Backtest Details

Completed

Strategy Performance

Loss-making strategy with 371 trades

Starting Balance

$1000.00

Final Balance

$527.13

Total Loss

$-472.87

Return

-47.29%

Total Trades: 371

Win Rate: 18.87%

Max Drawdown: 48.71%

Performance Summary

Profit Total

-47.29%

Profit Total Abs

$-472.87

Profit Mean

-0.18%

Profit Median

-0.32%

Starting Balance

$1000.00

Final Balance

$527.13

Loss: $-472.87

Total Trades

371

Long Trades

371

Short Trades

Win Rate

18.87%

Total Volume

$272149.42

Avg Stake Amount

$733.56

Max Drawdown

48.71%

Profit Total Long

-47.29%

Profit Total Short

0.00%

Profit Total Long Abs

$-472.87

Profit Total Short Abs

$0.00

123

Backtest Uuid

578e768349984b26

Cagr

-0.9995

Expectancy

-1.2746

Expectancy Ratio

-0.4526

Sortino

-191.9025

Sharpe

-63.5221

Calmar

-59.8328763625474

Profit Factor

0.4422057700789741

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

1759861757

Backtest Run End Ts

1759861762

Trades Per Day

11.97

Market Change

-0.0009252380324433422

Pairlist

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

Stake Amount

unlimited

Stake Currency

USDT

Stake Currency Decimals

Starting Balance

$1000.00

Final Balance

$527.13

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

ActionZone

Stoploss

-1.0

Trailing Stop

False

Trailing Stop Positive Offset

0.0

Trailing Only Offset Is Reached

False

Use Custom Stoploss

True

Minimal Roi

{'0': 100000}

Use Exit Signal

True

Exit Profit Only

False

Exit Profit Offset

0.0

Ignore Roi If Entry Signal

False

Backtest Best Day

0.03133280793197995

Backtest Worst Day

-0.07202649704604205

Backtest Best Day Abs

28.98659517

Backtest Worst Day Abs

-47.44788697

Winning Days

Draw Days

Losing Days

Wins

Losses

301

Draws

Winrate

18.867924528301888

Results Per Pair

[{'key': 'ETH/USDT', 'trades': 151, 'profit_mean': -0.0018690124730281748, 'profit_mean_pct': -0.19, 'profit_sum': -0.2822208834272544, 'profit_sum_pct': -28.22, 'profit_total_abs': -213.00051887, 'profit_total': -0.21300051887000002, 'profit_total_pct': -21.3, 'duration_avg': '1:04:00', 'wins': 28, 'draws': 0, 'losses': 123, 'winrate': 0.18543046357615894}, {'key': 'BTC/USDT', 'trades': 220, 'profit_mean': -0.001728575558320947, 'profit_mean_pct': -0.17, 'profit_sum': -0.3802866228306083, 'profit_sum_pct': -38.03, 'profit_total_abs': -259.86755372, 'profit_total': -0.25986755372, 'profit_total_pct': -25.99, 'duration_avg': '1:04:00', 'wins': 42, 'draws': 0, 'losses': 178, 'winrate': 0.19090909090909092}, {'key': 'TOTAL', 'trades': 371, 'profit_mean': -0.0017857345182152634, 'profit_mean_pct': -0.18, 'profit_sum': -0.6625075062578627, 'profit_sum_pct': -66.25, 'profit_total_abs': -472.8680725900001, 'profit_total': -0.47286807259000013, 'profit_total_pct': -47.29, 'duration_avg': '1:04:00', 'wins': 70, 'draws': 0, 'losses': 301, 'winrate': 0.18867924528301888}]

Best Pair

{'key': 'ETH/USDT', 'trades': 151, 'profit_mean': -0.0018690124730281748, 'profit_mean_pct': -0.19, 'profit_sum': -0.2822208834272544, 'profit_sum_pct': -28.22, 'profit_total_abs': -213.00051887, 'profit_total': -0.21300051887000002, 'profit_total_pct': -21.3, 'duration_avg': '1:04:00', 'wins': 28, 'draws': 0, 'losses': 123, 'winrate': 0.18543046357615894}

Worst Pair

{'key': 'BTC/USDT', 'trades': 220, 'profit_mean': -0.001728575558320947, 'profit_mean_pct': -0.17, 'profit_sum': -0.3802866228306083, 'profit_sum_pct': -38.03, 'profit_total_abs': -259.86755372, 'profit_total': -0.25986755372, 'profit_total_pct': -25.99, 'duration_avg': '1:04:00', 'wins': 42, 'draws': 0, 'losses': 178, 'winrate': 0.19090909090909092}

