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Result for strategy SimpleFutures ============================================================== BACKTESTING REPORT ============================================================= | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | |---------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------| | BNB/USDT:USDT | 1245 | -0.30 | -367.52 | -299.384 | -29.94 | 10:23:00 | 664 374 207 53.3 | | ETH/USDT:USDT | 1315 | -0.10 | -135.28 | -313.796 | -31.38 | 10:27:00 | 696 385 234 52.9 | | BTC/USDT:USDT | 884 | -0.41 | -362.41 | -379.643 | -37.96 | 12:42:00 | 439 325 120 49.7 | | TOTAL | 3444 | -0.25 | -865.20 | -992.823 | -99.28 | 11:00:00 | 1799 1084 561 52.2 | ======================================================= LEFT OPEN TRADES REPORT ======================================================== | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | |--------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------| | TOTAL | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | ============================================================= ENTER TAG STATS ============================================================= | TAG | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | |-----------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------| | smi_long | 1704 | 0.16 | 272.61 | -170.722 | -17.07 | 10:27:00 | 920 520 264 54.0 | | smi_short | 1740 | -0.65 | -1137.81 | -822.101 | -82.21 | 11:33:00 | 879 564 297 50.5 | | TOTAL | 3444 | -0.25 | -865.20 | -992.823 | -99.28 | 11:00:00 | 1799 1084 561 52.2 | ===================================================== EXIT REASON STATS ===================================================== | Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | |---------------+---------+--------------------------+----------------+----------------+-------------------+----------------| | roi | 3033 | 1799 1084 150 59.3 | 2.59 | 7856.9 | 2574.48 | 2618.97 | | stop_loss | 411 | 0 0 411 0 | -21.22 | -8722.1 | -3567.31 | -2907.37 | ======================== WEEK BREAKDOWN ======================== | Week | Tot Profit USDT | Wins | Draws | Losses | |------------+-------------------+--------+---------+----------| | 06/01/2020 | 75.954 | 7 | 3 | 0 | | 13/01/2020 | -222.193 | 5 | 7 | 4 | | 20/01/2020 | 52.745 | 7 | 8 | 0 | | 27/01/2020 | -162.771 | 5 | 5 | 3 | | 03/02/2020 | -11.611 | 8 | 9 | 1 | | 10/02/2020 | -27.844 | 4 | 4 | 1 | | 17/02/2020 | -235.351 | 3 | 10 | 6 | | 24/02/2020 | 31.554 | 7 | 13 | 0 | | 02/03/2020 | -69.592 | 13 | 6 | 4 | | 09/03/2020 | -46.212 | 17 | 6 | 4 | | 16/03/2020 | -143.986 | 12 | 3 | 13 | | 23/03/2020 | -58.968 | 6 | 10 | 6 | | 30/03/2020 | -1.483 | 9 | 13 | 2 | | 06/04/2020 | -10.257 | 9 | 10 | 2 | | 13/04/2020 | 11.718 | 15 | 10 | 2 | | 