Skip to content

Commit

Permalink
X4: add global buy protection rule.
Browse files Browse the repository at this point in the history
  • Loading branch information
@iterativv
iterativv committed Apr 2, 2024
1 parent 8d10ed7 commit a45d8b4
Showing 1 changed file with 13 additions and 1 deletion.
14 changes: 13 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 "v14.1.493"
return "v14.1.494"

stoploss = -0.99

Expand Down Expand Up @@ -28777,6 +28777,18 @@ def populate_indicators(self, df: DataFrame, metadata: dict) -> DataFrame:
| (df["close"] > df["sup_level_1h"])
| (df["close"] < df["res_hlevel_4h"])
)
& (
(df["change_pct_4h"] < 0.04)
| (df["top_wick_pct_4h"] < 0.04)
| (df["rsi_14"] > df["rsi_14"].shift(12))
| (df["rsi_14_15m"] > df["rsi_14_15m"].shift(12))
| (df["rsi_14_1h"] < 50.0)
| (df["cti_20_4h"] < 0.5)
| (df["rsi_14_4h"] < 60.0)
| (df["close"] > df["sup_level_1h"])
| (df["close"] < df["res_hlevel_4h"])
| (df["close"] > (df["high_max_12_1d"] * 0.70))
)
)

# Global protections
Expand Down

76 comments on commit a45d8b4

@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 v14.1.477 v14.1.417
Average Duration 18:43:00 18:43:00 18:43:00 1 day, 20:14:00
Market Change -43.07 % -43.07 % -43.07 % -43.09 %
Max Drawdown 4.3261 % 5.475 % 5.475 % 10.9847 %
Profit Mean 1.175 % 1.3176 % 1.3176 % 1.2512 %
Profit Sum 56.4 % 63.24 % 63.24 % 60.06 %
Profit Total 8.04 % 6.71 % 6.71 % -0.93 %
Trades 48 48 48 48
Win Rate 93.75 % 93.75 % 93.75 % 89.58 %
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%
OM/USDT 2 5.16 178.853 1.79 0:18:00 2 0 0 100
SANTOS/USDT 4 2.02 143.356 1.43 0:50:00 4 0 0 100
ENS/USDT 2 2.94 98.038 0.98 21:06:00 2 0 0 100
YGG/USDT 1 4.10 75.814 0.76 0:55:00 1 0 0 100
WING/USDT 1 3.04 55.274 0.55 2:38:00 1 0 0 100
UMA/USDT 1 3.22 53.118 0.53 18:32:00 1 0 0 100
TRU/USDT 1 2.67 47.764 0.48 1 day, 0:40:00 1 0 0 100
TRB/USDT 1 2.62 45.073 0.45 0:50:00 1 0 0 100
LAZIO/USDT 1 2.49 44.206 0.44 1:20:00 1 0 0 100
POND/USDT 2 1.11 40.049 0.40 0:30:00 2 0 0 100
FORTH/USDT 3 1.10 38.954 0.39 9:15:00 3 0 0 100
KNC/USDT 2 1.54 37.962 0.38 3:46:00 2 0 0 100
BCH/USDT 2 1.10 36.945 0.37 10:49:00 2 0 0 100
PEOPLE/USDT 3 0.62 31.536 0.32 14:46:00 2 0 1 66.7
VIDT/USDT 1 1.76 30.113 0.30 1:07:00 1 0 0 100
LINA/USDT 1 1.62 29.661 0.30 3 days, 12:20:00 1 0 0 100
MBL/USDT 1 1.74 29.148 0.29 0:02:00 1 0 0 100
LIT/USDT 1 1.31 24.001 0.24 3 days, 14:54:00 1 0 0 100
AGLD/USDT 1 1.31 23.676 0.24 1:22:00 1 0 0 100
RARE/USDT 1 1.37 23.369 0.23 6:21:00 1 0 0 100
TWT/USDT 1 1.26 23.109 0.23 0:08:00 1 0 0 100
ALPHA/USDT 1 1.26 22.932 0.23 1:39:00 1 0 0 100
OXT/USDT 1 1.22 22.482 0.22 4 days, 16:56:00 1 0 0 100
TKO/USDT 1 1.19 20.254 0.20 21:03:00 1 0 0 100
HARD/USDT 1 1.08 19.659 0.20 5:54:00 1 0 0 100
AVA/USDT 1 0.89 18.071 0.18 3 days, 12:10:00 1 0 0 100
DATA/USDT 1 1.01 17.593 0.18 0:28:00 1 0 0 100
AVAX/USDT 1 2.33 7.800 0.08 4:01:00 1 0 0 100
QNT/USDT 1 1.93 6.431 0.06 0:40:00 1 0 0 100
RUNE/USDT 1 1.75 5.877 0.06 3:35:00 1 0 0 100
SAND/USDT 1 1.44 4.802 0.05 0:44:00 1 0 0 100
QI/USDT 1 0.55 1.946 0.02 5:03:00 1 0 0 100
SUPER/USDT 1 0.21 0.768 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
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
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
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
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
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
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
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
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
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
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
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
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
HIGH/USDT 1 -3.53 -77.693 -0.78 5 days, 16:05:00 0 0 1 0
FIS/USDT 2 -10.19 -376.946 -3.77 2 days, 23:30:00 1 0 1 50.0
TOTAL 48 1.18 803.993 8.04 18:43:00 45 0 3 93.8

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
PEOPLE/USDT 1 -0.37 -1.377 -0.01 17:40:00 0 0 1 0
HIGH/USDT 1 -3.53 -77.693 -0.78 5 days, 16:05:00 0 0 1 0
FIS/USDT 1 -22.30 -409.460 -4.09 5 days, 12:40:00 0 0 1 0
TOTAL 3 -8.73 -488.530 -4.89 3 days, 23:28:00 0 0 3 0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
47 11 1.65 309.176 3.09 1 day, 8:03:00 10 0 1 90.9
107 2 3.38 123.578 1.24 12:48:00 2 0 0 100
45 3 1.95 101.725 1.02 1:33:00 3 0 0 100
41 61 1 4.85 80.942 0.81 1 day, 17:00:00 1 0 0 100
44 2 2.13 70.531 0.71 9:40:00 2 0 0 100
46 2 1.89 64.612 0.65 9:58:00 2 0 0 100
104 3 1.12 59.206 0.59 0:50:00 3 0 0 100
24 2 1.47 50.106 0.50 5:24:00 2 0 0 100
45 104 1 2.49 44.206 0.44 1:20:00 1 0 0 100
61 10 1.08 38.748 0.39 8:53:00 9 0 1 90.0
102 1 1.99 33.982 0.34 1:02:00 1 0 0 100
11 1 1.98 33.928 0.34 0:07:00 1 0 0 100
25 1 1.75 30.894 0.31 0:17:00 1 0 0 100
101 1 1.62 29.661 0.30 3 days, 12:20:00 1 0 0 100
10 108 1 1.74 29.148 0.29 0:02:00 1 0 0 100
12 103 1 1.31 24.001 0.24 3 days, 14:54:00 1 0 0 100
10 1 1.26 23.109 0.23 0:08:00 1 0 0 100
23 1 1.19 20.254 0.20 21:03:00 1 0 0 100
106 1 1.03 17.095 0.17 1:12:00 1 0 0 100
12 2 -10.36 -380.909 -3.81 2 days, 20:16:00 1 0 1 50.0
TOTAL 48 1.18 803.993 8.04 18:43:00 45 0 3 93.8

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_quick_max_m ( 47 ) 4 4 0 0 100 1.25 88.724 0.83
exit_profit_long_rebuy_max_m ( 61 ) 4 4 0 0 100 1.52 20.741 1.01
force_exit 3 0 0 3 0 -8.73 -488.53 -4.37
exit_profit_long_rapid_max_m ( 104 ) 3 3 0 0 100 1.12 59.206 0.56
exit_profit_long_quick_max_m ( 45 ) 2 2 0 0 100 1.4 47.519 0.47
exit_long_quick_q_3 ( 47 ) 2 2 0 0 100 2.54 91.51 0.85
exit_profit_long_pump_max_m ( 24 ) 2 2 0 0 100 1.47 50.106 0.49
exit_long_quick_q_3 ( 45 104 ) 1 1 0 0 100 2.49 44.206 0.42
exit_long_quick_q_3 ( 45 ) 1 1 0 0 100 3.04 54.206 0.51
exit_long_rapid_2_1_1 ( 107 ) 1 1 0 0 100 2.67 47.764 0.44
exit_long_quick_d_1_23 ( 47 ) 1 1 0 0 100 1.17 21.157 0.2
exit_profit_long_normal_max_m ( 12 ) 1 1 0 0 100 1.58 28.55 0.26
exit_long_rebuy_d_0_18 ( 61 ) 1 1 0 0 100 0.21 0.768 0.03
exit_long_normal_u_1 ( 10 ) 1 1 0 0 100 1.26 23.109 0.21
exit_long_rapid_w_1_1 ( 101 ) 1 1 0 0 100 1.62 29.661 0.27
exit_profit_long_normal_max_m ( 12 103 ) 1 1 0 0 100 1.31 24.001 0.22
exit_long_quick_w_0_1 ( 47 ) 1 1 0 0 100 0.89 18.071 0.15
exit_long_rapid_rpd_3 ( 107 ) 1 1 0 0 100 4.1 75.814 0.68
exit_long_quick_w_1_2 ( 47 ) 1 1 0 0 100 1.22 22.482 0.2
exit_long_rebuy_d_0_8 ( 61 ) 1 1 0 0 100 0.55 1.946 0.09
exit_long_quick_q_1 ( 44 ) 1 1 0 0 100 3.22 53.118 0.54
exit_profit_long_pump_max_m ( 25 ) 1 1 0 0 100 1.75 30.894 0.29
exit_long_quick_q_1 ( 47 ) 1 1 0 0 100 8.34 144.925 1.39
exit_profit_long_rapid_max_m ( 106 ) 1 1 0 0 100 1.03 17.095 0.17
exit_profit_long_pump_max_m ( 23 ) 1 1 0 0 100 1.19 20.254 0.2
exit_profit_long_normal_max_m ( 11 ) 1 1 0 0 100 1.98 33.928 0.33
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.99 33.982 0.33
exit_long_rebuy_d_0_23 ( 61 ) 1 1 0 0 100 0.64 4.363 0.11
exit_long_quick_q_1 ( 41 61 ) 1 1 0 0 100 4.85 80.942 0.81
exit_long_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.16 19.539 0.19
exit_long_rebuy_d_1_1 ( 61 ) 1 1 0 0 100 1.75 5.877 0.29
exit_long_normal_u_1 ( 10 108 ) 1 1 0 0 100 1.74 29.148 0.29
exit_long_rebuy_d_1_18 ( 61 ) 1 1 0 0 100 1.93 6.431 0.32
exit_profit_long_quick_max_m ( 44 ) 1 1 0 0 100 1.05 17.413 0.17
exit_long_quick_q_3 ( 46 ) 1 1 0 0 100 2.62 45.073 0.44

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 48 / 1.55
Starting balance 10000 USDT
Final balance 10803.993 USDT
Absolute profit 803.993 USDT
Total profit % 8.04%
CAGR % 148.56%
Sortino 2.80
Sharpe 7.23
Calmar 114.53
Profit factor 2.65
Expectancy (Ratio) 16.75 (0.10)
Trades per day 1.55
Avg. daily profit % 0.26%
Avg. stake amount 1469.01 USDT
Total trade volume 70512.475 USDT
Best Pair OM/USDT 1.79%
Worst Pair FIS/USDT -3.77%
Best trade OM/USDT 8.34%
Worst trade FIS/USDT -22.30%
Best day 330.026 USDT
Worst day -488.53 USDT
Days win/draw/lose 19 / 11 / 1
Avg. Duration Winners 13:36:00
Avg. Duration Loser 3 days, 23:28:00
Max Consecutive Wins / Loss 45 / 3
Rejected Entry signals 8
Entry/Exit Timeouts 0 / 0
Min balance 10053.118 USDT
Max balance 11292.523 USDT
Max % of account underwater 4.33%
Absolute Drawdown (Account) 4.33%
Absolute Drawdown 488.53 USDT
Drawdown high 1292.523 USDT
Drawdown low 803.993 USDT
Drawdown Start 2022-05-31 15:26:00
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 48 1.18 803.993 8.04 18:43:00 45 0 3 93.8 488.53 USDT 4.33%

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 v14.1.477 v14.1.417
Average Duration 9:53:00 12:06:00 12:09:00 22:44:00
Market Change -15.66 % -15.66 % -15.66 % -16.2 %
Max Drawdown 1.0605 % 5.6312 % 5.6318 % 15.9131 %
Profit Mean 1.7823 % 1.6394 % 1.6308 % 0.6341 %
Profit Sum 119.42 % 109.84 % 110.89 % 45.02 %
Profit Total 21.74 % 15.64 % 15.83 % 0.81 %
Trades 67 67 68 71
Win Rate 97.01 % 95.52 % 95.59 % 91.55 %
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%
POND/USDT 3 2.77 156.509 1.57 18:14:00 3 0 0 100
SPELL/USDT 1 7.23 142.716 1.43 3:01:00 1 0 0 100
GTC/USDT 4 1.90 133.519 1.34 2:24:00 4 0 0 100
BEL/USDT 4 1.68 118.647 1.19 17:45:00 4 0 0 100
DODO/USDT 3 2.29 116.379 1.16 19:14:00 3 0 0 100
RNDR/USDT 2 2.82 111.944 1.12 0:50:00 2 0 0 100
BOND/USDT 2 2.97 108.248 1.08 0:11:00 2 0 0 100
FORTH/USDT 1 5.82 103.481 1.03 1:20:00 1 0 0 100
OG/USDT 4 1.91 102.924 1.03 5:46:00 4 0 0 100
LIT/USDT 3 1.83 102.063 1.02 1:48:00 3 0 0 100
TRB/USDT 3 1.86 100.544 1.01 3 days, 11:53:00 3 0 0 100
QI/USDT 2 2.82 99.094 0.99 6:36:00 2 0 0 100
WAVES/USDT 1 5.32 88.117 0.88 1:18:00 1 0 0 100
FARM/USDT 2 1.81 70.074 0.70 1:48:00 2 0 0 100
OCEAN/USDT 2 1.69 64.775 0.65 2:03:00 2 0 0 100
FLM/USDT 2 1.65 57.133 0.57 0:38:00 2 0 0 100
AUCTION/USDT 2 1.32 51.774 0.52 1:38:00 2 0 0 100
WING/USDT 2 1.40 50.748 0.51 2:40:00 2 0 0 100
MASK/USDT 2 1.24 48.028 0.48 0:08:00 2 0 0 100
STORJ/USDT 2 1.20 46.577 0.47 5:56:00 2 0 0 100
FRONT/USDT 1 2.11 38.889 0.39 2:02:00 1 0 0 100
XVG/USDT 1 1.96 37.730 0.38 0:12:00 1 0 0 100
POLS/USDT 1 1.92 36.980 0.37 12:40:00 1 0 0 100
UMA/USDT 1 1.91 35.623 0.36 0:52:00 1 0 0 100
SANTOS/USDT 1 1.70 31.599 0.32 0:50:00 1 0 0 100
PERP/USDT 1 1.44 28.224 0.28 0:29:00 1 0 0 100
DEGO/USDT 1 1.55 27.456 0.27 0:36:00 1 0 0 100
STPT/USDT 1 1.50 26.587 0.27 0:39:00 1 0 0 100
HIVE/USDT 1 1.26 24.730 0.25 1:12:00 1 0 0 100
XVS/USDT 1 1.35 23.174 0.23 0:37:00 1 0 0 100
IDEX/USDT 1 1.10 22.264 0.22 0:19:00 1 0 0 100
LINA/USDT 1 1.15 20.016 0.20 1:26:00 1 0 0 100
BETA/USDT 1 1.11 19.284 0.19 1:00:00 1 0 0 100
TRX/USDT 1 1.11 18.601 0.19 18:25:00 1 0 0 100
STRAX/USDT 1 1.04 17.511 0.18 0:34:00 1 0 0 100
DEXE/USDT 1 1.04 17.479 0.17 2:29:00 1 0 0 100
TLM/USDT 1 1.35 5.298 0.05 2:56:00 1 0 0 100
ELF/USDT 1 0.21 4.298 0.04 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
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
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
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
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
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
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
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 -38.334 -0.38 2 days, 6:50:00 0 0 1 0
MATIC/USDT 1 -4.89 -96.453 -0.96 1 day, 9:55:00 0 0 1 0
TOTAL 67 1.78 2174.251 21.74 9:53:00 65 0 2 97.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ELF/USDT 1 0.21 4.298 0.04 2:10:00 1 0 0 100
KP3R/USDT 1 -4.89 -38.334 -0.38 2 days, 6:50:00 0 0 1 0
MATIC/USDT 1 -4.89 -96.453 -0.96 1 day, 9:55:00 0 0 1 0
TOTAL 3 -3.19 -130.489 -1.30 1 day, 6:18:00 1 0 2 33.3

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
47 12 2.42 533.795 5.34 3:09:00 12 0 0 100
45 6 1.94 217.505 2.18 9:38:00 6 0 0 100
44 5 2.09 195.299 1.95 2:22:00 5 0 0 100
104 7 1.50 191.293 1.91 1:24:00 7 0 0 100
102 5 1.83 164.988 1.65 11:34:00 5 0 0 100
107 4 2.01 146.714 1.47 13:48:00 4 0 0 100
48 3 2.14 115.363 1.15 2:37:00 3 0 0 100
44 61 1 5.82 103.481 1.03 1:20:00 1 0 0 100
10 50 1 5.32 88.117 0.88 1:18:00 1 0 0 100
13 4 1.18 86.851 0.87 7:25:00 4 0 0 100
41 1 3.26 65.466 0.65 0:45:00 1 0 0 100
103 1 3.19 56.700 0.57 1:40:00 1 0 0 100
24 2 1.38 49.868 0.50 0:29:00 2 0 0 100
106 2 1.32 46.519 0.47 0:53:00 2 0 0 100
21 1 2.00 39.260 0.39 1:10:00 1 0 0 100
25 2 1.07 38.032 0.38 5 days, 4:29:00 2 0 0 100
45 103 1 1.91 35.623 0.36 0:52:00 1 0 0 100
22 61 1 1.80 32.849 0.33 0:07:00 1 0 0 100
26 1 1.29 22.752 0.23 0:07:00 1 0 0 100
12 1 1.16 20.508 0.21 4:47:00 1 0 0 100
46 1 1.11 18.601 0.19 18:25:00 1 0 0 100
61 3 -0.53 -26.336 -0.26 1 day, 1:49:00 2 0 1 66.7
102 104 2 -1.67 -68.997 -0.69 17:16:00 1 0 1 50.0
TOTAL 67 1.78 2174.251 21.74 9:53:00 65 0 2 97.0

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rapid_max_m ( 104 ) 6 6 0 0 100 1.43 159.938 1.43
exit_profit_long_quick_max_m ( 47 ) 5 5 0 0 100 1.63 139.28 1.36
exit_long_quick_q_3 ( 44 ) 3 3 0 0 100 2.1 122.648 1.05
exit_profit_long_rapid_max_m ( 102 ) 3 3 0 0 100 1.87 103.844 0.93
force_exit 3 1 0 2 33.3 -3.19 -130.489 -1.59
exit_profit_long_pump_max_m ( 25 ) 2 2 0 0 100 1.07 38.032 0.36
exit_profit_long_rebuy_max_m ( 61 ) 2 2 0 0 100 1.65 11.998 0.55
exit_long_normal_u_1 ( 13 ) 2 2 0 0 100 1.55 56.411 0.52
exit_profit_long_quick_max_m ( 45 ) 2 2 0 0 100 1.83 69.676 0.61
exit_long_quick_q_1 ( 47 ) 1 1 0 0 100 7.23 142.716 1.21
exit_long_rapid_d_2_1 ( 107 ) 1 1 0 0 100 2.29 43.614 0.38
exit_profit_long_rapid_max_m ( 107 ) 1 1 0 0 100 1.1 22.264 0.18
exit_long_quick_d_1_13 ( 44 ) 1 1 0 0 100 1.7 31.599 0.28
exit_profit_long_quick_max_m ( 45 103 ) 1 1 0 0 100 1.91 35.623 0.32
exit_long_quick_d_0_23 ( 45 ) 1 1 0 0 100 0.45 8.346 0.07
exit_long_quick_q_1 ( 45 ) 1 1 0 0 100 2.22 41.167 0.37
exit_long_quick_d_3_8 ( 45 ) 1 1 0 0 100 3.8 71.729 0.63
exit_profit_long_pump_max_m ( 24 ) 1 1 0 0 100 1.38 26.557 0.23
exit_long_pump_d_1_13 ( 21 ) 1 1 0 0 100 2 39.26 0.33
exit_long_quick_d_1_8 ( 47 ) 1 1 0 0 100 1.92 36.98 0.32
exit_long_quick_o_1 ( 48 ) 1 1 0 0 100 1.46 28.362 0.24
exit_long_rapid_rpd_3 ( 107 ) 1 1 0 0 100 1.92 35.179 0.32
exit_long_quick_w_2_10 ( 47 ) 1 1 0 0 100 2.39 46.478 0.4
exit_long_quick_q_3 ( 41 ) 1 1 0 0 100 3.26 65.466 0.54
exit_long_quick_d_1_13 ( 47 ) 1 1 0 0 100 1.26 24.73 0.21
exit_profit_long_normal_max_m ( 13 ) 1 1 0 0 100 1.02 20.021 0.17
exit_long_rapid_d_2_8 ( 102 ) 1 1 0 0 100 2.53 43.971 0.42
exit_long_rapid_d_1_13 ( 104 ) 1 1 0 0 100 1.9 31.355 0.32
exit_profit_long_pump_max_m ( 22 61 ) 1 1 0 0 100 1.8 32.849 0.3
exit_long_quick_q_3 ( 47 ) 1 1 0 0 100 4.15 75.399 0.69
exit_long_quick_q_2 ( 44 ) 1 1 0 0 100 2.46 41.053 0.41
exit_long_rapid_d_1_2 ( 102 ) 1 1 0 0 100 1.02 17.173 0.17
exit_long_quick_d_1_12 ( 46 ) 1 1 0 0 100 1.11 18.601 0.18
exit_long_rapid_1_1_1 ( 107 ) 1 1 0 0 100 2.72 45.657 0.45
exit_long_pump_d_1_10 ( 24 ) 1 1 0 0 100 1.37 23.312 0.23
exit_long_normal_w_0_2 ( 13 ) 1 1 0 0 100 0.61 10.418 0.1
exit_long_quick_w_3_2 ( 47 ) 1 1 0 0 100 3.71 63.915 0.62
exit_long_quick_q_2 ( 48 ) 1 1 0 0 100 3.91 68.23 0.65
exit_long_pump_u_1 ( 26 ) 1 1 0 0 100 1.29 22.752 0.22
exit_long_rapid_d_1_2 ( 106 ) 1 1 0 0 100 1.35 23.806 0.23
exit_long_rapid_rpd_3 ( 106 ) 1 1 0 0 100 1.29 22.713 0.21
exit_profit_long_normal_max_m ( 12 ) 1 1 0 0 100 1.16 20.508 0.19
exit_profit_long_rapid_max_m ( 102 104 ) 1 1 0 0 100 1.55 27.456 0.26
exit_long_quick_d_1_18 ( 45 ) 1 1 0 0 100 1.5 26.587 0.25
exit_long_quick_d_5_23 ( 44 61 ) 1 1 0 0 100 5.82 103.481 0.97
exit_long_rapid_d_3_1 ( 103 ) 1 1 0 0 100 3.19 56.7 0.53
exit_profit_long_normal_max_m ( 10 50 ) 1 1 0 0 100 5.32 88.117 0.89
exit_profit_long_quick_max_m ( 48 ) 1 1 0 0 100 1.06 18.77 0.18

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 67 / 2.23
Starting balance 10000 USDT
Final balance 12174.251 USDT
Absolute profit 2174.251 USDT
Total profit % 21.74%
CAGR % 995.34%
Sortino 47.65
Sharpe 47.06
Calmar 1305.67
Profit factor 17.13
Expectancy (Ratio) 32.45 (0.48)
Trades per day 2.23
Avg. daily profit % 0.72%
Avg. stake amount 1766.239 USDT
Total trade volume 118338.024 USDT
Best Pair POND/USDT 1.57%
Worst Pair KP3R/USDT -0.38%
Best trade SPELL/USDT 7.23%
Worst trade KP3R/USDT -4.89%
Best day 481.028 USDT
Worst day -130.489 USDT
Days win/draw/lose 25 / 5 / 1
Avg. Duration Winners 8:49:00
Avg. Duration Loser 1 day, 20:22:00
Max Consecutive Wins / Loss 65 / 2
Rejected Entry signals 1
Entry/Exit Timeouts 0 / 0
Min balance 10031.355 USDT
Max balance 12309.038 USDT
Max % of account underwater 1.06%
Absolute Drawdown (Account) 1.06%
Absolute Drawdown 130.489 USDT
Drawdown high 2304.74 USDT
Drawdown low 2174.251 USDT
Drawdown Start 2022-06-30 23:54:00
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 67 1.78 2174.251 21.74 9:53:00 65 0 2 97.0 130.489 USDT 1.06%

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 v14.1.477 v14.1.417
Average Duration 1 day, 4:05:00 1 day, 4:05:00 1 day, 4:29:00 17:41:00
Market Change 28.81 % 28.81 % 28.81 % 29.12 %
Max Drawdown 3.4465 % 5.0707 % 5.048 % 1.6117 %
Profit Mean 1.4145 % 1.35 % 1.3653 % 1.5748 %
Profit Sum 89.12 % 85.05 % 88.75 % 122.83 %
Profit Total 13.61 % 11.62 % 12.32 % 22.28 %
Trades 63 63 65 78
Win Rate 93.65 % 93.65 % 93.85 % 94.87 %
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%
CVP/USDT 5 2.04 173.366 1.73 8:58:00 5 0 0 100
FARM/USDT 2 2.27 75.827 0.76 7:26:00 2 0 0 100
PHA/USDT 2 1.81 64.923 0.65 2:18:00 2 0 0 100
VIDT/USDT 1 3.75 64.904 0.65 2:18:00 1 0 0 100
POND/USDT 2 1.81 62.831 0.63 2:14:00 2 0 0 100
WNXM/USDT 4 0.87 61.297 0.61 1 day, 21:20:00 3 0 1 75.0
DOCK/USDT 1 3.44 60.545 0.61 1:26:00 1 0 0 100
RARE/USDT 2 1.65 59.526 0.60 8:40:00 2 0 0 100
OXT/USDT 1 2.56 48.629 0.49 0:22:00 1 0 0 100
BLZ/USDT 1 2.64 48.211 0.48 3 days, 19:45:00 1 0 0 100
CELR/USDT 1 2.53 46.263 0.46 2 days, 10:20:00 1 0 0 100
PEOPLE/USDT 2 1.17 44.124 0.44 0:20:00 2 0 0 100
POLS/USDT 1 2.45 43.560 0.44 7:30:00 1 0 0 100
KMD/USDT 2 1.20 42.285 0.42 1:02:00 2 0 0 100
PYR/USDT 1 2.27 42.236 0.42 0:20:00 1 0 0 100
AUDIO/USDT 1 2.31 41.686 0.42 0:28:00 1 0 0 100
TRB/USDT 2 1.23 41.143 0.41 15:00:00 2 0 0 100
RAY/USDT 1 2.21 39.396 0.39 1:30:00 1 0 0 100
ELF/USDT 2 1.16 39.164 0.39 1:26:00 2 0 0 100
FIS/USDT 1 2.09 38.101 0.38 22:07:00 1 0 0 100
FRONT/USDT 2 1.05 37.265 0.37 2:12:00 2 0 0 100
BURGER/USDT 1 1.97 34.428 0.34 0:03:00 1 0 0 100
MINA/USDT 1 1.84 33.052 0.33 17:05:00 1 0 0 100
TWT/USDT 1 1.86 32.070 0.32 1:08:00 1 0 0 100
ADX/USDT 1 1.75 29.965 0.30 1 day, 3:35:00 1 0 0 100
STORJ/USDT 1 1.44 27.450 0.27 0:41:00 1 0 0 100
SNX/USDT 1 1.52 27.403 0.27 15:30:00 1 0 0 100
MBL/USDT 1 1.53 26.284 0.26 16:39:00 1 0 0 100
COTI/USDT 1 1.42 25.830 0.26 4:59:00 1 0 0 100
MTL/USDT 1 1.30 24.469 0.24 6:40:00 1 0 0 100
XEM/USDT 1 2.38 22.799 0.23 5 days, 17:32:00 1 0 0 100
MOVR/USDT 1 1.35 22.295 0.22 0:42:00 1 0 0 100
AUCTION/USDT 1 1.25 22.291 0.22 10:10:00 1 0 0 100
VTHO/USDT 1 1.19 21.360 0.21 17:09:00 1 0 0 100
SUPER/USDT 1 0.72 20.770 0.21 6 days, 5:51:00 1 0 0 100
FORTH/USDT 1 1.21 20.529 0.21 18:05:00 1 0 0 100
RIF/USDT 1 1.20 20.380 0.20 1:27:00 1 0 0 100
WRX/USDT 1 1.06 18.521 0.19 1:05:00 1 0 0 100
UNFI/USDT 1 0.99 18.161 0.18 3 days, 5:10:00 1 0 0 100
DEXE/USDT 1 1.02 17.848 0.18 0:37:00 1 0 0 100
DATA/USDT 1 1.02 17.036 0.17 1 day, 2:44:00 1 0 0 100
DEGO/USDT 1 0.93 16.542 0.17 1:45:00 1 0 0 100
ALPACA/USDT 2 0.52 14.361 0.14 8:02:00 1 0 1 50.0
REQ/USDT 1 1.02 3.433 0.03 3:58:00 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
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
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
MKR/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
PERP/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
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
SOL/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
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
XEC/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
SPELL/USDT 1 -3.81 -72.162 -0.72 1 day, 3:00:00 0 0 1 0
STRAX/USDT 1 -4.74 -259.257 -2.59 29 days, 0:00:00 0 0 1 0
TOTAL 63 1.41 1361.140 13.61 1 day, 4:05:00 59 0 4 93.7

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALPACA/USDT 1 -1.43 -27.197 -0.27 4:00:00 0 0 1 0
WNXM/USDT 1 -2.46 -46.927 -0.47 10:50:00 0 0 1 0
SPELL/USDT 1 -3.81 -72.162 -0.72 1 day, 3:00:00 0 0 1 0
STRAX/USDT 1 -4.74 -259.257 -2.59 29 days, 0:00:00 0 0 1 0
TOTAL 4 -3.11 -405.543 -4.06 7 days, 16:28:00 0 0 4 0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
47 18 1.88 588.189 5.88 11:37:00 18 0 0 100
102 4 1.85 134.232 1.34 1 day, 8:44:00 4 0 0 100
104 5 1.22 107.697 1.08 9:19:00 5 0 0 100
46 17 1.00 103.925 1.04 2 days, 15:12:00 14 0 3 82.4
107 3 1.42 84.939 0.85 2 days, 21:49:00 3 0 0 100
12 3 1.57 83.628 0.84 5:34:00 3 0 0 100
21 2 1.81 62.035 0.62 14:22:00 2 0 0 100
44 1 2.44 45.608 0.46 0:12:00 1 0 0 100
1 4 6 21 42 1 2.31 41.686 0.42 0:28:00 1 0 0 100
45 104 1 1.82 32.712 0.33 1:20:00 1 0 0 100
11 1 1.20 20.380 0.20 1:27:00 1 0 0 100
108 1 1.16 19.447 0.19 1:53:00 1 0 0 100
105 1 1.06 18.521 0.19 1:05:00 1 0 0 100
3 1 1.03 17.650 0.18 1 day, 5:52:00 1 0 0 100
61 1 1.02 3.433 0.03 3:58:00 1 0 0 100
24 3 0.05 -2.941 -0.03 4:26:00 2 0 1 66.7
TOTAL 63 1.41 1361.140 13.61 1 day, 4:05:00 59 0 4 93.7

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_quick_max_m ( 47 ) 10 10 0 0 100 1.89 329.5 3.14
force_exit 4 0 0 4 0 -3.11 -405.543 -2.07
exit_profit_long_quick_max_m ( 46 ) 4 4 0 0 100 1.26 89.861 0.84
exit_long_quick_q_3 ( 46 ) 4 4 0 0 100 2.39 171.849 1.59
exit_profit_long_rapid_max_m ( 102 ) 3 3 0 0 100 1.82 100.596 0.91
exit_profit_long_rapid_max_m ( 104 ) 3 3 0 0 100 1.2 62.174 0.6
exit_long_quick_q_3 ( 47 ) 3 3 0 0 100 2.9 147.04 1.45
exit_long_quick_w_1_2 ( 47 ) 2 2 0 0 100 1.24 41.643 0.41
exit_long_quick_w_1_22 ( 47 ) 2 2 0 0 100 1.12 40.452 0.37
exit_long_normal_o_1 ( 12 ) 2 2 0 0 100 1.6 57.344 0.53
exit_profit_long_pump_max_m ( 24 ) 2 2 0 0 100 1.31 43.986 0.44
exit_long_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.52 27.403 0.25
exit_long_rapid_w_1_2 ( 104 ) 1 1 0 0 100 1.55 28.98 0.26
exit_long_rapid_1_1_1 ( 107 ) 1 1 0 0 100 0.72 20.77 0.12
exit_profit_long_quick_max_m ( 44 ) 1 1 0 0 100 2.44 45.608 0.41
exit_long_quick_w_2_1 ( 46 ) 1 1 0 0 100 2.38 22.799 0.4
exit_long_quick_q_1 ( 46 ) 1 1 0 0 100 2.64 48.211 0.44
exit_long_rapid_w_2_1 ( 107 ) 1 1 0 0 100 2.53 46.263 0.42
exit_profit_long_normal_max_m ( 11 ) 1 1 0 0 100 1.2 20.38 0.2
exit_long_quick_d_1_1 ( 47 ) 1 1 0 0 100 1.61 29.555 0.27
exit_long_quick_w_1_22 ( 46 ) 1 1 0 0 100 1.84 33.052 0.31
exit_long_normal_u_2 ( 1 4 6 21 42 ) 1 1 0 0 100 2.31 41.686 0.39
exit_long_rebuy_w_1_10 ( 61 ) 1 1 0 0 100 1.02 3.433 0.17
exit_long_rapid_rpd_3 ( 45 104 ) 1 1 0 0 100 1.82 32.712 0.3
exit_long_quick_w_1_21 ( 46 ) 1 1 0 0 100 1.69 29.971 0.28
exit_profit_long_rapid_max_m ( 108 ) 1 1 0 0 100 1.16 19.447 0.19
exit_long_quick_w_2_4 ( 46 ) 1 1 0 0 100 2.21 39.396 0.37
exit_long_rapid_2_1_1 ( 102 ) 1 1 0 0 100 1.97 33.636 0.33
exit_profit_long_rapid_max_m ( 107 ) 1 1 0 0 100 1.02 17.906 0.17
exit_long_rapid_rpd_3 ( 105 ) 1 1 0 0 100 1.06 18.521 0.18
exit_profit_long_pump_max_m ( 21 ) 1 1 0 0 100 1.86 32.07 0.31
exit_profit_long_normal_max_m ( 12 ) 1 1 0 0 100 1.53 26.284 0.26
exit_profit_long_normal_max_m ( 3 ) 1 1 0 0 100 1.03 17.65 0.17
exit_long_pump_2_1_1 ( 21 ) 1 1 0 0 100 1.75 29.965 0.29
exit_long_rapid_d_0_2 ( 104 ) 1 1 0 0 100 0.93 16.542 0.16

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 63 / 2.03
Starting balance 10000 USDT
Final balance 11361.14 USDT
Absolute profit 1361.14 USDT
Total profit % 13.61%
CAGR % 349.31%
Sortino 9.07
Sharpe 20.30
Calmar 243.39
Profit factor 4.36
Expectancy (Ratio) 21.61 (0.21)
Trades per day 2.03
Avg. daily profit % 0.44%
Avg. stake amount 1732.229 USDT
Total trade volume 109130.446 USDT
Best Pair CVP/USDT 1.73%
Worst Pair STRAX/USDT -2.59%
Best trade VIDT/USDT 3.75%
Worst trade STRAX/USDT -4.74%
Best day 192.18 USDT
Worst day -405.543 USDT
Days win/draw/lose 26 / 5 / 1
Avg. Duration Winners 17:29:00
Avg. Duration Loser 7 days, 16:28:00
Max Consecutive Wins / Loss 59 / 4
Rejected Entry signals 2
Entry/Exit Timeouts 0 / 0
Min balance 10017.473 USDT
Max balance 11766.684 USDT
Max % of account underwater 3.45%
Absolute Drawdown (Account) 3.45%
Absolute Drawdown 405.543 USDT
Drawdown high 1766.684 USDT
Drawdown low 1361.14 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 63 1.41 1361.140 13.61 1 day, 4:05:00 59 0 4 93.7 405.543 USDT 3.45%

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 v14.1.477 v14.1.417
Average Duration 23:13:00 23:13:00 23:10:00 2 days, 15:22:00
Market Change -11.74 % -11.74 % -11.74 % -11.72 %
Max Drawdown 6.8939 % 7.1868 % 7.1865 % 12.8202 %
Profit Mean 0.8814 % 1.1365 % 1.1444 % -0.1568 %
Profit Sum 41.43 % 53.42 % 54.93 % -6.43 %
Profit Total 5.67 % 5.34 % 5.6 % -3.61 %
Trades 47 47 48 41
Win Rate 93.62 % 93.62 % 93.75 % 85.37 %
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 2.50 228.015 2.28 1:53:00 5 0 0 100
AVA/USDT 2 2.58 89.453 0.89 1 day, 1:54:00 2 0 0 100
PUNDIX/USDT 2 2.18 73.570 0.74 1:29:00 2 0 0 100
LAZIO/USDT 2 1.91 69.246 0.69 0:26:00 2 0 0 100
MOVR/USDT 2 1.46 58.296 0.58 2 days, 16:22:00 2 0 0 100
ALPACA/USDT 1 3.20 53.726 0.54 8:30:00 1 0 0 100
ARPA/USDT 1 2.97 53.064 0.53 1:25:00 1 0 0 100
XRP/USDT 1 3.00 52.943 0.53 19:50:00 1 0 0 100
KP3R/USDT 1 2.71 46.819 0.47 5:45:00 1 0 0 100
TWT/USDT 1 2.28 41.239 0.41 0:42:00 1 0 0 100
WING/USDT 1 2.28 39.047 0.39 5:09:00 1 0 0 100
EOS/USDT 1 2.18 38.543 0.39 3:40:00 1 0 0 100
TLM/USDT 1 1.98 33.592 0.34 20:55:00 1 0 0 100
NKN/USDT 1 1.54 27.001 0.27 5 days, 15:46:00 1 0 0 100
FIL/USDT 1 1.44 25.881 0.26 0:02:00 1 0 0 100
TRB/USDT 1 1.43 25.106 0.25 2:25:00 1 0 0 100
BOND/USDT 1 1.45 23.895 0.24 0:49:00 1 0 0 100
DEGO/USDT 1 1.38 23.109 0.23 0:29:00 1 0 0 100
STMX/USDT 1 1.34 22.059 0.22 4:15:00 1 0 0 100
FORTH/USDT 1 1.16 21.253 0.21 1:28:00 1 0 0 100
OXT/USDT 1 1.22 21.011 0.21 4:20:00 1 0 0 100
MASK/USDT 1 1.21 20.903 0.21 0:12:00 1 0 0 100
RIF/USDT 1 1.23 20.377 0.20 0:13:00 1 0 0 100
CFX/USDT 1 1.11 20.298 0.20 12:53:00 1 0 0 100
KMD/USDT 1 1.06 19.735 0.20 0:27:00 1 0 0 100
XVS/USDT 1 1.18 19.688 0.20 1:09:00 1 0 0 100
LTC/USDT 1 1.11 19.518 0.20 12:34:00 1 0 0 100
ENJ/USDT 1 1.09 18.310 0.18 15:31:00 1 0 0 100
WAVES/USDT 1 1.09 18.218 0.18 0:03:00 1 0 0 100
ERN/USDT 1 1.08 17.985 0.18 0:14:00 1 0 0 100
LSK/USDT 1 1.03 17.843 0.18 6:00:00 1 0 0 100
CVP/USDT 1 1.02 17.619 0.18 14:24:00 1 0 0 100
OG/USDT 1 1.70 5.663 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
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
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
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
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
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
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
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
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
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
BLZ/USDT 3 -0.65 -36.537 -0.37 7:03:00 2 0 1 66.7
TKO/USDT 2 -1.64 -173.230 -1.73 8 days, 4:03:00 1 0 1 50.0
WNXM/USDT 1 -27.57 -506.025 -5.06 8 days, 11:30:00 0 0 1 0
TOTAL 47 0.88 567.233 5.67 23:13:00 44 0 3 93.6

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BLZ/USDT 1 -4.53 -84.305 -0.84 17:00:00 0 0 1 0
TKO/USDT 1 -4.36 -192.099 -1.92 16 days, 8:00:00 0 0 1 0
WNXM/USDT 1 -27.57 -506.025 -5.06 8 days, 11:30:00 0 0 1 0
TOTAL 3 -12.16 -782.429 -7.82 8 days, 12:10:00 0 0 3 0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 19 1.31 318.916 3.19 1 day, 12:50:00 17 0 2 89.5
47 7 1.65 199.831 2.00 22:51:00 7 0 0 100
44 3 1.88 100.389 1.00 0:26:00 3 0 0 100
12 2 2.25 77.346 0.77 4:18:00 2 0 0 100
103 1 2.84 51.542 0.52 2:00:00 1 0 0 100
25 1 2.25 41.176 0.41 0:47:00 1 0 0 100
12 107 1 1.84 33.206 0.33 0:44:00 1 0 0 100
6 12 1 1.42 26.253 0.26 0:02:00 1 0 0 100
24 1 1.43 25.907 0.26 2:56:00 1 0 0 100
10 13 1 1.44 25.881 0.26 0:02:00 1 0 0 100
11 1 1.43 25.106 0.25 2:25:00 1 0 0 100
41 1 1.45 23.895 0.24 0:49:00 1 0 0 100
103 104 1 1.16 21.253 0.21 1:28:00 1 0 0 100
3 1 1.11 18.558 0.19 0:45:00 1 0 0 100
107 1 1.09 18.218 0.18 0:03:00 1 0 0 100
61 1 1.70 5.663 0.06 1:26:00 1 0 0 100
13 4 -6.07 -445.907 -4.46 2 days, 4:02:00 3 0 1 75.0
TOTAL 47 0.88 567.233 5.67 23:13:00 44 0 3 93.6

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_quick_max_m ( 46 ) 5 5 0 0 100 1.53 130.147 1.28
exit_profit_long_quick_max_m ( 47 ) 4 4 0 0 100 1.53 104.41 1.02
force_exit 3 0 0 3 0 -12.16 -782.429 -6.08
exit_profit_long_normal_max_m ( 12 ) 2 2 0 0 100 2.25 77.346 0.75
exit_long_quick_q_1 ( 46 ) 2 2 0 0 100 4.06 145.988 1.35
exit_profit_long_quick_max_m ( 44 ) 2 2 0 0 100 1.83 64.348 0.61
exit_profit_long_normal_max_m ( 13 ) 2 2 0 0 100 1.11 41.25 0.37
exit_long_normal_o_1 ( 6 12 ) 1 1 0 0 100 1.42 26.253 0.24
exit_long_quick_w_1_2 ( 47 ) 1 1 0 0 100 1.11 20.298 0.18
exit_long_quick_w_2_12 ( 46 ) 1 1 0 0 100 2.18 38.543 0.36
exit_profit_long_pump_max_m ( 25 ) 1 1 0 0 100 2.25 41.176 0.37
exit_long_quick_d_1_10 ( 44 ) 1 1 0 0 100 1.98 36.04 0.33
exit_long_rapid_d_2_16 ( 103 ) 1 1 0 0 100 2.84 51.542 0.47
exit_profit_long_pump_max_m ( 24 ) 1 1 0 0 100 1.43 25.907 0.24
exit_profit_long_normal_max_m ( 12 107 ) 1 1 0 0 100 1.84 33.206 0.31
exit_long_normal_u_1 ( 10 13 ) 1 1 0 0 100 1.44 25.881 0.24
exit_long_quick_q_3 ( 47 ) 1 1 0 0 100 2.97 53.064 0.49
exit_long_quick_w_2_1 ( 46 ) 1 1 0 0 100 3 52.943 0.5
exit_profit_long_rapid_max_m ( 103 104 ) 1 1 0 0 100 1.16 21.253 0.19
exit_profit_long_quick_max_m ( 41 ) 1 1 0 0 100 1.45 23.895 0.24
exit_profit_long_normal_max_m ( 11 ) 1 1 0 0 100 1.43 25.106 0.24
exit_long_quick_d_1_1 ( 47 ) 1 1 0 0 100 1.34 22.059 0.22
exit_long_quick_w_1_9 ( 46 ) 1 1 0 0 100 1.9 33.111 0.32
exit_long_quick_w_2_2 ( 46 ) 1 1 0 0 100 2.71 46.819 0.45
exit_long_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.03 17.843 0.17
exit_long_quick_w_1_4 ( 46 ) 1 1 0 0 100 1.22 21.011 0.2
exit_long_quick_w_1_10 ( 46 ) 1 1 0 0 100 1.21 20.903 0.2
exit_long_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.01 25.184 0.17
exit_long_quick_3_1_1 ( 46 ) 1 1 0 0 100 1.98 33.592 0.33
exit_long_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.72 29.235 0.29
exit_long_normal_w_1_3 ( 3 ) 1 1 0 0 100 1.11 18.558 0.18
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.7 5.663 0.28
exit_long_rapid_o_1 ( 107 ) 1 1 0 0 100 1.09 18.218 0.18
exit_long_normal_u_1 ( 13 ) 1 1 0 0 100 1.08 18.869 0.18

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 47 / 1.52
Starting balance 10000 USDT
Final balance 10567.233 USDT
Absolute profit 567.233 USDT
Total profit % 5.67%
CAGR % 91.48%
Sortino 1.95
Sharpe 4.08
Calmar 50.71
Profit factor 1.72
Expectancy (Ratio) 12.07 (0.05)
Trades per day 1.52
Avg. daily profit % 0.18%
Avg. stake amount 1723.955 USDT
Total trade volume 81025.874 USDT
Best Pair SANTOS/USDT 2.28%
Worst Pair WNXM/USDT -5.06%
Best trade SANTOS/USDT 4.67%
Worst trade WNXM/USDT -27.57%
Best day 145.607 USDT
Worst day -782.429 USDT
Days win/draw/lose 21 / 10 / 1
Avg. Duration Winners 10:53:00
Avg. Duration Loser 8 days, 12:10:00
Max Consecutive Wins / Loss 44 / 3
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10023.895 USDT
Max balance 11349.663 USDT
Max % of account underwater 6.89%
Absolute Drawdown (Account) 6.89%
Absolute Drawdown 782.429 USDT
Drawdown high 1349.663 USDT
Drawdown low 567.233 USDT
Drawdown Start 2022-08-27 04:26:00
Drawdown End 2022-09-01 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 47 0.88 567.233 5.67 23:13:00 44 0 3 93.6 782.429 USDT 6.89%

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 v14.1.477 v14.1.417
Average Duration 2 days, 21:55:00 2 days, 21:55:00 2 days, 21:55:00 3 days, 16:29:00
Market Change -3.22 % -3.22 % -3.22 % -3.19 %
Max Drawdown 2.1935 % 2.1935 % 2.1935 % 11.0808 %
Profit Mean 1.5557 % 1.5557 % 1.5557 % 0.7737 %
Profit Sum 45.12 % 45.12 % 45.12 % 21.66 %
Profit Total 7.37 % 7.37 % 7.37 % -3.88 %
Trades 29 29 29 28
Win Rate 89.66 % 89.66 % 89.66 % 82.14 %
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 1.89 216.382 2.16 3 days, 23:58:00 5 0 0 100
REEF/USDT 4 1.91 131.036 1.31 1:35:00 4 0 0 100
POND/USDT 1 7.29 125.094 1.25 2:50:00 1 0 0 100
ALPACA/USDT 1 4.00 66.433 0.66 4:50:00 1 0 0 100
FIS/USDT 1 2.06 48.996 0.49 3 days, 22:35:00 1 0 0 100
DEXE/USDT 1 2.77 46.411 0.46 6:55:00 1 0 0 100
KNC/USDT 1 2.30 40.303 0.40 13:25:00 1 0 0 100
LAZIO/USDT 2 1.14 40.212 0.40 1:04:00 2 0 0 100
XEC/USDT 1 2.26 38.160 0.38 14:21:00 1 0 0 100
VIDT/USDT 1 2.19 38.128 0.38 14:10:00 1 0 0 100
CKB/USDT 1 2.06 36.207 0.36 1:30:00 1 0 0 100
HIGH/USDT 1 1.75 31.625 0.32 0:46:00 1 0 0 100
OXT/USDT 1 1.79 30.250 0.30 11:45:00 1 0 0 100
AGLD/USDT 1 1.48 25.055 0.25 1:23:00 1 0 0 100
WING/USDT 1 1.31 22.198 0.22 0:46:00 1 0 0 100
UNFI/USDT 1 1.08 18.834 0.19 0:02:00 1 0 0 100
TRB/USDT 1 1.02 17.835 0.18 21:38:00 1 0 0 100
SHIB/USDT 1 0.27 4.692 0.05 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
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
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
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
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
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
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
ETC/USDT 1 -0.12 -8.803 -0.09 28 days, 21:15:00 0 0 1 0
CVP/USDT 1 -5.05 -88.843 -0.89 9 days, 19:30:00 0 0 1 0
OCEAN/USDT 1 -2.72 -143.147 -1.43 17 days, 12:00:00 0 0 1 0
TOTAL 29 1.56 737.056 7.37 2 days, 21:55:00 26 0 3 89.7

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETC/USDT 1 -0.12 -8.803 -0.09 28 days, 21:15:00 0 0 1 0
CVP/USDT 1 -5.05 -88.843 -0.89 9 days, 19:30:00 0 0 1 0
OCEAN/USDT 1 -2.72 -143.147 -1.43 17 days, 12:00:00 0 0 1 0
TOTAL 3 -2.63 -240.794 -2.41 18 days, 17:35:00 0 0 3 0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
47 9 1.94 300.728 3.01 1 day, 5:34:00 8 0 1 88.9
46 9 1.72 229.577 2.30 4 days, 17:58:00 8 0 1 88.9
44 2 1.20 40.765 0.41 0:44:00 2 0 0 100
106 1 2.30 40.303 0.40 13:25:00 1 0 0 100
1 50 1 1.84 31.212 0.31 1:33:00 1 0 0 100
101 2 0.64 22.528 0.23 11:36:00 2 0 0 100
26 50 1 1.21 21.813 0.22 0:45:00 1 0 0 100
107 1 1.20 21.645 0.22 1:27:00 1 0 0 100
10 101 1 1.08 18.834 0.19 0:02:00 1 0 0 100
13 1 1.02 18.455 0.18 0:42:00 1 0 0 100
120 1 -0.12 -8.803 -0.09 28 days, 21:15:00 0 0 1 0
TOTAL 29 1.56 737.056 7.37 2 days, 21:55:00 26 0 3 89.7

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_long_quick_q_1 ( 46 ) 4 4 0 0 100 2.66 229.316 1.77
exit_profit_long_quick_max_m ( 47 ) 3 3 0 0 100 2 106.636 1
force_exit 3 0 0 3 0 -2.63 -240.794 -1.32
exit_profit_long_quick_max_m ( 44 ) 2 2 0 0 100 1.2 40.765 0.4
exit_profit_long_quick_max_m ( 46 ) 2 2 0 0 100 1.64 55.305 0.55
exit_long_quick_q_3 ( 47 ) 2 2 0 0 100 2.13 74.335 0.71
exit_profit_long_normal_max_m ( 1 50 ) 1 1 0 0 100 1.84 31.212 0.31
exit_long_quick_d_2_1 ( 47 ) 1 1 0 0 100 2.18 37.096 0.36
exit_long_quick_2_1_1 ( 47 ) 1 1 0 0 100 7.29 125.094 1.21
exit_long_quick_w_2_2 ( 47 ) 1 1 0 0 100 2.77 46.411 0.46
exit_long_normal_u_1 ( 10 101 ) 1 1 0 0 100 1.08 18.834 0.18
exit_long_rapid_d_0_18 ( 101 ) 1 1 0 0 100 0.27 4.692 0.04
exit_long_rapid_w_2_2 ( 106 ) 1 1 0 0 100 2.3 40.303 0.38
exit_long_rapid_rpd_2 ( 101 ) 1 1 0 0 100 1.02 17.835 0.17
exit_long_quick_q_3 ( 46 ) 1 1 0 0 100 2.22 39.108 0.37
exit_long_normal_d_1_10 ( 13 ) 1 1 0 0 100 1.02 18.455 0.17
exit_profit_long_pump_max_m ( 26 50 ) 1 1 0 0 100 1.21 21.813 0.2
exit_profit_long_rapid_max_m ( 107 ) 1 1 0 0 100 1.2 21.645 0.2
exit_long_quick_1_1_1 ( 46 ) 1 1 0 0 100 2.06 48.996 0.34

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 29 / 0.97
Starting balance 10000 USDT
Final balance 10737.056 USDT
Absolute profit 737.056 USDT
Total profit % 7.37%
CAGR % 137.56%
Sortino 8.51
Sharpe 10.27
Calmar 213.99
Profit factor 4.06
Expectancy (Ratio) 25.42 (0.32)
Trades per day 0.97
Avg. daily profit % 0.25%
Avg. stake amount 1705.137 USDT
Total trade volume 49448.967 USDT
Best Pair SANTOS/USDT 2.16%
Worst Pair CVP/USDT -0.89%
Best trade POND/USDT 7.29%
Worst trade CVP/USDT -5.05%
Best day 167.279 USDT
Worst day -240.794 USDT
Days win/draw/lose 18 / 11 / 1
Avg. Duration Winners 1 day, 2:06:00
Avg. Duration Loser 18 days, 17:35:00
Max Consecutive Wins / Loss 26 / 3
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10054.361 USDT
Max balance 10977.85 USDT
Max % of account underwater 2.19%
Absolute Drawdown (Account) 2.19%
Absolute Drawdown 240.794 USDT
Drawdown high 977.85 USDT
Drawdown low 737.056 USDT
Drawdown Start 2022-09-29 15:41:00
Drawdown End 2022-10-01 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 29 1.56 737.056 7.37 2 days, 21:55:00 26 0 3 89.7 240.794 USDT 2.19%

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 - 20221001-20221101

Current Previous v14.1.477 v14.1.417
Average Duration 1 day, 15:18:00 1 day, 15:18:00 1 day, 15:18:00 2 days, 7:46:00
Market Change 7.59 % 7.59 % 7.59 % 7.56 %
Max Drawdown 1.9703 % 1.9703 % 1.9703 % 6.4167 %
Profit Mean 1.1935 % 1.1935 % 1.1935 % -0.1923 %
Profit Sum 25.06 % 25.06 % 25.06 % -4.23 %
Profit Total 3.77 % 3.77 % 3.77 % -1.2 %
Trades 21 21 21 22
Win Rate 80.95 % 80.95 % 80.95 % 77.27 %
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 1.63 110.691 1.11 4:32:00 4 0 0 100
DODO/USDT 1 3.65 66.646 0.67 10 days, 13:58:00 1 0 0 100
CVP/USDT 2 1.30 42.169 0.42 17:35:00 1 0 1 50.0
UNI/USDT 1 1.88 31.119 0.31 1:50:00 1 0 0 100
OG/USDT 1 1.82 30.701 0.31 5:55:00 1 0 0 100
TWT/USDT 1 1.62 26.936 0.27 1 day, 1:10:00 1 0 0 100
ERN/USDT 1 1.54 25.368 0.25 0:40:00 1 0 0 100
SANTOS/USDT 2 1.18 24.547 0.25 2:54:00 2 0 0 100
HIVE/USDT 1 1.45 24.076 0.24 0:12:00 1 0 0 100
XRP/USDT 2 0.76 22.112 0.22 8 days, 22:32:00 1 0 1 50.0
COTI/USDT 1 1.06 18.139 0.18 6:26:00 1 0 0 100
LTO/USDT 1 1.04 17.708 0.18 0:45:00 1 0 0 100
PYR/USDT 1 1.56 5.448 0.05 0:02:00 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
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
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
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
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
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
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
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
1INCH/USDT 1 -1.33 -23.224 -0.23 9:00:00 0 0 1 0
ENJ/USDT 1 -2.21 -45.451 -0.45 1 day, 9:00:00 0 0 1 0
TOTAL 21 1.19 376.985 3.77 1 day, 15:18:00 17 0 4 81.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XRP/USDT 1 -0.37 -9.249 -0.09 15 days, 17:15:00 0 0 1 0
1INCH/USDT 1 -1.33 -23.224 -0.23 9:00:00 0 0 1 0
ENJ/USDT 1 -2.21 -45.451 -0.45 1 day, 9:00:00 0 0 1 0
CVP/USDT 1 -7.48 -130.647 -1.31 1 day, 1:00:00 0 0 1 0
TOTAL 4 -2.85 -208.570 -2.09 4 days, 15:04:00 0 0 4 0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 11 1.19 214.361 2.14 1 day, 15:24:00 8 0 3 72.7
47 2 1.68 56.069 0.56 3:18:00 2 0 0 100
24 1 1.46 24.706 0.25 1:01:00 1 0 0 100
22 1 1.45 24.076 0.24 0:12:00 1 0 0 100
45 1 1.21 20.686 0.21 0:09:00 1 0 0 100
104 1 1.14 19.319 0.19 0:08:00 1 0 0 100
25 1 1.04 17.708 0.18 0:45:00 1 0 0 100
61 2 1.36 9.308 0.09 2:51:00 2 0 0 100
120 1 -0.37 -9.249 -0.09 15 days, 17:15:00 0 0 1 0
TOTAL 21 1.19 376.985 3.77 1 day, 15:18:00 17 0 4 81.0

