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docs: update backtest-result to reproducible result
This commit is contained in:
Matthias
@@ -160,124 +160,117 @@ The most important in the backtesting is to understand the result.
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A backtesting result will look like that:
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A backtesting result will look like that:
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```
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```
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BACKTESTING REPORT
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BACKTESTING REPORT
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┏━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
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┏━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
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┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
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┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
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┡━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
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┡━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
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│ DOGE/USDT:USDT │ 406 │ 3.58 │ 1453.700 │ 72.68 │ 1 day, 19:30:00 │ 176 0 230 43.3 │
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│ LTC/USDT:USDT │ 16 │ 1.0 │ 56.176 │ 5.62 │ 16:16:00 │ 16 0 0 100 │
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│ ADA/USDT:USDT │ 480 │ 2.17 │ 1041.450 │ 52.07 │ 1 day, 13:14:00 │ 201 0 279 41.9 │
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│ ETC/USDT:USDT │ 12 │ 0.72 │ 30.936 │ 3.09 │ 9:55:00 │ 11 0 1 91.7 │
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│ SOL/USDT:USDT │ 403 │ 2.17 │ 871.360 │ 43.57 │ 1 day, 18:56:00 │ 177 0 226 43.9 │
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│ ETH/USDT:USDT │ 8 │ 0.66 │ 17.864 │ 1.79 │ 1 day, 13:55:00 │ 7 0 1 87.5 │
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│ XRP/USDT:USDT │ 465 │ 1.84 │ 857.098 │ 42.85 │ 1 day, 18:52:00 │ 190 0 275 40.9 │
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│ XLM/USDT:USDT │ 10 │ 0.31 │ 11.054 │ 1.11 │ 12:08:00 │ 9 0 1 90.0 │
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│ AVAX/USDT:USDT │ 406 │ 2.27 │ 849.555 │ 42.48 │ 1 day, 16:17:00 │ 181 0 225 44.6 │
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│ BTC/USDT:USDT │ 8 │ 0.21 │ 7.289 │ 0.73 │ 3 days, 1:24:00 │ 6 0 2 75.0 │
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│ XLM/USDT:USDT │ 508 │ 1.61 │ 817.847 │ 40.89 │ 1 day, 14:51:00 │ 206 0 302 40.6 │
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│ XRP/USDT:USDT │ 9 │ -0.14 │ -7.261 │ -0.73 │ 21:18:00 │ 8 0 1 88.9 │
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│ ETC/USDT:USDT │ 490 │ 1.51 │ 737.908 │ 36.9 │ 1 day, 13:18:00 │ 201 0 289 41.0 │
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│ DOT/USDT:USDT │ 6 │ -0.4 │ -9.187 │ -0.92 │ 5:35:00 │ 4 0 2 66.7 │
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│ ETH/USDT:USDT │ 468 │ 1.58 │ 734.632 │ 36.73 │ 1 day, 19:18:00 │ 202 0 266 43.2 │
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│ ADA/USDT:USDT │ 8 │ -1.76 │ -52.098 │ -5.21 │ 11:38:00 │ 6 0 2 75.0 │
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│ DOT/USDT:USDT │ 415 │ 1.61 │ 665.423 │ 33.27 │ 1 day, 16:29:00 │ 182 0 233 43.9 │
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│ TOTAL │ 77 │ 0.22 │ 54.774 │ 5.48 │ 22:12:00 │ 67 0 10 87.0 │
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│ FIL/USDT:USDT │ 375 │ 1.63 │ 597.045 │ 29.85 │ 1 day, 17:06:00 │ 152 0 223 40.5 │
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└───────────────┴────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘
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│ BCH/USDT:USDT │ 494 │ 1.05 │ 517.877 │ 25.89 │ 1 day, 17:26:00 │ 190 0 304 38.5 │
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LEFT OPEN TRADES REPORT
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│ BTC/USDT:USDT │ 247 │ 1.78 │ 418.177 │ 20.91 │ 2 days, 6:16:00 │ 120 0 127 48.6 │
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┏━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
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│ UNI/USDT:USDT │ 417 │ 0.99 │ 405.739 │ 20.29 │ 1 day, 16:22:00 │ 170 0 247 40.8 │
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┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
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│ CRV/USDT:USDT │ 444 │ 0.91 │ 402.472 │ 20.12 │ 1 day, 11:32:00 │ 155 0 289 34.9 │
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┡━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
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│ AAVE/USDT:USDT │ 408 │ 0.99 │ 384.711 │ 19.24 │ 1 day, 16:20:00 │ 173 0 235 42.4 │
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│ BTC/USDT:USDT │ 1 │ -4.14 │ -9.930 │ -0.99 │ 17 days, 8:00:00 │ 0 0 1 0 │
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│ NEAR/USDT:USDT │ 400 │ 0.74 │ 291.283 │ 14.56 │ 1 day, 16:15:00 │ 177 0 223 44.2 │
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│ ETC/USDT:USDT │ 1 │ -4.24 │ -15.365 │ -1.54 │ 10:40:00 │ 0 0 1 0 │
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│ ATOM/USDT:USDT │ 476 │ 0.57 │ 271.570 │ 13.58 │ 1 day, 14:54:00 │ 211 0 265 44.3 │
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│ DOT/USDT:USDT │ 1 │ -5.29 │ -19.125 │ -1.91 │ 11:30:00 │ 0 0 1 0 │
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│ LINK/USDT:USDT │ 489 │ 0.5 │ 246.783 │ 12.34 │ 1 day, 15:39:00 │ 218 0 271 44.6 │
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│ TOTAL │ 3 │ -4.56 │ -44.420 │ -4.44 │ 6 days, 2:03:00 │ 0 0 3 0 │
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│ LTC/USDT:USDT │ 490 │ 0.42 │ 204.725 │ 10.24 │ 1 day, 15:15:00 │ 191 0 299 39.0 │
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└───────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘
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│ ALGO/USDT:USDT │ 492 │ 0.24 │ 116.689 │ 5.83 │ 1 day, 11:29:00 │ 184 0 308 37.4 │
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ENTER TAG STATS
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│ TOTAL │ 8773 │ 1.37 │ 11886.045 │ 594.3 │ 1 day, 16:16:00 │ 3657 0 5116 41.7 │
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┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
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└────────────────┴────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘
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┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
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LEFT OPEN TRADES REPORT
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┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
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┏━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
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│ OTHER │ 77 │ 0.22 │ 54.774 │ 5.48 │ 22:12:00 │ 67 0 10 87.0 │
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┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
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│ TOTAL │ 77 │ 0.22 │ 54.774 │ 5.48 │ 22:12:00 │ 67 0 10 87.0 │
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┡━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
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└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
