Closed sebastianmacias closed 11 months ago
How many pairs did you test with ?
There are 138 pairs. When I backtest NFI1 using the same pairs. It does show the missing data.
The following are the pairs I used to backtest:
"BTC/USDT",
"ETH/USDT",
"BNB/USDT",
"USDC/USDT",
"XRP/USDT",
"BUSD/USDT",
"ADA/USDT",
"DOGE/USDT",
"MATIC/USDT",
"SOL/USDT",
"DOT/USDT",
"LTC/USDT",
"SHIB/USDT",
"AVAX/USDT",
"TRX/USDT",
"DAI/USDT",
"UNI/USDT",
"ATOM/USDT",
"LINK/USDT",
"XMR/USDT",
"ETC/USDT",
"BCH/USDT",
"XLM/USDT",
"APE/USDT",
"NEAR/USDT",
"FIL/USDT",
"LDO/USDT",
"ALGO/USDT",
"QNT/USDT",
"VET/USDT",
"ICP/USDT",
"HBAR/USDT",
"MANA/USDT",
"FTM/USDT",
"AAVE/USDT",
"AXS/USDT",
"EOS/USDT",
"SAND/USDT",
"FLOW/USDT",
"EGLD/USDT",
"THETA/USDT",
"GALA/USDT",
"ROSE/USDT",
"BAT/USDT",
"1INCH/USDT",
"CAKE/USDT",
"INJ/USDT",
"RUNE/USDT",
"CRV/USDT",
"AION/USDT",
"ALICE/USDT",
"ALPHA/USDT",
"ANKR/USDT",
"AR/USDT",
"ATM/USDT",
"AUDIO/USDT",
"AVA/USDT",
"BAKE/USDT",
"BTCST/USDT",
"BTG/USDT",
"BTT/USDT",
"BURGER/USDT",
"CELO/USDT",
"CELR/USDT",
"CHR/USDT",
"CHZ/USDT",
"CKB/USDT",
"COCOS/USDT",
"COMP/USDT",
"CTSI/USDT",
"DASH/USDT",
"DATA/USDT",
"DEGO/USDT",
"DENT/USDT",
"DGB/USDT",
"DNT/USDT",
"DOCK/USDT",
"DODO/USDT",
"ENJ/USDT",
"GRT/USDT",
"GTO/USDT",
"GXS/USDT",
"HARD/USDT",
"HNT/USDT",
"HOT/USDT",
"IOST/USDT",
"IOTA/USDT",
"IOTX/USDT",
"KAVA/USDT",
"LPT/USDT",
"MASK/USDT",
"MBL/USDT",
"MKR/USDT",
"MTL/USDT",
"NEO/USDT",
"NKN/USDT",
"NMR/USDT",
"OM/USDT",
"OMG/USDT",
"ONE/USDT",
"ONG/USDT",
"ONT/USDT",
"OXT/USDT",
"PERL/USDT",
"PERP/USDT",
"PNT/USDT",
"POLS/USDT",
"POND/USDT",
"QTUM/USDT",
"REEF/USDT",
"RLC/USDT",
"RVN/USDT",
"SC/USDT",
"SKL/USDT",
"SLP/USDT",
"SNX/USDT",
"STMX/USDT",
"STPT/USDT",
"STRAX/USDT",
"STX/USDT",
"SUPER/USDT",
"SUSHI/USDT",
"SXP/USDT",
"TFUEL/USDT",
"TKO/USDT",
"TLM/USDT",
"TWT/USDT",
"WAVES/USDT",
"WIN/USDT",
"WRX/USDT",
"XEM/USDT",
"XTZ/USDT",
"XVS/USDT",
"YFI/USDT",
"ZEC/USDT",
"ZEN/USDT",
"ZIL/USDT",
"ZRX/USDT",
"KSM/USDT",
Try to download data again
I just re downloaded the data and run the backtests:
NFI1:
================== SUMMARY METRICS ==================
| Metric | Value |
|-----------------------------+---------------------|
| Backtesting from | 2023-01-01 00:00:00 |
| Backtesting to | 2023-02-13 00:00:00 |
| Max open trades | 4 |
| | |
| Total/Daily Avg Trades | 29 / 0.67 |
| Starting balance | 10000 USDT |
| Final balance | 10417.426 USDT |
| Absolute profit | 417.426 USDT |
| Total profit % | 4.17% |
| CAGR % | 41.50% |
| Sortino | 43.77 |
| Sharpe | 1.62 |
| Calmar | 26.52 |
| Profit factor | 1.53 |
| Expectancy | 0.04 |
| Trades per day | 0.67 |
| Avg. daily profit % | 0.10% |
| Avg. stake amount | 2624.518 USDT |
| Total trade volume | 76111.036 USDT |
| | |
| Best Pair | AXS/USDT 7.46% |
| Worst Pair | MTL/USDT -14.22% |
| Best trade | AXS/USDT 6.45% |
| Worst trade | PERL/USDT -14.37% |
| Best day | 196.959 USDT |
| Worst day | -783.324 USDT |
| Days win/draw/lose | 15 / 25 / 1 |
| Avg. Duration Winners | 9:27:00 |
| Avg. Duration Loser | 4 days, 16:20:00 |
| Rejected Entry signals | 16338 |
| Entry/Exit Timeouts | 0 / 0 |
| | |
| Min balance | 10036.828 USDT |
| Max balance | 11200.751 USDT |
| Max % of account underwater | 6.99% |
| Absolute Drawdown (Account) | 6.99% |
| Absolute Drawdown | 783.324 USDT |
| Drawdown high | 1200.751 USDT |
| Drawdown low | 417.426 USDT |
| Drawdown Start | 2023-02-11 04:50:00 |
| Drawdown End | 2023-02-13 00:00:00 |
| Market change | 60.50% |
