Backtest Details

Completed

Strategy Performance

Loss-making strategy with 289 trades

Starting Balance

$1000.00

Final Balance

$804.93

Total Loss

$-195.07

Return

-19.51%

Total Trades: 289

Win Rate: 48.44%

Max Drawdown: 19.60%

Performance Summary

Profit Total

-19.51%

Profit Total Abs

$-195.07

Profit Mean

-0.22%

Profit Median

-0.01%

Starting Balance

$1000.00

Final Balance

$804.93

Loss: $-195.07

Total Trades

289

Long Trades

289

Short Trades

Win Rate

48.44%

Total Volume

$86999.48

Avg Stake Amount

$301.04

Max Drawdown

19.60%

Profit Total Long

-19.51%

Profit Total Short

0.00%

Profit Total Long Abs

$-195.07

Profit Total Short Abs

$0.00

140

Backtest Uuid

a8379244669e4ef6

Cagr

-0.9223

Expectancy

-0.6750

Expectancy Ratio

-0.2945

Sortino

-35.6451

Sharpe

-39.6150

Calmar

-61.336045968077244

Profit Factor

0.4287318356383965

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

1759861900

Backtest Run End Ts

1759861905

Trades Per Day

9.32

Market Change

0.0022954115078627274

Pairlist

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

Stake Amount

unlimited

Stake Currency

USDT

Stake Currency Decimals

Starting Balance

$1000.00

Final Balance

$804.93

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

Bandtastic

Stoploss

-0.345

Trailing Stop

True

Trailing Stop Positive

0.01

Trailing Stop Positive Offset

0.058

Trailing Only Offset Is Reached

False

Use Custom Stoploss

False

Minimal Roi

{'0': 0.162, '69': 0.097, '229': 0.061, '566': 0}

Use Exit Signal

True

Exit Profit Only

False

Exit Profit Offset

0.0

Ignore Roi If Entry Signal

False

Backtest Best Day

0.05111578595161473

Backtest Worst Day

-0.1180150108276478

Backtest Best Day Abs

16.34949285

Backtest Worst Day Abs

-33.83970341

Winning Days

Draw Days

Losing Days

Wins

140

Losses

149

Draws

Winrate

48.44290657439446

Results Per Pair

[{'key': 'BTC/USDT', 'trades': 147, 'profit_mean': -0.0019512490154888304, 'profit_mean_pct': -0.2, 'profit_sum': -0.2868336052768581, 'profit_sum_pct': -28.68, 'profit_total_abs': -86.86817006999999, 'profit_total': -0.08686817006999999, 'profit_total_pct': -8.69, 'duration_avg': '3:12:00', 'wins': 67, 'draws': 0, 'losses': 80, 'winrate': 0.4557823129251701}, {'key': 'ETH/USDT', 'trades': 142, 'profit_mean': -0.0025466494832274322, 'profit_mean_pct': -0.25, 'profit_sum': -0.3616242266182954, 'profit_sum_pct': -36.16, 'profit_total_abs': -108.1987619, 'profit_total': -0.1081987619, 'profit_total_pct': -10.82, 'duration_avg': '3:18:00', 'wins': 73, 'draws': 0, 'losses': 69, 'winrate': 0.5140845070422535}, {'key': 'TOTAL', 'trades': 289, 'profit_mean': -0.002243798726280808, 'profit_mean_pct': -0.22, 'profit_sum': -0.6484578318951535, 'profit_sum_pct': -64.85, 'profit_total_abs': -195.06693196999998, 'profit_total': -0.19506693197, 'profit_total_pct': -19.51, 'duration_avg': '3:15:00', 'wins': 140, 'draws': 0, 'losses': 149, 'winrate': 0.4844290657439446}]

Best Pair

{'key': 'BTC/USDT', 'trades': 147, 'profit_mean': -0.0019512490154888304, 'profit_mean_pct': -0.2, 'profit_sum': -0.2868336052768581, 'profit_sum_pct': -28.68, 'profit_total_abs': -86.86817006999999, 'profit_total': -0.08686817006999999, 'profit_total_pct': -8.69, 'duration_avg': '3:12:00', 'wins': 67, 'draws': 0, 'losses': 80, 'winrate': 0.4557823129251701}

Worst Pair

{'key': 'ETH/USDT', 'trades': 142, 'profit_mean': -0.0025466494832274322, 'profit_mean_pct': -0.25, 'profit_sum': -0.3616242266182954, 'profit_sum_pct': -36.16, 'profit_total_abs': -108.1987619, 'profit_total': -0.1081987619, 'profit_total_pct': -10.82, 'duration_avg': '3:18:00', 'wins': 73, 'draws': 0, 'losses': 69, 'winrate': 0.5140845070422535}

