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Result for strategy E0V1E ============================================================ BACKTESTING REPORT ============================================================ | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | |------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------| | REI/USDT | 4 | 5.20 | 20.82 | 50.720 | 5.07 | 0:52:00 | 4 0 0 100 | | GALA/USDT | 1 | 18.18 | 18.18 | 48.193 | 4.82 | 0:29:00 | 1 0 0 100 | | WIF/USDT | 3 | 5.86 | 17.59 | 40.577 | 4.06 | 0:57:00 | 3 0 0 100 | | FLOKI/USDT | 4 | 3.72 | 14.90 | 33.001 | 3.30 | 0:58:00 | 4 0 0 100 | | PEPE/USDT | 2 | 5.99 | 11.97 | 26.448 | 2.64 | 0:54:00 | 2 0 0 100 | | JUP/USDT | 2 | 3.99 | 7.99 | 19.431 | 1.94 | 1:00:00 | 2 0 0 100 | | ARPA/USDT | 1 | 8.79 | 8.79 | 17.518 | 1.75 | 0:47:00 | 1 0 0 100 | | BONK/USDT | 3 | 2.42 | 7.26 | 15.388 | 1.54 | 0:57:00 | 3 0 0 100 | | RAY/USDT | 2 | 2.80 | 5.59 | 13.020 | 1.30 | 1:06:00 | 2 0 0 100 | | PIXEL/USDT | 2 | 2.71 | 5.42 | 12.438 | 1.24 | 1:10:00 | 1 1 0 100 | | AEVO/USDT | 1 | 4.46 | 4.46 | 10.833 | 1.08 | 0:57:00 | 1 0 0 100 | | JTO/USDT | 2 | 2.00 | 4.00 | 10.352 | 1.04 | 1:12:00 | 2 0 0 100 | | ORDI/USDT | 1 | 4.71 | 4.71 | 9.538 | 0.95 | 0:57:00 | 1 0 0 100 | | WLD/USDT | 1 | 3.98 | 3.98 | 9.102 | 0.91 | 0:57:00 | 1 0 0 100 | | JASMY/USDT | 2 | 1.31 | 2.61 | 5.362 | 0.54 | 1:32:00 | 1 1 0 100 | | AXS/USDT | 1 | 2.00 | 2.00 | 5.227 | 0.52 | 1:21:00 | 1 0 0 100 | | APT/USDT | 1 | 2.00 | 2.00 | 5.227 | 0.52 | 1:05:00 | 1 0 0 100 | | CFX/USDT | 1 | 2.00 | 2.00 | 5.122 | 0.51 | 1:03:00 | 1 0 0 100 | | MANTA/USDT | 1 | 2.00 | 2.00 | 5.122 | 0.51 | 0:57:00 | 1 0 0 100 | | PYTH/USDT | 1 | 2.31 | 2.31 | 4.793 | 0.48 | 0:57:00 | 1 0 0 100 | | SHIB/USDT | 1 | 2.07 | 2.07 | 4.334 | 0.43 | 0:57:00 | 1 0 0 100 | | OP/USDT | 1 | 2.00 | 2.00 | 4.331 | 0.43 | 0:57:00 | 1 0 0 100 | | UNI/USDT | 1 | 2.00 | 2.00 | 4.330 | 0.43 | 1:13:00 | 1 0 0 100 | | TIA/USDT | 1 | 2.00 | 2.00 | 4.328 | 0.43 | 1:16:00 | 1 0 0 100 | | THETA/USDT | 1 | 2.00 | 2.00 | 4.327 | 0.43 | 1:15:00 | 1 0 0 100 | | FTM/USDT | 1 | 2.00 | 2.00 | 4.324 | 0.43 | 1:01:00 | 1 0 0 100 | | ARKM/USDT | 1 | 2.00 | 2.00 | 4.102 | 0.41 | 1:17:00 | 1 0 0 100 | | KEY/USDT | 1 | 1.90 | 1.90 | 3.885 | 0.39 | 1:23:00 | 1 0 0 100 | | ID/USDT | 1 | 1.02 | 1.02 | 2.512 | 0.25 | 1:23:00 | 1 0 0 100 | | LTC/USDT | 1 | 0.69 | 0.69 | 1.793 | 0.18 | 1:23:00 | 1 0 0 100 | | MKR/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 | | CAKE/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 | | WBTC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | FLOW/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 | | SOL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | ETC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | MINA/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 | | SUI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | GMT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | BLUR/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | EOS/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 | | MEME/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 | | LINK/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 | | BCH/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | DOGE/USDT | 1 | 0.00 | 0.00 | 0.000 | 0.00 | 1:28:00 | 0 1 0 0 | | ZRX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | LRC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | STRK/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | MASK/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 | | GRT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | LPT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | INJ/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 | | BAT/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 | | ICP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | ACH/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | APE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | FET/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | SEI/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 | | STX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | RUNE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | ARB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | AAVE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | ETH/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 | | SAND/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 | | TOTAL | 47 | 3.54 | 166.25 | 385.678 | 38.57 | 1:04:00 | 44 3 0 100 | ======================================================= LEFT OPEN TRADES REPORT ======================================================== | Pair | Entries | 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 | =========================================================== ENTER TAG STATS =========================================================== | TAG | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | |-------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------| | buy_1 | 47 | 3.54 | 166.25 | 385.678 | 38.57 | 1:04:00 | 44 3 0 100 | | TOTAL | 47 | 3.54 | 166.25 | 385.678 | 38.57 | 1:04:00 | 44 3 0 100 | ===================================================== EXIT REASON STATS ===================================================== | Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | |---------------+---------+--------------------------+----------------+----------------+-------------------+----------------| | roi | 47 | 44 3 0 100 | 3.54 | 166.25 | 385.678 | 33.25 | ===================== SUMMARY METRICS ===================== | Metric | Value | |-----------------------------+---------------------------| | Backtesting from | 2023-12-15 00:00:00 | | Backtesting to | 2024-06-15 00:00:00 | | Max open trades | 5 | | | | | Total/Daily Avg Trades | 47 / 0.26 | | Starting balance | 1000 USDT | | Final balance | 1385.678 USDT | | Absolute profit | 385.678 USDT | | Total profit % | 38.57% | | CAGR % | 91.67% | | Sortino | -100.00 | | Sharpe | 5.12 | | Calmar | -100.00 | | Profit factor | 0.00 | | Expectancy (Ratio) | 8.21 (100.00) | | Trades per day | 0.26 | | Avg. daily profit % | 0.21% | | Avg. stake amount | 230.988 USDT | | Total trade volume | 10856.459 USDT | | | | | Best Pair | REI/USDT 20.82% | | Worst Pair | MKR/USDT 0.00% | | Best trade | GALA/USDT 18.18% | | Worst trade | JASMY/USDT 0.00% | | Best day | 48.255 USDT | | Worst day | 0 USDT | | Days win/draw/lose | 22 / 136 / 0 | | Avg. Duration Winners | 1:01:00 | | Avg. Duration Loser | 0:00:00 | | Max Consecutive Wins / Loss | 31 / 1 | | Rejected Entry signals | 9 | | Entry/Exit Timeouts | 0 / 0 | | | | | Min balance | 0 USDT | | Max balance | 0 USDT | | Max % of account underwater | 0.00% | | Absolute Drawdown (Account) | 0.00% | | Absolute Drawdown | 0 USDT | | Drawdown high | 0 USDT | | Drawdown low | 0 USDT | | Drawdown Start | 1970-01-01 00:00:00+00:00 | | Drawdown End | 1970-01-01 00:00:00+00:00 | | Market change | 38.04% | =========================================================== Backtested 2023-12-15 00:00:00 -> 2024-06-15 00:00:00 | Max open trades : 5 ===================================================================== STRATEGY SUMMARY ===================================================================== | Strategy | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | Drawdown | |------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------+---------------| | E0V1E | 47 | 3.54 | 166.25 | 385.678 | 38.57 | 1:04:00 | 44 3 0 100 | 0 USDT 0.00% | ============================================================================================================================================================ For more details, please look at the detail tables above
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This is my personal hyperopt version of E0V1E strategy
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