Skip to content

Instantly share code, notes, and snippets.

@spideyspideyspidey
Created May 17, 2021 01:49
Show Gist options
  • Select an option

  • Save spideyspideyspidey/54e5619cd735fbde1503efdac956591f to your computer and use it in GitHub Desktop.

Select an option

Save spideyspideyspidey/54e5619cd735fbde1503efdac956591f to your computer and use it in GitHub Desktop.
Result for strategy bnbHunter
============================================================== BACKTESTING REPORT =============================================================
| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Wins | Draws | Losses |
|--------------+--------+----------------+----------------+-------------------+----------------+----------------+--------+---------+----------|
| ETC/USDT | 25 | 3.43 | 85.78 | 171.732 | 17.17 | 2:40:00 | 25 | 0 | 0 |
| EOS/USDT | 18 | 2.98 | 53.68 | 107.475 | 10.75 | 0:40:00 | 18 | 0 | 0 |
| BTCDOWN/USDT | 15 | 3.23 | 48.48 | 97.049 | 9.70 | 1:51:00 | 15 | 0 | 0 |
| DOGE/USDT | 14 | 2.05 | 28.67 | 57.396 | 5.74 | 2:59:00 | 14 | 0 | 0 |
| SHIB/USDT | 2 | 4.93 | 9.87 | 19.755 | 1.98 | 0:00:00 | 2 | 0 | 0 |
| ETHDOWN/USDT | 1 | 6.11 | 6.11 | 12.240 | 1.22 | 0:00:00 | 1 | 0 | 0 |
| DASH/USDT | 5 | 0.83 | 4.16 | 8.334 | 0.83 | 5:00:00 | 5 | 0 | 0 |
| NEO/USDT | 2 | 1.98 | 3.97 | 7.944 | 0.79 | 8:52:00 | 2 | 0 | 0 |
| XLM/USDT | 5 | 0.75 | 3.77 | 7.543 | 0.75 | 1 day, 4:33:00 | 5 | 0 | 0 |
| XRP/USDT | 4 | 0.88 | 3.54 | 7.086 | 0.71 | 1:49:00 | 4 | 0 | 0 |
| ADA/USDT | 1 | 2.81 | 2.81 | 5.631 | 0.56 | 1 day, 0:30:00 | 1 | 0 | 0 |
| DOT/USDT | 1 | 2.27 | 2.27 | 4.554 | 0.46 | 11:00:00 | 1 | 0 | 0 |
| SOL/USDT | 2 | 0.82 | 1.65 | 3.299 | 0.33 | 15:08:00 | 2 | 0 | 0 |
| ETH/USDT | 3 | 0.55 | 1.65 | 3.294 | 0.33 | 4:05:00 | 3 | 0 | 0 |
| BTC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 | 0 | 0 |
| IOTA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 | 0 | 0 |
| LTC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 | 0 | 0 |
| ALGO/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 | 0 | 0 |
| BAT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 | 0 | 0 |
| ICP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 | 0 | 0 |
| LINK/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 | 0 | 0 |
| XMR/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 | 0 | 0 |
| BCH/USDT | 12 | -0.61 | -7.33 | -14.682 | -1.47 | 15:41:00 | 11 | 0 | 1 |
| TOTAL | 110 | 2.26 | 249.08 | 498.651 | 49.87 | 5:31:00 | 109 | 0 | 1 |
========================================================= SELL REASON STATS =========================================================
| Sell Reason | Sells | Wins | Draws | Losses | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % |
|--------------------+---------+--------+---------+----------+----------------+----------------+-------------------+----------------|
| trailing_stop_loss | 109 | 109 | 0 | 0 | 2.57 | 279.79 | 560.131 | 27.98 |