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
force_exit 4 0 0 4 0 -2.85 -208.57 -1.9
exit_long_quick_1_1_1 ( 46 ) 2 2 0 0 100 2.63 93.582 0.88
exit_long_quick_2_1_1 ( 46 ) 2 2 0 0 100 1.54 51.8 0.51
exit_profit_long_quick_max_m ( 47 ) 1 1 0 0 100 1.54 25.368 0.26
exit_long_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.88 31.119 0.31
exit_long_pump_o_1 ( 22 ) 1 1 0 0 100 1.45 24.076 0.24
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.16 3.861 0.19
exit_long_quick_d_1_8 ( 47 ) 1 1 0 0 100 1.82 30.701 0.3
exit_profit_long_pump_max_m ( 24 ) 1 1 0 0 100 1.46 24.706 0.24
exit_profit_long_rapid_max_m ( 104 ) 1 1 0 0 100 1.14 19.319 0.19
exit_profit_long_pump_max_m ( 25 ) 1 1 0 0 100 1.04 17.708 0.17
exit_long_quick_q_3 ( 46 ) 1 1 0 0 100 2.71 46.226 0.45
exit_profit_long_quick_max_m ( 46 ) 1 1 0 0 100 1.06 18.139 0.18
exit_long_quick_3_1_1 ( 46 ) 1 1 0 0 100 10.07 172.816 1.68
exit_profit_long_quick_max_m ( 45 ) 1 1 0 0 100 1.21 20.686 0.2
exit_long_rebuy_o_1 ( 61 ) 1 1 0 0 100 1.56 5.448 0.26

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 21 / 0.68
Starting balance 10000 USDT
Final balance 10376.985 USDT
Absolute profit 376.985 USDT
Total profit % 3.77%
CAGR % 54.61%
Sortino 4.93
Sharpe 4.47
Calmar 117.92
Profit factor 2.81
Expectancy (Ratio) 17.95 (0.34)
Trades per day 0.68
Avg. daily profit % 0.12%
Avg. stake amount 1553.662 USDT
Total trade volume 32626.896 USDT
Best Pair PHA/USDT 1.11%
Worst Pair ENJ/USDT -0.45%
Best trade CVP/USDT 10.07%
Worst trade CVP/USDT -7.48%
Best day 193.502 USDT
Worst day -208.57 USDT
Days win/draw/lose 14 / 16 / 1
Avg. Duration Winners 22:24:00
Avg. Duration Loser 4 days, 15:04:00
Max Consecutive Wins / Loss 17 / 4
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10025.368 USDT
Max balance 10585.555 USDT
Max % of account underwater 1.97%
Absolute Drawdown (Account) 1.97%
Absolute Drawdown 208.57 USDT
Drawdown high 585.555 USDT
Drawdown low 376.985 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 21 1.19 376.985 3.77 1 day, 15:18:00 17 0 4 81.0 208.57 USDT 1.97%

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 v14.1.477 v14.1.417
Average Duration 13:37:00 13:37:00 13:20:00 1 day, 1:02:00
Market Change -16.04 % -16.04 % -16.04 % -16.08 %
Max Drawdown 0.0 % 0.0 % 0.0 % 10.8131 %
Profit Mean 1.7113 % 1.7113 % 1.7233 % 1.1624 %
Profit Sum 123.21 % 123.21 % 129.25 % 91.83 %
Profit Total 21.28 % 21.28 % 22.49 % 8.11 %
Trades 72 72 75 79
Win Rate 100.0 % 100.0 % 100.0 % 94.94 %
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 2.51 282.342 2.82 4:07:00 6 0 0 100
LAZIO/USDT 9 1.56 253.842 2.54 0:14:00 9 0 0 100
SANTOS/USDT 5 1.71 150.552 1.51 8:26:00 5 0 0 100
VIDT/USDT 2 2.57 99.848 1.00 1:35:00 2 0 0 100
QI/USDT 2 2.01 77.576 0.78 4:52:00 2 0 0 100
AR/USDT 3 1.43 71.243 0.71 1:28:00 3 0 0 100
PERP/USDT 2 1.82 70.613 0.71 11:36:00 2 0 0 100
STPT/USDT 1 3.60 64.130 0.64 1:35:00 1 0 0 100
PEOPLE/USDT 1 3.44 62.769 0.63 0:39:00 1 0 0 100
C98/USDT 3 1.15 61.732 0.62 1 day, 12:38:00 3 0 0 100
KNC/USDT 3 1.01 57.797 0.58 6 days, 8:20:00 3 0 0 100
BAND/USDT 1 3.26 57.420 0.57 0:33:00 1 0 0 100
BETA/USDT 1 2.35 45.904 0.46 0:16:00 1 0 0 100
FIS/USDT 2 3.06 45.289 0.45 2:59:00 2 0 0 100
SFP/USDT 2 1.24 43.858 0.44 12:25:00 2 0 0 100
FARM/USDT 1 2.24 42.416 0.42 15:25:00 1 0 0 100
GTC/USDT 1 2.47 41.456 0.41 2:10:00 1 0 0 100
DYDX/USDT 2 1.09 38.266 0.38 10:40:00 2 0 0 100
1INCH/USDT 1 2.07 37.661 0.38 0:01:00 1 0 0 100
DF/USDT 1 2.07 37.245 0.37 1:11:00 1 0 0 100
OCEAN/USDT 1 1.97 34.068 0.34 0:34:00 1 0 0 100
ZEN/USDT 1 1.84 33.600 0.34 1:42:00 1 0 0 100
INJ/USDT 1 1.73 31.547 0.32 7:35:00 1 0 0 100
BLZ/USDT 1 1.56 26.798 0.27 2 days, 8:35:00 1 0 0 100
AVA/USDT 1 1.33 26.041 0.26 11:59:00 1 0 0 100
FRONT/USDT 1 1.32 24.418 0.24 3:50:00 1 0 0 100
ARPA/USDT 1 1.42 23.926 0.24 3:04:00 1 0 0 100
PHA/USDT 1 1.28 22.820 0.23 8:09:00 1 0 0 100
DEXE/USDT 1 1.27 22.573 0.23 1:33:00 1 0 0 100
CELO/USDT 1 1.27 21.788 0.22 1:00:00 1 0 0 100
IOTA/USDT 1 1.25 21.010 0.21 7:15:00 1 0 0 100
DODO/USDT 1 1.09 20.639 0.21 0:32:00 1 0 0 100
WING/USDT 1 1.01 20.269 0.20 2:39:00 1 0 0 100
RLC/USDT 1 1.05 20.103 0.20 0:04:00 1 0 0 100
NEO/USDT 1 1.03 18.749 0.19 11:19:00 1 0 0 100
VTHO/USDT 1 1.08 18.487 0.18 0:11:00 1 0 0 100
SUSHI/USDT 1 1.09 18.401 0.18 1:00:00 1 0 0 100
LRC/USDT 1 1.06 17.663 0.18 18:57:00 1 0 0 100
GALA/USDT 1 1.05 17.531 0.18 0:59:00 1 0 0 100
TRX/USDT 1 0.95 17.464 0.17 2 days, 13:41:00 1 0 0 100
FLOW/USDT 1 1.02 16.780 0.17 17:11:00 1 0 0 100
STRAX/USDT 1 1.93 7.450 0.07 1:13:00 1 0 0 100
BAKE/USDT 1 1.08 3.936 0.04 10:37:00 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
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
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
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
NKN/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
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
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 72 1.71 2128.022 21.28 13:37:00 72 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%
106 10 1.80 324.437 3.24 2 days, 17:02:00 10 0 0 100
46 8 1.96 292.630 2.93 11:00:00 8 0 0 100
47 9 1.26 210.179 2.10 7:37:00 9 0 0 100
13 4 2.20 155.202 1.55 0:26:00 4 0 0 100
103 3 2.13 116.839 1.17 10:07:00 3 0 0 100
41 61 4 1.46 109.563 1.10 4:04:00 4 0 0 100
44 2 2.84 101.374 1.01 1:23:00 2 0 0 100
12 3 1.81 98.488 0.98 4:22:00 3 0 0 100
25 4 1.30 93.173 0.93 2:50:00 4 0 0 100
102 4 1.16 83.990 0.84 3:48:00 4 0 0 100
104 3 1.39 73.195 0.73 7:45:00 3 0 0 100
10 2 1.53 56.648 0.57 0:24:00 2 0 0 100
9 1 2.92 55.201 0.55 13:00:00 1 0 0 100
50 108 1 2.47 41.456 0.41 2:10:00 1 0 0 100
108 1 2.26 40.259 0.40 1:40:00 1 0 0 100
6 1 2.07 37.661 0.38 0:01:00 1 0 0 100
101 1 1.84 33.600 0.34 1:42:00 1 0 0 100
61 3 2.49 28.950 0.29 5:13:00 3 0 0 100
105 1 1.67 27.726 0.28 2:10:00 1 0 0 100
45 104 1 1.44 26.744 0.27 11:55:00 1 0 0 100
107 1 1.23 22.859 0.23 0:02:00 1 0 0 100
24 1 1.33 21.906 0.22 1:46:00 1 0 0 100
21 1 1.02 19.976 0.20 6:16:00 1 0 0 100
7 1 1.10 19.075 0.19 0:54:00 1 0 0 100
61 102 1 1.08 18.487 0.18 0:11:00 1 0 0 100
22 1 1.09 18.401 0.18 1:00:00 1 0 0 100
TOTAL 72 1.71 2128.022 21.28 13:37:00 72 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_quick_max_m ( 47 ) 6 6 0 0 100 1.32 144.853 1.32
exit_profit_long_rapid_max_m ( 104 ) 3 3 0 0 100 1.39 73.195 0.7
exit_profit_long_quick_max_m ( 46 ) 3 3 0 0 100 2.05 115.479 1.02
exit_long_rapid_rpd_3 ( 102 ) 2 2 0 0 100 1.18 44.017 0.39
exit_long_rapid_d_1_18 ( 106 ) 2 2 0 0 100 1.22 41.815 0.41
exit_profit_long_rebuy_max_m ( 61 ) 2 2 0 0 100 1.51 11.386 0.5
exit_profit_long_quick_max_m ( 44 ) 2 2 0 0 100 2.84 101.374 0.95
exit_profit_long_normal_max_m ( 12 ) 2 2 0 0 100 1.09 41.068 0.36
exit_profit_long_quick_max_m ( 41 61 ) 2 2 0 0 100 1.2 45.106 0.4
exit_profit_long_normal_max_m ( 13 ) 2 2 0 0 100 1.86 65.18 0.62
exit_profit_long_rapid_max_m ( 106 ) 2 2 0 0 100 1.4 51.272 0.47
exit_long_quick_2_1_1 ( 46 ) 2 2 0 0 100 1.96 73.155 0.65
exit_long_pump_d_1_10 ( 25 ) 2 2 0 0 100 1.15 38.674 0.38
exit_long_normal_1_1_1 ( 9 ) 1 1 0 0 100 2.92 55.201 0.49
exit_long_rebuy_w_4_2 ( 61 ) 1 1 0 0 100 4.46 17.563 0.74
exit_long_quick_q_1 ( 46 ) 1 1 0 0 100 3.33 65.872 0.55
exit_long_rapid_w_1_22 ( 103 ) 1 1 0 0 100 1.23 22.523 0.2
exit_long_quick_d_1_5 ( 47 ) 1 1 0 0 100 1.32 24.418 0.22
exit_profit_long_pump_max_m ( 21 ) 1 1 0 0 100 1.02 19.976 0.17
exit_long_rapid_d_1_10 ( 107 ) 1 1 0 0 100 1.23 22.859 0.21
exit_long_rapid_rpd_3 ( 45 104 ) 1 1 0 0 100 1.44 26.744 0.24
exit_long_rapid_d_3_1 ( 106 ) 1 1 0 0 100 3.63 70.506 0.6
exit_long_quick_q_3 ( 41 61 ) 1 1 0 0 100 2.24 42.416 0.37
exit_long_quick_o_1 ( 41 61 ) 1 1 0 0 100 1.18 22.041 0.2
exit_long_rapid_rpd_3 ( 106 ) 1 1 0 0 100 1.51 29.342 0.25
exit_long_normal_u_1 ( 13 ) 1 1 0 0 100 1.87 35.336 0.31
exit_long_quick_d_1_18 ( 47 ) 1 1 0 0 100 1.09 20.639 0.18
exit_long_pump_w_1_2 ( 25 ) 1 1 0 0 100 1.65 31.926 0.28
exit_profit_long_rapid_max_m ( 101 ) 1 1 0 0 100 1.84 33.6 0.31
exit_profit_long_normal_max_m ( 10 ) 1 1 0 0 100 1.95 37.022 0.33
exit_long_rapid_rpd_3 ( 103 ) 1 1 0 0 100 1.73 31.547 0.29
exit_profit_long_pump_max_m ( 24 ) 1 1 0 0 100 1.33 21.906 0.22
exit_profit_long_rapid_max_m ( 103 ) 1 1 0 0 100 3.44 62.769 0.57
exit_long_rapid_d_1_21 ( 106 ) 1 1 0 0 100 1.27 21.788 0.21
exit_long_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.03 17.114 0.17
exit_long_rapid_d_1_13 ( 105 ) 1 1 0 0 100 1.67 27.726 0.28
exit_long_quick_d_2_1 ( 50 108 ) 1 1 0 0 100 2.47 41.456 0.41
exit_long_pump_w_1_3 ( 22 ) 1 1 0 0 100 1.09 18.401 0.18
exit_long_quick_w_1_22 ( 46 ) 1 1 0 0 100 1.25 21.01 0.21
exit_long_normal_o_3 ( 13 ) 1 1 0 0 100 3.22 54.686 0.54
exit_long_rapid_rpd_2 ( 102 ) 1 1 0 0 100 1.07 18.236 0.18
exit_profit_long_rapid_max_m ( 61 102 ) 1 1 0 0 100 1.08 18.487 0.18
exit_profit_long_normal_max_m ( 7 ) 1 1 0 0 100 1.1 19.075 0.18
exit_long_normal_u_2 ( 6 ) 1 1 0 0 100 2.07 37.661 0.35
exit_long_rapid_8_1_1 ( 106 ) 1 1 0 0 100 3.71 63.887 0.62
exit_long_rapid_rpd_1 ( 106 ) 1 1 0 0 100 1.56 26.798 0.26
exit_long_normal_u_3 ( 12 ) 1 1 0 0 100 3.26 57.42 0.54
exit_profit_long_pump_max_m ( 25 ) 1 1 0 0 100 1.27 22.573 0.21
exit_long_normal_u_1 ( 10 ) 1 1 0 0 100 1.1 19.625 0.18
exit_long_rapid_rpd_3 ( 108 ) 1 1 0 0 100 2.26 40.259 0.38
exit_long_rapid_2_1_1 ( 106 ) 1 1 0 0 100 1.11 19.028 0.18
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.2 21.738 0.2
exit_long_quick_d_1_13 ( 47 ) 1 1 0 0 100 1.01 20.269 0.17

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 72 / 2.4
Starting balance 10000 USDT
Final balance 12128.022 USDT
Absolute profit 2128.022 USDT
Total profit % 21.28%
CAGR % 945.79%
Sortino -100.00
Sharpe 91.38
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 29.56 (100.00)
Trades per day 2.4
Avg. daily profit % 0.71%
Avg. stake amount 1737.648 USDT
Total trade volume 125110.626 USDT
Best Pair MASK/USDT 2.82%
Worst Pair ADX/USDT 0.00%
Best trade FIS/USDT 4.46%
Worst trade KNC/USDT 0.82%
Best day 221.03 USDT
Worst day 0 USDT
Days win/draw/lose 21 / 7 / 0
Avg. Duration Winners 13:37:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 72 / 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 72 1.71 2128.022 21.28 13:37:00 72 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 v14.1.477 v14.1.417
Average Duration 1 day, 10:47:00 1 day, 10:47:00 1 day, 10:47:00 16:55:00
Market Change -13.78 % -13.78 % -13.78 % -13.77 %
Max Drawdown 0.3812 % 0.3812 % 0.3812 % 0.3786 %
Profit Mean 1.4173 % 1.4173 % 1.4173 % 1.5264 %
Profit Sum 28.35 % 28.35 % 28.35 % 30.53 %
Profit Total 4.49 % 4.49 % 4.49 % 4.75 %
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%
TWT/USDT 4 1.71 114.674 1.15 0:12:00 4 0 0 100
RARE/USDT 2 2.39 82.446 0.82 15:40:00 2 0 0 100
DEXE/USDT 2 1.73 57.727 0.58 9:40:00 2 0 0 100
BAND/USDT 2 1.60 53.429 0.53 4:27:00 2 0 0 100
RLC/USDT 1 2.46 41.731 0.42 0:55:00 1 0 0 100
GRT/USDT 1 1.74 29.186 0.29 5:55:00 1 0 0 100
DGB/USDT 1 1.49 25.592 0.26 10:33:00 1 0 0 100
QTUM/USDT 1 1.49 25.544 0.26 8:58:00 1 0 0 100
TRB/USDT 1 1.15 19.431 0.19 12:53:00 1 0 0 100
AXS/USDT 1 1.12 18.824 0.19 1:58:00 1 0 0 100
SFP/USDT 1 0.54 9.080 0.09 0:01:00 1 0 0 100
MOVR/USDT 1 2.25 7.468 0.07 7:55:00 1 0 0 100
LTC/USDT 1 0.12 3.911 0.04 21 days, 3:00:00 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
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
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 -39.969 -0.40 3 days, 7:00:00 0 0 1 0
TOTAL 20 1.42 449.074 4.49 1 day, 10:47:00 19 0 1 95.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LTC/USDT 1 0.12 3.911 0.04 21 days, 3:00:00 1 0 0 100
DASH/USDT 1 -2.31 -39.969 -0.40 3 days, 7:00:00 0 0 1 0
TOTAL 2 -1.09 -36.058 -0.36 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%
47 2 2.31 78.591 0.79 17:06:00 2 0 0 100
46 5 0.82 68.396 0.68 21:01:00 4 0 1 80.0
108 2 1.80 61.162 0.61 6:54:00 2 0 0 100
5 2 1.35 45.989 0.46 0:06:00 2 0 0 100
10 107 1 2.62 43.487 0.43 0:01:00 1 0 0 100
104 1 2.26 39.075 0.39 16:20:00 1 0 0 100
44 1 1.49 25.544 0.26 8:58:00 1 0 0 100
41 61 1 1.51 25.198 0.25 0:35:00 1 0 0 100
107 1 1.36 22.507 0.23 0:11:00 1 0 0 100
3 1 1.13 18.666 0.19 1:13:00 1 0 0 100
50 1 0.54 9.080 0.09 0:01:00 1 0 0 100
61 1 2.25 7.468 0.07 7:55:00 1 0 0 100
120 1 0.12 3.911 0.04 21 days, 3:00:00 1 0 0 100
TOTAL 20 1.42 449.074 4.49 1 day, 10:47:00 19 0 1 95.0

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
force_exit 2 1 0 1 50.0 -1.09 -36.058 -0.36
exit_long_quick_q_3 ( 47 ) 2 2 0 0 100 2.31 78.591 0.77
exit_long_normal_u_1 ( 5 ) 1 1 0 0 100 1.48 25.183 0.25
exit_long_rapid_rpd_1 ( 104 ) 1 1 0 0 100 2.26 39.075 0.38
exit_long_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.49 25.592 0.25
exit_long_rapid_rpd_1 ( 108 ) 1 1 0 0 100 1.15 19.431 0.19
exit_profit_long_quick_max_m ( 44 ) 1 1 0 0 100 1.49 25.544 0.25
exit_long_rapid_d_2_2 ( 108 ) 1 1 0 0 100 2.46 41.731 0.41
exit_profit_long_normal_max_m ( 5 ) 1 1 0 0 100 1.22 20.806 0.2
exit_profit_long_normal_max_m ( 3 ) 1 1 0 0 100 1.13 18.666 0.19
exit_profit_long_rapid_max_m ( 107 ) 1 1 0 0 100 1.36 22.507 0.23
exit_long_quick_q_3 ( 46 ) 1 1 0 0 100 2.08 34.763 0.35
exit_long_quick_w_1_22 ( 46 ) 1 1 0 0 100 1.74 29.186 0.29
exit_long_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.12 18.824 0.19
exit_profit_long_quick_max_m ( 41 61 ) 1 1 0 0 100 1.51 25.198 0.25
exit_long_normal_u_2 ( 10 107 ) 1 1 0 0 100 2.62 43.487 0.44
exit_long_rebuy_w_2_22 ( 61 ) 1 1 0 0 100 2.25 7.468 0.38
exit_long_quick_u_0 ( 50 ) 1 1 0 0 100 0.54 9.08 0.09

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 20 / 0.65
Starting balance 10000 USDT
Final balance 10449.074 USDT
Absolute profit 449.074 USDT
Total profit % 4.49%
CAGR % 67.74%
Sortino -100.00
Sharpe 15.23
Calmar 726.04
Profit factor 12.24
Expectancy (Ratio) 22.45 (0.56)
Trades per day 0.65
Avg. daily profit % 0.14%
Avg. stake amount 1593.045 USDT
Total trade volume 31860.898 USDT
Best Pair TWT/USDT 1.15%
Worst Pair DASH/USDT -0.40%
Best trade TWT/USDT 2.62%
Worst trade DASH/USDT -2.31%
Best day 107.512 USDT
Worst day -36.058 USDT
Days win/draw/lose 11 / 19 / 1
Avg. Duration Winners 1 day, 8:27:00
Avg. Duration Loser 3 days, 7:00:00
Max Consecutive Wins / Loss 18 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10018.666 USDT
Max balance 10485.132 USDT
Max % of account underwater 0.38%
Absolute Drawdown (Account) 0.38%
Absolute Drawdown 39.969 USDT
Drawdown high 485.132 USDT
Drawdown low 445.163 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 20 1.42 449.074 4.49 1 day, 10:47:00 19 0 1 95.0 39.969 USDT 0.38%

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 v14.1.477 v14.1.417
Average Duration 1 day, 4:59:00 1 day, 4:59:00 1 day, 4:12:00 1 day, 4:02:00
Market Change 54.17 % 54.17 % 54.17 % 54.22 %
Max Drawdown 2.5983 % 2.5983 % 2.5983 % 2.6027 %
Profit Mean 0.9797 % 0.9797 % 1.0156 % 1.0648 %
Profit Sum 33.31 % 33.31 % 35.55 % 39.4 %
Profit Total 5.64 % 5.64 % 6.03 % 6.78 %
Trades 34 34 35 37
Win Rate 94.12 % 94.12 % 94.29 % 94.59 %
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 2 3.52 120.762 1.21 13:58:00 2 0 0 100
TKO/USDT 3 1.50 80.067 0.80 18:50:00 3 0 0 100
RAY/USDT 1 5.65 76.020 0.76 1:05:00 1 0 0 100
REN/USDT 1 3.12 52.035 0.52 2 days, 4:20:00 1 0 0 100
BURGER/USDT 2 1.26 44.685 0.45 5:33:00 2 0 0 100
MDT/USDT 1 2.53 44.001 0.44 6:11:00 1 0 0 100
PEOPLE/USDT 2 1.20 41.387 0.41 9:04:00 2 0 0 100
MASK/USDT 2 1.18 40.790 0.41 17:58:00 2 0 0 100
ERN/USDT 1 1.72 29.534 0.30 0:29:00 1 0 0 100
BETA/USDT 1 1.56 27.605 0.28 0:34:00 1 0 0 100
FRONT/USDT 1 1.17 27.356 0.27 2 days, 9:50:00 1 0 0 100
XVG/USDT 1 1.63 27.001 0.27 4 days, 14:55:00 1 0 0 100
ROSE/USDT 1 1.30 23.082 0.23 5:25:00 1 0 0 100
LTC/USDT 2 0.72 22.933 0.23 1 day, 11:42:00 2 0 0 100
ZIL/USDT 1 1.32 22.543 0.23 7:36:00 1 0 0 100
QI/USDT 1 1.19 21.069 0.21 0:08:00 1 0 0 100
CFX/USDT 1 1.09 19.401 0.19 4:40:00 1 0 0 100
BOND/USDT 1 1.07 18.973 0.19 0:13:00 1 0 0 100
RNDR/USDT 1 1.09 18.148 0.18 3:21:00 1 0 0 100
PHA/USDT 1 1.09 18.057 0.18 5:07:00 1 0 0 100
SANTOS/USDT 1 1.02 17.494 0.17 5:00:00 1 0 0 100
BAND/USDT 1 1.05 17.428 0.17 0:09:00 1 0 0 100
TRB/USDT 1 0.63 14.708 0.15 5 days, 22:40:00 1 0 0 100
MBL/USDT 1 0.17 3.303 0.03 5 days, 16:10:00 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
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
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
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
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
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
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
ZRX/USDT 0 0.00 0.000 0.00 0:00 0 0 0 0
AGLD/USDT 2 -3.48 -115.411 -1.15 3 days, 18:21:00 1 0 1 50.0
ZEN/USDT 1 -8.43 -148.639 -1.49 1 day, 20:00:00 0 0 1 0
TOTAL 34 0.98 564.330 5.64 1 day, 4:59:00 32 0 2 94.1

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LTC/USDT 1 0.13 0.466 0.00 3:15:00 1 0 0 100
AGLD/USDT 1 -7.58 -133.639 -1.34 1 day, 14:50:00 0 0 1 0
ZEN/USDT 1 -8.43 -148.639 -1.49 1 day, 20:00:00 0 0 1 0
TOTAL 3 -5.30 -281.813 -2.82 1 day, 4:42:00 1 0 2 33.3

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 18 1.15 351.880 3.52 1 day, 11:33:00 17 0 1 94.4
48 49 104 1 3.12 52.035 0.52 2 days, 4:20:00 1 0 0 100
25 2 1.34 47.512 0.48 0:38:00 2 0 0 100
3 1 2.76 47.011 0.47 22:20:00 1 0 0 100
107 3 0.82 43.661 0.44 1 day, 23:08:00 3 0 0 100
104 1 2.29 42.021 0.42 2 days, 7:35:00 1 0 0 100
48 2 1.18 40.350 0.40 8:40:00 2 0 0 100
12 2 1.07 35.576 0.36 1:45:00 2 0 0 100
103 1 1.09 19.401 0.19 4:40:00 1 0 0 100
45 1 1.09 18.057 0.18 5:07:00 1 0 0 100
120 1 0.13 0.466 0.00 3:15:00 1 0 0 100
102 1 -7.58 -133.639 -1.34 1 day, 14:50:00 0 0 1 0
TOTAL 34 0.98 564.330 5.64 1 day, 4:59:00 32 0 2 94.1

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_quick_max_m ( 46 ) 6 6 0 0 100 1.32 136.795 1.32
exit_long_quick_w_1_1 ( 46 ) 3 3 0 0 100 1.15 72.585 0.57
force_exit 3 1 0 2 33.3 -5.3 -281.813 -2.65
exit_long_quick_q_1 ( 46 ) 2 2 0 0 100 4.97 149.771 1.66
exit_profit_long_pump_max_m ( 25 ) 2 2 0 0 100 1.34 47.512 0.45
exit_profit_long_quick_max_m ( 48 ) 2 2 0 0 100 1.18 40.35 0.39
exit_long_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.31 22.467 0.22
exit_long_quick_d_1_11 ( 46 ) 1 1 0 0 100 1.3 23.082 0.22
exit_long_quick_d_1_25 ( 46 ) 1 1 0 0 100 1.07 18.973 0.18
exit_long_rapid_rpd_3 ( 103 ) 1 1 0 0 100 1.09 19.401 0.18
exit_long_rapid_o_1 ( 107 ) 1 1 0 0 100 1.19 21.069 0.2
exit_long_rapid_rpd_3 ( 107 ) 1 1 0 0 100 1.09 19.29 0.18
exit_long_quick_w_2_12 ( 46 ) 1 1 0 0 100 2.53 44.001 0.42
exit_long_normal_w_1_10 ( 12 ) 1 1 0 0 100 1.09 18.148 0.18
exit_profit_long_quick_max_m ( 45 ) 1 1 0 0 100 1.09 18.057 0.18
exit_long_normal_o_1 ( 12 ) 1 1 0 0 100 1.05 17.428 0.18
exit_long_quick_w_0_2 ( 46 ) 1 1 0 0 100 0.63 14.708 0.11
exit_long_rapid_w_2_1 ( 104 ) 1 1 0 0 100 2.29 42.021 0.38
exit_long_rapid_w_0_1 ( 107 ) 1 1 0 0 100 0.17 3.303 0.03
exit_long_quick_w_3_9 ( 48 49 104 ) 1 1 0 0 100 3.12 52.035 0.52
exit_long_quick_w_1_10 ( 46 ) 1 1 0 0 100 1.09 18.139 0.18
exit_long_normal_w_2_9 ( 3 ) 1 1 0 0 100 2.76 47.011 0.46

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 34 / 1.1
Starting balance 10000 USDT
Final balance 10564.33 USDT
Absolute profit 564.33 USDT
Total profit % 5.64%
CAGR % 90.86%
Sortino 46.37
Sharpe 8.18
Calmar 133.85
Profit factor 3.00
Expectancy (Ratio) 16.60 (0.12)
Trades per day 1.1
Avg. daily profit % 0.18%
Avg. stake amount 1660.138 USDT
Total trade volume 56444.697 USDT
Best Pair WAVES/USDT 1.21%
Worst Pair ZEN/USDT -1.49%
Best trade RAY/USDT 5.65%
Worst trade ZEN/USDT -8.43%
Best day 124.715 USDT
Worst day -281.813 USDT
Days win/draw/lose 11 / 12 / 1
Avg. Duration Winners 1 day, 4:13:00
Avg. Duration Loser 1 day, 17:25:00
Max Consecutive Wins / Loss 31 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10027.001 USDT
Max balance 10846.143 USDT
Max % of account underwater 2.60%
Absolute Drawdown (Account) 2.60%
Absolute Drawdown 281.813 USDT
Drawdown high 846.143 USDT
Drawdown low 564.33 USDT
Drawdown Start 2023-01-31 15:00:00
Drawdown End 2023-02-01 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 34 0.98 564.330 5.64 1 day, 4:59:00 32 0 2 94.1 281.813 USDT 2.60%

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.

Binance - 20230201-20230301

Current Previous v14.1.477 v14.1.417
Average Duration 23:01:00 23:01:00 22:46:00 1 day, 5:31:00
Market Change 14.08 % 14.08 % 14.08 % 14.13 %
Max Drawdown 3.3139 % 3.3139 % 3.3137 % 7.9964 %
Profit Mean 1.3999 % 1.3999 % 1.3965 % 1.0338 %
Profit Sum 127.39 % 127.39 % 128.48 % 83.74 %
Profit Total 22.63 % 22.63 % 22.85 % 12.17 %
Trades 91 91 92 81
Win Rate 94.51 % 94.51 % 94.57 % 93.83 %
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%
TRU/USDT 5 2.37 235.602 2.36 12:31:00 5 0 0 100
MBL/USDT 2 4.44 147.075 1.47 1:44:00 2 0 0 100
DEGO/USDT 4 1.75 129.668 1.30 1:14:00 4 0 0 100
RIF/USDT 3 2.09 126.746 1.27 2:23:00 3 0 0 100
HIGH/USDT 5 1.37 113.281 1.13 1:28:00 5 0 0 100
FXS/USDT 3 1.68 87.914 0.88 9:50:00 3 0 0 100
MINA/USDT 3 1.61 86.077 0.86 6:31:00 3 0 0 100
RNDR/USDT 4 1.54 84.272 0.84 0:41:00 4 0 0 100
CKB/USDT 3 1.28 76.825 0.77 1 day, 9:05:00 3 0 0 100
FET/USDT 2 2.16 76.652 0.77 2:16:00 2 0 0 100
LIT/USDT 2 1.99 71.083 0.71 7:20:00 2 0 0 100
REN/USDT 3 1.20 70.199 0.70 3:08:00 3 0 0 100
DYDX/USDT 2 1.77 67.890 0.68 0:24:00 2 0 0 100
KMD/USDT 1 3.26 67.590 0.68 3:15:00 1 0 0 100
MBOX/USDT 1 3.27 63.591 0.64 0:31:00 1 0 0 100
FIS/USDT 2 1.77 62.161 0.62 1:37:00 2 0 0 100
DF/USDT 1 3.14 60.833 0.61 0:30:00 1 0 0 100
SNX/USDT 1 2.87 57.764 0.58 1:30:00 1 0 0 100
DEXE/USDT 2 1.46 55.818 0.56 3 days, 0:06:00 2 0 0 100
AGLD/USDT 1 3.01 54.080 0.54 1:35:00 1 0 0 100
VIDT/USDT 2 1.45 49.477 0.49 0:18:00 2 0 0 100
DOCK/USDT 1 2.36 49.178 0.49 0:28:00 1 0 0 100
COTI/USDT 1 2.85 48.427 0.48 1 day, 5:55:00 1 0 0 100
REQ/USDT 1 2.34 47.526 0.48 4:05:00 1 0 0 100
CFX/USDT 2 1.16 44.967 0.45 0:27:00 2 0 0 100
FORTH/USDT 1 2.09 42.335 0.42 1 day, 4:26:00 1 0 0 100
POLS/USDT 1 2.14 41.041 0.41 4:28:00 1 0 0 100
PYR/USDT 1 2.07 38.533 0.39 8:28:00 1 0 0 100
BNT/USDT 2 0.94 37.042 0.37 8:38:00 2 0 0 100
SFP/USDT 1 1.83 30.801 0.31 2 days, 8:10:00 1 0 0 100
BOND/USDT 1 1.49 30.784 0.31 2 days, 4:00:00 1 0 0 100
VTHO/USDT 1 1.54 29.555 0.30 16:16:00 1 0 0 100
STX/USDT 1 1.56 29.536 0.30 5:58:00 1 0 0 100
TRX/USDT 1 1.40 28.302 0.28 19:50:00 1 0 0 100
INJ/USDT 1 1.40 24.631 0.25 1:32:00 1 0 0 100
STORJ/USDT 1 1.41 23.707 0.24 6:26:00 1 0 0 100
ONE/USDT 1 1.19 22.707 0.23 4:30:00 1 0 0 100
C98/USDT 1 1.14 21.985 0.22 15:09:00 1 0 0 100
MDT/USDT 1 1.17 21.648 0.22 0:29:00 1 0 0 100
SXP/USDT 1 1.14 21.635 0.22 5:40:00 1 0 0 100
EGLD/USDT 1 1.07 21.619 0.22 18:05:00 1 0 0 100
KNC/USDT 1 1.20 20.095 0.20 0:31:00 1 0 0 100
ALPHA/USDT 1 1.06 20.024 0.20 3:00:00 1 0 0 100
STRAX/USDT 1 1.17 19.625 0.20 0:13:00 1 0 0 100
YGG/USDT 1 1.04 19.619 0.20 3:09:00 1 0 0 100
TWT/USDT 1 1.12 18.694 0.19 8:35:00 1 0 0 100
LSK/USDT 1 1.03 18.505 0.19 17:32:00 1 0 0 100
MOVR/USDT 1 1.06 18.443 0.18 0:23:00 1 0 0 100
CELR/USDT 1 1.03 18.328 0.18 8:57:00 1 0 0 100
DODO/USDT 1 0.77 13.376 0.13 1:20:00 1 0 0 100
STMX/USDT 1 0.34 5.720 0.06 12:20:00 1 0 0 100
BLZ/USDT 1 0.14 2.446 0.02 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
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
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
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
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
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
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
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
DOGE/USDT 1 -0.04 -1.997 -0.02 27 days, 15:15:00 0 0 1 0
ETH/USDT 1 -0.22 -8.570 -0.09 22 days, 9:30:00 0 0 1 0
TLM/USDT 1 -3.67 -77.362 -0.77 7:00:00 0 0 1 0
KP3R/USDT 1 -3.82 -80.444 -0.80 6:00:00 0 0 1 0
BAKE/USDT 2 -5.12 -243.920 -2.44 2 days, 1:36:00 1 0 1 50.0
TOTAL 91 1.40 2263.141 22.63 23:01:00 86 0 5 94.5

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
DOGE/USDT 1 -0.04 -1.997 -0.02 27 days, 15:15:00 0 0 1 0
ETH/USDT 1 -0.22 -8.570 -0.09 22 days, 9:30:00 0 0 1 0
TLM/USDT 1 -3.67 -77.362 -0.77 7:00:00 0 0 1 0
KP3R/USDT 1 -3.82 -80.444 -0.80 6:00:00 0 0 1 0
BAKE/USDT 1 -12.46 -251.951 -2.52 4 days, 2:05:00 0 0 1 0
TOTAL 5 -4.04 -420.323 -4.20 10 days, 22:22:00 0 0 5 0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 34 1.47 930.539 9.31 12:04:00 32 0 2 94.1
47 10 2.08 394.854 3.95 7:24:00 10 0 0 100
104 7 1.53 193.978 1.94 0:35:00 7 0 0 100
107 6 1.63 189.766 1.90 1:51:00 6 0 0 100
44 2 2.55 93.879 0.94 2:12:00 2 0 0 100
7 1 4.26 84.221 0.84 6:55:00 1 0 0 100
48 2 2.25 76.933 0.77 1 day, 4:42:00 2 0 0 100
3 3 1.44 75.967 0.76 6:47:00 3 0 0 100
12 3 1.26 71.430 0.71 0:19:00 3 0 0 100
106 2 1.62 60.395 0.60 1:20:00 2 0 0 100
21 2 1.15 44.693 0.45 5:50:00 2 0 0 100
50 2 1.21 42.976 0.43 0:04:00 2 0 0 100
103 104 2 1.13 39.688 0.40 2 days, 23:27:00 2 0 0 100
6 1 1.40 27.338 0.27 0:03:00 1 0 0 100
101 1 1.44 26.118 0.26 0:42:00 1 0 0 100
41 1 1.40 24.631 0.25 1:32:00 1 0 0 100
103 1 1.42 24.579 0.25 1:09:00 1 0 0 100
102 1 1.41 23.707 0.24 6:26:00 1 0 0 100
45 1 1.17 21.648 0.22 0:29:00 1 0 0 100
41 61 1 1.10 20.112 0.20 23:58:00 1 0 0 100
105 1 1.06 20.024 0.20 3:00:00 1 0 0 100
61 3 1.79 19.854 0.20 0:54:00 3 0 0 100
25 1 1.03 18.328 0.18 8:57:00 1 0 0 100
120 2 -0.13 -10.567 -0.11 25 days, 0:22:00 0 0 2 0
50 108 1 -12.46 -251.951 -2.52 4 days, 2:05:00 0 0 1 0
TOTAL 91 1.40 2263.141 22.63 23:01:00 86 0 5 94.5

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_quick_max_m ( 46 ) 13 13 0 0 100 1.4 353.042 3.04
exit_profit_long_quick_max_m ( 47 ) 7 7 0 0 100 1.98 262.037 2.31
force_exit 5 0 0 5 0 -4.04 -420.323 -3.37
exit_profit_long_rapid_max_m ( 104 ) 5 5 0 0 100 1.67 153.041 1.39
exit_long_quick_w_1_1 ( 46 ) 3 3 0 0 100 1.27 76.152 0.64
exit_long_quick_q_3 ( 46 ) 3 3 0 0 100 2.32 131.109 1.16
exit_profit_long_rebuy_max_m ( 61 ) 3 3 0 0 100 1.79 19.854 0.9
exit_long_quick_1_1_1 ( 46 ) 2 2 0 0 100 4.63 162.025 1.54
exit_long_normal_d_1_10 ( 12 ) 2 2 0 0 100 1.31 46.971 0.44
exit_long_quick_u_1 ( 50 ) 2 2 0 0 100 1.21 42.976 0.4
exit_long_quick_d_1_25 ( 46 ) 2 2 0 0 100 1.07 43.366 0.36
exit_profit_long_rapid_max_m ( 107 ) 2 2 0 0 100 1.83 75.935 0.61
exit_long_rapid_rpd_3 ( 107 ) 2 2 0 0 100 1.79 62.994 0.6
exit_long_rapid_d_1_10 ( 104 ) 2 2 0 0 100 1.19 40.937 0.4
exit_long_quick_q_3 ( 47 ) 2 2 0 0 100 2.64 101.874 0.88
exit_long_normal_u_1 ( 6 ) 1 1 0 0 100 1.4 27.338 0.23
exit_long_quick_w_0_5 ( 46 ) 1 1 0 0 100 0.81 15.296 0.14
exit_long_quick_w_2_4 ( 46 ) 1 1 0 0 100 2.37 44.68 0.4
exit_long_rapid_d_1_10 ( 107 ) 1 1 0 0 100 1.2 22.831 0.2
exit_long_quick_d_2_1 ( 44 ) 1 1 0 0 100 2.09 39.799 0.35
exit_long_quick_w_1_12 ( 46 ) 1 1 0 0 100 1.19 22.707 0.2
exit_long_quick_d_2_1 ( 46 ) 1 1 0 0 100 2.1 41.772 0.35
exit_long_pump_d_2_1 ( 21 ) 1 1 0 0 100 2.15 42.247 0.36
exit_long_normal_w_4_9 ( 7 ) 1 1 0 0 100 4.26 84.221 0.71
exit_profit_long_quick_max_m ( 45 ) 1 1 0 0 100 1.17 21.648 0.2
exit_long_quick_q_1 ( 46 ) 1 1 0 0 100 2.87 57.764 0.48
exit_profit_long_rapid_max_m ( 106 ) 1 1 0 0 100 1.13 22.814 0.19
exit_long_quick_w_3_1 ( 46 ) 1 1 0 0 100 3.26 67.59 0.54
exit_long_rapid_d_1_3 ( 107 ) 1 1 0 0 100 1.34 28.005 0.22
exit_profit_long_normal_max_m ( 12 ) 1 1 0 0 100 1.16 24.459 0.19
exit_long_rapid_rpd_3 ( 105 ) 1 1 0 0 100 1.06 20.024 0.18
exit_long_pump_d_0_20 ( 21 ) 1 1 0 0 100 0.14 2.446 0.02
exit_long_quick_w_1_1 ( 47 ) 1 1 0 0 100 1.69 30.943 0.28
exit_profit_long_rapid_max_m ( 103 104 ) 1 1 0 0 100 1.19 20.866 0.2
exit_long_quick_w_2_1 ( 46 ) 1 1 0 0 100 2.85 48.427 0.47
exit_long_rapid_rpd_3 ( 102 ) 1 1 0 0 100 1.41 23.707 0.24
exit_long_quick_w_1_5 ( 48 ) 1 1 0 0 100 1.83 30.801 0.31
exit_long_rapid_w_1_16 ( 103 ) 1 1 0 0 100 1.42 24.579 0.24
exit_long_quick_q_3 ( 48 ) 1 1 0 0 100 2.66 46.131 0.44
exit_long_normal_d_2_1 ( 3 ) 1 1 0 0 100 2.25 38.992 0.37
exit_long_normal_d_0_2 ( 3 ) 1 1 0 0 100 0.77 13.376 0.13
exit_profit_long_quick_max_m ( 41 ) 1 1 0 0 100 1.4 24.631 0.23
exit_long_quick_w_0_4 ( 46 ) 1 1 0 0 100 0.34 5.72 0.06
exit_long_rapid_d_2_1 ( 106 ) 1 1 0 0 100 2.11 37.582 0.35
exit_profit_long_pump_max_m ( 25 ) 1 1 0 0 100 1.03 18.328 0.17
exit_long_quick_q_3 ( 44 ) 1 1 0 0 100 3.01 54.08 0.5
exit_long_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.12 18.694 0.19
exit_profit_long_rapid_max_m ( 101 ) 1 1 0 0 100 1.44 26.118 0.24
exit_profit_long_normal_max_m ( 3 ) 1 1 0 0 100 1.29 23.598 0.22
exit_profit_long_quick_max_m ( 41 61 ) 1 1 0 0 100 1.1 20.112 0.18
exit_long_rapid_2_1_1 ( 103 104 ) 1 1 0 0 100 1.07 18.822 0.18

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 91 / 3.25
Starting balance 10000 USDT
Final balance 12263.141 USDT
Absolute profit 2263.141 USDT
Total profit % 22.63%
CAGR % 1328.85%
Sortino 17.12
Sharpe 40.91
Calmar 465.97
Profit factor 6.38
Expectancy (Ratio) 24.87 (0.30)
Trades per day 3.25
Avg. daily profit % 0.81%
Avg. stake amount 1803.253 USDT
Total trade volume 164096.056 USDT
Best Pair TRU/USDT 2.36%
Worst Pair BAKE/USDT -2.44%
Best trade MBL/USDT 6.93%
Worst trade BAKE/USDT -12.46%
Best day 229.493 USDT
Worst day -420.323 USDT
Days win/draw/lose 25 / 1 / 1
Avg. Duration Winners 9:06:00
Avg. Duration Loser 10 days, 22:22:00
Max Consecutive Wins / Loss 86 / 5
Rejected Entry signals 9
Entry/Exit Timeouts 0 / 0
Min balance 10114.499 USDT
Max balance 12683.465 USDT
Max % of account underwater 3.31%
Absolute Drawdown (Account) 3.31%
Absolute Drawdown 420.323 USDT
Drawdown high 2683.465 USDT
Drawdown low 2263.141 USDT
Drawdown Start 2023-02-28 23:59:00
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 91 1.40 2263.141 22.63 23:01:00 86 0 5 94.5 420.323 USDT 3.31%

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 v14.1.477 v14.1.417
Average Duration 1 day, 7:51:00 1 day, 7:51:00 1 day, 7:51:00 3 days, 20:52:00
Market Change -6.72 % -6.72 % -6.72 % -6.82 %
Max Drawdown 0.0 % 0.0 % 0.0 % 13.3904 %
Profit Mean 1.7357 % 1.7357 % 1.7357 % 0.5968 %
Profit Sum 91.99 % 91.99 % 91.99 % 22.68 %
Profit Total 16.6 % 16.6 % 16.6 % -6.21 %
Trades 53 53 53 38
Win Rate 100.0 % 100.0 % 100.0 % 89.47 %
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 10 1.82 308.935 3.09 1:03:00 10 0 0 100
CFX/USDT 5 1.86 166.638 1.67 0:41:00 5 0 0 100
RIF/USDT 3 2.36 124.742 1.25 1:57:00 3 0 0 100
ETH/USDT 1 2.03 113.685 1.14 29 days, 22:00:00 1 0 0 100
DF/USDT 4 1.49 106.389 1.06 0:33:00 4 0 0 100
MANA/USDT 1 2.97 50.786 0.51 15:50:00 1 0 0 100
FLOW/USDT 1 2.74 50.619 0.51 1:20:00 1 0 0 100
GRT/USDT 1 2.58 45.966 0.46 0:36:00 1 0 0 100
FTM/USDT 2 2.32 45.512 0.46 8:34:00 2 0 0 100
GTC/USDT 1 2.51 44.681 0.45 0:36:00 1 0 0 100
BEL/USDT 1 1.96 38.988 0.39 9:27:00 1 0 0 100
TLM/USDT 1 2.08 38.262 0.38 0:46:00 1 0 0 100
LSK/USDT 1 2.02 38.149 0.38 8:20:00 1 0 0 100
EOS/USDT 1 0.56 35.966 0.36 26 days, 0:15:00 1 0 0 100
STRAX/USDT 1 1.74 33.337 0.33 0:10:00 1 0 0 100
MDT/USDT 1 1.93 32.315 0.32 4:06:00 1 0 0 100
KMD/USDT 1 1.59 30.243 0.30 6:23:00 1 0 0 100
LTO/USDT 1 1.56 27.819 0.28 0:54:00 1 0 0 100
BADGER/USDT 1 1.52 27.481 0.27 11:10:00 1 0 0 100
ELF/USDT 1 1.48 25.091 0.25 1:45:00 1 0 0 100
DODO/USDT 1 1.35 24.387 0.24 0:57:00 1 0 0 100
RLC/USDT 1 1.28 24.223 0.24 7:00:00 1 0 0 100
DOCK/USDT 1 1.42 24.080 0.24 0:15:00 1 0 0 100
HIVE/USDT 1 1.27 23.196 0.23 2:05:00 1 0 0 100
PERP/USDT 1 1.22 22.826 0.23 3:16:00 1 0 0 100
CVP/USDT 1 1.33 22.630 0.23 0:01:00 1 0 0 100
LINA/USDT 1 1.14 20.480 0.20 3:21:00 1 0 0 100
EGLD/USDT 1 0.57 18.991 0.19 8 days, 21:17:00 1 0 0 100
STX/USDT 1 1.08 18.615 0.19 0:06:00 1 0 0 100
UNFI/USDT 1 1.03 18.550 0.19 5:07:00 1 0 0 100
FIL/USDT 1 1.05 18.252 0.18 0:11:00 1 0 0 100
MASK/USDT 1 1.02 17.818 0.18 0:02:00 1 0 0 100
HIGH/USDT 1 3.26 11.598 0.12 0:37:00 1 0 0 100
STPT/USDT 1 0.52 8.615 0.09 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
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
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
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
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
TOTAL 53 1.74 1659.865 16.60 1 day, 7:51:00 53 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 2.03 113.685 1.14 29 days, 22:00:00 1 0 0 100
EOS/USDT 1 0.56 35.966 0.36 26 days, 0:15:00 1 0 0 100
TOTAL 2 1.30 149.651 1.50 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%
46 10 1.54 279.096 2.79 7:13:00 10 0 0 100
47 5 2.12 186.992 1.87 1:39:00 5 0 0 100
107 5 1.95 172.388 1.72 0:31:00 5 0 0 100
120 2 1.30 149.651 1.50 27 days, 23:08:00 2 0 0 100
41 61 3 2.45 130.485 1.30 0:20:00 3 0 0 100
102 4 1.76 122.516 1.23 2:18:00 4 0 0 100
104 4 1.29 90.314 0.90 0:18:00 4 0 0 100
50 3 1.66 86.107 0.86 6:05:00 3 0 0 100
21 2 2.01 73.815 0.74 1:42:00 2 0 0 100
12 3 1.11 70.147 0.70 2 days, 23:10:00 3 0 0 100
105 1 3.45 62.504 0.63 2:20:00 1 0 0 100
44 2 1.78 59.951 0.60 1:12:00 2 0 0 100
24 2 1.34 47.137 0.47 2:54:00 2 0 0 100
41 1 1.56 27.819 0.28 0:54:00 1 0 0 100
106 1 1.33 22.630 0.23 0:01:00 1 0 0 100
61 2 2.92 21.059 0.21 1:11:00 2 0 0 100
45 1 1.24 20.636 0.21 1:27:00 1 0 0 100
2 41 44 61 1 1.15 19.375 0.19 0:44:00 1 0 0 100
13 44 61 102 1 1.02 17.244 0.17 0:28:00 1 0 0 100
TOTAL 53 1.74 1659.865 16.60 1 day, 7:51:00 53 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_quick_max_m ( 46 ) 4 4 0 0 100 1.28 93.244 0.85
exit_long_rapid_d_1_10 ( 104 ) 3 3 0 0 100 1.24 65.515 0.62
force_exit 2 2 0 0 100 1.3 149.651 0.43
exit_profit_long_quick_max_m ( 47 ) 2 2 0 0 100 1.61 56.692 0.54
exit_long_rapid_d_1_10 ( 107 ) 2 2 0 0 100 1.53 53.168 0.51
exit_profit_long_pump_max_m ( 24 ) 2 2 0 0 100 1.34 47.137 0.45
exit_long_quick_1_1_1 ( 46 ) 2 2 0 0 100 2.49 88.935 0.83
exit_profit_long_rapid_max_m ( 102 ) 2 2 0 0 100 1.43 49.471 0.48
exit_profit_long_rapid_max_m ( 107 ) 2 2 0 0 100 2.55 90.647 0.85
exit_long_quick_q_2 ( 46 ) 1 1 0 0 100 1.96 38.988 0.33
exit_profit_long_quick_max_m ( 41 ) 1 1 0 0 100 1.56 27.819 0.26
exit_long_rapid_d_3_1 ( 105 ) 1 1 0 0 100 3.45 62.504 0.57
exit_long_quick_d_2_1 ( 47 ) 1 1 0 0 100 2.08 38.262 0.35
exit_long_pump_w_1_10 ( 21 ) 1 1 0 0 100 1.27 23.196 0.21
exit_long_rebuy_d_2_1 ( 61 ) 1 1 0 0 100 2.57 9.461 0.43
exit_long_pump_d_2_1 ( 21 ) 1 1 0 0 100 2.74 50.619 0.46
exit_long_quick_q_2 ( 47 ) 1 1 0 0 100 2.09 38.885 0.35
exit_profit_long_quick_max_m ( 41 61 ) 1 1 0 0 100 3.68 68.554 0.61
exit_long_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.28 24.223 0.21
exit_long_rapid_d_1_1 ( 102 ) 1 1 0 0 100 1.59 30.243 0.27
exit_profit_long_normal_max_m ( 12 ) 1 1 0 0 100 0.57 18.991 0.1
exit_long_normal_d_1_10 ( 12 ) 1 1 0 0 100 1.74 33.337 0.29
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 3.26 11.598 0.54
exit_profit_long_quick_max_m ( 44 ) 1 1 0 0 100 1.32 21.811 0.22
exit_long_rapid_d_1_24 ( 107 ) 1 1 0 0 100 1.61 28.573 0.27
exit_long_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.48 25.091 0.25
exit_long_quick_d_0_23 ( 46 ) 1 1 0 0 100 0.52 8.615 0.09
exit_profit_long_quick_max_m ( 45 ) 1 1 0 0 100 1.24 20.636 0.21
exit_long_rapid_o_2 ( 102 ) 1 1 0 0 100 2.56 42.801 0.43
exit_long_quick_d_2_3 ( 41 61 ) 1 1 0 0 100 2.25 37.852 0.38
exit_profit_long_normal_max_m ( 13 44 61 102 ) 1 1 0 0 100 1.02 17.244 0.17
exit_profit_long_normal_max_m ( 2 41 44 61 ) 1 1 0 0 100 1.15 19.375 0.19
exit_long_rapid_u_1 ( 106 ) 1 1 0 0 100 1.33 22.63 0.22
exit_long_quick_q_3 ( 50 ) 1 1 0 0 100 2.07 36.051 0.34
exit_long_quick_d_1_18 ( 41 61 ) 1 1 0 0 100 1.42 24.08 0.24
exit_long_quick_d_2_21 ( 44 ) 1 1 0 0 100 2.25 38.14 0.37
exit_long_quick_d_1_12 ( 50 ) 1 1 0 0 100 1.87 31.804 0.31
exit_long_normal_o_1 ( 12 ) 1 1 0 0 100 1.02 17.818 0.17
exit_long_quick_u_1 ( 50 ) 1 1 0 0 100 1.05 18.252 0.17
exit_long_quick_q_3 ( 47 ) 1 1 0 0 100 3.21 53.152 0.54
exit_profit_long_rapid_max_m ( 104 ) 1 1 0 0 100 1.42 24.798 0.24

