iterativv / NostalgiaForInfinity

Trading strategy for the Freqtrade crypto bot
GNU General Public License v3.0
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Backtesting returns no results #292

Closed just-a-beginner closed 7 months ago

just-a-beginner commented 1 year ago

Hi there, I recently discovered Freqtrade/NFIX2 and started to play around with it on a Thinclient running at home. Freqtrade is installed via Docker running on Proxmox on the TC and the NFIX2 repo was just cloned to get the strategy out of it. Binance blacklist and volume pairs are added as additional config files. I can start the bot in dry-run mode and obviously it didn't executed any trade because it's not running long enough yet. Since I'm new to the bot I wanted to check what the Backtesting brings as results but they didn't returned anything for a period of 117 days:

...# docker compose run --rm freqtrade backtesting --strategy NostalgiaForInfinityX2 --dry-run-wallet 500 --timeframe 5m
2023-05-17 14:23:46,945 - freqtrade - INFO - freqtrade 2023.4
2023-05-17 14:23:46,968 - freqtrade.configuration.load_config - INFO - Using config: user_data/config.json ...
2023-05-17 14:23:46,969 - freqtrade.configuration.load_config - INFO - Using config: ./blacklist-binance.json ...
2023-05-17 14:23:46,970 - freqtrade.loggers - INFO - Verbosity set to 0
2023-05-17 14:23:46,971 - freqtrade.configuration.configuration - INFO - Parameter -i/--timeframe detected ... Using timeframe: 5m ...
2023-05-17 14:23:46,971 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
2023-05-17 14:23:46,971 - freqtrade.configuration.configuration - INFO - Parameter --dry-run-wallet detected, overriding dry_run_wallet to: 500.0 ...
2023-05-17 14:23:46,989 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
2023-05-17 14:23:46,989 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/binance ...
2023-05-17 14:23:46,989 - freqtrade.configuration.configuration - INFO - Overriding timeframe with Command line argument
2023-05-17 14:23:46,989 - freqtrade.configuration.configuration - INFO - Parameter --cache=day detected ...
2023-05-17 14:23:46,991 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
2023-05-17 14:23:47,018 - freqtrade.exchange.check_exchange - INFO - Exchange "binance" is officially supported by the Freqtrade development team.
2023-05-17 14:23:47,018 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
2023-05-17 14:23:47,018 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2023-05-17 14:23:47,027 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
2023-05-17 14:23:47,028 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
2023-05-17 14:23:47,028 - freqtrade.exchange.exchange - INFO - Using CCXT 3.0.75
2023-05-17 14:23:47,056 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 50}
2023-05-17 14:23:47,083 - freqtrade.exchange.exchange - INFO - Using Exchange "Binance"
2023-05-17 14:23:52,786 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Binance'...
2023-05-17 14:23:53,136 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy NostalgiaForInfinityX2 from '/freqtrade/user_data/strategies/NostalgiaForInfinityX2.py'...
2023-05-17 14:23:53,137 - freqtrade.strategy.hyper - INFO - Found no parameter file.
2023-05-17 14:23:53,138 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 5m.
2023-05-17 14:23:53,138 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'order_types' with value in config file: {'entry': 'limit', 'exit': 'limit', 'emergency_exit': 'limit', 'force_entry': 'limit', 'force_exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False, 'stoploss_on_exchange_interval': 60}.
2023-05-17 14:23:53,138 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
2023-05-17 14:23:53,138 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: unlimited.
2023-05-17 14:23:53,138 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 20, 'exit_timeout_count': 0, 'unit': 'minutes'}.
2023-05-17 14:23:53,138 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
2023-05-17 14:23:53,138 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 100.0}
2023-05-17 14:23:53,138 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 5m
2023-05-17 14:23:53,138 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.99
2023-05-17 14:23:53,138 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: False
2023-05-17 14:23:53,139 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
2023-05-17 14:23:53,139 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.03
2023-05-17 14:23:53,139 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: True
2023-05-17 14:23:53,139 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
2023-05-17 14:23:53,139 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
2023-05-17 14:23:53,139 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'emergency_exit': 'limit', 'force_entry': 'limit', 'force_exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False, 'stoploss_on_exchange_interval': 60}
2023-05-17 14:23:53,139 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
2023-05-17 14:23:53,139 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
2023-05-17 14:23:53,139 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: unlimited
2023-05-17 14:23:53,139 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using protections: []