| force_sell | 1 | 0 | 0 | 1 | -30.71 | -30.71 | -61.479 | -3.07 |
========================================================= LEFT OPEN TRADES REPORT ==========================================================
| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Wins | Draws | Losses |
|----------+--------+----------------+----------------+-------------------+----------------+-----------------+--------+---------+----------|
| BCH/USDT | 1 | -30.71 | -30.71 | -61.479 | -6.15 | 5 days, 0:15:00 | 0 | 0 | 1 |
| TOTAL | 1 | -30.71 | -30.71 | -61.479 | -6.15 | 5 days, 0:15:00 | 0 | 0 | 1 |
=============== SUMMARY METRICS ===============
| Metric | Value |
|-----------------------+---------------------|
| Backtesting from | 2021-05-01 00:00:00 |
| Backtesting to | 2021-05-17 00:45:00 |
| Max open trades | 10 |
| | |
| Total trades | 110 |
| Starting balance | 1000.000 USDT |
| Final balance | 1498.651 USDT |
| Absolute profit | 498.651 USDT |
| Total profit % | 49.87% |
| Trades per day | 6.88 |
| Avg. stake amount | 200.000 USDT |
| Total trade volume | 22000.000 USDT |
| | |
| Best Pair | ETC/USDT 85.78% |
| Worst Pair | BCH/USDT -7.33% |
| Best trade | BTCDOWN/USDT 17.8% |
| Worst trade | BCH/USDT -30.71% |
| Best day | 170.829 USDT |
| Worst day | -61.479 USDT |
| Days win/draw/lose | 15 / 1 / 1 |
| Avg. Duration Winners | 4:28:00 |
| Avg. Duration Loser | 5 days, 0:15:00 |
| | |
| Min balance | 1000.989 USDT |
| Max balance | 1560.131 USDT |
| Drawdown | 30.71% |
| Drawdown | 61.479 USDT |
| Drawdown high | 560.131 USDT |
| Drawdown low | 498.651 USDT |
| Drawdown Start | 2021-05-16 23:00:00 |
| Drawdown End | 2021-05-17 00:30:00 |
| Market change | 16.47% |
===============================================
Result for strategy NostalgiaForInfinityV1
=============================================================== BACKTESTING REPORT ==============================================================
| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Wins | Draws | Losses |
|--------------+--------+----------------+----------------+-------------------+----------------+------------------+--------+---------+----------|
| ADA/USDT | 3 | 6.73 | 20.19 | 40.425 | 4.04 | 12:10:00 | 2 | 0 | 1 |
| ETH/USDT | 4 | 3.34 | 13.34 | 26.707 | 2.67 | 18:22:00 | 4 | 0 | 0 |
| BTCDOWN/USDT | 1 | 12.42 | 12.42 | 24.873 | 2.49 | 5:45:00 | 1 | 0 | 0 |
| ALGO/USDT | 1 | 11.23 | 11.23 | 22.484 | 2.25 | 3 days, 3:30:00 | 1 | 0 | 0 |
| XLM/USDT | 2 | 4.70 | 9.40 | 18.811 | 1.88 | 17:08:00 | 2 | 0 | 0 |
| LTC/USDT | 1 | 8.73 | 8.73 | 17.469 | 1.75 | 9:45:00 | 1 | 0 | 0 |
| ETC/USDT | 3 | 2.87 | 8.60 | 17.217 | 1.72 | 19:55:00 | 3 | 0 | 0 |
| DASH/USDT | 2 | 3.71 | 7.43 | 14.870 | 1.49 | 2 days, 17:00:00 | 1 | 0 | 1 |
| IOTA/USDT | 1 | 6.66 | 6.66 | 13.325 | 1.33 | 7:15:00 | 1 | 0 | 0 |
| LINK/USDT | 4 | 1.39 | 5.54 | 11.093 | 1.11 | 22:38:00 | 3 | 0 | 1 |
| BAT/USDT | 1 | 2.28 | 2.28 | 4.563 | 0.46 | 13:15:00 | 1 | 0 | 0 |
| NEO/USDT | 1 | 0.17 | 0.17 | 0.348 | 0.03 | 1 day, 21:30:00 | 1 | 0 | 0 |