Daily Profits

[{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': -12.83945615, 'wins': 3, 'draws': 0, 'loses': 9, 'winrate': 0.25}, {'date': '02/01/2024', 'date_ts': 1704153600000, 'profit_abs': -16.01058548, 'wins': 3, 'draws': 0, 'loses': 12, 'winrate': 0.2}, {'date': '03/01/2024', 'date_ts': 1704240000000, 'profit_abs': -45.43105726, 'wins': 2, 'draws': 0, 'loses': 11, 'winrate': 0.15384615384615385}, {'date': '04/01/2024', 'date_ts': 1704326400000, 'profit_abs': -19.51938953, 'wins': 3, 'draws': 0, 'loses': 10, 'winrate': 0.23076923076923078}, {'date': '05/01/2024', 'date_ts': 1704412800000, 'profit_abs': -20.28190684, 'wins': 1, 'draws': 0, 'loses': 7, 'winrate': 0.125}, {'date': '06/01/2024', 'date_ts': 1704499200000, 'profit_abs': -17.47603469, 'wins': 2, 'draws': 0, 'loses': 8, 'winrate': 0.2}, {'date': '07/01/2024', 'date_ts': 1704585600000, 'profit_abs': -17.39676541, 'wins': 2, 'draws': 0, 'loses': 9, 'winrate': 0.18181818181818182}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': 26.03367223, 'wins': 3, 'draws': 0, 'loses': 8, 'winrate': 0.2727272727272727}, {'date': '09/01/2024', 'date_ts': 1704758400000, 'profit_abs': -47.44788697, 'wins': 1, 'draws': 0, 'loses': 18, 'winrate': 0.05263157894736842}, {'date': '10/01/2024', 'date_ts': 1704844800000, 'profit_abs': 5.69785533, 'wins': 5, 'draws': 0, 'loses': 9, 'winrate': 0.35714285714285715}, {'date': '11/01/2024', 'date_ts': 1704931200000, 'profit_abs': 28.98659517, 'wins': 5, 'draws': 0, 'loses': 7, 'winrate': 0.4166666666666667}, {'date': '12/01/2024', 'date_ts': 1705017600000, 'profit_abs': -24.64281229, 'wins': 1, 'draws': 0, 'loses': 9, 'winrate': 0.1}, {'date': '13/01/2024', 'date_ts': 1705104000000, 'profit_abs': -34.73079136, 'wins': 4, 'draws': 0, 'loses': 11, 'winrate': 0.26666666666666666}, {'date': '14/01/2024', 'date_ts': 1705190400000, 'profit_abs': -34.692099, 'wins': 1, 'draws': 0, 'loses': 10, 'winrate': 0.09090909090909091}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': -2.14107731, 'wins': 3, 'draws': 0, 'loses': 6, 'winrate': 0.3333333333333333}, {'date': '16/01/2024', 'date_ts': 1705363200000, 'profit_abs': -17.06981442, 'wins': 4, 'draws': 0, 'loses': 9, 'winrate': 0.3076923076923077}, {'date': '17/01/2024', 'date_ts': 1705449600000, 'profit_abs': -30.53991486, 'wins': 1, 'draws': 0, 'loses': 8, 'winrate': 0.1111111111111111}, {'date': '18/01/2024', 'date_ts': 1705536000000, 'profit_abs': -23.88610316, 'wins': 1, 'draws': 0, 'loses': 11, 'winrate': 0.08333333333333333}, {'date': '19/01/2024', 'date_ts': 1705622400000, 'profit_abs': -11.45040239, 'wins': 4, 'draws': 0, 'loses': 10, 'winrate': 0.2857142857142857}, {'date': '20/01/2024', 'date_ts': 1705708800000, 'profit_abs': -28.10454992, 'wins': 1, 'draws': 0, 'loses': 14, 'winrate': 0.06666666666666667}, {'date': '21/01/2024', 'date_ts': 1705795200000, 'profit_abs': -17.73159958, 'wins': 2, 'draws': 0, 'loses': 10, 'winrate': 0.16666666666666666}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': -24.78737532, 'wins': 0, 'draws': 0, 'loses': 9, 'winrate': 0.0}, {'date': '23/01/2024', 'date_ts': 1705968000000, 'profit_abs': -11.36839415, 'wins': 2, 'draws': 0, 'loses': 7, 'winrate': 0.2222222222222222}, {'date': '24/01/2024', 'date_ts': 1706054400000, 'profit_abs': -4.62412202, 'wins': 3, 'draws': 0, 'loses': 7, 'winrate': 0.3}, {'date': '25/01/2024', 'date_ts': 1706140800000, 'profit_abs': -13.92016225, 'wins': 2, 'draws': 0, 'loses': 10, 'winrate': 0.16666666666666666}, {'date': '26/01/2024', 'date_ts': 1706227200000, 'profit_abs': -2.52494583, 'wins': 2, 'draws': 0, 'loses': 13, 'winrate': 0.13333333333333333}, {'date': '27/01/2024', 'date_ts': 1706313600000, 'profit_abs': -23.46274166, 'wins': 2, 'draws': 0, 'loses': 17, 'winrate': 0.10526315789473684}, {'date': '28/01/2024', 'date_ts': 1706400000000, 'profit_abs': -7.57413007, 'wins': 1, 'draws': 0, 'loses': 5, 'winrate': 0.16666666666666666}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': -0.19393196, 'wins': 3, 'draws': 0, 'loses': 5, 'winrate': 0.375}, {'date': '30/01/2024', 'date_ts': 1706572800000, 'profit_abs': -16.20598326, 'wins': 2, 'draws': 0, 'loses': 13, 'winrate': 0.13333333333333333}, {'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -7.53216218, 'wins': 1, 'draws': 0, 'loses': 9, 'winrate': 0.1}]

