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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% | |------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------| | BONK/USDT | 11 | 4.58 | 50.41 | 57.257 | 5.73 | 1:17:00 | 10 1 0 100 | | PEPE/USDT | 6 | 4.95 | 29.69 | 34.718 | 3.47 | 0:39:00 | 6 0 0 100 | | SHIB/USDT | 7 | 2.50 | 17.51 | 20.550 | 2.05 | 0:48:00 | 6 0 1 85.7 | | AGIX/USDT | 2 | 7.79 | 15.58 | 16.649 | 1.66 | 0:26:00 | 2 0 0 100 | | ORDI/USDT | 4 | 3.83 | 15.31 | 15.815 | 1.58 | 0:58:00 | 4 0 0 100 | | BLUR/USDT | 2 | 7.42 | 14.83 | 15.670 | 1.57 | 1:17:00 | 2 0 0 100 | | WIF/USDT | 2 | 4.83 | 9.67 | 12.214 | 1.22 | 0:32:00 | 2 0 0 100 | | SEI/USDT | 1 | 12.09 | 12.09 | 12.174 | 1.22 | 0:14:00 | 1 0 0 100 | | JASMY/USDT | 3 | 3.50 | 10.49 | 11.524 | 1.15 | 1:17:00 | 3 0 0 100 | | GMT/USDT | 2 | 5.08 | 10.16 | 11.138 | 1.11 | 0:40:00 | 2 0 0 100 | | FLOKI/USDT | 2 | 4.42 | 8.85 | 10.496 | 1.05 | 0:32:00 | 2 0 0 100 | | ARPA/USDT | 1 | 9.69 | 9.69 | 9.765 | 0.98 | 0:32:00 | 1 0 0 100 | | WLD/USDT | 2 | 3.50 | 6.99 | 7.916 | 0.79 | 0:48:00 | 2 0 0 100 | | RAY/USDT | 2 | 3.50 | 6.99 | 6.975 | 0.70 | 0:45:00 | 2 0 0 100 | | REI/USDT | 1 | 5.33 | 5.33 | 6.787 | 0.68 | 0:32:00 | 1 0 0 100 | | JUP/USDT | 2 | 3.02 | 6.03 | 6.583 | 0.66 | 1:48:00 | 2 0 0 100 | | NEAR/USDT | 1 | 3.50 | 3.50 | 4.316 | 0.43 | 1:34:00 | 1 0 0 100 | | BAT/USDT | 1 | 3.50 | 3.50 | 4.314 | 0.43 | 1:16:00 | 1 0 0 100 | | THETA/USDT | 2 | 1.75 | 3.50 | 4.313 | 0.43 | 2:00:00 | 1 1 0 100 | | ETC/USDT | 1 | 3.50 | 3.50 | 4.238 | 0.42 | 1:30:00 | 1 0 0 100 | | DOGE/USDT | 2 | 1.75 | 3.50 | 4.234 | 0.42 | 1:52:00 | 1 1 0 100 | | MEME/USDT | 1 | 3.50 | 3.50 | 4.176 | 0.42 | 0:32:00 | 1 0 0 100 | | ICP/USDT | 1 | 3.50 | 3.50 | 3.953 | 0.40 | 2:15:00 | 1 0 0 100 | | JTO/USDT | 1 | 3.50 | 3.50 | 3.676 | 0.37 | 0:32:00 | 1 0 0 100 | | RUNE/USDT | 1 | 3.50 | 3.50 | 3.675 | 0.37 | 0:32:00 | 1 0 0 100 | | ID/USDT | 1 | 3.50 | 3.50 | 3.671 | 0.37 | 0:49:00 | 1 0 0 100 | | BNB/USDT | 1 | 3.50 | 3.50 | 3.632 | 0.36 | 0:36:00 | 1 0 0 100 | | FIL/USDT | 1 | 1.40 | 1.40 | 1.579 | 0.16 | 2:26:00 | 1 0 0 100 | | PIXEL/USDT | 1 | 1.35 | 1.35 | 1.527 | 0.15 | 2:26:00 | 1 0 0 100 | | KEY/USDT | 2 | 0.52 | 1.04 | 1.181 | 0.12 | 13:20:00 | 1 1 0 100 | | SUI/USDT | 1 | 0.75 | 0.75 | 0.930 | 0.09 | 2:26:00 | 1 0 0 100 | | ZRX/USDT | 1 | 0.62 | 0.62 | 0.693 | 0.07 | 2:26:00 | 1 0 0 100 | | LPT/USDT | 1 | 0.29 | 0.29 | 0.325 | 0.03 | 2:26:00 | 1 0 0 100 | | APT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | OP/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 | | AVAX/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 | | LTC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | FRONT/USDT | 1 | 0.00 | 0.00 | 0.000 | 0.00 | 3:49:00 | 0 1 0 0 | | STX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | MKR/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 | | RNDR/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 | | MANTA/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 | | MINA/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 | | STRK/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 | | FET/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 | | APE/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 | | XLM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | CFX/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 | | XRP/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 | | TRX/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 | | UNI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | ARKM/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 | | SAND/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 | | EOS/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | AXS/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 | | AEVO/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 | | GALA/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 | | TIA/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 | | FTM/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 | | ATOM/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 | | PYTH/USDT | 2 | -6.19 | -12.39 | -15.984 | -1.60 | 0:17:00 | 1 0 1 50.0 | | TOTAL | 73 | 3.58 | 261.17 | 290.677 | 29.07 | 1:28:00 | 66 5 2 90.4 | ======================================================= 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 | 73 | 3.58 | 261.17 | 290.677 | 29.07 | 1:28:00 | 66 5 2 90.4 | | TOTAL | 73 | 3.58 | 261.17 | 290.677 | 29.07 | 1:28:00 | 66 5 2 90.4 | ===================================================== EXIT REASON STATS ===================================================== | Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | |---------------+---------+--------------------------+----------------+----------------+-------------------+----------------| | roi | 71 | 66 5 0 100 | 4.19 | 297.47 | 335.151 | 29.75 | | stop_loss | 2 | 0 0 2 0 | -18.15 | -36.3 | -44.474 | -3.63 | ================== SUMMARY METRICS ================== | Metric | Value | |-----------------------------+---------------------| | Backtesting from | 2023-12-15 00:00:00 | | Backtesting to | 2024-03-15 00:00:00 | | Max open trades | 10 | | | | | Total/Daily Avg Trades | 73 / 0.8 | | Starting balance | 1000 USDT | | Final balance | 1290.677 USDT | | Absolute profit | 290.677 USDT | | Total profit % | 29.07% | | CAGR % | 178.28% | | Sortino | 364.44 | | Sharpe | 11.33 | | Calmar | 339.33 | | Profit factor | 7.54 | | Expectancy (Ratio) | 3.98 (0.11) | | Trades per day | 0.8 | | Avg. daily profit % | 0.32% | | Avg. stake amount | 112.976 USDT | | Total trade volume | 8247.215 USDT | | | | | Best Pair | BONK/USDT 50.41% | | Worst Pair | PYTH/USDT -12.39% | | Best trade | SEI/USDT 12.09% | | Worst trade | PYTH/USDT -18.15% | | Best day | 68.813 USDT | | Worst day | 0 USDT | | Days win/draw/lose | 18 / 70 / 0 | | Avg. Duration Winners | 1:02:00 | | Avg. Duration Loser | 0:20:00 | | Max Consecutive Wins / Loss | 26 / 2 | | Rejected Entry signals | 68 | | Entry/Exit Timeouts | 0 / 0 | | | | | Min balance | 1000 USDT | | Max balance | 1290.677 USDT | | Max % of account underwater | 1.80% | | Absolute Drawdown (Account) | 1.80% | | Absolute Drawdown | 22.404 USDT | | Drawdown high | 245.766 USDT | | Drawdown low | 223.361 USDT | | Drawdown Start | 2024-03-05 17:45:00 | | Drawdown End | 2024-03-05 19:57:00 | | Market change | 120.41% | ===================================================== Backtested 2023-12-15 00:00:00 -> 2024-03-15 00:00:00 | Max open trades : 10 ======================================================================== STRATEGY SUMMARY ======================================================================= | Strategy | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | Drawdown | |------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------+--------------------| | E0V1E | 73 | 3.58 | 261.17 | 290.677 | 29.07 | 1:28:00 | 66 5 2 90.4 | 22.404 USDT 1.80% | ================================================================================================================================================================= 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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