| XRP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 | 0 | 0 |
| ICP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 | 0 | 0 |
| SOL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 | 0 | 0 |
| XMR/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 | 0 | 0 |
| SHIB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 | 0 | 0 |
| ETHDOWN/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 | 0 | 0 |
| BTC/USDT | 1 | -0.14 | -0.14 | -0.282 | -0.03 | 1 day, 4:30:00 | 0 | 0 | 1 |
| BCH/USDT | 4 | -1.86 | -7.44 | -14.902 | -1.49 | 1 day, 14:08:00 | 3 | 0 | 1 |
| DOT/USDT | 3 | -3.78 | -11.33 | -22.683 | -2.27 | 1 day, 17:55:00 | 1 | 0 | 2 |
| EOS/USDT | 3 | -7.30 | -21.91 | -43.863 | -4.39 | 3 days, 3:15:00 | 1 | 0 | 2 |
| DOGE/USDT | 5 | -5.27 | -26.37 | -52.800 | -5.28 | 1 day, 2:18:00 | 3 | 0 | 2 |
| TOTAL | 40 | 0.97 | 38.79 | 77.655 | 7.77 | 1 day, 7:08:00 | 29 | 0 | 11 |
====================================================== SELL REASON STATS =======================================================
| Sell Reason | Sells | Wins | Draws | Losses | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % |
|---------------+---------+--------+---------+----------+----------------+----------------+-------------------+----------------|
| sell_signal | 34 | 29 | 0 | 5 | 4.13 | 140.5 | 281.285 | 14.05 |
| force_sell | 5 | 0 | 0 | 5 | -13.12 | -65.59 | -131.301 | -6.56 |
| stop_loss | 1 | 0 | 0 | 1 | -36.13 | -36.13 | -72.328 | -3.61 |
========================================================== LEFT OPEN TRADES REPORT ===========================================================
| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Wins | Draws | Losses |
|-----------+--------+----------------+----------------+-------------------+----------------+------------------+--------+---------+----------|
| ADA/USDT | 1 | -4.64 | -4.64 | -9.284 | -0.93 | 11:45:00 | 0 | 0 | 1 |
| DOGE/USDT | 1 | -5.27 | -5.27 | -10.554 | -1.06 | 2 days, 3:30:00 | 0 | 0 | 1 |
| DOT/USDT | 1 | -10.01 | -10.01 | -20.034 | -2.00 | 1 day, 17:30:00 | 0 | 0 | 1 |
| BCH/USDT | 1 | -22.53 | -22.53 | -45.104 | -4.51 | 4 days, 13:45:00 | 0 | 0 | 1 |
| EOS/USDT | 1 | -23.14 | -23.14 | -46.326 | -4.63 | 4 days, 13:45:00 | 0 | 0 | 1 |
| TOTAL | 5 | -13.12 | -65.59 | -131.301 | -13.13 | 2 days, 16:51:00 | 0 | 0 | 5 |
=============== SUMMARY METRICS ===============
| Metric | Value |
|-----------------------+---------------------|
| Backtesting from | 2021-05-01 00:00:00 |
| Backtesting to | 2021-05-17 00:45:00 |
| Max open trades | 10 |
| | |
| Total trades | 40 |
| Starting balance | 1000.000 USDT |
| Final balance | 1077.655 USDT |
| Absolute profit | 77.655 USDT |
| Total profit % | 7.77% |
| Trades per day | 2.5 |
| Avg. stake amount | 200.000 USDT |
| Total trade volume | 8000.000 USDT |
| | |
| Best Pair | ADA/USDT 20.19% |
| Worst Pair | DOGE/USDT -26.37% |
| Best trade | ADA/USDT 14.08% |