Periodic Breakdown

{'day': [{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': -12.83945615, 'wins': 3, 'draws': 0, 'loses': 9, 'winrate': 0.25}, {'date': '02/01/2024', 'date_ts': 1704153600000, 'profit_abs': -16.01058548, 'wins': 3, 'draws': 0, 'loses': 12, 'winrate': 0.2}, {'date': '03/01/2024', 'date_ts': 1704240000000, 'profit_abs': -45.43105726, 'wins': 2, 'draws': 0, 'loses': 11, 'winrate': 0.15384615384615385}, {'date': '04/01/2024', 'date_ts': 1704326400000, 'profit_abs': -19.51938953, 'wins': 3, 'draws': 0, 'loses': 10, 'winrate': 0.23076923076923078}, {'date': '05/01/2024', 'date_ts': 1704412800000, 'profit_abs': -20.28190684, 'wins': 1, 'draws': 0, 'loses': 7, 'winrate': 0.125}, {'date': '06/01/2024', 'date_ts': 1704499200000, 'profit_abs': -17.47603469, 'wins': 2, 'draws': 0, 'loses': 8, 'winrate': 0.2}, {'date': '07/01/2024', 'date_ts': 1704585600000, 'profit_abs': -17.39676541, 'wins': 2, 'draws': 0, 'loses': 9, 'winrate': 0.18181818181818182}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': 26.03367223, 'wins': 3, 'draws': 0, 'loses': 8, 'winrate': 0.2727272727272727}, {'date': '09/01/2024', 'date_ts': 1704758400000, 'profit_abs': -47.44788697, 'wins': 1, 'draws': 0, 'loses': 18, 'winrate': 0.05263157894736842}, {'date': '10/01/2024', 'date_ts': 1704844800000, 'profit_abs': 5.69785533, 'wins': 5, 'draws': 0, 'loses': 9, 'winrate': 0.35714285714285715}, {'date': '11/01/2024', 'date_ts': 1704931200000, 'profit_abs': 28.98659517, 'wins': 5, 'draws': 0, 'loses': 7, 'winrate': 0.4166666666666667}, {'date': '12/01/2024', 'date_ts': 1705017600000, 'profit_abs': -24.64281229, 'wins': 1, 'draws': 0, 'loses': 9, 'winrate': 0.1}, {'date': '13/01/2024', 'date_ts': 1705104000000, 'profit_abs': -34.73079136, 'wins': 4, 'draws': 0, 'loses': 11, 'winrate': 0.26666666666666666}, {'date': '14/01/2024', 'date_ts': 1705190400000, 'profit_abs': -34.692099, 'wins': 1, 'draws': 0, 'loses': 10, 'winrate': 0.09090909090909091}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': -2.14107731, 'wins': 3, 'draws': 0, 'loses': 6, 'winrate': 0.3333333333333333}, {'date': '16/01/2024', 'date_ts': 1705363200000, 'profit_abs': -17.06981442, 'wins': 4, 'draws': 0, 'loses': 9, 'winrate': 0.3076923076923077}, {'date': '17/01/2024', 'date_ts': 1705449600000, 'profit_abs': -30.53991486, 'wins': 1, 'draws': 0, 'loses': 8, 'winrate': 0.1111111111111111}, {'date': '18/01/2024', 'date_ts': 1705536000000, 'profit_abs': -23.88610316, 'wins': 1, 'draws': 0, 'loses': 11, 'winrate': 0.08333333333333333}, {'date': '19/01/2024', 'date_ts': 1705622400000, 'profit_abs': -11.45040239, 'wins': 4, 'draws': 0, 'loses': 10, 'winrate': 0.2857142857142857}, {'date': '20/01/2024', 'date_ts': 1705708800000, 'profit_abs': -28.10454992, 'wins': 1, 'draws': 0, 'loses': 14, 'winrate': 0.06666666666666667}, {'date': '21/01/2024', 'date_ts': 1705795200000, 'profit_abs': -17.73159958, 'wins': 2, 'draws': 0, 'loses': 10, 'winrate': 0.16666666666666666}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': -24.78737532, 'wins': 0, 'draws': 0, 'loses': 9, 'winrate': 0.0}, {'date': '23/01/2024', 'date_ts': 1705968000000, 'profit_abs': -11.36839415, 'wins': 2, 'draws': 0, 'loses': 7, 'winrate': 0.2222222222222222}, {'date': '24/01/2024', 'date_ts': 1706054400000, 'profit_abs': -4.62412202, 'wins': 3, 'draws': 0, 'loses': 7, 'winrate': 0.3}, {'date': '25/01/2024', 'date_ts': 1706140800000, 'profit_abs': -13.92016225, 'wins': 2, 'draws': 0, 'loses': 10, 'winrate': 0.16666666666666666}, {'date': '26/01/2024', 'date_ts': 1706227200000, 'profit_abs': -2.52494583, 'wins': 2, 'draws': 0, 'loses': 13, 'winrate': 0.13333333333333333}, {'date': '27/01/2024', 'date_ts': 1706313600000, 'profit_abs': -23.46274166, 'wins': 2, 'draws': 0, 'loses': 17, 'winrate': 0.10526315789473684}, {'date': '28/01/2024', 'date_ts': 1706400000000, 'profit_abs': -7.57413007, 'wins': 1, 'draws': 0, 'loses': 5, 'winrate': 0.16666666666666666}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': -0.19393196, 'wins': 3, 'draws': 0, 'loses': 5, 'winrate': 0.375}, {'date': '30/01/2024', 'date_ts': 1706572800000, 'profit_abs': -16.20598326, 'wins': 2, 'draws': 0, 'loses': 13, 'winrate': 0.13333333333333333}, {'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -7.53216218, 'wins': 1, 'draws': 0, 'loses': 9, 'winrate': 0.1}], 'week': [{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': -12.83945615, 'wins': 3, 'draws': 0, 'loses': 9, 'winrate': 0.25}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': -110.08206698, 'wins': 16, 'draws': 0, 'loses': 65, 'winrate': 0.19753086419753085}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': -108.97021643, 'wins': 20, 'draws': 0, 'loses': 70, 'winrate': 0.2222222222222222}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': -153.56975965, 'wins': 13, 'draws': 0, 'loses': 71, 'winrate': 0.15476190476190477}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': -63.66842794, 'wins': 15, 'draws': 0, 'loses': 64, 'winrate': 0.189873417721519}, {'date': '05/02/2024', 'date_ts': 1707091200000, 'profit_abs': -23.73814544, 'wins': 3, 'draws': 0, 'loses': 22, 'winrate': 0.12}], 'month': [{'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -472.86807259, 'wins': 70, 'draws': 0, 'loses': 301, 'winrate': 0.18867924528301888}]}

