Backtest Details

Completed

Strategy Performance

Loss-making strategy with 243 trades

Starting Balance

$1000.00

Final Balance

$835.61

Total Loss

$-164.39

Return

-16.44%

Total Trades: 243

Win Rate: 27.16%

Max Drawdown: 17.44%

Performance Summary

Profit Total

-16.44%

Profit Total Abs

$-164.39

Profit Mean

-0.22%

Profit Median

-0.22%

Starting Balance

$1000.00

Final Balance

$835.61

Loss: $-164.39

Total Trades

243

Long Trades

243

Short Trades

Win Rate

27.16%

Total Volume

$74648.13

Avg Stake Amount

$307.19

Max Drawdown

17.44%

Profit Total Long

-16.44%

Profit Total Short

0.00%

Profit Total Long Abs

$-164.39

Profit Total Short Abs

$0.00

121

Backtest Uuid

23d3fe559cf542e4

Cagr

-0.8793

Expectancy

-0.6765

Expectancy Ratio

-0.4148

Sortino

-53.8035

Sharpe

-37.1325

Calmar

-58.0894890112333

Profit Factor

0.4305086514780646

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

1759861761

Trades Per Day

7.84

Market Change

0.0022954115078627274

Pairlist

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

Stake Amount

unlimited

Stake Currency

USDT

Stake Currency Decimals

Starting Balance

$1000.00

Final Balance

$835.61

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

AdxSmas

Stoploss

-0.25

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

0.031520705122361936

Backtest Worst Day

-0.06822124627775875

Backtest Best Day Abs

9.85544154

Backtest Worst Day Abs

-20.43422554

Winning Days

Draw Days

Losing Days

Wins

Losses

177

Draws

Winrate

27.160493827160494

Results Per Pair

[{'key': 'BTC/USDT', 'trades': 112, 'profit_mean': -0.0020655782937254357, 'profit_mean_pct': -0.21, 'profit_sum': -0.2313447688972488, 'profit_sum_pct': -23.13, 'profit_total_abs': -71.63306129, 'profit_total': -0.07163306129, 'profit_total_pct': -7.16, 'duration_avg': '2:39:00', 'wins': 27, 'draws': 0, 'losses': 85, 'winrate': 0.24107142857142858}, {'key': 'ETH/USDT', 'trades': 131, 'profit_mean': -0.0023511326674915058, 'profit_mean_pct': -0.24, 'profit_sum': -0.30799837944138725, 'profit_sum_pct': -30.8, 'profit_total_abs': -92.76003098999999, 'profit_total': -0.09276003098999999, 'profit_total_pct': -9.28, 'duration_avg': '2:25:00', 'wins': 39, 'draws': 0, 'losses': 92, 'winrate': 0.29770992366412213}, {'key': 'TOTAL', 'trades': 243, 'profit_mean': -0.0022195191289655805, 'profit_mean_pct': -0.22, 'profit_sum': -0.5393431483386361, 'profit_sum_pct': -53.93, 'profit_total_abs': -164.39309227999996, 'profit_total': -0.16439309227999996, 'profit_total_pct': -16.44, 'duration_avg': '2:32:00', 'wins': 66, 'draws': 0, 'losses': 177, 'winrate': 0.2716049382716049}]

Best Pair

{'key': 'BTC/USDT', 'trades': 112, 'profit_mean': -0.0020655782937254357, 'profit_mean_pct': -0.21, 'profit_sum': -0.2313447688972488, 'profit_sum_pct': -23.13, 'profit_total_abs': -71.63306129, 'profit_total': -0.07163306129, 'profit_total_pct': -7.16, 'duration_avg': '2:39:00', 'wins': 27, 'draws': 0, 'losses': 85, 'winrate': 0.24107142857142858}

Worst Pair

{'key': 'ETH/USDT', 'trades': 131, 'profit_mean': -0.0023511326674915058, 'profit_mean_pct': -0.24, 'profit_sum': -0.30799837944138725, 'profit_sum_pct': -30.8, 'profit_total_abs': -92.76003098999999, 'profit_total': -0.09276003098999999, 'profit_total_pct': -9.28, 'duration_avg': '2:25:00', 'wins': 39, 'draws': 0, 'losses': 92, 'winrate': 0.29770992366412213}

