Backtest Details

Id

148

Backtest Uuid

178ff914bab34a6a

Cagr

-0.2768

Expectancy

-0.3770

Expectancy Ratio

-0.0552

Sortino

-2.0580

Sharpe

-2.6406

Calmar

-33.8454237053111

Profit Factor

0.8194484541339009

Backtest Start

2024-01-01 00:00:00

Backtest End

2024-02-01 00:00:00

Backtest Start Ts

1704067200000

Backtest End Ts

1706745600000

Backtest Days

31

Backtest Run Start Ts

1759861962

Backtest Run End Ts

1759861965

Trades Per Day

2.32

Market Change

-0.0009252380324433422

Pairlist

['BTC/USDT', 'ETH/USDT']

Stake Amount

unlimited

Stake Currency

USDT

Stake Currency Decimals

3

Starting Balance

$1000.00

Final Balance

$972.85

Dry Run Wallet

1000.0

Rejected Signals

0

Timedout Entry Orders

0

Timedout Exit Orders

0

Canceled Trade Entries

0

Canceled Entry Orders

0

Replaced Entry Orders

0

Max Open Trades

2

Max Open Trades Setting

3

Timeframe

5m

Timeframe Detail

Timerange

20240101-20240201

Enable Protections

False

Strategy Name

bbrsi1_strategy

Stoploss

-0.1

Trailing Stop

False

Trailing Stop Positive Offset

0.0

Trailing Only Offset Is Reached

False

Use Custom Stoploss

False

Minimal Roi

{'60': 0.01, '30': 0.02, '0': 0.04}

Use Exit Signal

True

Exit Profit Only

False

Exit Profit Offset

0.0

Ignore Roi If Entry Signal

False

Backtest Best Day

0.04530639279868717

Backtest Worst Day

-0.11304208199691565

Backtest Best Day Abs

15.10250632

Backtest Worst Day Abs

-37.4223447

Winning Days

21

Draw Days

1

Losing Days

10

Wins

50

Losses

22

Draws

0

Winrate

69.44444444444444

Results Per Pair

[{'key': 'BTC/USDT', 'trades': 36, 'profit_mean': 0.0006650824760943365, 'profit_mean_pct': 0.07, 'profit_sum': 0.023942969139396114, 'profit_sum_pct': 2.39, 'profit_total_abs': 7.19422304, 'profit_total': 0.007194223039999999, 'profit_total_pct': 0.72, 'duration_avg': '7:29:00', 'wins': 25, 'draws': 0, 'losses': 11, 'winrate': 0.6944444444444444}, {'key': 'ETH/USDT', 'trades': 36, 'profit_mean': -0.0028338224302395707, 'profit_mean_pct': -0.28, 'profit_sum': -0.10201760748862454, 'profit_sum_pct': -10.2, 'profit_total_abs': -34.3409733, 'profit_total': -0.0343409733, 'profit_total_pct': -3.43, 'duration_avg': '9:03:00', 'wins': 25, 'draws': 0, 'losses': 11, 'winrate': 0.6944444444444444}, {'key': 'TOTAL', 'trades': 72, 'profit_mean': -0.0010843699770726166, 'profit_mean_pct': -0.11, 'profit_sum': -0.0780746383492284, 'profit_sum_pct': -7.81, 'profit_total_abs': -27.146750259999997, 'profit_total': -0.027146750259999998, 'profit_total_pct': -2.71, 'duration_avg': '8:16:00', 'wins': 50, 'draws': 0, 'losses': 22, 'winrate': 0.6944444444444444}]

Best Pair

{'key': 'BTC/USDT', 'trades': 36, 'profit_mean': 0.0006650824760943365, 'profit_mean_pct': 0.07, 'profit_sum': 0.023942969139396114, 'profit_sum_pct': 2.39, 'profit_total_abs': 7.19422304, 'profit_total': 0.007194223039999999, 'profit_total_pct': 0.72, 'duration_avg': '7:29:00', 'wins': 25, 'draws': 0, 'losses': 11, 'winrate': 0.6944444444444444}

Worst Pair

{'key': 'ETH/USDT', 'trades': 36, 'profit_mean': -0.0028338224302395707, 'profit_mean_pct': -0.28, 'profit_sum': -0.10201760748862454, 'profit_sum_pct': -10.2, 'profit_total_abs': -34.3409733, 'profit_total': -0.0343409733, 'profit_total_pct': -3.43, 'duration_avg': '9:03:00', 'wins': 25, 'draws': 0, 'losses': 11, 'winrate': 0.6944444444444444}