Holding Avg

1:04:00

Holding Avg S

3840.0

Winner Holding Avg

2:42:00

Winner Holding Avg S

9720.0

Loser Holding Avg

0:41:00

Loser Holding Avg S

2460.0

Max Consecutive Wins

Max Consecutive Losses

Max Drawdown Account

0.48706267443729606

Max Relative Drawdown

0.48706267443729606

Max Drawdown Abs

494.39921412999945

Drawdown Start

2024-01-02 04:35:00

Drawdown Start Ts

1704170100000.0

Drawdown End

2024-01-31 14:05:00

Drawdown End Ts

1706709900000.0

Max Drawdown Low

-479.33638940999947

Max Drawdown High

15.062824719999998

Csum Min

520.6636105900005

Csum Max

1015.06282472

Created At

2025-10-07T18:29:23.588777

Per Pair Analytics

{'results_per_pair': [{'key': 'ETH/USDT', 'trades': 151, 'profit_mean': -0.0018690124730281748, 'profit_mean_pct': -0.19, 'profit_sum': -0.2822208834272544, 'profit_sum_pct': -28.22, 'profit_total_abs': -213.00051887, 'profit_total': -0.21300051887000002, 'profit_total_pct': -21.3, 'duration_avg': '1:04:00', 'wins': 28, 'draws': 0, 'losses': 123, 'winrate': 0.18543046357615894}, {'key': 'BTC/USDT', 'trades': 220, 'profit_mean': -0.001728575558320947, 'profit_mean_pct': -0.17, 'profit_sum': -0.3802866228306083, 'profit_sum_pct': -38.03, 'profit_total_abs': -259.86755372, 'profit_total': -0.25986755372, 'profit_total_pct': -25.99, 'duration_avg': '1:04:00', 'wins': 42, 'draws': 0, 'losses': 178, 'winrate': 0.19090909090909092}, {'key': 'TOTAL', 'trades': 371, 'profit_mean': -0.0017857345182152634, 'profit_mean_pct': -0.18, 'profit_sum': -0.6625075062578627, 'profit_sum_pct': -66.25, 'profit_total_abs': -472.8680725900001, 'profit_total': -0.47286807259000013, 'profit_total_pct': -47.29, 'duration_avg': '1:04:00', 'wins': 70, 'draws': 0, 'losses': 301, 'winrate': 0.18867924528301888}], 'best_pair': {'key': 'ETH/USDT', 'trades': 151, 'profit_mean': -0.0018690124730281748, 'profit_mean_pct': -0.19, 'profit_sum': -0.2822208834272544, 'profit_sum_pct': -28.22, 'profit_total_abs': -213.00051887, 'profit_total': -0.21300051887000002, 'profit_total_pct': -21.3, 'duration_avg': '1:04:00', 'wins': 28, 'draws': 0, 'losses': 123, 'winrate': 0.18543046357615894}, 'worst_pair': {'key': 'BTC/USDT', 'trades': 220, 'profit_mean': -0.001728575558320947, 'profit_mean_pct': -0.17, 'profit_sum': -0.3802866228306083, 'profit_sum_pct': -38.03, 'profit_total_abs': -259.86755372, 'profit_total': -0.25986755372, 'profit_total_pct': -25.99, 'duration_avg': '1:04:00', 'wins': 42, 'draws': 0, 'losses': 178, 'winrate': 0.19090909090909092}}

