Skip to content

Commit

Permalink
X4: grinding: fine tune the entries.
Browse files Browse the repository at this point in the history
  • Loading branch information
@iterativv
iterativv committed Apr 21, 2024
1 parent 122f104 commit 4ce15eb
Showing 1 changed file with 27 additions and 1 deletion.
28 changes: 27 additions & 1 deletion NostalgiaForInfinityX4.py
View file
Original file line number Diff line number Diff line change
Expand Up @@ -68,7 +68,7 @@ class NostalgiaForInfinityX4(IStrategy):
INTERFACE_VERSION = 3

def version(self) -> str:
return "v14.1.621"
return "v14.1.622"

stoploss = -0.99

Expand Down Expand Up @@ -33165,6 +33165,7 @@ def long_grind_adjust_trade_position(
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
or (slice_profit < -0.06)
)
and ((num_open_grinds == 0) or (slice_profit < -0.02))
and (
(last_candle["protections_long_rebuy"] == True)
and (last_candle["protections_long_global"] == True)
Expand Down Expand Up @@ -33301,6 +33302,7 @@ def long_grind_adjust_trade_position(
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
or (slice_profit < -0.06)
)
and ((num_open_grinds == 0) or (slice_profit < -0.02))
and (
(last_candle["protections_long_rebuy"] == True)
and (last_candle["protections_long_global"] == True)
Expand Down Expand Up @@ -33446,6 +33448,7 @@ def long_grind_adjust_trade_position(
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
or (slice_profit < -0.06)
)
and ((num_open_grinds == 0) or (slice_profit < -0.02))
and (
(last_candle["protections_long_rebuy"] == True)
and (last_candle["protections_long_global"] == True)
Expand Down Expand Up @@ -33607,6 +33610,7 @@ def long_grind_adjust_trade_position(
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
or (slice_profit < -0.06)
)
and ((num_open_grinds == 0) or (slice_profit < -0.02))
and (
(last_candle["protections_long_rebuy"] == True)
and (last_candle["protections_long_global"] == True)
Expand Down Expand Up @@ -33768,6 +33772,7 @@ def long_grind_adjust_trade_position(
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
or (slice_profit < -0.06)
)
and ((num_open_grinds == 0) or (slice_profit < -0.02))
and (
(last_candle["protections_long_rebuy"] == True)
and (last_candle["protections_long_global"] == True)
Expand Down Expand Up @@ -33929,6 +33934,7 @@ def long_grind_adjust_trade_position(
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
or (slice_profit < -0.06)
)
and ((num_open_grinds == 0) or (slice_profit < -0.02))
and (
(last_candle["protections_long_rebuy"] == True)
and (last_candle["protections_long_global"] == True)
Expand Down Expand Up @@ -34090,6 +34096,7 @@ def long_grind_adjust_trade_position(
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
or (slice_profit < -0.06)
)
and ((num_open_grinds == 0) or (slice_profit < -0.02))
and (
(last_candle["protections_long_rebuy"] == True)
and (last_candle["protections_long_global"] == True)
Expand Down Expand Up @@ -34262,6 +34269,7 @@ def long_grind_adjust_trade_position(
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
or (slice_profit < -0.06)
)
and ((num_open_grinds == 0) or (slice_profit < -0.02))
and (
(last_candle["protections_long_rebuy"] == True)
and (last_candle["protections_long_global"] == True)
Expand Down Expand Up @@ -35159,6 +35167,7 @@ def long_adjust_trade_position_no_derisk(
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
or (slice_profit < -0.06)
)
and ((num_open_grinds == 0) or (slice_profit < -0.02))
and (
(last_candle["protections_long_rebuy"] == True)
and (last_candle["protections_long_global"] == True)
Expand Down Expand Up @@ -35280,6 +35289,7 @@ def long_adjust_trade_position_no_derisk(
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
or (slice_profit < -0.06)
)
and ((num_open_grinds == 0) or (slice_profit < -0.02))
and (
(last_candle["protections_long_rebuy"] == True)
and (last_candle["protections_long_global"] == True)
Expand Down Expand Up @@ -35401,6 +35411,7 @@ def long_adjust_trade_position_no_derisk(
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
or (slice_profit < -0.06)
)
and ((num_open_grinds == 0) or (slice_profit < -0.02))
and (
(last_candle["protections_long_rebuy"] == True)
and (last_candle["protections_long_global"] == True)
Expand Down Expand Up @@ -35533,6 +35544,7 @@ def long_adjust_trade_position_no_derisk(
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
or (slice_profit < -0.06)
)
and ((num_open_grinds == 0) or (slice_profit < -0.02))
and (
(last_candle["protections_long_rebuy"] == True)
and (last_candle["protections_long_global"] == True)
Expand Down Expand Up @@ -35665,6 +35677,7 @@ def long_adjust_trade_position_no_derisk(
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
or (slice_profit < -0.06)
)
and ((num_open_grinds == 0) or (slice_profit < -0.02))
and (
(last_candle["protections_long_rebuy"] == True)
and (last_candle["protections_long_global"] == True)
Expand Down Expand Up @@ -43672,6 +43685,7 @@ def short_grind_adjust_trade_position(
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
or (slice_profit > 0.06)
)
and ((num_open_grinds == 0) or (slice_profit > 0.02))
and (
(last_candle["protections_short_rebuy"] == True)
and (last_candle["protections_short_global"] == True)
Expand Down Expand Up @@ -43808,6 +43822,7 @@ def short_grind_adjust_trade_position(
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
or (slice_profit > 0.06)
)
and ((num_open_grinds == 0) or (slice_profit > 0.02))
and (
(last_candle["protections_short_rebuy"] == True)
and (last_candle["protections_short_global"] == True)
Expand Down Expand Up @@ -43953,6 +43968,7 @@ def short_grind_adjust_trade_position(
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
or (slice_profit > 0.06)
)
and ((num_open_grinds == 0) or (slice_profit > 0.02))
and (
(last_candle["protections_short_rebuy"] == True)
and (last_candle["protections_short_global"] == True)
Expand Down Expand Up @@ -44114,6 +44130,7 @@ def short_grind_adjust_trade_position(
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
or (slice_profit > 0.06)
)
and ((num_open_grinds == 0) or (slice_profit > 0.02))
and (
(last_candle["protections_short_rebuy"] == True)
and (last_candle["protections_short_global"] == True)
Expand Down Expand Up @@ -44275,6 +44292,7 @@ def short_grind_adjust_trade_position(
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
or (slice_profit > 0.06)
)
and ((num_open_grinds == 0) or (slice_profit > 0.02))
and (
(last_candle["protections_short_rebuy"] == True)
and (last_candle["protections_short_global"] == True)
Expand Down Expand Up @@ -44436,6 +44454,7 @@ def short_grind_adjust_trade_position(
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
or (slice_profit > 0.06)
)
and ((num_open_grinds == 0) or (slice_profit > 0.02))
and (
(last_candle["protections_short_rebuy"] == True)
and (last_candle["protections_short_global"] == True)
Expand Down Expand Up @@ -44597,6 +44616,7 @@ def short_grind_adjust_trade_position(
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
or (slice_profit > 0.06)
)
and ((num_open_grinds == 0) or (slice_profit > 0.02))
and (
(last_candle["protections_short_rebuy"] == True)
and (last_candle["protections_short_global"] == True)
Expand Down Expand Up @@ -44764,6 +44784,7 @@ def short_grind_adjust_trade_position(
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
or (slice_profit > 0.06)
)
and ((num_open_grinds == 0) or (slice_profit > 0.02))
and (
(last_candle["protections_short_rebuy"] == True)
and (last_candle["protections_short_global"] == True)
Expand Down Expand Up @@ -45646,6 +45667,7 @@ def short_adjust_trade_position_no_derisk(
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
or (slice_profit > 0.06)
)
and ((num_open_grinds == 0) or (slice_profit > 0.02))
and (
(last_candle["protections_short_rebuy"] == True)
and (last_candle["protections_short_global"] == True)
Expand Down Expand Up @@ -45733,6 +45755,7 @@ def short_adjust_trade_position_no_derisk(
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
or (slice_profit > 0.06)
)
and ((num_open_grinds == 0) or (slice_profit > 0.02))
and (
(last_candle["protections_short_rebuy"] == True)
and (last_candle["protections_short_global"] == True)
Expand Down Expand Up @@ -45820,6 +45843,7 @@ def short_adjust_trade_position_no_derisk(
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
or (slice_profit > 0.06)
)
and ((num_open_grinds == 0) or (slice_profit > 0.02))
and (
(last_candle["protections_short_rebuy"] == True)
and (last_candle["protections_short_global"] == True)
Expand Down Expand Up @@ -45918,6 +45942,7 @@ def short_adjust_trade_position_no_derisk(
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
or (slice_profit > 0.06)
)
and ((num_open_grinds == 0) or (slice_profit > 0.02))
and (
(last_candle["protections_short_rebuy"] == True)
and (last_candle["protections_short_global"] == True)
Expand Down Expand Up @@ -46016,6 +46041,7 @@ def short_adjust_trade_position_no_derisk(
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
or (slice_profit > 0.06)
)
and ((num_open_grinds == 0) or (slice_profit > 0.02))
and (
(last_candle["protections_short_rebuy"] == True)
and (last_candle["protections_short_global"] == True)
Expand Down

76 comments on commit 4ce15eb

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20220501-20220601

Current Previous v14.1.612 v14.1.605
Average Duration 7:44:00 7:44:00 7:45:00 7:46:00
Market Change -43.07 % -43.07 % -43.07 % -43.07 %
Max Drawdown 0.0123 % 0.0123 % 0.0123 % 0.0123 %
Profit Mean 1.75 % 1.75 % 1.79 % 1.76 %
Profit Sum 73.6 % 73.6 % 75.16 % 74.05 %
Profit Total 5.66 % 5.66 % 5.86 % 5.68 %
Trades 42 42 42 42
Win Rate 97.62 % 97.62 % 97.62 % 97.62 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
SANTOS/USDT 4 3.26 111.624 1.12 0:56:00 4 0 0 100
ENS/USDT 2 2.94 48.787 0.49 21:06:00 2 0 0 100
FORTH/USDT 4 1.30 37.712 0.38 7:11:00 4 0 0 100
WING/USDT 2 2.10 35.942 0.36 1:26:00 2 0 0 100
OG/USDT 1 3.18 27.494 0.27 0:45:00 1 0 0 100
UMA/USDT 1 3.22 26.559 0.27 18:32:00 1 0 0 100
KNC/USDT 2 1.71 23.236 0.23 3:46:00 2 0 0 100
AUCTION/USDT 1 2.70 23.205 0.23 2:55:00 1 0 0 100
TRU/USDT 1 2.67 22.706 0.23 1 day, 0:40:00 1 0 0 100
BCH/USDT 2 1.10 18.339 0.18 10:49:00 2 0 0 100
TRB/USDT 1 2.02 17.000 0.17 0:41:00 1 0 0 100
OM/USDT 1 1.98 16.660 0.17 0:07:00 1 0 0 100
PEOPLE/USDT 3 0.62 16.472 0.16 10:07:00 2 0 1 66.7
VIDT/USDT 1 1.76 14.787 0.15 1:07:00 1 0 0 100
MBL/USDT 1 1.74 14.498 0.14 0:02:00 1 0 0 100
RARE/USDT 1 1.37 11.504 0.12 6:21:00 1 0 0 100
ALPHA/USDT 1 1.26 10.799 0.11 1:39:00 1 0 0 100
HIGH/USDT 1 1.21 10.351 0.10 7:01:00 1 0 0 100
ERN/USDT 1 1.17 10.108 0.10 0:44:00 1 0 0 100
TKO/USDT 1 1.19 9.959 0.10 21:03:00 1 0 0 100
POND/USDT 1 1.05 8.952 0.09 0:23:00 1 0 0 100
LIT/USDT 1 0.86 8.815 0.09 3 days, 13:23:00 1 0 0 100
DATA/USDT 1 1.01 8.581 0.09 0:28:00 1 0 0 100
AVAX/USDT 1 2.33 7.747 0.08 4:01:00 1 0 0 100
QNT/USDT 1 1.93 6.398 0.06 0:40:00 1 0 0 100
RUNE/USDT 1 1.75 5.831 0.06 3:35:00 1 0 0 100
SAND/USDT 1 1.44 4.782 0.05 0:44:00 1 0 0 100
RLC/USDT 1 1.27 4.366 0.04 0:50:00 1 0 0 100
QI/USDT 1 0.55 1.865 0.02 5:03:00 1 0 0 100
SUPER/USDT 1 0.21 0.720 0.01 1:21:00 1 0 0 100
1INCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 42 1.75 565.799 5.66 7:44:00 41 0 1 97.6

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
PEOPLE/USDT 1 -0.37 -1.300 -0.01 17:40:00 0 0 1 0
TOTAL 1 -0.37 -1.300 -0.01 17:40:00 0 0 1 0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
47 6 1.79 91.820 0.92 2:00:00 6 0 0 100
46 3 3.29 84.575 0.85 7:04:00 3 0 0 100
104 4 1.51 51.616 0.52 1:21:00 4 0 0 100
45 3 1.95 49.265 0.49 1:33:00 3 0 0 100
61 11 1.10 42.537 0.43 6:53:00 10 0 1 90.9
41 61 1 4.85 40.262 0.40 1 day, 17:00:00 1 0 0 100
44 2 2.13 35.227 0.35 9:40:00 2 0 0 100
41 1 3.18 27.494 0.27 0:45:00 1 0 0 100
107 1 2.67 22.706 0.23 1 day, 0:40:00 1 0 0 100
102 1 2.32 19.507 0.20 1:01:00 1 0 0 100
11 1 1.98 16.660 0.17 0:07:00 1 0 0 100
10 108 1 1.74 14.498 0.14 0:02:00 1 0 0 100
12 1 1.58 13.463 0.13 3:53:00 1 0 0 100
105 1 1.21 10.351 0.10 7:01:00 1 0 0 100
23 1 1.19 9.959 0.10 21:03:00 1 0 0 100
103 1 1.16 9.938 0.10 0:13:00 1 0 0 100
12 103 1 0.86 8.815 0.09 3 days, 13:23:00 1 0 0 100
24 1 1.01 8.581 0.09 0:28:00 1 0 0 100
106 1 1.03 8.525 0.09 1:12:00 1 0 0 100
TOTAL 42 1.75 565.799 5.66 7:44:00 41 0 1 97.6

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_quick_2_1_1 ( 46 ) 1 6.69 57.879 0.58 1:25:00 1 0 0 100
exit_long_quick_q_3 ( 47 ) 2 2.54 43.374 0.43 1:46:00 2 0 0 100
exit_long_quick_q_1 ( 41 61 ) 1 4.85 40.262 0.40 1 day, 17:00:00 1 0 0 100
exit_profit_long_quick_max_m ( 47 ) 3 1.49 38.338 0.38 2:33:00 3 0 0 100
exit_profit_long_rapid_max_m ( 104 ) 3 1.12 28.412 0.28 0:50:00 3 0 0 100
exit_long_quick_q_3 ( 41 ) 1 3.18 27.494 0.27 0:45:00 1 0 0 100
exit_long_quick_q_1 ( 44 ) 1 3.22 26.559 0.27 18:32:00 1 0 0 100
exit_long_quick_q_3 ( 45 ) 1 3.04 25.834 0.26 1:00:00 1 0 0 100
exit_profit_long_quick_max_m ( 45 ) 2 1.40 23.431 0.23 1:50:00 2 0 0 100
exit_long_rapid_rpd_3 ( 104 ) 1 2.70 23.205 0.23 2:55:00 1 0 0 100
exit_long_rapid_2_1_1 ( 107 ) 1 2.67 22.706 0.23 1 day, 0:40:00 1 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 4 1.52 20.348 0.20 9:26:00 4 0 0 100
exit_profit_long_rapid_max_m ( 102 ) 1 2.32 19.507 0.20 1:01:00 1 0 0 100
exit_long_quick_q_3 ( 46 ) 1 2.02 17.000 0.17 0:41:00 1 0 0 100
exit_profit_long_normal_max_m ( 11 ) 1 1.98 16.660 0.17 0:07:00 1 0 0 100
exit_long_normal_u_1 ( 10 108 ) 1 1.74 14.498 0.14 0:02:00 1 0 0 100
exit_profit_long_normal_max_m ( 12 ) 1 1.58 13.463 0.13 3:53:00 1 0 0 100
exit_long_rebuy_d_1_18 ( 61 ) 2 1.60 10.764 0.11 0:45:00 2 0 0 100
exit_long_rapid_rpd_3 ( 105 ) 1 1.21 10.351 0.10 7:01:00 1 0 0 100
exit_long_quick_d_1_18 ( 47 ) 1 1.17 10.108 0.10 0:44:00 1 0 0 100
exit_profit_long_pump_max_m ( 23 ) 1 1.19 9.959 0.10 21:03:00 1 0 0 100
exit_profit_long_rapid_max_m ( 103 ) 1 1.16 9.938 0.10 0:13:00 1 0 0 100
exit_long_quick_w_1_5 ( 46 ) 1 1.16 9.695 0.10 19:05:00 1 0 0 100
exit_profit_long_normal_max_m ( 12 103 ) 1 0.86 8.815 0.09 3 days, 13:23:00 1 0 0 100
exit_profit_long_quick_max_m ( 44 ) 1 1.05 8.668 0.09 0:49:00 1 0 0 100
exit_profit_long_pump_max_m ( 24 ) 1 1.01 8.581 0.09 0:28:00 1 0 0 100
exit_profit_long_rapid_max_m ( 106 ) 1 1.03 8.525 0.09 1:12:00 1 0 0 100
exit_long_rebuy_d_1_1 ( 61 ) 1 1.75 5.831 0.06 3:35:00 1 0 0 100
exit_long_rebuy_d_1_13 ( 61 ) 1 0.64 4.309 0.04 8:47:00 1 0 0 100
exit_long_rebuy_d_0_8 ( 61 ) 1 0.55 1.865 0.02 5:03:00 1 0 0 100
exit_long_rebuy_d_0_18 ( 61 ) 1 0.21 0.720 0.01 1:21:00 1 0 0 100
force_exit 1 -0.37 -1.300 -0.01 17:40:00 0 0 1 0
TOTAL 42 1.75 565.799 5.66 7:44:00 41 0 1 97.6

SUMMARY METRICS

Metric Value
Backtesting from 2022-05-01 00:00:00
Backtesting to 2022-06-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 42 / 1.35
Starting balance 10000 USDT
Final balance 10565.799 USDT
Absolute profit 565.799 USDT
Total profit % 5.66%
CAGR % 91.17%
Sortino -100.00
Sharpe 32.11
Calmar 28346.73
Profit factor 436.27
Expectancy (Ratio) 13.47 (10.36)
Trades per day 1.35
Avg. daily profit % 0.18%
Avg. stake amount 720.181 USDT
Total trade volume 30247.592 USDT
Best Pair SANTOS/USDT 1.12%
Worst Pair 1INCH/USDT 0.00%
Best trade SANTOS/USDT 6.69%
Worst trade PEOPLE/USDT -0.37%
Best day 90.584 USDT
Worst day -1.3 USDT
Days win/draw/lose 18 / 12 / 1
Avg. Duration Winners 7:30:00
Avg. Duration Loser 17:40:00
Max Consecutive Wins / Loss 41 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10026.559 USDT
Max balance 10567.099 USDT
Max % of account underwater 0.01%
Absolute Drawdown (Account) 0.01%
Absolute Drawdown 1.3 USDT
Drawdown high 567.099 USDT
Drawdown low 565.799 USDT
Drawdown Start 2022-05-29 21:58:00
Drawdown End 2022-06-01 00:00:00
Market change -43.07%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 42 1.75 565.799 5.66 7:44:00 41 0 1 97.6 1.3 USDT 0.01%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20220601-20220701

Current Previous v14.1.612 v14.1.605
Average Duration 4:11:00 4:11:00 4:11:00 4:11:00
Market Change -15.66 % -15.66 % -15.66 % -15.66 %
Max Drawdown 0.319 % 0.319 % 0.3189 % 0.318 %
Profit Mean 1.64 % 1.64 % 1.65 % 1.64 %
Profit Sum 76.95 % 76.95 % 77.58 % 76.93 %
Profit Total 6.5 % 6.5 % 6.56 % 6.47 %
Trades 47 47 47 47
Win Rate 97.87 % 97.87 % 97.87 % 97.87 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GTC/USDT 3 2.18 55.184 0.55 1:25:00 3 0 0 100
POND/USDT 2 3.05 52.433 0.52 1:52:00 2 0 0 100
WAVES/USDT 1 5.32 43.918 0.44 1:18:00 1 0 0 100
TRB/USDT 2 2.22 37.768 0.38 1:36:00 2 0 0 100
BEL/USDT 3 1.39 36.173 0.36 6:24:00 3 0 0 100
LIT/USDT 2 2.01 34.550 0.35 2:36:00 2 0 0 100
QI/USDT 1 3.55 32.606 0.33 11:30:00 1 0 0 100
FARM/USDT 2 1.81 31.397 0.31 1:48:00 2 0 0 100
OCEAN/USDT 2 1.69 29.214 0.29 2:03:00 2 0 0 100
RNDR/USDT 1 3.26 28.569 0.29 0:45:00 1 0 0 100
FLM/USDT 2 1.65 27.671 0.28 0:38:00 2 0 0 100
OG/USDT 3 1.33 23.439 0.23 7:13:00 3 0 0 100
AUCTION/USDT 2 1.32 23.066 0.23 1:38:00 2 0 0 100
MASK/USDT 2 1.24 21.564 0.22 0:08:00 2 0 0 100
BOND/USDT 1 2.08 17.722 0.18 0:06:00 1 0 0 100
FRONT/USDT 1 2.02 17.221 0.17 2:01:00 1 0 0 100
XVG/USDT 1 1.96 16.977 0.17 0:12:00 1 0 0 100
POLS/USDT 1 1.92 16.666 0.17 12:40:00 1 0 0 100
UMA/USDT 1 1.91 16.332 0.16 0:52:00 1 0 0 100
SANTOS/USDT 1 1.70 14.510 0.15 0:50:00 1 0 0 100
WING/USDT 1 1.66 14.082 0.14 1:20:00 1 0 0 100
STPT/USDT 1 1.50 12.683 0.13 0:39:00 1 0 0 100
HIVE/USDT 1 1.26 10.993 0.11 1:12:00 1 0 0 100
IDEX/USDT 1 1.10 9.690 0.10 0:19:00 1 0 0 100
LINA/USDT 1 1.15 9.649 0.10 1:26:00 1 0 0 100
BETA/USDT 1 1.12 9.387 0.09 0:49:00 1 0 0 100
STORJ/USDT 1 1.02 8.892 0.09 11:25:00 1 0 0 100
STRAX/USDT 1 1.04 8.635 0.09 0:34:00 1 0 0 100
DEXE/USDT 1 1.04 8.616 0.09 2:29:00 1 0 0 100
TRX/USDT 1 1.01 8.359 0.08 16:41:00 1 0 0 100
TLM/USDT 1 1.35 4.703 0.05 2:56:00 1 0 0 100
ELF/USDT 1 0.21 1.871 0.02 2:10:00 1 0 0 100
1INCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 1 -4.89 -34.088 -0.34 2 days, 6:50:00 0 0 1 0
TOTAL 47 1.64 650.452 6.50 4:11:00 46 0 1 97.9

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ELF/USDT 1 0.21 1.871 0.02 2:10:00 1 0 0 100
KP3R/USDT 1 -4.89 -34.088 -0.34 2 days, 6:50:00 0 0 1 0
TOTAL 2 -2.34 -32.217 -0.32 1 day, 4:30:00 1 0 1 50.0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
47 7 1.45 88.773 0.89 4:29:00 7 0 0 100
45 5 1.88 80.774 0.81 1:21:00 5 0 0 100
104 6 1.43 73.579 0.74 1:24:00 6 0 0 100
44 4 1.98 68.516 0.69 2:30:00 4 0 0 100
48 2 2.69 45.622 0.46 1:16:00 2 0 0 100
10 50 1 5.32 43.918 0.44 1:18:00 1 0 0 100
102 3 1.73 43.851 0.44 0:56:00 3 0 0 100
107 2 1.70 29.463 0.29 0:52:00 2 0 0 100
41 1 3.26 28.569 0.29 0:45:00 1 0 0 100
103 1 3.19 27.046 0.27 1:40:00 1 0 0 100
106 2 1.32 22.292 0.22 0:53:00 2 0 0 100
22 61 1 2.08 17.722 0.18 0:06:00 1 0 0 100
21 1 2.00 17.425 0.17 1:10:00 1 0 0 100
45 103 1 1.91 16.332 0.16 0:52:00 1 0 0 100
13 2 0.91 16.210 0.16 14:28:00 2 0 0 100
13 26 1 1.66 14.082 0.14 1:20:00 1 0 0 100
24 1 1.37 11.430 0.11 0:32:00 1 0 0 100
26 1 1.29 10.924 0.11 0:07:00 1 0 0 100
25 1 1.01 8.434 0.08 0:31:00 1 0 0 100
46 1 1.01 8.359 0.08 16:41:00 1 0 0 100
61 3 -0.53 -22.869 -0.23 1 day, 1:49:00 2 0 1 66.7
TOTAL 47 1.64 650.452 6.50 4:11:00 46 0 1 97.9

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_rapid_max_m ( 104 ) 6 1.43 73.579 0.74 1:24:00 6 0 0 100
exit_long_quick_q_3 ( 44 ) 3 2.07 54.005 0.54 3:04:00 3 0 0 100
exit_profit_long_normal_max_m ( 10 50 ) 1 5.32 43.918 0.44 1:18:00 1 0 0 100
exit_profit_long_rapid_max_m ( 102 ) 2 2.08 35.363 0.35 0:40:00 2 0 0 100
exit_long_quick_q_2 ( 48 ) 1 3.91 32.892 0.33 2:30:00 1 0 0 100
exit_long_quick_d_3_8 ( 45 ) 1 3.80 32.661 0.33 2:20:00 1 0 0 100
exit_long_quick_w_3_2 ( 47 ) 1 3.55 32.606 0.33 11:30:00 1 0 0 100
exit_profit_long_quick_max_m ( 45 ) 2 1.83 31.609 0.32 0:36:00 2 0 0 100
exit_long_quick_q_3 ( 41 ) 1 3.26 28.569 0.29 0:45:00 1 0 0 100
exit_long_rapid_d_3_1 ( 103 ) 1 3.19 27.046 0.27 1:40:00 1 0 0 100
exit_profit_long_quick_max_m ( 47 ) 3 1.06 26.638 0.27 1:17:00 3 0 0 100
exit_long_rapid_d_2_1 ( 107 ) 1 2.29 19.773 0.20 1:25:00 1 0 0 100
exit_profit_long_pump_max_m ( 22 61 ) 1 2.08 17.722 0.18 0:06:00 1 0 0 100
exit_long_pump_d_1_13 ( 21 ) 1 2.00 17.425 0.17 1:10:00 1 0 0 100
exit_long_quick_d_1_8 ( 47 ) 1 1.92 16.666 0.17 12:40:00 1 0 0 100
exit_profit_long_quick_max_m ( 45 103 ) 1 1.91 16.332 0.16 0:52:00 1 0 0 100
exit_long_quick_d_1_13 ( 44 ) 1 1.70 14.510 0.15 0:50:00 1 0 0 100
exit_long_normal_d_1_2 ( 13 26 ) 1 1.66 14.082 0.14 1:20:00 1 0 0 100
exit_long_quick_u_1 ( 48 ) 1 1.46 12.731 0.13 0:02:00 1 0 0 100
exit_long_quick_d_1_18 ( 45 ) 1 1.50 12.683 0.13 0:39:00 1 0 0 100
exit_long_pump_d_1_10 ( 24 ) 1 1.37 11.430 0.11 0:32:00 1 0 0 100
exit_long_rapid_d_1_2 ( 106 ) 1 1.35 11.415 0.11 0:36:00 1 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 2 1.65 11.219 0.11 11:18:00 2 0 0 100
exit_long_quick_d_1_13 ( 47 ) 1 1.26 10.993 0.11 1:12:00 1 0 0 100
exit_long_pump_u_1 ( 26 ) 1 1.29 10.924 0.11 0:07:00 1 0 0 100
exit_long_rapid_rpd_3 ( 106 ) 1 1.29 10.877 0.11 1:10:00 1 0 0 100
exit_profit_long_rapid_max_m ( 107 ) 1 1.10 9.690 0.10 0:19:00 1 0 0 100
exit_profit_long_normal_max_m ( 13 ) 1 1.02 8.892 0.09 11:25:00 1 0 0 100
exit_long_rapid_d_1_2 ( 102 ) 1 1.02 8.488 0.08 1:28:00 1 0 0 100
exit_profit_long_pump_max_m ( 25 ) 1 1.01 8.434 0.08 0:31:00 1 0 0 100
exit_long_quick_d_1_12 ( 46 ) 1 1.01 8.359 0.08 16:41:00 1 0 0 100
exit_long_normal_w_0_2 ( 13 ) 1 0.80 7.318 0.07 17:30:00 1 0 0 100
exit_long_quick_d_0_23 ( 45 ) 1 0.45 3.821 0.04 2:35:00 1 0 0 100
force_exit 2 -2.34 -32.217 -0.32 1 day, 4:30:00 1 0 1 50.0
TOTAL 47 1.64 650.452 6.50 4:11:00 46 0 1 97.9

SUMMARY METRICS

Metric Value
Backtesting from 2022-06-01 00:00:00
Backtesting to 2022-07-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 47 / 1.57
Starting balance 10000 USDT
Final balance 10650.452 USDT
Absolute profit 650.452 USDT
Total profit % 6.50%
CAGR % 115.27%
Sortino -100.00
Sharpe 37.88
Calmar 1298.38
Profit factor 20.08
Expectancy (Ratio) 13.84 (0.41)
Trades per day 1.57
Avg. daily profit % 0.22%
Avg. stake amount 826.905 USDT
Total trade volume 38864.539 USDT
Best Pair GTC/USDT 0.55%
Worst Pair KP3R/USDT -0.34%
Best trade WAVES/USDT 5.32%
Worst trade KP3R/USDT -4.89%
Best day 94.288 USDT
Worst day -32.217 USDT
Days win/draw/lose 19 / 10 / 1
Avg. Duration Winners 3:05:00
Avg. Duration Loser 2 days, 6:50:00
Max Consecutive Wins / Loss 46 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10043.918 USDT
Max balance 10684.54 USDT
Max % of account underwater 0.32%
Absolute Drawdown (Account) 0.32%
Absolute Drawdown 34.088 USDT
Drawdown high 684.54 USDT
Drawdown low 650.452 USDT
Drawdown Start 2022-07-01 00:00:00
Drawdown End 2022-07-01 00:00:00
Market change -15.66%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 47 1.64 650.452 6.50 4:11:00 46 0 1 97.9 34.088 USDT 0.32%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20220701-20220801

Current Previous v14.1.612 v14.1.605
Average Duration 1 day, 2:24:00 1 day, 2:24:00 1 day, 2:17:00 1 day, 2:44:00
Market Change 28.81 % 28.81 % 28.81 % 28.81 %
Max Drawdown 1.6533 % 1.6533 % 1.3784 % 1.7153 %
Profit Mean 1.27 % 1.27 % 1.31 % 1.29 %
Profit Sum 53.39 % 53.39 % 55.19 % 54.23 %
Profit Total 3.61 % 3.61 % 3.76 % 3.51 %
Trades 42 42 42 42
Win Rate 95.24 % 95.24 % 95.24 % 95.24 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CVP/USDT 5 2.04 85.128 0.85 8:58:00 5 0 0 100
WNXM/USDT 3 2.14 55.917 0.56 19:45:00 3 0 0 100
DOCK/USDT 1 3.44 28.999 0.29 1:26:00 1 0 0 100
CELR/USDT 1 2.53 21.536 0.22 2 days, 10:20:00 1 0 0 100
TRB/USDT 2 1.23 20.770 0.21 15:00:00 2 0 0 100
KMD/USDT 2 1.20 20.218 0.20 1:02:00 2 0 0 100
ELF/USDT 2 1.21 20.147 0.20 1:21:00 2 0 0 100
PEOPLE/USDT 2 1.17 20.096 0.20 0:20:00 2 0 0 100
AUDIO/USDT 1 2.31 19.618 0.20 0:28:00 1 0 0 100
BURGER/USDT 1 1.97 16.551 0.17 0:03:00 1 0 0 100
TWT/USDT 1 1.86 15.578 0.16 1:08:00 1 0 0 100
POND/USDT 1 1.82 15.410 0.15 1:20:00 1 0 0 100
ADX/USDT 1 1.75 14.651 0.15 1 day, 3:35:00 1 0 0 100
MBL/USDT 1 1.55 14.290 0.14 16:39:00 1 0 0 100
PHA/USDT 1 1.54 13.018 0.13 1:57:00 1 0 0 100
STORJ/USDT 1 1.44 12.404 0.12 0:41:00 1 0 0 100
COTI/USDT 1 1.42 12.109 0.12 4:59:00 1 0 0 100
MTL/USDT 1 1.37 11.734 0.12 6:29:00 1 0 0 100
RIF/USDT 1 1.32 11.299 0.11 0:40:00 1 0 0 100
AUCTION/USDT 1 1.25 10.615 0.11 10:10:00 1 0 0 100
YGG/USDT 1 1.02 10.421 0.10 2 days, 7:28:00 1 0 0 100
FORTH/USDT 1 1.21 10.071 0.10 18:05:00 1 0 0 100
FRONT/USDT 1 1.02 8.583 0.09 1:15:00 1 0 0 100
DEXE/USDT 1 1.02 8.549 0.09 0:37:00 1 0 0 100
DATA/USDT 1 1.02 8.446 0.08 1 day, 2:44:00 1 0 0 100
FARM/USDT 1 1.00 8.287 0.08 0:35:00 1 0 0 100
ALPACA/USDT 2 0.52 8.185 0.08 8:02:00 1 0 1 50.0
DEGO/USDT 1 0.93 7.894 0.08 1:45:00 1 0 0 100
RARE/USDT 1 2.03 6.934 0.07 1:45:00 1 0 0 100
SUPER/USDT 1 0.61 5.170 0.05 19:05:00 1 0 0 100
1INCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 1 -9.34 -161.893 -1.62 29 days, 0:00:00 0 0 1 0
TOTAL 42 1.27 360.736 3.61 1 day, 2:24:00 40 0 2 95.2

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALPACA/USDT 1 -1.43 -12.279 -0.12 4:00:00 0 0 1 0
STRAX/USDT 1 -9.34 -161.893 -1.62 29 days, 0:00:00 0 0 1 0
TOTAL 2 -5.38 -174.173 -1.74 14 days, 14:00:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
47 13 1.66 180.711 1.81 8:21:00 13 0 0 100
104 5 1.23 53.610 0.54 9:19:00 5 0 0 100
12 3 1.58 41.283 0.41 5:34:00 3 0 0 100
21 2 1.81 30.229 0.30 14:22:00 2 0 0 100
107 2 1.77 30.119 0.30 1 day, 5:48:00 2 0 0 100
102 2 1.59 27.146 0.27 1:38:00 2 0 0 100
44 1 3.01 25.703 0.26 0:11:00 1 0 0 100
1 4 6 21 42 1 2.31 19.618 0.20 0:28:00 1 0 0 100
45 104 1 1.82 15.410 0.15 1:20:00 1 0 0 100
11 1 1.32 11.299 0.11 0:40:00 1 0 0 100
24 1 1.30 10.892 0.11 1:39:00 1 0 0 100
108 1 1.16 9.613 0.10 1:53:00 1 0 0 100
3 1 1.03 8.630 0.09 1 day, 5:52:00 1 0 0 100
61 1 2.03 6.934 0.07 1:45:00 1 0 0 100
3 23 1 0.61 5.170 0.05 19:05:00 1 0 0 100
46 6 -0.67 -115.630 -1.16 5 days, 11:26:00 4 0 2 66.7
TOTAL 42 1.27 360.736 3.61 1 day, 2:24:00 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_profit_long_quick_max_m ( 47 ) 9 1.60 120.992 1.21 4:43:00 9 0 0 100
exit_profit_long_rapid_max_m ( 104 ) 3 1.22 31.049 0.31 0:37:00 3 0 0 100
exit_long_quick_q_3 ( 47 ) 1 3.44 28.508 0.29 2:08:00 1 0 0 100
exit_profit_long_rapid_max_m ( 102 ) 2 1.59 27.146 0.27 1:38:00 2 0 0 100
exit_long_normal_u_1 ( 12 ) 2 1.60 26.993 0.27 0:02:00 2 0 0 100
exit_profit_long_quick_max_m ( 44 ) 1 3.01 25.703 0.26 0:11:00 1 0 0 100
exit_profit_long_quick_max_m ( 46 ) 2 1.22 22.530 0.23 1 day, 6:14:00 2 0 0 100
exit_long_rapid_w_2_1 ( 107 ) 1 2.53 21.536 0.22 2 days, 10:20:00 1 0 0 100
exit_long_quick_w_1_2 ( 47 ) 2 1.24 20.595 0.21 1 day, 2:51:00 2 0 0 100
exit_long_quick_q_3 ( 46 ) 1 2.46 20.464 0.20 12:05:00 1 0 0 100
exit_long_normal_u_2 ( 1 4 6 21 42 ) 1 2.31 19.618 0.20 0:28:00 1 0 0 100
exit_profit_long_pump_max_m ( 21 ) 1 1.86 15.578 0.16 1:08:00 1 0 0 100
exit_long_quick_d_1_23 ( 46 ) 1 1.85 15.547 0.16 16:06:00 1 0 0 100
exit_long_rapid_rpd_3 ( 45 104 ) 1 1.82 15.410 0.15 1:20:00 1 0 0 100
exit_long_rapid_w_1_2 ( 104 ) 1 1.56 14.666 0.15 1 day, 18:57:00 1 0 0 100
exit_long_pump_2_1_1 ( 21 ) 1 1.75 14.651 0.15 1 day, 3:35:00 1 0 0 100
exit_profit_long_normal_max_m ( 12 ) 1 1.55 14.290 0.14 16:39:00 1 0 0 100
exit_profit_long_normal_max_m ( 11 ) 1 1.32 11.299 0.11 0:40:00 1 0 0 100
exit_profit_long_pump_max_m ( 24 ) 1 1.30 10.892 0.11 1:39:00 1 0 0 100
exit_long_quick_w_1_22 ( 47 ) 1 1.25 10.615 0.11 10:10:00 1 0 0 100
exit_profit_long_rapid_max_m ( 108 ) 1 1.16 9.613 0.10 1:53:00 1 0 0 100
exit_profit_long_normal_max_m ( 3 ) 1 1.03 8.630 0.09 1 day, 5:52:00 1 0 0 100
exit_profit_long_rapid_max_m ( 107 ) 1 1.02 8.583 0.09 1:15:00 1 0 0 100
exit_long_rapid_d_0_2 ( 104 ) 1 0.93 7.894 0.08 1:45:00 1 0 0 100
exit_long_rebuy_d_2_1 ( 61 ) 1 2.03 6.934 0.07 1:45:00 1 0 0 100
exit_long_normal_w_0_5 ( 3 23 ) 1 0.61 5.170 0.05 19:05:00 1 0 0 100
force_exit 2 -5.38 -174.173 -1.74 14 days, 14:00:00 0 0 2 0
TOTAL 42 1.27 360.736 3.61 1 day, 2:24:00 40 0 2 95.2

SUMMARY METRICS

Metric Value
Backtesting from 2022-07-01 00:00:00
Backtesting to 2022-08-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 42 / 1.35
Starting balance 10000 USDT
Final balance 10360.736 USDT
Absolute profit 360.736 USDT
Total profit % 3.61%
CAGR % 51.78%
Sortino 2.97
Sharpe 8.10
Calmar 134.47
Profit factor 3.07
Expectancy (Ratio) 8.59 (0.10)
Trades per day 1.35
Avg. daily profit % 0.12%
Avg. stake amount 830.929 USDT
Total trade volume 34899.003 USDT
Best Pair CVP/USDT 0.85%
Worst Pair STRAX/USDT -1.62%
Best trade DOCK/USDT 3.44%
Worst trade STRAX/USDT -9.34%
Best day 83.285 USDT
Worst day -174.173 USDT
Days win/draw/lose 21 / 10 / 1
Avg. Duration Winners 10:13:00
Avg. Duration Loser 14 days, 14:00:00
Max Consecutive Wins / Loss 40 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10009.256 USDT
Max balance 10534.908 USDT
Max % of account underwater 1.65%
Absolute Drawdown (Account) 1.65%
Absolute Drawdown 174.173 USDT
Drawdown high 534.908 USDT
Drawdown low 360.736 USDT
Drawdown Start 2022-07-31 19:16:00
Drawdown End 2022-08-01 00:00:00
Market change 28.81%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 42 1.27 360.736 3.61 1 day, 2:24:00 40 0 2 95.2 174.173 USDT 1.65%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20220801-20220901

Current Previous v14.1.612 v14.1.605
Average Duration 9:09:00 9:09:00 8:53:00 8:53:00
Market Change -11.74 % -11.74 % -11.74 % -11.74 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.73 % 1.73 % 1.71 % 1.71 %
Profit Sum 55.51 % 55.51 % 56.58 % 56.57 %
Profit Total 4.61 % 4.61 % 4.7 % 4.69 %
Trades 32 32 33 33
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
SANTOS/USDT 5 2.14 91.399 0.91 1:30:00 5 0 0 100
AVA/USDT 2 2.58 43.107 0.43 1 day, 1:54:00 2 0 0 100
LAZIO/USDT 2 1.91 32.477 0.32 0:26:00 2 0 0 100
BLZ/USDT 2 1.78 30.709 0.31 0:11:00 2 0 0 100
XRP/USDT 1 3.00 25.145 0.25 19:50:00 1 0 0 100
ARPA/USDT 1 2.97 25.056 0.25 1:25:00 1 0 0 100
TWT/USDT 1 2.28 19.363 0.19 0:42:00 1 0 0 100
EOS/USDT 1 2.03 16.974 0.17 3:25:00 1 0 0 100
MOVR/USDT 1 1.90 15.851 0.16 6:30:00 1 0 0 100
NKN/USDT 1 1.56 14.293 0.14 5 days, 15:46:00 1 0 0 100
FIL/USDT 1 1.44 12.190 0.12 0:02:00 1 0 0 100
BOND/USDT 1 1.45 11.948 0.12 0:49:00 1 0 0 100
TRB/USDT 1 1.43 11.940 0.12 2:25:00 1 0 0 100
DEGO/USDT 1 1.38 11.473 0.11 0:29:00 1 0 0 100
RIF/USDT 1 1.23 10.145 0.10 0:13:00 1 0 0 100
FORTH/USDT 1 1.16 9.920 0.10 1:28:00 1 0 0 100
XVS/USDT 1 1.18 9.774 0.10 1:09:00 1 0 0 100
CFX/USDT 1 1.11 9.464 0.09 12:53:00 1 0 0 100
LTC/USDT 1 1.11 9.271 0.09 12:34:00 1 0 0 100
PUNDIX/USDT 1 1.11 9.194 0.09 0:45:00 1 0 0 100
KMD/USDT 1 1.06 9.179 0.09 0:27:00 1 0 0 100
ENJ/USDT 1 1.09 9.071 0.09 15:31:00 1 0 0 100
ERN/USDT 1 1.08 8.961 0.09 0:14:00 1 0 0 100
CVP/USDT 1 1.00 8.325 0.08 14:23:00 1 0 0 100
OG/USDT 1 1.70 5.621 0.06 1:26:00 1 0 0 100
1INCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 32 1.73 460.850 4.61 9:09:00 32 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 10 2.11 177.555 1.78 12:52:00 10 0 0 100
47 5 1.59 67.919 0.68 1 day, 6:06:00 5 0 0 100
44 3 1.88 47.691 0.48 0:26:00 3 0 0 100
25 1 2.25 19.205 0.19 0:47:00 1 0 0 100
10 26 50 108 1 2.15 18.501 0.19 0:20:00 1 0 0 100
12 107 1 1.84 15.622 0.16 0:44:00 1 0 0 100
6 12 1 1.42 12.208 0.12 0:02:00 1 0 0 100
10 13 1 1.44 12.190 0.12 0:02:00 1 0 0 100
24 1 1.43 12.176 0.12 2:56:00 1 0 0 100
41 1 1.45 11.948 0.12 0:49:00 1 0 0 100
11 1 1.43 11.940 0.12 2:25:00 1 0 0 100
12 1 1.29 11.027 0.11 0:07:00 1 0 0 100
103 104 1 1.16 9.920 0.10 1:28:00 1 0 0 100
3 1 1.11 9.194 0.09 0:45:00 1 0 0 100
13 1 1.06 9.179 0.09 0:27:00 1 0 0 100
103 1 1.05 8.954 0.09 0:03:00 1 0 0 100
61 1 1.70 5.621 0.06 1:26:00 1 0 0 100
TOTAL 32 1.73 460.850 4.61 9:09:00 32 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_quick_q_1 ( 46 ) 2 4.06 68.818 0.69 1 day, 0:54:00 2 0 0 100
exit_profit_long_quick_max_m ( 46 ) 4 1.09 36.441 0.36 10:54:00 4 0 0 100
exit_profit_long_quick_max_m ( 47 ) 3 1.29 33.399 0.33 1 day, 21:24:00 3 0 0 100
exit_profit_long_quick_max_m ( 44 ) 2 1.83 30.836 0.31 0:36:00 2 0 0 100
exit_long_quick_w_3_1 ( 46 ) 1 3.00 25.145 0.25 19:50:00 1 0 0 100
exit_long_quick_q_3 ( 47 ) 1 2.97 25.056 0.25 1:25:00 1 0 0 100
exit_profit_long_pump_max_m ( 25 ) 1 2.25 19.205 0.19 0:47:00 1 0 0 100
exit_long_normal_u_2 ( 10 26 50 108 ) 1 2.15 18.501 0.19 0:20:00 1 0 0 100
exit_long_quick_q_3 ( 46 ) 1 2.03 16.974 0.17 3:25:00 1 0 0 100
exit_long_quick_d_1_10 ( 44 ) 1 1.98 16.854 0.17 0:07:00 1 0 0 100
exit_long_quick_w_1_9 ( 46 ) 1 1.90 15.851 0.16 6:30:00 1 0 0 100
exit_profit_long_normal_max_m ( 12 107 ) 1 1.84 15.622 0.16 0:44:00 1 0 0 100
exit_long_quick_2_1_1 ( 46 ) 1 1.72 14.326 0.14 5:35:00 1 0 0 100
exit_long_normal_u_1 ( 6 12 ) 1 1.42 12.208 0.12 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 10 13 ) 1 1.44 12.190 0.12 0:02:00 1 0 0 100
exit_profit_long_pump_max_m ( 24 ) 1 1.43 12.176 0.12 2:56:00 1 0 0 100
exit_profit_long_quick_max_m ( 41 ) 1 1.45 11.948 0.12 0:49:00 1 0 0 100
exit_profit_long_normal_max_m ( 11 ) 1 1.43 11.940 0.12 2:25:00 1 0 0 100
exit_profit_long_normal_max_m ( 12 ) 1 1.29 11.027 0.11 0:07:00 1 0 0 100
exit_profit_long_rapid_max_m ( 103 104 ) 1 1.16 9.920 0.10 1:28:00 1 0 0 100
exit_long_quick_w_1_2 ( 47 ) 1 1.11 9.464 0.09 12:53:00 1 0 0 100
exit_long_normal_w_1_3 ( 3 ) 1 1.11 9.194 0.09 0:45:00 1 0 0 100
exit_profit_long_normal_max_m ( 13 ) 1 1.06 9.179 0.09 0:27:00 1 0 0 100
exit_long_rapid_u_1 ( 103 ) 1 1.05 8.954 0.09 0:03:00 1 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 1 1.70 5.621 0.06 1:26:00 1 0 0 100
TOTAL 32 1.73 460.850 4.61 9:09:00 32 0 0 100

SUMMARY METRICS

Metric Value
Backtesting from 2022-08-01 00:00:00
Backtesting to 2022-09-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 32 / 1.03
Starting balance 10000 USDT
Final balance 10460.85 USDT
Absolute profit 460.85 USDT
Total profit % 4.61%
CAGR % 69.98%
Sortino -100.00
Sharpe 40.33
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 14.40 (100.00)
Trades per day 1.03
Avg. daily profit % 0.15%
Avg. stake amount 825.525 USDT
Total trade volume 26416.787 USDT
Best Pair SANTOS/USDT 0.91%
Worst Pair 1INCH/USDT 0.00%
Best trade SANTOS/USDT 4.67%
Worst trade CVP/USDT 1.00%
Best day 47.087 USDT
Worst day 0 USDT
Days win/draw/lose 17 / 10 / 0
Avg. Duration Winners 9:09:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 32 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change -11.74%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 32 1.73 460.850 4.61 9:09:00 32 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20220901-20221001

Current Previous v14.1.612 v14.1.605
Average Duration 2 days, 15:59:00 2 days, 15:59:00 2 days, 15:59:00 2 days, 15:59:00
Market Change -3.22 % -3.22 % -3.22 % -3.22 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.67 % 1.67 % 1.65 % 1.66 %
Profit Sum 35.17 % 35.17 % 34.7 % 34.79 %
Profit Total 3.82 % 3.82 % 3.64 % 3.71 %
Trades 21 21 21 21
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
SANTOS/USDT 5 1.87 98.690 0.99 3 days, 23:58:00 5 0 0 100
ETC/USDT 1 1.83 80.077 0.80 28 days, 21:15:00 1 0 0 100
REEF/USDT 3 2.08 52.095 0.52 1:05:00 3 0 0 100
FIS/USDT 1 2.00 19.958 0.20 3 days, 22:35:00 1 0 0 100
KNC/USDT 1 2.30 19.262 0.19 13:25:00 1 0 0 100
CKB/USDT 1 2.06 17.292 0.17 1:30:00 1 0 0 100
ALPACA/USDT 1 2.01 16.650 0.17 4:30:00 1 0 0 100
OXT/USDT 1 1.79 14.884 0.15 11:45:00 1 0 0 100
DEXE/USDT 1 1.58 13.064 0.13 2:11:00 1 0 0 100
WING/USDT 1 1.31 10.870 0.11 0:46:00 1 0 0 100
LAZIO/USDT 1 1.20 10.258 0.10 1:27:00 1 0 0 100
VIDT/USDT 1 1.10 9.168 0.09 13:50:00 1 0 0 100
UNFI/USDT 1 1.08 9.001 0.09 0:02:00 1 0 0 100
TRB/USDT 1 1.02 8.519 0.09 21:38:00 1 0 0 100
SHIB/USDT 1 0.27 2.243 0.02 1:35:00 1 0 0 100
1INCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 21 1.67 382.031 3.82 2 days, 15:59:00 21 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETC/USDT 1 1.83 80.077 0.80 28 days, 21:15:00 1 0 0 100
TOTAL 1 1.83 80.077 0.80 28 days, 21:15:00 1 0 0 100

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 6 2.05 125.451 1.25 4 days, 2:16:00 6 0 0 100
47 5 1.95 81.985 0.82 3:45:00 5 0 0 100
120 1 1.83 80.077 0.80 28 days, 21:15:00 1 0 0 100
106 1 2.30 19.262 0.19 13:25:00 1 0 0 100
1 50 1 1.84 15.308 0.15 1:33:00 1 0 0 100
44 1 1.31 10.870 0.11 0:46:00 1 0 0 100
101 2 0.64 10.762 0.11 11:36:00 2 0 0 100
26 50 1 1.21 10.339 0.10 0:45:00 1 0 0 100
107 1 1.20 10.258 0.10 1:27:00 1 0 0 100
10 101 1 1.08 9.001 0.09 0:02:00 1 0 0 100
13 1 1.02 8.720 0.09 0:42:00 1 0 0 100
TOTAL 21 1.67 382.031 3.82 2 days, 15:59:00 21 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 1.83 80.077 0.80 28 days, 21:15:00 1 0 0 100
exit_long_quick_q_1 ( 46 ) 2 2.14 55.295 0.55 9 days, 22:35:00 2 0 0 100
exit_profit_long_quick_max_m ( 47 ) 3 1.84 46.569 0.47 5:44:00 3 0 0 100
exit_long_quick_q_3 ( 46 ) 2 2.12 35.314 0.35 3:04:00 2 0 0 100
exit_long_quick_1_1_1 ( 46 ) 1 2.00 19.958 0.20 3 days, 22:35:00 1 0 0 100
exit_long_rapid_w_2_2 ( 106 ) 1 2.30 19.262 0.19 13:25:00 1 0 0 100
exit_long_quick_d_2_1 ( 47 ) 1 2.18 18.123 0.18 0:05:00 1 0 0 100
exit_long_quick_q_3 ( 47 ) 1 2.06 17.292 0.17 1:30:00 1 0 0 100
exit_profit_long_normal_max_m ( 1 50 ) 1 1.84 15.308 0.15 1:33:00 1 0 0 100
exit_profit_long_quick_max_m ( 46 ) 1 1.79 14.884 0.15 11:45:00 1 0 0 100
exit_profit_long_quick_max_m ( 44 ) 1 1.31 10.870 0.11 0:46:00 1 0 0 100
exit_profit_long_pump_max_m ( 26 50 ) 1 1.21 10.339 0.10 0:45:00 1 0 0 100
exit_profit_long_rapid_max_m ( 107 ) 1 1.20 10.258 0.10 1:27:00 1 0 0 100
exit_long_normal_u_1 ( 10 101 ) 1 1.08 9.001 0.09 0:02:00 1 0 0 100
exit_long_normal_d_1_10 ( 13 ) 1 1.02 8.720 0.09 0:42:00 1 0 0 100
exit_long_rapid_rpd_2 ( 101 ) 1 1.02 8.519 0.09 21:38:00 1 0 0 100
exit_long_rapid_d_0_18 ( 101 ) 1 0.27 2.243 0.02 1:35:00 1 0 0 100
TOTAL 21 1.67 382.031 3.82 2 days, 15:59:00 21 0 0 100

SUMMARY METRICS

Metric Value
Backtesting from 2022-09-01 00:00:00
Backtesting to 2022-10-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 21 / 0.7
Starting balance 10000 USDT
Final balance 10382.031 USDT
Absolute profit 382.031 USDT
Total profit % 3.82%
CAGR % 57.80%
Sortino -100.00
Sharpe 15.96
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 18.19 (100.00)
Trades per day 0.7
Avg. daily profit % 0.13%
Avg. stake amount 790.323 USDT
Total trade volume 16596.784 USDT
Best Pair SANTOS/USDT 0.99%
Worst Pair 1INCH/USDT 0.00%
Best trade SANTOS/USDT 3.29%
Worst trade SHIB/USDT 0.27%
Best day 80.077 USDT
Worst day 0 USDT
Days win/draw/lose 15 / 15 / 0
Avg. Duration Winners 2 days, 15:59:00
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
Drawdown End 1970-01-01 00:00:00
Market change -3.22%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 21 1.67 382.031 3.82 2 days, 15:59:00 21 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20221001-20221101

Current Previous v14.1.612 v14.1.605
Average Duration 1 day, 13:26:00 1 day, 13:26:00 1 day, 13:26:00 1 day, 13:26:00
Market Change 7.59 % 7.59 % 7.59 % 7.59 %
Max Drawdown 0.1719 % 0.1719 % 0.1102 % 0.1435 %
Profit Mean 1.29 % 1.29 % 1.37 % 1.36 %
Profit Sum 16.82 % 16.82 % 17.81 % 17.62 %
Profit Total 1.23 % 1.23 % 1.29 % 1.24 %
Trades 13 13 13 13
Win Rate 92.31 % 92.31 % 92.31 % 92.31 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
PHA/USDT 4 1.63 54.209 0.54 4:32:00 4 0 0 100
UNI/USDT 1 1.88 15.520 0.16 1:50:00 1 0 0 100
SANTOS/USDT 2 1.18 13.909 0.14 2:54:00 2 0 0 100
TWT/USDT 1 1.62 13.415 0.13 1 day, 1:10:00 1 0 0 100
HIVE/USDT 1 1.45 11.972 0.12 0:12:00 1 0 0 100
COTI/USDT 1 1.06 8.846 0.09 6:26:00 1 0 0 100
PYR/USDT 1 1.56 5.215 0.05 0:02:00 1 0 0 100
1INCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 2 0.19 -0.328 -0.00 8 days, 22:31:00 1 0 1 50.0
TOTAL 13 1.29 122.758 1.23 1 day, 13:26:00 12 0 1 92.3

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XRP/USDT 1 -1.50 -17.431 -0.17 15 days, 17:15:00 0 0 1 0
TOTAL 1 -1.50 -17.431 -0.17 15 days, 17:15:00 0 0 1 0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 6 1.73 87.480 0.87 17:02:00 6 0 0 100
24 1 1.46 12.135 0.12 1:01:00 1 0 0 100
22 1 1.45 11.972 0.12 0:12:00 1 0 0 100
45 1 1.21 10.073 0.10 0:09:00 1 0 0 100
104 1 1.14 9.478 0.09 0:08:00 1 0 0 100
61 2 1.36 9.050 0.09 2:51:00 2 0 0 100
120 1 -1.50 -17.431 -0.17 15 days, 17:15:00 0 0 1 0
TOTAL 13 1.29 122.758 1.23 1 day, 13:26:00 12 0 1 92.3