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 53 / 1.71
Starting balance 10000 USDT
Final balance 11659.865 USDT
Absolute profit 1659.865 USDT
Total profit % 16.60%
CAGR % 509.91%
Sortino -100.00
Sharpe 60.67
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 31.32 (100.00)
Trades per day 1.71
Avg. daily profit % 0.54%
Avg. stake amount 1656.902 USDT
Total trade volume 87815.803 USDT
Best Pair TRU/USDT 3.09%
Worst Pair 1INCH/USDT 0.00%
Best trade CFX/USDT 3.68%
Worst trade STPT/USDT 0.52%
Best day 263.309 USDT
Worst day 0 USDT
Days win/draw/lose 23 / 7 / 0
Avg. Duration Winners 1 day, 7:51:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 53 / 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 -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 53 1.74 1659.865 16.60 1 day, 7:51:00 53 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 - 20230401-20230501

Current Previous v14.1.477 v14.1.417
Average Duration 2 days, 4:18:00 2 days, 4:18:00 2 days, 4:18:00 1 day, 16:19:00
Market Change 1.18 % 1.18 % 1.18 % 1.13 %
Max Drawdown 0.635 % 0.635 % 0.635 % 4.7254 %
Profit Mean 1.8096 % 1.8096 % 1.8096 % 1.2927 %
Profit Sum 83.24 % 83.24 % 83.24 % 76.27 %
Profit Total 16.54 % 16.54 % 16.54 % 11.68 %
Trades 46 46 46 59
Win Rate 97.83 % 97.83 % 97.83 % 93.22 %
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 1.91 192.074 1.92 28 days, 19:00:00 1 0 0 100
OG/USDT 3 3.03 162.033 1.62 5:05:00 3 0 0 100
VTHO/USDT 1 3.93 138.880 1.39 10 days, 4:35:00 1 0 0 100
CELR/USDT 2 2.63 97.535 0.98 2:00:00 2 0 0 100
KMD/USDT 2 2.52 95.091 0.95 1:26:00 2 0 0 100
ARPA/USDT 2 2.61 90.762 0.91 2 days, 9:22:00 2 0 0 100
ERN/USDT 1 3.97 70.962 0.71 0:45:00 1 0 0 100
SLP/USDT 1 3.54 65.162 0.65 12:55:00 1 0 0 100
AVAX/USDT 2 1.71 59.923 0.60 6:04:00 2 0 0 100
XVS/USDT 1 3.26 56.645 0.57 9:10:00 1 0 0 100
RAY/USDT 1 2.20 43.589 0.44 1 day, 14:10:00 1 0 0 100
ALPACA/USDT 1 2.41 41.727 0.42 1:58:00 1 0 0 100
DYDX/USDT 1 2.16 40.293 0.40 2:18:00 1 0 0 100
IDEX/USDT 2 1.02 39.146 0.39 0:13:00 2 0 0 100
BNT/USDT 1 2.07 35.454 0.35 2 days, 17:25:00 1 0 0 100
CELO/USDT 1 2.00 33.621 0.34 3:51:00 1 0 0 100
DEGO/USDT 1 1.96 33.068 0.33 0:25:00 1 0 0 100
FTM/USDT 1 1.65 31.279 0.31 1 day, 3:20:00 1 0 0 100
BEL/USDT 1 1.54 28.924 0.29 9:12:00 1 0 0 100
ETC/USDT 1 1.63 27.247 0.27 4 days, 6:10:00 1 0 0 100
FORTH/USDT 1 1.52 25.489 0.25 3:22:00 1 0 0 100
SNX/USDT 1 1.38 24.456 0.24 9:05:00 1 0 0 100
MTL/USDT 1 1.46 24.117 0.24 1 day, 1:57:00 1 0 0 100
OM/USDT 1 1.28 23.967 0.24 0:34:00 1 0 0 100
LRC/USDT 1 1.31 21.990 0.22 4 days, 8:10:00 1 0 0 100
DEXE/USDT 1 1.06 20.310 0.20 5:25:00 1 0 0 100
SANTOS/USDT 1 1.17 19.987 0.20 0:33:00 1 0 0 100
XRP/USDT 1 1.13 19.737 0.20 9:08:00 1 0 0 100
LINA/USDT 1 1.11 19.447 0.19 2:56:00 1 0 0 100
CFX/USDT 1 1.16 19.177 0.19 0:03:00 1 0 0 100
AUDIO/USDT 1 1.04 18.716 0.19 0:16:00 1 0 0 100
HOT/USDT 1 1.13 18.677 0.19 7:14:00 1 0 0 100
XEC/USDT 1 1.07 18.210 0.18 14:01:00 1 0 0 100
ADX/USDT 1 1.06 17.723 0.18 1 day, 1:49:00 1 0 0 100
HIVE/USDT 1 1.03 17.508 0.18 13:48:00 1 0 0 100
INJ/USDT 1 0.92 16.984 0.17 16:54:00 1 0 0 100
DOCK/USDT 1 0.71 13.334 0.13 4 days, 2:20:00 1 0 0 100
QNT/USDT 1 1.02 3.617 0.04 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
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
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
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
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
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
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
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
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
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
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
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 -1.61 -73.251 -0.73 29 days, 13:30:00 0 0 1 0
TOTAL 46 1.81 1653.612 16.54 2 days, 4:18:00 45 0 1 97.8

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
RNDR/USDT 1 1.91 192.074 1.92 28 days, 19:00:00 1 0 0 100
MATIC/USDT 1 -1.61 -73.251 -0.73 29 days, 13:30:00 0 0 1 0
TOTAL 2 0.15 118.823 1.19 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 27 1.81 868.247 8.68 1 day, 2:41:00 27 0 0 100
102 1 3.93 138.880 1.39 10 days, 4:35:00 1 0 0 100
120 2 0.15 118.823 1.19 29 days, 4:15:00 1 0 1 50.0
47 3 2.12 114.642 1.15 3:14:00 3 0 0 100
13 1 5.66 102.671 1.03 0:36:00 1 0 0 100
11 3 1.34 72.214 0.72 0:17:00 3 0 0 100
104 1 3.26 56.645 0.57 9:10:00 1 0 0 100
44 2 1.43 53.770 0.54 4:48:00 2 0 0 100
45 2 1.22 43.954 0.44 0:34:00 2 0 0 100
105 1 2.32 42.727 0.43 2:10:00 1 0 0 100
101 1 1.16 19.177 0.19 0:03:00 1 0 0 100
24 1 1.03 18.244 0.18 7:04:00 1 0 0 100
61 1 1.02 3.617 0.04 0:22:00 1 0 0 100
TOTAL 46 1.81 1653.612 16.54 2 days, 4:18:00 45 0 1 97.8

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_quick_max_m ( 46 ) 10 10 0 0 100 1.66 290.425 2.77
exit_long_quick_2_1_1 ( 46 ) 3 3 0 0 100 2.1 108.972 1.05
exit_long_quick_q_2 ( 46 ) 2 2 0 0 100 2.11 75.746 0.7
exit_long_normal_d_1_10 ( 11 ) 2 2 0 0 100 1.02 39.146 0.34
exit_profit_long_quick_max_m ( 44 ) 2 2 0 0 100 1.43 53.77 0.48
exit_long_quick_3_1_1 ( 46 ) 2 2 0 0 100 2.59 96.441 0.86
force_exit 2 1 0 1 50.0 0.15 118.823 0.05
exit_profit_long_quick_max_m ( 45 ) 2 2 0 0 100 1.22 43.954 0.41
exit_long_quick_w_1_1 ( 46 ) 2 2 0 0 100 1.47 49.238 0.49
exit_long_quick_q_1 ( 47 ) 1 1 0 0 100 2.39 41.118 0.4
exit_long_normal_w_5_3 ( 13 ) 1 1 0 0 100 5.66 102.671 0.94
exit_long_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.06 20.31 0.18
exit_long_rapid_2_1_1 ( 102 ) 1 1 0 0 100 3.93 138.88 0.66
exit_profit_long_normal_max_m ( 11 ) 1 1 0 0 100 1.96 33.068 0.33
exit_long_quick_w_1_21 ( 46 ) 1 1 0 0 100 1.03 17.508 0.17
exit_long_quick_q_3 ( 47 ) 1 1 0 0 100 2.95 54.809 0.49
exit_long_rapid_d_2_1 ( 105 ) 1 1 0 0 100 2.32 42.727 0.39
exit_long_quick_q_1 ( 46 ) 1 1 0 0 100 2.2 43.589 0.37
exit_profit_long_quick_max_m ( 47 ) 1 1 0 0 100 1.04 18.716 0.17
exit_long_rapid_rpd_1 ( 104 ) 1 1 0 0 100 3.26 56.645 0.54
exit_long_quick_q_3 ( 46 ) 1 1 0 0 100 3.97 70.962 0.66
exit_long_quick_w_1_4 ( 46 ) 1 1 0 0 100 1.38 24.456 0.23
exit_long_rapid_u_1 ( 101 ) 1 1 0 0 100 1.16 19.177 0.19
exit_profit_long_pump_max_m ( 24 ) 1 1 0 0 100 1.03 18.244 0.17
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.02 3.617 0.17
exit_long_quick_d_1_12 ( 46 ) 1 1 0 0 100 1.11 19.447 0.18
exit_long_quick_w_2_11 ( 46 ) 1 1 0 0 100 2.17 37.819 0.36
exit_long_quick_w_0_1 ( 46 ) 1 1 0 0 100 0.71 13.334 0.12

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 46 / 1.53
Starting balance 10000 USDT
Final balance 11653.612 USDT
Absolute profit 1653.612 USDT
Total profit % 16.54%
CAGR % 543.58%
Sortino -100.00
Sharpe 28.54
Calmar 1658.27
Profit factor 23.57
Expectancy (Ratio) 35.95 (0.49)
Trades per day 1.53
Avg. daily profit % 0.55%
Avg. stake amount 1700.693 USDT
Total trade volume 78231.881 USDT
Best Pair OG/USDT 1.62%
Worst Pair MATIC/USDT -0.73%
Best trade OG/USDT 5.66%
Worst trade MATIC/USDT -1.61%
Best day 169.682 USDT
Worst day 0 USDT
Days win/draw/lose 20 / 9 / 0
Avg. Duration Winners 1 day, 13:42:00
Avg. Duration Loser 29 days, 13:30:00
Max Consecutive Wins / Loss 44 / 1
Rejected Entry signals 6
Entry/Exit Timeouts 0 / 0
Min balance 10018.677 USDT
Max balance 11653.612 USDT
Max % of account underwater 0.64%
Absolute Drawdown (Account) 0.64%
Absolute Drawdown 73.251 USDT
Drawdown high 1534.789 USDT
Drawdown low 1461.538 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 46 1.81 1653.612 16.54 2 days, 4:18:00 45 0 1 97.8 73.251 USDT 0.64%

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 v14.1.477 v14.1.417
Average Duration 3 days, 22:44:00 3 days, 22:44:00 3 days, 22:44:00 1 day, 20:45:00
Market Change -13.55 % -13.55 % -13.55 % -13.53 %
Max Drawdown 0.0 % 0.0 % 0.0 % 5.5299 %
Profit Mean 1.9551 % 1.9551 % 1.9551 % 0.281 %
Profit Sum 29.33 % 29.33 % 29.33 % 6.46 %
Profit Total 5.29 % 5.29 % 5.29 % 1.05 %
Trades 15 15 15 23
Win Rate 100.0 % 100.0 % 100.0 % 86.96 %
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 1.94 196.792 1.97 7:26:00 6 0 0 100
UMA/USDT 3 2.96 148.970 1.49 0:35:00 3 0 0 100
BETA/USDT 2 1.93 64.582 0.65 16:22:00 2 0 0 100
GRT/USDT 1 1.68 61.418 0.61 27 days, 5:15:00 1 0 0 100
RNDR/USDT 1 2.13 36.599 0.37 1:48:00 1 0 0 100
ARPA/USDT 1 1.02 17.147 0.17 5:48:00 1 0 0 100
ETH/USDT 1 0.13 3.176 0.03 28 days, 9:10:00 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
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 15 1.96 528.685 5.29 3 days, 22:44:00 15 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 1.68 61.418 0.61 27 days, 5:15:00 1 0 0 100
ETH/USDT 1 0.13 3.176 0.03 28 days, 9:10:00 1 0 0 100
TOTAL 2 0.90 64.594 0.65 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 3.00 100.576 1.01 0:44:00 2 0 0 100
25 1 4.56 76.957 0.77 1:40:00 1 0 0 100
46 3 1.50 76.473 0.76 13:08:00 3 0 0 100
120 2 0.90 64.594 0.65 27 days, 19:12:00 2 0 0 100
104 1 2.32 38.963 0.39 0:22:00 1 0 0 100
47 1 2.13 36.599 0.37 1:48:00 1 0 0 100
45 1 1.80 30.883 0.31 1 day, 8:36:00 1 0 0 100
105 1 1.85 30.640 0.31 3:48:00 1 0 0 100
107 1 1.68 28.741 0.29 0:34:00 1 0 0 100
44 1 1.45 23.931 0.24 3:43:00 1 0 0 100
13 1 1.23 20.329 0.20 1:17:00 1 0 0 100
TOTAL 15 1.96 528.685 5.29 3 days, 22:44:00 15 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_quick_max_m ( 46 ) 2 2 0 0 100 1.05 35.821 0.35
force_exit 2 2 0 0 100 0.9 64.594 0.3
exit_profit_long_quick_max_m ( 44 ) 1 1 0 0 100 1.45 23.931 0.24
exit_profit_long_normal_max_m ( 13 ) 1 1 0 0 100 1.23 20.329 0.2
exit_profit_long_rapid_max_m ( 105 ) 1 1 0 0 100 1.85 30.64 0.31
exit_long_normal_w_4_15 ( 12 ) 1 1 0 0 100 4.88 81.266 0.81
exit_profit_long_rapid_max_m ( 104 ) 1 1 0 0 100 2.32 38.963 0.39
exit_profit_long_pump_max_m ( 25 ) 1 1 0 0 100 4.56 76.957 0.76
exit_long_quick_q_1 ( 46 ) 1 1 0 0 100 2.42 40.652 0.4
exit_profit_long_normal_max_m ( 12 ) 1 1 0 0 100 1.13 19.31 0.19
exit_profit_long_rapid_max_m ( 107 ) 1 1 0 0 100 1.68 28.741 0.28
exit_profit_long_quick_max_m ( 45 ) 1 1 0 0 100 1.8 30.883 0.3
exit_long_quick_q_3 ( 47 ) 1 1 0 0 100 2.13 36.599 0.35

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 15 / 0.48
Starting balance 10000 USDT
Final balance 10528.685 USDT
Absolute profit 528.685 USDT
Total profit % 5.29%
CAGR % 83.42%
Sortino -100.00
Sharpe 15.19
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 35.25 (100.00)
Trades per day 0.48
Avg. daily profit % 0.17%
Avg. stake amount 1531.352 USDT
Total trade volume 22970.284 USDT
Best Pair RIF/USDT 1.97%
Worst Pair 1INCH/USDT 0.00%
Best trade UMA/USDT 4.88%
Worst trade ETH/USDT 0.13%
Best day 182.807 USDT
Worst day 0 USDT
Days win/draw/lose 9 / 22 / 0
Avg. Duration Winners 3 days, 22:44:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 15 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
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 15 1.96 528.685 5.29 3 days, 22:44:00 15 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 v14.1.477 v14.1.417
Average Duration 1 day, 20:40:00 1 day, 20:40:00 1 day, 20:40:00 2 days, 20:50:00
Market Change -10.89 % -10.89 % -10.89 % -10.94 %
Max Drawdown 0.2533 % 0.2533 % 0.2533 % 7.0293 %
Profit Mean 1.3101 % 1.3101 % 1.3101 % 0.8937 %
Profit Sum 35.37 % 35.37 % 35.37 % 29.49 %
Profit Total 6.27 % 6.27 % 6.27 % -0.23 %
Trades 27 27 27 33
Win Rate 96.3 % 96.3 % 96.3 % 93.94 %
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 2.04 103.546 1.04 5:07:00 3 0 0 100
OG/USDT 4 1.26 85.290 0.85 0:33:00 4 0 0 100
PEOPLE/USDT 2 1.54 53.324 0.53 5:08:00 2 0 0 100
BEL/USDT 1 2.53 43.775 0.44 0:01:00 1 0 0 100
LTC/USDT 1 0.86 43.566 0.44 26 days, 0:15:00 1 0 0 100
RAY/USDT 2 1.14 37.873 0.38 20:58:00 2 0 0 100
HARD/USDT 2 1.19 36.743 0.37 5 days, 8:22:00 2 0 0 100
STORJ/USDT 1 2.07 36.118 0.36 1:00:00 1 0 0 100
FIS/USDT 1 1.43 24.048 0.24 0:57:00 1 0 0 100
POLS/USDT 1 1.17 20.365 0.20 21:10:00 1 0 0 100
REN/USDT 1 1.18 20.016 0.20 0:56:00 1 0 0 100
MBL/USDT 1 1.15 19.678 0.20 0:44:00 1 0 0 100
HIGH/USDT 1 1.06 17.623 0.18 6:16:00 1 0 0 100
MDT/USDT 1 1.05 17.608 0.18 5:51:00 1 0 0 100
DOGE/USDT 1 1.04 17.483 0.17 0:31:00 1 0 0 100
ALPHA/USDT 1 1.04 17.415 0.17 0:24:00 1 0 0 100
SOL/USDT 1 1.05 17.404 0.17 1 day, 0:45:00 1 0 0 100
XRP/USDT 2 0.40 15.246 0.15 4 days, 0:25:00 1 0 1 50.0
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
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
TOTAL 27 1.31 627.121 6.27 1 day, 20:40:00 26 0 1 96.3

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LTC/USDT 1 0.86 43.566 0.44 26 days, 0:15:00 1 0 0 100
XRP/USDT 1 -1.73 -26.992 -0.27 7 days, 14:10:00 0 0 1 0
TOTAL 2 -0.44 16.574 0.17 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 1.72 115.954 1.16 9:43:00 4 0 0 100
106 4 1.13 76.016 0.76 3:37:00 4 0 0 100
12 2 2.08 71.181 0.71 0:05:00 2 0 0 100
11 1 3.85 65.838 0.66 0:42:00 1 0 0 100
47 2 1.15 39.370 0.39 10:42:00 2 0 0 100
45 2 1.10 37.093 0.37 0:34:00 2 0 0 100
48 1 1.94 33.738 0.34 9:55:00 1 0 0 100
102 1 1.43 24.048 0.24 0:57:00 1 0 0 100
105 1 1.27 21.662 0.22 0:29:00 1 0 0 100
104 107 1 1.26 21.348 0.21 1:38:00 1 0 0 100
13 1 1.14 18.918 0.19 7:42:00 1 0 0 100
104 1 1.07 17.679 0.18 1 day, 15:30:00 1 0 0 100
5 9 1 1.05 17.608 0.18 5:51:00 1 0 0 100
45 104 1 1.04 17.531 0.18 0:11:00 1 0 0 100
10 101 1 1.04 17.483 0.17 0:31:00 1 0 0 100
120 2 -0.44 16.574 0.17 16 days, 19:12:00 1 0 1 50.0
61 1 1.11 15.081 0.15 10 days, 16:16:00 1 0 0 100
TOTAL 27 1.31 627.121 6.27 1 day, 20:40:00 26 0 1 96.3

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
force_exit 2 1 0 1 50.0 -0.44 16.574 -0.15
exit_profit_long_quick_max_m ( 45 ) 2 2 0 0 100 1.1 37.093 0.37
exit_profit_long_normal_max_m ( 5 9 ) 1 1 0 0 100 1.05 17.608 0.17
exit_long_quick_q_3 ( 46 ) 1 1 0 0 100 2.07 36.118 0.34
exit_long_quick_w_1_5 ( 48 ) 1 1 0 0 100 1.94 33.738 0.32
exit_long_quick_w_1_22 ( 47 ) 1 1 0 0 100 1.17 20.365 0.2
exit_long_normal_o_2 ( 12 ) 1 1 0 0 100 2.53 43.775 0.42
exit_long_rebuy_w_1_1 ( 61 ) 1 1 0 0 100 1.11 15.081 0.18
exit_profit_long_normal_max_m ( 11 ) 1 1 0 0 100 3.85 65.838 0.64
exit_profit_long_rapid_max_m ( 105 ) 1 1 0 0 100 1.27 21.662 0.21
exit_long_rapid_d_1_21 ( 106 ) 1 1 0 0 100 1.15 19.586 0.19
exit_long_rapid_d_1_23 ( 106 ) 1 1 0 0 100 1.18 20.016 0.2
exit_profit_long_quick_max_m ( 47 ) 1 1 0 0 100 1.13 19.004 0.19
exit_long_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.05 17.404 0.18
exit_long_rapid_2_1_1 ( 104 ) 1 1 0 0 100 1.07 17.679 0.18
exit_long_normal_d_1_18 ( 10 101 ) 1 1 0 0 100 1.04 17.483 0.17
exit_profit_long_quick_max_m ( 45 104 ) 1 1 0 0 100 1.04 17.531 0.17
exit_profit_long_normal_max_m ( 12 ) 1 1 0 0 100 1.63 27.406 0.27
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.43 24.048 0.24
exit_long_quick_q_1 ( 46 ) 1 1 0 0 100 2.53 42.238 0.42
exit_long_rapid_rpd_2 ( 106 ) 1 1 0 0 100 1.06 17.623 0.18
exit_profit_long_normal_max_m ( 13 ) 1 1 0 0 100 1.14 18.918 0.19
exit_profit_long_quick_max_m ( 46 ) 1 1 0 0 100 1.22 20.194 0.2
exit_long_rapid_w_1_16 ( 106 ) 1 1 0 0 100 1.13 18.79 0.19
exit_long_rapid_d_1_24 ( 104 107 ) 1 1 0 0 100 1.26 21.348 0.21

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 27 / 0.9
Starting balance 10000 USDT
Final balance 10627.121 USDT
Absolute profit 627.121 USDT
Total profit % 6.27%
CAGR % 109.60%
Sortino -100.00
Sharpe 26.27
Calmar 1576.38
Profit factor 24.23
Expectancy (Ratio) 23.23 (0.86)
Trades per day 0.9
Avg. daily profit % 0.21%
Avg. stake amount 1591.609 USDT
Total trade volume 42973.432 USDT
Best Pair LINA/USDT 1.04%
Worst Pair 1INCH/USDT 0.00%
Best trade LINA/USDT 3.85%
Worst trade XRP/USDT -1.73%
Best day 181.645 USDT
Worst day 0 USDT
Days win/draw/lose 13 / 17 / 0
Avg. Duration Winners 1 day, 15:23:00
Avg. Duration Loser 7 days, 14:10:00
Max Consecutive Wins / Loss 26 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10017.404 USDT
Max balance 10654.113 USDT
Max % of account underwater 0.25%
Absolute Drawdown (Account) 0.25%
Absolute Drawdown 26.992 USDT
Drawdown high 654.113 USDT
Drawdown low 627.121 USDT
Drawdown Start 2023-07-01 00:00:00
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 27 1.31 627.121 6.27 1 day, 20:40:00 26 0 1 96.3 26.992 USDT 0.25%

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 v14.1.477 v14.1.417
Average Duration 3 days, 9:34:00 3 days, 9:34:00 3 days, 9:34:00 2 days, 19:47:00
Market Change 3.03 % 3.03 % 3.03 % 3.02 %
Max Drawdown 2.9413 % 2.9413 % 2.9413 % 2.7372 %
Profit Mean 1.2193 % 1.2193 % 1.2193 % 1.1358 %
Profit Sum 43.89 % 43.89 % 43.89 % 49.98 %
Profit Total 7.29 % 7.29 % 7.29 % 8.55 %
Trades 36 36 36 44
Win Rate 88.89 % 88.89 % 88.89 % 90.91 %
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 5.38 184.450 1.84 0:12:00 2 0 0 100
FIL/USDT 2 2.47 82.343 0.82 3 days, 17:54:00 2 0 0 100
XRP/USDT 1 1.44 64.358 0.64 29 days, 14:00:00 1 0 0 100
POND/USDT 1 3.70 62.350 0.62 0:20:00 1 0 0 100
WAXP/USDT 2 1.54 56.220 0.56 8:22:00 2 0 0 100
MDT/USDT 1 3.37 55.633 0.56 5:40:00 1 0 0 100
RARE/USDT 2 1.43 55.488 0.55 3 days, 6:14:00 2 0 0 100
SUSHI/USDT 2 1.43 51.203 0.51 4:01:00 2 0 0 100
XEC/USDT 2 1.06 46.439 0.46 3 days, 11:02:00 2 0 0 100
BLZ/USDT 2 1.09 37.669 0.38 8:03:00 2 0 0 100
STPT/USDT 2 1.02 37.233 0.37 4:50:00 2 0 0 100
DOT/USDT 1 1.36 36.073 0.36 5 days, 12:15:00 1 0 0 100
STMX/USDT 1 1.98 35.663 0.36 1:23:00 1 0 0 100
BOND/USDT 1 1.81 33.178 0.33 3:41:00 1 0 0 100
FORTH/USDT 1 1.46 26.468 0.26 2 days, 0:45:00 1 0 0 100
BNT/USDT 1 1.07 24.662 0.25 4 days, 15:25:00 1 0 0 100
AVA/USDT 1 1.42 23.820 0.24 2:15:00 1 0 0 100
MKR/USDT 2 0.59 19.684 0.20 0:04:00 2 0 0 100
CRV/USDT 1 1.05 19.436 0.19 9:21:00 1 0 0 100
BEL/USDT 1 1.07 18.270 0.18 2:40:00 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
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 2 -0.66 -39.651 -0.40 9 days, 7:52:00 1 0 1 50.0
FUN/USDT 2 -1.30 -50.489 -0.50 8:20:00 1 0 1 50.0
RNDR/USDT 1 -1.47 -69.421 -0.69 29 days, 10:10:00 0 0 1 0
BAND/USDT 2 -1.24 -81.891 -0.82 3 days, 20:20:00 1 0 1 50.0
TOTAL 36 1.22 729.187 7.29 3 days, 9:34:00 32 0 4 88.9

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XRP/USDT 1 1.44 64.358 0.64 29 days, 14:00:00 1 0 0 100
BTC/USDT 1 -2.90 -66.546 -0.67 16 days, 6:00:00 0 0 1 0
RNDR/USDT 1 -1.47 -69.421 -0.69 29 days, 10:10:00 0 0 1 0
FUN/USDT 1 -4.26 -78.686 -0.79 16:20:00 0 0 1 0
BAND/USDT 1 -3.96 -108.541 -1.09 7 days, 15:00:00 0 0 1 0
TOTAL 5 -2.23 -258.836 -2.59 16 days, 17:06:00 1 0 4 20.0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 15 0.87 200.894 2.01 3 days, 23:30:00 13 0 2 86.7
44 2 2.52 80.010 0.80 8:17:00 1 0 1 50.0
47 3 1.32 70.866 0.71 3:04:00 3 0 0 100
12 1 3.70 62.350 0.62 0:20:00 1 0 0 100
13 1 3.37 55.633 0.56 5:40:00 1 0 0 100
104 2 1.53 53.712 0.54 9:28:00 2 0 0 100
107 2 1.08 37.276 0.37 2:32:00 2 0 0 100
11 1 1.98 35.663 0.36 1:23:00 1 0 0 100
2 61 1 1.81 33.178 0.33 3:41:00 1 0 0 100
45 104 1 1.45 26.328 0.26 0:05:00 1 0 0 100
7 1 1.16 20.451 0.20 14:56:00 1 0 0 100
1 1 1.05 19.436 0.19 9:21:00 1 0 0 100
45 1 1.02 18.770 0.19 2:21:00 1 0 0 100
26 50 1 1.03 17.341 0.17 0:07:00 1 0 0 100
50 1 0.14 2.342 0.02 0:01:00 1 0 0 100
120 2 -0.01 -5.063 -0.05 29 days, 12:05:00 1 0 1 50.0
TOTAL 36 1.22 729.187 7.29 3 days, 9:34:00 32 0 4 88.9

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
force_exit 5 1 0 4 20.0 -2.23 -258.836 -1.86
exit_profit_long_quick_max_m ( 46 ) 5 5 0 0 100 1.45 127.407 1.21
exit_long_quick_2_1_1 ( 46 ) 4 4 0 0 100 1.97 152.474 1.31
exit_profit_long_quick_max_m ( 47 ) 2 2 0 0 100 1.23 44.216 0.41
exit_long_quick_3_1_1 ( 46 ) 2 2 0 0 100 1.03 44.543 0.34
exit_profit_long_normal_max_m ( 1 ) 1 1 0 0 100 1.05 19.436 0.18
exit_profit_long_normal_max_m ( 2 61 ) 1 1 0 0 100 1.81 33.178 0.3
exit_profit_long_quick_max_m ( 45 ) 1 1 0 0 100 1.02 18.77 0.17
exit_long_rapid_2_1_1 ( 104 ) 1 1 0 0 100 1.64 29.892 0.27
exit_long_quick_d_1_10 ( 45 104 ) 1 1 0 0 100 1.45 26.328 0.24
exit_long_normal_d_1_3 ( 11 ) 1 1 0 0 100 1.98 35.663 0.33
exit_long_quick_d_1_13 ( 47 ) 1 1 0 0 100 1.49 26.65 0.25
exit_long_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.07 24.662 0.18
exit_long_normal_w_3_2 ( 13 ) 1 1 0 0 100 3.37 55.633 0.56
exit_long_rapid_d_1_13 ( 107 ) 1 1 0 0 100 1.13 20.058 0.19
exit_long_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.58 26.895 0.26
exit_profit_long_quick_max_m ( 44 ) 1 1 0 0 100 9.3 158.696 1.55
exit_long_normal_d_3_10 ( 12 ) 1 1 0 0 100 3.7 62.35 0.62
exit_long_pump_o_1 ( 26 50 ) 1 1 0 0 100 1.03 17.341 0.17
exit_long_quick_d_0_10 ( 50 ) 1 1 0 0 100 0.14 2.342 0.02
exit_long_rapid_d_1_16 ( 104 ) 1 1 0 0 100 1.42 23.82 0.24
exit_long_rapid_w_1_3 ( 107 ) 1 1 0 0 100 1.03 17.218 0.17
exit_profit_long_normal_max_m ( 7 ) 1 1 0 0 100 1.16 20.451 0.19

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 36 / 1.16
Starting balance 10000 USDT
Final balance 10729.187 USDT
Absolute profit 729.187 USDT
Total profit % 7.29%
CAGR % 129.03%
Sortino 27.02
Sharpe 10.25
Calmar 152.78
Profit factor 3.26
Expectancy (Ratio) 20.26 (0.25)
Trades per day 1.16
Avg. daily profit % 0.24%
Avg. stake amount 1777.469 USDT
Total trade volume 63988.888 USDT
Best Pair WRX/USDT 1.84%
Worst Pair FUN/USDT -0.50%
Best trade WRX/USDT 9.30%
Worst trade FUN/USDT -4.26%
Best day 158.696 USDT
Worst day -258.836 USDT
Days win/draw/lose 20 / 11 / 1
Avg. Duration Winners 2 days, 3:17:00
Avg. Duration Loser 13 days, 11:52:00
Max Consecutive Wins / Loss 31 / 4
Rejected Entry signals 8
Entry/Exit Timeouts 0 / 0
Min balance 10055.633 USDT
Max balance 10988.023 USDT
Max % of account underwater 2.94%
Absolute Drawdown (Account) 2.94%
Absolute Drawdown 323.193 USDT
Drawdown high 988.023 USDT
Drawdown low 664.829 USDT
Drawdown Start 2023-07-31 05:01:00
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 36 1.22 729.187 7.29 3 days, 9:34:00 32 0 4 88.9 323.193 USDT 2.94%

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 v14.1.477 v14.1.417
Average Duration 2 days, 0:51:00 2 days, 0:51:00 2 days, 0:51:00 2 days, 22:41:00
Market Change -14.56 % -14.56 % -14.56 % -14.54 %
Max Drawdown 3.3589 % 3.3589 % 3.3589 % 8.4931 %
Profit Mean 1.4374 % 1.4374 % 1.4374 % 0.9048 %
Profit Sum 61.81 % 61.81 % 61.81 % 39.81 %
Profit Total 9.28 % 9.28 % 9.28 % 2.59 %
Trades 43 43 43 44
Win Rate 95.35 % 95.35 % 95.35 % 90.91 %
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 11 1.74 340.657 3.41 3:53:00 11 0 0 100
OXT/USDT 6 1.98 202.520 2.03 2:40:00 6 0 0 100
KMD/USDT 3 2.62 144.043 1.44 4:18:00 3 0 0 100
BCH/USDT 1 2.14 97.296 0.97 29 days, 19:30:00 1 0 0 100
BNT/USDT 3 2.57 76.245 0.76 12:01:00 3 0 0 100
DEXE/USDT 1 2.94 51.946 0.52 1:00:00 1 0 0 100
ALPACA/USDT 1 3.06 50.470 0.50 1 day, 1:50:00 1 0 0 100
RAY/USDT 1 2.59 44.514 0.45 3 days, 5:15:00 1 0 0 100
WRX/USDT 1 2.08 37.359 0.37 2:02:00 1 0 0 100
MDT/USDT 1 1.49 25.964 0.26 1:35:00 1 0 0 100
TLM/USDT 1 1.47 25.203 0.25 12:59:00 1 0 0 100
SHIB/USDT 1 1.43 24.853 0.25 0:55:00 1 0 0 100
TRX/USDT 1 1.29 23.701 0.24 4 days, 0:40:00 1 0 0 100
FXS/USDT 1 1.35 23.006 0.23 2 days, 1:30:00 1 0 0 100
FUN/USDT 1 1.37 22.839 0.23 2:57:00 1 0 0 100
REEF/USDT 1 1.16 21.205 0.21 3 days, 9:40:00 1 0 0 100
STMX/USDT 1 1.17 19.497 0.19 9:52:00 1 0 0 100
AVA/USDT 1 1.05 19.147 0.19 0:57:00 1 0 0 100
KNC/USDT 1 1.13 18.791 0.19 5:52:00 1 0 0 100
SFP/USDT 1 1.04 18.623 0.19 17:10:00 1 0 0 100
POND/USDT 1 1.02 17.653 0.18 0:21:00 1 0 0 100
XVG/USDT 1 0.11 1.969 0.02 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
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
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
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
HARD/USDT 1 -4.90 -116.516 -1.17 6 days, 4:30:00 0 0 1 0
LINK/USDT 1 -7.78 -263.295 -2.63 30 days, 21:30:00 0 0 1 0
TOTAL 43 1.44 927.689 9.28 2 days, 0:51:00 41 0 2 95.3

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BCH/USDT 1 2.14 97.296 0.97 29 days, 19:30:00 1 0 0 100
HARD/USDT 1 -4.90 -116.516 -1.17 6 days, 4:30:00 0 0 1 0
LINK/USDT 1 -7.78 -263.295 -2.63 30 days, 21:30:00 0 0 1 0
TOTAL 3 -3.51 -282.515 -2.83 22 days, 7:10:00 1 0 2 33.3

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 7 1.90 234.920 2.35 1 day, 12:30:00 7 0 0 100
47 9 1.39 188.143 1.88 19:00:00 8 0 1 88.9
102 4 1.63 114.949 1.15 21:07:00 4 0 0 100
12 2 2.42 82.180 0.82 13:15:00 2 0 0 100
107 2 2.12 76.274 0.76 18:13:00 2 0 0 100
45 1 2.55 45.808 0.46 0:31:00 1 0 0 100
10 25 1 2.56 43.289 0.43 12:20:00 1 0 0 100
103 2 0.98 34.433 0.34 0:46:00 2 0 0 100
48 49 104 1 1.49 25.964 0.26 1:35:00 1 0 0 100
25 1 1.46 25.650 0.26 0:26:00 1 0 0 100
21 1 1.43 24.853 0.25 0:55:00 1 0 0 100
13 104 1 1.37 23.156 0.23 1:10:00 1 0 0 100
13 1 1.29 22.305 0.22 0:37:00 1 0 0 100
105 1 1.23 22.280 0.22 2:20:00 1 0 0 100
45 107 1 1.22 20.429 0.20 0:04:00 1 0 0 100
10 26 50 1 1.14 19.555 0.20 22:48:00 1 0 0 100
104 1 1.07 19.539 0.20 0:40:00 1 0 0 100
10 1 1.05 19.147 0.19 0:57:00 1 0 0 100
44 1 1.13 18.791 0.19 5:52:00 1 0 0 100
23 1 1.04 18.623 0.19 17:10:00 1 0 0 100
61 1 4.02 13.401 0.13 0:55:00 1 0 0 100
120 2 -2.82 -165.999 -1.66 30 days, 8:30:00 1 0 1 50.0
TOTAL 43 1.44 927.689 9.28 2 days, 0:51:00 41 0 2 95.3

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_quick_max_m ( 47 ) 6 6 0 0 100 1.47 157.217 1.47
force_exit 3 1 0 2 33.3 -3.51 -282.515 -1.76
exit_profit_long_quick_max_m ( 46 ) 3 3 0 0 100 1.22 62.352 0.61
exit_profit_long_rapid_max_m ( 102 ) 3 3 0 0 100 1.78 93.744 0.89
exit_profit_long_normal_max_m ( 10 ) 1 1 0 0 100 1.05 19.147 0.18
exit_long_quick_q_3 ( 47 ) 1 1 0 0 100 2.94 51.946 0.49
exit_profit_long_normal_max_m ( 12 ) 1 1 0 0 100 1.78 31.71 0.3
exit_long_quick_d_2_10 ( 45 ) 1 1 0 0 100 2.55 45.808 0.42
exit_profit_long_pump_max_m ( 23 ) 1 1 0 0 100 1.04 18.623 0.17
exit_long_rapid_d_1_13 ( 105 ) 1 1 0 0 100 1.23 22.28 0.2
exit_long_quick_q_3 ( 46 ) 1 1 0 0 100 4.44 81.347 0.74
exit_profit_long_rapid_max_m ( 104 ) 1 1 0 0 100 1.07 19.539 0.18
exit_long_rapid_d_0_18 ( 103 ) 1 1 0 0 100 0.11 1.969 0.02
exit_profit_long_rapid_max_m ( 107 ) 1 1 0 0 100 1.92 35.396 0.32
exit_long_rapid_rpd_1 ( 102 ) 1 1 0 0 100 1.16 21.205 0.19
exit_long_quick_w_1_4 ( 46 ) 1 1 0 0 100 1.29 23.701 0.22
exit_long_rapid_2_1_1 ( 107 ) 1 1 0 0 100 2.31 40.879 0.39
exit_long_normal_3_1_1 ( 12 ) 1 1 0 0 100 3.06 50.47 0.51
exit_long_rapid_d_1_10 ( 103 ) 1 1 0 0 100 1.84 32.464 0.31
exit_profit_long_quick_max_m ( 44 ) 1 1 0 0 100 1.13 18.791 0.19
exit_long_rapid_rpd_3 ( 48 49 104 ) 1 1 0 0 100 1.49 25.964 0.25
exit_long_pump_d_1_24 ( 21 ) 1 1 0 0 100 1.43 24.853 0.24
exit_long_quick_3_1_1 ( 46 ) 1 1 0 0 100 2.59 44.514 0.43
exit_profit_long_normal_max_m ( 13 ) 1 1 0 0 100 1.29 22.305 0.22
exit_profit_long_normal_max_m ( 10 26 50 ) 1 1 0 0 100 1.14 19.555 0.19
exit_long_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.35 23.006 0.22
exit_long_normal_2_1_1 ( 10 25 ) 1 1 0 0 100 2.56 43.289 0.43
exit_long_quick_w_5_11 ( 47 ) 1 1 0 0 100 5.65 95.496 0.94
exit_long_normal_d_1_2 ( 13 104 ) 1 1 0 0 100 1.37 23.156 0.23
exit_long_quick_d_1_10 ( 45 107 ) 1 1 0 0 100 1.22 20.429 0.2
exit_long_rebuy_w_3_10 ( 61 ) 1 1 0 0 100 4.02 13.401 0.67
exit_profit_long_pump_max_m ( 25 ) 1 1 0 0 100 1.46 25.65 0.24

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 43 / 1.39
Starting balance 10000 USDT
Final balance 10927.689 USDT
Absolute profit 927.689 USDT
Total profit % 9.28%
CAGR % 184.21%
Sortino 7.79
Sharpe 10.79
Calmar 170.21
Profit factor 3.44
Expectancy (Ratio) 21.57 (0.11)
Trades per day 1.39
Avg. daily profit % 0.30%
Avg. stake amount 1689.252 USDT
Total trade volume 72637.836 USDT
Best Pair BLZ/USDT 3.41%
Worst Pair LINK/USDT -2.63%
Best trade OXT/USDT 5.65%
Worst trade LINK/USDT -7.78%
Best day 99.491 USDT
Worst day -282.515 USDT
Days win/draw/lose 24 / 6 / 1
Avg. Duration Winners 1 day, 5:32:00
Avg. Duration Loser 18 days, 13:00:00
Max Consecutive Wins / Loss 41 / 2
Rejected Entry signals 2
Entry/Exit Timeouts 0 / 0
Min balance 10050.47 USDT
Max balance 11307.5 USDT
Max % of account underwater 3.36%
Absolute Drawdown (Account) 3.36%
Absolute Drawdown 379.811 USDT
Drawdown high 1307.5 USDT
Drawdown low 927.689 USDT
Drawdown Start 2023-09-01 00:00:00
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 43 1.44 927.689 9.28 2 days, 0:51:00 41 0 2 95.3 379.811 USDT 3.36%

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 - 20230901-20231001

Current Previous v14.1.477 v14.1.417
Average Duration 1 day, 19:54:00 1 day, 19:54:00 1 day, 19:54:00 1 day, 9:13:00
Market Change 9.83 % 9.83 % 9.83 % 9.78 %
Max Drawdown 5.4421 % 5.2356 % 5.2309 % 8.0313 %
Profit Mean 1.5284 % 1.5871 % 1.6005 % 1.5036 %
Profit Sum 68.78 % 71.42 % 72.02 % 78.19 %
Profit Total 9.92 % 9.9 % 10.01 % 8.27 %
Trades 45 45 45 52
Win Rate 93.33 % 93.33 % 93.33 % 94.23 %
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%
FLM/USDT 2 10.61 359.493 3.59 1:26:00 2 0 0 100
BLZ/USDT 6 2.81 299.195 2.99 1 day, 2:59:00 6 0 0 100
FRONT/USDT 7 1.52 188.468 1.88 2:34:00 7 0 0 100
TRB/USDT 6 1.40 153.554 1.54 11:49:00 6 0 0 100
BCH/USDT 1 2.22 132.032 1.32 21 days, 4:50:00 1 0 0 100
STMX/USDT 2 1.81 67.711 0.68 0:42:00 2 0 0 100
XVS/USDT 2 1.46 53.029 0.53 9:30:00 2 0 0 100
ARPA/USDT 1 3.10 51.481 0.51 1:26:00 1 0 0 100
STPT/USDT 2 1.22 44.728 0.45 0:37:00 2 0 0 100
TRX/USDT 2 1.12 39.137 0.39 20:30:00 2 0 0 100
AGLD/USDT 1 1.74 32.434 0.32 1:35:00 1 0 0 100
FORTH/USDT 1 1.63 28.435 0.28 1:29:00 1 0 0 100
AUCTION/USDT 2 0.66 24.808 0.25 10:26:00 2 0 0 100
WING/USDT 1 1.26 23.266 0.23 0:45:00 1 0 0 100
LINK/USDT 1 1.12 20.733 0.21 10:31:00 1 0 0 100
STORJ/USDT 1 1.12 20.418 0.20 0:22:00 1 0 0 100
CVP/USDT 1 1.07 19.523 0.20 1:55:00 1 0 0 100
OG/USDT 1 1.15 19.252 0.19 0:47:00 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
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
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
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
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
FARM/USDT 1 -1.48 -27.602 -0.28 3 days, 5:00:00 0 0 1 0
XLM/USDT 1 -2.79 -78.132 -0.78 22 days, 5:00:00 0 0 1 0
PERP/USDT 3 -3.66 -480.357 -4.80 6 days, 22:52:00 2 0 1 66.7
TOTAL 45 1.53 991.606 9.92 1 day, 19:54:00 42 0 3 93.3

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BCH/USDT 1 2.22 132.032 1.32 21 days, 4:50:00 1 0 0 100
FARM/USDT 1 -1.48 -27.602 -0.28 3 days, 5:00:00 0 0 1 0
XLM/USDT 1 -2.79 -78.132 -0.78 22 days, 5:00:00 0 0 1 0
PERP/USDT 1 -13.64 -526.873 -5.27 20 days, 20:15:00 0 0 1 0
TOTAL 4 -3.92 -500.575 -5.01 16 days, 20:46:00 1 0 3 25.0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
12 3 10.31 527.593 5.28 1 day, 22:54:00 3 0 0 100
104 7 1.07 140.326 1.40 6:28:00 7 0 0 100
46 8 0.84 119.827 1.20 1 day, 2:46:00 7 0 1 87.5
47 3 2.28 116.128 1.16 4:29:00 3 0 0 100
23 2 2.25 84.236 0.84 0:55:00 2 0 0 100
25 2 2.16 74.807 0.75 1:34:00 2 0 0 100
105 2 1.60 56.228 0.56 1:42:00 2 0 0 100
106 2 1.45 54.420 0.54 1:02:00 2 0 0 100
120 2 -0.29 53.900 0.54 21 days, 16:55:00 1 0 1 50.0
103 2 1.41 49.950 0.50 0:46:00 2 0 0 100
108 2 1.31 48.284 0.48 0:08:00 2 0 0 100
26 50 2 1.21 44.326 0.44 1:04:00 2 0 0 100
107 1 1.46 25.565 0.26 1:45:00 1 0 0 100
13 1 1.28 23.887 0.24 2:12:00 1 0 0 100
10 26 50 1 1.14 21.433 0.21 0:21:00 1 0 0 100
1 50 1 1.10 20.487 0.20 0:10:00 1 0 0 100
102 1 1.15 19.252 0.19 0:47:00 1 0 0 100
50 1 1.08 18.933 0.19 0:02:00 1 0 0 100
45 1 1.03 18.896 0.19 0:15:00 1 0 0 100
3 103 1 -13.64 -526.873 -5.27 20 days, 20:15:00 0 0 1 0
TOTAL 45 1.53 991.606 9.92 1 day, 19:54:00 42 0 3 93.3

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
force_exit 4 1 0 3 25.0 -3.92 -500.575 -2.62
exit_profit_long_quick_max_m ( 46 ) 4 4 0 0 100 1.12 80.828 0.75
exit_profit_long_rapid_max_m ( 104 ) 3 3 0 0 100 1.24 66.833 0.62
exit_profit_long_pump_max_m ( 25 ) 2 2 0 0 100 2.16 74.807 0.72
exit_profit_long_rapid_max_m ( 103 ) 2 2 0 0 100 1.41 49.95 0.47
exit_long_normal_u_1 ( 1 50 ) 1 1 0 0 100 1.1 20.487 0.18
exit_long_rapid_d_1_10 ( 104 ) 1 1 0 0 100 1.33 25.066 0.22
exit_long_pump_d_2_1 ( 23 ) 1 1 0 0 100 2.15 40.575 0.36
exit_long_rapid_rpd_3 ( 106 ) 1 1 0 0 100 1.74 32.434 0.29
exit_long_pump_d_1_13 ( 26 50 ) 1 1 0 0 100 1.07 19.523 0.18
exit_long_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.46 27.463 0.24
exit_profit_long_rapid_max_m ( 106 ) 1 1 0 0 100 1.17 21.986 0.2
exit_profit_long_normal_max_m ( 10 26 50 ) 1 1 0 0 100 1.14 21.433 0.19
exit_long_rapid_rpd_3 ( 104 ) 1 1 0 0 100 1.34 25.073 0.22
exit_long_pump_d_2_24 ( 23 ) 1 1 0 0 100 2.35 43.661 0.39
exit_long_rapid_o_1 ( 108 ) 1 1 0 0 100 1.25 23.188 0.21
exit_profit_long_rapid_max_m ( 105 ) 1 1 0 0 100 1.47 27.136 0.24
exit_profit_long_normal_max_m ( 13 ) 1 1 0 0 100 1.28 23.887 0.21
exit_long_quick_d_1_10 ( 45 ) 1 1 0 0 100 1.03 18.896 0.17
exit_long_quick_2_1_1 ( 47 ) 1 1 0 0 100 3.62 59.845 0.6
exit_long_rapid_d_0_17 ( 104 ) 1 1 0 0 100 0.19 3.375 0.03
exit_long_rapid_w_1_12 ( 104 ) 1 1 0 0 100 0.92 19.98 0.15
exit_profit_long_rapid_max_m ( 108 ) 1 1 0 0 100 1.38 25.097 0.23
exit_profit_long_normal_max_m ( 12 ) 1 1 0 0 100 1.12 20.418 0.19
exit_long_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.08 18.97 0.18
exit_long_quick_q_3 ( 47 ) 1 1 0 0 100 2.09 37.601 0.35
exit_long_normal_3_1_1 ( 12 ) 1 1 0 0 100 9.75 169.668 1.63
exit_long_rapid_rpd_3 ( 107 ) 1 1 0 0 100 1.46 25.565 0.24
exit_long_quick_o_1 ( 50 ) 1 1 0 0 100 1.08 18.933 0.18
exit_long_quick_w_1_4 ( 46 ) 1 1 0 0 100 1.16 20.167 0.19
exit_long_normal_2_1_1 ( 12 ) 1 1 0 0 100 20.04 337.507 3.34
exit_long_quick_d_1_13 ( 47 ) 1 1 0 0 100 1.11 18.682 0.19
exit_long_rapid_rpd_3 ( 105 ) 1 1 0 0 100 1.74 29.092 0.29
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.15 19.252 0.19
exit_long_pump_o_1 ( 26 50 ) 1 1 0 0 100 1.36 24.803 0.23

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 45 / 1.5
Starting balance 10000 USDT
Final balance 10991.606 USDT
Absolute profit 991.606 USDT
Total profit % 9.92%
CAGR % 215.92%
Sortino 2.81
Sharpe 6.31
Calmar 116.04
Profit factor 2.57
Expectancy (Ratio) 22.04 (0.10)
Trades per day 1.5
Avg. daily profit % 0.33%
Avg. stake amount 1766.567 USDT
Total trade volume 79495.511 USDT
Best Pair FLM/USDT 3.59%
Worst Pair PERP/USDT -4.80%
Best trade FLM/USDT 20.04%
Worst trade PERP/USDT -13.64%
Best day 373.176 USDT
Worst day -500.575 USDT
Days win/draw/lose 22 / 8 / 1
Avg. Duration Winners 20:36:00
Avg. Duration Loser 15 days, 10:05:00
Max Consecutive Wins / Loss 42 / 3
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10059.845 USDT
Max balance 11624.212 USDT
Max % of account underwater 5.44%
Absolute Drawdown (Account) 5.44%
Absolute Drawdown 632.607 USDT
Drawdown high 1624.212 USDT
Drawdown low 991.606 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 45 1.53 991.606 9.92 1 day, 19:54:00 42 0 3 93.3 632.607 USDT 5.44%

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 v14.1.477 v14.1.417
Average Duration 2 days, 5:20:00 2 days, 5:20:00 2 days, 8:19:00 2 days, 9:07:00
Market Change 19.14 % 19.14 % 19.14 % 18.71 %
Max Drawdown 0.6021 % 0.6021 % 0.602 % 1.4057 %
Profit Mean 1.4528 % 1.4528 % 1.4498 % 1.3696 %
Profit Sum 66.83 % 66.83 % 63.79 % 65.74 %
Profit Total 12.74 % 12.74 % 12.19 % 12.7 %
Trades 46 46 44 48
Win Rate 95.65 % 95.65 % 95.45 % 93.75 %
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 1.69 146.372 1.46 1:10:00 5 0 0 100
ALPACA/USDT 5 1.57 137.794 1.38 6:48:00 5 0 0 100
BOND/USDT 4 1.75 107.849 1.08 2:24:00 4 0 0 100
XRP/USDT 1 2.19 91.950 0.92 25 days, 0:15:00 1 0 0 100
BNT/USDT 3 1.47 77.095 0.77 10:28:00 3 0 0 100
STRAX/USDT 3 1.36 73.678 0.74 1:38:00 3 0 0 100
BLZ/USDT 1 3.81 69.536 0.70 1:45:00 1 0 0 100
XLM/USDT 1 1.82 66.066 0.66 29 days, 18:00:00 1 0 0 100
VIDT/USDT 2 1.46 53.837 0.54 0:58:00 2 0 0 100
DODO/USDT 1 3.04 50.785 0.51 2:50:00 1 0 0 100
STX/USDT 2 1.49 49.527 0.50 17:02:00 2 0 0 100
ZRX/USDT 1 2.35 48.888 0.49 5 days, 11:05:00 1 0 0 100
FUN/USDT 1 1.95 38.915 0.39 6 days, 2:09:00 1 0 0 100
RIF/USDT 1 1.94 34.570 0.35 1:21:00 1 0 0 100
QTUM/USDT 1 1.11 31.837 0.32 7 days, 14:30:00 1 0 0 100
WAXP/USDT 1 1.68 29.302 0.29 0:25:00 1 0 0 100
AUCTION/USDT 1 1.50 27.674 0.28 2:59:00 1 0 0 100
YGG/USDT 1 0.95 25.533 0.26 3 days, 12:05:00 1 0 0 100
BURGER/USDT 1 1.33 25.272 0.25 6 days, 2:28:00 1 0 0 100
KNC/USDT 1 1.30 21.412 0.21 2 days, 12:11:00 1 0 0 100
HIVE/USDT 1 1.22 20.201 0.20 8:14:00 1 0 0 100
DOCK/USDT 1 1.14 19.568 0.20 1:20:00 1 0 0 100
TRB/USDT 1 1.05 19.391 0.19 2 days, 22:17:00 1 0 0 100
UMA/USDT 1 1.09 19.141 0.19 4 days, 18:46:00 1 0 0 100
SNX/USDT 1 1.01 18.683 0.19 1 day, 4:29:00 1 0 0 100
TRU/USDT 1 1.07 17.767 0.18 15:12:00 1 0 0 100
BAKE/USDT 2 0.51 16.728 0.17 4:48:00 1 0 1 50.0
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
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
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
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 -65.025 -0.65 9:50:00 0 0 1 0
TOTAL 46 1.45 1274.347 12.74 2 days, 5:20:00 44 0 2 95.7

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XRP/USDT 1 2.19 91.950 0.92 25 days, 0:15:00 1 0 0 100
XLM/USDT 1 1.82 66.066 0.66 29 days, 18:00:00 1 0 0 100
BAKE/USDT 1 -0.12 -2.306 -0.02 8:45:00 0 0 1 0
FRONT/USDT 1 -3.47 -65.025 -0.65 9:50:00 0 0 1 0
TOTAL 4 0.10 90.684 0.91 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%
46 13 1.46 353.712 3.54 2 days, 2:36:00 13 0 0 100
120 2 2.00 158.016 1.58 27 days, 9:08:00 2 0 0 100
45 3 1.77 93.659 0.94 1:26:00 3 0 0 100
47 2 2.30 87.469 0.87 2 days, 17:54:00 2 0 0 100
12 3 1.46 76.532 0.77 3:22:00 3 0 0 100
48 1 3.81 69.536 0.70 1:45:00 1 0 0 100
21 3 1.15 62.390 0.62 2 days, 1:39:00 3 0 0 100
107 2 1.68 57.205 0.57 8:51:00 2 0 0 100
11 2 1.51 54.262 0.54 0:10:00 2 0 0 100
10 2 1.50 52.995 0.53 11:39:00 2 0 0 100
25 2 1.34 46.748 0.47 0:48:00 2 0 0 100
1 4 6 10 50 108 1 2.58 44.882 0.45 0:39:00 1 0 0 100
102 2 1.26 44.203 0.44 1:54:00 2 0 0 100
44 1 1.94 34.570 0.35 1:21:00 1 0 0 100
50 1 1.83 33.557 0.34 0:02:00 1 0 0 100
12 103 1 1.68 29.302 0.29 0:25:00 1 0 0 100
13 1 1.14 19.568 0.20 1:20:00 1 0 0 100
4 13 26 42 1 1.09 19.141 0.19 4 days, 18:46:00 1 0 0 100
61 1 1.11 3.930 0.04 0:41:00 1 0 0 100
41 1 -0.12 -2.306 -0.02 8:45:00 0 0 1 0
4 13 42 1 -3.47 -65.025 -0.65 9:50:00 0 0 1 0
TOTAL 46 1.45 1274.347 12.74 2 days, 5:20:00 44 0 2 95.7

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_quick_max_m ( 46 ) 5 5 0 0 100 1.28 111.532 1.07
force_exit 4 2 0 2 50.0 0.1 90.684 0.07
exit_profit_long_quick_max_m ( 45 ) 3 3 0 0 100 1.77 93.659 0.88
exit_long_quick_3_1_1 ( 46 ) 2 2 0 0 100 1.53 70.752 0.51
exit_profit_long_rapid_max_m ( 102 ) 2 2 0 0 100 1.26 44.203 0.42
exit_profit_long_normal_max_m ( 11 ) 2 2 0 0 100 1.51 54.262 0.5
exit_profit_long_pump_max_m ( 21 ) 2 2 0 0 100 1.2 44.258 0.4
exit_long_quick_1_1_1 ( 46 ) 2 2 0 0 100 1.44 57.748 0.48
exit_long_quick_u_1 ( 50 ) 1 1 0 0 100 1.83 33.557 0.3
exit_long_quick_w_3_5 ( 48 ) 1 1 0 0 100 3.81 69.536 0.64
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.11 3.93 0.18
exit_long_pump_w_1_13 ( 25 ) 1 1 0 0 100 1.13 20.621 0.19
exit_profit_long_normal_max_m ( 10 ) 1 1 0 0 100 1.02 18.47 0.17
exit_long_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.01 18.683 0.17
exit_long_quick_w_2_1 ( 47 ) 1 1 0 0 100 2.35 48.888 0.39
exit_long_normal_w_1_1 ( 4 13 26 42 ) 1 1 0 0 100 1.09 19.141 0.18
exit_long_quick_d_1_25 ( 46 ) 1 1 0 0 100 1.09 20.112 0.18
exit_long_quick_d_1_3 ( 44 ) 1 1 0 0 100 1.94 34.57 0.32
exit_long_normal_w_1_5 ( 12 ) 1 1 0 0 100 1.07 19.416 0.18
exit_long_normal_d_1_10 ( 12 ) 1 1 0 0 100 1.15 19.034 0.19
exit_long_normal_d_2_1 ( 12 ) 1 1 0 0 100 2.15 38.082 0.36
exit_long_pump_u_1 ( 21 ) 1 1 0 0 100 1.03 18.132 0.17
exit_long_normal_d_1_10 ( 12 103 ) 1 1 0 0 100 1.68 29.302 0.28
exit_profit_long_normal_max_m ( 1 4 6 10 50 108 ) 1 1 0 0 100 2.58 44.882 0.43
exit_long_rapid_d_2_1 ( 107 ) 1 1 0 0 100 2.29 39.438 0.38
exit_long_normal_d_1_13 ( 13 ) 1 1 0 0 100 1.14 19.568 0.19
exit_profit_long_quick_max_m ( 47 ) 1 1 0 0 100 2.26 38.582 0.38
exit_long_pump_o_1 ( 25 ) 1 1 0 0 100 1.54 26.127 0.26
exit_long_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.42 24.1 0.24
exit_long_quick_w_2_2 ( 46 ) 1 1 0 0 100 3.04 50.785 0.51
exit_long_rapid_w_1_2 ( 107 ) 1 1 0 0 100 1.07 17.767 0.18
exit_long_normal_2_1_1 ( 10 ) 1 1 0 0 100 1.99 34.525 0.33

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 46 / 1.48
Starting balance 10000 USDT
Final balance 11274.347 USDT
Absolute profit 1274.347 USDT
Total profit % 12.74%
CAGR % 310.52%
Sortino 25.04
Sharpe 36.75
Calmar 1304.48
Profit factor 19.93
Expectancy (Ratio) 27.70 (0.82)
Trades per day 1.48
Avg. daily profit % 0.41%
Avg. stake amount 1655.495 USDT
Total trade volume 76152.791 USDT
Best Pair STPT/USDT 1.46%
Worst Pair FRONT/USDT -0.65%
Best trade BLZ/USDT 3.81%
Worst trade FRONT/USDT -3.47%
Best day 135.791 USDT
Worst day 0 USDT
Days win/draw/lose 24 / 5 / 0
Avg. Duration Winners 2 days, 7:20:00
Avg. Duration Loser 9:18:00
Max Consecutive Wins / Loss 42 / 2
Rejected Entry signals 3
Entry/Exit Timeouts 0 / 0
Min balance 10019.034 USDT
Max balance 11274.347 USDT
Max % of account underwater 0.60%
Absolute Drawdown (Account) 0.60%
Absolute Drawdown 67.332 USDT
Drawdown high 1183.663 USDT
Drawdown low 1116.331 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 46 1.45 1274.347 12.74 2 days, 5:20:00 44 0 2 95.7 67.332 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.