Daily Performance

{'daily_profits': [{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': -12.83945615, 'wins': 3, 'draws': 0, 'loses': 9, 'winrate': 0.25}, {'date': '02/01/2024', 'date_ts': 1704153600000, 'profit_abs': -16.01058548, 'wins': 3, 'draws': 0, 'loses': 12, 'winrate': 0.2}, {'date': '03/01/2024', 'date_ts': 1704240000000, 'profit_abs': -45.43105726, 'wins': 2, 'draws': 0, 'loses': 11, 'winrate': 0.15384615384615385}, {'date': '04/01/2024', 'date_ts': 1704326400000, 'profit_abs': -19.51938953, 'wins': 3, 'draws': 0, 'loses': 10, 'winrate': 0.23076923076923078}, {'date': '05/01/2024', 'date_ts': 1704412800000, 'profit_abs': -20.28190684, 'wins': 1, 'draws': 0, 'loses': 7, 'winrate': 0.125}, {'date': '06/01/2024', 'date_ts': 1704499200000, 'profit_abs': -17.47603469, 'wins': 2, 'draws': 0, 'loses': 8, 'winrate': 0.2}, {'date': '07/01/2024', 'date_ts': 1704585600000, 'profit_abs': -17.39676541, 'wins': 2, 'draws': 0, 'loses': 9, 'winrate': 0.18181818181818182}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': 26.03367223, 'wins': 3, 'draws': 0, 'loses': 8, 'winrate': 0.2727272727272727}, {'date': '09/01/2024', 'date_ts': 1704758400000, 'profit_abs': -47.44788697, 'wins': 1, 'draws': 0, 'loses': 18, 'winrate': 0.05263157894736842}, {'date': '10/01/2024', 'date_ts': 1704844800000, 'profit_abs': 5.69785533, 'wins': 5, 'draws': 0, 'loses': 9, 'winrate': 0.35714285714285715}, {'date': '11/01/2024', 'date_ts': 1704931200000, 'profit_abs': 28.98659517, 'wins': 5, 'draws': 0, 'loses': 7, 'winrate': 0.4166666666666667}, {'date': '12/01/2024', 'date_ts': 1705017600000, 'profit_abs': -24.64281229, 'wins': 1, 'draws': 0, 'loses': 9, 'winrate': 0.1}, {'date': '13/01/2024', 'date_ts': 1705104000000, 'profit_abs': -34.73079136, 'wins': 4, 'draws': 0, 'loses': 11, 'winrate': 0.26666666666666666}, {'date': '14/01/2024', 'date_ts': 1705190400000, 'profit_abs': -34.692099, 'wins': 1, 'draws': 0, 'loses': 10, 'winrate': 0.09090909090909091}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': -2.14107731, 'wins': 3, 'draws': 0, 'loses': 6, 'winrate': 0.3333333333333333}, {'date': '16/01/2024', 'date_ts': 1705363200000, 'profit_abs': -17.06981442, 'wins': 4, 'draws': 0, 'loses': 9, 'winrate': 0.3076923076923077}, {'date': '17/01/2024', 'date_ts': 1705449600000, 'profit_abs': -30.53991486, 'wins': 1, 'draws': 0, 'loses': 8, 'winrate': 0.1111111111111111}, {'date': '18/01/2024', 'date_ts': 1705536000000, 'profit_abs': -23.88610316, 'wins': 1, 'draws': 0, 'loses': 11, 'winrate': 0.08333333333333333}, {'date': '19/01/2024', 'date_ts': 1705622400000, 'profit_abs': -11.45040239, 'wins': 4, 'draws': 0, 'loses': 10, 'winrate': 0.2857142857142857}, {'date': '20/01/2024', 'date_ts': 1705708800000, 'profit_abs': -28.10454992, 'wins': 1, 'draws': 0, 'loses': 14, 'winrate': 0.06666666666666667}, {'date': '21/01/2024', 'date_ts': 1705795200000, 'profit_abs': -17.73159958, 'wins': 2, 'draws': 0, 'loses': 10, 'winrate': 0.16666666666666666}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': -24.78737532, 'wins': 0, 'draws': 0, 'loses': 9, 'winrate': 0.0}, {'date': '23/01/2024', 'date_ts': 1705968000000, 'profit_abs': -11.36839415, 'wins': 2, 'draws': 0, 'loses': 7, 'winrate': 0.2222222222222222}, {'date': '24/01/2024', 'date_ts': 1706054400000, 