Daily Profits

[{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': 0.2550208, 'wins': 10, 'draws': 0, 'loses': 3, 'winrate': 0.7692307692307693}, {'date': '02/01/2024', 'date_ts': 1704153600000, 'profit_abs': -4.95659096, 'wins': 4, 'draws': 0, 'loses': 5, 'winrate': 0.4444444444444444}, {'date': '03/01/2024', 'date_ts': 1704240000000, 'profit_abs': -32.08018745, 'wins': 7, 'draws': 0, 'loses': 2, 'winrate': 0.7777777777777778}, {'date': '04/01/2024', 'date_ts': 1704326400000, 'profit_abs': 16.34949285, 'wins': 10, 'draws': 0, 'loses': 3, 'winrate': 0.7692307692307693}, {'date': '05/01/2024', 'date_ts': 1704412800000, 'profit_abs': -9.56729395, 'wins': 3, 'draws': 0, 'loses': 5, 'winrate': 0.375}, {'date': '06/01/2024', 'date_ts': 1704499200000, 'profit_abs': -4.15550856, 'wins': 5, 'draws': 0, 'loses': 5, 'winrate': 0.5}, {'date': '07/01/2024', 'date_ts': 1704585600000, 'profit_abs': -3.79660925, 'wins': 3, 'draws': 0, 'loses': 7, 'winrate': 0.3}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': 0.51163105, 'wins': 6, 'draws': 0, 'loses': 2, 'winrate': 0.75}, {'date': '09/01/2024', 'date_ts': 1704758400000, 'profit_abs': 5.83306315, 'wins': 5, 'draws': 0, 'loses': 4, 'winrate': 0.5555555555555556}, {'date': '10/01/2024', 'date_ts': 1704844800000, 'profit_abs': -0.10218053, 'wins': 5, 'draws': 0, 'loses': 4, 'winrate': 0.5555555555555556}, {'date': '11/01/2024', 'date_ts': 1704931200000, 'profit_abs': 2.43391203, 'wins': 7, 'draws': 0, 'loses': 4, 'winrate': 0.6363636363636364}, {'date': '12/01/2024', 'date_ts': 1705017600000, 'profit_abs': -19.45535329, 'wins': 1, 'draws': 0, 'loses': 5, 'winrate': 0.16666666666666666}, {'date': '13/01/2024', 'date_ts': 1705104000000, 'profit_abs': -18.92363961, 'wins': 7, 'draws': 0, 'loses': 5, 'winrate': 0.5833333333333334}, {'date': '14/01/2024', 'date_ts': 1705190400000, 'profit_abs': -6.31067908, 'wins': 2, 'draws': 0, 'loses': 5, 'winrate': 0.2857142857142857}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': -7.05317573, 'wins': 3, 'draws': 0, 'loses': 4, 'winrate': 0.42857142857142855}, {'date': '16/01/2024', 'date_ts': 1705363200000, 'profit_abs': 3.05792027, 'wins': 9, 'draws': 0, 'loses': 2, 'winrate': 0.8181818181818182}, {'date': '17/01/2024', 'date_ts': 1705449600000, 'profit_abs': -7.14602148, 'wins': 3, 'draws': 0, 'loses': 6, 'winrate': 0.3333333333333333}, {'date': '18/01/2024', 'date_ts': 1705536000000, 'profit_abs': -12.66563124, 'wins': 2, 'draws': 0, 'loses': 4, 'winrate': 0.3333333333333333}, {'date': '19/01/2024', 'date_ts': 1705622400000, 'profit_abs': -9.90894159, 'wins': 4, 'draws': 0, 'loses': 3, 'winrate': 0.5714285714285714}, {'date': '20/01/2024', 'date_ts': 1705708800000, 'profit_abs': -3.98446924, 'wins': 2, 'draws': 0, 'loses': 6, 'winrate': 0.25}, {'date': '21/01/2024', 'date_ts': 1705795200000, 'profit_abs': -4.19158706, 'wins': 1, 'draws': 0, 'loses': 9, 'winrate': 0.1}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': -8.96822516, 'wins': 3, 'draws': 0, 'loses': 5, 'winrate': 0.375}, {'date': '23/01/2024', 'date_ts': 1705968000000, 'profit_abs': -33.83970341, 'wins': 1, 'draws': 0, 'loses': 5, 'winrate': 0.16666666666666666}, {'date': '24/01/2024', 'date_ts': 1706054400000, 'profit_abs': -1.72136804, 'wins': 6, 'draws': 0, 'loses': 6, 'winrate': 0.5}, {'date': '25/01/2024', 'date_ts': 1706140800000, 'profit_abs': -3.98631895, 'wins': 4, 'draws': 0, 'loses': 6, 'winrate': 0.4}, {'date': '26/01/2024', 'date_ts': 1706227200000, 'profit_abs': 4.60571391, 'wins': 8, 'draws': 0, 'loses': 4, 'winrate': 0.6666666666666666}, {'date': '27/01/2024', 'date_ts': 1706313600000, 'profit_abs': -4.50581892, 'wins': 4, 'draws': 0, 'loses': 7, 'winrate': 0.36363636363636365}, {'date': '28/01/2024', 'date_ts': 1706400000000, 'profit_abs': -5.0330509, 'wins': 2, 'draws': 0, 'loses': 8, 'winrate': 0.2}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': -3.91659949, 'wins': 5, 'draws': 0, 'loses': 6, 'winrate': 0.45454545454545453}, {'date': '30/01/2024', 'date_ts': 1706572800000, 'profit_abs': 2.58521593, 'wins': 6, 'draws': 0, 'loses': 3, 'winrate': 0.6666666666666666}, {'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -11.26921536, 'wins': 2, 'draws': 0, 'loses': 4, 'winrate': 0.3333333333333333}, {'date': '01/02/2024', 'date_ts': 1706745600000, 'profit_abs': -13.16073271, 'wins': 0, 'draws': 0, 'loses': 2, 'winrate': 0.0}]