2023-05-17 14:23:53,139 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 800
2023-05-17 14:23:53,140 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 20, 'exit_timeout_count': 0, 'unit': 'minutes'}
2023-05-17 14:23:53,140 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
2023-05-17 14:23:53,140 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
2023-05-17 14:23:53,140 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: True
2023-05-17 14:23:53,140 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
2023-05-17 14:23:53,140 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
2023-05-17 14:23:53,140 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
2023-05-17 14:23:53,140 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: True
2023-05-17 14:23:53,140 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
2023-05-17 14:23:53,140 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
2023-05-17 14:23:53,141 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2023-05-17 14:23:53,156 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
2023-05-17 14:23:53,209 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 800 ...
2023-05-17 14:23:54,339 - freqtrade.optimize.backtesting - INFO - Loading data from 2023-01-17 00:00:00 up to 2023-05-17 14:15:00 (120 days).
2023-05-17 14:23:54,339 - freqtrade.configuration.timerange - WARNING - Moving start-date by 800 candles to account for startup time.
2023-05-17 14:23:54,339 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
2023-05-17 14:23:54,342 - freqtrade.optimize.backtesting - WARNING - Backtest result caching disabled due to use of open-ended timerange.
2023-05-17 14:23:54,342 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy NostalgiaForInfinityX2
2023-05-17 14:23:54,343 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
2023-05-17 14:23:54,343 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
2023-05-17 14:24:54,511 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2023-01-19 18:40:00 up to 2023-05-17 14:15:00 (117 days).
2023-05-17 14:28:43,806 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2023-05-17_14-28-43.meta.json"
2023-05-17 14:28:43,808 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2023-05-17_14-28-43.json"
2023-05-17 14:28:43,809 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/.last_result.json"
Result for strategy NostalgiaForInfinityX2
============================================================ BACKTESTING REPORT ============================================================
|       Pair |   Entries |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |
|------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
|  ATOM/USDT |         0 |           0.00 |           0.00 |                 0 |           0.00 |           0:00 |     0     0     0     0 |
| MATIC/USDT |         0 |           0.00 |           0.00 |                 0 |           0.00 |           0:00 |     0     0     0     0 |
|  KAVA/USDT |         0 |           0.00 |           0.00 |                 0 |           0.00 |           0:00 |     0     0     0     0 |
|   SOL/USDT |         0 |           0.00 |           0.00 |                 0 |           0.00 |           0:00 |     0     0     0     0 |
|   BTC/USDT |         0 |           0.00 |           0.00 |                 0 |           0.00 |           0:00 |     0     0     0     0 |
|   ETH/USDT |         0 |           0.00 |           0.00 |                 0 |           0.00 |           0:00 |     0     0     0     0 |
|   DOT/USDT |         0 |           0.00 |           0.00 |                 0 |           0.00 |           0:00 |     0     0     0     0 |
|      TOTAL |         0 |           0.00 |           0.00 |                 0 |           0.00 |           0:00 |     0     0     0     0 |
======================================================= LEFT OPEN TRADES REPORT ========================================================
|   Pair |   Entries |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |
|--------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
|  TOTAL |         0 |           0.00 |           0.00 |                 0 |           0.00 |           0:00 |     0     0     0     0 |
=========================================================== ENTER TAG STATS ===========================================================
|   TAG |   Entries |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |
|-------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| TOTAL |         0 |           0.00 |           0.00 |                 0 |           0.00 |           0:00 |     0     0     0     0 |
===================================================== EXIT REASON STATS =====================================================
|   Exit Reason |   Exits |   Win  Draws  Loss  Win% |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |
|---------------+---------+--------------------------+----------------+----------------+-------------------+----------------|
================================ SUMMARY METRICS ================================
No trades made. Your starting balance was 500 USDT, and your stake was unlimited.
=================================================================================

