Saltar a contenido

Class: DCA_Conditional_Buy_LR_with_TrailingStop - LongTerm - BTC/USDT - Binance

  • Experiment nickname: LongTerm
  • Experiment timestamp: 2024-02-04_1940
  • Symbol: BTC/USDT
  • Exchange: Binance
  • Start date: 2017-01-01
  • End date: 2024-02-04
  • Timeframe: 1d
  • Duration: 34.96102833747864s

Optimized parameters

  • band_length=34
  • band_mult=2
  • band_low_pct=2.815263919591264
  • minimal_benefit_to_start_trailing=1.003
  • reinvest=2
  • dca_budget=100
  • buy_all_days=1
  • lr_buy_longitude=7

Results

  • Return: 1487.0788390592738% over 904.5432166669% on buy and hold.
  • Initial investment: 1000.0
  • Final result: 15870.788390592737

Interactive simulation graph: bt_interactive_plot.html

Details

Backtesting stats:

Start                     2017-08-17 00:00:00
End                       2024-02-03 00:00:00
Duration                   2361 days 00:00:00
Exposure Time [%]                   97.925487
Equity Final [$]                 15870.788391
Equity Peak [$]                  17050.990086
Return [%]                        1487.078839
Buy & Hold Return [%]              904.543217
Return (Ann.) [%]                     53.2952
Volatility (Ann.) [%]              100.723475
Sharpe Ratio                         0.529124
Sortino Ratio                         1.31845
Calmar Ratio                         0.694025
Max. Drawdown [%]                  -76.791423
Avg. Drawdown [%]                   -9.371515
Max. Drawdown Duration     1055 days 00:00:00
Avg. Drawdown Duration       59 days 00:00:00
# Trades                                  398
Win Rate [%]                        85.175879
Best Trade [%]                      445.33703
Worst Trade [%]                    -36.088398
Avg. Trade [%]                      23.491004
Max. Trade Duration        1176 days 00:00:00
Avg. Trade Duration         301 days 00:00:00
Profit Factor                       17.026069
Expectancy [%]                      37.708789
SQN                                  8.037344
_strategy                 DCA_Conditional_...
_equity_curve                             ...
_trades                         Size  Entr...
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 [%]
1754 34 2 2.81526 1.003 2 100 1 7 1487.08
1753 34 2 2.81526 1.003 2 100 1 6 1456.31
1756 34 2 2.81526 1.003 2 100 1 9 1429.81
1727 34 2 2.81526 1.003 2 50 1 2 1426.08
1752 34 2 2.81526 1.003 2 100 1 5 1425.63
1731 34 2 2.81526 1.003 2 50 1 6 1412.1
1755 34 2 2.81526 1.003 2 100 1 8 1409.46
1732 34 2 2.81526 1.003 2 50 1 7 1404.29
1750 34 2 2.81526 1.003 2 100 1 3 1400.09
1730 34 2 2.81526 1.003 2 50 1 5 1386.12

Files