13/04/2024 119.483 4 0 0
14/04/2024 88.96 5 0 0
15/04/2024 0 0 0 0
16/04/2024 25.127 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 0 0 0 0
21/04/2024 0 0 0 0
22/04/2024 0 0 0 0
23/04/2024 0 0 0 0
24/04/2024 0 0 0 0
25/04/2024 0 0 0 0
26/04/2024 0 0 0 0
27/04/2024 0 0 0 0
28/04/2024 0 0 0 0
29/04/2024 0 0 0 0
30/04/2024 0 0 0 0
01/05/2024 -106.043 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2024-04-01 00:00:00
Backtesting to 2024-05-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 36 / 1.2
Starting balance 10000 USDT
Final balance 10601.3 USDT
Absolute profit 601.3 USDT
Total profit % 6.01%
CAGR % 103.49%
Sortino -100.00
Sharpe 16.28
Calmar 386.65
Profit factor 6.67
Expectancy (Ratio) 16.70 (0.16)
Avg. daily profit % 0.20%
Avg. stake amount 1686.339 USDT
Total trade volume 60708.217 USDT
Best Pair CKB/USDT 1.36%
Worst Pair ALGO/USDT -1.00%
Best trade CKB/USDT 3.12%
Worst trade ALGO/USDT -1.90%
Best day 279.232 USDT
Worst day -106.043 USDT
Days win/draw/lose 9 / 21 / 1
Avg. Duration Winners 1:36:00
Avg. Duration Loser 20 days, 11:20:00
Max Consecutive Wins / Loss 35 / 1
Rejected Entry signals 143
Entry/Exit Timeouts 0 / 0
Min balance 10017.645 USDT
Max balance 10707.343 USDT
Max % of account underwater 0.99%
Absolute Drawdown (Account) 0.99%
Absolute Drawdown 106.043 USDT
Drawdown high 707.343 USDT
Drawdown low 601.3 USDT
Drawdown Start 2024-04-16 04:41:00
Drawdown End 2024-05-01 00:00:00
Market change -25.78%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 36 1.07 601.300 6.01 15:12:00 35 0 1 97.2 106.043 USDT 0.99%

@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 v15.1.214 v15.1.206 v15.1.189
Average Duration 6 days, 8:21:00 6 days, 8:21:00 6 days, 8:21:00 4 days, 3:55:00 3 days, 16:56:00
Market Change -0.54 % -0.54 % -0.54 % -0.54 % -0.54 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.79 % 1.79 % 1.79 % 1.43 % 1.35 %
Profit Sum 8.95 % 8.95 % 8.95 % 11.42 % 12.13 %
Profit Total 1.58 % 1.56 % 1.56 % 1.97 % 2.09 %
Trades 5 5 5 8 9
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VELO/USDT 2 2.65 87.820 0.88 1:32:00 2 0 0 100
ALGO/USDT 1 1.27 26.879 0.27 30 days, 16:50:00 1 0 0 100
STX/USDT 1 1.26 24.827 0.25 21:06:00 1 0 0 100
ALEPH/USDT 1 1.11 18.466 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 1.79 157.992 1.58 6 days, 8:21:00 5 0 0 100

