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Class: DCA_Conditional_Buy_LR_with_TrailingStop - LongTerm - ETH/USDT - Binance

  • Experiment nickname: LongTerm
  • Experiment timestamp: 2024-02-04_1949
  • Symbol: ETH/USDT
  • Exchange: Binance
  • Start date: 2017-01-01
  • End date: 2024-02-04
  • Timeframe: 1d
  • Duration: 46.68588852882385s

Optimized parameters

  • band_length=34
  • band_mult=2
  • band_low_pct=3.5976248
  • minimal_benefit_to_start_trailing=1.003
  • reinvest=2
  • dca_budget=200
  • buy_all_days=0
  • lr_buy_longitude=12

Results

  • Return: 923.4731636863121% over 665.6589508056641% on buy and hold.
  • Initial investment: 1000.0
  • Final result: 10234.73163686312

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 [%]                   97.502117
Equity Final [$]                 10234.731637
Equity Peak [$]                  11064.728244
Return [%]                         923.473164
Buy & Hold Return [%]              665.658951
Return (Ann.) [%]                   43.247541
Volatility (Ann.) [%]               81.409829
Sharpe Ratio                         0.531232
Sortino Ratio                        1.236622
Calmar Ratio                         0.554252
Max. Drawdown [%]                  -78.028676
Avg. Drawdown [%]                  -11.035812
Max. Drawdown Duration      998 days 00:00:00
Avg. Drawdown Duration       88 days 00:00:00
# Trades                                  138
Win Rate [%]                        88.405797
Best Trade [%]                     193.557619
Worst Trade [%]                    -51.255233
Avg. Trade [%]                      25.084796
Max. Trade Duration        1098 days 00:00:00
Avg. Trade Duration         241 days 00:00:00
Profit Factor                        9.989083
Expectancy [%]                      33.748114
SQN                                  7.562442
_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 [%]
1770 34 2 3.59762 1.003 2 200 0 12 923.473
1463 21 2 3.59762 1.003 2 50 1 2 915.873
1506 21 2 3.59762 1.003 2 200 0 12 913.368
1515 21 2 3.59762 1.003 2 200 1 10 875.375
1465 21 2 3.59762 1.003 2 50 1 4 875.113
1549 21 2 3.59762 1.003 2 500 0 11 862.357
1473 21 2 3.59762 1.003 2 50 1 12 853.218
1550 21 2 3.59762 1.003 2 500 0 12 851.35
1548 21 2 3.59762 1.003 2 500 0 10 849.141
1495 21 2 3.59762 1.003 2 100 1 12 842.87

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