Periodic Breakdown

{'day': [{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': 0.2550208, 'wins': 10, 'draws': 0, 'loses': 3, 'winrate': 0.7692307692307693}, {'date': '02/01/2024', 'date_ts': 1704153600000, 'profit_abs': -4.95659096, 'wins': 4, 'draws': 0, 'loses': 5, 'winrate': 0.4444444444444444}, {'date': '03/01/2024', 'date_ts': 1704240000000, 'profit_abs': -32.08018745, 'wins': 7, 'draws': 0, 'loses': 2, 'winrate': 0.7777777777777778}, {'date': '04/01/2024', 'date_ts': 1704326400000, 'profit_abs': 16.34949285, 'wins': 10, 'draws': 0, 'loses': 3, 'winrate': 0.7692307692307693}, {'date': '05/01/2024', 'date_ts': 1704412800000, 'profit_abs': -9.56729395, 'wins': 3, 'draws': 0, 'loses': 5, 'winrate': 0.375}, {'date': '06/01/2024', 'date_ts': 1704499200000, 'profit_abs': -4.15550856, 'wins': 5, 'draws': 0, 'loses': 5, 'winrate': 0.5}, {'date': '07/01/2024', 'date_ts': 1704585600000, 'profit_abs': -3.79660925, 'wins': 3, 'draws': 0, 'loses': 7, 'winrate': 0.3}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': 0.51163105, 'wins': 6, 'draws': 0, 'loses': 2, 'winrate': 0.75}, {'date': '09/01/2024', 'date_ts': 1704758400000, 'profit_abs': 5.83306315, 'wins': 5, 'draws': 0, 'loses': 4, 'winrate': 0.5555555555555556}, {'date': '10/01/2024', 'date_ts': 1704844800000, 'profit_abs': -0.10218053, 'wins': 5, 'draws': 0, 'loses': 4, 'winrate': 0.5555555555555556}, {'date': '11/01/2024', 'date_ts': 1704931200000, 'profit_abs': 2.43391203, 'wins': 7, 'draws': 0, 'loses': 4, 'winrate': 0.6363636363636364}, {'date': '12/01/2024', 'date_ts': 1705017600000, 'profit_abs': -19.45535329, 'wins': 1, 'draws': 0, 'loses': 5, 'winrate': 0.16666666666666666}, {'date': '13/01/2024', 'date_ts': 1705104000000, 'profit_abs': -18.92363961, 'wins': 7, 'draws': 0, 'loses': 5, 'winrate': 0.5833333333333334}, {'date': '14/01/2024', 'date_ts': 1705190400000, 'profit_abs': -6.31067908, 'wins': 2, 'draws': 0, 'loses': 5, 'winrate': 0.2857142857142857}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': -7.05317573, 'wins': 3, 'draws': 0, 'loses': 4, 'winrate': 0.42857142857142855}, {'date': '16/01/2024', 'date_ts': 1705363200000, 'profit_abs': 3.05792027, 'wins': 9, 'draws': 0, 'loses': 2, 'winrate': 0.8181818181818182}, {'date': '17/01/2024', 'date_ts': 1705449600000, 'profit_abs': -7.14602148, 'wins': 3, 'draws': 0, 'loses': 6, 'winrate': 0.3333333333333333}, {'date': '18/01/2024', 'date_ts': 1705536000000, 'profit_abs': -12.66563124, 'wins': 2, 'draws': 0, 'loses': 4, 'winrate': 0.3333333333333333}, {'date': '19/01/2024', 'date_ts': 1705622400000, 'profit_abs': -9.90894159, 'wins': 4, 'draws': 0, 'loses': 3, 'winrate': 0.5714285714285714}, {'date': '20/01/2024', 'date_ts': 1705708800000, 'profit_abs': -3.98446924, 'wins': 2, 'draws': 0, 'loses': 6, 'winrate': 0.25}, {'date': '21/01/2024', 'date_ts': 1705795200000, 'profit_abs': -4.19158706, 'wins': 1, 'draws': 0, 'loses': 9, 'winrate': 0.1}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': -8.96822516, 'wins': 3, 'draws': 0, 'loses': 5, 'winrate': 0.375}, {'date': '23/01/2024', 'date_ts': 1705968000000, 'profit_abs': -33.83970341, 'wins': 1, 'draws': 0, 'loses': 5, 'winrate': 0.16666666666666666}, {'date': '24/01/2024', 'date_ts': 1706054400000, 'profit_abs': -1.72136804, 'wins': 6, 'draws': 0, 'loses': 6, 'winrate': 0.5}, {'date': '25/01/2024', 'date_ts': 1706140800000, 'profit_abs': -3.98631895, 'wins': 4, 'draws': 0, 'loses': 6, 'winrate': 0.4}, {'date': '26/01/2024', 'date_ts': 1706227200000, 'profit_abs': 4.60571391, 'wins': 8, 'draws': 0, 'loses': 4, 'winrate': 0.6666666666666666}, {'date': '27/01/2024', 'date_ts': 1706313600000, 'profit_abs': -4.50581892, 'wins': 4, 'draws': 0, 'loses': 7, 'winrate': 0.36363636363636365}, {'date': '28/01/2024', 'date_ts': 1706400000000, 'profit_abs': -5.0330509, 'wins': 2, 'draws': 0, 'loses': 8, 'winrate': 0.2}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': -3.91659949, 'wins': 5, 'draws': 0, 'loses': 6, 'winrate': 0.45454545454545453}, {'date': '30/01/2024', 'date_ts': 1706572800000, 'profit_abs': 2.58521593, 'wins': 6, 'draws': 0, 'loses': 3, 'winrate': 0.6666666666666666}, {'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -11.26921536, 'wins': 2, 'draws': 0, 'loses': 4, 'winrate': 0.3333333333333333}, {'date': '01/02/2024', 'date_ts': 1706745600000, 'profit_abs': -13.16073271, 'wins': 0, 'draws': 0, 'loses': 2, 'winrate': 0.0}], 'week': [{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': 0.2550208, 'wins': 10, 'draws': 0, 'loses': 3, 'winrate': 0.7692307692307693}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': -37.69506627, 'wins': 38, 'draws': 0, 'loses': 29, 'winrate': 0.5671641791044776}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': -43.57805306, 'wins': 30, 'draws': 0, 'loses': 31, 'winrate': 0.4918032786885246}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': -43.8069555, 'wins': 24, 'draws': 0, 'loses': 35, 'winrate': 0.4067796610169492}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': -48.3971458, 'wins': 30, 'draws': 0, 'loses': 42, 'winrate': 0.4166666666666667}, {'date': '05/02/2024', 'date_ts': 1707091200000, 'profit_abs': -21.84473214, 'wins': 8, 'draws': 0, 'loses': 9, 'winrate': 0.47058823529411764}], 'month': [{'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -181.90619926, 'wins': 140, 'draws': 0, 'loses': 147, 'winrate': 0.4878048780487805}, {'date': '29/02/2024', 'date_ts': 1709164800000, 'profit_abs': -13.16073271, 'wins': 0, 'draws': 0, 'loses': 2, 'winrate': 0.0}]}