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_quick_q_3 ( 46 ) 1 2.71 22.596 0.23 1:12:00 1 0 0 100
exit_long_quick_q_1 ( 46 ) 1 1.88 17.103 0.17 2 days, 3:47:00 1 0 0 100
exit_long_quick_w_1_5 ( 46 ) 1 1.88 15.520 0.16 1:50:00 1 0 0 100
exit_long_quick_1_1_1 ( 46 ) 1 1.62 13.415 0.13 1 day, 1:10:00 1 0 0 100
exit_profit_long_pump_max_m ( 24 ) 1 1.46 12.135 0.12 1:01:00 1 0 0 100
exit_long_pump_u_1 ( 22 ) 1 1.45 11.972 0.12 0:12:00 1 0 0 100
exit_profit_long_quick_max_m ( 45 ) 1 1.21 10.073 0.10 0:09:00 1 0 0 100
exit_long_quick_2_1_1 ( 46 ) 1 1.20 10.000 0.10 15:46:00 1 0 0 100
exit_profit_long_rapid_max_m ( 104 ) 1 1.14 9.478 0.09 0:08:00 1 0 0 100
exit_profit_long_quick_max_m ( 46 ) 1 1.06 8.846 0.09 6:26:00 1 0 0 100
exit_long_rebuy_u_1 ( 61 ) 1 1.56 5.215 0.05 0:02:00 1 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 1 1.16 3.836 0.04 5:40:00 1 0 0 100
force_exit 1 -1.50 -17.431 -0.17 15 days, 17:15:00 0 0 1 0
TOTAL 13 1.29 122.758 1.23 1 day, 13:26:00 12 0 1 92.3

SUMMARY METRICS

Metric Value
Backtesting from 2022-10-01 00:00:00
Backtesting to 2022-11-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 13 / 0.42
Starting balance 10000 USDT
Final balance 10122.758 USDT
Absolute profit 122.758 USDT
Total profit % 1.23%
CAGR % 15.45%
Sortino -100.00
Sharpe 8.34
Calmar 440.11
Profit factor 8.04
Expectancy (Ratio) 9.44 (0.54)
Trades per day 0.42
Avg. daily profit % 0.04%
Avg. stake amount 738.458 USDT
Total trade volume 9599.951 USDT
Best Pair PHA/USDT 0.54%
Worst Pair 1INCH/USDT 0.00%
Best trade PHA/USDT 2.71%
Worst trade XRP/USDT -1.50%
Best day 22.596 USDT
Worst day -17.431 USDT
Days win/draw/lose 11 / 18 / 1
Avg. Duration Winners 9:07:00
Avg. Duration Loser 15 days, 17:15:00
Max Consecutive Wins / Loss 12 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10015.52 USDT
Max balance 10140.189 USDT
Max % of account underwater 0.17%
Absolute Drawdown (Account) 0.17%
Absolute Drawdown 17.431 USDT
Drawdown high 140.189 USDT
Drawdown low 122.758 USDT
Drawdown Start 2022-10-31 14:42:00
Drawdown End 2022-11-01 00:00:00
Market change 7.59%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 13 1.29 122.758 1.23 1 day, 13:26:00 12 0 1 92.3 17.431 USDT 0.17%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20221101-20221201

Current Previous v14.1.612 v14.1.605
Average Duration 3:53:00 3:53:00 3:53:00 3:53:00
Market Change -16.04 % -16.04 % -16.04 % -16.04 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.79 % 1.79 % 1.8 % 1.79 %
Profit Sum 104.04 % 104.04 % 104.16 % 104.04 %
Profit Total 8.64 % 8.64 % 8.66 % 8.64 %
Trades 58 58 58 58
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
MASK/USDT 6 2.61 135.941 1.36 4:06:00 6 0 0 100
LAZIO/USDT 9 1.59 122.598 1.23 0:13:00 9 0 0 100
VIDT/USDT 2 3.34 59.177 0.59 1:10:00 2 0 0 100
AR/USDT 3 1.43 35.530 0.36 1:28:00 3 0 0 100
QI/USDT 2 2.01 35.515 0.36 4:52:00 2 0 0 100
STPT/USDT 1 3.60 30.606 0.31 1:35:00 1 0 0 100
SANTOS/USDT 3 1.18 30.382 0.30 1:44:00 3 0 0 100
PEOPLE/USDT 1 3.44 29.573 0.30 0:39:00 1 0 0 100
FIS/USDT 2 2.90 28.549 0.29 2:58:00 2 0 0 100
BAND/USDT 1 3.26 27.528 0.28 0:33:00 1 0 0 100
SFP/USDT 2 1.24 21.029 0.21 12:25:00 2 0 0 100
GTC/USDT 1 2.47 20.539 0.21 2:10:00 1 0 0 100
C98/USDT 2 1.16 20.053 0.20 6:22:00 2 0 0 100
FARM/USDT 1 2.24 19.607 0.20 15:25:00 1 0 0 100
ZEN/USDT 1 2.25 19.340 0.19 1:40:00 1 0 0 100
DYDX/USDT 2 1.01 17.843 0.18 10:39:00 2 0 0 100
1INCH/USDT 1 2.07 17.774 0.18 0:01:00 1 0 0 100
DF/USDT 1 2.07 17.671 0.18 1:11:00 1 0 0 100
INJ/USDT 1 1.73 14.863 0.15 7:35:00 1 0 0 100
AVA/USDT 1 1.50 13.339 0.13 11:55:00 1 0 0 100
ARPA/USDT 1 1.42 11.829 0.12 3:04:00 1 0 0 100
FRONT/USDT 1 1.32 11.408 0.11 3:50:00 1 0 0 100
PHA/USDT 1 1.28 10.891 0.11 8:09:00 1 0 0 100
DEXE/USDT 1 1.27 10.794 0.11 1:33:00 1 0 0 100
PERP/USDT 1 1.23 10.581 0.11 22:06:00 1 0 0 100
IOTA/USDT 1 1.25 10.387 0.10 7:15:00 1 0 0 100
VTHO/USDT 1 1.15 9.668 0.10 0:09:00 1 0 0 100
KNC/USDT 1 1.08 9.599 0.10 2:12:00 1 0 0 100
DODO/USDT 1 1.09 9.526 0.10 0:32:00 1 0 0 100
RLC/USDT 1 1.05 9.257 0.09 0:04:00 1 0 0 100
CELO/USDT 1 1.09 9.139 0.09 0:23:00 1 0 0 100
SUSHI/USDT 1 1.09 9.086 0.09 1:00:00 1 0 0 100
GALA/USDT 1 1.05 8.715 0.09 0:59:00 1 0 0 100
FLOW/USDT 1 1.02 8.390 0.08 17:11:00 1 0 0 100
STRAX/USDT 1 1.93 6.816 0.07 1:13:00 1 0 0 100
ADX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 58 1.79 863.544 8.64 3:53:00 58 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 6 2.06 107.281 1.07 4:20:00 6 0 0 100
13 4 2.34 79.382 0.79 0:26:00 4 0 0 100
106 3 2.59 68.316 0.68 0:54:00 3 0 0 100
103 3 2.13 55.017 0.55 10:07:00 3 0 0 100
47 5 1.19 51.378 0.51 6:53:00 5 0 0 100
41 61 4 1.46 50.789 0.51 4:04:00 4 0 0 100
44 2 2.84 48.278 0.48 1:23:00 2 0 0 100
12 3 1.81 46.569 0.47 4:22:00 3 0 0 100
25 4 1.30 44.506 0.45 2:50:00 4 0 0 100
102 4 1.16 39.747 0.40 3:48:00 4 0 0 100
104 3 1.34 34.742 0.35 7:44:00 3 0 0 100
10 2 1.65 28.631 0.29 0:20:00 2 0 0 100
9 1 2.92 25.518 0.26 13:00:00 1 0 0 100
61 2 3.03 21.552 0.22 2:29:00 2 0 0 100
50 108 1 2.47 20.539 0.21 2:10:00 1 0 0 100
101 1 2.25 19.340 0.19 1:40:00 1 0 0 100
108 1 2.26 19.211 0.19 1:40:00 1 0 0 100
6 1 2.07 17.774 0.18 0:01:00 1 0 0 100
105 1 1.67 13.813 0.14 2:10:00 1 0 0 100
45 104 1 1.44 12.483 0.12 11:55:00 1 0 0 100
24 1 1.33 10.953 0.11 1:46:00 1 0 0 100
107 1 1.23 10.668 0.11 0:02:00 1 0 0 100
61 102 1 1.15 9.668 0.10 0:09:00 1 0 0 100
7 1 1.10 9.257 0.09 0:54:00 1 0 0 100
22 1 1.09 9.086 0.09 1:00:00 1 0 0 100
21 1 1.02 9.046 0.09 6:16:00 1 0 0 100
TOTAL 58 1.79 863.544 8.64 3:53:00 58 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_rapid_d_3_1 ( 106 ) 2 3.34 59.177 0.59 1:10:00 2 0 0 100
exit_profit_long_quick_max_m ( 44 ) 2 2.84 48.278 0.48 1:23:00 2 0 0 100
exit_profit_long_normal_max_m ( 13 ) 2 2.14 36.123 0.36 0:48:00 2 0 0 100
exit_profit_long_rapid_max_m ( 104 ) 3 1.34 34.742 0.35 7:44:00 3 0 0 100
exit_profit_long_quick_max_m ( 46 ) 2 1.89 32.745 0.33 1:46:00 2 0 0 100
exit_profit_long_quick_max_m ( 47 ) 3 1.19 30.444 0.30 10:02:00 3 0 0 100
exit_long_quick_q_1 ( 46 ) 1 3.33 29.751 0.30 0:55:00 1 0 0 100
exit_profit_long_rapid_max_m ( 103 ) 1 3.44 29.573 0.30 0:39:00 1 0 0 100
exit_long_normal_u_3 ( 12 ) 1 3.26 27.528 0.28 0:33:00 1 0 0 100
exit_long_normal_u_3 ( 13 ) 1 3.22 26.925 0.27 0:03:00 1 0 0 100
exit_long_quick_2_1_1 ( 46 ) 1 2.97 25.852 0.26 1:25:00 1 0 0 100
exit_long_normal_1_1_1 ( 9 ) 1 2.92 25.518 0.26 13:00:00 1 0 0 100
exit_profit_long_quick_max_m ( 41 61 ) 2 1.20 20.939 0.21 0:22:00 2 0 0 100
exit_long_quick_d_2_1 ( 50 108 ) 1 2.47 20.539 0.21 2:10:00 1 0 0 100
exit_long_rapid_rpd_3 ( 102 ) 2 1.18 20.490 0.20 5:10:00 2 0 0 100
exit_long_quick_q_3 ( 41 61 ) 1 2.24 19.607 0.20 15:25:00 1 0 0 100
exit_profit_long_rapid_max_m ( 101 ) 1 2.25 19.340 0.19 1:40:00 1 0 0 100
exit_profit_long_normal_max_m ( 10 ) 1 2.20 19.256 0.19 0:37:00 1 0 0 100
exit_long_rapid_rpd_3 ( 108 ) 1 2.26 19.211 0.19 1:40:00 1 0 0 100
exit_long_pump_d_1_10 ( 25 ) 2 1.15 19.112 0.19 0:16:00 2 0 0 100
exit_profit_long_normal_max_m ( 12 ) 2 1.09 19.041 0.19 6:17:00 2 0 0 100
exit_long_normal_u_2 ( 6 ) 1 2.07 17.774 0.18 0:01:00 1 0 0 100
exit_long_normal_u_1 ( 13 ) 1 1.87 16.334 0.16 0:04:00 1 0 0 100
exit_long_rapid_rpd_3 ( 103 ) 1 1.73 14.863 0.15 7:35:00 1 0 0 100
exit_long_rebuy_w_4_2 ( 61 ) 1 4.13 14.736 0.15 3:45:00 1 0 0 100
exit_long_pump_w_1_2 ( 25 ) 1 1.65 14.599 0.15 9:15:00 1 0 0 100
exit_long_rapid_d_1_13 ( 105 ) 1 1.67 13.813 0.14 2:10:00 1 0 0 100
exit_long_rapid_rpd_3 ( 45 104 ) 1 1.44 12.483 0.12 11:55:00 1 0 0 100
exit_long_quick_d_1_5 ( 47 ) 1 1.32 11.408 0.11 3:50:00 1 0 0 100
exit_profit_long_pump_max_m ( 24 ) 1 1.33 10.953 0.11 1:46:00 1 0 0 100
exit_profit_long_pump_max_m ( 25 ) 1 1.27 10.794 0.11 1:33:00 1 0 0 100
exit_long_rapid_d_1_10 ( 107 ) 1 1.23 10.668 0.11 0:02:00 1 0 0 100
exit_long_rapid_w_1_22 ( 103 ) 1 1.23 10.581 0.11 22:06:00 1 0 0 100
exit_long_quick_w_1_22 ( 46 ) 1 1.25 10.387 0.10 7:15:00 1 0 0 100
exit_profit_long_rapid_max_m ( 102 ) 1 1.20 10.269 0.10 0:14:00 1 0 0 100
exit_long_quick_u_1 ( 41 61 ) 1 1.18 10.243 0.10 0:07:00 1 0 0 100
exit_profit_long_rapid_max_m ( 61 102 ) 1 1.15 9.668 0.10 0:09:00 1 0 0 100
exit_long_quick_d_1_18 ( 47 ) 1 1.09 9.526 0.10 0:32:00 1 0 0 100
exit_long_normal_u_1 ( 10 ) 1 1.10 9.375 0.09 0:02:00 1 0 0 100
exit_profit_long_normal_max_m ( 7 ) 1 1.10 9.257 0.09 0:54:00 1 0 0 100
exit_long_rapid_d_1_18 ( 106 ) 1 1.09 9.139 0.09 0:23:00 1 0 0 100
exit_long_pump_w_1_3 ( 22 ) 1 1.09 9.086 0.09 1:00:00 1 0 0 100
exit_profit_long_pump_max_m ( 21 ) 1 1.02 9.046 0.09 6:16:00 1 0 0 100
exit_long_rapid_rpd_2 ( 102 ) 1 1.07 8.988 0.09 4:35:00 1 0 0 100
exit_long_quick_1_1_1 ( 46 ) 1 1.03 8.546 0.09 12:55:00 1 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 1 1.93 6.816 0.07 1:13:00 1 0 0 100
TOTAL 58 1.79 863.544 8.64 3:53:00 58 0 0 100

SUMMARY METRICS

Metric Value
Backtesting from 2022-11-01 00:00:00
Backtesting to 2022-12-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 58 / 1.93
Starting balance 10000 USDT
Final balance 10863.544 USDT
Absolute profit 863.544 USDT
Total profit % 8.64%
CAGR % 173.94%
Sortino -100.00
Sharpe 78.28
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 14.89 (100.00)
Trades per day 1.93
Avg. daily profit % 0.29%
Avg. stake amount 838.362 USDT
Total trade volume 48625.021 USDT
Best Pair MASK/USDT 1.36%
Worst Pair ADX/USDT 0.00%
Best trade FIS/USDT 4.13%
Worst trade DYDX/USDT 0.92%
Best day 104.08 USDT
Worst day 0 USDT
Days win/draw/lose 20 / 7 / 0
Avg. Duration Winners 3:53:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 58 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change -16.04%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 58 1.79 863.544 8.64 3:53:00 58 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20221201-20230101

Current Previous v14.1.612 v14.1.605
Average Duration 1 day, 13:17:00 1 day, 13:17:00 1 day, 13:16:00 1 day, 13:17:00
Market Change -13.78 % -13.78 % -13.78 % -13.78 %
Max Drawdown 0.1905 % 0.1905 % 0.1907 % 0.1906 %
Profit Mean 1.36 % 1.36 % 1.36 % 1.33 %
Profit Sum 24.39 % 24.39 % 24.56 % 24.02 %
Profit Total 1.99 % 1.99 % 2.06 % 1.9 %
Trades 18 18 18 18
Win Rate 94.44 % 94.44 % 94.44 % 94.44 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TWT/USDT 4 1.71 56.866 0.57 0:12:00 4 0 0 100
RARE/USDT 2 2.05 34.455 0.34 11:50:00 2 0 0 100
DEXE/USDT 2 1.73 28.724 0.29 9:40:00 2 0 0 100
BAND/USDT 2 1.60 26.602 0.27 4:27:00 2 0 0 100
RLC/USDT 1 2.46 20.593 0.21 0:55:00 1 0 0 100
TRB/USDT 1 1.19 10.974 0.11 12:53:00 1 0 0 100
QTUM/USDT 1 1.15 9.701 0.10 8:39:00 1 0 0 100
LTC/USDT 1 0.38 9.679 0.10 21 days, 3:00:00 1 0 0 100
AXS/USDT 1 1.12 9.351 0.09 1:58:00 1 0 0 100
MOVR/USDT 1 2.25 7.452 0.07 7:55:00 1 0 0 100
SFP/USDT 1 0.54 4.480 0.04 0:01:00 1 0 0 100
1INCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 1 -2.31 -19.453 -0.19 3 days, 7:00:00 0 0 1 0
TOTAL 18 1.36 199.425 1.99 1 day, 13:17:00 17 0 1 94.4

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LTC/USDT 1 0.38 9.679 0.10 21 days, 3:00:00 1 0 0 100
DASH/USDT 1 -2.31 -19.453 -0.19 3 days, 7:00:00 0 0 1 0
TOTAL 2 -0.97 -9.774 -0.10 12 days, 5:00:00 1 0 1 50.0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
108 2 1.83 31.567 0.32 6:54:00 2 0 0 100
41 61 2 1.68 27.988 0.28 3:58:00 2 0 0 100
5 2 1.35 22.662 0.23 0:06:00 2 0 0 100
10 107 1 2.62 21.653 0.22 0:01:00 1 0 0 100
104 1 2.26 19.018 0.19 16:20:00 1 0 0 100
47 1 2.10 17.481 0.17 19:10:00 1 0 0 100
107 1 1.36 11.243 0.11 0:11:00 1 0 0 100
44 1 1.15 9.701 0.10 8:39:00 1 0 0 100
120 1 0.38 9.679 0.10 21 days, 3:00:00 1 0 0 100
3 1 1.13 9.333 0.09 1:13:00 1 0 0 100
61 1 2.25 7.452 0.07 7:55:00 1 0 0 100
46 3 0.30 7.167 0.07 1 day, 5:33:00 2 0 1 66.7
50 1 0.54 4.480 0.04 0:01:00 1 0 0 100
TOTAL 18 1.36 199.425 1.99 1 day, 13:17:00 17 0 1 94.4

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_2 ( 10 107 ) 1 2.62 21.653 0.22 0:01:00 1 0 0 100
exit_long_rapid_d_2_2 ( 108 ) 1 2.46 20.593 0.21 0:55:00 1 0 0 100
exit_long_rapid_rpd_1 ( 104 ) 1 2.26 19.018 0.19 16:20:00 1 0 0 100
exit_long_quick_q_3 ( 47 ) 1 2.10 17.481 0.17 19:10:00 1 0 0 100
exit_long_quick_q_3 ( 46 ) 1 2.08 17.269 0.17 7:41:00 1 0 0 100
exit_long_quick_d_1_1 ( 41 61 ) 1 1.84 15.437 0.15 7:21:00 1 0 0 100
exit_profit_long_quick_max_m ( 41 61 ) 1 1.51 12.551 0.13 0:35:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 1 1.48 12.415 0.12 0:01:00 1 0 0 100
exit_profit_long_rapid_max_m ( 107 ) 1 1.36 11.243 0.11 0:11:00 1 0 0 100
exit_long_rapid_rpd_1 ( 108 ) 1 1.19 10.974 0.11 12:53:00 1 0 0 100
exit_profit_long_normal_max_m ( 5 ) 1 1.22 10.247 0.10 0:10:00 1 0 0 100
exit_profit_long_quick_max_m ( 44 ) 1 1.15 9.701 0.10 8:39:00 1 0 0 100
exit_long_quick_w_1_5 ( 46 ) 1 1.12 9.351 0.09 1:58:00 1 0 0 100
exit_profit_long_normal_max_m ( 3 ) 1 1.13 9.333 0.09 1:13:00 1 0 0 100
exit_long_rebuy_w_2_22 ( 61 ) 1 2.25 7.452 0.07 7:55:00 1 0 0 100
exit_long_quick_u_0 ( 50 ) 1 0.54 4.480 0.04 0:01:00 1 0 0 100
force_exit 2 -0.97 -9.774 -0.10 12 days, 5:00:00 1 0 1 50.0
TOTAL 18 1.36 199.425 1.99 1 day, 13:17:00 17 0 1 94.4

SUMMARY METRICS

Metric Value
Backtesting from 2022-12-01 00:00:00
Backtesting to 2023-01-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 18 / 0.58
Starting balance 10000 USDT
Final balance 10199.425 USDT
Absolute profit 199.425 USDT
Total profit % 1.99%
CAGR % 26.17%
Sortino -100.00
Sharpe 14.10
Calmar 645.00
Profit factor 11.25
Expectancy (Ratio) 11.08 (0.57)
Trades per day 0.58
Avg. daily profit % 0.06%
Avg. stake amount 793.955 USDT
Total trade volume 14291.198 USDT
Best Pair TWT/USDT 0.57%
Worst Pair DASH/USDT -0.19%
Best trade TWT/USDT 2.62%
Worst trade DASH/USDT -2.31%
Best day 51.514 USDT
Worst day -9.774 USDT
Days win/draw/lose 10 / 20 / 1
Avg. Duration Winners 1 day, 10:50:00
Avg. Duration Loser 3 days, 7:00:00
Max Consecutive Wins / Loss 16 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10009.333 USDT
Max balance 10209.2 USDT
Max % of account underwater 0.19%
Absolute Drawdown (Account) 0.19%
Absolute Drawdown 19.453 USDT
Drawdown high 209.2 USDT
Drawdown low 189.746 USDT
Drawdown Start 2022-12-29 10:05:00
Drawdown End 2023-01-01 00:00:00
Market change -13.78%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 18 1.36 199.425 1.99 1 day, 13:17:00 17 0 1 94.4 19.453 USDT 0.19%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230101-20230201

Current Previous v14.1.612 v14.1.605
Average Duration 16:51:00 n/a 16:51:00 16:51:00
Market Change 54.17 % n/a 54.17 % 54.17 %
Max Drawdown 0.0 % n/a 0.0 % 0.0 %
Profit Mean 1.65 % n/a 1.65 % 1.65 %
Profit Sum 39.49 % n/a 39.51 % 39.49 %
Profit Total 3.31 % n/a 3.34 % 3.31 %
Trades 24 n/a 24 24
Win Rate 100.0 % n/a 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
RAY/USDT 1 5.65 46.771 0.47 1:05:00 1 0 0 100
TKO/USDT 2 1.74 29.011 0.29 1 day, 4:08:00 2 0 0 100
REN/USDT 1 3.12 25.839 0.26 2 days, 4:20:00 1 0 0 100
WAVES/USDT 1 2.76 23.079 0.23 22:20:00 1 0 0 100
BURGER/USDT 2 1.26 21.383 0.21 5:33:00 2 0 0 100
MDT/USDT 1 2.53 21.323 0.21 6:11:00 1 0 0 100
MASK/USDT 2 1.18 19.857 0.20 17:58:00 2 0 0 100
PEOPLE/USDT 2 1.18 19.843 0.20 8:58:00 2 0 0 100
ZIL/USDT 1 2.01 16.830 0.17 7:35:00 1 0 0 100
XVG/USDT 1 2.00 16.530 0.17 4 days, 14:51:00 1 0 0 100
BETA/USDT 1 1.56 13.240 0.13 0:34:00 1 0 0 100
ROSE/USDT 1 1.30 11.026 0.11 5:25:00 1 0 0 100
AGLD/USDT 1 1.22 10.329 0.10 0:42:00 1 0 0 100
QI/USDT 1 1.19 10.084 0.10 0:08:00 1 0 0 100
FRONT/USDT 1 1.04 9.440 0.09 2 days, 9:50:00 1 0 0 100
CFX/USDT 1 1.09 9.285 0.09 4:40:00 1 0 0 100
BOND/USDT 1 1.07 9.063 0.09 0:13:00 1 0 0 100
PHA/USDT 1 1.09 9.003 0.09 5:07:00 1 0 0 100
SANTOS/USDT 1 1.01 8.432 0.08 4:59:00 1 0 0 100
LTC/USDT 1 0.13 0.444 0.00 3:15:00 1 0 0 100
1INCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 24 1.65 330.810 3.31 16:51:00 24 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LTC/USDT 1 0.13 0.444 0.00 3:15:00 1 0 0 100
TOTAL 1 0.13 0.444 0.00 3:15:00 1 0 0 100

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 11 1.79 166.001 1.66 21:32:00 11 0 0 100
48 49 104 1 3.12 25.839 0.26 2 days, 4:20:00 1 0 0 100
48 2 1.51 25.246 0.25 8:33:00 2 0 0 100
3 1 2.76 23.079 0.23 22:20:00 1 0 0 100
25 2 1.34 22.776 0.23 0:38:00 2 0 0 100
104 1 2.35 19.475 0.19 2 days, 7:35:00 1 0 0 100
107 2 1.14 19.335 0.19 2:37:00 2 0 0 100
47 1 1.22 10.329 0.10 0:42:00 1 0 0 100
103 1 1.09 9.285 0.09 4:40:00 1 0 0 100
45 1 1.09 9.003 0.09 5:07:00 1 0 0 100
120 1 0.13 0.444 0.00 3:15:00 1 0 0 100
TOTAL 24 1.65 330.810 3.31 16:51:00 24 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_quick_max_m ( 46 ) 5 1.23 51.847 0.52 11:04:00 5 0 0 100
exit_long_quick_q_1 ( 46 ) 1 5.65 46.771 0.47 1:05:00 1 0 0 100
exit_long_quick_w_3_9 ( 48 49 104 ) 1 3.12 25.839 0.26 2 days, 4:20:00 1 0 0 100
exit_long_normal_w_2_9 ( 3 ) 1 2.76 23.079 0.23 22:20:00 1 0 0 100
exit_profit_long_pump_max_m ( 25 ) 2 1.34 22.776 0.23 0:38:00 2 0 0 100
exit_long_quick_w_2_12 ( 46 ) 1 2.53 21.323 0.21 6:11:00 1 0 0 100
exit_long_rapid_w_2_1 ( 104 ) 1 2.35 19.475 0.19 2 days, 7:35:00 1 0 0 100
exit_long_quick_q_1 ( 48 ) 1 2.01 16.830 0.17 7:35:00 1 0 0 100
exit_long_quick_q_3 ( 46 ) 1 2.00 16.530 0.17 4 days, 14:51:00 1 0 0 100
exit_long_quick_d_1_11 ( 46 ) 1 1.30 11.026 0.11 5:25:00 1 0 0 100
exit_long_quick_d_1_2 ( 47 ) 1 1.22 10.329 0.10 0:42:00 1 0 0 100
exit_long_rapid_u_1 ( 107 ) 1 1.19 10.084 0.10 0:08:00 1 0 0 100
exit_long_quick_w_1_1 ( 46 ) 1 1.04 9.440 0.09 2 days, 9:50:00 1 0 0 100
exit_long_rapid_rpd_3 ( 103 ) 1 1.09 9.285 0.09 4:40:00 1 0 0 100
exit_long_rapid_rpd_3 ( 107 ) 1 1.09 9.251 0.09 5:06:00 1 0 0 100
exit_long_quick_d_1_25 ( 46 ) 1 1.07 9.063 0.09 0:13:00 1 0 0 100
exit_profit_long_quick_max_m ( 45 ) 1 1.09 9.003 0.09 5:07:00 1 0 0 100
exit_profit_long_quick_max_m ( 48 ) 1 1.01 8.416 0.08 9:31:00 1 0 0 100
force_exit 1 0.13 0.444 0.00 3:15:00 1 0 0 100
TOTAL 24 1.65 330.810 3.31 16:51:00 24 0 0 100

SUMMARY METRICS

Metric Value
Backtesting from 2023-01-01 00:00:00
Backtesting to 2023-02-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 24 / 0.77
Starting balance 10000 USDT
Final balance 10330.81 USDT
Absolute profit 330.81 USDT
Total profit % 3.31%
CAGR % 46.70%
Sortino -100.00
Sharpe 23.19
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 13.78 (100.00)
Trades per day 0.77
Avg. daily profit % 0.11%
Avg. stake amount 817.919 USDT
Total trade volume 19630.066 USDT
Best Pair RAY/USDT 0.47%
Worst Pair 1INCH/USDT 0.00%
Best trade RAY/USDT 5.65%
Worst trade LTC/USDT 0.13%
Best day 62.331 USDT
Worst day 0 USDT
Days win/draw/lose 10 / 14 / 0
Avg. Duration Winners 16:51:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 24 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change 54.17%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 24 1.65 330.810 3.31 16:51:00 24 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230201-20230301

Current Previous v14.1.612 v14.1.605
Average Duration 1 day, 0:16:00 n/a 23:58:00 23:58:00
Market Change 14.08 % n/a 14.08 % 14.08 %
Max Drawdown 1.0443 % n/a 1.0731 % 1.3601 %
Profit Mean 1.46 % n/a 1.47 % 1.44 %
Profit Sum 110.99 % n/a 113.24 % 110.93 %
Profit Total 9.57 % n/a 9.68 % 9.01 %
Trades 76 n/a 77 77
Win Rate 97.37 % n/a 97.4 % 96.1 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TRU/USDT 5 2.37 105.845 1.06 12:31:00 5 0 0 100
HIGH/USDT 5 1.37 54.341 0.54 1:28:00 5 0 0 100
DEGO/USDT 3 1.89 49.253 0.49 1:35:00 3 0 0 100
FXS/USDT 3 1.71 43.000 0.43 9:48:00 3 0 0 100
RNDR/USDT 4 1.54 42.476 0.42 0:41:00 4 0 0 100
MINA/USDT 3 1.61 40.924 0.41 6:31:00 3 0 0 100
FET/USDT 2 2.16 36.596 0.37 2:16:00 2 0 0 100
MDT/USDT 2 2.03 35.245 0.35 0:22:00 2 0 0 100
LIT/USDT 2 1.99 33.764 0.34 7:20:00 2 0 0 100
DYDX/USDT 2 1.77 31.104 0.31 0:24:00 2 0 0 100
FIS/USDT 2 1.77 29.786 0.30 1:37:00 2 0 0 100
CKB/USDT 3 1.16 28.533 0.29 0:40:00 3 0 0 100
ETH/USDT 1 1.02 28.076 0.28 22 days, 9:30:00 1 0 0 100
DF/USDT 1 3.14 27.854 0.28 0:30:00 1 0 0 100
RIF/USDT 1 3.04 27.783 0.28 1:34:00 1 0 0 100
SNX/USDT 1 2.87 25.793 0.26 1:30:00 1 0 0 100
AGLD/USDT 1 3.01 25.614 0.26 1:35:00 1 0 0 100
COTI/USDT 1 2.85 23.675 0.24 1 day, 5:55:00 1 0 0 100
DOCK/USDT 1 2.36 21.476 0.21 0:28:00 1 0 0 100
VTHO/USDT 1 2.41 21.149 0.21 0:15:00 1 0 0 100
REQ/USDT 1 2.34 21.112 0.21 4:05:00 1 0 0 100
REN/USDT 2 1.13 19.622 0.20 1:50:00 2 0 0 100
POLS/USDT 1 2.14 18.927 0.19 4:28:00 1 0 0 100
FORTH/USDT 1 2.09 18.843 0.19 1 day, 4:26:00 1 0 0 100
PYR/USDT 1 2.07 18.065 0.18 8:28:00 1 0 0 100
MBL/USDT 1 2.12 17.492 0.17 0:17:00 1 0 0 100
STX/USDT 1 1.94 16.968 0.17 5:57:00 1 0 0 100
SFP/USDT 1 1.83 15.187 0.15 2 days, 8:10:00 1 0 0 100
TRX/USDT 1 1.40 12.597 0.13 19:50:00 1 0 0 100
INJ/USDT 1 1.40 11.794 0.12 1:32:00 1 0 0 100
STORJ/USDT 1 1.41 11.686 0.12 6:26:00 1 0 0 100
DOGE/USDT 1 0.33 11.093 0.11 27 days, 15:15:00 1 0 0 100
ONE/USDT 1 1.19 10.486 0.10 4:30:00 1 0 0 100
SXP/USDT 1 1.14 9.991 0.10 5:40:00 1 0 0 100
KNC/USDT 1 1.20 9.904 0.10 0:31:00 1 0 0 100
STRAX/USDT 1 1.17 9.672 0.10 0:13:00 1 0 0 100
BNT/USDT 1 1.07 9.660 0.10 4:45:00 1 0 0 100
EGLD/USDT 1 1.07 9.619 0.10 18:05:00 1 0 0 100
CFX/USDT 1 1.05 9.463 0.09 0:17:00 1 0 0 100
ALPHA/USDT 1 1.06 9.322 0.09 3:00:00 1 0 0 100
TWT/USDT 1 1.12 9.245 0.09 8:35:00 1 0 0 100
YGG/USDT 1 1.04 9.136 0.09 3:09:00 1 0 0 100
DEXE/USDT 1 1.07 9.013 0.09 5 days, 22:41:00 1 0 0 100
MOVR/USDT 1 1.06 8.913 0.09 0:23:00 1 0 0 100
LSK/USDT 1 1.03 8.764 0.09 17:32:00 1 0 0 100
CELR/USDT 1 1.03 8.727 0.09 8:57:00 1 0 0 100
BAKE/USDT 1 2.21 7.569 0.08 1:07:00 1 0 0 100
DODO/USDT 1 0.77 6.451 0.06 1:20:00 1 0 0 100
BLZ/USDT 1 0.14 1.201 0.01 8:19:00 1 0 0 100
1INCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 1 -3.67 -33.582 -0.34 7:00:00 0 0 1 0
OG/USDT 1 -9.10 -82.046 -0.82 3 days, 8:05:00 0 0 1 0
TOTAL 76 1.46 957.179 9.57 1 day, 0:16:00 74 0 2 97.4

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETH/USDT 1 1.02 28.076 0.28 22 days, 9:30:00 1 0 0 100
DOGE/USDT 1 0.33 11.093 0.11 27 days, 15:15:00 1 0 0 100
CKB/USDT 1 0.56 2.046 0.02 0:05:00 1 0 0 100
TLM/USDT 1 -3.67 -33.582 -0.34 7:00:00 0 0 1 0
OG/USDT 1 -9.10 -82.046 -0.82 3 days, 8:05:00 0 0 1 0
TOTAL 5 -2.17 -74.414 -0.74 10 days, 17:35:00 3 0 2 60.0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 22 1.46 281.222 2.81 8:23:00 21 0 1 95.5
104 7 1.56 93.165 0.93 0:34:00 7 0 0 100
47 10 0.94 79.097 0.79 15:14:00 9 0 1 90.0
107 5 1.77 77.977 0.78 1:20:00 5 0 0 100
44 2 2.55 43.994 0.44 2:12:00 2 0 0 100
120 2 0.67 39.169 0.39 25 days, 0:22:00 2 0 0 100
7 1 4.26 38.028 0.38 6:55:00 1 0 0 100
48 2 2.25 37.472 0.37 1 day, 4:42:00 2 0 0 100
102 2 2.14 36.622 0.37 3:33:00 2 0 0 100
3 3 1.44 36.386 0.36 6:47:00 3 0 0 100
106 2 1.62 28.051 0.28 1:20:00 2 0 0 100
61 4 1.48 20.608 0.21 0:42:00 4 0 0 100
21 2 1.09 19.233 0.19 5:48:00 2 0 0 100
103 104 2 1.13 19.014 0.19 2 days, 23:27:00 2 0 0 100
6 1 1.40 12.395 0.12 0:03:00 1 0 0 100
101 1 1.44 12.308 0.12 0:42:00 1 0 0 100
103 1 1.42 11.899 0.12 1:09:00 1 0 0 100
41 1 1.40 11.794 0.12 1:32:00 1 0 0 100
12 1 1.16 10.627 0.11 0:32:00 1 0 0 100
50 1 1.20 10.313 0.10 0:01:00 1 0 0 100
45 1 1.19 10.309 0.10 0:04:00 1 0 0 100
41 61 1 1.10 9.447 0.09 23:58:00 1 0 0 100
105 1 1.06 9.322 0.09 3:00:00 1 0 0 100
25 1 1.03 8.727 0.09 8:57:00 1 0 0 100
TOTAL 76 1.46 957.179 9.57 1 day, 0:16:00 74 0 2 97.4

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_quick_max_m ( 46 ) 9 1.42 113.118 1.13 3:53:00 9 0 0 100
exit_profit_long_quick_max_m ( 47 ) 5 1.82 78.664 0.79 2:54:00 5 0 0 100
exit_profit_long_rapid_max_m ( 104 ) 5 1.70 73.292 0.73 0:36:00 5 0 0 100
exit_long_quick_q_3 ( 46 ) 3 2.32 60.704 0.61 17:03:00 3 0 0 100
exit_long_quick_q_3 ( 47 ) 2 2.64 46.781 0.47 2:29:00 2 0 0 100
exit_long_normal_w_4_9 ( 7 ) 1 4.26 38.028 0.38 6:55:00 1 0 0 100
exit_long_rapid_rpd_3 ( 107 ) 2 1.79 30.167 0.30 2:20:00 2 0 0 100
exit_profit_long_rapid_max_m ( 107 ) 1 3.04 27.783 0.28 1:34:00 1 0 0 100
exit_long_quick_q_1 ( 46 ) 1 2.87 25.793 0.26 1:30:00 1 0 0 100
exit_long_quick_q_3 ( 44 ) 1 3.01 25.614 0.26 1:35:00 1 0 0 100
exit_profit_long_rapid_max_m ( 102 ) 1 2.87 24.936 0.25 0:40:00 1 0 0 100
exit_long_quick_w_2_1 ( 46 ) 1 2.85 23.675 0.24 1 day, 5:55:00 1 0 0 100
exit_long_quick_q_3 ( 48 ) 1 2.66 22.286 0.22 1:15:00 1 0 0 100
exit_long_quick_w_2_10 ( 47 ) 1 2.41 21.149 0.21 0:15:00 1 0 0 100
exit_long_quick_1_1_1 ( 46 ) 1 2.34 21.112 0.21 4:05:00 1 0 0 100
exit_long_rapid_d_1_10 ( 104 ) 2 1.19 19.873 0.20 0:28:00 2 0 0 100
exit_long_quick_d_1_25 ( 46 ) 2 1.07 19.279 0.19 11:25:00 2 0 0 100
exit_long_normal_d_2_1 ( 3 ) 1 2.25 18.826 0.19 1:25:00 1 0 0 100
exit_long_quick_d_2_1 ( 46 ) 1 2.10 18.796 0.19 0:05:00 1 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 3 1.79 18.561 0.19 0:54:00 3 0 0 100
exit_long_quick_d_2_1 ( 44 ) 1 2.09 18.380 0.18 2:49:00 1 0 0 100
exit_long_pump_d_2_1 ( 21 ) 1 2.03 18.032 0.18 3:18:00 1 0 0 100
exit_long_rapid_d_2_1 ( 106 ) 1 2.11 17.887 0.18 2:05:00 1 0 0 100
exit_long_quick_w_1_5 ( 48 ) 1 1.83 15.187 0.15 2 days, 8:10:00 1 0 0 100
exit_long_quick_w_1_1 ( 47 ) 1 1.69 14.550 0.15 2 days, 4:32:00 1 0 0 100
exit_long_quick_w_1_1 ( 46 ) 1 1.40 12.597 0.13 19:50:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.40 12.395 0.12 0:03:00 1 0 0 100
exit_profit_long_rapid_max_m ( 101 ) 1 1.44 12.308 0.12 0:42:00 1 0 0 100
exit_long_rapid_w_1_16 ( 103 ) 1 1.42 11.899 0.12 1:09:00 1 0 0 100
exit_profit_long_quick_max_m ( 41 ) 1 1.40 11.794 0.12 1:32:00 1 0 0 100
exit_long_rapid_rpd_3 ( 102 ) 1 1.41 11.686 0.12 6:26:00 1 0 0 100
exit_profit_long_normal_max_m ( 3 ) 1 1.29 11.109 0.11 17:35:00 1 0 0 100
exit_profit_long_normal_max_m ( 12 ) 1 1.16 10.627 0.11 0:32:00 1 0 0 100
exit_long_rapid_d_1_10 ( 107 ) 1 1.20 10.564 0.11 0:10:00 1 0 0 100
exit_long_quick_w_1_12 ( 46 ) 1 1.19 10.486 0.10 4:30:00 1 0 0 100
exit_long_quick_u_1 ( 50 ) 1 1.20 10.313 0.10 0:01:00 1 0 0 100
exit_long_quick_u_1 ( 45 ) 1 1.19 10.309 0.10 0:04:00 1 0 0 100
exit_profit_long_rapid_max_m ( 106 ) 1 1.13 10.164 0.10 0:34:00 1 0 0 100
exit_profit_long_rapid_max_m ( 103 104 ) 1 1.19 10.001 0.10 0:13:00 1 0 0 100
exit_long_rapid_u_1 ( 107 ) 1 1.05 9.463 0.09 0:17:00 1 0 0 100
exit_profit_long_quick_max_m ( 41 61 ) 1 1.10 9.447 0.09 23:58:00 1 0 0 100
exit_long_rapid_rpd_3 ( 105 ) 1 1.06 9.322 0.09 3:00:00 1 0 0 100
exit_long_quick_w_1_5 ( 46 ) 1 1.12 9.245 0.09 8:35:00 1 0 0 100
exit_long_rapid_2_1_1 ( 103 104 ) 1 1.07 9.013 0.09 5 days, 22:41:00 1 0 0 100
exit_profit_long_pump_max_m ( 25 ) 1 1.03 8.727 0.09 8:57:00 1 0 0 100
exit_long_normal_d_0_2 ( 3 ) 1 0.77 6.451 0.06 1:20:00 1 0 0 100
exit_long_pump_d_0_20 ( 21 ) 1 0.14 1.201 0.01 8:19:00 1 0 0 100
force_exit 5 -2.17 -74.414 -0.74 10 days, 17:35:00 3 0 2 60.0
TOTAL 76 1.46 957.179 9.57 1 day, 0:16:00 74 0 2 97.4

SUMMARY METRICS

Metric Value
Backtesting from 2023-02-01 00:00:00
Backtesting to 2023-03-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 76 / 2.71
Starting balance 10000 USDT
Final balance 10957.179 USDT
Absolute profit 957.179 USDT
Total profit % 9.57%
CAGR % 229.23%
Sortino 26.95
Sharpe 46.64
Calmar 625.43
Profit factor 9.28
Expectancy (Ratio) 12.59 (0.22)
Trades per day 2.71
Avg. daily profit % 0.34%
Avg. stake amount 833.044 USDT
Total trade volume 63311.38 USDT
Best Pair TRU/USDT 1.06%
Worst Pair OG/USDT -0.82%
Best trade TRU/USDT 4.26%
Worst trade OG/USDT -9.10%
Best day 100.523 USDT
Worst day -74.414 USDT
Days win/draw/lose 24 / 2 / 1
Avg. Duration Winners 23:45:00
Avg. Duration Loser 1 day, 19:32:00
Max Consecutive Wins / Loss 74 / 2
Rejected Entry signals 2
Entry/Exit Timeouts 0 / 0
Min balance 10009.245 USDT
Max balance 11072.808 USDT
Max % of account underwater 1.04%
Absolute Drawdown (Account) 1.04%
Absolute Drawdown 115.628 USDT
Drawdown high 1072.808 USDT
Drawdown low 957.179 USDT
Drawdown Start 2023-03-01 00:00:00
Drawdown End 2023-03-01 00:00:00
Market change 14.08%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 76 1.46 957.179 9.57 1 day, 0:16:00 74 0 2 97.4 115.628 USDT 1.04%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230301-20230401

Current Previous v14.1.612 v14.1.605
Average Duration 1 day, 13:11:00 n/a 1 day, 13:11:00 1 day, 12:24:00
Market Change -6.72 % n/a -6.72 % -6.72 %
Max Drawdown 0.3554 % n/a 0.3165 % 0.3425 %
Profit Mean 1.57 % n/a 1.59 % 1.58 %
Profit Sum 72.01 % n/a 73.07 % 74.33 %
Profit Total 6.22 % n/a 6.32 % 6.6 %
Trades 46 n/a 46 47
Win Rate 97.83 % n/a 97.83 % 97.87 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TRU/USDT 9 1.68 125.291 1.25 0:55:00 9 0 0 100
CFX/USDT 5 1.77 75.591 0.76 0:41:00 5 0 0 100
RIF/USDT 3 2.36 59.813 0.60 1:57:00 3 0 0 100
ETH/USDT 1 1.84 48.484 0.48 29 days, 22:00:00 1 0 0 100
DF/USDT 3 1.46 37.149 0.37 0:24:00 3 0 0 100
MANA/USDT 1 2.97 24.729 0.25 15:50:00 1 0 0 100
GRT/USDT 1 2.58 21.930 0.22 0:36:00 1 0 0 100
GTC/USDT 1 2.51 21.320 0.21 0:36:00 1 0 0 100
TLM/USDT 1 2.08 17.939 0.18 0:46:00 1 0 0 100
LSK/USDT 1 2.02 17.645 0.18 8:20:00 1 0 0 100
BEL/USDT 1 2.02 17.284 0.17 9:31:00 1 0 0 100
EOS/USDT 1 0.33 15.791 0.16 26 days, 0:15:00 1 0 0 100
KMD/USDT 1 1.59 13.943 0.14 6:23:00 1 0 0 100
BADGER/USDT 1 1.52 13.027 0.13 11:10:00 1 0 0 100
ELF/USDT 1 1.48 12.355 0.12 1:45:00 1 0 0 100
DOCK/USDT 1 1.42 11.803 0.12 0:15:00 1 0 0 100
DODO/USDT 1 1.35 11.538 0.12 0:57:00 1 0 0 100
RLC/USDT 1 1.28 11.178 0.11 7:00:00 1 0 0 100
CVP/USDT 1 1.33 11.130 0.11 0:01:00 1 0 0 100
HIGH/USDT 1 3.26 11.068 0.11 0:37:00 1 0 0 100
HIVE/USDT 1 1.27 10.926 0.11 2:05:00 1 0 0 100
PERP/USDT 1 1.22 10.570 0.11 3:16:00 1 0 0 100
FLOW/USDT 1 1.17 10.135 0.10 1:08:00 1 0 0 100
LTO/USDT 1 1.12 9.532 0.10 0:08:00 1 0 0 100
STX/USDT 1 1.08 9.040 0.09 0:06:00 1 0 0 100
FTM/USDT 1 2.57 8.877 0.09 1:45:00 1 0 0 100
MASK/USDT 1 1.02 8.629 0.09 0:02:00 1 0 0 100
UNFI/USDT 1 1.01 8.627 0.09 4:37:00 1 0 0 100
STPT/USDT 1 0.52 4.291 0.04 9:15:00 1 0 0 100
1INCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 1 -3.96 -37.652 -0.38 10 days, 23:10:00 0 0 1 0
TOTAL 46 1.57 621.984 6.22 1 day, 13:11:00 45 0 1 97.8

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETH/USDT 1 1.84 48.484 0.48 29 days, 22:00:00 1 0 0 100
EOS/USDT 1 0.33 15.791 0.16 26 days, 0:15:00 1 0 0 100
EGLD/USDT 1 -3.96 -37.652 -0.38 10 days, 23:10:00 0 0 1 0
TOTAL 3 -0.60 26.623 0.27 22 days, 7:08:00 2 0 1 66.7

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 10 1.54 131.246 1.31 7:10:00 10 0 0 100
107 4 2.04 69.050 0.69 0:24:00 4 0 0 100
120 2 1.08 64.274 0.64 27 days, 23:08:00 2 0 0 100
41 61 3 2.45 62.357 0.62 0:20:00 3 0 0 100
47 3 2.19 55.761 0.56 0:39:00 3 0 0 100
102 4 1.50 50.820 0.51 2:18:00 4 0 0 100
104 4 1.18 39.921 0.40 0:18:00 4 0 0 100
44 2 1.78 29.578 0.30 1:12:00 2 0 0 100
105 1 3.45 29.513 0.30 2:20:00 1 0 0 100
21 2 1.22 21.060 0.21 1:36:00 2 0 0 100
61 2 2.92 19.945 0.20 1:11:00 2 0 0 100
50 1 1.87 15.542 0.16 2:40:00 1 0 0 100
24 1 1.55 12.940 0.13 2:28:00 1 0 0 100
106 1 1.33 11.130 0.11 0:01:00 1 0 0 100
45 1 1.24 10.275 0.10 1:27:00 1 0 0 100
2 41 44 61 1 1.15 9.553 0.10 0:44:00 1 0 0 100
41 1 1.12 9.532 0.10 0:08:00 1 0 0 100
13 44 61 102 1 1.02 8.509 0.09 0:28:00 1 0 0 100
12 2 -1.47 -29.023 -0.29 5 days, 11:36:00 1 0 1 50.0
TOTAL 46 1.57 621.984 6.22 1 day, 13:11:00 45 0 1 97.8

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_quick_max_m ( 46 ) 4 1.27 43.762 0.44 5:00:00 4 0 0 100
exit_profit_long_rapid_max_m ( 107 ) 2 2.55 43.250 0.43 0:36:00 2 0 0 100
exit_long_quick_1_1_1 ( 46 ) 2 2.49 42.375 0.42 12:05:00 2 0 0 100
exit_profit_long_quick_max_m ( 41 61 ) 1 3.68 31.843 0.32 0:16:00 1 0 0 100
exit_long_rapid_d_1_10 ( 104 ) 3 1.24 31.448 0.31 0:18:00 3 0 0 100
exit_long_rapid_d_3_1 ( 105 ) 1 3.45 29.513 0.30 2:20:00 1 0 0 100
force_exit 3 -0.60 26.623 0.27 22 days, 7:08:00 2 0 1 66.7
exit_long_quick_q_3 ( 47 ) 1 3.21 26.546 0.27 0:50:00 1 0 0 100
exit_profit_long_rapid_max_m ( 102 ) 2 1.43 24.002 0.24 1:12:00 2 0 0 100
exit_long_quick_d_2_3 ( 41 61 ) 1 2.25 18.711 0.19 0:30:00 1 0 0 100
exit_long_quick_d_2_21 ( 44 ) 1 2.25 18.672 0.19 2:12:00 1 0 0 100
exit_long_quick_d_2_1 ( 47 ) 1 2.08 17.939 0.18 0:46:00 1 0 0 100
exit_long_quick_q_2 ( 46 ) 1 2.02 17.284 0.17 9:31:00 1 0 0 100
exit_long_rapid_d_1_10 ( 107 ) 1 1.99 16.760 0.17 0:18:00 1 0 0 100
exit_long_quick_d_1_12 ( 50 ) 1 1.87 15.542 0.16 2:40:00 1 0 0 100
exit_long_rapid_d_1_1 ( 102 ) 1 1.59 13.943 0.14 6:23:00 1 0 0 100
exit_profit_long_pump_max_m ( 24 ) 1 1.55 12.940 0.13 2:28:00 1 0 0 100
exit_long_rapid_u_1 ( 102 ) 1 1.55 12.875 0.13 0:23:00 1 0 0 100
exit_long_quick_w_1_2 ( 46 ) 1 1.48 12.355 0.12 1:45:00 1 0 0 100
exit_long_quick_d_1_18 ( 41 61 ) 1 1.42 11.803 0.12 0:15:00 1 0 0 100
exit_profit_long_quick_max_m ( 47 ) 1 1.29 11.276 0.11 0:20:00 1 0 0 100
exit_long_quick_w_1_5 ( 46 ) 1 1.28 11.178 0.11 7:00:00 1 0 0 100
exit_long_rapid_u_1 ( 106 ) 1 1.33 11.130 0.11 0:01:00 1 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 1 3.26 11.068 0.11 0:37:00 1 0 0 100
exit_long_pump_w_1_10 ( 21 ) 1 1.27 10.926 0.11 2:05:00 1 0 0 100
exit_profit_long_quick_max_m ( 44 ) 1 1.32 10.905 0.11 0:11:00 1 0 0 100
exit_profit_long_quick_max_m ( 45 ) 1 1.24 10.275 0.10 1:27:00 1 0 0 100
exit_profit_long_pump_max_m ( 21 ) 1 1.17 10.135 0.10 1:08:00 1 0 0 100
exit_profit_long_normal_max_m ( 2 41 44 61 ) 1 1.15 9.553 0.10 0:44:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.12 9.532 0.10 0:08:00 1 0 0 100
exit_long_rapid_u_1 ( 107 ) 1 1.08 9.040 0.09 0:06:00 1 0 0 100
exit_long_rebuy_d_2_1 ( 61 ) 1 2.57 8.877 0.09 1:45:00 1 0 0 100
exit_long_normal_u_1 ( 12 ) 1 1.02 8.629 0.09 0:02:00 1 0 0 100
exit_profit_long_normal_max_m ( 13 44 61 102 ) 1 1.02 8.509 0.09 0:28:00 1 0 0 100
exit_profit_long_rapid_max_m ( 104 ) 1 1.01 8.473 0.08 0:18:00 1 0 0 100
exit_long_quick_d_0_23 ( 46 ) 1 0.52 4.291 0.04 9:15:00 1 0 0 100
TOTAL 46 1.57 621.984 6.22 1 day, 13:11:00 45 0 1 97.8

SUMMARY METRICS

Metric Value
Backtesting from 2023-03-01 00:00:00
Backtesting to 2023-04-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 46 / 1.48
Starting balance 10000 USDT
Final balance 10621.984 USDT
Absolute profit 621.984 USDT
Total profit % 6.22%
CAGR % 103.49%
Sortino -100.00
Sharpe 35.53
Calmar 1078.69
Profit factor 17.52
Expectancy (Ratio) 13.52 (0.36)
Trades per day 1.48
Avg. daily profit % 0.20%
Avg. stake amount 787.296 USDT
Total trade volume 36215.621 USDT
Best Pair TRU/USDT 1.25%
Worst Pair EGLD/USDT -0.38%
Best trade CFX/USDT 3.68%
Worst trade EGLD/USDT -3.96%
Best day 117.731 USDT
Worst day 0 USDT
Days win/draw/lose 21 / 9 / 0
Avg. Duration Winners 1 day, 8:10:00
Avg. Duration Loser 10 days, 23:10:00
Max Consecutive Wins / Loss 43 / 1
Rejected Entry signals 1
Entry/Exit Timeouts 0 / 0
Min balance 10010.905 USDT
Max balance 10621.984 USDT
Max % of account underwater 0.36%
Absolute Drawdown (Account) 0.36%
Absolute Drawdown 37.652 USDT
Drawdown high 595.361 USDT
Drawdown low 557.709 USDT
Drawdown Start 2023-03-28 09:43:00
Drawdown End 2023-04-01 00:00:00
Market change -6.72%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 46 1.57 621.984 6.22 1 day, 13:11:00 45 0 1 97.8 37.652 USDT 0.36%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230401-20230501

