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docs: update backtesting docs

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Matthias
2026-04-12 10:00:16 +02:00
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@@ -160,118 +160,131 @@ The most important in the backtesting is to understand the result.
A backtesting result will look like that: A backtesting result will look like that:
``` ```
BACKTESTING REPORT BACKTESTING REPORT
┏━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┏━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ ┡━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ LTC/USDT:USDT │ 16 │ 1.0 │ 56.176 │ 5.62 │ 16:16:00 │ 16 0 0 100 │ │ LTC/USDT:USDT │ 16 │ 1.01 │ 56.882 │ 5.69 │ 16:16:00 │ 16 0 0 100 │
│ ETC/USDT:USDT │ 12 │ 0.72 │ 30.936 │ 3.09 │ 9:55:00 │ 11 0 1 91.7 │ │ ETC/USDT:USDT │ 12 │ 0.73 │ 31.513 │ 3.15 │ 9:55:00 │ 11 0 1 91.7 │
│ ETH/USDT:USDT │ 8 │ 0.66 │ 17.864 │ 1.79 │ 1 day, 13:55:00 │ 7 0 1 87.5 │ │ ETH/USDT:USDT │ 8 │ 0.69 │ 18.659 │ 1.87 │ 1 day, 13:55:00 │ 7 0 1 87.5 │
│ XLM/USDT:USDT │ 10 │ 0.31 │ 11.054 │ 1.11 │ 12:08:00 │ 9 0 1 90.0 │ │ XLM/USDT:USDT │ 10 │ 0.3 │ 10.694 │ 1.07 │ 12:08:00 │ 9 0 1 90.0 │
│ BTC/USDT:USDT │ 8 │ 0.21 │ 7.289 │ 0.73 │ 3 days, 1:24:00 │ 6 0 2 75.0 │ │ BTC/USDT:USDT │ 8 │ 0.22 │ 7.502 │ 0.75 │ 3 days, 1:24:00 │ 6 0 2 75.0 │
│ XRP/USDT:USDT │ 9 │ -0.14 │ -7.261 │ -0.73 │ 21:18:00 │ 8 0 1 88.9 │ │ XRP/USDT:USDT │ 9 │ -0.13 │ -6.837 │ -0.68 │ 21:18:00 │ 8 0 1 88.9 │
│ DOT/USDT:USDT │ 6 │ -0.4 │ -9.187 │ -0.92 │ 5:35:00 │ 4 0 2 66.7 │ │ DOT/USDT:USDT │ 6 │ -0.39 │ -9.169 │ -0.92 │ 5:35:00 │ 4 0 2 66.7 │
│ ADA/USDT:USDT │ 8 │ -1.76 │ -52.098 │ -5.21 │ 11:38:00 │ 6 0 2 75.0 │ │ ADA/USDT:USDT │ 8 │ -1.75 │ -52.089 │ -5.21 │ 11:38:00 │ 6 0 2 75.0 │
│ TOTAL │ 77 │ 0.22 │ 54.774 │ 5.48 │ 22:12:00 │ 67 0 10 87.0 │ │ TOTAL │ 77 │ 0.23 │ 57.157 │ 5.72 │ 22:12:00 │ 67 0 10 87.0 │
└───────────────┴────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘ └───────────────┴────────┴──────────────┴─────────────┴──────────────┴─────────────────┴────────────────────────┘
LEFT OPEN TRADES REPORT LEFT OPEN TRADES REPORT
┏━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┏━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ ┡━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ BTC/USDT:USDT │ 1 │ -4.14 │ -9.930 │ -0.99 │ 17 days, 8:00:00 │ 0 0 1 0 │ │ BTC/USDT:USDT │ 1 │ -4.14 │ -9.930 │ -0.99 │ 17 days, 8:00:00 │ 0 0 1 0 │
│ ETC/USDT:USDT │ 1 │ -4.24 │ -15.365 │ -1.54 │ 10:40:00 │ 0 0 1 0 │ │ ETC/USDT:USDT │ 1 │ -4.24 │ -15.365 │ -1.54 │ 10:40:00 │ 0 0 1 0 │
│ DOT/USDT:USDT │ 1 │ -5.29 │ -19.125 │ -1.91 │ 11:30:00 │ 0 0 1 0 │ │ DOT/USDT:USDT │ 1 │ -5.29 │ -19.166 │ -1.92 │ 11:30:00 │ 0 0 1 0 │
│ TOTAL │ 3 │ -4.56 │ -44.420 │ -4.44 │ 6 days, 2:03:00 │ 0 0 3 0 │ │ TOTAL │ 3 │ -4.56 │ -44.461 │ -4.45 │ 6 days, 2:03:00 │ 0 0 3 0 │