Daily Profits

[{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': -5.33317333, 'wins': 2, 'draws': 0, 'loses': 5, 'winrate': 0.2857142857142857}, {'date': '02/01/2024', 'date_ts': 1704153600000, 'profit_abs': 9.85544154, 'wins': 3, 'draws': 0, 'loses': 4, 'winrate': 0.42857142857142855}, {'date': '03/01/2024', 'date_ts': 1704240000000, 'profit_abs': 2.50246102, 'wins': 4, 'draws': 0, 'loses': 3, 'winrate': 0.5714285714285714}, {'date': '04/01/2024', 'date_ts': 1704326400000, 'profit_abs': -7.1563089, 'wins': 1, 'draws': 0, 'loses': 6, 'winrate': 0.14285714285714285}, {'date': '05/01/2024', 'date_ts': 1704412800000, 'profit_abs': -14.16992906, 'wins': 0, 'draws': 0, 'loses': 6, 'winrate': 0.0}, {'date': '06/01/2024', 'date_ts': 1704499200000, 'profit_abs': -3.89680932, 'wins': 2, 'draws': 0, 'loses': 6, 'winrate': 0.25}, {'date': '07/01/2024', 'date_ts': 1704585600000, 'profit_abs': -4.30841175, 'wins': 2, 'draws': 0, 'loses': 5, 'winrate': 0.2857142857142857}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': 4.74831191, 'wins': 3, 'draws': 0, 'loses': 5, 'winrate': 0.375}, {'date': '09/01/2024', 'date_ts': 1704758400000, 'profit_abs': 5.18348797, 'wins': 3, 'draws': 0, 'loses': 6, 'winrate': 0.3333333333333333}, {'date': '10/01/2024', 'date_ts': 1704844800000, 'profit_abs': -9.03168765, 'wins': 2, 'draws': 0, 'loses': 6, 'winrate': 0.25}, {'date': '11/01/2024', 'date_ts': 1704931200000, 'profit_abs': -2.1953324, 'wins': 4, 'draws': 0, 'loses': 4, 'winrate': 0.5}, {'date': '12/01/2024', 'date_ts': 1705017600000, 'profit_abs': -20.43422554, 'wins': 1, 'draws': 0, 'loses': 9, 'winrate': 0.1}, {'date': '13/01/2024', 'date_ts': 1705104000000, 'profit_abs': -12.36092616, 'wins': 2, 'draws': 0, 'loses': 7, 'winrate': 0.2222222222222222}, {'date': '14/01/2024', 'date_ts': 1705190400000, 'profit_abs': -4.68003383, 'wins': 2, 'draws': 0, 'loses': 8, 'winrate': 0.2}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': -1.18846186, 'wins': 4, 'draws': 0, 'loses': 3, 'winrate': 0.5714285714285714}, {'date': '16/01/2024', 'date_ts': 1705363200000, 'profit_abs': -9.11486731, 'wins': 2, 'draws': 0, 'loses': 8, 'winrate': 0.2}, {'date': '17/01/2024', 'date_ts': 1705449600000, 'profit_abs': -5.85390153, 'wins': 0, 'draws': 0, 'loses': 7, 'winrate': 0.0}, {'date': '18/01/2024', 'date_ts': 1705536000000, 'profit_abs': -14.01726637, 'wins': 2, 'draws': 0, 'loses': 5, 'winrate': 0.2857142857142857}, {'date': '19/01/2024', 'date_ts': 1705622400000, 'profit_abs': 9.47245455, 'wins': 6, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '20/01/2024', 'date_ts': 1705708800000, 'profit_abs': -4.20240698, 'wins': 1, 'draws': 0, 'loses': 4, 'winrate': 0.2}, {'date': '21/01/2024', 'date_ts': 1705795200000, 'profit_abs': -4.06762668, 'wins': 1, 'draws': 0, 'loses': 6, 'winrate': 0.14285714285714285}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': -10.46639926, 'wins': 2, 'draws': 0, 'loses': 10, 'winrate': 0.16666666666666666}, {'date': '23/01/2024', 'date_ts': 1705968000000, 'profit_abs': -20.23600551, 'wins': 2, 'draws': 0, 'loses': 4, 'winrate': 0.3333333333333333}, {'date': '24/01/2024', 'date_ts': 1706054400000, 'profit_abs': -7.21079986, 'wins': 3, 'draws': 0, 'loses': 9, 'winrate': 0.25}, {'date': '25/01/2024', 'date_ts': 1706140800000, 'profit_abs': -7.99594177, 'wins': 4, 'draws': 0, 'loses': 6, 'winrate': 0.4}, {'date': '26/01/2024', 'date_ts': 1706227200000, 'profit_abs': 1.2535931, 'wins': 1, 'draws': 0, 'loses': 6, 'winrate': 0.14285714285714285}, {'date': '27/01/2024', 'date_ts': 1706313600000, 'profit_abs': 0.18414425, 'wins': 1, 'draws': 0, 'loses': 4, 'winrate': 0.2}, {'date': '28/01/2024', 'date_ts': 1706400000000, 'profit_abs': -7.20677854, 'wins': 2, 'draws': 0, 'loses': 6, 'winrate': 0.25}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': 7.86439912, 'wins': 3, 'draws': 0, 'loses': 5, 'winrate': 0.375}, {'date': '30/01/2024', 'date_ts': 1706572800000, 'profit_abs': -8.90914673, 'wins': 1, 'draws': 0, 'loses': 7, 'winrate': 0.125}, {'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -15.6321538, 'wins': 0, 'draws': 0, 'loses': 6, 'winrate': 0.0}, {'date': '01/02/2024', 'date_ts': 1706745600000, 'profit_abs': -5.7887916, 'wins': 0, 'draws': 0, 'loses': 1, 'winrate': 0.0}]