Current Previous v14.1.612 v14.1.605
Average Duration 2 days, 10:45:00 n/a 2 days, 10:45:00 2 days, 10:45:00
Market Change 1.18 % n/a 1.18 % 1.18 %
Max Drawdown 0.4146 % n/a 0.3748 % 0.5429 %
Profit Mean 1.74 % n/a 1.71 % 1.7 %
Profit Sum 62.5 % n/a 61.47 % 61.25 %
Profit Total 6.12 % n/a 5.66 % 6.35 %
Trades 36 n/a 36 36
Win Rate 97.22 % n/a 97.22 % 97.22 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
RNDR/USDT 1 1.68 119.454 1.19 28 days, 19:00:00 1 0 0 100
VTHO/USDT 1 4.71 52.987 0.53 10 days, 4:35:00 1 0 0 100
CELR/USDT 2 2.63 45.503 0.46 2:00:00 2 0 0 100
ARPA/USDT 2 2.61 44.249 0.44 2 days, 9:22:00 2 0 0 100
KMD/USDT 2 2.52 43.837 0.44 1:26:00 2 0 0 100
OG/USDT 3 1.58 40.277 0.40 4:31:00 3 0 0 100
ERN/USDT 1 3.97 34.012 0.34 0:45:00 1 0 0 100
XVS/USDT 1 3.26 27.540 0.28 9:10:00 1 0 0 100
DYDX/USDT 1 2.16 18.680 0.19 2:18:00 1 0 0 100
AVAX/USDT 1 2.17 18.335 0.18 9:55:00 1 0 0 100
IDEX/USDT 2 1.02 17.920 0.18 0:13:00 2 0 0 100
BNT/USDT 1 2.07 17.385 0.17 2 days, 17:25:00 1 0 0 100
DEGO/USDT 1 1.96 16.389 0.16 0:25:00 1 0 0 100
FTM/USDT 1 1.65 14.351 0.14 1 day, 3:20:00 1 0 0 100
STPT/USDT 1 1.46 12.204 0.12 0:03:00 1 0 0 100
MTL/USDT 1 1.46 12.072 0.12 1 day, 1:57:00 1 0 0 100
SNX/USDT 1 1.38 11.753 0.12 9:05:00 1 0 0 100
OM/USDT 1 1.28 11.079 0.11 0:34:00 1 0 0 100
LRC/USDT 1 1.31 10.948 0.11 4 days, 8:10:00 1 0 0 100
SANTOS/USDT 1 1.17 9.800 0.10 0:33:00 1 0 0 100
CFX/USDT 1 1.16 9.576 0.10 0:03:00 1 0 0 100
XRP/USDT 1 1.13 9.567 0.10 9:08:00 1 0 0 100
LINA/USDT 1 1.11 9.388 0.09 2:56:00 1 0 0 100
HOT/USDT 1 1.13 9.350 0.09 7:14:00 1 0 0 100
DEXE/USDT 1 1.06 9.288 0.09 5:25:00 1 0 0 100
XEC/USDT 1 1.07 8.993 0.09 14:01:00 1 0 0 100
ADX/USDT 1 1.06 8.825 0.09 1 day, 1:49:00 1 0 0 100
HIVE/USDT 1 1.03 8.643 0.09 13:48:00 1 0 0 100
QNT/USDT 1 1.02 3.477 0.03 0:22:00 1 0 0 100
1INCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 1 -1.29 -43.686 -0.44 29 days, 13:30:00 0 0 1 0
TOTAL 36 1.74 612.194 6.12 2 days, 10:45:00 35 0 1 97.2

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
RNDR/USDT 1 1.68 119.454 1.19 28 days, 19:00:00 1 0 0 100
MATIC/USDT 1 -1.29 -43.686 -0.44 29 days, 13:30:00 0 0 1 0
TOTAL 2 0.20 75.768 0.76 29 days, 4:15:00 1 0 1 50.0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 19 1.80 290.397 2.90 23:11:00 19 0 0 100
120 2 0.20 75.768 0.76 29 days, 4:15:00 1 0 1 50.0
47 3 2.21 56.582 0.57 5:02:00 3 0 0 100
102 1 4.71 52.987 0.53 10 days, 4:35:00 1 0 0 100
11 3 1.34 34.309 0.34 0:17:00 3 0 0 100
104 1 3.26 27.540 0.28 9:10:00 1 0 0 100
45 2 1.22 20.880 0.21 0:34:00 2 0 0 100
105 1 2.32 20.021 0.20 2:10:00 1 0 0 100
44 1 1.32 11.481 0.11 0:24:00 1 0 0 100
101 1 1.16 9.576 0.10 0:03:00 1 0 0 100
24 1 1.08 9.177 0.09 0:16:00 1 0 0 100
61 1 1.02 3.477 0.03 0:22:00 1 0 0 100
TOTAL 36 1.74 612.194 6.12 2 days, 10:45:00 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_profit_long_quick_max_m ( 46 ) 6 1.66 84.372 0.84 11:47:00 6 0 0 100
force_exit 2 0.20 75.768 0.76 29 days, 4:15:00 1 0 1 50.0
exit_long_quick_2_1_1 ( 46 ) 3 2.10 53.242 0.53 1 day, 18:55:00 3 0 0 100
exit_long_rapid_2_1_1 ( 102 ) 1 4.71 52.987 0.53 10 days, 4:35:00 1 0 0 100
exit_long_quick_q_2 ( 46 ) 2 2.11 36.065 0.36 1 day, 9:52:00 2 0 0 100
exit_long_quick_q_3 ( 46 ) 1 3.97 34.012 0.34 0:45:00 1 0 0 100
exit_long_rapid_rpd_1 ( 104 ) 1 3.26 27.540 0.28 9:10:00 1 0 0 100
exit_long_quick_q_3 ( 47 ) 1 2.95 25.482 0.25 1:50:00 1 0 0 100
exit_profit_long_quick_max_m ( 45 ) 2 1.22 20.880 0.21 0:34:00 2 0 0 100
exit_long_quick_q_1 ( 47 ) 1 2.39 20.101 0.20 7:36:00 1 0 0 100
exit_long_rapid_d_2_1 ( 105 ) 1 2.32 20.021 0.20 2:10:00 1 0 0 100
exit_long_quick_w_2_11 ( 46 ) 1 2.17 18.335 0.18 9:55:00 1 0 0 100
exit_long_normal_d_1_10 ( 11 ) 2 1.02 17.920 0.18 0:13:00 2 0 0 100
exit_profit_long_normal_max_m ( 11 ) 1 1.96 16.389 0.16 0:25:00 1 0 0 100
exit_long_quick_3_1_1 ( 46 ) 1 1.65 14.351 0.14 1 day, 3:20:00 1 0 0 100
exit_long_quick_w_1_4 ( 46 ) 1 1.38 11.753 0.12 9:05:00 1 0 0 100
exit_profit_long_quick_max_m ( 44 ) 1 1.32 11.481 0.11 0:24:00 1 0 0 100
exit_profit_long_quick_max_m ( 47 ) 1 1.29 10.998 0.11 5:40:00 1 0 0 100
exit_long_quick_w_1_1 ( 46 ) 1 1.31 10.948 0.11 4 days, 8:10:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 1 1.16 9.576 0.10 0:03:00 1 0 0 100
exit_long_quick_d_1_12 ( 46 ) 1 1.11 9.388 0.09 2:56:00 1 0 0 100
exit_long_quick_w_1_2 ( 46 ) 1 1.06 9.288 0.09 5:25:00 1 0 0 100
exit_profit_long_pump_max_m ( 24 ) 1 1.08 9.177 0.09 0:16:00 1 0 0 100
exit_long_quick_w_1_21 ( 46 ) 1 1.03 8.643 0.09 13:48:00 1 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 1 1.02 3.477 0.03 0:22:00 1 0 0 100
TOTAL 36 1.74 612.194 6.12 2 days, 10:45:00 35 0 1 97.2

SUMMARY METRICS

Metric Value
Backtesting from 2023-04-01 00:00:00
Backtesting to 2023-05-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 36 / 1.2
Starting balance 10000 USDT
Final balance 10612.194 USDT
Absolute profit 612.194 USDT
Total profit % 6.12%
CAGR % 106.05%
Sortino -100.00
Sharpe 17.74
Calmar 940.30
Profit factor 15.01
Expectancy (Ratio) 17.01 (0.39)
Trades per day 1.2
Avg. daily profit % 0.20%
Avg. stake amount 822.595 USDT
Total trade volume 29613.436 USDT
Best Pair CELR/USDT 0.46%
Worst Pair MATIC/USDT -0.44%
Best trade VTHO/USDT 4.71%
Worst trade MATIC/USDT -1.29%
Best day 75.768 USDT
Worst day 0 USDT
Days win/draw/lose 18 / 11 / 0
Avg. Duration Winners 1 day, 16:10:00
Avg. Duration Loser 29 days, 13:30:00
Max Consecutive Wins / Loss 34 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10009.35 USDT
Max balance 10612.194 USDT
Max % of account underwater 0.41%
Absolute Drawdown (Account) 0.41%
Absolute Drawdown 43.686 USDT
Drawdown high 536.426 USDT
Drawdown low 492.74 USDT
Drawdown Start 2023-04-29 13:25:00
Drawdown End 2023-05-01 00:00:00
Market change 1.18%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 36 1.74 612.194 6.12 2 days, 10:45:00 35 0 1 97.2 43.686 USDT 0.41%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230501-20230601

Current Previous v14.1.612 v14.1.605
Average Duration 4 days, 12:49:00 n/a 4 days, 12:49:00 4 days, 12:49:00
Market Change -13.55 % n/a -13.55 % -13.55 %
Max Drawdown 0.0 % n/a 0.0 % 0.0 %
Profit Mean 2.12 % n/a 2.2 % 2.18 %
Profit Sum 27.61 % n/a 28.54 % 28.29 %
Profit Total 2.57 % n/a 2.81 % 2.97 %
Trades 13 n/a 13 13
Win Rate 100.0 % n/a 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
RIF/USDT 6 1.92 99.414 0.99 7:25:00 6 0 0 100
UMA/USDT 2 3.60 59.745 0.60 0:36:00 2 0 0 100
BETA/USDT 2 1.91 33.644 0.34 16:22:00 2 0 0 100
GRT/USDT 1 1.70 26.709 0.27 27 days, 5:15:00 1 0 0 100
ETH/USDT 1 1.23 19.325 0.19 28 days, 9:10:00 1 0 0 100
RNDR/USDT 1 2.13 17.909 0.18 1:48:00 1 0 0 100
1INCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 13 2.12 256.745 2.57 4 days, 12:49:00 13 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 1.70 26.709 0.27 27 days, 5:15:00 1 0 0 100
ETH/USDT 1 1.23 19.325 0.19 28 days, 9:10:00 1 0 0 100
TOTAL 2 1.46 46.034 0.46 27 days, 19:12:00 2 0 0 100

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
12 2 3.00 49.922 0.50 0:44:00 2 0 0 100
120 2 1.46 46.034 0.46 27 days, 19:12:00 2 0 0 100
25 1 4.56 38.052 0.38 1:40:00 1 0 0 100
46 2 1.68 30.122 0.30 16:45:00 2 0 0 100
104 1 2.32 19.303 0.19 0:22:00 1 0 0 100
45 1 1.79 18.000 0.18 1 day, 8:36:00 1 0 0 100
47 1 2.13 17.909 0.18 1:48:00 1 0 0 100
105 1 1.85 15.286 0.15 3:48:00 1 0 0 100
44 1 1.45 11.965 0.12 3:43:00 1 0 0 100
13 1 1.23 10.152 0.10 1:17:00 1 0 0 100
TOTAL 13 2.12 256.745 2.57 4 days, 12:49:00 13 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
force_exit 2 1.46 46.034 0.46 27 days, 19:12:00 2 0 0 100
exit_long_normal_w_4_15 ( 12 ) 1 4.88 40.442 0.40 0:50:00 1 0 0 100
exit_profit_long_pump_max_m ( 25 ) 1 4.56 38.052 0.38 1:40:00 1 0 0 100
exit_long_quick_q_1 ( 46 ) 1 2.37 21.678 0.22 1 day, 5:00:00 1 0 0 100
exit_profit_long_rapid_max_m ( 104 ) 1 2.32 19.303 0.19 0:22:00 1 0 0 100
exit_profit_long_quick_max_m ( 45 ) 1 1.79 18.000 0.18 1 day, 8:36:00 1 0 0 100
exit_long_quick_q_3 ( 47 ) 1 2.13 17.909 0.18 1:48:00 1 0 0 100
exit_profit_long_rapid_max_m ( 105 ) 1 1.85 15.286 0.15 3:48:00 1 0 0 100
exit_profit_long_quick_max_m ( 44 ) 1 1.45 11.965 0.12 3:43:00 1 0 0 100
exit_profit_long_normal_max_m ( 13 ) 1 1.23 10.152 0.10 1:17:00 1 0 0 100
exit_profit_long_normal_max_m ( 12 ) 1 1.13 9.479 0.09 0:38:00 1 0 0 100
exit_profit_long_quick_max_m ( 46 ) 1 1.00 8.444 0.08 4:30:00 1 0 0 100
TOTAL 13 2.12 256.745 2.57 4 days, 12:49:00 13 0 0 100

SUMMARY METRICS

Metric Value
Backtesting from 2023-05-01 00:00:00
Backtesting to 2023-06-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 13 / 0.42
Starting balance 10000 USDT
Final balance 10256.745 USDT
Absolute profit 256.745 USDT
Total profit % 2.57%
CAGR % 34.78%
Sortino -100.00
Sharpe 16.28
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 19.75 (100.00)
Trades per day 0.42
Avg. daily profit % 0.08%
Avg. stake amount 730.164 USDT
Total trade volume 9492.136 USDT
Best Pair RIF/USDT 0.99%
Worst Pair 1INCH/USDT 0.00%
Best trade UMA/USDT 4.88%
Worst trade RIF/USDT 1.00%
Best day 69.21 USDT
Worst day 0 USDT
Days win/draw/lose 9 / 22 / 0
Avg. Duration Winners 4 days, 12:49:00
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
Drawdown End 1970-01-01 00:00:00
Market change -13.55%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 13 2.12 256.745 2.57 4 days, 12:49:00 13 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230601-20230701

Current Previous v14.1.612 v14.1.605
Average Duration 1 day, 22:04:00 n/a 1 day, 22:04:00 1 day, 22:04:00
Market Change -10.89 % n/a -10.89 % -10.89 %
Max Drawdown 1.0831 % n/a 0.0911 % 0.0692 %
Profit Mean 1.11 % n/a 1.34 % 1.26 %
Profit Sum 28.94 % n/a 34.78 % 32.76 %
Profit Total 1.9 % n/a 2.87 % 2.77 %
Trades 26 n/a 26 26
Win Rate 96.15 % n/a 96.15 % 96.15 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LINA/USDT 3 2.04 51.023 0.51 5:07:00 3 0 0 100
OG/USDT 4 1.26 42.094 0.42 0:33:00 4 0 0 100
XRP/USDT 2 1.83 38.499 0.38 4 days, 0:15:00 2 0 0 100
PEOPLE/USDT 2 1.54 25.809 0.26 5:08:00 2 0 0 100
BEL/USDT 1 2.53 21.114 0.21 0:01:00 1 0 0 100
RAY/USDT 2 1.14 18.910 0.19 20:58:00 2 0 0 100
STORJ/USDT 1 2.07 17.322 0.17 1:00:00 1 0 0 100
HARD/USDT 2 0.77 14.283 0.14 5 days, 4:50:00 2 0 0 100
REN/USDT 1 1.18 9.834 0.10 0:56:00 1 0 0 100
POLS/USDT 1 1.17 9.802 0.10 21:10:00 1 0 0 100
MBL/USDT 1 1.15 9.639 0.10 0:44:00 1 0 0 100
SOL/USDT 1 1.05 8.701 0.09 1 day, 0:45:00 1 0 0 100
MDT/USDT 1 1.05 8.683 0.09 5:51:00 1 0 0 100
DOGE/USDT 1 1.04 8.621 0.09 0:31:00 1 0 0 100
ALPHA/USDT 1 1.04 8.618 0.09 0:24:00 1 0 0 100
HIGH/USDT 1 1.00 8.305 0.08 6:12:00 1 0 0 100
1INCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 1 -6.11 -111.335 -1.11 26 days, 0:15:00 0 0 1 0
TOTAL 26 1.11 189.923 1.90 1 day, 22:04:00 25 0 1 96.2

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XRP/USDT 1 1.62 21.572 0.22 7 days, 14:10:00 1 0 0 100
LTC/USDT 1 -6.11 -111.335 -1.11 26 days, 0:15:00 0 0 1 0
TOTAL 2 -2.25 -89.763 -0.90 16 days, 19:12:00 1 0 1 50.0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 4 1.59 53.020 0.53 9:38:00 4 0 0 100
106 4 1.12 37.131 0.37 3:36:00 4 0 0 100
12 2 2.08 34.665 0.35 0:05:00 2 0 0 100
11 1 3.85 32.220 0.32 0:42:00 1 0 0 100
47 2 1.15 19.155 0.19 10:42:00 2 0 0 100
45 2 1.10 18.257 0.18 0:34:00 2 0 0 100
48 1 1.94 16.195 0.16 9:55:00 1 0 0 100
105 1 1.27 10.621 0.11 0:29:00 1 0 0 100
104 107 1 1.26 10.532 0.11 1:38:00 1 0 0 100
13 1 1.14 9.424 0.09 7:42:00 1 0 0 100
104 1 1.07 8.839 0.09 1 day, 15:30:00 1 0 0 100
5 9 1 1.05 8.683 0.09 5:51:00 1 0 0 100
45 104 1 1.04 8.659 0.09 0:11:00 1 0 0 100
10 101 1 1.04 8.621 0.09 0:31:00 1 0 0 100
61 1 0.27 3.662 0.04 10 days, 9:10:00 1 0 0 100
120 2 -2.25 -89.763 -0.90 16 days, 19:12:00 1 0 1 50.0
TOTAL 26 1.11 189.923 1.90 1 day, 22:04:00 25 0 1 96.2

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_quick_q_3 ( 46 ) 2 2.05 34.249 0.34 5:40:00 2 0 0 100
exit_profit_long_normal_max_m ( 11 ) 1 3.85 32.220 0.32 0:42:00 1 0 0 100
exit_long_normal_u_2 ( 12 ) 1 2.53 21.114 0.21 0:01:00 1 0 0 100
exit_profit_long_quick_max_m ( 45 ) 2 1.10 18.257 0.18 0:34:00 2 0 0 100
exit_long_quick_w_1_5 ( 48 ) 1 1.94 16.195 0.16 9:55:00 1 0 0 100
exit_profit_long_normal_max_m ( 12 ) 1 1.63 13.551 0.14 0:09:00 1 0 0 100
exit_profit_long_rapid_max_m ( 105 ) 1 1.27 10.621 0.11 0:29:00 1 0 0 100
exit_long_rapid_d_1_24 ( 104 107 ) 1 1.26 10.532 0.11 1:38:00 1 0 0 100
exit_profit_long_quick_max_m ( 46 ) 1 1.22 10.070 0.10 2:26:00 1 0 0 100
exit_long_rapid_d_1_23 ( 106 ) 1 1.18 9.834 0.10 0:56:00 1 0 0 100
exit_long_quick_w_1_22 ( 47 ) 1 1.17 9.802 0.10 21:10:00 1 0 0 100
exit_long_rapid_d_1_21 ( 106 ) 1 1.15 9.613 0.10 0:20:00 1 0 0 100
exit_profit_long_normal_max_m ( 13 ) 1 1.14 9.424 0.09 7:42:00 1 0 0 100
exit_long_rapid_w_1_16 ( 106 ) 1 1.13 9.379 0.09 6:56:00 1 0 0 100
exit_profit_long_quick_max_m ( 47 ) 1 1.13 9.352 0.09 0:14:00 1 0 0 100
exit_long_rapid_2_1_1 ( 104 ) 1 1.07 8.839 0.09 1 day, 15:30:00 1 0 0 100
exit_long_quick_w_1_2 ( 46 ) 1 1.05 8.701 0.09 1 day, 0:45:00 1 0 0 100
exit_profit_long_normal_max_m ( 5 9 ) 1 1.05 8.683 0.09 5:51:00 1 0 0 100
exit_profit_long_quick_max_m ( 45 104 ) 1 1.04 8.659 0.09 0:11:00 1 0 0 100
exit_long_normal_d_1_18 ( 10 101 ) 1 1.04 8.621 0.09 0:31:00 1 0 0 100
exit_long_rapid_rpd_2 ( 106 ) 1 1.00 8.305 0.08 6:12:00 1 0 0 100
exit_long_rebuy_w_1_22 ( 61 ) 1 0.27 3.662 0.04 10 days, 9:10:00 1 0 0 100
force_exit 2 -2.25 -89.763 -0.90 16 days, 19:12:00 1 0 1 50.0
TOTAL 26 1.11 189.923 1.90 1 day, 22:04:00 25 0 1 96.2

SUMMARY METRICS

Metric Value
Backtesting from 2023-06-01 00:00:00
Backtesting to 2023-07-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 26 / 0.87
Starting balance 10000 USDT
Final balance 10189.923 USDT
Absolute profit 189.923 USDT
Total profit % 1.90%
CAGR % 25.72%
Sortino -100.00
Sharpe 4.95
Calmar 111.67
Profit factor 2.71
Expectancy (Ratio) 7.30 (0.07)
Trades per day 0.87
Avg. daily profit % 0.06%
Avg. stake amount 787.07 USDT
Total trade volume 20463.819 USDT
Best Pair LINA/USDT 0.51%
Worst Pair LTC/USDT -1.11%
Best trade LINA/USDT 3.85%
Worst trade LTC/USDT -6.11%
Best day 89.467 USDT
Worst day -89.763 USDT
Days win/draw/lose 13 / 16 / 1
Avg. Duration Winners 22:56:00
Avg. Duration Loser 26 days, 0:15:00
Max Consecutive Wins / Loss 24 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10008.701 USDT
Max balance 10279.685 USDT
Max % of account underwater 1.08%
Absolute Drawdown (Account) 1.08%
Absolute Drawdown 111.335 USDT
Drawdown high 279.685 USDT
Drawdown low 168.351 USDT
Drawdown Start 2023-06-28 16:00:00
Drawdown End 2023-07-01 00:00:00
Market change -10.89%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 26 1.11 189.923 1.90 1 day, 22:04:00 25 0 1 96.2 111.335 USDT 1.08%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230701-20230801

Current Previous v14.1.612 v14.1.605
Average Duration 3 days, 10:03:00 n/a 3 days, 10:03:00 3 days, 10:03:00
Market Change 3.03 % n/a 3.03 % 3.03 %
Max Drawdown 1.2142 % n/a 1.4329 % 1.4607 %
Profit Mean 1.3 % n/a 1.35 % 1.37 %
Profit Sum 44.14 % n/a 45.92 % 46.47 %
Profit Total 3.7 % n/a 4.47 % 4.23 %
Trades 34 n/a 34 34
Win Rate 91.18 % n/a 91.18 % 91.18 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
WRX/USDT 2 5.38 90.592 0.91 0:12:00 2 0 0 100
MDT/USDT 2 2.78 50.176 0.50 3 days, 10:38:00 2 0 0 100
FIL/USDT 2 2.47 40.979 0.41 3 days, 17:54:00 2 0 0 100
XRP/USDT 1 1.09 38.029 0.38 29 days, 14:00:00 1 0 0 100
POND/USDT 1 3.70 30.890 0.31 0:20:00 1 0 0 100
WAXP/USDT 2 1.54 26.722 0.27 8:22:00 2 0 0 100
SUSHI/USDT 2 1.43 24.594 0.25 4:01:00 2 0 0 100
FUN/USDT 2 1.33 22.659 0.23 0:22:00 2 0 0 100
XEC/USDT 2 1.12 19.224 0.19 3 days, 11:00:00 2 0 0 100
BLZ/USDT 2 1.09 18.416 0.18 8:03:00 2 0 0 100
STPT/USDT 2 1.01 17.499 0.17 4:50:00 2 0 0 100
STMX/USDT 1 1.98 17.018 0.17 1:23:00 1 0 0 100
BOND/USDT 1 1.81 15.706 0.16 3:41:00 1 0 0 100
FORTH/USDT 1 1.46 12.609 0.13 2 days, 0:45:00 1 0 0 100
AVA/USDT 1 1.42 11.826 0.12 2:15:00 1 0 0 100
RARE/USDT 1 1.27 10.617 0.11 2 days, 7:56:00 1 0 0 100
MKR/USDT 2 0.59 9.760 0.10 0:04:00 2 0 0 100
CRV/USDT 1 1.05 9.160 0.09 9:21:00 1 0 0 100
BEL/USDT 1 1.07 9.003 0.09 2:40:00 1 0 0 100
BNT/USDT 1 0.93 8.735 0.09 4 days, 15:25:00 1 0 0 100
1INCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 1 -3.38 -31.661 -0.32 16 days, 6:00:00 0 0 1 0
BAND/USDT 2 -1.84 -36.468 -0.36 3 days, 20:20:00 1 0 1 50.0
RNDR/USDT 1 -2.06 -46.100 -0.46 29 days, 10:10:00 0 0 1 0
TOTAL 34 1.30 369.984 3.70 3 days, 10:03:00 31 0 3 91.2

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XRP/USDT 1 1.09 38.029 0.38 29 days, 14:00:00 1 0 0 100
BTC/USDT 1 -3.38 -31.661 -0.32 16 days, 6:00:00 0 0 1 0
RNDR/USDT 1 -2.06 -46.100 -0.46 29 days, 10:10:00 0 0 1 0
BAND/USDT 1 -5.16 -49.234 -0.49 7 days, 15:00:00 0 0 1 0
TOTAL 4 -2.38 -88.966 -0.89 20 days, 17:18:00 1 0 3 25.0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
44 2 5.15 86.934 0.87 0:20:00 2 0 0 100
46 13 0.69 71.501 0.72 4 days, 4:07:00 11 0 2 84.6
47 3 1.32 33.944 0.34 3:04:00 3 0 0 100
12 1 3.70 30.890 0.31 0:20:00 1 0 0 100
13 1 3.37 27.816 0.28 5:40:00 1 0 0 100
104 2 1.53 26.026 0.26 9:28:00 2 0 0 100
107 2 1.08 18.208 0.18 2:32:00 2 0 0 100
11 1 1.98 17.018 0.17 1:23:00 1 0 0 100
2 61 1 1.81 15.706 0.16 3:41:00 1 0 0 100
45 104 1 1.45 12.522 0.13 0:05:00 1 0 0 100
7 1 1.16 9.861 0.10 14:56:00 1 0 0 100
1 1 1.05 9.160 0.09 9:21:00 1 0 0 100
45 1 1.00 8.711 0.09 2:19:00 1 0 0 100
26 50 1 1.03 8.598 0.09 0:07:00 1 0 0 100
50 1 0.14 1.161 0.01 0:01:00 1 0 0 100
120 2 -0.48 -8.071 -0.08 29 days, 12:05:00 1 0 1 50.0
TOTAL 34 1.30 369.984 3.70 3 days, 10:03:00 31 0 3 91.2

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_quick_max_m ( 44 ) 2 5.15 86.934 0.87 0:20:00 2 0 0 100
exit_profit_long_quick_max_m ( 46 ) 4 1.48 50.480 0.50 13:58:00 4 0 0 100
exit_long_quick_2_1_1 ( 46 ) 2 2.47 40.979 0.41 3 days, 17:54:00 2 0 0 100
exit_long_quick_3_1_1 ( 46 ) 2 1.73 32.977 0.33 4 days, 11:46:00 2 0 0 100
exit_long_normal_d_3_10 ( 12 ) 1 3.70 30.890 0.31 0:20:00 1 0 0 100
exit_long_normal_w_3_2 ( 13 ) 1 3.37 27.816 0.28 5:40:00 1 0 0 100
exit_profit_long_quick_max_m ( 47 ) 2 1.23 21.177 0.21 3:46:00 2 0 0 100
exit_long_quick_q_1 ( 46 ) 1 2.03 17.298 0.17 6:50:00 1 0 0 100
exit_long_normal_d_1_3 ( 11 ) 1 1.98 17.018 0.17 1:23:00 1 0 0 100
exit_profit_long_normal_max_m ( 2 61 ) 1 1.81 15.706 0.16 3:41:00 1 0 0 100
exit_long_rapid_2_1_1 ( 104 ) 1 1.64 14.200 0.14 16:40:00 1 0 0 100
exit_long_quick_d_1_13 ( 47 ) 1 1.49 12.766 0.13 1:41:00 1 0 0 100
exit_long_quick_d_1_10 ( 45 104 ) 1 1.45 12.522 0.13 0:05:00 1 0 0 100
exit_long_rapid_d_1_16 ( 104 ) 1 1.42 11.826 0.12 2:15:00 1 0 0 100
exit_profit_long_normal_max_m ( 7 ) 1 1.16 9.861 0.10 14:56:00 1 0 0 100
exit_long_rapid_d_1_13 ( 107 ) 1 1.13 9.653 0.10 3:55:00 1 0 0 100
exit_profit_long_normal_max_m ( 1 ) 1 1.05 9.160 0.09 9:21:00 1 0 0 100
exit_long_quick_w_1_1 ( 46 ) 1 0.93 8.735 0.09 4 days, 15:25:00 1 0 0 100
exit_profit_long_quick_max_m ( 45 ) 1 1.00 8.711 0.09 2:19:00 1 0 0 100
exit_long_pump_u_1 ( 26 50 ) 1 1.03 8.598 0.09 0:07:00 1 0 0 100
exit_long_rapid_w_1_3 ( 107 ) 1 1.03 8.556 0.09 1:10:00 1 0 0 100
exit_long_quick_w_0_1 ( 46 ) 1 0.20 1.926 0.02 6 days, 15:10:00 1 0 0 100
exit_long_quick_d_0_10 ( 50 ) 1 0.14 1.161 0.01 0:01:00 1 0 0 100
force_exit 4 -2.38 -88.966 -0.89 20 days, 17:18:00 1 0 3 25.0
TOTAL 34 1.30 369.984 3.70 3 days, 10:03:00 31 0 3 91.2

SUMMARY METRICS

Metric Value
Backtesting from 2023-07-01 00:00:00
Backtesting to 2023-08-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 34 / 1.1
Starting balance 10000 USDT
Final balance 10369.984 USDT
Absolute profit 369.984 USDT
Total profit % 3.70%
CAGR % 53.38%
Sortino 29.79
Sharpe 10.70
Calmar 187.79
Profit factor 3.91
Expectancy (Ratio) 10.88 (0.26)
Trades per day 1.1
Avg. daily profit % 0.12%
Avg. stake amount 851.11 USDT
Total trade volume 28937.732 USDT
Best Pair WRX/USDT 0.91%
Worst Pair BAND/USDT -0.36%
Best trade WRX/USDT 9.30%
Worst trade BAND/USDT -5.16%
Best day 78.203 USDT
Worst day -88.966 USDT
Days win/draw/lose 19 / 12 / 1
Avg. Duration Winners 2 days, 0:43:00
Avg. Duration Loser 17 days, 18:23:00
Max Consecutive Wins / Loss 30 / 3
Rejected Entry signals 5
Entry/Exit Timeouts 0 / 0
Min balance 10027.816 USDT
Max balance 10458.95 USDT
Max % of account underwater 1.21%
Absolute Drawdown (Account) 1.21%
Absolute Drawdown 126.995 USDT
Drawdown high 458.95 USDT
Drawdown low 331.955 USDT
Drawdown Start 2023-07-31 08:05:00
Drawdown End 2023-08-01 00:00:00
Market change 3.03%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 34 1.30 369.984 3.70 3 days, 10:03:00 31 0 3 91.2 126.995 USDT 1.21%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230801-20230901

Current Previous v14.1.612 v14.1.605
Average Duration 2 days, 8:47:00 n/a 2 days, 8:47:00 2 days, 8:47:00
Market Change -14.56 % n/a -14.56 % -14.56 %
Max Drawdown 1.5598 % n/a 1.4686 % 1.2669 %
Profit Mean 1.24 % n/a 1.27 % 1.33 %
Profit Sum 42.01 % n/a 43.13 % 45.3 %
Profit Total 2.7 % n/a 2.87 % 3.47 %
Trades 34 n/a 34 34
Win Rate 91.18 % n/a 91.18 % 94.12 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BLZ/USDT 9 1.89 143.549 1.44 4:37:00 9 0 0 100
OXT/USDT 4 1.46 48.841 0.49 1:25:00 4 0 0 100
BNT/USDT 2 3.29 34.706 0.35 6:38:00 2 0 0 100
KMD/USDT 2 1.71 29.048 0.29 2:00:00 2 0 0 100
ALPACA/USDT 1 2.94 26.687 0.27 1 day, 1:50:00 1 0 0 100
DEXE/USDT 1 2.94 24.598 0.25 1:00:00 1 0 0 100
WRX/USDT 1 2.08 17.508 0.18 2:02:00 1 0 0 100
MDT/USDT 1 1.49 12.528 0.13 1:35:00 1 0 0 100
TLM/USDT 1 1.47 12.294 0.12 12:59:00 1 0 0 100
SHIB/USDT 1 1.43 11.992 0.12 0:55:00 1 0 0 100
FUN/USDT 1 1.37 11.387 0.11 2:57:00 1 0 0 100
REEF/USDT 1 1.22 11.357 0.11 3 days, 9:40:00 1 0 0 100
TRX/USDT 1 1.29 11.015 0.11 4 days, 0:40:00 1 0 0 100
STMX/USDT 1 1.17 9.702 0.10 9:52:00 1 0 0 100
KNC/USDT 1 1.13 9.369 0.09 5:52:00 1 0 0 100
AVA/USDT 1 1.05 8.929 0.09 0:57:00 1 0 0 100
SFP/USDT 1 1.04 8.728 0.09 17:10:00 1 0 0 100
XVG/USDT 1 0.11 0.944 0.01 1:08:00 1 0 0 100
1INCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 1 -1.37 -30.516 -0.31 29 days, 19:30:00 0 0 1 0
HARD/USDT 1 -6.88 -58.568 -0.59 6 days, 4:30:00 0 0 1 0
LINK/USDT 1 -3.30 -73.650 -0.74 30 days, 21:30:00 0 0 1 0
TOTAL 34 1.24 270.448 2.70 2 days, 8:47:00 31 0 3 91.2

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BCH/USDT 1 -1.37 -30.516 -0.31 29 days, 19:30:00 0 0 1 0
HARD/USDT 1 -6.88 -58.568 -0.59 6 days, 4:30:00 0 0 1 0
LINK/USDT 1 -3.30 -73.650 -0.74 30 days, 21:30:00 0 0 1 0
TOTAL 3 -3.85 -162.734 -1.63 22 days, 7:10:00 0 0 3 0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
102 4 1.64 56.320 0.56 21:07:00 4 0 0 100
12 2 2.36 41.598 0.42 13:15:00 2 0 0 100
46 3 1.31 33.012 0.33 1 day, 15:50:00 3 0 0 100
107 2 1.46 24.823 0.25 18:12:00 2 0 0 100
3 1 2.77 23.413 0.23 0:53:00 1 0 0 100
45 1 2.55 21.471 0.21 0:31:00 1 0 0 100
10 25 1 2.56 21.369 0.21 12:20:00 1 0 0 100
13 1 2.11 17.641 0.18 0:24:00 1 0 0 100
103 2 0.98 16.552 0.17 0:46:00 2 0 0 100
61 1 4.02 13.336 0.13 0:55:00 1 0 0 100
48 49 104 1 1.49 12.528 0.13 1:35:00 1 0 0 100
25 1 1.46 12.318 0.12 0:13:00 1 0 0 100
21 1 1.43 11.992 0.12 0:55:00 1 0 0 100
13 104 1 1.37 11.464 0.11 1:10:00 1 0 0 100
105 1 1.23 10.398 0.10 2:20:00 1 0 0 100
47 5 0.27 10.266 0.10 1 day, 7:50:00 4 0 1 80.0
44 1 1.13 9.369 0.09 5:52:00 1 0 0 100
104 1 1.07 9.089 0.09 0:40:00 1 0 0 100
10 1 1.05 8.929 0.09 0:57:00 1 0 0 100
23 1 1.04 8.728 0.09 17:10:00 1 0 0 100
120 2 -2.34 -104.166 -1.04 30 days, 8:30:00 0 0 2 0
TOTAL 34 1.24 270.448 2.70 2 days, 8:47:00 31 0 3 91.2

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_rapid_max_m ( 102 ) 3 1.78 44.963 0.45 0:56:00 3 0 0 100
exit_profit_long_quick_max_m ( 47 ) 3 1.76 44.236 0.44 3:13:00 3 0 0 100
exit_long_normal_3_1_1 ( 12 ) 1 2.94 26.687 0.27 1 day, 1:50:00 1 0 0 100
exit_long_quick_q_3 ( 47 ) 1 2.94 24.598 0.25 1:00:00 1 0 0 100
exit_profit_long_normal_max_m ( 3 ) 1 2.77 23.413 0.23 0:53:00 1 0 0 100
exit_profit_long_quick_max_m ( 46 ) 2 1.32 21.996 0.22 11:26:00 2 0 0 100
exit_long_quick_d_2_10 ( 45 ) 1 2.55 21.471 0.21 0:31:00 1 0 0 100
exit_long_normal_2_1_1 ( 10 25 ) 1 2.56 21.369 0.21 12:20:00 1 0 0 100
exit_long_normal_u_2 ( 13 ) 1 2.11 17.641 0.18 0:24:00 1 0 0 100
exit_profit_long_rapid_max_m ( 107 ) 1 1.92 16.329 0.16 3:14:00 1 0 0 100
exit_long_rapid_d_1_10 ( 103 ) 1 1.84 15.608 0.16 0:25:00 1 0 0 100
exit_profit_long_normal_max_m ( 12 ) 1 1.78 14.910 0.15 0:40:00 1 0 0 100
exit_long_rebuy_w_4_10 ( 61 ) 1 4.02 13.336 0.13 0:55:00 1 0 0 100
exit_long_rapid_rpd_3 ( 48 49 104 ) 1 1.49 12.528 0.13 1:35:00 1 0 0 100
exit_long_pump_u_1 ( 25 ) 1 1.46 12.318 0.12 0:13:00 1 0 0 100
exit_long_pump_d_1_24 ( 21 ) 1 1.43 11.992 0.12 0:55:00 1 0 0 100
exit_long_normal_d_1_2 ( 13 104 ) 1 1.37 11.464 0.11 1:10:00 1 0 0 100
exit_long_rapid_rpd_1 ( 102 ) 1 1.22 11.357 0.11 3 days, 9:40:00 1 0 0 100
exit_long_quick_w_1_4 ( 46 ) 1 1.29 11.015 0.11 4 days, 0:40:00 1 0 0 100
exit_long_rapid_d_1_13 ( 105 ) 1 1.23 10.398 0.10 2:20:00 1 0 0 100
exit_profit_long_quick_max_m ( 44 ) 1 1.13 9.369 0.09 5:52:00 1 0 0 100
exit_profit_long_rapid_max_m ( 104 ) 1 1.07 9.089 0.09 0:40:00 1 0 0 100
exit_profit_long_normal_max_m ( 10 ) 1 1.05 8.929 0.09 0:57:00 1 0 0 100
exit_profit_long_pump_max_m ( 23 ) 1 1.04 8.728 0.09 17:10:00 1 0 0 100
exit_long_rapid_2_1_1 ( 107 ) 1 1.00 8.494 0.08 1 day, 9:11:00 1 0 0 100
exit_long_rapid_d_0_18 ( 103 ) 1 0.11 0.944 0.01 1:08:00 1 0 0 100
force_exit 3 -3.85 -162.734 -1.63 22 days, 7:10:00 0 0 3 0
TOTAL 34 1.24 270.448 2.70 2 days, 8:47:00 31 0 3 91.2

SUMMARY METRICS

Metric Value
Backtesting from 2023-08-01 00:00:00
Backtesting to 2023-09-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 34 / 1.1
Starting balance 10000 USDT
Final balance 10270.448 USDT
Absolute profit 270.448 USDT
Total profit % 2.70%
CAGR % 36.92%
Sortino 9.33
Sharpe 8.02
Calmar 106.86
Profit factor 2.66
Expectancy (Ratio) 7.95 (0.15)
Trades per day 1.1
Avg. daily profit % 0.09%
Avg. stake amount 786.147 USDT
Total trade volume 26728.996 USDT
Best Pair BLZ/USDT 1.44%
Worst Pair HARD/USDT -0.59%
Best trade BNT/USDT 4.02%
Worst trade HARD/USDT -6.88%
Best day 58.636 USDT
Worst day -162.734 USDT
Days win/draw/lose 21 / 9 / 1
Avg. Duration Winners 10:29:00
Avg. Duration Loser 22 days, 7:10:00
Max Consecutive Wins / Loss 31 / 3
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10026.687 USDT
Max balance 10433.182 USDT
Max % of account underwater 1.56%
Absolute Drawdown (Account) 1.56%
Absolute Drawdown 162.734 USDT
Drawdown high 433.182 USDT
Drawdown low 270.448 USDT
Drawdown Start 2023-08-29 16:40:00
Drawdown End 2023-09-01 00:00:00
Market change -14.56%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 34 1.24 270.448 2.70 2 days, 8:47:00 31 0 3 91.2 162.734 USDT 1.56%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20230901-20231001

Current Previous v14.1.612 v14.1.605
Average Duration 2 days, 3:08:00 n/a 2 days, 3:08:00 2 days, 3:08:00
Market Change 9.83 % n/a 9.83 % 9.83 %
Max Drawdown 3.0167 % n/a 3.2625 % 2.7561 %
Profit Mean 0.98 % n/a 0.99 % 1.09 %
Profit Sum 34.32 % n/a 34.76 % 38.28 %
Profit Total 2.42 % n/a 2.32 % 2.75 %
Trades 35 n/a 35 35
Win Rate 94.29 % n/a 94.29 % 94.29 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BLZ/USDT 6 2.50 146.941 1.47 1 day, 2:59:00 6 0 0 100
FRONT/USDT 7 1.52 89.635 0.90 2:34:00 7 0 0 100
BCH/USDT 1 2.21 88.470 0.88 21 days, 4:50:00 1 0 0 100
TRB/USDT 5 1.48 62.917 0.63 0:52:00 5 0 0 100
STMX/USDT 2 1.81 30.994 0.31 0:42:00 2 0 0 100
ARPA/USDT 1 3.10 25.664 0.26 1:26:00 1 0 0 100
AGLD/USDT 1 1.74 14.982 0.15 1:35:00 1 0 0 100
FORTH/USDT 1 1.63 13.583 0.14 1:29:00 1 0 0 100
XVS/USDT 1 1.46 12.130 0.12 1:45:00 1 0 0 100
STPT/USDT 1 1.38 11.728 0.12 0:12:00 1 0 0 100
AUCTION/USDT 2 0.66 11.377 0.11 10:26:00 2 0 0 100
CVP/USDT 1 1.22 10.378 0.10 0:29:00 1 0 0 100
FLM/USDT 1 1.17 10.043 0.10 0:28:00 1 0 0 100
OG/USDT 1 1.15 9.570 0.10 0:47:00 1 0 0 100
TRX/USDT 1 1.08 8.970 0.09 1 day, 8:45:00 1 0 0 100
1INCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 1 -3.24 -62.124 -0.62 22 days, 5:00:00 0 0 1 0
PERP/USDT 2 -8.26 -243.324 -2.43 10 days, 10:17:00 1 0 1 50.0
TOTAL 35 0.98 241.935 2.42 2 days, 3:08:00 33 0 2 94.3

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BCH/USDT 1 2.21 88.470 0.88 21 days, 4:50:00 1 0 0 100
XLM/USDT 1 -3.24 -62.124 -0.62 22 days, 5:00:00 0 0 1 0
PERP/USDT 1 -18.10 -256.452 -2.56 20 days, 20:15:00 0 0 1 0
TOTAL 3 -6.38 -230.105 -2.30 21 days, 10:02:00 1 0 2 33.3

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
12 1 7.89 85.477 0.85 5 days, 17:55:00 1 0 0 100
47 3 2.28 56.875 0.57 4:29:00 3 0 0 100
104 6 1.07 56.044 0.56 7:22:00 6 0 0 100
23 2 2.25 38.534 0.39 0:55:00 2 0 0 100
25 2 2.16 36.252 0.36 1:34:00 2 0 0 100
105 2 1.60 26.975 0.27 1:42:00 2 0 0 100
120 2 -0.52 26.346 0.26 21 days, 16:55:00 1 0 1 50.0
106 2 1.45 25.025 0.25 1:02:00 2 0 0 100
103 2 1.41 23.658 0.24 0:46:00 2 0 0 100
108 2 1.31 22.391 0.22 0:08:00 2 0 0 100
26 50 2 1.29 21.923 0.22 0:21:00 2 0 0 100
46 2 1.08 18.139 0.18 16:52:00 2 0 0 100
107 1 1.46 12.130 0.12 1:45:00 1 0 0 100
13 1 1.28 11.066 0.11 2:12:00 1 0 0 100
10 26 50 1 1.14 9.800 0.10 0:21:00 1 0 0 100
102 1 1.15 9.570 0.10 0:47:00 1 0 0 100
1 50 1 1.10 9.456 0.09 0:10:00 1 0 0 100
45 1 1.03 8.724 0.09 0:15:00 1 0 0 100
3 103 1 -18.10 -256.452 -2.56 20 days, 20:15:00 0 0 1 0
TOTAL 35 0.98 241.935 2.42 2 days, 3:08:00 33 0 2 94.3

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 ( 12 ) 1 7.89 85.477 0.85 5 days, 17:55:00 1 0 0 100
exit_profit_long_pump_max_m ( 25 ) 2 2.16 36.252 0.36 1:34:00 2 0 0 100
exit_long_quick_2_1_1 ( 47 ) 1 3.62 29.923 0.30 9:30:00 1 0 0 100
exit_profit_long_rapid_max_m ( 103 ) 2 1.41 23.658 0.24 0:46:00 2 0 0 100
exit_profit_long_rapid_max_m ( 104 ) 2 1.33 22.261 0.22 1:13:00 2 0 0 100
exit_long_pump_u_1 ( 26 50 ) 2 1.29 21.923 0.22 0:21:00 2 0 0 100
exit_long_pump_d_2_24 ( 23 ) 1 2.35 20.061 0.20 0:50:00 1 0 0 100
exit_long_pump_d_2_1 ( 23 ) 1 2.15 18.473 0.18 1:00:00 1 0 0 100
exit_long_quick_q_3 ( 47 ) 1 2.09 17.686 0.18 0:35:00 1 0 0 100
exit_long_rapid_rpd_3 ( 106 ) 1 1.74 14.982 0.15 1:35:00 1 0 0 100
exit_long_rapid_rpd_3 ( 105 ) 1 1.74 14.453 0.14 3:00:00 1 0 0 100
exit_profit_long_rapid_max_m ( 105 ) 1 1.47 12.521 0.13 0:25:00 1 0 0 100
exit_long_rapid_rpd_3 ( 107 ) 1 1.46 12.130 0.12 1:45:00 1 0 0 100
exit_profit_long_rapid_max_m ( 108 ) 1 1.38 11.728 0.12 0:12:00 1 0 0 100
exit_long_rapid_rpd_3 ( 104 ) 1 1.34 11.478 0.11 2:15:00 1 0 0 100
exit_long_rapid_d_1_10 ( 104 ) 1 1.33 11.389 0.11 0:02:00 1 0 0 100
exit_profit_long_normal_max_m ( 13 ) 1 1.28 11.066 0.11 2:12:00 1 0 0 100
exit_long_rapid_u_1 ( 108 ) 1 1.25 10.664 0.11 0:03:00 1 0 0 100
exit_profit_long_rapid_max_m ( 106 ) 1 1.17 10.043 0.10 0:28:00 1 0 0 100
exit_profit_long_normal_max_m ( 10 26 50 ) 1 1.14 9.800 0.10 0:21:00 1 0 0 100
exit_profit_long_rapid_max_m ( 102 ) 1 1.15 9.570 0.10 0:47:00 1 0 0 100
exit_long_normal_u_1 ( 1 50 ) 1 1.10 9.456 0.09 0:10:00 1 0 0 100
exit_long_rapid_w_1_12 ( 104 ) 1 0.92 9.339 0.09 19:00:00 1 0 0 100
exit_long_quick_d_1_13 ( 47 ) 1 1.11 9.267 0.09 3:23:00 1 0 0 100
exit_profit_long_quick_max_m ( 46 ) 1 1.08 9.169 0.09 0:59:00 1 0 0 100
exit_long_quick_w_1_1 ( 46 ) 1 1.08 8.970 0.09 1 day, 8:45:00 1 0 0 100
exit_long_quick_d_1_10 ( 45 ) 1 1.03 8.724 0.09 0:15:00 1 0 0 100
exit_long_rapid_d_0_17 ( 104 ) 1 0.19 1.577 0.02 20:32:00 1 0 0 100
force_exit 3 -6.38 -230.105 -2.30 21 days, 10:02:00 1 0 2 33.3
TOTAL 35 0.98 241.935 2.42 2 days, 3:08:00 33 0 2 94.3

SUMMARY METRICS

Metric Value
Backtesting from 2023-09-01 00:00:00
Backtesting to 2023-10-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 35 / 1.17
Starting balance 10000 USDT
Final balance 10241.935 USDT
Absolute profit 241.935 USDT
Total profit % 2.42%
CAGR % 33.76%
Sortino 1.59
Sharpe 3.06
Calmar 51.07
Profit factor 1.76
Expectancy (Ratio) 6.91 (0.04)
Trades per day 1.17
Avg. daily profit % 0.08%
Avg. stake amount 833.182 USDT
Total trade volume 29161.363 USDT
Best Pair BLZ/USDT 1.47%
Worst Pair PERP/USDT -2.43%
Best trade BLZ/USDT 7.89%
Worst trade PERP/USDT -18.10%
Best day 113.693 USDT
Worst day -230.105 USDT
Days win/draw/lose 19 / 11 / 1
Avg. Duration Winners 22:56:00
Avg. Duration Loser 21 days, 12:38:00
Max Consecutive Wins / Loss 33 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10029.923 USDT
Max balance 10560.51 USDT
Max % of account underwater 3.02%
Absolute Drawdown (Account) 3.02%
Absolute Drawdown 318.575 USDT
Drawdown high 560.51 USDT
Drawdown low 241.935 USDT
Drawdown Start 2023-10-01 00:00:00
Drawdown End 2023-10-01 00:00:00
Market change 9.83%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 35 0.98 241.935 2.42 2 days, 3:08:00 33 0 2 94.3 318.575 USDT 3.02%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20231001-20231101

Current Previous v14.1.612 v14.1.605
Average Duration 2 days, 4:50:00 n/a 2 days, 4:45:00 2 days, 4:50:00
Market Change 19.14 % n/a 19.14 % 19.14 %
Max Drawdown 0.2993 % n/a 0.3001 % 0.3003 %
Profit Mean 1.42 % n/a 1.41 % 1.42 %
Profit Sum 61.0 % n/a 60.47 % 61.15 %
Profit Total 5.71 % n/a 6.02 % 6.15 %
Trades 43 n/a 43 43
Win Rate 95.35 % n/a 95.35 % 95.35 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
STPT/USDT 5 1.99 83.685 0.84 1:06:00 5 0 0 100
STRAX/USDT 5 1.42 60.231 0.60 1:04:00 5 0 0 100
BOND/USDT 4 1.75 53.706 0.54 2:24:00 4 0 0 100
ALPACA/USDT 4 1.40 47.788 0.48 8:19:00 4 0 0 100
XLM/USDT 1 1.83 43.841 0.44 29 days, 18:00:00 1 0 0 100
XRP/USDT 1 1.87 41.877 0.42 25 days, 0:15:00 1 0 0 100
BNT/USDT 3 1.47 37.362 0.37 10:28:00 3 0 0 100
BLZ/USDT 1 3.81 32.972 0.33 1:45:00 1 0 0 100
STX/USDT 2 1.47 24.348 0.24 17:02:00 2 0 0 100
ZRX/USDT 1 2.39 24.170 0.24 5 days, 11:05:00 1 0 0 100
RIF/USDT 1 1.94 16.539 0.17 1:21:00 1 0 0 100
YGG/USDT 1 1.93 16.062 0.16 2 days, 12:22:00 1 0 0 100
WAXP/USDT 1 1.68 14.187 0.14 0:25:00 1 0 0 100
AUCTION/USDT 1 1.50 13.061 0.13 2:59:00 1 0 0 100
BURGER/USDT 1 1.32 12.237 0.12 6 days, 2:28:00 1 0 0 100
TRB/USDT 1 1.10 10.924 0.11 2 days, 22:17:00 1 0 0 100
KNC/USDT 1 1.30 10.706 0.11 2 days, 12:11:00 1 0 0 100
VIDT/USDT 1 1.13 9.796 0.10 1:29:00 1 0 0 100
DOCK/USDT 1 1.14 9.533 0.10 1:20:00 1 0 0 100
UMA/USDT 1 1.09 9.254 0.09 4 days, 18:46:00 1 0 0 100
TRU/USDT 1 1.07 8.874 0.09 15:12:00 1 0 0 100
SNX/USDT 1 1.01 8.816 0.09 1 day, 4:29:00 1 0 0 100
BAKE/USDT 2 0.44 7.198 0.07 4:46:00 1 0 1 50.0
QTUM/USDT 1 0.45 4.128 0.04 7 days, 14:30:00 1 0 0 100
1INCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 1 -3.47 -30.398 -0.30 9:50:00 0 0 1 0
TOTAL 43 1.42 570.895 5.71 2 days, 4:50:00 41 0 2 95.3

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XLM/USDT 1 1.83 43.841 0.44 29 days, 18:00:00 1 0 0 100
XRP/USDT 1 1.87 41.877 0.42 25 days, 0:15:00 1 0 0 100
BAKE/USDT 1 -0.12 -1.078 -0.01 8:45:00 0 0 1 0
FRONT/USDT 1 -3.47 -30.398 -0.30 9:50:00 0 0 1 0
TOTAL 4 0.03 54.241 0.54 13 days, 21:12:00 2 0 2 50.0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 2 1.85 85.718 0.86 27 days, 9:08:00 2 0 0 100
46 8 1.16 80.259 0.80 2 days, 4:01:00 8 0 0 100
45 3 1.77 45.074 0.45 1:26:00 3 0 0 100
12 3 1.41 35.766 0.36 3:21:00 3 0 0 100
1 4 6 10 50 108 1 4.10 34.485 0.34 0:19:00 1 0 0 100
48 1 3.81 32.972 0.33 1:45:00 1 0 0 100
21 3 1.15 30.143 0.30 2 days, 1:39:00 3 0 0 100
44 2 1.73 29.173 0.29 0:46:00 2 0 0 100
107 2 1.68 28.069 0.28 8:51:00 2 0 0 100
11 2 1.51 25.890 0.26 0:10:00 2 0 0 100
10 2 1.50 25.509 0.26 11:39:00 2 0 0 100
47 1 2.39 24.170 0.24 5 days, 11:05:00 1 0 0 100
25 2 1.34 22.650 0.23 0:48:00 2 0 0 100
102 2 1.26 21.349 0.21 1:54:00 2 0 0 100
105 1 1.93 16.062 0.16 2 days, 12:22:00 1 0 0 100
50 1 1.83 15.861 0.16 0:02:00 1 0 0 100
12 103 1 1.68 14.187 0.14 0:25:00 1 0 0 100
103 104 1 1.50 12.483 0.12 0:15:00 1 0 0 100
13 1 1.14 9.533 0.10 1:20:00 1 0 0 100
4 13 26 42 1 1.09 9.254 0.09 4 days, 18:46:00 1 0 0 100
61 1 1.11 3.763 0.04 0:41:00 1 0 0 100
41 1 -0.12 -1.078 -0.01 8:45:00 0 0 1 0
4 13 42 1 -3.47 -30.398 -0.30 9:50:00 0 0 1 0
TOTAL 43 1.42 570.895 5.71 2 days, 4:50:00 41 0 2 95.3

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
force_exit 4 0.03 54.241 0.54 13 days, 21:12:00 2 0 2 50.0
exit_profit_long_quick_max_m ( 45 ) 3 1.77 45.074 0.45 1:26:00 3 0 0 100
exit_long_normal_u_4 ( 1 4 6 10 50 108 ) 1 4.10 34.485 0.34 0:19:00 1 0 0 100
exit_long_quick_w_3_5 ( 48 ) 1 3.81 32.972 0.33 1:45:00 1 0 0 100
exit_profit_long_quick_max_m ( 46 ) 3 1.13 29.948 0.30 1 day, 23:31:00 3 0 0 100
exit_profit_long_normal_max_m ( 11 ) 2 1.51 25.890 0.26 0:10:00 2 0 0 100
exit_long_quick_w_2_1 ( 47 ) 1 2.39 24.170 0.24 5 days, 11:05:00 1 0 0 100
exit_profit_long_pump_max_m ( 21 ) 2 1.20 21.392 0.21 3 days, 2:24:00 2 0 0 100
exit_profit_long_rapid_max_m ( 102 ) 2 1.26 21.349 0.21 1:54:00 2 0 0 100
exit_long_rapid_d_2_1 ( 107 ) 1 2.29 19.195 0.19 2:30:00 1 0 0 100
exit_long_normal_d_2_1 ( 12 ) 1 2.15 18.266 0.18 4:40:00 1 0 0 100
exit_long_normal_2_1_1 ( 10 ) 1 1.99 16.731 0.17 12:40:00 1 0 0 100
exit_long_quick_d_1_3 ( 44 ) 1 1.94 16.539 0.17 1:21:00 1 0 0 100
exit_long_rapid_1_1_1 ( 105 ) 1 1.93 16.062 0.16 2 days, 12:22:00 1 0 0 100
exit_long_quick_1_1_1 ( 46 ) 1 1.94 16.029 0.16 22:00:00 1 0 0 100
exit_long_quick_u_1 ( 50 ) 1 1.83 15.861 0.16 0:02:00 1 0 0 100
exit_long_normal_d_1_10 ( 12 103 ) 1 1.68 14.187 0.14 0:25:00 1 0 0 100
exit_long_pump_u_1 ( 25 ) 1 1.54 12.854 0.13 0:07:00 1 0 0 100
exit_profit_long_quick_max_m ( 44 ) 1 1.52 12.634 0.13 0:12:00 1 0 0 100
exit_profit_long_rapid_max_m ( 103 104 ) 1 1.50 12.483 0.12 0:15:00 1 0 0 100
exit_long_quick_2_1_1 ( 46 ) 1 1.42 11.853 0.12 8:05:00 1 0 0 100
exit_long_pump_w_1_13 ( 25 ) 1 1.13 9.796 0.10 1:29:00 1 0 0 100
exit_long_normal_d_1_13 ( 13 ) 1 1.14 9.533 0.10 1:20:00 1 0 0 100
exit_long_quick_d_1_25 ( 46 ) 1 1.09 9.485 0.09 1 day, 8:30:00 1 0 0 100
exit_long_normal_w_1_1 ( 4 13 26 42 ) 1 1.09 9.254 0.09 4 days, 18:46:00 1 0 0 100
exit_long_normal_w_1_5 ( 12 ) 1 1.07 9.224 0.09 4:35:00 1 0 0 100
exit_long_rapid_w_1_2 ( 107 ) 1 1.07 8.874 0.09 15:12:00 1 0 0 100
exit_long_quick_w_1_1 ( 46 ) 1 1.01 8.816 0.09 1 day, 4:29:00 1 0 0 100
exit_profit_long_normal_max_m ( 10 ) 1 1.02 8.778 0.09 10:38:00 1 0 0 100
exit_long_pump_u_1 ( 21 ) 1 1.03 8.751 0.09 0:07:00 1 0 0 100
exit_long_normal_d_1_10 ( 12 ) 1 1.00 8.276 0.08 0:48:00 1 0 0 100
exit_long_quick_w_0_1 ( 46 ) 1 0.45 4.128 0.04 7 days, 14:30:00 1 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 1 1.11 3.763 0.04 0:41:00 1 0 0 100
TOTAL 43 1.42 570.895 5.71 2 days, 4:50:00 41 0 2 95.3