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│ CRV/USDT:USDT │ 1 │ -2.02 │ -2.017 │ -0.1 │ 1 day, 0:00:00 │ 0 0 1 0 │
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EXIT REASON STATS
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│ ETH/USDT:USDT │ 1 │ -2.09 │ -2.023 │ -0.1 │ 12:00:00 │ 0 0 1 0 │
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┏━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
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│ BCH/USDT:USDT │ 1 │ -2.74 │ -2.736 │ -0.14 │ 16:00:00 │ 0 0 1 0 │
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┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
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│ TOTAL │ 3 │ -2.28 │ -6.776 │ -0.34 │ 17:20:00 │ 0 0 3 0 │
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┡━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
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└───────────────┴────────┴──────────────┴─────────────────┴──────────────┴────────────────┴────────────────────────┘
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│ roi │ 67 │ 1.05 │ 242.179 │ 24.22 │ 15:49:00 │ 67 0 0 100 │
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ENTER TAG STATS
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│ exit_signal │ 4 │ -2.23 │ -31.217 │ -3.12 │ 1 day, 8:38:00 │ 0 0 4 0 │
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┏━━━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
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│ force_exit │ 3 │ -4.56 │ -44.420 │ -4.44 │ 6 days, 2:03:00 │ 0 0 3 0 │
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┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
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│ stop_loss │ 3 │ -10.14 │ -111.768 │ -11.18 │ 1 day, 3:05:00 │ 0 0 3 0 │
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┡━━━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
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│ TOTAL │ 77 │ 0.22 │ 54.774 │ 5.48 │ 22:12:00 │ 67 0 10 87.0 │
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│ enter_long │ 4608 │ 1.79 │ 8174.064 │ 408.7 │ 1 day, 22:03:00 │ 1909 0 2699 41.4 │
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└─────────────┴───────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘
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│ enter_short │ 4165 │ 0.91 │ 3711.981 │ 185.6 │ 1 day, 9:52:00 │ 1748 0 2417 42.0 │
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MIXED TAG STATS
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│ TOTAL │ 8773 │ 1.37 │ 11886.045 │ 594.3 │ 1 day, 16:16:00 │ 3657 0 5116 41.7 │
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┏━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
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└─────────────┴─────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘
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┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
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EXIT REASON STATS
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┡━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
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┏━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
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│ │ roi │ 67 │ 1.05 │ 242.179 │ 24.22 │ 15:49:00 │ 67 0 0 100 │
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┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
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│ │ exit_signal │ 4 │ -2.23 │ -31.217 │ -3.12 │ 1 day, 8:38:00 │ 0 0 4 0 │
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┡━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
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│ │ force_exit │ 3 │ -4.56 │ -44.420 │ -4.44 │ 6 days, 2:03:00 │ 0 0 3 0 │
