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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 | 5.01 | 55.06 | 61.673 | 6.17 | 0:45:00 | 11 0 0 100 | | PEPE/USDT | 7 | 5.64 | 39.48 | 46.172 | 4.62 | 0:23:00 | 7 0 0 100 | | SHIB/USDT | 8 | 2.28 | 18.21 | 21.854 | 2.19 | 0:36:00 | 7 0 1 87.5 | | AGIX/USDT | 2 | 6.19 | 12.39 | 13.442 | 1.34 | 0:22:00 | 2 0 0 100 | | RAY/USDT | 3 | 4.41 | 13.24 | 13.311 | 1.33 | 0:50:00 | 3 0 0 100 | | BLUR/USDT | 2 | 5.74 | 11.49 | 12.173 | 1.22 | 0:46:00 | 2 0 0 100 | | GMT/USDT | 2 | 4.80 | 9.59 | 10.515 | 1.05 | 0:38:00 | 2 0 0 100 | | ORDI/USDT | 3 | 2.85 | 8.54 | 9.306 | 0.93 | 1:13:00 | 3 0 0 100 | | JASMY/USDT | 3 | 2.79 | 8.38 | 9.173 | 0.92 | 1:36:00 | 3 0 0 100 | | SEI/USDT | 1 | 8.79 | 8.79 | 8.943 | 0.89 | 0:05:00 | 1 0 0 100 | | JTO/USDT | 2 | 3.72 | 7.44 | 8.311 | 0.83 | 0:58:00 | 2 0 0 100 | | MEME/USDT | 2 | 3.53 | 7.06 | 8.279 | 0.83 | 0:53:00 | 2 0 0 100 | | REI/USDT | 1 | 6.19 | 6.19 | 7.908 | 0.79 | 0:24:00 | 1 0 0 100 | | WIF/USDT | 1 | 6.19 | 6.19 | 7.860 | 0.79 | 0:14:00 | 1 0 0 100 | | WLD/USDT | 2 | 3.40 | 6.81 | 7.690 | 0.77 | 0:56:00 | 2 0 0 100 | | DOGE/USDT | 1 | 6.19 | 6.19 | 7.686 | 0.77 | 0:12:00 | 1 0 0 100 | | FET/USDT | 1 | 6.19 | 6.19 | 7.684 | 0.77 | 0:33:00 | 1 0 0 100 | | FLOKI/USDT | 1 | 6.19 | 6.19 | 6.984 | 0.70 | 0:21:00 | 1 0 0 100 | | ID/USDT | 1 | 6.19 | 6.19 | 6.486 | 0.65 | 0:49:00 | 1 0 0 100 | | BNB/USDT | 1 | 6.19 | 6.19 | 6.433 | 0.64 | 0:46:00 | 1 0 0 100 | | ICP/USDT | 2 | 2.70 | 5.39 | 6.388 | 0.64 | 1:07:00 | 2 0 0 100 | | ARPA/USDT | 1 | 6.19 | 6.19 | 6.302 | 0.63 | 0:11:00 | 1 0 0 100 | | RUNE/USDT | 1 | 3.91 | 3.91 | 4.089 | 0.41 | 0:50:00 | 1 0 0 100 | | EOS/USDT | 1 | 2.70 | 2.70 | 3.347 | 0.33 | 1:17:00 | 1 0 0 100 | | ZRX/USDT | 1 | 2.70 | 2.70 | 2.971 | 0.30 | 0:55:00 | 1 0 0 100 | | LRC/USDT | 1 | 2.70 | 2.70 | 2.821 | 0.28 | 0:50:00 | 1 0 0 100 | | FIL/USDT | 1 | 2.70 | 2.70 | 2.781 | 0.28 | 1:05:00 | 1 0 0 100 | | PIXEL/USDT | 1 | 0.98 | 0.98 | 1.108 | 0.11 | 2:34:00 | 1 0 0 100 | | KEY/USDT | 2 | 0.14 | 0.27 | 0.308 | 0.03 | 13:24:00 | 1 1 0 100 | | XRP/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 | | TIA/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 | | XLM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | MANA/USDT | 1 | 0.00 | 0.00 | 0.000 | 0.00 | 2:34:00 | 0 1 0 0 | | AVAX/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 | | LINK/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 | | MINA/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 | | OP/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 | | TRX/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 | | AXS/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 | | UNI/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 | | ADA/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 | | DOT/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 | | LPT/USDT | 1 | 0.00 | 0.00 | 0.000 | 0.00 | 2:35:00 | 0 1 0 0 | | CFX/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 | | SAND/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 | | GALA/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 | | JUP/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 | | MANTA/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 | | SUI/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 | | FTM/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 | | ETH/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 | | APT/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 | | ARB/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 | | BAT/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 | | WBTC/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 | | PYTH/USDT | 2 | -5.98 | -11.96 | -15.644 | -1.56 | 0:14:00 | 1 0 1 50.0 | | TOTAL | 71 | 3.74 | 265.42 | 296.356 | 29.64 | 1:12:00 | 65 4 2 91.5 | ======================================================= 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 | 71 | 3.74 | 265.42 | 296.356 | 29.64 | 1:12:00 | 65 4 2 91.5 | | TOTAL | 71 | 3.74 | 265.42 | 296.356 | 29.64 | 1:12:00 | 65 4 2 91.5 | ===================================================== EXIT REASON STATS ===================================================== | Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | |---------------+---------+--------------------------+----------------+----------------+-------------------+----------------| | roi | 69 | 65 4 0 100 | 4.37 | 301.73 | 341.144 | 30.17 | | stop_loss | 2 | 0 0 2 0 | -18.15 | -36.3 | -44.788 | -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 | 71 / 0.78 | | Starting balance | 1000 USDT | | Final balance | 1296.356 USDT | | Absolute profit | 296.356 USDT | | Total profit % | 29.64% | | CAGR % | 183.23% | | Sortino | 457.47 | | Sharpe | 12.11 | | Calmar | 345.99 | | Profit factor | 7.62 | | Expectancy (Ratio) | 4.17 (0.13) | | Trades per day | 0.78 | | Avg. daily profit % | 0.33% | | Avg. stake amount | 113.106 USDT | | Total trade volume | 8030.537 USDT | | | | | Best Pair | BONK/USDT 55.06% | | Worst Pair | PYTH/USDT -11.96% | | Best trade | SEI/USDT 8.79% | | Worst trade | PYTH/USDT -18.15% | | Best day | 77.165 USDT | | Worst day | 0 USDT | | Days win/draw/lose | 18 / 71 / 0 | | Avg. Duration Winners | 0:48:00 | | Avg. Duration Loser | 0:20:00 | | Max Consecutive Wins / Loss | 22 / 1 | | Rejected Entry signals | 60 | | Entry/Exit Timeouts | 0 / 0 | | | | | Min balance | 1004.61 USDT | | Max balance | 1296.356 USDT | | Max % of account underwater | 1.80% | | Absolute Drawdown (Account) | 1.80% | | Absolute Drawdown | 22.53 USDT | | Drawdown high | 252.861 USDT | | Drawdown low | 230.331 USDT | | Drawdown Start | 2024-03-05 17:46:00 | | 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 | 71 | 3.74 | 265.42 | 296.356 | 29.64 | 1:12:00 | 65 4 2 91.5 | 22.53 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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