Holding Avg

3:15:00

Holding Avg S

11700.0

Winner Holding Avg

1:46:00

Winner Holding Avg S

6360.0

Loser Holding Avg

4:39:00

Loser Holding Avg S

16740.0

Max Consecutive Wins

Max Consecutive Losses

Max Drawdown Account

0.19599844061105318

Max Relative Drawdown

0.19599844061105318

Max Drawdown Abs

196.22552255999986

Drawdown Start

2024-01-02 07:10:00

Drawdown Start Ts

1704179400000.0

Drawdown End

2024-02-01 00:00:00

Drawdown End Ts

1706745600000.0

Max Drawdown Low

-195.06693196999987

Max Drawdown High

1.15859059

Csum Min

804.9330680300002

Csum Max

1001.15859059

Created At

2025-10-07T18:31:45.881821

Per Pair Analytics

{'results_per_pair': [{'key': 'BTC/USDT', 'trades': 147, 'profit_mean': -0.0019512490154888304, 'profit_mean_pct': -0.2, 'profit_sum': -0.2868336052768581, 'profit_sum_pct': -28.68, 'profit_total_abs': -86.86817006999999, 'profit_total': -0.08686817006999999, 'profit_total_pct': -8.69, 'duration_avg': '3:12:00', 'wins': 67, 'draws': 0, 'losses': 80, 'winrate': 0.4557823129251701}, {'key': 'ETH/USDT', 'trades': 142, 'profit_mean': -0.0025466494832274322, 'profit_mean_pct': -0.25, 'profit_sum': -0.3616242266182954, 'profit_sum_pct': -36.16, 'profit_total_abs': -108.1987619, 'profit_total': -0.1081987619, 'profit_total_pct': -10.82, 'duration_avg': '3:18:00', 'wins': 73, 'draws': 0, 'losses': 69, 'winrate': 0.5140845070422535}, {'key': 'TOTAL', 'trades': 289, 'profit_mean': -0.002243798726280808, 'profit_mean_pct': -0.22, 'profit_sum': -0.6484578318951535, 'profit_sum_pct': -64.85, 'profit_total_abs': -195.06693196999998, 'profit_total': -0.19506693197, 'profit_total_pct': -19.51, 'duration_avg': '3:15:00', 'wins': 140, 'draws': 0, 'losses': 149, 'winrate': 0.4844290657439446}], 'best_pair': {'key': 'BTC/USDT', 'trades': 147, 'profit_mean': -0.0019512490154888304, 'profit_mean_pct': -0.2, 'profit_sum': -0.2868336052768581, 'profit_sum_pct': -28.68, 'profit_total_abs': -86.86817006999999, 'profit_total': -0.08686817006999999, 'profit_total_pct': -8.69, 'duration_avg': '3:12:00', 'wins': 67, 'draws': 0, 'losses': 80, 'winrate': 0.4557823129251701}, 'worst_pair': {'key': 'ETH/USDT', 'trades': 142, 'profit_mean': -0.0025466494832274322, 'profit_mean_pct': -0.25, 'profit_sum': -0.3616242266182954, 'profit_sum_pct': -36.16, 'profit_total_abs': -108.1987619, 'profit_total': -0.1081987619, 'profit_total_pct': -10.82, 'duration_avg': '3:18:00', 'wins': 73, 'draws': 0, 'losses': 69, 'winrate': 0.5140845070422535}}

