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Class: DCA_Conditional_Buy_LR_with_TrailingStop - Range - BTC/USDT - Binance

  • Experiment nickname: Range
  • Experiment timestamp: 2024-02-04_1944
  • Symbol: BTC/USDT
  • Exchange: Binance
  • Start date: 2022-06-16
  • End date: 2023-03-10
  • Timeframe: 1w
  • Duration: 4.043328046798706s

Optimized parameters

  • band_length=21
  • band_mult=1
  • band_low_pct=5.254349145416273
  • minimal_benefit_to_start_trailing=1.003
  • reinvest=2
  • dca_budget=1000
  • buy_all_days=1
  • lr_buy_longitude=2

Results

  • Return: 36.065858451980034% over 4.558593064858142% on buy and hold.
  • Initial investment: 1000.0
  • Final result: 1360.6585845198003

Interactive simulation graph: bt_interactive_plot.html

Details

Backtesting stats:

Start                     2022-06-20 00:00:00
End                       2023-03-06 00:00:00
Duration                    259 days 00:00:00
Exposure Time [%]                   39.473684
Equity Final [$]                  1360.658585
Equity Peak [$]                    1471.62858
Return [%]                          36.065858
Buy & Hold Return [%]                4.558593
Return (Ann.) [%]                  670.846941
Volatility (Ann.) [%]              639.695806
Sharpe Ratio                         1.048697
Sortino Ratio                       30.071468
Calmar Ratio                        81.826152
Max. Drawdown [%]                   -8.198442
Avg. Drawdown [%]                   -6.190899
Max. Drawdown Duration       35 days 00:00:00
Avg. Drawdown Duration       26 days 00:00:00
# Trades                                    1
Win Rate [%]                            100.0
Best Trade [%]                      36.393852
Worst Trade [%]                     36.393852
Avg. Trade [%]                      36.393852
Max. Trade Duration          98 days 00:00:00
Avg. Trade Duration          98 days 00:00:00
Profit Factor                             NaN
Expectancy [%]                      36.393852
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 [%]
1441 21 1 5.25435 1.003 2 1000 1 2 36.0659
1574 21 2 5.25435 1.003 2 1000 1 3 36.0659
1573 21 2 5.25435 1.003 2 1000 1 2 36.0659
1442 21 1 5.25435 1.003 2 1000 1 3 36.0659
1579 21 2 5.25435 1.003 2 1000 1 8 34.5341
1447 21 1 5.25435 1.003 2 1000 1 8 34.5341
1424 21 1 5.25435 1.003 2 500 1 7 33.6805
1556 21 2 5.25435 1.003 2 500 1 7 33.6805
1577 21 2 5.25435 1.003 2 1000 1 6 33.5624
1445 21 1 5.25435 1.003 2 1000 1 6 33.5624

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