| Worst trade | DOGE/USDT -36.13% |
| Best day | 95.052 USDT |
| Worst day | -131.301 USDT |
| Days win/draw/lose | 11 / 2 / 3 |
| Avg. Duration Winners | 22:27:00 |
| Avg. Duration Loser | 2 days, 6:01:00 |
| | |
| Min balance | 1001.905 USDT |
| Max balance | 1208.957 USDT |
| Drawdown | 65.59% |
| Drawdown | 131.301 USDT |
| Drawdown high | 208.957 USDT |
| Drawdown low | 77.655 USDT |
| Drawdown Start | 2021-05-16 07:00:00 |
| Drawdown End | 2021-05-17 00:45:00 |
| Market change | 16.47% |
===============================================
Result for strategy BBRSIOptimizedStrategy
============================================================== BACKTESTING REPORT =============================================================
| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Wins | Draws | Losses |
|--------------+--------+----------------+----------------+-------------------+----------------+----------------+--------+---------+----------|
| BTCDOWN/USDT | 14 | 1.16 | 16.30 | 32.634 | 3.26 | 3:49:00 | 11 | 0 | 3 |
| ETHDOWN/USDT | 13 | 1.08 | 14.03 | 28.096 | 2.81 | 3:24:00 | 7 | 0 | 6 |
| ADA/USDT | 10 | 1.28 | 12.78 | 25.589 | 2.56 | 4:39:00 | 8 | 1 | 1 |
| XRP/USDT | 9 | 0.75 | 6.75 | 13.510 | 1.35 | 5:37:00 | 5 | 2 | 2 |
| DOT/USDT | 9 | 0.59 | 5.29 | 10.584 | 1.06 | 5:53:00 | 4 | 4 | 1 |
| BTC/USDT | 10 | 0.35 | 3.55 | 7.100 | 0.71 | 9:18:00 | 5 | 4 | 1 |
| XMR/USDT | 11 | 0.24 | 2.63 | 5.270 | 0.53 | 5:30:00 | 6 | 2 | 3 |
| EOS/USDT | 3 | 0.26 | 0.79 | 1.574 | 0.16 | 2:55:00 | 2 | 0 | 1 |
| ALGO/USDT | 14 | -0.00 | -0.01 | -0.014 | -0.00 | 5:46:00 | 8 | 1 | 5 |
| ETC/USDT | 8 | -0.20 | -1.57 | -3.135 | -0.31 | 1:47:00 | 4 | 0 | 4 |
| SHIB/USDT | 4 | -0.64 | -2.58 | -5.160 | -0.52 | 4:19:00 | 2 | 0 | 2 |
| BCH/USDT | 4 | -0.90 | -3.61 | -7.221 | -0.72 | 8:41:00 | 1 | 2 | 1 |
| DASH/USDT | 5 | -0.77 | -3.83 | -7.665 | -0.77 | 6:36:00 | 2 | 2 | 1 |
| LINK/USDT | 7 | -0.55 | -3.85 | -7.706 | -0.77 | 4:32:00 | 4 | 1 | 2 |
| ICP/USDT | 1 | -5.19 | -5.19 | -10.390 | -1.04 | 3:45:00 | 0 | 0 | 1 |
| LTC/USDT | 11 | -0.73 | -8.04 | -16.088 | -1.61 | 5:34:00 | 5 | 2 | 4 |
| BAT/USDT | 5 | -1.93 | -9.67 | -19.359 | -1.94 | 7:15:00 | 1 | 2 | 2 |
| SOL/USDT | 9 | -1.11 | -9.95 | -19.926 | -1.99 | 6:30:00 | 4 | 1 | 4 |
| ETH/USDT | 10 | -1.00 | -10.04 | -20.093 | -2.01 | 4:44:00 | 5 | 1 | 4 |
| NEO/USDT | 7 | -1.52 | -10.65 | -21.311 | -2.13 | 4:04:00 | 2 | 2 | 3 |
| IOTA/USDT | 10 | -1.75 | -17.47 | -34.966 | -3.50 | 6:40:00 | 4 | 1 | 5 |
| XLM/USDT | 10 | -2.25 | -22.52 | -45.086 | -4.51 | 8:51:00 | 3 | 1 | 6 |
| DOGE/USDT | 8 | -3.29 | -26.28 | -52.620 | -5.26 | 2:36:00 | 2 | 0 | 6 |
| TOTAL | 192 | -0.38 | -73.12 | -146.383 | -14.64 | 5:23:00 | 95 | 29 | 68 |
====================================================== SELL REASON STATS =======================================================
| Sell Reason | Sells | Wins | Draws | Losses | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % |
|---------------+---------+--------+---------+----------+----------------+----------------+-------------------+----------------|
| roi | 122 | 93 | 29 | 0 | 2.28 | 278.1 | 556.764 | 27.81 |
| stop_loss | 68 | 0 | 0 | 68 | -5.19 | -352.91 | -706.52 | -35.29 |
| force_sell | 2 | 2 | 0 | 0 | 0.84 | 1.68 | 3.373 | 0.17 |
=========================================================== LEFT OPEN TRADES REPORT ===========================================================
| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Wins | Draws | Losses |
|--------------+--------+----------------+----------------+-------------------+----------------+----------------+--------+---------+----------|
| BTCDOWN/USDT | 1 | 1.06 | 1.06 | 2.124 | 0.21 | 0:45:00 | 1 | 0 | 0 |
| XMR/USDT | 1 | 0.62 | 0.62 | 1.249 | 0.12 | 5:00:00 | 1 | 0 | 0 |
| TOTAL | 2 | 0.84 | 1.68 | 3.373 | 0.34 | 2:52:00 | 2 | 0 | 0 |
=============== SUMMARY METRICS ===============
| Metric | Value |
|-----------------------+---------------------|
| Backtesting from | 2021-05-01 00:00:00 |
| Backtesting to | 2021-05-17 00:45:00 |
| Max open trades | 10 |
| | |
| Total trades | 192 |
| Starting balance | 1000.000 USDT |
| Final balance | 853.617 USDT |
| Absolute profit | -146.383 USDT |
| Total profit % | -14.64% |
| Trades per day | 12.0 |
| Avg. stake amount | 200.000 USDT |
| Total trade volume | 38400.000 USDT |
| | |
| Best Pair | BTCDOWN/USDT 16.3% |
| Worst Pair | DOGE/USDT -26.28% |
| Best trade | ETHDOWN/USDT 15.42% |
| Worst trade | ETC/USDT -5.19% |
| Best day | 30.029 USDT |
| Worst day | -58.056 USDT |
| Days win/draw/lose | 9 / 0 / 8 |
| Avg. Duration Winners | 4:29:00 |
| Avg. Duration Loser | 4:31:00 |
| | |
| Min balance | 850.244 USDT |
| Max balance | 1023.538 USDT |
| Drawdown | 86.56% |
| Drawdown | 173.294 USDT |
| Drawdown high | 23.538 USDT |
| Drawdown low | -149.756 USDT |
| Drawdown Start | 2021-05-02 01:45:00 |
| Drawdown End | 2021-05-16 18:30:00 |
| Market change | 16.47% |
===============================================
Result for strategy CombinedBinHAndClucV6
============================================================== BACKTESTING REPORT =============================================================
| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Wins | Draws | Losses |
|--------------+--------+----------------+----------------+-------------------+----------------+----------------+--------+---------+----------|
| DOGE/USDT | 13 | 0.93 | 12.11 | 24.253 | 2.43 | 1:17:00 | 11 | 0 | 2 |
| XLM/USDT | 7 | 1.60 | 11.22 | 22.464 | 2.25 | 3:36:00 | 7 | 0 | 0 |
| DASH/USDT | 6 | 1.81 | 10.85 | 21.720 | 2.17 | 1:00:00 | 6 | 0 | 0 |
| BCH/USDT | 10 | 0.98 | 9.82 | 19.653 | 1.97 | 3:20:00 | 9 | 0 | 1 |
| BTCDOWN/USDT | 3 | 1.81 | 5.42 | 10.860 | 1.09 | 0:40:00 | 3 | 0 | 0 |
| IOTA/USDT | 3 | 1.57 | 4.72 | 9.452 | 0.95 | 3:35:00 | 3 | 0 | 0 |
| ETH/USDT | 7 | 0.61 | 4.25 | 8.506 | 0.85 | 3:21:00 | 5 | 0 | 2 |
| LTC/USDT | 6 | 0.66 | 3.96 | 7.932 | 0.79 | 2:10:00 | 5 | 0 | 1 |