'profit_abs': -4.62412202, 'wins': 3, 'draws': 0, 'loses': 7, 'winrate': 0.3}, {'date': '25/01/2024', 'date_ts': 1706140800000, 'profit_abs': -13.92016225, 'wins': 2, 'draws': 0, 'loses': 10, 'winrate': 0.16666666666666666}, {'date': '26/01/2024', 'date_ts': 1706227200000, 'profit_abs': -2.52494583, 'wins': 2, 'draws': 0, 'loses': 13, 'winrate': 0.13333333333333333}, {'date': '27/01/2024', 'date_ts': 1706313600000, 'profit_abs': -23.46274166, 'wins': 2, 'draws': 0, 'loses': 17, 'winrate': 0.10526315789473684}, {'date': '28/01/2024', 'date_ts': 1706400000000, 'profit_abs': -7.57413007, 'wins': 1, 'draws': 0, 'loses': 5, 'winrate': 0.16666666666666666}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': -0.19393196, 'wins': 3, 'draws': 0, 'loses': 5, 'winrate': 0.375}, {'date': '30/01/2024', 'date_ts': 1706572800000, 'profit_abs': -16.20598326, 'wins': 2, 'draws': 0, 'loses': 13, 'winrate': 0.13333333333333333}, {'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -7.53216218, 'wins': 1, 'draws': 0, 'loses': 9, 'winrate': 0.1}], 'periodic_breakdown': {'day': [{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': -12.83945615, 'wins': 3, 'draws': 0, 'loses': 9, 'winrate': 0.25}, {'date': '02/01/2024', 'date_ts': 1704153600000, 'profit_abs': -16.01058548, 'wins': 3, 'draws': 0, 'loses': 12, 'winrate': 0.2}, {'date': '03/01/2024', 'date_ts': 1704240000000, 'profit_abs': -45.43105726, 'wins': 2, 'draws': 0, 'loses': 11, 'winrate': 0.15384615384615385}, {'date': '04/01/2024', 'date_ts': 1704326400000, 'profit_abs': -19.51938953, 'wins': 3, 'draws': 0, 'loses': 10, 'winrate': 0.23076923076923078}, {'date': '05/01/2024', 'date_ts': 1704412800000, 'profit_abs': -20.28190684, 'wins': 1, 'draws': 0, 'loses': 7, 'winrate': 0.125}, {'date': '06/01/2024', 'date_ts': 1704499200000, 'profit_abs': -17.47603469, 'wins': 2, 'draws': 0, 'loses': 8, 'winrate': 0.2}, {'date': '07/01/2024', 'date_ts': 1704585600000, 'profit_abs': -17.39676541, 'wins': 2, 'draws': 0, 'loses': 9, 'winrate': 0.18181818181818182}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': 26.03367223, 'wins': 3, 'draws': 0, 'loses': 8, 'winrate': 0.2727272727272727}, {'date': '09/01/2024', 'date_ts': 1704758400000, 'profit_abs': -47.44788697, 'wins': 1, 'draws': 0, 'loses': 18, 'winrate': 0.05263157894736842}, {'date': '10/01/2024', 'date_ts': 1704844800000, 'profit_abs': 5.69785533, 'wins': 5, 'draws': 0, 'loses': 9, 'winrate': 0.35714285714285715}, {'date': '11/01/2024', 'date_ts': 1704931200000, 'profit_abs': 28.98659517, 'wins': 5, 'draws': 0, 'loses': 7, 'winrate': 0.4166666666666667}, {'date': '12/01/2024', 'date_ts': 1705017600000, 'profit_abs': -24.64281229, 'wins': 1, 'draws': 0, 'loses': 9, 'winrate': 0.1}, {'date': '13/01/2024', 'date_ts': 1705104000000, 'profit_abs': -34.73079136, 'wins': 4, 'draws': 0, 'loses': 11, 'winrate': 0.26666666666666666}, {'date': '14/01/2024', 'date_ts': 1705190400000, 'profit_abs': -34.692099, 'wins': 1, 'draws': 0, 'loses': 10, 'winrate': 0.09090909090909091}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': -2.14107731, 'wins': 3, 'draws': 0, 'loses': 6, 'winrate': 0.3333333333333333}, {'date': '16/01/2024', 'date_ts': 1705363200000, 'profit_abs': -17.06981442, 'wins': 4, 'draws': 0, 'loses': 9, 'winrate': 