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Class: DCA_Conditional_Buy_LR_with_TrailingStop - LongTerm - BTC/USDT - Binance

  • Experiment nickname: LongTerm
  • Experiment timestamp: 2024-02-04_1942
  • Symbol: BTC/USDT
  • Exchange: Binance
  • Start date: 2017-01-01
  • End date: 2024-02-04
  • Timeframe: 1w
  • Duration: 6.9239301681518555s

Optimized parameters

  • band_length=5
  • band_mult=2
  • band_low_pct=7.147239576150882
  • minimal_benefit_to_start_trailing=1.003
  • reinvest=2
  • dca_budget=500
  • buy_all_days=1
  • lr_buy_longitude=5

Results

  • Return: 1772.1409265665845% over 954.2085738224648% on buy and hold.
  • Initial investment: 1000.0
  • Final result: 18721.409265665843

Interactive simulation graph: bt_interactive_plot.html

Details

Backtesting stats:

Start                     2017-08-14 00:00:00
End                       2024-01-29 00:00:00
Duration                   2359 days 00:00:00
Exposure Time [%]                    95.56213
Equity Final [$]                 18721.409266
Equity Peak [$]                  19604.053763
Return [%]                        1772.140927
Buy & Hold Return [%]              954.208574
Return (Ann.) [%]                   788.39771
Volatility (Ann.) [%]             1671.918947
Sharpe Ratio                         0.471553
Sortino Ratio                       10.773328
Calmar Ratio                        10.607751
Max. Drawdown [%]                  -74.322795
Avg. Drawdown [%]                  -16.493546
Max. Drawdown Duration     1071 days 00:00:00
Avg. Drawdown Duration      181 days 00:00:00
# Trades                                   71
Win Rate [%]                        84.507042
Best Trade [%]                     435.423602
Worst Trade [%]                    -35.913261
Avg. Trade [%]                      32.849819
Max. Trade Duration        1134 days 00:00:00
Avg. Trade Duration         289 days 00:00:00
Profit Factor                       17.359009
Expectancy [%]                        50.3793
SQN                                  4.158706
_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 [%]
498 5 2 7.14724 1.003 2 500 1 5 1772.14
497 5 2 7.14724 1.003 2 500 1 4 1741.64
496 5 2 7.14724 1.003 2 500 1 3 1660.59
495 5 2 7.14724 1.003 2 500 1 2 1618.84
475 5 2 7.14724 1.003 2 400 1 4 1609.72
474 5 2 7.14724 1.003 2 400 1 3 1577.73
476 5 2 7.14724 1.003 2 400 1 5 1437.76
451 5 2 7.14724 1.003 2 200 1 2 1415.9
453 5 2 7.14724 1.003 2 200 1 4 1395.33
520 5 2 7.14724 1.003 2 1000 1 5 1333.13

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