From 34c68fb9aaf138059a533f36e00e44592c4a4d5e Mon Sep 17 00:00:00 2001 From: jilv220 Date: Mon, 22 Nov 2021 12:58:08 -0500 Subject: [PATCH] add backtest for v105 --- backtest_result_v105/20210501-0531.txt | 280 ++++++++++++++++ backtest_result_v105/20210507-0922.txt | 421 +++++++++++++++++++++++++ backtest_result_v105/20210601-0630.txt | 229 ++++++++++++++ backtest_result_v105/20210701-0731.txt | 241 ++++++++++++++ backtest_result_v105/20210801-0831.txt | 228 +++++++++++++ backtest_result_v105/20210901-0930.txt | 249 +++++++++++++++ backtest_result_v105/20211001-1031.txt | 222 +++++++++++++ 7 files changed, 1870 insertions(+) create mode 100644 backtest_result_v105/20210501-0531.txt create mode 100644 backtest_result_v105/20210507-0922.txt create mode 100644 backtest_result_v105/20210601-0630.txt create mode 100644 backtest_result_v105/20210701-0731.txt create mode 100644 backtest_result_v105/20210801-0831.txt create mode 100644 backtest_result_v105/20210901-0930.txt create mode 100644 backtest_result_v105/20211001-1031.txt diff --git a/backtest_result_v105/20210501-0531.txt b/backtest_result_v105/20210501-0531.txt new file mode 100644 index 0000000..706c71b --- /dev/null +++ b/backtest_result_v105/20210501-0531.txt @@ -0,0 +1,280 @@ +Result for strategy BB_RPB_TSL +=========================================================== BACKTESTING REPORT =========================================================== +| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | +|-------------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------| +| ACE/USDT | 55 | 3.34 | 183.88 | 441.751 | 36.81 | 1:35:00 | 51 0 4 92.7 | +| BUY/USDT | 62 | 2.69 | 166.72 | 400.522 | 33.38 | 1:08:00 | 60 0 2 96.8 | +| TRIAS/USDT | 51 | 2.99 | 152.33 | 360.911 | 30.08 | 1:23:00 | 49 0 2 96.1 | +| HORD/USDT | 46 | 3.08 | 141.87 | 340.834 | 28.40 | 1:24:00 | 43 0 3 93.5 | +| PYR/USDT | 7 | 12.49 | 87.46 | 210.122 | 17.51 | 0:46:00 | 7 0 0 100 | +| TEL/USDT | 25 | 2.26 | 56.41 | 135.522 | 11.29 | 1:24:00 | 23 0 2 92.0 | +| BEPRO/USDT | 16 | 3.35 | 53.64 | 124.207 | 10.35 | 1:53:00 | 15 0 1 93.8 | +| LOCG/USDT | 31 | 1.64 | 50.80 | 122.043 | 10.17 | 2:46:00 | 27 0 4 87.1 | +| VRA/USDT | 15 | 3.13 | 47.00 | 110.875 | 9.24 | 1:23:00 | 15 0 0 100 | +| MATIC/USDT | 15 | 2.90 | 43.54 | 103.095 | 8.59 | 0:38:00 | 15 0 0 100 | +| PDEX/USDT | 15 | 2.74 | 41.08 | 98.696 | 8.22 | 0:36:00 | 15 0 0 100 | +| ETC/USDT | 13 | 3.11 | 40.37 | 96.992 | 8.08 | 0:50:00 | 13 0 0 100 | +| XCAD/USDT | 10 | 3.29 | 32.90 | 79.035 | 6.59 | 0:31:00 | 10 0 0 100 | +| CAKE/USDT | 14 | 2.32 | 32.54 | 78.174 | 6.51 | 3:03:00 | 14 0 0 100 | +| FEAR/USDT | 5 | 6.31 | 31.53 | 75.736 | 6.31 | 2:04:00 | 5 0 0 100 | +| ICP/USDT | 14 | 2.18 | 30.55 | 73.383 | 6.12 | 1:13:00 | 14 0 0 100 | +| FTM/USDT | 13 | 2.32 | 30.17 | 72.288 | 6.02 | 1:58:00 | 13 0 0 100 | +| ARX/USDT | 35 | 0.81 | 28.26 | 67.886 | 5.66 | 1:43:00 | 28 0 7 80.0 | +| ONE/USDT | 10 | 2.72 | 27.20 | 65.341 | 5.45 | 2:01:00 | 10 0 0 100 | +| CGG/USDT | 7 | 3.75 | 26.27 | 62.383 | 5.20 | 1:28:00 | 7 0 0 100 | +| MASK/USDT | 7 | 3.47 | 24.32 | 58.425 | 4.87 | 0:55:00 | 6 0 1 85.7 | +| COTI/USDT | 15 | 1.10 | 16.48 | 39.582 | 3.30 | 3:00:00 | 13 0 2 86.7 | +| THETA/USDT | 8 | 2.05 | 16.37 | 37.972 | 3.16 | 1:39:00 | 7 0 1 87.5 | +| MTV/USDT | 12 | 1.31 | 15.76 | 37.867 | 3.16 | 2:19:00 | 11 0 1 91.7 | +| BOSON/USDT | 12 | 1.27 | 15.23 | 36.582 | 3.05 | 2:06:00 | 10 0 2 83.3 | +| PHA/USDT | 7 | 2.16 | 15.15 | 36.404 | 3.03 | 1:54:00 | 7 0 0 100 | +| XDB/USDT | 13 | 1.09 | 14.16 | 35.530 | 2.96 | 2:29:00 | 12 0 1 92.3 | +| CKB/USDT | 7 | 2.04 | 14.26 | 33.449 | 2.79 | 1:13:00 | 7 0 0 100 | +| AVAX/USDT | 4 | 3.44 | 13.76 | 33.055 | 2.75 | 7:18:00 | 4 0 0 100 | +| ATOM/USDT | 5 | 2.69 | 13.44 | 32.289 | 2.69 | 2:49:00 | 5 0 0 100 | +| FIL/USDT | 4 | 3.07 | 12.28 | 29.511 | 2.46 | 0:39:00 | 4 0 0 100 | +| AVA/USDT | 6 | 2.01 | 12.05 | 28.961 | 2.41 | 1:03:00 | 6 0 0 100 | +| LTC/USDT | 4 | 3.33 | 13.32 | 27.482 | 2.29 | 2:46:00 | 4 0 0 100 | +| STRONG/USDT | 5 | 2.17 | 10.83 | 26.013 | 2.17 | 0:55:00 | 5 0 0 100 | +| DOT/USDT | 9 | 1.02 | 9.17 | 22.025 | 1.84 | 2:26:00 | 8 0 1 88.9 | +| ADA/USDT | 3 | 2.94 | 8.81 | 21.176 | 1.76 | 0:40:00 | 3 0 0 100 | +| ENJ/USDT | 3 | 2.89 | 8.68 | 20.844 | 1.74 | 2:32:00 | 3 0 0 100 | +| LABS/USDT | 12 | 0.72 | 8.61 | 20.509 | 1.71 | 1:43:00 | 11 0 1 91.7 | +| MANA/USDT | 3 | 2.55 | 7.65 | 18.375 | 1.53 | 2:58:00 | 3 0 0 100 | +| CHR/USDT | 6 | 1.23 | 7.39 | 17.765 | 1.48 | 1:13:00 | 5 0 1 83.3 | +| QNT/USDT | 6 | 1.12 | 6.70 | 16.092 | 1.34 | 1:22:00 | 5 0 1 83.3 | +| OMG/USDT | 4 | 1.65 | 6.61 | 15.875 | 1.32 | 2:22:00 | 4 0 0 100 | +| SNX/USDT | 3 | 1.98 | 5.93 | 14.257 | 1.19 | 2:17:00 | 3 0 0 100 | +| IOST/USDT | 3 | 1.94 | 5.82 | 13.982 | 1.17 | 2:02:00 | 3 0 0 100 | +| GRT/USDT | 3 | 1.83 | 5.48 | 13.177 | 1.10 | 1:02:00 | 3 0 0 100 | +| DYP/USDT | 8 | 0.67 | 5.32 | 12.561 | 1.05 | 2:35:00 | 7 0 1 87.5 | +| COMP/USDT | 4 | 1.18 | 4.73 | 11.264 | 0.94 | 2:09:00 | 4 0 0 100 | +| ALBT/USDT | 2 | 2.13 | 4.26 | 10.235 | 0.85 | 2:52:00 | 2 0 0 100 | +| CELO/USDT | 6 | 0.69 | 4.13 | 9.932 | 0.83 | 2:12:00 | 5 0 1 83.3 | +| XTZ/USDT | 1 | 4.06 | 4.06 | 9.758 | 0.81 | 0:20:00 | 1 0 0 100 | +| UNI/USDT | 6 | 0.52 | 3.09 | 7.425 | 0.62 | 1:57:00 | 5 0 1 83.3 | +| CRV/USDT | 2 | 1.43 | 2.85 | 6.852 | 0.57 | 4:10:00 | 2 0 0 100 | +| XRP/USDT | 1 | 2.84 | 2.84 | 6.819 | 0.57 | 0:25:00 | 1 0 0 100 | +| ZEC/USDT | 5 | 0.49 | 2.47 | 5.935 | 0.49 | 2:10:00 | 4 0 1 80.0 | +| HTR/USDT | 13 | 0.19 | 2.41 | 5.799 | 0.48 | 2:28:00 | 11 0 2 84.6 | +| YFI/USDT | 2 | 1.21 | 2.42 | 5.533 | 0.46 | 0:18:00 | 2 0 0 100 | +| BNB/USDT | 1 | 2.21 | 2.21 | 5.301 | 0.44 | 4:40:00 | 1 0 0 100 | +| BTT/USDT | 1 | 1.99 | 1.99 | 4.773 | 0.40 | 0:40:00 | 1 0 0 100 | +| REN/USDT | 1 | 1.53 | 1.53 | 3.673 | 0.31 | 0:25:00 | 1 0 0 100 | +| ALGO/USDT | 1 | 1.43 | 1.43 | 3.434 | 0.29 | 0:05:00 | 1 0 0 100 | +| ZIL/USDT | 5 | 0.27 | 1.34 | 3.220 | 0.27 | 3:04:00 | 4 0 1 80.0 | +| MAN/USDT | 11 | 0.15 | 1.61 | 2.281 | 0.19 | 2:33:00 | 8 0 3 72.7 | +| XEM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XLM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| AAVE/USDT | 7 | 0.04 | 0.30 | -0.040 | -0.00 | 3:29:00 | 6 0 1 85.7 | +| ORN/USDT | 5 | -0.05 | -0.25 | -0.597 | -0.05 | 1:07:00 | 4 0 1 80.0 | +| LYXE/USDT | 5 | -0.17 | -0.84 | -2.028 | -0.17 | 0:39:00 | 4 0 1 80.0 | +| WAVES/USDT | 3 | -0.53 | -1.60 | -3.837 | -0.32 | 2:35:00 | 2 0 1 66.7 | +| DAG/USDT | 9 | -0.26 | -2.31 | -5.995 | -0.50 | 2:42:00 | 7 0 2 77.8 | +| TOKO/USDT | 26 | -0.12 | -3.21 | -7.722 | -0.64 | 3:57:00 | 22 0 4 84.6 | +| ROSE/USDT | 3 | -1.49 | -4.48 | -10.757 | -0.90 | 5:48:00 | 2 0 1 66.7 | +| XDC/USDT | 2 | -2.43 | -4.85 | -11.663 | -0.97 | 5:25:00 | 1 0 1 50.0 | +| TRX/USDT | 1 | -6.74 | -6.74 | -16.200 | -1.35 | 9:10:00 | 0 0 1 0 | +| LINK/USDT | 3 | -2.66 | -7.98 | -19.179 | -1.60 | 8:17:00 | 2 0 1 66.7 | +| SAND/USDT | 3 | -2.92 | -8.75 | -21.027 | -1.75 | 6:50:00 | 2 0 1 66.7 | +| DGB/USDT | 8 | -1.04 | -8.31 | -21.539 | -1.79 | 4:15:00 | 6 0 2 75.0 | +| VET/USDT | 3 | -4.61 | -13.84 | -33.251 | -2.77 | 8:53:00 | 2 0 1 66.7 | +| TOTAL | 771 | 2.05 | 1578.61 | 3767.956 | 314.00 | 1:57:00 | 706 0 65 91.6 | +========================================================================== SELL REASON STATS =========================================================================== +| Sell Reason | Sells | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | +|----------------------------------------------------------+---------+--------------------------+----------------+----------------+-------------------+----------------| +| trailing_stop_loss | 193 | 192 0 1 99.5 | 3.29 | 635.33 | 1526.32 | 8.25 | +| signal_profit_q_momdiv( clucHA ) | 42 | 42 0 0 100 | 4.11 | 172.83 | 415.206 | 2.24 | +| sell_profit_t_1_1( clucHA ) | 35 | 35 0 0 100 | 1.57 | 54.78 | 131.597 | 0.71 | +| signal_profit_q_pmax_bear( clucHA ) | 29 | 29 0 0 100 | 2.9 | 83.99 | 201.78 | 1.09 | +| signal_profit_q_momdiv_coh( gumbo ) | 28 | 28 0 0 100 | 3.83 | 107.15 | 253.96 | 1.39 | +| signal_profit_q_pmax_bear( gumbo ) | 24 | 24 0 0 100 | 3.4 | 81.59 | 194.609 | 1.06 | +| signal_profit_q_momdiv_coh( clucHA ) | 21 | 21 0 0 100 | 3.22 | 67.72 | 158.536 | 0.88 | +| sell_stoploss_deadfish( clucHA ) | 19 | 0 0 19 0 | -12.13 | -230.45 | -553.643 | -2.99 | +| signal_profit_q_momdiv( gumbo ) | 18 | 18 0 0 100 | 4.56 | 82.01 | 189.353 | 1.07 | +| sell_profit_u_bear_1_1( clucHA ) | 17 | 17 0 0 100 | 1.25 | 21.22 | 49.931 | 0.28 | +| signal_profit_q_pmax_bear( sqzmom ) | 15 | 15 0 0 100 | 2.74 | 41.1 | 98.744 | 0.53 | +| roi | 14 | 14 0 0 100 | 20.48 | 286.71 | 688.8 | 3.72 | +| sell_profit_t_1_1( bb ) | 14 | 14 0 0 100 | 1.49 | 20.91 | 50.227 | 0.27 | +| sell_stoploss_deadfish( gumbo ) | 13 | 0 0 13 0 | -10.75 | -139.72 | -335.666 | -1.81 | +| signal_profit_q_momdiv_coh( sqzmom ) | 10 | 10 0 0 100 | 2.84 | 28.36 | 63.078 | 0.37 | +| sell_stoploss_deadfish( sqzmom ) | 10 | 0 0 10 0 | -10.92 | -109.21 | -260.812 | -1.42 | +| sell_profit_t_cti_r_0_1( gumbo ) | 10 | 10 0 0 100 | 0.56 | 5.65 | 13.288 | 0.07 | +| signal_profit_q_momdiv( sqzmom ) | 10 | 10 0 0 100 | 3.1 | 31.05 | 74.585 | 0.4 | +| sell_profit_t_cti_r_0_1( clucHA ) | 9 | 9 0 0 100 | 0.5 | 4.5 | 10.814 | 0.06 | +| sell_profit_u_bear_1_2( nfi_38 ) | 8 | 8 0 0 100 | 1.3 | 10.42 | 25.038 | 0.14 | +| sell_profit_u_bear_1_1( bb ) | 6 | 6 0 0 100 | 1.39 | 8.34 | 20.038 | 0.11 | +| sell_profit_t_1_1( ewo2 ) | 6 | 6 0 0 100 | 1.68 | 10.1 | 24.271 | 0.13 | +| signal_profit_q_momdiv( nfi_38 ) | 6 | 6 0 0 100 | 3.12 | 18.72 | 44.963 | 0.24 | +| sell_profit_t_1_1( local_uptrend ) | 6 | 6 0 0 100 | 1.62 | 9.71 | 23.329 | 0.13 | +| sell_profit_t_0_2( clucHA ) | 6 | 6 0 0 100 | 0.8 | 4.8 | 11.529 | 0.06 | +| sell_profit_t_0_1( clucHA ) | 6 | 6 0 0 100 | 0.59 | 3.54 | 8.503 | 0.05 | +| sell_profit_t_1_1( sqzmom ) | 5 | 5 0 0 100 | 1.38 | 6.89 | 16.545 | 0.09 | +| sell_profit_u_bear_1_2( clucHA ) | 5 | 5 0 0 100 | 1.29 | 6.45 | 15.498 | 0.08 | +| signal_profit_q_momdiv( nfi_13 ) | 5 | 5 0 0 100 | 3.92 | 19.58 | 47.041 | 0.25 | +| signal_profit_q_momdiv( ewo2 ) | 5 | 5 0 0 100 | 4.83 | 24.16 | 58.046 | 0.31 | +| signal_profit_q_momdiv_coh( local_uptrend ) | 4 | 4 0 0 100 | 3.82 | 15.27 | 36.676 | 0.2 | +| signal_profit_q_momdiv( local_uptrend ) | 4 | 4 0 0 100 | 9.45 | 37.81 | 90.826 | 0.49 | +| signal_profit_q_momdiv( bb ) | 4 | 4 0 0 100 | 7.38 | 29.5 | 70.874 | 0.38 | +| signal_profit_q_pmax_bear( ewo2 ) | 3 | 3 0 0 100 | 2.99 | 8.96 | 21.535 | 0.12 | +| sell_profit_t_0_1( bb ) | 3 | 3 0 0 100 | 0.41 | 1.22 | 2.938 | 0.02 | +| sell_profit_t_1_12( clucHA ) | 3 | 3 0 0 100 | 1.53 | 4.6 | 11.049 | 0.06 | +| sell_stoploss_deadfish( bb ) | 3 | 0 0 3 0 | -14.88 | -44.63 | -107.221 | -0.58 | +| sell_profit_u_bear_1_1( sqzmom ) | 3 | 3 0 0 100 | 1.83 | 5.49 | 13.191 | 0.07 | +| signal_profit_q_momdiv_coh( nfi_38 ) | 3 | 3 0 0 100 | 2.36 | 7.08 | 17.001 | 0.09 | +| sell_profit_t_1_1( bb clucHA ) | 3 | 3 0 0 100 | 1.62 | 4.85 | 11.644 | 0.06 | +| sell_profit_t_0_2( bb ) | 3 | 3 0 0 100 | 0.23 | 0.68 | 1.64 | 0.01 | +| sell_profit_t_1_12( nfi_38 ) | 3 | 3 0 0 100 | 1.43 | 4.28 | 10.283 | 0.06 | +| signal_profit_q_momdiv( ewo2 clucHA ) | 3 | 3 0 0 100 | 6.52 | 19.56 | 46.999 | 0.25 | +| sell_profit_t_0_1( local_uptrend ) | 3 | 3 0 0 100 | 0.24 | 0.71 | 1.712 | 0.01 | +| signal_profit_q_momdiv_coh( nfi_32 ) | 2 | 2 0 0 100 | 2.12 | 4.23 | 10.174 | 0.05 | +| sell_profit_u_bear_1_2( sqzmom ) | 2 | 2 0 0 100 | 1.57 | 3.14 | 7.541 | 0.04 | +| signal_profit_q_momdiv_coh( nfi_13 ) | 2 | 2 0 0 100 | 2.76 | 5.52 | 13.255 | 0.07 | +| sell_profit_t_0_1( sqzmom ) | 2 | 2 0 0 100 | 0.22 | 0.45 | 1.07 | 0.01 | +| sell_profit_t_cti_r_0_1( nfi_38 ) | 2 | 2 0 0 100 | 0.39 | 0.79 | 1.888 | 0.01 | +| sell_stoploss_deadfish( bb clucHA ) | 2 | 0 0 2 0 | -10.28 | -20.57 | -49.406 | -0.27 | +| signal_profit_q_momdiv_coh( bb ) | 2 | 2 0 0 100 | 3.93 | 7.87 | 18.903 | 0.1 | +| sell_stoploss_deadfish( nfi_38 ) | 2 | 0 0 2 0 | -6.5 | -13 | -31.234 | -0.17 | +| sell_profit_t_cti_r_0_1( sqzmom ) | 2 | 2 0 0 100 | 0.54 | 1.07 | 1.815 | 0.01 | +| signal_profit_q_momdiv( bb ewo ) | 2 | 2 0 0 100 | 8.46 | 16.92 | 40.639 | 0.22 | +| signal_profit_q_pmax_bear( nfi_13 ) | 2 | 2 0 0 100 | 2.63 | 5.26 | 11.138 | 0.07 | +| sell_profit_u_bear_1_1( local_uptrend ) | 2 | 2 0 0 100 | 1.33 | 2.65 | 6.368 | 0.03 | +| sell_stoploss_u_e_1( clucHA ) | 2 | 0 0 2 0 | -7.95 | -15.9 | -38.19 | -0.21 | +| sell_profit_t_1_1( ewo2 clucHA ) | 2 | 2 0 0 100 | 1.86 | 3.73 | 8.949 | 0.05 | +| sell_profit_u_bear_1_1( ewo ) | 2 | 2 0 0 100 | 1.14 | 2.28 | 5.474 | 0.03 | +| sell_profit_t_0_1( local_uptrend clucHA ) | 2 | 2 0 0 100 | 0.67 | 1.34 | 3.224 | 0.02 | +| sell_profit_t_1_11( clucHA ) | 2 | 2 0 0 100 | 1.42 | 2.84 | 6.825 | 0.04 | +| signal_profit_q_momdiv( cofi ) | 2 | 2 0 0 100 | 2.13 | 4.25 | 10.22 | 0.06 | +| sell_stoploss_u_e_1( gumbo ) | 2 | 0 0 2 0 | -6.49 | -12.98 | -31.182 | -0.17 | +| sell_profit_t_1_11( local_uptrend ) | 2 | 2 0 0 100 | 1.62 | 3.25 | 7.796 | 0.04 | +| sell_profit_t_1_1( local_uptrend clucHA ) | 2 | 2 0 0 100 | 1.43 | 2.85 | 6.859 | 0.04 | +| sell_profit_u_bear_1_1( gumbo ) | 2 | 2 0 0 100 | 1.59 | 3.19 | 7.214 | 0.04 | +| signal_profit_q_momdiv_coh( cofi ) | 1 | 1 0 0 100 | 2.73 | 2.73 | 6.555 | 0.04 | +| sell_profit_u_bear_1_1( nfi_38 ) | 1 | 1 0 0 100 | 1.81 | 1.81 | 4.345 | 0.02 | +| sell_stoploss_deadfish( clucHA sqzmom ) | 1 | 0 0 1 0 | -6.45 | -6.45 | -15.493 | -0.08 | +| sell_profit_t_0_3( gumbo ) | 1 | 1 0 0 100 | 0.15 | 0.15 | 0.351 | 0 | +| signal_profit_q_pmax_bear( bb local_uptrend ) | 1 | 1 0 0 100 | 2.42 | 2.42 | 5.803 | 0.03 | +| sell_profit_t_cti_r_0_1( local_dip ) | 1 | 1 0 0 100 | 1.01 | 1.01 | 2.418 | 0.01 | +| signal_profit_q_momdiv_coh( gumbo nfi_32 ) | 1 | 1 0 0 100 | 2.74 | 2.74 | 6.572 | 0.04 | +| sell_profit_t_1_12( local_uptrend ) | 1 | 1 0 0 100 | 1.78 | 1.78 | 4.273 | 0.02 | +| signal_profit_q_pmax_bear( gumbo sqzmom ) | 1 | 1 0 0 100 | 4.42 | 4.42 | 10.607 | 0.06 | +| sell_stoploss_deadfish( ewo ) | 1 | 0 0 1 0 | -8.74 | -8.74 | -21.006 | -0.11 | +| sell_profit_t_1_12( sqzmom ) | 1 | 1 0 0 100 | 1.25 | 1.25 | 3.005 | 0.02 | +| sell_profit_u_bear_1_1( local_uptrend local_dip ) | 1 | 1 0 0 100 | 1.33 | 1.33 | 3.188 | 0.02 | +| signal_profit_q_pmax_bear( bb local_uptrend ewo clucHA ) | 1 | 1 0 0 100 | 4.65 | 4.65 | 11.175 | 0.06 | +| sell_profit_t_0_2( local_uptrend clucHA ) | 1 | 1 0 0 100 | 0.54 | 0.54 | 1.02 | 0.01 | +| sell_stoploss_u_e_1( local_uptrend ) | 1 | 0 0 1 0 | -18.61 | -18.61 | -44.717 | -0.24 | +| sell_stoploss_deadfish( local_uptrend clucHA ) | 1 | 0 0 1 0 | -10.91 | -10.91 | -26.219 | -0.14 | +| sell_profit_t_cti_r_0_1( cofi ) | 1 | 1 0 0 100 | 0.84 | 0.84 | 2.017 | 0.01 | +| sell_profit_t_0_1( cofi ) | 1 | 1 0 0 100 | 0.64 | 0.64 | 1.548 | 0.01 | +| sell_profit_u_bear_1_1( local_dip ) | 1 | 1 0 0 100 | 1.03 | 1.03 | 2.47 | 0.01 | +| sell_profit_t_1_9( nfi_38 ) | 1 | 1 0 0 100 | 1.49 | 1.49 | 3.578 | 0.02 | +| signal_profit_q_momdiv( ewo ) | 1 | 1 0 0 100 | 6.84 | 6.84 | 16.442 | 0.09 | +| signal_profit_q_momdiv_coh( clucHA gumbo ) | 1 | 1 0 0 100 | 7.49 | 7.49 | 18.005 | 0.1 | +| sell_profit_t_1_5( bb ) | 1 | 1 0 0 100 | 1.78 | 1.78 | 4.286 | 0.02 | +| signal_profit_q_momdiv( gumbo sqzmom ) | 1 | 1 0 0 100 | 3.58 | 3.58 | 8.612 | 0.05 | +| signal_profit_q_momdiv_coh( r_deadfish ) | 1 | 1 0 0 100 | 2.72 | 2.72 | 6.527 | 0.04 | +| sell_profit_u_bear_1_2( nfi_13 ) | 1 | 1 0 0 100 | 1.49 | 1.49 | 3.581 | 0.02 | +| sell_profit_t_0_3( nfi_38 ) | 1 | 1 0 0 100 | 0.35 | 0.35 | 0.851 | 0 | +| sell_profit_t_0_1( nfi_32 ) | 1 | 1 0 0 100 | 0.02 | 0.02 | 0.037 | 0 | +| signal_profit_q_momdiv( bb local_uptrend clucHA ) | 1 | 1 0 0 100 | 10.62 | 10.62 | 25.52 | 0.14 | +| signal_profit_q_momdiv_coh( ewo2 ) | 1 | 1 0 0 100 | 3.67 | 3.67 | 8.828 | 0.05 | +| signal_profit_q_momdiv_1h( ewo2 ) | 1 | 1 0 0 100 | 2.68 | 2.68 | 6.431 | 0.03 | +| sell_profit_t_1_4( bb ewo2 ) | 1 | 1 0 0 100 | 1.83 | 1.83 | 4.39 | 0.02 | +| sell_profit_t_1_1( nfi_33 ) | 1 | 1 0 0 100 | 1.46 | 1.46 | 3.509 | 0.02 | +| sell_profit_t_1_12( nfix_5 ) | 1 | 1 0 0 100 | 1.54 | 1.54 | 3.699 | 0.02 | +| signal_profit_q_pmax_bear( local_dip ) | 1 | 1 0 0 100 | 2.46 | 2.46 | 5.906 | 0.03 | +| sell_profit_t_1_1( local_uptrend nfi_32 ) | 1 | 1 0 0 100 | 1.28 | 1.28 | 3.073 | 0.02 | +| sell_profit_t_1_7( ewo ) | 1 | 1 0 0 100 | 1.4 | 1.4 | 3.355 | 0.02 | +| sell_stoploss_deadfish( local_uptrend ewo2 ) | 1 | 0 0 1 0 | -6.99 | -6.99 | -16.795 | -0.09 | +| sell_stoploss_deadfish( cofi ) | 1 | 0 0 1 0 | -7.56 | -7.56 | -18.156 | -0.1 | +| sell_profit_t_0_2( sqzmom ) | 1 | 1 0 0 100 | 0.72 | 0.72 | 1.737 | 0.01 | +| signal_profit_q_pmax_bull( clucHA ) | 1 | 1 0 0 100 | 3.31 | 3.31 | 7.956 | 0.04 | +| sell_profit_t_1_2( bb clucHA ) | 1 | 1 0 0 100 | 1.47 | 1.47 | 3.539 | 0.02 | +| sell_profit_t_0_1( r_deadfish ) | 1 | 1 0 0 100 | 1.08 | 1.08 | 2.601 | 0.01 | +| sell_profit_t_1_12( ewo2 clucHA ) | 1 | 1 0 0 100 | 1.79 | 1.79 | 4.296 | 0.02 | +| sell_stoploss_deadfish( ewo2 ) | 1 | 0 0 1 0 | -6.61 | -6.61 | -15.89 | -0.09 | +| sell_profit_t_cti_r_0_1( ewo2 ) | 1 | 1 0 0 100 | 0.76 | 0.76 | 1.831 | 0.01 | +| sell_profit_t_1_1( ewo2 clucHA nfix_5 ) | 1 | 1 0 0 100 | 1.51 | 1.51 | 3.635 | 0.02 | +| sell_profit_t_1_7( clucHA ) | 1 | 1 0 0 100 | 1.25 | 1.25 | 3.001 | 0.02 | +| sell_profit_t_1_4( ewo2 ) | 1 | 1 0 0 100 | 1.89 | 1.89 | 4.541 | 0.02 | +| sell_profit_t_1_1( local_uptrend nfix_49 ) | 1 | 1 0 0 100 | 1.28 | 1.28 | 3.066 | 0.02 | +| signal_profit_q_momdiv( bb clucHA ) | 1 | 1 0 0 100 | 7.16 | 7.16 | 17.208 | 0.09 | +| sell_profit_t_1_9( clucHA ) | 1 | 1 0 0 100 | 1.76 | 1.76 | 4.23 | 0.02 | +| sell_stoploss_deadfish( bb gumbo ) | 1 | 0 0 1 0 | -7.81 | -7.81 | -18.751 | -0.1 | +| signal_profit_q_pmax_bear( bb nfi_32 ) | 1 | 1 0 0 100 | 3.24 | 3.24 | 7.783 | 0.04 | +| sell_profit_t_cti_r_0_1( bb clucHA ) | 1 | 1 0 0 100 | 0.61 | 0.61 | 1.464 | 0.01 | +| sell_profit_t_1_11( r_deadfish ) | 1 | 1 0 0 100 | 1.89 | 1.89 | 4.54 | 0.02 | +| sell_profit_t_1_2( ewo2 ) | 1 | 1 0 0 100 | 1.99 | 1.99 | 4.77 | 0.03 | +| signal_profit_q_momdiv( nfi_32 ) | 1 | 1 0 0 100 | 6.58 | 6.58 | 15.801 | 0.09 | +| signal_profit_q_momdiv( gumbo nfi_32 ) | 1 | 1 0 0 100 | 14.81 | 14.81 | 35.582 | 0.19 | +| sell_profit_t_0_1( ewo2 ) | 1 | 1 0 0 100 | 0.2 | 0.2 | 0.488 | 0 | +| sell_profit_t_1_11( nfix_5 ) | 1 | 1 0 0 100 | 1.45 | 1.45 | 3.472 | 0.02 | +| signal_profit_q_pmax_bear( r_deadfish ) | 1 | 1 0 0 100 | 2.96 | 2.96 | 7.116 | 0.04 | +| signal_profit_q_momdiv( local_uptrend ewo2 ) | 1 | 1 0 0 100 | 14.55 | 14.55 | 34.964 | 0.19 | +| sell_profit_t_0_1( ewo2 clucHA ) | 1 | 1 0 0 100 | 0.83 | 0.83 | 2.001 | 0.01 | +| sell_profit_t_1_1( bb local_uptrend ewo2 clucHA ) | 1 | 1 0 0 100 | 1.46 | 1.46 | 3.497 | 0.02 | +| sell_profit_t_0_2( bb ewo clucHA ) | 1 | 1 0 0 100 | 0.22 | 0.22 | 0.525 | 0 | +| sell_profit_t_0_2( ewo2 ) | 1 | 1 0 0 100 | 0.06 | 0.06 | 0.136 | 0 | +| sell_profit_t_0_1( bb local_uptrend ewo clucHA ) | 1 | 1 0 0 100 | 1.2 | 1.2 | 2.872 | 0.02 | +| signal_profit_q_momdiv( local_uptrend gumbo ) | 1 | 1 0 0 100 | 13.47 | 13.47 | 32.364 | 0.17 | +| signal_profit_q_pmax_bear( nfi_38 ) | 1 | 1 0 0 100 | 2.21 | 2.21 | 5.321 | 0.03 | +| sell_profit_t_1_12( gumbo ) | 1 | 1 0 0 100 | 1.33 | 1.33 | 3.191 | 0.02 | +| signal_profit_q_momdiv( bb local_uptrend clucHA gumbo ) | 1 | 1 0 0 100 | 2.73 | 2.73 | 6.558 | 0.04 | +| sell_stoploss_deadfish( r_deadfish ) | 1 | 0 0 1 0 | -6.58 | -6.58 | -15.818 | -0.09 | +| signal_profit_q_pmax_bear( cofi ) | 1 | 1 0 0 100 | 2.45 | 2.45 | 5.881 | 0.03 | +| signal_profit_q_pmax_bear( bb ewo2 clucHA ) | 1 | 1 0 0 100 | 2.18 | 2.18 | 5.245 | 0.03 | +| signal_profit_q_pmax_bear( local_uptrend clucHA ) | 1 | 1 0 0 100 | 2.37 | 2.37 | 5.686 | 0.03 | +| sell_stoploss_deadfish( nfi_32 ) | 1 | 0 0 1 0 | -8.08 | -8.08 | -19.407 | -0.1 | +| sell_profit_t_1_2( clucHA ) | 1 | 1 0 0 100 | 1.55 | 1.55 | 3.728 | 0.02 | +| signal_profit_q_momdiv( local_uptrend nfi_38 ) | 1 | 1 0 0 100 | 2.54 | 2.54 | 6.093 | 0.03 | +| sell_profit_t_1_1( ewo ) | 1 | 1 0 0 100 | 1.65 | 1.65 | 3.967 | 0.02 | +| sell_profit_t_0_2( nfi_38 ) | 1 | 1 0 0 100 | 0.66 | 0.66 | 1.592 | 0.01 | +| sell_profit_t_1_1( bb ewo ) | 1 | 1 0 0 100 | 1.57 | 1.57 | 3.781 | 0.02 | +| sell_profit_t_0_1( gumbo ) | 1 | 1 0 0 100 | 0.05 | 0.05 | 0.128 | 0 | +| sell_profit_t_1_5( sqzmom ) | 1 | 1 0 0 100 | 1.47 | 1.47 | 3.522 | 0.02 | +| signal_profit_q_pmax_bear( clucHA sqzmom ) | 1 | 1 0 0 100 | 4.31 | 4.31 | 10.357 | 0.06 | +| sell_profit_u_bear_1_2( bb ) | 1 | 1 0 0 100 | 1 | 1 | 2.409 | 0.01 | +| force_sell | 1 | 0 0 1 0 | -3.43 | -3.43 | -8.24 | -0.04 | +======================================================= LEFT OPEN TRADES REPORT ======================================================= +| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | +|----------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------| +| MAN/USDT | 1 | -3.43 | -3.43 | -8.240 | -0.69 | 0:55:00 | 0 0 1 0 | +| TOTAL | 1 | -3.43 | -3.43 | -8.240 | -0.69 | 0:55:00 | 0 0 1 0 | +=============== SUMMARY METRICS ================ +| Metric | Value | +|------------------------+---------------------| +| Backtesting from | 2021-05-01 00:00:00 | +| Backtesting to | 2021-05-31 00:00:00 | +| Max open trades | 77 | +| | | +| Total/Daily Avg Trades | 771 / 25.7 | +| Starting balance | 1200.000 USDT | +| Final balance | 4967.956 USDT | +| Absolute profit | 3767.956 USDT | +| Total profit % | 314.0% | +| Avg. stake amount | 238.826 USDT | +| Total trade volume | 184134.656 USDT | +| | | +| Best Pair | ACE/USDT 183.88% | +| Worst Pair | VET/USDT -13.84% | +| Best trade | ACE/USDT 20.48% | +| Worst trade | DYP/USDT -31.97% | +| Best day | 572.877 USDT | +| Worst day | -106.603 USDT | +| Days win/draw/lose | 28 / 0 / 3 | +| Avg. Duration Winners | 1:22:00 | +| Avg. Duration Loser | 8:19:00 | +| Rejected Buy signals | 0 | +| | | +| Min balance | 1249.200 USDT | +| Max balance | 4976.195 USDT | +| Drawdown | 91.02% | +| Drawdown | 224.692 USDT | +| Drawdown high | 2636.976 USDT | +| Drawdown low | 2412.284 USDT | +| Drawdown Start | 2021-05-21 18:05:00 | +| Drawdown End | 2021-05-23 19:30:00 | +| Market change | -39.31% | +================================================ + diff --git a/backtest_result_v105/20210507-0922.txt b/backtest_result_v105/20210507-0922.txt new file mode 100644 index 0000000..62bc9ba --- /dev/null +++ b/backtest_result_v105/20210507-0922.txt @@ -0,0 +1,421 @@ +Result for strategy BB_RPB_TSL +=========================================================== BACKTESTING REPORT =========================================================== +| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | +|-------------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------| +| ARX/USDT | 106 | 2.56 | 271.33 | 651.847 | 54.32 | 1:27:00 | 96 0 10 90.6 | +| ACE/USDT | 83 | 2.55 | 211.65 | 508.464 | 42.37 | 2:03:00 | 77 0 6 92.8 | +| PYR/USDT | 38 | 5.09 | 193.36 | 464.530 | 38.71 | 1:38:00 | 36 0 2 94.7 | +| HORD/USDT | 55 | 3.06 | 168.26 | 404.219 | 33.68 | 1:05:00 | 52 0 3 94.5 | +| TRIAS/USDT | 62 | 2.40 | 148.91 | 352.313 | 29.36 | 1:35:00 | 59 0 3 95.2 | +| BUY/USDT | 66 | 2.09 | 137.68 | 330.753 | 27.56 | 1:25:00 | 62 0 4 93.9 | +| TEL/USDT | 42 | 2.92 | 122.62 | 294.583 | 24.55 | 1:16:00 | 40 0 2 95.2 | +| CGG/USDT | 55 | 2.22 | 122.14 | 293.421 | 24.45 | 2:00:00 | 53 0 2 96.4 | +| MTV/USDT | 39 | 2.91 | 113.49 | 270.127 | 22.51 | 1:36:00 | 38 0 1 97.4 | +| BEPRO/USDT | 45 | 2.45 | 110.25 | 261.740 | 21.81 | 1:18:00 | 43 0 2 95.6 | +| LSS/USDT | 44 | 2.19 | 96.25 | 231.227 | 19.27 | 1:38:00 | 41 0 3 93.2 | +| LABS/USDT | 42 | 2.23 | 93.53 | 224.442 | 18.70 | 1:43:00 | 40 0 2 95.2 | +| XDB/USDT | 47 | 1.93 | 90.67 | 216.780 | 18.06 | 2:03:00 | 44 0 3 93.6 | +| HTR/USDT | 44 | 2.00 | 88.16 | 211.800 | 17.65 | 1:27:00 | 42 0 2 95.5 | +| XAVA/USDT | 50 | 1.73 | 86.53 | 207.881 | 17.32 | 1:25:00 | 44 0 6 88.0 | +| 2CRZ/USDT | 49 | 1.73 | 84.71 | 203.513 | 16.96 | 2:37:00 | 44 0 5 89.8 | +| PDEX/USDT | 43 | 1.93 | 83.06 | 199.551 | 16.63 | 1:39:00 | 41 0 2 95.3 | +| MOVR/USDT | 29 | 2.83 | 81.99 | 196.964 | 16.41 | 1:02:00 | 29 0 0 100 | +| VRA/USDT | 34 | 2.17 | 73.71 | 177.080 | 14.76 | 1:31:00 | 33 0 1 97.1 | +| MASK/USDT | 32 | 2.28 | 72.83 | 174.959 | 14.58 | 2:49:00 | 28 0 4 87.5 | +| LOCG/USDT | 79 | 0.90 | 71.07 | 170.742 | 14.23 | 2:33:00 | 68 0 11 86.1 | +| QI/USDT | 39 | 1.75 | 68.29 | 164.065 | 13.67 | 2:03:00 | 35 0 4 89.7 | +| BOSON/USDT | 45 | 1.49 | 67.25 | 161.550 | 13.46 | 1:52:00 | 42 0 3 93.3 | +| XCAD/USDT | 37 | 1.81 | 66.93 | 160.804 | 13.40 | 2:11:00 | 32 0 5 86.5 | +| FTM/USDT | 25 | 2.62 | 65.53 | 157.420 | 13.12 | 1:37:00 | 25 0 0 100 | +| ICP/USDT | 23 | 2.83 | 65.02 | 156.193 | 13.02 | 1:17:00 | 23 0 0 100 | +| ONE/USDT | 22 | 2.77 | 61.02 | 146.596 | 12.22 | 1:45:00 | 22 0 0 100 | +| CQT/USDT | 30 | 1.97 | 59.08 | 141.937 | 11.83 | 1:20:00 | 27 0 3 90.0 | +| FEAR/USDT | 37 | 1.54 | 57.01 | 136.951 | 11.41 | 2:41:00 | 34 0 3 91.9 | +| COTI/USDT | 24 | 2.31 | 55.35 | 132.967 | 11.08 | 1:35:00 | 23 0 1 95.8 | +| ALBT/USDT | 15 | 3.47 | 52.02 | 124.963 | 10.41 | 2:21:00 | 15 0 0 100 | +| AI/USDT | 51 | 0.97 | 49.49 | 118.896 | 9.91 | 2:02:00 | 45 0 6 88.2 | +| MATIC/USDT | 17 | 2.83 | 48.13 | 115.629 | 9.64 | 0:44:00 | 17 0 0 100 | +| WILD/USDT | 12 | 3.91 | 46.89 | 112.644 | 9.39 | 1:35:00 | 12 0 0 100 | +| TOKO/USDT | 47 | 0.99 | 46.38 | 111.035 | 9.25 | 3:08:00 | 43 0 4 91.5 | +| ATOM/USDT | 14 | 3.24 | 45.34 | 108.913 | 9.08 | 0:52:00 | 14 0 0 100 | +| DAG/USDT | 29 | 1.52 | 44.02 | 105.180 | 8.77 | 1:30:00 | 26 0 3 89.7 | +| CAKE/USDT | 19 | 2.29 | 43.56 | 104.643 | 8.72 | 2:23:00 | 19 0 0 100 | +| STRONG/USDT | 20 | 2.11 | 42.12 | 101.182 | 8.43 | 1:16:00 | 20 0 0 100 | +| ETC/USDT | 12 | 3.47 | 41.60 | 99.947 | 8.33 | 1:54:00 | 12 0 0 100 | +| ERG/USDT | 6 | 6.78 | 40.66 | 97.692 | 8.14 | 0:36:00 | 6 0 0 100 | +| SFUND/USDT | 38 | 1.07 | 40.59 | 97.502 | 8.13 | 2:19:00 | 35 0 3 92.1 | +| AVAX/USDT | 13 | 3.00 | 39.05 | 92.673 | 7.72 | 1:18:00 | 13 0 0 100 | +| QNT/USDT | 17 | 2.22 | 37.69 | 90.555 | 7.55 | 1:46:00 | 16 0 1 94.1 | +| ROSE/USDT | 11 | 3.25 | 35.71 | 85.789 | 7.15 | 0:42:00 | 11 0 0 100 | +| MAN/USDT | 25 | 1.41 | 35.26 | 84.720 | 7.06 | 2:14:00 | 22 0 3 88.0 | +| ENJ/USDT | 14 | 2.38 | 33.38 | 79.399 | 6.62 | 1:28:00 | 14 0 0 100 | +| OMG/USDT | 13 | 2.42 | 31.43 | 75.508 | 6.29 | 1:14:00 | 12 0 1 92.3 | +| PBX/USDT | 9 | 3.42 | 30.78 | 73.956 | 6.16 | 0:24:00 | 9 0 0 100 | +| DOT/USDT | 13 | 2.36 | 30.71 | 73.783 | 6.15 | 2:17:00 | 12 0 1 92.3 | +| MEM/USDT | 34 | 0.89 | 30.35 | 72.917 | 6.08 | 2:00:00 | 27 0 7 79.4 | +| XTZ/USDT | 10 | 3.01 | 30.07 | 72.230 | 6.02 | 1:00:00 | 10 0 0 100 | +| SAND/USDT | 17 | 1.72 | 29.28 | 70.343 | 5.86 | 2:58:00 | 16 0 1 94.1 | +| PHA/USDT | 11 | 2.58 | 28.39 | 67.545 | 5.63 | 2:24:00 | 10 0 1 90.9 | +| XPR/USDT | 10 | 2.73 | 27.26 | 65.480 | 5.46 | 1:06:00 | 10 0 0 100 | +| AXS/USDT | 10 | 2.78 | 27.80 | 64.891 | 5.41 | 1:18:00 | 10 0 0 100 | +| CKB/USDT | 13 | 1.97 | 25.67 | 61.397 | 5.12 | 1:27:00 | 13 0 0 100 | +| FIL/USDT | 9 | 2.57 | 23.10 | 55.501 | 4.63 | 1:44:00 | 9 0 0 100 | +| MANA/USDT | 11 | 2.10 | 23.10 | 53.493 | 4.46 | 1:21:00 | 11 0 0 100 | +| ORN/USDT | 14 | 1.55 | 21.76 | 52.281 | 4.36 | 1:08:00 | 13 0 1 92.9 | +| DYP/USDT | 14 | 1.53 | 21.43 | 51.261 | 4.27 | 2:33:00 | 12 0 2 85.7 | +| SNX/USDT | 11 | 1.89 | 20.82 | 50.012 | 4.17 | 2:16:00 | 11 0 0 100 | +| CELO/USDT | 15 | 1.35 | 20.23 | 48.595 | 4.05 | 2:15:00 | 13 0 2 86.7 | +| ZCX/USDT | 7 | 2.72 | 19.07 | 45.822 | 3.82 | 1:12:00 | 7 0 0 100 | +| CHR/USDT | 16 | 1.18 | 18.86 | 45.321 | 3.78 | 2:50:00 | 14 0 2 87.5 | +| ALGO/USDT | 6 | 2.77 | 16.62 | 39.924 | 3.33 | 0:52:00 | 6 0 0 100 | +| AAVE/USDT | 10 | 1.59 | 15.91 | 38.219 | 3.18 | 1:02:00 | 9 0 1 90.0 | +| LINK/USDT | 7 | 2.14 | 15.00 | 36.028 | 3.00 | 1:53:00 | 7 0 0 100 | +| THETA/USDT | 15 | 0.96 | 14.33 | 34.434 | 2.87 | 1:34:00 | 13 0 2 86.7 | +| SOL/USDT | 5 | 2.79 | 13.97 | 33.556 | 2.80 | 0:48:00 | 5 0 0 100 | +| IOST/USDT | 7 | 1.84 | 12.89 | 30.974 | 2.58 | 1:32:00 | 7 0 0 100 | +| CIRUS/USDT | 13 | 0.76 | 9.94 | 23.881 | 1.99 | 4:39:00 | 11 0 2 84.6 | +| LYXE/USDT | 20 | 0.41 | 8.25 | 19.818 | 1.65 | 2:33:00 | 17 0 3 85.0 | +| UNI/USDT | 7 | 1.16 | 8.14 | 19.559 | 1.63 | 1:16:00 | 6 0 1 85.7 | +| REN/USDT | 6 | 1.34 | 8.06 | 19.358 | 1.61 | 6:20:00 | 5 0 1 83.3 | +| XLM/USDT | 3 | 2.52 | 7.55 | 18.141 | 1.51 | 3:38:00 | 3 0 0 100 | +| XRP/USDT | 4 | 1.83 | 7.33 | 17.603 | 1.47 | 1:44:00 | 4 0 0 100 | +| DYDX/USDT | 6 | 1.22 | 7.32 | 17.583 | 1.47 | 1:25:00 | 5 0 1 83.3 | +| BTT/USDT | 6 | 1.22 | 7.31 | 17.554 | 1.46 | 1:08:00 | 5 0 1 83.3 | +| ADA/USDT | 3 | 2.06 | 6.19 | 14.866 | 1.24 | 1:13:00 | 3 0 0 100 | +| SLP/USDT | 4 | 1.42 | 5.67 | 13.628 | 1.14 | 2:40:00 | 4 0 0 100 | +| BNB/USDT | 2 | 2.73 | 5.45 | 13.098 | 1.09 | 2:22:00 | 2 0 0 100 | +| YFI/USDT | 3 | 2.04 | 6.13 | 11.707 | 0.98 | 4:33:00 | 3 0 0 100 | +| LTC/USDT | 2 | 2.92 | 5.85 | 11.058 | 0.92 | 2:42:00 | 2 0 0 100 | +| AVA/USDT | 8 | 0.56 | 4.47 | 10.737 | 0.89 | 2:24:00 | 7 0 1 87.5 | +| IOTX/USDT | 3 | 1.44 | 4.33 | 10.403 | 0.87 | 6:42:00 | 3 0 0 100 | +| VET/USDT | 9 | 0.40 | 3.57 | 8.579 | 0.71 | 3:38:00 | 8 0 1 88.9 | +| ROUTE/USDT | 1 | 1.67 | 1.67 | 4.007 | 0.33 | 0:20:00 | 1 0 0 100 | +| YGG/USDT | 6 | 0.27 | 1.65 | 3.956 | 0.33 | 2:16:00 | 4 0 2 66.7 | +| NEAR/USDT | 7 | 0.19 | 1.36 | 3.257 | 0.27 | 1:47:00 | 6 0 1 85.7 | +| WOO/USDT | 1 | 1.35 | 1.35 | 3.241 | 0.27 | 0:10:00 | 1 0 0 100 | +| WAVES/USDT | 5 | 0.09 | 0.46 | 1.117 | 0.09 | 1:24:00 | 4 0 1 80.0 | +| CRV/USDT | 5 | 0.07 | 0.37 | 0.880 | 0.07 | 3:05:00 | 4 0 1 80.0 | +| DGB/USDT | 12 | 0.06 | 0.70 | 0.477 | 0.04 | 3:03:00 | 10 0 2 83.3 | +| HBAR/USDT | 1 | 0.09 | 0.09 | 0.222 | 0.02 | 0:55:00 | 1 0 0 100 | +| XDC/USDT | 9 | -0.07 | -0.61 | -1.475 | -0.12 | 2:55:00 | 7 0 2 77.8 | +| COMP/USDT | 7 | -0.35 | -2.47 | -6.053 | -0.50 | 3:00:00 | 6 0 1 85.7 | +| XEM/USDT | 4 | -0.69 | -2.75 | -6.608 | -0.55 | 4:29:00 | 3 0 1 75.0 | +| ZIL/USDT | 10 | -0.33 | -3.28 | -8.451 | -0.70 | 3:32:00 | 8 0 2 80.0 | +| TRX/USDT | 2 | -1.95 | -3.90 | -9.359 | -0.78 | 5:55:00 | 1 0 1 50.0 | +| GRT/USDT | 5 | -1.15 | -5.74 | -13.779 | -1.15 | 3:09:00 | 4 0 1 80.0 | +| ZEC/USDT | 6 | -1.34 | -8.04 | -19.324 | -1.61 | 4:05:00 | 4 0 2 66.7 | +| TOTAL | 2193 | 2.03 | 4444.79 | 10649.931 | 887.49 | 1:53:00 | 2031 0 162 92.6 | +========================================================================== SELL REASON STATS =========================================================================== +| Sell Reason | Sells | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | +|----------------------------------------------------------+---------+--------------------------+----------------+----------------+-------------------+----------------| +| trailing_stop_loss | 391 | 390 0 1 99.7 | 3.31 | 1295.64 | 3103.94 | 12.7 | +| signal_profit_q_momdiv( clucHA ) | 122 | 122 0 0 100 | 4.03 | 491.97 | 1179.38 | 4.82 | +| sell_profit_t_1_1( clucHA ) | 76 | 76 0 0 100 | 1.58 | 120.28 | 286.757 | 1.18 | +| signal_profit_q_pmax_bear( clucHA ) | 73 | 73 0 0 100 | 3.14 | 229.24 | 550.724 | 2.25 | +| sell_stoploss_deadfish( clucHA ) | 54 | 0 0 54 0 | -10.55 | -569.96 | -1369.27 | -5.59 | +| signal_profit_q_momdiv( sqzmom ) | 54 | 54 0 0 100 | 3.52 | 190.17 | 456.862 | 1.86 | +| sell_profit_u_bear_1_1( clucHA ) | 52 | 52 0 0 100 | 1.3 | 67.59 | 162.144 | 0.66 | +| signal_profit_q_momdiv_coh( gumbo ) | 52 | 52 0 0 100 | 3.66 | 190.37 | 452.035 | 1.87 | +| signal_profit_q_pmax_bear( gumbo ) | 51 | 51 0 0 100 | 3.28 | 167.35 | 401.993 | 1.64 | +| signal_profit_q_momdiv( gumbo ) | 48 | 48 0 0 100 | 4.57 | 219.49 | 526.345 | 2.15 | +| signal_profit_q_momdiv_coh( clucHA ) | 46 | 46 0 0 100 | 3.32 | 152.72 | 366.886 | 1.5 | +| signal_profit_q_pmax_bear( sqzmom ) | 45 | 45 0 0 100 | 3.24 | 145.77 | 350.196 | 1.43 | +| signal_profit_q_momdiv( nfi_38 ) | 41 | 41 0 0 100 | 3.99 | 163.5 | 390.787 | 1.6 | +| signal_profit_q_pmax_bear( ewo2 ) | 39 | 39 0 0 100 | 3.08 | 120.25 | 288.888 | 1.18 | +| signal_profit_q_momdiv( ewo2 ) | 36 | 36 0 0 100 | 4.39 | 157.92 | 379.393 | 1.55 | +| sell_profit_t_1_1( ewo2 ) | 32 | 32 0 0 100 | 1.55 | 49.7 | 119.389 | 0.49 | +| sell_profit_t_cti_r_0_1( clucHA ) | 30 | 30 0 0 100 | 0.51 | 15.23 | 36.594 | 0.15 | +| sell_stoploss_deadfish( gumbo ) | 26 | 0 0 26 0 | -8.65 | -224.89 | -540.271 | -2.2 | +| signal_profit_q_momdiv_coh( sqzmom ) | 25 | 25 0 0 100 | 3.17 | 79.16 | 190.162 | 0.78 | +| sell_stoploss_deadfish( ewo2 ) | 24 | 0 0 24 0 | -9.96 | -238.98 | -574.133 | -2.34 | +| signal_profit_q_momdiv_coh( nfi_38 ) | 24 | 24 0 0 100 | 2.53 | 60.62 | 145.63 | 0.59 | +| sell_profit_t_0_2( clucHA ) | 23 | 23 0 0 100 | 0.51 | 11.79 | 28.317 | 0.12 | +| roi | 22 | 22 0 0 100 | 20.48 | 450.55 | 1082.4 | 4.42 | +| sell_profit_t_1_1( bb ) | 22 | 22 0 0 100 | 1.54 | 33.97 | 81.612 | 0.33 | +| signal_profit_q_momdiv_coh( ewo2 ) | 21 | 21 0 0 100 | 3.61 | 75.72 | 181.899 | 0.74 | +| signal_profit_q_pmax_bear( nfi_38 ) | 21 | 21 0 0 100 | 2.8 | 58.71 | 141.044 | 0.58 | +| sell_profit_u_bear_1_2( nfi_38 ) | 19 | 19 0 0 100 | 1.4 | 26.65 | 64.017 | 0.26 | +| sell_profit_t_0_1( clucHA ) | 18 | 18 0 0 100 | 0.5 | 9.07 | 21.793 | 0.09 | +| signal_profit_q_momdiv( nfi_13 ) | 18 | 18 0 0 100 | 3.17 | 57.03 | 135.666 | 0.56 | +| sell_profit_t_cti_r_0_1( gumbo ) | 16 | 16 0 0 100 | 0.61 | 9.77 | 23.243 | 0.1 | +| sell_profit_t_1_12( ewo2 ) | 13 | 13 0 0 100 | 1.54 | 20.05 | 48.166 | 0.2 | +| sell_profit_t_1_12( clucHA ) | 13 | 13 0 0 100 | 1.67 | 21.68 | 52.075 | 0.21 | +| sell_profit_t_cti_r_0_1( nfi_38 ) | 13 | 13 0 0 100 | 0.58 | 7.55 | 18.15 | 0.07 | +| sell_profit_t_1_12( nfi_38 ) | 13 | 13 0 0 100 | 1.49 | 19.42 | 46.654 | 0.19 | +| sell_profit_t_1_1( local_uptrend ) | 13 | 13 0 0 100 | 1.51 | 19.69 | 47.3 | 0.19 | +| sell_stoploss_deadfish( sqzmom ) | 12 | 0 0 12 0 | -9.15 | -109.81 | -263.817 | -1.08 | +| sell_profit_t_1_1( local_uptrend clucHA ) | 12 | 12 0 0 100 | 1.59 | 19.02 | 45.704 | 0.19 | +| sell_profit_t_0_1( ewo2 ) | 12 | 12 0 0 100 | 0.66 | 7.94 | 19.076 | 0.08 | +| signal_profit_q_momdiv( local_uptrend ) | 12 | 12 0 0 100 | 8.78 | 105.4 | 253.207 | 1.03 | +| sell_profit_u_bear_1_1( bb ) | 11 | 11 0 0 100 | 