0.3076923076923077}, {'date': '17/01/2024', 'date_ts': 1705449600000, 'profit_abs': -30.53991486, 'wins': 1, 'draws': 0, 'loses': 8, 'winrate': 0.1111111111111111}, {'date': '18/01/2024', 'date_ts': 1705536000000, 'profit_abs': -23.88610316, 'wins': 1, 'draws': 0, 'loses': 11, 'winrate': 0.08333333333333333}, {'date': '19/01/2024', 'date_ts': 1705622400000, 'profit_abs': -11.45040239, 'wins': 4, 'draws': 0, 'loses': 10, 'winrate': 0.2857142857142857}, {'date': '20/01/2024', 'date_ts': 1705708800000, 'profit_abs': -28.10454992, 'wins': 1, 'draws': 0, 'loses': 14, 'winrate': 0.06666666666666667}, {'date': '21/01/2024', 'date_ts': 1705795200000, 'profit_abs': -17.73159958, 'wins': 2, 'draws': 0, 'loses': 10, 'winrate': 0.16666666666666666}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': -24.78737532, 'wins': 0, 'draws': 0, 'loses': 9, 'winrate': 0.0}, {'date': '23/01/2024', 'date_ts': 1705968000000, 'profit_abs': -11.36839415, 'wins': 2, 'draws': 0, 'loses': 7, 'winrate': 0.2222222222222222}, {'date': '24/01/2024', 'date_ts': 1706054400000, 'profit_abs': -4.62412202, 'wins': 3, 'draws': 0, 'loses': 7, 'winrate': 0.3}, {'date': '25/01/2024', 'date_ts': 1706140800000, 'profit_abs': -13.92016225, 'wins': 2, 'draws': 0, 'loses': 10, 'winrate': 0.16666666666666666}, {'date': '26/01/2024', 'date_ts': 1706227200000, 'profit_abs': -2.52494583, 'wins': 2, 'draws': 0, 'loses': 13, 'winrate': 0.13333333333333333}, {'date': '27/01/2024', 'date_ts': 1706313600000, 'profit_abs': -23.46274166, 'wins': 2, 'draws': 0, 'loses': 17, 'winrate': 0.10526315789473684}, {'date': '28/01/2024', 'date_ts': 1706400000000, 'profit_abs': -7.57413007, 'wins': 1, 'draws': 0, 'loses': 5, 'winrate': 0.16666666666666666}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': -0.19393196, 'wins': 3, 'draws': 0, 'loses': 5, 'winrate': 0.375}, {'date': '30/01/2024', 'date_ts': 1706572800000, 'profit_abs': -16.20598326, 'wins': 2, 'draws': 0, 'loses': 13, 'winrate': 0.13333333333333333}, {'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -7.53216218, 'wins': 1, 'draws': 0, 'loses': 9, 'winrate': 0.1}], 'week': [{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': -12.83945615, 'wins': 3, 'draws': 0, 'loses': 9, 'winrate': 0.25}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': -110.08206698, 'wins': 16, 'draws': 0, 'loses': 65, 'winrate': 0.19753086419753085}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': -108.97021643, 'wins': 20, 'draws': 0, 'loses': 70, 'winrate': 0.2222222222222222}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': -153.56975965, 'wins': 13, 'draws': 0, 'loses': 71, 'winrate': 0.15476190476190477}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': -63.66842794, 'wins': 15, 'draws': 0, 'loses': 64, 'winrate': 0.189873417721519}, {'date': '05/02/2024', 'date_ts': 1707091200000, 'profit_abs': -23.73814544, 'wins': 3, 'draws': 0, 'loses': 22, 'winrate': 0.12}], 'month': [{'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -472.86807259, 'wins': 70, 'draws': 0, 'loses': 301, 'winrate': 0.18867924528301888}]}, 'backtest_best_day': 0.03133280793197995, 'backtest_worst_day': -0.07202649704604205, 'backtest_best_day_abs': 28.98659517, 'backtest_worst_day_abs': -47.44788697, 'winning_days': 3, 'draw_days': 0, 'losing_days': 28}