Daily Performance

{'daily_profits': [{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': 0.2550208, 'wins': 10, 'draws': 0, 'loses': 3, 'winrate': 0.7692307692307693}, {'date': '02/01/2024', 'date_ts': 1704153600000, 'profit_abs': -4.95659096, 'wins': 4, 'draws': 0, 'loses': 5, 'winrate': 0.4444444444444444}, {'date': '03/01/2024', 'date_ts': 1704240000000, 'profit_abs': -32.08018745, 'wins': 7, 'draws': 0, 'loses': 2, 'winrate': 0.7777777777777778}, {'date': '04/01/2024', 'date_ts': 1704326400000, 'profit_abs': 16.34949285, 'wins': 10, 'draws': 0, 'loses': 3, 'winrate': 0.7692307692307693}, {'date': '05/01/2024', 'date_ts': 1704412800000, 'profit_abs': -9.56729395, 'wins': 3, 'draws': 0, 'loses': 5, 'winrate': 0.375}, {'date': '06/01/2024', 'date_ts': 1704499200000, 'profit_abs': -4.15550856, 'wins': 5, 'draws': 0, 'loses': 5, 'winrate': 0.5}, {'date': '07/01/2024', 'date_ts': 1704585600000, 'profit_abs': -3.79660925, 'wins': 3, 'draws': 0, 'loses': 7, 'winrate': 0.3}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': 0.51163105, 'wins': 6, 'draws': 0, 'loses': 2, 'winrate': 0.75}, {'date': '09/01/2024', 'date_ts': 1704758400000, 'profit_abs': 5.83306315, 'wins': 5, 'draws': 0, 'loses': 4, 'winrate': 0.5555555555555556}, {'date': '10/01/2024', 'date_ts': 1704844800000, 'profit_abs': -0.10218053, 'wins': 5, 'draws': 0, 'loses': 4, 'winrate': 0.5555555555555556}, {'date': '11/01/2024', 'date_ts': 1704931200000, 'profit_abs': 2.43391203, 'wins': 7, 'draws': 0, 'loses': 4, 'winrate': 0.6363636363636364}, {'date': '12/01/2024', 'date_ts': 1705017600000, 'profit_abs': -19.45535329, 'wins': 1, 'draws': 0, 'loses': 5, 'winrate': 0.16666666666666666}, {'date': '13/01/2024', 'date_ts': 1705104000000, 'profit_abs': -18.92363961, 'wins': 7, 'draws': 0, 'loses': 5, 'winrate': 0.5833333333333334}, {'date': '14/01/2024', 'date_ts': 1705190400000, 'profit_abs': -6.31067908, 'wins': 2, 'draws': 0, 'loses': 5, 'winrate': 0.2857142857142857}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': -7.05317573, 'wins': 3, 'draws': 0, 'loses': 4, 'winrate': 0.42857142857142855}, {'date': '16/01/2024', 'date_ts': 1705363200000, 'profit_abs': 3.05792027, 'wins': 9, 'draws': 0, 'loses': 2, 'winrate': 0.8181818181818182}, {'date': '17/01/2024', 'date_ts': 1705449600000, 'profit_abs': -7.14602148, 'wins': 3, 'draws': 0, 'loses': 6, 'winrate': 0.3333333333333333}, {'date': '18/01/2024', 'date_ts': 1705536000000, 'profit_abs': -12.66563124, 'wins': 2, 'draws': 0, 'loses': 4, 'winrate': 0.3333333333333333}, {'date': '19/01/2024', 'date_ts': 1705622400000, 'profit_abs': -9.90894159, 'wins': 4, 'draws': 0, 'loses': 3, 'winrate': 0.5714285714285714}, {'date': '20/01/2024', 'date_ts': 1705708800000, 'profit_abs': -3.98446924, 'wins': 2, 'draws': 0, 'loses': 6, 'winrate': 0.25}, {'date': '21/01/2024', 'date_ts': 1705795200000, 'profit_abs': -4.19158706, 'wins': 1, 'draws': 0, 'loses': 9, 'winrate': 0.1}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': -8.96822516, 'wins': 3, 'draws': 0, 'loses': 5, 'winrate': 0.375}, {'date': '23/01/2024', 'date_ts': 1705968000000, 'profit_abs': -33.83970341, 'wins': 1, 'draws': 0, 'loses': 5, 'winrate': 0.16666666666666666}, {'date': '24/01/2024', 'date_ts': 1706054400000, 'profit_abs': -1.72136804, 'wins': 6, 'draws': 0, 'loses': 6, 'winrate': 0.5}, {'date': '25/01/2024', 'date_ts': 1706140800000, 'profit_abs': -3.98631895, 