1.36 | 14.96 | 35.948 | 0.15 | +| sell_profit_t_1_1( nfi_38 ) | 11 | 11 0 0 100 | 1.53 | 16.78 | 40.32 | 0.16 | +| signal_profit_q_momdiv( cofi ) | 11 | 11 0 0 100 | 3.6 | 39.64 | 95.228 | 0.39 | +| signal_profit_q_pmax_bear( nfi_13 ) | 11 | 11 0 0 100 | 2.99 | 32.88 | 76.351 | 0.32 | +| sell_profit_t_0_1( sqzmom ) | 11 | 11 0 0 100 | 0.34 | 3.73 | 8.959 | 0.04 | +| sell_profit_t_1_12( sqzmom ) | 10 | 10 0 0 100 | 1.56 | 15.57 | 37.411 | 0.15 | +| sell_profit_t_0_2( bb ) | 10 | 10 0 0 100 | 0.47 | 4.73 | 11.361 | 0.05 | +| sell_profit_t_cti_r_0_1( sqzmom ) | 10 | 10 0 0 100 | 0.54 | 5.37 | 12.912 | 0.05 | +| sell_profit_t_1_1( sqzmom ) | 10 | 10 0 0 100 | 1.42 | 14.18 | 34.064 | 0.14 | +| sell_profit_t_1_11( clucHA ) | 9 | 9 0 0 100 | 1.63 | 14.68 | 35.269 | 0.14 | +| sell_profit_u_bear_1_1( sqzmom ) | 9 | 9 0 0 100 | 1.48 | 13.33 | 32.017 | 0.13 | +| sell_profit_t_1_1( bb clucHA ) | 8 | 8 0 0 100 | 1.57 | 12.52 | 30.087 | 0.12 | +| signal_profit_q_momdiv_coh( nfi_13 ) | 8 | 8 0 0 100 | 3.01 | 24.1 | 57.89 | 0.24 | +| sell_profit_u_bear_1_2( sqzmom ) | 8 | 8 0 0 100 | 1.38 | 11.06 | 26.582 | 0.11 | +| sell_profit_u_bear_1_1( local_uptrend ) | 8 | 8 0 0 100 | 1.25 | 10.03 | 24.102 | 0.1 | +| sell_profit_t_cti_r_0_1( ewo2 ) | 8 | 8 0 0 100 | 0.58 | 4.61 | 11.075 | 0.05 | +| sell_profit_u_bear_1_2( clucHA ) | 8 | 8 0 0 100 | 1.34 | 10.74 | 25.649 | 0.11 | +| signal_profit_q_momdiv( ewo2 clucHA ) | 8 | 8 0 0 100 | 4.57 | 36.58 | 87.882 | 0.36 | +| sell_stoploss_deadfish( nfi_38 ) | 7 | 0 0 7 0 | -7.94 | -55.58 | -133.537 | -0.54 | +| sell_profit_u_bear_1_1( nfi_38 ) | 7 | 7 0 0 100 | 1.24 | 8.66 | 20.815 | 0.08 | +| signal_profit_q_momdiv_coh( cofi ) | 7 | 7 0 0 100 | 2.78 | 19.49 | 46.82 | 0.19 | +| signal_profit_q_momdiv( bb ) | 7 | 7 0 0 100 | 7.31 | 51.2 | 123.007 | 0.5 | +| signal_profit_q_momdiv( ewo ) | 6 | 6 0 0 100 | 8.25 | 49.51 | 118.955 | 0.49 | +| sell_profit_t_0_1( local_uptrend ) | 6 | 6 0 0 100 | 0.43 | 2.56 | 6.157 | 0.03 | +| sell_stoploss_deadfish( ewo2 clucHA ) | 6 | 0 0 6 0 | -9.03 | -54.19 | -130.179 | -0.53 | +| sell_stoploss_deadfish( bb ) | 6 | 0 0 6 0 | -11.35 | -68.09 | -163.571 | -0.67 | +| sell_profit_t_0_2( ewo2 ) | 6 | 6 0 0 100 | 0.44 | 2.63 | 6.327 | 0.03 | +| signal_profit_q_momdiv_coh( bb ) | 5 | 5 0 0 100 | 5.81 | 29.04 | 69.769 | 0.28 | +| sell_profit_t_1_1( bb ewo ) | 5 | 5 0 0 100 | 1.67 | 8.37 | 20.106 | 0.08 | +| signal_profit_q_pmax_bear( cofi ) | 5 | 5 0 0 100 | 2.78 | 13.91 | 33.42 | 0.14 | +| signal_profit_q_momdiv( local_uptrend clucHA ) | 5 | 5 0 0 100 | 6.54 | 32.7 | 78.55 | 0.32 | +| sell_profit_t_cti_r_0_1( bb ) | 5 | 5 0 0 100 | 0.85 | 4.26 | 10.244 | 0.04 | +| sell_profit_u_bear_1_1( ewo ) | 5 | 5 0 0 100 | 1.36 | 6.81 | 16.364 | 0.07 | +| signal_profit_q_momdiv( nfix_5 ) | 5 | 5 0 0 100 | 4.91 | 24.54 | 58.949 | 0.24 | +| force_sell | 5 | 3 0 2 60.0 | -0.02 | -0.12 | -0.284 | -0 | +| signal_profit_q_pmax_bear( local_uptrend clucHA ) | 5 | 5 0 0 100 | 3.09 | 15.46 | 37.136 | 0.15 | +| signal_profit_q_pmax_bear( bb ewo ) | 4 | 4 0 0 100 | 2.81 | 11.25 | 27.03 | 0.11 | +| signal_profit_q_pmax_bear( r_deadfish ) | 4 | 4 0 0 100 | 3.08 | 12.32 | 29.605 | 0.12 | +| sell_profit_t_0_2( nfi_38 ) | 4 | 4 0 0 100 | 0.63 | 2.52 | 6.061 | 0.02 | +| sell_profit_t_0_1( bb ) | 4 | 4 0 0 100 | 0.45 | 1.8 | 4.324 | 0.02 | +| sell_profit_t_0_2( sqzmom ) | 4 | 4 0 0 100 | 0.32 | 1.3 | 3.118 | 0.01 | +| signal_profit_q_pmax_bear( bb ) | 4 | 4 0 0 100 | 2.84 | 11.38 | 27.339 | 0.11 | +| sell_profit_t_1_11( ewo2 ) | 4 | 4 0 0 100 | 1.6 | 6.39 | 15.355 | 0.06 | +| sell_stoploss_deadfish( ewo ) | 4 | 0 0 4 0 | -8.34 | -33.37 | -80.165 | -0.33 | +| sell_profit_t_1_1( local_dip ) | 4 | 4 0 0 100 | 1.49 | 5.95 | 14.284 | 0.06 | +| signal_profit_q_momdiv_coh( local_uptrend ) | 4 | 4 0 0 100 | 3.82 | 15.27 | 36.676 | 0.15 | +| signal_profit_q_pmax_bear( ewo2 clucHA ) | 4 | 4 0 0 100 | 2.78 | 11.13 | 26.745 | 0.11 | +| signal_profit_q_momdiv( bb ewo ) | 4 | 4 0 0 100 | 10.26 | 41.04 | 98.599 | 0.4 | +| sell_profit_t_1_2( clucHA ) | 4 | 4 0 0 100 | 1.71 | 6.83 | 16.41 | 0.07 | +| sell_profit_t_cti_r_0_1( cofi ) | 3 | 3 0 0 100 | 0.73 | 2.2 | 5.276 | 0.02 | +| sell_profit_t_0_2( ewo ) | 3 | 3 0 0 100 | 0.43 | 1.28 | 3.065 | 0.01 | +| signal_profit_q_pmax_bear( bb clucHA ) | 3 | 3 0 0 100 | 2.42 | 7.27 | 17.467 | 0.07 | +| signal_profit_q_momdiv_1h( ewo2 ) | 3 | 3 0 0 100 | 2.99 | 8.98 | 21.565 | 0.09 | +| sell_profit_t_1_1( ewo ) | 3 | 3 0 0 100 | 1.63 | 4.9 | 11.784 | 0.05 | +| sell_profit_t_0_1( cofi ) | 3 | 3 0 0 100 | 0.38 | 1.13 | 2.708 | 0.01 | +| signal_profit_q_momdiv( bb local_uptrend clucHA ) | 3 | 3 0 0 100 | 7.39 | 22.18 | 53.284 | 0.22 | +| sell_profit_t_1_5( sqzmom ) | 3 | 3 0 0 100 | 1.44 | 4.33 | 10.404 | 0.04 | +| sell_profit_t_1_1( bb ewo2 ) | 3 | 3 0 0 100 | 1.33 | 3.98 | 9.562 | 0.04 | +| sell_profit_u_bear_1_1( ewo2 ) | 3 | 3 0 0 100 | 1.55 | 4.66 | 11.186 | 0.05 | +| sell_profit_t_1_1( nfi_13 ) | 2 | 2 0 0 100 | 1.45 | 2.9 | 6.964 | 0.03 | +| signal_profit_q_pmax_bear( bb local_uptrend clucHA ) | 2 | 2 0 0 100 | 3.62 | 7.25 | 17.417 | 0.07 | +| sell_profit_t_1_4( clucHA ) | 2 | 2 0 0 100 | 1.7 | 3.4 | 8.173 | 0.03 | +| signal_profit_q_momdiv( nfi_13 nfi_38 ) | 2 | 2 0 0 100 | 2.26 | 4.51 | 10.843 | 0.04 | +| sell_profit_t_0_2( bb ewo clucHA ) | 2 | 2 0 0 100 | 0.26 | 0.52 | 1.238 | 0.01 | +| signal_profit_q_momdiv( local_dip ) | 2 | 2 0 0 100 | 4.68 | 9.36 | 22.489 | 0.09 | +| signal_profit_q_pmax_bear( nfix_5 ) | 2 | 2 0 0 100 | 3.43 | 6.86 | 16.488 | 0.07 | +| sell_profit_t_1_12( ewo2 clucHA ) | 2 | 2 0 0 100 | 1.79 | 3.58 | 8.597 | 0.04 | +| sell_stoploss_deadfish( r_deadfish ) | 2 | 0 0 2 0 | -8.57 | -17.15 | -41.196 | -0.17 | +| sell_profit_t_0_2( ewo2 clucHA ) | 2 | 2 0 0 100 | 0.54 | 1.08 | 2.586 | 0.01 | +| sell_profit_t_0_2( bb local_uptrend clucHA ) | 2 | 2 0 0 100 | 0.54 | 1.09 | 2.615 | 0.01 | +| signal_profit_q_momdiv( bb clucHA ) | 2 | 2 0 0 100 | 6.58 | 13.16 | 31.625 | 0.13 | +| sell_profit_t_1_2( sqzmom ) | 2 | 2 0 0 100 | 1.74 | 3.49 | 8.377 | 0.03 | +| signal_profit_q_pmax_bear( ewo ) | 2 | 2 0 0 100 | 2.55 | 5.1 | 12.253 | 0.05 | +| sell_profit_t_0_1( local_uptrend clucHA ) | 2 | 2 0 0 100 | 0.79 | 1.59 | 3.813 | 0.02 | +| sell_profit_t_0_3( clucHA ) | 2 | 2 0 0 100 | 0.6 | 1.2 | 2.878 | 0.01 | +| signal_profit_q_momdiv_coh( bb ewo ) | 2 | 2 0 0 100 | 2.92 | 5.85 | 14.043 | 0.06 | +| sell_profit_t_0_1( ewo2 clucHA ) | 2 | 2 0 0 100 | 0.64 | 1.28 | 3.07 | 0.01 | +| sell_profit_t_0_2( bb clucHA ) | 2 | 2 0 0 100 | 0.3 | 0.61 | 1.454 | 0.01 | +| signal_profit_q_pmax_bear( local_uptrend ) | 2 | 2 0 0 100 | 3.69 | 7.37 | 17.716 | 0.07 | +| sell_profit_t_0_1( nfi_38 ) | 2 | 2 0 0 100 | 0.05 | 0.1 | 0.238 | 0 | +| sell_profit_t_1_2( ewo2 ) | 2 | 2 0 0 100 | 1.68 | 3.35 | 8.06 | 0.03 | +| signal_profit_q_momdiv( local_uptrend local_dip clucHA ) | 2 | 2 0 0 100 | 4.64 | 9.27 | 22.272 | 0.09 | +| sell_profit_u_bear_1_1( local_uptrend clucHA ) | 2 | 2 0 0 100 | 1.37 | 2.74 | 6.575 | 0.03 | +| sell_profit_t_1_5( clucHA ) | 2 | 2 0 0 100 | 1.34 | 2.67 | 6.418 | 0.03 | +| sell_profit_u_bear_1_1( local_dip ) | 2 | 2 0 0 100 | 1.6 | 3.19 | 7.676 | 0.03 | +| signal_profit_q_momdiv_coh( r_deadfish ) | 2 | 2 0 0 100 | 2.49 | 4.98 | 11.971 | 0.05 | +| sell_profit_t_1_1( ewo2 clucHA ) | 2 | 2 0 0 100 | 1.66 | 3.31 | 7.962 | 0.03 | +| sell_profit_t_0_2( bb ewo ) | 2 | 2 0 0 100 | 0.72 | 1.43 | 3.437 | 0.01 | +| sell_profit_t_1_1( gumbo ) | 2 | 2 0 0 100 | 1.38 | 2.75 | 6.618 | 0.03 | +| signal_profit_q_pmax_bear( gumbo sqzmom ) | 2 | 2 0 0 100 | 3.8 | 7.6 | 18.247 | 0.07 | +| sell_profit_t_0_2( local_uptrend ) | 2 | 2 0 0 100 | 0.99 | 1.98 | 4.754 | 0.02 | +| sell_profit_t_1_1( local_uptrend nfi_32 ) | 2 | 2 0 0 100 | 1.24 | 2.49 | 5.976 | 0.02 | +| sell_stoploss_deadfish( bb clucHA ) | 2 | 0 0 2 0 | -10.28 | -20.57 | -49.406 | -0.2 | +| sell_profit_t_1_12( gumbo ) | 2 | 2 0 0 100 | 1.62 | 3.24 | 7.775 | 0.03 | +| sell_profit_u_bear_1_1( gumbo ) | 2 | 2 0 0 100 | 1.47 | 2.95 | 7.085 | 0.03 | +| sell_profit_t_0_1( nfi_32 ) | 2 | 2 0 0 100 | 0.18 | 0.36 | 0.868 | 0 | +| signal_profit_q_pmax_bear( nfi_32 ) | 1 | 1 0 0 100 | 3.29 | 3.29 | 7.907 | 0.03 | +| signal_profit_q_2( gumbo ) | 1 | 1 0 0 100 | 2.16 | 2.16 | 5.185 | 0.02 | +| signal_profit_q_momdiv_coh( ewo clucHA ) | 1 | 1 0 0 100 | 11.91 | 11.91 | 28.618 | 0.12 | +| signal_profit_q_pmax_bear( ewo2 nfi_32 ) | 1 | 1 0 0 100 | 2.34 | 2.34 | 5.619 | 0.02 | +| sell_profit_t_cti_r_0_1( r_deadfish ) | 1 | 1 0 0 100 | 0.82 | 0.82 | 1.975 | 0.01 | +| signal_profit_q_pmax_bear( local_uptrend local_dip ewo ) | 1 | 1 0 0 100 | 2.37 | 2.37 | 5.691 | 0.02 | +| signal_profit_q_momdiv_coh( ewo2 clucHA ) | 1 | 1 0 0 100 | 2.16 | 2.16 | 5.184 | 0.02 | +| sell_profit_t_1_1( ewo2 clucHA nfi_32 nfix_5 ) | 1 | 1 0 0 100 | 1.7 | 1.7 | 4.08 | 0.02 | +| sell_profit_t_1_12( local_uptrend ) | 1 | 1 0 0 100 | 1.76 | 1.76 | 4.237 | 0.02 | +| signal_profit_q_2( sqzmom ) | 1 | 1 0 0 100 | 2 | 2 | 4.807 | 0.02 | +| sell_profit_u_bear_1_2( nfi_13 ) | 1 | 1 0 0 100 | 1.07 | 1.07 | 2.571 | 0.01 | +| sell_profit_t_cti_r_0_1( local_uptrend ) | 1 | 1 0 0 100 | 1.08 | 1.08 | 2.596 | 0.01 | +| signal_profit_q_momdiv( local_uptrend gumbo ) | 1 | 1 0 0 100 | 12.97 | 12.97 | 31.156 | 0.13 | +| signal_profit_q_momdiv_1h( sqzmom ) | 1 | 1 0 0 100 | 4.23 | 4.23 | 10.152 | 0.04 | +| sell_profit_t_0_1( bb local_uptrend ) | 1 | 1 0 0 100 | 1.14 | 1.14 | 2.75 | 0.01 | +| signal_profit_q_momdiv( bb ewo clucHA ) | 1 | 1 0 0 100 | 10.29 | 10.29 | 24.733 | 0.1 | +| sell_profit_t_1_11( ewo2 nfi_32 ) | 1 | 1 0 0 100 | 1.54 | 1.54 | 3.694 | 0.02 | +| sell_profit_u_bear_1_2( gumbo ) | 1 | 1 0 0 100 | 1.79 | 1.79 | 4.303 | 0.02 | +| signal_profit_q_momdiv( local_uptrend ewo2 ) | 1 | 1 0 0 100 | 2.42 | 2.42 | 5.818 | 0.02 | +| signal_profit_q_momdiv( local_dip clucHA ) | 1 | 1 0 0 100 | 3.5 | 3.5 | 8.409 | 0.03 | +| sell_profit_t_1_10( nfi_32 ) | 1 | 1 0 0 100 | 1.91 | 1.91 | 4.588 | 0.02 | +| signal_profit_q_momdiv_1h( local_dip ) | 1 | 1 0 0 100 | 2.27 | 2.27 | 5.448 | 0.02 | +| sell_stoploss_deadfish( bb ewo ) | 1 | 0 0 1 0 | -6.63 | -6.63 | -15.923 | -0.06 | +| signal_profit_q_momdiv( clucHA sqzmom ) | 1 | 1 0 0 100 | 2.73 | 2.73 | 6.567 | 0.03 | +| signal_profit_q_momdiv_coh( ewo ) | 1 | 1 0 0 100 | 2.29 | 2.29 | 5.504 | 0.02 | +| sell_profit_t_0_3( sqzmom ) | 1 | 1 0 0 100 | 0.33 | 0.33 | 0.801 | 0 | +| sell_profit_u_bear_1_1( ewo2 clucHA ) | 1 | 1 0 0 100 | 1.17 | 1.17 | 2.818 | 0.01 | +| sell_stoploss_deadfish( bb local_uptrend ) | 1 | 0 0 1 0 | -31.47 | -31.47 | -75.605 | -0.31 | +| sell_profit_t_0_1( local_uptrend ewo2 clucHA ) | 1 | 1 0 0 100 | 0.15 | 0.15 | 0.366 | 0 | +| sell_profit_t_1_12( bb ewo ) | 1 | 1 0 0 100 | 1.5 | 1.5 | 3.596 | 0.01 | +| sell_profit_t_1_1( nfix_5 ) | 1 | 1 0 0 100 | 1.71 | 1.71 | 4.12 | 0.02 | +| sell_profit_t_1_4( ewo2 clucHA ) | 1 | 1 0 0 100 | 1.93 | 1.93 | 4.648 | 0.02 | +| sell_profit_u_bear_1_1( bb local_uptrend clucHA ) | 1 | 1 0 0 100 | 1.56 | 1.56 | 3.745 | 0.02 | +| sell_profit_t_1_5( ewo2 ) | 1 | 1 0 0 100 | 1.74 | 1.74 | 4.17 | 0.02 | +| sell_profit_u_bear_1_2( ewo2 ) | 1 | 1 0 0 100 | 1.23 | 1.23 | 2.967 | 0.01 | +| signal_profit_q_momdiv_1h( bb ewo2 ) | 1 | 1 0 0 100 | 2.54 | 2.54 | 6.104 | 0.02 | +| sell_profit_t_1_2( bb ) | 1 | 1 0 0 100 | 1.69 | 1.69 | 4.067 | 0.02 | +| signal_profit_q_momdiv( nfi_33 ) | 1 | 1 0 0 100 | 4.84 | 4.84 | 11.627 | 0.05 | +| sell_profit_t_1_10( ewo2 clucHA ) | 1 | 1 0 0 100 | 1.43 | 1.43 | 3.427 | 0.01 | +| signal_profit_q_pmax_bear( local_uptrend local_dip ) | 1 | 1 0 0 100 | 2.98 | 2.98 | 7.16 | 0.03 | +| sell_profit_t_1_10( ewo2 ) | 1 | 1 0 0 100 | 1.35 | 1.35 | 3.25 | 0.01 | +| sell_profit_t_0_1( local_uptrend ewo2 ) | 1 | 1 0 0 100 | 0.56 | 0.56 | 1.349 | 0.01 | +| sell_profit_t_1_2( r_deadfish sqzmom ) | 1 | 1 0 0 100 | 1.58 | 1.58 | 1.894 | 0.02 | +| sell_profit_u_bear_1_1( bb ewo clucHA ) | 1 | 1 0 0 100 | 1.08 | 1.08 | 2.584 | 0.01 | +| sell_stoploss_deadfish( ewo2 nfix_5 ) | 1 | 0 0 1 0 | -15.42 | -15.42 | -37.045 | -0.15 | +| signal_profit_q_pmax_bear( bb ewo clucHA ) | 1 | 1 0 0 100 | 2.52 | 2.52 | 6.046 | 0.02 | +| sell_profit_t_1_1( clucHA nfi_32 ) | 1 | 1 0 0 100 | 1.99 | 1.99 | 4.783 | 0.02 | +| sell_profit_t_1_5( gumbo ) | 1 | 1 0 0 100 | 1.73 | 1.73 | 4.163 | 0.02 | +| signal_profit_q_pmax_bear( r_deadfish clucHA ) | 1 | 1 0 0 100 | 3.41 | 3.41 | 8.198 | 0.03 | +| sell_profit_t_cti_r_0_1( bb clucHA ) | 1 | 1 0 0 100 | 1.1 | 1.1 | 2.636 | 0.01 | +| sell_profit_t_cti_r_0_1( local_uptrend clucHA ) | 1 | 1 0 0 100 | 0.11 | 0.11 | 0.269 | 0 | +| sell_profit_t_cti_r_0_1( ewo ) | 1 | 1 0 0 100 | 0.04 | 0.04 | 0.097 | 0 | +| sell_profit_t_cti_r_0_1( bb ewo ) | 1 | 1 0 0 100 | 0.2 | 0.2 | 0.485 | 0 | +| signal_profit_q_2( clucHA ) | 1 | 1 0 0 100 | 3.62 | 3.62 | 8.689 | 0.04 | +| sell_profit_t_0_1( clucHA sqzmom ) | 1 | 1 0 0 100 | 0.35 | 0.35 | 0.845 | 0 | +| sell_profit_t_1_9( clucHA ) | 1 | 1 0 0 100 | 1.41 | 1.41 | 3.377 | 0.01 | +| sell_profit_u_bear_1_2( bb ewo2 clucHA ) | 1 | 1 0 0 100 | 1.74 | 1.74 | 4.192 | 0.02 | +| sell_profit_t_0_2( ewo2 clucHA nfix_5 ) | 1 | 1 0 0 100 | 0.77 | 0.77 | 1.856 | 0.01 | +| sell_profit_t_0_1( ewo2 nfi_32 ) | 1 | 1 0 0 100 | 0.54 | 0.54 | 1.298 | 0.01 | +| sell_stoploss_deadfish( nfi_32 ) | 1 | 0 0 1 0 | -8.08 | -8.08 | -19.407 | -0.08 | +| signal_profit_q_momdiv_coh( nfix_5 ) | 1 | 1 0 0 100 | 4.98 | 4.98 | 11.952 | 0.05 | +| sell_profit_t_1_12( nfix_5 ) | 1 | 1 0 0 100 | 1.54 | 1.54 | 3.699 | 0.02 | +| sell_stoploss_u_e_1( local_uptrend ) | 1 | 0 0 1 0 | -18.61 | -18.61 | -44.717 | -0.18 | +| sell_stoploss_deadfish( local_uptrend clucHA ) | 1 | 0 0 1 0 | -10.91 | -10.91 | -26.219 | -0.11 | +| sell_stoploss_deadfish( cofi ) | 1 | 0 0 1 0 | -7.56 | -7.56 | -18.156 | -0.07 | +| sell_stoploss_deadfish( local_uptrend ewo2 ) | 1 | 0 0 1 0 | -6.99 | -6.99 | -16.795 | -0.07 | +| sell_stoploss_deadfish( bb gumbo ) | 1 | 0 0 1 0 | -7.81 | -7.81 | -18.751 | -0.08 | +| signal_profit_q_pmax_bear( local_dip ) | 1 | 1 0 0 100 | 2.46 | 2.46 | 5.906 | 0.02 | +| sell_profit_t_1_1( nfi_33 ) | 1 | 1 0 0 100 | 1.46 | 1.46 | 3.509 | 0.01 | +| signal_profit_q_momdiv_coh( gumbo nfi_32 ) | 1 | 1 0 0 100 | 2.74 | 2.74 | 6.572 | 0.03 | +| sell_profit_t_1_4( bb ewo2 ) | 1 | 1 0 0 100 | 1.83 | 1.83 | 4.39 | 0.02 | +| sell_profit_t_1_11( local_uptrend ) | 1 | 1 0 0 100 | 1.77 | 1.77 | 4.252 | 0.02 | +| sell_profit_t_0_3( nfi_38 ) | 1 | 1 0 0 100 | 0.35 | 0.35 | 0.851 | 0 | +| signal_profit_q_pmax_bear( clucHA sqzmom ) | 1 | 1 0 0 100 | 4.31 | 4.31 | 10.357 | 0.04 | +| signal_profit_q_momdiv( gumbo sqzmom ) | 1 | 1 0 0 100 | 3.58 | 3.58 | 8.612 | 0.04 | +| sell_profit_t_0_1( r_deadfish ) | 1 | 1 0 0 100 | 1.08 | 1.08 | 2.601 | 0.01 | +| sell_stoploss_deadfish( local_dip clucHA ) | 1 | 0 0 1 0 | -11.46 | -11.46 | -27.539 | -0.11 | +| sell_profit_t_cti_r_0_1( local_dip ) | 1 | 1 0 0 100 | 1.01 | 1.01 | 2.418 | 0.01 | +| signal_profit_q_momdiv( ewo2 nfix_5 ) | 1 | 1 0 0 100 | 6.06 | 6.06 | 14.569 | 0.06 | +| sell_stoploss_u_e_1( clucHA ) | 1 | 0 0 1 0 | -10.74 | -10.74 | -25.798 | -0.11 | +| signal_profit_q_momdiv( gumbo nfi_32 ) | 1 | 1 0 0 100 | 14.81 | 14.81 | 35.582 | 0.15 | +| signal_profit_q_pmax_bear( bb ewo2 clucHA ) | 1 | 1 0 0 100 | 2.18 | 2.18 | 5.245 | 0.02 | +| sell_profit_t_1_11( r_deadfish ) | 1 | 1 0 0 100 | 1.89 | 1.89 | 4.54 | 0.02 | +| signal_profit_q_momdiv( bb local_uptrend clucHA gumbo ) | 1 | 1 0 0 100 | 2.73 | 2.73 | 6.558 | 0.03 | +| signal_profit_q_pmax_bull( clucHA ) | 1 | 1 0 0 100 | 3.31 | 3.31 | 7.956 | 0.03 | +| sell_stoploss_u_e_1( gumbo ) | 1 | 0 0 1 0 | -6.02 | -6.02 | -14.454 | -0.06 | +| sell_profit_t_0_1( bb local_uptrend ewo clucHA ) | 1 | 1 0 0 100 | 1.2 | 1.2 | 2.872 | 0.01 | +| sell_profit_t_0_1( gumbo ) | 1 | 1 0 0 100 | 0.05 | 0.05 | 0.128 | 0 | +| signal_profit_q_pmax_bear( bb nfi_32 ) | 1 | 1 0 0 100 | 3.24 | 3.24 | 7.783 | 0.03 | +| signal_profit_q_momdiv_coh( nfi_33 ) | 1 | 1 0 0 100 | 2.04 | 2.04 | 4.895 | 0.02 | +| sell_profit_t_1_7( ewo ) | 1 | 1 0 0 100 | 1.4 | 1.4 | 3.355 | 0.01 | +| sell_profit_t_1_11( gumbo ) | 1 | 1 0 0 100 | 1.26 | 1.26 | 3.029 | 0.01 | +| signal_profit_q_momdiv( local_uptrend nfi_38 ) | 1 | 1 0 0 100 | 2.54 | 2.54 | 6.093 | 0.02 | +| sell_stoploss_deadfish( clucHA sqzmom ) | 1 | 0 0 1 0 | -6.45 | -6.45 | -15.493 | -0.06 | +| sell_profit_t_1_9( nfi_38 ) | 1 | 1 0 0 100 | 1.49 | 1.49 | 3.578 | 0.01 | +| sell_profit_t_1_1( clucHA sqzmom ) | 1 | 1 0 0 100 | 1.46 | 1.46 | 3.496 | 0.01 | +| sell_profit_u_bear_1_1( local_dip clucHA ) | 1 | 1 0 0 100 | 1.02 | 1.02 | 2.445 | 0.01 | +| sell_stoploss_u_e_1( sqzmom ) | 1 | 0 0 1 0 | -5.07 | -5.07 | -12.184 | -0.05 | +| sell_profit_t_1_11( bb ) | 1 | 1 0 0 100 | 1.59 | 1.59 | 3.815 | 0.02 | +| sell_profit_u_bear_1_1( bb clucHA ) | 1 | 1 0 0 100 | 1.5 | 1.5 | 3.605 | 0.01 | +| signal_profit_q_pmax_bear( bb ewo2 ) | 1 | 1 0 0 100 | 5.06 | 5.06 | 12.159 | 0.05 | +| signal_profit_q_pmax_bear( bb local_uptrend ) | 1 | 1 0 0 100 | 2.25 | 2.25 | 5.413 | 0.02 | +| sell_profit_t_1_4( local_uptrend ewo2 clucHA ) | 1 | 1 0 0 100 | 1.99 | 1.99 | 4.792 | 0.02 | +| sell_profit_t_cti_r_0_1( ewo2 clucHA ) | 1 | 1 0 0 100 | 0.19 | 0.19 | 0.448 | 0 | +| sell_profit_t_cti_r_0_1( nfi_13 ) | 1 | 1 0 0 100 | 0.96 | 0.96 | 2.308 | 0.01 | +| sell_stoploss_deadfish( bb ewo clucHA ) | 1 | 0 0 1 0 | -26.98 | -26.98 | -64.816 | -0.26 | +| sell_profit_t_1_4( nfi_33 nfix_5 ) | 1 | 1 0 0 100 | 1.73 | 1.73 | 4.155 | 0.02 | +| sell_profit_t_1_7( nfi_32 ) | 1 | 1 0 0 100 | 1.21 | 1.21 | 2.904 | 0.01 | +| sell_profit_t_1_1( nfi_32 ) | 1 | 1 0 0 100 | 1.79 | 1.79 | 4.307 | 0.02 | +| sell_profit_t_1_2( local_uptrend gumbo ) | 1 | 1 0 0 100 | 1.48 | 1.48 | 3.546 | 0.01 | +| signal_profit_q_pmax_bear( local_dip clucHA ) | 1 | 1 0 0 100 | 2.41 | 2.41 | 5.785 | 0.02 | +| sell_stoploss_deadfish( local_uptrend ) | 1 | 0 0 1 0 | -17.54 | -17.54 | -42.139 | -0.17 | +| sell_profit_t_1_2( nfi_32 ) | 1 | 1 0 0 100 | 1.29 | 1.29 | 3.095 | 0.01 | +| sell_profit_t_0_3( r_deadfish ) | 1 | 1 0 0 100 | 1.14 | 1.14 | 2.743 | 0.01 | +| sell_profit_t_1_1( bb local_uptrend ewo2 clucHA ) | 1 | 1 0 0 100 | 1.46 | 1.46 | 3.497 | 0.01 | +| sell_profit_t_1_1( local_uptrend nfix_49 ) | 1 | 1 0 0 100 | 1.28 | 1.28 | 3.066 | 0.01 | +| signal_profit_q_momdiv( local_uptrend nfi_32 ) | 1 | 1 0 0 100 | 10.9 | 10.9 | 26.176 | 0.11 | +| sell_profit_t_1_5( nfi_38 ) | 1 | 1 0 0 100 | 1.44 | 1.44 | 3.45 | 0.01 | +| sell_profit_t_cti_r_0_1( local_uptrend gumbo ) | 1 | 1 0 0 100 | 0.67 | 0.67 | 1.607 | 0.01 | +| signal_profit_q_momdiv_1h( ewo ) | 1 | 1 0 0 100 | 7.95 | 7.95 | 19.105 | 0.08 | +| sell_profit_t_1_1( bb local_uptrend ) | 1 | 1 0 0 100 | 1.93 | 1.93 | 4.644 | 0.02 | +| sell_profit_t_cti_r_0_1( nfix_5 ) | 1 | 1 0 0 100 | 1.19 | 1.19 | 2.869 | 0.01 | +| signal_profit_q_momdiv( sqzmom nfi_38 ) | 1 | 1 0 0 100 | 4.51 | 4.51 | 10.835 | 0.04 | +| sell_profit_t_1_1( bb ewo ewo2 clucHA ) | 1 | 1 0 0 100 | 1.31 | 1.31 | 3.149 | 0.01 | +| signal_profit_q_momdiv( local_uptrend clucHA gumbo ) | 1 | 1 0 0 100 | 12.64 | 12.64 | 30.368 | 0.12 | +| sell_profit_u_bear_1_2( bb clucHA ) | 1 | 1 0 0 100 | 1.9 | 1.9 | 4.564 | 0.02 | +| signal_profit_q_momdiv( clucHA gumbo ) | 1 | 1 0 0 100 | 6.19 | 6.19 | 14.878 | 0.06 | +| signal_profit_q_2( nfi_38 ) | 1 | 1 0 0 100 | 2.54 | 2.54 | 6.114 | 0.02 | +| sell_profit_t_1_12( bb ) | 1 | 1 0 0 100 | 1.99 | 1.99 | 4.791 | 0.02 | +| sell_profit_t_1_1( bb local_uptrend ewo clucHA ) | 1 | 1 0 0 100 | 1.8 | 1.8 | 4.315 | 0.02 | +| signal_profit_q_2( bb ) | 1 | 1 0 0 100 | 2.19 | 2.19 | 5.27 | 0.02 | +======================================================= LEFT OPEN TRADES REPORT ======================================================= +| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | +|----------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------| +| ONE/USDT | 1 | 1.51 | 1.51 | 3.630 | 0.30 | 0:40:00 | 1 0 0 100 | +| SNX/USDT | 1 | 0.84 | 0.84 | 2.028 | 0.17 | 0:35:00 | 1 0 0 100 | +| ENJ/USDT | 1 | 0.57 | 0.57 | 1.373 | 0.11 | 0:35:00 | 1 0 0 100 | +| OMG/USDT | 1 | -1.49 | -1.49 | -3.588 | -0.30 | 0:40:00 | 0 0 1 0 | +| LSS/USDT | 1 | -1.55 | -1.55 | -3.728 | -0.31 | 3:05:00 | 0 0 1 0 | +| TOTAL | 5 | -0.02 | -0.12 | -0.284 | -0.02 | 1:07:00 | 3 0 2 60.0 | +=============== SUMMARY METRICS ================ +| Metric | Value | +|------------------------+---------------------| +| Backtesting from | 2021-05-07 00:00:00 | +| Backtesting to | 2021-09-22 00:00:00 | +| Max open trades | 102 | +| | | +| Total/Daily Avg Trades | 2193 / 15.89 | +| Starting balance | 1200.000 USDT | +| Final balance | 11849.931 USDT | +| Absolute profit | 10649.931 USDT | +| Total profit % | 887.49% | +| Avg. stake amount | 239.494 USDT | +| Total trade volume | 525209.771 USDT | +| | | +| Best Pair | ARX/USDT 271.33% | +| Worst Pair | ZEC/USDT -8.04% | +| Best trade | TRIAS/USDT 20.48% | +| Worst trade | FEAR/USDT -33.31% | +| Best day | 612.949 USDT | +| Worst day | -72.274 USDT | +| Days win/draw/lose | 130 / 0 / 9 | +| Avg. Duration Winners | 1:22:00 | +| Avg. Duration Loser | 8:28:00 | +| Rejected Buy signals | 0 | +| | | +| Min balance | 1208.066 USDT | +| Max balance | 11857.247 USDT | +| Drawdown | 69.38% | +| Drawdown | 167.636 USDT | +| Drawdown high | 1814.115 USDT | +| Drawdown low | 1646.479 USDT | +| Drawdown Start | 2021-05-21 17:25:00 | +| Drawdown End | 2021-05-22 11:05:00 | +| Market change | -2.72% | +================================================ \ No newline at end of file diff --git a/backtest_result_v105/20210601-0630.txt b/backtest_result_v105/20210601-0630.txt new file mode 100644 index 0000000..83d3ef5 --- /dev/null +++ b/backtest_result_v105/20210601-0630.txt @@ -0,0 +1,229 @@ +Result for strategy BB_RPB_TSL +=========================================================== BACKTESTING REPORT =========================================================== +| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | +|-------------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------| +| ARX/USDT | 13 | 6.98 | 90.75 | 218.014 | 18.17 | 0:35:00 | 12 0 1 92.3 | +| LSS/USDT | 22 | 2.84 | 62.45 | 150.026 | 12.50 | 1:27:00 | 21 0 1 95.5 | +| PYR/USDT | 11 | 5.40 | 59.40 | 142.704 | 11.89 | 1:28:00 | 10 0 1 90.9 | +| MTV/USDT | 12 | 3.83 | 45.95 | 110.394 | 9.20 | 1:35:00 | 12 0 0 100 | +| LABS/USDT | 6 | 5.77 | 34.65 | 83.241 | 6.94 | 1:02:00 | 6 0 0 100 | +| ACE/USDT | 11 | 3.14 | 34.56 | 83.030 | 6.92 | 3:45:00 | 10 0 1 90.9 | +| BOSON/USDT | 11 | 2.52 | 27.77 | 66.719 | 5.56 | 2:46:00 | 11 0 0 100 | +| HTR/USDT | 10 | 2.48 | 24.82 | 59.634 | 4.97 | 0:33:00 | 10 0 0 100 | +| AI/USDT | 25 | 0.95 | 23.87 | 57.337 | 4.78 | 2:01:00 | 21 0 4 84.0 | +| LYXE/USDT | 7 | 3.29 | 23.03 | 55.329 | 4.61 | 3:12:00 | 6 0 1 85.7 | +| QNT/USDT | 8 | 2.88 | 23.02 | 55.305 | 4.61 | 1:22:00 | 8 0 0 100 | +| TOKO/USDT | 7 | 2.92 | 20.43 | 49.087 | 4.09 | 1:25:00 | 7 0 0 100 | +| LOCG/USDT | 7 | 2.80 | 19.59 | 47.055 | 3.92 | 1:31:00 | 7 0 0 100 | +| CGG/USDT | 12 | 1.41 | 16.93 | 40.666 | 3.39 | 2:01:00 | 11 0 1 91.7 | +| CELO/USDT | 5 | 3.29 | 16.46 | 39.542 | 3.30 | 1:40:00 | 5 0 0 100 | +| XCAD/USDT | 9 | 1.50 | 13.54 | 32.523 | 2.71 | 4:02:00 | 8 0 1 88.9 | +| VRA/USDT | 6 | 2.04 | 12.22 | 29.350 | 2.45 | 0:14:00 | 6 0 0 100 | +| MASK/USDT | 4 | 2.92 | 11.70 | 27.685 | 2.31 | 2:14:00 | 4 0 0 100 | +| PDEX/USDT | 5 | 2.21 | 11.07 | 26.594 | 2.22 | 0:34:00 | 5 0 0 100 | +| TRIAS/USDT | 3 | 3.00 | 9.00 | 21.613 | 1.80 | 2:18:00 | 3 0 0 100 | +| CKB/USDT | 3 | 2.90 | 8.71 | 20.918 | 1.74 | 1:22:00 | 3 0 0 100 | +| ORN/USDT | 4 | 2.04 | 8.15 | 19.590 | 1.63 | 1:40:00 | 4 0 0 100 | +| ETC/USDT | 2 | 3.77 | 7.54 | 18.112 | 1.51 | 1:45:00 | 2 0 0 100 | +| COTI/USDT | 3 | 2.41 | 7.24 | 17.402 | 1.45 | 2:07:00 | 3 0 0 100 | +| ENJ/USDT | 4 | 1.59 | 6.37 | 15.295 | 1.27 | 2:04:00 | 4 0 0 100 | +| ICP/USDT | 3 | 1.99 | 5.97 | 14.349 | 1.20 | 0:33:00 | 3 0 0 100 | +| TEL/USDT | 2 | 2.85 | 5.71 | 13.710 | 1.14 | 1:02:00 | 2 0 0 100 | +| VET/USDT | 2 | 2.37 | 4.74 | 11.383 | 0.95 | 1:00:00 | 2 0 0 100 | +| THETA/USDT | 2 | 2.19 | 4.38 | 10.534 | 0.88 | 0:28:00 | 2 0 0 100 | +| BUY/USDT | 2 | 2.15 | 4.31 | 10.348 | 0.86 | 0:20:00 | 2 0 0 100 | +| BTT/USDT | 1 | 4.26 | 4.26 | 10.228 | 0.85 | 0:55:00 | 1 0 0 100 | +| STRONG/USDT | 2 | 2.12 | 4.24 | 10.189 | 0.85 | 1:35:00 | 2 0 0 100 | +| CAKE/USDT | 2 | 2.12 | 4.24 | 9.604 | 0.80 | 0:35:00 | 2 0 0 100 | +| ALBT/USDT | 1 | 3.85 | 3.85 | 9.238 | 0.77 | 1:55:00 | 1 0 0 100 | +| CRV/USDT | 1 | 3.64 | 3.64 | 8.749 | 0.73 | 0:15:00 | 1 0 0 100 | +| XDC/USDT | 2 | 1.74 | 3.49 | 8.373 | 0.70 | 1:30:00 | 2 0 0 100 | +| ZCX/USDT | 2 | 1.70 | 3.41 | 8.183 | 0.68 | 1:40:00 | 2 0 0 100 | +| DOT/USDT | 1 | 3.29 | 3.29 | 7.893 | 0.66 | 2:05:00 | 1 0 0 100 | +| DGB/USDT | 1 | 3.25 | 3.25 | 7.814 | 0.65 | 0:40:00 | 1 0 0 100 | +| AVA/USDT | 1 | 2.84 | 2.84 | 6.834 | 0.57 | 5:15:00 | 1 0 0 100 | +| OMG/USDT | 2 | 1.41 | 2.82 | 6.772 | 0.56 | 0:10:00 | 2 0 0 100 | +| WAVES/USDT | 2 | 1.40 | 2.80 | 6.731 | 0.56 | 0:18:00 | 2 0 0 100 | +| ONE/USDT | 1 | 2.54 | 2.54 | 6.114 | 0.51 | 4:00:00 | 1 0 0 100 | +| ATOM/USDT | 1 | 2.46 | 2.46 | 5.908 | 0.49 | 1:00:00 | 1 0 0 100 | +| XEM/USDT | 1 | 2.44 | 2.44 | 5.855 | 0.49 | 1:40:00 | 1 0 0 100 | +| DYP/USDT | 1 | 2.39 | 2.39 | 5.740 | 0.48 | 1:50:00 | 1 0 0 100 | +| MAN/USDT | 1 | 2.32 | 2.32 | 5.562 | 0.46 | 0:15:00 | 1 0 0 100 | +| XDB/USDT | 1 | 2.19 | 2.19 | 5.270 | 0.44 | 11:55:00 | 1 0 0 100 | +| LINK/USDT | 1 | 3.11 | 3.11 | 5.065 | 0.42 | 0:50:00 | 1 0 0 100 | +| FTM/USDT | 2 | 1.04 | 2.08 | 4.998 | 0.42 | 3:55:00 | 2 0 0 100 | +| BEPRO/USDT | 2 | 1.03 | 2.06 | 4.940 | 0.41 | 0:35:00 | 2 0 0 100 | +| SNX/USDT | 1 | 1.80 | 1.80 | 4.318 | 0.36 | 0:25:00 | 1 0 0 100 | +| IOST/USDT | 2 | 0.80 | 1.61 | 3.814 | 0.32 | 1:52:00 | 2 0 0 100 | +| HORD/USDT | 6 | 0.25 | 1.51 | 3.638 | 0.30 | 1:32:00 | 5 0 1 83.3 | +| MANA/USDT | 1 | 1.24 | 1.24 | 2.986 | 0.25 | 0:30:00 | 1 0 0 100 | +| MEM/USDT | 4 | 0.29 | 1.17 | 2.809 | 0.23 | 3:11:00 | 3 0 1 75.0 | +| XTZ/USDT | 1 | 1.11 | 1.11 | 2.672 | 0.22 | 0:10:00 | 1 0 0 100 | +| SAND/USDT | 1 | 0.96 | 0.96 | 2.313 | 0.19 | 10:25:00 | 1 0 0 100 | +| ADA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| AAVE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| AVAX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| BNB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CHR/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| COMP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| FEAR/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| FIL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| GRT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| LTC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| MATIC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| REN/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| TRX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| UNI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XLM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XRP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| YFI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ZEC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ZIL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ALGO/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ROSE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| DAG/USDT | 3 | -0.55 | -1.66 | -3.981 | -0.33 | 2:13:00 | 2 0 1 66.7 | +| PHA/USDT | 2 | -1.72 | -3.44 | -8.264 | -0.69 | 4:20:00 | 1 0 1 50.0 | +| XAVA/USDT | 3 | -1.31 | -3.92 | -9.426 | -0.79 | 1:42:00 | 2 0 1 66.7 | +| CQT/USDT | 7 | -0.62 | -4.35 | -10.461 | -0.87 | 2:09:00 | 5 0 2 71.4 | +| SFUND/USDT | 9 | -1.53 | -13.78 | -33.112 | -2.76 | 3:22:00 | 7 0 2 77.8 | +| TOTAL | 290 | 2.38 | 690.27 | 1654.856 | 137.90 | 1:52:00 | 270 0 20 93.1 | +========================================================================== SELL REASON STATS =========================================================================== +| Sell Reason | Sells | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | +|----------------------------------------------------------+---------+--------------------------+----------------+----------------+-------------------+----------------| +| trailing_stop_loss | 38 | 38 0 0 100 | 3.15 | 119.71 | 287.586 | 1.43 | +| signal_profit_q_momdiv( clucHA ) | 16 | 16 0 0 100 | 4.08 | 65.21 | 156.656 | 0.78 | +| signal_profit_q_momdiv( gumbo ) | 14 | 14 0 0 100 | 4.08 | 57.06 | 137.082 | 0.68 | +| signal_profit_q_momdiv( sqzmom ) | 11 | 11 0 0 100 | 3.63 | 39.98 | 93.652 | 0.48 | +| signal_profit_q_pmax_bear( nfi_38 ) | 8 | 8 0 0 100 | 2.69 | 21.56 | 51.209 | 0.26 | +| signal_profit_q_pmax_bear( gumbo ) | 8 | 8 0 0 100 | 3.65 | 29.17 | 70.081 | 0.35 | +| signal_profit_q_momdiv_coh( nfi_38 ) | 7 | 7 0 0 100 | 2.27 | 15.88 | 38.147 | 0.19 | +| signal_profit_q_momdiv_coh( gumbo ) | 7 | 7 0 0 100 | 4.09 | 28.66 | 68.854 | 0.34 | +| signal_profit_q_momdiv_coh( sqzmom ) | 7 | 7 0 0 100 | 3.66 | 25.6 | 61.512 | 0.3 | +| sell_stoploss_deadfish( clucHA ) | 7 | 0 0 7 0 | -13.15 | -92.04 | -221.106 | -1.1 | +| roi | 6 | 6 0 0 100 | 20.48 | 122.88 | 295.2 | 1.46 | +| signal_profit_q_pmax_bear( clucHA ) | 6 | 6 0 0 100 | 2.75 | 16.52 | 39.697 | 0.2 | +| sell_profit_t_0_1( sqzmom ) | 6 | 6 0 0 100 | 0.48 | 2.87 | 6.897 | 0.03 | +| signal_profit_q_momdiv_coh( clucHA ) | 6 | 6 0 0 100 | 5.48 | 32.91 | 79.061 | 0.39 | +| sell_profit_t_0_1( clucHA ) | 5 | 5 0 0 100 | 0.58 | 2.88 | 6.908 | 0.03 | +| sell_profit_t_1_1( sqzmom ) | 5 | 5 0 0 100 | 1.4 | 7.02 | 16.861 | 0.08 | +| sell_profit_t_1_1( local_uptrend ) | 5 | 5 0 0 100 | 1.62 | 8.12 | 19.499 | 0.1 | +| sell_stoploss_deadfish( sqzmom ) | 4 | 0 0 4 0 | -7.01 | -28.02 | -67.326 | -0.33 | +| sell_profit_t_cti_r_0_1( nfi_38 ) | 4 | 4 0 0 100 | 1.05 | 4.19 | 10.056 | 0.05 | +| sell_profit_u_bear_1_1( nfi_38 ) | 4 | 4 0 0 100 | 1.18 | 4.72 | 11.343 | 0.06 | +| sell_profit_u_bear_1_2( nfi_38 ) | 4 | 4 0 0 100 | 1.41 | 5.65 | 13.574 | 0.07 | +| sell_profit_t_1_1( bb ) | 4 | 4 0 0 100 | 1.54 | 6.14 | 14.757 | 0.07 | +| sell_profit_t_1_12( nfi_38 ) | 4 | 4 0 0 100 | 1.43 | 5.71 | 13.297 | 0.07 | +| signal_profit_q_pmax_bear( sqzmom ) | 4 | 4 0 0 100 | 2.91 | 11.62 | 27.923 | 0.14 | +| sell_stoploss_deadfish( gumbo ) | 3 | 0 0 3 0 | -8.05 | -24.14 | -57.985 | -0.29 | +| sell_profit_t_cti_r_0_1( sqzmom ) | 3 | 3 0 0 100 | 0.86 | 2.59 | 6.234 | 0.03 | +| sell_profit_u_bear_1_1( local_uptrend ) | 3 | 3 0 0 100 | 1.1 | 3.3 | 7.923 | 0.04 | +| signal_profit_q_momdiv( nfi_38 ) | 3 | 3 0 0 100 | 2.67 | 8.01 | 19.236 | 0.1 | +| sell_profit_u_bear_1_1( clucHA ) | 3 | 3 0 0 100 | 1.59 | 4.78 | 11.473 | 0.06 | +| sell_profit_u_bear_1_1( bb ) | 3 | 3 0 0 100 | 1.52 | 4.56 | 10.967 | 0.05 | +| sell_profit_t_1_1( clucHA ) | 3 | 3 0 0 100 | 1.62 | 4.87 | 11.706 | 0.06 | +| sell_profit_u_bear_1_1( local_uptrend clucHA ) | 2 | 2 0 0 100 | 1.63 | 3.25 | 7.813 | 0.04 | +| signal_profit_q_pmax_bear( nfi_13 ) | 2 | 2 0 0 100 | 2.36 | 4.71 | 11.32 | 0.06 | +| sell_profit_t_1_1( nfi_38 ) | 2 | 2 0 0 100 | 1.45 | 2.91 | 6.99 | 0.03 | +| sell_profit_t_0_2( clucHA ) | 2 | 2 0 0 100 | 0.49 | 0.97 | 2.339 | 0.01 | +| sell_stoploss_deadfish( ewo2 ) | 2 | 0 0 2 0 | -8.38 | -16.77 | -40.286 | -0.2 | +| signal_profit_q_momdiv_coh( ewo2 ) | 2 | 2 0 0 100 | 4.63 | 9.25 | 22.224 | 0.11 | +| signal_profit_q_momdiv( cofi ) | 2 | 2 0 0 100 | 5.4 | 10.8 | 25.953 | 0.13 | +| sell_profit_t_0_2( ewo ) | 2 | 2 0 0 100 | 0.53 | 1.07 | 2.561 | 0.01 | +| signal_profit_q_momdiv( local_uptrend ) | 2 | 2 0 0 100 | 9.35 | 18.7 | 44.918 | 0.22 | +| signal_profit_q_momdiv( bb ) | 2 | 2 0 0 100 | 9.07 | 18.14 | 43.587 | 0.22 | +| signal_profit_q_momdiv_coh( cofi ) | 2 | 2 0 0 100 | 3.54 | 7.08 | 17.019 | 0.08 | +| signal_profit_q_pmax_bear( cofi ) | 2 | 2 0 0 100 | 3.06 | 6.11 | 14.682 | 0.07 | +| sell_stoploss_deadfish( ewo ) | 2 | 0 0 2 0 | -8.26 | -16.52 | -39.69 | -0.2 | +| signal_profit_q_pmax_bear( ewo2 ) | 2 | 2 0 0 100 | 4.67 | 9.35 | 22.453 | 0.11 | +| sell_profit_t_1_12( ewo2 ) | 2 | 2 0 0 100 | 1.39 | 2.78 | 6.685 | 0.03 | +| signal_profit_q_momdiv( local_uptrend clucHA ) | 1 | 1 0 0 100 | 2.73 | 2.73 | 6.561 | 0.03 | +| sell_profit_u_bear_1_2( sqzmom ) | 1 | 1 0 0 100 | 1.31 | 1.31 | 3.142 | 0.02 | +| sell_stoploss_deadfish( r_deadfish ) | 1 | 0 0 1 0 | -10.56 | -10.56 | -25.378 | -0.13 | +| sell_profit_t_0_1( bb ) | 1 | 1 0 0 100 | 0.58 | 0.58 | 1.386 | 0.01 | +| sell_profit_u_bear_1_2( clucHA ) | 1 | 1 0 0 100 | 1.25 | 1.25 | 2.997 | 0.01 | +| sell_profit_t_1_2( clucHA ) | 1 | 1 0 0 100 | 1.73 | 1.73 | 4.166 | 0.02 | +| sell_profit_t_1_1( local_uptrend clucHA ) | 1 | 1 0 0 100 | 1.79 | 1.79 | 4.308 | 0.02 | +| sell_profit_t_1_1( bb ewo ewo2 clucHA ) | 1 | 1 0 0 100 | 1.31 | 1.31 | 3.149 | 0.02 | +| signal_profit_q_momdiv( local_uptrend local_dip clucHA ) | 1 | 1 0 0 100 | 4.84 | 4.84 | 11.633 | 0.06 | +| sell_profit_t_1_1( ewo2 ) | 1 | 1 0 0 100 | 1.57 | 1.57 | 3.77 | 0.02 | +| sell_profit_t_1_1( bb ewo ) | 1 | 1 0 0 100 | 1.89 | 1.89 | 4.541 | 0.02 | +| sell_profit_t_1_1( nfi_13 ) | 1 | 1 0 0 100 | 1.5 | 1.5 | 3.596 | 0.02 | +| sell_profit_t_cti_r_0_1( clucHA ) | 1 | 1 0 0 100 | 0.3 | 0.3 | 0.681 | 0 | +| signal_profit_q_2( bb ) | 1 | 1 0 0 100 | 2.19 | 2.19 | 5.27 | 0.03 | +| sell_profit_u_bear_1_1( sqzmom ) | 1 | 1 0 0 100 | 1.58 | 1.58 | 3.795 | 0.02 | +| sell_profit_t_1_1( bb local_uptrend ewo clucHA ) | 1 | 1 0 0 100 | 1.8 | 1.8 | 4.315 | 0.02 | +| sell_profit_t_0_3( clucHA ) | 1 | 1 0 0 100 | 0.18 | 0.18 | 0.423 | 0 | +| signal_profit_q_2( nfi_38 ) | 1 | 1 0 0 100 | 2.54 | 2.54 | 6.114 | 0.03 | +| signal_profit_q_momdiv( local_uptrend clucHA gumbo ) | 1 | 1 0 0 100 | 12.64 | 12.64 | 30.368 | 0.15 | +| sell_profit_t_1_11( clucHA ) | 1 | 1 0 0 100 | 1.54 | 1.54 | 3.712 | 0.02 | +| sell_profit_t_1_1( ewo ) | 1 | 1 0 0 100 | 1.37 | 1.37 | 3.293 | 0.02 | +| sell_profit_t_0_1( cofi ) | 1 | 1 0 0 100 | 0.21 | 0.21 | 0.506 | 0 | +| signal_profit_q_pmax_bear( r_deadfish ) | 1 | 1 0 0 100 | 2.39 | 2.39 | 5.74 | 0.03 | +| signal_profit_q_momdiv_coh( r_deadfish ) | 1 | 1 0 0 100 | 2.27 | 2.27 | 5.444 | 0.03 | +| sell_profit_t_0_2( bb ) | 1 | 1 0 0 100 | 0.93 | 0.93 | 2.229 | 0.01 | +| sell_profit_t_1_2( local_dip ) | 1 | 1 0 0 100 | 1.59 | 1.59 | 3.825 | 0.02 | +| sell_profit_t_0_2( bb ewo ) | 1 | 1 0 0 100 | 0.3 | 0.3 | 0.714 | 0 | +| sell_profit_t_0_2( local_uptrend ) | 1 | 1 0 0 100 | 0.71 | 0.71 | 1.718 | 0.01 | +| signal_profit_q_momdiv( local_uptrend nfi_32 ) | 1 | 1 0 0 100 | 10.9 | 10.9 | 26.176 | 0.13 | +| sell_profit_t_0_2( sqzmom ) | 1 | 1 0 0 100 | 0.11 | 0.11 | 0.262 | 0 | +| sell_profit_t_1_5( nfi_38 ) | 1 | 1 0 0 100 | 1.44 | 1.44 | 3.45 | 0.02 | +| signal_profit_q_momdiv_coh( nfi_13 ) | 1 | 1 0 0 100 | 3.25 | 3.25 | 7.796 | 0.04 | +| sell_profit_t_0_2( nfi_38 ) | 1 | 1 0 0 100 | 0.69 | 0.69 | 1.655 | 0.01 | +| signal_profit_q_momdiv_coh( bb ) | 1 | 1 0 0 100 | 16.36 | 16.36 | 39.307 | 0.19 | +| signal_profit_q_pmax_bear( ewo ) | 1 | 1 0 0 100 | 2.99 | 2.99 | 7.192 | 0.04 | +| sell_profit_t_0_1( ewo2 ) | 1 | 1 0 0 100 | 0.94 | 0.94 | 2.261 | 0.01 | +| sell_profit_t_cti_r_0_1( local_uptrend gumbo ) | 1 | 1 0 0 100 | 0.67 | 0.67 | 1.607 | 0.01 | +| sell_profit_t_1_12( sqzmom ) | 1 | 1 0 0 100 | 1.81 | 1.81 | 4.355 | 0.02 | +| signal_profit_q_momdiv_1h( ewo ) | 1 | 1 0 0 100 | 7.95 | 7.95 | 19.105 | 0.09 | +| signal_profit_q_momdiv_coh( bb ewo ) | 1 | 1 0 0 100 | 3.62 | 3.62 | 8.688 | 0.04 | +| sell_profit_t_1_1( bb local_uptrend ) | 1 | 1 0 0 100 | 1.93 | 1.93 | 4.644 | 0.02 | +| signal_profit_q_pmax_bear( local_uptrend ) | 1 | 1 0 0 100 | 2.88 | 2.88 | 6.927 | 0.03 | +| signal_profit_q_momdiv( ewo ) | 1 | 1 0 0 100 | 7.57 | 7.57 | 18.183 | 0.09 | +| signal_profit_q_momdiv( ewo2 ) | 1 | 1 0 0 100 | 3.02 | 3.02 | 7.259 | 0.04 | +| sell_stoploss_deadfish( bb ) | 1 | 0 0 1 0 | -10 | -10 | -24.023 | -0.12 | +| sell_profit_t_1_12( gumbo ) | 1 | 1 0 0 100 | 1.91 | 1.91 | 4.584 | 0.02 | +| sell_profit_t_cti_r_0_1( nfix_5 ) | 1 | 1 0 0 100 | 1.19 | 1.19 | 2.869 | 0.01 | +| signal_profit_q_momdiv( bb clucHA ) | 1 | 1 0 0 100 | 7.6 | 7.6 | 18.255 | 0.09 | +| sell_profit_t_0_3( r_deadfish ) | 1 | 1 0 0 100 | 1.14 | 1.14 | 2.743 | 0.01 | +====================================================== LEFT OPEN TRADES REPORT ====================================================== +| Pair | Buys | 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 | +=============== SUMMARY METRICS ================ +| Metric | Value | +|------------------------+---------------------| +| Backtesting from | 2021-06-01 00:00:00 | +| Backtesting to | 2021-06-30 00:00:00 | +| Max open trades | 84 | +| | | +| Total/Daily Avg Trades | 290 / 10.0 | +| Starting balance | 1200.000 USDT | +| Final balance | 2854.856 USDT | +| Absolute profit | 1654.856 USDT | +| Total profit % | 137.9% | +| Avg. stake amount | 239.500 USDT | +| Total trade volume | 69454.981 USDT | +| | | +| Best Pair | ARX/USDT 90.75% | +| Worst Pair | SFUND/USDT -13.78% | +| Best trade | LYXE/USDT 20.48% | +| Worst trade | AI/USDT -26.3% | +| Best day | 212.361 USDT | +| Worst day | 1.322 USDT | +| Days win/draw/lose | 28 / 0 / 0 | +| Avg. Duration Winners | 1:23:00 | +| Avg. Duration Loser | 8:34:00 | +| Rejected Buy signals | 0 | +| | | +| Min balance | 1209.142 USDT | +| Max balance | 2870.916 USDT | +| Drawdown | 26.3% | +| Drawdown | 63.186 USDT | +| Drawdown high | 1015.092 USDT | +| Drawdown low | 951.905 USDT | +| Drawdown Start | 2021-06-21 05:00:00 | +| Drawdown End | 2021-06-21 10:15:00 | +| Market change | -23.38% | +================================================ + + diff --git a/backtest_result_v105/20210701-0731.txt b/backtest_result_v105/20210701-0731.txt new file mode 100644 index 0000000..13912c9 --- /dev/null +++ b/backtest_result_v105/20210701-0731.txt @@ -0,0 +1,241 @@ +Result for strategy BB_RPB_TSL +=========================================================== BACKTESTING REPORT =========================================================== +| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | +|-------------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------| +| ARX/USDT | 25 | 2.58 | 64.61 | 155.224 | 12.94 | 1:22:00 | 23 0 2 92.0 | +| XAVA/USDT | 6 | 6.17 | 37.00 | 88.878 | 7.41 | 0:58:00 | 6 0 0 100 | +| XDB/USDT | 10 | 2.91 | 29.13 | 69.983 | 5.83 | 1:26:00 | 10 0 0 100 | +| DAG/USDT | 10 | 2.87 | 28.69 | 68.923 | 5.74 | 0:40:00 | 10 0 0 100 | +| TEL/USDT | 10 | 2.73 | 27.30 | 64.532 | 5.38 | 1:30:00 | 10 0 0 100 | +| ACE/USDT | 8 | 3.24 | 25.91 | 59.873 | 4.99 | 2:38:00 | 8 0 0 100 | +| BEPRO/USDT | 7 | 3.24 | 22.66 | 54.437 | 4.54 | 0:34:00 | 7 0 0 100 | +| CGG/USDT | 14 | 1.61 | 22.57 | 53.634 | 4.47 | 2:26:00 | 13 0 1 92.9 | +| MEM/USDT | 21 | 0.87 | 18.23 | 43.791 | 3.65 | 2:00:00 | 16 0 5 76.2 | +| SAND/USDT | 5 | 3.14 | 15.70 | 37.719 | 3.14 | 1:24:00 | 5 0 0 100 | +| FEAR/USDT | 23 | 0.63 | 14.45 | 34.719 | 2.89 | 3:12:00 | 21 0 2 91.3 | +| PHA/USDT | 1 | 13.20 | 13.20 | 31.718 | 2.64 | 0:50:00 | 1 0 0 100 | +| STRONG/USDT | 6 | 2.14 | 12.87 | 30.915 | 2.58 | 1:11:00 | 6 0 0 100 | +| AXS/USDT | 4 | 2.45 | 9.80 | 23.538 | 1.96 | 2:41:00 | 4 0 0 100 | +| MAN/USDT | 5 | 1.64 | 8.19 | 19.677 | 1.64 | 2:20:00 | 5 0 0 100 | +| LABS/USDT | 3 | 2.62 | 7.86 | 18.882 | 1.57 | 3:13:00 | 3 0 0 100 | +| PDEX/USDT | 4 | 1.91 | 7.64 | 18.361 | 1.53 | 0:32:00 | 4 0 0 100 | +| QNT/USDT | 2 | 3.64 | 7.28 | 17.501 | 1.46 | 1:22:00 | 2 0 0 100 | +| LOCG/USDT | 21 | 0.30 | 6.37 | 15.311 | 1.28 | 2:43:00 | 17 0 4 81.0 | +| HTR/USDT | 5 | 1.19 | 5.95 | 14.283 | 1.19 | 2:00:00 | 5 0 0 100 | +| HORD/USDT | 3 | 1.97 | 5.91 | 14.193 | 1.18 | 0:55:00 | 3 0 0 100 | +| MANA/USDT | 2 | 2.21 | 4.42 | 10.624 | 0.89 | 1:15:00 | 2 0 0 100 | +| SFUND/USDT | 5 | 0.88 | 4.38 | 10.527 | 0.88 | 3:48:00 | 5 0 0 100 | +| ZCX/USDT | 2 | 2.02 | 4.03 | 9.685 | 0.81 | 1:50:00 | 2 0 0 100 | +| TOKO/USDT | 2 | 1.92 | 3.84 | 9.226 | 0.77 | 5:32:00 | 2 0 0 100 | +| VRA/USDT | 5 | 0.72 | 3.59 | 8.626 | 0.72 | 2:26:00 | 4 0 1 80.0 | +| ICP/USDT | 1 | 3.27 | 3.27 | 7.864 | 0.66 | 1:20:00 | 1 0 0 100 | +| CHR/USDT | 6 | 0.53 | 3.19 | 7.673 | 0.64 | 4:31:00 | 5 0 1 83.3 | +| ENJ/USDT | 1 | 2.83 | 2.83 | 6.794 | 0.57 | 1:10:00 | 1 0 0 100 | +| THETA/USDT | 1 | 2.70 | 2.70 | 6.477 | 0.54 | 2:25:00 | 1 0 0 100 | +| PYR/USDT | 4 | 0.67 | 2.66 | 6.393 | 0.53 | 2:18:00 | 3 0 1 75.0 | +| CQT/USDT | 1 | 2.62 | 2.62 | 6.286 | 0.52 | 0:05:00 | 1 0 0 100 | +| MATIC/USDT | 1 | 2.49 | 2.49 | 5.975 | 0.50 | 1:25:00 | 1 0 0 100 | +| XDC/USDT | 1 | 1.61 | 1.61 | 3.870 | 0.32 | 0:35:00 | 1 0 0 100 | +| ALBT/USDT | 1 | 1.47 | 1.47 | 3.530 | 0.29 | 0:10:00 | 1 0 0 100 | +| BOSON/USDT | 12 | 0.10 | 1.22 | 2.934 | 0.24 | 1:34:00 | 10 0 2 83.3 | +| SNX/USDT | 1 | 0.20 | 0.20 | 0.480 | 0.04 | 6:55:00 | 1 0 0 100 | +| ADA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ATOM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| AVA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| AAVE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| AVAX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| BNB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| BUY/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CAKE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CELO/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CKB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| COMP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| COTI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CRV/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| DGB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| DYP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| DOT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ETC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| FIL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| FTM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| GRT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| IOST/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| LINK/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| LTC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| MTV/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| NEAR/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ONE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ORN/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| REN/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ROUTE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| TRX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| UNI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| VET/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| WAVES/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XEM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XLM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XRP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XTZ/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| YFI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ZEC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ZIL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| LYXE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| OMG/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ALGO/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ROSE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| AI/USDT | 15 | -0.09 | -1.36 | -3.264 | -0.27 | 2:46:00 | 13 0 2 86.7 | +| MASK/USDT | 4 | -0.51 | -2.02 | -4.856 | -0.40 | 7:31:00 | 3 0 1 75.0 | +| TRIAS/USDT | 3 | -1.55 | -4.66 | -11.201 | -0.93 | 1:30:00 | 2 0 1 66.7 | +| LSS/USDT | 2 | -2.36 | -4.72 | -11.350 | -0.95 | 9:28:00 | 1 0 1 50.0 | +| BTT/USDT | 1 | -6.46 | -6.46 | -15.519 | -1.29 | 3:30:00 | 0 0 1 0 | +| XCAD/USDT | 3 | -3.59 | -10.78 | -25.891 | -2.16 | 3:30:00 | 1 0 2 33.3 | +| 2CRZ/USDT | 5 | -2.81 | -14.03 | -33.696 | -2.81 | 9:45:00 | 2 0 3 40.0 | +| TOTAL | 272 | 1.44 | 391.82 | 937.278 | 78.11 | 2:23:00 | 242 0 30 89.0 | +========================================================================== SELL REASON STATS =========================================================================== +| Sell Reason | Sells | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | +|----------------------------------------------------------+---------+--------------------------+----------------+----------------+-------------------+----------------| +| trailing_stop_loss | 35 | 35 0 0 100 | 3.02 | 105.75 | 251.935 | 1.2 | +| sell_profit_t_1_1( ewo2 ) | 11 | 11 0 0 100 | 1.57 | 17.28 | 41.516 | 0.2 | +| signal_profit_q_momdiv( clucHA ) | 11 | 11 0 0 100 | 3.75 | 41.22 | 99.019 | 0.47 | +| signal_profit_q_pmax_bear( ewo2 ) | 10 | 10 0 0 100 | 3.36 | 33.63 | 80.804 | 0.38 | +| signal_profit_q_pmax_bear( clucHA ) | 9 | 9 0 0 100 | 3.12 | 28.09 | 67.491 | 0.32 | +| signal_profit_q_momdiv_coh( gumbo ) | 8 | 8 0 0 100 | 4.17 | 33.36 | 80.145 | 0.38 | +| sell_profit_u_bear_1_1( clucHA ) | 8 | 8 0 0 100 | 1.18 | 9.47 | 22.757 | 0.11 | +| sell_stoploss_deadfish( ewo2 ) | 7 | 0 0 7 0 | -11.81 | -82.64 | -198.539 | -0.94 | +| sell_stoploss_deadfish( clucHA ) | 7 | 0 0 7 0 | -9.34 | -65.35 | -157.002 | -0.74 | +| signal_profit_q_momdiv( ewo2 ) | 7 | 7 0 0 100 | 4.45 | 31.13 | 74.788 | 0.35 | +| signal_profit_q_pmax_bear( gumbo ) | 6 | 6 0 0 100 | 2.97 | 17.82 | 42.813 | 0.2 | +| sell_profit_t_cti_r_0_1( clucHA ) | 6 | 6 0 0 100 | 0.61 | 3.65 | 8.497 | 0.04 | +| sell_profit_t_1_1( clucHA ) | 6 | 6 0 0 100 | 1.53 | 9.18 | 22.055 | 0.1 | +| signal_profit_q_momdiv_coh( clucHA ) | 6 | 6 0 0 100 | 2.58 | 15.48 | 37.185 | 0.18 | +| signal_profit_q_momdiv( nfi_13 ) | 5 | 5 0 0 100 | 2.91 | 14.55 | 34.953 | 0.17 | +| signal_profit_q_momdiv( sqzmom ) | 5 | 5 0 0 100 | 3.62 | 18.11 | 43.516 | 0.21 | +| signal_profit_q_momdiv_coh( cofi ) | 4 | 4 0 0 100 | 2.57 | 10.28 | 24.691 | 0.12 | +| sell_profit_t_0_1( ewo2 ) | 3 | 3 0 0 100 | 0.3 | 0.91 | 2.177 | 0.01 | +| signal_profit_q_momdiv( gumbo ) | 3 | 3 0 0 100 | 7.07 | 21.21 | 50.951 | 0.24 | +| sell_profit_t_0_2( clucHA ) | 3 | 3 0 0 100 | 0.23 | 0.69 | 1.658 | 0.01 | +| signal_profit_q_momdiv_coh( nfi_38 ) | 3 | 3 0 0 100 | 2.65 | 7.95 | 19.098 | 0.09 | +| signal_profit_q_momdiv( local_uptrend clucHA ) | 3 | 3 0 0 100 | 7.17 | 21.5 | 51.64 | 0.24 | +| signal_profit_q_momdiv_coh( sqzmom ) | 3 | 3 0 0 100 | 2.88 | 8.65 | 20.788 | 0.1 | +| sell_stoploss_deadfish( gumbo ) | 3 | 0 0 3 0 | -7.49 | -22.47 | -53.973 | -0.26 | +| roi | 3 | 3 0 0 100 | 20.48 | 61.44 | 147.6 | 0.7 | +| sell_profit_t_1_11( clucHA ) | 2 | 2 0 0 100 | 1.8 | 3.59 | 8.629 | 0.04 | +| signal_profit_q_pmax_bear( ewo2 clucHA ) | 2 | 2 0 0 100 | 2.96 | 5.92 | 14.221 | 0.07 | +| sell_profit_u_bear_1_1( sqzmom ) | 2 | 2 0 0 100 | 1.23 | 2.46 | 5.903 | 0.03 | +| sell_stoploss_deadfish( nfi_38 ) | 2 | 0 0 2 0 | -7.67 | -15.33 | -36.838 | -0.17 | +| sell_stoploss_deadfish( bb ) | 2 | 0 0 2 0 | -6.73 | -13.46 | -32.327 | -0.15 | +| signal_profit_q_momdiv( bb ewo ) | 2 | 2 0 0 100 | 11.83 | 23.65 | 56.817 | 0.27 | +| signal_profit_q_momdiv( nfi_38 ) | 2 | 2 0 0 100 | 3.72 | 7.44 | 17.87 | 0.08 | +| sell_profit_u_bear_1_1( ewo ) | 2 | 2 0 0 100 | 1.73 | 3.46 | 8.307 | 0.04 | +| sell_profit_t_1_12( ewo2 ) | 2 | 2 0 0 100 | 1.83 | 3.67 | 8.809 | 0.04 | +| sell_profit_t_0_1( clucHA ) | 2 | 2 0 0 100 | 0.58 | 1.15 | 2.768 | 0.01 | +| signal_profit_q_momdiv_coh( nfi_13 ) | 2 | 2 0 0 100 | 3.74 | 7.48 | 17.979 | 0.09 | +| force_sell | 2 | 0 0 2 0 | -4.41 | -8.82 | -21.193 | -0.1 | +| signal_profit_q_momdiv( nfix_5 ) | 2 | 2 0 0 100 | 5.82 | 11.65 | 27.978 | 0.13 | +| sell_profit_t_1_12( clucHA ) | 2 | 2 0 0 100 | 1.97 | 3.94 | 9.456 | 0.04 | +| signal_profit_q_pmax_bear( nfi_38 ) | 2 | 2 0 0 100 | 2.59 | 5.19 | 12.466 | 0.06 | +| signal_profit_q_pmax_bear( nfi_13 ) | 2 | 2 0 0 100 | 2.25 | 4.5 | 10.81 | 0.05 | +| sell_profit_t_1_1( local_uptrend clucHA ) | 2 | 2 0 0 100 | 1.62 | 3.23 | 7.771 | 0.04 | +| signal_profit_q_pmax_bear( sqzmom ) | 2 | 2 0 0 100 | 2.57 | 5.14 | 12.349 | 0.06 | +| sell_stoploss_deadfish( bb ewo ) | 2 | 0 0 2 0 | -16.8 | -33.61 | -80.738 | -0.38 | +| sell_profit_t_cti_r_0_1( cofi ) | 1 | 1 0 0 100 | 0.4 | 0.4 | 0.972 | 0 | +| sell_profit_t_1_4( clucHA ) | 1 | 1 0 0 100 | 1.88 | 1.88 | 4.515 | 0.02 | +| sell_profit_t_1_10( nfi_32 ) | 1 | 1 0 0 100 | 1.91 | 1.91 | 4.588 | 0.02 | +| sell_stoploss_deadfish( ewo2 clucHA ) | 1 | 0 0 1 0 | -15.41 | -15.41 | -37.023 | -0.18 | +| signal_profit_q_momdiv_coh( ewo ) | 1 | 1 0 0 100 | 2.29 | 2.29 | 5.504 | 0.03 | +| sell_profit_t_cti_r_0_1( ewo2 ) | 1 | 1 0 0 100 | 0.41 | 0.41 | 0.988 | 0 | +| sell_profit_t_1_1( ewo ) | 1 | 1 0 0 100 | 1.88 | 1.88 | 4.524 | 0.02 | +| sell_profit_t_0_2( ewo2 ) | 1 | 1 0 0 100 | 0.35 | 0.35 | 0.841 | 0 | +| sell_profit_t_1_11( ewo2 ) | 1 | 1 0 0 100 | 1.31 | 1.31 | 3.141 | 0.01 | +| signal_profit_q_momdiv_1h( sqzmom ) | 1 | 1 0 0 100 | 4.23 | 4.23 | 10.152 | 0.05 | +| sell_profit_t_1_1( local_uptrend ) | 1 | 1 0 0 100 | 1.54 | 1.54 | 3.692 | 0.02 | +| sell_profit_t_1_2( nfi_32 ) | 1 | 1 0 0 100 | 1.29 | 1.29 | 3.095 | 0.01 | +| sell_profit_u_bear_1_1( ewo2 ) | 1 | 1 0 0 100 | 1.99 | 1.99 | 4.771 | 0.02 | +| sell_profit_t_1_1( bb ) | 1 | 1 0 0 100 | 1.8 | 1.8 | 4.315 | 0.02 | +| signal_profit_q_pmax_bear( bb ewo ) | 1 | 1 0 0 100 | 2.41 | 2.41 | 5.801 | 0.03 | +| sell_profit_u_bear_1_1( ewo2 clucHA ) | 1 | 1 0 0 100 | 1.17 | 1.17 | 2.818 | 0.01 | +| sell_stoploss_deadfish( sqzmom ) | 1 | 0 0 1 0 | -11.18 | -11.18 | -26.848 | -0.13 | +| signal_profit_q_pmax_bear( nfi_32 ) | 1 | 1 0 0 100 | 3.29 | 3.29 | 7.907 | 0.04 | +| sell_profit_t_cti_r_0_1( local_uptrend ) | 1 | 1 0 0 100 | 1.08 | 1.08 | 2.596 | 0.01 | +| sell_profit_u_bear_1_2( nfi_13 ) | 1 | 1 0 0 100 | 1.07 | 1.07 | 2.571 | 0.01 | +| signal_profit_q_momdiv_coh( ewo2 ) | 1 | 1 0 0 100 | 3.22 | 3.22 | 7.736 | 0.04 | +| signal_profit_q_momdiv_coh( ewo2 clucHA ) | 1 | 1 0 0 100 | 2.16 | 2.16 | 5.184 | 0.02 | +| signal_profit_q_pmax_bear( local_uptrend local_dip ewo ) | 1 | 1 0 0 100 | 2.37 | 2.37 | 5.691 | 0.03 | +| signal_profit_q_momdiv_coh( ewo clucHA ) | 1 | 1 0 0 100 | 11.91 | 11.91 | 28.618 | 0.14 | +| sell_profit_t_0_1( local_uptrend ewo2 clucHA ) | 1 | 1 0 0 100 | 0.15 | 0.15 | 0.366 | 0 | +| sell_profit_t_1_1( local_dip ) | 1 | 1 0 0 100 | 1.61 | 1.61 | 3.87 | 0.02 | +| sell_stoploss_deadfish( bb local_uptrend ) | 1 | 0 0 1 0 | -31.47 | -31.47 | -75.605 | -0.36 | +| signal_profit_q_momdiv( local_dip clucHA ) | 1 | 1 0 0 100 | 3.5 | 3.5 | 8.409 | 0.04 | +| sell_profit_t_1_1( ewo2 clucHA ) | 1 | 1 0 0 100 | 1.57 | 1.57 | 3.768 | 0.02 | +| sell_profit_t_cti_r_0_1( r_deadfish ) | 1 | 1 0 0 100 | 0.82 | 0.82 | 1.975 | 0.01 | +| signal_profit_q_pmax_bear( ewo2 nfi_32 ) | 1 | 1 0 0 100 | 2.34 | 2.34 | 5.619 | 0.03 | +| sell_profit_t_cti_r_0_1( ewo2 clucHA ) | 1 | 1 0 0 100 | 0.19 | 0.19 | 0.448 | 0 | +| signal_profit_q_pmax_bear( r_deadfish ) | 1 | 1 0 0 100 | 2.93 | 2.93 | 7.043 | 0.03 | +| sell_profit_t_cti_r_0_1( nfi_13 ) | 1 | 1 0 0 100 | 0.96 | 0.96 | 2.308 | 0.01 | +| signal_profit_q_momdiv_1h( ewo2 ) | 1 | 1 0 0 100 | 2.05 | 2.05 | 4.937 | 0.02 | +| sell_profit_t_1_4( nfi_33 nfix_5 ) | 1 | 1 0 0 100 | 1.73 | 1.73 | 4.155 | 0.02 | +| sell_profit_t_1_7( nfi_32 ) | 1 | 1 0 0 100 | 1.21 | 1.21 | 2.904 | 0.01 | +| sell_profit_t_0_1( nfi_38 ) | 1 | 1 0 0 100 | 0.01 | 0.01 | 0.016 | 0 | +| sell_profit_t_1_4( local_uptrend ewo2 clucHA ) | 1 | 1 0 0 100 | 1.99 | 1.99 | 4.792 | 0.02 | +| signal_profit_q_pmax_bear( bb local_uptrend ) | 1 | 1 0 0 100 | 2.25 | 2.25 | 5.413 | 0.03 | +| signal_profit_q_momdiv_coh( bb ) | 1 | 1 0 0 100 | 2.45 | 2.45 | 5.897 | 