Binance - 20231101-20231201

Current Previous v14.1.477 v14.1.417
Average Duration 1 day, 8:06:00 1 day, 8:06:00 1 day, 8:37:00 1 day, 12:48:00
Market Change 25.08 % 25.08 % 25.08 % 25.14 %
Max Drawdown 0.8919 % 0.8919 % 0.892 % 2.8951 %
Profit Mean 1.4591 % 1.4591 % 1.452 % 1.3 %
Profit Sum 71.5 % 71.5 % 71.15 % 72.8 %
Profit Total 12.43 % 12.43 % 12.11 % 11.45 %
Trades 49 49 49 56
Win Rate 95.92 % 95.92 % 95.92 % 94.64 %
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%
SUPER/USDT 4 1.88 134.072 1.34 1:41:00 4 0 0 100
RARE/USDT 3 2.15 118.266 1.18 7:04:00 3 0 0 100
LINA/USDT 2 2.10 71.899 0.72 11:33:00 2 0 0 100
PYR/USDT 2 1.84 66.641 0.67 5:50:00 2 0 0 100
FARM/USDT 2 1.83 66.302 0.66 5:26:00 2 0 0 100
BOND/USDT 3 1.28 64.964 0.65 0:44:00 3 0 0 100
BAKE/USDT 1 3.25 59.208 0.59 4:20:00 1 0 0 100
QI/USDT 2 1.50 53.625 0.54 2:41:00 2 0 0 100
RNDR/USDT 1 1.45 45.291 0.45 16 days, 13:00:00 1 0 0 100
MINA/USDT 2 1.21 44.975 0.45 4:44:00 2 0 0 100
PEOPLE/USDT 2 1.29 44.551 0.45 4:46:00 2 0 0 100
CHR/USDT 1 2.38 42.697 0.43 1:17:00 1 0 0 100
RIF/USDT 2 1.18 39.041 0.39 1 day, 2:56:00 2 0 0 100
REQ/USDT 1 2.08 36.636 0.37 0:34:00 1 0 0 100
CAKE/USDT 1 2.04 36.585 0.37 1:20:00 1 0 0 100
BURGER/USDT 1 2.12 35.187 0.35 5:54:00 1 0 0 100
C98/USDT 1 1.94 32.685 0.33 0:02:00 1 0 0 100
SUSHI/USDT 1 1.90 32.194 0.32 7:25:00 1 0 0 100
SLP/USDT 1 1.83 32.167 0.32 1:10:00 1 0 0 100
FLM/USDT 1 1.70 28.749 0.29 0:02:00 1 0 0 100
AUCTION/USDT 1 1.48 27.408 0.27 0:08:00 1 0 0 100
ORN/USDT 1 1.44 24.793 0.25 9:40:00 1 0 0 100
ERN/USDT 1 1.38 23.027 0.23 3 days, 15:30:00 1 0 0 100
RAY/USDT 1 1.35 22.558 0.23 0:14:00 1 0 0 100
STMX/USDT 1 1.28 22.245 0.22 1 day, 21:45:00 1 0 0 100
ELF/USDT 1 1.17 20.773 0.21 0:58:00 1 0 0 100
FLOW/USDT 1 1.19 19.641 0.20 0:10:00 1 0 0 100
AR/USDT 1 1.11 19.364 0.19 8:55:00 1 0 0 100
KMD/USDT 1 1.02 18.883 0.19 7:49:00 1 0 0 100
PERP/USDT 1 1.07 18.327 0.18 5:53:00 1 0 0 100
ARPA/USDT 1 1.04 17.673 0.18 1:25:00 1 0 0 100
KSM/USDT 1 0.98 17.262 0.17 2:25:00 1 0 0 100
OXT/USDT 1 0.23 5.675 0.06 4 days, 16:15:00 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
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
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
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
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
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
BCH/USDT 1 -0.07 -2.222 -0.02 25 days, 8:25:00 0 0 1 0
BADGER/USDT 1 -3.60 -98.548 -0.99 4 days, 12:00:00 0 0 1 0
TOTAL 49 1.46 1242.593 12.43 1 day, 8:06:00 47 0 2 95.9

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
RNDR/USDT 1 1.45 45.291 0.45 16 days, 13:00:00 1 0 0 100
BCH/USDT 1 -0.07 -2.222 -0.02 25 days, 8:25:00 0 0 1 0
BADGER/USDT 1 -3.60 -98.548 -0.99 4 days, 12:00:00 0 0 1 0
TOTAL 3 -0.74 -55.479 -0.55 15 days, 11:08:00 1 0 2 33.3

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 24 1.48 592.648 5.93 21:26:00 23 0 1 95.8
13 7 1.45 171.461 1.71 1:17:00 7 0 0 100
12 5 1.25 109.397 1.09 0:27:00 5 0 0 100
41 61 107 1 3.09 57.420 0.57 9:45:00 1 0 0 100
13 26 50 102 1 2.81 50.082 0.50 1:14:00 1 0 0 100
102 2 1.37 48.864 0.49 0:29:00 2 0 0 100
120 2 0.69 43.068 0.43 20 days, 22:42:00 1 0 1 50.0
50 1 2.20 39.451 0.39 9:35:00 1 0 0 100
107 1 1.44 24.793 0.25 9:40:00 1 0 0 100
11 1 1.31 23.389 0.23 0:51:00 1 0 0 100
25 1 1.35 22.558 0.23 0:14:00 1 0 0 100
22 44 1 1.15 21.396 0.21 1:52:00 1 0 0 100
21 1 1.15 19.739 0.20 1:21:00 1 0 0 100
47 1 1.07 18.327 0.18 5:53:00 1 0 0 100
TOTAL 49 1.46 1242.593 12.43 1 day, 8:06:00 47 0 2 95.9

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_long_normal_u_1 ( 13 ) 5 5 0 0 100 1.44 121.594 1.2
exit_long_quick_q_3 ( 46 ) 4 4 0 0 100 2.2 156.268 1.47
exit_profit_long_quick_max_m ( 46 ) 4 4 0 0 100 1.24 90.103 0.83
force_exit 3 1 0 2 33.3 -0.74 -55.479 -0.37
exit_long_quick_w_1_1 ( 46 ) 2 2 0 0 100 1.33 45.272 0.44
exit_profit_long_rapid_max_m ( 102 ) 2 2 0 0 100 1.37 48.864 0.46
exit_long_normal_d_1_10 ( 12 ) 2 2 0 0 100 1.18 42.862 0.39
exit_long_quick_w_2_12 ( 46 ) 2 2 0 0 100 2.08 71.771 0.69
exit_long_quick_d_1_12 ( 46 ) 2 2 0 0 100 1.29 43.46 0.43
exit_long_quick_d_0_20 ( 46 ) 2 2 0 0 100 0.94 32.208 0.31
exit_long_normal_w_1_5 ( 13 ) 1 1 0 0 100 1.9 32.194 0.32
exit_long_normal_d_2_10 ( 13 26 50 102 ) 1 1 0 0 100 2.81 50.082 0.47
exit_long_quick_d_2_16 ( 41 61 107 ) 1 1 0 0 100 3.09 57.42 0.51
exit_long_pump_d_1_3 ( 22 44 ) 1 1 0 0 100 1.15 21.396 0.19
exit_long_quick_w_2_5 ( 46 ) 1 1 0 0 100 2.4 43.934 0.4
exit_long_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.61 29.438 0.27
exit_long_quick_w_3_2 ( 46 ) 1 1 0 0 100 3.25 59.208 0.54
exit_long_quick_w_0_1 ( 46 ) 1 1 0 0 100 0.23 5.675 0.04
exit_long_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.54 27.879 0.26
exit_long_quick_q_3 ( 50 ) 1 1 0 0 100 2.2 39.451 0.37
exit_long_normal_d_1_10 ( 11 ) 1 1 0 0 100 1.31 23.389 0.22
exit_profit_long_quick_max_m ( 47 ) 1 1 0 0 100 1.07 18.327 0.18
exit_long_normal_o_1 ( 12 ) 1 1 0 0 100 1.28 22.707 0.21
exit_profit_long_pump_max_m ( 25 ) 1 1 0 0 100 1.35 22.558 0.22
exit_long_normal_d_1_24 ( 13 ) 1 1 0 0 100 1.04 17.673 0.17
exit_long_normal_u_1 ( 12 ) 1 1 0 0 100 1.19 19.641 0.2
exit_profit_long_normal_max_m ( 12 ) 1 1 0 0 100 1.4 24.187 0.23
exit_long_rapid_2_1_1 ( 107 ) 1 1 0 0 100 1.44 24.793 0.24
exit_long_quick_w_3_11 ( 46 ) 1 1 0 0 100 3.14 53.814 0.52
exit_profit_long_pump_max_m ( 21 ) 1 1 0 0 100 1.15 19.739 0.19
exit_long_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.83 32.167 0.31

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 49 / 1.63
Starting balance 10000 USDT
Final balance 11242.593 USDT
Absolute profit 1242.593 USDT
Total profit % 12.43%
CAGR % 315.79%
Sortino 16.43
Sharpe 36.63
Calmar 887.21
Profit factor 13.33
Expectancy (Ratio) 25.36 (0.50)
Trades per day 1.63
Avg. daily profit % 0.41%
Avg. stake amount 1711.915 USDT
Total trade volume 83883.842 USDT
Best Pair SUPER/USDT 1.34%
Worst Pair BADGER/USDT -0.99%
Best trade BAKE/USDT 3.25%
Worst trade BADGER/USDT -3.60%
Best day 217.046 USDT
Worst day -55.479 USDT
Days win/draw/lose 20 / 10 / 1
Avg. Duration Winners 18:13:00
Avg. Duration Loser 14 days, 22:12:00
Max Consecutive Wins / Loss 46 / 2
Rejected Entry signals 4
Entry/Exit Timeouts 0 / 0
Min balance 10024.096 USDT
Max balance 11298.073 USDT
Max % of account underwater 0.89%
Absolute Drawdown (Account) 0.89%
Absolute Drawdown 100.77 USDT
Drawdown high 1298.073 USDT
Drawdown low 1197.303 USDT
Drawdown Start 2023-11-30 11:21:00
Drawdown End 2023-12-01 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 49 1.46 1242.593 12.43 1 day, 8:06:00 47 0 2 95.9 100.77 USDT 0.89%

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 v14.1.477 v14.1.417
Average Duration 2 days, 1:13:00 2 days, 1:13:00 2 days, 1:13:00 1 day, 19:20:00
Market Change 39.22 % 39.22 % 39.22 % 39.42 %
Max Drawdown 5.3831 % 5.3831 % 5.3831 % 4.7856 %
Profit Mean 1.3021 % 1.3021 % 1.3021 % 1.3008 %
Profit Sum 74.22 % 74.22 % 74.22 % 81.95 %
Profit Total 13.95 % 13.95 % 13.95 % 15.54 %
Trades 57 57 57 63
Win Rate 92.98 % 92.98 % 92.98 % 93.65 %
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 3.14 202.062 2.02 2 days, 22:10:00 3 0 0 100
AUCTION/USDT 4 2.81 193.717 1.94 0:25:00 4 0 0 100
FTM/USDT 1 1.83 151.411 1.51 30 days, 23:15:00 1 0 0 100
VTHO/USDT 2 3.33 119.682 1.20 1:38:00 2 0 0 100
ARPA/USDT 1 5.28 102.373 1.02 0:01:00 1 0 0 100
XRP/USDT 1 1.03 76.223 0.76 30 days, 23:15:00 1 0 0 100
DEGO/USDT 1 3.68 69.959 0.70 0:38:00 1 0 0 100
RARE/USDT 1 3.67 68.095 0.68 2 days, 0:34:00 1 0 0 100
XVS/USDT 3 1.15 66.418 0.66 1:00:00 3 0 0 100
HIGH/USDT 3 1.21 65.301 0.65 11:01:00 3 0 0 100
IOTX/USDT 1 3.68 63.030 0.63 1:06:00 1 0 0 100
KP3R/USDT 2 1.70 59.341 0.59 11:57:00 2 0 0 100
BAKE/USDT 2 1.65 59.171 0.59 7:22:00 2 0 0 100
TFUEL/USDT 1 2.13 46.168 0.46 4 days, 13:05:00 1 0 0 100
LIT/USDT 2 1.25 45.650 0.46 8:31:00 2 0 0 100
DATA/USDT 1 2.48 44.791 0.45 1 day, 3:58:00 1 0 0 100
STORJ/USDT 1 2.44 41.349 0.41 3:25:00 1 0 0 100
ICP/USDT 1 2.05 40.409 0.40 0:25:00 1 0 0 100
LRC/USDT 1 2.14 38.757 0.39 6 days, 12:52:00 1 0 0 100
BURGER/USDT 1 2.05 37.769 0.38 6:26:00 1 0 0 100
PERP/USDT 1 2.09 36.224 0.36 4:35:00 1 0 0 100
AGLD/USDT 1 2.08 35.843 0.36 4:20:00 1 0 0 100
WRX/USDT 1 1.59 31.480 0.31 0:09:00 1 0 0 100
ELF/USDT 1 1.86 30.737 0.31 0:44:00 1 0 0 100
DEXE/USDT 1 1.61 28.433 0.28 0:20:00 1 0 0 100
BADGER/USDT 1 1.61 26.740 0.27 0:55:00 1 0 0 100
VIDT/USDT 1 1.37 26.359 0.26 0:24:00 1 0 0 100
POND/USDT 1 1.16 21.637 0.22 19:48:00 1 0 0 100
ETH/USDT 1 1.06 20.746 0.21 3:39:00 1 0 0 100
RLC/USDT 1 1.05 20.391 0.20 5:18:00 1 0 0 100
FIL/USDT 1 1.01 19.750 0.20 1:12:00 1 0 0 100
ETC/USDT 1 1.02 18.983 0.19 10:27:00 1 0 0 100
BETA/USDT 1 1.02 18.517 0.19 9:17:00 1 0 0 100
ALPACA/USDT 1 1.02 18.432 0.18 0:46:00 1 0 0 100
YGG/USDT 1 2.07 16.325 0.16 1 day, 12:39:00 1 0 0 100
RAY/USDT 1 2.91 9.683 0.10 1 day, 21:50:00 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
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
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
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
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
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
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
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
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
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 1 -2.06 -40.910 -0.41 2 days, 15:00:00 0 0 1 0
QI/USDT 5 -0.68 -75.049 -0.75 14:18:00 4 0 1 80.0
SANTOS/USDT 1 -5.32 -113.262 -1.13 5 days, 21:00:00 0 0 1 0
FUN/USDT 1 -15.62 -348.004 -3.48 9 days, 21:05:00 0 0 1 0
TOTAL 57 1.30 1394.732 13.95 2 days, 1:13:00 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 1.83 151.411 1.51 30 days, 23:15:00 1 0 0 100
XRP/USDT 1 1.03 76.223 0.76 30 days, 23:15:00 1 0 0 100
BLZ/USDT 1 -2.06 -40.910 -0.41 2 days, 15:00:00 0 0 1 0
SANTOS/USDT 1 -5.32 -113.262 -1.13 5 days, 21:00:00 0 0 1 0
QI/USDT 1 -9.15 -182.686 -1.83 2 days, 7:05:00 0 0 1 0
FUN/USDT 1 -15.62 -348.004 -3.48 9 days, 21:05:00 0 0 1 0
TOTAL 6 -4.88 -457.228 -4.57 13 days, 18:27:00 2 0 4 33.3

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 19 1.03 335.428 3.35 23:47:00 17 0 2 89.5
120 2 1.43 227.634 2.28 30 days, 23:15:00 2 0 0 100
13 3 3.23 165.753 1.66 0:32:00 3 0 0 100
104 4 2.16 156.043 1.56 1:14:00 4 0 0 100
25 2 2.41 117.593 1.18 4 days, 7:47:00 2 0 0 100
12 1 5.28 102.373 1.02 0:01:00 1 0 0 100
12 61 101 1 3.68 69.959 0.70 0:38:00 1 0 0 100
26 2 1.85 66.618 0.67 0:09:00 2 0 0 100
47 9 0.73 57.805 0.58 2 days, 5:33:00 8 0 1 88.9
48 2 1.16 43.060 0.43 3:00:00 2 0 0 100
102 1 1.61 28.433 0.28 0:20:00 1 0 0 100
11 1 1.61 26.740 0.27 0:55:00 1 0 0 100
61 2 2.49 26.008 0.26 1 day, 17:14:00 2 0 0 100
23 44 1 1.18 22.428 0.22 0:01:00 1 0 0 100
45 1 1.11 21.994 0.22 10:36:00 1 0 0 100
1 11 26 50 1 1.16 20.880 0.21 0:12:00 1 0 0 100
23 1 0.63 11.922 0.12 0:01:00 1 0 0 100
44 4 -1.28 -105.940 -1.06 17:14:00 3 0 1 75.0
TOTAL 57 1.30 1394.732 13.95 2 days, 1:13:00 53 0 4 93.0

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_quick_max_m ( 46 ) 8 8 0 0 100 1.47 210.705 1.96
force_exit 6 2 0 4 33.3 -4.88 -457.228 -4.88
exit_profit_long_quick_max_m ( 47 ) 3 3 0 0 100 2.12 115.98 1.06
exit_profit_long_rapid_max_m ( 104 ) 3 3 0 0 100 1.88 101.842 0.94
exit_long_quick_w_1_11 ( 46 ) 2 2 0 0 100 1.18 41.473 0.39
exit_long_quick_q_3 ( 47 ) 2 2 0 0 100 2.46 86.14 0.82
exit_long_quick_q_3 ( 46 ) 2 2 0 0 100 2.07 73.611 0.69
exit_long_quick_q_2 ( 46 ) 2 2 0 0 100 2.21 76.505 0.74
exit_long_quick_1_1_1 ( 46 ) 2 2 0 0 100 1.59 66.914 0.53
exit_long_normal_o_5 ( 12 ) 1 1 0 0 100 5.28 102.373 0.88
exit_long_pump_d_0_10 ( 23 ) 1 1 0 0 100 0.63 11.922 0.1
exit_profit_long_normal_max_m ( 12 61 101 ) 1 1 0 0 100 3.68 69.959 0.61
exit_long_quick_w_4_2 ( 47 ) 1 1 0 0 100 5.1 96.837 0.85
exit_long_quick_d_1_10 ( 44 ) 1 1 0 0 100 1.37 26.359 0.23
exit_long_quick_w_1_4 ( 46 ) 1 1 0 0 100 1.05 20.391 0.18
exit_long_quick_d_1_24 ( 48 ) 1 1 0 0 100 1.01 19.75 0.17
exit_long_pump_3_1_1 ( 25 ) 1 1 0 0 100 3.23 86.113 0.54
exit_long_rebuy_w_2_12 ( 61 ) 1 1 0 0 100 2.07 16.325 0.35
exit_profit_long_pump_max_m ( 25 ) 1 1 0 0 100 1.59 31.48 0.26
exit_profit_long_quick_max_m ( 45 ) 1 1 0 0 100 1.11 21.994 0.18
exit_profit_long_quick_max_m ( 44 ) 1 1 0 0 100 1.1 21.911 0.18
exit_long_pump_o_1 ( 23 44 ) 1 1 0 0 100 1.18 22.428 0.2
exit_long_quick_q_2 ( 47 ) 1 1 0 0 100 3.67 68.095 0.61
exit_long_quick_q_1 ( 47 ) 1 1 0 0 100 2.14 38.757 0.36
exit_long_quick_2_1_1 ( 44 ) 1 1 0 0 100 1.55 28.476 0.26
exit_long_normal_w_1_3 ( 11 ) 1 1 0 0 100 1.61 26.74 0.27
exit_long_pump_o_1 ( 26 ) 1 1 0 0 100 1.29 23.403 0.21
exit_profit_long_quick_max_m ( 48 ) 1 1 0 0 100 1.3 23.309 0.22
exit_profit_long_normal_max_m ( 1 11 26 50 ) 1 1 0 0 100 1.16 20.88 0.19
exit_long_pump_o_2 ( 26 ) 1 1 0 0 100 2.41 43.215 0.4
exit_long_normal_u_2 ( 13 ) 1 1 0 0 100 2.26 40.422 0.38
exit_long_normal_w_5_6 ( 13 ) 1 1 0 0 100 6.36 106.219 1.06
exit_long_normal_o_1 ( 13 ) 1 1 0 0 100 1.08 19.112 0.18
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.61 28.433 0.27
exit_long_rebuy_2_1_1 ( 61 ) 1 1 0 0 100 2.91 9.683 0.48
exit_long_rapid_rpd_3 ( 104 ) 1 1 0 0 100 2.98 54.201 0.5

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 11394.732 USDT
Absolute profit 1394.732 USDT
Total profit % 13.95%
CAGR % 365.21%
Sortino 7.56
Sharpe 12.79
Calmar 159.68
Profit factor 3.04
Expectancy (Ratio) 24.47 (0.14)
Trades per day 1.84
Avg. daily profit % 0.45%
Avg. stake amount 1746.413 USDT
Total trade volume 99545.55 USDT
Best Pair AUCTION/USDT 1.94%
Worst Pair FUN/USDT -3.48%
Best trade AUCTION/USDT 6.36%
Worst trade FUN/USDT -15.62%
Best day 193.155 USDT
Worst day -457.228 USDT
Days win/draw/lose 22 / 9 / 1
Avg. Duration Winners 1 day, 19:34:00
Avg. Duration Loser 5 days, 4:02:00
Max Consecutive Wins / Loss 51 / 3
Rejected Entry signals 59
Entry/Exit Timeouts 0 / 0
Min balance 10030.737 USDT
Max balance 11962.46 USDT
Max % of account underwater 5.38%
Absolute Drawdown (Account) 5.38%
Absolute Drawdown 643.952 USDT
Drawdown high 1962.46 USDT
Drawdown low 1318.508 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 1.30 1394.732 13.95 2 days, 1:13:00 53 0 4 93.0 643.952 USDT 5.38%

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 v14.1.477 v14.1.417
Average Duration 1 day, 22:51:00 1 day, 22:51:00 1 day, 22:04:00 1 day, 21:45:00
Market Change -11.79 % -11.79 % -11.79 % -11.74 %
Max Drawdown 6.599 % 6.599 % 6.5924 % 3.3294 %
Profit Mean 1.1284 % 1.1284 % 1.1355 % 1.3804 %
Profit Sum 60.93 % 60.93 % 62.45 % 82.83 %
Profit Total 7.78 % 7.78 % 8.06 % 13.78 %
Trades 54 54 55 60
Win Rate 88.89 % 88.89 % 89.09 % 93.33 %
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 2.27 183.291 1.83 1:18:00 5 0 0 100
OM/USDT 4 2.23 164.959 1.65 4:13:00 4 0 0 100
TFUEL/USDT 3 2.84 142.204 1.42 2:56:00 3 0 0 100
DATA/USDT 3 3.14 133.504 1.34 9:24:00 3 0 0 100
DEGO/USDT 2 2.61 94.988 0.95 1:38:00 2 0 0 100
ENS/USDT 1 5.63 93.453 0.93 2:52:00 1 0 0 100
DOCK/USDT 1 3.64 64.420 0.64 1:30:00 1 0 0 100
FRONT/USDT 2 1.72 59.232 0.59 4:12:00 2 0 0 100
BLZ/USDT 3 0.92 55.169 0.55 2 days, 4:11:00 3 0 0 100
POND/USDT 2 1.36 48.133 0.48 6:58:00 2 0 0 100
ERN/USDT 2 1.17 42.779 0.43 3:08:00 2 0 0 100
VTHO/USDT 2 1.18 41.163 0.41 6:03:00 2 0 0 100
OXT/USDT 1 1.42 35.967 0.36 4 days, 9:35:00 1 0 0 100
DYDX/USDT 1 1.76 30.670 0.31 14:55:00 1 0 0 100
RIF/USDT 1 1.53 26.522 0.27 8:23:00 1 0 0 100
GRT/USDT 1 1.41 26.387 0.26 5 days, 9:50:00 1 0 0 100
FORTH/USDT 1 1.38 25.395 0.25 0:05:00 1 0 0 100
REQ/USDT 1 1.43 24.798 0.25 22:35:00 1 0 0 100
ORN/USDT 2 0.79 23.766 0.24 5 days, 1:52:00 2 0 0 100
KP3R/USDT 1 1.05 23.656 0.24 3 days, 13:49:00 1 0 0 100
WIN/USDT 1 1.27 22.409 0.22 0:42:00 1 0 0 100
RAY/USDT 1 1.30 21.547 0.22 0:26:00 1 0 0 100
QI/USDT 1 1.09 20.725 0.21 20:03:00 1 0 0 100
ARPA/USDT 1 1.18 20.022 0.20 0:05:00 1 0 0 100
ZRX/USDT 1 1.05 19.982 0.20 0:09:00 1 0 0 100
ETH/USDT 1 1.10 19.398 0.19 2:50:00 1 0 0 100
AUCTION/USDT 1 4.81 15.881 0.16 8:05:00 1 0 0 100
STX/USDT 1 0.59 10.324 0.10 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
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
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
WRX/USDT 2 -1.23 -52.970 -0.53 3 days, 12:28:00 1 0 1 50.0
YGG/USDT 1 -4.22 -88.329 -0.88 1 day, 22:00:00 0 0 1 0
BCH/USDT 1 -2.81 -106.061 -1.06 25 days, 1:10:00 0 0 1 0
DOT/USDT 1 -5.30 -111.057 -1.11 1 day, 22:00:00 0 0 1 0
CHR/USDT 1 -8.02 -152.315 -1.52 2 days, 17:00:00 0 0 1 0
XRP/USDT 1 -6.57 -201.951 -2.02 28 days, 15:25:00 0 0 1 0
TOTAL 54 1.13 778.063 7.78 1 day, 22:51:00 48 0 6 88.9

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
YGG/USDT 1 -4.22 -88.329 -0.88 1 day, 22:00:00 0 0 1 0
WRX/USDT 1 -5.35 -101.782 -1.02 1 day, 22:00:00 0 0 1 0
BCH/USDT 1 -2.81 -106.061 -1.06 25 days, 1:10:00 0 0 1 0
DOT/USDT 1 -5.30 -111.057 -1.11 1 day, 22:00:00 0 0 1 0
CHR/USDT 1 -8.02 -152.315 -1.52 2 days, 17:00:00 0 0 1 0
XRP/USDT 1 -6.57 -201.951 -2.02 28 days, 15:25:00 0 0 1 0
TOTAL 6 -5.38 -761.496 -7.61 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 3.16 231.735 2.32 2:08:00 4 0 0 100
47 5 1.81 162.343 1.62 2:11:00 5 0 0 100
102 3 2.56 131.555 1.32 3:02:00 3 0 0 100
44 3 2.04 109.100 1.09 7:55:00 3 0 0 100
41 61 1 3.64 64.420 0.64 1:30:00 1 0 0 100
25 2 1.72 60.851 0.61 2:08:00 2 0 0 100
12 2 1.67 58.753 0.59 0:30:00 2 0 0 100
102 107 1 2.89 48.812 0.49 5 days, 2:56:00 1 0 0 100
61 4 2.49 34.592 0.35 3:29:00 4 0 0 100
107 1 1.73 32.074 0.32 0:33:00 1 0 0 100
49 1 1.64 28.798 0.29 7:20:00 1 0 0 100
48 1 0.91 24.051 0.24 6 days, 12:19:00 1 0 0 100
106 1 1.41 23.428 0.23 0:40:00 1 0 0 100
13 1 1.29 21.444 0.21 0:04:00 1 0 0 100
108 1 1.09 20.725 0.21 20:03:00 1 0 0 100
26 1 1.05 19.982 0.20 0:09:00 1 0 0 100
46 20 0.12 13.412 0.13 1 day, 19:00:00 16 0 4 80.0
120 2 -4.69 -308.012 -3.08 26 days, 20:18:00 0 0 2 0
TOTAL 54 1.13 778.063 7.78 1 day, 22:51:00 48 0 6 88.9

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_quick_max_m ( 46 ) 7 7 0 0 100 1.15 157.349 1.34
force_exit 6 0 0 6 0 -5.38 -761.496 -5.38
exit_profit_long_rapid_max_m ( 102 ) 3 3 0 0 100 2.56 131.555 1.28
exit_profit_long_rebuy_max_m ( 61 ) 3 3 0 0 100 1.71 18.711 0.86
exit_profit_long_quick_max_m ( 45 ) 3 3 0 0 100 3.8 208.588 1.9
exit_profit_long_quick_max_m ( 47 ) 3 3 0 0 100 1.41 74.608 0.71
exit_long_quick_w_1_5 ( 46 ) 2 2 0 0 100 1.31 46.101 0.44
exit_long_quick_2_1_1 ( 46 ) 1 1 0 0 100 5.76 96.482 0.96
exit_long_rapid_d_1_24 ( 106 ) 1 1 0 0 100 1.41 23.428 0.24
exit_profit_long_rapid_max_m ( 108 ) 1 1 0 0 100 1.09 20.725 0.18
exit_long_pump_o_1 ( 26 ) 1 1 0 0 100 1.05 19.982 0.18
exit_long_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.42 35.967 0.24
exit_long_quick_d_1_10 ( 45 ) 1 1 0 0 100 1.24 23.147 0.21
exit_profit_long_normal_max_m ( 12 ) 1 1 0 0 100 1.64 30.611 0.27
exit_profit_long_rapid_max_m ( 107 ) 1 1 0 0 100 1.73 32.074 0.29
exit_long_quick_d_1_18 ( 47 ) 1 1 0 0 100 1.38 25.395 0.23
exit_long_quick_d_0_14 ( 44 ) 1 1 0 0 100 0.16 2.976 0.03
exit_long_quick_q_3 ( 47 ) 1 1 0 0 100 3.42 62.34 0.57
exit_long_pump_d_2_1 ( 25 ) 1 1 0 0 100 2.26 40.828 0.38
exit_long_quick_3_1_1 ( 44 ) 1 1 0 0 100 4.69 83.716 0.78
exit_long_quick_q_3 ( 41 61 ) 1 1 0 0 100 3.64 64.42 0.61
exit_long_quick_d_2_1 ( 46 ) 1 1 0 0 100 2.3 38.819 0.38
exit_profit_long_quick_max_m ( 44 ) 1 1 0 0 100 1.27 22.409 0.21
exit_long_quick_d_1_20 ( 49 ) 1 1 0 0 100 1.64 28.798 0.27
exit_long_normal_u_1 ( 12 ) 1 1 0 0 100 1.7 28.142 0.28
exit_long_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.76 30.67 0.29
exit_long_quick_w_0_2 ( 46 ) 1 1 0 0 100 0.59 10.324 0.1
exit_long_quick_d_1_23 ( 46 ) 1 1 0 0 100 1.43 24.798 0.24
exit_long_normal_u_1 ( 13 ) 1 1 0 0 100 1.29 21.444 0.22
exit_long_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.41 26.387 0.24
exit_long_quick_1_1_1 ( 48 ) 1 1 0 0 100 0.91 24.051 0.15
exit_long_rapid_8_1_1 ( 102 107 ) 1 1 0 0 100 2.89 48.812 0.48
exit_long_pump_d_1_10 ( 25 ) 1 1 0 0 100 1.18 20.022 0.2
exit_long_rebuy_1_1_1 ( 61 ) 1 1 0 0 100 4.81 15.881 0.8

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 54 / 1.74
Starting balance 10000 USDT
Final balance 10778.063 USDT
Absolute profit 778.063 USDT
Total profit % 7.78%
CAGR % 141.62%
Sortino 12.32
Sharpe 8.54
Calmar 72.66
Profit factor 2.02
Expectancy (Ratio) 14.41 (0.11)
Trades per day 1.74
Avg. daily profit % 0.25%
Avg. stake amount 1669.367 USDT
Total trade volume 90145.838 USDT
Best Pair LSK/USDT 1.83%
Worst Pair CHR/USDT -1.52%
Best trade TFUEL/USDT 5.76%
Worst trade CHR/USDT -8.02%
Best day 178.234 USDT
Worst day -761.496 USDT
Days win/draw/lose 21 / 10 / 1
Avg. Duration Winners 21:38:00
Avg. Duration Loser 10 days, 8:36:00
Max Consecutive Wins / Loss 48 / 6
Rejected Entry signals 71
Entry/Exit Timeouts 0 / 0
Min balance 10015.881 USDT
Max balance 11539.559 USDT
Max % of account underwater 6.60%
Absolute Drawdown (Account) 6.60%
Absolute Drawdown 761.496 USDT
Drawdown high 1539.559 USDT
Drawdown low 778.063 USDT
Drawdown Start 2024-01-29 07:43:00
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 54 1.13 778.063 7.78 1 day, 22:51:00 48 0 6 88.9 761.496 USDT 6.60%

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.

Binance - 20240201-20240301

Current Previous v14.1.477 v14.1.417
Average Duration 2 days, 15:43:00 2 days, 15:43:00 2 days, 15:43:00 2 days, 4:16:00
Market Change 40.55 % 40.55 % 40.55 % 40.49 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.79 % 1.79 % 1.79 % 1.7477 %
Profit Sum 60.86 % 60.86 % 60.86 % 71.66 %
Profit Total 13.34 % 13.34 % 13.34 % 14.93 %
Trades 34 34 34 41
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%
CFX/USDT 1 10.97 199.819 2.00 0:55:00 1 0 0 100
RNDR/USDT 1 1.94 182.282 1.82 28 days, 14:00:00 1 0 0 100
DOGE/USDT 1 1.98 130.739 1.31 28 days, 12:25:00 1 0 0 100
DATA/USDT 2 3.00 103.275 1.03 2:45:00 2 0 0 100
VTHO/USDT 3 1.96 100.681 1.01 2:53:00 3 0 0 100
BCH/USDT 1 1.75 56.264 0.56 12 days, 11:55:00 1 0 0 100
STORJ/USDT 2 1.08 38.893 0.39 1:48:00 2 0 0 100
REQ/USDT 1 2.20 37.050 0.37 6:55:00 1 0 0 100
DODO/USDT 1 1.96 36.583 0.37 1:00:00 1 0 0 100
SUSHI/USDT 1 2.04 36.424 0.36 17:56:00 1 0 0 100
AGLD/USDT 2 1.09 36.012 0.36 6:34:00 2 0 0 100
VIDT/USDT 1 1.73 34.753 0.35 4 days, 22:30:00 1 0 0 100
CELO/USDT 1 1.87 33.054 0.33 2:45:00 1 0 0 100
BOND/USDT 1 1.84 31.571 0.32 1:30:00 1 0 0 100
PHA/USDT 1 1.62 27.208 0.27 4:31:00 1 0 0 100
AUDIO/USDT 1 1.54 26.926 0.27 7:20:00 1 0 0 100
OM/USDT 1 1.34 23.931 0.24 3 days, 11:31:00 1 0 0 100
IOTX/USDT 1 1.25 23.126 0.23 0:05:00 1 0 0 100
MDT/USDT 1 1.24 21.929 0.22 6:46:00 1 0 0 100
BAKE/USDT 1 1.20 21.497 0.21 4:15:00 1 0 0 100
DF/USDT 1 1.21 20.797 0.21 10:15:00 1 0 0 100
COTI/USDT 1 1.07 19.929 0.20 1:14:00 1 0 0 100
LIT/USDT 1 1.05 18.383 0.18 0:14:00 1 0 0 100
MOVR/USDT 1 1.01 17.984 0.18 4:10:00 1 0 0 100
WAVES/USDT 1 1.03 17.658 0.18 1:36:00 1 0 0 100
DEGO/USDT 1 0.67 15.558 0.16 6 days, 8:05:00 1 0 0 100
RUNE/USDT 1 0.75 14.605 0.15 1 day, 4:10:00 1 0 0 100
ENS/USDT 1 1.19 4.162 0.04 0:04:00 1 0 0 100
MANA/USDT 1 0.18 2.986 0.03 11:33:00 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
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
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
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
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
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
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
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
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 34 1.79 1334.078 13.34 2 days, 15:43:00 34 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 1.94 182.282 1.82 28 days, 14:00:00 1 0 0 100
DOGE/USDT 1 1.98 130.739 1.31 28 days, 12:25:00 1 0 0 100
TOTAL 2 1.96 313.021 3.13 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 14 1.99 522.236 5.22 1 day, 14:08:00 14 0 0 100
120 2 1.96 313.021 3.13 28 days, 13:12:00 2 0 0 100
107 3 2.20 117.381 1.17 1:46:00 3 0 0 100
47 3 2.03 111.371 1.11 1 day, 16:52:00 3 0 0 100
48 2 1.28 44.745 0.45 5:27:00 2 0 0 100
13 2 1.19 44.200 0.44 0:04:00 2 0 0 100
25 1 2.41 40.860 0.41 1:25:00 1 0 0 100
3 2 1.13 38.764 0.39 6:32:00 2 0 0 100
45 1 2.04 36.424 0.36 17:56:00 1 0 0 100
41 61 1 1.34 23.931 0.24 3 days, 11:31:00 1 0 0 100
104 1 1.16 19.176 0.19 6:48:00 1 0 0 100
44 1 1.03 17.808 0.18 0:26:00 1 0 0 100
61 1 1.19 4.162 0.04 0:04:00 1 0 0 100
TOTAL 34 1.79 1334.078 13.34 2 days, 15:43:00 34 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_long_quick_1_1_1 ( 46 ) 3 3 0 0 100 4.8 257.574 2.4
force_exit 2 2 0 0 100 1.96 313.021 0.65
exit_profit_long_quick_max_m ( 46 ) 2 2 0 0 100 1.32 45.192 0.44
exit_long_quick_q_1 ( 46 ) 2 2 0 0 100 1.97 93.315 0.66
exit_long_normal_u_1 ( 13 ) 2 2 0 0 100 1.19 44.2 0.4
exit_long_quick_w_1_5 ( 46 ) 2 2 0 0 100 1.21 42.293 0.4
exit_profit_long_normal_max_m ( 3 ) 2 2 0 0 100 1.13 38.764 0.38
exit_long_rapid_rpd_1 ( 107 ) 1 1 0 0 100 3.58 62.415 0.6
exit_long_rapid_d_1_24 ( 107 ) 1 1 0 0 100 1.96 36.583 0.33
exit_long_quick_d_1_3 ( 47 ) 1 1 0 0 100 1.07 19.929 0.18
exit_profit_long_quick_max_m ( 41 61 ) 1 1 0 0 100 1.34 23.931 0.22
exit_long_quick_q_1 ( 45 ) 1 1 0 0 100 2.04 36.424 0.34
exit_long_quick_w_0_2 ( 46 ) 1 1 0 0 100 0.75 14.605 0.13
exit_long_quick_w_1_9 ( 46 ) 1 1 0 0 100 1.87 33.054 0.31
exit_long_quick_w_1_2 ( 48 ) 1 1 0 0 100 1.54 26.926 0.26
exit_profit_long_rapid_max_m ( 104 ) 1 1 0 0 100 1.16 19.176 0.19
exit_long_quick_w_1_5 ( 48 ) 1 1 0 0 100 1.02 17.819 0.17
exit_long_rapid_o_1 ( 107 ) 1 1 0 0 100 1.05 18.383 0.18
exit_long_quick_w_3_12 ( 47 ) 1 1 0 0 100 3.28 56.689 0.55
exit_profit_long_quick_max_m ( 44 ) 1 1 0 0 100 1.03 17.808 0.17
exit_long_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.03 17.658 0.17
exit_long_quick_q_1 ( 47 ) 1 1 0 0 100 1.73 34.753 0.29
exit_profit_long_pump_max_m ( 25 ) 1 1 0 0 100 2.41 40.86 0.4
exit_long_quick_w_0_5 ( 46 ) 1 1 0 0 100 0.18 2.986 0.03
exit_long_quick_w_0_1 ( 46 ) 1 1 0 0 100 0.67 15.558 0.11
exit_long_rebuy_u_1 ( 61 ) 1 1 0 0 100 1.19 4.162 0.2

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 34 / 1.17
Starting balance 10000 USDT
Final balance 11334.078 USDT
Absolute profit 1334.078 USDT
Total profit % 13.34%
CAGR % 383.63%
Sortino -100.00
Sharpe 20.04
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 39.24 (100.00)
Trades per day 1.17
Avg. daily profit % 0.46%
Avg. stake amount 1596.736 USDT
Total trade volume 54289.031 USDT
Best Pair CFX/USDT 2.00%
Worst Pair 1INCH/USDT 0.00%
Best trade CFX/USDT 10.97%
Worst trade MANA/USDT 0.18%
Best day 313.021 USDT
Worst day 0 USDT
Days win/draw/lose 18 / 12 / 0
Avg. Duration Winners 2 days, 15:43:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 34 / 0
Rejected Entry signals 7
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
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 34 1.79 1334.078 13.34 2 days, 15:43:00 34 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 v14.1.477 v14.1.417
Average Duration 23:01:00 23:01:00 23:01:00 10:43:00
Market Change 67.44 % 67.44 % 67.44 % 67.44 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.8442 %
Profit Mean 2.0617 % 2.0617 % 2.0617 % 2.0619 %
Profit Sum 162.87 % 162.87 % 162.87 % 169.07 %
Profit Total 25.96 % 25.96 % 25.96 % 24.23 %
Trades 79 79 79 82
Win Rate 100.0 % 100.0 % 100.0 % 98.78 %
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%
ALEPH/USDT 5 3.40 313.613 3.14 10:32:00 5 0 0 100
DAG/USDT 6 2.19 249.500 2.49 1:27:00 6 0 0 100
EWT/USDT 2 5.53 197.170 1.97 0:50:00 2 0 0 100
NOIA/USDT 11 1.83 189.580 1.90 1:16:00 11 0 0 100
NWC/USDT 2 4.14 142.535 1.43 2:58:00 2 0 0 100
KAI/USDT 5 2.22 124.399 1.24 2:14:00 5 0 0 100
ADA/USDT 1 1.58 119.976 1.20 30 days, 16:55:00 1 0 0 100
COTI/USDT 5 1.20 111.732 1.12 0:43:00 5 0 0 100
STX/USDT 2 2.80 106.663 1.07 0:46:00 2 0 0 100
SXP/USDT 5 1.18 106.272 1.06 0:29:00 5 0 0 100
VET/USDT 1 1.20 105.049 1.05 29 days, 23:15:00 1 0 0 100
TEL/USDT 3 1.64 101.435 1.01 3:14:00 3 0 0 100
VRA/USDT 3 3.80 96.237 0.96 1:51:00 3 0 0 100
DEGO/USDT 1 4.24 82.263 0.82 2:06:00 1 0 0 100
CHR/USDT 1 3.38 68.894 0.69 7:10:00 1 0 0 100
DIA/USDT 3 1.47 51.377 0.51 0:37:00 3 0 0 100
MAP/USDT 2 1.23 46.480 0.46 2 days, 8:52:00 2 0 0 100
YFI/USDT 2 1.28 44.020 0.44 7:32:00 2 0 0 100
TRX/USDT 2 1.16 41.635 0.42 14:48:00 2 0 0 100
NIM/USDT 2 1.53 37.504 0.38 0:24:00 2 0 0 100
ORN/USDT 2 1.33 31.775 0.32 7:06:00 2 0 0 100
ONT/USDT 1 1.55 31.137 0.31 11:36:00 1 0 0 100
AKRO/USDT 1 1.53 31.012 0.31 0:20:00 1 0 0 100
ALGO/USDT 1 1.70 29.416 0.29 1:40:00 1 0 0 100
ROSE/USDT 1 1.47 28.443 0.28 7:02:00 1 0 0 100
XEM/USDT 2 0.71 25.695 0.26 14:14:00 2 0 0 100
XLM/USDT 1 1.09 22.333 0.22 0:08:00 1 0 0 100
EOS/USDT 1 1.22 22.274 0.22 5:36:00 1 0 0 100
VIDT/USDT 2 2.87 19.566 0.20 1:40:00 2 0 0 100
PLU/USDT 2 2.23 16.921 0.17 0:23:00 2 0 0 100
PRE/USDT 1 0.29 0.996 0.01 1:18:00 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
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
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
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
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
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 79 2.06 2595.900 25.96 23:01:00 79 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ADA/USDT 1 1.58 119.976 1.20 30 days, 16:55:00 1 0 0 100
VET/USDT 1 1.20 105.049 1.05 29 days, 23:15:00 1 0 0 100
TOTAL 2 1.39 225.025 2.25 30 days, 8:05:00 2 0 0 100

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
102 6 3.11 335.137 3.35 2:08:00 6 0 0 100
13 14 1.32 332.715 3.33 1:36:00 14 0 0 100
120 2 1.39 225.025 2.25 30 days, 8:05:00 2 0 0 100
61 18 2.27 148.404 1.48 1:56:00 18 0 0 100
12 3 2.42 137.799 1.38 1:37:00 3 0 0 100
107 4 1.79 136.867 1.37 3:21:00 4 0 0 100
106 3 2.27 128.937 1.29 2:22:00 3 0 0 100
21 1 6.35 125.578 1.26 1 day, 12:05:00 1 0 0 100
7 61 1 6.91 118.025 1.18 0:45:00 1 0 0 100
101 2 2.62 102.565 1.03 3:16:00 2 0 0 100
104 4 1.26 96.694 0.97 8:32:00 4 0 0 100
47 2 2.75 95.759 0.96 1:11:00 2 0 0 100
50 2 2.14 79.028 0.79 0:03:00 2 0 0 100
41 61 2 1.88 77.047 0.77 1:53:00 2 0 0 100
103 2 1.44 55.547 0.56 11:35:00 2 0 0 100
10 48 103 1 2.88 53.175 0.53 0:55:00 1 0 0 100
24 1 2.06 39.546 0.40 3:45:00 1 0 0 100
45 2 1.04 39.534 0.40 2 days, 8:49:00 2 0 0 100
10 1 1.89 38.086 0.38 3:21:00 1 0 0 100
44 106 1 1.97 36.727 0.37 0:55:00 1 0 0 100
61 102 1 1.91 36.582 0.37 9:11:00 1 0 0 100
48 1 1.55 31.137 0.31 11:36:00 1 0 0 100
4 50 1 1.61 28.495 0.28 0:19:00 1 0 0 100
9 1 1.47 28.443 0.28 7:02:00 1 0 0 100
48 49 104 1 1.25 24.044 0.24 0:28:00 1 0 0 100
46 1 1.27 23.626 0.24 7:50:00 1 0 0 100
26 1 1.03 21.377 0.21 0:22:00 1 0 0 100
TOTAL 79 2.06 2595.900 25.96 23:01:00 79 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 9 9 0 0 100 1.77 56.276 2.65
exit_profit_long_normal_max_m ( 13 ) 7 7 0 0 100 1.29 168.348 1.5
exit_profit_long_normal_max_m ( 12 ) 3 3 0 0 100 2.42 137.799 1.21
exit_long_normal_o_1 ( 13 ) 3 3 0 0 100 1.24 65.077 0.62
exit_profit_long_rapid_max_m ( 107 ) 3 3 0 0 100 1.26 67.973 0.63
exit_profit_long_rapid_max_m ( 102 ) 3 3 0 0 100 1.65 93.57 0.82
force_exit 2 2 0 0 100 1.39 225.025 0.46
exit_long_rapid_rpd_3 ( 103 ) 2 2 0 0 100 1.44 55.547 0.48
exit_profit_long_rapid_max_m ( 106 ) 2 2 0 0 100 2.7 101.911 0.9
exit_profit_long_rapid_max_m ( 104 ) 2 2 0 0 100 1.27 48.172 0.42
exit_long_rebuy_d_2_2 ( 61 ) 1 1 0 0 100 2.22 9.091 0.37
exit_long_rapid_rpd_3 ( 104 ) 1 1 0 0 100 2.34 45.473 0.39
exit_profit_long_pump_max_m ( 24 ) 1 1 0 0 100 2.06 39.546 0.34
exit_profit_long_quick_max_m ( 48 49 104 ) 1 1 0 0 100 1.25 24.044 0.21
exit_long_normal_d_1_2 ( 13 ) 1 1 0 0 100 1.17 22.719 0.2
exit_profit_long_quick_max_m ( 41 61 ) 1 1 0 0 100 1.66 34.562 0.28
exit_long_rebuy_u_2 ( 61 ) 1 1 0 0 100 2.12 8.842 0.35
exit_profit_long_rapid_max_m ( 101 ) 1 1 0 0 100 4.24 82.263 0.71
exit_long_pump_u_1 ( 26 ) 1 1 0 0 100 1.03 21.377 0.17
exit_profit_long_normal_max_m ( 9 ) 1 1 0 0 100 1.47 28.443 0.24
exit_long_pump_8_1_1 ( 21 ) 1 1 0 0 100 6.35 125.578 1.06
exit_long_rapid_w_3_4 ( 107 ) 1 1 0 0 100 3.38 68.894 0.56
exit_long_rebuy_d_2_14 ( 61 ) 1 1 0 0 100 2.45 9.776 0.41
exit_long_quick_w_0_1 ( 45 ) 1 1 0 0 100 0.85 17.985 0.14
exit_long_rapid_rpd_3 ( 101 ) 1 1 0 0 100 1.01 20.302 0.17
exit_profit_long_normal_max_m ( 10 ) 1 1 0 0 100 1.89 38.086 0.32
exit_long_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.27 23.626 0.21
exit_long_quick_d_2_1 ( 41 61 ) 1 1 0 0 100 2.1 42.484 0.35
exit_long_rebuy_d_2_23 ( 61 ) 1 1 0 0 100 2.34 9.709 0.39
exit_profit_long_quick_max_m ( 47 ) 1 1 0 0 100 1.09 22.333 0.18
exit_long_rapid_rpd_3 ( 106 ) 1 1 0 0 100 1.41 27.026 0.24
exit_long_normal_d_1_24 ( 13 ) 1 1 0 0 100 1.97 32.552 0.33
exit_long_quick_d_1_23 ( 44 106 ) 1 1 0 0 100 1.97 36.727 0.33
exit_profit_long_quick_max_m ( 45 ) 1 1 0 0 100 1.23 21.549 0.21
exit_long_quick_d_4_1 ( 47 ) 1 1 0 0 100 4.41 73.427 0.74
exit_long_rapid_d_1_2 ( 102 ) 1 1 0 0 100 2.03 34.066 0.34
exit_long_rebuy_w_3_3 ( 61 ) 1 1 0 0 100 3.97 13.358 0.66
exit_long_normal_2_1_1 ( 13 ) 1 1 0 0 100 1.44 24.287 0.24
exit_long_rebuy_w_0_3 ( 61 ) 1 1 0 0 100 0.29 0.996 0.05
exit_long_rebuy_w_5_2 ( 61 ) 1 1 0 0 100 6.23 21.199 1.04
exit_long_normal_w_6_1 ( 7 61 ) 1 1 0 0 100 6.91 118.025 1.15
exit_long_rapid_rpd_3 ( 102 ) 1 1 0 0 100 1.7 29.416 0.28
exit_long_rapid_w_2_2 ( 61 102 ) 1 1 0 0 100 1.91 36.582 0.32
exit_long_quick_u_1 ( 50 ) 1 1 0 0 100 1.38 25.587 0.23
exit_long_normal_d_1_10 ( 13 ) 1 1 0 0 100 1.12 19.732 0.19
exit_long_normal_u_1 ( 4 50 ) 1 1 0 0 100 1.61 28.495 0.27
exit_long_rebuy_d_1_18 ( 61 ) 1 1 0 0 100 2.01 7.145 0.34
exit_long_rapid_w_0_5 ( 104 ) 1 1 0 0 100 0.17 3.049 0.03
exit_long_rapid_w_9_1 ( 102 ) 1 1 0 0 100 10.01 178.084 1.67
exit_long_quick_w_1_2 ( 48 ) 1 1 0 0 100 1.55 31.137 0.26
exit_long_quick_o_2 ( 50 ) 1 1 0 0 100 2.91 53.441 0.48
exit_long_normal_d_2_24 ( 10 48 103 ) 1 1 0 0 100 2.88 53.175 0.48
exit_long_rebuy_d_3_23 ( 61 ) 1 1 0 0 100 3.27 12.011 0.54