└───────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘ └───────────────┴────────┴──────────────┴─────────────┴──────────────┴──────────────────┴────────────────────────┘
ENTER TAG STATS ENTER TAG STATS
┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ ┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ OTHER │ 77 │ 0.22 │ 54.774 │ 5.48 │ 22:12:00 │ 67 0 10 87.0 │ │ OTHER │ 77 │ 0.23 │ 57.157 │ 5.72 │ 22:12:00 │ 67 0 10 87.0 │
│ TOTAL │ 77 │ 0.22 │ 54.774 │ 5.48 │ 22:12:00 │ 67 0 10 87.0 │ │ TOTAL │ 77 │ 0.23 │ 57.157 │ 5.72 │ 22:12:00 │ 67 0 10 87.0 │
└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘ └───────────┴─────────┴──────────────┴─────────────┴──────────────┴──────────────┴────────────────────────┘
EXIT REASON STATS EXIT REASON STATS
┏━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┏━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ ┡━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ roi │ 67 │ 1.05 │ 242.179 │ 24.22 │ 15:49:00 │ 67 0 0 100 │ │ roi │ 67 │ 1.06 │ 245.117 │ 24.51 │ 15:49:00 │ 67 0 0 100 │
│ exit_signal │ 4 │ -2.23 │ -31.217 │ -3.12 │ 1 day, 8:38:00 │ 0 0 4 0 │ │ exit_signal │ 4 │ -2.23 │ -31.226 │ -3.12 │ 1 day, 8:38:00 │ 0 0 4 0 │
│ force_exit │ 3 │ -4.56 │ -44.420 │ -4.44 │ 6 days, 2:03:00 │ 0 0 3 0 │ │ force_exit │ 3 │ -4.56 │ -44.461 │ -4.45 │ 6 days, 2:03:00 │ 0 0 3 0 │
│ stop_loss │ 3 │ -10.14 │ -111.768 │ -11.18 │ 1 day, 3:05:00 │ 0 0 3 0 │ │ stop_loss │ 3 │ -10.14 │ -112.273 │ -11.23 │ 1 day, 3:05:00 │ 0 0 3 0 │
│ TOTAL │ 77 │ 0.22 │ 54.774 │ 5.48 │ 22:12:00 │ 67 0 10 87.0 │ │ TOTAL │ 77 │ 0.23 │ 57.157 │ 5.72 │ 22:12:00 │ 67 0 10 87.0 │
└─────────────┴───────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘ └─────────────┴───────┴──────────────┴─────────────┴──────────────┴─────────────────┴────────────────────────┘
MIXED TAG STATS MIXED TAG STATS
┏━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┏━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ ┡━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ │ roi │ 67 │ 1.05 │ 242.179 │ 24.22 │ 15:49:00 │ 67 0 0 100 │ │ │ roi │ 67 │ 1.06 │ 245.117 │ 24.51 │ 15:49:00 │ 67 0 0 100 │
│ │ exit_signal │ 4 │ -2.23 │ -31.217 │ -3.12 │ 1 day, 8:38:00 │ 0 0 4 0 │ │ │ exit_signal │ 4 │ -2.23 │ -31.226 │ -3.12 │ 1 day, 8:38:00 │ 0 0 4 0 │
│ │ force_exit │ 3 │ -4.56 │ -44.420 │ -4.44 │ 6 days, 2:03:00 │ 0 0 3 0 │ │ │ force_exit │ 3 │ -4.56 │ -44.461 │ -4.45 │ 6 days, 2:03:00 │ 0 0 3 0 │
│ │ stop_loss │ 3 │ -10.14 │ -111.768 │ -11.18 │ 1 day, 3:05:00 │ 0 0 3 0 │ │ │ stop_loss │ 3 │ -10.14 │ -112.273 │ -11.23 │ 1 day, 3:05:00 │ 0 0 3 0 │
│ TOTAL │ │ 77 │ 0.22 │ 54.774 │ 5.48 │ 22:12:00 │ 67 0 10 87.0 │ │ TOTAL │ │ 77 │ 0.23 │ 57.157 │ 5.72 │ 22:12:00 │ 67 0 10 87.0 │