SUMMARY METRICS

Metric Value
Backtesting from 2023-10-01 00:00:00
Backtesting to 2023-11-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 43 / 1.39
Starting balance 10000 USDT
Final balance 10570.895 USDT
Absolute profit 570.895 USDT
Total profit % 5.71%
CAGR % 92.26%
Sortino 24.00
Sharpe 31.24
Calmar 1175.53
Profit factor 19.14
Expectancy (Ratio) 13.28 (0.84)
Trades per day 1.39
Avg. daily profit % 0.18%
Avg. stake amount 794.243 USDT
Total trade volume 34152.463 USDT
Best Pair STPT/USDT 0.84%
Worst Pair FRONT/USDT -0.30%
Best trade STPT/USDT 4.10%
Worst trade FRONT/USDT -3.47%
Best day 78.693 USDT
Worst day 0 USDT
Days win/draw/lose 23 / 6 / 0
Avg. Duration Winners 2 days, 6:57:00
Avg. Duration Loser 9:18:00
Max Consecutive Wins / Loss 39 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10008.276 USDT
Max balance 10570.895 USDT
Max % of account underwater 0.30%
Absolute Drawdown (Account) 0.30%
Absolute Drawdown 31.476 USDT
Drawdown high 516.653 USDT
Drawdown low 485.177 USDT
Drawdown Start 2023-10-31 12:58:00
Drawdown End 2023-11-01 00:00:00
Market change 19.14%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 43 1.42 570.895 5.71 2 days, 4:50:00 41 0 2 95.3 31.476 USDT 0.30%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20231101-20231201

Current Previous v14.1.612 v14.1.605
Average Duration 1 day, 7:44:00 1 day, 7:44:00 1 day, 7:44:00 1 day, 10:22:00
Market Change 25.08 % 25.08 % 25.08 % 25.08 %
Max Drawdown 0.0 % 0.0 % 0.1628 % 0.4847 %
Profit Mean 1.45 % 1.45 % 1.43 % 1.35 %
Profit Sum 60.7 % 60.7 % 60.05 % 56.87 %
Profit Total 5.61 % 5.61 % 5.45 % 5.63 %
Trades 42 42 42 42
Win Rate 100.0 % 100.0 % 97.62 % 95.24 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
RNDR/USDT 2 1.42 69.546 0.70 8 days, 6:48:00 2 0 0 100
SUPER/USDT 3 2.11 53.906 0.54 2:01:00 3 0 0 100
RARE/USDT 3 1.75 45.464 0.45 3:55:00 3 0 0 100
PYR/USDT 2 1.84 31.613 0.32 5:50:00 2 0 0 100
FARM/USDT 2 1.79 30.777 0.31 5:26:00 2 0 0 100
QI/USDT 2 1.66 28.335 0.28 2:40:00 2 0 0 100
MINA/USDT 2 1.22 21.213 0.21 4:40:00 2 0 0 100
PEOPLE/USDT 2 1.25 21.082 0.21 4:45:00 2 0 0 100
CHR/USDT 1 2.38 20.418 0.20 1:17:00 1 0 0 100
RIF/USDT 2 1.18 19.477 0.19 1 day, 2:56:00 2 0 0 100
BOND/USDT 2 1.13 18.986 0.19 0:44:00 2 0 0 100
CAKE/USDT 1 2.04 17.496 0.17 1:20:00 1 0 0 100
C98/USDT 1 1.94 16.136 0.16 0:02:00 1 0 0 100
SUSHI/USDT 1 1.90 15.816 0.16 7:25:00 1 0 0 100
SLP/USDT 1 1.83 15.558 0.16 1:10:00 1 0 0 100
FLM/USDT 1 1.70 14.170 0.14 0:02:00 1 0 0 100
AUCTION/USDT 1 1.48 12.872 0.13 0:08:00 1 0 0 100
ORN/USDT 1 1.44 12.070 0.12 9:40:00 1 0 0 100
RAY/USDT 1 1.35 11.175 0.11 0:14:00 1 0 0 100
STMX/USDT 1 1.28 10.804 0.11 1 day, 21:45:00 1 0 0 100
ELF/USDT 1 1.17 9.990 0.10 0:58:00 1 0 0 100
FLOW/USDT 1 1.19 9.809 0.10 0:10:00 1 0 0 100
AR/USDT 1 1.11 9.405 0.09 8:55:00 1 0 0 100
PERP/USDT 1 1.07 8.986 0.09 5:53:00 1 0 0 100
LINA/USDT 1 1.07 8.901 0.09 0:02:00 1 0 0 100
KMD/USDT 1 1.02 8.877 0.09 7:49:00 1 0 0 100
ARPA/USDT 1 1.04 8.682 0.09 1:25:00 1 0 0 100
KSM/USDT 1 0.98 8.349 0.08 2:25:00 1 0 0 100
OXT/USDT 1 0.11 1.121 0.01 4 days, 16:19:00 1 0 0 100
BCH/USDT 1 0.02 0.370 0.00 25 days, 8:25:00 1 0 0 100
1INCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DATA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VTHO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 42 1.45 561.405 5.61 1 day, 7:44:00 42 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
RNDR/USDT 1 1.65 59.505 0.60 16 days, 13:00:00 1 0 0 100
BCH/USDT 1 0.02 0.370 0.00 25 days, 8:25:00 1 0 0 100
TOTAL 2 0.83 59.875 0.60 20 days, 22:42:00 2 0 0 100

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 18 1.49 229.552 2.30 15:50:00 18 0 0 100
13 7 1.41 82.082 0.82 1:22:00 7 0 0 100
120 2 0.83 59.875 0.60 20 days, 22:42:00 2 0 0 100
12 4 1.34 45.140 0.45 0:24:00 4 0 0 100
41 61 107 1 3.09 26.857 0.27 9:45:00 1 0 0 100
26 50 102 1 2.81 23.987 0.24 1:14:00 1 0 0 100
102 2 1.37 23.403 0.23 0:29:00 2 0 0 100
107 1 1.44 12.070 0.12 9:40:00 1 0 0 100
11 1 1.31 11.214 0.11 0:51:00 1 0 0 100
25 1 1.35 11.175 0.11 0:14:00 1 0 0 100
22 44 1 1.15 10.037 0.10 1:52:00 1 0 0 100
47 1 1.07 8.986 0.09 5:53:00 1 0 0 100
50 1 1.00 8.570 0.09 0:09:00 1 0 0 100
21 1 1.01 8.454 0.08 0:39:00 1 0 0 100
TOTAL 42 1.45 561.405 5.61 1 day, 7:44:00 42 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
force_exit 2 0.83 59.875 0.60 20 days, 22:42:00 2 0 0 100
exit_long_quick_q_3 ( 46 ) 3 2.21 56.641 0.57 4:07:00 3 0 0 100
exit_long_normal_u_1 ( 13 ) 4 1.43 47.542 0.48 0:02:00 4 0 0 100
exit_profit_long_quick_max_m ( 46 ) 4 1.24 42.837 0.43 6:39:00 4 0 0 100
exit_long_quick_d_3_16 ( 41 61 107 ) 1 3.09 26.857 0.27 9:45:00 1 0 0 100
exit_long_pump_d_2_10 ( 26 50 102 ) 1 2.81 23.987 0.24 1:14:00 1 0 0 100
exit_profit_long_rapid_max_m ( 102 ) 2 1.37 23.403 0.23 0:29:00 2 0 0 100
exit_long_quick_d_1_12 ( 46 ) 2 1.29 21.452 0.21 7:30:00 2 0 0 100
exit_long_quick_w_2_5 ( 46 ) 1 2.40 20.721 0.21 11:35:00 1 0 0 100
exit_long_normal_u_1 ( 12 ) 2 1.23 20.700 0.21 0:08:00 2 0 0 100
exit_long_quick_w_2_12 ( 46 ) 1 2.04 17.496 0.17 1:20:00 1 0 0 100
exit_long_normal_w_1_5 ( 13 ) 1 1.90 15.816 0.16 7:25:00 1 0 0 100
exit_long_quick_d_0_20 ( 46 ) 2 0.94 15.779 0.16 1 day, 1:06:00 2 0 0 100
exit_long_quick_w_1_5 ( 46 ) 1 1.83 15.558 0.16 1:10:00 1 0 0 100
exit_profit_long_normal_max_m ( 12 ) 1 1.72 14.451 0.14 0:21:00 1 0 0 100
exit_long_quick_1_1_1 ( 46 ) 1 1.61 13.884 0.14 5:00:00 1 0 0 100
exit_long_quick_2_1_1 ( 46 ) 1 1.54 13.259 0.13 3:45:00 1 0 0 100
exit_long_rapid_2_1_1 ( 107 ) 1 1.44 12.070 0.12 9:40:00 1 0 0 100
exit_long_normal_d_1_10 ( 11 ) 1 1.31 11.214 0.11 0:51:00 1 0 0 100
exit_profit_long_pump_max_m ( 25 ) 1 1.35 11.175 0.11 0:14:00 1 0 0 100
exit_long_quick_w_1_1 ( 46 ) 1 1.28 10.804 0.11 1 day, 21:45:00 1 0 0 100
exit_profit_long_normal_max_m ( 13 ) 1 1.20 10.041 0.10 0:37:00 1 0 0 100
exit_long_pump_d_1_3 ( 22 44 ) 1 1.15 10.037 0.10 1:52:00 1 0 0 100
exit_long_normal_d_1_10 ( 12 ) 1 1.17 9.990 0.10 0:58:00 1 0 0 100
exit_profit_long_quick_max_m ( 47 ) 1 1.07 8.986 0.09 5:53:00 1 0 0 100
exit_long_normal_d_1_24 ( 13 ) 1 1.04 8.682 0.09 1:25:00 1 0 0 100
exit_long_quick_u_1 ( 50 ) 1 1.00 8.570 0.09 0:09:00 1 0 0 100
exit_profit_long_pump_max_m ( 21 ) 1 1.01 8.454 0.08 0:39:00 1 0 0 100
exit_long_quick_w_0_1 ( 46 ) 1 0.11 1.121 0.01 4 days, 16:19:00 1 0 0 100
TOTAL 42 1.45 561.405 5.61 1 day, 7:44:00 42 0 0 100

SUMMARY METRICS

Metric Value
Backtesting from 2023-11-01 00:00:00
Backtesting to 2023-12-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 42 / 1.4
Starting balance 10000 USDT
Final balance 10561.405 USDT
Absolute profit 561.405 USDT
Total profit % 5.61%
CAGR % 94.36%
Sortino -100.00
Sharpe 40.60
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 13.37 (100.00)
Trades per day 1.4
Avg. daily profit % 0.19%
Avg. stake amount 828.363 USDT
Total trade volume 34791.238 USDT
Best Pair SUPER/USDT 0.54%
Worst Pair 1INCH/USDT 0.00%
Best trade RARE/USDT 3.09%
Worst trade BCH/USDT 0.02%
Best day 93.256 USDT
Worst day 0 USDT
Days win/draw/lose 20 / 11 / 0
Avg. Duration Winners 1 day, 7:44:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 42 / 0
Rejected Entry signals 1
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change 25.08%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 42 1.45 561.405 5.61 1 day, 7:44:00 42 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20231201-20240101

Current Previous v14.1.612 v14.1.605
Average Duration 1 day, 18:23:00 1 day, 18:23:00 1 day, 18:23:00 1 day, 18:23:00
Market Change 39.22 % 39.22 % 39.22 % 39.22 %
Max Drawdown 2.5329 % 2.5329 % 2.5719 % 2.6836 %
Profit Mean 1.31 % 1.31 % 1.33 % 1.27 %
Profit Sum 74.94 % 74.94 % 75.98 % 72.41 %
Profit Total 7.24 % 7.24 % 7.47 % 7.18 %
Trades 57 57 57 57
Win Rate 92.98 % 92.98 % 92.98 % 92.98 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FRONT/USDT 3 3.21 92.303 0.92 2 days, 22:10:00 3 0 0 100
FTM/USDT 1 1.27 85.014 0.85 30 days, 23:15:00 1 0 0 100
XRP/USDT 1 1.42 69.078 0.69 30 days, 23:15:00 1 0 0 100
DATA/USDT 4 1.94 67.609 0.68 13:42:00 4 0 0 100
DEGO/USDT 2 3.68 65.721 0.66 0:32:00 2 0 0 100
ARPA/USDT 1 5.28 47.039 0.47 0:01:00 1 0 0 100
AUCTION/USDT 2 2.48 42.568 0.43 0:06:00 2 0 0 100
VTHO/USDT 2 2.35 40.159 0.40 1:21:00 2 0 0 100
HIGH/USDT 3 1.21 31.673 0.32 11:01:00 3 0 0 100
IOTX/USDT 1 3.68 30.881 0.31 1:06:00 1 0 0 100
XVS/USDT 3 1.15 30.630 0.31 1:00:00 3 0 0 100
ICP/USDT 2 1.64 29.611 0.30 1:50:00 2 0 0 100
KP3R/USDT 2 1.70 28.732 0.29 11:57:00 2 0 0 100
DODO/USDT 1 3.17 28.357 0.28 0:01:00 1 0 0 100
BAKE/USDT 2 1.65 28.223 0.28 7:22:00 2 0 0 100
RARE/USDT 1 3.13 27.281 0.27 8:35:00 1 0 0 100
STORJ/USDT 1 2.44 20.339 0.20 3:25:00 1 0 0 100
BADGER/USDT 2 1.19 19.777 0.20 0:26:00 2 0 0 100
AGLD/USDT 1 2.08 17.498 0.17 4:20:00 1 0 0 100
ELF/USDT 1 1.86 15.368 0.15 0:44:00 1 0 0 100
DEXE/USDT 1 1.75 14.820 0.15 0:19:00 1 0 0 100
WRX/USDT 1 1.59 14.410 0.14 0:09:00 1 0 0 100
YGG/USDT 1 1.99 14.327 0.14 1 day, 12:35:00 1 0 0 100
STX/USDT 1 1.51 13.121 0.13 1:20:00 1 0 0 100
VIDT/USDT 1 1.37 12.140 0.12 0:24:00 1 0 0 100
LIT/USDT 1 1.16 10.488 0.10 3:52:00 1 0 0 100
ETC/USDT 1 1.17 10.170 0.10 10:24:00 1 0 0 100
POND/USDT 1 1.16 10.092 0.10 19:48:00 1 0 0 100
RAY/USDT 1 2.91 9.650 0.10 1 day, 21:50:00 1 0 0 100
FIL/USDT 1 1.01 9.059 0.09 1:12:00 1 0 0 100
ETH/USDT 1 1.00 8.996 0.09 3:38:00 1 0 0 100
BURGER/USDT 1 1.02 8.817 0.09 6:02:00 1 0 0 100
DYDX/USDT 1 1.01 8.408 0.08 1:18:00 1 0 0 100
1INCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REQ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 2 -0.14 -3.490 -0.03 1 day, 7:56:00 1 0 1 50.0
QI/USDT 4 -0.88 -40.207 -0.40 17:48:00 3 0 1 75.0
SANTOS/USDT 1 -4.44 -40.375 -0.40 2 days, 12:00:00 0 0 1 0
FUN/USDT 1 -13.70 -154.789 -1.55 9 days, 21:05:00 0 0 1 0
TOTAL 57 1.31 723.503 7.24 1 day, 18:23:00 53 0 4 93.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FTM/USDT 1 1.27 85.014 0.85 30 days, 23:15:00 1 0 0 100
XRP/USDT 1 1.42 69.078 0.69 30 days, 23:15:00 1 0 0 100
BLZ/USDT 1 -2.06 -18.703 -0.19 2 days, 15:00:00 0 0 1 0
SANTOS/USDT 1 -4.44 -40.375 -0.40 2 days, 12:00:00 0 0 1 0
QI/USDT 1 -8.15 -81.717 -0.82 2 days, 7:05:00 0 0 1 0
FUN/USDT 1 -13.70 -154.789 -1.55 9 days, 21:05:00 0 0 1 0
TOTAL 6 -4.27 -141.491 -1.41 13 days, 4:57:00 2 0 4 33.3

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 2 1.35 154.093 1.54 30 days, 23:15:00 2 0 0 100
46 16 0.97 131.023 1.31 15:50:00 14 0 2 87.5
12 3 3.16 84.584 0.85 0:27:00 3 0 0 100
104 4 1.67 57.336 0.57 1:06:00 4 0 0 100
25 2 2.52 52.699 0.53 4 days, 7:47:00 2 0 0 100
106 1 3.69 33.304 0.33 0:25:00 1 0 0 100
12 61 101 1 3.68 32.417 0.32 0:38:00 1 0 0 100
102 2 1.76 30.032 0.30 0:35:00 2 0 0 100
48 3 1.11 28.594 0.29 2:26:00 3 0 0 100
61 2 2.45 23.977 0.24 1 day, 17:12:00 2 0 0 100
1 11 26 50 1 2.56 21.941 0.22 0:08:00 1 0 0 100
26 1 2.41 20.627 0.21 0:04:00 1 0 0 100
45 1 2.24 20.366 0.20 10:33:00 1 0 0 100
11 2 1.19 19.777 0.20 0:26:00 2 0 0 100
13 26 50 1 2.01 17.457 0.17 2:31:00 1 0 0 100
48 49 1 1.24 11.138 0.11 3:16:00 1 0 0 100
23 44 1 1.18 10.399 0.10 0:01:00 1 0 0 100
13 1 1.08 9.186 0.09 0:14:00 1 0 0 100
23 1 0.63 5.522 0.06 0:01:00 1 0 0 100
47 7 0.68 5.152 0.05 1 day, 16:38:00 6 0 1 85.7
44 4 -1.03 -46.121 -0.46 17:14:00 3 0 1 75.0
TOTAL 57 1.31 723.503 7.24 1 day, 18:23:00 53 0 4 93.0

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_quick_max_m ( 46 ) 8 1.49 101.962 1.02 8:27:00 8 0 0 100
exit_long_quick_q_3 ( 47 ) 3 2.68 68.953 0.69 13:19:00 3 0 0 100
exit_profit_long_rapid_max_m ( 104 ) 4 1.67 57.336 0.57 1:06:00 4 0 0 100
exit_long_normal_u_5 ( 12 ) 1 5.28 47.039 0.47 0:01:00 1 0 0 100
exit_profit_long_quick_max_m ( 47 ) 2 2.66 46.159 0.46 2:15:00 2 0 0 100
exit_long_quick_w_5_2 ( 47 ) 1 5.10 44.829 0.45 2:50:00 1 0 0 100
exit_long_pump_3_1_1 ( 25 ) 1 3.45 38.289 0.38 8 days, 15:25:00 1 0 0 100
exit_long_quick_q_3 ( 46 ) 2 2.16 37.129 0.37 13:41:00 2 0 0 100
exit_long_rapid_rpd_3 ( 106 ) 1 3.69 33.304 0.33 0:25:00 1 0 0 100
exit_profit_long_normal_max_m ( 12 61 101 ) 1 3.68 32.417 0.32 0:38:00 1 0 0 100
exit_profit_long_rapid_max_m ( 102 ) 2 1.76 30.032 0.30 0:35:00 2 0 0 100
exit_long_normal_u_3 ( 12 ) 1 3.17 28.357 0.28 0:01:00 1 0 0 100
exit_long_normal_u_2 ( 1 11 26 50 ) 1 2.56 21.941 0.22 0:08:00 1 0 0 100
exit_long_pump_u_2 ( 26 ) 1 2.41 20.627 0.21 0:04:00 1 0 0 100
exit_profit_long_quick_max_m ( 45 ) 1 2.24 20.366 0.20 10:33:00 1 0 0 100
exit_long_quick_q_2 ( 46 ) 1 2.32 19.552 0.20 18:05:00 1 0 0 100
exit_long_quick_d_1_24 ( 48 ) 2 1.01 17.467 0.17 1:15:00 2 0 0 100
exit_long_normal_d_2_1 ( 13 26 50 ) 1 2.01 17.457 0.17 2:31:00 1 0 0 100
exit_profit_long_pump_max_m ( 25 ) 1 1.59 14.410 0.14 0:09:00 1 0 0 100
exit_long_rebuy_w_3_12 ( 61 ) 1 1.99 14.327 0.14 1 day, 12:35:00 1 0 0 100
exit_long_quick_2_1_1 ( 44 ) 1 1.55 13.438 0.13 12:40:00 1 0 0 100
exit_long_quick_w_1_7 ( 46 ) 1 1.51 13.121 0.13 1:20:00 1 0 0 100
exit_long_quick_d_1_10 ( 44 ) 1 1.37 12.140 0.12 0:24:00 1 0 0 100
exit_profit_long_quick_max_m ( 48 49 ) 1 1.24 11.138 0.11 3:16:00 1 0 0 100
exit_profit_long_quick_max_m ( 48 ) 1 1.30 11.127 0.11 4:48:00 1 0 0 100
exit_long_normal_w_1_3 ( 11 ) 1 1.29 10.706 0.11 0:50:00 1 0 0 100
exit_long_pump_u_1 ( 23 44 ) 1 1.18 10.399 0.10 0:01:00 1 0 0 100
exit_profit_long_quick_max_m ( 44 ) 1 1.10 10.017 0.10 0:47:00 1 0 0 100
exit_long_rebuy_2_1_1 ( 61 ) 1 2.91 9.650 0.10 1 day, 21:50:00 1 0 0 100
exit_long_quick_w_1_11 ( 46 ) 1 1.02 9.340 0.09 12:30:00 1 0 0 100
exit_profit_long_normal_max_m ( 12 ) 1 1.03 9.187 0.09 1:19:00 1 0 0 100
exit_long_normal_o_1 ( 13 ) 1 1.08 9.186 0.09 0:14:00 1 0 0 100
exit_long_normal_u_1 ( 11 ) 1 1.09 9.071 0.09 0:01:00 1 0 0 100
exit_long_quick_1_1_1 ( 46 ) 1 1.00 8.996 0.09 3:38:00 1 0 0 100
exit_long_pump_d_0_10 ( 23 ) 1 0.63 5.522 0.06 0:01:00 1 0 0 100
force_exit 6 -4.27 -141.491 -1.41 13 days, 4:57:00 2 0 4 33.3
TOTAL 57 1.31 723.503 7.24 1 day, 18:23:00 53 0 4 93.0

SUMMARY METRICS

Metric Value
Backtesting from 2023-12-01 00:00:00
Backtesting to 2024-01-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 57 / 1.84
Starting balance 10000 USDT
Final balance 10723.503 USDT
Absolute profit 723.503 USDT
Total profit % 7.24%
CAGR % 127.61%
Sortino 8.59
Sharpe 14.38
Calmar 176.04
Profit factor 3.45
Expectancy (Ratio) 12.69 (0.17)
Trades per day 1.84
Avg. daily profit % 0.23%
Avg. stake amount 841.015 USDT
Total trade volume 47937.835 USDT
Best Pair FRONT/USDT 0.92%
Worst Pair FUN/USDT -1.55%
Best trade ARPA/USDT 5.28%
Worst trade FUN/USDT -13.70%
Best day 119.49 USDT
Worst day -141.491 USDT
Days win/draw/lose 21 / 10 / 1
Avg. Duration Winners 1 day, 13:45:00
Avg. Duration Loser 4 days, 7:48:00
Max Consecutive Wins / Loss 51 / 3
Rejected Entry signals 39
Entry/Exit Timeouts 0 / 0
Min balance 10015.368 USDT
Max balance 10931.306 USDT
Max % of account underwater 2.53%
Absolute Drawdown (Account) 2.53%
Absolute Drawdown 276.881 USDT
Drawdown high 931.306 USDT
Drawdown low 654.425 USDT
Drawdown Start 2024-01-01 00:00:00
Drawdown End 2024-01-01 00:00:00
Market change 39.22%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 57 1.31 723.503 7.24 1 day, 18:23:00 53 0 4 93.0 276.881 USDT 2.53%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20240101-20240201

Current Previous v14.1.612 v14.1.605
Average Duration 2 days, 3:48:00 2 days, 3:48:00 2 days, 3:48:00 2 days, 3:48:00
Market Change -11.79 % -11.79 % -11.79 % -11.79 %
Max Drawdown 3.517 % 3.517 % 3.9162 % 4.5982 %
Profit Mean 0.81 % 0.81 % 1.01 % 0.98 %
Profit Sum 38.74 % 38.74 % 48.47 % 47.11 %
Profit Total 2.38 % 2.38 % 1.98 % 1.35 %
Trades 48 48 48 48
Win Rate 87.5 % 87.5 % 87.5 % 87.5 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LSK/USDT 5 1.81 69.133 0.69 1:12:00 5 0 0 100
OM/USDT 3 2.63 67.852 0.68 3:45:00 3 0 0 100
DATA/USDT 3 3.14 67.668 0.68 9:24:00 3 0 0 100
ENS/USDT 1 5.22 43.062 0.43 2:15:00 1 0 0 100
FRONT/USDT 2 2.06 34.557 0.35 4:04:00 2 0 0 100
DOCK/USDT 1 3.64 30.849 0.31 1:30:00 1 0 0 100
ORN/USDT 2 1.35 27.071 0.27 5 days, 2:24:00 2 0 0 100
BLZ/USDT 3 0.95 25.262 0.25 2 days, 4:12:00 3 0 0 100
TFUEL/USDT 2 1.38 22.758 0.23 1:22:00 2 0 0 100
VTHO/USDT 2 1.18 19.874 0.20 6:03:00 2 0 0 100
ERN/USDT 2 1.09 18.728 0.19 2:28:00 2 0 0 100
AUCTION/USDT 1 4.81 15.881 0.16 8:05:00 1 0 0 100
DEGO/USDT 1 1.80 15.402 0.15 2:15:00 1 0 0 100
DYDX/USDT 1 1.76 14.778 0.15 14:55:00 1 0 0 100
GRT/USDT 1 1.44 14.363 0.14 5 days, 9:50:00 1 0 0 100
OXT/USDT 1 1.38 12.949 0.13 4 days, 9:35:00 1 0 0 100
POND/USDT 1 1.52 12.837 0.13 5:15:00 1 0 0 100
RIF/USDT 1 1.53 12.760 0.13 8:23:00 1 0 0 100
REQ/USDT 1 1.43 11.992 0.12 22:35:00 1 0 0 100
FORTH/USDT 1 1.38 11.889 0.12 0:05:00 1 0 0 100
WIN/USDT 1 1.27 10.731 0.11 0:42:00 1 0 0 100
KP3R/USDT 1 1.07 9.898 0.10 3 days, 13:46:00 1 0 0 100
ETH/USDT 1 1.10 9.290 0.09 2:50:00 1 0 0 100
ZRX/USDT 1 1.05 9.159 0.09 0:09:00 1 0 0 100
QI/USDT 1 1.03 8.959 0.09 0:21:00 1 0 0 100
STX/USDT 1 0.59 4.977 0.05 6:45:00 1 0 0 100
1INCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUDIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BOND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CFX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DODO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOGE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MOVR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PERP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RNDR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RUNE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SANTOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STORJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUSHI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 1 -0.82 -25.889 -0.26 25 days, 1:10:00 0 0 1 0
WRX/USDT 2 -2.26 -37.631 -0.38 3 days, 12:28:00 1 0 1 50.0
YGG/USDT 1 -4.67 -40.725 -0.41 1 day, 22:00:00 0 0 1 0
DOT/USDT 1 -5.31 -50.878 -0.51 1 day, 22:00:00 0 0 1 0
CHR/USDT 1 -7.32 -70.154 -0.70 2 days, 17:00:00 0 0 1 0
XRP/USDT 1 -14.00 -138.984 -1.39 28 days, 15:25:00 0 0 1 0
TOTAL 48 0.81 238.419 2.38 2 days, 3:48:00 42 0 6 87.5

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BCH/USDT 1 -0.82 -25.889 -0.26 25 days, 1:10:00 0 0 1 0
YGG/USDT 1 -4.67 -40.725 -0.41 1 day, 22:00:00 0 0 1 0
WRX/USDT 1 -5.35 -46.583 -0.47 1 day, 22:00:00 0 0 1 0
DOT/USDT 1 -5.31 -50.878 -0.51 1 day, 22:00:00 0 0 1 0
CHR/USDT 1 -7.32 -70.154 -0.70 2 days, 17:00:00 0 0 1 0
XRP/USDT 1 -14.00 -138.984 -1.39 28 days, 15:25:00 0 0 1 0
TOTAL 6 -6.25 -373.212 -3.73 10 days, 8:36:00 0 0 6 0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
45 4 2.44 83.772 0.84 2:02:00 4 0 0 100
44 3 2.04 52.018 0.52 7:55:00 3 0 0 100
102 2 3.12 51.715 0.52 1:26:00 2 0 0 100
47 3 1.67 42.843 0.43 3:04:00 3 0 0 100
61 4 2.49 33.499 0.33 3:29:00 4 0 0 100
12 2 1.97 33.249 0.33 0:29:00 2 0 0 100
41 61 1 3.64 30.849 0.31 1:30:00 1 0 0 100
25 1 2.26 19.314 0.19 4:11:00 1 0 0 100
107 1 1.73 14.884 0.15 0:33:00 1 0 0 100
49 1 1.64 13.831 0.14 7:20:00 1 0 0 100
106 1 1.41 11.688 0.12 0:40:00 1 0 0 100
13 1 1.29 10.659 0.11 0:04:00 1 0 0 100
48 1 1.00 9.865 0.10 6 days, 12:23:00 1 0 0 100
26 1 1.05 9.159 0.09 0:09:00 1 0 0 100
108 1 1.03 8.959 0.09 0:21:00 1 0 0 100
102 107 1 0.83 8.952 0.09 5 days, 2:55:00 1 0 0 100
46 18 -0.18 -31.962 -0.32 1 day, 22:57:00 14 0 4 77.8
120 2 -7.41 -164.873 -1.65 26 days, 20:18:00 0 0 2 0
TOTAL 48 0.81 238.419 2.38 2 days, 3:48:00 42 0 6 87.5

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_quick_max_m ( 46 ) 6 1.30 76.185 0.76 2 days, 10:50:00 6 0 0 100
exit_profit_long_quick_max_m ( 45 ) 2 3.23 55.368 0.55 3:16:00 2 0 0 100
exit_profit_long_rapid_max_m ( 102 ) 2 3.12 51.715 0.52 1:26:00 2 0 0 100
exit_long_quick_3_1_1 ( 44 ) 1 4.69 39.893 0.40 22:50:00 1 0 0 100
exit_profit_long_quick_max_m ( 47 ) 2 1.81 30.955 0.31 4:34:00 2 0 0 100
exit_long_quick_q_3 ( 41 61 ) 1 3.64 30.849 0.31 1:30:00 1 0 0 100
exit_long_quick_w_1_5 ( 46 ) 2 1.31 22.127 0.22 4:02:00 2 0 0 100
exit_long_pump_d_2_1 ( 25 ) 1 2.26 19.314 0.19 4:11:00 1 0 0 100
exit_profit_long_normal_max_m ( 12 ) 1 2.23 19.245 0.19 0:57:00 1 0 0 100
exit_long_quick_d_2_1 ( 46 ) 1 2.30 19.005 0.19 1:16:00 1 0 0 100
exit_long_quick_q_3 ( 45 ) 1 2.05 17.652 0.18 1:31:00 1 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 3 1.71 17.618 0.18 1:57:00 3 0 0 100
exit_long_rebuy_1_1_1 ( 61 ) 1 4.81 15.881 0.16 8:05:00 1 0 0 100
exit_profit_long_rapid_max_m ( 107 ) 1 1.73 14.884 0.15 0:33:00 1 0 0 100
exit_long_quick_w_1_2 ( 46 ) 1 1.76 14.778 0.15 14:55:00 1 0 0 100
exit_long_quick_w_1_1 ( 46 ) 1 1.44 14.363 0.14 5 days, 9:50:00 1 0 0 100
exit_long_normal_u_1 ( 12 ) 1 1.70 14.004 0.14 0:01:00 1 0 0 100
exit_long_quick_d_1_20 ( 49 ) 1 1.64 13.831 0.14 7:20:00 1 0 0 100
exit_long_quick_1_1_1 ( 46 ) 1 1.38 12.949 0.13 4 days, 9:35:00 1 0 0 100
exit_long_quick_d_1_23 ( 46 ) 1 1.43 11.992 0.12 22:35:00 1 0 0 100
exit_long_quick_d_1_18 ( 47 ) 1 1.38 11.889 0.12 0:05:00 1 0 0 100
exit_long_rapid_d_1_24 ( 106 ) 1 1.41 11.688 0.12 0:40:00 1 0 0 100
exit_long_quick_d_1_10 ( 45 ) 1 1.24 10.752 0.11 0:03:00 1 0 0 100
exit_profit_long_quick_max_m ( 44 ) 1 1.27 10.731 0.11 0:42:00 1 0 0 100
exit_long_normal_u_1 ( 13 ) 1 1.29 10.659 0.11 0:04:00 1 0 0 100
exit_long_quick_1_1_1 ( 48 ) 1 1.00 9.865 0.10 6 days, 12:23:00 1 0 0 100
exit_long_pump_u_1 ( 26 ) 1 1.05 9.159 0.09 0:09:00 1 0 0 100
exit_long_rapid_u_1 ( 108 ) 1 1.03 8.959 0.09 0:21:00 1 0 0 100
exit_long_rapid_8_1_1 ( 102 107 ) 1 0.83 8.952 0.09 5 days, 2:55:00 1 0 0 100
exit_long_quick_w_0_2 ( 46 ) 1 0.59 4.977 0.05 6:45:00 1 0 0 100
exit_long_quick_d_0_14 ( 44 ) 1 0.16 1.393 0.01 0:12:00 1 0 0 100
force_exit 6 -6.25 -373.212 -3.73 10 days, 8:36:00 0 0 6 0
TOTAL 48 0.81 238.419 2.38 2 days, 3:48:00 42 0 6 87.5

SUMMARY METRICS

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-02-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 48 / 1.55
Starting balance 10000 USDT
Final balance 10238.419 USDT
Absolute profit 238.419 USDT
Total profit % 2.38%
CAGR % 31.97%
Sortino 4.00
Sharpe 4.93
Calmar 41.78
Profit factor 1.64
Expectancy (Ratio) 4.97 (0.08)
Trades per day 1.55
Avg. daily profit % 0.08%
Avg. stake amount 791.242 USDT
Total trade volume 37979.622 USDT
Best Pair DATA/USDT 0.68%
Worst Pair XRP/USDT -1.39%
Best trade ENS/USDT 5.22%
Worst trade XRP/USDT -14.00%
Best day 72.635 USDT
Worst day -373.212 USDT
Days win/draw/lose 20 / 11 / 1
Avg. Duration Winners 23:41:00
Avg. Duration Loser 10 days, 8:36:00
Max Consecutive Wins / Loss 42 / 6
Rejected Entry signals 70
Entry/Exit Timeouts 0 / 0
Min balance 10015.881 USDT
Max balance 10611.631 USDT
Max % of account underwater 3.52%
Absolute Drawdown (Account) 3.52%
Absolute Drawdown 373.212 USDT
Drawdown high 611.631 USDT
Drawdown low 238.419 USDT
Drawdown Start 2024-01-28 12:01:00
Drawdown End 2024-02-01 00:00:00
Market change -11.79%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 48 0.81 238.419 2.38 2 days, 3:48:00 42 0 6 87.5 373.212 USDT 3.52%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Binance - 20240201-20240301

Current Previous v14.1.612 v14.1.605
Average Duration 2 days, 13:35:00 2 days, 13:35:00 2 days, 13:36:00 2 days, 13:35:00
Market Change 40.55 % 40.55 % 40.55 % 40.55 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.89 % 1.89 % 1.93 % 1.89 %
Profit Sum 56.73 % 56.73 % 57.76 % 56.76 %
Profit Total 6.19 % 6.19 % 6.41 % 6.76 %
Trades 30 30 30 30
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
RNDR/USDT 1 1.86 117.004 1.17 28 days, 14:00:00 1 0 0 100
CFX/USDT 1 10.97 94.876 0.95 0:55:00 1 0 0 100
DOGE/USDT 1 1.83 60.560 0.61 28 days, 12:25:00 1 0 0 100
DATA/USDT 2 3.00 50.512 0.51 2:45:00 2 0 0 100
VTHO/USDT 2 2.86 48.252 0.48 1:18:00 2 0 0 100
SUSHI/USDT 1 2.01 18.964 0.19 17:56:00 1 0 0 100
STORJ/USDT 2 1.08 18.565 0.19 1:48:00 2 0 0 100
REQ/USDT 1 2.20 18.311 0.18 6:55:00 1 0 0 100
AGLD/USDT 2 1.09 17.992 0.18 6:34:00 2 0 0 100
PERP/USDT 1 2.07 17.687 0.18 2:45:00 1 0 0 100
DODO/USDT 1 1.96 17.161 0.17 1:00:00 1 0 0 100
CELO/USDT 1 1.87 15.951 0.16 2:45:00 1 0 0 100
BOND/USDT 1 1.84 15.468 0.15 1:30:00 1 0 0 100
AUDIO/USDT 1 1.54 13.074 0.13 7:20:00 1 0 0 100
OM/USDT 1 1.34 11.529 0.12 3 days, 11:31:00 1 0 0 100
MDT/USDT 1 1.24 10.595 0.11 6:46:00 1 0 0 100
BAKE/USDT 1 1.20 10.346 0.10 4:15:00 1 0 0 100
DF/USDT 1 1.21 10.190 0.10 10:15:00 1 0 0 100
COTI/USDT 1 1.07 9.350 0.09 1:14:00 1 0 0 100
MOVR/USDT 1 1.01 8.679 0.09 4:10:00 1 0 0 100
VIDT/USDT 1 0.95 8.659 0.09 4 days, 22:15:00 1 0 0 100
WAVES/USDT 1 1.03 8.651 0.09 1:36:00 1 0 0 100
RUNE/USDT 1 0.67 5.676 0.06 1 day, 4:10:00 1 0 0 100
SANTOS/USDT 1 1.36 4.609 0.05 0:54:00 1 0 0 100
ENS/USDT 1 1.19 4.048 0.04 0:04:00 1 0 0 100
DEGO/USDT 1 0.25 2.087 0.02 6 days, 8:05:00 1 0 0 100
1INCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALICE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPACA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALPHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AUCTION/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BADGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BLZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BURGER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
C98/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CAKE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CELR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRV/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CVP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEXE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOCK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DYDX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EGLD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ELF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ENJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ERN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FARM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLOW/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FLUX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FORTH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FRONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FTM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FUN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FXS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GALA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HARD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIGH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HIVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
HOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ICP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IDEX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
INJ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
IOTX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KMD/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KNC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KP3R/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LAZIO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LIT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LRC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LSK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MANA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MASK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MATIC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MBOX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MINA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MTL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEAR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NKN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OCEAN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
OXT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PEOPLE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PHA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POLS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
POND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PUNDIX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PYR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QNT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
QTUM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RARE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RAY/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REEF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
REN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RIF/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
RLC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SAND/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SFP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SHIB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SKL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SLP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SOL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SPELL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STMX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STPT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STRAX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SUPER/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TFUEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
THETA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TKO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WING/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WNXM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XVS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YGG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 30 1.89 618.799 6.19 2 days, 13:35:00 30 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
RNDR/USDT 1 1.86 117.004 1.17 28 days, 14:00:00 1 0 0 100
DOGE/USDT 1 1.83 60.560 0.61 28 days, 12:25:00 1 0 0 100
TOTAL 2 1.85 177.564 1.78 28 days, 13:12:00 2 0 0 100

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 11 2.21 207.923 2.08 19:35:00 11 0 0 100
120 2 1.85 177.564 1.78 28 days, 13:12:00 2 0 0 100
47 3 2.24 57.567 0.58 1 day, 16:33:00 3 0 0 100
107 2 2.77 47.521 0.48 2:32:00 2 0 0 100
48 2 1.28 21.722 0.22 5:27:00 2 0 0 100
25 1 2.41 20.152 0.20 1:25:00 1 0 0 100
3 2 1.13 19.000 0.19 6:32:00 2 0 0 100
45 1 2.01 18.964 0.19 17:56:00 1 0 0 100
41 61 1 1.34 11.529 0.12 3 days, 11:31:00 1 0 0 100
13 1 1.14 9.917 0.10 0:03:00 1 0 0 100
104 1 1.16 9.587 0.10 6:48:00 1 0 0 100
44 1 1.03 8.695 0.09 0:26:00 1 0 0 100
61 2 1.28 8.657 0.09 0:29:00 2 0 0 100
TOTAL 30 1.89 618.799 6.19 2 days, 13:35:00 30 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
force_exit 2 1.85 177.564 1.78 28 days, 13:12:00 2 0 0 100
exit_long_quick_1_1_1 ( 46 ) 2 6.41 110.344 1.10 1:12:00 2 0 0 100
exit_long_quick_w_4_12 ( 47 ) 1 4.69 39.558 0.40 2:10:00 1 0 0 100
exit_long_quick_q_1 ( 46 ) 2 2.13 35.999 0.36 4:50:00 2 0 0 100
exit_long_rapid_rpd_1 ( 107 ) 1 3.58 30.360 0.30 4:05:00 1 0 0 100
exit_long_quick_w_1_5 ( 46 ) 2 1.21 20.536 0.21 7:15:00 2 0 0 100
exit_profit_long_pump_max_m ( 25 ) 1 2.41 20.152 0.20 1:25:00 1 0 0 100
exit_profit_long_normal_max_m ( 3 ) 2 1.13 19.000 0.19 6:32:00 2 0 0 100
exit_long_quick_q_1 ( 45 ) 1 2.01 18.964 0.19 17:56:00 1 0 0 100
exit_long_rapid_d_1_24 ( 107 ) 1 1.96 17.161 0.17 1:00:00 1 0 0 100
exit_long_quick_w_1_9 ( 46 ) 1 1.87 15.951 0.16 2:45:00 1 0 0 100
exit_long_quick_w_1_2 ( 48 ) 1 1.54 13.074 0.13 7:20:00 1 0 0 100
exit_profit_long_quick_max_m ( 41 61 ) 1 1.34 11.529 0.12 3 days, 11:31:00 1 0 0 100
exit_long_normal_u_1 ( 13 ) 1 1.14 9.917 0.10 0:03:00 1 0 0 100
exit_profit_long_rapid_max_m ( 104 ) 1 1.16 9.587 0.10 6:48:00 1 0 0 100
exit_long_quick_d_1_3 ( 47 ) 1 1.07 9.350 0.09 1:14:00 1 0 0 100
exit_profit_long_quick_max_m ( 44 ) 1 1.03 8.695 0.09 0:26:00 1 0 0 100
exit_profit_long_quick_max_m ( 46 ) 1 1.01 8.679 0.09 4:10:00 1 0 0 100
exit_profit_long_quick_max_m ( 47 ) 1 0.95 8.659 0.09 4 days, 22:15:00 1 0 0 100
exit_long_quick_w_1_2 ( 46 ) 1 1.03 8.651 0.09 1:36:00 1 0 0 100
exit_long_quick_w_1_5 ( 48 ) 1 1.02 8.648 0.09 3:34:00 1 0 0 100
exit_long_quick_w_0_2 ( 46 ) 1 0.67 5.676 0.06 1 day, 4:10:00 1 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 1 1.36 4.609 0.05 0:54:00 1 0 0 100
exit_long_rebuy_u_1 ( 61 ) 1 1.19 4.048 0.04 0:04:00 1 0 0 100
exit_long_quick_w_0_1 ( 46 ) 1 0.25 2.087 0.02 6 days, 8:05:00 1 0 0 100
TOTAL 30 1.89 618.799 6.19 2 days, 13:35:00 30 0 0 100

SUMMARY METRICS

Metric Value
Backtesting from 2024-02-01 00:00:00
Backtesting to 2024-03-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 30 / 1.03
Starting balance 10000 USDT
Final balance 10618.799 USDT
Absolute profit 618.799 USDT
Total profit % 6.19%
CAGR % 112.91%
Sortino -100.00
Sharpe 15.90
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 20.63 (100.00)
Trades per day 1.03
Avg. daily profit % 0.21%
Avg. stake amount 758.147 USDT
Total trade volume 22744.4 USDT
Best Pair CFX/USDT 0.95%
Worst Pair 1INCH/USDT 0.00%
Best trade CFX/USDT 10.97%
Worst trade DEGO/USDT 0.25%
Best day 177.564 USDT
Worst day 0 USDT
Days win/draw/lose 15 / 15 / 0
Avg. Duration Winners 2 days, 13:35:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 30 / 0
Rejected Entry signals 5
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change 40.55%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 30 1.89 618.799 6.19 2 days, 13:35:00 30 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210101-20210201

Current Previous v14.1.612 v14.1.605
Average Duration 22:30:00 22:30:00 22:30:00 22:30:00
Market Change 68.16 % 68.16 % 68.16 % 68.16 %
Max Drawdown 1.8264 % 1.8264 % 0.9929 % 0.4912 %
Profit Mean 1.93 % 1.93 % 1.88 % 1.98 %
Profit Sum 145.03 % 145.03 % 141.31 % 148.26 %
Profit Total 8.56 % 8.56 % 9.02 % 10.4 %
Trades 75 75 75 75
Win Rate 97.33 % 97.33 % 97.33 % 98.67 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NOIA/USDT 11 2.10 118.199 1.18 1:09:00 11 0 0 100
ALEPH/USDT 4 2.88 110.749 1.11 12:35:00 4 0 0 100
EWT/USDT 1 10.01 85.662 0.86 1:05:00 1 0 0 100
GRT/USDT 4 2.13 74.400 0.74 0:33:00 4 0 0 100
DAG/USDT 4 2.09 72.018 0.72 2:10:00 4 0 0 100
NWC/USDT 1 6.91 58.050 0.58 0:45:00 1 0 0 100
KAI/USDT 5 2.03 57.280 0.57 1:44:00 5 0 0 100
COTI/USDT 5 1.20 51.506 0.52 0:43:00 5 0 0 100
SXP/USDT 5 1.16 49.514 0.50 0:24:00 5 0 0 100
STX/USDT 2 2.80 48.018 0.48 0:46:00 2 0 0 100
TEL/USDT 3 1.63 45.713 0.46 3:14:00 3 0 0 100
VRA/USDT 3 3.10 38.096 0.38 1:47:00 3 0 0 100
DEGO/USDT 1 4.24 36.713 0.37 2:06:00 1 0 0 100
DIA/USDT 3 1.47 26.866 0.27 0:37:00 3 0 0 100
NIM/USDT 2 1.53 20.311 0.20 0:24:00 2 0 0 100
TRX/USDT 2 1.16 19.602 0.20 14:48:00 2 0 0 100
ROSE/USDT 2 1.07 18.423 0.18 4:46:00 2 0 0 100
PLU/USDT 2 2.23 15.443 0.15 0:23:00 2 0 0 100
ONT/USDT 1 1.55 14.731 0.15 11:36:00 1 0 0 100
ALGO/USDT 1 1.70 14.370 0.14 1:40:00 1 0 0 100
ORN/USDT 2 1.15 13.925 0.14 7:00:00 2 0 0 100
AKRO/USDT 1 1.53 13.504 0.14 0:20:00 1 0 0 100
XEM/USDT 2 0.72 12.527 0.13 14:07:00 2 0 0 100
YFI/USDT 1 1.44 11.994 0.12 14:45:00 1 0 0 100
VIDT/USDT 2 1.63 10.951 0.11 1:18:00 2 0 0 100
EOS/USDT 1 1.22 10.509 0.11 5:36:00 1 0 0 100
PRE/USDT 2 1.25 8.551 0.09 0:40:00 2 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 1 -0.37 -36.568 -0.37 29 days, 23:15:00 0 0 1 0
ADA/USDT 1 -2.28 -165.389 -1.65 30 days, 16:55:00 0 0 1 0
TOTAL 75 1.93 855.669 8.56 22:30:00 73 0 2 97.3

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VET/USDT 1 -0.37 -36.568 -0.37 29 days, 23:15:00 0 0 1 0
ADA/USDT 1 -2.28 -165.389 -1.65 30 days, 16:55:00 0 0 1 0
TOTAL 2 -1.33 -201.957 -2.02 30 days, 8:05:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
13 13 1.52 170.188 1.70 1:39:00 13 0 0 100
102 6 3.11 159.553 1.60 2:08:00 6 0 0 100
61 19 2.32 150.006 1.50 1:45:00 19 0 0 100
21 1 5.67 59.491 0.59 1 day, 12:05:00 1 0 0 100
106 3 2.27 58.527 0.59 2:22:00 3 0 0 100
7 61 1 6.91 58.050 0.58 0:45:00 1 0 0 100
101 2 2.62 45.606 0.46 3:16:00 2 0 0 100
104 4 1.27 44.205 0.44 8:28:00 4 0 0 100
12 3 1.56 42.786 0.43 1:23:00 3 0 0 100
10 2 2.14 36.771 0.37 2:10:00 2 0 0 100
41 61 2 1.88 33.490 0.33 1:53:00 2 0 0 100
48 2 1.54 28.304 0.28 6:02:00 2 0 0 100
103 2 1.44 25.191 0.25 11:35:00 2 0 0 100
107 2 1.21 20.512 0.21 0:32:00 2 0 0 100
45 2 1.17 19.855 0.20 3:04:00 2 0 0 100
44 106 1 1.97 16.690 0.17 0:55:00 1 0 0 100
61 102 1 1.78 16.610 0.17 9:11:00 1 0 0 100
4 42 1 1.74 14.354 0.14 1:00:00 1 0 0 100
48 49 104 1 1.25 10.748 0.11 0:28:00 1 0 0 100
46 1 1.27 10.719 0.11 7:50:00 1 0 0 100
26 1 1.03 9.253 0.09 0:22:00 1 0 0 100
9 1 1.05 9.053 0.09 3:37:00 1 0 0 100
24 1 1.03 8.907 0.09 1:17:00 1 0 0 100
105 1 1.01 8.758 0.09 0:17:00 1 0 0 100
120 2 -1.33 -201.957 -2.02 30 days, 8:05:00 0 0 2 0
TOTAL 75 1.93 855.669 8.56 22:30:00 73 0 2 97.3

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_rapid_w_10_1 ( 102 ) 1 10.01 85.662 0.86 1:05:00 1 0 0 100
exit_long_pump_8_1_1 ( 21 ) 1 5.67 59.491 0.59 1 day, 12:05:00 1 0 0 100
exit_long_normal_w_6_1 ( 7 61 ) 1 6.91 58.050 0.58 0:45:00 1 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 8 2.11 56.551 0.57 2:48:00 8 0 0 100
exit_profit_long_normal_max_m ( 13 ) 5 1.26 54.427 0.54 0:47:00 5 0 0 100
exit_profit_long_rapid_max_m ( 106 ) 2 2.70 46.391 0.46 3:04:00 2 0 0 100
exit_profit_long_rapid_max_m ( 102 ) 3 1.65 42.641 0.43 3:13:00 3 0 0 100
exit_long_normal_u_1 ( 13 ) 4 1.22 41.549 0.42 0:02:00 4 0 0 100
exit_profit_long_rapid_max_m ( 101 ) 1 4.24 36.713 0.37 2:06:00 1 0 0 100
exit_profit_long_normal_max_m ( 12 ) 2 1.68 31.489 0.31 2:03:00 2 0 0 100
exit_long_normal_d_3_1 ( 13 ) 1 3.39 28.900 0.29 1:25:00 1 0 0 100
exit_long_rapid_rpd_3 ( 103 ) 2 1.44 25.191 0.25 11:35:00 2 0 0 100
exit_long_normal_u_2 ( 13 ) 1 2.60 23.168 0.23 0:04:00 1 0 0 100
exit_long_rebuy_u_2 ( 61 ) 3 2.13 22.458 0.22 0:18:00 3 0 0 100
exit_long_rebuy_w_6_2 ( 61 ) 1 6.67 22.357 0.22 4:55:00 1 0 0 100
exit_profit_long_rapid_max_m ( 104 ) 2 1.27 22.097 0.22 0:49:00 2 0 0 100
exit_profit_long_rapid_max_m ( 107 ) 2 1.21 20.512 0.21 0:32:00 2 0 0 100
exit_long_rapid_rpd_3 ( 104 ) 1 2.34 20.294 0.20 4:05:00 1 0 0 100
exit_long_normal_d_2_24 ( 10 ) 1 2.38 20.103 0.20 1:00:00 1 0 0 100
exit_profit_long_quick_max_m ( 45 ) 2 1.17 19.855 0.20 3:04:00 2 0 0 100
exit_long_quick_d_2_1 ( 41 61 ) 1 2.10 18.557 0.19 3:26:00 1 0 0 100
exit_long_rapid_d_2_2 ( 102 ) 1 2.03 16.879 0.17 0:20:00 1 0 0 100
exit_long_quick_d_1_23 ( 44 106 ) 1 1.97 16.690 0.17 0:55:00 1 0 0 100
exit_profit_long_normal_max_m ( 10 ) 1 1.89 16.668 0.17 3:21:00 1 0 0 100
exit_long_rapid_w_1_2 ( 61 102 ) 1 1.78 16.610 0.17 9:11:00 1 0 0 100
exit_profit_long_quick_max_m ( 41 61 ) 1 1.66 14.933 0.15 0:20:00 1 0 0 100
exit_long_quick_w_1_2 ( 48 ) 1 1.55 14.731 0.15 11:36:00 1 0 0 100
exit_long_rapid_rpd_3 ( 102 ) 1 1.70 14.370 0.14 1:40:00 1 0 0 100
exit_long_normal_d_1_24 ( 4 42 ) 1 1.74 14.354 0.14 1:00:00 1 0 0 100
exit_profit_long_quick_max_m ( 48 ) 1 1.52 13.573 0.14 0:27:00 1 0 0 100
exit_long_rapid_rpd_3 ( 106 ) 1 1.41 12.135 0.12 1:00:00 1 0 0 100
exit_long_normal_2_1_1 ( 13 ) 1 1.44 11.994 0.12 14:45:00 1 0 0 100
exit_long_normal_7_1_1 ( 12 ) 1 1.31 11.296 0.11 0:02:00 1 0 0 100
exit_long_rebuy_d_3_23 ( 61 ) 1 3.27 11.001 0.11 0:45:00 1 0 0 100
exit_profit_long_quick_max_m ( 48 49 104 ) 1 1.25 10.748 0.11 0:28:00 1 0 0 100
exit_long_quick_w_1_5 ( 46 ) 1 1.27 10.719 0.11 7:50:00 1 0 0 100
exit_long_normal_d_1_2 ( 13 ) 1 1.17 10.150 0.10 1:06:00 1 0 0 100
exit_long_pump_u_1 ( 26 ) 1 1.03 9.253 0.09 0:22:00 1 0 0 100
exit_profit_long_normal_max_m ( 9 ) 1 1.05 9.053 0.09 3:37:00 1 0 0 100
exit_profit_long_pump_max_m ( 24 ) 1 1.03 8.907 0.09 1:17:00 1 0 0 100
exit_long_rapid_rpd_3 ( 101 ) 1 1.01 8.893 0.09 4:27:00 1 0 0 100
exit_profit_long_rapid_max_m ( 105 ) 1 1.01 8.758 0.09 0:17:00 1 0 0 100
exit_long_rebuy_d_2_14 ( 61 ) 1 2.45 8.570 0.09 0:31:00 1 0 0 100
exit_long_rebuy_d_2_23 ( 61 ) 1 2.34 8.410 0.08 1:45:00 1 0 0 100
exit_long_rebuy_d_2_2 ( 61 ) 1 2.22 7.891 0.08 0:25:00 1 0 0 100
exit_long_rebuy_d_2_18 ( 61 ) 1 2.01 6.873 0.07 0:15:00 1 0 0 100
exit_long_rebuy_u_1 ( 61 ) 1 1.47 4.911 0.05 0:04:00 1 0 0 100
exit_long_rapid_w_0_5 ( 104 ) 1 0.19 1.813 0.02 1 day, 4:11:00 1 0 0 100
exit_long_rebuy_w_0_3 ( 61 ) 1 0.29 0.982 0.01 1:18:00 1 0 0 100
force_exit 2 -1.33 -201.957 -2.02 30 days, 8:05:00 0 0 2 0
TOTAL 75 1.93 855.669 8.56 22:30:00 73 0 2 97.3