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 79 / 2.55
Starting balance 10000 USDT
Final balance 12595.9 USDT
Absolute profit 2595.9 USDT
Total profit % 25.96%
CAGR % 1413.97%
Sortino -100.00
Sharpe 51.60
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 32.86 (100.00)
Trades per day 2.55
Avg. daily profit % 0.84%
Avg. stake amount 1483.183 USDT
Total trade volume 117171.466 USDT
Best Pair NOIA/USDT 1.90%
Worst Pair AAVE/USDT 0.00%
Best trade EWT/USDT 10.01%
Worst trade XEM/USDT 0.17%
Best day 225.025 USDT
Worst day 0 USDT
Days win/draw/lose 27 / 5 / 0
Avg. Duration Winners 23:01:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 79 / 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 67.44%

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 79 2.06 2595.900 25.96 23:01:00 79 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 - 20210201-20210301

Current Previous v14.1.477 v14.1.417
Average Duration 15:37:00 15:37:00 15:22:00 12:11:00
Market Change 86.85 % 86.85 % 86.85 % 86.85 %
Max Drawdown 1.7031 % 1.7031 % 1.6929 % 1.6845 %
Profit Mean 1.9735 % 1.9735 % 1.9693 % 1.9744 %
Profit Sum 201.3 % 201.3 % 204.81 % 232.98 %
Profit Total 34.61 % 34.61 % 35.39 % 41.45 %
Trades 102 102 104 118
Win Rate 99.02 % 99.02 % 99.04 % 99.15 %
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%
ALEPH/USDT 9 2.30 398.474 3.98 5:47:00 9 0 0 100
NWC/USDT 5 3.70 380.298 3.80 1:24:00 5 0 0 100
MAP/USDT 5 4.10 364.498 3.64 10:09:00 5 0 0 100
DIA/USDT 8 2.18 299.813 3.00 2:01:00 8 0 0 100
NOIA/USDT 7 2.10 231.484 2.31 2:48:00 7 0 0 100
VELO/USDT 3 3.35 203.727 2.04 0:47:00 3 0 0 100
PLU/USDT 8 2.80 191.952 1.92 2:59:00 8 0 0 100
AVA/USDT 6 1.20 147.237 1.47 7:55:00 6 0 0 100
SXP/USDT 3 2.40 133.300 1.33 0:45:00 3 0 0 100
VET/USDT 1 1.35 130.779 1.31 26 days, 3:30:00 1 0 0 100
ROSE/USDT 3 1.83 107.563 1.08 0:14:00 3 0 0 100
LTC/USDT 1 0.97 80.040 0.80 27 days, 23:05:00 1 0 0 100
DAG/USDT 4 1.84 77.973 0.78 4:05:00 4 0 0 100
MLK/USDT 3 1.44 72.618 0.73 2:56:00 3 0 0 100
VIDT/USDT 3 1.23 68.036 0.68 0:26:00 3 0 0 100
XRP/USDT 2 1.71 67.804 0.68 0:22:00 2 0 0 100
VRA/USDT 3 1.38 62.486 0.62 0:29:00 3 0 0 100
SNX/USDT 1 3.29 60.947 0.61 0:15:00 1 0 0 100
TEL/USDT 2 1.49 55.016 0.55 0:08:00 2 0 0 100
WIN/USDT 1 2.41 51.826 0.52 1:10:00 1 0 0 100
EWT/USDT 2 1.32 51.262 0.51 0:34:00 2 0 0 100
COTI/USDT 3 1.46 50.786 0.51 0:10:00 3 0 0 100
STX/USDT 1 2.15 47.205 0.47 1:12:00 1 0 0 100
XLM/USDT 3 1.26 46.621 0.47 0:20:00 3 0 0 100
NIM/USDT 1 2.03 42.286 0.42 0:33:00 1 0 0 100
ONE/USDT 1 1.78 39.981 0.40 0:28:00 1 0 0 100
AKRO/USDT 2 1.02 38.180 0.38 0:20:00 2 0 0 100
BTT/USDT 1 1.48 31.900 0.32 0:14:00 1 0 0 100
KAI/USDT 2 1.28 29.014 0.29 1:34:00 2 0 0 100
DEGO/USDT 1 1.52 27.231 0.27 1:09:00 1 0 0 100
ORN/USDT 1 1.06 23.810 0.24 6:51:00 1 0 0 100
ATOM/USDT 1 1.24 20.612 0.21 2:53:00 1 0 0 100
YFI/USDT 1 1.06 18.158 0.18 8:07:00 1 0 0 100
FIL/USDT 1 1.04 17.975 0.18 0:55:00 1 0 0 100
UMA/USDT 1 2.99 13.358 0.13 0:10:00 1 0 0 100
ALGO/USDT 1 1.47 6.308 0.06 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
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
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
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
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
CHR/USDT 1 -10.16 -229.576 -2.30 11:35:00 0 0 1 0
TOTAL 102 1.97 3460.983 34.61 15:37:00 101 0 1 99.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VET/USDT 1 1.35 130.779 1.31 26 days, 3:30:00 1 0 0 100
LTC/USDT 1 0.97 80.040 0.80 27 days, 23:05:00 1 0 0 100
CHR/USDT 1 -10.16 -229.576 -2.30 11:35:00 0 0 1 0
TOTAL 3 -2.61 -18.756 -0.19 18 days, 4:43:00 2 0 1 66.7

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
13 9 2.73 482.818 4.83 1:17:00 9 0 0 100
102 8 2.04 309.284 3.09 4:55:00 8 0 0 100
12 9 1.61 279.362 2.79 5:23:00 9 0 0 100
107 6 2.17 269.165 2.69 1:58:00 6 0 0 100
47 1 14.50 259.351 2.59 1 day, 10:39:00 1 0 0 100
104 8 1.64 249.662 2.50 1:38:00 8 0 0 100
46 7 1.51 211.316 2.11 5:47:00 7 0 0 100
120 2 1.16 210.820 2.11 27 days, 1:18:00 2 0 0 100
11 2 4.48 178.195 1.78 1:18:00 2 0 0 100
61 19 1.97 145.234 1.45 1:53:00 19 0 0 100
105 1 6.37 106.280 1.06 9:40:00 1 0 0 100
48 1 4.12 86.692 0.87 1:00:00 1 0 0 100
24 2 2.00 85.799 0.86 0:39:00 2 0 0 100
101 1 3.87 68.562 0.69 0:10:00 1 0 0 100
102 104 1 3.15 60.547 0.61 0:14:00 1 0 0 100
41 61 2 1.41 57.438 0.57 4:24:00 2 0 0 100
45 102 1 2.41 51.826 0.52 1:10:00 1 0 0 100
3 1 2.57 51.705 0.52 1:30:00 1 0 0 100
43 2 1.35 50.371 0.50 0:06:00 2 0 0 100
21 2 1.33 48.582 0.49 0:18:00 2 0 0 100
106 1 2.03 42.286 0.42 0:33:00 1 0 0 100
25 1 1.48 31.900 0.32 0:14:00 1 0 0 100
26 1 1.53 29.976 0.30 0:11:00 1 0 0 100
1 50 1 1.51 29.499 0.29 8:55:00 1 0 0 100
1 1 1.21 25.922 0.26 0:18:00 1 0 0 100
49 1 1.22 24.397 0.24 0:31:00 1 0 0 100
11 107 1 1.26 23.962 0.24 0:13:00 1 0 0 100
23 1 1.12 23.414 0.23 1:39:00 1 0 0 100
1 10 26 50 1 1.31 21.661 0.22 0:37:00 1 0 0 100
61 106 1 1.10 20.544 0.21 0:23:00 1 0 0 100
50 108 1 1.04 20.325 0.20 0:01:00 1 0 0 100
45 6 -0.57 -95.913 -0.96 3:04:00 5 0 1 83.3
TOTAL 102 1.97 3460.983 34.61 15:37:00 101 0 1 99.0

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 11 11 0 0 100 1.35 58.21 2.47
exit_profit_long_rapid_max_m ( 104 ) 5 5 0 0 100 1.9 181.41 1.59
exit_long_normal_o_1 ( 12 ) 5 5 0 0 100 1.25 120.94 1.04
exit_profit_long_normal_max_m ( 13 ) 4 4 0 0 100 2.29 192.055 1.53
force_exit 3 2 0 1 66.7 -2.61 -18.756 -1.31
exit_profit_long_quick_max_m ( 46 ) 3 3 0 0 100 1.25 68.801 0.62
exit_profit_long_quick_max_m ( 45 ) 3 3 0 0 100 1.26 76.521 0.63
exit_profit_long_pump_max_m ( 21 ) 2 2 0 0 100 1.33 48.582 0.44
exit_profit_long_pump_max_m ( 24 ) 2 2 0 0 100 2 85.799 0.67
exit_long_rapid_rpd_3 ( 102 ) 2 2 0 0 100 2.16 86.344 0.72
exit_profit_long_rapid_max_m ( 107 ) 2 2 0 0 100 1.26 52.134 0.42
exit_long_normal_o_1 ( 13 ) 2 2 0 0 100 1.32 48.713 0.44
exit_long_normal_d_1_10 ( 12 ) 2 2 0 0 100 1.27 45.086 0.42
exit_long_quick_d_1_10 ( 45 ) 2 2 0 0 100 1.49 57.142 0.5
exit_long_rebuy_d_2_10 ( 61 ) 1 1 0 0 100 2.15 7.42 0.36
exit_long_quick_d_3_1 ( 48 ) 1 1 0 0 100 4.12 86.692 0.69
exit_long_rapid_w_1_7 ( 107 ) 1 1 0 0 100 2.02 40.164 0.34
exit_profit_long_quick_max_m ( 49 ) 1 1 0 0 100 1.22 24.397 0.2
exit_profit_long_normal_max_m ( 11 ) 1 1 0 0 100 7.51 150.471 1.25
exit_long_normal_d_2_1 ( 3 ) 1 1 0 0 100 2.57 51.705 0.43
exit_long_rebuy_w_4_12 ( 61 ) 1 1 0 0 100 4.52 18.539 0.75
exit_long_rapid_d_2_13 ( 107 ) 1 1 0 0 100 2.76 56.795 0.46
exit_long_rapid_d_4_1 ( 107 ) 1 1 0 0 100 4.72 97.32 0.79
exit_profit_long_rapid_max_m ( 106 ) 1 1 0 0 100 2.03 42.286 0.34
exit_profit_long_normal_max_m ( 12 ) 1 1 0 0 100 1.39 29.133 0.23
exit_long_normal_d_1_10 ( 1 10 26 50 ) 1 1 0 0 100 1.31 21.661 0.22
exit_profit_long_pump_max_m ( 23 ) 1 1 0 0 100 1.12 23.414 0.19
exit_long_rapid_d_1_2 ( 104 ) 1 1 0 0 100 1.29 27.051 0.21
exit_profit_long_quick_max_m ( 41 61 ) 1 1 0 0 100 1.2 20.791 0.2
exit_long_quick_q_3 ( 46 ) 1 1 0 0 100 2.18 46.699 0.36
exit_long_normal_u_1 ( 1 ) 1 1 0 0 100 1.21 25.922 0.2
exit_long_rebuy_u_0 ( 61 ) 1 1 0 0 100 0.59 2.524 0.1
exit_profit_long_pump_max_m ( 25 ) 1 1 0 0 100 1.48 31.9 0.25
exit_long_quick_q_3 ( 45 102 ) 1 1 0 0 100 2.41 51.826 0.4
exit_long_rapid_d_0_8 ( 102 ) 1 1 0 0 100 0.72 15.582 0.12
exit_long_quick_w_2_2 ( 46 ) 1 1 0 0 100 3 65.722 0.5
exit_long_rapid_o_1 ( 107 ) 1 1 0 0 100 1.02 22.752 0.17
exit_long_rebuy_u_2 ( 61 ) 1 1 0 0 100 2.99 13.358 0.5
exit_long_normal_w_3_5 ( 13 ) 1 1 0 0 100 3.23 72.536 0.54
exit_long_quick_d_1_12 ( 41 61 ) 1 1 0 0 100 1.62 36.646 0.27
exit_long_rapid_3_1_1 ( 105 ) 1 1 0 0 100 6.37 106.28 1.06
exit_long_normal_o_4 ( 12 ) 1 1 0 0 100 4.34 84.203 0.72
exit_long_rebuy_u_1 ( 61 ) 1 1 0 0 100 1.9 7.501 0.32
exit_long_pump_u_1 ( 26 ) 1 1 0 0 100 1.53 29.976 0.25
exit_long_quick_u_1 ( 43 ) 1 1 0 0 100 1.16 20.229 0.19
exit_long_normal_u_5 ( 13 ) 1 1 0 0 100 6.22 108.567 1.04
exit_long_quick_w_0_12 ( 46 ) 1 1 0 0 100 0.57 12.12 0.1
exit_long_rapid_u_1 ( 102 ) 1 1 0 0 100 1.39 24.647 0.23
exit_long_rapid_o_3 ( 101 ) 1 1 0 0 100 3.87 68.562 0.64
exit_long_rebuy_d_1_10 ( 61 ) 1 1 0 0 100 1.23 4.262 0.21
exit_profit_long_quick_max_m ( 47 ) 1 1 0 0 100 14.5 259.351 2.42
exit_long_quick_w_1_10 ( 46 ) 1 1 0 0 100 1.04 17.975 0.17
exit_long_normal_d_3_10 ( 13 ) 1 1 0 0 100 3.29 60.947 0.55
exit_long_rapid_d_1_18 ( 61 106 ) 1 1 0 0 100 1.1 20.544 0.18
exit_long_rapid_u_1 ( 104 ) 1 1 0 0 100 1.23 23.044 0.21
exit_long_rapid_w_7_7 ( 102 ) 1 1 0 0 100 7.91 148.463 1.32
exit_long_rapid_rpd_1 ( 104 ) 1 1 0 0 100 1.06 18.158 0.18
exit_profit_long_normal_max_m ( 11 107 ) 1 1 0 0 100 1.26 23.962 0.21
exit_long_rebuy_u_5 ( 61 ) 1 1 0 0 100 5.31 20.22 0.89
exit_long_normal_d_1_3 ( 11 ) 1 1 0 0 100 1.45 27.724 0.24
exit_long_rapid_o_3 ( 102 104 ) 1 1 0 0 100 3.15 60.547 0.53
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.55 26.462 0.26
exit_long_rebuy_w_3_10 ( 61 ) 1 1 0 0 100 3.9 13.199 0.65
exit_profit_long_quick_max_m ( 43 ) 1 1 0 0 100 1.55 30.142 0.26
exit_long_normal_d_1_16 ( 1 50 ) 1 1 0 0 100 1.51 29.499 0.25
exit_long_rapid_w_0_2 ( 102 ) 1 1 0 0 100 0.11 2.224 0.02
exit_long_quick_u_1 ( 50 108 ) 1 1 0 0 100 1.04 20.325 0.17
exit_long_rapid_d_0_2 ( 102 ) 1 1 0 0 100 0.29 5.562 0.05

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 102 / 3.64
Starting balance 10000 USDT
Final balance 13460.983 USDT
Absolute profit 3460.983 USDT
Total profit % 34.61%
CAGR % 4715.13%
Sortino -100.00
Sharpe 51.58
Calmar 1386.57
Profit factor 16.08
Expectancy (Ratio) 33.93 (0.15)
Trades per day 3.64
Avg. daily profit % 1.24%
Avg. stake amount 1629.915 USDT
Total trade volume 166251.38 USDT
Best Pair PLU/USDT 1.92%
Worst Pair CHR/USDT -2.30%
Best trade MAP/USDT 14.50%
Worst trade CHR/USDT -10.16%
Best day 467.746 USDT
Worst day -18.756 USDT
Days win/draw/lose 25 / 3 / 1
Avg. Duration Winners 15:39:00
Avg. Duration Loser 11:35:00
Max Consecutive Wins / Loss 99 / 1
Rejected Entry signals 2
Entry/Exit Timeouts 0 / 0
Min balance 10024.329 USDT
Max balance 13479.739 USDT
Max % of account underwater 1.70%
Absolute Drawdown (Account) 1.70%
Absolute Drawdown 229.576 USDT
Drawdown high 3479.739 USDT
Drawdown low 3250.163 USDT
Drawdown Start 2021-02-28 23:46:00
Drawdown End 2021-03-01 00:00:00
Market change 86.85%

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 102 1.97 3460.983 34.61 15:37:00 101 0 1 99.0 229.576 USDT 1.70%

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 v14.1.477 v14.1.417
Average Duration 21:07:00 21:07:00 21:07:00 13:58:00
Market Change 150.73 % 150.73 % 150.73 % 150.73 %
Max Drawdown 0.2916 % 0.2916 % 0.2916 % 0.4443 %
Profit Mean 2.2083 % 2.2083 % 2.2083 % 2.1094 %
Profit Sum 209.79 % 209.79 % 209.79 % 236.25 %
Profit Total 36.62 % 36.62 % 36.62 % 42.6 %
Trades 95 95 95 112
Win Rate 98.95 % 98.95 % 98.95 % 99.11 %
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 6 3.16 355.684 3.56 0:52:00 6 0 0 100
VRA/USDT 5 3.79 350.587 3.51 2:53:00 5 0 0 100
MAP/USDT 9 1.96 314.429 3.14 6:39:00 9 0 0 100
PRE/USDT 3 4.30 255.368 2.55 1:42:00 3 0 0 100
VIDT/USDT 2 6.66 250.034 2.50 2:36:00 2 0 0 100
NIM/USDT 5 2.67 238.857 2.39 3:37:00 5 0 0 100
ALEPH/USDT 6 2.36 225.041 2.25 0:57:00 6 0 0 100
KAI/USDT 5 2.19 185.212 1.85 0:27:00 5 0 0 100
NOIA/USDT 8 1.74 184.004 1.84 3:24:00 8 0 0 100
TEL/USDT 2 3.96 155.947 1.56 1:40:00 2 0 0 100
DEGO/USDT 5 2.03 151.846 1.52 0:26:00 5 0 0 100
COTI/USDT 5 1.44 122.841 1.23 7:17:00 5 0 0 100
CHR/USDT 3 1.68 111.832 1.12 1:01:00 3 0 0 100
ORN/USDT 3 1.50 100.199 1.00 0:11:00 3 0 0 100
XLM/USDT 1 1.69 97.411 0.97 23 days, 19:55:00 1 0 0 100
UOS/USDT 3 1.32 74.946 0.75 3:27:00 3 0 0 100
NWC/USDT 2 1.70 65.158 0.65 1:26:00 2 0 0 100
SXP/USDT 3 1.90 60.696 0.61 2:47:00 3 0 0 100
STX/USDT 2 1.47 54.949 0.55 1:32:00 2 0 0 100
ONT/USDT 1 2.79 50.376 0.50 1:26:00 1 0 0 100
GRT/USDT 1 2.15 38.297 0.38 5:45:00 1 0 0 100
BNB/USDT 1 0.60 36.559 0.37 18 days, 15:05:00 1 0 0 100
CKB/USDT 2 1.26 32.275 0.32 1:25:00 2 0 0 100
WAVES/USDT 1 1.46 31.675 0.32 1 day, 14:15:00 1 0 0 100
ARPA/USDT 2 1.41 30.449 0.30 0:24:00 2 0 0 100
ADA/USDT 2 1.21 29.582 0.30 2:24:00 2 0 0 100
DIA/USDT 1 1.57 28.729 0.29 0:55:00 1 0 0 100
ROSE/USDT 2 0.78 28.140 0.28 1 day, 3:10:00 2 0 0 100
ONE/USDT 1 1.15 21.007 0.21 1:14:00 1 0 0 100
PLU/USDT 1 3.66 16.059 0.16 0:55:00 1 0 0 100
DAG/USDT 1 1.09 3.743 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
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 -0.63 -39.663 -0.40 27 days, 14:00:00 0 0 1 0
TOTAL 95 2.21 3662.268 36.62 21:07:00 94 0 1 98.9

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XLM/USDT 1 1.69 97.411 0.97 23 days, 19:55:00 1 0 0 100
UOS/USDT 1 0.11 2.440 0.02 6:00:00 1 0 0 100
ATOM/USDT 1 -0.63 -39.663 -0.40 27 days, 14:00:00 0 0 1 0
TOTAL 3 0.39 60.187 0.60 17 days, 5:18:00 2 0 1 66.7

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
104 8 4.67 744.391 7.44 1:22:00 8 0 0 100
102 9 2.75 462.947 4.63 6:14:00 9 0 0 100
12 5 3.47 327.041 3.27 1:19:00 5 0 0 100
46 5 2.90 304.644 3.05 3 days, 19:11:00 5 0 0 100
26 3 3.04 187.943 1.88 0:08:00 3 0 0 100
13 6 1.34 165.460 1.65 2:01:00 6 0 0 100
24 4 2.07 151.930 1.52 2:29:00 4 0 0 100
45 6 1.09 122.804 1.23 9:28:00 6 0 0 100
61 16 1.82 113.957 1.14 2:11:00 16 0 0 100
107 4 1.12 88.764 0.89 3:39:00 4 0 0 100
21 2 1.88 77.636 0.78 1:18:00 2 0 0 100
41 2 1.73 61.316 0.61 3:22:00 2 0 0 100
12 107 1 2.88 59.454 0.59 0:02:00 1 0 0 100
3 5 47 49 103 1 3.49 58.361 0.58 0:55:00 1 0 0 100
10 13 50 1 3.50 58.033 0.58 0:01:00 1 0 0 100
120 2 0.53 57.748 0.58 25 days, 16:58:00 1 0 1 50.0
47 2 1.33 53.979 0.54 1 day, 11:54:00 2 0 0 100
10 1 2.13 48.136 0.48 0:13:00 1 0 0 100
41 107 1 2.37 46.657 0.47 10:50:00 1 0 0 100
41 61 107 1 2.66 45.163 0.45 7:15:00 1 0 0 100
23 1 2.44 41.047 0.41 3:50:00 1 0 0 100
50 108 1 2.19 38.221 0.38 2:05:00 1 0 0 100
7 101 1 2.02 36.555 0.37 2:05:00 1 0 0 100
1 1 1.50 32.558 0.33 0:03:00 1 0 0 100
3 1 1.41 31.460 0.31 0:30:00 1 0 0 100
105 1 1.52 30.038 0.30 1:45:00 1 0 0 100
50 1 1.35 29.082 0.29 0:09:00 1 0 0 100
13 107 1 1.44 25.954 0.26 0:13:00 1 0 0 100
41 61 1 1.20 25.910 0.26 0:46:00 1 0 0 100
26 50 1 1.31 25.858 0.26 0:02:00 1 0 0 100
10 108 1 1.13 25.551 0.26 0:01:00 1 0 0 100
1 5 1 1.41 23.548 0.24 0:07:00 1 0 0 100
45 107 1 1.13 22.470 0.22 0:15:00 1 0 0 100
7 1 1.19 20.306 0.20 1:24:00 1 0 0 100
5 1 1.04 17.349 0.17 0:04:00 1 0 0 100
TOTAL 95 2.21 3662.268 36.62 21:07:00 94 0 1 98.9

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 9 9 0 0 100 1.51 52.138 2.26
exit_profit_long_rapid_max_m ( 102 ) 5 5 0 0 100 1.58 149.796 1.31
exit_profit_long_quick_max_m ( 45 ) 4 4 0 0 100 1.17 88.992 0.78
exit_profit_long_normal_max_m ( 13 ) 4 4 0 0 100 1.24 99.487 0.83
exit_long_rapid_rpd_3 ( 104 ) 4 4 0 0 100 4.91 407.83 3.27
force_exit 3 2 0 1 66.7 0.39 60.187 0.19
exit_long_quick_q_1 ( 46 ) 3 3 0 0 100 3.86 251.829 1.93
exit_profit_long_pump_max_m ( 24 ) 3 3 0 0 100 1.45 85.699 0.72
exit_profit_long_rapid_max_m ( 104 ) 3 3 0 0 100 4.85 271.395 2.43
exit_long_rapid_rpd_3 ( 102 ) 2 2 0 0 100 6.37 232.381 2.12
exit_long_rebuy_d_3_1 ( 61 ) 2 2 0 0 100 3.52 30.091 1.17
exit_long_rebuy_u_1 ( 61 ) 2 2 0 0 100 1.74 13.322 0.58
exit_long_normal_u_1 ( 13 ) 1 1 0 0 100 1.03 20.987 0.17
exit_long_rapid_u_3 ( 104 ) 1 1 0 0 100 3.18 65.166 0.53
exit_long_rebuy_o_1 ( 61 ) 1 1 0 0 100 1.05 4.211 0.18
exit_profit_long_quick_max_m ( 45 107 ) 1 1 0 0 100 1.13 22.47 0.19
exit_long_normal_u_2 ( 12 107 ) 1 1 0 0 100 2.88 59.454 0.48
exit_long_rapid_d_0_11 ( 107 ) 1 1 0 0 100 0.57 11.832 0.1
exit_long_rapid_d_1_10 ( 102 ) 1 1 0 0 100 1.38 28.603 0.23
exit_long_normal_d_2_10 ( 12 ) 1 1 0 0 100 2.39 49.609 0.4
exit_long_quick_w_2_12 ( 41 107 ) 1 1 0 0 100 2.37 46.657 0.4
exit_profit_long_pump_max_m ( 26 ) 1 1 0 0 100 3.16 66.133 0.53
exit_long_normal_d_2_3 ( 12 ) 1 1 0 0 100 2.89 60.872 0.48
exit_long_pump_u_2 ( 26 ) 1 1 0 0 100 2.74 57.795 0.46
exit_long_rapid_d_1_10 ( 107 ) 1 1 0 0 100 1.27 26.804 0.21
exit_long_quick_o_1 ( 50 ) 1 1 0 0 100 1.35 29.082 0.22
exit_profit_long_quick_max_m ( 41 61 ) 1 1 0 0 100 1.2 25.91 0.2
exit_long_quick_w_1_12 ( 47 ) 1 1 0 0 100 1.46 31.675 0.24
exit_long_normal_u_1 ( 1 ) 1 1 0 0 100 1.5 32.558 0.25
exit_long_normal_d_2_11 ( 13 ) 1 1 0 0 100 2.06 44.986 0.34
exit_long_normal_d_1_24 ( 3 ) 1 1 0 0 100 1.41 31.46 0.23
exit_long_rapid_o_1 ( 107 ) 1 1 0 0 100 1.17 26.154 0.19
exit_long_pump_d_2_1 ( 21 ) 1 1 0 0 100 2.18 48.907 0.36
exit_long_normal_u_1 ( 10 108 ) 1 1 0 0 100 1.13 25.551 0.19
exit_long_normal_u_2 ( 10 ) 1 1 0 0 100 2.13 48.136 0.36
exit_long_pump_o_3 ( 26 ) 1 1 0 0 100 3.23 64.014 0.54
exit_long_rapid_d_1_24 ( 107 ) 1 1 0 0 100 1.45 23.974 0.24
exit_long_rapid_rpd_3 ( 105 ) 1 1 0 0 100 1.52 30.038 0.25
exit_long_pump_o_1 ( 26 50 ) 1 1 0 0 100 1.31 25.858 0.22
exit_long_normal_u_3 ( 10 13 50 ) 1 1 0 0 100 3.5 58.033 0.58
exit_long_normal_u_1 ( 1 5 ) 1 1 0 0 100 1.41 23.548 0.24
exit_long_normal_u_1 ( 5 ) 1 1 0 0 100 1.04 17.349 0.17
exit_long_normal_d_3_24 ( 3 5 47 49 103 ) 1 1 0 0 100 3.49 58.361 0.58
exit_long_pump_w_2_5 ( 23 ) 1 1 0 0 100 2.44 41.047 0.41
exit_long_rebuy_d_1_20 ( 61 ) 1 1 0 0 100 1.11 3.724 0.18
exit_long_pump_3_1_1 ( 24 ) 1 1 0 0 100 3.92 66.23 0.65
exit_long_quick_q_3 ( 41 61 107 ) 1 1 0 0 100 2.66 45.163 0.44
exit_profit_long_normal_max_m ( 7 ) 1 1 0 0 100 1.19 20.306 0.2
exit_long_normal_d_2_13 ( 12 ) 1 1 0 0 100 2.7 46.286 0.45
exit_long_quick_w_0_12 ( 45 ) 1 1 0 0 100 0.13 2.186 0.02
exit_long_quick_q_2 ( 50 108 ) 1 1 0 0 100 2.19 38.221 0.36
exit_long_normal_o_5 ( 12 ) 1 1 0 0 100 5.92 103.864 0.99
exit_profit_long_quick_max_m ( 41 ) 1 1 0 0 100 1.31 23.019 0.22
exit_long_quick_q_3 ( 41 ) 1 1 0 0 100 2.15 38.297 0.36
exit_long_quick_d_1_10 ( 45 ) 1 1 0 0 100 1.76 31.626 0.29
exit_long_normal_d_1_10 ( 13 107 ) 1 1 0 0 100 1.44 25.954 0.24
exit_long_quick_q_3 ( 46 ) 1 1 0 0 100 2.79 50.376 0.47
exit_long_rapid_rpd_3 ( 7 101 ) 1 1 0 0 100 2.02 36.555 0.34
exit_long_pump_d_1_24 ( 21 ) 1 1 0 0 100 1.57 28.729 0.26
exit_long_rebuy_d_2_1 ( 61 ) 1 1 0 0 100 2.86 10.472 0.48
exit_profit_long_normal_max_m ( 12 ) 1 1 0 0 100 3.44 66.41 0.57
exit_long_rapid_w_2_1 ( 102 ) 1 1 0 0 100 2.74 52.167 0.46
exit_long_quick_1_1_1 ( 47 ) 1 1 0 0 100 1.21 22.304 0.2

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 95 / 3.06
Starting balance 10000 USDT
Final balance 13662.268 USDT
Absolute profit 3662.268 USDT
Total profit % 36.62%
CAGR % 3841.59%
Sortino -100.00
Sharpe 59.35
Calmar 7740.23
Profit factor 93.33
Expectancy (Ratio) 38.55 (0.97)
Trades per day 3.06
Avg. daily profit % 1.18%
Avg. stake amount 1656.923 USDT
Total trade volume 157407.709 USDT
Best Pair VELO/USDT 3.56%
Worst Pair ATOM/USDT -0.40%
Best trade VIDT/USDT 11.97%
Worst trade ATOM/USDT -0.63%
Best day 270.379 USDT
Worst day 0 USDT
Days win/draw/lose 31 / 1 / 0
Avg. Duration Winners 14:18:00
Avg. Duration Loser 27 days, 14:00:00
Max Consecutive Wins / Loss 92 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10023.974 USDT
Max balance 13662.268 USDT
Max % of account underwater 0.29%
Absolute Drawdown (Account) 0.29%
Absolute Drawdown 39.663 USDT
Drawdown high 3602.081 USDT
Drawdown low 3562.418 USDT
Drawdown Start 2021-03-31 23:10:00
Drawdown End 2021-04-01 00:00:00
Market change 150.73%

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 95 2.21 3662.268 36.62 21:07:00 94 0 1 98.9 39.663 USDT 0.29%

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 v14.1.477 v14.1.417
Average Duration 16:08:00 16:08:00 16:08:00 14:50:00
Market Change 43.86 % 43.86 % 43.86 % 43.86 %
Max Drawdown 0.2888 % 0.2888 % 0.2888 % 5.2787 %
Profit Mean 1.9034 % 1.9034 % 1.9034 % 1.7245 %
Profit Sum 203.67 % 203.67 % 203.67 % 181.07 %
Profit Total 32.95 % 32.95 % 32.95 % 22.47 %
Trades 107 107 107 105
Win Rate 98.13 % 98.13 % 98.13 % 98.1 %
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%
MAP/USDT 12 2.56 545.120 5.45 0:48:00 12 0 0 100
WIN/USDT 5 2.27 230.474 2.30 1:08:00 5 0 0 100
AKRO/USDT 3 3.29 174.407 1.74 7:38:00 3 0 0 100
VRA/USDT 4 2.16 174.097 1.74 0:27:00 4 0 0 100
DGB/USDT 6 1.60 170.787 1.71 0:42:00 6 0 0 100
AVA/USDT 3 2.35 138.806 1.39 1:38:00 3 0 0 100
TEL/USDT 5 1.55 136.482 1.36 8:10:00 5 0 0 100
DIA/USDT 1 5.93 122.841 1.23 0:55:00 1 0 0 100
ONE/USDT 4 1.74 122.102 1.22 0:32:00 4 0 0 100
VIDT/USDT 3 2.05 111.837 1.12 10:50:00 3 0 0 100
PRE/USDT 4 2.08 110.549 1.11 0:42:00 4 0 0 100
DAG/USDT 3 1.59 95.136 0.95 1:56:00 3 0 0 100
NWC/USDT 2 2.27 89.686 0.90 1:16:00 2 0 0 100
NOIA/USDT 4 2.04 88.666 0.89 1:15:00 4 0 0 100
BTT/USDT 3 1.47 86.450 0.86 0:23:00 3 0 0 100
KAI/USDT 2 2.18 85.492 0.85 0:04:00 2 0 0 100
SXP/USDT 1 3.94 84.205 0.84 1:05:00 1 0 0 100
DEGO/USDT 2 2.80 67.716 0.68 12:24:00 2 0 0 100
COTI/USDT 2 1.89 66.628 0.67 0:28:00 2 0 0 100
CHR/USDT 4 1.66 63.089 0.63 2:42:00 4 0 0 100
WAVES/USDT 2 1.62 59.860 0.60 3:56:00 2 0 0 100
NIM/USDT 2 2.03 54.723 0.55 7:35:00 2 0 0 100
STX/USDT 2 1.45 54.220 0.54 5:06:00 2 0 0 100
XLM/USDT 2 1.22 42.597 0.43 0:20:00 2 0 0 100
ROSE/USDT 1 2.49 41.071 0.41 0:20:00 1 0 0 100
JST/USDT 2 1.12 40.055 0.40 0:27:00 2 0 0 100
ONT/USDT 2 1.04 38.989 0.39 0:06:00 2 0 0 100
ALEPH/USDT 2 1.42 37.962 0.38 7:58:00 2 0 0 100
CRO/USDT 1 1.34 23.570 0.24 1 day, 16:40:00 1 0 0 100
EWT/USDT 1 1.17 21.302 0.21 1:08:00 1 0 0 100
AAVE/USDT 2 1.06 20.578 0.21 1 day, 5:30:00 2 0 0 100
VELO/USDT 1 1.10 18.374 0.18 1:53:00 1 0 0 100
PLU/USDT 2 2.23 18.041 0.18 1:14:00 2 0 0 100
ORN/USDT 2 1.93 15.249 0.15 3:42:00 2 0 0 100
EOS/USDT 1 0.69 12.053 0.12 1:40:00 1 0 0 100
ADA/USDT 1 0.72 11.912 0.12 12:00:00 1 0 0 100
UOS/USDT 2 0.64 8.056 0.08 17:06:00 2 0 0 100
KSM/USDT 1 1.82 7.281 0.07 0:05:00 1 0 0 100
LINK/USDT 1 1.60 6.348 0.06 1 day, 3:51:00 1 0 0 100
SNX/USDT 1 1.35 5.446 0.05 0:30:00 1 0 0 100
VET/USDT 2 0.74 1.143 0.01 13 days, 3:32:00 1 0 1 50.0
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
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
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
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
ALGO/USDT 1 -0.08 -8.756 -0.09 28 days, 2:25:00 0 0 1 0
TOTAL 107 1.90 3294.644 32.95 16:08:00 105 0 2 98.1

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALGO/USDT 1 -0.08 -8.756 -0.09 28 days, 2:25:00 0 0 1 0
VET/USDT 1 -0.35 -29.753 -0.30 25 days, 20:15:00 0 0 1 0
TOTAL 2 -0.22 -38.509 -0.39 26 days, 23:20:00 0 0 2 0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 12 2.19 461.554 4.62 10:55:00 12 0 0 100
104 5 2.72 272.169 2.72 0:22:00 5 0 0 100
45 7 1.71 242.234 2.42 0:45:00 7 0 0 100
13 7 1.54 210.557 2.11 1:10:00 7 0 0 100
103 4 2.38 198.298 1.98 1:06:00 4 0 0 100
61 22 1.81 186.721 1.87 8:19:00 22 0 0 100
108 2 4.23 169.781 1.70 0:52:00 2 0 0 100
41 2 4.23 166.039 1.66 0:40:00 2 0 0 100
50 3 2.66 141.852 1.42 0:16:00 3 0 0 100
107 5 1.31 126.004 1.26 1:43:00 5 0 0 100
12 2 2.95 120.489 1.20 0:34:00 2 0 0 100
47 3 1.91 107.529 1.08 2:12:00 3 0 0 100
102 2 2.93 99.451 0.99 0:30:00 2 0 0 100
44 3 1.62 92.116 0.92 0:54:00 3 0 0 100
41 61 3 1.51 91.201 0.91 0:23:00 3 0 0 100
106 4 1.21 89.417 0.89 3:51:00 4 0 0 100
25 2 2.12 79.562 0.80 0:35:00 2 0 0 100
24 2 1.64 63.502 0.64 1:06:00 2 0 0 100
3 2 1.47 63.497 0.63 0:31:00 2 0 0 100
10 1 3.14 58.034 0.58 0:06:00 1 0 0 100
1 10 13 1 2.23 45.658 0.46 0:02:00 1 0 0 100
7 1 1.72 34.258 0.34 3:21:00 1 0 0 100
26 1 1.49 31.745 0.32 0:08:00 1 0 0 100
9 1 1.29 25.125 0.25 1:30:00 1 0 0 100
21 1 1.34 23.570 0.24 1 day, 16:40:00 1 0 0 100
44 61 1 1.16 23.222 0.23 0:14:00 1 0 0 100
48 1 1.28 22.237 0.22 0:38:00 1 0 0 100
45 102 1 1.10 21.233 0.21 0:14:00 1 0 0 100
41 61 107 1 1.01 18.447 0.18 0:34:00 1 0 0 100
10 50 108 1 1.10 18.374 0.18 1:53:00 1 0 0 100
104 107 1 1.02 17.223 0.17 1:59:00 1 0 0 100
105 1 0.69 12.053 0.12 1:40:00 1 0 0 100
120 2 -0.22 -38.509 -0.39 26 days, 23:20:00 0 0 2 0
TOTAL 107 1.90 3294.644 32.95 16:08:00 105 0 2 98.1

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 10 10 0 0 100 1.5 64.58 2.5
exit_profit_long_normal_max_m ( 13 ) 6 6 0 0 100 1.61 187.552 1.61
exit_profit_long_quick_max_m ( 45 ) 5 5 0 0 100 1.73 174.067 1.44
exit_long_rebuy_d_1_18 ( 61 ) 4 4 0 0 100 1.32 21.317 0.88
exit_profit_long_rapid_max_m ( 104 ) 4 4 0 0 100 2.21 183.449 1.47
exit_long_quick_q_3 ( 46 ) 3 3 0 0 100 2.42 130.822 1.21
exit_profit_long_quick_max_m ( 46 ) 3 3 0 0 100 1.62 88.012 0.81
exit_profit_long_rapid_max_m ( 106 ) 3 3 0 0 100 1.27 69.783 0.64
exit_profit_long_rapid_max_m ( 102 ) 2 2 0 0 100 2.93 99.451 0.98
exit_profit_long_pump_max_m ( 24 ) 2 2 0 0 100 1.64 63.502 0.55
exit_long_quick_q_3 ( 47 ) 2 2 0 0 100 2.3 88.136 0.77
exit_profit_long_pump_max_m ( 25 ) 2 2 0 0 100 2.12 79.562 0.71
exit_profit_long_quick_max_m ( 44 ) 2 2 0 0 100 1.41 53.99 0.47
force_exit 2 0 0 2 0 -0.22 -38.509 -0.07
exit_long_quick_o_1 ( 50 ) 2 2 0 0 100 1.22 46.968 0.41
exit_long_normal_u_2 ( 1 10 13 ) 1 1 0 0 100 2.23 45.658 0.37
exit_long_rapid_u_1 ( 107 ) 1 1 0 0 100 1.06 20.892 0.18
exit_long_rebuy_w_1_22 ( 61 ) 1 1 0 0 100 1.05 16.229 0.17
exit_profit_long_normal_max_m ( 7 ) 1 1 0 0 100 1.72 34.258 0.29
exit_long_rapid_d_1_20 ( 107 ) 1 1 0 0 100 1.09 21.57 0.18
exit_long_quick_w_0_2 ( 46 ) 1 1 0 0 100 0.72 11.912 0.12
exit_long_rapid_d_1_10 ( 107 ) 1 1 0 0 100 1.28 25.635 0.21
exit_long_normal_d_1_10 ( 13 ) 1 1 0 0 100 1.14 23.005 0.19
exit_long_quick_u_1 ( 44 61 ) 1 1 0 0 100 1.16 23.222 0.19
exit_long_quick_q_3 ( 45 ) 1 1 0 0 100 2.13 42.794 0.35
exit_long_rapid_d_2_18 ( 103 ) 1 1 0 0 100 2.23 44.985 0.37
exit_long_quick_u_2 ( 41 61 ) 1 1 0 0 100 2.17 44.265 0.36
exit_long_rapid_u_4 ( 108 ) 1 1 0 0 100 4.3 88.455 0.72
exit_long_rapid_rpd_3 ( 108 ) 1 1 0 0 100 4.16 81.326 0.69
exit_profit_long_quick_max_m ( 41 61 ) 1 1 0 0 100 1.13 23.506 0.19
exit_long_rebuy_w_3_2 ( 61 ) 1 1 0 0 100 3.56 29.591 0.59
exit_profit_long_rapid_max_m ( 103 ) 1 1 0 0 100 2.06 42.402 0.34
exit_long_quick_q_3 ( 41 ) 1 1 0 0 100 5.93 122.841 0.99
exit_long_rapid_d_1_18 ( 103 ) 1 1 0 0 100 1.27 26.706 0.21
exit_long_pump_o_1 ( 26 ) 1 1 0 0 100 1.49 31.745 0.25
exit_long_normal_d_3_1 ( 12 ) 1 1 0 0 100 3.71 79.262 0.62
exit_long_quick_d_1_10 ( 45 ) 1 1 0 0 100 1.19 25.372 0.2
exit_long_rapid_rpd_3 ( 103 ) 1 1 0 0 100 3.94 84.205 0.66
exit_profit_long_normal_max_m ( 3 ) 1 1 0 0 100 1.89 40.572 0.32
exit_long_normal_w_1_3 ( 3 ) 1 1 0 0 100 1.05 22.925 0.17
exit_long_rebuy_d_2_1 ( 61 ) 1 1 0 0 100 2.3 10.091 0.38
exit_long_rebuy_u_1 ( 61 ) 1 1 0 0 100 1.4 5.553 0.23
exit_long_quick_w_0_20 ( 46 ) 1 1 0 0 100 0.23 3.877 0.04
exit_long_rapid_o_1 ( 107 ) 1 1 0 0 100 1.17 20.361 0.2
exit_profit_long_quick_max_m ( 41 61 107 ) 1 1 0 0 100 1.01 18.447 0.17
exit_profit_long_quick_max_m ( 48 ) 1 1 0 0 100 1.28 22.237 0.21
exit_long_rapid_d_0_3 ( 105 ) 1 1 0 0 100 0.69 12.053 0.12
exit_long_rebuy_w_2_5 ( 61 ) 1 1 0 0 100 3.08 10.719 0.51
exit_long_rebuy_d_4_1 ( 61 ) 1 1 0 0 100 4.43 15.495 0.74
exit_long_quick_u_5 ( 50 ) 1 1 0 0 100 5.54 94.884 0.92
exit_long_quick_2_1_1 ( 46 ) 1 1 0 0 100 6.87 119.143 1.15
exit_long_rebuy_d_1_5 ( 61 ) 1 1 0 0 100 1.52 5.197 0.25
exit_profit_long_quick_max_m ( 41 ) 1 1 0 0 100 2.54 43.198 0.42
exit_long_quick_w_1_12 ( 46 ) 1 1 0 0 100 1.82 30.895 0.3
exit_long_pump_w_1_1 ( 21 ) 1 1 0 0 100 1.34 23.57 0.22
exit_long_quick_w_1_7 ( 46 ) 1 1 0 0 100 1.17 21.302 0.2
exit_long_quick_q_1 ( 46 ) 1 1 0 0 100 3.32 55.591 0.55
exit_long_normal_d_1_21 ( 9 ) 1 1 0 0 100 1.29 25.125 0.22
exit_profit_long_rapid_max_m ( 104 107 ) 1 1 0 0 100 1.02 17.223 0.17
exit_long_quick_d_1_3 ( 47 ) 1 1 0 0 100 1.15 19.393 0.19
exit_long_rebuy_u_2 ( 61 ) 1 1 0 0 100 2.15 7.95 0.36
exit_long_normal_u_3 ( 10 ) 1 1 0 0 100 3.14 58.034 0.52
exit_long_rapid_u_4 ( 104 ) 1 1 0 0 100 4.77 88.72 0.79
exit_long_quick_d_1_24 ( 44 ) 1 1 0 0 100 2.03 38.125 0.34
exit_long_normal_o_2 ( 12 ) 1 1 0 0 100 2.19 41.227 0.36
exit_long_quick_d_1_18 ( 41 61 ) 1 1 0 0 100 1.23 23.43 0.21
exit_long_normal_d_1_13 ( 10 50 108 ) 1 1 0 0 100 1.1 18.374 0.18
exit_long_quick_d_1_10 ( 45 102 ) 1 1 0 0 100 1.1 21.233 0.18
exit_profit_long_rapid_max_m ( 107 ) 1 1 0 0 100 1.94 37.547 0.32
exit_long_rapid_d_1_12 ( 106 ) 1 1 0 0 100 1.01 19.635 0.17

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 107 / 3.57
Starting balance 10000 USDT
Final balance 13294.644 USDT
Absolute profit 3294.644 USDT
Total profit % 32.95%
CAGR % 3096.93%
Sortino 199.85
Sharpe 81.57
Calmar 7264.57
Profit factor 86.56
Expectancy (Ratio) 30.79 (1.60)
Trades per day 3.57
Avg. daily profit % 1.10%
Avg. stake amount 1587.694 USDT
Total trade volume 169883.299 USDT
Best Pair MAP/USDT 5.45%
Worst Pair ALGO/USDT -0.09%
Best trade AKRO/USDT 6.87%
Worst trade VET/USDT -0.35%
Best day 372.005 USDT
Worst day -38.509 USDT
Days win/draw/lose 29 / 1 / 1
Avg. Duration Winners 4:06:00
Avg. Duration Loser 26 days, 23:20:00
Max Consecutive Wins / Loss 105 / 2
Rejected Entry signals 27
Entry/Exit Timeouts 0 / 0
Min balance 10041.071 USDT
Max balance 13333.153 USDT
Max % of account underwater 0.29%
Absolute Drawdown (Account) 0.29%
Absolute Drawdown 38.509 USDT
Drawdown high 3333.153 USDT
Drawdown low 3294.644 USDT
Drawdown Start 2021-04-30 15:30:00
Drawdown End 2021-05-01 00:00:00
Market change 43.86%

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 107 1.90 3294.644 32.95 16:08:00 105 0 2 98.1 38.509 USDT 0.29%

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 v14.1.477 v14.1.417
Average Duration 23:35:00 23:35:00 23:35:00 13:17:00
Market Change -25.66 % -25.66 % -25.66 % -25.66 %
Max Drawdown 0.0 % 0.0 % 0.0 % 2.2422 %
Profit Mean 2.1184 % 2.1184 % 2.1184 % 1.9548 %
Profit Sum 148.29 % 148.29 % 148.29 % 146.61 %
Profit Total 24.51 % 24.51 % 24.51 % 20.35 %
Trades 70 70 70 75
Win Rate 100.0 % 100.0 % 100.0 % 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%
PLU/USDT 6 2.83 241.874 2.42 1:10:00 6 0 0 100
KAI/USDT 8 2.23 241.222 2.41 0:51:00 8 0 0 100
COTI/USDT 5 1.97 191.152 1.91 4:45:00 5 0 0 100
UMA/USDT 5 1.70 163.306 1.63 9:11:00 5 0 0 100
ALEPH/USDT 2 4.74 161.806 1.62 13:48:00 2 0 0 100
XRP/USDT 1 1.75 156.328 1.56 27 days, 22:00:00 1 0 0 100
PRE/USDT 1 7.47 136.347 1.36 3:15:00 1 0 0 100
DOT/USDT 1 1.55 98.103 0.98 28 days, 3:55:00 1 0 0 100
EWT/USDT 3 1.46 84.330 0.84 1:59:00 3 0 0 100
DEGO/USDT 3 1.67 83.524 0.84 0:26:00 3 0 0 100
ONE/USDT 2 2.14 83.470 0.83 7:05:00 2 0 0 100
DAG/USDT 3 1.96 82.548 0.83 3:44:00 3 0 0 100
EOS/USDT 3 1.52 82.542 0.83 5:37:00 3 0 0 100
VIDT/USDT 2 1.87 69.447 0.69 16:55:00 2 0 0 100
TEL/USDT 3 1.16 69.403 0.69 1:20:00 3 0 0 100
KSM/USDT 3 3.91 68.203 0.68 2:11:00 3 0 0 100
NOIA/USDT 2 1.59 59.446 0.59 7:04:00 2 0 0 100
ETC/USDT 1 3.28 58.212 0.58 0:45:00 1 0 0 100
VRA/USDT 2 2.06 40.933 0.41 0:22:00 2 0 0 100
ADA/USDT 2 2.71 38.137 0.38 0:55:00 2 0 0 100
ARPA/USDT 1 2.16 36.317 0.36 0:13:00 1 0 0 100
MLK/USDT 1 1.56 30.903 0.31 2:10:00 1 0 0 100
NWC/USDT 1 1.48 30.223 0.30 1:08:00 1 0 0 100
WIN/USDT 1 1.62 28.378 0.28 2:43:00 1 0 0 100
STX/USDT 1 1.61 27.131 0.27 0:02:00 1 0 0 100
SXP/USDT 1 1.51 25.269 0.25 0:25:00 1 0 0 100
CKB/USDT 1 1.23 21.644 0.22 0:31:00 1 0 0 100
SNX/USDT 1 1.08 20.289 0.20 2:56:00 1 0 0 100
NIM/USDT 2 0.73 13.168 0.13 1 day, 9:45:00 2 0 0 100
MAP/USDT 2 1.09 7.810 0.08 1:08:00 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
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
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
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 70 2.12 2451.464 24.51 23:35:00 70 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XRP/USDT 1 1.75 156.328 1.56 27 days, 22:00:00 1 0 0 100
DOT/USDT 1 1.55 98.103 0.98 28 days, 3:55:00 1 0 0 100
TOTAL 2 1.65 254.432 2.54 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 8 2.05 293.363 2.93 8:15:00 8 0 0 100
120 2 1.65 254.432 2.54 28 days, 0:58:00 2 0 0 100
13 8 1.52 218.782 2.19 0:46:00 8 0 0 100
45 5 2.20 199.118 1.99 0:43:00 5 0 0 100
103 4 2.02 161.799 1.62 1:26:00 4 0 0 100
12 103 104 1 8.21 152.930 1.53 0:01:00 1 0 0 100
107 4 2.03 147.737 1.48 4:40:00 4 0 0 100
101 1 7.47 136.347 1.36 3:15:00 1 0 0 100
61 13 2.49 131.749 1.32 8:02:00 13 0 0 100
46 4 1.39 100.062 1.00 13:57:00 4 0 0 100
41 61 3 1.77 95.917 0.96 1:19:00 3 0 0 100
44 2 2.39 90.583 0.91 9:14:00 2 0 0 100
106 2 1.80 70.655 0.71 0:22:00 2 0 0 100
10 3 1.10 66.058 0.66 0:10:00 3 0 0 100
50 107 1 3.28 58.212 0.58 0:45:00 1 0 0 100
12 1 2.49 43.872 0.44 3:55:00 1 0 0 100
48 1 2.47 43.834 0.44 0:50:00 1 0 0 100
47 2 1.09 40.630 0.41 2:20:00 2 0 0 100
41 1 1.68 31.711 0.32 3:56:00 1 0 0 100
21 22 41 107 1 1.88 31.075 0.31 0:25:00 1 0 0 100
43 1 1.56 30.903 0.31 2:10:00 1 0 0 100
21 1 1.82 30.432 0.30 0:17:00 1 0 0 100
7 61 1 1.29 21.265 0.21 1:07:00 1 0 0 100
TOTAL 70 2.12 2451.464 24.51 23:35:00 70 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 7 7 0 0 100 2.07 57.628 2.41
exit_profit_long_rapid_max_m ( 104 ) 5 5 0 0 100 2.71 240.745 2.26
exit_profit_long_normal_max_m ( 13 ) 4 4 0 0 100 1.37 100.706 0.91
exit_profit_long_quick_max_m ( 45 ) 4 4 0 0 100 2.47 178.884 1.65
exit_long_rapid_rpd_3 ( 107 ) 3 3 0 0 100 2.11 115.705 1.06
exit_profit_long_rapid_max_m ( 103 ) 3 3 0 0 100 1.96 118.301 0.98
exit_profit_long_quick_max_m ( 41 61 ) 2 2 0 0 100 1.82 67.893 0.61
force_exit 2 2 0 0 100 1.65 254.432 0.55
exit_long_normal_u_1 ( 10 ) 2 2 0 0 100 1.14 45.47 0.38
exit_profit_long_quick_max_m ( 47 ) 2 2 0 0 100 1.09 40.63 0.36
exit_long_quick_q_3 ( 44 ) 2 2 0 0 100 2.39 90.583 0.8
exit_long_rapid_d_2_18 ( 103 ) 1 1 0 0 100 2.21 43.498 0.37
exit_long_rapid_rpd_2 ( 104 ) 1 1 0 0 100 1.23 22.899 0.2
exit_long_rebuy_u_2 ( 61 ) 1 1 0 0 100 2.34 8.901 0.39
exit_long_rapid_d_0_20 ( 104 ) 1 1 0 0 100 0.57 10.883 0.09
exit_long_rapid_d_1_18 ( 106 ) 1 1 0 0 100 1.55 30.313 0.26
exit_long_rapid_d_2_18 ( 106 ) 1 1 0 0 100 2.05 40.342 0.34
exit_long_rebuy_d_4_23 ( 61 ) 1 1 0 0 100 4.37 17.349 0.73
exit_long_quick_d_0_23 ( 46 ) 1 1 0 0 100 0.16 3.175 0.03
exit_long_normal_u_7 ( 12 103 104 ) 1 1 0 0 100 8.21 152.93 1.37
exit_long_quick_d_1_23 ( 43 ) 1 1 0 0 100 1.56 30.903 0.26
exit_profit_long_normal_max_m ( 10 ) 1 1 0 0 100 1.03 20.588 0.17
exit_long_rebuy_w_7_2 ( 61 ) 1 1 0 0 100 8.17 32.559 1.36
exit_long_normal_d_1_18 ( 13 ) 1 1 0 0 100 1.33 26.803 0.22
exit_long_rebuy_w_0_3 ( 61 ) 1 1 0 0 100 0.34 1.392 0.06
exit_profit_long_quick_max_m ( 41 ) 1 1 0 0 100 1.68 31.711 0.28
exit_profit_long_normal_max_m ( 7 61 ) 1 1 0 0 100 1.29 21.265 0.21
exit_long_rapid_rpd_3 ( 104 ) 1 1 0 0 100 1.03 18.837 0.17
exit_long_rapid_rpd_1 ( 101 ) 1 1 0 0 100 7.47 136.347 1.24
exit_long_quick_q_3 ( 46 ) 1 1 0 0 100 2.05 34.027 0.34
exit_long_quick_u_1 ( 41 61 ) 1 1 0 0 100 1.68 28.024 0.28
exit_profit_long_pump_max_m ( 21 ) 1 1 0 0 100 1.82 30.432 0.3
exit_long_normal_u_2 ( 13 ) 1 1 0 0 100 2.16 36.317 0.36
exit_long_normal_u_1 ( 13 ) 1 1 0 0 100 1.61 27.131 0.27
exit_long_quick_d_1_18 ( 46 ) 1 1 0 0 100 1.23 21.644 0.21
exit_long_rebuy_w_1_3 ( 61 ) 1 1 0 0 100 1.43 5.044 0.24
exit_long_normal_w_2_10 ( 12 ) 1 1 0 0 100 2.49 43.872 0.41
exit_long_rebuy_u_1 ( 61 ) 1 1 0 0 100 1.27 8.876 0.21
exit_long_quick_d_3_3 ( 50 107 ) 1 1 0 0 100 3.28 58.212 0.55
exit_long_quick_q_3 ( 48 ) 1 1 0 0 100 2.47 43.834 0.41
exit_profit_long_rapid_max_m ( 107 ) 1 1 0 0 100 1.79 32.032 0.3
exit_long_quick_d_1_10 ( 45 ) 1 1 0 0 100 1.12 20.234 0.19
exit_long_quick_2_1_1 ( 46 ) 1 1 0 0 100 2.11 41.217 0.35
exit_profit_long_pump_max_m ( 21 22 41 107 ) 1 1 0 0 100 1.88 31.075 0.31
exit_long_normal_w_1_5 ( 13 ) 1 1 0 0 100 1.53 27.825 0.25

