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June 28, 2023 16:29
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============================================================== BACKTESTING REPORT ============================================================== | |
| Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | | |
|--------------+-----------+----------------+----------------+-------------------+----------------+------------------+-------------------------| | |
| ONE/USDT | 706 | 0.78 | 551.15 | 60.687 | 6.07 | 23:09:00 | 407 175 124 57.6 | | |
| RNDR/USDT | 414 | 1.08 | 448.06 | 49.335 | 4.93 | 1 day, 0:30:00 | 255 95 64 61.6 | | |
| VRA/USDT | 552 | 0.80 | 442.49 | 48.723 | 4.87 | 1 day, 3:50:00 | 342 117 93 62.0 | | |
| AGIX/USDT | 350 | 1.03 | 359.92 | 39.631 | 3.96 | 1 day, 2:07:00 | 205 89 56 58.6 | | |
| GALAX/USDT | 242 | 1.08 | 261.68 | 28.814 | 2.88 | 1 day, 4:00:00 | 135 66 41 55.8 | | |
| LINA/USDT | 278 | 0.72 | 199.65 | 21.984 | 2.20 | 1 day, 0:09:00 | 158 72 48 56.8 | | |
| CREAM/USDT | 241 | 0.82 | 196.65 | 21.651 | 2.17 | 1 day, 5:37:00 | 140 61 40 58.1 | | |
| VELO/USDT | 391 | 0.50 | 196.49 | 21.636 | 2.16 | 1 day, 2:33:00 | 228 86 77 58.3 | | |
| OP/USDT | 158 | 1.20 | 190.35 | 20.960 | 2.10 | 1 day, 1:22:00 | 97 38 23 61.4 | | |
| STX/USDT | 548 | 0.32 | 173.94 | 19.153 | 1.92 | 1 day, 0:08:00 | 298 126 124 54.4 | | |
| ETC/USDT | 775 | 0.18 | 139.40 | 15.350 | 1.53 | 1 day, 0:45:00 | 382 186 207 49.3 | | |
| WAVES/USDT | 453 | 0.29 | 130.21 | 14.337 | 1.43 | 1 day, 2:44:00 | 240 132 81 53.0 | | |
| VET/USDT | 824 | 0.15 | 125.57 | 13.826 | 1.38 | 23:53:00 | 442 204 178 53.6 | | |
| FLUX/USDT | 336 | 0.37 | 125.44 | 13.812 | 1.38 | 1 day, 7:49:00 | 198 75 63 58.9 | | |
| KCS/USDT | 835 | 0.15 | 122.22 | 13.458 | 1.35 | 1 day, 2:17:00 | 428 245 162 51.3 | | |
| SAND/USDT | 321 | 0.37 | 117.71 | 12.961 | 1.30 | 1 day, 4:02:00 | 167 95 59 52.0 | | |
| FTM/USDT | 361 | 0.32 | 116.01 | 12.774 | 1.28 | 1 day, 2:50:00 | 204 104 53 56.5 | | |
| LDO/USDT | 173 | 0.67 | 115.79 | 12.750 | 1.27 | 1 day, 1:02:00 | 100 43 30 57.8 | | |
| BTC/USDT | 750 | 0.14 | 102.27 | 11.260 | 1.13 | 1 day, 4:07:00 | 345 276 129 46.0 | | |
| CSPR/USDT | 142 | 0.72 | 101.59 | 11.187 | 1.12 | 1 day, 4:41:00 | 72 52 18 50.7 | | |
| ZEC/USDT | 669 | 0.14 | 90.32 | 9.953 | 1.00 | 23:51:00 | 356 185 128 53.2 | | |
| APT/USDT | 95 | 0.75 | 71.71 | 7.896 | 0.79 | 1 day, 1:06:00 | 54 23 18 56.8 | | |
| ADA/USDT | 569 | 0.12 | 67.86 | 7.472 | 0.75 | 1 day, 4:09:00 | 279 180 110 49.0 | | |