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALGO/USDT 1 1.27 26.879 0.27 30 days, 16:50:00 1 0 0 100
TOTAL 1 1.27 26.879 0.27 30 days, 16:50:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 3 2.14 106.286 1.06 1:17:00 3 0 0 100
120 1 1.27 26.879 0.27 30 days, 16:50:00 1 0 0 100
142 1 1.26 24.827 0.25 21:06:00 1 0 0 100
TOTAL 5 1.79 157.992 1.58 6 days, 8:21:00 5 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_normal_t_4_2_m ( 6 ) 1 4.05 66.909 0.67 3:02:00 1 0 0 100
force_exit 1 1.27 26.879 0.27 30 days, 16:50:00 1 0 0 100
exit_long_tc_w_1_2 ( 142 ) 1 1.26 24.827 0.25 21:06:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.25 20.912 0.21 0:03:00 1 0 0 100
exit_long_normal_d_1_60 ( 6 ) 1 1.11 18.466 0.18 0:45:00 1 0 0 100
TOTAL 5 1.79 157.992 1.58 6 days, 8:21:00 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%
('6 ', 'exit_profit_long_normal_t_4_2_m ( 6 )') 1 4.05 66.909 0.67 3:02:00 1 0 0 100
('120 ', 'force_exit') 1 1.27 26.879 0.27 30 days, 16:50:00 1 0 0 100
('142 ', 'exit_long_tc_w_1_2 ( 142 )') 1 1.26 24.827 0.25 21:06:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 1 1.25 20.912 0.21 0:03:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_60 ( 6 )') 1 1.11 18.466 0.18 0:45:00 1 0 0 100
TOTAL 5 1.79 157.992 1.58 6 days, 8:21:00 5 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
02/05/2024 66.909 1 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 18.466 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 20.912 1 0 0
15/05/2024 0 0 0 0
16/05/2024 0 0 0 0
17/05/2024 24.827 1 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 0 0 0 0
25/05/2024 0 0 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 26.879 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 10157.992 USDT
Absolute profit 157.992 USDT
Total profit % 1.58%
CAGR % 20.27%
Sortino -100.00
Sharpe 5.44
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 31.60 (100.00)
Avg. daily profit % 0.05%
Avg. stake amount 1407.364 USDT
Total trade volume 7036.821 USDT
Best Pair VELO/USDT 0.88%
Worst Pair AAVE/USDT 0.00%
Best trade VELO/USDT 4.05%
Worst trade ALEPH/USDT 1.11%
Best day 66.909 USDT
Worst day 0 USDT
Days win/draw/lose 5 / 26 / 0
Avg. Duration Winners 6 days, 8:21:00
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 1.79 157.992 1.58 6 days, 8:21:00 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 v15.1.214 v15.1.206 v15.1.189
Average Duration 17:22:00 17:22:00 17:22:00 17:22:00 16:15:00
Market Change -20.72 % -20.72 % -20.72 % -20.72 % -20.72 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.52 % 1.52 % 1.52 % 1.52 % 1.43 %
Profit Sum 44.05 % 43.98 % 43.98 % 43.98 % 44.28 %
Profit Total 7.7 % 7.66 % 7.66 % 7.66 % 7.73 %
Trades 29 29 29 29 31
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UNI/USDT 3 2.05 104.861 1.05 0:02:00 3 0 0 100
ETC/USDT 2 2.11 70.431 0.7 0:33:00 2 0 0 100
VRA/USDT 3 1.32 67.217 0.67 0:03:00 3 0 0 100
VELO/USDT 3 1.05 58.474 0.58 0:20:00 3 0 0 100
EWT/USDT 1 3.41 56.337 0.56 7:05:00 1 0 0 100
STX/USDT 2 1.54 51.845 0.52 0:01:00 2 0 0 100
FIL/USDT 1 2.93 50.739 0.51 0:02:00 1 0 0 100
ALGO/USDT 2 1.44 50.050 0.5 0:14:00 2 0 0 100
ONT/USDT 2 1.32 45.534 0.46 0:08:00 2 0 0 100
CKB/USDT 2 1.25 43.086 0.43 0:42:00 2 0 0 100
GRT/USDT 1 1.58 40.889 0.41 18 days, 4:05:00 1 0 0 100
EOS/USDT 2 0.99 36.145 0.36 1 day, 2:59:00 2 0 0 100
ATOM/USDT 2 0.79 26.573 0.27 0:12:00 2 0 0 100
AAVE/USDT 1 1.54 25.952 0.26 1:05:00 1 0 0 100
LTC/USDT 1 1.46 24.311 0.24 0:02:00 1 0 0 100
ADA/USDT 1 1.01 17.727 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
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
TOTAL 29 1.52 770.170 7.7 17:22:00 29 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 1.58 40.889 0.41 18 days, 4:05:00 1 0 0 100
TOTAL 1 1.58 40.889 0.41 18 days, 4:05:00 1 0 0 100