SUMMARY METRICS

Metric Value
Backtesting from 2021-01-01 00:00:00
Backtesting to 2021-02-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 75 / 2.42
Starting balance 10000 USDT
Final balance 10855.669 USDT
Absolute profit 855.669 USDT
Total profit % 8.56%
CAGR % 162.92%
Sortino 8.19
Sharpe 21.15
Calmar 288.73
Profit factor 5.24
Expectancy (Ratio) 11.41 (0.11)
Trades per day 2.42
Avg. daily profit % 0.28%
Avg. stake amount 723.269 USDT
Total trade volume 54245.187 USDT
Best Pair NOIA/USDT 1.18%
Worst Pair ADA/USDT -1.65%
Best trade EWT/USDT 10.01%
Worst trade ADA/USDT -2.28%
Best day 115.51 USDT
Worst day -201.957 USDT
Days win/draw/lose 26 / 5 / 1
Avg. Duration Winners 3:10:00
Avg. Duration Loser 30 days, 8:05:00
Max Consecutive Wins / Loss 73 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10014.354 USDT
Max balance 11057.627 USDT
Max % of account underwater 1.83%
Absolute Drawdown (Account) 1.83%
Absolute Drawdown 201.957 USDT
Drawdown high 1057.627 USDT
Drawdown low 855.669 USDT
Drawdown Start 2021-01-31 23:00:00
Drawdown End 2021-02-01 00:00:00
Market change 68.16%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 75 1.93 855.669 8.56 22:30:00 73 0 2 97.3 201.957 USDT 1.83%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210201-20210301

Current Previous v14.1.612 v14.1.605
Average Duration 16:09:00 16:09:00 16:04:00 16:09:00
Market Change 88.79 % 88.79 % 88.79 % 88.79 %
Max Drawdown 1.2959 % 1.2959 % 1.288 % 0.9839 %
Profit Mean 1.85 % 1.85 % 1.8 % 1.84 %
Profit Sum 175.33 % 175.33 % 170.82 % 174.94 %
Profit Total 12.8 % 12.8 % 12.38 % 13.2 %
Trades 95 95 95 95
Win Rate 97.89 % 97.89 % 96.84 % 97.89 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALEPH/USDT 9 2.28 183.930 1.84 5:47:00 9 0 0 100
NWC/USDT 5 3.70 167.207 1.67 1:24:00 5 0 0 100
PLU/USDT 9 2.77 122.579 1.23 2:52:00 9 0 0 100
NOIA/USDT 7 2.04 108.540 1.09 2:45:00 7 0 0 100
DIA/USDT 8 1.62 103.415 1.03 1:39:00 8 0 0 100
ROSE/USDT 5 2.18 94.186 0.94 0:12:00 5 0 0 100
AVA/USDT 5 1.38 61.760 0.62 9:27:00 5 0 0 100
SXP/USDT 3 2.40 59.564 0.60 0:45:00 3 0 0 100
DAG/USDT 4 1.88 44.004 0.44 4:05:00 4 0 0 100
VELO/USDT 1 4.72 43.396 0.43 0:02:00 1 0 0 100
VRA/USDT 3 1.67 37.762 0.38 0:25:00 3 0 0 100
MLK/USDT 3 1.71 36.682 0.37 2:55:00 3 0 0 100
VIDT/USDT 3 1.23 31.914 0.32 0:26:00 3 0 0 100
XRP/USDT 2 1.62 28.825 0.29 0:22:00 2 0 0 100
SNX/USDT 1 3.29 28.418 0.28 0:15:00 1 0 0 100
COTI/USDT 3 1.46 26.940 0.27 0:10:00 3 0 0 100
TEL/USDT 2 1.49 25.650 0.26 0:08:00 2 0 0 100
EWT/USDT 2 1.37 24.112 0.24 0:34:00 2 0 0 100
WIN/USDT 1 2.41 22.260 0.22 1:10:00 1 0 0 100
XLM/USDT 3 1.11 21.416 0.21 0:20:00 3 0 0 100
STX/USDT 1 2.15 19.889 0.20 1:12:00 1 0 0 100
NIM/USDT 1 2.03 18.495 0.18 0:33:00 1 0 0 100
AKRO/USDT 2 1.02 17.784 0.18 0:20:00 2 0 0 100
GRT/USDT 1 1.97 16.913 0.17 0:21:00 1 0 0 100
ONE/USDT 1 1.78 16.637 0.17 0:28:00 1 0 0 100
KAI/USDT 2 1.28 16.090 0.16 1:34:00 2 0 0 100
BTT/USDT 1 1.48 13.702 0.14 0:14:00 1 0 0 100
UMA/USDT 1 2.99 11.119 0.11 0:10:00 1 0 0 100
ORN/USDT 1 1.06 9.913 0.10 6:51:00 1 0 0 100
YFI/USDT 1 1.04 9.597 0.10 8:06:00 1 0 0 100
LTC/USDT 1 0.14 7.872 0.08 27 days, 23:05:00 1 0 0 100
ALGO/USDT 1 1.47 5.418 0.05 1:24:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 1 -0.97 -62.164 -0.62 26 days, 3:30:00 0 0 1 0
CHR/USDT 1 -9.09 -93.809 -0.94 11:35:00 0 0 1 0
TOTAL 95 1.85 1280.017 12.80 16:09:00 93 0 2 97.9

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LTC/USDT 1 0.14 7.872 0.08 27 days, 23:05:00 1 0 0 100
VET/USDT 1 -0.97 -62.164 -0.62 26 days, 3:30:00 0 0 1 0
CHR/USDT 1 -9.09 -93.809 -0.94 11:35:00 0 0 1 0
TOTAL 3 -3.31 -148.102 -1.48 18 days, 4:43:00 1 0 2 33.3

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
13 9 2.73 217.296 2.17 1:17:00 9 0 0 100
12 10 2.01 177.334 1.77 5:46:00 10 0 0 100
61 20 2.06 146.112 1.46 1:50:00 20 0 0 100
107 5 2.42 109.163 1.09 1:52:00 5 0 0 100
102 7 1.71 104.769 1.05 3:22:00 7 0 0 100
104 5 1.87 85.120 0.85 2:20:00 5 0 0 100
11 2 4.48 79.637 0.80 1:18:00 2 0 0 100
48 2 3.64 64.340 0.64 0:38:00 2 0 0 100
46 4 1.24 44.805 0.45 8:44:00 4 0 0 100
24 2 2.00 36.707 0.37 0:39:00 2 0 0 100
102 104 1 3.15 27.687 0.28 0:14:00 1 0 0 100
21 2 1.38 23.712 0.24 0:18:00 2 0 0 100
43 2 1.35 23.531 0.24 0:06:00 2 0 0 100
3 1 2.57 22.980 0.23 1:30:00 1 0 0 100
45 102 1 2.41 22.260 0.22 1:10:00 1 0 0 100
106 1 2.03 18.495 0.18 0:33:00 1 0 0 100
1 50 1 1.57 15.316 0.15 8:55:00 1 0 0 100
41 61 1 1.62 15.218 0.15 8:35:00 1 0 0 100
25 1 1.48 13.702 0.14 0:14:00 1 0 0 100
26 1 1.53 13.458 0.13 0:11:00 1 0 0 100
41 61 102 107 1 1.58 13.404 0.13 0:09:00 1 0 0 100
1 1 1.21 11.145 0.11 0:18:00 1 0 0 100
11 107 1 1.26 10.995 0.11 0:13:00 1 0 0 100
49 1 1.22 10.854 0.11 0:31:00 1 0 0 100
1 10 26 50 1 1.31 10.813 0.11 0:37:00 1 0 0 100
23 1 1.12 10.188 0.10 1:39:00 1 0 0 100
61 106 1 1.10 9.543 0.10 0:23:00 1 0 0 100
50 108 1 1.04 9.125 0.09 0:01:00 1 0 0 100
45 7 0.00 -13.398 -0.13 2:39:00 6 0 1 85.7
120 2 -0.42 -54.293 -0.54 27 days, 1:18:00 1 0 1 50.0
TOTAL 95 1.85 1280.017 12.80 16:09:00 93 0 2 97.9

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_normal_max_m ( 13 ) 4 2.29 83.045 0.83 0:38:00 4 0 0 100
exit_profit_long_normal_max_m ( 11 ) 1 7.51 66.945 0.67 1:06:00 1 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 12 1.55 66.836 0.67 1:53:00 12 0 0 100
exit_long_normal_u_1 ( 12 ) 5 1.37 60.366 0.60 0:04:00 5 0 0 100
exit_long_normal_u_6 ( 13 ) 1 6.22 52.877 0.53 0:08:00 1 0 0 100
exit_profit_long_rapid_max_m ( 102 ) 2 2.84 48.958 0.49 0:38:00 2 0 0 100
exit_long_normal_3_1_1 ( 12 ) 1 5.48 45.458 0.45 10:15:00 1 0 0 100
exit_long_rapid_u_4 ( 104 ) 1 4.72 43.396 0.43 0:02:00 1 0 0 100
exit_long_rapid_d_4_1 ( 107 ) 1 4.72 42.730 0.43 1:35:00 1 0 0 100
exit_profit_long_quick_max_m ( 45 ) 3 1.53 40.397 0.40 0:29:00 3 0 0 100
exit_long_normal_o_4 ( 12 ) 1 4.10 39.827 0.40 1 day, 22:14:00 1 0 0 100
exit_long_rapid_rpd_3 ( 102 ) 2 2.16 38.556 0.39 3:41:00 2 0 0 100
exit_long_quick_d_4_1 ( 48 ) 1 4.12 37.657 0.38 1:00:00 1 0 0 100
exit_profit_long_pump_max_m ( 24 ) 2 2.00 36.707 0.37 0:39:00 2 0 0 100
exit_long_normal_w_3_5 ( 13 ) 1 3.23 30.202 0.30 8:30:00 1 0 0 100
exit_long_normal_d_3_10 ( 13 ) 1 3.29 28.418 0.28 0:15:00 1 0 0 100
exit_long_rapid_u_3 ( 102 104 ) 1 3.15 27.687 0.28 0:14:00 1 0 0 100
exit_profit_long_quick_max_m ( 48 ) 1 3.17 26.683 0.27 0:16:00 1 0 0 100
exit_long_rapid_d_2_13 ( 107 ) 1 2.76 24.994 0.25 0:20:00 1 0 0 100
exit_profit_long_pump_max_m ( 21 ) 2 1.38 23.712 0.24 0:18:00 2 0 0 100
exit_long_normal_d_2_1 ( 3 ) 1 2.57 22.980 0.23 1:30:00 1 0 0 100
exit_long_normal_u_1 ( 13 ) 2 1.32 22.753 0.23 0:02:00 2 0 0 100
exit_long_quick_d_1_10 ( 45 ) 2 1.26 22.311 0.22 0:10:00 2 0 0 100
exit_long_quick_q_3 ( 45 102 ) 1 2.41 22.260 0.22 1:10:00 1 0 0 100
exit_profit_long_quick_max_m ( 46 ) 2 1.25 21.957 0.22 1:08:00 2 0 0 100
exit_profit_long_rapid_max_m ( 107 ) 2 1.14 20.839 0.21 3:38:00 2 0 0 100
exit_long_rapid_u_2 ( 107 ) 1 2.34 20.599 0.21 0:09:00 1 0 0 100
exit_long_rebuy_u_5 ( 61 ) 1 5.31 18.556 0.19 0:14:00 1 0 0 100
exit_long_quick_q_3 ( 46 ) 1 2.01 18.511 0.19 0:40:00 1 0 0 100
exit_profit_long_rapid_max_m ( 106 ) 1 2.03 18.495 0.18 0:33:00 1 0 0 100
exit_long_quick_q_3 ( 45 ) 1 2.01 17.703 0.18 5:10:00 1 0 0 100
exit_long_rebuy_w_4_12 ( 61 ) 1 4.52 16.317 0.16 2:26:00 1 0 0 100
exit_long_normal_d_1_16 ( 1 50 ) 1 1.57 15.316 0.15 8:55:00 1 0 0 100
exit_long_quick_d_1_12 ( 41 61 ) 1 1.62 15.218 0.15 8:35:00 1 0 0 100
exit_profit_long_pump_max_m ( 25 ) 1 1.48 13.702 0.14 0:14:00 1 0 0 100
exit_profit_long_quick_max_m ( 43 ) 1 1.55 13.670 0.14 0:11:00 1 0 0 100
exit_long_pump_u_1 ( 26 ) 1 1.53 13.458 0.13 0:11:00 1 0 0 100
exit_long_quick_u_1 ( 41 61 102 107 ) 1 1.58 13.404 0.13 0:09:00 1 0 0 100
exit_long_rebuy_w_3_10 ( 61 ) 1 3.90 13.031 0.13 0:25:00 1 0 0 100
exit_profit_long_normal_max_m ( 12 ) 1 1.39 12.710 0.13 0:08:00 1 0 0 100
exit_long_normal_d_1_3 ( 11 ) 1 1.45 12.693 0.13 1:30:00 1 0 0 100
exit_long_rapid_u_1 ( 102 ) 1 1.39 11.940 0.12 0:08:00 1 0 0 100
exit_long_rapid_d_1_2 ( 104 ) 1 1.29 11.750 0.12 1:20:00 1 0 0 100
exit_long_normal_u_1 ( 1 ) 1 1.21 11.145 0.11 0:18:00 1 0 0 100
exit_long_rebuy_u_2 ( 61 ) 1 2.99 11.119 0.11 0:10:00 1 0 0 100
exit_profit_long_normal_max_m ( 11 107 ) 1 1.26 10.995 0.11 0:13:00 1 0 0 100
exit_profit_long_quick_max_m ( 49 ) 1 1.22 10.854 0.11 0:31:00 1 0 0 100
exit_long_normal_d_1_10 ( 1 10 26 50 ) 1 1.31 10.813 0.11 0:37:00 1 0 0 100
exit_long_rapid_u_1 ( 104 ) 1 1.23 10.689 0.11 0:34:00 1 0 0 100
exit_long_normal_o_1 ( 12 ) 1 1.23 10.314 0.10 0:03:00 1 0 0 100
exit_profit_long_pump_max_m ( 23 ) 1 1.12 10.188 0.10 1:39:00 1 0 0 100
exit_long_quick_u_1 ( 43 ) 1 1.16 9.862 0.10 0:02:00 1 0 0 100
exit_profit_long_rapid_max_m ( 104 ) 1 1.06 9.688 0.10 1:40:00 1 0 0 100
exit_long_rapid_rpd_1 ( 104 ) 1 1.04 9.597 0.10 8:06:00 1 0 0 100
exit_long_rapid_d_1_18 ( 61 106 ) 1 1.10 9.543 0.10 0:23:00 1 0 0 100
exit_long_quick_u_1 ( 50 108 ) 1 1.04 9.125 0.09 0:01:00 1 0 0 100
exit_long_normal_d_1_10 ( 12 ) 1 1.01 8.659 0.09 0:38:00 1 0 0 100
exit_long_rebuy_d_2_10 ( 61 ) 1 2.15 7.220 0.07 0:20:00 1 0 0 100
exit_long_rebuy_u_1 ( 61 ) 1 1.90 6.715 0.07 0:19:00 1 0 0 100
exit_long_quick_w_0_12 ( 46 ) 1 0.46 4.337 0.04 1 day, 8:00:00 1 0 0 100
exit_long_rebuy_d_1_10 ( 61 ) 1 1.23 4.146 0.04 0:10:00 1 0 0 100
exit_long_rapid_w_0_2 ( 102 ) 1 0.29 2.790 0.03 13:03:00 1 0 0 100
exit_long_rapid_d_0_2 ( 102 ) 1 0.29 2.525 0.03 1:45:00 1 0 0 100
exit_long_rebuy_u_0 ( 61 ) 1 0.59 2.172 0.02 10:07:00 1 0 0 100
force_exit 3 -3.31 -148.102 -1.48 18 days, 4:43:00 1 0 2 33.3
TOTAL 95 1.85 1280.017 12.80 16:09:00 93 0 2 97.9

SUMMARY METRICS

Metric Value
Backtesting from 2021-02-01 00:00:00
Backtesting to 2021-03-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 95 / 3.39
Starting balance 10000 USDT
Final balance 11280.017 USDT
Absolute profit 1280.017 USDT
Total profit % 12.80%
CAGR % 380.72%
Sortino 55.20
Sharpe 48.70
Calmar 673.93
Profit factor 9.21
Expectancy (Ratio) 13.47 (0.17)
Trades per day 3.39
Avg. daily profit % 0.46%
Avg. stake amount 760.281 USDT
Total trade volume 72226.729 USDT
Best Pair PLU/USDT 1.23%
Worst Pair CHR/USDT -0.94%
Best trade NWC/USDT 7.51%
Worst trade CHR/USDT -9.09%
Best day 214.508 USDT
Worst day -148.102 USDT
Days win/draw/lose 25 / 3 / 1
Avg. Duration Winners 9:37:00
Avg. Duration Loser 13 days, 7:32:00
Max Consecutive Wins / Loss 92 / 1
Rejected Entry signals 2
Entry/Exit Timeouts 0 / 0
Min balance 10008.269 USDT
Max balance 11428.119 USDT
Max % of account underwater 1.30%
Absolute Drawdown (Account) 1.30%
Absolute Drawdown 148.102 USDT
Drawdown high 1428.119 USDT
Drawdown low 1280.017 USDT
Drawdown Start 2021-02-28 23:46:00
Drawdown End 2021-03-01 00:00:00
Market change 88.79%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 95 1.85 1280.017 12.80 16:09:00 93 0 2 97.9 148.102 USDT 1.30%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210301-20210401

Current Previous v14.1.612 v14.1.605
Average Duration 19:08:00 19:08:00 19:07:00 19:08:00
Market Change 133.5 % 133.5 % 133.5 % 133.5 %
Max Drawdown 0.5174 % 0.5174 % 0.3188 % 0.0 %
Profit Mean 2.15 % 2.15 % 2.16 % 2.17 %
Profit Sum 163.66 % 163.66 % 164.43 % 165.04 %
Profit Total 13.24 % 13.24 % 13.72 % 15.0 %
Trades 76 76 76 76
Win Rate 98.68 % 98.68 % 98.68 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VELO/USDT 5 3.16 131.510 1.32 0:59:00 5 0 0 100
VRA/USDT 4 3.37 118.546 1.19 3:34:00 4 0 0 100
NIM/USDT 5 2.68 114.517 1.15 3:34:00 5 0 0 100
ALEPH/USDT 6 2.36 109.919 1.10 0:57:00 6 0 0 100
VIDT/USDT 1 11.97 104.341 1.04 5:02:00 1 0 0 100
NOIA/USDT 8 1.72 92.219 0.92 3:23:00 8 0 0 100
KAI/USDT 5 2.19 91.487 0.91 0:27:00 5 0 0 100
TEL/USDT 2 3.96 70.776 0.71 1:40:00 2 0 0 100
XLM/USDT 1 1.75 68.279 0.68 23 days, 19:55:00 1 0 0 100
DEGO/USDT 4 2.28 64.391 0.64 0:30:00 4 0 0 100
CHR/USDT 3 1.68 46.735 0.47 1:01:00 3 0 0 100
UOS/USDT 3 1.62 42.774 0.43 2:07:00 3 0 0 100
PRE/USDT 2 2.38 42.212 0.42 2:01:00 2 0 0 100
ORN/USDT 3 1.50 41.717 0.42 0:11:00 3 0 0 100
NWC/USDT 2 1.70 30.003 0.30 1:26:00 2 0 0 100
STX/USDT 2 1.47 25.589 0.26 1:32:00 2 0 0 100
COTI/USDT 3 1.21 25.121 0.25 0:51:00 3 0 0 100
ONT/USDT 1 2.79 24.016 0.24 1:26:00 1 0 0 100
BNB/USDT 2 1.26 21.797 0.22 0:07:00 2 0 0 100
SXP/USDT 2 1.94 18.443 0.18 2:27:00 2 0 0 100
GRT/USDT 1 2.15 18.397 0.18 5:45:00 1 0 0 100
ARPA/USDT 2 1.41 16.929 0.17 0:24:00 2 0 0 100
ADA/USDT 2 1.21 15.502 0.16 2:24:00 2 0 0 100
ROSE/USDT 2 0.88 15.385 0.15 1 day, 3:10:00 2 0 0 100
DIA/USDT 1 1.57 13.628 0.14 0:55:00 1 0 0 100
WAVES/USDT 1 1.04 10.661 0.11 1 day, 14:10:00 1 0 0 100
CKB/USDT 1 1.04 3.705 0.04 2:44:00 1 0 0 100
DAG/USDT 1 1.09 3.667 0.04 0:43:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 1 -0.85 -58.542 -0.59 27 days, 14:00:00 0 0 1 0
TOTAL 76 2.15 1323.725 13.24 19:08:00 75 0 1 98.7

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XLM/USDT 1 1.75 68.279 0.68 23 days, 19:55:00 1 0 0 100
ATOM/USDT 1 -0.85 -58.542 -0.59 27 days, 14:00:00 0 0 1 0
TOTAL 2 0.45 9.737 0.10 25 days, 16:58:00 1 0 1 50.0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
104 6 5.45 292.624 2.93 1:35:00 6 0 0 100
102 7 2.90 177.213 1.77 0:53:00 7 0 0 100
61 13 1.78 82.131 0.82 2:20:00 13 0 0 100
12 3 3.01 79.921 0.80 2:01:00 3 0 0 100
24 3 2.38 61.757 0.62 2:49:00 3 0 0 100
46 3 2.17 56.590 0.57 1:24:00 3 0 0 100
13 4 1.22 43.929 0.44 1:05:00 4 0 0 100
107 4 1.12 39.742 0.40 3:39:00 4 0 0 100
45 4 0.96 33.979 0.34 14:04:00 4 0 0 100
21 2 1.88 33.917 0.34 1:18:00 2 0 0 100
12 107 1 3.35 30.491 0.30 0:03:00 1 0 0 100
41 2 1.73 29.593 0.30 3:22:00 2 0 0 100
3 5 47 49 103 1 3.49 28.989 0.29 0:55:00 1 0 0 100
10 13 50 1 3.50 28.968 0.29 0:01:00 1 0 0 100
26 1 2.74 25.170 0.25 0:01:00 1 0 0 100
105 2 1.35 23.879 0.24 0:58:00 2 0 0 100
41 61 107 1 2.66 22.253 0.22 7:15:00 1 0 0 100
41 107 1 2.37 21.314 0.21 10:50:00 1 0 0 100
23 1 2.44 20.330 0.20 3:50:00 1 0 0 100
10 1 2.13 19.890 0.20 0:13:00 1 0 0 100
50 108 1 2.19 18.624 0.19 2:05:00 1 0 0 100
7 101 1 2.02 17.386 0.17 2:05:00 1 0 0 100
1 1 1.50 13.817 0.14 0:03:00 1 0 0 100
3 1 1.41 13.079 0.13 0:30:00 1 0 0 100
13 107 1 1.44 12.391 0.12 0:13:00 1 0 0 100
26 50 1 1.31 11.813 0.12 0:02:00 1 0 0 100
1 5 1 1.41 11.720 0.12 0:07:00 1 0 0 100
4 6 42 1 1.34 11.626 0.12 0:02:00 1 0 0 100
41 61 1 1.20 11.015 0.11 0:46:00 1 0 0 100
47 1 1.04 10.661 0.11 1 day, 14:10:00 1 0 0 100
10 108 1 1.13 10.568 0.11 0:01:00 1 0 0 100
7 1 1.19 9.984 0.10 1:24:00 1 0 0 100
120 2 0.45 9.737 0.10 25 days, 16:58:00 1 0 1 50.0
5 1 1.04 8.625 0.09 0:04:00 1 0 0 100
TOTAL 76 2.15 1323.725 13.24 19:08:00 75 0 1 98.7

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_rapid_rpd_3 ( 104 ) 3 5.48 149.374 1.49 1:19:00 3 0 0 100
exit_profit_long_rapid_max_m ( 104 ) 2 6.54 114.360 1.14 2:44:00 2 0 0 100
exit_long_rapid_rpd_3 ( 102 ) 2 6.37 110.577 1.11 0:50:00 2 0 0 100
exit_profit_long_rapid_max_m ( 102 ) 4 1.54 54.018 0.54 0:56:00 4 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 7 1.61 40.002 0.40 2:48:00 7 0 0 100
exit_profit_long_normal_max_m ( 13 ) 3 1.29 35.422 0.35 1:18:00 3 0 0 100
exit_long_pump_3_1_1 ( 24 ) 1 3.95 32.988 0.33 6:00:00 1 0 0 100
exit_profit_long_quick_max_m ( 45 ) 3 1.17 30.985 0.31 0:43:00 3 0 0 100
exit_profit_long_normal_max_m ( 12 ) 1 3.44 30.628 0.31 2:52:00 1 0 0 100
exit_long_normal_o_3 ( 12 107 ) 1 3.35 30.491 0.30 0:03:00 1 0 0 100
exit_long_normal_d_3_24 ( 3 5 47 49 103 ) 1 3.49 28.989 0.29 0:55:00 1 0 0 100
exit_long_normal_u_3 ( 10 13 50 ) 1 3.50 28.968 0.29 0:01:00 1 0 0 100
exit_long_rapid_u_3 ( 104 ) 1 3.18 28.890 0.29 0:04:00 1 0 0 100
exit_profit_long_pump_max_m ( 24 ) 2 1.60 28.770 0.29 1:13:00 2 0 0 100
exit_long_normal_d_2_3 ( 12 ) 1 2.89 26.559 0.27 1:10:00 1 0 0 100
exit_long_pump_u_2 ( 26 ) 1 2.74 25.170 0.25 0:01:00 1 0 0 100
exit_long_quick_q_3 ( 46 ) 1 2.79 24.016 0.24 1:26:00 1 0 0 100
exit_long_quick_q_1 ( 46 ) 1 2.71 23.209 0.23 0:45:00 1 0 0 100
exit_long_normal_d_2_13 ( 12 ) 1 2.70 22.734 0.23 2:00:00 1 0 0 100
exit_long_quick_q_3 ( 41 61 107 ) 1 2.66 22.253 0.22 7:15:00 1 0 0 100
exit_long_quick_w_2_12 ( 41 107 ) 1 2.37 21.314 0.21 10:50:00 1 0 0 100
exit_long_pump_w_2_5 ( 23 ) 1 2.44 20.330 0.20 3:50:00 1 0 0 100
exit_long_pump_d_2_1 ( 21 ) 1 2.18 20.289 0.20 1:40:00 1 0 0 100
exit_long_normal_u_2 ( 10 ) 1 2.13 19.890 0.20 0:13:00 1 0 0 100
exit_long_quick_q_2 ( 50 108 ) 1 2.19 18.624 0.19 2:05:00 1 0 0 100
exit_long_quick_q_3 ( 41 ) 1 2.15 18.397 0.18 5:45:00 1 0 0 100
exit_long_rapid_rpd_3 ( 7 101 ) 1 2.02 17.386 0.17 2:05:00 1 0 0 100
exit_long_rebuy_u_1 ( 61 ) 3 1.51 16.120 0.16 0:16:00 3 0 0 100
exit_long_normal_u_1 ( 1 ) 1 1.50 13.817 0.14 0:03:00 1 0 0 100
exit_long_rapid_rpd_3 ( 105 ) 1 1.52 13.708 0.14 1:45:00 1 0 0 100
exit_long_pump_d_1_24 ( 21 ) 1 1.57 13.628 0.14 0:55:00 1 0 0 100
exit_long_normal_d_1_24 ( 3 ) 1 1.41 13.079 0.13 0:30:00 1 0 0 100
exit_long_rapid_d_1_10 ( 102 ) 1 1.38 12.617 0.13 0:47:00 1 0 0 100
exit_long_normal_d_1_10 ( 13 107 ) 1 1.44 12.391 0.12 0:13:00 1 0 0 100
exit_long_rebuy_d_3_1 ( 61 ) 1 3.39 12.384 0.12 0:40:00 1 0 0 100
exit_long_rapid_d_1_24 ( 107 ) 1 1.45 11.987 0.12 0:30:00 1 0 0 100
exit_long_pump_u_1 ( 26 50 ) 1 1.31 11.813 0.12 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 1 5 ) 1 1.41 11.720 0.12 0:07:00 1 0 0 100
exit_long_rapid_d_1_10 ( 107 ) 1 1.27 11.673 0.12 0:12:00 1 0 0 100
exit_long_normal_u_1 ( 4 6 42 ) 1 1.34 11.626 0.12 0:02:00 1 0 0 100
exit_profit_long_quick_max_m ( 41 ) 1 1.31 11.196 0.11 0:58:00 1 0 0 100
exit_profit_long_quick_max_m ( 41 61 ) 1 1.20 11.015 0.11 0:46:00 1 0 0 100
exit_long_rapid_u_1 ( 107 ) 1 1.17 10.860 0.11 0:04:00 1 0 0 100
exit_long_quick_w_1_12 ( 47 ) 1 1.04 10.661 0.11 1 day, 14:10:00 1 0 0 100
exit_long_normal_u_1 ( 10 108 ) 1 1.13 10.568 0.11 0:01:00 1 0 0 100
exit_profit_long_rapid_max_m ( 105 ) 1 1.17 10.171 0.10 0:12:00 1 0 0 100
exit_profit_long_normal_max_m ( 7 ) 1 1.19 9.984 0.10 1:24:00 1 0 0 100
exit_long_rebuy_d_2_1 ( 61 ) 1 2.86 9.936 0.10 4:30:00 1 0 0 100
force_exit 2 0.45 9.737 0.10 25 days, 16:58:00 1 0 1 50.0
exit_profit_long_quick_max_m ( 46 ) 1 1.00 9.365 0.09 2:00:00 1 0 0 100
exit_long_normal_u_1 ( 5 ) 1 1.04 8.625 0.09 0:04:00 1 0 0 100
exit_long_normal_u_1 ( 13 ) 1 1.01 8.507 0.09 0:24:00 1 0 0 100
exit_long_rapid_d_0_11 ( 107 ) 1 0.57 5.221 0.05 13:51:00 1 0 0 100
exit_long_rebuy_d_1_20 ( 61 ) 1 1.11 3.689 0.04 4:45:00 1 0 0 100
exit_long_quick_w_0_12 ( 45 ) 1 0.32 2.994 0.03 2 days, 6:06:00 1 0 0 100
TOTAL 76 2.15 1323.725 13.24 19:08:00 75 0 1 98.7

SUMMARY METRICS

Metric Value
Backtesting from 2021-03-01 00:00:00
Backtesting to 2021-04-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 76 / 2.45
Starting balance 10000 USDT
Final balance 11323.725 USDT
Absolute profit 1323.725 USDT
Total profit % 13.24%
CAGR % 332.20%
Sortino -100.00
Sharpe 41.95
Calmar 1576.64
Profit factor 23.61
Expectancy (Ratio) 17.42 (0.30)
Trades per day 2.45
Avg. daily profit % 0.43%
Avg. stake amount 777.066 USDT
Total trade volume 59057.053 USDT
Best Pair VELO/USDT 1.32%
Worst Pair ATOM/USDT -0.59%
Best trade VIDT/USDT 11.97%
Worst trade ATOM/USDT -0.85%
Best day 113.194 USDT
Worst day 0 USDT
Days win/draw/lose 29 / 3 / 0
Avg. Duration Winners 10:33:00
Avg. Duration Loser 27 days, 14:00:00
Max Consecutive Wins / Loss 74 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10011.987 USDT
Max balance 11323.725 USDT
Max % of account underwater 0.52%
Absolute Drawdown (Account) 0.52%
Absolute Drawdown 58.542 USDT
Drawdown high 1313.988 USDT
Drawdown low 1255.447 USDT
Drawdown Start 2021-03-31 23:10:00
Drawdown End 2021-04-01 00:00:00
Market change 133.50%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 76 2.15 1323.725 13.24 19:08:00 75 0 1 98.7 58.542 USDT 0.52%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210401-20210501

Current Previous v14.1.612 v14.1.605
Average Duration 19:03:00 19:03:00 19:03:00 19:03:00
Market Change 44.53 % 44.53 % 44.53 % 44.53 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.81 % 1.81 % 1.8 % 1.81 %
Profit Sum 159.4 % 159.4 % 158.78 % 159.34 %
Profit Total 13.31 % 13.31 % 13.56 % 14.6 %
Trades 88 88 88 88
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
WIN/USDT 5 2.26 101.766 1.02 1:08:00 5 0 0 100
VIDT/USDT 3 3.59 95.978 0.96 2:40:00 3 0 0 100
AVA/USDT 5 2.04 90.321 0.90 1:54:00 5 0 0 100
VRA/USDT 4 2.16 77.553 0.78 0:27:00 4 0 0 100
AKRO/USDT 2 4.28 71.985 0.72 10:42:00 2 0 0 100
VET/USDT 2 1.57 65.583 0.66 13 days, 3:32:00 2 0 0 100
ALGO/USDT 1 0.77 62.243 0.62 28 days, 2:25:00 1 0 0 100
DGB/USDT 5 1.51 60.386 0.60 0:39:00 5 0 0 100
PRE/USDT 4 2.08 57.682 0.58 0:42:00 4 0 0 100
ONE/USDT 4 1.74 56.734 0.57 0:32:00 4 0 0 100
DIA/USDT 1 5.93 54.344 0.54 0:55:00 1 0 0 100
NOIA/USDT 4 2.04 48.187 0.48 1:15:00 4 0 0 100
TEL/USDT 4 1.21 41.507 0.42 8:18:00 4 0 0 100
NWC/USDT 2 2.27 40.579 0.41 1:16:00 2 0 0 100
DAG/USDT 3 1.46 39.305 0.39 2:10:00 3 0 0 100
BTT/USDT 3 1.47 38.988 0.39 0:23:00 3 0 0 100
CHR/USDT 4 1.76 37.256 0.37 2:29:00 4 0 0 100
COTI/USDT 2 1.89 31.864 0.32 0:28:00 2 0 0 100
WAVES/USDT 2 1.62 27.900 0.28 3:56:00 2 0 0 100
NIM/USDT 2 2.03 27.457 0.27 7:35:00 2 0 0 100
DEGO/USDT 2 1.28 21.390 0.21 12:12:00 2 0 0 100
ALEPH/USDT 2 1.42 19.211 0.19 7:58:00 2 0 0 100
JST/USDT 2 1.12 19.063 0.19 0:27:00 2 0 0 100
PLU/USDT 2 2.23 16.018 0.16 1:14:00 2 0 0 100
STX/USDT 1 1.81 15.458 0.15 2:52:00 1 0 0 100
ORN/USDT 2 1.73 12.275 0.12 3:40:00 2 0 0 100
CRO/USDT 1 1.34 11.324 0.11 1 day, 16:40:00 1 0 0 100
SXP/USDT 1 1.11 10.304 0.10 0:18:00 1 0 0 100
EWT/USDT 1 1.17 10.053 0.10 1:08:00 1 0 0 100
VELO/USDT 1 1.10 9.105 0.09 1:53:00 1 0 0 100
ONT/USDT 1 1.03 8.702 0.09 0:10:00 1 0 0 100
XLM/USDT 1 1.01 8.444 0.08 0:26:00 1 0 0 100
AAVE/USDT 2 0.65 7.630 0.08 1 day, 5:16:00 2 0 0 100
KSM/USDT 1 1.82 6.534 0.07 0:05:00 1 0 0 100
ADA/USDT 1 0.72 5.932 0.06 12:00:00 1 0 0 100
EOS/USDT 1 0.69 5.807 0.06 1:40:00 1 0 0 100
LINK/USDT 1 1.60 5.704 0.06 1 day, 3:51:00 1 0 0 100
UOS/USDT 2 0.64 5.651 0.06 17:06:00 2 0 0 100
SNX/USDT 1 1.35 4.886 0.05 0:30:00 1 0 0 100
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 88 1.81 1331.109 13.31 19:03:00 88 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALGO/USDT 1 0.77 62.243 0.62 28 days, 2:25:00 1 0 0 100
VET/USDT 1 1.32 50.441 0.50 25 days, 20:15:00 1 0 0 100
TOTAL 2 1.04 112.684 1.13 26 days, 23:20:00 2 0 0 100

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 10 2.04 173.542 1.74 10:34:00 10 0 0 100
61 21 1.56 122.699 1.23 8:13:00 21 0 0 100
120 2 1.04 112.684 1.13 26 days, 23:20:00 2 0 0 100
44 4 3.10 109.220 1.09 0:46:00 4 0 0 100
45 7 1.70 107.183 1.07 0:44:00 7 0 0 100
13 7 1.54 95.575 0.96 1:10:00 7 0 0 100
108 2 4.23 75.823 0.76 0:52:00 2 0 0 100
41 2 4.23 75.483 0.75 0:40:00 2 0 0 100
102 2 2.93 48.798 0.49 0:30:00 2 0 0 100
106 4 1.33 46.679 0.47 4:10:00 4 0 0 100
25 2 2.33 40.557 0.41 0:34:00 2 0 0 100
12 1 3.71 34.322 0.34 1:05:00 1 0 0 100
24 2 1.64 28.987 0.29 1:06:00 2 0 0 100
107 2 1.61 28.515 0.29 0:38:00 2 0 0 100
47 2 1.59 27.008 0.27 2:50:00 2 0 0 100
103 2 1.19 22.056 0.22 1:21:00 2 0 0 100
50 2 1.17 21.879 0.22 0:33:00 2 0 0 100
41 61 2 1.18 21.064 0.21 0:33:00 2 0 0 100
1 10 1 2.23 20.229 0.20 0:02:00 1 0 0 100
3 1 1.89 17.563 0.18 0:49:00 1 0 0 100
7 1 1.72 15.363 0.15 3:21:00 1 0 0 100
26 1 1.49 13.746 0.14 0:08:00 1 0 0 100
21 1 1.34 11.324 0.11 1 day, 16:40:00 1 0 0 100
44 61 1 1.16 10.426 0.10 0:14:00 1 0 0 100
45 102 1 1.10 9.628 0.10 0:14:00 1 0 0 100
10 50 108 1 1.10 9.105 0.09 1:53:00 1 0 0 100
104 1 1.03 8.702 0.09 0:10:00 1 0 0 100
41 61 107 1 1.01 8.697 0.09 0:34:00 1 0 0 100
48 1 1.01 8.444 0.08 0:26:00 1 0 0 100
105 1 0.69 5.807 0.06 1:40:00 1 0 0 100
TOTAL 88 1.81 1331.109 13.31 19:03:00 88 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
force_exit 2 1.04 112.684 1.13 26 days, 23:20:00 2 0 0 100
exit_profit_long_normal_max_m ( 13 ) 6 1.61 85.277 0.85 1:21:00 6 0 0 100
exit_profit_long_quick_max_m ( 45 ) 5 1.71 77.001 0.77 0:39:00 5 0 0 100
exit_long_quick_q_3 ( 44 ) 1 7.52 66.988 0.67 0:25:00 1 0 0 100
exit_long_quick_2_1_1 ( 46 ) 1 6.87 57.617 0.58 20:05:00 1 0 0 100
exit_long_quick_q_3 ( 41 ) 1 5.93 54.344 0.54 0:55:00 1 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 10 1.29 49.934 0.50 10:18:00 10 0 0 100
exit_profit_long_rapid_max_m ( 102 ) 2 2.93 48.798 0.49 0:30:00 2 0 0 100
exit_profit_long_quick_max_m ( 46 ) 3 1.62 41.456 0.41 4:28:00 3 0 0 100
exit_long_quick_q_3 ( 46 ) 2 2.39 41.442 0.41 7:20:00 2 0 0 100
exit_profit_long_pump_max_m ( 25 ) 2 2.33 40.557 0.41 0:34:00 2 0 0 100
exit_long_rapid_u_4 ( 108 ) 1 4.30 39.081 0.39 0:23:00 1 0 0 100
exit_long_rapid_rpd_3 ( 108 ) 1 4.16 36.742 0.37 1:20:00 1 0 0 100
exit_long_normal_d_3_1 ( 12 ) 1 3.71 34.322 0.34 1:05:00 1 0 0 100
exit_profit_long_pump_max_m ( 24 ) 2 1.64 28.987 0.29 1:06:00 2 0 0 100
exit_profit_long_quick_max_m ( 44 ) 2 1.41 24.650 0.25 1:10:00 2 0 0 100
exit_profit_long_quick_max_m ( 41 ) 1 2.54 21.139 0.21 0:25:00 1 0 0 100
exit_profit_long_rapid_max_m ( 106 ) 2 1.19 20.950 0.21 3:31:00 2 0 0 100
exit_long_normal_u_2 ( 1 10 ) 1 2.23 20.229 0.20 0:02:00 1 0 0 100
exit_long_quick_q_3 ( 45 ) 1 2.13 19.196 0.19 1:10:00 1 0 0 100
exit_long_rebuy_d_1_18 ( 61 ) 4 1.31 18.857 0.19 0:37:00 4 0 0 100
exit_long_quick_w_1_3 ( 50 ) 1 2.00 18.619 0.19 1:05:00 1 0 0 100
exit_long_quick_d_2_24 ( 44 ) 1 2.03 17.582 0.18 0:20:00 1 0 0 100
exit_profit_long_normal_max_m ( 3 ) 1 1.89 17.563 0.18 0:49:00 1 0 0 100
exit_long_quick_q_3 ( 47 ) 1 2.03 17.426 0.17 5:24:00 1 0 0 100
exit_profit_long_rapid_max_m ( 107 ) 1 1.94 17.011 0.17 0:34:00 1 0 0 100
exit_long_rapid_rpd_3 ( 106 ) 1 1.92 16.895 0.17 4:25:00 1 0 0 100
exit_profit_long_normal_max_m ( 7 ) 1 1.72 15.363 0.15 3:21:00 1 0 0 100
exit_long_quick_w_1_12 ( 46 ) 1 1.82 15.142 0.15 10:50:00 1 0 0 100
exit_long_rebuy_d_4_1 ( 61 ) 1 4.43 14.901 0.15 0:25:00 1 0 0 100
exit_long_pump_u_1 ( 26 ) 1 1.49 13.746 0.14 0:08:00 1 0 0 100
exit_long_rapid_d_1_18 ( 103 ) 1 1.27 11.753 0.12 2:24:00 1 0 0 100
exit_long_rapid_d_1_10 ( 107 ) 1 1.28 11.504 0.12 0:41:00 1 0 0 100
exit_long_pump_w_1_1 ( 21 ) 1 1.34 11.324 0.11 1 day, 16:40:00 1 0 0 100
exit_long_quick_d_1_10 ( 45 ) 1 1.19 10.987 0.11 0:45:00 1 0 0 100
exit_long_quick_d_1_18 ( 41 61 ) 1 1.23 10.725 0.11 0:30:00 1 0 0 100
exit_long_quick_u_1 ( 44 61 ) 1 1.16 10.426 0.10 0:14:00 1 0 0 100
exit_long_rebuy_w_3_5 ( 61 ) 1 3.08 10.348 0.10 3:30:00 1 0 0 100
exit_profit_long_quick_max_m ( 41 61 ) 1 1.13 10.339 0.10 0:36:00 1 0 0 100
exit_long_rapid_u_1 ( 103 ) 1 1.11 10.304 0.10 0:18:00 1 0 0 100
exit_long_normal_d_1_10 ( 13 ) 1 1.14 10.298 0.10 0:08:00 1 0 0 100
exit_long_quick_w_1_7 ( 46 ) 1 1.17 10.053 0.10 1:08:00 1 0 0 100
exit_long_quick_d_1_10 ( 45 102 ) 1 1.10 9.628 0.10 0:14:00 1 0 0 100
exit_long_quick_d_1_3 ( 47 ) 1 1.15 9.581 0.10 0:15:00 1 0 0 100
exit_profit_long_normal_max_m ( 10 50 108 ) 1 1.10 9.105 0.09 1:53:00 1 0 0 100
exit_long_rapid_d_1_12 ( 106 ) 1 1.00 8.834 0.09 5:15:00 1 0 0 100
exit_profit_long_rapid_max_m ( 104 ) 1 1.03 8.702 0.09 0:10:00 1 0 0 100
exit_profit_long_quick_max_m ( 41 61 107 ) 1 1.01 8.697 0.09 0:34:00 1 0 0 100
exit_long_rebuy_d_2_1 ( 61 ) 1 2.30 8.597 0.09 2:25:00 1 0 0 100
exit_profit_long_quick_max_m ( 48 ) 1 1.01 8.444 0.08 0:26:00 1 0 0 100
exit_long_rebuy_u_2 ( 61 ) 1 2.15 7.421 0.07 0:04:00 1 0 0 100
exit_long_quick_w_0_2 ( 46 ) 1 0.72 5.932 0.06 12:00:00 1 0 0 100
exit_long_rapid_d_0_3 ( 105 ) 1 0.69 5.807 0.06 1:40:00 1 0 0 100
exit_long_rebuy_d_1_5 ( 61 ) 1 1.52 5.081 0.05 3:05:00 1 0 0 100
exit_long_rebuy_w_1_22 ( 61 ) 1 0.28 3.996 0.04 2 days, 9:25:00 1 0 0 100
exit_long_rebuy_u_1 ( 61 ) 1 1.00 3.563 0.04 0:05:00 1 0 0 100
exit_long_quick_u_0 ( 50 ) 1 0.35 3.260 0.03 0:01:00 1 0 0 100
exit_long_quick_w_0_20 ( 46 ) 1 0.23 1.900 0.02 1 day, 9:34:00 1 0 0 100
TOTAL 88 1.81 1331.109 13.31 19:03:00 88 0 0 100

SUMMARY METRICS

Metric Value
Backtesting from 2021-04-01 00:00:00
Backtesting to 2021-05-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 88 / 2.93
Starting balance 10000 USDT
Final balance 11331.109 USDT
Absolute profit 1331.109 USDT
Total profit % 13.31%
CAGR % 357.42%
Sortino -100.00
Sharpe 64.40
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 15.13 (100.00)
Trades per day 2.93
Avg. daily profit % 0.44%
Avg. stake amount 756.856 USDT
Total trade volume 66603.362 USDT
Best Pair WIN/USDT 1.02%
Worst Pair ARPA/USDT 0.00%
Best trade VIDT/USDT 7.52%
Worst trade UOS/USDT 0.23%
Best day 117.21 USDT
Worst day 0 USDT
Days win/draw/lose 29 / 1 / 0
Avg. Duration Winners 19:03:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 88 / 0
Rejected Entry signals 17
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change 44.53%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 88 1.81 1331.109 13.31 19:03:00 88 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210501-20210601

Current Previous v14.1.612 v14.1.605
Average Duration 1 day, 2:25:00 1 day, 2:25:00 1 day, 2:07:00 1 day, 2:26:00
Market Change -24.92 % -24.92 % -24.92 % -24.92 %
Max Drawdown 0.0 % 0.0 % 1.1624 % 2.3054 %
Profit Mean 2.05 % 2.05 % 2.03 % 2.04 %
Profit Sum 129.23 % 129.23 % 127.88 % 128.68 %
Profit Total 10.56 % 10.56 % 9.1 % 7.28 %
Trades 63 63 63 63
Win Rate 100.0 % 100.0 % 98.41 % 96.83 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
KAI/USDT 8 2.23 124.469 1.24 0:51:00 8 0 0 100
PLU/USDT 6 2.41 103.476 1.03 1:06:00 6 0 0 100
COTI/USDT 5 2.16 97.392 0.97 4:41:00 5 0 0 100
ALEPH/USDT 3 3.53 90.470 0.90 18:55:00 3 0 0 100
DOT/USDT 1 0.89 74.514 0.75 28 days, 3:55:00 1 0 0 100
UMA/USDT 5 1.45 65.183 0.65 9:11:00 5 0 0 100
PRE/USDT 1 7.47 64.159 0.64 3:15:00 1 0 0 100
KSM/USDT 3 3.91 49.016 0.49 2:11:00 3 0 0 100
DAG/USDT 3 1.95 42.563 0.43 3:43:00 3 0 0 100
DEGO/USDT 3 1.67 41.562 0.42 0:26:00 3 0 0 100
TEL/USDT 3 1.16 31.332 0.31 1:20:00 3 0 0 100
EWT/USDT 2 1.64 28.951 0.29 1:23:00 2 0 0 100
NOIA/USDT 2 1.59 27.717 0.28 7:04:00 2 0 0 100
VIDT/USDT 2 1.49 27.503 0.28 16:54:00 2 0 0 100
EOS/USDT 2 1.52 26.223 0.26 7:30:00 2 0 0 100
ADA/USDT 2 2.71 24.953 0.25 0:55:00 2 0 0 100
VRA/USDT 2 2.06 23.590 0.24 0:22:00 2 0 0 100
ONE/USDT 1 2.07 18.378 0.18 13:20:00 1 0 0 100
ETC/USDT 1 1.78 15.302 0.15 0:09:00 1 0 0 100
WIN/USDT 1 1.62 13.789 0.14 2:43:00 1 0 0 100
NWC/USDT 1 1.48 13.436 0.13 1:08:00 1 0 0 100
STX/USDT 1 1.61 13.424 0.13 0:02:00 1 0 0 100
XRP/USDT 1 0.10 12.442 0.12 27 days, 22:00:00 1 0 0 100
SXP/USDT 1 1.30 10.803 0.11 0:13:00 1 0 0 100
CKB/USDT 1 1.23 10.509 0.11 0:31:00 1 0 0 100
NIM/USDT 2 0.34 5.146 0.05 1 day, 9:13:00 2 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 63 2.05 1056.301 10.56 1 day, 2:25:00 63 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DOT/USDT 1 0.89 74.514 0.75 28 days, 3:55:00 1 0 0 100
XRP/USDT 1 0.10 12.442 0.12 27 days, 22:00:00 1 0 0 100
TOTAL 2 0.49 86.956 0.87 28 days, 0:58:00 2 0 0 100

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
104 9 1.64 129.354 1.29 10:31:00 9 0 0 100
61 11 2.68 109.210 1.09 9:11:00 11 0 0 100
45 5 2.44 105.213 1.05 0:41:00 5 0 0 100
120 2 0.49 86.956 0.87 28 days, 0:58:00 2 0 0 100
12 103 104 1 8.21 71.311 0.71 0:01:00 1 0 0 100
13 6 1.37 71.084 0.71 0:40:00 6 0 0 100
101 1 7.47 64.159 0.64 3:15:00 1 0 0 100
107 3 2.35 60.708 0.61 5:15:00 3 0 0 100
103 3 1.96 52.889 0.53 1:39:00 3 0 0 100
41 61 3 1.77 45.843 0.46 1:19:00 3 0 0 100
46 4 1.08 37.976 0.38 13:56:00 4 0 0 100
44 2 2.01 37.026 0.37 9:13:00 2 0 0 100
106 2 1.80 31.969 0.32 0:22:00 2 0 0 100
10 3 1.10 29.577 0.30 0:10:00 3 0 0 100
12 1 2.49 21.253 0.21 3:55:00 1 0 0 100
48 1 2.47 21.225 0.21 0:50:00 1 0 0 100
21 22 41 107 1 1.88 15.521 0.16 0:25:00 1 0 0 100
50 107 1 1.78 15.302 0.15 0:09:00 1 0 0 100
21 1 1.82 15.134 0.15 0:17:00 1 0 0 100
41 1 1.68 14.688 0.15 3:56:00 1 0 0 100
7 61 1 1.29 10.633 0.11 1:07:00 1 0 0 100
47 1 1.08 9.272 0.09 1:30:00 1 0 0 100
TOTAL 63 2.05 1056.301 10.56 1 day, 2:25:00 63 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_rapid_max_m ( 104 ) 5 2.21 94.540 0.95 0:56:00 5 0 0 100
force_exit 2 0.49 86.956 0.87 28 days, 0:58:00 2 0 0 100
exit_profit_long_quick_max_m ( 45 ) 3 2.76 71.459 0.71 1:06:00 3 0 0 100
exit_long_normal_u_8 ( 12 103 104 ) 1 8.21 71.311 0.71 0:01:00 1 0 0 100
exit_long_rapid_rpd_1 ( 101 ) 1 7.47 64.159 0.64 3:15:00 1 0 0 100
exit_profit_long_rapid_max_m ( 103 ) 3 1.96 52.889 0.53 1:39:00 3 0 0 100
exit_long_rapid_rpd_3 ( 107 ) 2 2.63 45.318 0.45 7:32:00 2 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 6 1.97 42.819 0.43 11:17:00 6 0 0 100
exit_long_quick_q_3 ( 44 ) 2 2.01 37.026 0.37 9:13:00 2 0 0 100
exit_profit_long_normal_max_m ( 13 ) 3 1.33 34.876 0.35 0:57:00 3 0 0 100
exit_profit_long_quick_max_m ( 41 61 ) 2 1.82 31.887 0.32 1:54:00 2 0 0 100
exit_long_rebuy_w_8_2 ( 61 ) 1 8.17 29.080 0.29 2:50:00 1 0 0 100
exit_long_normal_u_1 ( 13 ) 2 1.45 24.227 0.24 0:08:00 2 0 0 100
exit_long_quick_u_2 ( 45 ) 1 2.78 24.078 0.24 0:03:00 1 0 0 100
exit_long_normal_w_2_10 ( 12 ) 1 2.49 21.253 0.21 3:55:00 1 0 0 100
exit_long_quick_q_3 ( 48 ) 1 2.47 21.225 0.21 0:50:00 1 0 0 100
exit_long_normal_u_1 ( 10 ) 2 1.14 20.350 0.20 0:03:00 2 0 0 100
exit_long_rapid_rpd_3 ( 104 ) 2 1.06 19.394 0.19 1 day, 4:56:00 2 0 0 100
exit_long_rapid_d_2_18 ( 106 ) 1 2.05 18.244 0.18 0:14:00 1 0 0 100
exit_long_rebuy_u_2 ( 61 ) 2 1.80 16.819 0.17 13:49:00 2 0 0 100
exit_long_quick_q_3 ( 46 ) 1 2.03 16.786 0.17 4:43:00 1 0 0 100
exit_long_rebuy_d_4_23 ( 61 ) 1 4.37 15.598 0.16 0:50:00 1 0 0 100
exit_profit_long_pump_max_m ( 21 22 41 107 ) 1 1.88 15.521 0.16 0:25:00 1 0 0 100
exit_profit_long_rapid_max_m ( 107 ) 1 1.79 15.390 0.15 0:41:00 1 0 0 100
exit_long_quick_u_1 ( 50 107 ) 1 1.78 15.302 0.15 0:09:00 1 0 0 100
exit_profit_long_pump_max_m ( 21 ) 1 1.82 15.134 0.15 0:17:00 1 0 0 100
exit_profit_long_quick_max_m ( 41 ) 1 1.68 14.688 0.15 3:56:00 1 0 0 100
exit_long_quick_u_1 ( 41 61 ) 1 1.68 13.956 0.14 0:09:00 1 0 0 100
exit_long_rapid_d_1_18 ( 106 ) 1 1.55 13.726 0.14 0:30:00 1 0 0 100
exit_long_normal_d_1_18 ( 13 ) 1 1.33 11.980 0.12 0:50:00 1 0 0 100
exit_profit_long_normal_max_m ( 7 61 ) 1 1.29 10.633 0.11 1:07:00 1 0 0 100
exit_long_quick_d_1_18 ( 46 ) 1 1.23 10.509 0.11 0:31:00 1 0 0 100
exit_long_rapid_rpd_2 ( 104 ) 1 1.00 10.423 0.10 17:55:00 1 0 0 100
exit_long_quick_d_1_10 ( 45 ) 1 1.12 9.675 0.10 0:03:00 1 0 0 100
exit_profit_long_quick_max_m ( 47 ) 1 1.08 9.272 0.09 1:30:00 1 0 0 100
exit_profit_long_quick_max_m ( 46 ) 1 0.90 9.254 0.09 1 day, 15:45:00 1 0 0 100
exit_profit_long_normal_max_m ( 10 ) 1 1.03 9.226 0.09 0:25:00 1 0 0 100
exit_long_rapid_d_0_20 ( 104 ) 1 0.57 4.998 0.05 14:10:00 1 0 0 100
exit_long_rebuy_w_1_3 ( 61 ) 1 1.43 4.893 0.05 2:03:00 1 0 0 100
exit_long_quick_d_0_23 ( 46 ) 1 0.16 1.428 0.01 10:46:00 1 0 0 100
TOTAL 63 2.05 1056.301 10.56 1 day, 2:25:00 63 0 0 100