| KDA/USDT | 281 | 0.23 | 65.48 | 7.209 | 0.72 | 1 day, 6:53:00 | 145 83 53 51.6 | | |
| ETH/USDT | 811 | 0.08 | 61.32 | 6.752 | 0.68 | 1 day, 3:04:00 | 392 274 145 48.3 | | |
| SOL/USDT | 260 | 0.22 | 56.28 | 6.196 | 0.62 | 1 day, 1:55:00 | 139 75 46 53.5 | | |
| AVAX/USDT | 354 | 0.15 | 54.79 | 6.034 | 0.60 | 1 day, 1:28:00 | 190 108 56 53.7 | | |
| FIL/USDT | 322 | 0.15 | 49.87 | 5.487 | 0.55 | 1 day, 8:11:00 | 163 102 57 50.6 | | |
| AZERO/USDT | 79 | 0.62 | 49.24 | 5.422 | 0.54 | 1 day, 5:42:00 | 36 33 10 45.6 | | |
| THETA/USDT | 323 | 0.15 | 47.54 | 5.234 | 0.52 | 1 day, 3:00:00 | 181 88 54 56.0 | | |
| DOGE/USDT | 278 | 0.16 | 43.73 | 4.815 | 0.48 | 1 day, 10:07:00 | 140 82 56 50.4 | | |
| XPR/USDT | 246 | 0.18 | 43.27 | 4.764 | 0.48 | 1 day, 6:40:00 | 127 75 44 51.6 | | |
| TRIAS/USDT | 339 | 0.11 | 37.20 | 4.097 | 0.41 | 1 day, 4:55:00 | 204 75 60 60.2 | | |
| AIOZ/USDT | 243 | 0.15 | 36.66 | 4.037 | 0.40 | 1 day, 12:43:00 | 131 64 48 53.9 | | |
| NEAR/USDT | 302 | 0.12 | 36.04 | 3.969 | 0.40 | 1 day, 3:38:00 | 164 83 55 54.3 | | |
| FT/USDT | 153 | 0.22 | 33.01 | 3.634 | 0.36 | 1 day, 2:37:00 | 70 47 36 45.8 | | |
| MATIC3L/USDT | 287 | 0.11 | 30.30 | 3.336 | 0.33 | 19:46:00 | 186 52 49 64.8 | | |
| AAVE/USDT | 434 | 0.07 | 29.82 | 3.328 | 0.33 | 1 day, 0:54:00 | 224 131 79 51.6 | | |
| TENET/USDT | 6 | 4.25 | 25.48 | 2.806 | 0.28 | 11:50:00 | 5 0 1 83.3 | | |
| NXRA/USDT | 36 | 0.65 | 23.36 | 2.572 | 0.26 | 1 day, 4:53:00 | 24 7 5 66.7 | | |
| XRD/USDT | 48 | 0.39 | 18.54 | 2.042 | 0.20 | 22:06:00 | 25 12 11 52.1 | | |
| BLUR/USDT | 34 | 0.41 | 13.99 | 1.540 | 0.15 | 1 day, 7:44:00 | 20 9 5 58.8 | | |
| INJ/USDT | 264 | 0.03 | 7.93 | 0.873 | 0.09 | 1 day, 5:49:00 | 141 79 44 53.4 | | |
| ARPA/USDT | 696 | 0.01 | 7.09 | 0.780 | 0.08 | 23:46:00 | 376 175 145 54.0 | | |
| TON/USDT | 92 | 0.07 | 6.59 | 0.725 | 0.07 | 1 day, 5:18:00 | 37 38 17 40.2 | | |
| XDC/USDT | 294 | 0.02 | 4.66 | 0.513 | 0.05 | 1 day, 2:24:00 | 159 61 74 54.1 | | |
| KAS/USDT | 5 | 0.01 | 0.07 | 0.007 | 0.00 | 21:12:00 | 4 0 1 80.0 | | |
| TSUGT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | |
| BOB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | |
| ZPAY/USDT | 2 | -2.03 | -4.06 | -0.447 | -0.04 | 18:00:00 | 1 0 1 50.0 | | |
| PAXG/USDT | 187 | -0.03 | -6.51 | -0.707 | -0.07 | 1 day, 12:18:00 | 47 107 33 25.1 | | |
| BUSD/USDT | 47 | -0.15 | -6.84 | -0.753 | -0.08 | 2 days, 6:10:00 | 1 7 39 2.1 | | |
| ID/USDT | 23 | -0.34 | -7.82 | -0.861 | -0.09 | 1 day, 4:16:00 | 12 4 7 52.2 | | |