| XRP/USDT | 2 | 1.81 | 3.62 | 7.240 | 0.72 | 2:30:00 | 2 | 0 | 0 |
| SOL/USDT | 2 | 1.81 | 3.62 | 7.240 | 0.72 | 0:15:00 | 2 | 0 | 0 |
| XMR/USDT | 1 | 1.81 | 1.81 | 3.620 | 0.36 | 3:00:00 | 1 | 0 | 0 |
| NEO/USDT | 1 | 1.81 | 1.81 | 3.620 | 0.36 | 1:15:00 | 1 | 0 | 0 |
| BTC/USDT | 1 | 1.81 | 1.81 | 3.620 | 0.36 | 1:00:00 | 1 | 0 | 0 |
| DOT/USDT | 4 | 0.38 | 1.51 | 3.024 | 0.30 | 4:22:00 | 3 | 0 | 1 |
| LINK/USDT | 5 | 0.23 | 1.14 | 2.278 | 0.23 | 3:54:00 | 3 | 0 | 2 |
| ADA/USDT | 7 | 0.16 | 1.14 | 2.278 | 0.23 | 2:19:00 | 5 | 0 | 2 |
| EOS/USDT | 5 | 0.18 | 0.91 | 1.823 | 0.18 | 5:39:00 | 4 | 0 | 1 |
| ICP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 | 0 | 0 |
| SHIB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 | 0 | 0 |
| ETHDOWN/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 | 0 | 0 |
| ALGO/USDT | 4 | -0.15 | -0.61 | -1.217 | -0.12 | 2:08:00 | 3 | 0 | 1 |
| BAT/USDT | 4 | -0.88 | -3.52 | -7.050 | -0.70 | 7:04:00 | 2 | 0 | 2 |
| ETC/USDT | 8 | -0.47 | -3.77 | -7.555 | -0.76 | 2:00:00 | 6 | 0 | 2 |
| TOTAL | 99 | 0.73 | 71.81 | 143.760 | 14.38 | 2:47:00 | 82 | 0 | 17 |
========================================================= SELL REASON STATS =========================================================
| Sell Reason | Sells | Wins | Draws | Losses | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % |
|--------------------+---------+--------+---------+----------+----------------+----------------+-------------------+----------------|
| roi | 79 | 79 | 0 | 0 | 1.81 | 142.85 | 285.98 | 14.28 |
| trailing_stop_loss | 17 | 0 | 0 | 17 | -4.31 | -73.27 | -146.691 | -7.33 |
| sell_signal | 3 | 3 | 0 | 0 | 0.74 | 2.23 | 4.471 | 0.22 |
======================================================== LEFT OPEN TRADES REPORT ========================================================
| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Wins | Draws | Losses |
|--------+--------+----------------+----------------+-------------------+----------------+----------------+--------+---------+----------|
| TOTAL | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 | 0 | 0 |
=============== SUMMARY METRICS ===============
| Metric | Value |
|-----------------------+---------------------|
| Backtesting from | 2021-05-01 00:00:00 |
| Backtesting to | 2021-05-17 00:45:00 |
| Max open trades | 10 |
| | |
| Total trades | 99 |
| Starting balance | 1000.000 USDT |
| Final balance | 1143.760 USDT |
| Absolute profit | 143.760 USDT |
| Total profit % | 14.38% |
| Trades per day | 6.19 |
| Avg. stake amount | 200.000 USDT |
| Total trade volume | 19800.000 USDT |
| | |
| Best Pair | DOGE/USDT 12.11% |
| Worst Pair | ETC/USDT -3.77% |
| Best trade | BAT/USDT 1.81% |
| Worst trade | ETC/USDT -9.89% |
| Best day | 39.044 USDT |
| Worst day | -17.704 USDT |
| Days win/draw/lose | 13 / 0 / 3 |
| Avg. Duration Winners | 1:55:00 |
| Avg. Duration Loser | 7:00:00 |
| | |
| Min balance | 1003.620 USDT |
| Max balance | 1148.426 USDT |