Periodic Breakdown

{'day': [{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': -5.33317333, 'wins': 2, 'draws': 0, 'loses': 5, 'winrate': 0.2857142857142857}, {'date': '02/01/2024', 'date_ts': 1704153600000, 'profit_abs': 9.85544154, 'wins': 3, 'draws': 0, 'loses': 4, 'winrate': 0.42857142857142855}, {'date': '03/01/2024', 'date_ts': 1704240000000, 'profit_abs': 2.50246102, 'wins': 4, 'draws': 0, 'loses': 3, 'winrate': 0.5714285714285714}, {'date': '04/01/2024', 'date_ts': 1704326400000, 'profit_abs': -7.1563089, 'wins': 1, 'draws': 0, 'loses': 6, 'winrate': 0.14285714285714285}, {'date': '05/01/2024', 'date_ts': 1704412800000, 'profit_abs': -14.16992906, 'wins': 0, 'draws': 0, 'loses': 6, 'winrate': 0.0}, {'date': '06/01/2024', 'date_ts': 1704499200000, 'profit_abs': -3.89680932, 'wins': 2, 'draws': 0, 'loses': 6, 'winrate': 0.25}, {'date': '07/01/2024', 'date_ts': 1704585600000, 'profit_abs': -4.30841175, 'wins': 2, 'draws': 0, 'loses': 5, 'winrate': 0.2857142857142857}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': 4.74831191, 'wins': 3, 'draws': 0, 'loses': 5, 'winrate': 0.375}, {'date': '09/01/2024', 'date_ts': 1704758400000, 'profit_abs': 5.18348797, 'wins': 3, 'draws': 0, 'loses': 6, 'winrate': 0.3333333333333333}, {'date': '10/01/2024', 'date_ts': 1704844800000, 'profit_abs': -9.03168765, 'wins': 2, 'draws': 0, 'loses': 6, 'winrate': 0.25}, {'date': '11/01/2024', 'date_ts': 1704931200000, 'profit_abs': -2.1953324, 'wins': 4, 'draws': 0, 'loses': 4, 'winrate': 0.5}, {'date': '12/01/2024', 'date_ts': 1705017600000, 'profit_abs': -20.43422554, 'wins': 1, 'draws': 0, 'loses': 9, 'winrate': 0.1}, {'date': '13/01/2024', 'date_ts': 1705104000000, 'profit_abs': -12.36092616, 'wins': 2, 'draws': 0, 'loses': 7, 'winrate': 0.2222222222222222}, {'date': '14/01/2024', 'date_ts': 1705190400000, 'profit_abs': -4.68003383, 'wins': 2, 'draws': 0, 'loses': 8, 'winrate': 0.2}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': -1.18846186, 'wins': 4, 'draws': 0, 'loses': 3, 'winrate': 0.5714285714285714}, {'date': '16/01/2024', 'date_ts': 1705363200000, 'profit_abs': -9.11486731, 'wins': 2, 'draws': 0, 'loses': 8, 'winrate': 0.2}, {'date': '17/01/2024', 'date_ts': 1705449600000, 'profit_abs': -5.85390153, 'wins': 0, 'draws': 0, 'loses': 7, 'winrate': 0.0}, {'date': '18/01/2024', 'date_ts': 1705536000000, 'profit_abs': -14.01726637, 'wins': 2, 'draws': 0, 'loses': 5, 'winrate': 0.2857142857142857}, {'date': '19/01/2024', 'date_ts': 1705622400000, 'profit_abs': 9.47245455, 'wins': 6, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '20/01/2024', 'date_ts': 1705708800000, 'profit_abs': -4.20240698, 'wins': 1, 'draws': 0, 'loses': 4, 'winrate': 0.2}, {'date': '21/01/2024', 'date_ts': 1705795200000, 'profit_abs': -4.06762668, 'wins': 1, 'draws': 0, 'loses': 6, 'winrate': 0.14285714285714285}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': -10.46639926, 'wins': 2, 'draws': 0, 'loses': 10, 'winrate': 0.16666666666666666}, {'date': '23/01/2024', 'date_ts': 1705968000000, 'profit_abs': -20.23600551, 'wins': 2, 'draws': 0, 'loses': 4, 'winrate': 0.3333333333333333}, {'date': '24/01/2024', 'date_ts': 1706054400000, 'profit_abs': -7.21079986, 'wins': 3, 'draws': 0, 'loses': 9, 'winrate': 0.25}, {'date': '25/01/2024', 'date_ts': 1706140800000, 'profit_abs': -7.99594177, 'wins': 4, 'draws': 0, 'loses': 6, 'winrate': 0.4}, {'date': '26/01/2024', 'date_ts': 1706227200000, 'profit_abs': 1.2535931, 'wins': 1, 'draws': 0, 'loses': 6, 'winrate': 0.14285714285714285}, {'date': '27/01/2024', 'date_ts': 1706313600000, 'profit_abs': 0.18414425, 'wins': 1, 'draws': 0, 'loses': 4, 'winrate': 0.2}, {'date': '28/01/2024', 'date_ts': 1706400000000, 'profit_abs': -7.20677854, 'wins': 2, 'draws': 0, 'loses': 6, 'winrate': 0.25}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': 7.86439912, 'wins': 3, 'draws': 0, 'loses': 5, 'winrate': 0.375}, {'date': '30/01/2024', 'date_ts': 1706572800000, 'profit_abs': -8.90914673, 'wins': 1, 'draws': 0, 'loses': 7, 'winrate': 0.125}, {'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -15.6321538, 'wins': 0, 'draws': 0, 'loses': 6, 'winrate': 0.0}, {'date': '01/02/2024', 'date_ts': 1706745600000, 'profit_abs': -5.7887916, 'wins': 0, 'draws': 0, 'loses': 1, 'winrate': 0.0}], 'week': [{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': -5.33317333, 'wins': 2, 'draws': 0, 'loses': 5, 'winrate': 0.2857142857142857}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': -12.42524456, 'wins': 15, 'draws': 0, 'loses': 35, 'winrate': 0.3}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': -44.70717947, 'wins': 18, 'draws': 0, 'loses': 43, 'winrate': 0.29508196721311475}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': -38.25001358, 'wins': 14, 'draws': 0, 'loses': 40, 'winrate': 0.25925925925925924}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': -33.34738921, 'wins': 16, 'draws': 0, 'loses': 40, 'winrate': 0.2857142857142857}, {'date': '05/02/2024', 'date_ts': 1707091200000, 'profit_abs': -30.33009213, 'wins': 1, 'draws': 0, 'loses': 14, 'winrate': 0.06666666666666667}], 'month': [{'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -158.60430068, 'wins': 66, 'draws': 0, 'loses': 176, 'winrate': 0.2727272727272727}, {'date': '29/02/2024', 'date_ts': 1709164800000, 'profit_abs': -5.7887916, 'wins': 0, 'draws': 0, 'loses': 1, 'winrate': 0.0}]}