| ARB/USDT | 25 | -0.39 | -9.63 | -1.060 | -0.11 | 1 day, 7:58:00 | 10 9 6 40.0 | | |
| ASTRA/USDT | 67 | -0.16 | -10.59 | -1.166 | -0.12 | 21:27:00 | 37 12 18 55.2 | | |
| CFX/USDT | 184 | -0.06 | -11.02 | -1.213 | -0.12 | 1 day, 6:54:00 | 100 48 36 54.3 | | |
| BDX/USDT | 33 | -0.34 | -11.06 | -1.218 | -0.12 | 1 day, 4:40:00 | 13 10 10 39.4 | | |
| PEPE/USDT | 2 | -6.90 | -13.80 | -1.519 | -0.15 | 5 days, 10:00:00 | 1 0 1 50.0 | | |
| SUI/USDT | 4 | -4.33 | -17.30 | -1.905 | -0.19 | 2 days, 8:30:00 | 2 0 2 50.0 | | |
| USDC/USDT | 160 | -0.13 | -21.55 | -2.373 | -0.24 | 2 days, 14:49:00 | 3 37 120 1.9 | | |
| SHIB/USDT | 218 | -0.11 | -24.26 | -2.672 | -0.27 | 1 day, 12:19:00 | 110 61 47 50.5 | | |
| FET/USDT | 39 | -0.63 | -24.38 | -2.685 | -0.27 | 1 day, 9:38:00 | 21 9 9 53.8 | | |
| KAVA/USDT | 258 | -0.10 | -25.38 | -2.794 | -0.28 | 1 day, 2:36:00 | 136 76 46 52.7 | | |
| WOO/USDT | 285 | -0.12 | -34.96 | -3.850 | -0.38 | 1 day, 2:55:00 | 166 70 49 58.2 | | |
| NAKA/USDT | 261 | -0.16 | -42.61 | -4.692 | -0.47 | 1 day, 6:12:00 | 142 76 43 54.4 | | |
| MANA/USDT | 298 | -0.16 | -46.21 | -5.088 | -0.51 | 1 day, 6:36:00 | 157 78 63 52.7 | | |
| DYDX/USDT | 252 | -0.19 | -48.83 | -5.376 | -0.54 | 1 day, 2:25:00 | 146 61 45 57.9 | | |
| BCH/USDT | 343 | -0.15 | -50.69 | -5.563 | -0.56 | 1 day, 3:59:00 | 171 105 67 49.9 | | |
| XMR/USDT | 324 | -0.17 | -56.16 | -6.168 | -0.62 | 1 day, 2:54:00 | 143 130 51 44.1 | | |
| MNST/USDT | 300 | -0.22 | -65.15 | -7.174 | -0.72 | 1 day, 8:40:00 | 164 73 63 54.7 | | |
| MATIC/USDT | 294 | -0.23 | -66.58 | -7.331 | -0.73 | 1 day, 3:50:00 | 149 88 57 50.7 | | |
| LUNC/USDT | 119 | -0.59 | -70.35 | -7.746 | -0.77 | 1 day, 11:06:00 | 61 31 27 51.3 | | |
| FLOKI/USDT | 29 | -2.57 | -74.52 | -8.205 | -0.82 | 1 day, 13:33:00 | 12 9 8 41.4 | | |
| ICP/USDT | 254 | -0.31 | -78.14 | -8.600 | -0.86 | 1 day, 5:53:00 | 134 75 45 52.8 | | |
| MASK/USDT | 354 | -0.24 | -84.37 | -9.289 | -0.93 | 1 day, 4:12:00 | 197 88 69 55.6 | | |
| LINK/USDT | 429 | -0.21 | -89.49 | -9.853 | -0.99 | 1 day, 3:11:00 | 212 142 75 49.4 | | |
| SRM/USDT | 192 | -0.49 | -93.33 | -10.276 | -1.03 | 1 day, 4:29:00 | 99 42 51 51.6 | | |
| APE/USDT | 165 | -0.60 | -99.49 | -10.954 | -1.10 | 1 day, 8:02:00 | 77 57 31 46.7 | | |
| DOT/USDT | 401 | -0.25 | -100.19 | -11.030 | -1.10 | 1 day, 3:58:00 | 196 129 76 48.9 | | |
| JASMY/USDT | 212 | -0.48 | -101.04 | -11.125 | -1.11 | 1 day, 5:50:00 | 120 46 46 56.6 | | |
| QNT/USDT | 286 | -0.36 | -101.77 | -11.199 | -1.12 | 1 day, 9:09:00 | 148 78 60 51.7 | | |
