Class: DCA_Conditional_Buy_LR_with_TrailingStop - Up_and_down - BTC/USDT - Binance
- Experiment nickname: Up_and_down
- Experiment timestamp: 2024-02-04_2021
- Symbol: BTC/USDT
- Exchange: Binance
- Start date: 2019-11-01
- End date: 2022-01-23
- Timeframe: 1h
- Duration: 217.86875700950623s
Optimized parameters
- band_length=21
- band_mult=2
- band_low_pct=0.5821211500777452
- minimal_benefit_to_start_trailing=1.003
- reinvest=2
- dca_budget=100
- buy_all_days=1
- lr_buy_longitude=5
Results
- Return: 274.74413911463773% over 297.1779142448869% on buy and hold.
- Initial investment: 1000.0
- Final result: 3747.441391146377
Details
Backtesting stats:
Start 2019-11-01 00:00:00
End 2022-01-23 23:00:00
Duration 814 days 23:00:00
Exposure Time [%] 99.554417
Equity Final [$] 3747.441391
Equity Peak [$] 7003.449364
Return [%] 274.744139
Buy & Hold Return [%] 297.177914
Return (Ann.) [%] 80.698095
Volatility (Ann.) [%] 149.261255
Sharpe Ratio 0.54065
Sortino Ratio 1.621809
Calmar Ratio 1.372352
Max. Drawdown [%] -58.802751
Avg. Drawdown [%] -3.574427
Max. Drawdown Duration 188 days 10:00:00
Avg. Drawdown Duration 5 days 16:00:00
# Trades 1113
Win Rate [%] 93.890386
Best Trade [%] 21.542263
Worst Trade [%] -48.316551
Avg. Trade [%] 1.344216
Max. Trade Duration 209 days 04:00:00
Avg. Trade Duration 23 days 22:00:00
Profit Factor 1.894569
Expectancy [%] 2.489245
SQN 6.396732
_strategy DCA_Conditional_...
_equity_curve ...
_trades Size Ent...
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 [%] |
| 1488 |
21 |
2 |
0.582121 |
1.003 |
2 |
100 |
1 |
5 |
274.744 |
| 1465 |
21 |
2 |
0.582121 |
1.003 |
2 |
50 |
1 |
4 |
272.079 |
| 1489 |
21 |
2 |
0.582121 |
1.003 |
2 |
100 |
1 |
6 |
271.583 |
| 1490 |
21 |
2 |
0.582121 |
1.003 |
2 |
100 |
1 |
7 |
270.73 |
| 1463 |
21 |
2 |
0.582121 |
1.003 |
2 |
50 |
1 |
2 |
270.69 |
| 1487 |
21 |
2 |
0.582121 |
1.003 |
2 |
100 |
1 |
4 |
268.647 |
| 1622 |
34 |
1 |
0.582121 |
1.003 |
2 |
100 |
1 |
7 |
265.846 |
| 1620 |
34 |
1 |
0.582121 |
1.003 |
2 |
100 |
1 |
5 |
265.683 |
| 1469 |
21 |
2 |
0.582121 |
1.003 |
2 |
50 |
1 |
8 |
265.513 |
| 1464 |
21 |
2 |
0.582121 |
1.003 |
2 |
50 |
1 |
3 |
265.176 |
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