SUMMARY METRICS

Metric Value
Backtesting from 2021-05-01 00:00:00
Backtesting to 2021-06-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 63 / 2.03
Starting balance 10000 USDT
Final balance 11056.301 USDT
Absolute profit 1056.301 USDT
Total profit % 10.56%
CAGR % 226.19%
Sortino -100.00
Sharpe 45.75
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 16.77 (100.00)
Trades per day 2.03
Avg. daily profit % 0.34%
Avg. stake amount 758.63 USDT
Total trade volume 47793.661 USDT
Best Pair KAI/USDT 1.24%
Worst Pair AAVE/USDT 0.00%
Best trade ALEPH/USDT 8.21%
Worst trade XRP/USDT 0.10%
Best day 112.847 USDT
Worst day 0 USDT
Days win/draw/lose 26 / 6 / 0
Avg. Duration Winners 1 day, 2:25:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 63 / 0
Rejected Entry signals 1
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change -24.92%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 63 2.05 1056.301 10.56 1 day, 2:25:00 63 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210601-20210701

Current Previous v14.1.612 v14.1.605
Average Duration 2 days, 16:53:00 2 days, 16:53:00 2 days, 16:53:00 2 days, 16:53:00
Market Change -18.35 % -18.35 % -18.35 % -18.35 %
Max Drawdown 3.6798 % 3.6798 % 1.9794 % 4.2613 %
Profit Mean 0.98 % 0.98 % 1.09 % 0.95 %
Profit Sum 20.59 % 20.59 % 22.94 % 20.03 %
Profit Total -2.01 % -2.01 % -0.27 % -2.6 %
Trades 21 21 21 21
Win Rate 90.48 % 90.48 % 90.48 % 90.48 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UOS/USDT 3 1.71 41.770 0.42 0:04:00 3 0 0 100
TEL/USDT 3 1.49 25.495 0.25 3:51:00 3 0 0 100
NOIA/USDT 2 1.13 13.483 0.13 0:44:00 2 0 0 100
KSM/USDT 2 1.04 12.050 0.12 1:28:00 2 0 0 100
VET/USDT 1 1.37 11.322 0.11 1:03:00 1 0 0 100
DAG/USDT 1 1.29 10.315 0.10 0:19:00 1 0 0 100
PLU/USDT 1 1.23 10.201 0.10 1:34:00 1 0 0 100
NWC/USDT 1 1.12 9.254 0.09 0:37:00 1 0 0 100
STX/USDT 1 1.10 9.137 0.09 0:22:00 1 0 0 100
CKB/USDT 1 1.02 8.449 0.08 0:03:00 1 0 0 100
CHR/USDT 1 1.02 8.434 0.08 1:31:00 1 0 0 100
ALEPH/USDT 1 2.39 7.896 0.08 3:22:00 1 0 0 100
VRA/USDT 1 1.67 5.531 0.06 1:02:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 1 -1.64 -70.815 -0.71 26 days, 0:30:00 0 0 1 0
UNI/USDT 1 -3.91 -303.544 -3.04 29 days, 15:55:00 0 0 1 0
TOTAL 21 0.98 -201.023 -2.01 2 days, 16:53:00 19 0 2 90.5

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETH/USDT 1 -1.64 -70.815 -0.71 26 days, 0:30:00 0 0 1 0
UNI/USDT 1 -3.91 -303.544 -3.04 29 days, 15:55:00 0 0 1 0
TOTAL 2 -2.77 -374.359 -3.74 27 days, 20:12:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
50 2 1.91 30.822 0.31 0:04:00 2 0 0 100
13 3 1.23 30.704 0.31 0:52:00 3 0 0 100
61 5 1.70 28.273 0.28 2:43:00 5 0 0 100
46 2 1.08 17.872 0.18 1:40:00 2 0 0 100
45 104 1 1.29 10.315 0.10 0:19:00 1 0 0 100
44 106 1 1.23 10.201 0.10 1:34:00 1 0 0 100
103 1 1.19 9.894 0.10 1:16:00 1 0 0 100
41 61 102 104 1 1.12 9.254 0.09 0:37:00 1 0 0 100
107 1 1.08 8.963 0.09 0:06:00 1 0 0 100
44 1 1.03 8.589 0.09 2:25:00 1 0 0 100
41 1 1.02 8.449 0.08 0:03:00 1 0 0 100
120 2 -2.77 -374.359 -3.74 27 days, 20:12:00 0 0 2 0
TOTAL 21 0.98 -201.023 -2.01 2 days, 16:53:00 19 0 2 90.5

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_quick_u_2 ( 50 ) 1 2.62 21.106 0.21 0:07:00 1 0 0 100
exit_profit_long_normal_max_m ( 13 ) 2 1.19 19.756 0.20 1:17:00 2 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 3 1.68 16.789 0.17 3:21:00 3 0 0 100
exit_long_normal_u_1 ( 13 ) 1 1.31 10.948 0.11 0:03:00 1 0 0 100
exit_profit_long_quick_max_m ( 45 104 ) 1 1.29 10.315 0.10 0:19:00 1 0 0 100
exit_profit_long_quick_max_m ( 44 106 ) 1 1.23 10.201 0.10 1:34:00 1 0 0 100
exit_long_rapid_d_1_18 ( 103 ) 1 1.19 9.894 0.10 1:16:00 1 0 0 100
exit_long_quick_u_1 ( 50 ) 1 1.21 9.716 0.10 0:02:00 1 0 0 100
exit_profit_long_quick_max_m ( 41 61 102 104 ) 1 1.12 9.254 0.09 0:37:00 1 0 0 100
exit_profit_long_quick_max_m ( 46 ) 1 1.10 9.137 0.09 0:22:00 1 0 0 100
exit_long_rapid_u_1 ( 107 ) 1 1.08 8.963 0.09 0:06:00 1 0 0 100
exit_long_quick_d_1_1 ( 46 ) 1 1.05 8.735 0.09 2:59:00 1 0 0 100
exit_profit_long_quick_max_m ( 44 ) 1 1.03 8.589 0.09 2:25:00 1 0 0 100
exit_long_quick_u_1 ( 41 ) 1 1.02 8.449 0.08 0:03:00 1 0 0 100
exit_long_rebuy_d_2_1 ( 61 ) 1 2.39 7.896 0.08 3:22:00 1 0 0 100
exit_long_rebuy_d_1_18 ( 61 ) 1 1.08 3.588 0.04 0:12:00 1 0 0 100
force_exit 2 -2.77 -374.359 -3.74 27 days, 20:12:00 0 0 2 0
TOTAL 21 0.98 -201.023 -2.01 2 days, 16:53:00 19 0 2 90.5

SUMMARY METRICS

Metric Value
Backtesting from 2021-06-01 00:00:00
Backtesting to 2021-07-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 21 / 0.7
Starting balance 10000 USDT
Final balance 9798.977 USDT
Absolute profit -201.023 USDT
Total profit % -2.01%
CAGR % -21.89%
Sortino -1.10
Sharpe -1.88
Calmar -34.79
Profit factor 0.46
Expectancy (Ratio) -9.57 (-0.05)
Trades per day 0.7
Avg. daily profit % -0.07%
Avg. stake amount 628.33 USDT
Total trade volume 13194.936 USDT
Best Pair UOS/USDT 0.42%
Worst Pair UNI/USDT -3.04%
Best trade UOS/USDT 2.62%
Worst trade UNI/USDT -3.91%
Best day 42.381 USDT
Worst day -374.359 USDT
Days win/draw/lose 10 / 18 / 1
Avg. Duration Winners 1:22:00
Avg. Duration Loser 27 days, 20:12:00
Max Consecutive Wins / Loss 19 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9798.977 USDT
Max balance 10173.337 USDT
Max % of account underwater 3.68%
Absolute Drawdown (Account) 3.68%
Absolute Drawdown 374.359 USDT
Drawdown high 173.337 USDT
Drawdown low -201.023 USDT
Drawdown Start 2021-06-29 19:17:00
Drawdown End 2021-07-01 00:00:00
Market change -18.35%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 21 0.98 -201.023 -2.01 2 days, 16:53:00 19 0 2 90.5 374.359 USDT 3.68%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210701-20210801

Current Previous v14.1.612 v14.1.605
Average Duration 2 days, 3:04:00 2 days, 3:04:00 2 days, 3:04:00 3 days, 7:34:00
Market Change 26.25 % 26.25 % 26.25 % 26.25 %
Max Drawdown 0.8107 % 0.8107 % 0.7736 % 2.4859 %
Profit Mean 1.67 % 1.67 % 1.71 % 1.17 %
Profit Sum 43.5 % 43.5 % 44.39 % 30.33 %
Profit Total 3.57 % 3.57 % 4.19 % 2.99 %
Trades 26 26 26 26
Win Rate 96.15 % 96.15 % 96.15 % 96.15 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETC/USDT 1 1.72 90.071 0.90 25 days, 8:30:00 1 0 0 100
DEGO/USDT 4 1.65 55.605 0.56 1:00:00 4 0 0 100
NIM/USDT 1 5.67 46.861 0.47 0:55:00 1 0 0 100
DAG/USDT 3 1.85 46.623 0.47 3:54:00 3 0 0 100
CHR/USDT 2 2.52 42.126 0.42 0:54:00 2 0 0 100
AAVE/USDT 2 2.16 37.897 0.38 4:34:00 2 0 0 100
PRE/USDT 1 2.02 16.769 0.17 0:04:00 1 0 0 100
AKRO/USDT 1 1.72 14.261 0.14 1:18:00 1 0 0 100
VELO/USDT 1 1.50 12.485 0.12 1:02:00 1 0 0 100
UOS/USDT 1 1.31 10.857 0.11 16:50:00 1 0 0 100
TEL/USDT 1 1.27 10.692 0.11 0:12:00 1 0 0 100
STX/USDT 1 1.24 10.346 0.10 0:36:00 1 0 0 100
VRA/USDT 1 1.19 10.039 0.10 0:56:00 1 0 0 100
BNB/USDT 1 1.15 9.684 0.10 4:02:00 1 0 0 100
WAVES/USDT 1 1.01 9.497 0.09 1 day, 11:41:00 1 0 0 100
ALEPH/USDT 1 2.46 8.225 0.08 2:01:00 1 0 0 100
DIA/USDT 1 1.43 4.767 0.05 3:33:00 1 0 0 100
XEM/USDT 1 0.49 4.120 0.04 16:45:00 1 0 0 100
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 1 -2.19 -83.919 -0.84 25 days, 8:30:00 0 0 1 0
TOTAL 26 1.67 357.007 3.57 2 days, 3:04:00 25 0 1 96.2

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETC/USDT 1 1.72 90.071 0.90 25 days, 8:30:00 1 0 0 100
ADA/USDT 1 -2.19 -83.919 -0.84 25 days, 8:30:00 0 0 1 0
TOTAL 2 -0.24 6.152 0.06 25 days, 8:30:00 1 0 1 50.0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 5 1.63 71.097 0.71 11:07:00 5 0 0 100
45 2 3.93 65.056 0.65 1:05:00 2 0 0 100
104 4 1.58 52.916 0.53 0:42:00 4 0 0 100
44 2 2.35 39.750 0.40 1:34:00 2 0 0 100
105 3 1.45 36.724 0.37 7:13:00 3 0 0 100
107 1 2.02 16.769 0.17 0:04:00 1 0 0 100
7 1 1.72 14.261 0.14 1:18:00 1 0 0 100
61 2 1.94 12.992 0.13 2:47:00 2 0 0 100
11 1 1.50 12.485 0.12 1:02:00 1 0 0 100
23 1 1.31 10.857 0.11 16:50:00 1 0 0 100
24 45 104 1 1.07 9.012 0.09 0:22:00 1 0 0 100
10 13 26 108 1 1.07 8.936 0.09 0:02:00 1 0 0 100
120 2 -0.24 6.152 0.06 25 days, 8:30:00 1 0 1 50.0
TOTAL 26 1.67 357.007 3.57 2 days, 3:04:00 25 0 1 96.2

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_quick_max_m ( 46 ) 4 1.52 53.821 0.54 13:07:00 4 0 0 100
exit_profit_long_rapid_max_m ( 104 ) 4 1.58 52.916 0.53 0:42:00 4 0 0 100
exit_long_quick_q_3 ( 45 ) 1 5.67 46.861 0.47 0:55:00 1 0 0 100
exit_long_rapid_rpd_3 ( 105 ) 2 1.93 32.605 0.33 2:28:00 2 0 0 100
exit_long_quick_q_3 ( 44 ) 1 3.44 29.058 0.29 2:55:00 1 0 0 100
exit_profit_long_quick_max_m ( 45 ) 1 2.18 18.194 0.18 1:15:00 1 0 0 100
exit_long_quick_q_3 ( 46 ) 1 2.07 17.275 0.17 3:07:00 1 0 0 100
exit_long_rapid_u_2 ( 107 ) 1 2.02 16.769 0.17 0:04:00 1 0 0 100
exit_profit_long_normal_max_m ( 7 ) 1 1.72 14.261 0.14 1:18:00 1 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 2 1.94 12.992 0.13 2:47:00 2 0 0 100
exit_long_normal_d_1_2 ( 11 ) 1 1.50 12.485 0.12 1:02:00 1 0 0 100
exit_profit_long_pump_max_m ( 23 ) 1 1.31 10.857 0.11 16:50:00 1 0 0 100
exit_long_quick_u_1 ( 44 ) 1 1.27 10.692 0.11 0:12:00 1 0 0 100
exit_profit_long_pump_max_m ( 24 45 104 ) 1 1.07 9.012 0.09 0:22:00 1 0 0 100
exit_long_normal_u_1 ( 10 13 26 108 ) 1 1.07 8.936 0.09 0:02:00 1 0 0 100
force_exit 2 -0.24 6.152 0.06 25 days, 8:30:00 1 0 1 50.0
exit_long_rapid_d_0_23 ( 105 ) 1 0.49 4.120 0.04 16:45:00 1 0 0 100
TOTAL 26 1.67 357.007 3.57 2 days, 3:04:00 25 0 1 96.2

SUMMARY METRICS

Metric Value
Backtesting from 2021-07-01 00:00:00
Backtesting to 2021-08-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 26 / 0.84
Starting balance 10000 USDT
Final balance 10357.007 USDT
Absolute profit 357.007 USDT
Total profit % 3.57%
CAGR % 51.14%
Sortino -100.00
Sharpe 8.54
Calmar 271.38
Profit factor 5.25
Expectancy (Ratio) 13.73 (0.16)
Trades per day 0.84
Avg. daily profit % 0.12%
Avg. stake amount 733.48 USDT
Total trade volume 19070.47 USDT
Best Pair DEGO/USDT 0.56%
Worst Pair ADA/USDT -0.84%
Best trade NIM/USDT 5.67%
Worst trade ADA/USDT -2.19%
Best day 101.089 USDT
Worst day 0 USDT
Days win/draw/lose 15 / 15 / 0
Avg. Duration Winners 1 day, 4:46:00
Avg. Duration Loser 25 days, 8:30:00
Max Consecutive Wins / Loss 24 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10046.861 USDT
Max balance 10357.007 USDT
Max % of account underwater 0.81%
Absolute Drawdown (Account) 0.81%
Absolute Drawdown 83.919 USDT
Drawdown high 350.855 USDT
Drawdown low 266.936 USDT
Drawdown Start 2021-07-30 06:41:00
Drawdown End 2021-08-01 00:00:00
Market change 26.25%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 26 1.67 357.007 3.57 2 days, 3:04:00 25 0 1 96.2 83.919 USDT 0.81%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210801-20210901

Current Previous v14.1.612 v14.1.605
Average Duration 1 day, 7:56:00 1 day, 7:56:00 1 day, 7:56:00 1 day, 7:56:00
Market Change 56.01 % 56.01 % 56.01 % 56.01 %
Max Drawdown 0.3896 % 0.3896 % 0.3889 % 0.3896 %
Profit Mean 1.19 % 1.19 % 1.2 % 1.18 %
Profit Sum 21.48 % 21.48 % 21.57 % 21.18 %
Profit Total 2.39 % 2.39 % 2.55 % 2.44 %
Trades 18 18 18 18
Win Rate 94.44 % 94.44 % 94.44 % 94.44 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALGO/USDT 1 1.84 91.630 0.92 16 days, 16:30:00 1 0 0 100
FIL/USDT 2 1.89 43.116 0.43 1 day, 23:20:00 2 0 0 100
DAG/USDT 2 1.60 26.777 0.27 0:04:00 2 0 0 100
VRA/USDT 2 1.12 18.507 0.19 0:26:00 2 0 0 100
NOIA/USDT 2 1.10 18.245 0.18 0:38:00 2 0 0 100
PLU/USDT 1 4.13 13.817 0.14 0:03:00 1 0 0 100
UOS/USDT 2 1.21 13.274 0.13 0:10:00 2 0 0 100
BTC/USDT 1 1.49 12.327 0.12 13:00:00 1 0 0 100
VELO/USDT 1 1.46 12.238 0.12 2:24:00 1 0 0 100
UMA/USDT 1 1.29 10.704 0.11 0:48:00 1 0 0 100
ETH/USDT 1 1.14 9.625 0.10 14:30:00 1 0 0 100
NWC/USDT 1 1.06 8.786 0.09 0:16:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 1 -4.76 -40.045 -0.40 1 day, 22:00:00 0 0 1 0
TOTAL 18 1.19 239.002 2.39 1 day, 7:56:00 17 0 1 94.4

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALGO/USDT 1 1.84 91.630 0.92 16 days, 16:30:00 1 0 0 100
FIL/USDT 1 1.50 23.954 0.24 3 days, 11:15:00 1 0 0 100
SXP/USDT 1 -4.76 -40.045 -0.40 1 day, 22:00:00 0 0 1 0
TOTAL 3 -0.47 75.539 0.76 7 days, 8:35:00 2 0 1 66.7

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 2 1.67 115.584 1.16 10 days, 1:52:00 2 0 0 100
61 2 2.75 18.377 0.18 0:08:00 2 0 0 100
11 1 1.67 13.992 0.14 0:04:00 1 0 0 100
12 26 50 1 1.52 12.785 0.13 0:04:00 1 0 0 100
24 1 1.46 12.238 0.12 2:24:00 1 0 0 100
107 1 1.29 10.704 0.11 0:48:00 1 0 0 100
45 1 1.23 10.176 0.10 0:28:00 1 0 0 100
10 1 1.14 9.491 0.09 0:31:00 1 0 0 100
104 1 1.06 8.786 0.09 0:16:00 1 0 0 100
102 1 1.06 8.754 0.09 0:44:00 1 0 0 100
12 1 1.05 8.715 0.09 0:08:00 1 0 0 100
50 108 1 1.01 8.332 0.08 0:25:00 1 0 0 100
46 4 0.04 1.069 0.01 21:14:00 3 0 1 75.0
TOTAL 18 1.19 239.002 2.39 1 day, 7:56:00 17 0 1 94.4

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
force_exit 3 -0.47 75.539 0.76 7 days, 8:35:00 2 0 1 66.7
exit_long_quick_w_2_12 ( 46 ) 1 2.28 19.162 0.19 11:25:00 1 0 0 100
exit_long_normal_u_1 ( 11 ) 1 1.67 13.992 0.14 0:04:00 1 0 0 100
exit_long_rebuy_u_4 ( 61 ) 1 4.13 13.817 0.14 0:03:00 1 0 0 100
exit_long_normal_u_1 ( 12 26 50 ) 1 1.52 12.785 0.13 0:04:00 1 0 0 100
exit_long_quick_w_1_9 ( 46 ) 1 1.49 12.327 0.12 13:00:00 1 0 0 100
exit_long_pump_w_1_10 ( 24 ) 1 1.46 12.238 0.12 2:24:00 1 0 0 100
exit_profit_long_rapid_max_m ( 107 ) 1 1.29 10.704 0.11 0:48:00 1 0 0 100
exit_profit_long_quick_max_m ( 45 ) 1 1.23 10.176 0.10 0:28:00 1 0 0 100
exit_long_quick_w_1_5 ( 46 ) 1 1.14 9.625 0.10 14:30:00 1 0 0 100
exit_profit_long_normal_max_m ( 10 ) 1 1.14 9.491 0.09 0:31:00 1 0 0 100
exit_profit_long_rapid_max_m ( 104 ) 1 1.06 8.786 0.09 0:16:00 1 0 0 100
exit_profit_long_rapid_max_m ( 102 ) 1 1.06 8.754 0.09 0:44:00 1 0 0 100
exit_profit_long_normal_max_m ( 12 ) 1 1.05 8.715 0.09 0:08:00 1 0 0 100
exit_long_quick_u_1 ( 50 108 ) 1 1.01 8.332 0.08 0:25:00 1 0 0 100
exit_long_rebuy_u_1 ( 61 ) 1 1.37 4.560 0.05 0:13:00 1 0 0 100
TOTAL 18 1.19 239.002 2.39 1 day, 7:56:00 17 0 1 94.4

SUMMARY METRICS

Metric Value
Backtesting from 2021-08-01 00:00:00
Backtesting to 2021-09-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 18 / 0.58
Starting balance 10000 USDT
Final balance 10239.002 USDT
Absolute profit 239.002 USDT
Total profit % 2.39%
CAGR % 32.06%
Sortino -100.00
Sharpe 6.47
Calmar 378.09
Profit factor 6.97
Expectancy (Ratio) 13.28 (0.33)
Trades per day 0.58
Avg. daily profit % 0.08%
Avg. stake amount 703.483 USDT
Total trade volume 12662.686 USDT
Best Pair PLU/USDT 0.14%
Worst Pair SXP/USDT -0.40%
Best trade PLU/USDT 4.13%
Worst trade SXP/USDT -4.76%
Best day 75.539 USDT
Worst day 0 USDT
Days win/draw/lose 12 / 18 / 0
Avg. Duration Winners 1 day, 7:06:00
Avg. Duration Loser 1 day, 22:00:00
Max Consecutive Wins / Loss 17 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10008.332 USDT
Max balance 10279.047 USDT
Max % of account underwater 0.39%
Absolute Drawdown (Account) 0.39%
Absolute Drawdown 40.045 USDT
Drawdown high 279.047 USDT
Drawdown low 239.002 USDT
Drawdown Start 2021-09-01 00:00:00
Drawdown End 2021-09-01 00:00:00
Market change 56.01%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 18 1.19 239.002 2.39 1 day, 7:56:00 17 0 1 94.4 40.045 USDT 0.39%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20210901-20211001

Current Previous v14.1.612 v14.1.605
Average Duration 22:41:00 22:41:00 22:39:00 22:41:00
Market Change -2.72 % -2.72 % -2.72 % -2.72 %
Max Drawdown 2.6846 % 2.6846 % 3.5135 % 3.2712 %
Profit Mean 1.98 % 1.98 % 1.93 % 2.03 %
Profit Sum 111.05 % 111.05 % 108.0 % 113.61 %
Profit Total 7.05 % 7.05 % 5.99 % 7.07 %
Trades 56 56 56 56
Win Rate 96.43 % 96.43 % 96.43 % 98.21 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ONE/USDT 6 2.27 115.419 1.15 0:54:00 6 0 0 100
ALEPH/USDT 4 3.18 111.502 1.12 0:42:00 4 0 0 100
COTI/USDT 3 3.36 94.136 0.94 0:53:00 3 0 0 100
PRE/USDT 4 2.35 79.554 0.80 1 day, 11:59:00 4 0 0 100
ORN/USDT 3 2.96 76.076 0.76 0:57:00 3 0 0 100
ATOM/USDT 2 3.16 55.087 0.55 1:52:00 2 0 0 100
VRA/USDT 3 1.98 52.362 0.52 0:16:00 3 0 0 100
NWC/USDT 1 5.01 42.816 0.43 0:40:00 1 0 0 100
VIDT/USDT 3 1.59 42.589 0.43 0:50:00 3 0 0 100
CKB/USDT 3 1.60 41.941 0.42 1:53:00 3 0 0 100
CHR/USDT 2 2.47 41.372 0.41 3:28:00 2 0 0 100
VELO/USDT 2 1.93 32.386 0.32 7:15:00 2 0 0 100
SXP/USDT 2 1.71 28.800 0.29 5:39:00 2 0 0 100
GRT/USDT 1 3.15 27.260 0.27 2:29:00 1 0 0 100
TEL/USDT 1 2.22 19.094 0.19 0:24:00 1 0 0 100
ADA/USDT 1 2.08 18.523 0.19 1 day, 13:45:00 1 0 0 100
UMA/USDT 1 2.06 17.285 0.17 0:45:00 1 0 0 100
DEGO/USDT 1 1.77 14.605 0.15 14:35:00 1 0 0 100
AKRO/USDT 1 1.38 11.515 0.12 2:00:00 1 0 0 100
EWT/USDT 1 1.34 11.097 0.11 6:33:00 1 0 0 100
KSM/USDT 1 1.25 10.979 0.11 0:42:00 1 0 0 100
ROSE/USDT 1 1.14 10.083 0.10 7:27:00 1 0 0 100
STX/USDT 1 1.15 10.034 0.10 0:51:00 1 0 0 100
DOT/USDT 1 1.11 9.962 0.10 3:43:00 1 0 0 100
XTZ/USDT 1 1.13 9.898 0.10 0:12:00 1 0 0 100
NOIA/USDT 1 1.38 4.590 0.05 5:50:00 1 0 0 100
DAG/USDT 1 1.25 4.305 0.04 8:07:00 1 0 0 100
ALGO/USDT 1 1.05 3.746 0.04 0:27:00 1 0 0 100
ETC/USDT 1 1.03 3.426 0.03 0:42:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 1 -2.29 -92.659 -0.93 12 days, 14:00:00 0 0 1 0
BCH/USDT 1 -4.90 -202.656 -2.03 28 days, 0:15:00 0 0 1 0
TOTAL 56 1.98 705.128 7.05 22:41:00 54 0 2 96.4

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UNI/USDT 1 -2.29 -92.659 -0.93 12 days, 14:00:00 0 0 1 0
BCH/USDT 1 -4.90 -202.656 -2.03 28 days, 0:15:00 0 0 1 0
TOTAL 2 -3.59 -295.315 -2.95 20 days, 7:08:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 6 2.45 127.328 1.27 14:10:00 6 0 0 100
106 5 2.62 110.209 1.10 0:45:00 5 0 0 100
7 2 5.19 96.590 0.97 2:22:00 2 0 0 100
104 5 2.05 87.631 0.88 1:06:00 5 0 0 100
107 4 2.28 79.997 0.80 1:15:00 4 0 0 100
47 3 2.30 59.163 0.59 0:57:00 3 0 0 100
13 2 3.27 55.446 0.55 1:20:00 2 0 0 100
13 103 1 5.80 50.109 0.50 1:30:00 1 0 0 100
45 2 1.95 34.618 0.35 4:16:00 2 0 0 100
4 42 2 1.85 32.506 0.33 0:08:00 2 0 0 100
26 50 1 3.10 27.722 0.28 0:11:00 1 0 0 100
102 2 1.43 24.806 0.25 0:12:00 2 0 0 100
41 1 2.59 23.250 0.23 1:00:00 1 0 0 100
21 2 1.30 22.076 0.22 3:38:00 2 0 0 100
44 2 1.18 21.245 0.21 0:20:00 2 0 0 100
61 5 1.16 19.970 0.20 3:19:00 5 0 0 100
105 1 2.25 19.856 0.20 0:30:00 1 0 0 100
8 41 61 1 2.22 19.094 0.19 0:24:00 1 0 0 100
3 49 1 2.03 16.870 0.17 6:36:00 1 0 0 100
108 1 1.64 15.826 0.16 4 days, 22:05:00 1 0 0 100
25 1 1.55 13.796 0.14 9:45:00 1 0 0 100
48 1 1.59 13.203 0.13 10:28:00 1 0 0 100
103 1 1.15 10.034 0.10 0:51:00 1 0 0 100
41 61 1 1.11 9.962 0.10 3:43:00 1 0 0 100
12 1 1.06 9.136 0.09 0:03:00 1 0 0 100
120 2 -3.59 -295.315 -2.95 20 days, 7:08:00 0 0 2 0
TOTAL 56 1.98 705.128 7.05 22:41:00 54 0 2 96.4

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_rapid_rpd_3 ( 106 ) 3 3.04 76.792 0.77 0:33:00 3 0 0 100
exit_long_normal_1_1_1 ( 7 ) 1 7.22 69.330 0.69 2:15:00 1 0 0 100
exit_profit_long_normal_max_m ( 13 ) 2 3.27 55.446 0.55 1:20:00 2 0 0 100
exit_long_rapid_rpd_3 ( 104 ) 2 3.20 54.332 0.54 1:20:00 2 0 0 100
exit_long_normal_w_5_5 ( 13 103 ) 1 5.80 50.109 0.50 1:30:00 1 0 0 100
exit_long_rapid_w_5_7 ( 107 ) 1 5.30 46.573 0.47 3:35:00 1 0 0 100
exit_long_quick_q_1 ( 46 ) 1 5.14 46.029 0.46 14:40:00 1 0 0 100
exit_profit_long_quick_max_m ( 46 ) 3 1.66 42.366 0.42 6:46:00 3 0 0 100
exit_long_quick_q_3 ( 47 ) 2 2.35 40.448 0.40 0:50:00 2 0 0 100
exit_profit_long_quick_max_m ( 45 ) 2 1.95 34.618 0.35 4:16:00 2 0 0 100
exit_profit_long_rapid_max_m ( 104 ) 3 1.29 33.299 0.33 0:57:00 3 0 0 100
exit_long_pump_u_3 ( 26 50 ) 1 3.10 27.722 0.28 0:11:00 1 0 0 100
exit_profit_long_normal_max_m ( 7 ) 1 3.15 27.260 0.27 2:29:00 1 0 0 100
exit_profit_long_rapid_max_m ( 107 ) 2 1.41 24.910 0.25 0:38:00 2 0 0 100
exit_long_quick_q_3 ( 41 ) 1 2.59 23.250 0.23 1:00:00 1 0 0 100
exit_profit_long_quick_max_m ( 44 ) 2 1.18 21.245 0.21 0:20:00 2 0 0 100
exit_long_normal_u_2 ( 4 42 ) 1 2.33 20.500 0.21 0:16:00 1 0 0 100
exit_long_quick_d_2_20 ( 46 ) 1 2.46 20.410 0.20 12:15:00 1 0 0 100
exit_long_rapid_d_2_24 ( 105 ) 1 2.25 19.856 0.20 0:30:00 1 0 0 100
exit_profit_long_normal_max_m ( 8 41 61 ) 1 2.22 19.094 0.19 0:24:00 1 0 0 100
exit_profit_long_quick_max_m ( 47 ) 1 2.19 18.715 0.19 1:11:00 1 0 0 100
exit_long_quick_2_1_1 ( 46 ) 1 2.08 18.523 0.19 1 day, 13:45:00 1 0 0 100
exit_profit_long_rapid_max_m ( 106 ) 1 2.13 17.820 0.18 1:16:00 1 0 0 100
exit_long_quick_q_3 ( 3 49 ) 1 2.03 16.870 0.17 6:36:00 1 0 0 100
exit_long_rapid_3_1_1 ( 108 ) 1 1.64 15.826 0.16 4 days, 22:05:00 1 0 0 100
exit_profit_long_rapid_max_m ( 102 ) 1 1.77 15.755 0.16 0:12:00 1 0 0 100
exit_long_rapid_d_1_21 ( 106 ) 1 1.84 15.597 0.16 0:50:00 1 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 4 1.10 15.380 0.15 2:41:00 4 0 0 100
exit_long_pump_w_1_4 ( 25 ) 1 1.55 13.796 0.14 9:45:00 1 0 0 100
exit_profit_long_quick_max_m ( 48 ) 1 1.59 13.203 0.13 10:28:00 1 0 0 100
exit_long_normal_u_1 ( 4 42 ) 1 1.37 12.006 0.12 0:01:00 1 0 0 100
exit_profit_long_pump_max_m ( 21 ) 1 1.34 11.097 0.11 6:33:00 1 0 0 100
exit_long_pump_d_1_10 ( 21 ) 1 1.25 10.979 0.11 0:42:00 1 0 0 100
exit_profit_long_rapid_max_m ( 103 ) 1 1.15 10.034 0.10 0:51:00 1 0 0 100
exit_profit_long_quick_max_m ( 41 61 ) 1 1.11 9.962 0.10 3:43:00 1 0 0 100
exit_long_normal_u_1 ( 12 ) 1 1.06 9.136 0.09 0:03:00 1 0 0 100
exit_long_rapid_u_1 ( 102 ) 1 1.09 9.052 0.09 0:12:00 1 0 0 100
exit_long_rapid_u_1 ( 107 ) 1 1.02 8.514 0.09 0:08:00 1 0 0 100
exit_long_rebuy_w_1_7 ( 61 ) 1 1.38 4.590 0.05 5:50:00 1 0 0 100
force_exit 2 -3.59 -295.315 -2.95 20 days, 7:08:00 0 0 2 0
TOTAL 56 1.98 705.128 7.05 22:41:00 54 0 2 96.4

SUMMARY METRICS

Metric Value
Backtesting from 2021-09-01 00:00:00
Backtesting to 2021-10-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 56 / 1.87
Starting balance 10000 USDT
Final balance 10705.128 USDT
Absolute profit 705.128 USDT
Total profit % 7.05%
CAGR % 129.10%
Sortino 8.16
Sharpe 12.81
Calmar 167.27
Profit factor 3.39
Expectancy (Ratio) 12.59 (0.09)
Trades per day 1.87
Avg. daily profit % 0.24%
Avg. stake amount 830.305 USDT
Total trade volume 46497.082 USDT
Best Pair ONE/USDT 1.15%
Worst Pair BCH/USDT -2.03%
Best trade COTI/USDT 7.22%
Worst trade BCH/USDT -4.90%
Best day 237.62 USDT
Worst day -295.315 USDT
Days win/draw/lose 19 / 10 / 1
Avg. Duration Winners 5:29:00
Avg. Duration Loser 20 days, 7:08:00
Max Consecutive Wins / Loss 54 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10011.097 USDT
Max balance 11000.443 USDT
Max % of account underwater 2.68%
Absolute Drawdown (Account) 2.68%
Absolute Drawdown 295.315 USDT
Drawdown high 1000.443 USDT
Drawdown low 705.128 USDT
Drawdown Start 2021-09-29 22:47:00
Drawdown End 2021-10-01 00:00:00
Market change -2.72%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 56 1.98 705.128 7.05 22:41:00 54 0 2 96.4 295.315 USDT 2.68%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20211001-20211101

Current Previous v14.1.612 v14.1.605
Average Duration 3 days, 22:04:00 3 days, 22:04:00 3 days, 22:04:00 3 days, 22:07:00
Market Change 32.45 % 32.45 % 32.45 % 32.45 %
Max Drawdown 1.0305 % 1.0305 % 1.0155 % 1.0525 %
Profit Mean 0.9 % 0.9 % 0.97 % 0.84 %
Profit Sum 17.99 % 17.99 % 19.46 % 16.83 %
Profit Total 2.43 % 2.43 % 2.73 % 3.14 %
Trades 20 20 20 20
Win Rate 95.0 % 95.0 % 95.0 % 95.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UNI/USDT 1 1.57 68.647 0.69 27 days, 3:15:00 1 0 0 100
LINK/USDT 1 1.30 64.706 0.65 25 days, 20:25:00 1 0 0 100
WIN/USDT 3 2.33 60.710 0.61 22:49:00 3 0 0 100
STX/USDT 1 2.57 23.631 0.24 3 days, 20:10:00 1 0 0 100
VRA/USDT 2 1.64 22.322 0.22 0:34:00 2 0 0 100
ONE/USDT 1 2.09 17.372 0.17 2:54:00 1 0 0 100
XLM/USDT 1 1.75 14.865 0.15 1 day, 20:35:00 1 0 0 100
BTT/USDT 1 1.31 11.907 0.12 1 day, 6:40:00 1 0 0 100
NIM/USDT 1 1.36 11.538 0.12 0:34:00 1 0 0 100
VIDT/USDT 1 1.17 9.673 0.10 10:32:00 1 0 0 100
PRE/USDT 1 1.10 9.146 0.09 4:15:00 1 0 0 100
COTI/USDT 1 0.94 8.659 0.09 1 day, 12:21:00 1 0 0 100
XEM/USDT 1 1.01 8.497 0.08 4 days, 11:12:00 1 0 0 100
ROSE/USDT 1 1.01 8.428 0.08 3:09:00 1 0 0 100
PLU/USDT 1 1.29 4.249 0.04 4:16:00 1 0 0 100
NWC/USDT 1 0.46 4.249 0.04 4 days, 0:40:00 1 0 0 100
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AAVE/USDT 1 -11.24 -105.264 -1.05 4 days, 10:45:00 0 0 1 0
TOTAL 20 0.90 243.333 2.43 3 days, 22:04:00 19 0 1 95.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UNI/USDT 1 1.57 68.647 0.69 27 days, 3:15:00 1 0 0 100
LINK/USDT 1 1.30 64.706 0.65 25 days, 20:25:00 1 0 0 100
AAVE/USDT 1 -11.24 -105.264 -1.05 4 days, 10:45:00 0 0 1 0
TOTAL 3 -2.79 28.089 0.28 19 days, 3:28:00 2 0 1 66.7

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 2 1.43 133.352 1.33 26 days, 11:50:00 2 0 0 100
46 7 1.27 80.351 0.80 2 days, 19:37:00 7 0 0 100
107 2 2.17 36.173 0.36 1:42:00 2 0 0 100
13 1 3.91 33.368 0.33 0:29:00 1 0 0 100
26 1 1.36 11.538 0.12 0:34:00 1 0 0 100
44 1 1.17 9.673 0.10 10:32:00 1 0 0 100
48 104 1 1.10 9.146 0.09 4:15:00 1 0 0 100
41 61 1 1.01 8.428 0.08 3:09:00 1 0 0 100
61 2 1.16 7.769 0.08 2:26:00 2 0 0 100
47 2 -4.50 -86.466 -0.86 2 days, 6:29:00 1 0 1 50.0
TOTAL 20 0.90 243.333 2.43 3 days, 22:04:00 19 0 1 95.0

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_normal_max_m ( 13 ) 1 3.91 33.368 0.33 0:29:00 1 0 0 100
force_exit 3 -2.79 28.089 0.28 19 days, 3:28:00 2 0 1 66.7
exit_profit_long_quick_max_m ( 46 ) 3 0.94 25.700 0.26 2 days, 21:46:00 3 0 0 100
exit_long_quick_q_1 ( 46 ) 1 2.57 23.631 0.24 3 days, 20:10:00 1 0 0 100
exit_long_rapid_d_2_3 ( 107 ) 1 2.25 18.801 0.19 0:30:00 1 0 0 100
exit_long_quick_q_3 ( 47 ) 1 2.23 18.798 0.19 2:13:00 1 0 0 100
exit_long_rapid_d_2_1 ( 107 ) 1 2.09 17.372 0.17 2:54:00 1 0 0 100
exit_long_quick_w_1_1 ( 46 ) 1 1.75 14.865 0.15 1 day, 20:35:00 1 0 0 100
exit_long_quick_2_1_1 ( 46 ) 1 1.31 11.907 0.12 1 day, 6:40:00 1 0 0 100
exit_long_pump_u_1 ( 26 ) 1 1.36 11.538 0.12 0:34:00 1 0 0 100
exit_profit_long_quick_max_m ( 44 ) 1 1.17 9.673 0.10 10:32:00 1 0 0 100
exit_long_quick_d_1_1 ( 48 104 ) 1 1.10 9.146 0.09 4:15:00 1 0 0 100
exit_profit_long_quick_max_m ( 41 61 ) 1 1.01 8.428 0.08 3:09:00 1 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 2 1.16 7.769 0.08 2:26:00 2 0 0 100
exit_long_quick_w_0_1 ( 46 ) 1 0.46 4.249 0.04 4 days, 0:40:00 1 0 0 100
TOTAL 20 0.90 243.333 2.43 3 days, 22:04:00 19 0 1 95.0

SUMMARY METRICS

Metric Value
Backtesting from 2021-10-01 00:00:00
Backtesting to 2021-11-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 20 / 0.65
Starting balance 10000 USDT
Final balance 10243.333 USDT
Absolute profit 243.333 USDT
Total profit % 2.43%
CAGR % 32.72%
Sortino -100.00
Sharpe 4.66
Calmar 145.53
Profit factor 3.31
Expectancy (Ratio) 12.17 (0.12)
Trades per day 0.65
Avg. daily profit % 0.08%
Avg. stake amount 734.508 USDT
Total trade volume 14690.168 USDT
Best Pair WIN/USDT 0.61%
Worst Pair AAVE/USDT -1.05%
Best trade WIN/USDT 3.91%
Worst trade AAVE/USDT -11.24%
Best day 42.428 USDT
Worst day 0 USDT
Days win/draw/lose 14 / 18 / 0
Avg. Duration Winners 3 days, 21:24:00
Avg. Duration Loser 4 days, 10:45:00
Max Consecutive Wins / Loss 17 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10009.673 USDT
Max balance 10243.333 USDT
Max % of account underwater 1.03%
Absolute Drawdown (Account) 1.03%
Absolute Drawdown 105.264 USDT
Drawdown high 215.245 USDT
Drawdown low 109.981 USDT
Drawdown Start 2021-10-31 14:04:00
Drawdown End 2021-11-01 00:00:00
Market change 32.45%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 20 0.90 243.333 2.43 3 days, 22:04:00 19 0 1 95.0 105.264 USDT 1.03%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20211101-20211201

Current Previous v14.1.612 v14.1.605
Average Duration 1 day, 23:44:00 1 day, 23:44:00 1 day, 23:44:00 1 day, 23:44:00
Market Change 10.87 % 10.87 % 10.87 % 10.87 %
Max Drawdown 1.7076 % 1.7076 % 0.8174 % 2.1346 %
Profit Mean 1.8 % 1.8 % 1.86 % 1.84 %
Profit Sum 61.14 % 61.14 % 63.36 % 62.48 %
Profit Total 3.46 % 3.46 % 4.41 % 4.7 %
Trades 34 34 34 34
Win Rate 94.12 % 94.12 % 94.12 % 97.06 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
PRE/USDT 2 3.55 59.932 0.60 5:25:00 2 0 0 100
ROSE/USDT 2 3.03 50.772 0.51 0:14:00 2 0 0 100
UMA/USDT 2 2.33 39.562 0.40 0:38:00 2 0 0 100
AKRO/USDT 1 4.60 38.919 0.39 2:00:00 1 0 0 100
TEL/USDT 2 2.26 37.810 0.38 0:59:00 2 0 0 100
MLK/USDT 3 1.47 37.687 0.38 1:03:00 3 0 0 100
ARPA/USDT 2 1.88 31.690 0.32 2:48:00 2 0 0 100
PLU/USDT 3 1.83 29.046 0.29 1 day, 7:39:00 3 0 0 100
KAI/USDT 1 3.13 26.631 0.27 0:01:00 1 0 0 100
COTI/USDT 3 1.38 24.474 0.24 11:00:00 3 0 0 100
NWC/USDT 1 2.59 21.676 0.22 0:37:00 1 0 0 100
CRO/USDT 1 2.48 21.099 0.21 1:59:00 1 0 0 100
VRA/USDT 1 2.25 19.111 0.19 0:52:00 1 0 0 100
DEGO/USDT 1 2.14 18.211 0.18 0:30:00 1 0 0 100
DAG/USDT 1 2.02 16.991 0.17 8:05:00 1 0 0 100
ONE/USDT 1 1.57 13.254 0.13 0:36:00 1 0 0 100
NEO/USDT 1 1.40 11.874 0.12 5:15:00 1 0 0 100
WIN/USDT 1 1.05 8.785 0.09 0:52:00 1 0 0 100
DASH/USDT 1 1.02 8.641 0.09 5:12:00 1 0 0 100
ETH/USDT 1 1.01 8.538 0.09 10:43:00 1 0 0 100
KSM/USDT 1 0.10 0.854 0.01 10:43:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 1 -1.31 -85.778 -0.86 29 days, 21:15:00 0 0 1 0
ADA/USDT 1 -2.99 -93.958 -0.94 29 days, 11:00:00 0 0 1 0
TOTAL 34 1.80 345.819 3.46 1 day, 23:44:00 32 0 2 94.1

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALGO/USDT 1 -1.31 -85.778 -0.86 29 days, 21:15:00 0 0 1 0
ADA/USDT 1 -2.99 -93.958 -0.94 29 days, 11:00:00 0 0 1 0
TOTAL 2 -2.15 -179.736 -1.80 29 days, 16:08:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 9 1.81 138.082 1.38 7:51:00 9 0 0 100
44 3 2.31 58.041 0.58 0:31:00 3 0 0 100
47 3 2.22 56.518 0.57 0:24:00 3 0 0 100
103 1 4.96 42.220 0.42 7:20:00 1 0 0 100
45 2 2.31 38.812 0.39 2:44:00 2 0 0 100
13 2 1.74 29.624 0.30 1:20:00 2 0 0 100
26 50 1 3.52 29.327 0.29 1:10:00 1 0 0 100
12 1 3.13 26.631 0.27 0:01:00 1 0 0 100
61 4 1.58 25.388 0.25 20:57:00 4 0 0 100
102 1 2.48 21.038 0.21 2:05:00 1 0 0 100
104 1 1.59 13.662 0.14 1:15:00 1 0 0 100
11 1 1.58 13.511 0.14 0:04:00 1 0 0 100
9 1 1.57 13.254 0.13 0:36:00 1 0 0 100
41 1 1.25 10.662 0.11 19:49:00 1 0 0 100
7 1 1.05 8.785 0.09 0:52:00 1 0 0 100
120 2 -2.15 -179.736 -1.80 29 days, 16:08:00 0 0 2 0
TOTAL 34 1.80 345.819 3.46 1 day, 23:44:00 32 0 2 94.1

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_rapid_rpd_3 ( 103 ) 1 4.96 42.220 0.42 7:20:00 1 0 0 100
exit_profit_long_quick_max_m ( 44 ) 2 2.39 39.829 0.40 0:31:00 2 0 0 100
exit_long_quick_q_1 ( 46 ) 1 4.60 38.919 0.39 2:00:00 1 0 0 100
exit_profit_long_normal_max_m ( 13 ) 2 1.74 29.624 0.30 1:20:00 2 0 0 100
exit_long_pump_d_3_1 ( 26 50 ) 1 3.52 29.327 0.29 1:10:00 1 0 0 100
exit_long_normal_u_3 ( 12 ) 1 3.13 26.631 0.27 0:01:00 1 0 0 100
exit_long_quick_q_3 ( 46 ) 1 2.86 24.145 0.24 0:55:00 1 0 0 100
exit_long_quick_d_2_1 ( 47 ) 1 2.59 21.676 0.22 0:37:00 1 0 0 100
exit_profit_long_quick_max_m ( 45 ) 1 2.48 21.099 0.21 1:59:00 1 0 0 100
exit_long_rapid_rpd_3 ( 102 ) 1 2.48 21.038 0.21 2:05:00 1 0 0 100
exit_long_quick_q_3 ( 47 ) 1 2.28 19.425 0.19 0:15:00 1 0 0 100
exit_profit_long_quick_max_m ( 46 ) 2 1.14 19.292 0.19 4:21:00 2 0 0 100
exit_long_quick_q_3 ( 44 ) 1 2.14 18.211 0.18 0:30:00 1 0 0 100
exit_long_quick_q_1 ( 45 ) 1 2.14 17.712 0.18 3:30:00 1 0 0 100
exit_long_quick_2_1_1 ( 46 ) 1 2.06 17.470 0.17 1 day, 0:20:00 1 0 0 100
exit_long_quick_w_2_21 ( 46 ) 1 2.02 16.991 0.17 8:05:00 1 0 0 100
exit_profit_long_quick_max_m ( 47 ) 1 1.80 15.418 0.15 0:21:00 1 0 0 100
exit_long_rapid_rpd_3 ( 104 ) 1 1.59 13.662 0.14 1:15:00 1 0 0 100
exit_long_normal_u_1 ( 11 ) 1 1.58 13.511 0.14 0:04:00 1 0 0 100
exit_profit_long_normal_max_m ( 9 ) 1 1.57 13.254 0.13 0:36:00 1 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 2 1.98 13.109 0.13 17:40:00 2 0 0 100
exit_long_quick_w_1_21 ( 46 ) 1 1.40 11.874 0.12 5:15:00 1 0 0 100
exit_long_quick_2_1_1 ( 41 ) 1 1.25 10.662 0.11 19:49:00 1 0 0 100
exit_profit_long_normal_max_m ( 7 ) 1 1.05 8.785 0.09 0:52:00 1 0 0 100
exit_long_rebuy_w_2_2 ( 61 ) 1 1.28 8.629 0.09 2 days, 0:15:00 1 0 0 100
exit_long_quick_w_1_12 ( 46 ) 1 1.01 8.538 0.09 10:43:00 1 0 0 100
exit_long_rebuy_d_1_18 ( 61 ) 1 1.07 3.650 0.04 0:13:00 1 0 0 100
exit_long_quick_d_0_20 ( 46 ) 1 0.10 0.854 0.01 10:43:00 1 0 0 100
force_exit 2 -2.15 -179.736 -1.80 29 days, 16:08:00 0 0 2 0
TOTAL 34 1.80 345.819 3.46 1 day, 23:44:00 32 0 2 94.1

SUMMARY METRICS

Metric Value
Backtesting from 2021-11-01 00:00:00
Backtesting to 2021-12-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 34 / 1.13
Starting balance 10000 USDT
Final balance 10345.819 USDT
Absolute profit 345.819 USDT
Total profit % 3.46%
CAGR % 51.23%
Sortino 53.84
Sharpe 8.26
Calmar 128.97
Profit factor 2.92
Expectancy (Ratio) 10.17 (0.11)
Trades per day 1.13
Avg. daily profit % 0.12%
Avg. stake amount 745.932 USDT
Total trade volume 25361.695 USDT
Best Pair PRE/USDT 0.60%
Worst Pair ADA/USDT -0.94%
Best trade PRE/USDT 4.96%
Worst trade ADA/USDT -2.99%
Best day 98.757 USDT
Worst day -179.736 USDT
Days win/draw/lose 18 / 11 / 1
Avg. Duration Winners 6:12:00
Avg. Duration Loser 29 days, 16:08:00
Max Consecutive Wins / Loss 32 / 2
Rejected Entry signals 1
Entry/Exit Timeouts 0 / 0
Min balance 10017.712 USDT
Max balance 10525.555 USDT
Max % of account underwater 1.71%
Absolute Drawdown (Account) 1.71%
Absolute Drawdown 179.736 USDT
Drawdown high 525.555 USDT
Drawdown low 345.819 USDT
Drawdown Start 2021-11-27 23:09:00
Drawdown End 2021-12-01 00:00:00
Market change 10.87%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 34 1.80 345.819 3.46 1 day, 23:44:00 32 0 2 94.1 179.736 USDT 1.71%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20211201-20220101

Current Previous v14.1.612 v14.1.605
Average Duration 3 days, 9:17:00 3 days, 9:17:00 3 days, 9:17:00 3 days, 9:17:00
Market Change -15.45 % -15.45 % -15.45 % -15.45 %
Max Drawdown 1.5097 % 1.5097 % 1.1404 % 0.1947 %
Profit Mean 1.83 % 1.83 % 1.88 % 1.88 %
Profit Sum 34.81 % 34.81 % 35.73 % 35.67 %
Profit Total 2.34 % 2.34 % 2.89 % 3.31 %
Trades 19 19 19 19
Win Rate 94.74 % 94.74 % 94.74 % 94.74 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ATOM/USDT 1 1.77 108.602 1.09 30 days, 5:30:00 1 0 0 100
VIDT/USDT 5 2.44 99.387 0.99 3:27:00 5 0 0 100
PLU/USDT 2 2.54 34.867 0.35 23:36:00 2 0 0 100
MLK/USDT 1 4.16 33.775 0.34 1:15:00 1 0 0 100
CKB/USDT 1 3.15 26.380 0.26 2:50:00 1 0 0 100
STX/USDT 2 1.17 19.337 0.19 6:50:00 2 0 0 100
PRE/USDT 1 2.24 18.538 0.19 0:45:00 1 0 0 100
VRA/USDT 1 1.48 12.226 0.12 0:10:00 1 0 0 100
ORN/USDT 1 1.23 10.365 0.10 0:25:00 1 0 0 100
CRO/USDT 1 1.13 9.281 0.09 0:08:00 1 0 0 100
TEL/USDT 1 1.10 9.171 0.09 0:21:00 1 0 0 100
DIA/USDT 1 1.12 9.090 0.09 0:10:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 1 -2.23 -156.871 -1.57 30 days, 14:40:00 0 0 1 0
TOTAL 19 1.83 234.147 2.34 3 days, 9:17:00 18 0 1 94.7

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ATOM/USDT 1 1.77 108.602 1.09 30 days, 5:30:00 1 0 0 100
GRT/USDT 1 -2.23 -156.871 -1.57 30 days, 14:40:00 0 0 1 0
TOTAL 2 -0.23 -48.269 -0.48 30 days, 10:05:00 1 0 1 50.0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 3 2.13 53.382 0.53 5:38:00 3 0 0 100
107 1 5.12 41.778 0.42 1:05:00 1 0 0 100
61 2 2.54 34.867 0.35 23:36:00 2 0 0 100
13 26 50 107 1 4.16 33.775 0.34 1:15:00 1 0 0 100
106 2 1.67 27.004 0.27 0:32:00 2 0 0 100
44 2 1.21 20.033 0.20 0:44:00 2 0 0 100
45 103 104 1 1.86 15.279 0.15 13:50:00 1 0 0 100
25 1 1.81 14.749 0.15 0:25:00 1 0 0 100
45 1 1.48 12.226 0.12 0:10:00 1 0 0 100
41 61 1 1.34 10.872 0.11 0:21:00 1 0 0 100
23 1 1.13 9.281 0.09 0:08:00 1 0 0 100
103 104 1 1.10 9.171 0.09 0:21:00 1 0 0 100
120 2 -0.23 -48.269 -0.48 30 days, 10:05:00 1 0 1 50.0
TOTAL 19 1.83 234.147 2.34 3 days, 9:17:00 18 0 1 94.7

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_quick_q_1 ( 46 ) 2 2.70 44.918 0.45 1:48:00 2 0 0 100
exit_long_rapid_rpd_3 ( 107 ) 1 5.12 41.778 0.42 1:05:00 1 0 0 100
exit_long_normal_w_4_3 ( 13 26 50 107 ) 1 4.16 33.775 0.34 1:15:00 1 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 1 1.87 24.263 0.24 1 day, 23:10:00 1 0 0 100
exit_long_rapid_rpd_3 ( 106 ) 1 2.22 17.914 0.18 0:55:00 1 0 0 100
exit_long_rapid_rpd_3 ( 45 103 104 ) 1 1.86 15.279 0.15 13:50:00 1 0 0 100
exit_profit_long_pump_max_m ( 25 ) 1 1.81 14.749 0.15 0:25:00 1 0 0 100
exit_profit_long_quick_max_m ( 45 ) 1 1.48 12.226 0.12 0:10:00 1 0 0 100
exit_profit_long_quick_max_m ( 41 61 ) 1 1.34 10.872 0.11 0:21:00 1 0 0 100
exit_long_rebuy_u_3 ( 61 ) 1 3.22 10.603 0.11 0:02:00 1 0 0 100
exit_long_quick_d_1_13 ( 44 ) 1 1.23 10.365 0.10 0:25:00 1 0 0 100
exit_profit_long_quick_max_m ( 44 ) 1 1.19 9.667 0.10 1:02:00 1 0 0 100
exit_long_pump_u_1 ( 23 ) 1 1.13 9.281 0.09 0:08:00 1 0 0 100
exit_profit_long_rapid_max_m ( 103 104 ) 1 1.10 9.171 0.09 0:21:00 1 0 0 100
exit_long_rapid_d_1_18 ( 106 ) 1 1.12 9.090 0.09 0:10:00 1 0 0 100
exit_profit_long_quick_max_m ( 46 ) 1 1.01 8.465 0.08 13:20:00 1 0 0 100
force_exit 2 -0.23 -48.269 -0.48 30 days, 10:05:00 1 0 1 50.0
TOTAL 19 1.83 234.147 2.34 3 days, 9:17:00 18 0 1 94.7

