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Class: DCA_Conditional_Buy_LR_with_TrailingStop - Bear - BTC/USDT - Binance

  • Experiment nickname: Bear
  • Experiment timestamp: 2024-02-04_1943
  • Symbol: BTC/USDT
  • Exchange: Binance
  • Start date: 2021-11-12
  • End date: 2022-11-12
  • Timeframe: 1w
  • Duration: 4.041464805603027s

Optimized parameters

  • band_length=34
  • band_mult=1
  • band_low_pct=8.070756896577578
  • minimal_benefit_to_start_trailing=1.003
  • reinvest=2
  • dca_budget=1000
  • buy_all_days=1
  • lr_buy_longitude=12

Results

  • Return: 4.382045987030051% over -72.14382923004018% on buy and hold.
  • Initial investment: 1000.0
  • Final result: 1043.8204598703005

Interactive simulation graph: bt_interactive_plot.html

Details

Backtesting stats:

Start                     2021-11-15 00:00:00
End                       2022-11-07 00:00:00
Duration                    357 days 00:00:00
Exposure Time [%]                   19.230769
Equity Final [$]                   1043.82046
Equity Peak [$]                   1089.423394
Return [%]                           4.382046
Buy & Hold Return [%]              -72.143829
Return (Ann.) [%]                   23.101549
Volatility (Ann.) [%]               44.909364
Sharpe Ratio                         0.514404
Sortino Ratio                        0.910001
Calmar Ratio                         1.683867
Max. Drawdown [%]                  -13.719343
Avg. Drawdown [%]                  -13.719343
Max. Drawdown Duration       63 days 00:00:00
Avg. Drawdown Duration       63 days 00:00:00
# Trades                                    1
Win Rate [%]                            100.0
Best Trade [%]                        4.42191
Worst Trade [%]                       4.42191
Avg. Trade [%]                        4.42191
Max. Trade Duration          63 days 00:00:00
Avg. Trade Duration          63 days 00:00:00
Profit Factor                             NaN
Expectancy [%]                        4.42191
SQN                                       NaN
_strategy                 DCA_Conditional_...
_equity_curve                             ...
_trades                       Size  EntryB...
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 [%]
1847 34 2 8.07076 1.003 2 1000 1 12 4.38205
1715 34 1 8.07076 1.003 2 1000 1 12 4.38205
1824 34 2 8.07076 1.003 2 500 1 11 1.9121
1692 34 1 8.07076 1.003 2 500 1 11 1.9121
1670 34 1 8.07076 1.003 2 400 1 11 1.52959
1802 34 2 8.07076 1.003 2 400 1 11 1.52959
1706 34 1 8.07076 1.003 2 1000 1 3 0.792077
1707 34 1 8.07076 1.003 2 1000 1 4 0.792077
1708 34 1 8.07076 1.003 2 1000 1 5 0.792077
1780 34 2 8.07076 1.003 2 200 1 11 0.765797

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