'wins': 4, 'draws': 0, 'loses': 6, 'winrate': 0.4}, {'date': '26/01/2024', 'date_ts': 1706227200000, 'profit_abs': 4.60571391, 'wins': 8, 'draws': 0, 'loses': 4, 'winrate': 0.6666666666666666}, {'date': '27/01/2024', 'date_ts': 1706313600000, 'profit_abs': -4.50581892, 'wins': 4, 'draws': 0, 'loses': 7, 'winrate': 0.36363636363636365}, {'date': '28/01/2024', 'date_ts': 1706400000000, 'profit_abs': -5.0330509, 'wins': 2, 'draws': 0, 'loses': 8, 'winrate': 0.2}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': -3.91659949, 'wins': 5, 'draws': 0, 'loses': 6, 'winrate': 0.45454545454545453}, {'date': '30/01/2024', 'date_ts': 1706572800000, 'profit_abs': 2.58521593, 'wins': 6, 'draws': 0, 'loses': 3, 'winrate': 0.6666666666666666}, {'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -11.26921536, 'wins': 2, 'draws': 0, 'loses': 4, 'winrate': 0.3333333333333333}, {'date': '01/02/2024', 'date_ts': 1706745600000, 'profit_abs': -13.16073271, 'wins': 0, 'draws': 0, 'loses': 2, 'winrate': 0.0}], 'periodic_breakdown': {'day': [{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': 0.2550208, 'wins': 10, 'draws': 0, 'loses': 3, 'winrate': 0.7692307692307693}, {'date': '02/01/2024', 'date_ts': 1704153600000, 'profit_abs': -4.95659096, 'wins': 4, 'draws': 0, 'loses': 5, 'winrate': 0.4444444444444444}, {'date': '03/01/2024', 'date_ts': 1704240000000, 'profit_abs': -32.08018745, 'wins': 7, 'draws': 0, 'loses': 2, 'winrate': 0.7777777777777778}, {'date': '04/01/2024', 'date_ts': 1704326400000, 'profit_abs': 16.34949285, 'wins': 10, 'draws': 0, 'loses': 3, 'winrate': 0.7692307692307693}, {'date': '05/01/2024', 'date_ts': 1704412800000, 'profit_abs': -9.56729395, 'wins': 3, 'draws': 0, 'loses': 5, 'winrate': 0.375}, {'date': '06/01/2024', 'date_ts': 1704499200000, 'profit_abs': -4.15550856, 'wins': 5, 'draws': 0, 'loses': 5, 'winrate': 0.5}, {'date': '07/01/2024', 'date_ts': 1704585600000, 'profit_abs': -3.79660925, 'wins': 3, 'draws': 0, 'loses': 7, 'winrate': 0.3}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': 0.51163105, 'wins': 6, 'draws': 0, 'loses': 2, 'winrate': 0.75}, {'date': '09/01/2024', 'date_ts': 1704758400000, 'profit_abs': 5.83306315, 'wins': 5, 'draws': 0, 'loses': 4, 'winrate': 0.5555555555555556}, {'date': '10/01/2024', 'date_ts': 1704844800000, 'profit_abs': -0.10218053, 'wins': 5, 'draws': 0, 'loses': 4, 'winrate': 0.5555555555555556}, {'date': '11/01/2024', 'date_ts': 1704931200000, 'profit_abs': 2.43391203, 'wins': 7, 'draws': 0, 'loses': 4, 'winrate': 0.6363636363636364}, {'date': '12/01/2024', 'date_ts': 1705017600000, 'profit_abs': -19.45535329, 'wins': 1, 'draws': 0, 'loses': 5, 'winrate': 0.16666666666666666}, {'date': '13/01/2024', 'date_ts': 1705104000000, 'profit_abs': -18.92363961, 'wins': 7, 'draws': 0, 'loses': 5, 'winrate': 0.5833333333333334}, {'date': '14/01/2024', 'date_ts': 1705190400000, 'profit_abs': -6.31067908, 'wins': 2, 'draws': 0, 'loses': 5, 'winrate': 0.2857142857142857}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': -7.05317573, 'wins': 3, 'draws': 0, 'loses': 4, 'winrate': 0.42857142857142855}, {'date': '16/01/2024', 'date_ts': 1705363200000, 'profit_abs': 3.05792027, 'wins': 9, 'draws': 0, 'loses': 2, 'winrate': 0.8181818181818182}, {'date': '17/01/2024', 'date_ts': 1705449600000, 'profit_abs': -7.14602148, 'wins': 3, 'draws': 0, 'loses': 6, 'winrate': 0.3333333333333333}, {'date': '18/01/2024', 