Saltar a contenido

Class: DCA_Conditional_Buy_LR_with_TrailingStop - Up_and_down - BTC/USDT - Binance

  • Experiment nickname: Up_and_down
  • Experiment timestamp: 2024-02-04_1938
  • Symbol: BTC/USDT
  • Exchange: Binance
  • Start date: 2019-11-01
  • End date: 2022-01-23
  • Timeframe: 1w
  • Duration: 4.797983884811401s

Optimized parameters

  • band_length=5
  • band_mult=2
  • band_low_pct=7.490851841398112
  • minimal_benefit_to_start_trailing=1.003
  • reinvest=2
  • dca_budget=1000
  • buy_all_days=1
  • lr_buy_longitude=3

Results

  • Return: 1034.2213565932507% over 300.9587951506007% on buy and hold.
  • Initial investment: 1000.0
  • Final result: 11342.213565932507

Interactive simulation graph: bt_interactive_plot.html

Details

Backtesting stats:

Start                     2019-11-04 00:00:00
End                       2022-01-17 00:00:00
Duration                    805 days 00:00:00
Exposure Time [%]                   87.931034
Equity Final [$]                 11342.213566
Equity Peak [$]                  13933.273578
Return [%]                        1034.221357
Buy & Hold Return [%]              300.958795
Return (Ann.) [%]                19454.201799
Volatility (Ann.) [%]            30529.063543
Sharpe Ratio                         0.637235
Sortino Ratio                      370.901159
Calmar Ratio                       920.748505
Max. Drawdown [%]                  -21.128681
Avg. Drawdown [%]                   -8.065419
Max. Drawdown Duration      133 days 00:00:00
Avg. Drawdown Duration       38 days 00:00:00
# Trades                                   22
Win Rate [%]                        68.181818
Best Trade [%]                     430.074464
Worst Trade [%]                    -34.326594
Avg. Trade [%]                      21.962144
Max. Trade Duration         280 days 00:00:00
Avg. Trade Duration         104 days 00:00:00
Profit Factor                        7.055426
Expectancy [%]                       47.43821
SQN                                  1.762738
_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 [%]
518 5 2 7.49085 1.003 2 1000 1 3 1034.22
1441 21 1 7.49085 1.003 2 1000 1 2 752.701
474 5 2 7.49085 1.003 2 400 1 3 743.136
496 5 2 7.49085 1.003 2 500 1 3 732.463
497 5 2 7.49085 1.003 2 500 1 4 702.416
1442 21 1 7.49085 1.003 2 1000 1 3 683.189
1419 21 1 7.49085 1.003 2 500 1 2 646.727
1443 21 1 7.49085 1.003 2 1000 1 4 640.201
1444 21 1 7.49085 1.003 2 1000 1 5 629.142
1445 21 1 7.49085 1.003 2 1000 1 6 611.893

Files