0.03 | +| sell_profit_t_1_1( nfi_32 ) | 1 | 1 0 0 100 | 1.79 | 1.79 | 4.307 | 0.02 | +| sell_profit_t_0_2( bb ) | 1 | 1 0 0 100 | 0.19 | 0.19 | 0.456 | 0 | +| signal_profit_q_momdiv( nfi_13 nfi_38 ) | 1 | 1 0 0 100 | 2.42 | 2.42 | 5.814 | 0.03 | +| sell_profit_t_1_2( local_uptrend gumbo ) | 1 | 1 0 0 100 | 1.48 | 1.48 | 2.482 | 0.02 | +| sell_profit_t_cti_r_0_1( nfi_38 ) | 1 | 1 0 0 100 | 0.2 | 0.2 | 0.48 | 0 | +| sell_stoploss_deadfish( local_uptrend ) | 1 | 0 0 1 0 | -17.54 | -17.54 | -42.139 | -0.2 | +| sell_profit_u_bear_1_1( local_dip clucHA ) | 1 | 1 0 0 100 | 1.02 | 1.02 | 2.445 | 0.01 | +| signal_profit_q_momdiv( local_dip ) | 1 | 1 0 0 100 | 2.84 | 2.84 | 6.829 | 0.03 | +| signal_profit_q_momdiv_coh( nfix_5 ) | 1 | 1 0 0 100 | 4.98 | 4.98 | 11.952 | 0.06 | +| sell_profit_t_0_2( sqzmom ) | 1 | 1 0 0 100 | 0.09 | 0.09 | 0.204 | 0 | +| sell_profit_u_bear_1_1( bb local_uptrend clucHA ) | 1 | 1 0 0 100 | 1.56 | 1.56 | 3.745 | 0.02 | +| signal_profit_q_pmax_bear( bb ) | 1 | 1 0 0 100 | 5.06 | 5.06 | 12.159 | 0.06 | +| sell_profit_u_bear_1_1( local_dip ) | 1 | 1 0 0 100 | 1.58 | 1.58 | 3.806 | 0.02 | +| signal_profit_q_momdiv( ewo ) | 1 | 1 0 0 100 | 6.97 | 6.97 | 16.737 | 0.08 | +| sell_profit_u_bear_1_1( bb ) | 1 | 1 0 0 100 | 1.5 | 1.5 | 3.605 | 0.02 | +| sell_profit_t_1_11( bb ) | 1 | 1 0 0 100 | 1.59 | 1.59 | 3.815 | 0.02 | +| sell_stoploss_u_e_1( sqzmom ) | 1 | 0 0 1 0 | -5.07 | -5.07 | -12.184 | -0.06 | +| sell_profit_t_1_5( clucHA ) | 1 | 1 0 0 100 | 1.37 | 1.37 | 2.701 | 0.02 | +======================================================= LEFT OPEN TRADES REPORT ======================================================== +| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | +|-----------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------| +| 2CRZ/USDT | 1 | -3.51 | -3.51 | -8.434 | -0.70 | 11:35:00 | 0 0 1 0 | +| MEM/USDT | 1 | -5.31 | -5.31 | -12.759 | -1.06 | 9:35:00 | 0 0 1 0 | +| TOTAL | 2 | -4.41 | -8.82 | -21.193 | -1.77 | 10:35:00 | 0 0 2 0 | +=============== SUMMARY METRICS ================ +| Metric | Value | +|------------------------+---------------------| +| Backtesting from | 2021-07-01 00:00:00 | +| Backtesting to | 2021-07-31 00:00:00 | +| Max open trades | 88 | +| | | +| Total/Daily Avg Trades | 272 / 9.07 | +| Starting balance | 1200.000 USDT | +| Final balance | 2137.278 USDT | +| Absolute profit | 937.278 USDT | +| Total profit % | 78.11% | +| Avg. stake amount | 239.087 USDT | +| Total trade volume | 65031.572 USDT | +| | | +| Best Pair | ARX/USDT 64.61% | +| Worst Pair | 2CRZ/USDT -14.03% | +| Best trade | ARX/USDT 20.48% | +| Worst trade | FEAR/USDT -33.31% | +| Best day | 118.884 USDT | +| Worst day | -86.854 USDT | +| Days win/draw/lose | 25 / 0 / 5 | +| Avg. Duration Winners | 1:38:00 | +| Avg. Duration Loser | 8:21:00 | +| Rejected Buy signals | 0 | +| | | +| Min balance | 1214.557 USDT | +| Max balance | 2264.024 USDT | +| Drawdown | 54.68% | +| Drawdown | 131.355 USDT | +| Drawdown high | 1064.024 USDT | +| Drawdown low | 932.670 USDT | +| Drawdown Start | 2021-07-29 14:15:00 | +| Drawdown End | 2021-07-30 19:20:00 | +| Market change | 22.52% | +================================================ diff --git a/backtest_result_v105/20210801-0831.txt b/backtest_result_v105/20210801-0831.txt new file mode 100644 index 0000000..ec46a8f --- /dev/null +++ b/backtest_result_v105/20210801-0831.txt @@ -0,0 +1,228 @@ +Result for strategy BB_RPB_TSL +=========================================================== BACKTESTING REPORT =========================================================== +| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | +|-------------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------| +| 2CRZ/USDT | 36 | 2.34 | 84.32 | 202.581 | 16.88 | 1:08:00 | 34 0 2 94.4 | +| CQT/USDT | 14 | 3.97 | 55.61 | 133.587 | 11.13 | 1:09:00 | 14 0 0 100 | +| QI/USDT | 21 | 2.51 | 52.69 | 126.589 | 10.55 | 1:42:00 | 19 0 2 90.5 | +| SFUND/USDT | 18 | 2.25 | 40.53 | 97.363 | 8.11 | 1:22:00 | 17 0 1 94.4 | +| LABS/USDT | 15 | 2.52 | 37.73 | 90.631 | 7.55 | 0:59:00 | 15 0 0 100 | +| CGG/USDT | 12 | 3.14 | 37.69 | 90.545 | 7.55 | 0:55:00 | 12 0 0 100 | +| ERG/USDT | 4 | 8.04 | 32.16 | 77.271 | 6.44 | 0:31:00 | 4 0 0 100 | +| ARX/USDT | 21 | 1.38 | 29.04 | 69.762 | 5.81 | 2:07:00 | 20 0 1 95.2 | +| LSS/USDT | 10 | 2.14 | 21.41 | 51.440 | 4.29 | 1:04:00 | 10 0 0 100 | +| MAN/USDT | 4 | 4.85 | 19.38 | 46.565 | 3.88 | 2:24:00 | 4 0 0 100 | +| TOKO/USDT | 7 | 2.69 | 18.80 | 45.171 | 3.76 | 2:24:00 | 7 0 0 100 | +| XAVA/USDT | 22 | 0.82 | 18.01 | 43.275 | 3.61 | 1:15:00 | 18 0 4 81.8 | +| COTI/USDT | 5 | 3.45 | 17.25 | 41.445 | 3.45 | 0:43:00 | 5 0 0 100 | +| TRIAS/USDT | 8 | 2.03 | 16.22 | 38.960 | 3.25 | 1:51:00 | 8 0 0 100 | +| HORD/USDT | 3 | 5.03 | 15.10 | 36.280 | 3.02 | 0:28:00 | 3 0 0 100 | +| BEPRO/USDT | 6 | 2.41 | 14.48 | 34.790 | 2.90 | 0:42:00 | 6 0 0 100 | +| PYR/USDT | 3 | 4.66 | 13.97 | 33.567 | 2.80 | 4:47:00 | 3 0 0 100 | +| PDEX/USDT | 12 | 1.05 | 12.64 | 30.375 | 2.53 | 2:46:00 | 11 0 1 91.7 | +| DYP/USDT | 4 | 3.03 | 12.13 | 29.132 | 2.43 | 3:05:00 | 3 0 1 75.0 | +| MASK/USDT | 6 | 2.01 | 12.07 | 28.988 | 2.42 | 1:29:00 | 5 0 1 83.3 | +| DAG/USDT | 4 | 2.95 | 11.81 | 28.366 | 2.36 | 0:48:00 | 4 0 0 100 | +| ALBT/USDT | 3 | 3.47 | 10.41 | 25.009 | 2.08 | 5:28:00 | 3 0 0 100 | +| BOSON/USDT | 4 | 2.27 | 9.07 | 21.797 | 1.82 | 1:49:00 | 4 0 0 100 | +| VRA/USDT | 4 | 1.85 | 7.41 | 17.810 | 1.48 | 0:45:00 | 4 0 0 100 | +| ACE/USDT | 4 | 1.85 | 7.41 | 17.810 | 1.48 | 1:00:00 | 4 0 0 100 | +| MTV/USDT | 3 | 2.07 | 6.20 | 14.896 | 1.24 | 1:43:00 | 3 0 0 100 | +| FTM/USDT | 2 | 2.94 | 5.88 | 14.120 | 1.18 | 2:15:00 | 2 0 0 100 | +| XDC/USDT | 3 | 2.01 | 6.04 | 13.868 | 1.16 | 1:47:00 | 3 0 0 100 | +| MOVR/USDT | 2 | 2.18 | 4.36 | 10.473 | 0.87 | 0:25:00 | 2 0 0 100 | +| XCAD/USDT | 5 | 0.85 | 4.26 | 10.234 | 0.85 | 2:12:00 | 4 0 1 80.0 | +| AXS/USDT | 1 | 3.18 | 3.18 | 7.630 | 0.64 | 1:05:00 | 1 0 0 100 | +| TEL/USDT | 1 | 3.04 | 3.04 | 7.306 | 0.61 | 0:20:00 | 1 0 0 100 | +| MANA/USDT | 1 | 2.24 | 2.24 | 5.384 | 0.45 | 0:20:00 | 1 0 0 100 | +| XRP/USDT | 1 | 2.13 | 2.13 | 5.121 | 0.43 | 2:05:00 | 1 0 0 100 | +| SLP/USDT | 1 | 1.94 | 1.94 | 4.657 | 0.39 | 0:35:00 | 1 0 0 100 | +| AVAX/USDT | 1 | 1.89 | 1.89 | 4.535 | 0.38 | 0:05:00 | 1 0 0 100 | +| ORN/USDT | 1 | 1.76 | 1.76 | 4.236 | 0.35 | 0:05:00 | 1 0 0 100 | +| FEAR/USDT | 1 | 1.38 | 1.38 | 3.307 | 0.28 | 0:40:00 | 1 0 0 100 | +| STRONG/USDT | 1 | 1.34 | 1.34 | 3.221 | 0.27 | 1:00:00 | 1 0 0 100 | +| LYXE/USDT | 1 | 1.20 | 1.20 | 2.883 | 0.24 | 0:10:00 | 1 0 0 100 | +| SAND/USDT | 1 | 0.03 | 0.03 | 0.069 | 0.01 | 0:15:00 | 1 0 0 100 | +| AI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ADA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ATOM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| AVA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| AAVE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| BNB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| BTT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CAKE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CELO/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CHR/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CKB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| COMP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CRV/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| DGB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| DOT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ENJ/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ETC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| FIL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| GRT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ICP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| IOTX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| IOST/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| LINK/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| LTC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| MATIC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| MEM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| NEAR/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ONE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| REN/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ROUTE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| SNX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| THETA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| TRX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| UNI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| VET/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| WAVES/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XEM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XLM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XPR/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XTZ/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| YFI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ZEC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ZIL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| OMG/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ALGO/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| PHA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| SOL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ROSE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ZCX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| QNT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| HTR/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| LOCG/USDT | 18 | -0.03 | -0.46 | -1.104 | -0.09 | 3:51:00 | 14 0 4 77.8 | +| XDB/USDT | 5 | -0.35 | -1.75 | -4.214 | -0.35 | 3:52:00 | 4 0 1 80.0 | +| CIRUS/USDT | 8 | -0.40 | -3.20 | -7.680 | -0.64 | 6:46:00 | 6 0 2 75.0 | +| BUY/USDT | 5 | -1.33 | -6.63 | -15.934 | -1.33 | 5:49:00 | 4 0 1 80.0 | +| TOTAL | 312 | 2.06 | 642.18 | 1542.119 | 128.51 | 1:53:00 | 290 0 22 92.9 | +======================================================================== SELL REASON STATS ========================================================================= +| Sell Reason | Sells | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | +|------------------------------------------------------+---------+--------------------------+----------------+----------------+-------------------+----------------| +| trailing_stop_loss | 59 | 59 0 0 100 | 3.53 | 208.24 | 500.278 | 2.17 | +| signal_profit_q_momdiv( clucHA ) | 16 | 16 0 0 100 | 4.05 | 64.83 | 155.759 | 0.68 | +| signal_profit_q_pmax_bear( clucHA ) | 16 | 16 0 0 100 | 3.17 | 50.75 | 121.913 | 0.53 | +| signal_profit_q_pmax_bear( ewo2 ) | 12 | 12 0 0 100 | 3.26 | 39.09 | 93.906 | 0.41 | +| signal_profit_q_momdiv( ewo2 ) | 11 | 11 0 0 100 | 4.29 | 47.18 | 113.354 | 0.49 | +| sell_stoploss_deadfish( clucHA ) | 11 | 0 0 11 0 | -8.73 | -95.99 | -230.604 | -1 | +| sell_profit_t_1_1( clucHA ) | 11 | 11 0 0 100 | 1.73 | 19.02 | 45.703 | 0.2 | +| signal_profit_q_momdiv_coh( clucHA ) | 10 | 10 0 0 100 | 2.62 | 26.23 | 63.009 | 0.27 | +| sell_profit_u_bear_1_1( clucHA ) | 9 | 9 0 0 100 | 1.41 | 12.7 | 30.509 | 0.13 | +| signal_profit_q_pmax_bear( sqzmom ) | 9 | 9 0 0 100 | 3.73 | 33.55 | 80.597 | 0.35 | +| signal_profit_q_momdiv_coh( ewo2 ) | 8 | 8 0 0 100 | 3.12 | 24.99 | 60.034 | 0.26 | +| signal_profit_q_momdiv( gumbo ) | 7 | 7 0 0 100 | 3.37 | 23.59 | 56.665 | 0.25 | +| sell_profit_t_1_1( ewo2 ) | 6 | 6 0 0 100 | 1.41 | 8.44 | 19.641 | 0.09 | +| signal_profit_q_momdiv( sqzmom ) | 6 | 6 0 0 100 | 3.14 | 18.83 | 45.247 | 0.2 | +| signal_profit_q_momdiv( ewo2 clucHA ) | 5 | 5 0 0 100 | 5.05 | 25.24 | 60.627 | 0.26 | +| signal_profit_q_momdiv( cofi ) | 5 | 5 0 0 100 | 3.38 | 16.92 | 40.637 | 0.18 | +| sell_profit_t_0_1( ewo2 ) | 5 | 5 0 0 100 | 0.73 | 3.66 | 8.785 | 0.04 | +| sell_profit_t_1_1( bb ) | 5 | 5 0 0 100 | 1.63 | 8.15 | 19.591 | 0.08 | +| signal_profit_q_pmax_bear( gumbo ) | 5 | 5 0 0 100 | 3.7 | 18.52 | 44.483 | 0.19 | +| sell_profit_t_1_12( ewo2 ) | 4 | 4 0 0 100 | 1.43 | 5.72 | 13.732 | 0.06 | +| sell_profit_t_cti_r_0_1( ewo2 ) | 4 | 4 0 0 100 | 0.56 | 2.24 | 5.393 | 0.02 | +| sell_stoploss_deadfish( ewo2 ) | 4 | 0 0 4 0 | -14.13 | -56.52 | -135.775 | -0.59 | +| sell_profit_t_cti_r_0_1( clucHA ) | 4 | 4 0 0 100 | 0.59 | 2.36 | 5.658 | 0.02 | +| sell_stoploss_deadfish( ewo2 clucHA ) | 3 | 0 0 3 0 | -7.6 | -22.79 | -54.748 | -0.24 | +| sell_profit_t_1_12( clucHA ) | 3 | 3 0 0 100 | 1.47 | 4.4 | 10.579 | 0.05 | +| signal_profit_q_pmax_bear( nfi_13 ) | 2 | 2 0 0 100 | 3.82 | 7.63 | 18.337 | 0.08 | +| sell_profit_t_0_2( ewo2 ) | 2 | 2 0 0 100 | 0.65 | 1.31 | 3.138 | 0.01 | +| sell_profit_t_1_11( ewo2 ) | 2 | 2 0 0 100 | 1.6 | 3.2 | 7.696 | 0.03 | +| sell_profit_t_1_11( clucHA ) | 2 | 2 0 0 100 | 1.5 | 3 | 7.216 | 0.03 | +| sell_profit_t_1_1( local_uptrend ) | 2 | 2 0 0 100 | 1.3 | 2.6 | 6.242 | 0.03 | +| signal_profit_q_pmax_bear( cofi ) | 2 | 2 0 0 100 | 2.68 | 5.35 | 12.857 | 0.06 | +| signal_profit_q_pmax_bear( nfi_38 ) | 2 | 2 0 0 100 | 2.25 | 4.5 | 10.822 | 0.05 | +| sell_profit_t_1_1( bb ewo2 ) | 2 | 2 0 0 100 | 1.33 | 2.66 | 6.383 | 0.03 | +| force_sell | 2 | 0 0 2 0 | -2.93 | -5.85 | -14.061 | -0.06 | +| signal_profit_q_momdiv( ewo ) | 2 | 2 0 0 100 | 12.96 | 25.92 | 62.267 | 0.27 | +| signal_profit_q_momdiv( nfix_5 ) | 2 | 2 0 0 100 | 3.63 | 7.25 | 17.428 | 0.08 | +| signal_profit_q_momdiv( nfi_38 ) | 2 | 2 0 0 100 | 2.49 | 4.97 | 11.951 | 0.05 | +| sell_profit_t_0_2( bb clucHA ) | 2 | 2 0 0 100 | 0.3 | 0.61 | 1.454 | 0.01 | +| signal_profit_q_momdiv( local_uptrend ) | 2 | 2 0 0 100 | 6.68 | 13.37 | 32.117 | 0.14 | +| sell_profit_t_1_1( local_dip ) | 2 | 2 0 0 100 | 1.46 | 2.92 | 7.024 | 0.03 | +| sell_profit_t_0_2( clucHA ) | 2 | 2 0 0 100 | 0.2 | 0.4 | 0.96 | 0 | +| sell_profit_t_0_2( bb ) | 2 | 2 0 0 100 | 0.63 | 1.26 | 3.021 | 0.01 | +| sell_profit_u_bear_1_2( bb ) | 1 | 1 0 0 100 | 1.74 | 1.74 | 4.192 | 0.02 | +| sell_profit_t_0_2( ewo2 clucHA ) | 1 | 1 0 0 100 | 0 | 0 | 0.002 | 0 | +| sell_profit_t_0_1( local_uptrend ) | 1 | 1 0 0 100 | 0.81 | 0.81 | 1.939 | 0.01 | +| sell_profit_t_1_1( nfix_5 ) | 1 | 1 0 0 100 | 1.71 | 1.71 | 4.12 | 0.02 | +| signal_profit_q_pmax_bear( r_deadfish ) | 1 | 1 0 0 100 | 4.04 | 4.04 | 9.706 | 0.04 | +| signal_profit_q_momdiv_coh( sqzmom ) | 1 | 1 0 0 100 | 3.68 | 3.68 | 8.832 | 0.04 | +| sell_profit_t_1_1( bb ewo ) | 1 | 1 0 0 100 | 1.87 | 1.87 | 4.49 | 0.02 | +| sell_profit_t_1_12( ewo2 clucHA ) | 1 | 1 0 0 100 | 1.79 | 1.79 | 4.301 | 0.02 | +| signal_profit_q_momdiv_1h( ewo2 ) | 1 | 1 0 0 100 | 4.24 | 4.24 | 10.197 | 0.04 | +| sell_profit_t_1_12( sqzmom ) | 1 | 1 0 0 100 | 1.64 | 1.64 | 3.938 | 0.02 | +| sell_profit_t_0_1( ewo2 nfi_32 ) | 1 | 1 0 0 100 | 0.54 | 0.54 | 1.298 | 0.01 | +| signal_profit_q_pmax_bear( bb local_uptrend clucHA ) | 1 | 1 0 0 100 | 2.5 | 2.5 | 6.001 | 0.03 | +| sell_stoploss_deadfish( ewo2 nfix_5 ) | 1 | 0 0 1 0 | -15.42 | -15.42 | -37.045 | -0.16 | +| sell_profit_t_1_4( ewo2 clucHA ) | 1 | 1 0 0 100 | 1.93 | 1.93 | 4.648 | 0.02 | +| sell_profit_u_bear_1_2( clucHA ) | 1 | 1 0 0 100 | 1.2 | 1.2 | 2.883 | 0.01 | +| sell_profit_t_1_1( local_uptrend nfi_32 ) | 1 | 1 0 0 100 | 1.21 | 1.21 | 2.902 | 0.01 | +| signal_profit_q_momdiv( bb ewo ) | 1 | 1 0 0 100 | 5.19 | 5.19 | 12.459 | 0.05 | +| sell_stoploss_deadfish( nfi_38 ) | 1 | 0 0 1 0 | -9.2 | -9.2 | -22.112 | -0.1 | +| roi | 1 | 1 0 0 100 | 20.48 | 20.48 | 49.2 | 0.21 | +| signal_profit_q_momdiv( local_uptrend clucHA ) | 1 | 1 0 0 100 | 8.47 | 8.47 | 20.349 | 0.09 | +| sell_profit_u_bear_1_1( local_uptrend ) | 1 | 1 0 0 100 | 1.32 | 1.32 | 3.16 | 0.01 | +| signal_profit_q_momdiv( nfi_33 ) | 1 | 1 0 0 100 | 4.84 | 4.84 | 11.627 | 0.05 | +| signal_profit_q_momdiv_coh( nfi_13 ) | 1 | 1 0 0 100 | 2.71 | 2.71 | 6.518 | 0.03 | +| sell_profit_t_1_5( gumbo ) | 1 | 1 0 0 100 | 1.73 | 1.73 | 4.163 | 0.02 | +| signal_profit_q_pmax_bear( ewo ) | 1 | 1 0 0 100 | 2.11 | 2.11 | 5.061 | 0.02 | +| sell_profit_t_1_2( ewo2 ) | 1 | 1 0 0 100 | 1.79 | 1.79 | 4.291 | 0.02 | +| sell_profit_t_0_2( bb ewo ) | 1 | 1 0 0 100 | 1.1 | 1.1 | 2.641 | 0.01 | +| sell_profit_t_0_1( clucHA sqzmom ) | 1 | 1 0 0 100 | 0.35 | 0.35 | 0.845 | 0 | +| signal_profit_q_momdiv( bb local_uptrend clucHA ) | 1 | 1 0 0 100 | 2.41 | 2.41 | 5.78 | 0.03 | +| sell_profit_t_1_1( local_uptrend clucHA ) | 1 | 1 0 0 100 | 1.87 | 1.87 | 4.502 | 0.02 | +| sell_profit_t_0_2( local_uptrend ) | 1 | 1 0 0 100 | 0.83 | 0.83 | 1.982 | 0.01 | +| sell_profit_t_0_1( sqzmom ) | 1 | 1 0 0 100 | 0.04 | 0.04 | 0.091 | 0 | +| sell_profit_t_1_1( bb clucHA ) | 1 | 1 0 0 100 | 1.21 | 1.21 | 2.904 | 0.01 | +| sell_profit_t_0_1( local_uptrend ewo2 ) | 1 | 1 0 0 100 | 0.56 | 0.56 | 1.349 | 0.01 | +| sell_profit_t_1_10( ewo2 ) | 1 | 1 0 0 100 | 1.35 | 1.35 | 3.25 | 0.01 | +| sell_profit_t_0_1( clucHA ) | 1 | 1 0 0 100 | 0.56 | 0.56 | 1.348 | 0.01 | +| signal_profit_q_pmax_bear( local_uptrend local_dip ) | 1 | 1 0 0 100 | 2.98 | 2.98 | 7.16 | 0.03 | +| signal_profit_q_momdiv_coh( cofi ) | 1 | 1 0 0 100 | 2.13 | 2.13 | 5.11 | 0.02 | +| sell_profit_t_1_1( clucHA nfi_32 ) | 1 | 1 0 0 100 | 1.99 | 1.99 | 4.783 | 0.02 | +| sell_profit_t_1_10( ewo2 clucHA ) | 1 | 1 0 0 100 | 1.43 | 1.43 | 3.427 | 0.01 | +======================================================= LEFT OPEN TRADES REPORT ======================================================== +| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | +|-----------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------| +| QI/USDT | 1 | -1.05 | -1.05 | -2.523 | -0.21 | 0:05:00 | 0 0 1 0 | +| XAVA/USDT | 1 | -4.80 | -4.80 | -11.538 | -0.96 | 1:50:00 | 0 0 1 0 | +| TOTAL | 2 | -2.93 | -5.85 | -14.061 | -1.17 | 0:58:00 | 0 0 2 0 | +=============== SUMMARY METRICS ================ +| Metric | Value | +|------------------------+---------------------| +| Backtesting from | 2021-08-01 00:00:00 | +| Backtesting to | 2021-08-31 00:00:00 | +| Max open trades | 96 | +| | | +| Total/Daily Avg Trades | 312 / 10.4 | +| Starting balance | 1200.000 USDT | +| Final balance | 2742.119 USDT | +| Absolute profit | 1542.119 USDT | +| Total profit % | 128.51% | +| Avg. stake amount | 239.841 USDT | +| Total trade volume | 74830.469 USDT | +| | | +| Best Pair | 2CRZ/USDT 84.32% | +| Worst Pair | BUY/USDT -6.63% | +| Best trade | ERG/USDT 20.48% | +| Worst trade | LOCG/USDT -22.73% | +| Best day | 160.845 USDT | +| Worst day | -46.882 USDT | +| Days win/draw/lose | 29 / 0 / 2 | +| Avg. Duration Winners | 1:20:00 | +| Avg. Duration Loser | 9:06:00 | +| Rejected Buy signals | 0 | +| | | +| Min balance | 1204.529 USDT | +| Max balance | 2765.022 USDT | +| Drawdown | 30.34% | +| Drawdown | 72.894 USDT | +| Drawdown high | 723.625 USDT | +| Drawdown low | 650.731 USDT | +| Drawdown Start | 2021-08-17 22:05:00 | +| Drawdown End | 2021-08-18 00:50:00 | +| Market change | 72.32% | +================================================ diff --git a/backtest_result_v105/20210901-0930.txt b/backtest_result_v105/20210901-0930.txt new file mode 100644 index 0000000..d4da0af --- /dev/null +++ b/backtest_result_v105/20210901-0930.txt @@ -0,0 +1,249 @@ +Result for strategy BB_RPB_TSL +=========================================================== BACKTESTING REPORT =========================================================== +| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | +|-------------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------| +| MOVR/USDT | 18 | 2.98 | 53.55 | 128.660 | 10.72 | 0:37:00 | 18 0 0 100 | +| PBX/USDT | 16 | 3.30 | 52.79 | 126.002 | 10.50 | 0:55:00 | 15 0 1 93.8 | +| WILD/USDT | 10 | 4.31 | 43.06 | 98.787 | 8.23 | 1:34:00 | 10 0 0 100 | +| MTV/USDT | 8 | 3.49 | 27.92 | 66.480 | 5.54 | 0:43:00 | 8 0 0 100 | +| XDB/USDT | 10 | 2.70 | 27.03 | 64.947 | 5.41 | 0:38:00 | 10 0 0 100 | +| MEM/USDT | 5 | 5.26 | 26.32 | 63.227 | 5.27 | 0:43:00 | 5 0 0 100 | +| ARX/USDT | 5 | 5.11 | 25.54 | 61.354 | 5.11 | 1:22:00 | 5 0 0 100 | +| COTI/USDT | 6 | 3.76 | 22.56 | 53.926 | 4.49 | 1:49:00 | 6 0 0 100 | +| AVAX/USDT | 6 | 3.13 | 18.77 | 45.101 | 3.76 | 0:55:00 | 6 0 0 100 | +| HORD/USDT | 1 | 20.48 | 20.48 | 44.918 | 3.74 | 0:00:00 | 1 0 0 100 | +| DYDX/USDT | 6 | 2.99 | 17.96 | 43.140 | 3.59 | 1:22:00 | 5 0 1 83.3 | +| PYR/USDT | 14 | 1.26 | 17.58 | 41.038 | 3.42 | 1:56:00 | 13 0 1 92.9 | +| XPR/USDT | 7 | 2.44 | 17.05 | 40.739 | 3.39 | 1:09:00 | 7 0 0 100 | +| OMG/USDT | 4 | 4.17 | 16.67 | 40.053 | 3.34 | 0:51:00 | 4 0 0 100 | +| ROSE/USDT | 7 | 2.52 | 17.63 | 39.633 | 3.30 | 1:07:00 | 7 0 0 100 | +| FTM/USDT | 5 | 3.29 | 16.47 | 37.682 | 3.14 | 0:29:00 | 5 0 0 100 | +| ATOM/USDT | 4 | 3.61 | 14.42 | 34.648 | 2.89 | 0:56:00 | 4 0 0 100 | +| DAG/USDT | 4 | 3.40 | 13.59 | 32.655 | 2.72 | 1:12:00 | 4 0 0 100 | +| XCAD/USDT | 5 | 2.51 | 12.53 | 30.092 | 2.51 | 2:55:00 | 5 0 0 100 | +| ALBT/USDT | 2 | 6.01 | 12.02 | 28.868 | 2.41 | 2:30:00 | 2 0 0 100 | +| ONE/USDT | 4 | 2.85 | 11.40 | 27.381 | 2.28 | 1:16:00 | 4 0 0 100 | +| CQT/USDT | 3 | 3.43 | 10.28 | 24.704 | 2.06 | 0:32:00 | 3 0 0 100 | +| LYXE/USDT | 5 | 1.98 | 9.91 | 22.801 | 1.90 | 0:45:00 | 5 0 0 100 | +| HTR/USDT | 5 | 1.89 | 9.43 | 22.646 | 1.89 | 0:33:00 | 5 0 0 100 | +| SFUND/USDT | 4 | 2.11 | 8.46 | 20.317 | 1.69 | 1:18:00 | 4 0 0 100 | +| LSS/USDT | 5 | 1.45 | 7.25 | 17.397 | 1.45 | 2:08:00 | 5 0 0 100 | +| CGG/USDT | 4 | 1.60 | 6.39 | 15.361 | 1.28 | 3:39:00 | 4 0 0 100 | +| BEPRO/USDT | 2 | 3.04 | 6.07 | 14.590 | 1.22 | 0:12:00 | 2 0 0 100 | +| PDEX/USDT | 4 | 1.50 | 5.98 | 14.371 | 1.20 | 0:55:00 | 4 0 0 100 | +| XTZ/USDT | 2 | 3.31 | 6.62 | 14.275 | 1.19 | 1:42:00 | 2 0 0 100 | +| CELO/USDT | 6 | 0.99 | 5.93 | 14.253 | 1.19 | 2:11:00 | 5 0 1 83.3 | +| PHA/USDT | 2 | 2.88 | 5.76 | 13.833 | 1.15 | 2:12:00 | 2 0 0 100 | +| MAN/USDT | 2 | 2.86 | 5.72 | 13.740 | 1.14 | 1:22:00 | 2 0 0 100 | +| IOTX/USDT | 2 | 2.85 | 5.69 | 13.670 | 1.14 | 0:15:00 | 2 0 0 100 | +| CRV/USDT | 3 | 1.86 | 5.58 | 13.414 | 1.12 | 1:00:00 | 3 0 0 100 | +| TEL/USDT | 2 | 2.98 | 5.96 | 12.929 | 1.08 | 0:08:00 | 2 0 0 100 | +| MASK/USDT | 8 | 0.67 | 5.36 | 12.881 | 1.07 | 3:54:00 | 6 0 2 75.0 | +| ACE/USDT | 6 | 0.88 | 5.29 | 12.718 | 1.06 | 1:25:00 | 5 0 1 83.3 | +| AXS/USDT | 2 | 2.53 | 5.06 | 12.155 | 1.01 | 0:22:00 | 2 0 0 100 | +| TOKO/USDT | 3 | 1.62 | 4.85 | 11.641 | 0.97 | 2:23:00 | 3 0 0 100 | +| QI/USDT | 15 | 0.32 | 4.79 | 11.293 | 0.94 | 2:50:00 | 12 0 3 80.0 | +| FIL/USDT | 3 | 1.48 | 4.43 | 10.654 | 0.89 | 0:55:00 | 3 0 0 100 | +| WOO/USDT | 1 | 4.36 | 4.36 | 10.482 | 0.87 | 3:35:00 | 1 0 0 100 | +| CIRUS/USDT | 2 | 2.10 | 4.20 | 10.099 | 0.84 | 0:52:00 | 2 0 0 100 | +| ERG/USDT | 1 | 3.51 | 3.51 | 8.433 | 0.70 | 1:30:00 | 1 0 0 100 | +| XAVA/USDT | 11 | 0.33 | 3.64 | 8.256 | 0.69 | 2:26:00 | 8 0 3 72.7 | +| CKB/USDT | 4 | 0.86 | 3.44 | 7.920 | 0.66 | 2:01:00 | 4 0 0 100 | +| SNX/USDT | 1 | 3.11 | 3.11 | 7.472 | 0.62 | 0:50:00 | 1 0 0 100 | +| DOT/USDT | 1 | 2.85 | 2.85 | 6.853 | 0.57 | 0:10:00 | 1 0 0 100 | +| GRT/USDT | 1 | 2.74 | 2.74 | 6.584 | 0.55 | 0:05:00 | 1 0 0 100 | +| VRA/USDT | 1 | 2.58 | 2.58 | 6.205 | 0.52 | 4:40:00 | 1 0 0 100 | +| FEAR/USDT | 1 | 2.46 | 2.46 | 5.916 | 0.49 | 5:00:00 | 1 0 0 100 | +| ENJ/USDT | 1 | 2.26 | 2.26 | 5.435 | 0.45 | 0:50:00 | 1 0 0 100 | +| LABS/USDT | 2 | 1.07 | 2.14 | 5.152 | 0.43 | 4:48:00 | 2 0 0 100 | +| ALGO/USDT | 1 | 2.05 | 2.05 | 4.926 | 0.41 | 1:15:00 | 1 0 0 100 | +| QNT/USDT | 2 | 0.89 | 1.79 | 4.289 | 0.36 | 1:52:00 | 2 0 0 100 | +| HBAR/USDT | 2 | 0.78 | 1.55 | 3.608 | 0.30 | 0:32:00 | 2 0 0 100 | +| BOSON/USDT | 1 | 1.49 | 1.49 | 3.584 | 0.30 | 0:10:00 | 1 0 0 100 | +| AVA/USDT | 1 | 1.19 | 1.19 | 2.865 | 0.24 | 0:10:00 | 1 0 0 100 | +| COMP/USDT | 1 | 1.19 | 1.19 | 2.861 | 0.24 | 0:05:00 | 1 0 0 100 | +| BUY/USDT | 4 | 0.27 | 1.06 | 2.556 | 0.21 | 1:12:00 | 3 0 1 75.0 | +| SOL/USDT | 1 | 0.60 | 0.60 | 1.448 | 0.12 | 0:15:00 | 1 0 0 100 | +| AAVE/USDT | 1 | 0.21 | 0.21 | 0.504 | 0.04 | 0:15:00 | 1 0 0 100 | +| AI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ADA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| BNB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| BTT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CAKE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| DGB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| DYP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ETC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ICP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| IOST/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| LINK/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| LTC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| MANA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| MATIC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ORN/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ROUTE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| SAND/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| SLP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| STRONG/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| THETA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| TRIAS/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| TRX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| UNI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| VET/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| WAVES/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XDC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XEM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XLM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XRP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| YFI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ZEC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ZIL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ZCX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| NEAR/USDT | 4 | -0.48 | -1.93 | -4.627 | -0.39 | 3:04:00 | 3 0 1 75.0 | +| LOCG/USDT | 3 | -0.89 | -2.66 | -6.987 | -0.58 | 6:08:00 | 2 0 1 66.7 | +| REN/USDT | 2 | -1.84 | -3.68 | -8.837 | -0.74 | 17:58:00 | 1 0 1 50.0 | +| CHR/USDT | 3 | -1.57 | -4.70 | -11.283 | -0.94 | 4:57:00 | 2 0 1 66.7 | +| 2CRZ/USDT | 1 | -6.34 | -6.34 | -15.223 | -1.27 | 14:35:00 | 0 0 1 0 | +| YGG/USDT | 6 | -2.62 | -15.70 | -37.726 | -3.14 | 6:43:00 | 3 0 3 50.0 | +| TOTAL | 295 | 2.15 | 633.63 | 1499.739 | 124.98 | 1:51:00 | 273 0 22 92.5 | +======================================================================= SELL REASON STATS ======================================================================= +| Sell Reason | Sells | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | +|---------------------------------------------------+---------+--------------------------+----------------+----------------+-------------------+----------------| +| trailing_stop_loss | 49 | 49 0 0 100 | 3.59 | 175.84 | 419.171 | 1.72 | +| signal_profit_q_momdiv( clucHA ) | 21 | 21 0 0 100 | 4.08 | 85.7 | 203.159 | 0.84 | +| signal_profit_q_momdiv( sqzmom ) | 15 | 15 0 0 100 | 4.42 | 66.37 | 158.058 | 0.65 | +| signal_profit_q_pmax_bear( clucHA ) | 12 | 12 0 0 100 | 3.37 | 40.49 | 96.073 | 0.4 | +| sell_profit_t_1_1( clucHA ) | 10 | 10 0 0 100 | 1.46 | 14.6 | 35.081 | 0.14 | +| sell_profit_u_bear_1_1( clucHA ) | 8 | 8 0 0 100 | 1.3 | 10.42 | 25.041 | 0.1 | +| signal_profit_q_momdiv( ewo2 ) | 8 | 8 0 0 100 | 6.78 | 54.26 | 130.347 | 0.53 | +| sell_stoploss_deadfish( clucHA ) | 7 | 0 0 7 0 | -6.83 | -47.8 | -114.824 | -0.47 | +| signal_profit_q_momdiv( nfi_38 ) | 6 | 6 0 0 100 | 3.49 | 20.95 | 50.338 | 0.21 | +| signal_profit_q_pmax_bear( sqzmom ) | 5 | 5 0 0 100 | 3.31 | 16.56 | 39.787 | 0.16 | +| signal_profit_q_momdiv( cofi ) | 5 | 5 0 0 100 | 2.7 | 13.52 | 32.469 | 0.13 | +| signal_profit_q_momdiv_coh( nfi_38 ) | 5 | 5 0 0 100 | 2.95 | 14.73 | 35.379 | 0.14 | +| signal_profit_q_momdiv( gumbo ) | 5 | 5 0 0 100 | 4.58 | 22.92 | 49.792 | 0.22 | +| sell_profit_t_cti_r_0_1( clucHA ) | 5 | 5 0 0 100 | 0.48 | 2.39 | 5.738 | 0.02 | +| sell_stoploss_deadfish( ewo2 ) | 4 | 0 0 4 0 | -8.04 | -32.18 | -77.306 | -0.32 | +| sell_profit_t_1_1( bb ) | 4 | 4 0 0 100 | 1.69 | 6.75 | 16.214 | 0.07 | +| sell_stoploss_deadfish( gumbo ) | 4 | 0 0 4 0 | -7.64 | -30.55 | -73.399 | -0.3 | +| signal_profit_q_pmax_bear( nfi_13 ) | 4 | 4 0 0 100 | 3.17 | 12.68 | 29.975 | 0.12 | +| signal_profit_q_pmax_bear( nfi_38 ) | 4 | 4 0 0 100 | 3.09 | 12.36 | 29.694 | 0.12 | +| sell_profit_t_0_2( clucHA ) | 4 | 4 0 0 100 | 0.51 | 2.05 | 4.916 | 0.02 | +| signal_profit_q_momdiv( local_uptrend ) | 3 | 3 0 0 100 | 5.64 | 16.91 | 38.755 | 0.17 | +| signal_profit_q_momdiv( ewo2 clucHA ) | 3 | 3 0 0 100 | 4.92 | 14.77 | 35.483 | 0.14 | +| signal_profit_q_momdiv_coh( nfi_13 ) | 3 | 3 0 0 100 | 2.4 | 7.2 | 17.298 | 0.07 | +| signal_profit_q_momdiv_coh( sqzmom ) | 3 | 3 0 0 100 | 2.28 | 6.85 | 16.452 | 0.07 | +| sell_profit_t_cti_r_0_1( sqzmom ) | 3 | 3 0 0 100 | 0.45 | 1.36 | 3.271 | 0.01 | +| signal_profit_q_pmax_bear( local_uptrend ) | 3 | 3 0 0 100 | 3.52 | 10.55 | 25.335 | 0.1 | +| sell_profit_t_cti_r_0_1( bb ) | 3 | 3 0 0 100 | 0.84 | 2.53 | 5.741 | 0.02 | +| signal_profit_q_pmax_bear( ewo2 ) | 2 | 2 0 0 100 | 2.2 | 4.4 | 10.567 | 0.04 | +| sell_stoploss_deadfish( sqzmom ) | 2 | 0 0 2 0 | -11.77 | -23.54 | -56.558 | -0.23 | +| sell_profit_u_bear_1_1( bb ) | 2 | 2 0 0 100 | 1.12 | 2.25 | 5.396 | 0.02 | +| sell_profit_t_1_1( bb ewo ) | 2 | 2 0 0 100 | 1.52 | 3.04 | 7.294 | 0.03 | +| sell_profit_t_1_1( local_dip ) | 2 | 2 0 0 100 | 1.51 | 3.02 | 7.259 | 0.03 | +| sell_profit_t_1_12( clucHA ) | 2 | 2 0 0 100 | 1.42 | 2.85 | 6.842 | 0.03 | +| sell_profit_t_1_1( local_dip clucHA ) | 2 | 2 0 0 100 | 1.72 | 3.43 | 8.131 | 0.03 | +| signal_profit_q_momdiv( nfi_13 ) | 2 | 2 0 0 100 | 2.76 | 5.52 | 13.259 | 0.05 | +| signal_profit_q_momdiv_coh( clucHA ) | 2 | 2 0 0 100 | 2.47 | 4.93 | 11.85 | 0.05 | +| sell_profit_t_cti_r_0_1( ewo2 ) | 2 | 2 0 0 100 | 0.59 | 1.18 | 2.832 | 0.01 | +| sell_profit_t_1_1( bb clucHA ) | 2 | 2 0 0 100 | 1.4 | 2.81 | 6.75 | 0.03 | +| signal_profit_q_pmax_bear( bb ) | 2 | 2 0 0 100 | 2.58 | 5.16 | 12.402 | 0.05 | +| sell_profit_t_1_1( nfi_38 ) | 2 | 2 0 0 100 | 1.39 | 2.79 | 6.695 | 0.03 | +| signal_profit_q_momdiv_coh( ewo2 ) | 2 | 2 0 0 100 | 6.01 | 12.03 | 28.898 | 0.12 | +| sell_profit_u_bear_1_1( local_uptrend ) | 2 | 2 0 0 100 | 1.38 | 2.77 | 6.428 | 0.03 | +| sell_profit_t_1_1( ewo2 ) | 2 | 2 0 0 100 | 1.78 | 3.56 | 8.556 | 0.03 | +| sell_profit_t_cti_r_0_1( nfi_38 ) | 2 | 2 0 0 100 | 0.45 | 0.91 | 2.149 | 0.01 | +| signal_profit_q_pmax_bear( gumbo ) | 2 | 2 0 0 100 | 3.16 | 6.32 | 14.18 | 0.06 | +| sell_profit_t_0_1( local_uptrend ) | 1 | 1 0 0 100 | 1.19 | 1.19 | 2.861 | 0.01 | +| sell_profit_t_1_2( sqzmom ) | 1 | 1 0 0 100 | 1.64 | 1.64 | 3.946 | 0.02 | +| sell_profit_t_1_1( local_uptrend ) | 1 | 1 0 0 100 | 1.23 | 1.23 | 2.96 | 0.01 | +| sell_profit_t_1_5( nfi_38 ) | 1 | 1 0 0 100 | 1.65 | 1.65 | 3.962 | 0.02 | +| sell_profit_t_1_5( clucHA ) | 1 | 1 0 0 100 | 1.31 | 1.31 | 3.138 | 0.01 | +| signal_profit_q_pmax_bear( ewo ) | 1 | 1 0 0 100 | 3.51 | 3.51 | 8.433 | 0.03 | +| sell_profit_t_0_1( nfi_38 ) | 1 | 1 0 0 100 | 0.09 | 0.09 | 0.222 | 0 | +| sell_profit_t_0_1( clucHA ) | 1 | 1 0 0 100 | 0.53 | 0.53 | 1.275 | 0.01 | +| sell_profit_u_bear_1_2( nfi_38 ) | 1 | 1 0 0 100 | 1 | 1 | 2.41 | 0.01 | +| signal_profit_q_momdiv( local_uptrend gumbo ) | 1 | 1 0 0 100 | 12.97 | 12.97 | 31.156 | 0.13 | +| sell_profit_t_1_10( ewo2 ) | 1 | 1 0 0 100 | 1.54 | 1.54 | 3.699 | 0.02 | +| sell_profit_t_1_1( bb ewo clucHA ) | 1 | 1 0 0 100 | 1.43 | 1.43 | 3.444 | 0.01 | +| sell_profit_t_0_3( sqzmom ) | 1 | 1 0 0 100 | 0.33 | 0.33 | 0.801 | 0 | +| sell_profit_t_1_1( sqzmom ) | 1 | 1 0 0 100 | 1.25 | 1.25 | 3.012 | 0.01 | +| sell_profit_u_bear_1_1( bb ewo ) | 1 | 1 0 0 100 | 1.8 | 1.8 | 4.327 | 0.02 | +| sell_profit_u_bear_1_1( local_uptrend local_dip ) | 1 | 1 0 0 100 | 1.07 | 1.07 | 2.581 | 0.01 | +| sell_profit_t_0_1( sqzmom ) | 1 | 1 0 0 100 | 1.18 | 1.18 | 2.843 | 0.01 | +| sell_profit_t_0_1( bb ewo clucHA ) | 1 | 1 0 0 100 | 0.87 | 0.87 | 2.101 | 0.01 | +| sell_profit_t_cti_r_0_1( local_dip ) | 1 | 1 0 0 100 | 0.86 | 0.86 | 2.077 | 0.01 | +| sell_profit_t_1_1( local_uptrend ewo ) | 1 | 1 0 0 100 | 1.91 | 1.91 | 4.591 | 0.02 | +| signal_profit_q_momdiv( bb ) | 1 | 1 0 0 100 | 2.95 | 2.95 | 7.078 | 0.03 | +| sell_stoploss_deadfish( local_dip ) | 1 | 0 0 1 0 | -7.25 | -7.25 | -17.423 | -0.07 | +| sell_profit_u_bear_1_1( sqzmom ) | 1 | 1 0 0 100 | 1.07 | 1.07 | 2.563 | 0.01 | +| sell_profit_t_0_2( local_dip ) | 1 | 1 0 0 100 | 1.09 | 1.09 | 2.62 | 0.01 | +| signal_profit_q_momdiv_coh( gumbo ) | 1 | 1 0 0 100 | 3.93 | 3.93 | 9.443 | 0.04 | +| sell_profit_t_1_12( nfi_38 ) | 1 | 1 0 0 100 | 1.7 | 1.7 | 4.082 | 0.02 | +| sell_profit_u_bear_1_1( nfi_38 ) | 1 | 1 0 0 100 | 1.04 | 1.04 | 2.496 | 0.01 | +| sell_profit_t_0_2( ewo2 ) | 1 | 1 0 0 100 | 0.26 | 0.26 | 0.627 | 0 | +| sell_profit_u_bear_1_2( clucHA ) | 1 | 1 0 0 100 | 1.88 | 1.88 | 4.526 | 0.02 | +| sell_profit_t_1_1( ewo2 clucHA nfi_32 nfix_5 ) | 1 | 1 0 0 100 | 1.7 | 1.7 | 4.08 | 0.02 | +| signal_profit_q_momdiv_coh( bb ) | 1 | 1 0 0 100 | 2.36 | 2.36 | 5.663 | 0.02 | +| roi | 1 | 1 0 0 100 | 20.48 | 20.48 | 44.918 | 0.2 | +| signal_profit_q_2( gumbo ) | 1 | 1 0 0 100 | 2.16 | 2.16 | 4.92 | 0.02 | +| sell_profit_t_0_2( sqzmom ) | 1 | 1 0 0 100 | 0.43 | 0.43 | 1.04 | 0 | +| sell_stoploss_deadfish( ewo2 clucHA ) | 1 | 0 0 1 0 | -7.91 | -7.91 | -18.992 | -0.08 | +| sell_profit_t_1_12( sqzmom ) | 1 | 1 0 0 100 | 1.74 | 1.74 | 4.192 | 0.02 | +| sell_profit_t_cti_r_0_1( cofi ) | 1 | 1 0 0 100 | 0.95 | 0.95 | 2.287 | 0.01 | +| sell_profit_t_cti_r_0_1( local_uptrend ) | 1 | 1 0 0 100 | 0.78 | 0.78 | 1.879 | 0.01 | +| sell_profit_t_0_2( ewo ) | 1 | 1 0 0 100 | 0.21 | 0.21 | 0.504 | 0 | +| sell_profit_u_bear_1_1( nfi_32 ) | 1 | 1 0 0 100 | 1.19 | 1.19 | 2.865 | 0.01 | +| sell_profit_t_1_12( ewo2 ) | 1 | 1 0 0 100 | 1.51 | 1.51 | 3.64 | 0.01 | +| sell_profit_u_bear_1_1( ewo2 ) | 1 | 1 0 0 100 | 1.52 | 1.52 | 3.654 | 0.01 | +| sell_profit_t_0_3( clucHA ) | 1 | 1 0 0 100 | 1.02 | 1.02 | 2.454 | 0.01 | +| sell_profit_t_0_1( bb local_uptrend ) | 1 | 1 0 0 100 | 1.14 | 1.14 | 2.75 | 0.01 | +| signal_profit_q_momdiv( bb ewo clucHA ) | 1 | 1 0 0 100 | 10.29 | 10.29 | 24.733 | 0.1 | +| sell_stoploss_deadfish( ewo ) | 1 | 0 0 1 