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 70 / 2.26
Starting balance 10000 USDT
Final balance 12451.464 USDT
Absolute profit 2451.464 USDT
Total profit % 24.51%
CAGR % 1221.73%
Sortino -100.00
Sharpe 49.03
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 35.02 (100.00)
Trades per day 2.26
Avg. daily profit % 0.79%
Avg. stake amount 1529.737 USDT
Total trade volume 107081.571 USDT
Best Pair KAI/USDT 2.41%
Worst Pair AAVE/USDT 0.00%
Best trade ALEPH/USDT 8.21%
Worst trade NIM/USDT 0.16%
Best day 264.44 USDT
Worst day 0 USDT
Days win/draw/lose 26 / 6 / 0
Avg. Duration Winners 23:35:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 70 / 0
Rejected Entry signals 2
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 -25.66%

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 70 2.12 2451.464 24.51 23:35:00 70 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 v14.1.477 v14.1.417
Average Duration 2 days, 13:57:00 2 days, 13:57:00 2 days, 13:57:00 2 days, 21:40:00
Market Change -18.54 % -18.54 % -18.54 % -18.54 %
Max Drawdown 1.6617 % 1.6617 % 1.6617 % 4.492 %
Profit Mean 1.1726 % 1.1726 % 1.1726 % 1.0558 %
Profit Sum 25.8 % 25.8 % 25.8 % 27.45 %
Profit Total 2.59 % 2.59 % 2.59 % 1.47 %
Trades 22 22 22 26
Win Rate 95.45 % 95.45 % 95.45 % 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%
ETH/USDT 1 1.76 89.631 0.90 26 days, 0:30:00 1 0 0 100
UOS/USDT 3 1.71 86.441 0.86 0:04:00 3 0 0 100
TEL/USDT 3 1.49 43.391 0.43 3:51:00 3 0 0 100
NOIA/USDT 3 1.12 41.722 0.42 0:39:00 3 0 0 100
VET/USDT 1 1.37 22.679 0.23 1:03:00 1 0 0 100
DAG/USDT 1 1.29 21.698 0.22 0:19:00 1 0 0 100
KSM/USDT 2 1.04 20.873 0.21 1:28:00 2 0 0 100
PLU/USDT 1 1.23 20.473 0.20 1:34:00 1 0 0 100
NWC/USDT 1 1.12 18.963 0.19 0:37:00 1 0 0 100
STX/USDT 1 1.10 18.375 0.18 0:22:00 1 0 0 100
CKB/USDT 1 1.02 17.264 0.17 0:03:00 1 0 0 100
CHR/USDT 1 1.02 16.893 0.17 1:31:00 1 0 0 100
ALEPH/USDT 1 2.39 7.900 0.08 3:22:00 1 0 0 100
VRA/USDT 1 1.67 5.647 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
MAP/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
UNI/USDT 1 -3.18 -173.345 -1.73 29 days, 15:55:00 0 0 1 0
TOTAL 22 1.17 258.605 2.59 2 days, 13:57:00 21 0 1 95.5

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETH/USDT 1 1.76 89.631 0.90 26 days, 0:30:00 1 0 0 100
UNI/USDT 1 -3.18 -173.345 -1.73 29 days, 15:55:00 0 0 1 0
TOTAL 2 -0.71 -83.713 -0.84 27 days, 20:12:00 1 0 1 50.0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
50 2 1.91 64.318 0.64 0:04:00 2 0 0 100
13 3 1.23 61.695 0.62 0:52:00 3 0 0 100
46 2 1.08 35.942 0.36 1:40:00 2 0 0 100
61 5 1.70 28.512 0.29 2:43:00 5 0 0 100
45 104 1 1.29 21.698 0.22 0:19:00 1 0 0 100
44 106 1 1.23 20.473 0.20 1:34:00 1 0 0 100
103 1 1.19 19.933 0.20 1:16:00 1 0 0 100
41 61 102 104 1 1.12 18.963 0.19 0:37:00 1 0 0 100
47 1 1.08 18.171 0.18 0:29:00 1 0 0 100
107 1 1.08 17.937 0.18 0:06:00 1 0 0 100
44 1 1.03 17.412 0.17 2:25:00 1 0 0 100
41 1 1.02 17.264 0.17 0:03:00 1 0 0 100
120 2 -0.71 -83.713 -0.84 27 days, 20:12:00 1 0 1 50.0
TOTAL 22 1.17 258.605 2.59 2 days, 13:57:00 21 0 1 95.5

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 3 3 0 0 100 1.68 16.994 0.84
force_exit 2 1 0 1 50.0 -0.71 -83.713 -0.24
exit_profit_long_normal_max_m ( 13 ) 2 2 0 0 100 1.19 39.572 0.4
exit_long_normal_o_1 ( 13 ) 1 1 0 0 100 1.31 22.124 0.22
exit_long_quick_u_2 ( 50 ) 1 1 0 0 100 2.62 44.057 0.44
exit_long_quick_u_1 ( 50 ) 1 1 0 0 100 1.21 20.261 0.2
exit_profit_long_quick_max_m ( 45 104 ) 1 1 0 0 100 1.29 21.698 0.21
exit_profit_long_quick_max_m ( 41 61 102 104 ) 1 1 0 0 100 1.12 18.963 0.19
exit_long_quick_u_1 ( 41 ) 1 1 0 0 100 1.02 17.264 0.17
exit_profit_long_quick_max_m ( 44 ) 1 1 0 0 100 1.03 17.412 0.17
exit_long_rebuy_d_2_1 ( 61 ) 1 1 0 0 100 2.39 7.9 0.4
exit_long_rapid_o_1 ( 107 ) 1 1 0 0 100 1.08 17.937 0.18
exit_long_rebuy_d_1_18 ( 61 ) 1 1 0 0 100 1.08 3.618 0.18
exit_long_rapid_d_1_18 ( 103 ) 1 1 0 0 100 1.19 19.933 0.2
exit_long_quick_d_1_1 ( 46 ) 1 1 0 0 100 1.05 17.568 0.18
exit_profit_long_quick_max_m ( 46 ) 1 1 0 0 100 1.1 18.375 0.18
exit_profit_long_quick_max_m ( 44 106 ) 1 1 0 0 100 1.23 20.473 0.2
exit_long_quick_d_1_18 ( 47 ) 1 1 0 0 100 1.08 18.171 0.18

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 22 / 0.73
Starting balance 10000 USDT
Final balance 10258.605 USDT
Absolute profit 258.605 USDT
Total profit % 2.59%
CAGR % 36.43%
Sortino -100.00
Sharpe 3.75
Calmar 99.11
Profit factor 2.49
Expectancy (Ratio) 11.75 (0.07)
Trades per day 0.73
Avg. daily profit % 0.09%
Avg. stake amount 1266.208 USDT
Total trade volume 27856.577 USDT
Best Pair UOS/USDT 0.86%
Worst Pair UNI/USDT -1.73%
Best trade UOS/USDT 2.62%
Worst trade UNI/USDT -3.18%
Best day 81.443 USDT
Worst day -83.713 USDT
Days win/draw/lose 10 / 18 / 1
Avg. Duration Winners 1 day, 7:00:00
Avg. Duration Loser 29 days, 15:55:00
Max Consecutive Wins / Loss 21 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10007.9 USDT
Max balance 10431.949 USDT
Max % of account underwater 1.66%
Absolute Drawdown (Account) 1.66%
Absolute Drawdown 173.345 USDT
Drawdown high 431.949 USDT
Drawdown low 258.605 USDT
Drawdown Start 2021-07-01 00:00:00
Drawdown End 2021-07-01 00:00:00
Market change -18.54%

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 22 1.17 258.605 2.59 2 days, 13:57:00 21 0 1 95.5 173.345 USDT 1.66%

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 v14.1.477 v14.1.417
Average Duration 2 days, 22:15:00 2 days, 22:15:00 2 days, 22:15:00 2 days, 23:30:00
Market Change 25.89 % 25.89 % 25.89 % 25.89 %
Max Drawdown 6.6112 % 6.6112 % 5.0923 % 13.4835 %
Profit Mean 1.7738 % 1.7738 % 1.8699 % 1.3729 %
Profit Sum 53.21 % 53.21 % 56.1 % 45.31 %
Profit Total 4.28 % 4.28 % 6.06 % -4.64 %
Trades 30 30 30 33
Win Rate 96.67 % 96.67 % 96.67 % 90.91 %
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 4 3.82 248.096 2.48 2:46:00 4 0 0 100
ETC/USDT 1 1.96 139.226 1.39 25 days, 8:30:00 1 0 0 100
ADA/USDT 1 1.59 105.063 1.05 25 days, 8:30:00 1 0 0 100
VRA/USDT 2 3.19 104.870 1.05 1:16:00 2 0 0 100
NIM/USDT 1 5.67 93.723 0.94 0:55:00 1 0 0 100
DAG/USDT 3 1.84 92.076 0.92 3:54:00 3 0 0 100
CHR/USDT 2 2.26 70.449 0.70 0:56:00 2 0 0 100
AAVE/USDT 2 1.86 62.800 0.63 3:57:00 2 0 0 100
STX/USDT 2 1.46 47.659 0.48 0:43:00 2 0 0 100
PRE/USDT 1 2.02 31.864 0.32 0:04:00 1 0 0 100
AKRO/USDT 1 1.72 26.998 0.27 1:18:00 1 0 0 100
VELO/USDT 1 1.50 25.114 0.25 1:02:00 1 0 0 100
WAVES/USDT 1 1.08 21.990 0.22 1 day, 11:41:00 1 0 0 100
UOS/USDT 1 1.31 21.713 0.22 16:50:00 1 0 0 100
BNB/USDT 1 1.15 19.214 0.19 4:02:00 1 0 0 100
ROSE/USDT 1 1.09 18.640 0.19 2:02:00 1 0 0 100
XLM/USDT 1 0.88 16.467 0.16 1 day, 4:20:00 1 0 0 100
XEM/USDT 1 0.49 7.687 0.08 16:45:00 1 0 0 100
ALEPH/USDT 1 2.46 7.658 0.08 2:01:00 1 0 0 100
DIA/USDT 1 1.43 4.522 0.05 3:33:00 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
MAP/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
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
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
TEL/USDT 1 -9.51 -738.191 -7.38 30 days, 21:30:00 0 0 1 0
TOTAL 30 1.77 427.638 4.28 2 days, 22:15:00 29 0 1 96.7

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETC/USDT 1 1.96 139.226 1.39 25 days, 8:30:00 1 0 0 100
ADA/USDT 1 1.59 105.063 1.05 25 days, 8:30:00 1 0 0 100
TEL/USDT 1 -9.51 -738.191 -7.38 30 days, 21:30:00 0 0 1 0
TOTAL 3 -1.99 -493.902 -4.94 27 days, 4:50:00 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 1.77 244.289 2.44 25 days, 8:30:00 2 0 0 100
24 1 9.76 156.261 1.56 7:05:00 1 0 0 100
46 6 1.42 147.975 1.48 13:47:00 6 0 0 100
45 2 3.74 121.965 1.22 1:06:00 2 0 0 100
104 4 1.54 98.005 0.98 0:42:00 4 0 0 100
24 45 102 1 5.19 84.977 0.85 1:36:00 1 0 0 100
44 2 2.27 76.293 0.76 2:28:00 2 0 0 100
105 3 1.45 72.260 0.72 7:13:00 3 0 0 100
107 1 2.02 31.864 0.32 0:04:00 1 0 0 100
12 1 1.67 28.051 0.28 0:50:00 1 0 0 100
7 1 1.72 26.998 0.27 1:18:00 1 0 0 100
11 1 1.50 25.114 0.25 1:02:00 1 0 0 100
23 1 1.31 21.713 0.22 16:50:00 1 0 0 100
24 45 104 1 1.07 17.884 0.18 0:22:00 1 0 0 100
61 2 1.94 12.180 0.12 2:47:00 2 0 0 100
12 45 107 1 -9.51 -738.191 -7.38 30 days, 21:30:00 0 0 1 0
TOTAL 30 1.77 427.638 4.28 2 days, 22:15:00 29 0 1 96.7

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_quick_max_m ( 46 ) 4 4 0 0 100 1.38 96.543 0.92
exit_profit_long_rapid_max_m ( 104 ) 4 4 0 0 100 1.54 98.005 1.03
force_exit 3 2 0 1 66.7 -1.99 -493.902 -0.99
exit_profit_long_rebuy_max_m ( 61 ) 2 2 0 0 100 1.94 12.18 0.65
exit_long_rapid_rpd_3 ( 105 ) 2 2 0 0 100 1.93 64.573 0.64
exit_long_pump_2_1_1 ( 24 ) 1 1 0 0 100 9.76 156.261 1.63
exit_profit_long_quick_max_m ( 44 ) 1 1 0 0 100 1.09 18.64 0.18
exit_long_quick_w_0_4 ( 46 ) 1 1 0 0 100 0.88 16.467 0.15
exit_long_quick_q_3 ( 44 ) 1 1 0 0 100 3.44 57.653 0.57
exit_profit_long_pump_max_m ( 24 45 104 ) 1 1 0 0 100 1.07 17.884 0.18
exit_profit_long_pump_max_m ( 24 45 102 ) 1 1 0 0 100 5.19 84.977 0.86
exit_long_quick_q_3 ( 45 ) 1 1 0 0 100 5.67 93.723 0.95
exit_long_rapid_o_1 ( 107 ) 1 1 0 0 100 2.02 31.864 0.34
exit_profit_long_pump_max_m ( 23 ) 1 1 0 0 100 1.31 21.713 0.22
exit_long_rapid_d_0_23 ( 105 ) 1 1 0 0 100 0.49 7.687 0.08
exit_profit_long_quick_max_m ( 45 ) 1 1 0 0 100 1.81 28.242 0.3
exit_long_quick_q_3 ( 46 ) 1 1 0 0 100 2.07 34.964 0.35
exit_profit_long_normal_max_m ( 12 ) 1 1 0 0 100 1.67 28.051 0.28
exit_long_normal_d_1_2 ( 11 ) 1 1 0 0 100 1.5 25.114 0.25
exit_profit_long_normal_max_m ( 7 ) 1 1 0 0 100 1.72 26.998 0.29

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 30 / 0.97
Starting balance 10000 USDT
Final balance 10427.638 USDT
Absolute profit 427.638 USDT
Total profit % 4.28%
CAGR % 63.73%
Sortino -100.00
Sharpe 1.82
Calmar 39.86
Profit factor 1.58
Expectancy (Ratio) 14.25 (0.02)
Trades per day 0.97
Avg. daily profit % 0.14%
Avg. stake amount 1414.277 USDT
Total trade volume 42428.302 USDT
Best Pair DEGO/USDT 2.48%
Worst Pair TEL/USDT -7.38%
Best trade DEGO/USDT 9.76%
Worst trade TEL/USDT -9.51%
Best day 179.215 USDT
Worst day -493.902 USDT
Days win/draw/lose 16 / 13 / 1
Avg. Duration Winners 1 day, 23:06:00
Avg. Duration Loser 30 days, 21:30:00
Max Consecutive Wins / Loss 29 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10093.723 USDT
Max balance 11165.829 USDT
Max % of account underwater 6.61%
Absolute Drawdown (Account) 6.61%
Absolute Drawdown 738.191 USDT
Drawdown high 1165.829 USDT
Drawdown low 427.638 USDT
Drawdown Start 2021-08-01 00:00:00
Drawdown End 2021-08-01 00:00:00
Market change 25.89%

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 30 1.77 427.638 4.28 2 days, 22:15:00 29 0 1 96.7 738.191 USDT 6.61%

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 v14.1.477 v14.1.417
Average Duration 1 day, 7:26:00 1 day, 7:26:00 1 day, 5:59:00 13:49:00
Market Change 56.1 % 56.1 % 56.1 % 56.1 %
Max Drawdown 0.7791 % 0.7791 % 0.7791 % 0.8481 %
Profit Mean 1.4161 % 1.4161 % 1.4003 % 1.3315 %
Profit Sum 28.32 % 28.32 % 29.41 % 33.29 %
Profit Total 4.77 % 4.77 % 4.96 % 5.21 %
Trades 20 20 21 25
Win Rate 95.0 % 95.0 % 95.24 % 92.0 %
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 4.57 155.735 1.56 0:09:00 2 0 0 100
ALGO/USDT 1 1.64 74.643 0.75 16 days, 16:30:00 1 0 0 100
FIL/USDT 2 1.89 65.160 0.65 1 day, 23:20:00 2 0 0 100
NWC/USDT 2 1.32 43.560 0.44 0:31:00 2 0 0 100
UOS/USDT 2 1.72 39.327 0.39 1:24:00 2 0 0 100
VRA/USDT 2 1.14 38.049 0.38 0:27:00 2 0 0 100
NOIA/USDT 2 1.10 36.712 0.37 0:38:00 2 0 0 100
BTC/USDT 1 1.49 24.742 0.25 13:00:00 1 0 0 100
VELO/USDT 1 1.46 24.690 0.25 2:24:00 1 0 0 100
UMA/USDT 1 1.29 21.656 0.22 0:48:00 1 0 0 100
ETH/USDT 1 1.14 19.774 0.20 14:30:00 1 0 0 100
SNX/USDT 1 0.52 8.708 0.09 2 days, 2:00:00 1 0 0 100
PLU/USDT 1 2.05 6.921 0.07 0:29:00 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
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
MAP/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
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 -82.272 -0.82 1 day, 22:00:00 0 0 1 0
TOTAL 20 1.42 477.404 4.77 1 day, 7:26:00 19 0 1 95.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALGO/USDT 1 1.64 74.643 0.75 16 days, 16:30:00 1 0 0 100
FIL/USDT 1 1.49 25.825 0.26 3 days, 11:15:00 1 0 0 100
SXP/USDT 1 -4.76 -82.272 -0.82 1 day, 22:00:00 0 0 1 0
TOTAL 3 -0.54 18.196 0.18 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%
11 1 7.62 129.841 1.30 0:14:00 1 0 0 100
120 2 1.57 100.468 1.00 10 days, 1:52:00 2 0 0 100
24 2 1.52 50.595 0.51 1:35:00 2 0 0 100
12 1 2.07 34.715 0.35 2:35:00 1 0 0 100
12 26 50 1 1.52 25.895 0.26 0:04:00 1 0 0 100
107 1 1.29 21.656 0.22 0:48:00 1 0 0 100
45 1 1.23 20.503 0.21 0:28:00 1 0 0 100
10 1 1.14 19.106 0.19 0:31:00 1 0 0 100
104 1 1.06 17.655 0.18 0:16:00 1 0 0 100
102 1 1.06 17.606 0.18 0:44:00 1 0 0 100
50 108 1 1.06 17.546 0.18 0:26:00 1 0 0 100
61 2 1.71 11.533 0.12 0:21:00 2 0 0 100
46 5 0.14 10.285 0.10 1 day, 2:59:00 4 0 1 80.0
TOTAL 20 1.42 477.404 4.77 1 day, 7:26:00 19 0 1 95.0

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
force_exit 3 2 0 1 66.7 -0.54 18.196 -0.27
exit_long_quick_u_1 ( 50 108 ) 1 1 0 0 100 1.06 17.546 0.18
exit_long_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.14 19.774 0.19
exit_long_quick_w_2_12 ( 46 ) 1 1 0 0 100 2.28 39.334 0.38
exit_long_normal_o_7 ( 11 ) 1 1 0 0 100 7.62 129.841 1.27
exit_long_normal_o_1 ( 12 26 50 ) 1 1 0 0 100 1.52 25.895 0.25
exit_long_quick_w_0_11 ( 46 ) 1 1 0 0 100 0.52 8.708 0.09
exit_long_pump_w_1_10 ( 24 ) 1 1 0 0 100 1.46 24.69 0.24
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 2.05 6.921 0.34
exit_profit_long_pump_max_m ( 24 ) 1 1 0 0 100 1.57 25.905 0.26
exit_long_rebuy_u_1 ( 61 ) 1 1 0 0 100 1.37 4.612 0.23
exit_long_normal_d_2_1 ( 12 ) 1 1 0 0 100 2.07 34.715 0.35
exit_profit_long_quick_max_m ( 45 ) 1 1 0 0 100 1.23 20.503 0.2
exit_profit_long_normal_max_m ( 10 ) 1 1 0 0 100 1.14 19.106 0.19
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.06 17.606 0.18
exit_profit_long_rapid_max_m ( 104 ) 1 1 0 0 100 1.06 17.655 0.18
exit_long_quick_w_1_9 ( 46 ) 1 1 0 0 100 1.49 24.742 0.25
exit_profit_long_rapid_max_m ( 107 ) 1 1 0 0 100 1.29 21.656 0.21

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 20 / 0.65
Starting balance 10000 USDT
Final balance 10477.404 USDT
Absolute profit 477.404 USDT
Total profit % 4.77%
CAGR % 73.17%
Sortino -100.00
Sharpe 8.08
Calmar 377.63
Profit factor 6.80
Expectancy (Ratio) 23.87 (0.29)
Trades per day 0.65
Avg. daily profit % 0.15%
Avg. stake amount 1423.458 USDT
Total trade volume 28469.152 USDT
Best Pair DAG/USDT 1.56%
Worst Pair SXP/USDT -0.82%
Best trade DAG/USDT 7.62%
Worst trade SXP/USDT -4.76%
Best day 155.735 USDT
Worst day 0 USDT
Days win/draw/lose 13 / 18 / 0
Avg. Duration Winners 1 day, 6:40:00
Avg. Duration Loser 1 day, 22:00:00
Max Consecutive Wins / Loss 19 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10025.905 USDT
Max balance 10559.676 USDT
Max % of account underwater 0.78%
Absolute Drawdown (Account) 0.78%
Absolute Drawdown 82.272 USDT
Drawdown high 559.676 USDT
Drawdown low 477.404 USDT
Drawdown Start 2021-09-01 00:00:00
Drawdown End 2021-09-01 00:00:00
Market change 56.10%

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 20 1.42 477.404 4.77 1 day, 7:26:00 19 0 1 95.0 82.272 USDT 0.78%

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 v14.1.477 v14.1.417
Average Duration 20:09:00 20:09:00 22:24:00 16:24:00
Market Change -2.89 % -2.89 % -2.89 % -2.89 %
Max Drawdown 2.8822 % 2.8822 % 2.8656 % 3.8874 %
Profit Mean 2.0172 % 2.0172 % 1.9976 % 2.0317 %
Profit Sum 127.08 % 127.08 % 129.85 % 136.12 %
Profit Total 20.4 % 20.4 % 21.22 % 21.11 %
Trades 63 63 65 67
Win Rate 96.83 % 96.83 % 96.92 % 98.51 %
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 4 3.18 239.695 2.40 0:42:00 4 0 0 100
ONE/USDT 6 2.25 235.885 2.36 0:56:00 6 0 0 100
PRE/USDT 5 2.21 198.697 1.99 1 day, 4:48:00 5 0 0 100
COTI/USDT 3 3.52 197.219 1.97 0:53:00 3 0 0 100
VIDT/USDT 5 1.84 181.488 1.81 0:49:00 5 0 0 100
CKB/USDT 4 2.30 171.277 1.71 1:29:00 4 0 0 100
ORN/USDT 3 2.96 158.962 1.59 0:57:00 3 0 0 100
ATOM/USDT 2 3.16 117.719 1.18 1:52:00 2 0 0 100
VRA/USDT 3 1.98 113.145 1.13 0:16:00 3 0 0 100
NWC/USDT 1 5.01 88.968 0.89 0:40:00 1 0 0 100
CHR/USDT 2 2.45 84.126 0.84 3:45:00 2 0 0 100
VELO/USDT 2 1.90 65.201 0.65 7:16:00 2 0 0 100
GRT/USDT 1 3.15 57.279 0.57 2:29:00 1 0 0 100
XTZ/USDT 2 1.45 56.009 0.56 0:18:00 2 0 0 100
ADA/USDT 1 2.08 40.563 0.41 1 day, 13:45:00 1 0 0 100
TEL/USDT 1 2.22 39.910 0.40 0:24:00 1 0 0 100
UMA/USDT 1 2.06 35.192 0.35 0:45:00 1 0 0 100
DIA/USDT 1 2.07 35.057 0.35 2:41:00 1 0 0 100
SNX/USDT 1 2.07 34.710 0.35 2:15:00 1 0 0 100
COMP/USDT 1 2.05 34.288 0.34 1:50:00 1 0 0 100
SXP/USDT 1 1.84 32.166 0.32 0:50:00 1 0 0 100
DEGO/USDT 1 1.77 29.209 0.29 14:35:00 1 0 0 100
KSM/USDT 1 1.25 23.758 0.24 0:42:00 1 0 0 100
AKRO/USDT 1 1.38 23.158 0.23 2:00:00 1 0 0 100
EWT/USDT 1 1.34 22.194 0.22 6:33:00 1 0 0 100
ROSE/USDT 1 1.14 21.991 0.22 7:27:00 1 0 0 100
DOT/USDT 1 1.11 21.986 0.22 3:43:00 1 0 0 100
STX/USDT 1 1.15 21.239 0.21 0:51:00 1 0 0 100
NOIA/USDT 1 1.38 4.614 0.05 5:50:00 1 0 0 100
DAG/USDT 1 1.25 4.514 0.05 8:07:00 1 0 0 100
ALGO/USDT 1 1.05 4.102 0.04 0:27:00 1 0 0 100
ETC/USDT 1 1.03 3.445 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
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
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
MAP/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
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 -1.46 -45.211 -0.45 12 days, 14:00:00 0 0 1 0
BCH/USDT 1 -6.84 -312.118 -3.12 28 days, 0:15:00 0 0 1 0
TOTAL 63 2.02 2040.434 20.40 20:09:00 61 0 2 96.8

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UNI/USDT 1 -1.46 -45.211 -0.45 12 days, 14:00:00 0 0 1 0
BCH/USDT 1 -6.84 -312.118 -3.12 28 days, 0:15:00 0 0 1 0
TOTAL 2 -4.15 -357.329 -3.57 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%
47 7 2.52 330.348 3.30 0:45:00 7 0 0 100
46 7 2.38 305.224 3.05 12:31:00 7 0 0 100
106 5 2.78 239.225 2.39 0:46:00 5 0 0 100
7 2 5.43 201.542 2.02 2:22:00 2 0 0 100
104 5 2.05 181.940 1.82 1:06:00 5 0 0 100
107 4 2.28 171.829 1.72 1:15:00 4 0 0 100
13 2 3.14 110.097 1.10 1:21:00 2 0 0 100
13 103 1 5.80 105.289 1.05 1:30:00 1 0 0 100
45 2 1.95 76.191 0.76 4:16:00 2 0 0 100
4 42 2 1.85 70.169 0.70 0:08:00 2 0 0 100
108 2 1.64 61.662 0.62 2 days, 11:03:00 2 0 0 100
26 50 1 3.10 61.026 0.61 0:11:00 1 0 0 100
102 2 1.43 52.955 0.53 0:12:00 2 0 0 100
41 1 2.59 50.997 0.51 1:00:00 1 0 0 100
44 2 1.18 47.234 0.47 0:20:00 2 0 0 100
21 2 1.30 45.952 0.46 3:38:00 2 0 0 100
105 1 2.25 42.976 0.43 0:30:00 1 0 0 100
8 41 61 1 2.22 39.910 0.40 0:24:00 1 0 0 100
48 49 1 2.07 34.710 0.35 2:15:00 1 0 0 100
48 49 104 1 2.05 34.288 0.34 1:50:00 1 0 0 100
25 1 1.55 30.545 0.31 9:45:00 1 0 0 100
41 61 1 1.11 21.986 0.22 3:43:00 1 0 0 100
103 1 1.15 21.239 0.21 0:51:00 1 0 0 100
61 5 1.16 21.024 0.21 3:19:00 5 0 0 100
3 49 1 1.21 20.225 0.20 7:05:00 1 0 0 100
12 1 1.06 19.180 0.19 0:03:00 1 0 0 100
120 2 -4.15 -357.329 -3.57 20 days, 7:08:00 0 0 2 0
TOTAL 63 2.02 2040.434 20.40 20:09:00 61 0 2 96.8

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 4 4 0 0 100 1.1 16.41 0.74
exit_long_quick_q_3 ( 47 ) 4 4 0 0 100 2.31 175.574 1.54
exit_long_rapid_rpd_3 ( 106 ) 3 3 0 0 100 3.31 170.777 1.65
exit_profit_long_quick_max_m ( 46 ) 3 3 0 0 100 1.65 86.514 0.82
exit_profit_long_rapid_max_m ( 104 ) 3 3 0 0 100 1.29 69.814 0.65
exit_profit_long_normal_max_m ( 13 ) 2 2 0 0 100 3.14 110.097 1.05
exit_profit_long_quick_max_m ( 45 ) 2 2 0 0 100 1.95 76.191 0.65
exit_profit_long_quick_max_m ( 47 ) 2 2 0 0 100 3.29 120.104 1.1
force_exit 2 0 0 2 0 -4.15 -357.329 -1.38
exit_profit_long_rapid_max_m ( 107 ) 2 2 0 0 100 1.41 54.111 0.47
exit_long_rapid_rpd_3 ( 104 ) 2 2 0 0 100 3.2 112.126 1.07
exit_profit_long_quick_max_m ( 44 ) 2 2 0 0 100 1.18 47.234 0.39
exit_long_pump_w_1_4 ( 25 ) 1 1 0 0 100 1.55 30.545 0.26
exit_long_normal_u_2 ( 4 42 ) 1 1 0 0 100 2.33 44.286 0.39
exit_long_pump_d_1_10 ( 21 ) 1 1 0 0 100 1.25 23.758 0.21
exit_long_quick_q_1 ( 46 ) 1 1 0 0 100 5.14 102.14 0.86
exit_long_rapid_d_2_24 ( 105 ) 1 1 0 0 100 2.25 42.976 0.38
exit_long_rapid_w_5_7 ( 107 ) 1 1 0 0 100 5.3 100.403 0.88
exit_profit_long_quick_max_m ( 41 61 ) 1 1 0 0 100 1.11 21.986 0.18
exit_long_pump_o_3 ( 26 50 ) 1 1 0 0 100 3.1 61.026 0.52
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.77 34.751 0.3
exit_long_rapid_3_1_1 ( 108 ) 1 1 0 0 100 1.64 30.992 0.27
exit_long_normal_u_1 ( 4 42 ) 1 1 0 0 100 1.37 25.883 0.23
exit_long_quick_q_3 ( 41 ) 1 1 0 0 100 2.59 50.997 0.43
exit_long_quick_2_1_1 ( 46 ) 1 1 0 0 100 2.08 40.563 0.35
exit_long_quick_d_1_3 ( 47 ) 1 1 0 0 100 1.77 34.67 0.3
exit_profit_long_pump_max_m ( 21 ) 1 1 0 0 100 1.34 22.194 0.22
exit_long_normal_1_1_1 ( 7 ) 1 1 0 0 100 7.71 144.264 1.29
exit_long_quick_w_2_4 ( 46 ) 1 1 0 0 100 2.07 35.057 0.34
exit_long_quick_d_2_20 ( 46 ) 1 1 0 0 100 2.46 40.95 0.41
exit_long_rebuy_w_1_7 ( 61 ) 1 1 0 0 100 1.38 4.614 0.23
exit_long_rapid_o_1 ( 102 ) 1 1 0 0 100 1.09 18.203 0.18
exit_long_quick_q_3 ( 48 49 104 ) 1 1 0 0 100 2.05 34.288 0.34
exit_long_quick_q_3 ( 48 49 ) 1 1 0 0 100 2.07 34.71 0.35
exit_profit_long_normal_max_m ( 3 49 ) 1 1 0 0 100 1.21 20.225 0.2
exit_long_rapid_o_1 ( 107 ) 1 1 0 0 100 1.02 17.315 0.17
exit_long_rapid_u_1 ( 108 ) 1 1 0 0 100 1.65 30.67 0.27
exit_profit_long_rapid_max_m ( 106 ) 1 1 0 0 100 2.13 36.282 0.35
exit_long_rapid_d_1_21 ( 106 ) 1 1 0 0 100 1.84 32.166 0.31
exit_profit_long_normal_max_m ( 8 41 61 ) 1 1 0 0 100 2.22 39.91 0.37
exit_long_normal_o_1 ( 12 ) 1 1 0 0 100 1.06 19.18 0.18
exit_long_normal_w_5_5 ( 13 103 ) 1 1 0 0 100 5.8 105.289 0.97
exit_profit_long_rapid_max_m ( 103 ) 1 1 0 0 100 1.15 21.239 0.19
exit_profit_long_normal_max_m ( 7 ) 1 1 0 0 100 3.15 57.279 0.53

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 63 / 2.1
Starting balance 10000 USDT
Final balance 12040.434 USDT
Absolute profit 2040.434 USDT
Total profit % 20.40%
CAGR % 857.52%
Sortino 9.74
Sharpe 24.76
Calmar 450.84
Profit factor 6.71
Expectancy (Ratio) 32.39 (0.18)
Trades per day 2.1
Avg. daily profit % 0.68%
Avg. stake amount 1695.125 USDT
Total trade volume 106792.858 USDT
Best Pair ONE/USDT 2.36%
Worst Pair BCH/USDT -3.12%
Best trade COTI/USDT 7.71%
Worst trade BCH/USDT -6.84%
Best day 500.928 USDT
Worst day -357.329 USDT
Days win/draw/lose 22 / 7 / 1
Avg. Duration Winners 4:51:00
Avg. Duration Loser 20 days, 7:08:00
Max Consecutive Wins / Loss 61 / 2
Rejected Entry signals 1
Entry/Exit Timeouts 0 / 0
Min balance 10022.194 USDT
Max balance 12397.763 USDT
Max % of account underwater 2.88%
Absolute Drawdown (Account) 2.88%
Absolute Drawdown 357.329 USDT
Drawdown high 2397.763 USDT
Drawdown low 2040.434 USDT
Drawdown Start 2021-09-30 09:37:00
Drawdown End 2021-10-01 00:00:00
Market change -2.89%

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 63 2.02 2040.434 20.40 20:09:00 61 0 2 96.8 357.329 USDT 2.88%

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 v14.1.477 v14.1.417
Average Duration 3 days, 13:45:00 3 days, 13:45:00 4 days, 11:09:00 4 days, 22:37:00
Market Change 33.15 % 33.15 % 33.15 % 33.15 %
Max Drawdown 2.0867 % 2.0867 % 4.9772 % 8.8916 %
Profit Mean 0.9392 % 0.9392 % 0.621 % 0.1439 %
Profit Sum 20.66 % 20.66 % 14.28 % 3.45 %
Profit Total 4.76 % 4.76 % 0.59 % -3.82 %
Trades 22 22 23 24
Win Rate 95.45 % 95.45 % 91.3 % 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%
WIN/USDT 4 2.09 147.697 1.48 17:22:00 4 0 0 100
LINK/USDT 1 1.37 102.468 1.02 25 days, 20:25:00 1 0 0 100
UNI/USDT 1 1.46 91.731 0.92 27 days, 3:15:00 1 0 0 100
STX/USDT 1 2.63 44.245 0.44 3 days, 20:10:00 1 0 0 100
VRA/USDT 2 1.64 41.406 0.41 0:34:00 2 0 0 100
ONE/USDT 1 2.09 34.905 0.35 2:54:00 1 0 0 100
XLM/USDT 1 1.75 30.355 0.30 1 day, 20:35:00 1 0 0 100
MAP/USDT 1 1.69 29.571 0.30 3:16:00 1 0 0 100
BTT/USDT 1 1.36 27.023 0.27 1 day, 6:40:00 1 0 0 100
XEM/USDT 1 1.17 23.750 0.24 4 days, 11:15:00 1 0 0 100
NIM/USDT 1 1.36 23.522 0.24 0:34:00 1 0 0 100
COTI/USDT 1 1.26 21.179 0.21 1 day, 13:21:00 1 0 0 100
VIDT/USDT 1 1.17 19.346 0.19 10:32:00 1 0 0 100
PRE/USDT 1 1.10 18.345 0.18 4:15:00 1 0 0 100
NWC/USDT 1 0.83 18.243 0.18 4 days, 0:40:00 1 0 0 100
ROSE/USDT 1 1.01 16.919 0.17 3:09:00 1 0 0 100
PLU/USDT 1 1.29 4.253 0.04 4:16:00 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 -12.52 -219.116 -2.19 4 days, 10:45:00 0 0 1 0
TOTAL 22 0.94 475.843 4.76 3 days, 13:45:00 21 0 1 95.5

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LINK/USDT 1 1.37 102.468 1.02 25 days, 20:25:00 1 0 0 100
UNI/USDT 1 1.46 91.731 0.92 27 days, 3:15:00 1 0 0 100
AAVE/USDT 1 -12.52 -219.116 -2.19 4 days, 10:45:00 0 0 1 0
TOTAL 3 -3.23 -24.916 -0.25 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 1.41 194.200 1.94 26 days, 11:50:00 2 0 0 100
46 7 1.41 181.872 1.82 2 days, 19:55:00 7 0 0 100
107 3 2.01 102.258 1.02 2:13:00 3 0 0 100
13 1 3.91 68.814 0.69 0:29:00 1 0 0 100
108 1 1.35 23.721 0.24 0:05:00 1 0 0 100
26 1 1.36 23.522 0.24 0:34:00 1 0 0 100
44 1 1.17 19.346 0.19 10:32:00 1 0 0 100
48 104 1 1.10 18.345 0.18 4:15:00 1 0 0 100
41 61 1 1.01 16.919 0.17 3:09:00 1 0 0 100
61 2 1.16 7.876 0.08 2:26:00 2 0 0 100
47 2 -5.14 -181.030 -1.81 2 days, 6:29:00 1 0 1 50.0
TOTAL 22 0.94 475.843 4.76 3 days, 13:45:00 21 0 1 95.5

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
force_exit 3 2 0 1 66.7 -3.23 -24.916 -1.62
exit_profit_long_rebuy_max_m ( 61 ) 2 2 0 0 100 1.16 7.876 0.39
exit_long_quick_2_1_1 ( 46 ) 2 2 0 0 100 1.09 45.266 0.36
exit_profit_long_quick_max_m ( 46 ) 2 2 0 0 100 1.05 38.255 0.35
exit_long_quick_w_1_1 ( 46 ) 2 2 0 0 100 1.46 54.105 0.49
exit_profit_long_quick_max_m ( 44 ) 1 1 0 0 100 1.17 19.346 0.2
exit_long_quick_d_1_1 ( 48 104 ) 1 1 0 0 100 1.1 18.345 0.18
exit_profit_long_quick_max_m ( 41 61 ) 1 1 0 0 100 1.01 16.919 0.17
exit_long_rapid_d_2_1 ( 107 ) 1 1 0 0 100 2.09 34.905 0.35
exit_long_rapid_d_2_3 ( 107 ) 1 1 0 0 100 2.25 37.783 0.37
exit_long_quick_q_1 ( 46 ) 1 1 0 0 100 2.63 44.245 0.44
exit_long_quick_q_3 ( 47 ) 1 1 0 0 100 2.23 38.086 0.37
exit_long_pump_u_1 ( 26 ) 1 1 0 0 100 1.36 23.522 0.23
exit_long_rapid_d_1_1 ( 107 ) 1 1 0 0 100 1.69 29.571 0.28
exit_long_rapid_d_1_10 ( 108 ) 1 1 0 0 100 1.35 23.721 0.23
exit_profit_long_normal_max_m ( 13 ) 1 1 0 0 100 3.91 68.814 0.65

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 22 / 0.71
Starting balance 10000 USDT
Final balance 10475.843 USDT
Absolute profit 475.843 USDT
Total profit % 4.76%
CAGR % 72.87%
Sortino -100.00
Sharpe 5.07
Calmar 140.54
Profit factor 3.17
Expectancy (Ratio) 21.63 (0.10)
Trades per day 0.71
Avg. daily profit % 0.15%
Avg. stake amount 1478.456 USDT
Total trade volume 32526.029 USDT
Best Pair WIN/USDT 1.48%
Worst Pair AAVE/USDT -2.19%
Best trade WIN/USDT 3.91%
Worst trade AAVE/USDT -12.52%
Best day 82.331 USDT
Worst day -24.916 USDT
Days win/draw/lose 15 / 16 / 1
Avg. Duration Winners 3 days, 12:45:00
Avg. Duration Loser 4 days, 10:45:00
Max Consecutive Wins / Loss 19 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10019.346 USDT
Max balance 10500.759 USDT
Max % of account underwater 2.09%
Absolute Drawdown (Account) 2.09%
Absolute Drawdown 219.116 USDT
Drawdown high 500.759 USDT
Drawdown low 281.643 USDT
Drawdown Start 2021-10-31 14:04:00
Drawdown End 2021-11-01 00:00:00
Market change 33.15%

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 22 0.94 475.843 4.76 3 days, 13:45:00 21 0 1 95.5 219.116 USDT 2.09%

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 v14.1.477 v14.1.417
Average Duration 1 day, 15:45:00 1 day, 15:45:00 1 day, 15:51:00 1 day, 11:28:00
Market Change 10.43 % 10.43 % 10.43 % 10.43 %
Max Drawdown 0.7464 % 0.7464 % 0.7417 % 1.1071 %
Profit Mean 1.9138 % 1.9138 % 1.8679 % 1.8299 %
Profit Sum 80.38 % 80.38 % 84.06 % 95.16 %
Profit Total 16.09 % 16.09 % 16.8 % 18.68 %
Trades 42 42 45 52
Win Rate 97.62 % 97.62 % 97.78 % 98.08 %
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 4.45 400.267 4.00 29 days, 21:15:00 1 0 0 100
UMA/USDT 4 1.77 124.394 1.24 0:34:00 4 0 0 100
PRE/USDT 2 3.55 122.698 1.23 5:25:00 2 0 0 100
ROSE/USDT 2 3.03 106.105 1.06 0:14:00 2 0 0 100
TEL/USDT 2 2.84 98.185 0.98 1:26:00 2 0 0 100
AKRO/USDT 1 4.60 85.650 0.86 2:00:00 1 0 0 100
MLK/USDT 3 1.42 81.451 0.81 1:13:00 3 0 0 100
ARPA/USDT 2 1.88 64.930 0.65 2:48:00 2 0 0 100
KAI/USDT 1 3.13 55.038 0.55 0:01:00 1 0 0 100
COTI/USDT 3 1.37 49.449 0.49 11:01:00 3 0 0 100
CRO/USDT 1 2.48 47.799 0.48 1:59:00 1 0 0 100
PLU/USDT 3 1.94 45.121 0.45 1 day, 7:41:00 3 0 0 100
NWC/USDT 1 2.59 43.868 0.44 0:37:00 1 0 0 100
VRA/USDT 1 2.25 43.175 0.43 0:52:00 1 0 0 100
MAP/USDT 2 1.19 42.103 0.42 2:08:00 2 0 0 100
DEGO/USDT 1 2.14 40.253 0.40 0:30:00 1 0 0 100
DAG/USDT 1 2.02 34.587 0.35 8:05:00 1 0 0 100
ALEPH/USDT 1 1.75 30.078 0.30 0:19:00 1 0 0 100
ONE/USDT 1 1.57 28.249 0.28 0:36:00 1 0 0 100
ETH/USDT 1 1.57 27.575 0.28 2 days, 0:20:00 1 0 0 100
NEO/USDT 1 1.40 24.486 0.24 5:15:00 1 0 0 100
DIA/USDT 1 1.13 21.714 0.22 0:23:00 1 0 0 100
NOIA/USDT 1 1.13 20.412 0.20 1:00:00 1 0 0 100
CHR/USDT 1 1.06 18.129 0.18 0:20:00 1 0 0 100
WIN/USDT 1 1.05 17.820 0.18 0:52:00 1 0 0 100
DASH/USDT 1 1.02 17.819 0.18 5:12:00 1 0 0 100
KSM/USDT 1 0.10 1.767 0.02 10:43:00 1 0 0 100
AAVE/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
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
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
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
ADA/USDT 1 -1.32 -84.288 -0.84 29 days, 11:00:00 0 0 1 0
TOTAL 42 1.91 1608.835 16.09 1 day, 15:45:00 41 0 1 97.6

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ALGO/USDT 1 4.45 400.267 4.00 29 days, 21:15:00 1 0 0 100
ADA/USDT 1 -1.32 -84.288 -0.84 29 days, 11:00:00 0 0 1 0
TOTAL 2 1.56 315.979 3.16 29 days, 16:08:00 1 0 1 50.0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 2 1.56 315.979 3.16 29 days, 16:08:00 1 0 1 50.0
46 9 1.87 304.937 3.05 12:02:00 9 0 0 100
47 8 1.64 231.848 2.32 0:32:00 8 0 0 100
44 3 2.69 142.283 1.42 0:49:00 3 0 0 100
103 1 4.96 87.273 0.87 7:20:00 1 0 0 100
45 2 2.31 83.223 0.83 2:44:00 2 0 0 100
13 2 1.74 66.610 0.67 1:20:00 2 0 0 100
26 50 1 3.52 59.181 0.59 1:10:00 1 0 0 100
12 1 3.13 55.038 0.55 0:01:00 1 0 0 100
26 2 1.26 47.933 0.48 1:38:00 2 0 0 100
102 1 2.48 43.270 0.43 2:05:00 1 0 0 100
104 1 1.59 30.450 0.30 1:15:00 1 0 0 100
61 4 1.67 29.017 0.29 20:59:00 4 0 0 100
9 1 1.57 28.249 0.28 0:36:00 1 0 0 100
41 1 1.25 23.605 0.24 19:49:00 1 0 0 100
24 1 1.25 21.705 0.22 0:33:00 1 0 0 100
41 61 1 1.13 20.412 0.20 1:00:00 1 0 0 100
7 1 1.05 17.820 0.18 0:52:00 1 0 0 100
TOTAL 42 1.91 1608.835 16.09 1 day, 15:45:00 41 0 1 97.6

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_quick_max_m ( 47 ) 6 6 0 0 100 1.37 144.901 1.37
force_exit 2 1 0 1 50.0 1.56 315.979 0.52
exit_profit_long_normal_max_m ( 13 ) 2 2 0 0 100 1.74 66.61 0.58
exit_profit_long_rebuy_max_m ( 61 ) 2 2 0 0 100 1.99 13.191 0.66
exit_profit_long_pump_max_m ( 26 ) 2 2 0 0 100 1.26 47.933 0.42
exit_profit_long_quick_max_m ( 46 ) 2 2 0 0 100 1.14 39.479 0.38
exit_long_quick_w_1_21 ( 46 ) 2 2 0 0 100 1.71 59.072 0.57
exit_profit_long_quick_max_m ( 44 ) 2 2 0 0 100 2.97 102.029 0.99
exit_long_rapid_rpd_3 ( 104 ) 1 1 0 0 100 1.59 30.45 0.27
exit_long_rebuy_w_1_2 ( 61 ) 1 1 0 0 100 1.63 11.762 0.27
exit_long_rebuy_d_1_18 ( 61 ) 1 1 0 0 100 1.07 4.064 0.18
exit_profit_long_quick_max_m ( 45 ) 1 1 0 0 100 2.48 47.799 0.41
exit_long_quick_2_1_1 ( 41 ) 1 1 0 0 100 1.25 23.605 0.21
exit_long_quick_q_3 ( 47 ) 1 1 0 0 100 2.28 43.08 0.38
exit_long_quick_2_1_1 ( 46 ) 1 1 0 0 100 2.03 41.949 0.34
exit_long_quick_q_3 ( 44 ) 1 1 0 0 100 2.14 40.253 0.36
exit_long_quick_q_1 ( 46 ) 1 1 0 0 100 4.6 85.65 0.77
exit_long_quick_q_1 ( 45 ) 1 1 0 0 100 2.14 35.425 0.36
exit_long_quick_d_1_18 ( 41 61 ) 1 1 0 0 100 1.13 20.412 0.19
exit_profit_long_normal_max_m ( 9 ) 1 1 0 0 100 1.57 28.249 0.26
exit_long_rapid_rpd_3 ( 103 ) 1 1 0 0 100 4.96 87.273 0.83
exit_long_normal_o_3 ( 12 ) 1 1 0 0 100 3.13 55.038 0.52
exit_long_quick_d_0_20 ( 46 ) 1 1 0 0 100 0.1 1.767 0.02
exit_long_rapid_rpd_3 ( 102 ) 1 1 0 0 100 2.48 43.27 0.41
exit_profit_long_pump_max_m ( 24 ) 1 1 0 0 100 1.25 21.705 0.21
exit_long_quick_q_3 ( 46 ) 1 1 0 0 100 2.86 49.445 0.48
exit_profit_long_normal_max_m ( 7 ) 1 1 0 0 100 1.05 17.82 0.17
exit_long_quick_d_2_1 ( 47 ) 1 1 0 0 100 2.59 43.868 0.43
exit_long_pump_d_3_1 ( 26 50 ) 1 1 0 0 100 3.52 59.181 0.59
exit_long_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.57 27.575 0.26

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 42 / 1.4
Starting balance 10000 USDT
Final balance 11608.835 USDT
Absolute profit 1608.835 USDT
Total profit % 16.09%
CAGR % 514.13%
Sortino -100.00
Sharpe 16.50
Calmar 1372.70
Profit factor 20.09
Expectancy (Ratio) 38.31 (0.45)
Trades per day 1.4
Avg. daily profit % 0.54%
Avg. stake amount 1620.011 USDT
Total trade volume 68040.453 USDT
Best Pair PRE/USDT 1.23%
Worst Pair ADA/USDT -0.84%
Best trade PRE/USDT 4.96%
Worst trade ADA/USDT -1.32%
Best day 315.979 USDT
Worst day 0 USDT
Days win/draw/lose 20 / 10 / 0
Avg. Duration Winners 23:28:00
Avg. Duration Loser 29 days, 11:00:00
Max Consecutive Wins / Loss 40 / 1
Rejected Entry signals 1
Entry/Exit Timeouts 0 / 0
Min balance 10035.425 USDT
Max balance 11608.835 USDT
Max % of account underwater 0.75%
Absolute Drawdown (Account) 0.75%
Absolute Drawdown 84.288 USDT
Drawdown high 1292.855 USDT
Drawdown low 1208.567 USDT
Drawdown Start 2021-11-27 23:09:00
Drawdown End 2021-12-01 00:00:00
Market change 10.43%

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 42 1.91 1608.835 16.09 1 day, 15:45:00 41 0 1 97.6 84.288 USDT 0.75%

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 v14.1.477 v14.1.417
Average Duration 4 days, 16:20:00 4 days, 16:20:00 4 days, 16:20:00 4 days, 5:23:00
Market Change -15.36 % -15.36 % -15.36 % -15.36 %
Max Drawdown 7.7483 % 7.7483 % 5.6016 % 4.8755 %
Profit Mean 1.0391 % 1.0391 % 1.3184 % 1.3594 %
Profit Sum 20.78 % 20.78 % 26.37 % 29.91 %
Profit Total -1.55 % -1.55 % 0.75 % 1.18 %
Trades 20 20 20 22
Win Rate 90.0 % 90.0 % 90.0 % 90.91 %
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 5 2.44 200.821 2.01 3:27:00 5 0 0 100
ATOM/USDT 1 1.97 140.397 1.40 30 days, 5:30:00 1 0 0 100
MLK/USDT 1 4.16 68.053 0.68 1:15:00 1 0 0 100
CKB/USDT 1 3.15 50.607 0.51 2:50:00 1 0 0 100
STX/USDT 2 1.19 38.709 0.39 7:02:00 2 0 0 100
PRE/USDT 1 2.24 37.075 0.37 0:45:00 1 0 0 100
PLU/USDT 2 2.54 35.191 0.35 23:36:00 2 0 0 100
VRA/USDT 1 1.48 24.884 0.25 0:10:00 1 0 0 100
ORN/USDT 1 1.23 19.909 0.20 0:25:00 1 0 0 100
CRO/USDT 1 1.13 18.890 0.19 0:08:00 1 0 0 100
TEL/USDT 1 1.10 18.646 0.19 0:21:00 1 0 0 100
DIA/USDT 1 1.12 18.215 0.18 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
MAP/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
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 -2.95 -175.888 -1.76 30 days, 14:40:00 0 0 1 0
NOIA/USDT 1 -13.54 -650.965 -6.51 29 days, 6:00:00 0 0 1 0
TOTAL 20 1.04 -155.455 -1.55 4 days, 16:20:00 18 0 2 90.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ATOM/USDT 1 1.97 140.397 1.40 30 days, 5:30:00 1 0 0 100
GRT/USDT 1 -2.95 -175.888 -1.76 30 days, 14:40:00 0 0 1 0
NOIA/USDT 1 -13.54 -650.965 -6.51 29 days, 6:00:00 0 0 1 0
TOTAL 3 -4.84 -686.457 -6.86 30 days, 0:43:00 1 0 2 33.3

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
107 1 5.12 84.593 0.85 1:05:00 1 0 0 100
13 26 50 107 1 4.16 68.053 0.68 1:15:00 1 0 0 100
106 2 1.67 54.131 0.54 0:32:00 2 0 0 100
44 2 1.21 39.333 0.39 0:44:00 2 0 0 100
61 2 2.54 35.191 0.35 23:36:00 2 0 0 100
45 103 104 1 1.86 31.068 0.31 13:50:00 1 0 0 100
25 1 1.81 29.819 0.30 0:25:00 1 0 0 100
45 1 1.48 24.884 0.25 0:10:00 1 0 0 100
41 61 1 1.34 21.867 0.22 0:21:00 1 0 0 100
23 1 1.13 18.890 0.19 0:08:00 1 0 0 100
103 104 1 1.10 18.646 0.19 0:21:00 1 0 0 100
120 2 -0.49 -35.492 -0.35 30 days, 10:05:00 1 0 1 50.0
46 4 -1.78 -546.440 -5.46 7 days, 11:50:00 3 0 1 75.0
TOTAL 20 1.04 -155.455 -1.55 4 days, 16:20:00 18 0 2 90.0

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
force_exit 3 1 0 2 33.3 -4.84 -686.457 -2.42
exit_long_quick_q_1 ( 46 ) 2 2 0 0 100 2.7 87.683 0.9
exit_long_rapid_rpd_3 ( 106 ) 1 1 0 0 100 2.22 35.916 0.37
exit_profit_long_quick_max_m ( 44 ) 1 1 0 0 100 1.19 19.425 0.2
exit_profit_long_quick_max_m ( 41 61 ) 1 1 0 0 100 1.34 21.867 0.22
exit_long_normal_w_3_3 ( 13 26 50 107 ) 1 1 0 0 100 4.16 68.053 0.69
exit_profit_long_pump_max_m ( 25 ) 1 1 0 0 100 1.81 29.819 0.3
exit_long_rapid_rpd_3 ( 107 ) 1 1 0 0 100 5.12 84.593 0.85
exit_long_rapid_d_1_18 ( 106 ) 1 1 0 0 100 1.12 18.215 0.19
exit_long_rapid_rpd_3 ( 45 103 104 ) 1 1 0 0 100 1.86 31.068 0.31
exit_long_rebuy_u_3 ( 61 ) 1 1 0 0 100 3.22 10.79 0.54
exit_long_pump_u_1 ( 23 ) 1 1 0 0 100 1.13 18.89 0.19
exit_profit_long_quick_max_m ( 45 ) 1 1 0 0 100 1.48 24.884 0.25
exit_profit_long_rapid_max_m ( 103 104 ) 1 1 0 0 100 1.1 18.646 0.18
exit_long_quick_d_1_13 ( 44 ) 1 1 0 0 100 1.23 19.909 0.21
exit_profit_long_quick_max_m ( 46 ) 1 1 0 0 100 1.04 16.842 0.17
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.87 24.4 0.31