20/04/2020 | 48.409 | 15 | 6 | 0 | | 27/04/2020 | -18.211 | 9 | 13 | 2 | | 04/05/2020 | 0.795 | 10 | 11 | 2 | | 11/05/2020 | -9.381 | 9 | 12 | 3 | | 18/05/2020 | -5.884 | 9 | 8 | 2 | | 25/05/2020 | -6.548 | 11 | 15 | 2 | | 01/06/2020 | -6.563 | 8 | 7 | 2 | | 08/06/2020 | 25.538 | 13 | 10 | 0 | | 15/06/2020 | -6.283 | 12 | 5 | 2 | | 22/06/2020 | -8.64 | 8 | 9 | 1 | | 29/06/2020 | -7.887 | 11 | 11 | 2 | | 06/07/2020 | 16.983 | 14 | 11 | 0 | | 13/07/2020 | 3.077 | 9 | 12 | 1 | | 20/07/2020 | -5.036 | 9 | 8 | 1 | | 27/07/2020 | -22.712 | 13 | 5 | 4 | | 03/08/2020 | -16.498 | 13 | 9 | 4 | | 10/08/2020 | -1.091 | 8 | 14 | 2 | | 17/08/2020 | 37.051 | 18 | 10 | 1 | | 24/08/2020 | 12.588 | 12 | 6 | 0 | | 31/08/2020 | 7.077 | 13 | 9 | 1 | | 07/09/2020 | 87.776 | 18 | 9 | 1 | | 14/09/2020 | 14.522 | 14 | 7 | 5 | | 21/09/2020 | -70.475 | 12 | 5 | 6 | | 28/09/2020 | -7.363 | 13 | 9 | 2 | | 05/10/2020 | -9.863 | 9 | 6 | 2 | | 12/10/2020 | -12.092 | 9 | 9 | 2 | | 19/10/2020 | 10.579 | 8 | 11 | 0 | | 26/10/2020 | -14.334 | 6 | 10 | 2 | | 02/11/2020 | 12.536 | 14 | 7 | 1 | | 09/11/2020 | 6.344 | 12 | 8 | 2 | | 16/11/2020 | -13.992 | 9 | 7 | 2 | | 23/11/2020 | 17.383 | 10 | 13 | 1 | | 30/11/2020 | -46.581 | 11 | 8 | 6 | | 07/12/2020 | 4.912 | 9 | 11 | 1 | | 14/12/2020 | -19.372 | 12 | 8 | 3 | | 21/12/2020 | -37.624 | 6 | 8 | 5 | | 28/12/2020 | -13.101 | 6 | 14 | 3 | | 04/01/2021 | -38.019 | 8 | 11 | 6 | | 11/01/2021 | -29.05 | 13 | 8 | 11 | | 18/01/2021 | -3.782 | 8 | 10 | 3 | | 25/01/2021 | 4.701 | 17 | 7 | 4 | | 01/02/2021 | -3.094 | 13 | 10 | 4 | | 08/02/2021 | -14.169 | 13 | 6 | 8 | | 15/02/2021 | -8.805 | 13 | 5 | 7 | | 22/02/2021 | -8.754 | 7 | 1 | 6 | | 01/03/2021 | -1.076 | 9 | 3 | 5 | | 08/03/2021 | 1.928 | 11 | 4 | 2 | | 15/03/2021 | 0.033 | 8 | 5 | 2 | | 22/03/2021 | -2.591 | 9 | 4 | 3 | | 29/03/2021 | -1.904 | 7 | 3 | 3 | | 05/04/2021 | 5.297 | 14 | 4 | 1 | | 12/04/2021 | -0.57 | 13 | 5 | 3 | | 19/04/2021 | 3.304 | 9 | 7 | 1 | | 26/04/2021 | 9.093 | 19 | 3 | 3 | | 03/05/2021 | -7.775 | 6 | 4 | 5 | | 10/05/2021 | -4.981 | 6 | 8 | 4 | | 17/05/2021 | 5.121 | 11 | 4 | 2 | | 24/05/2021 | -4.152 | 8 | 2 | 7 | | 31/05/2021 | 11.136 | 17 | 4 | 2 | | 07/06/2021 | 5.93 | 16 | 10 | 1 | | 14/06/2021 | 0.987 | 13 | 5 | 4 | | 21/06/2021 | -0.079 | 13 | 6 | 5 | | 28/06/2021 | -2.261 | 14 | 11 | 4 | | 05/07/2021 | 10.399 | 21 | 7 | 2 | | 12/07/2021 | 2.116 | 8 | 13 | 0 | | 19/07/2021 | 8.51 | 13 | 7 | 1 | | 26/07/2021 | 0.339 | 11 | 10 | 3 | | 02/08/2021 | 0.609 | 13 | 4 | 3 | | 09/08/2021 | 0.226 | 13 | 9 | 2 | | 16/08/2021 | 7.072 | 12 | 7 | 1 | | 23/08/2021 | 19.509 | 15 | 9 | 0 | | 30/08/2021 | 2.186 | 9 | 9 | 1 | | 06/09/2021 | -17.488 | 5 | 12 | 4 | | 13/09/2021 | -2.295 | 12 | 7 | 3 | | 20/09/2021 | -17.933 | 3 | 3 | 4 | | 27/09/2021 | 1.575 | 12 | 10 | 