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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 | 7 | 3.91 | 27.34 | 70.188 | 7.02 | 1:07:00 | 7 0 0 100 | | BONK/USDT | 7 | 4.30 | 30.07 | 65.388 | 6.54 | 1:22:00 | 6 1 0 100 | | SHIB/USDT | 4 | 6.19 | 24.75 | 57.954 | 5.80 | 0:21:00 | 4 0 0 100 | | WIF/USDT | 4 | 5.09 | 20.38 | 52.032 | 5.20 | 0:33:00 | 4 0 0 100 | | FLOKI/USDT | 4 | 5.09 | 20.38 | 44.915 | 4.49 | 0:27:00 | 4 0 0 100 | | PEPE/USDT | 3 | 5.02 | 15.07 | 33.669 | 3.37 | 0:48:00 | 3 0 0 100 | | PIXEL/USDT | 2 | 4.26 | 8.53 | 23.403 | 2.34 | 0:44:00 | 2 0 0 100 | | ORDI/USDT | 3 | 2.95 | 8.86 | 23.385 | 2.34 | 1:01:00 | 3 0 0 100 | | ARKM/USDT | 2 | 3.45 | 6.89 | 17.448 | 1.74 | 1:04:00 | 2 0 0 100 | | GALA/USDT | 1 | 5.09 | 5.09 | 14.699 | 1.47 | 0:59:00 | 1 0 0 100 | | ZRX/USDT | 1 | 5.72 | 5.72 | 14.462 | 1.45 | 0:18:00 | 1 0 0 100 | | WLD/USDT | 3 | 2.17 | 6.51 | 13.998 | 1.40 | 1:13:00 | 3 0 0 100 | | LRC/USDT | 2 | 2.87 | 5.73 | 13.046 | 1.30 | 1:22:00 | 2 0 0 100 | | RAY/USDT | 1 | 5.09 | 5.09 | 12.738 | 1.27 | 0:43:00 | 1 0 0 100 | | MEME/USDT | 1 | 5.09 | 5.09 | 10.915 | 1.09 | 0:22:00 | 1 0 0 100 | | GMT/USDT | 1 | 5.09 | 5.09 | 10.346 | 1.03 | 0:32:00 | 1 0 0 100 | | KEY/USDT | 4 | 0.90 | 3.60 | 10.338 | 1.03 | 6:25:00 | 2 2 0 100 | | DOT/USDT | 1 | 1.80 | 1.80 | 5.096 | 0.51 | 1:28:00 | 1 0 0 100 | | AAVE/USDT | 1 | 1.80 | 1.80 | 5.096 | 0.51 | 2:04:00 | 1 0 0 100 | | LPT/USDT | 1 | 1.80 | 1.80 | 5.095 | 0.51 | 1:34:00 | 1 0 0 100 | | AEVO/USDT | 1 | 1.80 | 1.80 | 4.849 | 0.48 | 1:09:00 | 1 0 0 100 | | UNI/USDT | 1 | 1.80 | 1.80 | 4.384 | 0.44 | 1:13:00 | 1 0 0 100 | | THETA/USDT | 1 | 1.80 | 1.80 | 3.727 | 0.37 | 1:08:00 | 1 0 0 100 | | JASMY/USDT | 1 | 1.80 | 1.80 | 3.702 | 0.37 | 2:24:00 | 1 0 0 100 | | JUP/USDT | 1 | 1.80 | 1.80 | 3.688 | 0.37 | 1:12:00 | 1 0 0 100 | | BLUR/USDT | 1 | 1.80 | 1.80 | 3.638 | 0.36 | 1:11:00 | 1 0 0 100 | | 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 | | ACH/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 | | PYTH/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 | | BTC/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 | | APT/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 | | MASK/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 | | XLM/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 | | OP/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 | | ARB/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 | | BAT/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 | | JTO/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 | | XRP/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 | | ARPA/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 | | LINK/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 | | ATOM/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 | | FIL/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 | | INJ/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 | | AXS/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 | | SAND/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 | | FET/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 | | BCH/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 | | MANTA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | ID/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 | | SEI/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 | | TIA/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 | | DOGE/USDT | 2 | -7.73 | -15.45 | -37.145 | -3.71 | 2:29:00 | 1 0 1 50.0 | | TOTAL | 61 | 3.36 | 204.94 | 491.056 | 49.11 | 1:24:00 | 57 3 1 93.4 | ======================================================= 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 | 61 | 3.36 | 204.94 | 491.056 | 49.11 | 1:24:00 | 57 3 1 93.4 | | TOTAL | 61 | 3.36 | 204.94 | 491.056 | 49.11 | 1:24:00 | 57 3 1 93.4 | ===================================================== EXIT REASON STATS ===================================================== | Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | |---------------+---------+--------------------------+----------------+----------------+-------------------+----------------| | roi | 60 | 57 3 0 100 | 3.72 | 223.1 | 534.443 | 44.62 | | stop_loss | 1 | 0 0 1 0 | -18.16 | -18.16 | -43.387 | -3.63 | ================== 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 | 61 / 0.33 | | Starting balance | 1000 USDT | | Final balance | 1491.056 USDT | | Absolute profit | 491.056 USDT | | Total profit % | 49.11% | | CAGR % | 121.84% | | Sortino | -100.00 | | Sharpe | 6.09 | | Calmar | 145.40 | | Profit factor | 12.32 | | Expectancy (Ratio) | 8.05 (0.14) | | Trades per day | 0.33 | | Avg. daily profit % | 0.27% | | Avg. stake amount | 240.444 USDT | | Total trade volume | 14667.074 USDT | | | | | Best Pair | BONK/USDT 30.07% | | Worst Pair | DOGE/USDT -15.45% | | Best trade | BONK/USDT 11.19% | | Worst trade | DOGE/USDT -18.16% | | Best day | 83.601 USDT | | Worst day | 0 USDT | | Days win/draw/lose | 29 / 146 / 0 | | Avg. Duration Winners | 0:56:00 | | Avg. Duration Loser | 3:50:00 | | Max Consecutive Wins / Loss | 25 / 1 | | Rejected Entry signals | 154 | | Entry/Exit Timeouts | 0 / 0 | | | | | Min balance | 1000 USDT | | Max balance | 1491.056 USDT | | Max % of account underwater | 3.53% | | Absolute Drawdown (Account) | 3.53% | | Absolute Drawdown | 43.387 USDT | | Drawdown high | 230.552 USDT | | Drawdown low | 187.165 USDT | | Drawdown Start | 2024-03-05 16:25:00 | | Drawdown End | 2024-03-05 19:55:00 | | 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 | 61 | 3.36 | 204.94 | 491.056 | 49.11 | 1:24:00 | 57 3 1 93.4 | 43.387 USDT 3.53% | ================================================================================================================================================================= 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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