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 20 / 0.65
Starting balance 10000 USDT
Final balance 9844.545 USDT
Absolute profit -155.455 USDT
Total profit % -1.55%
CAGR % -16.85%
Sortino -0.40
Sharpe -0.61
Calmar -12.36
Profit factor 0.81
Expectancy (Ratio) -7.77 (-0.02)
Trades per day 0.65
Avg. daily profit % -0.05%
Avg. stake amount 1332.521 USDT
Total trade volume 26650.419 USDT
Best Pair VIDT/USDT 2.01%
Worst Pair NOIA/USDT -6.51%
Best trade VIDT/USDT 5.12%
Worst trade NOIA/USDT -13.54%
Best day 119.739 USDT
Worst day -686.457 USDT
Days win/draw/lose 8 / 23 / 1
Avg. Duration Winners 1 day, 21:00:00
Avg. Duration Loser 29 days, 22:20:00
Max Consecutive Wins / Loss 18 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9844.545 USDT
Max balance 10671.399 USDT
Max % of account underwater 7.75%
Absolute Drawdown (Account) 7.75%
Absolute Drawdown 826.854 USDT
Drawdown high 671.399 USDT
Drawdown low -155.455 USDT
Drawdown Start 2022-01-01 00:00:00
Drawdown End 2022-01-01 00:00:00
Market change -15.36%

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 20 1.04 -155.455 -1.55 4 days, 16:20:00 18 0 2 90.0 826.854 USDT 7.75%

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 v14.1.477 v14.1.417
Average Duration 4:47:00 4:47:00 23:14:00 23:25:00
Market Change -27.65 % -27.65 % -27.65 % -27.65 %
Max Drawdown 0.0 % 0.0 % 4.557 % 4.5659 %
Profit Mean 2.0681 % 2.0681 % 1.2116 % 1.1798 %
Profit Sum 39.29 % 39.29 % 24.23 % 24.78 %
Profit Total 5.71 % 5.71 % 0.77 % 0.89 %
Trades 19 19 20 21
Win Rate 100.0 % 100.0 % 95.0 % 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%
PLU/USDT 7 1.79 216.123 2.16 1:46:00 7 0 0 100
COTI/USDT 2 2.17 73.082 0.73 1:04:00 2 0 0 100
PRE/USDT 1 3.97 66.091 0.66 1:37:00 1 0 0 100
COMP/USDT 1 2.61 43.102 0.43 4:40:00 1 0 0 100
CHR/USDT 1 2.13 36.158 0.36 3:10:00 1 0 0 100
DIA/USDT 1 1.80 30.608 0.31 0:47:00 1 0 0 100
UMA/USDT 1 1.49 24.774 0.25 2:06:00 1 0 0 100
ONE/USDT 1 1.35 22.506 0.23 0:02:00 1 0 0 100
DASH/USDT 1 1.06 17.782 0.18 1 day, 14:40:00 1 0 0 100
MAP/USDT 1 5.21 17.779 0.18 2:35:00 1 0 0 100
STX/USDT 1 1.02 17.219 0.17 2:43:00 1 0 0 100
NOIA/USDT 1 1.79 6.005 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
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
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 19 2.07 571.230 5.71 4:47:00 19 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 84.396 0.84 0:49:00 2 0 0 100
47 2 1.79 60.992 0.61 1:28:00 2 0 0 100
46 2 1.83 60.884 0.61 21:40:00 2 0 0 100
10 1 3.25 54.777 0.55 2:06:00 1 0 0 100
104 1 3.11 53.306 0.53 0:44:00 1 0 0 100
103 104 2 1.35 46.771 0.47 4:20:00 2 0 0 100
45 103 104 107 1 2.51 43.507 0.44 0:24:00 1 0 0 100
1 1 2.13 36.158 0.36 3:10:00 1 0 0 100
24 1 1.80 30.608 0.31 0:47:00 1 0 0 100
61 2 3.50 23.784 0.24 11:15:00 2 0 0 100
50 1 1.35 22.506 0.23 0:02:00 1 0 0 100
12 1 1.07 18.303 0.18 0:11:00 1 0 0 100
25 1 1.05 18.018 0.18 1:35:00 1 0 0 100
102 1 1.02 17.219 0.17 2:43:00 1 0 0 100
TOTAL 19 2.07 571.230 5.71 4:47:00 19 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_quick_max_m ( 47 ) 2 2 0 0 100 1.79 60.992 0.6
exit_long_quick_q_1 ( 46 ) 1 1 0 0 100 2.61 43.102 0.43
exit_profit_long_quick_max_m ( 45 103 104 107 ) 1 1 0 0 100 2.51 43.507 0.42
exit_profit_long_rapid_max_m ( 103 104 ) 1 1 0 0 100 1.61 27.835 0.27
exit_profit_long_rapid_max_m ( 104 ) 1 1 0 0 100 3.11 53.306 0.52
exit_profit_long_pump_max_m ( 25 ) 1 1 0 0 100 1.05 18.018 0.18
exit_profit_long_normal_max_m ( 12 ) 1 1 0 0 100 1.07 18.303 0.18
exit_long_rebuy_d_4_8 ( 61 ) 1 1 0 0 100 5.21 17.779 0.87
exit_profit_long_pump_max_m ( 24 ) 1 1 0 0 100 1.8 30.608 0.3
exit_long_normal_d_2_1 ( 1 ) 1 1 0 0 100 2.13 36.158 0.36
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.02 17.219 0.17
exit_long_normal_d_3_1 ( 10 ) 1 1 0 0 100 3.25 54.777 0.54
exit_long_normal_o_1 ( 13 ) 1 1 0 0 100 1.09 18.305 0.18
exit_profit_long_quick_max_m ( 46 ) 1 1 0 0 100 1.06 17.782 0.18
exit_long_rebuy_w_1_2 ( 61 ) 1 1 0 0 100 1.79 6.005 0.3
exit_long_normal_u_3 ( 13 ) 1 1 0 0 100 3.97 66.091 0.66
exit_long_quick_u_1 ( 50 ) 1 1 0 0 100 1.35 22.506 0.23
exit_long_rapid_rpd_3 ( 103 104 ) 1 1 0 0 100 1.09 18.937 0.18

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 19 / 0.61
Starting balance 10000 USDT
Final balance 10571.23 USDT
Absolute profit 571.23 USDT
Total profit % 5.71%
CAGR % 92.34%
Sortino -100.00
Sharpe 22.73
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 30.06 (100.00)
Trades per day 0.61
Avg. daily profit % 0.18%
Avg. stake amount 1552.477 USDT
Total trade volume 29497.07 USDT
Best Pair PLU/USDT 2.16%
Worst Pair AAVE/USDT 0.00%
Best trade MAP/USDT 5.21%
Worst trade STX/USDT 1.02%
Best day 197.186 USDT
Worst day 0 USDT
Days win/draw/lose 11 / 16 / 0
Avg. Duration Winners 4:47:00
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 -27.65%

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 19 2.07 571.230 5.71 4:47:00 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 - 20220201-20220301

Current Previous v14.1.477 v14.1.417
Average Duration 2:38:00 2:38:00 2:38:00 1 day, 23:46:00
Market Change 1.41 % 1.41 % 1.41 % 1.41 %
Max Drawdown 0.0 % 0.0 % 0.0 % 4.8424 %
Profit Mean 1.596 % 1.596 % 1.596 % 0.1904 %
Profit Sum 14.36 % 14.36 % 14.36 % 1.9 %
Profit Total 2.06 % 2.06 % 2.06 % -2.9 %
Trades 9 9 9 10
Win Rate 100.0 % 100.0 % 100.0 % 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%
PLU/USDT 2 2.54 67.696 0.68 1:38:00 2 0 0 100
VELO/USDT 2 1.65 54.718 0.55 2:18:00 2 0 0 100
UOS/USDT 1 1.59 26.678 0.27 0:13:00 1 0 0 100
COTI/USDT 1 1.10 18.261 0.18 0:27:00 1 0 0 100
VRA/USDT 1 1.04 17.181 0.17 0:44:00 1 0 0 100
DEGO/USDT 1 1.04 17.140 0.17 10:53:00 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
MAP/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 1.60 205.763 2.06 2:38:00 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 63.410 0.63 0:45:00 1 0 0 100
50 1 2.26 37.561 0.38 1:35:00 1 0 0 100
13 1 1.59 26.678 0.27 0:13:00 1 0 0 100
4 6 42 1 1.10 18.261 0.18 0:27:00 1 0 0 100
12 1 1.04 17.181 0.17 0:44:00 1 0 0 100
45 1 1.03 17.157 0.17 3:02:00 1 0 0 100
10 1 1.04 17.140 0.17 10:53:00 1 0 0 100
61 2 1.26 8.376 0.08 3:00:00 2 0 0 100
TOTAL 9 1.60 205.763 2.06 2:38:00 9 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 2 2 0 0 100 1.26 8.376 0.42
exit_profit_long_normal_max_m ( 10 ) 1 1 0 0 100 1.04 17.14 0.17
exit_profit_long_normal_max_m ( 12 ) 1 1 0 0 100 1.04 17.181 0.17
exit_long_quick_d_1_13 ( 45 ) 1 1 0 0 100 1.03 17.157 0.17
exit_long_quick_d_2_1 ( 50 ) 1 1 0 0 100 2.26 37.561 0.38
exit_long_normal_u_1 ( 4 6 42 ) 1 1 0 0 100 1.1 18.261 0.18
exit_long_quick_q_3 ( 44 ) 1 1 0 0 100 3.8 63.41 0.63
exit_long_normal_u_1 ( 13 ) 1 1 0 0 100 1.59 26.678 0.26

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 10205.763 USDT
Absolute profit 205.763 USDT
Total profit % 2.06%
CAGR % 30.41%
Sortino -100.00
Sharpe 8.12
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 22.86 (100.00)
Trades per day 0.32
Avg. daily profit % 0.07%
Avg. stake amount 1366.527 USDT
Total trade volume 12298.741 USDT
Best Pair PLU/USDT 0.68%
Worst Pair AAVE/USDT 0.00%
Best trade PLU/USDT 3.80%
Worst trade VELO/USDT 1.03%
Best day 63.41 USDT
Worst day 0 USDT
Days win/draw/lose 7 / 7 / 0
Avg. Duration Winners 2:38:00
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 1.41%

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 1.60 205.763 2.06 2:38:00 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 v14.1.477 v14.1.417
Average Duration 6:26:00 6:26:00 6:26:00 5:39:00
Market Change 30.87 % 30.87 % 30.87 % 30.87 %
Max Drawdown 1.0471 % 1.0471 % 1.0471 % 1.045 %
Profit Mean 0.5694 % 0.5694 % 0.5694 % 0.7317 %
Profit Sum 5.69 % 5.69 % 5.69 % 8.78 %
Profit Total 0.79 % 0.79 % 0.79 % 1.31 %
Trades 10 10 10 12
Win Rate 90.0 % 90.0 % 90.0 % 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%
WIN/USDT 2 1.03 34.259 0.34 10:22:00 2 0 0 100
AAVE/USDT 1 1.84 30.496 0.30 2:20:00 1 0 0 100
GRT/USDT 1 1.80 30.181 0.30 0:02:00 1 0 0 100
FIL/USDT 1 1.58 26.456 0.26 0:03:00 1 0 0 100
EWT/USDT 1 1.50 24.876 0.25 15:03:00 1 0 0 100
DGB/USDT 1 1.14 19.084 0.19 1:12:00 1 0 0 100
PLU/USDT 1 1.11 3.685 0.04 2:47:00 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
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
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
MAP/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 2 -2.67 -89.554 -0.90 11:07:00 1 0 1 50.0
TOTAL 10 0.57 79.482 0.79 6:26:00 9 0 1 90.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
UMA/USDT 1 -6.37 -106.659 -1.07 14:00:00 0 0 1 0
TOTAL 1 -6.37 -106.659 -1.07 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 2 1.69 56.637 0.57 0:02:00 2 0 0 100
13 1 1.14 19.084 0.19 1:12:00 1 0 0 100
47 1 1.02 16.765 0.17 0:55:00 1 0 0 100
61 1 1.11 3.685 0.04 2:47:00 1 0 0 100
46 5 -0.19 -16.688 -0.17 11:53:00 4 0 1 80.0
TOTAL 10 0.57 79.482 0.79 6:26:00 9 0 1 90.0

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_quick_max_m ( 46 ) 3 3 0 0 100 1.19 59.475 0.6
exit_long_normal_o_1 ( 12 ) 2 2 0 0 100 1.69 56.637 0.56
exit_long_quick_d_1_13 ( 47 ) 1 1 0 0 100 1.02 16.765 0.17
exit_long_quick_w_1_22 ( 46 ) 1 1 0 0 100 1.84 30.496 0.31
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.11 3.685 0.18
exit_profit_long_normal_max_m ( 13 ) 1 1 0 0 100 1.14 19.084 0.19
force_exit 1 0 0 1 0 -6.37 -106.659 -1.06

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 10 / 0.32
Starting balance 10000 USDT
Final balance 10079.482 USDT
Absolute profit 79.482 USDT
Total profit % 0.79%
CAGR % 9.77%
Sortino -100.00
Sharpe 1.26
Calmar 46.78
Profit factor 1.75
Expectancy (Ratio) 7.95 (0.07)
Trades per day 0.32
Avg. daily profit % 0.03%
Avg. stake amount 1530.759 USDT
Total trade volume 15307.586 USDT
Best Pair WIN/USDT 0.34%
Worst Pair UMA/USDT -0.90%
Best trade AAVE/USDT 1.84%
Worst trade UMA/USDT -6.37%
Best day 49.265 USDT
Worst day -106.659 USDT
Days win/draw/lose 7 / 21 / 1
Avg. Duration Winners 5:36:00
Avg. Duration Loser 14:00:00
Max Consecutive Wins / Loss 9 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10016.765 USDT
Max balance 10186.142 USDT
Max % of account underwater 1.05%
Absolute Drawdown (Account) 1.05%
Absolute Drawdown 106.659 USDT
Drawdown high 186.142 USDT
Drawdown low 79.482 USDT
Drawdown Start 2022-03-31 15:22:00
Drawdown End 2022-04-01 00:00:00
Market change 30.87%

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 10 0.57 79.482 0.79 6:26:00 9 0 1 90.0 106.659 USDT 1.05%

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 v14.1.477 v14.1.417
Average Duration 11:29:00 11:29:00 11:29:00 10:39:00
Market Change -32.79 % -32.79 % -32.79 % -32.79 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.6873 % 1.6873 % 1.6873 % 1.6109 %
Profit Sum 11.81 % 11.81 % 11.81 % 16.11 %
Profit Total 1.97 % 1.97 % 1.97 % 2.69 %
Trades 7 7 7 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%
VELO/USDT 2 2.32 77.539 0.78 1:26:00 2 0 0 100
JST/USDT 1 2.12 35.166 0.35 1 day, 7:25:00 1 0 0 100
UMA/USDT 1 1.40 23.182 0.23 4:36:00 1 0 0 100
SNX/USDT 1 1.32 22.242 0.22 21:49:00 1 0 0 100
VET/USDT 1 1.25 20.764 0.21 17:50:00 1 0 0 100
KSM/USDT 1 1.07 17.730 0.18 1:47:00 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
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
MAP/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
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
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 7 1.69 196.624 1.97 11:29:00 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%
46 4 1.46 96.842 0.97 13:54:00 4 0 0 100
41 45 61 107 1 3.29 55.038 0.55 2:15:00 1 0 0 100
47 1 1.35 22.501 0.23 0:38:00 1 0 0 100
13 1 1.32 22.242 0.22 21:49:00 1 0 0 100
TOTAL 7 1.69 196.624 1.97 11:29:00 7 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_quick_max_m ( 46 ) 2 2 0 0 100 1.24 40.912 0.41
exit_long_quick_2_1_1 ( 46 ) 2 2 0 0 100 1.69 55.93 0.56
exit_profit_long_quick_max_m ( 47 ) 1 1 0 0 100 1.35 22.501 0.22
exit_profit_long_quick_max_m ( 41 45 61 107 ) 1 1 0 0 100 3.29 55.038 0.55
exit_profit_long_normal_max_m ( 13 ) 1 1 0 0 100 1.32 22.242 0.22

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 7 / 0.23
Starting balance 10000 USDT
Final balance 10196.624 USDT
Absolute profit 196.624 USDT
Total profit % 1.97%
CAGR % 26.73%
Sortino -100.00
Sharpe 10.34
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 28.09 (100.00)
Trades per day 0.23
Avg. daily profit % 0.07%
Avg. stake amount 1662.437 USDT
Total trade volume 11637.058 USDT
Best Pair VELO/USDT 0.78%
Worst Pair AAVE/USDT 0.00%
Best trade VELO/USDT 3.29%
Worst trade KSM/USDT 1.07%
Best day 77.539 USDT
Worst day 0 USDT
Days win/draw/lose 6 / 19 / 0
Avg. Duration Winners 11:29:00
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 -32.79%

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 7 1.69 196.624 1.97 11:29:00 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 - 20220501-20220601

Current Previous v14.1.477 v14.1.417
Average Duration 1 day, 13:46:00 1 day, 13:46:00 1 day, 13:46:00 1 day, 13:46:00
Market Change -37.88 % -37.88 % -37.88 % -37.88 %
Max Drawdown 0.1842 % 0.1842 % 0.1842 % 0.2989 %
Profit Mean 2.1616 % 2.1616 % 2.1616 % 2.1265 %
Profit Sum 25.94 % 25.94 % 25.94 % 25.52 %
Profit Total 3.34 % 3.34 % 3.34 % 3.22 %
Trades 12 12 12 12
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%
UMA/USDT 2 4.80 160.858 1.61 9:41:00 2 0 0 100
VRA/USDT 1 4.05 67.599 0.68 0:42:00 1 0 0 100
PLU/USDT 2 1.66 55.065 0.55 0:28:00 2 0 0 100
PRE/USDT 1 1.09 18.340 0.18 14:55:00 1 0 0 100
MLK/USDT 2 1.77 11.934 0.12 0:52:00 2 0 0 100
VIDT/USDT 1 2.99 10.164 0.10 1:10:00 1 0 0 100
BCH/USDT 2 0.61 9.051 0.09 8 days, 11:38:00 1 0 1 50.0
DIA/USDT 1 0.15 0.499 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
MAP/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
TOTAL 12 2.16 333.510 3.34 1 day, 13:46:00 11 0 1 91.7

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BCH/USDT 1 -0.45 -19.066 -0.19 16 days, 22:00:00 0 0 1 0
TOTAL 1 -0.45 -19.066 -0.19 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%
24 1 6.23 105.374 1.05 0:50:00 1 0 0 100
45 2 3.07 102.290 1.02 0:26:00 2 0 0 100
44 1 3.36 55.484 0.55 18:32:00 1 0 0 100
45 103 1 1.67 28.118 0.28 1:15:00 1 0 0 100
61 4 1.67 22.597 0.23 2:31:00 4 0 0 100
12 45 102 1 1.23 20.374 0.20 0:46:00 1 0 0 100
50 1 1.09 18.340 0.18 14:55:00 1 0 0 100
46 1 -0.45 -19.066 -0.19 16 days, 22:00:00 0 0 1 0
TOTAL 12 2.16 333.510 3.34 1 day, 13:46:00 11 0 1 91.7

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_long_quick_q_1 ( 44 ) 1 1 0 0 100 3.36 55.484 0.56
exit_long_normal_d_1_10 ( 12 45 102 ) 1 1 0 0 100 1.23 20.374 0.2
exit_long_quick_d_2_10 ( 45 ) 1 1 0 0 100 2.08 34.691 0.35
exit_profit_long_quick_max_m ( 45 ) 1 1 0 0 100 4.05 67.599 0.67
exit_long_rebuy_u_2 ( 61 ) 1 1 0 0 100 2.41 8.089 0.4
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.14 3.845 0.19
exit_long_rapid_rpd_3 ( 45 103 ) 1 1 0 0 100 1.67 28.118 0.28
exit_profit_long_quick_max_m ( 50 ) 1 1 0 0 100 1.09 18.34 0.18
exit_profit_long_pump_max_m ( 24 ) 1 1 0 0 100 6.23 105.374 1.04
exit_long_rebuy_d_2_23 ( 61 ) 1 1 0 0 100 2.99 10.164 0.5
exit_long_rebuy_d_0_23 ( 61 ) 1 1 0 0 100 0.15 0.499 0.02
force_exit 1 0 0 1 0 -0.45 -19.066 -0.08

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 12 / 0.39
Starting balance 10000 USDT
Final balance 10333.51 USDT
Absolute profit 333.51 USDT
Total profit % 3.34%
CAGR % 47.15%
Sortino -100.00
Sharpe 6.30
Calmar 1116.03
Profit factor 18.49
Expectancy (Ratio) 27.79 (1.46)
Trades per day 0.39
Avg. daily profit % 0.11%
Avg. stake amount 1215.373 USDT
Total trade volume 14584.477 USDT
Best Pair UMA/USDT 1.61%
Worst Pair AAVE/USDT 0.00%
Best trade UMA/USDT 6.23%
Worst trade BCH/USDT -0.45%
Best day 105.374 USDT
Worst day -19.066 USDT
Days win/draw/lose 9 / 21 / 1
Avg. Duration Winners 4:18:00
Avg. Duration Loser 16 days, 22:00:00
Max Consecutive Wins / Loss 11 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10055.484 USDT
Max balance 10352.576 USDT
Max % of account underwater 0.18%
Absolute Drawdown (Account) 0.18%
Absolute Drawdown 19.066 USDT
Drawdown high 352.576 USDT
Drawdown low 333.51 USDT
Drawdown Start 2022-05-28 15:45:00
Drawdown End 2022-06-01 00:00:00
Market change -37.88%

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 12 2.16 333.510 3.34 1 day, 13:46:00 11 0 1 91.7 19.066 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 - 20220601-20220701

Current Previous v14.1.477 v14.1.417
Average Duration 3:35:00 3:35:00 3:35:00 3:22:00
Market Change -17.44 % -17.44 % -17.44 % -17.44 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 2.0145 % 2.0145 % 2.0145 % 1.8697 %
Profit Sum 18.13 % 18.13 % 18.13 % 24.31 %
Profit Total 3.07 % 3.07 % 3.07 % 4.13 %
Trades 9 9 9 13
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 88.622 0.89 1:18:00 1 0 0 100
AKRO/USDT 1 3.27 54.568 0.55 7:39:00 1 0 0 100
ARPA/USDT 1 2.28 42.442 0.42 2:50:00 1 0 0 100
DAG/USDT 2 1.12 37.921 0.38 0:02:00 2 0 0 100
PRE/USDT 1 1.56 26.471 0.26 0:55:00 1 0 0 100
SXP/USDT 1 1.18 19.755 0.20 0:49:00 1 0 0 100
VELO/USDT 1 1.12 18.772 0.19 0:12:00 1 0 0 100
TRX/USDT 1 1.10 18.543 0.19 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
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
MAP/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
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 9 2.01 307.093 3.07 3:35:00 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%
45 1 5.37 88.622 0.89 1:18:00 1 0 0 100
46 2 1.69 60.985 0.61 10:38:00 2 0 0 100
26 1 3.27 54.568 0.55 7:39:00 1 0 0 100
47 2 1.37 46.226 0.46 0:52:00 2 0 0 100
12 1 1.15 19.445 0.19 0:03:00 1 0 0 100
103 1 1.12 18.772 0.19 0:12:00 1 0 0 100
6 1 1.09 18.476 0.18 0:02:00 1 0 0 100
TOTAL 9 2.01 307.093 3.07 3:35:00 9 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_quick_max_m ( 45 ) 1 1 0 0 100 5.37 88.622 0.89
exit_profit_long_pump_max_m ( 26 ) 1 1 0 0 100 3.27 54.568 0.55
exit_long_quick_d_1_13 ( 47 ) 1 1 0 0 100 1.18 19.755 0.2
exit_long_quick_d_1_12 ( 46 ) 1 1 0 0 100 1.1 18.543 0.18
exit_profit_long_rapid_max_m ( 103 ) 1 1 0 0 100 1.12 18.772 0.19
exit_long_normal_u_1 ( 12 ) 1 1 0 0 100 1.15 19.445 0.19
exit_long_normal_u_1 ( 6 ) 1 1 0 0 100 1.09 18.476 0.18
exit_long_quick_q_3 ( 46 ) 1 1 0 0 100 2.28 42.442 0.38
exit_profit_long_quick_max_m ( 47 ) 1 1 0 0 100 1.56 26.471 0.26

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 9 / 0.3
Starting balance 10000 USDT
Final balance 10307.093 USDT
Absolute profit 307.093 USDT
Total profit % 3.07%
CAGR % 44.49%
Sortino -100.00
Sharpe 8.59
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 34.12 (100.00)
Trades per day 0.3
Avg. daily profit % 0.10%
Avg. stake amount 1677.211 USDT
Total trade volume 15094.895 USDT
Best Pair WAVES/USDT 0.89%
Worst Pair AAVE/USDT 0.00%
Best trade WAVES/USDT 5.37%
Worst trade DAG/USDT 1.09%
Best day 143.19 USDT
Worst day 0 USDT
Days win/draw/lose 7 / 22 / 0
Avg. Duration Winners 3:35:00
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 -17.44%

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 9 2.01 307.093 3.07 3:35:00 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 - 20220701-20220801

Current Previous v14.1.477 v14.1.417
Average Duration 8:47:00 8:47:00 8:47:00 6:59:00
Market Change 19.68 % 19.68 % 19.68 % 19.68 %
Max Drawdown 0.0 % 0.0 % 0.0 % 1.271 %
Profit Mean 1.4302 % 1.4302 % 1.4302 % 0.9063 %
Profit Sum 12.87 % 12.87 % 12.87 % 14.5 %
Profit Total 2.2 % 2.2 % 2.2 % 2.38 %
Trades 9 9 9 16
Win Rate 100.0 % 100.0 % 100.0 % 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%
SNX/USDT 2 1.33 49.895 0.50 8:09:00 2 0 0 100
DEGO/USDT 2 1.40 46.271 0.46 14:30:00 2 0 0 100
CKB/USDT 1 2.27 37.796 0.38 1:40:00 1 0 0 100
VRA/USDT 1 2.14 35.677 0.36 12:45:00 1 0 0 100
NIM/USDT 2 0.98 32.315 0.32 8:42:00 2 0 0 100
COTI/USDT 1 1.06 17.750 0.18 1:58:00 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
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
MAP/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 9 1.43 219.704 2.20 8:47:00 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%
46 5 1.47 128.228 1.28 9:42:00 5 0 0 100
44 1 2.14 35.677 0.36 12:45:00 1 0 0 100
104 2 0.98 32.315 0.32 8:42:00 2 0 0 100
47 1 1.42 23.484 0.23 0:26:00 1 0 0 100
TOTAL 9 1.43 219.704 2.20 8:47:00 9 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_quick_max_m ( 46 ) 2 2 0 0 100 1.09 36.808 0.36
exit_profit_long_rapid_max_m ( 104 ) 1 1 0 0 100 1.51 24.936 0.25
exit_long_quick_w_1_9 ( 46 ) 1 1 0 0 100 1.38 22.787 0.23
exit_long_quick_d_1_2 ( 47 ) 1 1 0 0 100 1.42 23.484 0.24
exit_long_quick_q_3 ( 46 ) 1 1 0 0 100 2.27 37.796 0.38
exit_profit_long_quick_max_m ( 44 ) 1 1 0 0 100 2.14 35.677 0.36
exit_long_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.53 30.837 0.26
exit_long_rapid_w_0_2 ( 104 ) 1 1 0 0 100 0.44 7.379 0.07

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 9 / 0.29
Starting balance 10000 USDT
Final balance 10219.704 USDT
Absolute profit 219.704 USDT
Total profit % 2.20%
CAGR % 29.16%
Sortino -100.00
Sharpe 15.20
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 24.41 (100.00)
Trades per day 0.29
Avg. daily profit % 0.07%
Avg. stake amount 1664.91 USDT
Total trade volume 14984.19 USDT
Best Pair DEGO/USDT 0.46%
Worst Pair AAVE/USDT 0.00%
Best trade CKB/USDT 2.27%
Worst trade NIM/USDT 0.44%
Best day 66.515 USDT
Worst day 0 USDT
Days win/draw/lose 7 / 20 / 0
Avg. Duration Winners 8:47:00
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 19.68%

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 9 1.43 219.704 2.20 8:47:00 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 - 20220801-20220901

Current Previous v14.1.477 v14.1.417
Average Duration 5:22:00 5:22:00 5:22:00 1 day, 23:50:00
Market Change -9.8 % -9.8 % -9.8 % -9.8 %
Max Drawdown 0.6449 % 0.6449 % 0.6449 % 5.9882 %
Profit Mean 1.3428 % 1.3428 % 1.3428 % 0.672 %
Profit Sum 20.14 % 20.14 % 20.14 % 14.78 %
Profit Total 3.37 % 3.37 % 3.37 % -0.78 %
Trades 15 15 15 22
Win Rate 93.33 % 93.33 % 93.33 % 86.36 %
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 2.01 68.605 0.69 6:35:00 2 0 0 100
DGB/USDT 1 2.81 46.949 0.47 6:20:00 1 0 0 100
CKB/USDT 1 2.27 38.667 0.39 13:45:00 1 0 0 100
ZEC/USDT 1 2.11 35.068 0.35 2:45:00 1 0 0 100
EOS/USDT 1 1.91 31.970 0.32 3:10:00 1 0 0 100
DEGO/USDT 1 1.76 29.097 0.29 0:25:00 1 0 0 100
FIL/USDT 1 1.64 27.768 0.28 0:02:00 1 0 0 100
AAVE/USDT 1 1.54 26.206 0.26 1:59:00 1 0 0 100
ARPA/USDT 1 1.40 23.547 0.24 1:15:00 1 0 0 100
NIM/USDT 1 1.29 21.373 0.21 0:03:00 1 0 0 100
LTC/USDT 1 1.16 19.450 0.19 3:10:00 1 0 0 100
LINK/USDT 1 1.11 18.483 0.18 9:50:00 1 0 0 100
XRP/USDT 1 1.02 17.109 0.17 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
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
MAP/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 -67.096 -0.67 20:00:00 0 0 1 0
TOTAL 15 1.34 337.197 3.37 5:22:00 14 0 1 93.3

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
COMP/USDT 1 -3.90 -67.096 -0.67 20:00:00 0 0 1 0
TOTAL 1 -3.90 -67.096 -0.67 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 10 1.24 207.563 2.08 7:47:00 9 0 1 90.0
44 1 1.76 29.097 0.29 0:25:00 1 0 0 100
21 1 1.63 27.849 0.28 0:50:00 1 0 0 100
10 13 1 1.64 27.768 0.28 0:02:00 1 0 0 100
47 1 1.40 23.547 0.24 1:15:00 1 0 0 100
7 1 1.29 21.373 0.21 0:03:00 1 0 0 100
TOTAL 15 1.34 337.197 3.37 5:22:00 14 0 1 93.3

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_long_quick_q_1 ( 46 ) 2 2 0 0 100 2.54 85.616 0.85
exit_long_quick_3_1_1 ( 46 ) 2 2 0 0 100 2.14 72.726 0.71
exit_long_quick_1_1_1 ( 46 ) 2 2 0 0 100 1.09 36.559 0.36
exit_long_quick_d_1_3 ( 44 ) 1 1 0 0 100 1.76 29.097 0.29
exit_long_normal_u_1 ( 7 ) 1 1 0 0 100 1.29 21.373 0.22
exit_long_quick_q_3 ( 46 ) 1 1 0 0 100 2.11 35.068 0.35
exit_long_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.11 18.483 0.19
exit_long_quick_d_1_25 ( 47 ) 1 1 0 0 100 1.4 23.547 0.23
exit_long_normal_u_1 ( 10 13 ) 1 1 0 0 100 1.64 27.768 0.27
exit_profit_long_quick_max_m ( 46 ) 1 1 0 0 100 1.54 26.206 0.26
exit_long_pump_d_1_24 ( 21 ) 1 1 0 0 100 1.63 27.849 0.27
force_exit 1 0 0 1 0 -3.9 -67.096 -0.65

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 15 / 0.48
Starting balance 10000 USDT
Final balance 10337.197 USDT
Absolute profit 337.197 USDT
Total profit % 3.37%
CAGR % 47.77%
Sortino -100.00
Sharpe 8.20
Calmar 322.24
Profit factor 6.03
Expectancy (Ratio) 22.48 (0.34)
Trades per day 0.48
Avg. daily profit % 0.11%
Avg. stake amount 1681.009 USDT
Total trade volume 25215.137 USDT
Best Pair EWT/USDT 0.69%
Worst Pair COMP/USDT -0.67%
Best trade DGB/USDT 2.81%
Worst trade COMP/USDT -3.90%
Best day 68.529 USDT
Worst day -67.096 USDT
Days win/draw/lose 10 / 20 / 1
Avg. Duration Winners 4:19:00
Avg. Duration Loser 20:00:00
Max Consecutive Wins / Loss 14 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10029.097 USDT
Max balance 10404.293 USDT
Max % of account underwater 0.64%
Absolute Drawdown (Account) 0.64%
Absolute Drawdown 67.096 USDT
Drawdown high 404.293 USDT
Drawdown low 337.197 USDT
Drawdown Start 2022-08-30 04:20:00
Drawdown End 2022-09-01 00:00:00
Market change -9.80%

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 15 1.34 337.197 3.37 5:22:00 14 0 1 93.3 67.096 USDT 0.64%

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 v14.1.477 v14.1.417
Average Duration 7 days, 7:18:00 7 days, 7:18:00 7 days, 7:18:00 3 days, 19:07:00
Market Change -4.19 % -4.19 % -4.19 % -4.19 %
Max Drawdown 0.1255 % 0.1255 % 0.1255 % 0.7169 %
Profit Mean 1.2517 % 1.2517 % 1.2517 % 1.027 %
Profit Sum 5.01 % 5.01 % 5.01 % 5.13 %
Profit Total 0.74 % 0.74 % 0.74 % 0.44 %
Trades 4 4 4 5
Win Rate 75.0 % 75.0 % 75.0 % 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%
VIDT/USDT 1 3.07 51.111 0.51 3:45:00 1 0 0 100
NWC/USDT 1 1.07 18.016 0.18 1:07:00 1 0 0 100
FIL/USDT 1 1.04 17.387 0.17 3:04:00 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
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
MAP/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
ETC/USDT 1 -0.18 -12.659 -0.13 28 days, 21:15:00 0 0 1 0
TOTAL 4 1.25 73.855 0.74 7 days, 7:18:00 3 0 1 75.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETC/USDT 1 -0.18 -12.659 -0.13 28 days, 21:15:00 0 0 1 0
TOTAL 1 -0.18 -12.659 -0.13 28 days, 21:15:00 0 0 1 0

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
44 1 3.07 51.111 0.51 3:45:00 1 0 0 100
13 1 1.07 18.016 0.18 1:07:00 1 0 0 100
10 101 1 1.04 17.387 0.17 3:04:00 1 0 0 100
120 1 -0.18 -12.659 -0.13 28 days, 21:15:00 0 0 1 0
TOTAL 4 1.25 73.855 0.74 7 days, 7:18:00 3 0 1 75.0

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_long_quick_q_3 ( 44 ) 1 1 0 0 100 3.07 51.111 0.51
exit_long_rapid_rpd_3 ( 10 101 ) 1 1 0 0 100 1.04 17.387 0.17
exit_profit_long_normal_max_m ( 13 ) 1 1 0 0 100 1.07 18.016 0.18
force_exit 1 0 0 1 0 -0.18 -12.659 -0.03

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 10073.855 USDT
Absolute profit 73.855 USDT
Total profit % 0.74%
CAGR % 9.37%
Sortino -100.00
Sharpe 2.08
Calmar 374.77
Profit factor 6.83
Expectancy (Ratio) 18.46 (1.46)
Trades per day 0.13
Avg. daily profit % 0.02%
Avg. stake amount 1513.222 USDT
Total trade volume 6052.888 USDT
Best Pair VIDT/USDT 0.51%
Worst Pair ETC/USDT -0.13%
Best trade VIDT/USDT 3.07%
Worst trade ETC/USDT -0.18%
Best day 51.111 USDT
Worst day -12.659 USDT
Days win/draw/lose 3 / 13 / 1
Avg. Duration Winners 2:39:00
Avg. Duration Loser 28 days, 21:15:00
Max Consecutive Wins / Loss 3 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10051.111 USDT
Max balance 10086.513 USDT
Max % of account underwater 0.13%
Absolute Drawdown (Account) 0.13%
Absolute Drawdown 12.659 USDT
Drawdown high 86.513 USDT
Drawdown low 73.855 USDT
Drawdown Start 2022-09-29 17:32:00
Drawdown End 2022-10-01 00:00:00
Market change -4.19%

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 1.25 73.855 0.74 7 days, 7:18:00 3 0 1 75.0 12.659 USDT 0.13%

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 v14.1.477 v14.1.417
Average Duration 4 days, 2:03:00 4 days, 2:03:00 4 days, 2:03:00 3 days, 6:37:00
Market Change 3.58 % 3.58 % 3.58 % 3.58 %
Max Drawdown 0.0236 % 0.0236 % 0.0236 % 2.4981 %
Profit Mean 1.2498 % 1.2498 % 1.2498 % -0.027 %
Profit Sum 6.25 % 6.25 % 6.25 % -0.22 %
Profit Total 0.7 % 0.7 % 0.7 % -1.2 %
Trades 5 5 5 8
Win Rate 80.0 % 80.0 % 80.0 % 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%
XRP/USDT 2 0.92 29.516 0.30 8 days, 22:32:00 1 0 1 50.0
EWT/USDT 1 1.08 17.929 0.18 0:08:00 1 0 0 100
JST/USDT 1 0.89 14.839 0.15 8:00:00 1 0 0 100
NOIA/USDT 1 2.43 8.072 0.08 2 days, 5:00:00 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
MAP/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
TOTAL 5 1.25 70.356 0.70 4 days, 2:03:00 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 14.839 0.15 8:00:00 1 0 0 100
XRP/USDT 1 -0.09 -2.380 -0.02 15 days, 17:15:00 0 0 1 0
TOTAL 2 0.40 12.459 0.12 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 1.41 46.736 0.47 1 day, 5:55:00 2 0 0 100
3 105 1 1.08 17.929 0.18 0:08:00 1 0 0 100
61 1 2.43 8.072 0.08 2 days, 5:00:00 1 0 0 100
120 1 -0.09 -2.380 -0.02 15 days, 17:15:00 0 0 1 0
TOTAL 5 1.25 70.356 0.70 4 days, 2:03:00 4 0 1 80.0

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
force_exit 2 1 0 1 50.0 0.4 12.459 0.13
exit_long_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.93 31.897 0.32
exit_long_normal_o_1 ( 3 105 ) 1 1 0 0 100 1.08 17.929 0.18
exit_long_rebuy_w_2_1 ( 61 ) 1 1 0 0 100 2.43 8.072 0.41

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 10070.356 USDT
Absolute profit 70.356 USDT
Total profit % 0.70%
CAGR % 8.61%
Sortino -100.00
Sharpe 3.83
Calmar 1834.76
Profit factor 30.56
Expectancy (Ratio) 14.07 (5.91)
Trades per day 0.16
Avg. daily profit % 0.02%
Avg. stake amount 1253.875 USDT
Total trade volume 6269.377 USDT
Best Pair NOIA/USDT 0.08%
Worst Pair AAVE/USDT 0.00%
Best trade NOIA/USDT 2.43%
Worst trade XRP/USDT -0.09%
Best day 31.897 USDT
Worst day 0 USDT
Days win/draw/lose 4 / 15 / 0
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 10031.897 USDT
Max balance 10072.737 USDT
Max % of account underwater 0.02%
Absolute Drawdown (Account) 0.02%
Absolute Drawdown 2.38 USDT
Drawdown high 72.737 USDT
Drawdown low 70.356 USDT
Drawdown Start 2022-11-01 00:00:00
Drawdown End 2022-11-01 00:00:00
Market change 3.58%

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 1.25 70.356 0.70 4 days, 2:03:00 4 0 1 80.0 2.38 USDT 0.02%

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.

Kucoin - 20221101-20221201

Current Previous v14.1.477 v14.1.417
Average Duration 16:53:00 16:53:00 3 days, 6:49:00 6:52:00
Market Change -17.66 % -17.66 % -17.66 % -17.66 %
Max Drawdown 0.0 % 0.0 % 6.3242 % 0.0 %
Profit Mean 1.6243 % 1.6243 % 0.1518 % 1.667 %
Profit Sum 14.62 % 14.62 % 1.52 % 15.0 %
Profit Total 2.2 % 2.2 % -4.31 % 2.32 %
Trades 9 9 10 9
Win Rate 100.0 % 100.0 % 90.0 % 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%
NEO/USDT 1 2.77 46.157 0.46 12:10:00 1 0 0 100
LTC/USDT 2 1.36 39.625 0.40 2 days, 11:15:00 2 0 0 100
VELO/USDT 1 2.03 33.976 0.34 19:05:00 1 0 0 100
BNB/USDT 1 1.77 29.674 0.30 1:10:00 1 0 0 100
UMA/USDT 1 1.64 27.209 0.27 0:41:00 1 0 0 100
NIM/USDT 1 1.30 21.443 0.21 0:20:00 1 0 0 100
YFI/USDT 1 1.02 17.018 0.17 0:01:00 1 0 0 100
DIA/USDT 1 1.37 4.555 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
MAP/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
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 9 1.62 219.657 2.20 16:53:00 9 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 1.69 22.605 0.23 4 days, 1:00:00 1 0 0 100
TOTAL 1 1.69 22.605 0.23 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 3 2.15 107.341 1.07 10:39:00 3 0 0 100
46 2 1.40 46.694 0.47 11:20:00 2 0 0 100
120 1 1.69 22.605 0.23 4 days, 1:00:00 1 0 0 100
3 1 1.30 21.443 0.21 0:20:00 1 0 0 100
101 1 1.02 17.018 0.17 0:01:00 1 0 0 100
61 1 1.37 4.555 0.05 0:01:00 1 0 0 100
TOTAL 9 1.62 219.657 2.20 16:53:00 9 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_long_quick_w_1_9 ( 46 ) 1 1 0 0 100 1.03 17.02 0.17
exit_long_normal_d_1_2 ( 3 ) 1 1 0 0 100 1.3 21.443 0.22
exit_long_rebuy_u_1 ( 61 ) 1 1 0 0 100 1.37 4.555 0.23
exit_profit_long_quick_max_m ( 47 ) 1 1 0 0 100 1.64 27.209 0.27
exit_long_rapid_u_1 ( 101 ) 1 1 0 0 100 1.02 17.018 0.17
exit_long_quick_w_2_22 ( 47 ) 1 1 0 0 100 2.77 46.157 0.46
exit_long_quick_3_1_1 ( 47 ) 1 1 0 0 100 2.03 33.976 0.34
exit_long_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.77 29.674 0.29
force_exit 1 1 0 0 100 1.69 22.605 0.28

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 9 / 0.3
Starting balance 10000 USDT
Final balance 10219.657 USDT
Absolute profit 219.657 USDT
Total profit % 2.20%
CAGR % 30.26%
Sortino -100.00
Sharpe 12.56
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 24.41 (100.00)
Trades per day 0.3
Avg. daily profit % 0.07%
Avg. stake amount 1331.108 USDT
Total trade volume 11979.972 USDT
Best Pair NEO/USDT 0.46%
Worst Pair AAVE/USDT 0.00%
Best trade NEO/USDT 2.77%
Worst trade YFI/USDT 1.02%
Best day 63.175 USDT
Worst day 0 USDT
Days win/draw/lose 7 / 23 / 0
Avg. Duration Winners 16:53:00
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 -17.66%

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 9 1.62 219.657 2.20 16:53:00 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 - 20221201-20230101

Current Previous v14.1.477 v14.1.417
Average Duration 4 days, 11:03:00 4 days, 11:03:00 4 days, 11:03:00 2 days, 18:00:00
Market Change -9.88 % -9.88 % -9.88 % -9.88 %
Max Drawdown 1.2012 % 1.2012 % 1.2012 % 3.8974 %
Profit Mean 0.707 % 0.707 % 0.707 % -0.1386 %
Profit Sum 5.66 % 5.66 % 5.66 % -1.39 %
Profit Total -0.19 % -0.19 % -0.19 % -2.75 %
Trades 8 8 8 10
Win Rate 87.5 % 87.5 % 87.5 % 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 1.63 26.885 0.27 16:40:00 1 0 0 100
LTC/USDT 1 0.68 24.655 0.25 21 days, 3:00:00 1 0 0 100
SNX/USDT 1 0.87 14.379 0.14 16:20:00 1 0 0 100
NWC/USDT 1 3.54 11.687 0.12 6:35:00 1 0 0 100
KSM/USDT 1 0.68 11.243 0.11 2 days, 1:40:00 1 0 0 100
VIDT/USDT 1 2.16 7.204 0.07 0:02:00 1 0 0 100
ZEC/USDT 1 0.38 6.342 0.06 10:05:00 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
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
MAP/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
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
DGB/USDT 1 -4.28 -121.056 -1.21 10 days, 10:00:00 0 0 1 0
TOTAL 8 0.71 -18.659 -0.19 4 days, 11:03:00 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 0.68 24.655 0.25 21 days, 3:00:00 1 0 0 100
DGB/USDT 1 -4.28 -121.056 -1.21 10 days, 10:00:00 0 0 1 0
TOTAL 2 -1.80 -96.400 -0.96 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 0.68 24.655 0.25 21 days, 3:00:00 1 0 0 100
61 2 2.85 18.891 0.19 3:18:00 2 0 0 100
46 5 -0.14 -62.205 -0.62 2 days, 20:33:00 4 0 1 80.0
TOTAL 8 0.71 -18.659 -0.19 4 days, 11:03:00 7 0 1 87.5

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
force_exit 2 1 0 1 50.0 -1.8 -96.4 -0.6
exit_long_rebuy_3_1_1 ( 61 ) 1 1 0 0 100 3.54 11.687 0.59
exit_long_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.63 26.885 0.27
exit_long_quick_w_0_5 ( 46 ) 1 1 0 0 100 0.87 14.379 0.14
exit_long_quick_w_0_1 ( 46 ) 1 1 0 0 100 0.68 11.243 0.11
exit_long_quick_w_0_4 ( 46 ) 1 1 0 0 100 0.38 6.342 0.06
exit_long_rebuy_u_2 ( 61 ) 1 1 0 0 100 2.16 7.204 0.36

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 8 / 0.26
Starting balance 10000 USDT
Final balance 9981.341 USDT
Absolute profit -18.659 USDT
Total profit % -0.19%
CAGR % -2.17%
Sortino -100.00
Sharpe -0.25
Calmar -9.57
Profit factor 0.85
Expectancy (Ratio) -2.33 (-0.02)
Trades per day 0.26
Avg. daily profit % -0.01%
Avg. stake amount 1252.969 USDT
Total trade volume 10023.755 USDT
Best Pair NWC/USDT 0.12%
Worst Pair DGB/USDT -1.21%
Best trade NWC/USDT 3.54%
Worst trade DGB/USDT -4.28%
Best day 38.572 USDT
Worst day -96.4 USDT
Days win/draw/lose 4 / 26 / 1
Avg. Duration Winners 3 days, 14:37:00
Avg. Duration Loser 10 days, 10:00:00
Max Consecutive Wins / Loss 6 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9956.686 USDT
Max balance 10077.742 USDT
Max % of account underwater 1.20%
Absolute Drawdown (Account) 1.20%
Absolute Drawdown 121.056 USDT
Drawdown high 77.742 USDT
Drawdown low -43.314 USDT
Drawdown Start 2022-12-23 23:37:00
Drawdown End 2023-01-01 00:00:00
Market change -9.88%

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

STRATEGY SUMMARY

Strategy Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% Drawdown
NostalgiaForInfinityX4 8 0.71 -18.659 -0.19 4 days, 11:03:00 7 0 1 87.5 121.056 USDT 1.20%

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 v14.1.477 v14.1.417
Average Duration 1 day, 3:19:00 1 day, 3:19:00 1 day, 3:19:00 1 day, 3:21:00
Market Change 41.54 % 41.54 % 41.54 % 41.54 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.9099 % 1.9099 % 1.9099 % 2.0801 %
Profit Sum 9.55 % 9.55 % 9.55 % 10.4 %
Profit Total 1.6 % 1.6 % 1.6 % 1.74 %
Trades 5 5 5 5
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
WAVES/USDT 1 3.66 60.582 0.61 22:50:00 1 0 0 100
TRX/USDT 1 2.44 40.682 0.41 5:20:00 1 0 0 100
LTC/USDT 1 1.31 21.755 0.22 2 days, 20:10:00 1 0 0 100
SNX/USDT 1 1.13 18.959 0.19 0:47:00 1 0 0 100
NWC/USDT 1 1.00 18.257 0.18 1 day, 15:27:00 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
MAP/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
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
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 5 1.91 160.236 1.60 1 day, 3:19:00 5 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 4 1.47 99.654 1.00 1 day, 4:26:00 4 0 0 100
3 1 3.66 60.582 0.61 22:50:00 1 0 0 100
TOTAL 5 1.91 160.236 1.60 1 day, 3:19:00 5 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_quick_max_m ( 46 ) 1 1 0 0 100 1 18.257 0.17
exit_long_normal_w_3_9 ( 3 ) 1 1 0 0 100 3.66 60.582 0.61
exit_long_quick_2_1_1 ( 46 ) 1 1 0 0 100 2.44 40.682 0.41
exit_long_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.31 21.755 0.22
exit_long_quick_d_1_25 ( 46 ) 1 1 0 0 100 1.13 18.959 0.19

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 5 / 0.16
Starting balance 10000 USDT
Final balance 10160.236 USDT
Absolute profit 160.236 USDT
Total profit % 1.60%
CAGR % 20.58%
Sortino -100.00
Sharpe 6.00
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 32.05 (100.00)
Trades per day 0.16
Avg. daily profit % 0.05%
Avg. stake amount 1659.186 USDT
Total trade volume 8295.928 USDT
Best Pair WAVES/USDT 0.61%
Worst Pair AAVE/USDT 0.00%
Best trade WAVES/USDT 3.66%
Worst trade NWC/USDT 1.00%
Best day 60.582 USDT
Worst day 0 USDT
Days win/draw/lose 5 / 9 / 0
Avg. Duration Winners 1 day, 3:19:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 5 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change 41.54%

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 5 1.91 160.236 1.60 1 day, 3:19:00 5 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 v14.1.477 v14.1.417
Average Duration 1 day, 4:14:00 1 day, 4:14:00 1 day, 3:27:00 1 day, 0:16:00
Market Change 12.05 % 12.05 % 12.05 % 12.05 %
Max Drawdown 1.125 % 1.125 % 1.1249 % 0.2339 %
Profit Mean 1.5361 % 1.5361 % 1.5256 % 1.7 %
Profit Sum 52.23 % 52.23 % 53.4 % 62.9 %
Profit Total 8.31 % 8.31 % 8.52 % 9.85 %
Trades 34 34 35 37
Win Rate 97.06 % 97.06 % 97.14 % 97.3 %
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 2.10 177.167 1.77 0:44:00 5 0 0 100
CHR/USDT 1 6.44 108.201 1.08 0:55:00 1 0 0 100
MKR/USDT 3 1.81 94.028 0.94 15:21:00 3 0 0 100
WIN/USDT 1 4.83 84.533 0.85 1:55:00 1 0 0 100
EWT/USDT 3 2.54 71.645 0.72 1:32:00 3 0 0 100
DEGO/USDT 2 1.69 57.393 0.57 0:48:00 2 0 0 100
VELO/USDT 2 2.40 49.849 0.50 2:05:00 2 0 0 100
VRA/USDT 2 1.16 39.124 0.39 0:42:00 2 0 0 100
AKRO/USDT 1 1.60 28.441 0.28 17:25:00 1 0 0 100
SNX/USDT 1 1.44 25.516 0.26 1:26:00 1 0 0 100
NOIA/USDT 1 1.40 23.374 0.23 0:46:00 1 0 0 100
UOS/USDT 1 1.31 21.625 0.22 6:48:00 1 0 0 100
TRX/USDT 1 1.11 19.906 0.20 18:45:00 1 0 0 100
SXP/USDT 1 1.11 19.817 0.20 1 day, 3:46:00 1 0 0 100
MLK/USDT 1 1.16 19.763 0.20 7:05:00 1 0 0 100
STX/USDT 1 1.14 19.696 0.20 2:07:00 1 0 0 100
ONT/USDT 1 1.12 19.468 0.19 5:49:00 1 0 0 100
ONE/USDT 1 1.10 19.074 0.19 4:30:00 1 0 0 100
JST/USDT 1 1.10 18.337 0.18 4:10:00 1 0 0 100
AAVE/USDT 1 1.09 18.126 0.18 5:37:00 1 0 0 100
ALEPH/USDT 1 1.02 17.656 0.18 0:49:00 1 0 0 100
ETH/USDT 1 0.05 1.936 0.02 22 days, 20:40:00 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
MAP/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
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
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 -8.86 -123.185 -1.23 10 days, 3:55:00 0 0 1 0
TOTAL 34 1.54 831.490 8.31 1 day, 4:14:00 33 0 1 97.1

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
CKB/USDT 1 0.71 2.573 0.03 0:05:00 1 0 0 100
ETH/USDT 1 0.05 1.936 0.02 22 days, 20:40:00 1 0 0 100
ATOM/USDT 1 -8.86 -123.185 -1.23 10 days, 3:55:00 0 0 1 0
TOTAL 3 -2.70 -118.676 -1.19 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 12 1.33 276.821 2.77 9:59:00 12 0 0 100
47 4 2.73 192.489 1.92 1:12:00 4 0 0 100
26 1 6.44 108.201 1.08 0:55:00 1 0 0 100
50 3 2.00 104.809 1.05 0:25:00 3 0 0 100
108 1 2.28 41.278 0.41 1:25:00 1 0 0 100
105 2 1.15 39.223 0.39 4:24:00 2 0 0 100
3 1 2.28 38.780 0.39 1:30:00 1 0 0 100
102 1 2.28 38.236 0.38 1:13:00 1 0 0 100
107 1 1.60 28.441 0.28 17:25:00 1 0 0 100
61 3 2.48 25.093 0.25 1:30:00 3 0 0 100
103 1 1.40 23.374 0.23 0:46:00 1 0 0 100
23 1 1.10 18.337 0.18 4:10:00 1 0 0 100
45 103 104 1 1.02 17.656 0.18 0:49:00 1 0 0 100
120 2 -4.40 -121.249 -1.21 16 days, 12:18:00 1 0 1 50.0
TOTAL 34 1.54 831.490 8.31 1 day, 4:14:00 33 0 1 97.1

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_quick_max_m ( 46 ) 7 7 0 0 100 1.18 141.527 1.37
force_exit 3 2 0 1 66.7 -2.7 -118.676 -1.35
exit_long_quick_u_1 ( 50 ) 2 2 0 0 100 1.08 37.039 0.36
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 4.2 13.949 0.7
exit_long_quick_w_1_12 ( 46 ) 1 1 0 0 100 1.1 19.074 0.18
exit_long_rapid_rpd_3 ( 108 ) 1 1 0 0 100 2.28 41.278 0.38
exit_long_quick_d_2_20 ( 47 ) 1 1 0 0 100 2.58 46.59 0.43
exit_long_quick_d_1_25 ( 46 ) 1 1 0 0 100 1.11 19.817 0.18
exit_long_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.11 19.906 0.19
exit_long_quick_d_2_16 ( 47 ) 1 1 0 0 100 2.27 40.668 0.38
exit_long_rapid_2_1_1 ( 107 ) 1 1 0 0 100 1.6 28.441 0.27
exit_long_quick_d_3_24 ( 50 ) 1 1 0 0 100 3.82 67.77 0.64
exit_long_quick_w_2_2 ( 46 ) 1 1 0 0 100 2.15 37.518 0.36
exit_long_quick_q_1 ( 47 ) 1 1 0 0 100 4.83 84.533 0.8
exit_profit_long_quick_max_m ( 45 103 104 ) 1 1 0 0 100 1.02 17.656 0.17
exit_profit_long_rapid_max_m ( 103 ) 1 1 0 0 100 1.4 23.374 0.23
exit_long_quick_d_1_3 ( 47 ) 1 1 0 0 100 1.25 20.698 0.21
exit_long_quick_q_3 ( 46 ) 1 1 0 0 100 2.28 38.98 0.38
exit_long_rapid_rpd_3 ( 105 ) 1 1 0 0 100 1.16 19.763 0.19
exit_long_rebuy_d_2_13 ( 61 ) 1 1 0 0 100 2.52 8.572 0.42
exit_long_normal_d_2_1 ( 3 ) 1 1 0 0 100 2.28 38.78 0.38
exit_long_pump_w_6_10 ( 26 ) 1 1 0 0 100 6.44 108.201 1.07
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 2.28 38.236 0.38
exit_profit_long_pump_max_m ( 23 ) 1 1 0 0 100 1.1 18.337 0.18
exit_profit_long_rapid_max_m ( 105 ) 1 1 0 0 100 1.13 19.46 0.19