Holding Avg

2:32:00

Holding Avg S

9120.0

Winner Holding Avg

3:07:00

Winner Holding Avg S

11220.0

Loser Holding Avg

2:19:00

Loser Holding Avg S

8340.0

Max Consecutive Wins

Max Consecutive Losses

Max Drawdown Account

0.17440974493027406

Max Relative Drawdown

0.17440974493027406

Max Drawdown Abs

176.52580895000003

Drawdown Start

2024-01-02 05:55:00

Drawdown Start Ts

1704174900000.0

Drawdown End

2024-02-01 00:00:00

Drawdown End Ts

1706745600000.0

Max Drawdown Low

-164.39309228000002

Max Drawdown High

12.13271667

Csum Min

835.60690772

Csum Max

1012.13271667

Created At

2025-10-07T18:29:22.257700

Per Pair Analytics

{'results_per_pair': [{'key': 'BTC/USDT', 'trades': 112, 'profit_mean': -0.0020655782937254357, 'profit_mean_pct': -0.21, 'profit_sum': -0.2313447688972488, 'profit_sum_pct': -23.13, 'profit_total_abs': -71.63306129, 'profit_total': -0.07163306129, 'profit_total_pct': -7.16, 'duration_avg': '2:39:00', 'wins': 27, 'draws': 0, 'losses': 85, 'winrate': 0.24107142857142858}, {'key': 'ETH/USDT', 'trades': 131, 'profit_mean': -0.0023511326674915058, 'profit_mean_pct': -0.24, 'profit_sum': -0.30799837944138725, 'profit_sum_pct': -30.8, 'profit_total_abs': -92.76003098999999, 'profit_total': -0.09276003098999999, 'profit_total_pct': -9.28, 'duration_avg': '2:25:00', 'wins': 39, 'draws': 0, 'losses': 92, 'winrate': 0.29770992366412213}, {'key': 'TOTAL', 'trades': 243, 'profit_mean': -0.0022195191289655805, 'profit_mean_pct': -0.22, 'profit_sum': -0.5393431483386361, 'profit_sum_pct': -53.93, 'profit_total_abs': -164.39309227999996, 'profit_total': -0.16439309227999996, 'profit_total_pct': -16.44, 'duration_avg': '2:32:00', 'wins': 66, 'draws': 0, 'losses': 177, 'winrate': 0.2716049382716049}], 'best_pair': {'key': 'BTC/USDT', 'trades': 112, 'profit_mean': -0.0020655782937254357, 'profit_mean_pct': -0.21, 'profit_sum': -0.2313447688972488, 'profit_sum_pct': -23.13, 'profit_total_abs': -71.63306129, 'profit_total': -0.07163306129, 'profit_total_pct': -7.16, 'duration_avg': '2:39:00', 'wins': 27, 'draws': 0, 'losses': 85, 'winrate': 0.24107142857142858}, 'worst_pair': {'key': 'ETH/USDT', 'trades': 131, 'profit_mean': -0.0023511326674915058, 'profit_mean_pct': -0.24, 'profit_sum': -0.30799837944138725, 'profit_sum_pct': -30.8, 'profit_total_abs': -92.76003098999999, 'profit_total': -0.09276003098999999, 'profit_total_pct': -9.28, 'duration_avg': '2:25:00', 'wins': 39, 'draws': 0, 'losses': 92, 'winrate': 0.29770992366412213}}