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 3 2.21 110.808 1.11 2:24:00 3 0 0 100
143 5 1.12 96.045 0.96 0:53:00 5 0 0 100
3 3 1.51 78.432 0.78 0:29:00 3 0 0 100
142 4 1.1 77.962 0.78 13:16:00 4 0 0 100
4 2 2.16 75.025 0.75 0:02:00 2 0 0 100
1 3 1.12 57.235 0.57 0:02:00 3 0 0 100
141 1 3.18 52.870 0.53 0:01:00 1 0 0 100
3 6 142 1 2.91 48.874 0.49 0:02:00 1 0 0 100
120 1 1.58 40.889 0.41 18 days, 4:05:00 1 0 0 100
4 141 1 1.64 27.516 0.28 0:01:00 1 0 0 100
3 141 1 1.44 24.329 0.24 0:01:00 1 0 0 100
41 1 1.25 21.248 0.21 0:15:00 1 0 0 100
3 142 143 1 1.22 20.641 0.21 0:01:00 1 0 0 100
3 41 1 0.93 19.189 0.19 0:26:00 1 0 0 100
42 1 1.08 19.107 0.19 0:33:00 1 0 0 100
TOTAL 29 1.52 770.170 7.7 17:22:00 29 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_3_2 ( 6 ) 1 3.41 56.337 0.56 7:05:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 2 1.6 54.471 0.54 0:04:00 2 0 0 100
exit_long_tc_u_3 ( 141 ) 1 3.18 52.870 0.53 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 2 1.51 51.551 0.52 0:02:00 2 0 0 100
exit_long_normal_u_2 ( 4 ) 1 2.93 50.739 0.51 0:02:00 1 0 0 100
exit_long_normal_u_2 ( 3 6 142 ) 1 2.91 48.874 0.49 0:02:00 1 0 0 100
exit_long_tc_w_1_3 ( 143 ) 2 1.29 43.513 0.44 1:05:00 2 0 0 100
force_exit 1 1.58 40.889 0.41 18 days, 4:05:00 1 0 0 100
exit_long_tc_d_1_20 ( 143 ) 2 1.05 36.667 0.37 0:27:00 2 0 0 100
exit_long_normal_u_2 ( 3 ) 1 2.03 35.346 0.35 0:02:00 1 0 0 100
exit_long_tc_u_1 ( 142 ) 1 1.8 31.110 0.31 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 4 141 ) 1 1.64 27.516 0.28 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 3 141 ) 1 1.44 24.329 0.24 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 4 ) 1 1.4 24.286 0.24 0:02:00 1 0 0 100
exit_long_normal_d_1_20 ( 3 ) 1 1.35 23.581 0.24 0:20:00 1 0 0 100
exit_long_quick_d_1_60 ( 41 ) 1 1.25 21.248 0.21 0:15:00 1 0 0 100
exit_long_normal_u_1 ( 3 142 143 ) 1 1.22 20.641 0.21 0:01:00 1 0 0 100
exit_long_tc_d_1_63 ( 142 ) 1 1.03 20.279 0.2 2 days, 4:38:00 1 0 0 100
exit_long_normal_d_1_53 ( 3 ) 1 1.15 19.505 0.2 1:05:00 1 0 0 100
exit_long_normal_d_1_20 ( 3 41 ) 1 0.93 19.189 0.19 0:26:00 1 0 0 100
exit_long_quick_d_1_27 ( 42 ) 1 1.08 19.107 0.19 0:33:00 1 0 0 100
exit_long_tc_d_1_70 ( 142 ) 1 1.07 18.162 0.18 0:24:00 1 0 0 100
exit_long_tc_d_0_37 ( 143 ) 1 0.94 15.866 0.16 1:20:00 1 0 0 100
exit_long_tc_u_0 ( 142 ) 1 0.51 8.411 0.08 0:01:00 1 0 0 100
exit_long_normal_u_0 ( 1 ) 1 0.34 5.684 0.06 0:01:00 1 0 0 100
TOTAL 29 1.52 770.170 7.7 17:22:00 29 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_3_2 ( 6 )') 1 3.41 56.337 0.56 7:05:00 1 0 0 100
('6 ', 'exit_long_normal_u_1 ( 6 )') 2 1.6 54.471 0.54 0:04:00 2 0 0 100
('141 ', 'exit_long_tc_u_3 ( 141 )') 1 3.18 52.870 0.53 0:01:00 1 0 0 100
('1 ', 'exit_long_normal_u_1 ( 1 )') 2 1.51 51.551 0.52 0:02:00 2 0 0 100