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 34 / 1.21
Starting balance 10000 USDT
Final balance 10831.49 USDT
Absolute profit 831.49 USDT
Total profit % 8.31%
CAGR % 183.26%
Sortino -100.00
Sharpe 16.99
Calmar 504.32
Profit factor 7.75
Expectancy (Ratio) 24.46 (0.20)
Trades per day 1.21
Avg. daily profit % 0.30%
Avg. stake amount 1563.451 USDT
Total trade volume 53157.328 USDT
Best Pair CKB/USDT 1.77%
Worst Pair ATOM/USDT -1.23%
Best trade CHR/USDT 6.44%
Worst trade ATOM/USDT -8.86%
Best day 146.437 USDT
Worst day -118.676 USDT
Days win/draw/lose 17 / 10 / 1
Avg. Duration Winners 21:42:00
Avg. Duration Loser 10 days, 3:55:00
Max Consecutive Wins / Loss 31 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10021.625 USDT
Max balance 10950.165 USDT
Max % of account underwater 1.12%
Absolute Drawdown (Account) 1.12%
Absolute Drawdown 123.185 USDT
Drawdown high 950.165 USDT
Drawdown low 826.981 USDT
Drawdown Start 2023-02-28 17:10:00
Drawdown End 2023-03-01 00:00:00
Market change 12.05%

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 34 1.54 831.490 8.31 1 day, 4:14:00 33 0 1 97.1 123.185 USDT 1.12%

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 v14.1.477 v14.1.417
Average Duration 4 days, 17:13:00 4 days, 17:13:00 4 days, 17:13:00 2 days, 13:21:00
Market Change -1.76 % -1.76 % -1.76 % -1.76 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.7062 % 1.7062 % 1.7062 % 1.7469 %
Profit Sum 20.47 % 20.47 % 20.47 % 20.96 %
Profit Total 3.97 % 3.97 % 3.97 % 3.66 %
Trades 12 12 12 12
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
ETH/USDT 1 1.91 113.618 1.14 29 days, 22:00:00 1 0 0 100
FIL/USDT 3 2.10 75.489 0.75 1:31:00 3 0 0 100
VELO/USDT 4 1.26 51.771 0.52 1:14:00 4 0 0 100
NEO/USDT 1 2.93 48.541 0.49 6:05:00 1 0 0 100
EOS/USDT 1 0.63 45.691 0.46 26 days, 0:15:00 1 0 0 100
GRT/USDT 1 2.62 44.180 0.44 0:37:00 1 0 0 100
STX/USDT 1 1.04 17.220 0.17 0:06:00 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
MAP/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 12 1.71 396.510 3.97 4 days, 17:13:00 12 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 1.91 113.618 1.14 29 days, 22:00:00 1 0 0 100
EOS/USDT 1 0.63 45.691 0.46 26 days, 0:15:00 1 0 0 100
TOTAL 2 1.27 159.309 1.59 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 1.27 159.309 1.59 27 days, 23:08:00 2 0 0 100
50 2 2.03 67.889 0.68 1:56:00 2 0 0 100
107 2 1.83 61.400 0.61 0:22:00 2 0 0 100
46 1 2.93 48.541 0.49 6:05:00 1 0 0 100
13 1 1.57 25.949 0.26 0:16:00 1 0 0 100
44 1 1.07 17.852 0.18 0:55:00 1 0 0 100
61 3 1.54 15.570 0.16 1:29:00 3 0 0 100
TOTAL 12 1.71 396.510 3.97 4 days, 17:13:00 12 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_rebuy_max_m ( 61 ) 2 2 0 0 100 1.2 7.97 0.4
force_exit 2 2 0 0 100 1.27 159.309 0.42
exit_profit_long_normal_max_m ( 13 ) 1 1 0 0 100 1.57 25.949 0.26
exit_long_quick_w_2_2 ( 46 ) 1 1 0 0 100 2.93 48.541 0.49
exit_profit_long_quick_max_m ( 44 ) 1 1 0 0 100 1.07 17.852 0.18
exit_long_rapid_d_1_10 ( 107 ) 1 1 0 0 100 1.04 17.22 0.17
exit_long_quick_u_1 ( 50 ) 1 1 0 0 100 1.02 16.967 0.17
exit_long_quick_q_3 ( 50 ) 1 1 0 0 100 3.05 50.922 0.51
exit_profit_long_rapid_max_m ( 107 ) 1 1 0 0 100 2.62 44.18 0.44
exit_long_rebuy_d_2_18 ( 61 ) 1 1 0 0 100 2.24 7.6 0.37

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 12 / 0.39
Starting balance 10000 USDT
Final balance 10396.51 USDT
Absolute profit 396.51 USDT
Total profit % 3.97%
CAGR % 58.07%
Sortino -100.00
Sharpe 8.28
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 33.04 (100.00)
Trades per day 0.39
Avg. daily profit % 0.13%
Avg. stake amount 1110.454 USDT
Total trade volume 13325.453 USDT
Best Pair FIL/USDT 0.75%
Worst Pair AAVE/USDT 0.00%
Best trade FIL/USDT 3.05%
Worst trade EOS/USDT 0.63%
Best day 159.309 USDT
Worst day 0 USDT
Days win/draw/lose 10 / 20 / 0
Avg. Duration Winners 4 days, 17:13:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 12 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change -1.76%

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 12 1.71 396.510 3.97 4 days, 17:13:00 12 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 v14.1.477 v14.1.417
Average Duration 7 days, 0:54:00 7 days, 0:54:00 7 days, 7:23:00 3 days, 21:31:00
Market Change 0.9 % 0.9 % 0.9 % 0.9 %
Max Drawdown 0.3266 % 0.3266 % 6.3615 % 7.0605 %
Profit Mean 1.1072 % 1.1072 % -0.2204 % -0.4046 %
Profit Sum 11.07 % 11.07 % -3.31 % -7.28 %
Profit Total 1.64 % 1.64 % -4.24 % -4.31 %
Trades 10 10 15 18
Win Rate 80.0 % 80.0 % 60.0 % 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%
DEGO/USDT 2 1.28 43.014 0.43 3 days, 11:45:00 2 0 0 100
UOS/USDT 1 2.18 36.514 0.37 22:00:00 1 0 0 100
MLK/USDT 1 1.60 26.416 0.26 7:30:00 1 0 0 100
SNX/USDT 1 1.44 24.287 0.24 9:05:00 1 0 0 100
CKB/USDT 1 1.42 24.003 0.24 5:00:00 1 0 0 100
XRP/USDT 1 1.40 23.307 0.23 7:55:00 1 0 0 100
ETC/USDT 1 1.18 19.543 0.20 4 days, 3:20:00 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
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
MAP/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
LINK/USDT 1 -0.18 -9.268 -0.09 28 days, 15:25:00 0 0 1 0
ETH/USDT 1 -0.53 -24.036 -0.24 28 days, 11:10:00 0 0 1 0
TOTAL 10 1.11 163.779 1.64 7 days, 0:54:00 8 0 2 80.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LINK/USDT 1 -0.18 -9.268 -0.09 28 days, 15:25:00 0 0 1 0
ETH/USDT 1 -0.53 -24.036 -0.24 28 days, 11:10:00 0 0 1 0
TOTAL 2 -0.35 -33.304 -0.33 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 7 1.50 175.904 1.76 22:05:00 7 0 0 100
107 1 1.28 21.180 0.21 6 days, 19:45:00 1 0 0 100
120 2 -0.35 -33.304 -0.33 28 days, 13:18:00 0 0 2 0
TOTAL 10 1.11 163.779 1.64 7 days, 0:54:00 8 0 2 80.0

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
force_exit 2 0 0 2 0 -0.35 -33.304 -0.12
exit_long_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.6 26.416 0.27
exit_long_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.18 19.543 0.2
exit_long_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.4 23.307 0.23
exit_long_quick_w_2_12 ( 46 ) 1 1 0 0 100 2.18 36.514 0.36
exit_long_quick_w_1_4 ( 46 ) 1 1 0 0 100 1.44 24.287 0.24
exit_long_rapid_w_1_1 ( 107 ) 1 1 0 0 100 1.28 21.18 0.21
exit_profit_long_quick_max_m ( 46 ) 1 1 0 0 100 1.42 24.003 0.24
exit_long_quick_w_1_21 ( 46 ) 1 1 0 0 100 1.28 21.834 0.21

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 10 / 0.33
Starting balance 10000 USDT
Final balance 10163.779 USDT
Absolute profit 163.779 USDT
Total profit % 1.64%
CAGR % 21.85%
Sortino 14.13
Sharpe 5.99
Calmar 319.35
Profit factor 5.92
Expectancy (Ratio) 16.38 (0.98)
Trades per day 0.33
Avg. daily profit % 0.05%
Avg. stake amount 1549.534 USDT
Total trade volume 15495.336 USDT
Best Pair DEGO/USDT 0.43%
Worst Pair ETH/USDT -0.24%
Best trade UOS/USDT 2.18%
Worst trade ETH/USDT -0.53%
Best day 60.801 USDT
Worst day -33.304 USDT
Days win/draw/lose 6 / 22 / 1
Avg. Duration Winners 1 day, 15:48:00
Avg. Duration Loser 28 days, 13:18:00
Max Consecutive Wins / Loss 8 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10026.416 USDT
Max balance 10197.083 USDT
Max % of account underwater 0.33%
Absolute Drawdown (Account) 0.33%
Absolute Drawdown 33.304 USDT
Drawdown high 197.083 USDT
Drawdown low 163.779 USDT
Drawdown Start 2023-04-18 22:45:00
Drawdown End 2023-05-01 00:00:00
Market change 0.90%

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 10 1.11 163.779 1.64 7 days, 0:54:00 8 0 2 80.0 33.304 USDT 0.33%

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 v14.1.477 v14.1.417
Average Duration 3 days, 19:09:00 3 days, 19:09:00 3 days, 19:09:00 4 days, 12:54:00
Market Change -10.18 % -10.18 % -10.18 % -10.18 %
Max Drawdown 0.0 % 0.0 % 0.0 % 3.7382 %
Profit Mean 1.7545 % 1.7545 % 1.7545 % -1.0396 %
Profit Sum 12.28 % 12.28 % 12.28 % -9.36 %
Profit Total 2.01 % 2.01 % 2.01 % -1.35 %
Trades 7 7 7 9
Win Rate 100.0 % 100.0 % 100.0 % 88.89 %
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%
DAG/USDT 2 3.82 126.534 1.27 15:55:00 2 0 0 100
ETH/USDT 1 1.24 30.931 0.31 10 days, 19:30:00 1 0 0 100
VELO/USDT 1 1.49 25.151 0.25 1:28:00 1 0 0 100
MAP/USDT 1 0.86 14.278 0.14 1:10:00 1 0 0 100
NWC/USDT 1 1.03 3.418 0.03 1 day, 16:04:00 1 0 0 100
LTC/USDT 1 0.04 0.885 0.01 12 days, 16:00:00 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
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
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 7 1.75 201.197 2.01 3 days, 19:09:00 7 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 1.24 30.931 0.31 10 days, 19:30:00 1 0 0 100
LTC/USDT 1 0.04 0.885 0.01 12 days, 16:00:00 1 0 0 100
TOTAL 2 0.64 31.816 0.32 11 days, 17:45:00 2 0 0 100

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
7 61 1 4.89 80.781 0.81 23:00:00 1 0 0 100
12 1 2.74 45.753 0.46 8:50:00 1 0 0 100
120 2 0.64 31.816 0.32 11 days, 17:45:00 2 0 0 100
13 1 1.49 25.151 0.25 1:28:00 1 0 0 100
41 1 0.86 14.278 0.14 1:10:00 1 0 0 100
61 1 1.03 3.418 0.03 1 day, 16:04:00 1 0 0 100
TOTAL 7 1.75 201.197 2.01 3 days, 19:09:00 7 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
force_exit 2 2 0 0 100 0.64 31.816 0.21
exit_long_normal_3_1_1 ( 7 61 ) 1 1 0 0 100 4.89 80.781 0.82
exit_long_rebuy_3_1_1 ( 61 ) 1 1 0 0 100 1.03 3.418 0.17
exit_long_quick_d_0_18 ( 41 ) 1 1 0 0 100 0.86 14.278 0.14
exit_long_normal_w_2_21 ( 12 ) 1 1 0 0 100 2.74 45.753 0.46
exit_profit_long_normal_max_m ( 13 ) 1 1 0 0 100 1.49 25.151 0.25

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 7 / 0.23
Starting balance 10000 USDT
Final balance 10201.197 USDT
Absolute profit 201.197 USDT
Total profit % 2.01%
CAGR % 26.43%
Sortino -100.00
Sharpe 4.82
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 28.74 (100.00)
Trades per day 0.23
Avg. daily profit % 0.06%
Avg. stake amount 1283.371 USDT
Total trade volume 8983.595 USDT
Best Pair DAG/USDT 1.27%
Worst Pair AAVE/USDT 0.00%
Best trade DAG/USDT 4.89%
Worst trade LTC/USDT 0.04%
Best day 80.781 USDT
Worst day 0 USDT
Days win/draw/lose 6 / 24 / 0
Avg. Duration Winners 3 days, 19:09:00
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 -10.18%

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 7 1.75 201.197 2.01 3 days, 19:09:00 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 - 20230601-20230701

Current Previous v14.1.477 v14.1.417
Average Duration 3 days, 19:53:00 3 days, 19:53:00 3 days, 19:53:00 1 day, 9:06:00
Market Change -3.56 % -3.56 % -3.56 % -3.56 %
Max Drawdown 0.547 % 0.547 % 0.547 % 0.3163 %
Profit Mean 1.3009 % 1.3009 % 1.3009 % 1.4445 %
Profit Sum 11.71 % 11.71 % 11.71 % 13.0 %
Profit Total 2.23 % 2.23 % 2.23 % 1.61 %
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%
LTC/USDT 1 2.24 97.364 0.97 22 days, 20:15:00 1 0 0 100
NOIA/USDT 1 3.72 61.363 0.61 0:03:00 1 0 0 100
DAG/USDT 1 2.43 40.448 0.40 0:45:00 1 0 0 100
EWT/USDT 1 1.09 18.220 0.18 0:13:00 1 0 0 100
GRT/USDT 1 1.07 17.816 0.18 0:45:00 1 0 0 100
VELO/USDT 1 2.72 9.220 0.09 2:27:00 1 0 0 100
XRP/USDT 2 -0.06 5.114 0.05 4 days, 0:15:00 1 0 1 50.0
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
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
MAP/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 -1.44 -26.760 -0.27 3 days, 10:00:00 0 0 1 0
TOTAL 9 1.30 222.785 2.23 3 days, 19:53:00 7 0 2 77.8

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LTC/USDT 1 2.24 97.364 0.97 22 days, 20:15:00 1 0 0 100
UOS/USDT 1 -1.44 -26.760 -0.27 3 days, 10:00:00 0 0 1 0
XRP/USDT 1 -2.18 -29.470 -0.29 7 days, 14:10:00 0 0 1 0
TOTAL 3 -0.46 41.134 0.41 11 days, 6:48:00 1 0 2 33.3

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
120 2 0.03 67.894 0.68 15 days, 5:12:00 1 0 1 50.0
50 1 3.72 61.363 0.61 0:03:00 1 0 0 100
103 1 2.43 40.448 0.40 0:45:00 1 0 0 100
46 3 0.57 25.640 0.26 1 day, 7:02:00 2 0 1 66.7
101 1 1.09 18.220 0.18 0:13:00 1 0 0 100
61 1 2.72 9.220 0.09 2:27:00 1 0 0 100
TOTAL 9 1.30 222.785 2.23 3 days, 19:53:00 7 0 2 77.8

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
force_exit 3 1 0 2 33.3 -0.46 41.134 -0.23
exit_long_quick_o_3 ( 50 ) 1 1 0 0 100 3.72 61.363 0.62
exit_profit_long_quick_max_m ( 46 ) 1 1 0 0 100 1.07 17.816 0.18
exit_long_rapid_d_2_24 ( 103 ) 1 1 0 0 100 2.43 40.448 0.4
exit_long_quick_q_3 ( 46 ) 1 1 0 0 100 2.07 34.584 0.34
exit_long_rapid_u_1 ( 101 ) 1 1 0 0 100 1.09 18.22 0.18
exit_long_rebuy_d_2_1 ( 61 ) 1 1 0 0 100 2.72 9.22 0.45

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 9 / 0.3
Starting balance 10000 USDT
Final balance 10222.785 USDT
Absolute profit 222.785 USDT
Total profit % 2.23%
CAGR % 30.75%
Sortino 104.69
Sharpe 3.75
Calmar 259.35
Profit factor 4.96
Expectancy (Ratio) 24.75 (0.88)
Trades per day 0.3
Avg. daily profit % 0.07%
Avg. stake amount 1267.143 USDT
Total trade volume 11404.29 USDT
Best Pair NOIA/USDT 0.61%
Worst Pair UOS/USDT -0.27%
Best trade NOIA/USDT 3.72%
Worst trade XRP/USDT -2.18%
Best day 61.363 USDT
Worst day 0 USDT
Days win/draw/lose 6 / 25 / 0
Avg. Duration Winners 3 days, 8:24:00
Avg. Duration Loser 5 days, 12:05:00
Max Consecutive Wins / Loss 7 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10061.363 USDT
Max balance 10279.015 USDT
Max % of account underwater 0.55%
Absolute Drawdown (Account) 0.55%
Absolute Drawdown 56.23 USDT
Drawdown high 279.015 USDT
Drawdown low 222.785 USDT
Drawdown Start 2023-07-01 00:00:00
Drawdown End 2023-07-01 00:00:00
Market change -3.56%

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 9 1.30 222.785 2.23 3 days, 19:53:00 7 0 2 77.8 56.23 USDT 0.55%

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 v14.1.477 v14.1.417
Average Duration 7 days, 3:02:00 7 days, 3:02:00 7 days, 3:02:00 5 days, 12:29:00
Market Change 1.88 % 1.88 % 1.88 % 1.88 %
Max Drawdown 1.1555 % 1.1555 % 1.1555 % 2.3176 %
Profit Mean 0.3095 % 0.3095 % 0.3095 % 0.2956 %
Profit Sum 3.4 % 3.4 % 3.4 % 4.43 %
Profit Total 0.82 % 0.82 % 0.82 % 0.16 %
Trades 11 11 11 15
Win Rate 81.82 % 81.82 % 81.82 % 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%
FIL/USDT 3 1.43 76.886 0.77 4 days, 4:17:00 3 0 0 100
XRP/USDT 1 0.87 37.366 0.37 29 days, 14:00:00 1 0 0 100
MKR/USDT 2 0.68 22.742 0.23 0:04:00 2 0 0 100
UNI/USDT 1 1.16 19.365 0.19 6:23:00 1 0 0 100
AAVE/USDT 1 1.01 17.094 0.17 14:22:00 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
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
MAP/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
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
BTC/USDT 2 -0.67 -37.967 -0.38 9 days, 7:52:00 1 0 1 50.0
ETH/USDT 1 -3.94 -53.226 -0.53 16 days, 17:55:00 0 0 1 0
TOTAL 11 0.31 82.259 0.82 7 days, 3:02:00 9 0 2 81.8

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XRP/USDT 1 0.87 37.366 0.37 29 days, 14:00:00 1 0 0 100
ETH/USDT 1 -3.94 -53.226 -0.53 16 days, 17:55:00 0 0 1 0
BTC/USDT 1 -2.92 -64.196 -0.64 16 days, 6:00:00 0 0 1 0
TOTAL 3 -2.00 -80.056 -0.80 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 7 0.73 75.377 0.75 4 days, 13:54:00 6 0 1 85.7
26 50 1 1.10 18.306 0.18 0:07:00 1 0 0 100
50 1 0.27 4.436 0.04 0:01:00 1 0 0 100
120 2 -1.53 -15.860 -0.16 23 days, 3:58:00 1 0 1 50.0
TOTAL 11 0.31 82.259 0.82 7 days, 3:02:00 9 0 2 81.8

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_profit_long_quick_max_m ( 46 ) 3 3 0 0 100 1.01 56.808 0.51
force_exit 3 1 0 2 33.3 -2 -80.056 -1
exit_long_quick_w_2_2 ( 46 ) 1 1 0 0 100 2.89 47.655 0.48
exit_long_quick_d_0_10 ( 50 ) 1 1 0 0 100 0.27 4.436 0.04
exit_long_pump_o_1 ( 26 50 ) 1 1 0 0 100 1.1 18.306 0.18
exit_long_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.57 26.229 0.26
exit_long_quick_w_0_1 ( 46 ) 1 1 0 0 100 0.53 8.881 0.09

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 11 / 0.35
Starting balance 10000 USDT
Final balance 10082.259 USDT
Absolute profit 82.259 USDT
Total profit % 0.82%
CAGR % 10.13%
Sortino 9.24
Sharpe 1.52
Calmar 43.87
Profit factor 1.70
Expectancy (Ratio) 7.48 (0.13)
Trades per day 0.35
Avg. daily profit % 0.03%
Avg. stake amount 1655.915 USDT
Total trade volume 18215.063 USDT
Best Pair FIL/USDT 0.77%
Worst Pair ETH/USDT -0.53%
Best trade FIL/USDT 2.89%
Worst trade ETH/USDT -3.94%
Best day 47.655 USDT
Worst day -80.056 USDT
Days win/draw/lose 6 / 23 / 1
Avg. Duration Winners 5 days, 1:03:00
Avg. Duration Loser 16 days, 11:58:00
Max Consecutive Wins / Loss 8 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10044.893 USDT
Max balance 10162.316 USDT
Max % of account underwater 1.16%
Absolute Drawdown (Account) 1.16%
Absolute Drawdown 117.422 USDT
Drawdown high 162.316 USDT
Drawdown low 44.893 USDT
Drawdown Start 2023-07-20 14:10:00
Drawdown End 2023-08-01 00:00:00
Market change 1.88%

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 11 0.31 82.259 0.82 7 days, 3:02:00 9 0 2 81.8 117.422 USDT 1.16%

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 - 20230801-20230901

Current Previous v14.1.477 v14.1.417
Average Duration 14 days, 1:12:00 14 days, 1:12:00 14 days, 1:12:00 14 days, 1:10:00
Market Change -13.53 % -13.53 % -13.53 % -13.53 %
Max Drawdown 2.6336 % 2.6336 % 2.6336 % 2.542 %
Profit Mean -0.5891 % -0.5891 % -0.5891 % -0.4311 %
Profit Sum -2.95 % -2.95 % -2.95 % -2.16 %
Profit Total -1.3 % -1.3 % -1.3 % -1.11 %
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%
BCH/USDT 1 1.56 81.315 0.81 29 days, 19:30:00 1 0 0 100
TRX/USDT 1 1.32 21.853 0.22 4 days, 0:40:00 1 0 0 100
UOS/USDT 1 1.04 17.333 0.17 11:22:00 1 0 0 100
AKRO/USDT 1 1.02 16.835 0.17 5 days, 0:56:00 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
MAP/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 -7.89 -266.978 -2.67 30 days, 21:30:00 0 0 1 0
TOTAL 5 -0.59 -129.642 -1.30 14 days, 1:12:00 4 0 1 80.0

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BCH/USDT 1 1.56 81.315 0.81 29 days, 19:30:00 1 0 0 100
LINK/USDT 1 -7.89 -266.978 -2.67 30 days, 21:30:00 0 0 1 0
TOTAL 2 -3.16 -185.662 -1.86 30 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 2 1.18 39.186 0.39 2 days, 6:01:00 2 0 0 100
102 1 1.02 16.835 0.17 5 days, 0:56:00 1 0 0 100
120 2 -3.16 -185.662 -1.86 30 days, 8:30:00 1 0 1 50.0
TOTAL 5 -0.59 -129.642 -1.30 14 days, 1:12:00 4 0 1 80.0

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
force_exit 2 1 0 1 50.0 -3.16 -185.662 -1.05
exit_long_rapid_rpd_1 ( 102 ) 1 1 0 0 100 1.02 16.835 0.17
exit_profit_long_quick_max_m ( 46 ) 1 1 0 0 100 1.04 17.333 0.17
exit_long_quick_w_1_4 ( 46 ) 1 1 0 0 100 1.32 21.853 0.22

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 9870.358 USDT
Absolute profit -129.642 USDT
Total profit % -1.30%
CAGR % -14.24%
Sortino -100.00
Sharpe -0.65
Calmar -30.34
Profit factor 0.51
Expectancy (Ratio) -25.93 (-0.10)
Trades per day 0.16
Avg. daily profit % -0.04%
Avg. stake amount 1487.128 USDT
Total trade volume 7435.641 USDT
Best Pair BCH/USDT 0.81%
Worst Pair LINK/USDT -2.67%
Best trade BCH/USDT 1.56%
Worst trade LINK/USDT -7.89%
Best day 21.853 USDT
Worst day -185.662 USDT
Days win/draw/lose 3 / 22 / 1
Avg. Duration Winners 9 days, 20:07:00
Avg. Duration Loser 30 days, 21:30:00
Max Consecutive Wins / Loss 4 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 9870.358 USDT
Max balance 10137.336 USDT
Max % of account underwater 2.63%
Absolute Drawdown (Account) 2.63%
Absolute Drawdown 266.978 USDT
Drawdown high 137.336 USDT
Drawdown low -129.642 USDT
Drawdown Start 2023-09-01 00:00:00
Drawdown End 2023-09-01 00:00:00
Market change -13.53%

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 -0.59 -129.642 -1.30 14 days, 1:12:00 4 0 1 80.0 266.978 USDT 2.63%

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 v14.1.477 v14.1.417
Average Duration 7 days, 7:52:00 7 days, 7:52:00 7 days, 7:52:00 1 day, 23:32:00
Market Change 2.89 % 2.89 % 2.89 % 2.89 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.4974 % 1.4974 % 1.4974 % 1.096 %
Profit Sum 4.49 % 4.49 % 4.49 % 3.29 %
Profit Total 1.58 % 1.58 % 1.58 % 0.54 %
Trades 3 3 3 3
Win Rate 100.0 % 100.0 % 100.0 % 100.0 %
Detailed Backest Output (click to see details) Result for strategy NostalgiaForInfinityX4

BACKTESTING REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
BCH/USDT 1 2.31 122.087 1.22 21 days, 4:55:00 1 0 0 100
LINK/USDT 1 1.12 18.715 0.19 10:31:00 1 0 0 100
TRX/USDT 1 1.07 17.603 0.18 8:10:00 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
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
MAP/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
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 3 1.50 158.404 1.58 7 days, 7:52:00 3 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 2.31 122.087 1.22 21 days, 4:55:00 1 0 0 100
TOTAL 1 2.31 122.087 1.22 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 2.31 122.087 1.22 21 days, 4:55:00 1 0 0 100
46 2 1.09 36.318 0.36 9:20:00 2 0 0 100
TOTAL 3 1.50 158.404 1.58 7 days, 7:52:00 3 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
exit_long_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.07 17.603 0.18
exit_profit_long_quick_max_m ( 46 ) 1 1 0 0 100 1.12 18.715 0.19
force_exit 1 1 0 0 100 2.31 122.087 0.38

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 3 / 0.1
Starting balance 10000 USDT
Final balance 10158.404 USDT
Absolute profit 158.404 USDT
Total profit % 1.58%
CAGR % 21.07%
Sortino -100.00
Sharpe 2.06
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 52.80 (100.00)
Trades per day 0.1
Avg. daily profit % 0.05%
Avg. stake amount 1171.358 USDT
Total trade volume 3514.074 USDT
Best Pair BCH/USDT 1.22%
Worst Pair AAVE/USDT 0.00%
Best trade BCH/USDT 2.31%
Worst trade TRX/USDT 1.07%
Best day 122.087 USDT
Worst day 0 USDT
Days win/draw/lose 3 / 23 / 0
Avg. Duration Winners 7 days, 7:52:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 3 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change 2.89%

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 3 1.50 158.404 1.58 7 days, 7:52:00 3 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 v14.1.477 v14.1.417
Average Duration 7 days, 18:50:00 7 days, 18:50:00 7 days, 18:50:00 5 days, 6:48:00
Market Change 15.66 % 15.66 % 15.66 % 15.66 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.8532 % 1.8532 % 1.8532 % 1.4941 %
Profit Sum 16.68 % 16.68 % 16.68 % 16.44 %
Profit Total 3.64 % 3.64 % 3.64 % 3.51 %
Trades 9 9 9 11
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%
EWT/USDT 2 3.77 126.950 1.27 0:28:00 2 0 0 100
XRP/USDT 1 2.16 93.188 0.93 25 days, 0:15:00 1 0 0 100
XLM/USDT 1 1.80 68.264 0.68 29 days, 17:45:00 1 0 0 100
STX/USDT 1 1.89 31.296 0.31 22:00:00 1 0 0 100
SXP/USDT 1 1.11 18.933 0.19 4:00:00 1 0 0 100
WIN/USDT 1 0.77 16.628 0.17 14 days, 2:35:00 1 0 0 100
AAVE/USDT 1 0.30 4.957 0.05 0:53:00 1 0 0 100
VIDT/USDT 1 1.10 3.730 0.04 1:05:00 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
MAP/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
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 9 1.85 363.947 3.64 7 days, 18:50:00 9 0 0 100

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
XRP/USDT 1 2.16 93.188 0.93 25 days, 0:15:00 1 0 0 100
XLM/USDT 1 1.80 68.264 0.68 29 days, 17:45:00 1 0 0 100
TOTAL 2 1.98 161.452 1.61 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 1.98 161.452 1.61 27 days, 9:00:00 2 0 0 100
50 1 5.54 93.337 0.93 0:55:00 1 0 0 100
46 4 1.02 71.814 0.72 3 days, 19:22:00 4 0 0 100
11 26 50 1 2.00 33.613 0.34 0:01:00 1 0 0 100
61 1 1.10 3.730 0.04 1:05:00 1 0 0 100
TOTAL 9 1.85 363.947 3.64 7 days, 18:50:00 9 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
force_exit 2 2 0 0 100 1.98 161.452 0.66
exit_long_quick_d_0_20 ( 46 ) 1 1 0 0 100 0.3 4.957 0.05
exit_long_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.89 31.296 0.32
exit_long_quick_w_1_1 ( 46 ) 1 1 0 0 100 0.77 16.628 0.13
exit_long_normal_u_1 ( 11 26 50 ) 1 1 0 0 100 2 33.613 0.33
exit_long_quick_d_5_1 ( 50 ) 1 1 0 0 100 5.54 93.337 0.92
exit_long_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.11 18.933 0.19
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.1 3.73 0.18

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 9 / 0.29
Starting balance 10000 USDT
Final balance 10363.947 USDT
Absolute profit 363.947 USDT
Total profit % 3.64%
CAGR % 52.33%
Sortino -100.00
Sharpe 6.69
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 40.44 (100.00)
Trades per day 0.29
Avg. daily profit % 0.12%
Avg. stake amount 1223.672 USDT
Total trade volume 11013.044 USDT
Best Pair EWT/USDT 1.27%
Worst Pair ADA/USDT 0.00%
Best trade EWT/USDT 5.54%
Worst trade AAVE/USDT 0.30%
Best day 161.452 USDT
Worst day 0 USDT
Days win/draw/lose 7 / 22 / 0
Avg. Duration Winners 7 days, 18:50:00
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 15.66%

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 9 1.85 363.947 3.64 7 days, 18:50:00 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 - 20231101-20231201

Current Previous v14.1.477 v14.1.417
Average Duration 4 days, 9:54:00 4 days, 9:54:00 4 days, 18:51:00 3 days, 9:26:00
Market Change 18.36 % 18.36 % 18.36 % 18.36 %
Max Drawdown 0.5388 % 0.5388 % 1.8529 % 1.8084 %
Profit Mean 0.8792 % 0.8792 % 0.4729 % 0.5892 %
Profit Sum 10.55 % 10.55 % 6.15 % 9.43 %
Profit Total 1.48 % 1.48 % 0.14 % 0.78 %
Trades 12 12 13 16
Win Rate 91.67 % 91.67 % 84.62 % 81.25 %
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 73.704 0.74 4:25:00 2 0 0 100
NIM/USDT 1 1.79 29.646 0.30 5:00:00 1 0 0 100
STX/USDT 1 1.31 21.768 0.22 0:12:00 1 0 0 100
MLK/USDT 1 1.19 20.181 0.20 0:40:00 1 0 0 100
BTT/USDT 1 1.09 18.244 0.18 10:21:00 1 0 0 100
ARPA/USDT 1 1.03 17.097 0.17 1:21:00 1 0 0 100
VET/USDT 1 0.24 8.795 0.09 12 days, 18:15:00 1 0 0 100
UOS/USDT 1 0.34 5.762 0.06 2:05:00 1 0 0 100
NWC/USDT 1 1.38 4.637 0.05 0:03:00 1 0 0 100
BCH/USDT 1 0.10 3.433 0.03 25 days, 9:00:00 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
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
MAP/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
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
NEO/USDT 1 -2.33 -54.933 -0.55 13 days, 15:00:00 0 0 1 0
TOTAL 12 0.88 148.334 1.48 4 days, 9:54:00 11 0 1 91.7

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
VET/USDT 1 0.24 8.795 0.09 12 days, 18:15:00 1 0 0 100
BCH/USDT 1 0.10 3.433 0.03 25 days, 9:00:00 1 0 0 100
NEO/USDT 1 -2.33 -54.933 -0.55 13 days, 15:00:00 0 0 1 0
TOTAL 3 -0.67 -42.705 -0.43 17 days, 6:05:00 2 0 1 66.7

ENTER TAG STATS

TAG Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
46 6 0.90 74.248 0.74 2 days, 10:51:00 5 0 1 83.3
13 2 1.17 38.865 0.39 0:46:00 2 0 0 100
10 1 1.11 18.356 0.18 0:50:00 1 0 0 100
120 2 0.17 12.228 0.12 19 days, 1:38:00 2 0 0 100
61 1 1.38 4.637 0.05 0:03:00 1 0 0 100
TOTAL 12 0.88 148.334 1.48 4 days, 9:54:00 11 0 1 91.7

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
force_exit 3 2 0 1 66.7 -0.67 -42.705 -0.33
exit_profit_long_normal_max_m ( 13 ) 2 2 0 0 100 1.17 38.865 0.39
exit_long_quick_w_1_2 ( 46 ) 1 1 0 0 100 1.79 29.646 0.3
exit_long_normal_d_1_24 ( 10 ) 1 1 0 0 100 1.11 18.356 0.18
exit_long_quick_w_3_9 ( 46 ) 1 1 0 0 100 3.32 55.349 0.55
exit_long_quick_d_0_20 ( 46 ) 1 1 0 0 100 0.34 5.762 0.06
exit_long_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.09 18.244 0.18
exit_long_rebuy_u_1 ( 61 ) 1 1 0 0 100 1.38 4.637 0.23
exit_long_quick_2_1_1 ( 46 ) 1 1 0 0 100 1.19 20.181 0.2

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 12 / 0.4
Starting balance 10000 USDT
Final balance 10148.334 USDT
Absolute profit 148.334 USDT
Total profit % 1.48%
CAGR % 19.62%
Sortino -100.00
Sharpe 3.88
Calmar 175.31
Profit factor 3.70
Expectancy (Ratio) 12.36 (0.23)
Trades per day 0.4
Avg. daily profit % 0.05%
Avg. stake amount 1459.561 USDT
Total trade volume 17514.728 USDT
Best Pair DAG/USDT 0.74%
Worst Pair NEO/USDT -0.55%
Best trade DAG/USDT 3.32%
Worst trade NEO/USDT -2.33%
Best day 57.221 USDT
Worst day -42.705 USDT
Days win/draw/lose 7 / 16 / 1
Avg. Duration Winners 3 days, 13:48:00
Avg. Duration Loser 13 days, 15:00:00
Max Consecutive Wins / Loss 10 / 1
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10029.646 USDT
Max balance 10194.472 USDT
Max % of account underwater 0.54%
Absolute Drawdown (Account) 0.54%
Absolute Drawdown 54.933 USDT
Drawdown high 194.472 USDT
Drawdown low 139.539 USDT
Drawdown Start 2023-12-01 00:00:00
Drawdown End 2023-12-01 00:00:00
Market change 18.36%

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 12 0.88 148.334 1.48 4 days, 9:54:00 11 0 1 91.7 54.933 USDT 0.54%

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 v14.1.477 v14.1.417
Average Duration 2 days, 9:46:00 2 days, 9:46:00 2 days, 9:46:00 1 day, 14:30:00
Market Change 35.62 % 35.62 % 35.62 % 35.62 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.7158 % 1.7158 % 1.7158 % 1.7258 %
Profit Sum 46.33 % 46.33 % 46.33 % 53.5 %
Profit Total 9.0 % 9.0 % 9.0 % 10.18 %
Trades 27 27 27 31
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%
MAP/USDT 6 1.79 167.121 1.67 3:13:00 6 0 0 100
DOT/USDT 1 1.63 137.790 1.38 28 days, 5:55:00 1 0 0 100
DAG/USDT 2 2.21 76.197 0.76 1:34:00 2 0 0 100
XRP/USDT 1 0.94 68.338 0.68 30 days, 23:15:00 1 0 0 100
NIM/USDT 1 3.95 65.493 0.65 2:50:00 1 0 0 100
DEGO/USDT 1 3.68 64.404 0.64 0:33:00 1 0 0 100
TEL/USDT 2 1.83 63.196 0.63 4:50:00 2 0 0 100
CKB/USDT 1 2.15 38.671 0.39 1:37:00 1 0 0 100
ALEPH/USDT 1 2.20 37.744 0.38 12:45:00 1 0 0 100
STX/USDT 1 1.46 25.476 0.25 1:20:00 1 0 0 100
BTT/USDT 1 1.33 23.710 0.24 14:21:00 1 0 0 100
PRE/USDT 1 1.33 22.296 0.22 12:11:00 1 0 0 100
VIDT/USDT 2 0.79 22.163 0.22 10:08:00 2 0 0 100
BTC/USDT 1 1.17 20.810 0.21 5:25:00 1 0 0 100
JST/USDT 1 1.21 20.191 0.20 21:40:00 1 0 0 100
FIL/USDT 1 1.05 18.543 0.19 1:14:00 1 0 0 100
ETH/USDT 1 1.04 18.484 0.18 3:39:00 1 0 0 100
NWC/USDT 1 1.67 5.619 0.06 5:45:00 1 0 0 100
UOS/USDT 1 1.11 3.984 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
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 27 1.72 900.228 9.00 2 days, 9:46:00 27 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 1.63 137.790 1.38 28 days, 5:55:00 1 0 0 100
XRP/USDT 1 0.94 68.338 0.68 30 days, 23:15:00 1 0 0 100
TOTAL 2 1.29 206.128 2.06 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 1.29 206.128 2.06 29 days, 14:35:00 2 0 0 100
46 6 1.39 145.927 1.46 7:39:00 6 0 0 100
13 2 3.82 129.897 1.30 1:42:00 2 0 0 100
12 1 3.77 63.797 0.64 6:05:00 1 0 0 100
23 1 3.27 55.921 0.56 0:50:00 1 0 0 100
41 61 1 2.60 44.332 0.44 9:35:00 1 0 0 100
47 2 1.10 39.139 0.39 1:10:00 2 0 0 100
107 1 2.20 37.744 0.38 12:45:00 1 0 0 100
25 1 2.16 37.365 0.37 2:40:00 1 0 0 100
5 1 1.39 24.940 0.25 1:22:00 1 0 0 100
21 1 1.33 23.710 0.24 14:21:00 1 0 0 100
44 1 1.17 20.680 0.21 1:05:00 1 0 0 100
5 7 1 1.07 19.167 0.19 0:04:00 1 0 0 100
48 1 1.05 18.543 0.19 1:14:00 1 0 0 100
12 102 1 1.02 17.214 0.17 0:02:00 1 0 0 100
61 4 1.13 15.724 0.16 9:11:00 4 0 0 100
TOTAL 27 1.72 900.228 9.00 2 days, 9:46:00 27 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
force_exit 2 2 0 0 100 1.29 206.128 0.43
exit_profit_long_quick_max_m ( 47 ) 2 2 0 0 100 1.1 39.139 0.37
exit_long_rebuy_d_1_12 ( 61 ) 1 1 0 0 100 1.32 4.638 0.22
exit_long_quick_q_3 ( 46 ) 1 1 0 0 100 2.15 38.671 0.36
exit_long_rebuy_w_0_2 ( 61 ) 1 1 0 0 100 0.41 1.483 0.07
exit_long_pump_3_1_1 ( 21 ) 1 1 0 0 100 1.33 23.71 0.22
exit_long_normal_w_1_3 ( 5 ) 1 1 0 0 100 1.39 24.94 0.23
exit_long_normal_u_1 ( 5 7 ) 1 1 0 0 100 1.07 19.167 0.18
exit_profit_long_rebuy_max_m ( 61 ) 1 1 0 0 100 1.11 3.984 0.19
exit_long_quick_w_1_12 ( 46 ) 1 1 0 0 100 1.17 20.81 0.2
exit_long_quick_1_1_1 ( 46 ) 1 1 0 0 100 1.04 18.484 0.17
exit_long_quick_d_1_24 ( 48 ) 1 1 0 0 100 1.05 18.543 0.17
exit_long_normal_w_3_5 ( 13 ) 1 1 0 0 100 3.95 65.493 0.66
exit_long_quick_w_1_1 ( 46 ) 1 1 0 0 100 1.21 20.191 0.2
exit_profit_long_normal_max_m ( 13 ) 1 1 0 0 100 3.68 64.404 0.61
exit_long_quick_w_1_7 ( 46 ) 1 1 0 0 100 1.46 25.476 0.24
exit_profit_long_pump_max_m ( 25 ) 1 1 0 0 100 2.16 37.365 0.36
exit_long_rapid_3_1_1 ( 107 ) 1 1 0 0 100 2.2 37.744 0.37
exit_long_pump_d_3_1 ( 23 ) 1 1 0 0 100 3.27 55.921 0.54
exit_long_quick_q_3 ( 41 61 ) 1 1 0 0 100 2.6 44.332 0.43
exit_long_normal_2_1_1 ( 12 ) 1 1 0 0 100 3.77 63.797 0.63
exit_long_normal_o_1 ( 12 102 ) 1 1 0 0 100 1.02 17.214 0.17
exit_profit_long_quick_max_m ( 46 ) 1 1 0 0 100 1.33 22.296 0.22
exit_long_rebuy_w_1_2 ( 61 ) 1 1 0 0 100 1.67 5.619 0.28
exit_profit_long_quick_max_m ( 44 ) 1 1 0 0 100 1.17 20.68 0.2

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 27 / 0.87
Starting balance 10000 USDT
Final balance 10900.228 USDT
Absolute profit 900.228 USDT
Total profit % 9.00%
CAGR % 175.91%
Sortino -100.00
Sharpe 19.73
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 33.34 (100.00)
Trades per day 0.87
Avg. daily profit % 0.29%
Avg. stake amount 1453.265 USDT
Total trade volume 39238.155 USDT
Best Pair MAP/USDT 1.67%
Worst Pair AAVE/USDT 0.00%
Best trade NIM/USDT 3.95%
Worst trade VIDT/USDT 0.41%
Best day 206.128 USDT
Worst day 0 USDT
Days win/draw/lose 15 / 14 / 0
Avg. Duration Winners 2 days, 9:46:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 27 / 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 35.62%

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 27 1.72 900.228 9.00 2 days, 9:46:00 27 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 v14.1.477 v14.1.417
Average Duration 2 days, 17:51:00 2 days, 17:51:00 2 days, 17:51:00 2 days, 11:57:00
Market Change -8.3 % -8.3 % -8.3 % -8.3 %
Max Drawdown 2.7125 % 2.7125 % 2.7125 % 1.8646 %
Profit Mean 1.0648 % 1.0648 % 1.0648 % 1.2664 %
Profit Sum 29.81 % 29.81 % 29.81 % 35.46 %
Profit Total 4.2 % 4.2 % 4.2 % 5.87 %
Trades 28 28 28 28
Win Rate 89.29 % 89.29 % 89.29 % 89.29 %
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%
NOIA/USDT 3 2.29 119.269 1.19 2:11:00 3 0 0 100
LINK/USDT 1 1.38 91.548 0.92 28 days, 12:15:00 1 0 0 100
PRE/USDT 2 2.74 90.829 0.91 2:26:00 2 0 0 100
DEGO/USDT 4 1.26 90.109 0.90 3 days, 12:34:00 4 0 0 100
XEM/USDT 1 4.47 76.508 0.77 1:40:00 1 0 0 100
NWC/USDT 2 2.29 75.982 0.76 0:46:00 2 0 0 100
ARPA/USDT 2 1.82 60.799 0.61 2:28:00 2 0 0 100
MAP/USDT 3 1.46 48.523 0.49 12:15:00 3 0 0 100
ALEPH/USDT 1 2.67 47.001 0.47 1:00:00 1 0 0 100
STX/USDT 1 1.45 24.563 0.25 17:10:00 1 0 0 100
VELO/USDT 2 1.16 22.896 0.23 2:18:00 2 0 0 100
ETH/USDT 1 1.09 18.476 0.18 2:50:00 1 0 0 100
WIN/USDT 1 1.04 17.663 0.18 0:14:00 1 0 0 100
DIA/USDT 1 1.03 17.634 0.18 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
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
GRT/USDT 1 -1.82 -32.272 -0.32 4:00:00 0 0 1 0
DOT/USDT 1 -5.34 -103.568 -1.04 1 day, 22:00:00 0 0 1 0
XRP/USDT 1 -8.47 -246.225 -2.46 28 days, 15:25:00 0 0 1 0
TOTAL 28 1.06 419.734 4.20 2 days, 17:51:00 25 0 3 89.3

LEFT OPEN TRADES REPORT

Pair Entries Avg Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win%
LINK/USDT 1 1.38 91.548 0.92 28 days, 12:15:00 1 0 0 100
GRT/USDT 1 -1.82 -32.272 -0.32 4:00:00 0 0 1 0
DOT/USDT 1 -5.34 -103.568 -1.04 1 day, 22:00:00 0 0 1 0
XRP/USDT 1 -8.47 -246.225 -2.46 28 days, 15:25:00 0 0 1 0
TOTAL 4 -3.56 -290.516 -2.91 14 days, 19:25:00 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 2.76 94.170 0.94 0:57:00 2 0 0 100
102 2 1.14 64.729 0.65 7 days, 0:48:00 2 0 0 100
13 2 1.86 64.596 0.65 0:44:00 2 0 0 100
24 102 1 3.53 58.387 0.58 1:02:00 1 0 0 100
41 1 3.24 56.779 0.57 1:00:00 1 0 0 100
45 1 2.55 44.440 0.44 0:50:00 1 0 0 100
107 2 1.05 35.683 0.36 3:12:00 2 0 0 100
108 1 2.11 35.172 0.35 1:00:00 1 0 0 100
46 6 0.40 23.406 0.23 13:06:00 4 0 2 66.7
61 4 1.26 22.553 0.23 9:26:00 4 0 0 100
47 1 1.22 20.268 0.20 0:14:00 1 0 0 100
9 1 1.08 18.805 0.19 2:59:00 1 0 0 100
25 1 1.08 17.969 0.18 0:05:00 1 0 0 100
103 1 1.04 17.454 0.17 1:06:00 1 0 0 100
120 2 -3.54 -154.677 -1.55 28 days, 13:50:00 1 0 1 50.0
TOTAL 28 1.06 419.734 4.20 2 days, 17:51:00 25 0 3 89.3

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
force_exit 4 1 0 3 25.0 -3.56 -290.516 -2.37
exit_profit_long_rapid_max_m ( 107 ) 2 2 0 0 100 1.05 35.683 0.35
exit_profit_long_rebuy_max_m ( 61 ) 2 2 0 0 100 1.39 9.202 0.46
exit_long_pump_d_1_10 ( 25 ) 1 1 0 0 100 1.08 17.969 0.18
exit_profit_long_quick_max_m ( 47 ) 1 1 0 0 100 1.22 20.268 0.2
exit_long_normal_d_2_1 ( 13 ) 1 1 0 0 100 2.67 47.001 0.45
exit_long_quick_q_3 ( 41 ) 1 1 0 0 100 3.24 56.779 0.54
exit_profit_long_normal_max_m ( 9 ) 1 1 0 0 100 1.08 18.805 0.18
exit_long_quick_q_3 ( 45 ) 1 1 0 0 100 2.55 44.44 0.43
exit_long_rapid_2_1_1 ( 102 ) 1 1 0 0 100 1.22 47.065 0.2
exit_long_quick_q_2 ( 44 ) 1 1 0 0 100 4.47 76.508 0.75
exit_long_quick_3_1_1 ( 46 ) 1 1 0 0 100 4.45 73.375 0.74
exit_long_quick_w_1_5 ( 46 ) 1 1 0 0 100 1.09 18.476 0.18
exit_long_quick_u_1 ( 44 ) 1 1 0 0 100 1.04 17.663 0.17
exit_profit_long_quick_max_m ( 46 ) 1 1 0 0 100 1.45 24.563 0.24
exit_profit_long_pump_max_m ( 24 102 ) 1 1 0 0 100 3.53 58.387 0.59
exit_profit_long_normal_max_m ( 13 ) 1 1 0 0 100 1.04 17.595 0.17
exit_long_rebuy_w_0_3 ( 61 ) 1 1 0 0 100 0.62 2.088 0.1
exit_long_rapid_d_1_18 ( 103 ) 1 1 0 0 100 1.04 17.454 0.17
exit_long_quick_q_3 ( 46 ) 1 1 0 0 100 2.56 42.831 0.43
exit_profit_long_rapid_max_m ( 102 ) 1 1 0 0 100 1.06 17.665 0.18
exit_long_rapid_w_2_3 ( 108 ) 1 1 0 0 100 2.11 35.172 0.35
exit_long_rebuy_2_1_1 ( 61 ) 1 1 0 0 100 1.66 11.263 0.28

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 28 / 0.9
Starting balance 10000 USDT
Final balance 10419.734 USDT
Absolute profit 419.734 USDT
Total profit % 4.20%
CAGR % 62.27%
Sortino 2.91
Sharpe 4.21
Calmar 95.36
Profit factor 2.10
Expectancy (Ratio) 14.99 (0.12)
Trades per day 0.9
Avg. daily profit % 0.14%
Avg. stake amount 1474.982 USDT
Total trade volume 41299.506 USDT
Best Pair NOIA/USDT 1.19%
Worst Pair XRP/USDT -2.46%
Best trade XEM/USDT 4.47%
Worst trade XRP/USDT -8.47%
Best day 94.141 USDT
Worst day -290.516 USDT
Days win/draw/lose 16 / 15 / 1
Avg. Duration Winners 1 day, 20:15:00
Avg. Duration Loser 10 days, 5:48:00
Max Consecutive Wins / Loss 24 / 2
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 10004.091 USDT
Max balance 10710.25 USDT
Max % of account underwater 2.71%
Absolute Drawdown (Account) 2.71%
Absolute Drawdown 290.516 USDT
Drawdown high 710.25 USDT
Drawdown low 419.734 USDT
Drawdown Start 2024-01-27 20:05:00
Drawdown End 2024-02-01 00:00:00
Market change -8.30%

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 28 1.06 419.734 4.20 2 days, 17:51:00 25 0 3 89.3 290.516 USDT 2.71%

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 - 20240201-20240301

Current Previous v14.1.477 v14.1.417
Average Duration 6 days, 1:29:00 6 days, 1:29:00 6 days, 1:29:00 4 days, 22:33:00
Market Change 41.93 % 41.93 % 41.93 % 41.93 %
Max Drawdown 0.0 % 0.0 % 0.0 % 0.0 %
Profit Mean 1.4797 % 1.4797 % 1.4797 % 1.5081 %
Profit Sum 16.28 % 16.28 % 16.28 % 19.61 %
Profit Total 4.82 % 4.82 % 4.82 % 5.17 %
Trades 11 11 11 13
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 1.45 141.491 1.41 27 days, 0:00:00 1 0 0 100
ETH/USDT 1 1.46 103.905 1.04 25 days, 19:15:00 1 0 0 100
ZEC/USDT 1 2.69 45.533 0.46 17:59:00 1 0 0 100
DOT/USDT 1 2.41 39.800 0.40 19:55:00 1 0 0 100
VRA/USDT 1 2.12 36.691 0.37 0:45:00 1 0 0 100
NOIA/USDT 1 1.64 28.302 0.28 1:10:00 1 0 0 100
NWC/USDT 1 1.47 25.086 0.25 0:04:00 1 0 0 100
MAP/USDT 1 1.17 21.861 0.22 3 days, 17:00:00 1 0 0 100
VELO/USDT 1 0.58 17.662 0.18 6 days, 22:53:00 1 0 0 100
DIA/USDT 1 1.03 17.362 0.17 0:21:00 1 0 0 100
JST/USDT 1 0.26 4.277 0.04 1 day, 12:58:00 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
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 11 1.48 481.971 4.82 6 days, 1:29:00 11 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 1.45 141.491 1.41 27 days, 0:00:00 1 0 0 100
ETH/USDT 1 1.46 103.905 1.04 25 days, 19:15:00 1 0 0 100
TOTAL 2 1.46 245.397 2.45 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 1.46 245.397 2.45 26 days, 9:38:00 2 0 0 100
46 4 1.48 107.273 1.07 2 days, 12:26:00 4 0 0 100
107 1 2.12 36.691 0.37 0:45:00 1 0 0 100
21 1 1.64 28.302 0.28 1:10:00 1 0 0 100
10 48 1 1.47 25.086 0.25 0:04:00 1 0 0 100
44 1 1.17 21.861 0.22 3 days, 17:00:00 1 0 0 100
45 1 1.03 17.362 0.17 0:21:00 1 0 0 100
TOTAL 11 1.48 481.971 4.82 6 days, 1:29:00 11 0 0 100

EXIT REASON STATS

Exit Reason Exits Win Draws Loss Win% Avg Profit % Tot Profit USDT Tot Profit %
force_exit 2 2 0 0 100 1.46 245.397 0.49
exit_long_quick_w_2_1 ( 46 ) 1 1 0 0 100 2.41 39.8 0.4
exit_long_quick_w_0_2 ( 46 ) 1 1 0 0 100 0.26 4.277 0.04
exit_profit_long_quick_max_m ( 45 ) 1 1 0 0 100 1.03 17.362 0.17
exit_long_quick_q_3 ( 46 ) 1 1 0 0 100 2.69 45.533 0.45
exit_long_normal_u_1 ( 10 48 ) 1 1 0 0 100 1.47 25.086 0.25
exit_long_quick_3_1_1 ( 44 ) 1 1 0 0 100 1.17 21.861 0.19
exit_profit_long_quick_max_m ( 46 ) 1 1 0 0 100 0.58 17.662 0.1
exit_long_pump_d_1_24 ( 21 ) 1 1 0 0 100 1.64 28.302 0.27
exit_long_rapid_d_2_3 ( 107 ) 1 1 0 0 100 2.12 36.691 0.35

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 11 / 0.38
Starting balance 10000 USDT
Final balance 10481.971 USDT
Absolute profit 481.971 USDT
Total profit % 4.82%
CAGR % 80.84%
Sortino -100.00
Sharpe 8.02
Calmar -100.00
Profit factor 0.00
Expectancy (Ratio) 43.82 (100.00)
Trades per day 0.38
Avg. daily profit % 0.17%
Avg. stake amount 1442.086 USDT
Total trade volume 15862.944 USDT
Best Pair ZEC/USDT 0.46%
Worst Pair AAVE/USDT 0.00%
Best trade ZEC/USDT 2.69%
Worst trade JST/USDT 0.26%
Best day 245.397 USDT
Worst day 0 USDT
Days win/draw/lose 9 / 17 / 0
Avg. Duration Winners 6 days, 1:29:00
Avg. Duration Loser 0:00:00
Max Consecutive Wins / Loss 11 / 0
Rejected Entry signals 0
Entry/Exit Timeouts 0 / 0
Min balance 0 USDT
Max balance 0 USDT
Max % of account underwater 0.00%
Absolute Drawdown (Account) 0.00%
Absolute Drawdown 0 USDT
Drawdown high 0 USDT
Drawdown low 0 USDT
Drawdown Start 1970-01-01 00:00:00
Drawdown End 1970-01-01 00:00:00
Market change 41.93%

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 11 1.48 481.971 4.82 6 days, 1:29:00 11 0 0 100 0 USDT 0.00%

For more details, please look at the detail tables above

Please sign in to comment.