| EOS/USDT | 801 | -0.14 | -114.86 | -12.647 | -1.26 | 1 day, 3:12:00 | 377 252 172 47.1 | | |
| ATOM/USDT | 649 | -0.18 | -116.31 | -12.804 | -1.28 | 1 day, 2:51:00 | 317 211 121 48.8 | | |
| IGU/USDT | 27 | -4.39 | -118.56 | -13.054 | -1.31 | 1 day, 10:13:00 | 11 4 12 40.7 | | |
| HBAR/USDT | 194 | -0.63 | -122.03 | -13.436 | -1.34 | 1 day, 5:52:00 | 89 60 45 45.9 | | |
| ACT/USDT | 162 | -0.79 | -127.69 | -14.060 | -1.41 | 1 day, 16:14:00 | 61 55 46 37.7 | | |
| XRP/USDT | 597 | -0.22 | -130.04 | -14.319 | -1.43 | 1 day, 6:18:00 | 270 189 138 45.2 | | |
| TRX/USDT | 745 | -0.22 | -161.31 | -17.762 | -1.78 | 1 day, 3:41:00 | 359 207 179 48.2 | | |
| LUNA/USDT | 93 | -1.80 | -167.05 | -18.393 | -1.84 | 1 day, 18:32:00 | 40 26 27 43.0 | | |
| LTC/USDT | 814 | -0.22 | -175.93 | -19.372 | -1.94 | 1 day, 2:32:00 | 397 241 176 48.8 | | |
| FTT/USDT | 221 | -0.86 | -191.00 | -21.030 | -2.10 | 1 day, 4:39:00 | 103 61 57 46.6 | | |
| XLM/USDT | 712 | -0.27 | -191.43 | -21.079 | -2.11 | 1 day, 2:28:00 | 351 174 187 49.3 | | |
| ALGO/USDT | 599 | -0.40 | -238.44 | -26.255 | -2.63 | 1 day, 3:42:00 | 313 169 117 52.3 | | |
| GRT/USDT | 391 | -0.63 | -244.99 | -26.975 | -2.70 | 1 day, 2:12:00 | 221 94 76 56.5 | | |
| COMP/USDT | 414 | -0.65 | -267.15 | -29.369 | -2.94 | 1 day, 2:10:00 | 201 121 92 48.6 | | |
| TOTAL | 28836 | 0.05 | 1363.88 | 150.337 | 15.03 | 1 day, 3:47:00 | 14913 8100 5823 51.7 | | |
========================================================== LEFT OPEN TRADES REPORT =========================================================== | |
| Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | | |
|------------+-----------+----------------+----------------+-------------------+----------------+------------------+-------------------------| | |
| XLM/USDT | 1 | 1.40 | 1.40 | 0.154 | 0.02 | 5:00:00 | 1 0 0 100 | | |
| USDC/USDT | 1 | -0.20 | -0.20 | -0.022 | -0.00 | 4:00:00 | 0 0 1 0 | | |
| BUSD/USDT | 1 | -0.22 | -0.22 | -0.024 | -0.00 | 1 day, 9:00:00 | 0 0 1 0 | | |
| PAXG/USDT | 1 | -0.29 | -0.29 | -0.031 | -0.00 | 9:00:00 | 0 0 1 0 | | |
| XRP/USDT | 1 | -1.51 | -1.51 | -0.166 | -0.02 | 21:00:00 | 0 0 1 0 | | |
| GRT/USDT | 1 | -1.92 | -1.92 | -0.211 | -0.02 | 9:00:00 | 0 0 1 0 | | |
| ETH/USDT | 1 | -1.94 | -1.94 | -0.213 | -0.02 | 1 day, 14:00:00 | 0 0 1 0 | | |
| ADA/USDT | 1 | -2.46 | -2.46 | -0.271 | -0.03 | 3 days, 1:00:00 | 0 0 1 0 | | |
| SOL/USDT | 1 | -2.50 | -2.50 | -0.276 | -0.03 | 23:00:00 | 0 0 1 0 | | |