└───────────┴─────────────┴────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘ └───────────┴─────────────┴────────┴──────────────┴─────────────┴──────────────┴─────────────────┴────────────────────────┘
SUMMARY METRICS SUMMARY METRICS
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓ ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Metric ┃ Value ┃ ┃ Metric ┃ Value ┃
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩ ┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩
│ Backtesting from │ 2025-07-01 00:00:00 │ │ Backtesting from │ 2025-07-01 00:00:00 │
│ Backtesting to │ 2025-08-01 00:00:00 │ │ Backtesting to │ 2025-08-01 00:00:00 │
│ Trading Mode │ Isolated Futures │ │ Trading Mode │ Isolated Futures │
│ Max open trades │ 3 │ │ Max open trades │ 3 │
│ │ │ │ │ │
│ Total/Daily Avg Trades │ 77 / 2.48 │ │ Total/Daily Avg Trades │ 77 / 2.48 │
│ Starting balance │ 1000 USDT │ │ Starting balance │ 1000 USDT │
│ Final balance │ 1054.669 USDT │ │ Final balance │ 1057.157 USDT │
│ Absolute profit │ 54.669 USDT │ │ Absolute profit │ 57.157 USDT │
│ Total profit % │ 5.47% │ │ Total profit % │ 5.72% │
│ CAGR % │ 87.14% │ │ CAGR % │ 92.41% │
│ Sortino │ 2.46 │ │ Sharpe (closed trades) │ 3.89 │
│ Sharpe │ 3.73 │ │ Sortino (closed trades) │ 2.57 │
│ Calmar │ 40.81 │ │ Calmar (closed trades) │ 43.03 │
│ SQN │ 0.69 │ │ SQN │ 0.71 │
│ Profit factor │ 1.29 │ │ Profit factor │ 1.30 │
│ Expectancy (Ratio) │ 0.71 (0.04) │ │ Expectancy (Ratio) │ 0.74 (0.04) │
│ Avg. daily profit │ 1.764 USDT │ │ Avg. daily profit │ 1.844 USDT │
│ Avg. stake amount │ 345.251 USDT │ │ Avg. stake amount │ 345.478 USDT │
│ Total trade volume │ 53352.96 USDT │ │ Market change │ 30.51% │
│ │ │ │ Total trade volume │ 53390.788 USDT │
│ Long / Short trades │ 67 / 10 │ │ │ │
│ Long / Short profit % │ 8.93% / -3.46% │ │ Long / Short trades │ 67 / 10 │
│ Long / Short profit USDT │ 89.262 / -34.593 │ │ Long / Short profit % │ 9.19% / -3.48% │
│ │ │ │ Long / Short profit USDT │ 91.940 / -34.783 │
│ Best Pair │ LTC/USDT:USDT 5.62% │ │ │ │
│ Worst Pair │ ADA/USDT:USDT -5.21% │ │ Best Pair │ LTC/USDT:USDT 5.69% │
│ Best trade │ ETC/USDT:USDT 2.00% │ │ Worst Pair │ ADA/USDT:USDT -5.21% │
│ Worst trade │ ADA/USDT:USDT -10.17% │ │ Best trade │ XRP/USDT:USDT 2.00% │
│ Best day │ 26.931 USDT │ │ Worst trade │ ADA/USDT:USDT -10.17% │
│ Worst day │ -47.741 USDT │ │ Best day │ 27.031 USDT │
│ Days win/draw/lose │ 20 / 6 / 5 │ │ Worst day │ -47.826 USDT │
│ Min/Max/Avg. Duration Winners │ 0d 00:35 / 5d 18:15 / 0d 15:49 │ │ Days win/draw/lose │ 20 / 6 / 5 │
│ Min/Max/Avg. Duration Losers │ 0d 10:40 / 17d 08:00 / 2d 17:00 │ │ Min/Max/Avg. Duration Winners │ 0d 00:35 / 5d 18:15 / 0d 15:49 │
│ Max Consecutive Wins / Loss │ 36 / 3 │ │ Min/Max/Avg. Duration Losers │ 0d 10:40 / 17d 08:00 / 2d 17:00 │
│ Rejected Entry signals │ 258 │ │ Max Consecutive Wins / Loss │ 36 / 3 │
