diff --git a/backtest_result_v102/20210501-0531.txt b/backtest_result_v102/20210501-0531.txt new file mode 100644 index 0000000..8199805 --- /dev/null +++ b/backtest_result_v102/20210501-0531.txt @@ -0,0 +1,129 @@ +=========================================================== BACKTESTING REPORT =========================================================== +| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | +|-------------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------| +| BUY/USDT | 80 | 3.05 | 244.04 | 488.562 | 40.71 | 0:22:00 | 78 0 2 97.5 | +| ACE/USDT | 54 | 2.64 | 142.30 | 284.879 | 23.74 | 0:57:00 | 50 0 4 92.6 | +| TRIAS/USDT | 55 | 1.96 | 107.61 | 215.428 | 17.95 | 0:32:00 | 50 0 5 90.9 | +| LOCG/USDT | 37 | 2.21 | 81.73 | 163.625 | 13.64 | 0:29:00 | 34 0 3 91.9 | +| PDEX/USDT | 17 | 3.55 | 60.41 | 120.939 | 10.08 | 0:19:00 | 17 0 0 100 | +| TEL/USDT | 18 | 2.78 | 49.99 | 100.083 | 8.34 | 0:10:00 | 17 0 1 94.4 | +| HORD/USDT | 26 | 1.75 | 45.58 | 91.254 | 7.60 | 0:33:00 | 23 0 3 88.5 | +| DOGE/USDT | 18 | 2.22 | 39.91 | 79.898 | 6.66 | 0:19:00 | 18 0 0 100 | +| AVAX/USDT | 9 | 4.36 | 39.24 | 78.560 | 6.55 | 0:16:00 | 8 0 1 88.9 | +| CGG/USDT | 5 | 7.41 | 37.07 | 74.214 | 6.18 | 0:43:00 | 5 0 0 100 | +| BEPRO/USDT | 16 | 1.82 | 29.12 | 58.296 | 4.86 | 0:56:00 | 14 0 2 87.5 | +| ADA/USDT | 14 | 1.95 | 27.26 | 54.578 | 4.55 | 0:11:00 | 13 0 1 92.9 | +| MTV/USDT | 7 | 3.22 | 22.53 | 45.100 | 3.76 | 0:33:00 | 6 0 1 85.7 | +| MAN/USDT | 10 | 2.24 | 22.40 | 44.838 | 3.74 | 1:48:00 | 9 0 1 90.0 | +| XCAD/USDT | 7 | 3.17 | 22.16 | 44.368 | 3.70 | 0:16:00 | 7 0 0 100 | +| HTR/USDT | 10 | 1.67 | 16.70 | 33.424 | 2.79 | 0:12:00 | 10 0 0 100 | +| VELO/USDT | 5 | 3.18 | 15.92 | 31.871 | 2.66 | 0:21:00 | 5 0 0 100 | +| MATIC/USDT | 10 | 1.39 | 13.87 | 27.778 | 2.31 | 0:20:00 | 8 0 2 80.0 | +| ICP/USDT | 7 | 1.92 | 13.41 | 26.851 | 2.24 | 0:27:00 | 7 0 0 100 | +| TOKO/USDT | 31 | 0.41 | 12.74 | 25.499 | 2.12 | 0:35:00 | 25 0 6 80.6 | +| CHR/USDT | 3 | 4.14 | 12.41 | 24.845 | 2.07 | 2:47:00 | 3 0 0 100 | +| DGB/USDT | 1 | 9.99 | 9.99 | 20.000 | 1.67 | 0:00:00 | 1 0 0 100 | +| REVV/USDT | 1 | 9.99 | 9.99 | 20.000 | 1.67 | 3:30:00 | 1 0 0 100 | +| STRONG/USDT | 6 | 1.63 | 9.78 | 19.589 | 1.63 | 1:08:00 | 6 0 0 100 | +| ARX/USDT | 16 | 0.59 | 9.41 | 18.837 | 1.57 | 1:23:00 | 13 0 3 81.2 | +| ALBT/USDT | 5 | 1.75 | 8.74 | 17.493 | 1.46 | 0:18:00 | 5 0 0 100 | +| BTT/USDT | 3 | 2.88 | 8.64 | 17.301 | 1.44 | 0:13:00 | 3 0 0 100 | +| OMG/USDT | 2 | 2.82 | 5.64 | 11.282 | 0.94 | 0:12:00 | 2 0 0 100 | +| VRA/USDT | 4 | 1.38 | 5.53 | 11.064 | 0.92 | 0:09:00 | 4 0 0 100 | +| CELO/USDT | 1 | 5.08 | 5.08 | 10.170 | 0.85 | 2:20:00 | 1 0 0 100 | +| DOT/USDT | 2 | 2.52 | 5.05 | 10.109 | 0.84 | 0:10:00 | 2 0 0 100 | +| QNT/USDT | 3 | 1.57 | 4.70 | 9.403 | 0.78 | 0:25:00 | 3 0 0 100 | +| COMP/USDT | 3 | 1.55 | 4.65 | 9.299 | 0.77 | 1:37:00 | 3 0 0 100 | +| XDB/USDT | 8 | 0.51 | 4.07 | 8.143 | 0.68 | 3:02:00 | 6 0 2 75.0 | +| YFI/USDT | 3 | 1.35 | 4.04 | 8.094 | 0.67 | 0:18:00 | 3 0 0 100 | +| DAG/USDT | 4 | 0.85 | 3.40 | 6.801 | 0.57 | 0:52:00 | 3 0 1 75.0 | +| SHA/USDT | 5 | 0.63 | 3.17 | 6.342 | 0.53 | 0:25:00 | 4 0 1 80.0 | +| CRV/USDT | 2 | 1.49 | 2.98 | 5.959 | 0.50 | 0:20:00 | 2 0 0 100 | +| XTZ/USDT | 1 | 2.76 | 2.76 | 5.525 | 0.46 | 0:05:00 | 1 0 0 100 | +| ORN/USDT | 2 | 1.32 | 2.64 | 5.289 | 0.44 | 0:20:00 | 2 0 0 100 | +| BNB/USDT | 3 | 0.82 | 2.45 | 4.896 | 0.41 | 0:10:00 | 2 0 1 66.7 | +| SNX/USDT | 1 | 1.42 | 1.42 | 2.838 | 0.24 | 0:15:00 | 1 0 0 100 | +| LTC/USDT | 1 | 1.10 | 1.10 | 2.197 | 0.18 | 0:15:00 | 1 0 0 100 | +| WAVES/USDT | 1 | 0.99 | 0.99 | 1.989 | 0.17 | 0:20:00 | 1 0 0 100 | +| NEO/USDT | 1 | 0.99 | 0.99 | 1.980 | 0.17 | 0:20:00 | 1 0 0 100 | +| ZEN/USDT | 1 | 0.80 | 0.80 | 1.597 | 0.13 | 0:05:00 | 1 0 0 100 | +| ROSE/USDT | 1 | 0.21 | 0.21 | 0.425 | 0.04 | 0:05:00 | 1 0 0 100 | +| BTC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ENJ/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| FIL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| GRT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| MANA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| REN/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| THETA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| UNI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XDC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XEM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XLM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XRP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ZIL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ALGO/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| LABS/USDT | 3 | -0.05 | -0.16 | -0.325 | -0.03 | 0:50:00 | 2 0 1 66.7 | +| TRX/USDT | 1 | -1.73 | -1.73 | -3.459 | -0.29 | 0:50:00 | 0 0 1 0 | +| CKB/USDT | 3 | -2.06 | -6.19 | -12.386 | -1.03 | 1:47:00 | 2 0 1 66.7 | +| COTI/USDT | 8 | -1.24 | -9.90 | -19.829 | -1.65 | 0:26:00 | 5 0 3 62.5 | +| KSM/USDT | 6 | -1.65 | -9.92 | -19.862 | -1.66 | 0:25:00 | 5 0 1 83.3 | +| ONE/USDT | 4 | -3.26 | -13.05 | -26.128 | -2.18 | 1:31:00 | 3 0 1 75.0 | +| CHZ/USDT | 2 | -7.11 | -14.22 | -28.470 | -2.37 | 2:05:00 | 1 0 1 50.0 | +| FTM/USDT | 3 | -4.84 | -14.53 | -29.083 | -2.42 | 0:32:00 | 2 0 1 66.7 | +| IOST/USDT | 3 | -5.17 | -15.50 | -31.037 | -2.59 | 2:53:00 | 2 0 1 66.7 | +| SAND/USDT | 2 | -8.27 | -16.55 | -33.131 | -2.76 | 1:02:00 | 1 0 1 50.0 | +| VET/USDT | 2 | -8.36 | -16.71 | -33.454 | -2.79 | 3:25:00 | 1 0 1 50.0 | +| DEGO/USDT | 1 | -17.80 | -17.80 | -35.636 | -2.97 | 4:55:00 | 0 0 1 0 | +| BOSON/USDT | 12 | -1.68 | -20.13 | -40.293 | -3.36 | 1:24:00 | 7 0 5 58.3 | +| ATOM/USDT | 9 | -2.29 | -20.65 | -41.344 | -3.45 | 0:37:00 | 6 0 3 66.7 | +| CAKE/USDT | 8 | -2.69 | -21.56 | -43.156 | -3.60 | 0:21:00 | 6 0 2 75.0 | +| ZEC/USDT | 4 | -8.36 | -33.46 | -66.987 | -5.58 | 1:54:00 | 2 0 2 50.0 | +| TOTAL | 591 | 1.59 | 942.52 | 1886.931 | 157.24 | 0:41:00 | 525 0 66 88.8 | +======================================================= SELL REASON STATS ======================================================== +| Sell Reason | Sells | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | +|--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------| +| trailing_stop_loss | 492 | 450 0 42 91.5 | 0.85 | 416.05 | 832.928 | 83.21 | +| roi | 55 | 55 0 0 100 | 10.05 | 552.65 | 1106.4 | 110.53 | +| sell_signal | 43 | 20 0 23 46.5 | -0.53 | -22.74 | -45.531 | -4.55 | +| force_sell | 1 | 0 0 1 0 | -3.43 | -3.43 | -6.866 | -0.69 | +======================================================= LEFT OPEN TRADES REPORT ======================================================= +| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | +|----------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------| +| MAN/USDT | 1 | -3.43 | -3.43 | -6.866 | -0.57 | 0:55:00 | 0 0 1 0 | +| TOTAL | 1 | -3.43 | -3.43 | -6.866 | -0.57 | 0:55:00 | 0 0 1 0 | +=============== SUMMARY METRICS ================ +| Metric | Value | +|------------------------+---------------------| +| Backtesting from | 2021-05-01 00:00:00 | +| Backtesting to | 2021-05-31 00:00:00 | +| Max open trades | 5 | +| | | +| Total/Daily Avg Trades | 591 / 19.7 | +| Starting balance | 1200.000 USDT | +| Final balance | 3086.931 USDT | +| Absolute profit | 1886.931 USDT | +| Total profit % | 157.24% | +| Avg. stake amount | 200.000 USDT | +| Total trade volume | 118200.000 USDT | +| | | +| Best Pair | BUY/USDT 244.04% | +| Worst Pair | ZEC/USDT -33.46% | +| Best trade | CGG/USDT 11.64% | +| Worst trade | TRIAS/USDT -17.8% | +| Best day | 390.800 USDT | +| Worst day | -68.202 USDT | +| Days win/draw/lose | 25 / 0 / 5 | +| Avg. Duration Winners | 0:29:00 | +| Avg. Duration Loser | 2:10:00 | +| Rejected Buy signals | 14962 | +| | | +| Min balance | 1202.733 USDT | +| Max balance | 3093.797 USDT | +| Drawdown | 186.31% | +| Drawdown | 372.994 USDT | +| Drawdown high | 1509.233 USDT | +| Drawdown low | 1136.238 USDT | +| Drawdown Start | 2021-05-19 03:55:00 | +| Drawdown End | 2021-05-19 13:10:00 | +| Market change | -39.96% | +================================================ \ No newline at end of file diff --git a/backtest_result_v102/20210507-0922.txt b/backtest_result_v102/20210507-0922.txt new file mode 100644 index 0000000..3127d04 --- /dev/null +++ b/backtest_result_v102/20210507-0922.txt @@ -0,0 +1,162 @@ +Result for strategy BB_RPB_TSL +=========================================================== BACKTESTING REPORT =========================================================== +| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | +|-------------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------| +| BUY/USDT | 83 | 2.86 | 237.64 | 475.764 | 39.65 | 0:27:00 | 77 0 6 92.8 | +| ACE/USDT | 83 | 2.64 | 219.30 | 439.036 | 36.59 | 0:46:00 | 75 0 8 90.4 | +| ARX/USDT | 101 | 2.11 | 213.15 | 426.724 | 35.56 | 0:56:00 | 85 0 16 84.2 | +| CGG/USDT | 78 | 2.23 | 174.06 | 348.463 | 29.04 | 1:00:00 | 67 0 11 85.9 | +| TRIAS/USDT | 66 | 2.44 | 161.18 | 322.688 | 26.89 | 0:19:00 | 61 0 5 92.4 | +| LOCG/USDT | 99 | 1.50 | 148.96 | 298.209 | 24.85 | 1:09:00 | 83 0 16 83.8 | +| XAVA/USDT | 51 | 2.35 | 119.62 | 239.482 | 19.96 | 0:26:00 | 48 0 3 94.1 | +| PDEX/USDT | 44 | 2.61 | 114.93 | 230.098 | 19.17 | 0:26:00 | 42 0 2 95.5 | +| HORD/USDT | 34 | 3.06 | 103.90 | 208.001 | 17.33 | 0:40:00 | 28 0 6 82.4 | +| MTV/USDT | 42 | 2.24 | 94.05 | 188.279 | 15.69 | 1:02:00 | 39 0 3 92.9 | +| XCAD/USDT | 35 | 2.48 | 86.65 | 173.477 | 14.46 | 1:39:00 | 32 0 3 91.4 | +| BEPRO/USDT | 39 | 1.98 | 77.41 | 154.972 | 12.91 | 0:29:00 | 34 0 5 87.2 | +| TEL/USDT | 38 | 1.91 | 72.60 | 145.349 | 12.11 | 0:24:00 | 36 0 2 94.7 | +| MOVR/USDT | 28 | 2.43 | 68.18 | 136.487 | 11.37 | 0:38:00 | 26 0 2 92.9 | +| XDB/USDT | 48 | 1.40 | 67.00 | 134.131 | 11.18 | 2:25:00 | 41 0 7 85.4 | +| 2CRZ/USDT | 37 | 1.65 | 60.93 | 121.987 | 10.17 | 0:59:00 | 35 0 2 94.6 | +| TOKO/USDT | 49 | 1.13 | 55.60 | 111.314 | 9.28 | 0:59:00 | 43 0 6 87.8 | +| QI/USDT | 37 | 1.44 | 53.18 | 106.467 | 8.87 | 1:01:00 | 33 0 4 89.2 | +| STRONG/USDT | 30 | 1.70 | 51.04 | 102.182 | 8.52 | 0:59:00 | 25 0 5 83.3 | +| MATIC/USDT | 19 | 2.57 | 48.80 | 97.705 | 8.14 | 0:26:00 | 18 0 1 94.7 | +| LABS/USDT | 42 | 1.16 | 48.74 | 97.581 | 8.13 | 1:59:00 | 35 0 7 83.3 | +| CELO/USDT | 19 | 2.37 | 45.02 | 90.124 | 7.51 | 1:18:00 | 18 0 1 94.7 | +| COTI/USDT | 17 | 2.34 | 39.74 | 79.560 | 6.63 | 0:51:00 | 17 0 0 100 | +| DAG/USDT | 37 | 1.07 | 39.64 | 79.360 | 6.61 | 1:19:00 | 30 0 7 81.1 | +| SFUND/USDT | 26 | 1.44 | 37.52 | 75.107 | 6.26 | 1:57:00 | 23 0 3 88.5 | +| HTR/USDT | 31 | 1.21 | 37.40 | 74.865 | 6.24 | 0:26:00 | 25 0 6 80.6 | +| PBX/USDT | 12 | 2.79 | 33.45 | 66.972 | 5.58 | 0:15:00 | 12 0 0 100 | +| ICP/USDT | 17 | 1.74 | 29.62 | 59.305 | 4.94 | 0:28:00 | 15 0 2 88.2 | +| ROSE/USDT | 13 | 2.18 | 28.32 | 56.696 | 4.72 | 1:05:00 | 12 0 1 92.3 | +| VRA/USDT | 19 | 1.35 | 25.66 | 51.378 | 4.28 | 0:18:00 | 17 0 2 89.5 | +| GALAX/USDT | 23 | 1.11 | 25.47 | 50.998 | 4.25 | 1:16:00 | 20 0 3 87.0 | +| VELO/USDT | 38 | 0.61 | 23.26 | 46.566 | 3.88 | 3:21:00 | 31 0 7 81.6 | +| SHA/USDT | 12 | 1.83 | 22.00 | 44.050 | 3.67 | 1:47:00 | 10 0 2 83.3 | +| SOL/USDT | 7 | 2.87 | 20.12 | 40.289 | 3.36 | 0:26:00 | 7 0 0 100 | +| WILD/USDT | 8 | 2.50 | 19.99 | 40.012 | 3.33 | 0:14:00 | 7 0 1 87.5 | +| QNT/USDT | 19 | 1.03 | 19.54 | 39.115 | 3.26 | 1:18:00 | 16 0 3 84.2 | +| DOGE/USDT | 12 | 1.63 | 19.53 | 39.090 | 3.26 | 0:33:00 | 11 0 1 91.7 | +| DEGO/USDT | 17 | 1.10 | 18.75 | 37.542 | 3.13 | 0:27:00 | 14 0 3 82.4 | +| YGG/USDT | 5 | 3.73 | 18.65 | 37.343 | 3.11 | 0:13:00 | 5 0 0 100 | +| MTL/USDT | 5 | 3.67 | 18.34 | 36.714 | 3.06 | 1:45:00 | 4 0 1 80.0 | +| MAN/USDT | 29 | 0.59 | 17.23 | 34.486 | 2.87 | 1:59:00 | 25 0 4 86.2 | +| AVAX/USDT | 10 | 1.62 | 16.19 | 32.420 | 2.70 | 0:07:00 | 8 0 2 80.0 | +| ERG/USDT | 6 | 2.61 | 15.63 | 31.295 | 2.61 | 0:29:00 | 5 0 1 83.3 | +| MANA/USDT | 5 | 3.10 | 15.51 | 31.044 | 2.59 | 0:27:00 | 4 0 1 80.0 | +| DYP/USDT | 3 | 4.91 | 14.73 | 29.485 | 2.46 | 0:10:00 | 3 0 0 100 | +| BOSON/USDT | 48 | 0.28 | 13.59 | 27.208 | 2.27 | 1:49:00 | 34 0 14 70.8 | +| PYR/USDT | 10 | 1.26 | 12.61 | 25.251 | 2.10 | 0:58:00 | 8 0 2 80.0 | +| XDC/USDT | 14 | 0.84 | 11.82 | 23.666 | 1.97 | 0:48:00 | 12 0 2 85.7 | +| SUN/USDT | 5 | 2.36 | 11.78 | 23.593 | 1.97 | 0:23:00 | 5 0 0 100 | +| XPR/USDT | 8 | 1.44 | 11.55 | 23.114 | 1.93 | 0:14:00 | 6 0 2 75.0 | +| ZCX/USDT | 8 | 1.39 | 11.13 | 22.290 | 1.86 | 0:41:00 | 6 0 2 75.0 | +| AXS/USDT | 8 | 1.38 | 11.04 | 22.111 | 1.84 | 0:57:00 | 7 0 1 87.5 | +| IOST/USDT | 3 | 3.24 | 9.73 | 19.476 | 1.62 | 0:17:00 | 2 0 1 66.7 | +| CQT/USDT | 4 | 2.28 | 9.13 | 18.287 | 1.52 | 1:14:00 | 3 0 1 75.0 | +| LSS/USDT | 6 | 1.44 | 8.65 | 17.316 | 1.44 | 0:48:00 | 5 0 1 83.3 | +| ADA/USDT | 3 | 2.51 | 7.52 | 15.050 | 1.25 | 0:05:00 | 2 0 1 66.7 | +| FTM/USDT | 9 | 0.83 | 7.50 | 15.015 | 1.25 | 0:59:00 | 7 0 2 77.8 | +| ALGO/USDT | 3 | 1.96 | 5.89 | 11.784 | 0.98 | 0:17:00 | 2 0 1 66.7 | +| SLP/USDT | 2 | 2.81 | 5.61 | 11.233 | 0.94 | 0:12:00 | 2 0 0 100 | +| MEM/USDT | 1 | 5.58 | 5.58 | 11.179 | 0.93 | 0:15:00 | 1 0 0 100 | +| WAVES/USDT | 2 | 2.77 | 5.54 | 11.100 | 0.93 | 0:30:00 | 2 0 0 100 | +| ENJ/USDT | 4 | 1.29 | 5.18 | 10.367 | 0.86 | 1:04:00 | 4 0 0 100 | +| DYDX/USDT | 4 | 1.24 | 4.96 | 9.936 | 0.83 | 0:24:00 | 3 0 1 75.0 | +| THETA/USDT | 4 | 1.21 | 4.86 | 9.725 | 0.81 | 0:19:00 | 4 0 0 100 | +| ATOM/USDT | 4 | 1.21 | 4.85 | 9.711 | 0.81 | 0:05:00 | 3 0 1 75.0 | +| ORN/USDT | 4 | 1.18 | 4.73 | 9.465 | 0.79 | 0:21:00 | 4 0 0 100 | +| CHZ/USDT | 3 | 1.53 | 4.58 | 9.163 | 0.76 | 1:12:00 | 3 0 0 100 | +| XTZ/USDT | 3 | 1.44 | 4.31 | 8.633 | 0.72 | 0:10:00 | 3 0 0 100 | +| CKB/USDT | 8 | 0.51 | 4.06 | 8.137 | 0.68 | 0:38:00 | 7 0 1 87.5 | +| CAKE/USDT | 6 | 0.50 | 3.00 | 6.003 | 0.50 | 0:12:00 | 3 0 3 50.0 | +| ONE/USDT | 10 | 0.26 | 2.62 | 5.236 | 0.44 | 0:28:00 | 8 0 2 80.0 | +| AI/USDT | 3 | 0.84 | 2.51 | 5.034 | 0.42 | 0:48:00 | 2 0 1 66.7 | +| KSM/USDT | 7 | 0.34 | 2.40 | 4.814 | 0.40 | 0:40:00 | 5 0 2 71.4 | +| XRP/USDT | 2 | 1.14 | 2.29 | 4.576 | 0.38 | 0:08:00 | 2 0 0 100 | +| FIL/USDT | 1 | 1.92 | 1.92 | 3.841 | 0.32 | 0:05:00 | 1 0 0 100 | +| ZEC/USDT | 2 | 0.83 | 1.66 | 3.324 | 0.28 | 0:10:00 | 1 0 1 50.0 | +| YFI/USDT | 1 | 1.20 | 1.20 | 2.407 | 0.20 | 0:05:00 | 1 0 0 100 | +| CIRUS/USDT | 20 | 0.06 | 1.17 | 2.341 | 0.20 | 0:28:00 | 17 0 3 85.0 | +| LYXE/USDT | 2 | 0.50 | 1.01 | 2.013 | 0.17 | 5:20:00 | 1 0 1 50.0 | +| CRV/USDT | 1 | 0.96 | 0.96 | 1.930 | 0.16 | 0:05:00 | 1 0 0 100 | +| UNI/USDT | 1 | 0.94 | 0.94 | 1.883 | 0.16 | 0:20:00 | 1 0 0 100 | +| COMP/USDT | 1 | 0.90 | 0.90 | 1.803 | 0.15 | 1:05:00 | 1 0 0 100 | +| REVV/USDT | 14 | 0.04 | 0.56 | 1.119 | 0.09 | 1:52:00 | 12 0 2 85.7 | +| VET/USDT | 1 | 0.23 | 0.23 | 0.458 | 0.04 | 0:05:00 | 1 0 0 100 | +| BTC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| DGB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| DOT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| HBAR/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| HYDRA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| IOTX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| LTC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| NEO/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| REN/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ROUTE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| TRX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| WOO/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XEM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XLM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ZIL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| OMG/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| PHA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| BNB/USDT | 3 | -0.04 | -0.13 | -0.262 | -0.02 | 0:05:00 | 1 0 2 33.3 | +| GRT/USDT | 1 | -0.61 | -0.61 | -1.212 | -0.10 | 0:35:00 | 0 0 1 0 | +| SNX/USDT | 2 | -0.60 | -1.21 | -2.422 | -0.20 | 1:20:00 | 1 0 1 50.0 | +| NEAR/USDT | 3 | -0.49 | -1.47 | -2.939 | -0.24 | 0:43:00 | 2 0 1 66.7 | +| ZEN/USDT | 3 | -0.49 | -1.48 | -2.972 | -0.25 | 1:37:00 | 2 0 1 66.7 | +| BTT/USDT | 3 | -0.66 | -1.99 | -3.990 | -0.33 | 0:57:00 | 1 0 2 33.3 | +| CHR/USDT | 3 | -0.76 | -2.29 | -4.582 | -0.38 | 1:07:00 | 2 0 1 66.7 | +| SAND/USDT | 7 | -0.89 | -6.21 | -12.430 | -1.04 | 1:46:00 | 5 0 2 71.4 | +| ALBT/USDT | 23 | -0.97 | -22.35 | -44.739 | -3.73 | 1:13:00 | 17 0 6 73.9 | +| TOTAL | 1761 | 1.73 | 3050.08 | 6106.254 | 508.85 | 1:00:00 | 1525 0 236 86.6 | +======================================================= SELL REASON STATS ======================================================== +| Sell Reason | Sells | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | +|--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------| +| trailing_stop_loss | 1366 | 1326 0 40 97.1 | 1.85 | 2526.01 | 5057.07 | 505.2 | +| sell_signal | 288 | 92 0 196 31.9 | -1.92 | -552.1 | -1105.3 | -110.42 | +| roi | 107 | 107 0 0 100 | 10.06 | 1076.16 | 2154.48 | 215.23 | +====================================================== LEFT OPEN TRADES REPORT ====================================================== +| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | +|--------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------| +| TOTAL | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +=============== SUMMARY METRICS ================ +| Metric | Value | +|------------------------+---------------------| +| Backtesting from | 2021-05-07 00:00:00 | +| Backtesting to | 2021-09-22 00:00:00 | +| Max open trades | 5 | +| | | +| Total/Daily Avg Trades | 1761 / 12.76 | +| Starting balance | 1200.000 USDT | +| Final balance | 7306.254 USDT | +| Absolute profit | 6106.254 USDT | +| Total profit % | 508.85% | +| Avg. stake amount | 200.000 USDT | +| Total trade volume | 352200.000 USDT | +| | | +| Best Pair | BUY/USDT 237.64% | +| Worst Pair | ALBT/USDT -22.35% | +| Best trade | ARX/USDT 14.03% | +| Worst trade | TRIAS/USDT -17.8% | +| Best day | 425.601 USDT | +| Worst day | -50.136 USDT | +| Days win/draw/lose | 118 / 2 / 17 | +| Avg. Duration Winners | 0:38:00 | +| Avg. Duration Loser | 3:21:00 | +| Rejected Buy signals | 14600 | +| | | +| Min balance | 1218.484 USDT | +| Max balance | 7306.254 USDT | +| Drawdown | 46.98% | +| Drawdown | 94.052 USDT | +| Drawdown high | 5795.567 USDT | +| Drawdown low | 5701.515 USDT | +| Drawdown Start | 2021-09-10 23:15:00 | +| Drawdown End | 2021-09-12 19:25:00 | +| Market change | -0.13% | +================================================ + diff --git a/backtest_result_v102/20210601-0630.txt b/backtest_result_v102/20210601-0630.txt new file mode 100644 index 0000000..afa6a88 --- /dev/null +++ b/backtest_result_v102/20210601-0630.txt @@ -0,0 +1,132 @@ +=========================================================== BACKTESTING REPORT =========================================================== +| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | +|-------------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------| +| ARX/USDT | 19 | 2.44 | 46.30 | 92.703 | 7.73 | 2:20:00 | 12 0 7 63.2 | +| VELO/USDT | 9 | 3.81 | 34.33 | 68.720 | 5.73 | 3:44:00 | 8 0 1 88.9 | +| CGG/USDT | 11 | 2.53 | 27.86 | 55.780 | 4.65 | 1:00:00 | 10 0 1 90.9 | +| XCAD/USDT | 8 | 3.44 | 27.55 | 55.161 | 4.60 | 0:16:00 | 8 0 0 100 | +| MTV/USDT | 9 | 2.85 | 25.61 | 51.270 | 4.27 | 2:13:00 | 9 0 0 100 | +| ACE/USDT | 6 | 3.31 | 19.84 | 39.713 | 3.31 | 0:36:00 | 6 0 0 100 | +| XDB/USDT | 4 | 4.70 | 18.80 | 37.634 | 3.14 | 6:41:00 | 4 0 0 100 | +| PDEX/USDT | 6 | 3.01 | 18.07 | 36.181 | 3.02 | 0:16:00 | 5 0 1 83.3 | +| CELO/USDT | 5 | 3.48 | 17.42 | 34.869 | 2.91 | 0:28:00 | 5 0 0 100 | +| STRONG/USDT | 9 | 1.74 | 15.66 | 31.358 | 2.61 | 0:41:00 | 7 0 2 77.8 | +| XAVA/USDT | 4 | 3.47 | 13.88 | 27.789 | 2.32 | 0:19:00 | 4 0 0 100 | +| BUY/USDT | 5 | 2.72 | 13.60 | 27.221 | 2.27 | 1:12:00 | 5 0 0 100 | +| BEPRO/USDT | 3 | 3.82 | 11.46 | 22.944 | 1.91 | 0:38:00 | 3 0 0 100 | +| SFUND/USDT | 7 | 1.48 | 10.39 | 20.805 | 1.73 | 2:19:00 | 6 0 1 85.7 | +| ZCX/USDT | 4 | 2.00 | 8.02 | 16.054 | 1.34 | 1:05:00 | 3 0 1 75.0 | +| HTR/USDT | 5 | 1.24 | 6.18 | 12.366 | 1.03 | 0:46:00 | 4 0 1 80.0 | +| TEL/USDT | 3 | 1.82 | 5.45 | 10.913 | 0.91 | 0:38:00 | 3 0 0 100 | +| VRA/USDT | 4 | 1.25 | 5.02 | 10.046 | 0.84 | 0:11:00 | 3 0 1 75.0 | +| MAN/USDT | 1 | 4.58 | 4.58 | 9.173 | 0.76 | 4:30:00 | 1 0 0 100 | +| TRIAS/USDT | 3 | 1.22 | 3.66 | 7.330 | 0.61 | 0:08:00 | 2 0 1 66.7 | +| LOCG/USDT | 2 | 1.67 | 3.34 | 6.696 | 0.56 | 0:40:00 | 2 0 0 100 | +| THETA/USDT | 2 | 1.20 | 2.40 | 4.805 | 0.40 | 0:12:00 | 2 0 0 100 | +| SHA/USDT | 1 | 1.87 | 1.87 | 3.734 | 0.31 | 1:20:00 | 1 0 0 100 | +| DAG/USDT | 4 | 0.41 | 1.64 | 3.281 | 0.27 | 3:00:00 | 3 0 1 75.0 | +| CAKE/USDT | 2 | 0.76 | 1.52 | 3.050 | 0.25 | 0:10:00 | 1 0 1 50.0 | +| SNX/USDT | 1 | 1.40 | 1.40 | 2.801 | 0.23 | 2:00:00 | 1 0 0 100 | +| CKB/USDT | 1 | 1.27 | 1.27 | 2.541 | 0.21 | 0:05:00 | 1 0 0 100 | +| SAND/USDT | 1 | 1.23 | 1.23 | 2.468 | 0.21 | 3:45:00 | 1 0 0 100 | +| HORD/USDT | 1 | 1.10 | 1.10 | 2.194 | 0.18 | 0:05:00 | 1 0 0 100 | +| COTI/USDT | 2 | 0.53 | 1.07 | 2.135 | 0.18 | 1:12:00 | 2 0 0 100 | +| ADA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ATOM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| AVAX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| BNB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| BTC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| BTT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CHR/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CHZ/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| COMP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CRV/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| DEGO/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| DGB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| DOGE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| DOT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ENJ/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| FIL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| FTM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| IOST/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| LTC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| MATIC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| NEO/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ONE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ORN/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| REN/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| REVV/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| TRX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| UNI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| VET/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| WAVES/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XDC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XEM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XLM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XRP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XTZ/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| YFI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ZEC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ZEN/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ZIL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| OMG/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ALGO/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ALBT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ROSE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| MANA/USDT | 1 | -0.19 | -0.19 | -0.381 | -0.03 | 0:05:00 | 0 0 1 0 | +| GRT/USDT | 1 | -0.27 | -0.27 | -0.550 | -0.05 | 0:10:00 | 0 0 1 0 | +| QNT/USDT | 7 | -0.09 | -0.63 | -1.260 | -0.10 | 2:09:00 | 5 0 2 71.4 | +| ICP/USDT | 1 | -0.99 | -0.99 | -1.976 | -0.16 | 1:25:00 | 0 0 1 0 | +| KSM/USDT | 1 | -2.34 | -2.34 | -4.684 | -0.39 | 0:10:00 | 0 0 1 0 | +| BOSON/USDT | 9 | -0.32 | -2.90 | -5.814 | -0.48 | 1:35:00 | 6 0 3 66.7 | +| TOKO/USDT | 6 | -0.51 | -3.06 | -6.118 | -0.51 | 2:35:00 | 5 0 1 83.3 | +| LABS/USDT | 3 | -1.30 | -3.90 | -7.815 | -0.65 | 6:57:00 | 2 0 1 66.7 | +| TOTAL | 171 | 1.97 | 336.23 | 673.136 | 56.09 | 1:40:00 | 141 0 30 82.5 | +======================================================= SELL REASON STATS ======================================================== +| Sell Reason | Sells | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | +|--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------| +| trailing_stop_loss | 129 | 123 0 6 95.3 | 2.12 | 273.4 | 547.341 | 54.68 | +| sell_signal | 28 | 5 0 23 17.9 | -2.5 | -70.09 | -140.311 | -14.02 | +| roi | 13 | 13 0 0 100 | 10.3 | 133.91 | 268.083 | 26.78 | +| force_sell | 1 | 0 0 1 0 | -0.99 | -0.99 | -1.976 | -0.2 | +======================================================= LEFT OPEN TRADES REPORT ======================================================= +| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | +|----------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------| +| ICP/USDT | 1 | -0.99 | -0.99 | -1.976 | -0.16 | 1:25:00 | 0 0 1 0 | +| TOTAL | 1 | -0.99 | -0.99 | -1.976 | -0.16 | 1:25:00 | 0 0 1 0 | +=============== SUMMARY METRICS ================ +| Metric | Value | +|------------------------+---------------------| +| Backtesting from | 2021-06-01 00:00:00 | +| Backtesting to | 2021-06-30 00:00:00 | +| Max open trades | 5 | +| | | +| Total/Daily Avg Trades | 171 / 5.9 | +| Starting balance | 1200.000 USDT | +| Final balance | 1873.136 USDT | +| Absolute profit | 673.136 USDT | +| Total profit % | 56.09% | +| Avg. stake amount | 200.000 USDT | +| Total trade volume | 34200.000 USDT | +| | | +| Best Pair | ARX/USDT 46.3% | +| Worst Pair | LABS/USDT -3.9% | +| Best trade | ARX/USDT 14.03% | +| Worst trade | SFUND/USDT -17.8% | +| Best day | 74.527 USDT | +| Worst day | -14.185 USDT | +| Days win/draw/lose | 25 / 2 / 2 | +| Avg. Duration Winners | 1:00:00 | +| Avg. Duration Loser | 4:44:00 | +| Rejected Buy signals | 910 | +| | | +| Min balance | 1201.955 USDT | +| Max balance | 1897.290 USDT | +| Drawdown | 17.8% | +| Drawdown | 35.636 USDT | +| Drawdown high | 590.772 USDT | +| Drawdown low | 555.136 USDT | +| Drawdown Start | 2021-06-23 21:15:00 | +| Drawdown End | 2021-06-23 23:15:00 | +| Market change | -26.71% | +================================================ diff --git a/backtest_result_v102/20210701-0731.txt b/backtest_result_v102/20210701-0731.txt new file mode 100644 index 0000000..c0c9899 --- /dev/null +++ b/backtest_result_v102/20210701-0731.txt @@ -0,0 +1,133 @@ +=========================================================== BACKTESTING REPORT =========================================================== +| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | +|-------------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------| +| ARX/USDT | 22 | 2.13 | 46.86 | 93.815 | 7.82 | 1:03:00 | 21 0 1 95.5 | +| CGG/USDT | 21 | 2.16 | 45.38 | 90.848 | 7.57 | 0:44:00 | 18 0 3 85.7 | +| XAVA/USDT | 10 | 3.90 | 39.00 | 78.072 | 6.51 | 0:21:00 | 8 0 2 80.0 | +| BEPRO/USDT | 13 | 2.64 | 34.36 | 68.799 | 5.73 | 0:16:00 | 12 0 1 92.3 | +| ACE/USDT | 10 | 3.21 | 32.10 | 64.259 | 5.35 | 0:42:00 | 10 0 0 100 | +| TEL/USDT | 15 | 1.65 | 24.78 | 49.601 | 4.13 | 0:33:00 | 14 0 1 93.3 | +| DAG/USDT | 18 | 1.30 | 23.42 | 46.889 | 3.91 | 1:04:00 | 15 0 3 83.3 | +| BOSON/USDT | 22 | 1.04 | 22.94 | 45.918 | 3.83 | 1:18:00 | 19 0 3 86.4 | +| XDB/USDT | 15 | 1.38 | 20.68 | 41.411 | 3.45 | 2:32:00 | 12 0 3 80.0 | +| MANA/USDT | 3 | 4.85 | 14.56 | 29.157 | 2.43 | 0:37:00 | 3 0 0 100 | +| 2CRZ/USDT | 7 | 1.64 | 11.48 | 22.993 | 1.92 | 2:49:00 | 6 0 1 85.7 | +| DEGO/USDT | 10 | 1.07 | 10.73 | 21.476 | 1.79 | 0:28:00 | 8 0 2 80.0 | +| SHA/USDT | 5 | 2.00 | 10.01 | 20.043 | 1.67 | 2:26:00 | 4 0 1 80.0 | +| QNT/USDT | 2 | 4.95 | 9.91 | 19.836 | 1.65 | 0:40:00 | 2 0 0 100 | +| VELO/USDT | 8 | 1.17 | 9.35 | 18.712 | 1.56 | 0:28:00 | 7 0 1 87.5 | +| HTR/USDT | 8 | 1.02 | 8.18 | 16.376 | 1.36 | 0:26:00 | 5 0 3 62.5 | +| STRONG/USDT | 2 | 1.84 | 3.68 | 7.368 | 0.61 | 1:50:00 | 2 0 0 100 | +| ZCX/USDT | 2 | 1.51 | 3.01 | 6.034 | 0.50 | 0:20:00 | 2 0 0 100 | +| HORD/USDT | 2 | 1.43 | 2.85 | 5.709 | 0.48 | 0:42:00 | 2 0 0 100 | +| VRA/USDT | 5 | 0.50 | 2.51 | 5.021 | 0.42 | 0:25:00 | 4 0 1 80.0 | +| PDEX/USDT | 2 | 1.05 | 2.10 | 4.199 | 0.35 | 0:15:00 | 2 0 0 100 | +| ONE/USDT | 1 | 2.09 | 2.09 | 4.187 | 0.35 | 0:50:00 | 1 0 0 100 | +| MTV/USDT | 1 | 1.52 | 1.52 | 3.045 | 0.25 | 0:10:00 | 1 0 0 100 | +| TOKO/USDT | 1 | 1.43 | 1.43 | 2.866 | 0.24 | 0:15:00 | 1 0 0 100 | +| ICP/USDT | 1 | 0.96 | 0.96 | 1.923 | 0.16 | 0:05:00 | 1 0 0 100 | +| UNI/USDT | 1 | 0.94 | 0.94 | 1.883 | 0.16 | 0:20:00 | 1 0 0 100 | +| VET/USDT | 1 | 0.23 | 0.23 | 0.458 | 0.04 | 0:05:00 | 1 0 0 100 | +| ADA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ATOM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| AVAX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| BNB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| BTC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| BUY/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CAKE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CELO/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CHZ/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CKB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| COMP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| COTI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CRV/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| DGB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| DOT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ENJ/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| FIL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| FTM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| GRT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| IOST/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| KSM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| LTC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| NEO/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ORN/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| REN/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| SNX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| SUN/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| THETA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| TRX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| WAVES/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XEM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XLM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XRP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XTZ/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| YFI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ZEC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ZEN/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ZIL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| OMG/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ALGO/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ROSE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| BTT/USDT | 2 | -0.09 | -0.18 | -0.355 | -0.03 | 1:05:00 | 1 0 1 50.0 | +| SFUND/USDT | 7 | -0.12 | -0.81 | -1.628 | -0.14 | 3:39:00 | 6 0 1 85.7 | +| MATIC/USDT | 2 | -0.46 | -0.92 | -1.843 | -0.15 | 1:45:00 | 1 0 1 50.0 | +| TRIAS/USDT | 2 | -0.81 | -1.61 | -3.230 | -0.27 | 0:22:00 | 1 0 1 50.0 | +| DOGE/USDT | 1 | -2.65 | -2.65 | -5.301 | -0.44 | 2:30:00 | 0 0 1 0 | +| XDC/USDT | 2 | -1.38 | -2.77 | -5.538 | -0.46 | 1:02:00 | 1 0 1 50.0 | +| AXS/USDT | 4 | -0.92 | -3.68 | -7.368 | -0.61 | 1:38:00 | 3 0 1 75.0 | +| CHR/USDT | 2 | -2.40 | -4.81 | -9.627 | -0.80 | 1:38:00 | 1 0 1 50.0 | +| XCAD/USDT | 5 | -0.99 | -4.94 | -9.884 | -0.82 | 0:19:00 | 3 0 2 60.0 | +| MAN/USDT | 7 | -0.95 | -6.64 | -13.296 | -1.11 | 0:25:00 | 6 0 1 85.7 | +| REVV/USDT | 10 | -0.72 | -7.22 | -14.446 | -1.20 | 2:21:00 | 8 0 2 80.0 | +| LABS/USDT | 6 | -1.73 | -10.37 | -20.753 | -1.73 | 3:15:00 | 5 0 1 83.3 | +| SAND/USDT | 3 | -3.55 | -10.66 | -21.337 | -1.78 | 2:20:00 | 1 0 2 33.3 | +| ALBT/USDT | 4 | -3.43 | -13.72 | -27.460 | -2.29 | 0:51:00 | 2 0 2 50.0 | +| LOCG/USDT | 34 | -0.73 | -24.69 | -49.426 | -4.12 | 2:04:00 | 25 0 9 73.5 | +| TOTAL | 299 | 0.97 | 289.41 | 579.404 | 48.28 | 1:16:00 | 246 0 53 82.3 | +======================================================= SELL REASON STATS ======================================================== +| Sell Reason | Sells | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | +|--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------| +| trailing_stop_loss | 236 | 225 0 11 95.3 | 1.25 | 293.83 | 588.24 | 58.77 | +| sell_signal | 49 | 7 0 42 14.3 | -2.94 | -144.27 | -288.836 | -28.85 | +| roi | 14 | 14 0 0 100 | 9.99 | 139.86 | 280 | 27.97 | +====================================================== LEFT OPEN TRADES REPORT ====================================================== +| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | +|--------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------| +| TOTAL | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +=============== SUMMARY METRICS ================ +| Metric | Value | +|------------------------+---------------------| +| Backtesting from | 2021-07-01 00:00:00 | +| Backtesting to | 2021-07-31 