('4 ', 'exit_long_normal_u_2 ( 4 )') 1 2.93 50.739 0.51 0:02:00 1 0 0 100
('3 6 142 ', 'exit_long_normal_u_2 ( 3 6 142 )') 1 2.91 48.874 0.49 0:02:00 1 0 0 100
('143 ', 'exit_long_tc_w_1_3 ( 143 )') 2 1.29 43.513 0.44 1:05:00 2 0 0 100
('120 ', 'force_exit') 1 1.58 40.889 0.41 18 days, 4:05:00 1 0 0 100
('143 ', 'exit_long_tc_d_1_20 ( 143 )') 2 1.05 36.667 0.37 0:27:00 2 0 0 100
('3 ', 'exit_long_normal_u_2 ( 3 )') 1 2.03 35.346 0.35 0:02:00 1 0 0 100
('142 ', 'exit_long_tc_u_1 ( 142 )') 1 1.8 31.110 0.31 0:02:00 1 0 0 100
('4 141 ', 'exit_long_normal_u_1 ( 4 141 )') 1 1.64 27.516 0.28 0:01:00 1 0 0 100
('3 141 ', 'exit_long_normal_u_1 ( 3 141 )') 1 1.44 24.329 0.24 0:01:00 1 0 0 100
('4 ', 'exit_long_normal_u_1 ( 4 )') 1 1.4 24.286 0.24 0:02:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_20 ( 3 )') 1 1.35 23.581 0.24 0:20:00 1 0 0 100
('41 ', 'exit_long_quick_d_1_60 ( 41 )') 1 1.25 21.248 0.21 0:15:00 1 0 0 100
('3 142 143 ', 'exit_long_normal_u_1 ( 3 142 143 )') 1 1.22 20.641 0.21 0:01:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_63 ( 142 )') 1 1.03 20.279 0.2 2 days, 4:38:00 1 0 0 100
('3 ', 'exit_long_normal_d_1_53 ( 3 )') 1 1.15 19.505 0.2 1:05:00 1 0 0 100
('3 41 ', 'exit_long_normal_d_1_20 ( 3 41 )') 1 0.93 19.189 0.19 0:26:00 1 0 0 100
('42 ', 'exit_long_quick_d_1_27 ( 42 )') 1 1.08 19.107 0.19 0:33:00 1 0 0 100
('142 ', 'exit_long_tc_d_1_70 ( 142 )') 1 1.07 18.162 0.18 0:24:00 1 0 0 100
('143 ', 'exit_long_tc_d_0_37 ( 143 )') 1 0.94 15.866 0.16 1:20:00 1 0 0 100
('142 ', 'exit_long_tc_u_0 ( 142 )') 1 0.51 8.411 0.08 0:01:00 1 0 0 100
('1 ', 'exit_long_normal_u_0 ( 1 )') 1 0.34 5.684 0.06 0:01:00 1 0 0 100
TOTAL 29 1.52 770.170 7.7 17:22:00 29 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
03/06/2024 56.337 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 362.302 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 30.16 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 260.203 10 0 0
19/06/2024 0 0 0 0
20/06/2024 20.279 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 40.889 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 29 / 0.97
Starting balance 10000 USDT
Final balance 10770.17 USDT
Absolute profit 770.17 USDT
Total profit % 7.70%
CAGR % 146.63%
Sortino -100.00
Sharpe 39.39
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 26.56 (100.00)
Avg. daily profit % 0.26%
Avg. stake amount 1650.478 USDT
Total trade volume 47863.867 USDT
Best Pair UNI/USDT 1.05%
Worst Pair ALEPH/USDT 0.00%
Best trade EWT/USDT 3.41%
Worst trade VRA/USDT 0.34%
Best day 362.302 USDT
Worst day 0 USDT
Days win/draw/lose 6 / 23 / 0
Avg. Duration Winners 17:22:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 29 / 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 -20.72%