Daily Performance

{'daily_profits': [{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': -5.33317333, 'wins': 2, 'draws': 0, 'loses': 5, 'winrate': 0.2857142857142857}, {'date': '02/01/2024', 'date_ts': 1704153600000, 'profit_abs': 9.85544154, 'wins': 3, 'draws': 0, 'loses': 4, 'winrate': 0.42857142857142855}, {'date': '03/01/2024', 'date_ts': 1704240000000, 'profit_abs': 2.50246102, 'wins': 4, 'draws': 0, 'loses': 3, 'winrate': 0.5714285714285714}, {'date': '04/01/2024', 'date_ts': 1704326400000, 'profit_abs': -7.1563089, 'wins': 1, 'draws': 0, 'loses': 6, 'winrate': 0.14285714285714285}, {'date': '05/01/2024', 'date_ts': 1704412800000, 'profit_abs': -14.16992906, 'wins': 0, 'draws': 0, 'loses': 6, 'winrate': 0.0}, {'date': '06/01/2024', 'date_ts': 1704499200000, 'profit_abs': -3.89680932, 'wins': 2, 'draws': 0, 'loses': 6, 'winrate': 0.25}, {'date': '07/01/2024', 'date_ts': 1704585600000, 'profit_abs': -4.30841175, 'wins': 2, 'draws': 0, 'loses': 5, 'winrate': 0.2857142857142857}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': 4.74831191, 'wins': 3, 'draws': 0, 'loses': 5, 'winrate': 0.375}, {'date': '09/01/2024', 'date_ts': 1704758400000, 'profit_abs': 5.18348797, 'wins': 3, 'draws': 0, 'loses': 6, 'winrate': 0.3333333333333333}, {'date': '10/01/2024', 'date_ts': 1704844800000, 'profit_abs': -9.03168765, 'wins': 2, 'draws': 0, 'loses': 6, 'winrate': 0.25}, {'date': '11/01/2024', 'date_ts': 1704931200000, 'profit_abs': -2.1953324, 'wins': 4, 'draws': 0, 'loses': 4, 'winrate': 0.5}, {'date': '12/01/2024', 'date_ts': 1705017600000, 'profit_abs': -20.43422554, 'wins': 1, 'draws': 0, 'loses': 9, 'winrate': 0.1}, {'date': '13/01/2024', 'date_ts': 1705104000000, 'profit_abs': -12.36092616, 'wins': 2, 'draws': 0, 'loses': 7, 'winrate': 0.2222222222222222}, {'date': '14/01/2024', 'date_ts': 1705190400000, 'profit_abs': -4.68003383, 'wins': 2, 'draws': 0, 'loses': 8, 'winrate': 0.2}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': -1.18846186, 'wins': 4, 'draws': 0, 'loses': 3, 'winrate': 0.5714285714285714}, {'date': '16/01/2024', 'date_ts': 1705363200000, 'profit_abs': -9.11486731, 'wins': 2, 'draws': 0, 'loses': 8, 'winrate': 0.2}, {'date': '17/01/2024', 'date_ts': 1705449600000, 'profit_abs': -5.85390153, 'wins': 0, 'draws': 0, 'loses': 7, 'winrate': 0.0}, {'date': '18/01/2024', 'date_ts': 1705536000000, 'profit_abs': -14.01726637, 'wins': 2, 'draws': 0, 'loses': 5, 'winrate': 0.2857142857142857}, {'date': '19/01/2024', 'date_ts': 1705622400000, 'profit_abs': 9.47245455, 'wins': 6, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '20/01/2024', 'date_ts': 1705708800000, 'profit_abs': -4.20240698, 'wins': 1, 'draws': 0, 'loses': 4, 'winrate': 0.2}, {'date': '21/01/2024', 'date_ts': 1705795200000, 'profit_abs': -4.06762668, 'wins': 1, 'draws': 0, 'loses': 6, 'winrate': 0.14285714285714285}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': -10.46639926, 'wins': 2, 'draws': 0, 'loses': 10, 'winrate': 0.16666666666666666}, {'date': '23/01/2024', 'date_ts': 1705968000000, 'profit_abs': -20.23600551, 'wins': 2, 'draws': 0, 'loses': 4, 'winrate': 0.3333333333333333}, {'date': '24/01/2024', 'date_ts': 1706054400000, 'profit_abs': -7.21079986, 'wins': 3, 'draws': 0, 'loses': 9, 'winrate': 0.25}, {'date': '25/01/2024', 'date_ts': 