│ Entry/Exit Timeouts │ 0 / 0 │ │ Rejected Entry signals │ 258 │
│ │ │ │ Entry/Exit Timeouts │ 0 / 0 │
│ Min/Max balance realized │ 1003.168 USDT / 1149.577 USDT │ │ │ │
│ Min/Max balance unrealized │ 1000 USDT / 1149.577 USDT │ │ Min/Max balance (closed trades) │ 1003.205 USDT / 1151.425 USDT │
│ Min/Max balance dates │ 2025-07-01 00:05:00 / 2025-07-22 15:15:00 │ │ Max % of account underwater │ 8.19% │
│ Max % of account underwater │ 8.26% │ │ Absolute drawdown │ 94.268 USDT (8.19%) │
│ Absolute drawdown │ 94.908 USDT (8.26%) │ │ Drawdown duration │ 9 days 08:50:00 │
│ Drawdown duration │ 9 days 08:50:00 │ │ Profit at drawdown start │ 151.425 USDT │
│ Profit at drawdown start │ 149.577 USDT │ │ Profit at drawdown end │ 57.157 USDT │
│ Profit at drawdown end │ 54.669 USDT │ │ Drawdown start │ 2025-07-22 15:10:00 │
│ Drawdown start │ 2025-07-22 15:10:00 │ │ Drawdown end │ 2025-08-01 00:00:00 │
│ Drawdown end │ 2025-08-01 00:00:00 │ │ │ │
│ Market change │ 30.51% │ │ Wallet based Metrics │ │
└───────────────────────────────┴───────────────────────────────────────────┘ │ Min/Max balance (wallet balance) │ 1000 USDT / 1151.425 USDT │
│ Min/Max balance dates (wallet balance) │ 2025-07-01 00:05:00 / 2025-07-22 15:15:00 │
│ Max % of account underwater (balance) │ 5.01% │
│ Absolute drawdown (wallet balance) │ 54.76 USDT (4.76%) │
│ Drawdown duration │ 7 days 20:35:00 │
│ Profit at drawdown start │ 151.425 USDT │
│ Profit at drawdown end │ 96.664 USDT │
│ Drawdown start │ 2025-07-22 15:15:00 │
│ Drawdown end │ 2025-07-30 11:50:00 │
│ Sharpe (daily wallet balance) │ 4.42 │
│ Sortino (daily wallet balance) │ 4.35 │
│ Calmar (daily wallet balance) │ 136.07 │
└────────────────────────────────────────┴───────────────────────────────────────────┘
Backtested 2025-07-01 00:00:00 -> 2025-08-01 00:00:00 | Max open trades : 3 Backtested 2025-07-01 00:00:00 -> 2025-08-01 00:00:00 | Max open trades : 3
STRATEGY SUMMARY STRATEGY SUMMARY
┏━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━┓ ┏━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━┓
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃ ┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃
┡━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━┩ ┡━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━┩
│ SampleStrategy │ 77 │ 0.22 │ 54.774 │ 5.48 │ 22:12:00 │ 67 0 10 87.0 │ 94.647 USDT 8.23% │ │ SampleStrategy │ 77 │ 0.23 │ 57.157 │ 5.72 │ 22:12:00 │ 67 0 10 87.0 │ 94.268 8.19% │
└────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴────────────────────┘ └────────────────┴────────┴──────────────┴─────────────┴──────────────┴──────────────┴────────────────────────┴────────────────┘
``` ```
### Backtesting report table ### Backtesting report table
@@ -330,59 +343,72 @@ The last element of the backtest report is the summary metrics table.