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

STRATEGY SUMMARY

Strategy Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX5 29 1.52 770.170 7.7 17:22:00 29 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 - 20240701-20240801

Current Previous v15.1.214 v15.1.206 v15.1.189
Average Duration 3:00:00 3:00:00 3:00:00 3:00:00 3:00:00
Market Change -6.39 % -6.39 % -6.39 % -6.39 % -6.39 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.59 % 1.59 % 1.58 % 1.58 % 1.58 %
Profit Sum 12.68 % 12.68 % 12.61 % 12.61 % 12.61 %
Profit Total 2.18 % 2.18 % 2.16 % 2.16 % 2.16 %
Trades 8 8 8 8 8
Win Rate 100.0 % 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy 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 23.921 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 1.59 217.628 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 23.921 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 1.59 217.628 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 23.921 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 1.59 217.628 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 23.921 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 1.59 217.628 2.18 3:00:00 8 0 0 100

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
05/07/2024 196.844 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 10217.628 USDT
Absolute profit 217.628 USDT
Total profit % 2.18%
CAGR % 28.85%
Sortino -100.00
Sharpe 6.44
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 27.20 (100.00)
Avg. daily profit % 0.07%
Avg. stake amount 1657.903 USDT
Total trade volume 13263.226 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 196.844 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 1.59 217.628 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 v15.1.214 v15.1.206 v15.1.189
Average Duration 2 days, 18:08:00 2 days, 18:08:00 2 days, 18:08:00 2 days, 18:08:00 1 day, 12:27:00
Market Change -14.37 % -14.37 % -14.37 % -14.37 % -14.37 %
Max Drawdown 0.3982 % 0.4218 % 0.4218 % 0.422 % 0.265 %
Profit Mean 1.43 % 1.41 % 1.41 % 1.38 % 1.26 %
Profit Sum 15.68 % 15.51 % 15.51 % 15.19 % 25.26 %
Profit Total 2.56 % 2.53 % 2.53 % 2.48 % 4.19 %
Trades 11 11 11 11 20
Win Rate 90.91 % 90.91 % 90.91 % 90.91 % 95.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX5

BACKTESTING REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BCH/USDT 1 4.09 67.258 0.67 0:40:00 1 0 0 100
FIL/USDT 1 3.25 53.463 0.53 0:24:00 1 0 0 100
AAVE/USDT 1 1.68 40.985 0.41 14:30:00 1 0 0 100
BTT/USDT 1 2.45 40.176 0.4 1:05:00 1 0 0 100
LTC/USDT 1 1.7 27.806 0.28 0:03:00 1 0 0 100
EWT/USDT 2 0.61 20.836 0.21 2:46:00 2 0 0 100
ONE/USDT 1 1.26 20.657 0.21 0:09:00 1 0 0 100
ALGO/USDT 1 1.16 18.954 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
GRT/USDT 1 -1.53 -40.999 -0.41 29 days, 9:05:00 0 0 1 0
TOTAL 11 1.43 255.865 2.56 2 days, 18:08:00 10 0 1 90.9

LEFT OPEN TRADES REPORT

Pair Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 -1.53 -40.999 -0.41 29 days, 9:05:00 0 0 1 0
TOTAL 1 -1.53 -40.999 -0.41 29 days, 9:05:00 0 0 1 0

ENTER TAG STATS

Enter Tag Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
6 6 1.3 128.429 1.28 1:09:00 6 0 0 100
142 2 3.67 120.721 1.21 0:32:00 2 0 0 100
143 1 1.68 40.985 0.41 14:30:00 1 0 0 100
141 1 0.41 6.728 0.07 0:01:00 1 0 0 100
120 1 -1.53 -40.999 -0.41 29 days, 9:05:00 0 0 1 0
TOTAL 11 1.43 255.865 2.56 2 days, 18:08:00 10 0 1 90.9