Daily Profits

[{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': 3.53575099, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '02/01/2024', 'date_ts': 1704153600000, 'profit_abs': 6.62563595, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '03/01/2024', 'date_ts': 1704240000000, 'profit_abs': -33.29110248, 'wins': 2, 'draws': 0, 'loses': 2, 'winrate': 0.5}, {'date': '04/01/2024', 'date_ts': 1704326400000, 'profit_abs': 6.44301086, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '05/01/2024', 'date_ts': 1704412800000, 'profit_abs': 6.39489652, 'wins': 4, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '06/01/2024', 'date_ts': 1704499200000, 'profit_abs': 0.61206721, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '07/01/2024', 'date_ts': 1704585600000, 'profit_abs': 3.83594321, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': -1.72740634, 'wins': 0, 'draws': 0, 'loses': 2, 'winrate': 0.0}, {'date': '09/01/2024', 'date_ts': 1704758400000, 'profit_abs': 4.66543226, 'wins': 2, 'draws': 0, 'loses': 1, 'winrate': 0.6666666666666666}, {'date': '10/01/2024', 'date_ts': 1704844800000, 'profit_abs': 3.68128006, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '11/01/2024', 'date_ts': 1704931200000, 'profit_abs': 1.96020258, 'wins': 1, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '12/01/2024', 'date_ts': 1705017600000, 'profit_abs': 3.3081064, 'wins': 1, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '13/01/2024', 'date_ts': 1705104000000, 'profit_abs': -9.8275691, 'wins': 2, 'draws': 0, 'loses': 1, 'winrate': 0.6666666666666666}, {'date': '14/01/2024', 'date_ts': 1705190400000, 'profit_abs': 3.28630086, 'wins': 1, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': 6.93451913, 'wins': 3, 'draws': 0, 'loses': 1, 'winrate': 0.75}, {'date': '16/01/2024', 'date_ts': 1705363200000, 'profit_abs': 15.10250632, 'wins': 4, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '17/01/2024', 'date_ts': 1705449600000, 'profit_abs': -1.46168506, 'wins': 1, 'draws': 0, 'loses': 1, 'winrate': 0.5}, {'date': '18/01/2024', 'date_ts': 1705536000000, 'profit_abs': 3.3655708, 'wins': 1, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '19/01/2024', 'date_ts': 1705622400000, 'profit_abs': -12.77808708, 'wins': 2, 'draws': 0, 'loses': 2, 'winrate': 0.5}, {'date': '20/01/2024', 'date_ts': 1705708800000, 'profit_abs': -0.22417683, 'wins': 0, 'draws': 0, 'loses': 1, 'winrate': 0.0}, {'date': '21/01/2024', 'date_ts': 1705795200000, 'profit_abs': 1.81468743, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': -0.51839088, 'wins': 1, 'draws': 0, 'loses': 1, 'winrate': 0.5}, {'date': '23/01/2024', 'date_ts': 1705968000000, 'profit_abs': -37.4223447, 'wins': 0, 'draws': 0, 'loses': 3, 'winrate': 0.0}, {'date': '24/01/2024', 'date_ts': 1706054400000, 'profit_abs': 3.65816176, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '25/01/2024', 'date_ts': 1706140800000, 'profit_abs': 1.73927548, 'wins': 2, 'draws': 0, 'loses': 1, 'winrate': 0.6666666666666666}, {'date': '26/01/2024', 'date_ts': 1706227200000, 'profit_abs': 7.07691849, 'wins': 3, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '27/01/2024', 'date_ts': 1706313600000, 'profit_abs': 0.64659413, 'wins': 1, 'draws': 0, 'loses': 1, 'winrate': 0.5}, {'date': '28/01/2024', 'date_ts': 1706400000000, 'profit_abs': 0.0, 'wins': 0, 'draws': 0, 'loses': 0, 'winrate': 0.0}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': 1.48727264, 'wins': 2, 'draws': 0, 'loses': 2, 'winrate': 0.5}, {'date': '30/01/2024', 'date_ts': 1706572800000, 'profit_abs': 2.07466236, 'wins': 1, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -1.02842411, 'wins': 0, 'draws': 0, 'loses': 1, 'winrate': 0.0}, {'date': '01/02/2024', 'date_ts': 1706745600000, 'profit_abs': -17.11635912, 'wins': 0, 'draws': 0, 'loses': 2, 'winrate': 0.0}]

Periodic Breakdown

{'day': [{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': 3.53575099, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '02/01/2024', 'date_ts': 1704153600000, 'profit_abs': 6.62563595, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '03/01/2024', 'date_ts': 1704240000000, 'profit_abs': -33.29110248, 'wins': 2, 'draws': 0, 'loses': 2, 'winrate': 0.5}, {'date': '04/01/2024', 'date_ts': 1704326400000, 'profit_abs': 6.44301086, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '05/01/2024', 'date_ts': 1704412800000, 'profit_abs': 6.39489652, 'wins': 4, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '06/01/2024', 'date_ts': 1704499200000, 'profit_abs': 0.61206721, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '07/01/2024', 'date_ts': 1704585600000, 'profit_abs': 3.83594321, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': -1.72740634, 'wins': 0, 'draws': 0, 'loses': 2, 'winrate': 0.0}, {'date': '09/01/2024', 'date_ts': 1704758400000, 'profit_abs': 4.66543226, 'wins': 2, 'draws': 0, 'loses': 1, 'winrate': 0.6666666666666666}, {'date': '10/01/2024', 'date_ts': 1704844800000, 'profit_abs': 3.68128006, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '11/01/2024', 'date_ts': 1704931200000, 'profit_abs': 1.96020258, 'wins': 1, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '12/01/2024', 'date_ts': 1705017600000, 'profit_abs': 3.3081064, 'wins': 1, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '13/01/2024', 'date_ts': 1705104000000, 'profit_abs': -9.8275691, 'wins': 2, 'draws': 0, 'loses': 1, 'winrate': 0.6666666666666666}, {'date': '14/01/2024', 'date_ts': 1705190400000, 'profit_abs': 3.28630086, 'wins': 1, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': 6.93451913, 'wins': 3, 'draws': 0, 'loses': 1, 'winrate': 0.75}, {'date': '16/01/2024', 'date_ts': 1705363200000, 'profit_abs': 15.10250632, 'wins': 4, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '17/01/2024', 'date_ts': 1705449600000, 'profit_abs': -1.46168506, 'wins': 1, 'draws': 0, 'loses': 1, 'winrate': 0.5}, {'date': '18/01/2024', 'date_ts': 1705536000000, 'profit_abs': 3.3655708, 'wins': 1, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '19/01/2024', 'date_ts': 1705622400000, 'profit_abs': -12.77808708, 'wins': 2, 'draws': 0, 'loses': 2, 'winrate': 0.5}, {'date': '20/01/2024', 'date_ts': 1705708800000, 'profit_abs': -0.22417683, 'wins': 0, 'draws': 0, 'loses': 1, 'winrate': 0.0}, {'date': '21/01/2024', 'date_ts': 1705795200000, 'profit_abs': 1.81468743, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': -0.51839088, 'wins': 1, 'draws': 0, 'loses': 1, 'winrate': 0.5}, {'date': '23/01/2024', 'date_ts': 1705968000000, 'profit_abs': -37.4223447, 'wins': 0, 'draws': 0, 'loses': 3, 'winrate': 0.0}, {'date': '24/01/2024', 'date_ts': 1706054400000, 'profit_abs': 3.65816176, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '25/01/2024', 'date_ts': 1706140800000, 'profit_abs': 1.73927548, 'wins': 2, 'draws': 0, 'loses': 1, 'winrate': 0.6666666666666666}, {'date': '26/01/2024', 'date_ts': 1706227200000, 'profit_abs': 7.07691849, 'wins': 3, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '27/01/2024', 'date_ts': 1706313600000, 'profit_abs': 0.64659413, 'wins': 1, 'draws': 0, 'loses': 1, 'winrate': 0.5}, {'date': '28/01/2024', 'date_ts': 1706400000000, 'profit_abs': 0.0, 'wins': 0, 'draws': 0, 'loses': 0, 'winrate': 0.0}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': 1.48727264, 'wins': 2, 'draws': 0, 'loses': 2, 'winrate': 0.5}, {'date': '30/01/2024', 'date_ts': 1706572800000, 'profit_abs': 2.07466236, 'wins': 1, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -1.02842411, 'wins': 0, 'draws': 0, 'loses': 1, 'winrate': 0.0}, {'date': '01/02/2024', 'date_ts': 1706745600000, 'profit_abs': -17.11635912, 'wins': 0, 'draws': 0, 'loses': 2, 'winrate': 0.0}], 'week': [{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': 3.53575099, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': -11.10695507, 'wins': 14, 'draws': 0, 'loses': 4, 'winrate': 0.7777777777777778}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': 14.00827219, 'wins': 12, 'draws': 0, 'loses': 3, 'winrate': 0.8}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': 5.3004247, 'wins': 11, 'draws': 0, 'loses': 5, 'winrate': 0.6875}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': -22.8141222, 'wins': 10, 'draws': 0, 'loses': 7, 'winrate': 0.5882352941176471}, {'date': '05/02/2024', 'date_ts': 1707091200000, 'profit_abs': -16.07012087, 'wins': 1, 'draws': 0, 'loses': 3, 'winrate': 0.25}], 'month': [{'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -10.03039114, 'wins': 50, 'draws': 0, 'loses': 20, 'winrate': 0.7142857142857143}, {'date': '29/02/2024', 'date_ts': 1709164800000, 'profit_abs': -17.11635912, 'wins': 0, 'draws': 0, 'loses': 2, 'winrate': 0.0}]}

Holding Avg

8:16:00

Holding Avg S

29760.0

Winner Holding Avg

5:13:00

Winner Holding Avg S

18780.0

Loser Holding Avg

15:12:00

Loser Holding Avg S

54720.0

Max Consecutive Wins

11

Max Consecutive Losses

3

Max Drawdown Account

0.04943136812032257

Max Relative Drawdown

0.04943136812032257

Max Drawdown Abs

50.59021043

Drawdown Start

2024-01-18 08:30:00

Drawdown Start Ts

1705566600000.0

Drawdown End

2024-02-01 00:00:00

Drawdown End Ts

1706745600000.0

Max Drawdown Low

-27.146750259999997

Max Drawdown High

23.44346017

Csum Min

972.85324974

Csum Max

1023.44346017

Created At

2025-10-07T18:32:45.748308

Per Pair Analytics

{'results_per_pair': [{'key': 'BTC/USDT', 'trades': 36, 'profit_mean': 0.0006650824760943365, 'profit_mean_pct': 0.07, 'profit_sum': 0.023942969139396114, 'profit_sum_pct': 2.39, 'profit_total_abs': 7.19422304, 'profit_total': 0.007194223039999999, 'profit_total_pct': 0.72, 'duration_avg': '7:29:00', 'wins': 25, 'draws': 0, 'losses': 11, 'winrate': 0.6944444444444444}, {'key': 'ETH/USDT', 'trades': 36, 'profit_mean': -0.0028338224302395707, 'profit_mean_pct': -0.28, 'profit_sum': -0.10201760748862454, 'profit_sum_pct': -10.2, 'profit_total_abs': -34.3409733, 'profit_total': -0.0343409733, 'profit_total_pct': -3.43, 'duration_avg': '9:03:00', 'wins': 25, 'draws': 0, 'losses': 11, 'winrate': 0.6944444444444444}, {'key': 'TOTAL', 'trades': 72, 'profit_mean': -0.0010843699770726166, 'profit_mean_pct': -0.11, 'profit_sum': -0.0780746383492284, 'profit_sum_pct': -7.81, 'profit_total_abs': -27.146750259999997, 'profit_total': -0.027146750259999998, 'profit_total_pct': -2.71, 'duration_avg': '8:16:00', 'wins': 50, 'draws': 0, 'losses': 22, 'winrate': 0.6944444444444444}], 'best_pair': {'key': 'BTC/USDT', 'trades': 36, 'profit_mean': 0.0006650824760943365, 'profit_mean_pct': 0.07, 'profit_sum': 0.023942969139396114, 'profit_sum_pct': 2.39, 'profit_total_abs': 7.19422304, 'profit_total': 0.007194223039999999, 'profit_total_pct': 0.72, 'duration_avg': '7:29:00', 'wins': 25, 'draws': 0, 'losses': 11, 'winrate': 0.6944444444444444}, 'worst_pair': {'key': 'ETH/USDT', 'trades': 36, 'profit_mean': -0.0028338224302395707, 'profit_mean_pct': -0.28, 'profit_sum': -0.10201760748862454, 'profit_sum_pct': -10.2, 'profit_total_abs': -34.3409733, 'profit_total': -0.0343409733, 'profit_total_pct': -3.43, 'duration_avg': '9:03:00', 'wins': 25, 'draws': 0, 'losses': 11, 'winrate': 0.6944444444444444}}

Daily Performance

{'daily_profits': [{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': 3.53575099, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '02/01/2024', 'date_ts': 1704153600000, 'profit_abs': 6.62563595, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '03/01/2024', 'date_ts': 1704240000000, 'profit_abs': -33.29110248, 'wins': 2, 'draws': 0, 'loses': 2, 'winrate': 0.5}, {'date': '04/01/2024', 'date_ts': 1704326400000, 'profit_abs': 6.44301086, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '05/01/2024', 'date_ts': 1704412800000, 'profit_abs': 6.39489652, 'wins': 4, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '06/01/2024', 'date_ts': 1704499200000, 'profit_abs': 0.61206721, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '07/01/2024', 'date_ts': 1704585600000, 'profit_abs': 3.83594321, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': -1.72740634, 'wins': 0, 'draws': 0, 'loses': 2, 'winrate': 0.0}, {'date': '09/01/2024', 'date_ts': 1704758400000, 'profit_abs': 4.66543226, 'wins': 2, 'draws': 0, 'loses': 1, 'winrate': 0.6666666666666666}, {'date': '10/01/2024', 'date_ts': 1704844800000, 'profit_abs': 3.68128006, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '11/01/2024', 'date_ts': 1704931200000, 'profit_abs': 1.96020258, 'wins': 1, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '12/01/2024', 'date_ts': 1705017600000, 'profit_abs': 3.3081064, 'wins': 1, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '13/01/2024', 'date_ts': 1705104000000, 'profit_abs': -9.8275691, 'wins': 2, 'draws': 0, 'loses': 1, 'winrate': 0.6666666666666666}, {'date': '14/01/2024', 'date_ts': 1705190400000, 'profit_abs': 3.28630086, 'wins': 1, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': 6.93451913, 'wins': 3, 'draws': 0, 'loses': 1, 'winrate': 0.75}, {'date': '16/01/2024', 'date_ts': 1705363200000, 'profit_abs': 15.10250632, 'wins': 4, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '17/01/2024', 'date_ts': 1705449600000, 'profit_abs': -1.46168506, 'wins': 1, 'draws': 0, 'loses': 1, 'winrate': 0.5}, {'date': '18/01/2024', 'date_ts': 1705536000000, 'profit_abs': 3.3655708, 'wins': 1, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '19/01/2024', 'date_ts': 1705622400000, 'profit_abs': -12.77808708, 'wins': 2, 'draws': 0, 'loses': 2, 'winrate': 0.5}, {'date': '20/01/2024', 'date_ts': 1705708800000, 'profit_abs': -0.22417683, 'wins': 0, 'draws': 0, 'loses': 1, 'winrate': 0.0}, {'date': '21/01/2024', 'date_ts': 1705795200000, 'profit_abs': 1.81468743, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': -0.51839088, 'wins': 1, 'draws': 0, 'loses': 1, 'winrate': 0.5}, {'date': '23/01/2024', 'date_ts': 1705968000000, 'profit_abs': -37.4223447, 'wins': 0, 'draws': 0, 'loses': 3, 'winrate': 0.0}, {'date': '24/01/2024', 'date_ts': 1706054400000, 'profit_abs': 3.65816176, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '25/01/2024', 'date_ts': 1706140800000, 'profit_abs': 1.73927548, 'wins': 2, 'draws': 0, 'loses': 1, 'winrate': 0.6666666666666666}, {'date': '26/01/2024', 'date_ts': 1706227200000, 'profit_abs': 7.07691849, 'wins': 3, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '27/01/2024', 'date_ts': 1706313600000, 'profit_abs': 0.64659413, 'wins': 1, 'draws': 0, 'loses': 1, 'winrate': 0.5}, {'date': '28/01/2024', 'date_ts': 1706400000000, 'profit_abs': 0.0, 'wins': 0, 'draws': 0, 'loses': 0, 'winrate': 0.0}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': 1.48727264, 'wins': 2, 'draws': 0, 'loses': 2, 'winrate': 0.5}, {'date': '30/01/2024', 'date_ts': 1706572800000, 'profit_abs': 2.07466236, 'wins': 1, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -1.02842411, 'wins': 0, 'draws': 0, 'loses': 1, 'winrate': 0.0}, {'date': '01/02/2024', 'date_ts': 1706745600000, 'profit_abs': -17.11635912, 'wins': 0, 'draws': 0, 'loses': 2, 'winrate': 0.0}], 'periodic_breakdown': {'day': [{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': 3.53575099, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '02/01/2024', 'date_ts': 1704153600000, 'profit_abs': 6.62563595, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '03/01/2024', 'date_ts': 1704240000000, 'profit_abs': -33.29110248, 'wins': 2, 'draws': 0, 'loses': 2, 'winrate': 0.5}, {'date': '04/01/2024', 'date_ts': 1704326400000, 'profit_abs': 6.44301086, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '05/01/2024', 'date_ts': 1704412800000, 'profit_abs': 6.39489652, 'wins': 4, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '06/01/2024', 'date_ts': 1704499200000, 'profit_abs': 0.61206721, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '07/01/2024', 'date_ts': 1704585600000, 'profit_abs': 3.83594321, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': -1.72740634, 'wins': 0, 'draws': 0, 'loses': 2, 'winrate': 0.0}, {'date': '09/01/2024', 'date_ts': 1704758400000, 'profit_abs': 4.66543226, 'wins': 2, 'draws': 0, 'loses': 1, 'winrate': 0.6666666666666666}, {'date': '10/01/2024', 'date_ts': 1704844800000, 'profit_abs': 3.68128006, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '11/01/2024', 'date_ts': 1704931200000, 'profit_abs': 1.96020258, 'wins': 1, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '12/01/2024', 'date_ts': 1705017600000, 'profit_abs': 3.3081064, 'wins': 1, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '13/01/2024', 'date_ts': 1705104000000, 'profit_abs': -9.8275691, 'wins': 2, 'draws': 0, 'loses': 1, 'winrate': 0.6666666666666666}, {'date': '14/01/2024', 'date_ts': 1705190400000, 'profit_abs': 3.28630086, 'wins': 1, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': 6.93451913, 'wins': 3, 'draws': 0, 'loses': 1, 'winrate': 0.75}, {'date': '16/01/2024', 'date_ts': 1705363200000, 'profit_abs': 15.10250632, 'wins': 4, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '17/01/2024', 'date_ts': 1705449600000, 'profit_abs': -1.46168506, 'wins': 1, 'draws': 0, 'loses': 1, 'winrate': 0.5}, {'date': '18/01/2024', 'date_ts': 1705536000000, 'profit_abs': 3.3655708, 'wins': 1, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '19/01/2024', 'date_ts': 1705622400000, 'profit_abs': -12.77808708, 'wins': 2, 'draws': 0, 'loses': 2, 'winrate': 0.5}, {'date': '20/01/2024', 'date_ts': 1705708800000, 'profit_abs': -0.22417683, 'wins': 0, 'draws': 0, 'loses': 1, 'winrate': 0.0}, {'date': '21/01/2024', 'date_ts': 1705795200000, 'profit_abs': 1.81468743, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': -0.51839088, 'wins': 1, 'draws': 0, 'loses': 1, 'winrate': 0.5}, {'date': '23/01/2024', 'date_ts': 1705968000000, 'profit_abs': -37.4223447, 'wins': 0, 'draws': 0, 'loses': 3, 'winrate': 0.0}, {'date': '24/01/2024', 'date_ts': 1706054400000, 'profit_abs': 3.65816176, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '25/01/2024', 'date_ts': 1706140800000, 'profit_abs': 1.73927548, 'wins': 2, 'draws': 0, 'loses': 1, 'winrate': 0.6666666666666666}, {'date': '26/01/2024', 'date_ts': 1706227200000, 'profit_abs': 7.07691849, 'wins': 3, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '27/01/2024', 'date_ts': 1706313600000, 'profit_abs': 0.64659413, 'wins': 1, 'draws': 0, 'loses': 1, 'winrate': 0.5}, {'date': '28/01/2024', 'date_ts': 1706400000000, 'profit_abs': 0.0, 'wins': 0, 'draws': 0, 'loses': 0, 'winrate': 0.0}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': 1.48727264, 'wins': 2, 'draws': 0, 'loses': 2, 'winrate': 0.5}, {'date': '30/01/2024', 'date_ts': 1706572800000, 'profit_abs': 2.07466236, 'wins': 1, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -1.02842411, 'wins': 0, 'draws': 0, 'loses': 1, 'winrate': 0.0}, {'date': '01/02/2024', 'date_ts': 1706745600000, 'profit_abs': -17.11635912, 'wins': 0, 'draws': 0, 'loses': 2, 'winrate': 0.0}], 'week': [{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': 3.53575099, 'wins': 2, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': -11.10695507, 'wins': 14, 'draws': 0, 'loses': 4, 'winrate': 0.7777777777777778}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': 14.00827219, 'wins': 12, 'draws': 0, 'loses': 3, 'winrate': 0.8}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': 5.3004247, 'wins': 11, 'draws': 0, 'loses': 5, 'winrate': 0.6875}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': -22.8141222, 'wins': 10, 'draws': 0, 'loses': 7, 'winrate': 0.5882352941176471}, {'date': '05/02/2024', 'date_ts': 1707091200000, 'profit_abs': -16.07012087, 'wins': 1, 'draws': 0, 'loses': 3, 'winrate': 0.25}], 'month': [{'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -10.03039114, 'wins': 50, 'draws': 0, 'loses': 20, 'winrate': 0.7142857142857143}, {'date': '29/02/2024', 'date_ts': 1709164800000, 'profit_abs': -17.11635912, 'wins': 0, 'draws': 0, 'loses': 2, 'winrate': 0.0}]}, 'backtest_best_day': 0.04530639279868717, 'backtest_worst_day': -0.11304208199691565, 'backtest_best_day_abs': 15.10250632, 'backtest_worst_day_abs': -37.4223447, 'winning_days': 21, 'draw_days': 1, 'losing_days': 10}

Pair	Open Date	Close Date	Duration	Open Rate	Close Rate	Profit %	Profit Abs	Exit Reason
BTC/USDT	2024-01-01 03:45:00	2024-01-01 09:25:00	5h 40m	$42302.190000	$42647.050000	0.61%	$2.03	exit_signal
ETH/USDT	2024-01-01 03:25:00	2024-01-01 09:40:00	6h 15m	$2282.950000	$2297.970000	0.46%	$1.51	exit_signal
BTC/USDT	2024-01-02 11:45:00	2024-01-02 14:10:00	2h 25m	$45245.990000	$45789.485375	1.0%	$3.31	roi
BTC/USDT	2024-01-02 15:20:00	2024-01-02 16:45:00	1h 25m	$44839.920000	$45378.537658	1.0%	$3.32	roi
ETH/USDT	2024-01-02 11:40:00	2024-01-03 12:05:00	1d	$2387.540000	$2148.790000	-10.18%	$-33.74	stop_loss
ETH/USDT	2024-01-03 12:10:00	2024-01-03 12:40:00	30m	$2137.250000	$2201.210000	2.79%	$8.98	roi
BTC/USDT	2024-01-03 07:55:00	2024-01-03 16:05:00	8h 10m	$44962.000000	$43465.560000	-3.52%	$-11.74	exit_signal
ETH/USDT	2024-01-03 19:00:00	2024-01-03 21:40:00	2h 40m	$2198.230000	$2224.635165	1.0%	$3.21	roi
BTC/USDT	2024-01-04 08:00:00	2024-01-04 12:15:00	4h 15m	$42763.080000	$43276.750631	1.0%	$3.22	roi
ETH/USDT	2024-01-04 08:10:00	2024-01-04 12:15:00	4h 5m	$2216.610000	$2243.235946	1.0%	$3.22	roi
ETH/USDT	2024-01-05 01:35:00	2024-01-05 07:10:00	5h 35m	$2254.100000	$2264.120000	0.24%	$0.79	exit_signal
BTC/USDT	2024-01-05 01:30:00	2024-01-05 09:05:00	7h 35m	$43897.890000	$44123.550000	0.31%	$1.02	exit_signal
BTC/USDT	2024-01-05 11:00:00	2024-01-05 20:50:00	9h 50m	$43628.190000	$44152.252342	1.0%	$3.25	roi
ETH/USDT	2024-01-05 11:00:00	2024-01-05 20:55:00	9h 55m	$2240.320000	$2254.020000	0.41%	$1.34	exit_signal
BTC/USDT	2024-01-06 05:25:00	2024-01-06 14:20:00	8h 55m	$43741.330000	$43861.070000	0.07%	$0.24	exit_signal
ETH/USDT	2024-01-06 05:25:00	2024-01-06 14:40:00	9h 15m	$2239.660000	$2246.700000	0.11%	$0.37	exit_signal
ETH/USDT	2024-01-07 09:35:00	2024-01-07 13:25:00	3h 50m	$2232.020000	$2250.020000	0.61%	$1.98	exit_signal
ETH/USDT	2024-01-07 15:30:00	2024-01-07 20:10:00	4h 40m	$2233.830000	$2250.990000	0.57%	$1.86	exit_signal
BTC/USDT	2024-01-07 15:50:00	2024-01-08 06:25:00	14h 35m	$43982.530000	$44049.740000	-0.05%	$-0.15	exit_signal
ETH/USDT	2024-01-07 22:20:00	2024-01-08 06:25:00	8h 5m	$2223.580000	$2217.360000	-0.48%	$-1.57	exit_signal
BTC/USDT	2024-01-09 00:40:00	2024-01-09 03:05:00	2h 25m	$46334.880000	$46891.455135	1.0%	$3.27	roi
BTC/USDT	2024-01-09 13:00:00	2024-01-09 14:00:00	1h	$46166.360000	$46834.010000	1.24%	$4.09	roi
ETH/USDT	2024-01-09 00:35:00	2024-01-09 21:15:00	20h 40m	$2313.050000	$2298.640000	-0.82%	$-2.69	exit_signal
ETH/USDT	2024-01-10 12:35:00	2024-01-10 15:05:00	2h 30m	$2376.950000	$2405.501952	1.0%	$3.29	roi
BTC/USDT	2024-01-10 07:55:00	2024-01-10 17:40:00	9h 45m	$45768.000000	$45914.220000	0.12%	$0.39	exit_signal
BTC/USDT	2024-01-11 05:40:00	2024-01-11 10:25:00	4h 45m	$46106.170000	$46472.520000	0.59%	$1.96	exit_signal
ETH/USDT	2024-01-12 17:30:00	2024-01-12 19:15:00	1h 45m	$2572.400000	$2603.299700	1.0%	$3.31	roi
BTC/USDT	2024-01-12 15:20:00	2024-01-13 05:45:00	14h 25m	$44986.460000	$43063.880000	-4.46%	$-14.78	exit_signal
BTC/USDT	2024-01-13 10:10:00	2024-01-13 15:30:00	5h 20m	$42720.160000	$43233.315075	1.0%	$3.27	roi
ETH/USDT	2024-01-12 21:10:00	2024-01-13 15:35:00	18h 25m	$2544.800000	$2562.810000	0.51%	$1.68	exit_signal
ETH/USDT	2024-01-14 20:00:00	2024-01-14 22:05:00	2h 5m	$2500.990000	$2531.031922	1.0%	$3.29	roi
BTC/USDT	2024-01-14 19:35:00	2024-01-15 03:25:00	7h 50m	$42677.010000	$42606.000000	-0.37%	$-1.20	exit_signal
ETH/USDT	2024-01-14 23:10:00	2024-01-15 05:10:00	6h	$2486.720000	$2516.590511	1.0%	$3.30	roi
BTC/USDT	2024-01-15 14:35:00	2024-01-15 17:15:00	2h 40m	$42364.280000	$42687.190000	0.56%	$1.86	exit_signal
ETH/USDT	2024-01-15 14:30:00	2024-01-15 18:30:00	4h	$2519.230000	$2547.050000	0.9%	$2.99	exit_signal
BTC/USDT	2024-01-15 22:15:00	2024-01-16 03:25:00	5h 10m	$42486.010000	$42880.000000	0.73%	$2.41	exit_signal
ETH/USDT	2024-01-15 22:15:00	2024-01-16 04:00:00	5h 45m	$2511.710000	$2537.600000	0.83%	$2.76	exit_signal
ETH/USDT	2024-01-16 13:55:00	2024-01-16 15:25:00	1h 30m	$2525.500000	$2555.836336	1.0%	$3.34	roi
BTC/USDT	2024-01-16 14:40:00	2024-01-16 15:40:00	1h	$42381.320000	$43305.740000	1.98%	$6.60	roi
ETH/USDT	2024-01-17 04:40:00	2024-01-17 14:50:00	10h 10m	$2563.840000	$2572.610000	0.14%	$0.48	exit_signal
BTC/USDT	2024-01-17 02:00:00	2024-01-17 20:40:00	18h 40m	$42970.010000	$42808.450000	-0.58%	$-1.94	exit_signal
ETH/USDT	2024-01-17 22:25:00	2024-01-18 08:30:00	10h 5m	$2511.620000	$2541.789610	1.0%	$3.37	roi
BTC/USDT	2024-01-18 10:45:00	2024-01-19 06:40:00	19h 55m	$42580.300000	$41347.640000	-3.09%	$-10.44	exit_signal
ETH/USDT	2024-01-18 10:45:00	2024-01-19 06:50:00	20h 5m	$2525.580000	$2472.850000	-2.28%	$-7.72	exit_signal
ETH/USDT	2024-01-19 16:30:00	2024-01-19 18:25:00	1h 55m	$2443.020000	$2472.365586	1.0%	$3.32	roi
BTC/USDT	2024-01-19 14:30:00	2024-01-19 18:35:00	4h 5m	$41057.590000	$41396.000000	0.62%	$2.07	exit_signal
ETH/USDT	2024-01-20 09:25:00	2024-01-20 20:40:00	11h 15m	$2468.030000	$2471.310000	-0.07%	$-0.22	exit_signal
ETH/USDT	2024-01-21 07:15:00	2024-01-21 08:15:00	1h	$2467.800000	$2477.970000	0.21%	$0.71	exit_signal
BTC/USDT	2024-01-21 06:20:00	2024-01-21 10:30:00	4h 10m	$41576.140000	$41797.780000	0.33%	$1.11	exit_signal
BTC/USDT	2024-01-21 23:25:00	2024-01-22 13:10:00	13h 45m	$41550.000000	$41135.870000	-1.19%	$-3.99	exit_signal
BTC/USDT	2024-01-22 19:35:00	2024-01-22 20:35:00	1h	$39805.360000	$40301.160000	1.04%	$3.47	roi
ETH/USDT	2024-01-21 11:50:00	2024-01-23 04:20:00	1d 16h	$2472.470000	$2347.140000	-5.26%	$-17.58	exit_signal
BTC/USDT	2024-01-23 07:25:00	2024-01-23 17:35:00	10h 10m	$39830.310000	$39582.040000	-0.82%	$-2.70	exit_signal
ETH/USDT	2024-01-23 07:30:00	2024-01-23 22:20:00	14h 50m	$2333.380000	$2215.920000	-5.22%	$-17.14	exit_signal
BTC/USDT	2024-01-24 18:25:00	2024-01-24 23:20:00	4h 55m	$39631.530000	$40068.000000	0.9%	$2.89	exit_signal
ETH/USDT	2024-01-24 13:50:00	2024-01-24 23:30:00	9h 40m	$2223.920000	$2233.670000	0.24%	$0.76	exit_signal
ETH/USDT	2024-01-25 01:55:00	2024-01-25 07:00:00	5h 5m	$2211.110000	$2223.600000	0.36%	$1.18	exit_signal
BTC/USDT	2024-01-25 05:15:00	2024-01-25 08:00:00	2h 45m	$39836.140000	$40130.000000	0.54%	$1.73	exit_signal
ETH/USDT	2024-01-25 12:25:00	2024-01-25 18:20:00	5h 55m	$2219.100000	$2215.520000	-0.36%	$-1.17	exit_signal
BTC/USDT	2024-01-25 12:35:00	2024-01-26 02:20:00	13h 45m	$39829.650000	$40102.010000	0.48%	$1.56	exit_signal
BTC/USDT	2024-01-26 07:20:00	2024-01-26 09:45:00	2h 25m	$39945.880000	$40307.270000	0.7%	$2.28	exit_signal
ETH/USDT	2024-01-26 07:10:00	2024-01-26 10:40:00	3h 30m	$2208.180000	$2234.704685	1.0%	$3.24	roi
ETH/USDT	2024-01-27 05:35:00	2024-01-27 09:55:00	4h 20m	$2266.860000	$2268.200000	-0.14%	$-0.46	exit_signal
BTC/USDT	2024-01-27 07:20:00	2024-01-27 15:40:00	8h 20m	$41648.920000	$41873.980000	0.34%	$1.11	exit_signal
ETH/USDT	2024-01-28 08:10:00	2024-01-29 01:30:00	17h 20m	$2278.070000	$2269.970000	-0.55%	$-1.81	exit_signal
BTC/USDT	2024-01-28 12:20:00	2024-01-29 01:35:00	13h 15m	$42297.310000	$42232.280000	-0.35%	$-1.15	exit_signal
BTC/USDT	2024-01-29 07:50:00	2024-01-29 15:55:00	8h 5m	$42022.800000	$42492.000000	0.91%	$2.97	exit_signal
ETH/USDT	2024-01-29 12:45:00	2024-01-29 15:55:00	3h 10m	$2256.230000	$2271.000000	0.45%	$1.47	exit_signal
BTC/USDT	2024-01-30 06:40:00	2024-01-30 12:10:00	5h 30m	$43283.990000	$43646.440000	0.64%	$2.07	exit_signal
BTC/USDT	2024-01-30 23:00:00	2024-01-31 15:35:00	16h 35m	$43327.780000	$43277.990000	-0.31%	$-1.03	exit_signal
BTC/USDT	2024-01-31 19:20:00	2024-02-01 00:00:00	4h 40m	$43177.820000	$42580.000000	-1.58%	$-5.17	force_exit
ETH/USDT	2024-01-30 23:00:00	2024-02-01 00:00:00	1d 1h	$2364.960000	$2283.150000	-3.65%	$-11.95	force_exit

Strategy Performance

Performance Summary

Profit & Returns

Trading Activity

Risk Metrics

Advanced Statistics

Individual Trades (72)

Daily Performance

Cumulative Profit Curve

Performance per Trading Pair