1706140800000, 'profit_abs': -7.99594177, 'wins': 4, 'draws': 0, 'loses': 6, 'winrate': 0.4}, {'date': '26/01/2024', 'date_ts': 1706227200000, 'profit_abs': 1.2535931, 'wins': 1, 'draws': 0, 'loses': 6, 'winrate': 0.14285714285714285}, {'date': '27/01/2024', 'date_ts': 1706313600000, 'profit_abs': 0.18414425, 'wins': 1, 'draws': 0, 'loses': 4, 'winrate': 0.2}, {'date': '28/01/2024', 'date_ts': 1706400000000, 'profit_abs': -7.20677854, 'wins': 2, 'draws': 0, 'loses': 6, 'winrate': 0.25}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': 7.86439912, 'wins': 3, 'draws': 0, 'loses': 5, 'winrate': 0.375}, {'date': '30/01/2024', 'date_ts': 1706572800000, 'profit_abs': -8.90914673, 'wins': 1, 'draws': 0, 'loses': 7, 'winrate': 0.125}, {'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -15.6321538, 'wins': 0, 'draws': 0, 'loses': 6, 'winrate': 0.0}, {'date': '01/02/2024', 'date_ts': 1706745600000, 'profit_abs': -5.7887916, 'wins': 0, 'draws': 0, 'loses': 1, 'winrate': 0.0}], 'periodic_breakdown': {'day': [{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': -5.33317333, 'wins': 2, 'draws': 0, 'loses': 5, 'winrate': 0.2857142857142857}, {'date': '02/01/2024', 'date_ts': 1704153600000, 'profit_abs': 9.85544154, 'wins': 3, 'draws': 0, 'loses': 4, 'winrate': 0.42857142857142855}, {'date': '03/01/2024', 'date_ts': 1704240000000, 'profit_abs': 2.50246102, 'wins': 4, 'draws': 0, 'loses': 3, 'winrate': 0.5714285714285714}, {'date': '04/01/2024', 'date_ts': 1704326400000, 'profit_abs': -7.1563089, 'wins': 1, 'draws': 0, 'loses': 6, 'winrate': 0.14285714285714285}, {'date': '05/01/2024', 'date_ts': 1704412800000, 'profit_abs': -14.16992906, 'wins': 0, 'draws': 0, 'loses': 6, 'winrate': 0.0}, {'date': '06/01/2024', 'date_ts': 1704499200000, 'profit_abs': -3.89680932, 'wins': 2, 'draws': 0, 'loses': 6, 'winrate': 0.25}, {'date': '07/01/2024', 'date_ts': 1704585600000, 'profit_abs': -4.30841175, 'wins': 2, 'draws': 0, 'loses': 5, 'winrate': 0.2857142857142857}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': 4.74831191, 'wins': 3, 'draws': 0, 'loses': 5, 'winrate': 0.375}, {'date': '09/01/2024', 'date_ts': 1704758400000, 'profit_abs': 5.18348797, 'wins': 3, 'draws': 0, 'loses': 6, 'winrate': 0.3333333333333333}, {'date': '10/01/2024', 'date_ts': 1704844800000, 'profit_abs': -9.03168765, 'wins': 2, 'draws': 0, 'loses': 6, 'winrate': 0.25}, {'date': '11/01/2024', 'date_ts': 1704931200000, 'profit_abs': -2.1953324, 'wins': 4, 'draws': 0, 'loses': 4, 'winrate': 0.5}, {'date': '12/01/2024', 'date_ts': 1705017600000, 'profit_abs': -20.43422554, 'wins': 1, 'draws': 0, 'loses': 9, 'winrate': 0.1}, {'date': '13/01/2024', 'date_ts': 1705104000000, 'profit_abs': -12.36092616, 'wins': 2, 'draws': 0, 'loses': 7, 'winrate': 0.2222222222222222}, {'date': '14/01/2024', 'date_ts': 1705190400000, 'profit_abs': -4.68003383, 'wins': 2, 'draws': 0, 'loses': 8, 'winrate': 0.2}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': -1.18846186, 'wins': 4, 'draws': 0, 'loses': 3, 'winrate': 0.5714285714285714}, {'date': '16/01/2024', 'date_ts': 1705363200000, 'profit_abs': -9.11486731, 'wins': 2, 'draws': 0, 'loses': 8, 'winrate': 0.2}, {'date': '17/01/2024', 'date_ts': 1705449600000, 'profit_abs': -5.85390153, 'wins': 0, 'draws': 0, 'loses': 7, 'winrate': 