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Class: DCA_Conditional_Buy_LR_with_TrailingStop - Bear - ETH/USDT - Binance

  • Experiment nickname: Bear
  • Experiment timestamp: 2024-02-04_1951
  • Symbol: ETH/USDT
  • Exchange: Binance
  • Start date: 2021-11-12
  • End date: 2022-11-12
  • Timeframe: 1d
  • Duration: 7.323721647262573s

Optimized parameters

  • band_length=5
  • band_mult=1
  • band_low_pct=3.6983202
  • minimal_benefit_to_start_trailing=1.003
  • reinvest=2
  • dca_budget=50
  • buy_all_days=0
  • lr_buy_longitude=11

Results

  • Return: -4.599458516273751% over -73.05195927619934% on buy and hold.
  • Initial investment: 1000.0
  • Final result: 954.0054148372625

Interactive simulation graph: bt_interactive_plot.html

Details

Backtesting stats:

Start                     2021-11-12 00:00:00
End                       2022-11-12 00:00:00
Duration                    365 days 00:00:00
Exposure Time [%]                   94.808743
Equity Final [$]                   954.005415
Equity Peak [$]                   1009.213855
Return [%]                          -4.599459
Buy & Hold Return [%]              -73.051959
Return (Ann.) [%]                   -4.587184
Volatility (Ann.) [%]               13.110221
Sharpe Ratio                              0.0
Sortino Ratio                             0.0
Calmar Ratio                              0.0
Max. Drawdown [%]                  -13.363689
Avg. Drawdown [%]                   -9.831925
Max. Drawdown Duration      228 days 00:00:00
Avg. Drawdown Duration      173 days 00:00:00
# Trades                                   22
Win Rate [%]                        68.181818
Best Trade [%]                      50.959144
Worst Trade [%]                    -72.181591
Avg. Trade [%]                     -12.580272
Max. Trade Duration         346 days 00:00:00
Avg. Trade Duration          71 days 00:00:00
Profit Factor                        0.716327
Expectancy [%]                      -4.261359
SQN                                 -0.582023
_strategy                 DCA_Conditional_...
_equity_curve                             ...
_trades                       Size  EntryB...
dtype: object

Top 10 configurations

band_length band_mult band_low_pct minimal_benefit_to_start_trailing reinvest dca_budget buy_all_days lr_buy_longitude Return [%]
273 5 1 3.69832 1.003 2 50 0 11 -4.59946
405 5 2 3.69832 1.003 2 50 0 11 -6.19401
933 11 2 3.69832 1.003 2 50 0 11 -6.22756
537 9 1 3.69832 1.003 2 50 0 11 -6.26612
141 3 2 3.69832 1.003 2 50 0 11 -6.51805
801 11 1 3.69832 1.003 2 50 0 11 -6.54782
272 5 1 3.69832 1.003 2 50 0 10 -6.80304
669 9 2 3.69832 1.003 2 50 0 11 -6.85748
800 11 1 3.69832 1.003 2 50 0 10 -7.10678
9 3 1 3.69832 1.003 2 50 0 11 -7.26143

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