| Drawdown | 22.28% |
| Drawdown | 44.600 USDT |
| Drawdown high | 127.098 USDT |
| Drawdown low | 82.498 USDT |
| Drawdown Start | 2021-05-07 20:00:00 |
| Drawdown End | 2021-05-07 22:15:00 |
| Market change | 16.47% |
===============================================
Result for strategy SMAOffsetV2
============================================================== BACKTESTING REPORT =============================================================
| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Wins | Draws | Losses |
|--------------+--------+----------------+----------------+-------------------+----------------+----------------+--------+---------+----------|
| DOGE/USDT | 11 | 3.27 | 36.00 | 72.078 | 7.21 | 4:00:00 | 9 | 0 | 2 |
| DOT/USDT | 7 | 2.58 | 18.06 | 36.155 | 3.62 | 2:21:00 | 5 | 0 | 2 |
| BTCDOWN/USDT | 11 | 1.61 | 17.70 | 35.431 | 3.54 | 3:20:00 | 9 | 0 | 2 |
| ETC/USDT | 11 | 1.42 | 15.60 | 31.232 | 3.12 | 3:11:00 | 9 | 0 | 2 |
| ADA/USDT | 4 | 3.33 | 13.33 | 26.690 | 2.67 | 2:52:00 | 3 | 0 | 1 |
| IOTA/USDT | 5 | 2.66 | 13.31 | 26.653 | 2.67 | 4:18:00 | 4 | 0 | 1 |
| LTC/USDT | 5 | 2.49 | 12.46 | 24.950 | 2.49 | 6:42:00 | 4 | 0 | 1 |
| ETHDOWN/USDT | 6 | 1.67 | 10.02 | 20.069 | 2.01 | 3:00:00 | 5 | 0 | 1 |
| XRP/USDT | 4 | 2.36 | 9.44 | 18.891 | 1.89 | 5:22:00 | 3 | 0 | 1 |
| ALGO/USDT | 3 | 2.35 | 7.06 | 14.142 | 1.41 | 2:55:00 | 2 | 0 | 1 |
| NEO/USDT | 3 | 1.88 | 5.64 | 11.283 | 1.13 | 3:05:00 | 2 | 0 | 1 |
| ETH/USDT | 3 | 1.66 | 4.97 | 9.942 | 0.99 | 5:10:00 | 2 | 0 | 1 |
| DASH/USDT | 2 | 2.45 | 4.90 | 9.816 | 0.98 | 3:00:00 | 2 | 0 | 0 |
| LINK/USDT | 1 | 3.06 | 3.06 | 6.132 | 0.61 | 2:15:00 | 1 | 0 | 0 |
| BCH/USDT | 5 | 0.47 | 2.35 | 4.706 | 0.47 | 3:57:00 | 3 | 0 | 2 |
| SOL/USDT | 5 | 0.09 | 0.44 | 0.872 | 0.09 | 7:33:00 | 2 | 0 | 3 |
| BTC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 | 0 | 0 |
| ICP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 | 0 | 0 |
| SHIB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 | 0 | 0 |
| XMR/USDT | 2 | -0.27 | -0.55 | -1.093 | -0.11 | 13:22:00 | 0 | 0 | 2 |
| BAT/USDT | 1 | -0.88 | -0.88 | -1.754 | -0.18 | 2:00:00 | 0 | 0 | 1 |
| XLM/USDT | 5 | -0.30 | -1.49 | -2.975 | -0.30 | 7:00:00 | 3 | 0 | 2 |
| EOS/USDT | 12 | -1.19 | -14.26 | -28.556 | -2.86 | 3:46:00 | 6 | 0 | 6 |
| TOTAL | 106 | 1.48 | 157.17 | 314.663 | 31.47 | 4:13:00 | 74 | 0 | 32 |
========================================================= SELL REASON STATS =========================================================
| Sell Reason | Sells | Wins | Draws | Losses | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % |
|--------------------+---------+--------+---------+----------+----------------+----------------+-------------------+----------------|
| sell_signal | 96 | 73 | 0 | 23 | 2.45 | 235.49 | 471.449 | 23.55 |
| trailing_stop_loss | 6 | 0 | 0 | 6 | -11.77 | -70.61 | -141.366 | -7.06 |
| force_sell | 4 | 1 | 0 | 3 | -1.93 | -7.7 | -15.419 | -0.77 |