0.0}, {'date': '18/01/2024', 'date_ts': 1705536000000, 'profit_abs': -14.01726637, 'wins': 2, 'draws': 0, 'loses': 5, 'winrate': 0.2857142857142857}, {'date': '19/01/2024', 'date_ts': 1705622400000, 'profit_abs': 9.47245455, 'wins': 6, 'draws': 0, 'loses': 0, 'winrate': 1.0}, {'date': '20/01/2024', 'date_ts': 1705708800000, 'profit_abs': -4.20240698, 'wins': 1, 'draws': 0, 'loses': 4, 'winrate': 0.2}, {'date': '21/01/2024', 'date_ts': 1705795200000, 'profit_abs': -4.06762668, 'wins': 1, 'draws': 0, 'loses': 6, 'winrate': 0.14285714285714285}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': -10.46639926, 'wins': 2, 'draws': 0, 'loses': 10, 'winrate': 0.16666666666666666}, {'date': '23/01/2024', 'date_ts': 1705968000000, 'profit_abs': -20.23600551, 'wins': 2, 'draws': 0, 'loses': 4, 'winrate': 0.3333333333333333}, {'date': '24/01/2024', 'date_ts': 1706054400000, 'profit_abs': -7.21079986, 'wins': 3, 'draws': 0, 'loses': 9, 'winrate': 0.25}, {'date': '25/01/2024', 'date_ts': 1706140800000, 'profit_abs': -7.99594177, 'wins': 4, 'draws': 0, 'loses': 6, 'winrate': 0.4}, {'date': '26/01/2024', 'date_ts': 1706227200000, 'profit_abs': 1.2535931, 'wins': 1, 'draws': 0, 'loses': 6, 'winrate': 0.14285714285714285}, {'date': '27/01/2024', 'date_ts': 1706313600000, 'profit_abs': 0.18414425, 'wins': 1, 'draws': 0, 'loses': 4, 'winrate': 0.2}, {'date': '28/01/2024', 'date_ts': 1706400000000, 'profit_abs': -7.20677854, 'wins': 2, 'draws': 0, 'loses': 6, 'winrate': 0.25}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': 7.86439912, 'wins': 3, 'draws': 0, 'loses': 5, 'winrate': 0.375}, {'date': '30/01/2024', 'date_ts': 1706572800000, 'profit_abs': -8.90914673, 'wins': 1, 'draws': 0, 'loses': 7, 'winrate': 0.125}, {'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -15.6321538, 'wins': 0, 'draws': 0, 'loses': 6, 'winrate': 0.0}, {'date': '01/02/2024', 'date_ts': 1706745600000, 'profit_abs': -5.7887916, 'wins': 0, 'draws': 0, 'loses': 1, 'winrate': 0.0}], 'week': [{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': -5.33317333, 'wins': 2, 'draws': 0, 'loses': 5, 'winrate': 0.2857142857142857}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': -12.42524456, 'wins': 15, 'draws': 0, 'loses': 35, 'winrate': 0.3}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': -44.70717947, 'wins': 18, 'draws': 0, 'loses': 43, 'winrate': 0.29508196721311475}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': -38.25001358, 'wins': 14, 'draws': 0, 'loses': 40, 'winrate': 0.25925925925925924}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': -33.34738921, 'wins': 16, 'draws': 0, 'loses': 40, 'winrate': 0.2857142857142857}, {'date': '05/02/2024', 'date_ts': 1707091200000, 'profit_abs': -30.33009213, 'wins': 1, 'draws': 0, 'loses': 14, 'winrate': 0.06666666666666667}], 'month': [{'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -158.60430068, 'wins': 66, 'draws': 0, 'loses': 176, 'winrate': 0.2727272727272727}, {'date': '29/02/2024', 'date_ts': 1709164800000, 'profit_abs': -5.7887916, 'wins': 0, 'draws': 0, 'loses': 1, 'winrate': 0.0}]}, 'backtest_best_day': 0.031520705122361936, 'backtest_worst_day': -0.06822124627775875, 'backtest_best_day_abs': 9.85544154, 'backtest_worst_day_abs': -20.43422554, 'winning_days': 8, 'draw_days': 0, 'losing_days': 24}