00:00:00 | +| Max open trades | 5 | +| | | +| Total/Daily Avg Trades | 299 / 9.97 | +| Starting balance | 1200.000 USDT | +| Final balance | 1779.404 USDT | +| Absolute profit | 579.404 USDT | +| Total profit % | 48.28% | +| Avg. stake amount | 200.000 USDT | +| Total trade volume | 59800.000 USDT | +| | | +| Best Pair | ARX/USDT 46.86% | +| Worst Pair | LOCG/USDT -24.69% | +| Best trade | MANA/USDT 9.99% | +| Worst trade | LOCG/USDT -17.8% | +| Best day | 94.670 USDT | +| Worst day | -30.763 USDT | +| Days win/draw/lose | 23 / 0 / 6 | +| Avg. Duration Winners | 0:43:00 | +| Avg. Duration Loser | 3:49:00 | +| Rejected Buy signals | 1776 | +| | | +| Min balance | 1170.528 USDT | +| Max balance | 1786.267 USDT | +| Drawdown | 35.83% | +| Drawdown | 71.726 USDT | +| Drawdown high | 586.267 USDT | +| Drawdown low | 514.541 USDT | +| Drawdown Start | 2021-07-26 13:20:00 | +| Drawdown End | 2021-07-29 01:45:00 | +| Market change | 21.4% | +================================================ diff --git a/backtest_result_v102/20210801-0831.txt b/backtest_result_v102/20210801-0831.txt new file mode 100644 index 0000000..a5deaae --- /dev/null +++ b/backtest_result_v102/20210801-0831.txt @@ -0,0 +1,151 @@ +========================================================== BACKTESTING REPORT =========================================================== +| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | +|-------------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------| +| LOCG/USDT | 29 | 3.04 | 88.11 | 176.397 | 14.70 | 0:45:00 | 26 0 3 89.7 | +| CGG/USDT | 30 | 2.01 | 60.20 | 120.517 | 10.04 | 0:42:00 | 27 0 3 90.0 | +| LABS/USDT | 21 | 2.70 | 56.74 | 113.592 | 9.47 | 1:32:00 | 19 0 2 90.5 | +| ARX/USDT | 32 | 1.76 | 56.21 | 112.526 | 9.38 | 0:18:00 | 28 0 4 87.5 | +| QI/USDT | 26 | 1.79 | 46.55 | 93.190 | 7.77 | 1:03:00 | 24 0 2 92.3 | +| SFUND/USDT | 15 | 2.52 | 37.85 | 75.773 | 6.31 | 0:42:00 | 15 0 0 100 | +| XAVA/USDT | 23 | 1.61 | 36.98 | 74.034 | 6.17 | 0:39:00 | 21 0 2 91.3 | +| 2CRZ/USDT | 34 | 1.01 | 34.25 | 68.576 | 5.71 | 0:54:00 | 30 0 4 88.2 | +| PDEX/USDT | 17 | 1.93 | 32.83 | 65.723 | 5.48 | 0:44:00 | 16 0 1 94.1 | +| ACE/USDT | 16 | 1.70 | 27.15 | 54.364 | 4.53 | 1:18:00 | 14 0 2 87.5 | +| TOKO/USDT | 12 | 2.21 | 26.52 | 53.100 | 4.43 | 0:44:00 | 11 0 1 91.7 | +| TRIAS/USDT | 12 | 1.83 | 21.94 | 43.919 | 3.66 | 0:26:00 | 12 0 0 100 | +| MTV/USDT | 9 | 2.42 | 21.74 | 43.517 | 3.63 | 0:19:00 | 9 0 0 100 | +| MAN/USDT | 6 | 3.06 | 18.35 | 36.729 | 3.06 | 1:56:00 | 6 0 0 100 | +| HORD/USDT | 4 | 4.37 | 17.48 | 35.005 | 2.92 | 0:11:00 | 4 0 0 100 | +| BEPRO/USDT | 10 | 1.64 | 16.41 | 32.848 | 2.74 | 0:48:00 | 9 0 1 90.0 | +| MOVR/USDT | 7 | 2.19 | 15.31 | 30.660 | 2.56 | 0:28:00 | 6 0 1 85.7 | +| DYP/USDT | 3 | 4.91 | 14.73 | 29.485 | 2.46 | 0:10:00 | 3 0 0 100 | +| COTI/USDT | 8 | 1.80 | 14.42 | 28.866 | 2.41 | 1:08:00 | 8 0 0 100 | +| ERG/USDT | 4 | 2.75 | 10.99 | 22.010 | 1.83 | 0:35:00 | 4 0 0 100 | +| ALBT/USDT | 7 | 1.34 | 9.41 | 18.838 | 1.57 | 0:25:00 | 6 0 1 85.7 | +| SUN/USDT | 4 | 2.32 | 9.28 | 18.578 | 1.55 | 0:09:00 | 4 0 0 100 | +| DAG/USDT | 5 | 1.83 | 9.14 | 18.307 | 1.53 | 0:58:00 | 5 0 0 100 | +| SHA/USDT | 3 | 2.83 | 8.48 | 16.969 | 1.41 | 2:07:00 | 3 0 0 100 | +| TEL/USDT | 5 | 1.66 | 8.28 | 16.569 | 1.38 | 0:11:00 | 5 0 0 100 | +| XDB/USDT | 10 | 0.80 | 8.04 | 16.089 | 1.34 | 1:58:00 | 9 0 1 90.0 | +| REVV/USDT | 4 | 1.94 | 7.77 | 15.565 | 1.30 | 0:41:00 | 4 0 0 100 | +| VRA/USDT | 3 | 2.55 | 7.65 | 15.309 | 1.28 | 0:15:00 | 3 0 0 100 | +| XDC/USDT | 6 | 1.15 | 6.91 | 13.831 | 1.15 | 0:23:00 | 5 0 1 83.3 | +| CIRUS/USDT | 28 | 0.24 | 6.61 | 13.233 | 1.10 | 0:27:00 | 23 0 5 82.1 | +| SOL/USDT | 3 | 2.20 | 6.61 | 13.229 | 1.10 | 0:55:00 | 2 0 1 66.7 | +| XCAD/USDT | 3 | 1.85 | 5.55 | 11.114 | 0.93 | 0:32:00 | 3 0 0 100 | +| STRONG/USDT | 4 | 1.01 | 4.05 | 8.117 | 0.68 | 0:18:00 | 4 0 0 100 | +| CELO/USDT | 2 | 1.98 | 3.96 | 7.932 | 0.66 | 4:12:00 | 2 0 0 100 | +| SLP/USDT | 2 | 1.95 | 3.89 | 7.797 | 0.65 | 0:12:00 | 2 0 0 100 | +| AVAX/USDT | 2 | 1.62 | 3.24 | 6.488 | 0.54 | 0:08:00 | 2 0 0 100 | +| HTR/USDT | 3 | 1.05 | 3.14 | 6.294 | 0.52 | 0:07:00 | 3 0 0 100 | +| XRP/USDT | 2 | 1.14 | 2.29 | 4.576 | 0.38 | 0:08:00 | 2 0 0 100 | +| QNT/USDT | 1 | 2.12 | 2.12 | 4.246 | 0.35 | 0:15:00 | 1 0 0 100 | +| FTM/USDT | 2 | 1.05 | 2.11 | 4.222 | 0.35 | 0:30:00 | 2 0 0 100 | +| BOSON/USDT | 8 | 0.22 | 1.78 | 3.558 | 0.30 | 1:51:00 | 5 0 3 62.5 | +| ORN/USDT | 1 | 1.58 | 1.58 | 3.169 | 0.26 | 0:05:00 | 1 0 0 100 | +| CKB/USDT | 1 | 1.44 | 1.44 | 2.874 | 0.24 | 1:20:00 | 1 0 0 100 | +| DOGE/USDT | 1 | 1.32 | 1.32 | 2.652 | 0.22 | 2:20:00 | 1 0 0 100 | +| CQT/USDT | 1 | 1.13 | 1.13 | 2.269 | 0.19 | 0:05:00 | 1 0 0 100 | +| DEGO/USDT | 1 | 1.11 | 1.11 | 2.217 | 0.18 | 0:20:00 | 1 0 0 100 | +| AXS/USDT | 1 | 1.02 | 1.02 | 2.047 | 0.17 | 0:25:00 | 1 0 0 100 | +| MTL/USDT | 1 | 0.94 | 0.94 | 1.884 | 0.16 | 0:05:00 | 1 0 0 100 | +| AI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ADA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ATOM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| BNB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| BTC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| BTT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CAKE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CHR/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CHZ/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| COMP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CRV/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| DGB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| DOT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ENJ/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| FIL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| GRT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ICP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| IOST/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| IOTX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| LTC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| MANA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| MATIC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| NEAR/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| NEO/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ONE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| REN/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| SAND/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| SNX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| THETA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| TRX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| UNI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| VET/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| WAVES/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XEM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XLM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XPR/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XTZ/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| YFI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ZEC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ZEN/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ZIL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| LYXE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| OMG/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ALGO/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ZCX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ROSE/USDT | 1 | -1.05 | -1.05 | -2.101 | -0.18 | 1:10:00 | 0 0 1 0 | +| KSM/USDT | 2 | -0.64 | -1.28 | -2.564 | -0.21 | 1:58:00 | 1 0 1 50.0 | +| BUY/USDT | 6 | -0.22 | -1.32 | -2.643 | -0.22 | 1:54:00 | 4 0 2 66.7 | +| PYR/USDT | 1 | -3.18 | -3.18 | -6.357 | -0.53 | 1:30:00 | 0 0 1 0 | +| VELO/USDT | 3 | -1.42 | -4.27 | -8.545 | -0.71 | 3:37:00 | 2 0 1 66.7 | +| GALAX/USDT | 1 | -10.03 | -10.03 | -20.087 | -1.67 | 3:30:00 | 0 0 1 0 | +| TOTAL | 446 | 1.71 | 762.49 | 1526.507 | 127.21 | 0:50:00 | 401 0 45 89.9 | +======================================================= SELL REASON STATS ======================================================== +| Sell Reason | Sells | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | +|--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------| +| trailing_stop_loss | 368 | 359 0 9 97.6 | 1.76 | 646.83 | 1294.96 | 129.37 | +| sell_signal | 55 | 20 0 35 36.4 | -1.86 | -102.33 | -204.869 | -20.47 | +| roi | 22 | 22 0 0 100 | 9.99 | 219.78 | 440 | 43.96 | +| force_sell | 1 | 0 0 1 0 | -1.79 | -1.79 | -3.587 | -0.36 | +======================================================= LEFT OPEN TRADES REPORT ======================================================== +| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | +|-----------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------| +| MOVR/USDT | 1 | -1.79 | -1.79 | -3.587 | -0.30 | 0:15:00 | 0 0 1 0 | +| TOTAL | 1 | -1.79 | -1.79 | -3.587 | -0.30 | 0:15:00 | 0 0 1 0 | +=============== SUMMARY METRICS ================ +| Metric | Value | +|------------------------+---------------------| +| Backtesting from | 2021-08-01 00:00:00 | +| Backtesting to | 2021-08-31 00:00:00 | +| Max open trades | 5 | +| | | +| Total/Daily Avg Trades | 446 / 14.87 | +| Starting balance | 1200.000 USDT | +| Final balance | 2726.507 USDT | +| Absolute profit | 1526.507 USDT | +| Total profit % | 127.21% | +| Avg. stake amount | 200.000 USDT | +| Total trade volume | 89200.000 USDT | +| | | +| Best Pair | LOCG/USDT 88.11% | +| Worst Pair | GALAX/USDT -10.03% | +| Best trade | HORD/USDT 9.99% | +| Worst trade | 2CRZ/USDT -17.8% | +| Best day | 145.392 USDT | +| Worst day | -39.223 USDT | +| Days win/draw/lose | 27 / 0 / 3 | +| Avg. Duration Winners | 0:38:00 | +| Avg. Duration Loser | 2:46:00 | +| Rejected Buy signals | 2378 | +| | | +| Min balance | 1197.126 USDT | +| Max balance | 2765.730 USDT | +| Drawdown | 33.85% | +| Drawdown | 67.776 USDT | +| Drawdown high | 1352.485 USDT | +| Drawdown low | 1284.709 USDT | +| Drawdown Start | 2021-08-26 23:35:00 | +| Drawdown End | 2021-08-27 00:50:00 | +| Market change | 67.64% | +================================================ \ No newline at end of file diff --git a/backtest_result_v102/20210901-0930.txt b/backtest_result_v102/20210901-0930.txt new file mode 100644 index 0000000..fffed39 --- /dev/null +++ b/backtest_result_v102/20210901-0930.txt @@ -0,0 +1,160 @@ +=========================================================== BACKTESTING REPORT =========================================================== +| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | +|-------------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------| +| PBX/USDT | 15 | 2.41 | 36.14 | 72.359 | 6.03 | 0:43:00 | 14 0 1 93.3 | +| MTV/USDT | 12 | 2.91 | 34.95 | 69.972 | 5.83 | 0:17:00 | 12 0 0 100 | +| MOVR/USDT | 21 | 1.53 | 32.11 | 64.277 | 5.36 | 0:26:00 | 19 0 2 90.5 | +| GALAX/USDT | 20 | 1.60 | 31.94 | 63.940 | 5.33 | 1:25:00 | 19 0 1 95.0 | +| XPR/USDT | 9 | 2.29 | 20.60 | 41.242 | 3.44 | 0:19:00 | 8 0 1 88.9 | +| XDB/USDT | 14 | 1.31 | 18.33 | 36.702 | 3.06 | 1:37:00 | 13 0 1 92.9 | +| MAN/USDT | 5 | 3.62 | 18.12 | 36.283 | 3.02 | 0:35:00 | 5 0 0 100 | +| ACE/USDT | 9 | 1.96 | 17.60 | 35.243 | 2.94 | 0:27:00 | 9 0 0 100 | +| COTI/USDT | 7 | 2.38 | 16.63 | 33.286 | 2.77 | 0:30:00 | 6 0 1 85.7 | +| ROSE/USDT | 8 | 1.98 | 15.83 | 31.687 | 2.64 | 0:34:00 | 8 0 0 100 | +| YGG/USDT | 10 | 1.55 | 15.54 | 31.112 | 2.59 | 0:24:00 | 9 0 1 90.0 | +| QI/USDT | 11 | 1.37 | 15.03 | 30.081 | 2.51 | 1:48:00 | 10 0 1 90.9 | +| DAG/USDT | 4 | 3.56 | 14.25 | 28.535 | 2.38 | 0:21:00 | 4 0 0 100 | +| WILD/USDT | 9 | 1.58 | 14.20 | 28.437 | 2.37 | 0:53:00 | 7 0 2 77.8 | +| SFUND/USDT | 5 | 2.71 | 13.56 | 27.156 | 2.26 | 1:47:00 | 4 0 1 80.0 | +| FTM/USDT | 3 | 4.32 | 12.97 | 25.958 | 2.16 | 0:12:00 | 3 0 0 100 | +| XAVA/USDT | 10 | 1.24 | 12.35 | 24.726 | 2.06 | 3:52:00 | 9 0 1 90.0 | +| CELO/USDT | 6 | 2.05 | 12.30 | 24.629 | 2.05 | 0:12:00 | 6 0 0 100 | +| PDEX/USDT | 5 | 2.46 | 12.29 | 24.598 | 2.05 | 0:25:00 | 5 0 0 100 | +| BUY/USDT | 3 | 4.09 | 12.26 | 24.550 | 2.05 | 1:23:00 | 3 0 0 100 | +| ARX/USDT | 5 | 2.29 | 11.47 | 22.960 | 1.91 | 0:15:00 | 5 0 0 100 | +| AVAX/USDT | 5 | 2.09 | 10.47 | 20.956 | 1.75 | 0:08:00 | 4 0 1 80.0 | +| PYR/USDT | 11 | 0.85 | 9.36 | 18.747 | 1.56 | 0:46:00 | 10 0 1 90.9 | +| IOST/USDT | 2 | 4.36 | 8.71 | 17.439 | 1.45 | 0:20:00 | 1 0 1 50.0 | +| LSS/USDT | 6 | 1.44 | 8.65 | 17.316 | 1.44 | 0:48:00 | 5 0 1 83.3 | +| DYDX/USDT | 5 | 1.53 | 7.66 | 15.326 | 1.28 | 0:23:00 | 4 0 1 80.0 | +| SOL/USDT | 3 | 2.09 | 6.28 | 12.576 | 1.05 | 0:12:00 | 3 0 0 100 | +| LYXE/USDT | 3 | 1.93 | 5.78 | 11.580 | 0.96 | 0:12:00 | 3 0 0 100 | +| ONE/USDT | 3 | 1.72 | 5.17 | 10.341 | 0.86 | 0:07:00 | 3 0 0 100 | +| WOO/USDT | 4 | 1.20 | 4.79 | 9.580 | 0.80 | 0:22:00 | 4 0 0 100 | +| ZEN/USDT | 2 | 2.31 | 4.63 | 9.267 | 0.77 | 0:20:00 | 2 0 0 100 | +| WAVES/USDT | 1 | 4.55 | 4.55 | 9.111 | 0.76 | 0:40:00 | 1 0 0 100 | +| XTZ/USDT | 3 | 1.44 | 4.31 | 8.633 | 0.72 | 0:10:00 | 3 0 0 100 | +| SLP/USDT | 3 | 1.40 | 4.21 | 8.436 | 0.70 | 0:13:00 | 3 0 0 100 | +| ADA/USDT | 1 | 4.09 | 4.09 | 8.179 | 0.68 | 0:05:00 | 1 0 0 100 | +| LABS/USDT | 1 | 4.01 | 4.01 | 8.031 | 0.67 | 0:20:00 | 1 0 0 100 | +| 2CRZ/USDT | 3 | 1.33 | 4.00 | 8.016 | 0.67 | 0:15:00 | 3 0 0 100 | +| LOCG/USDT | 3 | 1.15 | 3.45 | 6.903 | 0.58 | 0:33:00 | 3 0 0 100 | +| ORN/USDT | 3 | 1.05 | 3.14 | 6.296 | 0.52 | 0:27:00 | 3 0 0 100 | +| FIL/USDT | 2 | 1.42 | 2.85 | 5.699 | 0.47 | 6:00:00 | 2 0 0 100 | +| ATOM/USDT | 1 | 2.83 | 2.83 | 5.663 | 0.47 | 0:05:00 | 1 0 0 100 | +| AXS/USDT | 1 | 2.80 | 2.80 | 5.602 | 0.47 | 0:05:00 | 1 0 0 100 | +| PHA/USDT | 1 | 2.78 | 2.78 | 5.562 | 0.46 | 0:10:00 | 1 0 0 100 | +| ERG/USDT | 2 | 1.34 | 2.67 | 5.351 | 0.45 | 0:30:00 | 2 0 0 100 | +| TOKO/USDT | 3 | 0.87 | 2.61 | 5.227 | 0.44 | 1:13:00 | 3 0 0 100 | +| CHR/USDT | 1 | 2.52 | 2.52 | 5.045 | 0.42 | 0:05:00 | 1 0 0 100 | +| STRONG/USDT | 4 | 0.61 | 2.44 | 4.887 | 0.41 | 0:42:00 | 3 0 1 75.0 | +| HTR/USDT | 2 | 1.02 | 2.04 | 4.083 | 0.34 | 0:45:00 | 1 0 1 50.0 | +| AI/USDT | 4 | 0.51 | 2.02 | 4.053 | 0.34 | 0:26:00 | 3 0 1 75.0 | +| COMP/USDT | 1 | 1.07 | 1.07 | 2.143 | 0.18 | 0:05:00 | 1 0 0 100 | +| ZCX/USDT | 1 | 1.01 | 1.01 | 2.022 | 0.17 | 0:05:00 | 1 0 0 100 | +| QNT/USDT | 4 | 0.17 | 0.68 | 1.362 | 0.11 | 0:44:00 | 3 0 1 75.0 | +| THETA/USDT | 1 | 0.51 | 0.51 | 1.014 | 0.08 | 0:35:00 | 1 0 0 100 | +| ALGO/USDT | 2 | 0.19 | 0.38 | 0.771 | 0.06 | 0:15:00 | 1 0 1 50.0 | +| BNB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| BTC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| BTT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CAKE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CHZ/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CIRUS/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CRV/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| DEGO/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| DGB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| DOGE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| DYP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| DOT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ENJ/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| GRT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| HBAR/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| HYDRA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| HORD/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ICP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| IOTX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| KSM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| LTC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| MANA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| MATIC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| MTL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| NEO/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| REVV/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ROUTE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| SAND/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| SHA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| SNX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| SUN/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| TRIAS/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| TRX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| UNI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| VET/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| VRA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XDC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XEM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XLM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XRP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| YFI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ZEC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ZIL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| OMG/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| TEL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| BEPRO/USDT | 1 | -0.34 | -0.34 | -0.683 | -0.06 | 0:20:00 | 0 0 1 0 | +| REN/USDT | 1 | -0.77 | -0.77 | -1.544 | -0.13 | 0:05:00 | 0 0 1 0 | +| CKB/USDT | 2 | -0.40 | -0.80 | -1.594 | -0.13 | 5:10:00 | 1 0 1 50.0 | +| CQT/USDT | 2 | -0.99 | -1.99 | -3.982 | -0.33 | 1:30:00 | 1 0 1 50.0 | +| NEAR/USDT | 2 | -1.77 | -3.54 | -7.087 | -0.59 | 1:58:00 | 1 0 1 50.0 | +| XCAD/USDT | 4 | -2.40 | -9.61 | -19.245 | -1.60 | 5:31:00 | 3 0 1 75.0 | +| BOSON/USDT | 2 | -5.15 | -10.31 | -20.632 | -1.72 | 3:12:00 | 0 0 2 0 | +| MEM/USDT | 2 | -8.22 | -16.43 | -32.901 | -2.74 | 3:35:00 | 1 0 1 50.0 | +| CGG/USDT | 5 | -3.38 | -16.90 | -33.838 | -2.82 | 3:34:00 | 2 0 3 40.0 | +| ALBT/USDT | 5 | -4.29 | -21.43 | -42.902 | -3.58 | 0:24:00 | 3 0 2 60.0 | +| VELO/USDT | 4 | -10.99 | -43.96 | -88.009 | -7.33 | 15:08:00 | 1 0 3 25.0 | +| TOTAL | 313 | 1.26 | 394.87 | 790.535 | 65.88 | 1:11:00 | 273 0 40 87.2 | +======================================================= SELL REASON STATS ======================================================== +| Sell Reason | Sells | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | +|--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------| +| trailing_stop_loss | 251 | 242 0 9 96.4 | 1.55 | 388.22 | 777.211 | 77.64 | +| sell_signal | 54 | 23 0 31 42.6 | -1.36 | -73.26 | -146.676 | -14.65 | +| roi | 8 | 8 0 0 100 | 9.99 | 79.92 | 160 | 15.98 | +====================================================== LEFT OPEN TRADES REPORT ====================================================== +| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | +|--------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------| +| TOTAL | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +=============== SUMMARY METRICS ================ +| Metric | Value | +|------------------------+---------------------| +| Backtesting from | 2021-09-01 00:00:00 | +| Backtesting to | 2021-09-30 00:00:00 | +| Max open trades | 5 | +| | | +| Total/Daily Avg Trades | 313 / 10.79 | +| Starting balance | 1200.000 USDT | +| Final balance | 1990.535 USDT | +| Absolute profit | 790.535 USDT | +| Total profit % | 65.88% | +| Avg. stake amount | 200.000 USDT | +| Total trade volume | 62600.000 USDT | +| | | +| Best Pair | PBX/USDT 36.14% | +| Worst Pair | VELO/USDT -43.96% | +| Best trade | BUY/USDT 9.99% | +| Worst trade | XCAD/USDT -17.8% | +| Best day | 110.342 USDT | +| Worst day | -33.332 USDT | +| Days win/draw/lose | 22 / 0 / 6 | +| Avg. Duration Winners | 0:39:00 | +| Avg. Duration Loser | 4:45:00 | +| Rejected Buy signals | 3413 | +| | | +| Min balance | 1207.510 USDT | +| Max balance | 1990.535 USDT | +| Drawdown | 42.25% | +| Drawdown | 84.589 USDT | +| Drawdown high | 417.931 USDT | +| Drawdown low | 333.342 USDT | +| Drawdown Start | 2021-09-12 08:50:00 | +| Drawdown End | 2021-09-12 19:25:00 | +| Market change | -5.02% | +================================================