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│ exit_signal │ 8229 │ 0.99 │ 8003.737 │ 400.19 │ 1 day, 15:48:00 │ 3354 0 4875 40.8 │
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│ │ stop_loss │ 3 │ -10.14 │ -111.768 │ -11.18 │ 1 day, 3:05:00 │ 0 0 3 0 │
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│ roi │ 303 │ 23.77 │ 7097.760 │ 354.89 │ 2 days, 16:48:00 │ 303 0 0 100 │
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│ TOTAL │ │ 77 │ 0.22 │ 54.774 │ 5.48 │ 22:12:00 │ 67 0 10 87.0 │
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│ force_exit │ 3 │ -2.28 │ -6.776 │ -0.34 │ 17:20:00 │ 0 0 3 0 │
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└───────────┴─────────────┴────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘
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│ stop_loss │ 238 │ -13.74 │ -3208.676 │ -160.43 │ 1 day, 1:14:00 │ 0 0 238 0 │
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SUMMARY METRICS
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│ TOTAL │ 8773 │ 1.37 │ 11886.045 │ 594.3 │ 1 day, 16:16:00 │ 3657 0 5116 41.7 │
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└─────────────┴───────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘
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MIXED TAG STATS
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|
||||||
┏━━━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
|
||||||
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
|
||||||
┡━━━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
|
||||||
│ enter_long │ exit_signal │ 4570 │ 2.01 │ 9083.885 │ 454.19 │ 1 day, 22:07:00 │ 1909 0 2661 41.8 │
|
|
||||||
│ enter_short │ roi │ 303 │ 23.77 │ 7097.760 │ 354.89 │ 2 days, 16:48:00 │ 303 0 0 100 │
|
|
||||||
│ enter_long │ force_exit │ 3 │ -2.28 │ -6.776 │ -0.34 │ 17:20:00 │ 0 0 3 0 │
|
|
||||||
│ enter_long │ stop_loss │ 35 │ -26.37 │ -903.045 │ -45.15 │ 1 day, 15:53:00 │ 0 0 35 0 │
|
|
||||||
│ enter_short │ exit_signal │ 3659 │ -0.3 │ -1080.148 │ -54.01 │ 1 day, 7:56:00 │ 1445 0 2214 39.5 │
|
|
||||||
│ enter_short │ stop_loss │ 203 │ -11.56 │ -2305.631 │ -115.28 │ 22:42:00 │ 0 0 203 0 │
|
|
||||||
│ TOTAL │ │ 8773 │ 1.37 │ 11886.045 │ 594.3 │ 1 day, 16:16:00 │ 3657 0 5116 41.7 │
|
|
||||||
└─────────────┴─────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘
|
|
||||||
SUMMARY METRICS
|
|
||||||
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
|
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||||
┃ Metric ┃ Value ┃
|
┃ Metric ┃ Value ┃
|
||||||
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩
|
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||||
│ Backtesting from │ 2020-01-01 00:00:00 │
|
│ Backtesting from │ 2025-07-01 00:00:00 │
|
||||||
│ Backtesting to │ 2025-07-31 16:00:00 │
|
│ Backtesting to │ 2025-08-01 00:00:00 │
|
||||||
│ Trading Mode │ Isolated Futures │
|
│ Trading Mode │ Isolated Futures │
|
||||||
│ Max open trades │ 20 │
|
│ Max open trades │ 3 │
|
||||||
│ │ │
|
│ │ │
|
||||||
│ Total/Daily Avg Trades │ 8773 / 4.3 │
|
│ Total/Daily Avg Trades │ 77 / 2.48 │
|
||||||
│ Starting balance │ 2000 USDT │
|
│ Starting balance │ 1000 USDT │
|
||||||
│ Final balance │ 13886.045 USDT │
|
│ Final balance │ 1054.774 USDT │
|
||||||
│ Absolute profit │ 11886.045 USDT │
|
│ Absolute profit │ 54.774 USDT │
|
||||||
│ Total profit % │ 594.30% │
|
│ Total profit % │ 5.48% │
|
||||||
│ CAGR % │ 41.49% │
|
│ CAGR % │ 87.36% │
|
||||||
│ Sortino │ 28.95 │
|
│ Sortino │ 2.48 │
|
||||||
│ Sharpe │ 7.21 │
|
│ Sharpe │ 3.75 │
|
||||||
│ Calmar │ 92.50 │
|
│ Calmar │ 40.99 │
|
||||||
│ SQN │ 8.21 │
|
│ SQN │ 0.69 │
|
||||||
│ Profit factor │ 1.68 │
|
│ Profit factor │ 1.29 │
|
||||||
│ Expectancy (Ratio) │ 1.35 (0.40) │
|
│ Expectancy (Ratio) │ 0.71 (0.04) │
|
||||||
│ Avg. daily profit │ 5.832 USDT │
|
│ Avg. daily profit │ 1.767 USDT │
|
||||||
│ Avg. stake amount │ 98.376 USDT │
|
│ Avg. stake amount │ 345.016 USDT │
|
||||||
│ Total trade volume │ 2090483.493 USDT │
|
│ Total trade volume │ 53316.954 USDT │
|
||||||
│ │ │
|
│ │ │
|
||||||
│ Long / Short trades │ 4608 / 4165 │
|
│ Long / Short trades │ 67 / 10 │
|
||||||
│ Long / Short profit % │ 408.70% / 185.60% │
|
│ Long / Short profit % │ 8.94% / -3.47% │
|
||||||
│ Long / Short profit USDT │ 8174.064 / 3711.981 │
|
│ Long / Short profit USDT │ 89.425 / -34.651 │
|
||||||
│ │ │
|
│ │ │
|
||||||
│ Best Pair │ DOGE/USDT:USDT 72.68% │
|
│ Best Pair │ LTC/USDT:USDT 5.62% │
|
||||||
│ Worst Pair │ ALGO/USDT:USDT 5.83% │
|
│ Worst Pair │ ADA/USDT:USDT -5.21% │
|
||||||
│ Best trade │ DOGE/USDT:USDT 724.62% │
|
│ Best trade │ ETC/USDT:USDT 2.00% │
|
||||||
│ Worst trade │ UNI/USDT:USDT -34.76% │
|
│ Worst trade │ ADA/USDT:USDT -10.17% │
|
||||||
│ Best day │ 782.575 USDT │
|
│ Best day │ 26.91 USDT │
|
||||||
│ Worst day │ -285.862 USDT │
|
│ Worst day │ -47.741 USDT │
|
||||||
│ Days win/draw/lose │ 767 / 270 / 1000 │
|
│ Days win/draw/lose │ 20 / 6 / 5 │
|
||||||
│ Min/Max/Avg. Duration Winners │ 0d 00:00 / 23d 16:00 / 2d 14:13 │
|
│ Min/Max/Avg. Duration Winners │ 0d 00:35 / 5d 18:15 / 0d 15:49 │
|
||||||
│ Min/Max/Avg. Duration Losers │ 0d 00:00 / 12d 16:00 / 1d 00:35 │
|
│ Min/Max/Avg. Duration Losers │ 0d 10:40 / 17d 08:00 / 2d 17:00 │
|
||||||
│ Max Consecutive Wins / Loss │ 27 / 37 │
|
│ Max Consecutive Wins / Loss │ 36 / 3 │
|
||||||
│ Rejected Entry signals │ 0 │
|
│ Rejected Entry signals │ 258 │
|
||||||
│ Entry/Exit Timeouts │ 0 / 0 │
|
│ Entry/Exit Timeouts │ 0 / 0 │
|
||||||
│ │ │
|
│ │ │
|
||||||
│ Min balance │ 1993.526 USDT │
|
│ Min balance │ 1003.168 USDT │
|
||||||
│ Max balance │ 13941.454 USDT │
|
│ Max balance │ 1149.421 USDT │
|
||||||
│ Max % of account underwater │ 10.17% │
|
│ Max % of account underwater │ 8.23% │
|
||||||
│ Absolute drawdown │ 516.716 USDT (6.02%) │
|
│ Absolute drawdown │ 94.647 USDT (8.23%) │
|
||||||
│ Drawdown duration │ 40 days 20:00:00 │
|
│ Drawdown duration │ 9 days 08:50:00 │
|
||||||
│ Profit at drawdown start │ 6579.085 USDT │
|
│ Profit at drawdown start │ 149.421 USDT │
|
||||||
│ Profit at drawdown end │ 6062.369 USDT │
|
│ Profit at drawdown end │ 54.774 USDT │
|
||||||
│ Drawdown start │ 2022-08-09 08:00:00 │
|
│ Drawdown start │ 2025-07-22 15:10:00 │
|
||||||
│ Drawdown end │ 2022-09-19 04:00:00 │
|
│ Drawdown end │ 2025-08-01 00:00:00 │
|
||||||
│ Market change │ 1011.30% │
|
│ Market change │ 30.51% │
|
||||||
└───────────────────────────────┴─────────────────────────────────┘
|
└───────────────────────────────┴─────────────────────────────────┘
|
||||||
|
|
||||||
|
Backtested 2025-07-01 00:00:00 -> 2025-08-01 00:00:00 | Max open trades : 3
|
||||||
|
STRATEGY SUMMARY
|
||||||
|
┏━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━┓
|
||||||
|
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃
|
||||||
|
┡━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━┩
|
||||||
|
│ SampleStrategy │ 77 │ 0.22 │ 54.774 │ 5.48 │ 22:12:00 │ 67 0 10 87.0 │ 94.647 USDT 8.23% │
|
||||||
|
└────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴────────────────────┘
|
||||||
```
|
```
|
||||||
|
|
||||||
### Backtesting report table
|
### Backtesting report table
|
||||||
@@ -288,16 +281,15 @@ The last line will give you the overall performance of your strategy,
|
|||||||
here:
|
here:
|
||||||
|
|
||||||
```
|
```
|
||||||
│ TOTAL │ 8773 │ 1.37 │ 11886.045 │ 594.3 │ 1 day, 16:16:00 │ 3657 0 5116 41.7 │
|
│ TOTAL │ 77 │ 0.22 │ 54.774 │ 5.48 │ 22:12:00 │ 67 0 10 87.0 │
|
||||||
```
|
```
|
||||||
|
|
||||||
The bot has made `8773` trades for an average duration of `1 day, 16:16:00`, with a performance of `594.3%` (profit), that means it has
|
The bot has made `77` trades for an average duration of `22:12:00`, with a performance of `5.48%` (profit), that means it has earned a total of `54.774 USDT` starting with a capital of 1000 USDT.
|
||||||
earned a total of `11886.045 USDT` starting with a capital of 2000 USDT.
|
|
||||||
|
|
||||||
The column `Avg Profit %` shows the average profit for all trades made.
|
The column `Avg Profit %` shows the average profit for all trades made.
|
||||||
The column `Tot Profit %` shows instead the total profit % in relation to the starting balance.
|
The column `Tot Profit %` shows instead the total profit % in relation to the starting balance.
|
||||||
|
|
||||||
In the above results, we have a starting balance of 2000 USDT and an absolute profit of 11886.045 USDT - so the `Tot Profit %` will be `(11886.045 / 2000) * 100 ~= 594.3%`.
|
In the above results, we have a starting balance of 1000 USDT and an absolute profit of 54.774 USDT - so the `Tot Profit %` will be `(54.774 / 1000) * 100 ~= 5.48%`.
|
||||||
|
|
||||||
Your strategy performance is influenced by your entry strategy, your exit strategy, and also by the `minimal_roi` and `stop_loss` you have set.
|
Your strategy performance is influenced by your entry strategy, your exit strategy, and also by the `minimal_roi` and `stop_loss` you have set.
|
||||||
|
|
||||||
@@ -340,54 +332,50 @@ It contains key metrics about the performance of your strategy on backtesting da
|
|||||||
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
|
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||||
┃ Metric ┃ Value ┃
|
┃ Metric ┃ Value ┃
|
||||||
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩
|
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||||
│ Backtesting from │ 2020-01-01 00:00:00 │
|
│ Backtesting from │ 2025-07-01 00:00:00 │
|
||||||
│ Backtesting to │ 2025-07-31 16:00:00 │
|
│ Backtesting to │ 2025-08-01 00:00:00 │
|
||||||
│ Trading Mode │ Isolated Futures │
|
│ Trading Mode │ Isolated Futures │
|
||||||
│ Max open trades │ 20 │
|
│ Max open trades │ 3 │
|
||||||
│ │ │
|
│ │ │
|
||||||
│ Total/Daily Avg Trades │ 8773 / 4.3 │
|
│ Total/Daily Avg Trades │ 72 / 2.32 │
|
||||||
│ Starting balance │ 2000 USDT │
|
│ Starting balance │ 1000 USDT │
|
||||||
│ Final balance │ 13886.045 USDT │
|
│ Final balance │ 1106.734 USDT │
|
||||||
│ Absolute profit │ 11886.045 USDT │
|
│ Absolute profit │ 106.734 USDT │
|
||||||
│ Total profit % │ 594.30% │
|
│ Total profit % │ 10.67% │
|
||||||
│ CAGR % │ 41.49% │
|
│ CAGR % │ 230.04% │
|
||||||
│ Sortino │ 28.95 │
|
│ Sortino │ 4.99 │
|
||||||
│ Sharpe │ 7.21 │
|
│ Sharpe │ 8.00 │
|
||||||
│ Calmar │ 92.50 │
|
│ Calmar │ 77.76 │
|
||||||
│ SQN │ 8.21 │
|
│ SQN │ 1.52 │
|
||||||
│ Profit factor │ 1.68 │
|
│ Profit factor │ 1.79 │
|
||||||
│ Expectancy (Ratio) │ 1.35 (0.40) │
|
│ Expectancy (Ratio) │ 1.48 (0.07) │
|
||||||