3 | | 04/10/2021 | -1.687 | 12 | 11 | 3 | | 11/10/2021 | 1.565 | 11 | 12 | 1 | | 18/10/2021 | -6.359 | 11 | 7 | 3 | | 25/10/2021 | -4.342 | 13 | 3 | 3 | | 01/11/2021 | -1.806 | 9 | 7 | 1 | | 08/11/2021 | 0.31 | 9 | 5 | 1 | | 15/11/2021 | 9.996 | 8 | 9 | 0 | | 22/11/2021 | -5.795 | 8 | 9 | 3 | | 29/11/2021 | 7.913 | 8 | 12 | 0 | | 06/12/2021 | 11.249 | 16 | 12 | 1 | | 13/12/2021 | 4.256 | 12 | 10 | 1 | | 20/12/2021 | 1.957 | 3 | 16 | 0 | | 27/12/2021 | 7.69 | 10 | 11 | 0 | | 03/01/2022 | -5.246 | 2 | 4 | 1 | | 10/01/2022 | -1.676 | 11 | 14 | 3 | | 17/01/2022 | -0.824 | 12 | 9 | 2 | | 24/01/2022 | 9.299 | 11 | 9 | 1 | | 31/01/2022 | -10.499 | 6 | 7 | 4 | | 07/02/2022 | -6.187 | 5 | 8 | 2 | | 14/02/2022 | 0.435 | 10 | 13 | 1 | | 21/02/2022 | 0.571 | 8 | 11 | 1 | | 28/02/2022 | 0.352 | 9 | 10 | 2 | | 07/03/2022 | -10.178 | 12 | 6 | 4 | | 14/03/2022 | -0.097 | 10 | 9 | 2 | | 21/03/2022 | -14.436 | 3 | 5 | 5 | | 28/03/2022 | -8.98 | 1 | 6 | 3 | | 04/04/2022 | 1.919 | 5 | 9 | 0 | | 11/04/2022 | -6.003 | 4 | 0 | 3 | | 18/04/2022 | 2.903 | 4 | 4 | 0 | | 25/04/2022 | 5.108 | 12 | 7 | 0 | | 02/05/2022 | 0.344 | 7 | 6 | 1 | | 09/05/2022 | -0.408 | 10 | 6 | 2 | | 16/05/2022 | 11.956 | 15 | 4 | 3 | | 23/05/2022 | -0.223 | 11 | 11 | 1 | | 30/05/2022 | -6.047 | 9 | 10 | 3 | | 06/06/2022 | 8.887 | 15 | 8 | 0 | | 13/06/2022 | -12.668 | 12 | 8 | 7 | | 20/06/2022 | 6.779 | 19 | 0 | 4 | | 27/06/2022 | -5.165 | 17 | 2 | 5 | | 04/07/2022 | 3.214 | 20 | 0 | 9 | | 11/07/2022 | -2.45 | 10 | 1 | 9 | | 18/07/2022 | -2.106 | 19 | 2 | 6 | | 25/07/2022 | 1.816 | 15 | 2 | 5 | | 01/08/2022 | -8.639 | 10 | 1 | 14 | | 08/08/2022 | -6.87 | 10 | 3 | 7 | | 15/08/2022 | 0.915 | 13 | 3 | 4 | | 22/08/2022 | -3.178 | 12 | 0 | 10 | | 29/08/2022 | -0.289 | 16 | 0 | 5 | | 05/09/2022 | -0.62 | 13 | 1 | 6 | | 12/09/2022 | -0.315 | 12 | 2 | 5 | | 19/09/2022 | -3.094 | 10 | 0 | 8 | | 26/09/2022 | -1.672 | 9 | 1 | 6 | | 03/10/2022 | 2.832 | 10 | 2 | 3 | | 10/10/2022 | 0.496 | 6 | 0 | 5 | | 17/10/2022 | -1.107 | 13 | 0 | 4 | | 24/10/2022 | 0.75 | 11 | 2 | 5 | | 31/10/2022 | -7.908 | 6 | 1 | 10 | | 07/11/2022 | 0.477 | 13 | 2 | 4 | | 14/11/2022 | -4.3 | 10 | 1 | 13 | | 21/11/2022 | 0.193 | 5 | 2 | 4 | | 28/11/2022 | -1.729 | 12 | 0 | 4 | | 05/12/2022 | 0.146 | 11 | 0 | 2 | | 12/12/2022 | 0.039 | 7 | 5 | 1 | | 19/12/2022 | -1.505 | 7 | 0 | 4 | | 26/12/2022 | 0.22 | 4 | 0 | 3 | | 02/01/2023 | 0.156 | 10 | 1 | 3 | | 09/01/2023 | -0.077 | 8 | 1 | 5 | | 16/01/2023 | -1.459 | 6 | 1 | 4 | | 23/01/2023 | 0.077 | 12 | 2 | 3 | | 30/01/2023 | 0.792 | 12 | 3 | 0 | | 06/02/2023 | 0.758 | 12 | 3 | 2 | | 13/02/2023 | -0.006 | 6 | 2 | 2 | | 20/02/2023 | -0.306 | 12 | 3 | 2 | | 27/02/2023 | 0.191 | 7 | 0 | 4 | | 06/03/2023 | 0.26 | 10 | 1 | 4 | | 13/03/2023 | -1.627 | 9 | 3 | 6 | | 20/03/2023 | -1.447 | 6 | 