=========================================================== LEFT OPEN TRADES REPORT ===========================================================
| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Wins | Draws | Losses |
|--------------+--------+----------------+----------------+-------------------+----------------+----------------+--------+---------+----------|
| ETHDOWN/USDT | 1 | 2.19 | 2.19 | 4.382 | 0.44 | 1:15:00 | 1 | 0 | 0 |
| BTCDOWN/USDT | 1 | -2.09 | -2.09 | -4.187 | -0.42 | 1:15:00 | 0 | 0 | 1 |
| XLM/USDT | 1 | -3.77 | -3.77 | -7.543 | -0.75 | 8:00:00 | 0 | 0 | 1 |
| IOTA/USDT | 1 | -4.03 | -4.03 | -8.070 | -0.81 | 7:15:00 | 0 | 0 | 1 |
| TOTAL | 4 | -1.93 | -7.70 | -15.419 | -1.54 | 4:26:00 | 1 | 0 | 3 |
=============== SUMMARY METRICS ===============
| Metric | Value |
|-----------------------+---------------------|
| Backtesting from | 2021-05-01 00:00:00 |
| Backtesting to | 2021-05-17 00:45:00 |
| Max open trades | 10 |
| | |
| Total trades | 106 |
| Starting balance | 1000.000 USDT |
| Final balance | 1314.663 USDT |
| Absolute profit | 314.663 USDT |
| Total profit % | 31.47% |
| Trades per day | 6.62 |
| Avg. stake amount | 200.000 USDT |
| Total trade volume | 21200.000 USDT |
| | |
| Best Pair | DOGE/USDT 36.0% |
| Worst Pair | EOS/USDT -14.26% |
| Best trade | IOTA/USDT 10.06% |
| Worst trade | ETC/USDT -13.25% |
| Best day | 105.237 USDT |
| Worst day | -26.890 USDT |
| Days win/draw/lose | 14 / 0 / 2 |
| Avg. Duration Winners | 3:21:00 |
| Avg. Duration Loser | 6:13:00 |
| | |
| Min balance | 1010.108 USDT |
| Max balance | 1339.562 USDT |
| Drawdown | 25.38% |
| Drawdown | 50.812 USDT |
| Drawdown high | 251.003 USDT |
| Drawdown low | 200.191 USDT |
| Drawdown Start | 2021-05-12 21:30:00 |
| Drawdown End | 2021-05-13 06:00:00 |
| Market change | 16.47% |
===============================================
==================================================================== STRATEGY SUMMARY ===================================================================
| Strategy | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Wins | Draws | Losses |
|------------------------+--------+----------------+----------------+-------------------+----------------+----------------+--------+---------+----------|
| bnbHunter | 110 | 2.26 | 249.08 | 498.651 | 49.87 | 5:31:00 | 109 | 0 | 1 |
| NostalgiaForInfinityV1 | 40 | 0.97 | 38.79 | 77.655 | 7.77 | 1 day, 7:08:00 | 29 | 0 | 11 |
| BBRSIOptimizedStrategy | 192 | -0.38 | -73.12 | -146.383 | -14.64 | 5:23:00 | 95 | 29 | 68 |
| CombinedBinHAndClucV6 | 99 | 0.73 | 71.81 | 143.760 | 14.38 | 2:47:00 | 82 | 0 | 17 |
| SMAOffsetV2 | 106 | 1.48 | 157.17 | 314.663 | 31.47 | 4:13:00 | 74 | 0 | 32 |
=========================================================================================================================================================
For more details, please look at the detail tables above
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment