Backtest Details

Completed

Strategy Performance

Loss-making strategy with 711 trades

Starting Balance

$1000.00

Final Balance

$641.21

Total Loss

$-358.79

Return

-35.88%

Total Trades: 711

Win Rate: 22.08%

Max Drawdown: 37.00%

Performance Summary

Profit Total

-35.88%

Profit Total Abs

$-358.79

Profit Mean

-0.19%

Profit Median

-0.31%

Starting Balance

$1000.00

Final Balance

$641.21

Loss: $-358.79

Total Trades

711

Long Trades

711

Short Trades

Win Rate

22.08%

Total Volume

$189892.26

Avg Stake Amount

$267.08

Max Drawdown

37.00%

Profit Total Long

-35.88%

Profit Total Short

0.00%

Profit Total Long Abs

$-358.79

Profit Total Short Abs

$0.00

122

Backtest Uuid

1dd917007d304a63

Cagr

-0.9947

Expectancy

-0.5046

Expectancy Ratio

-0.4638

Sortino

-288.5160

Sharpe

-141.0325

Calmar

-59.76052446589074

Profit Factor

0.4047726143950967

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

Backtest Run Start Ts

1759861758

Backtest Run End Ts

1759861762

Trades Per Day

22.94

Market Change

0.0022954115078627274

Pairlist

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

Stake Amount

unlimited

Stake Currency

USDT

Stake Currency Decimals

Starting Balance

$1000.00

Final Balance

$641.21

Dry Run Wallet

1000.0

Rejected Signals

Timedout Entry Orders

Timedout Exit Orders

Canceled Trade Entries

Canceled Entry Orders

Replaced Entry Orders

Max Open Trades

Max Open Trades Setting

Timeframe

Timeframe Detail

Timerange

20240101-20240201

Enable Protections

False

Strategy Name

AlligatorStrat

Stoploss

-0.2

Trailing Stop

False

Trailing Stop Positive Offset

0.0

Trailing Only Offset Is Reached

False

Use Custom Stoploss

False

Minimal Roi

{'0': 0.1}

Use Exit Signal

True

Exit Profit Only

False

Exit Profit Offset

0.0

Ignore Roi If Entry Signal

False

Backtest Best Day

0.06651800379988893

Backtest Worst Day

-0.12984249595594125

Backtest Best Day Abs

19.57477812

Backtest Worst Day Abs

-32.08455962

Winning Days

Draw Days

Losing Days

Wins

157

Losses

554

Draws

Winrate

22.081575246132207

Results Per Pair

[{'key': 'BTC/USDT', 'trades': 348, 'profit_mean': -0.0018558696729061332, 'profit_mean_pct': -0.19, 'profit_sum': -0.6458426461713344, 'profit_sum_pct': -64.58, 'profit_total_abs': -172.84482003, 'profit_total': -0.17284482002999998, 'profit_total_pct': -17.28, 'duration_avg': '1:03:00', 'wins': 75, 'draws': 0, 'losses': 273, 'winrate': 0.21551724137931033}, {'key': 'ETH/USDT', 'trades': 363, 'profit_mean': -0.0019122158482831192, 'profit_mean_pct': -0.19, 'profit_sum': -0.6941343529267723, 'profit_sum_pct': -69.41, 'profit_total_abs': -185.94239577999997, 'profit_total': -0.18594239577999996, 'profit_total_pct': -18.59, 'duration_avg': '1:01:00', 'wins': 82, 'draws': 0, 'losses': 281, 'winrate': 0.22589531680440772}, {'key': 'TOTAL', 'trades': 711, 'profit_mean': -0.0018846371295332019, 'profit_mean_pct': -0.19, 'profit_sum': -1.3399769990981065, 'profit_sum_pct': -134.0, 'profit_total_abs': -358.78721581, 'profit_total': -0.35878721581, 'profit_total_pct': -35.88, 'duration_avg': '1:02:00', 'wins': 157, 'draws': 0, 'losses': 554, 'winrate': 0.22081575246132207}]

Best Pair

{'key': 'BTC/USDT', 'trades': 348, 'profit_mean': -0.0018558696729061332, 'profit_mean_pct': -0.19, 'profit_sum': -0.6458426461713344, 'profit_sum_pct': -64.58, 'profit_total_abs': -172.84482003, 'profit_total': -0.17284482002999998, 'profit_total_pct': -17.28, 'duration_avg': '1:03:00', 'wins': 75, 'draws': 0, 'losses': 273, 'winrate': 0.21551724137931033}

Worst Pair

{'key': 'ETH/USDT', 'trades': 363, 'profit_mean': -0.0019122158482831192, 'profit_mean_pct': -0.19, 'profit_sum': -0.6941343529267723, 'profit_sum_pct': -69.41, 'profit_total_abs': -185.94239577999997, 'profit_total': -0.18594239577999996, 'profit_total_pct': -18.59, 'duration_avg': '1:01:00', 'wins': 82, 'draws': 0, 'losses': 281, 'winrate': 0.22589531680440772}

Daily Profits

[{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': 1.38435102, 'wins': 8, 'draws': 0, 'loses': 8, 'winrate': 0.5}, {'date': '02/01/2024', 'date_ts': 1704153600000, 'profit_abs': -5.44118669, 'wins': 5, 'draws': 0, 'loses': 18, 'winrate': 0.21739130434782608}, {'date': '03/01/2024', 'date_ts': 1704240000000, 'profit_abs': -7.75290356, 'wins': 5, 'draws': 0, 'loses': 11, 'winrate': 0.3125}, {'date': '04/01/2024', 'date_ts': 1704326400000, 'profit_abs': -22.76561489, 'wins': 6, 'draws': 0, 'loses': 23, 'winrate': 0.20689655172413793}, {'date': '05/01/2024', 'date_ts': 1704412800000, 'profit_abs': -30.77255491, 'wins': 4, 'draws': 0, 'loses': 25, 'winrate': 0.13793103448275862}, {'date': '06/01/2024', 'date_ts': 1704499200000, 'profit_abs': -24.29767526, 'wins': 5, 'draws': 0, 'loses': 26, 'winrate': 0.16129032258064516}, {'date': '07/01/2024', 'date_ts': 1704585600000, 'profit_abs': -13.68238263, 'wins': 5, 'draws': 0, 'loses': 17, 'winrate': 0.22727272727272727}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': 19.57477812, 'wins': 6, 'draws': 0, 'loses': 12, 'winrate': 0.3333333333333333}, {'date': '09/01/2024', 'date_ts': 1704758400000, 'profit_abs': -28.15018519, 'wins': 4, 'draws': 0, 'loses': 18, 'winrate': 0.18181818181818182}, {'date': '10/01/2024', 'date_ts': 1704844800000, 'profit_abs': 9.0511246, 'wins': 9, 'draws': 0, 'loses': 12, 'winrate': 0.42857142857142855}, {'date': '11/01/2024', 'date_ts': 1704931200000, 'profit_abs': -5.04005075, 'wins': 7, 'draws': 0, 'loses': 12, 'winrate': 0.3684210526315789}, {'date': '12/01/2024', 'date_ts': 1705017600000, 'profit_abs': -32.08455962, 'wins': 5, 'draws': 0, 'loses': 21, 'winrate': 0.19230769230769232}, {'date': '13/01/2024', 'date_ts': 1705104000000, 'profit_abs': -14.0249916, 'wins': 7, 'draws': 0, 'loses': 20, 'winrate': 0.25925925925925924}, {'date': '14/01/2024', 'date_ts': 1705190400000, 'profit_abs': -31.79201183, 'wins': 1, 'draws': 0, 'loses': 28, 'winrate': 0.034482758620689655}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': -15.2950791, 'wins': 6, 'draws': 0, 'loses': 22, 'winrate': 0.21428571428571427}, {'date': '16/01/2024', 'date_ts': 1705363200000, 'profit_abs': -2.22423211, 'wins': 9, 'draws': 0, 'loses': 12, 'winrate': 0.42857142857142855}, {'date': '17/01/2024', 'date_ts': 1705449600000, 'profit_abs': -22.60829803, 'wins': 1, 'draws': 0, 'loses': 25, 'winrate': 0.038461538461538464}, {'date': '18/01/2024', 'date_ts': 1705536000000, 'profit_abs': -18.19326163, 'wins': 6, 'draws': 0, 'loses': 15, 'winrate': 0.2857142857142857}, {'date': '19/01/2024', 'date_ts': 1705622400000, 'profit_abs': -0.34465177, 'wins': 5, 'draws': 0, 'loses': 13, 'winrate': 0.2777777777777778}, {'date': '20/01/2024', 'date_ts': 1705708800000, 'profit_abs': -17.46123512, 'wins': 2, 'draws': 0, 'loses': 26, 'winrate': 0.07142857142857142}, {'date': '21/01/2024', 'date_ts': 1705795200000, 'profit_abs': -10.31133274, 'wins': 1, 'draws': 0, 'loses': 21, 'winrate': 0.045454545454545456}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': -30.60414798, 'wins': 3, 'draws': 0, 'loses': 25, 'winrate': 0.10714285714285714}, {'date': '23/01/2024', 'date_ts': 1705968000000, 'profit_abs': -10.80603713, 'wins': 5, 'draws': 0, 'loses': 12, 'winrate': 0.29411764705882354}, {'date': '24/01/2024', 'date_ts': 1706054400000, 'profit_abs': -6.91284614, 'wins': 6, 'draws': 0, 'loses': 19, 'winrate': 0.24}, {'date': '25/01/2024', 'date_ts': 1706140800000, 'profit_abs': -4.01987677, 'wins': 7, 'draws': 0, 'loses': 13, 'winrate': 0.35}, {'date': '26/01/2024', 'date_ts': 1706227200000, 'profit_abs': 0.20833716, 'wins': 8, 'draws': 0, 'loses': 16, 'winrate': 0.3333333333333333}, {'date': '27/01/2024', 'date_ts': 1706313600000, 'profit_abs': -9.95593539, 'wins': 4, 'draws': 0, 'loses': 19, 'winrate': 0.17391304347826086}, {'date': '28/01/2024', 'date_ts': 1706400000000, 'profit_abs': -12.39690498, 'wins': 4, 'draws': 0, 'loses': 19, 'winrate': 0.17391304347826086}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': 4.79402749, 'wins': 7, 'draws': 0, 'loses': 11, 'winrate': 0.3888888888888889}, {'date': '30/01/2024', 'date_ts': 1706572800000, 'profit_abs': -7.33287537, 'wins': 3, 'draws': 0, 'loses': 18, 'winrate': 0.14285714285714285}, {'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -9.53059256, 'wins': 2, 'draws': 0, 'loses': 16, 'winrate': 0.1111111111111111}, {'date': '01/02/2024', 'date_ts': 1706745600000, 'profit_abs': 0.00158955, 'wins': 1, 'draws': 0, 'loses': 1, 'winrate': 0.5}]

Periodic Breakdown

{'day': [{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': 1.38435102, 'wins': 8, 'draws': 0, 'loses': 8, 'winrate': 0.5}, {'date': '02/01/2024', 'date_ts': 1704153600000, 'profit_abs': -5.44118669, 'wins': 5, 'draws': 0, 'loses': 18, 'winrate': 0.21739130434782608}, {'date': '03/01/2024', 'date_ts': 1704240000000, 'profit_abs': -7.75290356, 'wins': 5, 'draws': 0, 'loses': 11, 'winrate': 0.3125}, {'date': '04/01/2024', 'date_ts': 1704326400000, 'profit_abs': -22.76561489, 'wins': 6, 'draws': 0, 'loses': 23, 'winrate': 0.20689655172413793}, {'date': '05/01/2024', 'date_ts': 1704412800000, 'profit_abs': -30.77255491, 'wins': 4, 'draws': 0, 'loses': 25, 'winrate': 0.13793103448275862}, {'date': '06/01/2024', 'date_ts': 1704499200000, 'profit_abs': -24.29767526, 'wins': 5, 'draws': 0, 'loses': 26, 'winrate': 0.16129032258064516}, {'date': '07/01/2024', 'date_ts': 1704585600000, 'profit_abs': -13.68238263, 'wins': 5, 'draws': 0, 'loses': 17, 'winrate': 0.22727272727272727}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': 19.57477812, 'wins': 6, 'draws': 0, 'loses': 12, 'winrate': 0.3333333333333333}, {'date': '09/01/2024', 'date_ts': 1704758400000, 'profit_abs': -28.15018519, 'wins': 4, 'draws': 0, 'loses': 18, 'winrate': 0.18181818181818182}, {'date': '10/01/2024', 'date_ts': 1704844800000, 'profit_abs': 9.0511246, 'wins': 9, 'draws': 0, 'loses': 12, 'winrate': 0.42857142857142855}, {'date': '11/01/2024', 'date_ts': 1704931200000, 'profit_abs': -5.04005075, 'wins': 7, 'draws': 0, 'loses': 12, 'winrate': 0.3684210526315789}, {'date': '12/01/2024', 'date_ts': 1705017600000, 'profit_abs': -32.08455962, 'wins': 5, 'draws': 0, 'loses': 21, 'winrate': 0.19230769230769232}, {'date': '13/01/2024', 'date_ts': 1705104000000, 'profit_abs': -14.0249916, 'wins': 7, 'draws': 0, 'loses': 20, 'winrate': 0.25925925925925924}, {'date': '14/01/2024', 'date_ts': 1705190400000, 'profit_abs': -31.79201183, 'wins': 1, 'draws': 0, 'loses': 28, 'winrate': 0.034482758620689655}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': -15.2950791, 'wins': 6, 'draws': 0, 'loses': 22, 'winrate': 0.21428571428571427}, {'date': '16/01/2024', 'date_ts': 1705363200000, 'profit_abs': -2.22423211, 'wins': 9, 'draws': 0, 'loses': 12, 'winrate': 0.42857142857142855}, {'date': '17/01/2024', 'date_ts': 1705449600000, 'profit_abs': -22.60829803, 'wins': 1, 'draws': 0, 'loses': 25, 'winrate': 0.038461538461538464}, {'date': '18/01/2024', 'date_ts': 1705536000000, 'profit_abs': -18.19326163, 'wins': 6, 'draws': 0, 'loses': 15, 'winrate': 0.2857142857142857}, {'date': '19/01/2024', 'date_ts': 1705622400000, 'profit_abs': -0.34465177, 'wins': 5, 'draws': 0, 'loses': 13, 'winrate': 0.2777777777777778}, {'date': '20/01/2024', 'date_ts': 1705708800000, 'profit_abs': -17.46123512, 'wins': 2, 'draws': 0, 'loses': 26, 'winrate': 0.07142857142857142}, {'date': '21/01/2024', 'date_ts': 1705795200000, 'profit_abs': -10.31133274, 'wins': 1, 'draws': 0, 'loses': 21, 'winrate': 0.045454545454545456}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': -30.60414798, 'wins': 3, 'draws': 0, 'loses': 25, 'winrate': 0.10714285714285714}, {'date': '23/01/2024', 'date_ts': 1705968000000, 'profit_abs': -10.80603713, 'wins': 5, 'draws': 0, 'loses': 12, 'winrate': 0.29411764705882354}, {'date': '24/01/2024', 'date_ts': 1706054400000, 'profit_abs': -6.91284614, 'wins': 6, 'draws': 0, 'loses': 19, 'winrate': 0.24}, {'date': '25/01/2024', 'date_ts': 1706140800000, 'profit_abs': -4.01987677, 'wins': 7, 'draws': 0, 'loses': 13, 'winrate': 0.35}, {'date': '26/01/2024', 'date_ts': 1706227200000, 'profit_abs': 0.20833716, 'wins': 8, 'draws': 0, 'loses': 16, 'winrate': 0.3333333333333333}, {'date': '27/01/2024', 'date_ts': 1706313600000, 'profit_abs': -9.95593539, 'wins': 4, 'draws': 0, 'loses': 19, 'winrate': 0.17391304347826086}, {'date': '28/01/2024', 'date_ts': 1706400000000, 'profit_abs': -12.39690498, 'wins': 4, 'draws': 0, 'loses': 19, 'winrate': 0.17391304347826086}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': 4.79402749, 'wins': 7, 'draws': 0, 'loses': 11, 'winrate': 0.3888888888888889}, {'date': '30/01/2024', 'date_ts': 1706572800000, 'profit_abs': -7.33287537, 'wins': 3, 'draws': 0, 'loses': 18, 'winrate': 0.14285714285714285}, {'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -9.53059256, 'wins': 2, 'draws': 0, 'loses': 16, 'winrate': 0.1111111111111111}, {'date': '01/02/2024', 'date_ts': 1706745600000, 'profit_abs': 0.00158955, 'wins': 1, 'draws': 0, 'loses': 1, 'winrate': 0.5}], 'week': [{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': 1.38435102, 'wins': 8, 'draws': 0, 'loses': 8, 'winrate': 0.5}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': -85.13753982, 'wins': 36, 'draws': 0, 'loses': 132, 'winrate': 0.21428571428571427}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': -117.33575349, 'wins': 39, 'draws': 0, 'loses': 133, 'winrate': 0.22674418604651161}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': -101.74715938, 'wins': 27, 'draws': 0, 'loses': 137, 'winrate': 0.16463414634146342}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': -39.08923576, 'wins': 41, 'draws': 0, 'loses': 109, 'winrate': 0.2733333333333333}, {'date': '05/02/2024', 'date_ts': 1707091200000, 'profit_abs': -16.86187838, 'wins': 6, 'draws': 0, 'loses': 35, 'winrate': 0.14634146341463414}], 'month': [{'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -358.78880536, 'wins': 156, 'draws': 0, 'loses': 553, 'winrate': 0.22002820874471085}, {'date': '29/02/2024', 'date_ts': 1709164800000, 'profit_abs': 0.00158955, 'wins': 1, 'draws': 0, 'loses': 1, 'winrate': 0.5}]}

Holding Avg

1:02:00

Holding Avg S

3720.0

Winner Holding Avg

2:04:00

Winner Holding Avg S

7440.0

Loser Holding Avg

0:44:00

Loser Holding Avg S

2640.0

Max Consecutive Wins

Max Consecutive Losses

Max Drawdown Account

0.37000474891011254

Max Relative Drawdown

0.37000474891011254

Max Drawdown Abs

376.59202456000025

Drawdown Start

2024-01-02 09:25:00

Drawdown Start Ts

1704187500000.0

Drawdown End

2024-01-31 17:25:00

Drawdown End Ts

1706721900000.0

Max Drawdown Low

-358.78880536000025

Max Drawdown High

17.8032192

Csum Min

641.2111946399998

Csum Max

1017.8032192000001

Created At

2025-10-07T18:29:22.959550

Per Pair Analytics

{'results_per_pair': [{'key': 'BTC/USDT', 'trades': 348, 'profit_mean': -0.0018558696729061332, 'profit_mean_pct': -0.19, 'profit_sum': -0.6458426461713344, 'profit_sum_pct': -64.58, 'profit_total_abs': -172.84482003, 'profit_total': -0.17284482002999998, 'profit_total_pct': -17.28, 'duration_avg': '1:03:00', 'wins': 75, 'draws': 0, 'losses': 273, 'winrate': 0.21551724137931033}, {'key': 'ETH/USDT', 'trades': 363, 'profit_mean': -0.0019122158482831192, 'profit_mean_pct': -0.19, 'profit_sum': -0.6941343529267723, 'profit_sum_pct': -69.41, 'profit_total_abs': -185.94239577999997, 'profit_total': -0.18594239577999996, 'profit_total_pct': -18.59, 'duration_avg': '1:01:00', 'wins': 82, 'draws': 0, 'losses': 281, 'winrate': 0.22589531680440772}, {'key': 'TOTAL', 'trades': 711, 'profit_mean': -0.0018846371295332019, 'profit_mean_pct': -0.19, 'profit_sum': -1.3399769990981065, 'profit_sum_pct': -134.0, 'profit_total_abs': -358.78721581, 'profit_total': -0.35878721581, 'profit_total_pct': -35.88, 'duration_avg': '1:02:00', 'wins': 157, 'draws': 0, 'losses': 554, 'winrate': 0.22081575246132207}], 'best_pair': {'key': 'BTC/USDT', 'trades': 348, 'profit_mean': -0.0018558696729061332, 'profit_mean_pct': -0.19, 'profit_sum': -0.6458426461713344, 'profit_sum_pct': -64.58, 'profit_total_abs': -172.84482003, 'profit_total': -0.17284482002999998, 'profit_total_pct': -17.28, 'duration_avg': '1:03:00', 'wins': 75, 'draws': 0, 'losses': 273, 'winrate': 0.21551724137931033}, 'worst_pair': {'key': 'ETH/USDT', 'trades': 363, 'profit_mean': -0.0019122158482831192, 'profit_mean_pct': -0.19, 'profit_sum': -0.6941343529267723, 'profit_sum_pct': -69.41, 'profit_total_abs': -185.94239577999997, 'profit_total': -0.18594239577999996, 'profit_total_pct': -18.59, 'duration_avg': '1:01:00', 'wins': 82, 'draws': 0, 'losses': 281, 'winrate': 0.22589531680440772}}

Daily Performance

{'daily_profits': [{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': 1.38435102, 'wins': 8, 'draws': 0, 'loses': 8, 'winrate': 0.5}, {'date': '02/01/2024', 'date_ts': 1704153600000, 'profit_abs': -5.44118669, 'wins': 5, 'draws': 0, 'loses': 18, 'winrate': 0.21739130434782608}, {'date': '03/01/2024', 'date_ts': 1704240000000, 'profit_abs': -7.75290356, 'wins': 5, 'draws': 0, 'loses': 11, 'winrate': 0.3125}, {'date': '04/01/2024', 'date_ts': 1704326400000, 'profit_abs': -22.76561489, 'wins': 6, 'draws': 0, 'loses': 23, 'winrate': 0.20689655172413793}, {'date': '05/01/2024', 'date_ts': 1704412800000, 'profit_abs': -30.77255491, 'wins': 4, 'draws': 0, 'loses': 25, 'winrate': 0.13793103448275862}, {'date': '06/01/2024', 'date_ts': 1704499200000, 'profit_abs': -24.29767526, 'wins': 5, 'draws': 0, 'loses': 26, 'winrate': 0.16129032258064516}, {'date': '07/01/2024', 'date_ts': 1704585600000, 'profit_abs': -13.68238263, 'wins': 5, 'draws': 0, 'loses': 17, 'winrate': 0.22727272727272727}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': 19.57477812, 'wins': 6, 'draws': 0, 'loses': 12, 'winrate': 0.3333333333333333}, {'date': '09/01/2024', 'date_ts': 1704758400000, 'profit_abs': -28.15018519, 'wins': 4, 'draws': 0, 'loses': 18, 'winrate': 0.18181818181818182}, {'date': '10/01/2024', 'date_ts': 1704844800000, 'profit_abs': 9.0511246, 'wins': 9, 'draws': 0, 'loses': 12, 'winrate': 0.42857142857142855}, {'date': '11/01/2024', 'date_ts': 1704931200000, 'profit_abs': -5.04005075, 'wins': 7, 'draws': 0, 'loses': 12, 'winrate': 0.3684210526315789}, {'date': '12/01/2024', 'date_ts': 1705017600000, 'profit_abs': -32.08455962, 'wins': 5, 'draws': 0, 'loses': 21, 'winrate': 0.19230769230769232}, {'date': '13/01/2024', 'date_ts': 1705104000000, 'profit_abs': -14.0249916, 'wins': 7, 'draws': 0, 'loses': 20, 'winrate': 0.25925925925925924}, {'date': '14/01/2024', 'date_ts': 1705190400000, 'profit_abs': -31.79201183, 'wins': 1, 'draws': 0, 'loses': 28, 'winrate': 0.034482758620689655}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': -15.2950791, 'wins': 6, 'draws': 0, 'loses': 22, 'winrate': 0.21428571428571427}, {'date': '16/01/2024', 'date_ts': 1705363200000, 'profit_abs': -2.22423211, 'wins': 9, 'draws': 0, 'loses': 12, 'winrate': 0.42857142857142855}, {'date': '17/01/2024', 'date_ts': 1705449600000, 'profit_abs': -22.60829803, 'wins': 1, 'draws': 0, 'loses': 25, 'winrate': 0.038461538461538464}, {'date': '18/01/2024', 'date_ts': 1705536000000, 'profit_abs': -18.19326163, 'wins': 6, 'draws': 0, 'loses': 15, 'winrate': 0.2857142857142857}, {'date': '19/01/2024', 'date_ts': 1705622400000, 'profit_abs': -0.34465177, 'wins': 5, 'draws': 0, 'loses': 13, 'winrate': 0.2777777777777778}, {'date': '20/01/2024', 'date_ts': 1705708800000, 'profit_abs': -17.46123512, 'wins': 2, 'draws': 0, 'loses': 26, 'winrate': 0.07142857142857142}, {'date': '21/01/2024', 'date_ts': 1705795200000, 'profit_abs': -10.31133274, 'wins': 1, 'draws': 0, 'loses': 21, 'winrate': 0.045454545454545456}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': -30.60414798, 'wins': 3, 'draws': 0, 'loses': 25, 'winrate': 0.10714285714285714}, {'date': '23/01/2024', 'date_ts': 1705968000000, 'profit_abs': -10.80603713, 'wins': 5, 'draws': 0, 'loses': 12, 'winrate': 0.29411764705882354}, {'date': '24/01/2024', 'date_ts': 1706054400000, 'profit_abs': -6.91284614, 'wins': 6, 'draws': 0, 'loses': 19, 'winrate': 0.24}, {'date': '25/01/2024', 'date_ts': 1706140800000, 'profit_abs': -4.01987677, 'wins': 7, 'draws': 0, 'loses': 13, 'winrate': 0.35}, {'date': '26/01/2024', 'date_ts': 1706227200000, 'profit_abs': 0.20833716, 'wins': 8, 'draws': 0, 'loses': 16, 'winrate': 0.3333333333333333}, {'date': '27/01/2024', 'date_ts': 1706313600000, 'profit_abs': -9.95593539, 'wins': 4, 'draws': 0, 'loses': 19, 'winrate': 0.17391304347826086}, {'date': '28/01/2024', 'date_ts': 1706400000000, 'profit_abs': -12.39690498, 'wins': 4, 'draws': 0, 'loses': 19, 'winrate': 0.17391304347826086}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': 4.79402749, 'wins': 7, 'draws': 0, 'loses': 11, 'winrate': 0.3888888888888889}, {'date': '30/01/2024', 'date_ts': 1706572800000, 'profit_abs': -7.33287537, 'wins': 3, 'draws': 0, 'loses': 18, 'winrate': 0.14285714285714285}, {'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -9.53059256, 'wins': 2, 'draws': 0, 'loses': 16, 'winrate': 0.1111111111111111}, {'date': '01/02/2024', 'date_ts': 1706745600000, 'profit_abs': 0.00158955, 'wins': 1, 'draws': 0, 'loses': 1, 'winrate': 0.5}], 'periodic_breakdown': {'day': [{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': 1.38435102, 'wins': 8, 'draws': 0, 'loses': 8, 'winrate': 0.5}, {'date': '02/01/2024', 'date_ts': 1704153600000, 'profit_abs': -5.44118669, 'wins': 5, 'draws': 0, 'loses': 18, 'winrate': 0.21739130434782608}, {'date': '03/01/2024', 'date_ts': 1704240000000, 'profit_abs': -7.75290356, 'wins': 5, 'draws': 0, 'loses': 11, 'winrate': 0.3125}, {'date': '04/01/2024', 'date_ts': 1704326400000, 'profit_abs': -22.76561489, 'wins': 6, 'draws': 0, 'loses': 23, 'winrate': 0.20689655172413793}, {'date': '05/01/2024', 'date_ts': 1704412800000, 'profit_abs': -30.77255491, 'wins': 4, 'draws': 0, 'loses': 25, 'winrate': 0.13793103448275862}, {'date': '06/01/2024', 'date_ts': 1704499200000, 'profit_abs': -24.29767526, 'wins': 5, 'draws': 0, 'loses': 26, 'winrate': 0.16129032258064516}, {'date': '07/01/2024', 'date_ts': 1704585600000, 'profit_abs': -13.68238263, 'wins': 5, 'draws': 0, 'loses': 17, 'winrate': 0.22727272727272727}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': 19.57477812, 'wins': 6, 'draws': 0, 'loses': 12, 'winrate': 0.3333333333333333}, {'date': '09/01/2024', 'date_ts': 1704758400000, 'profit_abs': -28.15018519, 'wins': 4, 'draws': 0, 'loses': 18, 'winrate': 0.18181818181818182}, {'date': '10/01/2024', 'date_ts': 1704844800000, 'profit_abs': 9.0511246, 'wins': 9, 'draws': 0, 'loses': 12, 'winrate': 0.42857142857142855}, {'date': '11/01/2024', 'date_ts': 1704931200000, 'profit_abs': -5.04005075, 'wins': 7, 'draws': 0, 'loses': 12, 'winrate': 0.3684210526315789}, {'date': '12/01/2024', 'date_ts': 1705017600000, 'profit_abs': -32.08455962, 'wins': 5, 'draws': 0, 'loses': 21, 'winrate': 0.19230769230769232}, {'date': '13/01/2024', 'date_ts': 1705104000000, 'profit_abs': -14.0249916, 'wins': 7, 'draws': 0, 'loses': 20, 'winrate': 0.25925925925925924}, {'date': '14/01/2024', 'date_ts': 1705190400000, 'profit_abs': -31.79201183, 'wins': 1, 'draws': 0, 'loses': 28, 'winrate': 0.034482758620689655}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': -15.2950791, 'wins': 6, 'draws': 0, 'loses': 22, 'winrate': 0.21428571428571427}, {'date': '16/01/2024', 'date_ts': 1705363200000, 'profit_abs': -2.22423211, 'wins': 9, 'draws': 0, 'loses': 12, 'winrate': 0.42857142857142855}, {'date': '17/01/2024', 'date_ts': 1705449600000, 'profit_abs': -22.60829803, 'wins': 1, 'draws': 0, 'loses': 25, 'winrate': 0.038461538461538464}, {'date': '18/01/2024', 'date_ts': 1705536000000, 'profit_abs': -18.19326163, 'wins': 6, 'draws': 0, 'loses': 15, 'winrate': 0.2857142857142857}, {'date': '19/01/2024', 'date_ts': 1705622400000, 'profit_abs': -0.34465177, 'wins': 5, 'draws': 0, 'loses': 13, 'winrate': 0.2777777777777778}, {'date': '20/01/2024', 'date_ts': 1705708800000, 'profit_abs': -17.46123512, 'wins': 2, 'draws': 0, 'loses': 26, 'winrate': 0.07142857142857142}, {'date': '21/01/2024', 'date_ts': 1705795200000, 'profit_abs': -10.31133274, 'wins': 1, 'draws': 0, 'loses': 21, 'winrate': 0.045454545454545456}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': -30.60414798, 'wins': 3, 'draws': 0, 'loses': 25, 'winrate': 0.10714285714285714}, {'date': '23/01/2024', 'date_ts': 1705968000000, 'profit_abs': -10.80603713, 'wins': 5, 'draws': 0, 'loses': 12, 'winrate': 0.29411764705882354}, {'date': '24/01/2024', 'date_ts': 1706054400000, 'profit_abs': -6.91284614, 'wins': 6, 'draws': 0, 'loses': 19, 'winrate': 0.24}, {'date': '25/01/2024', 'date_ts': 1706140800000, 'profit_abs': -4.01987677, 'wins': 7, 'draws': 0, 'loses': 13, 'winrate': 0.35}, {'date': '26/01/2024', 'date_ts': 1706227200000, 'profit_abs': 0.20833716, 'wins': 8, 'draws': 0, 'loses': 16, 'winrate': 0.3333333333333333}, {'date': '27/01/2024', 'date_ts': 1706313600000, 'profit_abs': -9.95593539, 'wins': 4, 'draws': 0, 'loses': 19, 'winrate': 0.17391304347826086}, {'date': '28/01/2024', 'date_ts': 1706400000000, 'profit_abs': -12.39690498, 'wins': 4, 'draws': 0, 'loses': 19, 'winrate': 0.17391304347826086}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': 4.79402749, 'wins': 7, 'draws': 0, 'loses': 11, 'winrate': 0.3888888888888889}, {'date': '30/01/2024', 'date_ts': 1706572800000, 'profit_abs': -7.33287537, 'wins': 3, 'draws': 0, 'loses': 18, 'winrate': 0.14285714285714285}, {'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -9.53059256, 'wins': 2, 'draws': 0, 'loses': 16, 'winrate': 0.1111111111111111}, {'date': '01/02/2024', 'date_ts': 1706745600000, 'profit_abs': 0.00158955, 'wins': 1, 'draws': 0, 'loses': 1, 'winrate': 0.5}], 'week': [{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': 1.38435102, 'wins': 8, 'draws': 0, 'loses': 8, 'winrate': 0.5}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': -85.13753982, 'wins': 36, 'draws': 0, 'loses': 132, 'winrate': 0.21428571428571427}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': -117.33575349, 'wins': 39, 'draws': 0, 'loses': 133, 'winrate': 0.22674418604651161}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': -101.74715938, 'wins': 27, 'draws': 0, 'loses': 137, 'winrate': 0.16463414634146342}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': -39.08923576, 'wins': 41, 'draws': 0, 'loses': 109, 'winrate': 0.2733333333333333}, {'date': '05/02/2024', 'date_ts': 1707091200000, 'profit_abs': -16.86187838, 'wins': 6, 'draws': 0, 'loses': 35, 'winrate': 0.14634146341463414}], 'month': [{'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -358.78880536, 'wins': 156, 'draws': 0, 'loses': 553, 'winrate': 0.22002820874471085}, {'date': '29/02/2024', 'date_ts': 1709164800000, 'profit_abs': 0.00158955, 'wins': 1, 'draws': 0, 'loses': 1, 'winrate': 0.5}]}, 'backtest_best_day': 0.06651800379988893, 'backtest_worst_day': -0.12984249595594125, 'backtest_best_day_abs': 19.57477812, 'backtest_worst_day_abs': -32.08455962, 'winning_days': 6, 'draw_days': 0, 'losing_days': 26}