It contains key metrics about the performance of your strategy on backtesting data. It contains key metrics about the performance of your strategy on backtesting data.
``` ```
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓ SUMMARY METRICS
┃ Metric ┃ Value ┃ ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩ ┃ Metric ┃ Value ┃
│ Backtesting from │ 2025-07-01 00:00:00 │ ┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩
│ Backtesting to │ 2025-08-01 00:00:00 │ │ Backtesting from │ 2025-07-01 00:00:00 │
│ Trading Mode │ Isolated Futures │ │ Backtesting to │ 2025-08-01 00:00:00 │
│ Max open trades │ 3 │ │ Trading Mode │ Isolated Futures │
│ │ │ │ Max open trades │ 3 │
│ Total/Daily Avg Trades │ 77 / 2.48 │ │ │ │
│ Starting balance │ 1000 USDT │ │ Total/Daily Avg Trades │ 77 / 2.48 │
│ Final balance │ 1054.669 USDT │ │ Starting balance │ 1000 USDT │
│ Absolute profit │ 54.669 USDT │ │ Final balance │ 1057.157 USDT │
│ Total profit % │ 5.47% │ │ Absolute profit │ 57.157 USDT │
│ CAGR % │ 87.14% │ │ Total profit % │ 5.72% │
│ Sortino │ 2.46 │ │ CAGR % │ 92.41% │
│ Sharpe │ 3.73 │ │ Sharpe (closed trades) │ 3.89 │
│ Calmar │ 40.81 │ │ Sortino (closed trades) │ 2.57 │
│ SQN │ 0.69 │ │ Calmar (closed trades) │ 43.03 │
│ Profit factor │ 1.29 │ │ SQN │ 0.71 │
│ Expectancy (Ratio) │ 0.71 (0.04) │ │ Profit factor │ 1.30 │
│ Avg. daily profit │ 1.764 USDT │ │ Expectancy (Ratio) │ 0.74 (0.04) │
│ Avg. stake amount │ 345.251 USDT │ │ Avg. daily profit │ 1.844 USDT │
│ Total trade volume │ 53352.96 USDT │ │ Avg. stake amount │ 345.478 USDT │
│ │ │ │ Market change │ 30.51% │
│ Long / Short trades │ 67 / 10 │ │ Total trade volume │ 53390.788 USDT │
│ Long / Short profit % │ 8.93% / -3.46% │ │ │ │
│ Long / Short profit USDT │ 89.262 / -34.593 │ │ Long / Short trades │ 67 / 10 │
│ │ │ │ Long / Short profit % │ 9.19% / -3.48% │
│ Best Pair │ LTC/USDT:USDT 5.62% │ │ Long / Short profit USDT │ 91.940 / -34.783 │
│ Worst Pair │ ADA/USDT:USDT -5.21% │ │ │ │
│ Best trade │ ETC/USDT:USDT 2.00% │ │ Best Pair │ LTC/USDT:USDT 5.69% │
│ Worst trade │ ADA/USDT:USDT -10.17% │ │ Worst Pair │ ADA/USDT:USDT -5.21% │
│ Best day │ 26.931 USDT │ │ Best trade │ XRP/USDT:USDT 2.00% │
│ Worst day │ -47.741 USDT │ │ Worst trade │ ADA/USDT:USDT -10.17% │
│ Days win/draw/lose │ 20 / 6 / 5 │ │ Best day │ 27.031 USDT │
│ Min/Max/Avg. Duration Winners │ 0d 00:35 / 5d 18:15 / 0d 15:49 │ │ Worst day │ -47.826 USDT │