0 | -8.1 | -8.1 | -19.469 | -0.08 | +| sell_profit_t_1_11( ewo2 nfi_32 ) | 1 | 1 0 0 100 | 1.54 | 1.54 | 3.694 | 0.02 | +| sell_profit_t_cti_r_0_1( gumbo ) | 1 | 1 0 0 100 | 1.08 | 1.08 | 2.589 | 0.01 | +| signal_profit_q_momdiv( local_uptrend ewo2 ) | 1 | 1 0 0 100 | 2.42 | 2.42 | 5.818 | 0.02 | +| sell_profit_t_0_2( nfi_38 ) | 1 | 1 0 0 100 | 0.67 | 0.67 | 1.612 | 0.01 | +| sell_profit_t_0_1( local_uptrend clucHA ) | 1 | 1 0 0 100 | 1.19 | 1.19 | 2.867 | 0.01 | +| sell_stoploss_deadfish( nfi_38 ) | 1 | 0 0 1 0 | -7.12 | -7.12 | -17.108 | -0.07 | +| force_sell | 1 | 0 0 1 0 | -7.36 | -7.36 | -17.673 | -0.07 | +======================================================= LEFT OPEN TRADES REPORT ======================================================= +| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | +|----------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------| +| PBX/USDT | 1 | -7.36 | -7.36 | -17.673 | -1.47 | 6:55:00 | 0 0 1 0 | +| TOTAL | 1 | -7.36 | -7.36 | -17.673 | -1.47 | 6:55:00 | 0 0 1 0 | +=============== SUMMARY METRICS ================ +| Metric | Value | +|------------------------+---------------------| +| Backtesting from | 2021-09-01 00:00:00 | +| Backtesting to | 2021-09-30 00:00:00 | +| Max open trades | 102 | +| | | +| Total/Daily Avg Trades | 295 / 10.17 | +| Starting balance | 1200.000 USDT | +| Final balance | 2699.739 USDT | +| Absolute profit | 1499.739 USDT | +| Total profit % | 124.98% | +| Avg. stake amount | 238.302 USDT | +| Total trade volume | 70298.944 USDT | +| | | +| Best Pair | MOVR/USDT 53.55% | +| Worst Pair | YGG/USDT -15.7% | +| Best trade | HORD/USDT 20.48% | +| Worst trade | PYR/USDT -14.25% | +| Best day | 279.351 USDT | +| Worst day | -17.673 USDT | +| Days win/draw/lose | 27 / 0 / 3 | +| Avg. Duration Winners | 1:14:00 | +| Avg. Duration Loser | 9:27:00 | +| Rejected Buy signals | 0 | +| | | +| Min balance | 1218.281 USDT | +| Max balance | 2717.412 USDT | +| Drawdown | 36.67% | +| Drawdown | 88.326 USDT | +| Drawdown high | 278.363 USDT | +| Drawdown low | 190.036 USDT | +| Drawdown Start | 2021-09-08 00:05:00 | +| Drawdown End | 2021-09-08 08:25:00 | +| Market change | -6.35% | +================================================ \ No newline at end of file diff --git a/backtest_result_v105/20211001-1031.txt b/backtest_result_v105/20211001-1031.txt new file mode 100644 index 0000000..6fb3f91 --- /dev/null +++ b/backtest_result_v105/20211001-1031.txt @@ -0,0 +1,222 @@ +Result for strategy BB_RPB_TSL +=========================================================== BACKTESTING REPORT =========================================================== +| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | +|-------------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------| +| LSS/USDT | 31 | 2.93 | 90.79 | 218.113 | 18.18 | 1:00:00 | 30 0 1 96.8 | +| PBX/USDT | 30 | 2.89 | 86.59 | 208.033 | 17.34 | 0:58:00 | 29 0 1 96.7 | +| AI/USDT | 16 | 2.50 | 39.97 | 96.022 | 8.00 | 0:30:00 | 16 0 0 100 | +| XPR/USDT | 9 | 3.19 | 28.69 | 68.925 | 5.74 | 0:40:00 | 9 0 0 100 | +| MEM/USDT | 16 | 1.52 | 24.30 | 58.389 | 4.87 | 0:58:00 | 13 0 3 81.2 | +| LOCG/USDT | 8 | 2.54 | 20.28 | 48.725 | 4.06 | 1:05:00 | 8 0 0 100 | +| ERG/USDT | 4 | 3.87 | 15.46 | 37.149 | 3.10 | 0:24:00 | 4 0 0 100 | +| FEAR/USDT | 5 | 2.70 | 13.52 | 32.474 | 2.71 | 2:28:00 | 5 0 0 100 | +| BUY/USDT | 4 | 2.39 | 9.57 | 22.987 | 1.92 | 1:05:00 | 4 0 0 100 | +| MOVR/USDT | 3 | 3.18 | 9.53 | 22.895 | 1.91 | 0:52:00 | 3 0 0 100 | +| MAN/USDT | 4 | 2.19 | 8.74 | 21.001 | 1.75 | 0:51:00 | 4 0 0 100 | +| SFUND/USDT | 2 | 3.72 | 7.44 | 17.870 | 1.49 | 0:38:00 | 2 0 0 100 | +| HTR/USDT | 2 | 3.58 | 7.16 | 17.199 | 1.43 | 0:30:00 | 2 0 0 100 | +| XDB/USDT | 2 | 3.35 | 6.70 | 16.100 | 1.34 | 0:25:00 | 2 0 0 100 | +| FIL/USDT | 2 | 3.17 | 6.33 | 15.218 | 1.27 | 0:45:00 | 2 0 0 100 | +| ARX/USDT | 3 | 1.98 | 5.93 | 14.242 | 1.19 | 0:18:00 | 3 0 0 100 | +| TRIAS/USDT | 3 | 1.90 | 5.69 | 13.676 | 1.14 | 2:10:00 | 3 0 0 100 | +| BOSON/USDT | 3 | 1.82 | 5.45 | 13.088 | 1.09 | 0:37:00 | 3 0 0 100 | +| CRV/USDT | 2 | 2.66 | 5.31 | 12.766 | 1.06 | 1:40:00 | 2 0 0 100 | +| TOKO/USDT | 8 | 0.55 | 4.37 | 10.501 | 0.88 | 2:38:00 | 7 0 1 87.5 | +| QI/USDT | 1 | 3.57 | 3.57 | 8.569 | 0.71 | 0:05:00 | 1 0 0 100 | +| HORD/USDT | 2 | 1.76 | 3.52 | 8.462 | 0.71 | 0:25:00 | 2 0 0 100 | +| STRONG/USDT | 1 | 2.44 | 2.44 | 5.863 | 0.49 | 3:35:00 | 1 0 0 100 | +| DYDX/USDT | 1 | 2.42 | 2.42 | 5.808 | 0.48 | 0:15:00 | 1 0 0 100 | +| CKB/USDT | 1 | 1.98 | 1.98 | 4.764 | 0.40 | 0:10:00 | 1 0 0 100 | +| PYR/USDT | 2 | 0.99 | 1.98 | 4.747 | 0.40 | 3:58:00 | 2 0 0 100 | +| GRT/USDT | 1 | 1.91 | 1.91 | 4.598 | 0.38 | 0:20:00 | 1 0 0 100 | +| WILD/USDT | 4 | 0.45 | 1.82 | 4.362 | 0.36 | 1:09:00 | 3 0 1 75.0 | +| XAVA/USDT | 2 | 0.87 | 1.75 | 4.192 | 0.35 | 0:32:00 | 2 0 0 100 | +| BTT/USDT | 1 | 1.66 | 1.66 | 3.990 | 0.33 | 0:40:00 | 1 0 0 100 | +| DGB/USDT | 1 | 1.54 | 1.54 | 3.694 | 0.31 | 0:05:00 | 1 0 0 100 | +| XTZ/USDT | 1 | 1.42 | 1.42 | 3.401 | 0.28 | 0:05:00 | 1 0 0 100 | +| COMP/USDT | 1 | 1.15 | 1.15 | 2.765 | 0.23 | 0:25:00 | 1 0 0 100 | +| CQT/USDT | 1 | 0.73 | 0.73 | 1.763 | 0.15 | 2:40:00 | 1 0 0 100 | +| CIRUS/USDT | 1 | 0.54 | 0.54 | 1.287 | 0.11 | 2:20:00 | 1 0 0 100 | +| COTI/USDT | 1 | 0.28 | 0.28 | 0.681 | 0.06 | 5:10:00 | 1 0 0 100 | +| ETC/USDT | 1 | 0.22 | 0.22 | 0.527 | 0.04 | 0:10:00 | 1 0 0 100 | +| ZCX/USDT | 1 | 0.08 | 0.08 | 0.198 | 0.02 | 7:30:00 | 1 0 0 100 | +| ADA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ATOM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| AVA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| AVAX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| AXS/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| BEPRO/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| BNB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CAKE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CELO/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CGG/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CHR/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| DAG/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| DOT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ENJ/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| FTM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| HBAR/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ICP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| IOTX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| IOST/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| LINK/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| LTC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| MANA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| MATIC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| MTV/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| NEAR/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ONE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ORN/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| PDEX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| REN/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ROUTE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| SAND/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| SLP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| SNX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| THETA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| TRX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| UNI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| VET/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| VRA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| WAVES/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| WOO/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XDC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XEM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XLM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XRP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| YFI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ZEC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ZIL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| LYXE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| OMG/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ALGO/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ALBT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| PHA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| SOL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| TEL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XCAD/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ROSE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| QNT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| YGG/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| DYP/USDT | 3 | -0.67 | -2.02 | -4.852 | -0.40 | 4:33:00 | 2 0 1 66.7 | +| ACE/USDT | 2 | -1.65 | -3.31 | -7.941 | -0.66 | 4:10:00 | 1 0 1 50.0 | +| 2CRZ/USDT | 11 | -0.40 | -4.35 | -10.459 | -0.87 | 4:13:00 | 8 0 3 72.7 | +| LABS/USDT | 2 | -2.77 | -5.54 | -13.314 | -1.11 | 3:02:00 | 1 0 1 50.0 | +| AAVE/USDT | 1 | -6.40 | -6.40 | -15.369 | -1.28 | 3:35:00 | 0 0 1 0 | +| MASK/USDT | 1 | -10.00 | -10.00 | -24.028 | -2.00 | 5:25:00 | 0 0 1 0 | +| TOTAL | 201 | 1.99 | 399.22 | 959.079 | 79.92 | 1:24:00 | 186 0 15 92.5 | +================================================================== SELL REASON STATS =================================================================== +| Sell Reason | Sells | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | +|------------------------------------------+---------+--------------------------+----------------+----------------+-------------------+----------------| +| trailing_stop_loss | 45 | 45 0 0 100 | 2.98 | 134.27 | 322.56 | 1.32 | +| signal_profit_q_momdiv( clucHA ) | 13 | 13 0 0 100 | 4.76 | 61.89 | 148.673 | 0.61 | +| sell_profit_t_1_1( clucHA ) | 11 | 11 0 0 100 | 1.52 | 16.71 | 40.142 | 0.16 | +| signal_profit_q_momdiv( ewo2 ) | 10 | 10 0 0 100 | 5.02 | 50.22 | 120.644 | 0.49 | +| sell_profit_t_1_1( ewo2 ) | 9 | 9 0 0 100 | 1.48 | 13.29 | 31.926 | 0.13 | +| sell_profit_u_bear_1_1( clucHA ) | 6 | 6 0 0 100 | 1.49 | 8.96 | 21.517 | 0.09 | +| sell_stoploss_deadfish( clucHA ) | 5 | 0 0 5 0 | -8.97 | -44.85 | -107.736 | -0.44 | +| signal_profit_q_pmax_bear( ewo2 ) | 5 | 5 0 0 100 | 4.11 | 20.57 | 49.429 | 0.2 | +| sell_profit_t_1_11( ewo2 ) | 5 | 5 0 0 100 | 1.62 | 8.09 | 19.435 | 0.08 | +| signal_profit_q_momdiv( nfi_13 ) | 4 | 4 0 0 100 | 2.63 | 10.5 | 25.227 | 0.1 | +| sell_profit_t_cti_r_0_1( ewo2 ) | 4 | 4 0 0 100 | 0.44 | 1.77 | 4.255 | 0.02 | +| force_sell | 3 | 1 0 2 33.3 | -0.82 | -2.46 | -5.908 | -0.02 | +| sell_stoploss_deadfish( ewo2 clucHA ) | 3 | 0 0 3 0 | -8.69 | -26.07 | -62.623 | -0.26 | +| signal_profit_q_momdiv( nfi_38 ) | 3 | 3 0 0 100 | 3.43 | 10.29 | 24.711 | 0.1 | +| sell_profit_t_0_1( clucHA ) | 3 | 3 0 0 100 | 0.56 | 1.69 | 4.054 | 0.02 | +| signal_profit_q_momdiv( sqzmom ) | 3 | 3 0 0 100 | 4.5 | 13.51 | 32.449 | 0.13 | +| signal_profit_q_momdiv( cofi ) | 3 | 3 0 0 100 | 2.47 | 7.4 | 17.77 | 0.07 | +| sell_stoploss_deadfish( ewo2 ) | 3 | 0 0 3 0 | -6.59 | -19.76 | -47.462 | -0.19 | +| signal_profit_q_momdiv_coh( clucHA ) | 3 | 3 0 0 100 | 5.58 | 16.75 | 40.239 | 0.16 | +| sell_profit_t_0_1( bb ) | 2 | 2 0 0 100 | 0.32 | 0.64 | 1.536 | 0.01 | +| sell_profit_t_0_2( clucHA ) | 2 | 2 0 0 100 | 0.41 | 0.82 | 1.968 | 0.01 | +| sell_profit_t_0_1( ewo2 clucHA ) | 2 | 2 0 0 100 | 0.44 | 0.88 | 2.11 | 0.01 | +| sell_profit_t_1_1( ewo ) | 2 | 2 0 0 100 | 1.42 | 2.85 | 6.836 | 0.03 | +| signal_profit_q_momdiv( nfix_5 ) | 2 | 2 0 0 100 | 3.03 | 6.05 | 14.539 | 0.06 | +| sell_profit_t_1_12( clucHA ) | 2 | 2 0 0 100 | 1.58 | 3.15 | 7.575 | 0.03 | +| signal_profit_q_momdiv( ewo ) | 2 | 2 0 0 100 | 4.76 | 9.51 | 22.85 | 0.09 | +| signal_profit_q_pmax_bear( clucHA ) | 2 | 2 0 0 100 | 4.03 | 8.06 | 19.353 | 0.08 | +| sell_profit_t_1_1( ewo2 clucHA ) | 2 | 2 0 0 100 | 1.33 | 2.66 | 6.399 | 0.03 | +| signal_profit_q_pmax_bear( ewo2 clucHA ) | 2 | 2 0 0 100 | 2.28 | 4.56 | 10.966 | 0.04 | +| sell_profit_u_bear_1_1( local_dip ) | 1 | 1 0 0 100 | 1.54 | 1.54 | 3.694 | 0.02 | +| sell_profit_t_0_1( ewo2 ) | 1 | 1 0 0 100 | 0.12 | 0.12 | 0.291 | 0 | +| sell_profit_u_bear_1_2( bb ) | 1 | 1 0 0 100 | 1.15 | 1.15 | 2.765 | 0.01 | +| sell_profit_t_1_1( ewo clucHA ) | 1 | 1 0 0 100 | 1.66 | 1.66 | 3.99 | 0.02 | +| signal_profit_q_momdiv( r_deadfish ) | 1 | 1 0 0 100 | 2.42 | 2.42 | 5.808 | 0.02 | +| sell_profit_t_0_2( bb ewo ) | 1 | 1 0 0 100 | 0.22 | 0.22 | 0.527 | 0 | +| sell_profit_t_1_10( ewo2 ) | 1 | 1 0 0 100 | 1.52 | 1.52 | 3.65 | 0.01 | +| sell_profit_t_1_10( cofi ) | 1 | 1 0 0 100 | 1.46 | 1.46 | 3.51 | 0.01 | +| sell_profit_u_bear_1_2( clucHA ) | 1 | 1 0 0 100 | 1.92 | 1.92 | 4.613 | 0.02 | +| sell_profit_t_0_3( ewo2 ) | 1 | 1 0 0 100 | 1.05 | 1.05 | 2.529 | 0.01 | +| sell_profit_t_1_1( sqzmom ) | 1 | 1 0 0 100 | 1.42 | 1.42 | 3.401 | 0.01 | +| signal_profit_q_pmax_bear( bb ) | 1 | 1 0 0 100 | 2.29 | 2.29 | 5.504 | 0.02 | +| signal_profit_q_momdiv_coh( ewo2 ) | 1 | 1 0 0 100 | 2.07 | 2.07 | 4.984 | 0.02 | +| sell_stoploss_deadfish( sqzmom ) | 1 | 0 0 1 0 | -8.86 | -8.86 | -21.279 | -0.09 | +| sell_profit_u_bear_1_1( local_uptrend ) | 1 | 1 0 0 100 | 1.06 | 1.06 | 2.553 | 0.01 | +| sell_profit_u_bear_1_1( ewo ewo2 ) | 1 | 1 0 0 100 | 1.54 | 1.54 | 3.707 | 0.02 | +| sell_profit_t_1_1( nfi_38 ) | 1 | 1 0 0 100 | 1.35 | 1.35 | 3.25 | 0.01 | +| sell_profit_t_0_2( bb ) | 1 | 1 0 0 100 | 0.31 | 0.31 | 0.743 | 0 | +| sell_profit_t_cti_r_0_1( bb ) | 1 | 1 0 0 100 | 0.28 | 0.28 | 0.681 | 0 | +| signal_profit_q_momdiv( local_dip ) | 1 | 1 0 0 100 | 4.67 | 4.67 | 11.225 | 0.05 | +| sell_profit_u_bear_1_1( ewo2 ) | 1 | 1 0 0 100 | 1.65 | 1.65 | 3.955 | 0.02 | +| sell_profit_t_1_12( ewo2 ) | 1 | 1 0 0 100 | 1.64 | 1.64 | 3.935 | 0.02 | +| sell_profit_t_1_1( local_uptrend ) | 1 | 1 0 0 100 | 1.9 | 1.9 | 4.572 | 0.02 | +| sell_profit_t_0_2( bb local_uptrend ) | 1 | 1 0 0 100 | 0.4 | 0.4 | 0.963 | 0 | +| sell_profit_t_1_1( bb ) | 1 | 1 0 0 100 | 1.65 | 1.65 | 3.964 | 0.02 | +| sell_stoploss_deadfish( local_uptrend ) | 1 | 0 0 1 0 | -7.48 | -7.48 | -17.977 | -0.07 | +| signal_profit_q_momdiv_coh( nfi_38 ) | 1 | 1 0 0 100 | 5.67 | 5.67 | 13.629 | 0.06 | +| signal_profit_q_momdiv( ewo2 nfi_33 ) | 1 | 1 0 0 100 | 2.16 | 2.16 | 5.179 | 0.02 | +| signal_profit_q_momdiv( ewo2 clucHA ) | 1 | 1 0 0 100 | 2.56 | 2.56 | 6.162 | 0.03 | +| sell_profit_t_cti_r_0_1( clucHA ) | 1 | 1 0 0 100 | 0.17 | 0.17 | 0.419 | 0 | +| sell_profit_t_cti_r_0_1( cofi ) | 1 | 1 0 0 100 | 0.33 | 0.33 | 0.785 | 0 | +| sell_profit_t_1_2( clucHA ) | 1 | 1 0 0 100 | 1.6 | 1.6 | 3.844 | 0.02 | +| roi | 1 | 1 0 0 100 | 20.48 | 20.48 | 49.2 | 0.2 | +| sell_profit_t_cti_r_0_1( nfi_38 ) | 1 | 1 0 0 100 | 0.08 | 0.08 | 0.198 | 0 | +| signal_profit_q_momdiv( clucHA sqzmom ) | 1 | 1 0 0 100 | 6.16 | 6.16 | 14.797 | 0.06 | +| signal_profit_q_pmax_bear( nfi_38 ) | 1 | 1 0 0 100 | 4.31 | 4.31 | 10.356 | 0.04 | +| signal_profit_q_momdiv( gumbo sqzmom ) | 1 | 1 0 0 100 | 7.2 | 7.2 | 17.3 | 0.07 | +| signal_profit_q_pmax_bear( gumbo ) | 1 | 1 0 0 100 | 3.06 | 3.06 | 7.355 | 0.03 | +| signal_profit_q_pmax_bear( nfi_32 ) | 1 | 1 0 0 100 | 2.97 | 2.97 | 7.131 | 0.03 | +| sell_profit_u_bear_1_2( nfix_5 ) | 1 | 1 0 0 100 | 1.55 | 1.55 | 3.734 | 0.02 | +======================================================= LEFT OPEN TRADES REPORT ======================================================== +| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | +|-----------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------| +| LOCG/USDT | 1 | 0.36 | 0.36 | 0.853 | 0.07 | 0:05:00 | 1 0 0 100 | +| MEM/USDT | 1 | -1.03 | -1.03 | -2.486 | -0.21 | 0:25:00 | 0 0 1 0 | +| WILD/USDT | 1 | -1.78 | -1.78 | -4.276 | -0.36 | 1:55:00 | 0 0 1 0 | +| TOTAL | 3 | -0.82 | -2.46 | -5.908 | -0.49 | 0:48:00 | 1 0 2 33.3 | +=============== SUMMARY METRICS ================ +| Metric | Value | +|------------------------+---------------------| +| Backtesting from | 2021-10-01 00:00:00 | +| Backtesting to | 2021-10-31 00:00:00 | +| Max open trades | 102 | +| | | +| Total/Daily Avg Trades | 201 / 6.7 | +| Starting balance | 1200.000 USDT | +| Final balance | 2159.079 USDT | +| Absolute profit | 959.079 USDT | +| Total profit % | 79.92% | +| Avg. stake amount | 240.000 USDT | +| Total trade volume | 48240.000 USDT | +| | | +| Best Pair | LSS/USDT 90.79% | +| Worst Pair | MASK/USDT -10.0% | +| Best trade | LSS/USDT 20.48% | +| Worst trade | LSS/USDT -12.34% | +| Best day | 151.507 USDT | +| Worst day | -8.023 USDT | +| Days win/draw/lose | 26 / 2 / 3 | +| Avg. Duration Winners | 0:58:00 | +| Avg. Duration Loser | 6:49:00 | +| Rejected Buy signals | 0 | +| | | +| Min balance | 1211.225 USDT | +| Max balance | 2165.840 USDT | +| Drawdown | 30.88% | +| Drawdown | 74.187 USDT | +| Drawdown high | 893.742 USDT | +| Drawdown low | 819.555 USDT | +| Drawdown Start | 2021-10-27 13:15:00 | +| Drawdown End | 2021-10-28 04:35:00 | +| Market change | 58.82% | +================================================