Backtested 2023-01-19 18:40:00 -> 2023-05-17 14:15:00 | Max open trades : 4
=========================================================================== STRATEGY SUMMARY ===========================================================================
|               Strategy |   Entries |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |      Drawdown |
|------------------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------+---------------|
| NostalgiaForInfinityX2 |         0 |           0.00 |           0.00 |                 0 |           0.00 |           0:00 |     0     0     0     0 | 0 USDT  0.00% |
========================================================================================================================================================================

I first run into the issue that Backtesting is not possible if the config.json is configured for the VolumePairList. So I just changed it to StaticPairList with a few fixed pairs in the config and removed the extra pairlist-volume-binance-usdt.json file from it. Looks like this now:

{
    "add_config_files": [
        "./blacklist-binance.json"
    ],
    "max_open_trades": 4,
    "stake_currency": "USDT",
    "stake_amount": "unlimited",
    "tradable_balance_ratio": 0.99,
    "fiat_display_currency": "USD",
    "timeframe": "5m",
    "dry_run": true,
    "dry_run_wallet": 500,
    "cancel_open_orders_on_exit": false,
    "trading_mode": "spot",
    "margin_mode": "isolated",
    "unfilledtimeout": {
        "entry": 5,
        "exit": 20,
        "exit_timeout_count": 0,
        "unit": "minutes"
    },
    "order_types": {
        "entry": "limit",
        "exit": "limit",
        "emergency_exit": "limit",
        "force_entry": "limit",
        "force_exit": "limit",
        "stoploss": "limit",
        "stoploss_on_exchange": false,
        "stoploss_on_exchange_interval": 60
    },
    "entry_pricing": {
        "price_side": "other",
        "use_order_book": false,
        "order_book_top": 1,
        "price_last_balance": 0.0,
        "check_depth_of_market": {
            "enabled": false,
            "bids_to_ask_delta": 1
        }
    },
    "exit_pricing":{
        "price_side": "other",
        "use_order_book": false,
        "order_book_top": 1,
    "price_last_balance": 0.0
    },
    "exchange": {
        "name": "binance",
        "key": "...",
    "secret": "...",
    "ccxt_config": {},
        "ccxt_async_config": {
    "enableRateLimit": true,
    "rateLimit": 50
    },
        "pair_whitelist": [
        "ATOM/USDT",
        "MATIC/USDT",
        "KAVA/USDT",
        "SOL/USDT",
        "BTC/USDT",
        "ETH/USDT",
        "DOT/USDT"
        ],
        "pair_blacklist": [
            "BNB/.*"
        ]
    },
    "pairlists": [
        {
            "method": "StaticPairList",
            "number_assets": 60,
            "sort_key": "quoteVolume",
            "min_value": 0,
            "refresh_period": 1800
        }
    ],
    "telegram": {
        "enabled": true,
        "token": "...",
        "chat_id": "..."
    },
    "api_server": {
        "enabled": true,
        "listen_ip_address": "0.0.0.0",
        "listen_port": 8080,
        "verbosity": "error",
        "enable_openapi": false,
        "jwt_secret_key": "...",
        "ws_token": "...",
        "CORS_origins": [],
        "username": "...",
        "password": "..."
    },
    "bot_name": "freqtrade",
    "initial_state": "running",
    "force_entry_enable": false,
    "internals": {
        "process_throttle_secs": 5
    }
}

I've the feeling that I missed something in the general configuration even though that it seems that the overall setup is ok as the bot is starting. Any idea what could be wrong or what else information I can provide to track it down.

Thanks in advance!

just-a-beginner commented 1 year ago

I did another test with a lot more pairs. At least some trades were made but seems to be too less imho:

============================================================ BACKTESTING REPORT ============================================================
|       Pair |   Entries |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |
|------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
|  DREP/USDT |         1 |           1.75 |           1.75 |             2.193 |           0.44 |        0:40:00 |     1     0     0   100 |
|  LUNC/USDT |         1 |           1.37 |           1.37 |             1.697 |           0.34 |        0:05:00 |     1     0     0   100 |
|   ARB/USDT |         1 |           1.22 |           1.22 |             1.516 |           0.30 |        0:25:00 |     1     0     0   100 |
|   PHB/USDT |         1 |           0.66 |           0.66 |             0.818 |           0.16 |        0:05:00 |     1     0     0   100 |
|    ID/USDT |         1 |           0.58 |           0.58 |             0.722 |           0.14 |        0:05:00 |     1     0     0   100 |
| SUPER/USDT |         1 |           0.24 |           0.24 |             0.302 |           0.06 |        3:25:00 |     1     0     0   100 |
|   BTC/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|   ETH/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|   XRP/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|  USDC/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|   LTC/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|  BUSD/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|  TUSD/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|  PEPE/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|  GALA/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|   EDU/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|   CFX/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|   SOL/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|   SUI/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|   AXS/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
| MATIC/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|  DOGE/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|    OP/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|  RNDR/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|   LDO/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|  SAND/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|  CTSI/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|   FTM/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|   ADA/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|  MANA/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|   EUR/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|  MASK/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|   APT/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|   ACH/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
| MAGIC/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|  SHIB/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|   TRX/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|  AVAX/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|   FIL/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|  LINK/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|   INJ/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|  DYDX/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|  ATOM/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|  HIGH/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|   DOT/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|  LINA/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
| COCOS/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|  AGIX/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|   APE/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
| JASMY/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|  USDP/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|   JOE/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|   STX/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|   GRT/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|  RDNT/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|  LQTY/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|  NEAR/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|   FET/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|   GMT/USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|  PERL/USDT |         1 |          -2.77 |          -2.77 |            -3.479 |          -0.70 |       10:25:00 |     0     0     1     0 |
|      TOTAL |         7 |           0.44 |           3.07 |             3.769 |           0.75 |        2:10:00 |     6     0     1  85.7 |
========================================================= LEFT OPEN TRADES REPORT =========================================================
|      Pair |   Entries |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |
|-----------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| PERL/USDT |         1 |          -2.77 |          -2.77 |            -3.479 |          -0.70 |       10:25:00 |     0     0     1     0 |
|     TOTAL |         1 |          -2.77 |          -2.77 |            -3.479 |          -0.70 |       10:25:00 |     0     0     1     0 |
=========================================================== ENTER TAG STATS ===========================================================
|   TAG |   Entries |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |
|-------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
|     6 |         4 |           0.96 |           3.84 |             4.753 |           0.95 |        0:10:00 |     4     0     0   100 |
|     2 |         1 |           1.75 |           1.75 |             2.193 |           0.44 |        0:40:00 |     1     0     0   100 |
|    44 |         1 |           0.24 |           0.24 |             0.302 |           0.06 |        3:25:00 |     1     0     0   100 |
|    41 |         1 |          -2.77 |          -2.77 |            -3.479 |          -0.70 |       10:25:00 |     0     0     1     0 |
| TOTAL |         7 |           0.44 |           3.07 |             3.769 |           0.75 |        2:10:00 |     6     0     1  85.7 |
============================================================= EXIT REASON STATS ==============================================================
|                    Exit Reason |   Exits |   Win  Draws  Loss  Win% |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |
|--------------------------------+---------+--------------------------+----------------+----------------+-------------------+----------------|
|          exit_normal_u_0 ( 6 ) |       2 |      2     0     0   100 |           0.62 |           1.25 |             1.541 |           0.31 |
|          exit_normal_u_1 ( 6 ) |       2 |      2     0     0   100 |           1.3  |           2.59 |             3.213 |           0.65 |
| exit_profit_quick_max_m ( 44 ) |       1 |      1     0     0   100 |           0.24 |           0.24 |             0.302 |           0.06 |
| exit_profit_normal_max_m ( 2 ) |       1 |      1     0     0   100 |           1.75 |           1.75 |             2.193 |           0.44 |
|                     force_exit |       1 |      0     0     1     0 |          -2.77 |          -2.77 |            -3.479 |          -0.69 |
================== SUMMARY METRICS ==================
| Metric                      | Value               |
|-----------------------------+---------------------|
| Backtesting from            | 2023-01-19 18:40:00 |
| Backtesting to              | 2023-05-17 15:50:00 |
| Max open trades             | 4                   |
|                             |                     |
| Total/Daily Avg Trades      | 7 / 0.06            |
| Starting balance            | 500 USDT            |
| Final balance               | 503.769 USDT        |
| Absolute profit             | 3.769 USDT          |
| Total profit %              | 0.75%               |
| CAGR %                      | 2.37%               |
| Sortino                     | -100.00             |
| Sharpe                      | 0.35                |
| Calmar                      | 17.95               |
| Profit factor               | 2.08                |
| Expectancy                  | 0.15                |
| Trades per day              | 0.06                |
| Avg. daily profit %         | 0.01%               |
| Avg. stake amount           | 124.089 USDT        |
| Total trade volume          | 868.622 USDT        |
|                             |                     |
| Best Pair                   | DREP/USDT 1.75%     |
| Worst Pair                  | PERL/USDT -2.77%    |
| Best trade                  | DREP/USDT 1.75%     |
| Worst trade                 | PERL/USDT -2.77%    |
| Best day                    | 4.753 USDT          |
| Worst day                   | -3.479 USDT         |
| Days win/draw/lose          | 3 / 11 / 1          |
| Avg. Duration Winners       | 0:48:00             |
| Avg. Duration Loser         | 10:25:00            |
| Rejected Entry signals      | 62                  |
| Entry/Exit Timeouts         | 0 / 0               |
|                             |                     |
| Min balance                 | 500.302 USDT        |
| Max balance                 | 507.248 USDT        |
| Max % of account underwater | 0.69%               |
| Absolute Drawdown (Account) | 0.69%               |
| Absolute Drawdown           | 3.479 USDT          |
| Drawdown high               | 7.248 USDT          |
| Drawdown low                | 3.769 USDT          |
| Drawdown Start              | 2023-05-10 12:05:00 |
| Drawdown End                | 2023-05-17 15:50:00 |
| Market change               | -20.55%             |
=====================================================

Backtested 2023-01-19 18:40:00 -> 2023-05-17 15:50:00 | Max open trades : 4
============================================================================= STRATEGY SUMMARY =============================================================================
|               Strategy |   Entries |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |          Drawdown |
|------------------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------+-------------------|
| NostalgiaForInfinityX2 |         7 |           0.44 |           3.07 |             3.769 |           0.75 |        2:10:00 |     6     0     1  85.7 | 3.479 USDT  0.69% |
============================================================================================================================================================================
iterativv commented 10 months ago

Please, make sure you use the latest version & update often. A lot more trades coming, with planned features. Thanks !