SUMMARY METRICS

Metric Value
Backtesting from 2021-12-01 00:00:00
Backtesting to 2022-01-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 19 / 0.61
Starting balance 10000 USDT
Final balance 10234.147 USDT
Absolute profit 234.147 USDT
Total profit % 2.34%
CAGR % 31.33%
Sortino -100.00
Sharpe 3.16
Calmar 95.59
Profit factor 2.49
Expectancy (Ratio) 12.32 (0.08)
Trades per day 0.61
Avg. daily profit % 0.08%
Avg. stake amount 733.909 USDT
Total trade volume 13944.272 USDT
Best Pair VIDT/USDT 0.99%
Worst Pair GRT/USDT -1.57%
Best trade VIDT/USDT 5.12%
Worst trade GRT/USDT -2.23%
Best day 66.041 USDT
Worst day -48.269 USDT
Days win/draw/lose 8 / 23 / 1
Avg. Duration Winners 1 day, 20:59:00
Avg. Duration Loser 30 days, 14:40:00
Max Consecutive Wins / Loss 18 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10018.538 USDT
Max balance 10391.018 USDT
Max % of account underwater 1.51%
Absolute Drawdown (Account) 1.51%
Absolute Drawdown 156.871 USDT
Drawdown high 391.018 USDT
Drawdown low 234.147 USDT
Drawdown Start 2022-01-01 00:00:00
Drawdown End 2022-01-01 00:00:00
Market change -15.45%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 19 1.83 234.147 2.34 3 days, 9:17:00 18 0 1 94.7 156.871 USDT 1.51%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220101-20220201

Current Previous v14.1.612 v14.1.605
Average Duration 4:58:00 4:58:00 4:58:00 4:58:00
Market Change -27.84 % -27.84 % -27.84 % -27.84 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.78 % 1.78 % 1.78 % 1.78 %
Profit Sum 28.46 % 28.46 % 28.46 % 28.46 %
Profit Total 2.29 % 2.29 % 2.29 % 2.29 %
Trades 16 16 16 16
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
PLU/USDT 7 1.87 109.972 1.10 1:46:00 7 0 0 100
PRE/USDT 1 3.97 32.786 0.33 1:37:00 1 0 0 100
COTI/USDT 2 1.12 18.675 0.19 0:04:00 2 0 0 100
CHR/USDT 1 2.13 17.754 0.18 3:10:00 1 0 0 100
DIA/USDT 1 1.80 15.003 0.15 0:47:00 1 0 0 100
ONE/USDT 1 1.35 11.177 0.11 0:02:00 1 0 0 100
DASH/USDT 1 1.06 8.793 0.09 1 day, 14:40:00 1 0 0 100
STX/USDT 1 1.02 8.462 0.08 2:43:00 1 0 0 100
NOIA/USDT 1 1.79 5.939 0.06 19:55:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 16 1.78 228.559 2.29 4:58:00 16 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
13 2 2.53 41.829 0.42 0:49:00 2 0 0 100
104 1 3.11 25.999 0.26 0:44:00 1 0 0 100
45 103 104 107 1 2.72 22.868 0.23 0:23:00 1 0 0 100
103 104 2 1.35 22.711 0.23 4:20:00 2 0 0 100
47 1 2.46 20.657 0.21 0:49:00 1 0 0 100
1 1 2.13 17.754 0.18 3:10:00 1 0 0 100
24 1 1.80 15.003 0.15 0:47:00 1 0 0 100
50 1 1.35 11.177 0.11 0:02:00 1 0 0 100
10 1 1.16 9.631 0.10 0:06:00 1 0 0 100
12 1 1.07 8.943 0.09 0:11:00 1 0 0 100
25 1 1.05 8.795 0.09 1:35:00 1 0 0 100
46 1 1.06 8.793 0.09 1 day, 14:40:00 1 0 0 100
102 1 1.02 8.462 0.08 2:43:00 1 0 0 100
61 1 1.79 5.939 0.06 19:55:00 1 0 0 100
TOTAL 16 1.78 228.559 2.29 4:58:00 16 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_normal_u_3 ( 13 ) 1 3.97 32.786 0.33 1:37:00 1 0 0 100
exit_profit_long_rapid_max_m ( 104 ) 1 3.11 25.999 0.26 0:44:00 1 0 0 100
exit_profit_long_quick_max_m ( 45 103 104 107 ) 1 2.72 22.868 0.23 0:23:00 1 0 0 100
exit_profit_long_rapid_max_m ( 103 104 ) 2 1.35 22.711 0.23 4:20:00 2 0 0 100
exit_profit_long_quick_max_m ( 47 ) 1 2.46 20.657 0.21 0:49:00 1 0 0 100
exit_long_normal_d_2_1 ( 1 ) 1 2.13 17.754 0.18 3:10:00 1 0 0 100
exit_profit_long_pump_max_m ( 24 ) 1 1.80 15.003 0.15 0:47:00 1 0 0 100
exit_long_quick_u_1 ( 50 ) 1 1.35 11.177 0.11 0:02:00 1 0 0 100
exit_long_normal_u_1 ( 10 ) 1 1.16 9.631 0.10 0:06:00 1 0 0 100
exit_long_normal_u_1 ( 13 ) 1 1.09 9.043 0.09 0:01:00 1 0 0 100
exit_profit_long_normal_max_m ( 12 ) 1 1.07 8.943 0.09 0:11:00 1 0 0 100
exit_profit_long_pump_max_m ( 25 ) 1 1.05 8.795 0.09 1:35:00 1 0 0 100
exit_profit_long_quick_max_m ( 46 ) 1 1.06 8.793 0.09 1 day, 14:40:00 1 0 0 100
exit_profit_long_rapid_max_m ( 102 ) 1 1.02 8.462 0.08 2:43:00 1 0 0 100
exit_long_rebuy_w_1_2 ( 61 ) 1 1.79 5.939 0.06 19:55:00 1 0 0 100
TOTAL 16 1.78 228.559 2.29 4:58:00 16 0 0 100

SUMMARY METRICS

Metric Value
Backtesting from 2022-01-01 00:00:00
Backtesting to 2022-02-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 16 / 0.52
Starting balance 10000 USDT
Final balance 10228.559 USDT
Absolute profit 228.559 USDT
Total profit % 2.29%
CAGR % 30.48%
Sortino -100.00
Sharpe 18.95
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 14.28 (100.00)
Trades per day 0.52
Avg. daily profit % 0.07%
Avg. stake amount 802.355 USDT
Total trade volume 12837.675 USDT
Best Pair PLU/USDT 1.10%
Worst Pair AAVE/USDT 0.00%
Best trade PRE/USDT 3.97%
Worst trade STX/USDT 1.02%
Best day 100.803 USDT
Worst day 0 USDT
Days win/draw/lose 9 / 13 / 0
Avg. Duration Winners 4:58:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 16 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change -27.84%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 16 1.78 228.559 2.29 4:58:00 16 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220201-20220301

Current Previous v14.1.612 v14.1.605
Average Duration 2:37:00 2:37:00 2:37:00 2:37:00
Market Change 1.25 % 1.25 % 1.25 % 1.25 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.6 % 1.6 % 1.6 % 1.6 %
Profit Sum 14.37 % 14.37 % 14.37 % 14.37 %
Profit Total 1.07 % 1.07 % 1.07 % 1.07 %
Trades 9 9 9 9
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
PLU/USDT 2 2.54 35.787 0.36 1:38:00 2 0 0 100
VELO/USDT 2 1.65 27.297 0.27 2:18:00 2 0 0 100
UOS/USDT 1 1.59 13.227 0.13 0:13:00 1 0 0 100
COTI/USDT 1 1.10 9.090 0.09 0:27:00 1 0 0 100
DEGO/USDT 1 1.05 8.650 0.09 10:50:00 1 0 0 100
VRA/USDT 1 1.04 8.583 0.09 0:44:00 1 0 0 100
NOIA/USDT 1 1.24 4.090 0.04 3:29:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 9 1.60 106.724 1.07 2:37:00 9 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
44 1 3.80 31.537 0.32 0:45:00 1 0 0 100
50 1 2.26 18.733 0.19 1:35:00 1 0 0 100
13 1 1.59 13.227 0.13 0:13:00 1 0 0 100
4 6 42 1 1.10 9.090 0.09 0:27:00 1 0 0 100
10 1 1.05 8.650 0.09 10:50:00 1 0 0 100
12 1 1.04 8.583 0.09 0:44:00 1 0 0 100
45 1 1.03 8.564 0.09 3:02:00 1 0 0 100
61 2 1.26 8.340 0.08 3:00:00 2 0 0 100
TOTAL 9 1.60 106.724 1.07 2:37:00 9 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_3 ( 44 ) 1 3.80 31.537 0.32 0:45:00 1 0 0 100
exit_long_quick_d_2_1 ( 50 ) 1 2.26 18.733 0.19 1:35:00 1 0 0 100
exit_long_normal_u_1 ( 13 ) 1 1.59 13.227 0.13 0:13:00 1 0 0 100
exit_long_normal_u_1 ( 4 6 42 ) 1 1.10 9.090 0.09 0:27:00 1 0 0 100
exit_profit_long_normal_max_m ( 10 ) 1 1.05 8.650 0.09 10:50:00 1 0 0 100
exit_profit_long_normal_max_m ( 12 ) 1 1.04 8.583 0.09 0:44:00 1 0 0 100
exit_long_quick_d_1_13 ( 45 ) 1 1.03 8.564 0.09 3:02:00 1 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 2 1.26 8.340 0.08 3:00:00 2 0 0 100
TOTAL 9 1.60 106.724 1.07 2:37:00 9 0 0 100

SUMMARY METRICS

Metric Value
Backtesting from 2022-02-01 00:00:00
Backtesting to 2022-03-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 9 / 0.32
Starting balance 10000 USDT
Final balance 10106.724 USDT
Absolute profit 106.724 USDT
Total profit % 1.07%
CAGR % 14.84%
Sortino -100.00
Sharpe 8.96
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 11.86 (100.00)
Trades per day 0.32
Avg. daily profit % 0.04%
Avg. stake amount 717.782 USDT
Total trade volume 6460.041 USDT
Best Pair PLU/USDT 0.36%
Worst Pair AAVE/USDT 0.00%
Best trade PLU/USDT 3.80%
Worst trade VELO/USDT 1.03%
Best day 31.537 USDT
Worst day 0 USDT
Days win/draw/lose 7 / 7 / 0
Avg. Duration Winners 2:37:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 9 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change 1.25%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 9 1.60 106.724 1.07 2:37:00 9 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220301-20220401

Current Previous v14.1.612 v14.1.605
Average Duration 3:26:00 3:26:00 3:26:00 3:26:00
Market Change 30.83 % 30.83 % 30.83 % 30.83 %
Max Drawdown 0.5212 % 0.5212 % 0.5272 % 0.5249 %
Profit Mean -0.18 % -0.18 % -0.2 % -0.31 %
Profit Sum -0.92 % -0.92 % -0.99 % -1.54 %
Profit Total -0.17 % -0.17 % -0.18 % -0.18 %
Trades 5 5 5 5
Win Rate 80.0 % 80.0 % 80.0 % 80.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
GRT/USDT 1 1.80 14.904 0.15 0:02:00 1 0 0 100
WIN/USDT 1 1.02 8.382 0.08 0:55:00 1 0 0 100
DGB/USDT 1 1.00 8.281 0.08 0:52:00 1 0 0 100
PLU/USDT 1 1.01 3.341 0.03 1:23:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 1 -5.75 -52.304 -0.52 14:00:00 0 0 1 0
TOTAL 5 -0.18 -17.395 -0.17 3:26:00 4 0 1 80.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UMA/USDT 1 -5.75 -52.304 -0.52 14:00:00 0 0 1 0
TOTAL 1 -5.75 -52.304 -0.52 14:00:00 0 0 1 0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
12 1 1.80 14.904 0.15 0:02:00 1 0 0 100
47 1 1.02 8.382 0.08 0:55:00 1 0 0 100
13 1 1.00 8.281 0.08 0:52:00 1 0 0 100
61 1 1.01 3.341 0.03 1:23:00 1 0 0 100
46 1 -5.75 -52.304 -0.52 14:00:00 0 0 1 0
TOTAL 5 -0.18 -17.395 -0.17 3:26:00 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_long_normal_u_1 ( 12 ) 1 1.80 14.904 0.15 0:02:00 1 0 0 100
exit_long_quick_d_1_13 ( 47 ) 1 1.02 8.382 0.08 0:55:00 1 0 0 100
exit_profit_long_normal_max_m ( 13 ) 1 1.00 8.281 0.08 0:52:00 1 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 1 1.01 3.341 0.03 1:23:00 1 0 0 100
force_exit 1 -5.75 -52.304 -0.52 14:00:00 0 0 1 0
TOTAL 5 -0.18 -17.395 -0.17 3:26:00 4 0 1 80.0

SUMMARY METRICS

Metric Value
Backtesting from 2022-03-01 00:00:00
Backtesting to 2022-04-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 5 / 0.16
Starting balance 10000 USDT
Final balance 9982.605 USDT
Absolute profit -17.395 USDT
Total profit % -0.17%
CAGR % -2.03%
Sortino -100.00
Sharpe -0.43
Calmar -20.57
Profit factor 0.67
Expectancy (Ratio) -3.48 (-0.07)
Trades per day 0.16
Avg. daily profit % -0.01%
Avg. stake amount 743.401 USDT
Total trade volume 3717.003 USDT
Best Pair GRT/USDT 0.15%
Worst Pair UMA/USDT -0.52%
Best trade GRT/USDT 1.80%
Worst trade UMA/USDT -5.75%
Best day 23.185 USDT
Worst day -52.304 USDT
Days win/draw/lose 3 / 25 / 1
Avg. Duration Winners 0:48:00
Avg. Duration Loser 14:00:00
Max Consecutive Wins / Loss 4 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9982.605 USDT
Max balance 10034.909 USDT
Max % of account underwater 0.52%
Absolute Drawdown (Account) 0.52%
Absolute Drawdown 52.304 USDT
Drawdown high 34.909 USDT
Drawdown low -17.395 USDT
Drawdown Start 2022-03-31 15:02:00
Drawdown End 2022-04-01 00:00:00
Market change 30.83%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 5 -0.18 -17.395 -0.17 3:26:00 4 0 1 80.0 52.304 USDT 0.52%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220401-20220501

Current Previous v14.1.612 v14.1.605
Average Duration 13:14:00 13:14:00 13:14:00 13:14:00
Market Change -33.06 % -33.06 % -33.06 % -33.06 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.6 % 1.6 % 1.6 % 1.6 %
Profit Sum 6.42 % 6.42 % 6.42 % 6.42 %
Profit Total 0.53 % 0.53 % 0.53 % 0.53 %
Trades 4 4 4 4
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VELO/USDT 1 2.22 18.389 0.18 1:16:00 1 0 0 100
JST/USDT 1 2.12 17.542 0.18 1 day, 7:25:00 1 0 0 100
KSM/USDT 1 1.07 8.831 0.09 1:47:00 1 0 0 100
SNX/USDT 1 1.01 8.339 0.08 18:28:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 4 1.60 53.101 0.53 13:14:00 4 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 2 1.60 26.373 0.26 16:36:00 2 0 0 100
41 45 61 107 1 2.22 18.389 0.18 1:16:00 1 0 0 100
13 1 1.01 8.339 0.08 18:28:00 1 0 0 100
TOTAL 4 1.60 53.101 0.53 13:14:00 4 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_quick_max_m ( 41 45 61 107 ) 1 2.22 18.389 0.18 1:16:00 1 0 0 100
exit_long_quick_2_1_1 ( 46 ) 1 2.12 17.542 0.18 1 day, 7:25:00 1 0 0 100
exit_profit_long_quick_max_m ( 46 ) 1 1.07 8.831 0.09 1:47:00 1 0 0 100
exit_profit_long_normal_max_m ( 13 ) 1 1.01 8.339 0.08 18:28:00 1 0 0 100
TOTAL 4 1.60 53.101 0.53 13:14:00 4 0 0 100

SUMMARY METRICS

Metric Value
Backtesting from 2022-04-01 00:00:00
Backtesting to 2022-05-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 4 / 0.13
Starting balance 10000 USDT
Final balance 10053.101 USDT
Absolute profit 53.101 USDT
Total profit % 0.53%
CAGR % 6.66%
Sortino -100.00
Sharpe 7.19
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 13.28 (100.00)
Trades per day 0.13
Avg. daily profit % 0.02%
Avg. stake amount 826.799 USDT
Total trade volume 3307.196 USDT
Best Pair VELO/USDT 0.18%
Worst Pair AAVE/USDT 0.00%
Best trade VELO/USDT 2.22%
Worst trade SNX/USDT 1.01%
Best day 18.389 USDT
Worst day 0 USDT
Days win/draw/lose 4 / 19 / 0
Avg. Duration Winners 13:14:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 4 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change -33.06%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 4 1.60 53.101 0.53 13:14:00 4 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220501-20220601

Current Previous v14.1.612 v14.1.605
Average Duration 1 day, 21:13:00 1 day, 21:13:00 1 day, 21:13:00 1 day, 21:13:00
Market Change -37.81 % -37.81 % -37.81 % -37.81 %
Max Drawdown 0.1636 % 0.1636 % 0.0817 % 0.2056 %
Profit Mean 1.71 % 1.71 % 1.76 % 1.66 %
Profit Sum 17.08 % 17.08 % 17.62 % 16.61 %
Profit Total 1.0 % 1.0 % 1.08 % 0.96 %
Trades 10 10 10 10
Win Rate 90.0 % 90.0 % 90.0 % 90.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VRA/USDT 1 4.05 33.557 0.34 0:42:00 1 0 0 100
UMA/USDT 1 3.36 27.742 0.28 18:32:00 1 0 0 100
MLK/USDT 2 1.77 11.809 0.12 0:52:00 2 0 0 100
PLU/USDT 1 1.23 10.159 0.10 0:46:00 1 0 0 100
VIDT/USDT 1 2.99 9.952 0.10 1:10:00 1 0 0 100
PRE/USDT 1 1.09 9.057 0.09 14:55:00 1 0 0 100
DIA/USDT 1 0.15 0.489 0.00 7:10:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 2 0.34 -2.641 -0.03 8 days, 11:38:00 1 0 1 50.0
TOTAL 10 1.71 100.124 1.00 1 day, 21:13:00 9 0 1 90.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BCH/USDT 1 -0.99 -16.552 -0.17 16 days, 22:00:00 0 0 1 0
TOTAL 1 -0.99 -16.552 -0.17 16 days, 22:00:00 0 0 1 0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
45 1 4.05 33.557 0.34 0:42:00 1 0 0 100
44 1 3.36 27.742 0.28 18:32:00 1 0 0 100
61 4 1.67 22.250 0.22 2:31:00 4 0 0 100
45 103 1 1.67 13.911 0.14 1:15:00 1 0 0 100
12 45 102 1 1.23 10.159 0.10 0:46:00 1 0 0 100
50 1 1.09 9.057 0.09 14:55:00 1 0 0 100
46 1 -0.99 -16.552 -0.17 16 days, 22:00:00 0 0 1 0
TOTAL 10 1.71 100.124 1.00 1 day, 21:13:00 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_quick_max_m ( 45 ) 1 4.05 33.557 0.34 0:42:00 1 0 0 100
exit_long_quick_q_1 ( 44 ) 1 3.36 27.742 0.28 18:32:00 1 0 0 100
exit_long_rapid_rpd_3 ( 45 103 ) 1 1.67 13.911 0.14 1:15:00 1 0 0 100
exit_long_normal_d_1_10 ( 12 45 102 ) 1 1.23 10.159 0.10 0:46:00 1 0 0 100
exit_long_rebuy_d_2_23 ( 61 ) 1 2.99 9.952 0.10 1:10:00 1 0 0 100
exit_profit_long_quick_max_m ( 50 ) 1 1.09 9.057 0.09 14:55:00 1 0 0 100
exit_long_rebuy_u_2 ( 61 ) 1 2.41 8.004 0.08 0:38:00 1 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 1 1.14 3.805 0.04 1:05:00 1 0 0 100
exit_long_rebuy_d_0_23 ( 61 ) 1 0.15 0.489 0.00 7:10:00 1 0 0 100
force_exit 1 -0.99 -16.552 -0.17 16 days, 22:00:00 0 0 1 0
TOTAL 10 1.71 100.124 1.00 1 day, 21:13:00 9 0 1 90.0

SUMMARY METRICS

Metric Value
Backtesting from 2022-05-01 00:00:00
Backtesting to 2022-06-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 10 / 0.32
Starting balance 10000 USDT
Final balance 10100.124 USDT
Absolute profit 100.124 USDT
Total profit % 1.00%
CAGR % 12.45%
Sortino -100.00
Sharpe 4.70
Calmar 377.15
Profit factor 7.05
Expectancy (Ratio) 10.01 (0.60)
Trades per day 0.32
Avg. daily profit % 0.03%
Avg. stake amount 624.474 USDT
Total trade volume 6244.736 USDT
Best Pair VRA/USDT 0.34%
Worst Pair AAVE/USDT 0.00%
Best trade VRA/USDT 4.05%
Worst trade BCH/USDT -0.99%
Best day 33.557 USDT
Worst day -16.552 USDT
Days win/draw/lose 8 / 22 / 1
Avg. Duration Winners 5:08:00
Avg. Duration Loser 16 days, 22:00:00
Max Consecutive Wins / Loss 9 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10027.742 USDT
Max balance 10116.676 USDT
Max % of account underwater 0.16%
Absolute Drawdown (Account) 0.16%
Absolute Drawdown 16.552 USDT
Drawdown high 116.676 USDT
Drawdown low 100.124 USDT
Drawdown Start 2022-05-28 15:45:00
Drawdown End 2022-06-01 00:00:00
Market change -37.81%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 10 1.71 100.124 1.00 1 day, 21:13:00 9 0 1 90.0 16.552 USDT 0.16%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220601-20220701

Current Previous v14.1.612 v14.1.605
Average Duration 4:04:00 4:04:00 4:04:00 4:04:00
Market Change -17.3 % -17.3 % -17.3 % -17.3 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 2.04 % 2.04 % 2.04 % 2.04 %
Profit Sum 14.29 % 14.29 % 14.29 % 14.29 %
Profit Total 1.19 % 1.19 % 1.19 % 1.19 %
Trades 7 7 7 7
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
WAVES/USDT 1 5.37 44.311 0.44 1:18:00 1 0 0 100
AKRO/USDT 1 3.27 27.164 0.27 7:39:00 1 0 0 100
DAG/USDT 2 1.12 18.765 0.19 0:02:00 2 0 0 100
SXP/USDT 1 1.18 9.808 0.10 0:49:00 1 0 0 100
VELO/USDT 1 1.12 9.302 0.09 0:12:00 1 0 0 100
TRX/USDT 1 1.10 9.197 0.09 18:25:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 7 2.04 118.547 1.19 4:04:00 7 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
45 1 5.37 44.311 0.44 1:18:00 1 0 0 100
26 1 3.27 27.164 0.27 7:39:00 1 0 0 100
47 1 1.18 9.808 0.10 0:49:00 1 0 0 100
12 1 1.15 9.627 0.10 0:03:00 1 0 0 100
103 1 1.12 9.302 0.09 0:12:00 1 0 0 100
46 1 1.10 9.197 0.09 18:25:00 1 0 0 100
6 1 1.09 9.138 0.09 0:02:00 1 0 0 100
TOTAL 7 2.04 118.547 1.19 4:04:00 7 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_quick_max_m ( 45 ) 1 5.37 44.311 0.44 1:18:00 1 0 0 100
exit_profit_long_pump_max_m ( 26 ) 1 3.27 27.164 0.27 7:39:00 1 0 0 100
exit_long_quick_d_1_13 ( 47 ) 1 1.18 9.808 0.10 0:49:00 1 0 0 100
exit_long_normal_u_1 ( 12 ) 1 1.15 9.627 0.10 0:03:00 1 0 0 100
exit_profit_long_rapid_max_m ( 103 ) 1 1.12 9.302 0.09 0:12:00 1 0 0 100
exit_long_quick_d_1_12 ( 46 ) 1 1.10 9.197 0.09 18:25:00 1 0 0 100
exit_long_normal_u_1 ( 6 ) 1 1.09 9.138 0.09 0:02:00 1 0 0 100
TOTAL 7 2.04 118.547 1.19 4:04:00 7 0 0 100

SUMMARY METRICS

Metric Value
Backtesting from 2022-06-01 00:00:00
Backtesting to 2022-07-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 7 / 0.23
Starting balance 10000 USDT
Final balance 10118.547 USDT
Absolute profit 118.547 USDT
Total profit % 1.19%
CAGR % 15.42%
Sortino -100.00
Sharpe 5.92
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 16.94 (100.00)
Trades per day 0.23
Avg. daily profit % 0.04%
Avg. stake amount 830.854 USDT
Total trade volume 5815.98 USDT
Best Pair WAVES/USDT 0.44%
Worst Pair AAVE/USDT 0.00%
Best trade WAVES/USDT 5.37%
Worst trade DAG/USDT 1.09%
Best day 71.475 USDT
Worst day 0 USDT
Days win/draw/lose 5 / 22 / 0
Avg. Duration Winners 4:04:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 7 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change -17.30%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 7 2.04 118.547 1.19 4:04:00 7 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220701-20220801

Current Previous v14.1.612 v14.1.605
Average Duration 10:13:00 10:13:00 9:50:00 10:15:00
Market Change 19.79 % 19.79 % 19.79 % 19.79 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.08 % 1.08 % 1.21 % 1.28 %
Profit Sum 6.46 % 6.46 % 7.25 % 7.65 %
Profit Total 0.54 % 0.54 % 0.63 % 0.63 %
Trades 6 6 6 6
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
NIM/USDT 2 0.98 16.116 0.16 8:42:00 2 0 0 100
DEGO/USDT 1 1.38 11.379 0.11 1 day, 4:35:00 1 0 0 100
SNX/USDT 1 1.13 9.384 0.09 0:48:00 1 0 0 100
COTI/USDT 1 1.06 8.750 0.09 1:58:00 1 0 0 100
VRA/USDT 1 0.95 8.658 0.09 12:31:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 6 1.08 54.288 0.54 10:13:00 6 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 3 1.19 29.513 0.30 10:27:00 3 0 0 100
104 2 0.98 16.116 0.16 8:42:00 2 0 0 100
44 1 0.95 8.658 0.09 12:31:00 1 0 0 100
TOTAL 6 1.08 54.288 0.54 10:13:00 6 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_profit_long_quick_max_m ( 46 ) 2 1.09 18.134 0.18 1:23:00 2 0 0 100
exit_profit_long_rapid_max_m ( 104 ) 1 1.51 12.468 0.12 0:54:00 1 0 0 100
exit_long_quick_w_1_9 ( 46 ) 1 1.38 11.379 0.11 1 day, 4:35:00 1 0 0 100
exit_profit_long_quick_max_m ( 44 ) 1 0.95 8.658 0.09 12:31:00 1 0 0 100
exit_long_rapid_w_0_2 ( 104 ) 1 0.44 3.649 0.04 16:31:00 1 0 0 100
TOTAL 6 1.08 54.288 0.54 10:13:00 6 0 0 100

SUMMARY METRICS

Metric Value
Backtesting from 2022-07-01 00:00:00
Backtesting to 2022-08-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 6 / 0.19
Starting balance 10000 USDT
Final balance 10054.288 USDT
Absolute profit 54.288 USDT
Total profit % 0.54%
CAGR % 6.58%
Sortino -100.00
Sharpe 12.00
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 9.05 (100.00)
Trades per day 0.19
Avg. daily profit % 0.02%
Avg. stake amount 826.201 USDT
Total trade volume 4957.207 USDT
Best Pair NIM/USDT 0.16%
Worst Pair AAVE/USDT 0.00%
Best trade NIM/USDT 1.51%
Worst trade NIM/USDT 0.44%
Best day 12.468 USDT
Worst day 0 USDT
Days win/draw/lose 5 / 22 / 0
Avg. Duration Winners 10:13:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 6 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change 19.79%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 6 1.08 54.288 0.54 10:13:00 6 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220801-20220901

Current Previous v14.1.612 v14.1.605
Average Duration 5:18:00 5:18:00 5:18:00 5:18:00
Market Change -10.45 % -10.45 % -10.45 % -10.45 %
Max Drawdown 0.3224 % 0.3224 % 0.3224 % 0.3224 %
Profit Mean 1.21 % 1.21 % 1.21 % 1.21 %
Profit Sum 16.89 % 16.89 % 16.89 % 16.89 %
Profit Total 1.42 % 1.42 % 1.42 % 1.42 %
Trades 14 14 14 14
Win Rate 92.86 % 92.86 % 92.86 % 92.86 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
EWT/USDT 2 1.79 31.919 0.32 6:34:00 2 0 0 100
CKB/USDT 1 2.27 19.009 0.19 13:45:00 1 0 0 100
ZEC/USDT 1 2.11 17.490 0.17 2:45:00 1 0 0 100
EOS/USDT 1 1.91 15.829 0.16 3:10:00 1 0 0 100
DEGO/USDT 1 1.76 14.548 0.15 0:25:00 1 0 0 100
FIL/USDT 1 1.64 13.687 0.14 0:02:00 1 0 0 100
AAVE/USDT 1 1.54 12.899 0.13 1:59:00 1 0 0 100
ARPA/USDT 1 1.40 11.619 0.12 1:15:00 1 0 0 100
NIM/USDT 1 1.29 10.671 0.11 0:03:00 1 0 0 100
LTC/USDT 1 1.16 9.630 0.10 3:10:00 1 0 0 100
LINK/USDT 1 1.11 9.218 0.09 9:50:00 1 0 0 100
XRP/USDT 1 1.02 8.471 0.08 4:35:00 1 0 0 100
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 1 -3.90 -32.809 -0.33 20:00:00 0 0 1 0
TOTAL 14 1.21 142.183 1.42 5:18:00 13 0 1 92.9

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
COMP/USDT 1 -3.90 -32.809 -0.33 20:00:00 0 0 1 0
TOTAL 1 -3.90 -32.809 -0.33 20:00:00 0 0 1 0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 9 1.06 81.060 0.81 7:57:00 8 0 1 88.9
44 1 1.76 14.548 0.15 0:25:00 1 0 0 100
10 1 1.64 13.687 0.14 0:02:00 1 0 0 100
47 1 1.40 11.619 0.12 1:15:00 1 0 0 100
7 1 1.29 10.671 0.11 0:03:00 1 0 0 100
21 1 1.27 10.597 0.11 0:48:00 1 0 0 100
TOTAL 14 1.21 142.183 1.42 5:18:00 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_quick_3_1_1 ( 46 ) 2 2.11 37.150 0.37 7:45:00 2 0 0 100
exit_long_quick_q_1 ( 46 ) 1 2.27 19.009 0.19 13:45:00 1 0 0 100
exit_long_quick_1_1_1 ( 46 ) 2 1.09 18.101 0.18 3:52:00 2 0 0 100
exit_long_quick_q_3 ( 46 ) 1 2.11 17.490 0.17 2:45:00 1 0 0 100
exit_long_quick_d_1_3 ( 44 ) 1 1.76 14.548 0.15 0:25:00 1 0 0 100
exit_long_normal_u_1 ( 10 ) 1 1.64 13.687 0.14 0:02:00 1 0 0 100
exit_profit_long_quick_max_m ( 46 ) 1 1.54 12.899 0.13 1:59:00 1 0 0 100
exit_long_quick_d_1_25 ( 47 ) 1 1.40 11.619 0.12 1:15:00 1 0 0 100
exit_long_normal_o_1 ( 7 ) 1 1.29 10.671 0.11 0:03:00 1 0 0 100
exit_long_pump_u_1 ( 21 ) 1 1.27 10.597 0.11 0:48:00 1 0 0 100
exit_long_quick_2_1_1 ( 46 ) 1 1.11 9.218 0.09 9:50:00 1 0 0 100
force_exit 1 -3.90 -32.809 -0.33 20:00:00 0 0 1 0
TOTAL 14 1.21 142.183 1.42 5:18:00 13 0 1 92.9

SUMMARY METRICS

Metric Value
Backtesting from 2022-08-01 00:00:00
Backtesting to 2022-09-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 14 / 0.45
Starting balance 10000 USDT
Final balance 10142.183 USDT
Absolute profit 142.183 USDT
Total profit % 1.42%
CAGR % 18.08%
Sortino -100.00
Sharpe 7.02
Calmar 271.75
Profit factor 5.33
Expectancy (Ratio) 10.16 (0.31)
Trades per day 0.45
Avg. daily profit % 0.05%
Avg. stake amount 831.261 USDT
Total trade volume 11637.652 USDT
Best Pair EWT/USDT 0.32%
Worst Pair COMP/USDT -0.33%
Best trade EWT/USDT 2.31%
Worst trade COMP/USDT -3.90%
Best day 33.931 USDT
Worst day -32.809 USDT
Days win/draw/lose 9 / 21 / 1
Avg. Duration Winners 4:10:00
Avg. Duration Loser 20:00:00
Max Consecutive Wins / Loss 13 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10014.548 USDT
Max balance 10174.992 USDT
Max % of account underwater 0.32%
Absolute Drawdown (Account) 0.32%
Absolute Drawdown 32.809 USDT
Drawdown high 174.992 USDT
Drawdown low 142.183 USDT
Drawdown Start 2022-08-30 04:20:00
Drawdown End 2022-09-01 00:00:00
Market change -10.45%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 14 1.21 142.183 1.42 5:18:00 13 0 1 92.9 32.809 USDT 0.32%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20220901-20221001

Current Previous v14.1.612 v14.1.605
Average Duration 7 days, 7:18:00 7 days, 7:18:00 7 days, 7:18:00 7 days, 7:18:00
Market Change -4.08 % -4.08 % -4.08 % -4.08 %
Max Drawdown 0.0 % 0.0 % 0.2492 % 0.0 %
Profit Mean 1.34 % 1.34 % 1.18 % 1.53 %
Profit Sum 5.35 % 5.35 % 4.72 % 6.13 %
Profit Total 0.52 % 0.52 % 0.18 % 1.11 %
Trades 4 4 4 4
Win Rate 100.0 % 100.0 % 75.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VIDT/USDT 1 3.07 25.478 0.25 3:45:00 1 0 0 100
NWC/USDT 1 1.07 8.949 0.09 1:07:00 1 0 0 100
FIL/USDT 1 1.04 8.636 0.09 3:04:00 1 0 0 100
ETC/USDT 1 0.17 8.636 0.09 28 days, 21:15:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 4 1.34 51.699 0.52 7 days, 7:18:00 4 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETC/USDT 1 0.17 8.636 0.09 28 days, 21:15:00 1 0 0 100
TOTAL 1 0.17 8.636 0.09 28 days, 21:15:00 1 0 0 100

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
44 1 3.07 25.478 0.25 3:45:00 1 0 0 100
13 1 1.07 8.949 0.09 1:07:00 1 0 0 100
10 101 1 1.04 8.636 0.09 3:04:00 1 0 0 100
120 1 0.17 8.636 0.09 28 days, 21:15:00 1 0 0 100
TOTAL 4 1.34 51.699 0.52 7 days, 7:18:00 4 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_3 ( 44 ) 1 3.07 25.478 0.25 3:45:00 1 0 0 100
exit_profit_long_normal_max_m ( 13 ) 1 1.07 8.949 0.09 1:07:00 1 0 0 100
exit_long_rapid_rpd_3 ( 10 101 ) 1 1.04 8.636 0.09 3:04:00 1 0 0 100
force_exit 1 0.17 8.636 0.09 28 days, 21:15:00 1 0 0 100
TOTAL 4 1.34 51.699 0.52 7 days, 7:18:00 4 0 0 100

SUMMARY METRICS

Metric Value
Backtesting from 2022-09-01 00:00:00
Backtesting to 2022-10-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 4 / 0.13
Starting balance 10000 USDT
Final balance 10051.699 USDT
Absolute profit 51.699 USDT
Total profit % 0.52%
CAGR % 6.47%
Sortino -100.00
Sharpe 4.54
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 12.92 (100.00)
Trades per day 0.13
Avg. daily profit % 0.02%
Avg. stake amount 781.503 USDT
Total trade volume 3126.014 USDT
Best Pair VIDT/USDT 0.25%
Worst Pair AAVE/USDT 0.00%
Best trade VIDT/USDT 3.07%
Worst trade ETC/USDT 0.17%
Best day 25.478 USDT
Worst day 0 USDT
Days win/draw/lose 4 / 13 / 0
Avg. Duration Winners 7 days, 7:18:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 4 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change -4.08%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 4 1.34 51.699 0.52 7 days, 7:18:00 4 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20221001-20221101

Current Previous v14.1.612 v14.1.605
Average Duration 4 days, 2:02:00 4 days, 2:02:00 4 days, 2:02:00 4 days, 2:03:00
Market Change 3.78 % 3.78 % 3.78 % 3.78 %
Max Drawdown 0.1757 % 0.1757 % 0.0286 % 0.001 %
Profit Mean 0.95 % 0.95 % 1.23 % 1.27 %
Profit Sum 4.76 % 4.76 % 6.15 % 6.33 %
Profit Total 0.24 % 0.24 % 0.39 % 0.4 %
Trades 5 5 5 5
Win Rate 80.0 % 80.0 % 80.0 % 80.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
EWT/USDT 1 1.08 8.944 0.09 0:08:00 1 0 0 100
NOIA/USDT 1 2.43 8.052 0.08 2 days, 5:00:00 1 0 0 100
JST/USDT 1 0.89 7.391 0.07 8:00:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 2 0.18 -0.578 -0.01 8 days, 22:31:00 1 0 1 50.0
TOTAL 5 0.95 23.808 0.24 4 days, 2:02:00 4 0 1 80.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
JST/USDT 1 0.89 7.391 0.07 8:00:00 1 0 0 100
XRP/USDT 1 -1.52 -17.641 -0.18 15 days, 17:15:00 0 0 1 0
TOTAL 2 -0.32 -10.250 -0.10 8 days, 0:38:00 1 0 1 50.0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 2 1.39 24.454 0.24 1 day, 5:54:00 2 0 0 100
3 105 1 1.08 8.944 0.09 0:08:00 1 0 0 100
61 1 2.43 8.052 0.08 2 days, 5:00:00 1 0 0 100
120 1 -1.52 -17.641 -0.18 15 days, 17:15:00 0 0 1 0
TOTAL 5 0.95 23.808 0.24 4 days, 2:02:00 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_long_quick_q_1 ( 46 ) 1 1.88 17.063 0.17 2 days, 3:47:00 1 0 0 100
exit_long_normal_u_1 ( 3 105 ) 1 1.08 8.944 0.09 0:08:00 1 0 0 100
exit_long_rebuy_w_2_1 ( 61 ) 1 2.43 8.052 0.08 2 days, 5:00:00 1 0 0 100
force_exit 2 -0.32 -10.250 -0.10 8 days, 0:38:00 1 0 1 50.0
TOTAL 5 0.95 23.808 0.24 4 days, 2:02:00 4 0 1 80.0

SUMMARY METRICS

Metric Value
Backtesting from 2022-10-01 00:00:00
Backtesting to 2022-11-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 5 / 0.16
Starting balance 10000 USDT
Final balance 10023.808 USDT
Absolute profit 23.808 USDT
Total profit % 0.24%
CAGR % 2.84%
Sortino -100.00
Sharpe 1.25
Calmar 83.52
Profit factor 2.35
Expectancy (Ratio) 4.76 (0.27)
Trades per day 0.16
Avg. daily profit % 0.01%
Avg. stake amount 688.325 USDT
Total trade volume 3441.623 USDT
Best Pair NOIA/USDT 0.08%
Worst Pair AAVE/USDT 0.00%
Best trade NOIA/USDT 2.43%
Worst trade XRP/USDT -1.52%
Best day 17.063 USDT
Worst day -10.25 USDT
Days win/draw/lose 3 / 15 / 1
Avg. Duration Winners 1 day, 4:14:00
Avg. Duration Loser 15 days, 17:15:00
Max Consecutive Wins / Loss 4 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10017.063 USDT
Max balance 10041.449 USDT
Max % of account underwater 0.18%
Absolute Drawdown (Account) 0.18%
Absolute Drawdown 17.641 USDT
Drawdown high 41.449 USDT
Drawdown low 23.808 USDT
Drawdown Start 2022-11-01 00:00:00
Drawdown End 2022-11-01 00:00:00
Market change 3.78%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 5 0.95 23.808 0.24 4 days, 2:02:00 4 0 1 80.0 17.641 USDT 0.18%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20221101-20221201

Current Previous v14.1.612 v14.1.605
Average Duration 17:28:00 17:28:00 17:28:00 17:28:00
Market Change -17.51 % -17.51 % -17.51 % -17.51 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.48 % 1.48 % 1.48 % 1.49 %
Profit Sum 11.82 % 11.82 % 11.81 % 11.89 %
Profit Total 0.98 % 0.98 % 1.02 % 0.99 %
Trades 8 8 8 8
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LTC/USDT 2 1.34 29.094 0.29 2 days, 11:15:00 2 0 0 100
VELO/USDT 1 2.03 16.841 0.17 19:05:00 1 0 0 100
BNB/USDT 1 1.77 14.688 0.15 1:10:00 1 0 0 100
UMA/USDT 1 1.64 13.578 0.14 0:41:00 1 0 0 100
NIM/USDT 1 1.30 10.712 0.11 0:20:00 1 0 0 100
YFI/USDT 1 1.02 8.481 0.08 0:01:00 1 0 0 100
DIA/USDT 1 1.37 4.547 0.05 0:01:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 8 1.48 97.942 0.98 17:28:00 8 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LTC/USDT 1 1.65 20.584 0.21 4 days, 1:00:00 1 0 0 100
TOTAL 1 1.65 20.584 0.21 4 days, 1:00:00 1 0 0 100

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
47 2 1.84 30.420 0.30 9:53:00 2 0 0 100
46 2 1.40 23.198 0.23 11:20:00 2 0 0 100
120 1 1.65 20.584 0.21 4 days, 1:00:00 1 0 0 100
3 1 1.30 10.712 0.11 0:20:00 1 0 0 100
101 1 1.02 8.481 0.08 0:01:00 1 0 0 100
61 1 1.37 4.547 0.05 0:01:00 1 0 0 100
TOTAL 8 1.48 97.942 0.98 17:28:00 8 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 1.65 20.584 0.21 4 days, 1:00:00 1 0 0 100
exit_long_quick_3_1_1 ( 47 ) 1 2.03 16.841 0.17 19:05:00 1 0 0 100
exit_long_quick_1_1_1 ( 46 ) 1 1.77 14.688 0.15 1:10:00 1 0 0 100
exit_profit_long_quick_max_m ( 47 ) 1 1.64 13.578 0.14 0:41:00 1 0 0 100
exit_long_normal_d_1_2 ( 3 ) 1 1.30 10.712 0.11 0:20:00 1 0 0 100
exit_long_quick_w_1_9 ( 46 ) 1 1.03 8.510 0.09 21:30:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 1 1.02 8.481 0.08 0:01:00 1 0 0 100
exit_long_rebuy_u_1 ( 61 ) 1 1.37 4.547 0.05 0:01:00 1 0 0 100
TOTAL 8 1.48 97.942 0.98 17:28:00 8 0 0 100

SUMMARY METRICS

Metric Value
Backtesting from 2022-11-01 00:00:00
Backtesting to 2022-12-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 8 / 0.27
Starting balance 10000 USDT
Final balance 10097.942 USDT
Absolute profit 97.942 USDT
Total profit % 0.98%
CAGR % 12.59%
Sortino -100.00
Sharpe 12.86
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 12.24 (100.00)
Trades per day 0.27
Avg. daily profit % 0.03%
Avg. stake amount 662.13 USDT
Total trade volume 5297.044 USDT
Best Pair LTC/USDT 0.29%
Worst Pair AAVE/USDT 0.00%
Best trade VELO/USDT 2.03%
Worst trade YFI/USDT 1.02%
Best day 20.584 USDT
Worst day 0 USDT
Days win/draw/lose 7 / 23 / 0
Avg. Duration Winners 17:28:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 8 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change -17.51%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 8 1.48 97.942 0.98 17:28:00 8 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20221201-20230101

Current Previous v14.1.612 v14.1.605
Average Duration 5 days, 17:47:00 5 days, 17:47:00 5 days, 17:47:00 5 days, 17:47:00
Market Change -10.02 % -10.02 % -10.02 % -10.02 %
Max Drawdown 0.6928 % 0.6928 % 0.6929 % 0.7203 %
Profit Mean 0.3 % 0.3 % 0.28 % 0.15 %
Profit Sum 1.78 % 1.78 % 1.66 % 0.91 %
Profit Total -0.12 % -0.12 % -0.14 % -0.36 %
Trades 6 6 6 6
Win Rate 83.33 % 83.33 % 83.33 % 66.67 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LTC/USDT 1 0.75 21.770 0.22 21 days, 3:00:00 1 0 0 100
EWT/USDT 1 1.63 13.443 0.13 16:40:00 1 0 0 100
NWC/USDT 1 3.01 9.957 0.10 3:20:00 1 0 0 100
VIDT/USDT 1 2.16 7.168 0.07 0:02:00 1 0 0 100
KSM/USDT 1 0.68 5.614 0.06 2 days, 1:40:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 1 -6.45 -69.528 -0.70 10 days, 10:00:00 0 0 1 0
TOTAL 6 0.30 -11.577 -0.12 5 days, 17:47:00 5 0 1 83.3

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LTC/USDT 1 0.75 21.770 0.22 21 days, 3:00:00 1 0 0 100
DGB/USDT 1 -6.45 -69.528 -0.70 10 days, 10:00:00 0 0 1 0
TOTAL 2 -2.85 -47.758 -0.48 15 days, 18:30:00 1 0 1 50.0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 1 0.75 21.770 0.22 21 days, 3:00:00 1 0 0 100
61 2 2.59 17.125 0.17 1:41:00 2 0 0 100
46 3 -1.38 -50.472 -0.50 4 days, 9:27:00 2 0 1 66.7
TOTAL 6 0.30 -11.577 -0.12 5 days, 17:47:00 5 0 1 83.3

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_quick_w_1_2 ( 46 ) 1 1.63 13.443 0.13 16:40:00 1 0 0 100
exit_long_rebuy_w_3_3 ( 61 ) 1 3.01 9.957 0.10 3:20:00 1 0 0 100
exit_long_rebuy_u_2 ( 61 ) 1 2.16 7.168 0.07 0:02:00 1 0 0 100
exit_long_quick_w_0_1 ( 46 ) 1 0.68 5.614 0.06 2 days, 1:40:00 1 0 0 100
force_exit 2 -2.85 -47.758 -0.48 15 days, 18:30:00 1 0 1 50.0
TOTAL 6 0.30 -11.577 -0.12 5 days, 17:47:00 5 0 1 83.3

SUMMARY METRICS

Metric Value
Backtesting from 2022-12-01 00:00:00
Backtesting to 2023-01-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 6 / 0.19
Starting balance 10000 USDT
Final balance 9988.423 USDT
Absolute profit -11.577 USDT
Total profit % -0.12%
CAGR % -1.35%
Sortino -100.00
Sharpe -0.23
Calmar -10.30
Profit factor 0.83
Expectancy (Ratio) -1.93 (-0.03)
Trades per day 0.19
Avg. daily profit % -0.00%
Avg. stake amount 670.953 USDT
Total trade volume 4025.716 USDT
Best Pair NWC/USDT 0.10%
Worst Pair DGB/USDT -0.70%
Best trade NWC/USDT 3.01%
Worst trade DGB/USDT -6.45%
Best day 23.399 USDT
Worst day -47.758 USDT
Days win/draw/lose 3 / 27 / 1
Avg. Duration Winners 4 days, 19:20:00
Avg. Duration Loser 10 days, 10:00:00
Max Consecutive Wins / Loss 4 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9966.653 USDT
Max balance 10036.181 USDT
Max % of account underwater 0.69%
Absolute Drawdown (Account) 0.69%
Absolute Drawdown 69.528 USDT
Drawdown high 36.181 USDT
Drawdown low -33.347 USDT
Drawdown Start 2022-12-23 23:37:00
Drawdown End 2023-01-01 00:00:00
Market change -10.02%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 6 0.30 -11.577 -0.12 5 days, 17:47:00 5 0 1 83.3 69.528 USDT 0.69%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230101-20230201

Current Previous v14.1.612 v14.1.605
Average Duration 11:48:00 11:48:00 11:48:00 11:48:00
Market Change 41.69 % 41.69 % 41.69 % 41.69 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 2.4 % 2.4 % 2.4 % 2.4 %
Profit Sum 4.79 % 4.79 % 4.79 % 4.79 %
Profit Total 0.4 % 0.4 % 0.4 % 0.4 %
Trades 2 2 2 2
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
WAVES/USDT 1 3.66 30.236 0.30 22:50:00 1 0 0 100
SNX/USDT 1 1.13 9.376 0.09 0:47:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 2 2.40 39.611 0.40 11:48:00 2 0 0 100

LEFT OPEN TRADES REPORT

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

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
3 1 3.66 30.236 0.30 22:50:00 1 0 0 100
46 1 1.13 9.376 0.09 0:47:00 1 0 0 100
TOTAL 2 2.40 39.611 0.40 11:48:00 2 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_9 ( 3 ) 1 3.66 30.236 0.30 22:50:00 1 0 0 100
exit_long_quick_d_1_25 ( 46 ) 1 1.13 9.376 0.09 0:47:00 1 0 0 100
TOTAL 2 2.40 39.611 0.40 11:48:00 2 0 0 100

SUMMARY METRICS

Metric Value
Backtesting from 2023-01-01 00:00:00
Backtesting to 2023-02-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 2 / 0.06
Starting balance 10000 USDT
Final balance 10039.611 USDT
Absolute profit 39.611 USDT
Total profit % 0.40%
CAGR % 4.76%
Sortino -100.00
Sharpe 2.34
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 19.81 (100.00)
Trades per day 0.06
Avg. daily profit % 0.01%
Avg. stake amount 826.246 USDT
Total trade volume 1652.492 USDT
Best Pair WAVES/USDT 0.30%
Worst Pair AAVE/USDT 0.00%
Best trade WAVES/USDT 3.66%
Worst trade SNX/USDT 1.13%
Best day 30.236 USDT
Worst day 0 USDT
Days win/draw/lose 2 / 5 / 0
Avg. Duration Winners 11:48:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 2 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change 41.69%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 2 2.40 39.611 0.40 11:48:00 2 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230201-20230301

Current Previous v14.1.612 v14.1.605
Average Duration 1 day, 9:29:00 1 day, 9:29:00 1 day, 9:29:00 1 day, 9:29:00
Market Change 12.24 % 12.24 % 12.24 % 12.24 %
Max Drawdown 0.8961 % 0.8961 % 0.9677 % 1.1476 %
Profit Mean 1.75 % 1.75 % 1.75 % 1.73 %
Profit Sum 48.97 % 48.97 % 49.11 % 48.46 %
Profit Total 3.51 % 3.51 % 3.53 % 3.26 %
Trades 28 28 28 28
Win Rate 96.43 % 96.43 % 96.43 % 96.43 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CKB/USDT 5 2.10 86.345 0.86 0:44:00 5 0 0 100
CHR/USDT 1 6.44 53.676 0.54 0:55:00 1 0 0 100
EWT/USDT 3 2.59 42.967 0.43 1:32:00 3 0 0 100
WIN/USDT 1 4.83 41.050 0.41 1:55:00 1 0 0 100
ETH/USDT 1 1.15 33.345 0.33 22 days, 20:40:00 1 0 0 100
MKR/USDT 2 1.67 28.137 0.28 17:10:00 2 0 0 100
NOIA/USDT 1 2.43 20.119 0.20 0:45:00 1 0 0 100
DEGO/USDT 1 2.28 19.102 0.19 1:30:00 1 0 0 100
AKRO/USDT 1 1.60 13.692 0.14 17:25:00 1 0 0 100
SNX/USDT 1 1.44 12.298 0.12 1:26:00 1 0 0 100
UOS/USDT 1 1.31 10.813 0.11 6:48:00 1 0 0 100
AAVE/USDT 1 1.20 9.891 0.10 5:36:00 1 0 0 100
MLK/USDT 1 1.16 9.735 0.10 7:05:00 1 0 0 100
TRX/USDT 1 1.11 9.541 0.10 18:45:00 1 0 0 100
SXP/USDT 1 1.11 9.498 0.09 1 day, 3:46:00 1 0 0 100
ONE/USDT 1 1.10 9.296 0.09 4:30:00 1 0 0 100
JST/USDT 1 1.10 9.130 0.09 4:10:00 1 0 0 100
VRA/USDT 1 1.07 9.032 0.09 0:03:00 1 0 0 100
ALEPH/USDT 1 1.02 8.612 0.09 0:49:00 1 0 0 100
VELO/USDT 1 2.52 8.444 0.08 2:45:00 1 0 0 100
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 1 -5.50 -93.275 -0.93 10 days, 3:55:00 0 0 1 0
TOTAL 28 1.75 351.448 3.51 1 day, 9:29:00 27 0 1 96.4

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETH/USDT 1 1.15 33.345 0.33 22 days, 20:40:00 1 0 0 100
CKB/USDT 1 0.71 2.443 0.02 0:05:00 1 0 0 100
ATOM/USDT 1 -5.50 -93.275 -0.93 10 days, 3:55:00 0 0 1 0
TOTAL 3 -1.21 -57.488 -0.57 11 days, 0:13:00 2 0 1 66.7

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 9 1.30 99.010 0.99 11:08:00 9 0 0 100
47 3 3.23 82.790 0.83 1:08:00 3 0 0 100
26 1 6.44 53.676 0.54 0:55:00 1 0 0 100
50 2 2.44 41.658 0.42 0:34:00 2 0 0 100
61 3 2.53 25.302 0.25 1:30:00 3 0 0 100
103 1 2.43 20.119 0.20 0:45:00 1 0 0 100
105 2 1.15 19.283 0.19 4:24:00 2 0 0 100
3 1 2.28 19.102 0.19 1:30:00 1 0 0 100
102 1 2.28 19.004 0.19 1:13:00 1 0 0 100
107 1 1.60 13.692 0.14 17:25:00 1 0 0 100
23 1 1.10 9.130 0.09 4:10:00 1 0 0 100
45 103 104 1 1.02 8.612 0.09 0:49:00 1 0 0 100
120 2 -2.18 -59.931 -0.60 16 days, 12:18:00 1 0 1 50.0
TOTAL 28 1.75 351.448 3.51 1 day, 9:29:00 27 0 1 96.4

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_pump_w_6_10 ( 26 ) 1 6.44 53.676 0.54 0:55:00 1 0 0 100
exit_profit_long_quick_max_m ( 46 ) 5 1.23 51.530 0.52 4:21:00 5 0 0 100
exit_long_quick_q_1 ( 47 ) 1 4.83 41.050 0.41 1:55:00 1 0 0 100
exit_long_quick_d_3_24 ( 50 ) 1 3.82 32.626 0.33 1:05:00 1 0 0 100
exit_long_quick_d_2_20 ( 47 ) 1 2.58 22.248 0.22 1:20:00 1 0 0 100
exit_profit_long_rapid_max_m ( 103 ) 1 2.43 20.119 0.20 0:45:00 1 0 0 100
exit_long_quick_d_2_16 ( 47 ) 1 2.27 19.492 0.19 0:10:00 1 0 0 100
exit_long_quick_q_3 ( 46 ) 1 2.28 19.145 0.19 1 day, 3:24:00 1 0 0 100
exit_long_normal_d_2_1 ( 3 ) 1 2.28 19.102 0.19 1:30:00 1 0 0 100
exit_profit_long_rapid_max_m ( 102 ) 1 2.28 19.004 0.19 1:13:00 1 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 1 4.36 14.415 0.14 1:40:00 1 0 0 100
exit_long_rapid_2_1_1 ( 107 ) 1 1.60 13.692 0.14 17:25:00 1 0 0 100
exit_long_rapid_rpd_3 ( 105 ) 1 1.16 9.735 0.10 7:05:00 1 0 0 100
exit_profit_long_rapid_max_m ( 105 ) 1 1.13 9.548 0.10 1:43:00 1 0 0 100
exit_long_quick_w_1_1 ( 46 ) 1 1.11 9.541 0.10 18:45:00 1 0 0 100
exit_long_quick_d_1_25 ( 46 ) 1 1.11 9.498 0.09 1 day, 3:46:00 1 0 0 100
exit_long_quick_w_1_12 ( 46 ) 1 1.10 9.296 0.09 4:30:00 1 0 0 100
exit_profit_long_pump_max_m ( 23 ) 1 1.10 9.130 0.09 4:10:00 1 0 0 100
exit_long_quick_u_1 ( 50 ) 1 1.07 9.032 0.09 0:03:00 1 0 0 100
exit_profit_long_quick_max_m ( 45 103 104 ) 1 1.02 8.612 0.09 0:49:00 1 0 0 100
exit_long_rebuy_d_2_13 ( 61 ) 1 2.52 8.444 0.08 2:45:00 1 0 0 100
force_exit 3 -1.21 -57.488 -0.57 11 days, 0:13:00 2 0 1 66.7
TOTAL 28 1.75 351.448 3.51 1 day, 9:29:00 27 0 1 96.4