| LINK/USDT | 1 | -2.53 | -2.53 | -0.279 | -0.03 | 1 day, 2:00:00 | 0 0 1 0 | | |
| WOO/USDT | 1 | -2.64 | -2.64 | -0.291 | -0.03 | 22:00:00 | 0 0 1 0 | | |
| VET/USDT | 1 | -2.89 | -2.89 | -0.319 | -0.03 | 23:00:00 | 0 0 1 0 | | |
| FIL/USDT | 1 | -3.62 | -3.62 | -0.398 | -0.04 | 1 day, 4:00:00 | 0 0 1 0 | | |
| NAKA/USDT | 1 | -4.43 | -4.43 | -0.488 | -0.05 | 2 days, 2:00:00 | 0 0 1 0 | | |
| INJ/USDT | 1 | -4.54 | -4.54 | -0.500 | -0.05 | 1 day, 14:00:00 | 0 0 1 0 | | |
| AGIX/USDT | 1 | -4.54 | -4.54 | -0.500 | -0.05 | 1 day, 14:00:00 | 0 0 1 0 | | |
| LDO/USDT | 1 | -5.02 | -5.02 | -0.553 | -0.06 | 1 day, 16:00:00 | 0 0 1 0 | | |
| DYDX/USDT | 1 | -5.73 | -5.73 | -0.631 | -0.06 | 23:00:00 | 0 0 1 0 | | |
| CREAM/USDT | 1 | -6.22 | -6.22 | -0.685 | -0.07 | 2 days, 0:00:00 | 0 0 1 0 | | |
| FET/USDT | 1 | -6.74 | -6.74 | -0.742 | -0.07 | 23:00:00 | 0 0 1 0 | | |
| LINA/USDT | 1 | -6.92 | -6.92 | -0.762 | -0.08 | 22:00:00 | 0 0 1 0 | | |
| NXRA/USDT | 1 | -7.68 | -7.68 | -0.846 | -0.08 | 2 days, 2:00:00 | 0 0 1 0 | | |
| MASK/USDT | 1 | -8.32 | -8.32 | -0.917 | -0.09 | 2 days, 14:00:00 | 0 0 1 0 | | |
| ASTRA/USDT | 1 | -11.56 | -11.56 | -1.272 | -0.13 | 5 days, 23:00:00 | 0 0 1 0 | | |
| AIOZ/USDT | 1 | -14.74 | -14.74 | -1.623 | -0.16 | 5 days, 1:00:00 | 0 0 1 0 | | |
| TENET/USDT | 1 | -16.48 | -16.48 | -1.814 | -0.18 | 1 day, 13:00:00 | 0 0 1 0 | | |
| VELO/USDT | 1 | -17.46 | -17.46 | -1.923 | -0.19 | 1 day, 20:00:00 | 0 0 1 0 | | |
| FLUX/USDT | 1 | -17.84 | -17.84 | -1.965 | -0.20 | 21:00:00 | 0 0 1 0 | | |
| TOTAL | 28 | -5.70 | -159.55 | -17.567 | -1.76 | 1 day, 14:21:00 | 1 0 27 3.6 | | |
=========================================================== ENTER TAG STATS =========================================================== | |
| TAG | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | | |
|-------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------| | |
| TOTAL | 28836 | 0.05 | 1363.88 | 150.337 | 15.03 | 1 day, 3:47:00 | 14913 8100 5823 51.7 | | |
======================================================= EXIT REASON STATS ======================================================== | |
| Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | | |
|--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------| | |
| roi | 22998 | 14898 8100 0 100 | 2.88 | 66231.1 | 7292.04 | 697.17 | | |
| exit_signal | 5561 | 14 0 5547 0.3 | -10.21 | -56773.4 | -6250.6 | -597.61 | | |
| trailing_stop_loss | 228 | 0 0 228 0 | -31.61 | -7207.43 | -793.505 | -75.87 | | |
| force_exit | 28 | 1 0 27 3.6 | -5.7 | -159.55 | -17.567 | -1.68 | | |