Backtest Details

Strategy Performance

Performance Summary

Profit & Returns

Trading Activity

Risk Metrics

Advanced Statistics

Individual Trades (243)

Daily Performance

Cumulative Profit Curve

Performance per Trading Pair

Pair	Open Date	Close Date	Duration	Open Rate	Close Rate	Profit %	Profit Abs	Exit Reason
ETH/USDT	2024-01-01 02:40:00	2024-01-01 06:35:00	3h 55m	$2298.130000	$2277.730000	-1.09%	$-3.58	exit_signal
ETH/USDT	2024-01-01 07:35:00	2024-01-01 07:50:00	15m	$2286.880000	$2284.390000	-0.31%	$-1.01	exit_signal
BTC/USDT	2024-01-01 02:35:00	2024-01-01 12:20:00	9h 45m	$42606.240000	$42665.650000	-0.06%	$-0.20	exit_signal
ETH/USDT	2024-01-01 09:35:00	2024-01-01 13:50:00	4h 15m	$2294.200000	$2305.560000	0.29%	$0.97	exit_signal
ETH/USDT	2024-01-01 14:30:00	2024-01-01 14:35:00	5m	$2299.830000	$2303.840000	-0.03%	$-0.08	exit_signal
ETH/USDT	2024-01-01 16:15:00	2024-01-01 17:40:00	1h 25m	$2317.130000	$2311.420000	-0.45%	$-1.47	exit_signal
ETH/USDT	2024-01-01 18:55:00	2024-01-01 22:15:00	3h 20m	$2327.940000	$2332.950000	0.01%	$0.05	exit_signal
ETH/USDT	2024-01-02 00:00:00	2024-01-02 02:55:00	2h 55m	$2352.050000	$2377.400000	0.88%	$2.88	exit_signal
BTC/USDT	2024-01-01 18:45:00	2024-01-02 05:55:00	11h 10m	$43152.120000	$45160.080000	4.44%	$14.59	exit_signal
BTC/USDT	2024-01-02 08:55:00	2024-01-02 10:35:00	1h 40m	$45795.190000	$45598.810000	-0.63%	$-2.10	exit_signal
ETH/USDT	2024-01-02 09:30:00	2024-01-02 12:50:00	3h 20m	$2422.950000	$2393.800000	-1.4%	$-4.68	exit_signal
BTC/USDT	2024-01-02 15:35:00	2024-01-02 17:15:00	1h 40m	$45091.910000	$45240.000000	0.13%	$0.42	exit_signal
ETH/USDT	2024-01-02 15:15:00	2024-01-02 17:15:00	2h	$2361.990000	$2362.430000	-0.18%	$-0.60	exit_signal
ETH/USDT	2024-01-02 18:00:00	2024-01-02 18:20:00	20m	$2357.430000	$2357.490000	-0.2%	$-0.65	exit_signal
BTC/USDT	2024-01-03 02:35:00	2024-01-03 03:30:00	55m	$45354.150000	$45233.300000	-0.47%	$-1.54	exit_signal
ETH/USDT	2024-01-03 06:25:00	2024-01-03 06:45:00	20m	$2380.010000	$2377.940000	-0.29%	$-0.95	exit_signal
BTC/USDT	2024-01-03 08:10:00	2024-01-03 10:00:00	1h 50m	$45113.040000	$45344.660000	0.31%	$1.03	exit_signal
ETH/USDT	2024-01-03 08:15:00	2024-01-03 10:25:00	2h 10m	$2365.130000	$2372.470000	0.11%	$0.36	exit_signal
BTC/USDT	2024-01-03 12:30:00	2024-01-03 17:50:00	5h 20m	$42316.430000	$42689.440000	0.68%	$2.25	exit_signal
ETH/USDT	2024-01-03 12:30:00	2024-01-03 17:50:00	5h 20m	$2203.220000	$2217.280000	0.44%	$1.45	exit_signal
ETH/USDT	2024-01-03 19:15:00	2024-01-03 19:50:00	35m	$2207.430000	$2211.170000	-0.03%	$-0.10	exit_signal
ETH/USDT	2024-01-03 23:00:00	2024-01-04 00:30:00	1h 30m	$2205.380000	$2209.960000	0.01%	$0.02	exit_signal
BTC/USDT	2024-01-04 03:50:00	2024-01-04 04:45:00	55m	$43099.430000	$43097.920000	-0.2%	$-0.68	exit_signal
BTC/USDT	2024-01-04 05:40:00	2024-01-04 06:55:00	1h 15m	$43258.000000	$43144.820000	-0.46%	$-1.53	exit_signal
ETH/USDT	2024-01-04 03:50:00	2024-01-04 10:00:00	6h 10m	$2230.190000	$2223.410000	-0.5%	$-1.67	exit_signal
BTC/USDT	2024-01-04 16:50:00	2024-01-04 18:20:00	1h 30m	$43986.000000	$43988.630000	-0.19%	$-0.64	exit_signal
ETH/USDT	2024-01-04 16:10:00	2024-01-04 18:20:00	2h 10m	$2269.390000	$2273.030000	-0.04%	$-0.13	exit_signal
BTC/USDT	2024-01-04 21:10:00	2024-01-04 23:40:00	2h 30m	$44463.620000	$44212.200000	-0.76%	$-2.53	exit_signal
ETH/USDT	2024-01-05 02:15:00	2024-01-05 05:05:00	2h 50m	$2245.210000	$2244.990000	-0.21%	$-0.69	exit_signal
BTC/USDT	2024-01-05 00:05:00	2024-01-05 05:15:00	5h 10m	$44195.000000	$43559.620000	-1.63%	$-5.39	exit_signal
BTC/USDT	2024-01-05 09:40:00	2024-01-05 12:50:00	3h 10m	$44106.740000	$43868.010000	-0.74%	$-2.43	exit_signal
ETH/USDT	2024-01-05 10:05:00	2024-01-05 13:35:00	3h 30m	$2262.130000	$2245.560000	-0.93%	$-3.05	exit_signal
ETH/USDT	2024-01-05 16:10:00	2024-01-05 18:20:00	2h 10m	$2225.800000	$2227.600000	-0.12%	$-0.39	exit_signal
BTC/USDT	2024-01-05 15:15:00	2024-01-05 19:05:00	3h 50m	$43781.220000	$43571.110000	-0.68%	$-2.21	exit_signal
BTC/USDT	2024-01-05 21:25:00	2024-01-06 01:15:00	3h 50m	$43874.360000	$44038.610000	0.17%	$0.57	exit_signal
ETH/USDT	2024-01-05 21:25:00	2024-01-06 01:15:00	3h 50m	$2245.260000	$2258.590000	0.39%	$1.28	exit_signal
BTC/USDT	2024-01-06 02:35:00	2024-01-06 04:00:00	1h 25m	$43924.360000	$43931.100000	-0.18%	$-0.60	exit_signal
BTC/USDT	2024-01-06 05:45:00	2024-01-06 08:45:00	3h	$43710.010000	$43622.790000	-0.4%	$-1.30	exit_signal
ETH/USDT	2024-01-06 05:45:00	2024-01-06 09:40:00	3h 55m	$2237.500000	$2236.860000	-0.23%	$-0.74	exit_signal
BTC/USDT	2024-01-06 18:25:00	2024-01-06 20:15:00	1h 50m	$43971.620000	$43776.690000	-0.64%	$-2.09	exit_signal