SUMMARY METRICS

Metric Value
Backtesting from 2023-02-01 00:00:00
Backtesting to 2023-03-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 28 / 1.0
Starting balance 10000 USDT
Final balance 10351.448 USDT
Absolute profit 351.448 USDT
Total profit % 3.51%
CAGR % 56.87%
Sortino -100.00
Sharpe 10.32
Calmar 267.60
Profit factor 4.77
Expectancy (Ratio) 12.55 (0.13)
Trades per day 1.0
Avg. daily profit % 0.13%
Avg. stake amount 797.889 USDT
Total trade volume 22340.902 USDT
Best Pair CKB/USDT 0.86%
Worst Pair ATOM/USDT -0.93%
Best trade CHR/USDT 6.44%
Worst trade ATOM/USDT -5.50%
Best day 72.68 USDT
Worst day -57.488 USDT
Days win/draw/lose 14 / 13 / 1
Avg. Duration Winners 1 day, 1:41:00
Avg. Duration Loser 10 days, 3:55:00
Max Consecutive Wins / Loss 25 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10010.813 USDT
Max balance 10408.935 USDT
Max % of account underwater 0.90%
Absolute Drawdown (Account) 0.90%
Absolute Drawdown 93.275 USDT
Drawdown high 408.935 USDT
Drawdown low 315.66 USDT
Drawdown Start 2023-02-27 14:15:00
Drawdown End 2023-03-01 00:00:00
Market change 12.24%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 28 1.75 351.448 3.51 1 day, 9:29:00 27 0 1 96.4 93.275 USDT 0.90%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230301-20230401

Current Previous v14.1.612 v14.1.605
Average Duration 6 days, 6:25:00 6 days, 6:25:00 5 days, 15:24:00 5 days, 15:24:00
Market Change -2.19 % -2.19 % -2.19 % -2.19 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.43 % 1.43 % 1.48 % 1.48 %
Profit Sum 12.83 % 12.83 % 14.8 % 14.83 %
Profit Total 1.23 % 1.23 % 1.74 % 1.85 %
Trades 9 9 10 10
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETH/USDT 1 1.60 40.944 0.41 29 days, 22:00:00 1 0 0 100
NEO/USDT 1 2.93 24.207 0.24 6:05:00 1 0 0 100
GRT/USDT 1 2.62 21.726 0.22 0:37:00 1 0 0 100
VELO/USDT 3 1.16 16.800 0.17 1:34:00 3 0 0 100
STX/USDT 1 1.04 8.561 0.09 0:06:00 1 0 0 100
EOS/USDT 1 0.16 7.743 0.08 26 days, 0:15:00 1 0 0 100
FIL/USDT 1 1.01 3.343 0.03 0:04:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 9 1.43 123.325 1.23 6 days, 6:25:00 9 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETH/USDT 1 1.60 40.944 0.41 29 days, 22:00:00 1 0 0 100
EOS/USDT 1 0.16 7.743 0.08 26 days, 0:15:00 1 0 0 100
TOTAL 2 0.88 48.687 0.49 27 days, 23:08:00 2 0 0 100

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 2 0.88 48.687 0.49 27 days, 23:08:00 2 0 0 100
107 2 1.83 30.287 0.30 0:22:00 2 0 0 100
46 1 2.93 24.207 0.24 6:05:00 1 0 0 100
61 3 1.13 11.266 0.11 1:17:00 3 0 0 100
44 1 1.07 8.878 0.09 0:55:00 1 0 0 100
TOTAL 9 1.43 123.325 1.23 6 days, 6:25:00 9 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
force_exit 2 0.88 48.687 0.49 27 days, 23:08:00 2 0 0 100
exit_long_quick_w_2_2 ( 46 ) 1 2.93 24.207 0.24 6:05:00 1 0 0 100
exit_profit_long_rapid_max_m ( 107 ) 1 2.62 21.726 0.22 0:37:00 1 0 0 100
exit_profit_long_quick_max_m ( 44 ) 1 1.07 8.878 0.09 0:55:00 1 0 0 100
exit_long_rapid_u_1 ( 107 ) 1 1.04 8.561 0.09 0:06:00 1 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 2 1.20 7.922 0.08 1:53:00 2 0 0 100
exit_long_rebuy_u_1 ( 61 ) 1 1.01 3.343 0.03 0:04:00 1 0 0 100
TOTAL 9 1.43 123.325 1.23 6 days, 6:25:00 9 0 0 100

SUMMARY METRICS

Metric Value
Backtesting from 2023-03-01 00:00:00
Backtesting to 2023-04-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 9 / 0.29
Starting balance 10000 USDT
Final balance 10123.325 USDT
Absolute profit 123.325 USDT
Total profit % 1.23%
CAGR % 15.53%
Sortino -100.00
Sharpe 6.33
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 13.70 (100.00)
Trades per day 0.29
Avg. daily profit % 0.04%
Avg. stake amount 514.106 USDT
Total trade volume 4626.953 USDT
Best Pair VELO/USDT 0.17%
Worst Pair AAVE/USDT 0.00%
Best trade NEO/USDT 2.93%
Worst trade EOS/USDT 0.16%
Best day 48.687 USDT
Worst day 0 USDT
Days win/draw/lose 8 / 21 / 0
Avg. Duration Winners 6 days, 6:25:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 9 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change -2.19%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 9 1.43 123.325 1.23 6 days, 6:25:00 9 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230401-20230501

Current Previous v14.1.612 v14.1.605
Average Duration 7 days, 8:37:00 7 days, 8:37:00 7 days, 8:37:00 7 days, 8:37:00
Market Change 0.62 % 0.62 % 0.62 % 0.62 %
Max Drawdown 0.4872 % 0.4872 % 0.8767 % 0.944 %
Profit Mean 0.99 % 0.99 % 0.93 % 0.87 %
Profit Sum 8.9 % 8.9 % 8.35 % 7.81 %
Profit Total 0.45 % 0.45 % 0.11 % 0.0 %
Trades 9 9 9 9
Win Rate 77.78 % 77.78 % 77.78 % 77.78 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DEGO/USDT 2 1.36 27.387 0.27 3 days, 11:45:00 2 0 0 100
UOS/USDT 1 2.18 18.109 0.18 22:00:00 1 0 0 100
MLK/USDT 1 1.60 13.208 0.13 7:30:00 1 0 0 100
SNX/USDT 1 1.44 12.007 0.12 9:05:00 1 0 0 100
CKB/USDT 1 1.42 11.856 0.12 5:00:00 1 0 0 100
XRP/USDT 1 1.40 11.588 0.12 7:55:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 1 -0.61 -9.995 -0.10 28 days, 11:10:00 0 0 1 0
LINK/USDT 1 -1.25 -39.188 -0.39 28 days, 15:25:00 0 0 1 0
TOTAL 9 0.99 44.974 0.45 7 days, 8:37:00 7 0 2 77.8

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETH/USDT 1 -0.61 -9.995 -0.10 28 days, 11:10:00 0 0 1 0
LINK/USDT 1 -1.25 -39.188 -0.39 28 days, 15:25:00 0 0 1 0
TOTAL 2 -0.93 -49.182 -0.49 28 days, 13:18:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 6 1.55 77.524 0.78 9:12:00 6 0 0 100
107 1 1.43 16.632 0.17 6 days, 19:45:00 1 0 0 100
120 2 -0.93 -49.182 -0.49 28 days, 13:18:00 0 0 2 0
TOTAL 9 0.99 44.974 0.45 7 days, 8:37:00 7 0 2 77.8

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_quick_w_2_12 ( 46 ) 1 2.18 18.109 0.18 22:00:00 1 0 0 100
exit_long_rapid_w_2_1 ( 107 ) 1 1.43 16.632 0.17 6 days, 19:45:00 1 0 0 100
exit_long_quick_2_1_1 ( 46 ) 1 1.60 13.208 0.13 7:30:00 1 0 0 100
exit_long_quick_w_1_4 ( 46 ) 1 1.44 12.007 0.12 9:05:00 1 0 0 100
exit_profit_long_quick_max_m ( 46 ) 1 1.42 11.856 0.12 5:00:00 1 0 0 100
exit_long_quick_w_1_2 ( 46 ) 1 1.40 11.588 0.12 7:55:00 1 0 0 100
exit_long_quick_w_1_21 ( 46 ) 1 1.28 10.755 0.11 3:45:00 1 0 0 100
force_exit 2 -0.93 -49.182 -0.49 28 days, 13:18:00 0 0 2 0
TOTAL 9 0.99 44.974 0.45 7 days, 8:37:00 7 0 2 77.8

SUMMARY METRICS

Metric Value
Backtesting from 2023-04-01 00:00:00
Backtesting to 2023-05-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 9 / 0.3
Starting balance 10000 USDT
Final balance 10044.974 USDT
Absolute profit 44.974 USDT
Total profit % 0.45%
CAGR % 5.61%
Sortino 1.96
Sharpe 1.65
Calmar 58.78
Profit factor 1.91
Expectancy (Ratio) 5.00 (0.20)
Trades per day 0.3
Avg. daily profit % 0.01%
Avg. stake amount 787.746 USDT
Total trade volume 7089.717 USDT
Best Pair DEGO/USDT 0.27%
Worst Pair LINK/USDT -0.39%
Best trade UOS/USDT 2.18%
Worst trade LINK/USDT -1.25%
Best day 30.117 USDT
Worst day -49.182 USDT
Days win/draw/lose 5 / 23 / 1
Avg. Duration Winners 1 day, 7:17:00
Avg. Duration Loser 28 days, 13:18:00
Max Consecutive Wins / Loss 7 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10013.208 USDT
Max balance 10094.156 USDT
Max % of account underwater 0.49%
Absolute Drawdown (Account) 0.49%
Absolute Drawdown 49.182 USDT
Drawdown high 94.156 USDT
Drawdown low 44.974 USDT
Drawdown Start 2023-04-18 22:45:00
Drawdown End 2023-05-01 00:00:00
Market change 0.62%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 9 0.99 44.974 0.45 7 days, 8:37:00 7 0 2 77.8 49.182 USDT 0.49%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230501-20230601

Current Previous v14.1.612 v14.1.605
Average Duration 5 days, 7:04:00 5 days, 7:04:00 5 days, 7:04:00 5 days, 7:04:00
Market Change -10.08 % -10.08 % -10.08 % -10.08 %
Max Drawdown 0.01 % 0.01 % 0.0402 % 0.0693 %
Profit Mean 1.82 % 1.82 % 1.92 % 1.88 %
Profit Sum 9.11 % 9.11 % 9.62 % 9.4 %
Profit Total 0.71 % 0.71 % 0.83 % 0.8 %
Trades 5 5 5 5
Win Rate 80.0 % 80.0 % 80.0 % 80.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DAG/USDT 2 3.82 63.133 0.63 15:55:00 2 0 0 100
ETH/USDT 1 0.55 5.449 0.05 10 days, 19:30:00 1 0 0 100
NWC/USDT 1 1.00 3.324 0.03 1 day, 16:01:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 1 -0.07 -1.011 -0.01 12 days, 16:00:00 0 0 1 0
TOTAL 5 1.82 70.895 0.71 5 days, 7:04:00 4 0 1 80.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETH/USDT 1 0.55 5.449 0.05 10 days, 19:30:00 1 0 0 100
LTC/USDT 1 -0.07 -1.011 -0.01 12 days, 16:00:00 0 0 1 0
TOTAL 2 0.24 4.437 0.04 11 days, 17:45:00 1 0 1 50.0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
7 61 1 4.89 40.390 0.40 23:00:00 1 0 0 100
12 1 2.74 22.743 0.23 8:50:00 1 0 0 100
120 2 0.24 4.437 0.04 11 days, 17:45:00 1 0 1 50.0
61 1 1.00 3.324 0.03 1 day, 16:01:00 1 0 0 100
TOTAL 5 1.82 70.895 0.71 5 days, 7:04:00 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_long_normal_3_1_1 ( 7 61 ) 1 4.89 40.390 0.40 23:00:00 1 0 0 100
exit_long_normal_w_2_21 ( 12 ) 1 2.74 22.743 0.23 8:50:00 1 0 0 100
force_exit 2 0.24 4.437 0.04 11 days, 17:45:00 1 0 1 50.0
exit_long_rebuy_3_1_1 ( 61 ) 1 1.00 3.324 0.03 1 day, 16:01:00 1 0 0 100
TOTAL 5 1.82 70.895 0.71 5 days, 7:04:00 4 0 1 80.0

SUMMARY METRICS

Metric Value
Backtesting from 2023-05-01 00:00:00
Backtesting to 2023-06-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 5 / 0.16
Starting balance 10000 USDT
Final balance 10070.895 USDT
Absolute profit 70.895 USDT
Total profit % 0.71%
CAGR % 8.67%
Sortino -100.00
Sharpe 2.84
Calmar 4352.05
Profit factor 71.11
Expectancy (Ratio) 14.18 (14.02)
Trades per day 0.16
Avg. daily profit % 0.02%
Avg. stake amount 592.377 USDT
Total trade volume 2961.884 USDT
Best Pair DAG/USDT 0.63%
Worst Pair LTC/USDT -0.01%
Best trade DAG/USDT 4.89%
Worst trade LTC/USDT -0.07%
Best day 40.39 USDT
Worst day 0 USDT
Days win/draw/lose 4 / 26 / 0
Avg. Duration Winners 3 days, 10:50:00
Avg. Duration Loser 12 days, 16:00:00
Max Consecutive Wins / Loss 4 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10040.39 USDT
Max balance 10071.906 USDT
Max % of account underwater 0.01%
Absolute Drawdown (Account) 0.01%
Absolute Drawdown 1.011 USDT
Drawdown high 71.906 USDT
Drawdown low 70.895 USDT
Drawdown Start 2023-06-01 00:00:00
Drawdown End 2023-06-01 00:00:00
Market change -10.08%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 5 1.82 70.895 0.71 5 days, 7:04:00 4 0 1 80.0 1.011 USDT 0.01%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230601-20230701

Current Previous v14.1.612 v14.1.605
Average Duration 4 days, 7:16:00 4 days, 7:16:00 4 days, 7:16:00 4 days, 7:16:00
Market Change -3.43 % -3.43 % -3.43 % -3.43 %
Max Drawdown 0.1444 % 0.1444 % 0.1443 % 0.2633 %
Profit Mean 1.58 % 1.58 % 1.6 % 1.38 %
Profit Sum 12.62 % 12.62 % 12.79 % 11.02 %
Profit Total 1.34 % 1.34 % 1.41 % 1.41 %
Trades 8 8 8 8
Win Rate 87.5 % 87.5 % 87.5 % 75.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LTC/USDT 1 1.74 54.841 0.55 22 days, 20:15:00 1 0 0 100
NOIA/USDT 1 3.72 30.682 0.31 0:03:00 1 0 0 100
XRP/USDT 2 1.38 25.208 0.25 4 days, 0:15:00 2 0 0 100
DAG/USDT 1 2.43 20.127 0.20 0:45:00 1 0 0 100
VELO/USDT 1 2.72 9.108 0.09 2:27:00 1 0 0 100
EWT/USDT 1 1.01 8.364 0.08 0:12:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 1 -1.75 -14.643 -0.15 3 days, 10:00:00 0 0 1 0
TOTAL 8 1.58 133.686 1.34 4 days, 7:16:00 7 0 1 87.5

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LTC/USDT 1 1.74 54.841 0.55 22 days, 20:15:00 1 0 0 100
XRP/USDT 1 0.69 8.033 0.08 7 days, 14:10:00 1 0 0 100
UOS/USDT 1 -1.75 -14.643 -0.15 3 days, 10:00:00 0 0 1 0
TOTAL 3 0.23 48.231 0.48 11 days, 6:48:00 2 0 1 66.7

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 2 1.22 62.875 0.63 15 days, 5:12:00 2 0 0 100
50 1 3.72 30.682 0.31 0:03:00 1 0 0 100
103 1 2.43 20.127 0.20 0:45:00 1 0 0 100
61 1 2.72 9.108 0.09 2:27:00 1 0 0 100
101 1 1.01 8.364 0.08 0:12:00 1 0 0 100
46 2 0.16 2.531 0.03 1 day, 22:10:00 1 0 1 50.0
TOTAL 8 1.58 133.686 1.34 4 days, 7:16:00 7 0 1 87.5

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
force_exit 3 0.23 48.231 0.48 11 days, 6:48:00 2 0 1 66.7
exit_long_quick_u_3 ( 50 ) 1 3.72 30.682 0.31 0:03:00 1 0 0 100
exit_long_rapid_d_2_24 ( 103 ) 1 2.43 20.127 0.20 0:45:00 1 0 0 100
exit_long_quick_q_3 ( 46 ) 1 2.07 17.174 0.17 10:20:00 1 0 0 100
exit_long_rebuy_d_2_1 ( 61 ) 1 2.72 9.108 0.09 2:27:00 1 0 0 100
exit_long_rapid_u_1 ( 101 ) 1 1.01 8.364 0.08 0:12:00 1 0 0 100
TOTAL 8 1.58 133.686 1.34 4 days, 7:16:00 7 0 1 87.5

SUMMARY METRICS

Metric Value
Backtesting from 2023-06-01 00:00:00
Backtesting to 2023-07-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 8 / 0.27
Starting balance 10000 USDT
Final balance 10133.686 USDT
Absolute profit 133.686 USDT
Total profit % 1.34%
CAGR % 17.54%
Sortino -100.00
Sharpe 4.51
Calmar 589.55
Profit factor 10.13
Expectancy (Ratio) 16.71 (1.14)
Trades per day 0.27
Avg. daily profit % 0.04%
Avg. stake amount 601.545 USDT
Total trade volume 4812.363 USDT
Best Pair NOIA/USDT 0.31%
Worst Pair UOS/USDT -0.15%
Best trade NOIA/USDT 3.72%
Worst trade UOS/USDT -1.75%
Best day 48.231 USDT
Worst day 0 USDT
Days win/draw/lose 6 / 25 / 0
Avg. Duration Winners 4 days, 10:19:00
Avg. Duration Loser 3 days, 10:00:00
Max Consecutive Wins / Loss 6 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10030.682 USDT
Max balance 10140.296 USDT
Max % of account underwater 0.14%
Absolute Drawdown (Account) 0.14%
Absolute Drawdown 14.643 USDT
Drawdown high 140.296 USDT
Drawdown low 125.653 USDT
Drawdown Start 2023-07-01 00:00:00
Drawdown End 2023-07-01 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 Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 8 1.58 133.686 1.34 4 days, 7:16:00 7 0 1 87.5 14.643 USDT 0.14%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230701-20230801

Current Previous v14.1.612 v14.1.605
Average Duration 9 days, 9:22:00 9 days, 9:22:00 9 days, 9:22:00 9 days, 9:22:00
Market Change 2.03 % 2.03 % 2.03 % 2.03 %
Max Drawdown 0.603 % 0.603 % 0.7738 % 0.7762 %
Profit Mean 0.07 % 0.07 % 0.15 % 0.11 %
Profit Sum 0.57 % 0.57 % 1.18 % 0.87 %
Profit Total 0.26 % 0.26 % 0.46 % 0.23 %
Trades 8 8 8 8
Win Rate 75.0 % 75.0 % 75.0 % 75.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
FIL/USDT 3 1.62 41.415 0.41 4 days, 4:19:00 3 0 0 100
XRP/USDT 1 0.96 33.392 0.33 29 days, 14:00:00 1 0 0 100
MKR/USDT 2 0.68 11.336 0.11 0:04:00 2 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 1 -3.24 -29.663 -0.30 16 days, 17:55:00 0 0 1 0
BTC/USDT 1 -3.38 -30.955 -0.31 16 days, 6:00:00 0 0 1 0
TOTAL 8 0.07 25.525 0.26 9 days, 9:22:00 6 0 2 75.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XRP/USDT 1 0.96 33.392 0.33 29 days, 14:00:00 1 0 0 100
ETH/USDT 1 -3.24 -29.663 -0.30 16 days, 17:55:00 0 0 1 0
BTC/USDT 1 -3.38 -30.955 -0.31 16 days, 6:00:00 0 0 1 0
TOTAL 3 -1.88 -27.227 -0.27 20 days, 20:38:00 1 0 2 33.3

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 4 0.37 10.460 0.10 7 days, 4:44:00 3 0 1 75.0
26 50 1 1.10 9.124 0.09 0:07:00 1 0 0 100
120 2 -1.14 3.728 0.04 23 days, 3:58:00 1 0 1 50.0
50 1 0.27 2.212 0.02 0:01:00 1 0 0 100
TOTAL 8 0.07 25.525 0.26 9 days, 9:22:00 6 0 2 75.0

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_quick_w_2_2 ( 46 ) 1 2.89 23.828 0.24 1 day, 6:55:00 1 0 0 100
exit_long_quick_2_1_1 ( 46 ) 1 1.44 13.165 0.13 5 days, 1:15:00 1 0 0 100
exit_long_pump_u_1 ( 26 50 ) 1 1.10 9.124 0.09 0:07:00 1 0 0 100
exit_long_quick_w_0_1 ( 46 ) 1 0.53 4.423 0.04 6 days, 4:46:00 1 0 0 100
exit_long_quick_d_0_10 ( 50 ) 1 0.27 2.212 0.02 0:01:00 1 0 0 100
force_exit 3 -1.88 -27.227 -0.27 20 days, 20:38:00 1 0 2 33.3
TOTAL 8 0.07 25.525 0.26 9 days, 9:22:00 6 0 2 75.0

SUMMARY METRICS

Metric Value
Backtesting from 2023-07-01 00:00:00
Backtesting to 2023-08-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 8 / 0.26
Starting balance 10000 USDT
Final balance 10025.525 USDT
Absolute profit 25.525 USDT
Total profit % 0.26%
CAGR % 3.05%
Sortino 24.36
Sharpe 0.73
Calmar 26.09
Profit factor 1.42
Expectancy (Ratio) 3.19 (0.11)
Trades per day 0.26
Avg. daily profit % 0.01%
Avg. stake amount 859.355 USDT
Total trade volume 6874.841 USDT
Best Pair FIL/USDT 0.41%
Worst Pair BTC/USDT -0.31%
Best trade FIL/USDT 2.89%
Worst trade BTC/USDT -3.38%
Best day 23.828 USDT
Worst day -27.227 USDT
Days win/draw/lose 4 / 25 / 1
Avg. Duration Winners 7 days, 0:31:00
Avg. Duration Loser 16 days, 11:58:00
Max Consecutive Wins / Loss 5 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9992.133 USDT
Max balance 10052.751 USDT
Max % of account underwater 0.60%
Absolute Drawdown (Account) 0.60%
Absolute Drawdown 60.619 USDT
Drawdown high 52.751 USDT
Drawdown low -7.867 USDT
Drawdown Start 2023-07-20 14:15:00
Drawdown End 2023-08-01 00:00:00
Market change 2.03%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 8 0.07 25.525 0.26 9 days, 9:22:00 6 0 2 75.0 60.619 USDT 0.60%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230801-20230901

Current Previous v14.1.612 v14.1.605
Average Duration 14 days, 1:12:00 14 days, 1:12:00 14 days, 1:12:00 14 days, 1:12:00
Market Change -13.37 % -13.37 % -13.37 % -13.37 %
Max Drawdown 2.1035 % 2.1035 % 1.5542 % 0.8932 %
Profit Mean -0.7 % -0.7 % 0.38 % 0.61 %
Profit Sum -3.49 % -3.49 % 1.9 % 3.07 %
Profit Total -1.82 % -1.82 % -0.84 % -0.29 %
Trades 5 5 5 5
Win Rate 60.0 % 60.0 % 80.0 % 80.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
TRX/USDT 1 1.32 10.705 0.11 4 days, 0:40:00 1 0 0 100
AKRO/USDT 1 1.09 9.862 0.10 5 days, 0:56:00 1 0 0 100
UOS/USDT 1 1.04 8.635 0.09 11:22:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 1 -2.37 -45.040 -0.45 30 days, 21:30:00 0 0 1 0
BCH/USDT 1 -4.56 -165.926 -1.66 29 days, 19:30:00 0 0 1 0
TOTAL 5 -0.70 -181.763 -1.82 14 days, 1:12:00 3 0 2 60.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LINK/USDT 1 -2.37 -45.040 -0.45 30 days, 21:30:00 0 0 1 0
BCH/USDT 1 -4.56 -165.926 -1.66 29 days, 19:30:00 0 0 1 0
TOTAL 2 -3.47 -210.966 -2.11 30 days, 8:30:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 2 1.18 19.340 0.19 2 days, 6:01:00 2 0 0 100
102 1 1.09 9.862 0.10 5 days, 0:56:00 1 0 0 100
120 2 -3.47 -210.966 -2.11 30 days, 8:30:00 0 0 2 0
TOTAL 5 -0.70 -181.763 -1.82 14 days, 1:12:00 3 0 2 60.0

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_quick_w_1_4 ( 46 ) 1 1.32 10.705 0.11 4 days, 0:40:00 1 0 0 100
exit_long_rapid_rpd_1 ( 102 ) 1 1.09 9.862 0.10 5 days, 0:56:00 1 0 0 100
exit_profit_long_quick_max_m ( 46 ) 1 1.04 8.635 0.09 11:22:00 1 0 0 100
force_exit 2 -3.47 -210.966 -2.11 30 days, 8:30:00 0 0 2 0
TOTAL 5 -0.70 -181.763 -1.82 14 days, 1:12:00 3 0 2 60.0

SUMMARY METRICS

Metric Value
Backtesting from 2023-08-01 00:00:00
Backtesting to 2023-09-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 5 / 0.16
Starting balance 10000 USDT
Final balance 9818.237 USDT
Absolute profit -181.763 USDT
Total profit % -1.82%
CAGR % -19.42%
Sortino -1.85
Sharpe -1.64
Calmar -53.25
Profit factor 0.14
Expectancy (Ratio) -36.35 (-0.34)
Trades per day 0.16
Avg. daily profit % -0.06%
Avg. stake amount 672.787 USDT
Total trade volume 3363.937 USDT
Best Pair TRX/USDT 0.11%
Worst Pair BCH/USDT -1.66%
Best trade TRX/USDT 1.32%
Worst trade BCH/USDT -4.56%
Best day 10.705 USDT
Worst day -210.966 USDT
Days win/draw/lose 3 / 22 / 1
Avg. Duration Winners 3 days, 4:19:00
Avg. Duration Loser 30 days, 8:30:00
Max Consecutive Wins / Loss 3 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9818.237 USDT
Max balance 10029.202 USDT
Max % of account underwater 2.10%
Absolute Drawdown (Account) 2.10%
Absolute Drawdown 210.966 USDT
Drawdown high 29.202 USDT
Drawdown low -181.763 USDT
Drawdown Start 2023-08-29 16:40:00
Drawdown End 2023-09-01 00:00:00
Market change -13.37%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 5 -0.70 -181.763 -1.82 14 days, 1:12:00 3 0 2 60.0 210.966 USDT 2.10%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20230901-20231001

Current Previous v14.1.612 v14.1.605
Average Duration 21 days, 4:55:00 21 days, 4:55:00 21 days, 4:55:00 21 days, 4:55:00
Market Change 3.0 % 3.0 % 3.0 % 3.0 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.6 % 1.6 % 1.64 % 1.37 %
Profit Sum 1.6 % 1.6 % 1.64 % 1.37 %
Profit Total 0.37 % 0.37 % 0.42 % 0.41 %
Trades 1 1 1 1
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BCH/USDT 1 1.60 37.085 0.37 21 days, 4:55:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 1 1.60 37.085 0.37 21 days, 4:55:00 1 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BCH/USDT 1 1.60 37.085 0.37 21 days, 4:55:00 1 0 0 100
TOTAL 1 1.60 37.085 0.37 21 days, 4:55:00 1 0 0 100

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 1 1.60 37.085 0.37 21 days, 4:55:00 1 0 0 100
TOTAL 1 1.60 37.085 0.37 21 days, 4:55:00 1 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 1.60 37.085 0.37 21 days, 4:55:00 1 0 0 100
TOTAL 1 1.60 37.085 0.37 21 days, 4:55:00 1 0 0 100

SUMMARY METRICS

Metric Value
Backtesting from 2023-09-01 00:00:00
Backtesting to 2023-10-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 1 / 0.03
Starting balance 10000 USDT
Final balance 10037.085 USDT
Absolute profit 37.085 USDT
Total profit % 0.37%
CAGR % 4.61%
Sortino -100.00
Sharpe -100.00
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 37.08 (100.00)
Trades per day 0.03
Avg. daily profit % 0.01%
Avg. stake amount 330.249 USDT
Total trade volume 330.249 USDT
Best Pair BCH/USDT 0.37%
Worst Pair AAVE/USDT 0.00%
Best trade BCH/USDT 1.60%
Worst trade BCH/USDT 1.60%
Best day 37.085 USDT
Worst day 37.085 USDT
Days win/draw/lose 1 / 0 / 0
Avg. Duration Winners 21 days, 4:55:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 1 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change 3.00%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 1 1.60 37.085 0.37 21 days, 4:55:00 1 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20231001-20231101

Current Previous v14.1.612 v14.1.605
Average Duration 8 days, 17:53:00 8 days, 17:53:00 8 days, 17:53:00 8 days, 17:53:00
Market Change 15.87 % 15.87 % 15.87 % 15.87 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 2.99 % 2.99 % 2.9 % 2.88 %
Profit Sum 23.9 % 23.9 % 23.18 % 23.07 %
Profit Total 2.63 % 2.63 % 2.89 % 2.92 %
Trades 8 8 8 8
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
WIN/USDT 1 9.40 77.680 0.78 14 days, 4:10:00 1 0 0 100
EWT/USDT 2 3.77 63.380 0.63 0:28:00 2 0 0 100
XLM/USDT 1 1.83 52.937 0.53 29 days, 17:45:00 1 0 0 100
XRP/USDT 1 1.83 47.037 0.47 25 days, 0:15:00 1 0 0 100
STX/USDT 1 1.89 15.642 0.16 22:00:00 1 0 0 100
VIDT/USDT 1 1.10 3.703 0.04 1:05:00 1 0 0 100
AAVE/USDT 1 0.30 2.478 0.02 0:53:00 1 0 0 100
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NWC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 8 2.99 262.858 2.63 8 days, 17:53:00 8 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XLM/USDT 1 1.83 52.937 0.53 29 days, 17:45:00 1 0 0 100
XRP/USDT 1 1.83 47.037 0.47 25 days, 0:15:00 1 0 0 100
TOTAL 2 1.83 99.974 1.00 27 days, 9:00:00 2 0 0 100

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 2 1.83 99.974 1.00 27 days, 9:00:00 2 0 0 100
46 3 3.87 95.800 0.96 5 days, 1:01:00 3 0 0 100
50 1 5.54 46.579 0.47 0:55:00 1 0 0 100
11 26 50 1 2.00 16.802 0.17 0:01:00 1 0 0 100
61 1 1.10 3.703 0.04 1:05:00 1 0 0 100
TOTAL 8 2.99 262.858 2.63 8 days, 17:53:00 8 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
force_exit 2 1.83 99.974 1.00 27 days, 9:00:00 2 0 0 100
exit_long_quick_2_1_1 ( 46 ) 1 9.40 77.680 0.78 14 days, 4:10:00 1 0 0 100
exit_long_quick_d_5_1 ( 50 ) 1 5.54 46.579 0.47 0:55:00 1 0 0 100
exit_long_normal_u_2 ( 11 26 50 ) 1 2.00 16.802 0.17 0:01:00 1 0 0 100
exit_long_quick_1_1_1 ( 46 ) 1 1.89 15.642 0.16 22:00:00 1 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 1 1.10 3.703 0.04 1:05:00 1 0 0 100
exit_long_quick_d_0_20 ( 46 ) 1 0.30 2.478 0.02 0:53:00 1 0 0 100
TOTAL 8 2.99 262.858 2.63 8 days, 17:53:00 8 0 0 100

SUMMARY METRICS

Metric Value
Backtesting from 2023-10-01 00:00:00
Backtesting to 2023-11-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 8 / 0.26
Starting balance 10000 USDT
Final balance 10262.858 USDT
Absolute profit 262.858 USDT
Total profit % 2.63%
CAGR % 35.73%
Sortino -100.00
Sharpe 6.40
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 32.86 (100.00)
Trades per day 0.26
Avg. daily profit % 0.08%
Avg. stake amount 561.461 USDT
Total trade volume 4491.691 USDT
Best Pair WIN/USDT 0.78%
Worst Pair ADA/USDT 0.00%
Best trade WIN/USDT 9.40%
Worst trade AAVE/USDT 0.30%
Best day 99.974 USDT
Worst day 0 USDT
Days win/draw/lose 6 / 23 / 0
Avg. Duration Winners 8 days, 17:53:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 8 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change 15.87%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 8 2.99 262.858 2.63 8 days, 17:53:00 8 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20231101-20231201

Current Previous v14.1.612 v14.1.605
Average Duration 4 days, 19:30:00 4 days, 19:30:00 4 days, 19:30:00 4 days, 19:30:00
Market Change 18.62 % 18.62 % 18.62 % 18.62 %
Max Drawdown 0.2736 % 0.2736 % 0.3766 % 0.4939 %
Profit Mean 0.9 % 0.9 % 0.86 % 0.8 %
Profit Sum 9.9 % 9.9 % 9.43 % 8.77 %
Profit Total 0.83 % 0.83 % 0.7 % 0.54 %
Trades 11 11 11 11
Win Rate 81.82 % 81.82 % 81.82 % 81.82 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DAG/USDT 2 2.21 36.672 0.37 4:25:00 2 0 0 100
VET/USDT 1 1.20 24.061 0.24 12 days, 18:15:00 1 0 0 100
NIM/USDT 1 1.79 14.814 0.15 5:00:00 1 0 0 100
MLK/USDT 1 1.19 9.963 0.10 0:40:00 1 0 0 100
BTT/USDT 1 1.09 9.036 0.09 10:21:00 1 0 0 100
ARPA/USDT 1 1.03 8.520 0.09 1:21:00 1 0 0 100
NWC/USDT 1 1.38 4.587 0.05 0:03:00 1 0 0 100
UOS/USDT 1 0.34 2.857 0.03 2:05:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 1 -0.01 -0.166 -0.00 25 days, 9:00:00 0 0 1 0
NEO/USDT 1 -2.53 -27.435 -0.27 13 days, 15:00:00 0 0 1 0
TOTAL 11 0.90 82.910 0.83 4 days, 19:30:00 9 0 2 81.8

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VET/USDT 1 1.20 24.061 0.24 12 days, 18:15:00 1 0 0 100
BCH/USDT 1 -0.01 -0.166 -0.00 25 days, 9:00:00 0 0 1 0
NEO/USDT 1 -2.53 -27.435 -0.27 13 days, 15:00:00 0 0 1 0
TOTAL 3 -0.45 -3.540 -0.04 17 days, 6:05:00 1 0 2 33.3

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 6 0.87 36.751 0.37 2 days, 10:51:00 5 0 1 83.3
120 2 0.60 23.895 0.24 19 days, 1:38:00 1 0 1 50.0
10 1 1.11 9.156 0.09 0:50:00 1 0 0 100
13 1 1.03 8.520 0.09 1:21:00 1 0 0 100
61 1 1.38 4.587 0.05 0:03:00 1 0 0 100
TOTAL 11 0.90 82.910 0.83 4 days, 19:30:00 9 0 2 81.8

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
exit_long_quick_w_3_9 ( 46 ) 1 3.32 27.516 0.28 8:00:00 1 0 0 100
exit_long_quick_w_1_2 ( 46 ) 1 1.79 14.814 0.15 5:00:00 1 0 0 100
exit_long_quick_2_1_1 ( 46 ) 1 1.19 9.963 0.10 0:40:00 1 0 0 100
exit_long_normal_d_1_24 ( 10 ) 1 1.11 9.156 0.09 0:50:00 1 0 0 100
exit_long_quick_w_1_5 ( 46 ) 1 1.09 9.036 0.09 10:21:00 1 0 0 100
exit_profit_long_normal_max_m ( 13 ) 1 1.03 8.520 0.09 1:21:00 1 0 0 100
exit_long_rebuy_u_1 ( 61 ) 1 1.38 4.587 0.05 0:03:00 1 0 0 100
exit_long_quick_d_0_20 ( 46 ) 1 0.34 2.857 0.03 2:05:00 1 0 0 100
force_exit 3 -0.45 -3.540 -0.04 17 days, 6:05:00 1 0 2 33.3
TOTAL 11 0.90 82.910 0.83 4 days, 19:30:00 9 0 2 81.8

SUMMARY METRICS

Metric Value
Backtesting from 2023-11-01 00:00:00
Backtesting to 2023-12-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 11 / 0.37
Starting balance 10000 USDT
Final balance 10082.91 USDT
Absolute profit 82.91 USDT
Total profit % 0.83%
CAGR % 10.57%
Sortino 3.87
Sharpe 3.87
Calmar 192.95
Profit factor 4.00
Expectancy (Ratio) 7.54 (0.55)
Trades per day 0.37
Avg. daily profit % 0.03%
Avg. stake amount 714.834 USDT
Total trade volume 7863.171 USDT
Best Pair DAG/USDT 0.37%
Worst Pair NEO/USDT -0.27%
Best trade DAG/USDT 3.32%
Worst trade NEO/USDT -2.53%
Best day 27.516 USDT
Worst day -3.54 USDT
Days win/draw/lose 7 / 16 / 1
Avg. Duration Winners 1 day, 13:11:00
Avg. Duration Loser 19 days, 12:00:00
Max Consecutive Wins / Loss 8 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10014.814 USDT
Max balance 10086.449 USDT
Max % of account underwater 0.27%
Absolute Drawdown (Account) 0.27%
Absolute Drawdown 27.601 USDT
Drawdown high 86.449 USDT
Drawdown low 58.849 USDT
Drawdown Start 2023-11-27 00:40:00
Drawdown End 2023-12-01 00:00:00
Market change 18.62%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 11 0.90 82.910 0.83 4 days, 19:30:00 9 0 2 81.8 27.601 USDT 0.27%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20231201-20240101

Current Previous v14.1.612 v14.1.605
Average Duration 3 days, 7:46:00 3 days, 7:46:00 3 days, 7:45:00 3 days, 7:46:00
Market Change 31.34 % 31.34 % 31.34 % 31.34 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.72 % 1.72 % 1.7 % 1.67 %
Profit Sum 32.74 % 32.74 % 32.31 % 31.78 %
Profit Total 3.89 % 3.89 % 4.11 % 3.43 %
Trades 19 19 19 19
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DOT/USDT 1 1.53 110.259 1.10 28 days, 5:55:00 1 0 0 100
XRP/USDT 1 1.10 40.861 0.41 30 days, 23:15:00 1 0 0 100
NIM/USDT 1 3.95 32.739 0.33 2:50:00 1 0 0 100
DEGO/USDT 1 3.68 31.179 0.31 0:33:00 1 0 0 100
DAG/USDT 1 3.27 27.425 0.27 0:50:00 1 0 0 100
TEL/USDT 2 1.55 26.089 0.26 4:24:00 2 0 0 100
ALEPH/USDT 1 2.20 18.485 0.18 12:45:00 1 0 0 100
CKB/USDT 1 2.15 18.397 0.18 1:37:00 1 0 0 100
STX/USDT 1 1.46 12.368 0.12 1:20:00 1 0 0 100
VIDT/USDT 2 0.79 11.394 0.11 10:08:00 2 0 0 100
BTT/USDT 1 1.33 11.349 0.11 14:21:00 1 0 0 100
PRE/USDT 1 1.33 11.063 0.11 12:11:00 1 0 0 100
BTC/USDT 1 1.17 9.997 0.10 5:25:00 1 0 0 100
FIL/USDT 1 1.05 8.933 0.09 1:14:00 1 0 0 100
ETH/USDT 1 1.04 8.879 0.09 3:39:00 1 0 0 100
NWC/USDT 1 1.67 5.581 0.06 5:45:00 1 0 0 100
UOS/USDT 1 1.11 3.810 0.04 2:43:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NOIA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VELO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 19 1.72 388.809 3.89 3 days, 7:46:00 19 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DOT/USDT 1 1.53 110.259 1.10 28 days, 5:55:00 1 0 0 100
XRP/USDT 1 1.10 40.861 0.41 30 days, 23:15:00 1 0 0 100
TOTAL 2 1.32 151.120 1.51 29 days, 14:35:00 2 0 0 100

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 2 1.32 151.120 1.51 29 days, 14:35:00 2 0 0 100
13 2 3.82 63.918 0.64 1:42:00 2 0 0 100
46 5 1.43 60.705 0.61 4:50:00 5 0 0 100
23 1 3.27 27.425 0.27 0:50:00 1 0 0 100
107 1 2.20 18.485 0.18 12:45:00 1 0 0 100
41 61 1 2.04 17.045 0.17 8:45:00 1 0 0 100
21 1 1.33 11.349 0.11 14:21:00 1 0 0 100
61 3 1.07 10.809 0.11 9:13:00 3 0 0 100
44 1 1.17 9.976 0.10 1:05:00 1 0 0 100
47 1 1.06 9.044 0.09 0:04:00 1 0 0 100
48 1 1.05 8.933 0.09 1:14:00 1 0 0 100
TOTAL 19 1.72 388.809 3.89 3 days, 7:46:00 19 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
force_exit 2 1.32 151.120 1.51 29 days, 14:35:00 2 0 0 100
exit_long_normal_w_3_5 ( 13 ) 1 3.95 32.739 0.33 2:50:00 1 0 0 100
exit_profit_long_normal_max_m ( 13 ) 1 3.68 31.179 0.31 0:33:00 1 0 0 100
exit_long_pump_d_3_1 ( 23 ) 1 3.27 27.425 0.27 0:50:00 1 0 0 100
exit_long_rapid_3_1_1 ( 107 ) 1 2.20 18.485 0.18 12:45:00 1 0 0 100
exit_long_quick_q_3 ( 46 ) 1 2.15 18.397 0.18 1:37:00 1 0 0 100
exit_long_quick_q_3 ( 41 61 ) 1 2.04 17.045 0.17 8:45:00 1 0 0 100
exit_long_quick_w_1_7 ( 46 ) 1 1.46 12.368 0.12 1:20:00 1 0 0 100
exit_long_pump_3_1_1 ( 21 ) 1 1.33 11.349 0.11 14:21:00 1 0 0 100
exit_profit_long_quick_max_m ( 46 ) 1 1.33 11.063 0.11 12:11:00 1 0 0 100
exit_long_quick_w_1_12 ( 46 ) 1 1.17 9.997 0.10 5:25:00 1 0 0 100
exit_profit_long_quick_max_m ( 44 ) 1 1.17 9.976 0.10 1:05:00 1 0 0 100
exit_profit_long_quick_max_m ( 47 ) 1 1.06 9.044 0.09 0:04:00 1 0 0 100
exit_long_quick_d_1_24 ( 48 ) 1 1.05 8.933 0.09 1:14:00 1 0 0 100
exit_long_quick_1_1_1 ( 46 ) 1 1.04 8.879 0.09 3:39:00 1 0 0 100
exit_long_rebuy_w_1_2 ( 61 ) 1 1.67 5.581 0.06 5:45:00 1 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 1 1.11 3.810 0.04 2:43:00 1 0 0 100
exit_long_rebuy_w_0_2 ( 61 ) 1 0.41 1.418 0.01 19:10:00 1 0 0 100
TOTAL 19 1.72 388.809 3.89 3 days, 7:46:00 19 0 0 100

SUMMARY METRICS

Metric Value
Backtesting from 2023-12-01 00:00:00
Backtesting to 2024-01-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 19 / 0.61
Starting balance 10000 USDT
Final balance 10388.809 USDT
Absolute profit 388.809 USDT
Total profit % 3.89%
CAGR % 56.69%
Sortino -100.00
Sharpe 10.18
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 20.46 (100.00)
Trades per day 0.61
Avg. daily profit % 0.13%
Avg. stake amount 710.157 USDT
Total trade volume 13492.976 USDT
Best Pair NIM/USDT 0.33%
Worst Pair AAVE/USDT 0.00%
Best trade NIM/USDT 3.95%
Worst trade VIDT/USDT 0.41%
Best day 151.12 USDT
Worst day 0 USDT
Days win/draw/lose 12 / 17 / 0
Avg. Duration Winners 3 days, 7:46:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 19 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change 31.34%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 19 1.72 388.809 3.89 3 days, 7:46:00 19 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20240101-20240201

Current Previous v14.1.612 v14.1.605
Average Duration 3 days, 3:09:00 3 days, 3:09:00 3 days, 3:05:00 3 days, 3:16:00
Market Change -8.04 % -8.04 % -8.04 % -8.04 %
Max Drawdown 1.3564 % 1.3564 % 1.6166 % 1.8431 %
Profit Mean 1.03 % 1.03 % 1.25 % 1.27 %
Profit Sum 24.68 % 24.68 % 30.11 % 30.51 %
Profit Total 2.26 % 2.26 % 1.96 % 2.1 %
Trades 24 24 24 24
Win Rate 91.67 % 91.67 % 91.67 % 91.67 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LINK/USDT 1 1.48 93.222 0.93 28 days, 12:15:00 1 0 0 100
NOIA/USDT 4 1.93 65.793 0.66 1:55:00 4 0 0 100
PRE/USDT 2 2.74 45.079 0.45 2:22:00 2 0 0 100
NWC/USDT 2 2.29 37.846 0.38 0:46:00 2 0 0 100
XEM/USDT 1 4.47 37.461 0.37 1:40:00 1 0 0 100
DEGO/USDT 3 1.21 32.738 0.33 4 days, 16:40:00 3 0 0 100
ARPA/USDT 2 1.82 30.023 0.30 2:28:00 2 0 0 100
ALEPH/USDT 1 2.67 22.559 0.23 1:00:00 1 0 0 100
VELO/USDT 2 1.16 13.224 0.13 2:18:00 2 0 0 100
STX/USDT 1 1.45 12.070 0.12 17:10:00 1 0 0 100
ETH/USDT 1 1.09 9.068 0.09 2:50:00 1 0 0 100
WIN/USDT 1 1.04 8.669 0.09 0:14:00 1 0 0 100
DIA/USDT 1 1.03 8.641 0.09 1:40:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VRA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ZEC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DOT/USDT 1 -5.34 -49.793 -0.50 1 day, 22:00:00 0 0 1 0
XRP/USDT 1 -10.61 -140.613 -1.41 28 days, 15:25:00 0 0 1 0
TOTAL 24 1.03 225.986 2.26 3 days, 3:09:00 22 0 2 91.7

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LINK/USDT 1 1.48 93.222 0.93 28 days, 12:15:00 1 0 0 100
DOT/USDT 1 -5.34 -49.793 -0.50 1 day, 22:00:00 0 0 1 0
XRP/USDT 1 -10.61 -140.613 -1.41 28 days, 15:25:00 0 0 1 0
TOTAL 3 -4.82 -97.184 -0.97 19 days, 16:33:00 1 0 2 33.3

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
44 2 2.76 46.130 0.46 0:57:00 2 0 0 100
13 2 1.86 31.211 0.31 0:44:00 2 0 0 100
24 102 1 3.53 29.193 0.29 1:02:00 1 0 0 100
46 5 0.84 28.984 0.29 14:55:00 4 0 1 80.0
102 2 1.05 27.669 0.28 7 days, 0:48:00 2 0 0 100
41 1 3.24 27.287 0.27 1:00:00 1 0 0 100
45 1 2.55 21.583 0.22 0:50:00 1 0 0 100
107 2 1.02 17.039 0.17 0:52:00 2 0 0 100
61 2 1.39 9.160 0.09 1:00:00 2 0 0 100
9 1 1.08 9.133 0.09 2:59:00 1 0 0 100
25 1 1.08 8.919 0.09 0:05:00 1 0 0 100
103 1 1.03 8.543 0.09 1:00:00 1 0 0 100
105 1 0.93 8.525 0.09 5:45:00 1 0 0 100
120 2 -4.56 -47.391 -0.47 28 days, 13:50:00 1 0 1 50.0
TOTAL 24 1.03 225.986 2.26 3 days, 3:09:00 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_quick_q_2 ( 44 ) 1 4.47 37.461 0.37 1:40:00 1 0 0 100
exit_long_quick_3_1_1 ( 46 ) 1 4.45 36.536 0.37 3:45:00 1 0 0 100
exit_profit_long_pump_max_m ( 24 102 ) 1 3.53 29.193 0.29 1:02:00 1 0 0 100
exit_long_quick_q_3 ( 41 ) 1 3.24 27.287 0.27 1:00:00 1 0 0 100
exit_long_normal_d_2_1 ( 13 ) 1 2.67 22.559 0.23 1:00:00 1 0 0 100
exit_long_quick_q_3 ( 45 ) 1 2.55 21.583 0.22 0:50:00 1 0 0 100
exit_long_quick_q_3 ( 46 ) 1 2.56 21.103 0.21 4:50:00 1 0 0 100
exit_long_rapid_2_1_1 ( 102 ) 1 1.04 18.949 0.19 14 days, 1:26:00 1 0 0 100
exit_profit_long_quick_max_m ( 46 ) 1 1.45 12.070 0.12 17:10:00 1 0 0 100
exit_profit_long_rebuy_max_m ( 61 ) 2 1.39 9.160 0.09 1:00:00 2 0 0 100
exit_profit_long_normal_max_m ( 9 ) 1 1.08 9.133 0.09 2:59:00 1 0 0 100
exit_long_quick_w_1_5 ( 46 ) 1 1.09 9.068 0.09 2:50:00 1 0 0 100
exit_long_pump_d_1_10 ( 25 ) 1 1.08 8.919 0.09 0:05:00 1 0 0 100
exit_profit_long_rapid_max_m ( 102 ) 1 1.06 8.720 0.09 0:10:00 1 0 0 100
exit_long_quick_u_1 ( 44 ) 1 1.04 8.669 0.09 0:14:00 1 0 0 100
exit_profit_long_normal_max_m ( 13 ) 1 1.04 8.653 0.09 0:29:00 1 0 0 100
exit_profit_long_rapid_max_m ( 107 ) 1 1.03 8.641 0.09 1:40:00 1 0 0 100
exit_long_rapid_d_1_18 ( 103 ) 1 1.03 8.543 0.09 1:00:00 1 0 0 100
exit_long_rapid_rpd_3 ( 105 ) 1 0.93 8.525 0.09 5:45:00 1 0 0 100
exit_long_rapid_u_1 ( 107 ) 1 1.01 8.398 0.08 0:04:00 1 0 0 100
force_exit 3 -4.82 -97.184 -0.97 19 days, 16:33:00 1 0 2 33.3
TOTAL 24 1.03 225.986 2.26 3 days, 3:09:00 22 0 2 91.7

SUMMARY METRICS

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-02-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 24 / 0.77
Starting balance 10000 USDT
Final balance 10225.986 USDT
Absolute profit 225.986 USDT
Total profit % 2.26%
CAGR % 30.10%
Sortino 3.07
Sharpe 3.60
Calmar 102.68
Profit factor 2.19
Expectancy (Ratio) 9.42 (0.10)
Trades per day 0.77
Avg. daily profit % 0.07%
Avg. stake amount 749.804 USDT
Total trade volume 17995.297 USDT
Best Pair NOIA/USDT 0.66%
Worst Pair XRP/USDT -1.41%
Best trade XEM/USDT 4.47%
Worst trade XRP/USDT -10.61%
Best day 46.102 USDT
Worst day -97.184 USDT
Days win/draw/lose 14 / 17 / 1
Avg. Duration Winners 2 days, 0:39:00
Avg. Duration Loser 15 days, 6:42:00
Max Consecutive Wins / Loss 21 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10004.091 USDT
Max balance 10366.6 USDT
Max % of account underwater 1.36%
Absolute Drawdown (Account) 1.36%
Absolute Drawdown 140.613 USDT
Drawdown high 366.6 USDT
Drawdown low 225.986 USDT
Drawdown Start 2024-02-01 00:00:00
Drawdown End 2024-02-01 00:00:00
Market change -8.04%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 24 1.03 225.986 2.26 3 days, 3:09:00 22 0 2 91.7 140.613 USDT 1.36%

For more details, please look at the detail tables above

@github-actions
Copy link

Choose a reason for hiding this comment

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

Kucoin - 20240201-20240301

Current Previous v14.1.612 v14.1.605
Average Duration 6 days, 19:49:00 6 days, 19:49:00 6 days, 19:15:00 6 days, 19:49:00
Market Change 42.26 % 42.26 % 42.26 % 42.26 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.63 % 1.63 % 1.59 % 1.66 %
Profit Sum 14.69 % 14.69 % 14.35 % 14.98 %
Profit Total 1.86 % 1.86 % 1.93 % 2.37 %
Trades 9 9 9 9
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALGO/USDT 1 1.07 54.630 0.55 27 days, 0:00:00 1 0 0 100
ETH/USDT 1 1.65 27.293 0.27 25 days, 19:15:00 1 0 0 100
ZEC/USDT 1 2.69 22.458 0.22 17:59:00 1 0 0 100
DOT/USDT 1 2.41 19.890 0.20 19:55:00 1 0 0 100
VRA/USDT 1 2.12 17.839 0.18 0:45:00 1 0 0 100
NOIA/USDT 1 1.64 13.798 0.14 1:10:00 1 0 0 100
NWC/USDT 1 1.47 12.339 0.12 0:04:00 1 0 0 100
VELO/USDT 1 0.62 9.254 0.09 6 days, 22:53:00 1 0 0 100
DIA/USDT 1 1.03 8.593 0.09 0:21:00 1 0 0 100
AAVE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ADA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AKRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ALEPH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ARPA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ATOM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AVA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BCH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BNB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
BTT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CHR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CKB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COMP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
COTI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
CRO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DAG/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DASH/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DEGO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
DGB/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ETC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
EWT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
FIL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
GRT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
JST/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KAI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
KSM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LINK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
LTC/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MKR/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
MLK/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NEO/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
NIM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ONT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ORN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PLU/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
PRE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
ROSE/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SNX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
STX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
SXP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TEL/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UMA/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UNI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
UOS/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VET/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
VIDT/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WAVES/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
WIN/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XEM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XLM/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XRP/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
XTZ/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
YFI/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
TOTAL 9 1.63 186.093 1.86 6 days, 19:49:00 9 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALGO/USDT 1 1.07 54.630 0.55 27 days, 0:00:00 1 0 0 100
ETH/USDT 1 1.65 27.293 0.27 25 days, 19:15:00 1 0 0 100
TOTAL 2 1.36 81.923 0.82 26 days, 9:38:00 2 0 0 100

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 2 1.36 81.923 0.82 26 days, 9:38:00 2 0 0 100
46 3 1.90 51.602 0.52 2 days, 20:16:00 3 0 0 100
107 1 2.12 17.839 0.18 0:45:00 1 0 0 100
21 1 1.64 13.798 0.14 1:10:00 1 0 0 100
10 48 1 1.47 12.339 0.12 0:04:00 1 0 0 100
45 1 1.03 8.593 0.09 0:21:00 1 0 0 100
TOTAL 9 1.63 186.093 1.86 6 days, 19:49:00 9 0 0 100

EXIT REASON STATS

Exit Reason Exits Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
force_exit 2 1.36 81.923 0.82 26 days, 9:38:00 2 0 0 100
exit_long_quick_q_3 ( 46 ) 1 2.69 22.458 0.22 17:59:00 1 0 0 100
exit_long_quick_w_2_1 ( 46 ) 1 2.41 19.890 0.20 19:55:00 1 0 0 100
exit_long_rapid_d_2_3 ( 107 ) 1 2.12 17.839 0.18 0:45:00 1 0 0 100
exit_long_pump_d_1_24 ( 21 ) 1 1.64 13.798 0.14 1:10:00 1 0 0 100
exit_long_normal_u_1 ( 10 48 ) 1 1.47 12.339 0.12 0:04:00 1 0 0 100
exit_profit_long_quick_max_m ( 46 ) 1 0.62 9.254 0.09 6 days, 22:53:00 1 0 0 100
exit_profit_long_quick_max_m ( 45 ) 1 1.03 8.593 0.09 0:21:00 1 0 0 100
TOTAL 9 1.63 186.093 1.86 6 days, 19:49:00 9 0 0 100

SUMMARY METRICS

Metric Value
Backtesting from 2024-02-01 00:00:00
Backtesting to 2024-03-01 00:00:00
Max open trades 6
Total/Daily Avg Trades 9 / 0.31
Starting balance 10000 USDT
Final balance 10186.093 USDT
Absolute profit 186.093 USDT
Total profit % 1.86%
CAGR % 26.12%
Sortino -100.00
Sharpe 9.19
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 20.68 (100.00)
Trades per day 0.31
Avg. daily profit % 0.06%
Avg. stake amount 709.315 USDT
Total trade volume 6383.833 USDT
Best Pair ZEC/USDT 0.22%
Worst Pair AAVE/USDT 0.00%
Best trade ZEC/USDT 2.69%
Worst trade VELO/USDT 0.62%
Best day 81.923 USDT
Worst day 0 USDT
Days win/draw/lose 7 / 19 / 0
Avg. Duration Winners 6 days, 19:49:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 9 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change 42.26%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 9 1.63 186.093 1.86 6 days, 19:49:00 9 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

Please sign in to comment.