| stop_loss | 21 | 0 0 21 0 | -34.61 | -726.84 | -80.03 | -7.65 | | |
================== SUMMARY METRICS ================== | |
| Metric | Value | | |
|-----------------------------+---------------------| | |
| Backtesting from | 2018-01-01 00:00:00 | | |
| Backtesting to | 2023-06-01 00:00:00 | | |
| Max open trades | 95 | | |
| | | | |
| Total/Daily Avg Trades | 28836 / 14.59 | | |
| Starting balance | 1000 USDT | | |
| Final balance | 1150.337 USDT | | |
| Absolute profit | 150.337 USDT | | |
| Total profit % | 15.03% | | |
| CAGR % | 2.62% | | |
| Sortino | 1.77 | | |
| Sharpe | 1.82 | | |
| Calmar | 0.42 | | |
| Profit factor | 1.02 | | |
| Expectancy | -0.28 | | |
| Trades per day | 14.59 | | |
| Avg. daily profit % | 0.01% | | |
| Avg. stake amount | 10.998 USDT | | |
| Total trade volume | 317148.937 USDT | | |
| | | | |
| Best Pair | ONE/USDT 551.15% | | |
| Worst Pair | COMP/USDT -267.15% | | |
| Best trade | ZEC/USDT 34.23% | | |
| Worst trade | STX/USDT -36.25% | | |
| Best day | 71.64 USDT | | |
| Worst day | -74.453 USDT | | |
| Days win/draw/lose | 1028 / 189 / 760 | | |
| Avg. Duration Winners | 11:24:00 | | |
| Avg. Duration Loser | 2 days, 2:51:00 | | |
| Rejected Entry signals | 0 | | |
| Entry/Exit Timeouts | 0 / 0 | | |
| | | | |
| Min balance | 913.103 USDT | | |
| Max balance | 1549.966 USDT | | |
| Max % of account underwater | 34.48% | | |
| Absolute Drawdown (Account) | 34.48% | | |
| Absolute Drawdown | 534.402 USDT | | |
| Drawdown high | 549.966 USDT | | |
| Drawdown low | 15.565 USDT | | |
| Drawdown Start | 2021-11-10 19:00:00 | | |
| Drawdown End | 2022-12-30 11:00:00 | | |
| Market change | 21.21% | | |
===================================================== | |
Backtested 2018-01-01 00:00:00 -> 2023-06-01 00:00:00 | Max open trades : 95 | |
=========================================================================== STRATEGY SUMMARY ========================================================================== | |
| Strategy | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | Drawdown | | |
|-----------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------+----------------------| | |
| SecretSauceAlgo | 28836 | 0.05 | 1363.88 | 150.337 | 15.03 | 1 day, 3:47:00 | 14913 8100 5823 51.7 | 534.402 USDT 34.48% | | |
======================================================================================================================================================================= |
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