'date_ts': 1705536000000, 'profit_abs': -12.66563124, 'wins': 2, 'draws': 0, 'loses': 4, 'winrate': 0.3333333333333333}, {'date': '19/01/2024', 'date_ts': 1705622400000, 'profit_abs': -9.90894159, 'wins': 4, 'draws': 0, 'loses': 3, 'winrate': 0.5714285714285714}, {'date': '20/01/2024', 'date_ts': 1705708800000, 'profit_abs': -3.98446924, 'wins': 2, 'draws': 0, 'loses': 6, 'winrate': 0.25}, {'date': '21/01/2024', 'date_ts': 1705795200000, 'profit_abs': -4.19158706, 'wins': 1, 'draws': 0, 'loses': 9, 'winrate': 0.1}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': -8.96822516, 'wins': 3, 'draws': 0, 'loses': 5, 'winrate': 0.375}, {'date': '23/01/2024', 'date_ts': 1705968000000, 'profit_abs': -33.83970341, 'wins': 1, 'draws': 0, 'loses': 5, 'winrate': 0.16666666666666666}, {'date': '24/01/2024', 'date_ts': 1706054400000, 'profit_abs': -1.72136804, 'wins': 6, 'draws': 0, 'loses': 6, 'winrate': 0.5}, {'date': '25/01/2024', 'date_ts': 1706140800000, 'profit_abs': -3.98631895, 'wins': 4, 'draws': 0, 'loses': 6, 'winrate': 0.4}, {'date': '26/01/2024', 'date_ts': 1706227200000, 'profit_abs': 4.60571391, 'wins': 8, 'draws': 0, 'loses': 4, 'winrate': 0.6666666666666666}, {'date': '27/01/2024', 'date_ts': 1706313600000, 'profit_abs': -4.50581892, 'wins': 4, 'draws': 0, 'loses': 7, 'winrate': 0.36363636363636365}, {'date': '28/01/2024', 'date_ts': 1706400000000, 'profit_abs': -5.0330509, 'wins': 2, 'draws': 0, 'loses': 8, 'winrate': 0.2}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': -3.91659949, 'wins': 5, 'draws': 0, 'loses': 6, 'winrate': 0.45454545454545453}, {'date': '30/01/2024', 'date_ts': 1706572800000, 'profit_abs': 2.58521593, 'wins': 6, 'draws': 0, 'loses': 3, 'winrate': 0.6666666666666666}, {'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -11.26921536, 'wins': 2, 'draws': 0, 'loses': 4, 'winrate': 0.3333333333333333}, {'date': '01/02/2024', 'date_ts': 1706745600000, 'profit_abs': -13.16073271, 'wins': 0, 'draws': 0, 'loses': 2, 'winrate': 0.0}], 'week': [{'date': '01/01/2024', 'date_ts': 1704067200000, 'profit_abs': 0.2550208, 'wins': 10, 'draws': 0, 'loses': 3, 'winrate': 0.7692307692307693}, {'date': '08/01/2024', 'date_ts': 1704672000000, 'profit_abs': -37.69506627, 'wins': 38, 'draws': 0, 'loses': 29, 'winrate': 0.5671641791044776}, {'date': '15/01/2024', 'date_ts': 1705276800000, 'profit_abs': -43.57805306, 'wins': 30, 'draws': 0, 'loses': 31, 'winrate': 0.4918032786885246}, {'date': '22/01/2024', 'date_ts': 1705881600000, 'profit_abs': -43.8069555, 'wins': 24, 'draws': 0, 'loses': 35, 'winrate': 0.4067796610169492}, {'date': '29/01/2024', 'date_ts': 1706486400000, 'profit_abs': -48.3971458, 'wins': 30, 'draws': 0, 'loses': 42, 'winrate': 0.4166666666666667}, {'date': '05/02/2024', 'date_ts': 1707091200000, 'profit_abs': -21.84473214, 'wins': 8, 'draws': 0, 'loses': 9, 'winrate': 0.47058823529411764}], 'month': [{'date': '31/01/2024', 'date_ts': 1706659200000, 'profit_abs': -181.90619926, 'wins': 140, 'draws': 0, 'loses': 147, 'winrate': 0.4878048780487805}, {'date': '29/02/2024', 'date_ts': 1709164800000, 'profit_abs': -13.16073271, 'wins': 0, 'draws': 0, 'loses': 2, 'winrate': 0.0}]}, 'backtest_best_day': 0.05111578595161473, 'backtest_worst_day': -0.1180150108276478, 'backtest_best_day_abs': 16.34949285, 'backtest_worst_day_abs': -33.83970341, '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 (289)