Backtest Details

Strategy Performance

Performance Summary

Profit & Returns

Trading Activity

Risk Metrics

Advanced Statistics

Individual Trades (711)

Daily Performance

Cumulative Profit Curve

Performance per Trading Pair

Pair	Open Date	Close Date	Duration	Open Rate	Close Rate	Profit %	Profit Abs	Exit Reason
BTC/USDT	2024-01-01 04:50:00	2024-01-01 05:50:00	1h	$42357.040000	$42237.990000	-0.48%	$-1.59	exit_signal
ETH/USDT	2024-01-01 04:40:00	2024-01-01 08:05:00	3h 25m	$2274.990000	$2284.440000	0.21%	$0.71	exit_signal
BTC/USDT	2024-01-01 06:15:00	2024-01-01 08:30:00	2h 15m	$42276.000000	$42482.000000	0.29%	$0.94	exit_signal
BTC/USDT	2024-01-01 08:55:00	2024-01-01 10:10:00	1h 15m	$42544.370000	$42654.000000	0.06%	$0.19	exit_signal
ETH/USDT	2024-01-01 09:05:00	2024-01-01 10:35:00	1h 30m	$2289.910000	$2300.070000	0.24%	$0.80	exit_signal
BTC/USDT	2024-01-01 10:50:00	2024-01-01 11:00:00	10m	$42723.800000	$42691.100000	-0.28%	$-0.91	exit_signal
BTC/USDT	2024-01-01 11:05:00	2024-01-01 11:15:00	10m	$42753.990000	$42695.160000	-0.34%	$-1.11	exit_signal
ETH/USDT	2024-01-01 12:45:00	2024-01-01 12:55:00	10m	$2306.270000	$2302.010000	-0.38%	$-1.27	exit_signal
BTC/USDT	2024-01-01 12:40:00	2024-01-01 13:00:00	20m	$42777.760000	$42648.370000	-0.5%	$-1.65	exit_signal
ETH/USDT	2024-01-01 13:30:00	2024-01-01 14:00:00	30m	$2306.340000	$2304.160000	-0.29%	$-0.97	exit_signal
BTC/USDT	2024-01-01 13:25:00	2024-01-01 14:05:00	40m	$42720.060000	$42637.460000	-0.39%	$-1.29	exit_signal
BTC/USDT	2024-01-01 15:20:00	2024-01-01 16:30:00	1h 10m	$42644.720000	$42723.030000	-0.02%	$-0.05	exit_signal
ETH/USDT	2024-01-01 15:20:00	2024-01-01 16:30:00	1h 10m	$2301.730000	$2310.760000	0.19%	$0.63	exit_signal
ETH/USDT	2024-01-01 18:05:00	2024-01-01 19:10:00	1h 5m	$2317.740000	$2327.880000	0.24%	$0.78	exit_signal
ETH/USDT	2024-01-01 19:40:00	2024-01-01 20:40:00	1h	$2333.390000	$2339.490000	0.06%	$0.20	exit_signal
BTC/USDT	2024-01-01 17:55:00	2024-01-01 20:55:00	3h	$42818.220000	$43685.160000	1.82%	$5.98	exit_signal
BTC/USDT	2024-01-01 23:05:00	2024-01-02 01:25:00	2h 20m	$43681.550000	$44951.730000	2.7%	$8.93	exit_signal
ETH/USDT	2024-01-01 23:05:00	2024-01-02 01:35:00	2h 30m	$2340.490000	$2384.010000	1.66%	$5.47	exit_signal
BTC/USDT	2024-01-02 02:45:00	2024-01-02 03:05:00	20m	$45294.750000	$45140.000000	-0.54%	$-1.81	exit_signal
ETH/USDT	2024-01-02 03:50:00	2024-01-02 04:20:00	30m	$2384.420000	$2379.220000	-0.42%	$-1.40	exit_signal
ETH/USDT	2024-01-02 04:50:00	2024-01-02 05:40:00	50m	$2385.140000	$2386.110000	-0.16%	$-0.53	exit_signal
BTC/USDT	2024-01-02 06:45:00	2024-01-02 07:00:00	15m	$45295.000000	$45168.750000	-0.48%	$-1.60	exit_signal
BTC/USDT	2024-01-02 07:10:00	2024-01-02 09:15:00	2h 5m	$45335.820000	$45691.090000	0.58%	$1.94	exit_signal
ETH/USDT	2024-01-02 07:15:00	2024-01-02 09:25:00	2h 10m	$2380.540000	$2424.000000	1.62%	$5.41	exit_signal
BTC/USDT	2024-01-02 12:25:00	2024-01-02 13:00:00	35m	$45425.390000	$45302.000000	-0.47%	$-1.58	exit_signal
ETH/USDT	2024-01-02 12:10:00	2024-01-02 13:00:00	50m	$2395.390000	$2386.850000	-0.56%	$-1.87	exit_signal
ETH/USDT	2024-01-02 13:15:00	2024-01-02 14:30:00	1h 15m	$2392.460000	$2391.910000	-0.22%	$-0.75	exit_signal
BTC/USDT	2024-01-02 13:10:00	2024-01-02 14:35:00	1h 25m	$45429.590000	$45531.120000	0.02%	$0.08	exit_signal
ETH/USDT	2024-01-02 15:45:00	2024-01-02 16:10:00	25m	$2368.520000	$2353.490000	-0.83%	$-2.79	exit_signal
BTC/USDT	2024-01-02 15:50:00	2024-01-02 16:20:00	30m	$45230.710000	$44991.100000	-0.73%	$-2.44	exit_signal
BTC/USDT	2024-01-02 16:30:00	2024-01-02 17:35:00	1h 5m	$45189.180000	$45075.120000	-0.45%	$-1.50	exit_signal
ETH/USDT	2024-01-02 16:30:00	2024-01-02 17:40:00	1h 10m	$2360.740000	$2355.950000	-0.4%	$-1.34	exit_signal
BTC/USDT	2024-01-02 18:30:00	2024-01-02 19:25:00	55m	$45125.890000	$44966.890000	-0.55%	$-1.83	exit_signal
ETH/USDT	2024-01-02 18:05:00	2024-01-02 19:30:00	1h 25m	$2366.390000	$2360.080000	-0.47%	$-1.55	exit_signal
BTC/USDT	2024-01-02 20:05:00	2024-01-02 20:35:00	30m	$45071.530000	$44936.650000	-0.5%	$-1.65	exit_signal
ETH/USDT	2024-01-02 20:00:00	2024-01-02 20:40:00	40m	$2369.190000	$2362.830000	-0.47%	$-1.55	exit_signal
BTC/USDT	2024-01-02 21:25:00	2024-01-02 22:45:00	1h 20m	$44921.280000	$44927.370000	-0.19%	$-0.61	exit_signal
ETH/USDT	2024-01-02 21:55:00	2024-01-02 22:45:00	50m	$2362.680000	$2360.110000	-0.31%	$-1.02	exit_signal
ETH/USDT	2024-01-02 23:35:00	2024-01-02 23:40:00	5m	$2361.700000	$2355.890000	-0.45%	$-1.47	exit_signal
BTC/USDT	2024-01-03 00:10:00	2024-01-03 02:25:00	2h 15m	$45014.390000	$45285.640000	0.4%	$1.32	exit_signal