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_1 ( 6 ) 3 1.37 67.417 0.67 0:05:00 3 0 0 100
exit_long_tc_d_4_78 ( 142 ) 1 4.09 67.258 0.67 0:40:00 1 0 0 100
exit_long_tc_d_3_65 ( 142 ) 1 3.25 53.463 0.53 0:24:00 1 0 0 100
exit_long_tc_d_2_2 ( 143 ) 1 1.68 40.985 0.41 14:30:00 1 0 0 100
exit_long_normal_w_2_11 ( 6 ) 1 2.45 40.176 0.4 1:05:00 1 0 0 100
exit_long_normal_d_1_78 ( 6 ) 1 1.06 17.934 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 2.902 0.03 1:27:00 1 0 0 100
force_exit 1 -1.53 -40.999 -0.41 29 days, 9:05:00 0 0 1 0
TOTAL 11 1.43 255.865 2.56 2 days, 18:08:00 10 0 1 90.9

MIXED TAG STATS

Enter Tag Exit Reason Trades Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
('6 ', 'exit_long_normal_u_1 ( 6 )') 3 1.37 67.417 0.67 0:05:00 3 0 0 100
('142 ', 'exit_long_tc_d_4_78 ( 142 )') 1 4.09 67.258 0.67 0:40:00 1 0 0 100
('142 ', 'exit_long_tc_d_3_65 ( 142 )') 1 3.25 53.463 0.53 0:24:00 1 0 0 100
('143 ', 'exit_long_tc_d_2_2 ( 143 )') 1 1.68 40.985 0.41 14:30:00 1 0 0 100
('6 ', 'exit_long_normal_w_2_11 ( 6 )') 1 2.45 40.176 0.4 1:05:00 1 0 0 100
('6 ', 'exit_long_normal_d_1_78 ( 6 )') 1 1.06 17.934 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 2.902 0.03 1:27:00 1 0 0 100
('120 ', 'force_exit') 1 -1.53 -40.999 -0.41 29 days, 9:05:00 0 0 1 0
TOTAL 11 1.43 255.865 2.56 2 days, 18:08:00 10 0 1 90.9

DAY BREAKDOWN

Day Tot Profit USDT Wins Draws Losses
04/08/2024 6.728 1 0 0
05/08/2024 272.201 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 17.934 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 -40.999 0 0 1

SUMMARY METRICS

Metric Value
Backtesting from 2024-08-01 00:00:00
Backtesting to 2024-09-01 00:00:00
Trading Mode Spot
Max open trades 6
Total/Daily Avg Trades 11 / 0.35
Starting balance 10000 USDT
Final balance 10255.865 USDT
Absolute profit 255.865 USDT
Total profit % 2.56%
CAGR % 34.64%
Sortino -100.00
Sharpe 5.73
Calmar 396.03
Profit factor 7.24
Expectancy (Ratio) 23.26 (0.57)
Avg. daily profit % 0.08%
Avg. stake amount 1502.641 USDT
Total trade volume 16529.046 USDT
Best Pair BCH/USDT 0.67%
Worst Pair GRT/USDT -0.41%
Best trade BCH/USDT 4.09%
Worst trade GRT/USDT -1.53%
Best day 272.201 USDT
Worst day -40.999 USDT
Days win/draw/lose 3 / 25 / 1
Avg. Duration Winners 2:15:00
Avg. Duration Loser 29 days, 9:05:00
Max Consecutive Wins / Loss 10 / 1
Rejected Entry signals 6
Entry/Exit Timeouts 0 / 0
Min balance 10006.728 USDT
Max balance 10296.863 USDT
Max % of account underwater 0.40%
Absolute Drawdown (Account) 0.40%
Absolute Drawdown 40.999 USDT
Drawdown high 296.863 USDT
Drawdown low 255.865 USDT
Drawdown Start 2024-08-28 02:21:00
Drawdown End 2024-09-01 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 1.43 255.865 2.56 2 days, 18:08:00 10 0 1 90.9 40.999 USDT 0.40%

Please sign in to comment.