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 00:35:00	2024-01-01 01:35:00	1h	$42362.930000	$42565.220000	0.28%	$0.91	exit_signal
ETH/USDT	2024-01-01 02:45:00	2024-01-01 05:15:00	2h 30m	$2294.550000	$2283.190000	-0.69%	$-2.29	exit_signal
BTC/USDT	2024-01-01 03:15:00	2024-01-01 06:55:00	3h 40m	$42508.240000	$42411.500000	-0.43%	$-1.41	exit_signal
ETH/USDT	2024-01-01 06:15:00	2024-01-01 06:55:00	40m	$2274.990000	$2283.080000	0.16%	$0.51	exit_signal
ETH/USDT	2024-01-01 08:30:00	2024-01-01 09:05:00	35m	$2283.020000	$2289.910000	0.1%	$0.33	exit_signal
ETH/USDT	2024-01-01 11:45:00	2024-01-01 12:00:00	15m	$2299.590000	$2304.470000	0.01%	$0.04	exit_signal
BTC/USDT	2024-01-01 11:35:00	2024-01-01 12:40:00	1h 5m	$42640.570000	$42777.760000	0.12%	$0.40	exit_signal
ETH/USDT	2024-01-01 12:25:00	2024-01-01 12:40:00	15m	$2300.520000	$2306.410000	0.06%	$0.18	exit_signal
ETH/USDT	2024-01-01 13:00:00	2024-01-01 15:25:00	2h 25m	$2299.420000	$2308.030000	0.17%	$0.57	exit_signal
BTC/USDT	2024-01-01 14:05:00	2024-01-01 15:45:00	1h 40m	$42637.460000	$42845.950000	0.29%	$0.95	exit_signal
BTC/USDT	2024-01-01 17:35:00	2024-01-01 17:55:00	20m	$42712.080000	$42818.220000	0.05%	$0.16	exit_signal
BTC/USDT	2024-01-01 21:35:00	2024-01-01 23:05:00	1h 30m	$43609.860000	$43681.550000	-0.04%	$-0.12	exit_signal
ETH/USDT	2024-01-01 21:25:00	2024-01-01 23:20:00	1h 55m	$2337.320000	$2342.100000	0.0%	$0.01	exit_signal
ETH/USDT	2024-01-02 02:15:00	2024-01-02 03:50:00	1h 35m	$2375.220000	$2384.420000	0.19%	$0.62	exit_signal
BTC/USDT	2024-01-02 04:40:00	2024-01-02 07:10:00	2h 30m	$45205.990000	$45335.820000	0.09%	$0.29	exit_signal
ETH/USDT	2024-01-02 05:45:00	2024-01-02 07:40:00	1h 55m	$2381.200000	$2383.400000	-0.11%	$-0.36	exit_signal
BTC/USDT	2024-01-02 09:55:00	2024-01-02 13:40:00	3h 45m	$45654.500000	$45602.850000	-0.31%	$-1.03	exit_signal
BTC/USDT	2024-01-02 14:40:00	2024-01-02 16:50:00	2h 10m	$45360.360000	$45396.450000	-0.12%	$-0.40	exit_signal
ETH/USDT	2024-01-02 10:00:00	2024-01-02 16:50:00	6h 50m	$2413.770000	$2369.540000	-2.03%	$-6.71	exit_signal
ETH/USDT	2024-01-02 17:35:00	2024-01-02 20:10:00	2h 35m	$2355.140000	$2376.640000	0.71%	$2.33	exit_signal
BTC/USDT	2024-01-02 17:35:00	2024-01-02 22:00:00	4h 25m	$45075.120000	$45119.740000	-0.1%	$-0.33	exit_signal
ETH/USDT	2024-01-02 20:40:00	2024-01-02 22:10:00	1h 30m	$2362.830000	$2372.110000	0.19%	$0.63	exit_signal
BTC/USDT	2024-01-02 23:35:00	2024-01-03 00:45:00	1h 10m	$44922.000000	$45147.350000	0.3%	$0.99	exit_signal
ETH/USDT	2024-01-02 23:05:00	2024-01-03 00:45:00	1h 40m	$2354.070000	$2363.010000	0.18%	$0.59	exit_signal
ETH/USDT	2024-01-03 03:10:00	2024-01-03 05:05:00	1h 55m	$2364.710000	$2373.430000	0.17%	$0.55	exit_signal
BTC/USDT	2024-01-03 03:10:00	2024-01-03 07:10:00	4h	$45209.410000	$45370.130000	0.15%	$0.51	exit_signal
BTC/USDT	2024-01-03 07:45:00	2024-01-03 09:30:00	1h 45m	$45150.270000	$45354.370000	0.25%	$0.83	exit_signal
ETH/USDT	2024-01-03 07:00:00	2024-01-03 09:40:00	2h 40m	$2375.350000	$2384.060000	0.17%	$0.55	exit_signal
BTC/USDT	2024-01-03 10:40:00	2024-01-03 15:55:00	5h 15m	$45121.980000	$42831.390000	-5.27%	$-17.36	exit_signal
ETH/USDT	2024-01-03 10:40:00	2024-01-03 15:55:00	5h 15m	$2366.890000	$2230.010000	-5.97%	$-19.71	exit_signal
BTC/USDT	2024-01-03 17:20:00	2024-01-03 21:20:00	4h	$42618.010000	$42834.180000	0.31%	$0.97	exit_signal
BTC/USDT	2024-01-03 22:30:00	2024-01-04 00:00:00	1h 30m	$42688.810000	$42845.230000	0.17%	$0.53	exit_signal
ETH/USDT	2024-01-03 17:20:00	2024-01-04 00:15:00	6h 55m	$2218.100000	$2218.590000	-0.18%	$-0.56	exit_signal
ETH/USDT	2024-01-04 01:25:00	2024-01-04 02:20:00	55m	$2202.550000	$2221.300000	0.65%	$2.07	exit_signal
BTC/USDT	2024-01-04 01:20:00	2024-01-04 02:50:00	1h 30m	$42728.570000	$43066.930000	0.59%	$1.88	exit_signal
BTC/USDT	2024-01-04 06:25:00	2024-01-04 07:05:00	40m	$43103.190000	$43246.300000	0.13%	$0.42	exit_signal
BTC/USDT	2024-01-04 07:15:00	2024-01-04 09:25:00	2h 10m	$43099.930000	$42962.390000	-0.52%	$-1.65	exit_signal
ETH/USDT	2024-01-04 07:10:00	2024-01-04 09:35:00	2h 25m	$2235.010000	$2226.510000	-0.58%	$-1.85	exit_signal
ETH/USDT	2024-01-04 10:20:00	2024-01-04 12:15:00	1h 55m	$2212.540000	$2232.530000	0.7%	$2.23	exit_signal
BTC/USDT	2024-01-04 10:20:00	2024-01-04 12:20:00	2h	$42845.110000	$43383.780000	1.05%	$3.36	exit_signal