│ Avg. daily profit │ 5.832 USDT │
|
│ Avg. daily profit │ 3.443 USDT │
|
||||||
│ Avg. stake amount │ 98.376 USDT │
|
│ Avg. stake amount │ 363.133 USDT │
|
||||||
│ Total trade volume │ 2090483.493 USDT │
|
│ Total trade volume │ 52466.174 USDT │
|
||||||
│ │ │
|
│ │ │
|
||||||
│ Long / Short trades │ 4608 / 4165 │
|
│ Best Pair │ LTC/USDT:USDT 4.48% │
|
||||||
│ Long / Short profit % │ 408.70% / 185.60% │
|
│ Worst Pair │ ADA/USDT:USDT -1.78% │
|
||||||
│ Long / Short profit USDT │ 8174.064 / 3711.981 │
|
│ Best trade │ ETC/USDT:USDT 2.00% │
|
||||||
│ │ │
|
│ Worst trade │ ADA/USDT:USDT -10.17% │
|
||||||
│ Best Pair │ DOGE/USDT:USDT 72.68% │
|
│ Best day │ 23.535 USDT │
|
||||||
│ Worst Pair │ ALGO/USDT:USDT 5.83% │
|
│ Worst day │ -49.813 USDT │
|
||||||
│ Best trade │ DOGE/USDT:USDT 724.62% │
|
│ Days win/draw/lose │ 21 / 6 / 4 │
|
||||||
│ Worst trade │ UNI/USDT:USDT -34.76% │
|
│ Min/Max/Avg. Duration Winners │ 0d 00:35 / 5d 18:15 / 0d 15:30 │
|
||||||
│ Best day │ 782.575 USDT │
|
│ Min/Max/Avg. Duration Losers │ 0d 12:00 / 17d 08:00 / 3d 23:28 │
|
||||||
│ Worst day │ -285.862 USDT │
|
│ Max Consecutive Wins / Loss │ 58 / 4 │
|
||||||
│ Days win/draw/lose │ 767 / 270 / 1000 │
|
│ Rejected Entry signals │ 254 │
|
||||||
│ Min/Max/Avg. Duration Winners │ 0d 00:00 / 23d 16:00 / 2d 14:13 │
|
|
||||||
│ Min/Max/Avg. Duration Losers │ 0d 00:00 / 12d 16:00 / 1d 00:35 │
|
|
||||||
│ Max Consecutive Wins / Loss │ 27 / 37 │
|
|
||||||
│ Rejected Entry signals │ 0 │
|
|
||||||
│ Entry/Exit Timeouts │ 0 / 0 │
|
│ Entry/Exit Timeouts │ 0 / 0 │
|
||||||
│ │ │
|
│ │ │
|
||||||
│ Min balance │ 1993.526 USDT │
|
│ Min balance │ 1003.168 USDT │
|
||||||
│ Max balance │ 13941.454 USDT │
|
│ Max balance │ 1209 USDT │
|
||||||
│ Max % of account underwater │ 10.17% │
|
│ Max % of account underwater │ 8.46% │
|
||||||
│ Absolute drawdown │ 516.716 USDT (6.02%) │
|
│ Absolute drawdown │ 102.266 USDT (8.46%) │
|
||||||
│ Drawdown duration │ 40 days 20:00:00 │
|
│ Drawdown duration │ 9 days 08:50:00 │
|
||||||
│ Profit at drawdown start │ 6579.085 USDT │
|
│ Profit at drawdown start │ 209 USDT │
|
||||||
│ Profit at drawdown end │ 6062.369 USDT │
|
│ Profit at drawdown end │ 106.734 USDT │
|
||||||
│ Drawdown start │ 2022-08-09 08:00:00 │
|
│ Drawdown start │ 2025-07-22 15:10:00 │
|
||||||
│ Drawdown end │ 2022-09-19 04:00:00 │
|
│ Drawdown end │ 2025-08-01 00:00:00 │
|
||||||
│ Market change │ 1011.30% │
|
│ Market change │ 30.51% │
|
||||||
└───────────────────────────────┴─────────────────────────────────┘
|
└───────────────────────────────┴─────────────────────────────────┘
|
||||||
```
|
```
|
||||||
|
|
||||||
|
|||||||
Reference in New Issue
Block a user