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add backtest for v102
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jilv220 committed Oct 9, 2021
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129 changes: 129 additions & 0 deletions backtest_result_v102/20210501-0531.txt
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=========================================================== 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% |
================================================
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