=====================================================
NFI2
===================== SUMMARY METRICS =====================
| Metric | Value |
|-----------------------------+---------------------------|
| Backtesting from | 2023-01-01 00:00:00 |
| Backtesting to | 2023-02-13 00:00:00 |
| Max open trades | 6 |
| | |
| Total/Daily Avg Trades | 24 / 0.56 |
| Starting balance | 10000 USDT |
| Final balance | 10620.391 USDT |
| Absolute profit | 620.391 USDT |
| Total profit % | 6.20% |
| CAGR % | 66.68% |
| Sortino | -100.00 |
| Sharpe | 14.55 |
| Calmar | -100.00 |
| Profit factor | 0.00 |
| Expectancy | 1.00 |
| Trades per day | 0.56 |
| Avg. daily profit % | 0.14% |
| Avg. stake amount | 1690.251 USDT |
| Total trade volume | 40566.014 USDT |
| | |
| Best Pair | PERL/USDT 5.05% |
| Worst Pair | BTC/USDT 0.00% |
| Best trade | PERL/USDT 5.05% |
| Worst trade | MBL/USDT 0.12% |
| Best day | 283.319 USDT |
| Worst day | 0 USDT |
| Days win/draw/lose | 8 / 19 / 0 |
| Avg. Duration Winners | 2:24:00 |
| Avg. Duration Loser | 0:00:00 |
| Rejected Entry signals | 0 |
| Entry/Exit Timeouts | 0 / 0 |
| | |
| Min balance | 0 USDT |
| Max balance | 0 USDT |
| Max % of account underwater | 0.00% |
| Absolute Drawdown (Account) | 0.00% |
| Absolute Drawdown | 0 USDT |
| Drawdown high | 0 USDT |
| Drawdown low | 0 USDT |
| Drawdown Start | 1970-01-01 00:00:00+00:00 |
| Drawdown End | 1970-01-01 00:00:00+00:00 |
| Market change | 56.12% |
===========================================================
The data is still not showing up.
===================== SUMMARY METRICS ===================== | Metric | Value | -----------------------------+--------------------------- | Backtesting from | 2023-01-01 00:00:00 | Backtesting to | 2023-03-14 00:00:00 | Max open trades | 6 | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Total/Daily Avg Trades | 79 / 1.1 | ||||||||||||
Starting balance | 1000 USDT | ||||||||||||
Final balance | 1208.229 USDT | ||||||||||||
Absolute profit | 208.229 USDT | ||||||||||||
Total profit % | 20.82% | ||||||||||||
CAGR % | 160.89% | ||||||||||||
Profit factor | 0.00 | ||||||||||||
Trades per day | 1.1 | ||||||||||||
Avg. daily profit % | 0.29% | ||||||||||||
Avg. stake amount | 173.546 USDT | ||||||||||||
Total trade volume | 13710.167 USDT | ||||||||||||
Best Pair | CFX/USDT 20.12% | ||||||||||||
Worst Pair | MATIC/USDT 0.00% | ||||||||||||
Best trade | CFX/USDT 10.56% | ||||||||||||
Worst trade | MAGIC/USDT 0.10% | ||||||||||||
Best day | 42.73 USDT | ||||||||||||
Worst day | 0 USDT | ||||||||||||
Days win/draw/lose | 30 / 23 / 0 | ||||||||||||
Avg. Duration Winners | 5:35:00 | ||||||||||||
Avg. Duration Loser | 0:00:00 | ||||||||||||
Rejected Entry signals | 841 | ||||||||||||
Entry/Exit Timeouts | 0 / 0 | ||||||||||||
Min balance | 0 USDT | ||||||||||||
Max balance | 0 USDT | ||||||||||||
Max % of account underwater | 0.00% | ||||||||||||
Absolute Drawdown (Account) | 0.00% | ||||||||||||
Absolute Drawdown | 0 USDT | ||||||||||||
Drawdown high | 0 USDT | ||||||||||||
Drawdown low | 0 USDT | ||||||||||||
Drawdown Start | 1970-01-01 00:00:00+00:00 | ||||||||||||
Drawdown End | 1970-01-01 00:00:00+00:00 | ||||||||||||
Market change | 107.12% |
===========================================================
This is resolved, apparently. Thanks !
I'm running NFI2 v12.0.276.
When I run backtesting I'm getting the following results:
There is no information shown for Min balance, Max balance, Max % of account underwater and Drawdown