Backtest Details

Strategy Performance

Performance Summary

Profit & Returns

Trading Activity

Risk Metrics

Advanced Statistics

Individual Trades (371)

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 00:15:00	2024-01-01 02:20:00	2h 5m	$2296.710000	$2296.590000	-0.21%	$-2.03	trailing_stop_loss
BTC/USDT	2024-01-01 02:35:00	2024-01-01 02:40:00	5m	$42606.240000	$42535.990000	-0.36%	$-3.60	trailing_stop_loss
BTC/USDT	2024-01-01 02:55:00	2024-01-01 03:10:00	15m	$42566.220000	$42511.470000	-0.33%	$-3.23	trailing_stop_loss
BTC/USDT	2024-01-01 06:50:00	2024-01-01 11:30:00	4h 40m	$42380.060000	$42636.420000	0.4%	$3.97	trailing_stop_loss
ETH/USDT	2024-01-01 11:30:00	2024-01-01 11:40:00	10m	$2302.190000	$2299.340000	-0.32%	$-3.19	trailing_stop_loss
ETH/USDT	2024-01-01 11:55:00	2024-01-01 12:55:00	1h	$2302.450000	$2299.250000	-0.34%	$-3.33	trailing_stop_loss
BTC/USDT	2024-01-01 13:10:00	2024-01-01 14:00:00	50m	$42685.990000	$42648.380000	-0.29%	$-2.82	trailing_stop_loss
ETH/USDT	2024-01-01 15:25:00	2024-01-01 17:00:00	1h 35m	$2308.030000	$2307.830000	-0.21%	$-2.04	trailing_stop_loss
BTC/USDT	2024-01-01 17:05:00	2024-01-01 17:35:00	30m	$42753.300000	$42712.070000	-0.3%	$-2.88	trailing_stop_loss
ETH/USDT	2024-01-01 17:35:00	2024-01-01 19:15:00	1h 40m	$2313.480000	$2323.560000	0.24%	$2.28	trailing_stop_loss
BTC/USDT	2024-01-01 19:20:00	2024-01-01 21:30:00	2h 10m	$43181.970000	$43604.980000	0.78%	$7.58	trailing_stop_loss
ETH/USDT	2024-01-01 21:55:00	2024-01-01 22:10:00	15m	$2337.510000	$2333.730000	-0.36%	$-3.55	trailing_stop_loss
BTC/USDT	2024-01-01 23:10:00	2024-01-02 01:50:00	2h 40m	$43654.430000	$44691.450000	2.17%	$21.23	trailing_stop_loss
BTC/USDT	2024-01-02 02:00:00	2024-01-02 04:35:00	2h 35m	$44855.960000	$45245.880000	0.67%	$6.67	trailing_stop_loss
ETH/USDT	2024-01-02 04:35:00	2024-01-02 05:40:00	1h 5m	$2382.490000	$2382.500000	-0.2%	$-2.01	trailing_stop_loss
BTC/USDT	2024-01-02 05:50:00	2024-01-02 06:05:00	15m	$45279.580000	$45176.570000	-0.43%	$-4.28	exit_signal
BTC/USDT	2024-01-02 06:30:00	2024-01-02 06:35:00	5m	$45250.200000	$45204.280000	-0.3%	$-3.01	exit_signal
BTC/USDT	2024-01-02 06:45:00	2024-01-02 09:40:00	2h 55m	$45295.000000	$45667.670000	0.62%	$6.19	trailing_stop_loss
BTC/USDT	2024-01-02 09:50:00	2024-01-02 09:50:00	-	$45732.000000	$45650.010000	-0.38%	$-3.80	trailing_stop_loss
BTC/USDT	2024-01-02 10:15:00	2024-01-02 10:25:00	10m	$45692.530000	$45604.190000	-0.39%	$-3.92	trailing_stop_loss
BTC/USDT	2024-01-02 13:35:00	2024-01-02 14:30:00	55m	$45545.210000	$45518.000000	-0.26%	$-2.58	trailing_stop_loss
BTC/USDT	2024-01-02 17:05:00	2024-01-02 17:30:00	25m	$45333.120000	$45208.000000	-0.48%	$-4.72	exit_signal
ETH/USDT	2024-01-02 18:50:00	2024-01-02 19:25:00	35m	$2368.800000	$2357.430000	-0.68%	$-6.71	trailing_stop_loss
ETH/USDT	2024-01-02 19:35:00	2024-01-02 20:50:00	1h 15m	$2367.210000	$2360.520000	-0.48%	$-4.73	trailing_stop_loss
BTC/USDT	2024-01-02 22:00:00	2024-01-02 22:45:00	45m	$45119.740000	$44900.160000	-0.69%	$-6.69	trailing_stop_loss
BTC/USDT	2024-01-02 22:50:00	2024-01-02 23:05:00	15m	$45051.290000	$44939.280000	-0.45%	$-4.34	exit_signal
BTC/USDT	2024-01-02 23:25:00	2024-01-02 23:30:00	5m	$45032.410000	$44967.470000	-0.34%	$-3.32	exit_signal
BTC/USDT	2024-01-03 00:45:00	2024-01-03 03:05:00	2h 20m	$45147.350000	$45239.940000	0.0%	$0.05	trailing_stop_loss
BTC/USDT	2024-01-03 03:15:00	2024-01-03 03:30:00	15m	$45288.020000	$45209.410000	-0.37%	$-3.59	trailing_stop_loss
BTC/USDT	2024-01-03 04:00:00	2024-01-03 04:30:00	30m	$45262.700000	$45183.600000	-0.37%	$-3.59	trailing_stop_loss
ETH/USDT	2024-01-03 04:30:00	2024-01-03 04:30:00	-	$2371.150000	$2365.310000	-0.45%	$-4.26	trailing_stop_loss
ETH/USDT	2024-01-03 05:00:00	2024-01-03 06:55:00	1h 55m	$2370.510000	$2375.360000	0.0%	$0.04	trailing_stop_loss
BTC/USDT	2024-01-03 07:00:00	2024-01-03 07:40:00	40m	$45326.920000	$45250.000000	-0.37%	$-3.51	trailing_stop_loss
BTC/USDT	2024-01-03 09:15:00	2024-01-03 10:20:00	1h 5m	$45301.440000	$45259.310000	-0.29%	$-2.77	trailing_stop_loss
ETH/USDT	2024-01-03 10:20:00	2024-01-03 10:20:00	-	$2377.610000	$2373.182160	-0.39%	$-3.64	trailing_stop_loss
ETH/USDT	2024-01-03 16:00:00	2024-01-03 17:00:00	1h	$2240.390000	$2230.000000	-0.66%	$-2.76	trailing_stop_loss
BTC/USDT	2024-01-03 16:00:00	2024-01-03 17:05:00	1h 5m	$43000.010000	$42831.380000	-0.59%	$-3.10	trailing_stop_loss
BTC/USDT	2024-01-03 18:10:00	2024-01-03 18:30:00	20m	$42911.960000	$42677.030000	-0.75%	$-6.98	trailing_stop_loss
BTC/USDT	2024-01-03 20:35:00	2024-01-03 21:05:00	30m	$42786.130000	$42596.670000	-0.64%	$-5.96	trailing_stop_loss
ETH/USDT	2024-01-03 21:05:00	2024-01-03 22:25:00	1h 20m	$2222.190000	$2213.700000	-0.58%	$-5.36	trailing_stop_loss