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Class: DCA_Conditional_Buy_LR_with_TrailingStop - Range - BTC/USDT - Binance

  • Experiment nickname: Range
  • Experiment timestamp: 2024-02-04_1942
  • Symbol: BTC/USDT
  • Exchange: Binance
  • Start date: 2022-06-16
  • End date: 2023-03-10
  • Timeframe: 1d
  • Duration: 6.2838006019592285s

Optimized parameters

  • band_length=3
  • band_mult=1
  • band_low_pct=2.065553230602729
  • minimal_benefit_to_start_trailing=1.003
  • reinvest=2
  • dca_budget=1000
  • buy_all_days=0
  • lr_buy_longitude=6

Results

  • Return: 36.37531513528706% over -1.2284505259711431% on buy and hold.
  • Initial investment: 1000.0
  • Final result: 1363.7531513528706

Interactive simulation graph: bt_interactive_plot.html

Details

Backtesting stats:

Start                     2022-06-16 00:00:00
End                       2023-03-10 00:00:00
Duration                    267 days 00:00:00
Exposure Time [%]                   62.686567
Equity Final [$]                  1363.753151
Equity Peak [$]                   1554.551142
Return [%]                          36.375315
Buy & Hold Return [%]               -1.228451
Return (Ann.) [%]                   52.581567
Volatility (Ann.) [%]               45.515393
Sharpe Ratio                         1.155248
Sortino Ratio                        3.249567
Calmar Ratio                         4.284151
Max. Drawdown [%]                   -12.27351
Avg. Drawdown [%]                   -3.700359
Max. Drawdown Duration       74 days 00:00:00
Avg. Drawdown Duration       16 days 00:00:00
# Trades                                    8
Win Rate [%]                             87.5
Best Trade [%]                       23.59091
Worst Trade [%]                    -16.804455
Avg. Trade [%]                       4.058713
Max. Trade Duration          54 days 00:00:00
Avg. Trade Duration          20 days 00:00:00
Profit Factor                        3.184311
Expectancy [%]                       4.588269
SQN                                  1.175232
_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 [%]
114 3 1 2.06555 1.003 2 1000 0 6 36.3753
222 3 2 2.06555 1.003 2 500 0 4 34.727
93 3 1 2.06555 1.003 2 500 0 7 34.6732
115 3 1 2.06555 1.003 2 1000 0 7 34.3221
221 3 2 2.06555 1.003 2 500 0 3 34.191
354 5 1 2.06555 1.003 2 500 0 4 33.0356
92 3 1 2.06555 1.003 2 500 0 6 32.8915
90 3 1 2.06555 1.003 2 500 0 4 32.6934
353 5 1 2.06555 1.003 2 500 0 3 32.6701
89 3 1 2.06555 1.003 2 500 0 3 32.271

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