│ Min/Max/Avg. Duration Losers │ 0d 10:40 / 17d 08:00 / 2d 17:00 │ │ Days win/draw/lose │ 20 / 6 / 5 │
│ Max Consecutive Wins / Loss │ 36 / 3 │ │ Min/Max/Avg. Duration Winners │ 0d 00:35 / 5d 18:15 / 0d 15:49 │
│ Rejected Entry signals │ 258 │ │ Min/Max/Avg. Duration Losers │ 0d 10:40 / 17d 08:00 / 2d 17:00 │
│ Entry/Exit Timeouts │ 0 / 0 │ │ Max Consecutive Wins / Loss │ 36 / 3 │
│ │ │ │ Rejected Entry signals │ 258 │
│ Min/Max balance realized │ 1003.168 USDT / 1149.577 USDT │ │ Entry/Exit Timeouts │ 0 / 0 │
│ Min/Max balance unrealized │ 1000 USDT / 1149.577 USDT │ │ │ │
│ Min/Max balance dates │ 2025-07-01 00:05:00 / 2025-07-22 15:15:00 │ │ Min/Max balance (closed trades) │ 1003.205 USDT / 1151.425 USDT │
│ Max % of account underwater │ 8.26% │ │ Max % of account underwater │ 8.19% │
│ Absolute drawdown │ 94.908 USDT (8.26%) │ │ Absolute drawdown │ 94.268 USDT (8.19%) │
│ Drawdown duration │ 9 days 08:50:00 │ │ Drawdown duration │ 9 days 08:50:00 │
│ Profit at drawdown start │ 149.577 USDT │ │ Profit at drawdown start │ 151.425 USDT │
│ Profit at drawdown end │ 54.669 USDT │ │ Profit at drawdown end │ 57.157 USDT │
│ Drawdown start │ 2025-07-22 15:10:00 │ │ Drawdown start │ 2025-07-22 15:10:00 │
│ Drawdown end │ 2025-08-01 00:00:00 │ │ Drawdown end │ 2025-08-01 00:00:00 │
│ Market change │ 30.51% │ │ │ │
└───────────────────────────────┴───────────────────────────────────────────┘ │ Wallet based Metrics │ │
│ Min/Max balance (wallet balance) │ 1000 USDT / 1151.425 USDT │
│ Min/Max balance dates (wallet balance) │ 2025-07-01 00:05:00 / 2025-07-22 15:15:00 │
│ Max % of account underwater (balance) │ 5.01% │
│ Absolute drawdown (wallet balance) │ 54.76 USDT (4.76%) │
│ Drawdown duration │ 7 days 20:35:00 │
│ Profit at drawdown start │ 151.425 USDT │
│ Profit at drawdown end │ 96.664 USDT │
│ Drawdown start │ 2025-07-22 15:15:00 │
│ Drawdown end │ 2025-07-30 11:50:00 │
│ Sharpe (daily wallet balance) │ 4.42 │
│ Sortino (daily wallet balance) │ 4.35 │
│ Calmar (daily wallet balance) │ 136.07 │
└────────────────────────────────────────┴───────────────────────────────────────────┘
``` ```
- `Backtesting from` / `Backtesting to`: Backtesting range (usually defined with the `--timerange` option). - `Backtesting from` / `Backtesting to`: Backtesting range (usually defined with the `--timerange` option).