1 | 7 | | 27/03/2023 | 0.348 | 10 | 0 | 6 | | 03/04/2023 | 0.176 | 10 | 1 | 3 | | 10/04/2023 | -0.348 | 4 | 1 | 2 | | 17/04/2023 | 0.381 | 11 | 1 | 2 | | 24/04/2023 | 0.315 | 6 | 3 | 4 | | 01/05/2023 | -0.196 | 10 | 0 | 7 | | 08/05/2023 | 0.491 | 10 | 0 | 3 | | 15/05/2023 | -0.519 | 3 | 1 | 2 | =================== SUMMARY METRICS ==================== | Metric | Value | |-----------------------------+------------------------| | Backtesting from | 2020-01-01 00:00:00 | | Backtesting to | 2023-05-12 14:00:00 | | Max open trades | 3 | | | | | Total/Daily Avg Trades | 3444 / 2.81 | | Starting balance | 1000 USDT | | Final balance | 7.177 USDT | | Absolute profit | -992.823 USDT | | Total profit % | -99.28% | | CAGR % | -76.97% | | Sortino | -1.43 | | Sharpe | -2.81 | | Calmar | -1.55 | | Profit factor | 0.72 | | Expectancy | -0.36 | | Trades per day | 2.81 | | Avg. daily profit % | -0.08% | | Avg. stake amount | 38.291 USDT | | Total trade volume | 131875.532 USDT | | | | | Long / Short | 1704 / 1740 | | Total profit Long % | -17.07% | | Total profit Short % | -82.21% | | Absolute profit Long | -170.722 USDT | | Absolute profit Short | -822.101 USDT | | | | | Best Pair | ETH/USDT:USDT -135.28% | | Worst Pair | BNB/USDT:USDT -367.52% | | Best trade | BNB/USDT:USDT 21.00% | | Worst trade | BNB/USDT:USDT -23.64% | | Best day | 63.025 USDT | | Worst day | -150.317 USDT | | Days win/draw/lose | 711 / 206 / 310 | | Avg. Duration Winners | 5:59:00 | | Avg. Duration Loser | 22:34:00 | | Rejected Entry signals | 0 | | Entry/Exit Timeouts | 0 / 0 | | | | | Min balance | 6.227 USDT | | Max balance | 1075.954 USDT | | Max % of account underwater | 99.42% | | Absolute Drawdown (Account) | 99.42% | | Absolute Drawdown | 1069.727 USDT | | Drawdown high | 75.954 USDT | | Drawdown low | -993.773 USDT | | Drawdown Start | 2020-01-06 10:00:00 | | Drawdown End | 2023-03-18 12:00:00 | | Market change | 884.73% | ======================================================== Backtested 2020-01-01 00:00:00 -> 2023-05-12 14:00:00 | Max open trades : 3 =========================================================================== STRATEGY SUMMARY ========================================================================== | Strategy | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | Drawdown | |---------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------+-----------------------| | SimpleFutures | 3444 | -0.25 | -865.20 | -992.823 | -99.28 | 11:00:00 | 1799 1084 561 52.2 | 1069.727 USDT 99.42% | ======================================================================================================================================================================= For more details, please look at the detail tables above
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