227 lines
28 KiB
Plaintext
227 lines
28 KiB
Plaintext
Creating freqtrade_freqtrade_run ...
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Creating freqtrade_freqtrade_run ... done
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2025-05-04 11:58:28,633 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
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2025-05-04 11:58:28,848 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
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2025-05-04 11:58:30,260 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
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2025-05-04 11:58:30,262 - freqtrade.loggers - INFO - Enabling colorized output.
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2025-05-04 11:58:30,263 - root - INFO - Logfile configured
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2025-05-04 11:58:30,263 - freqtrade.loggers - INFO - Verbosity set to 0
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2025-05-04 11:58:30,264 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
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2025-05-04 11:58:30,264 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
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2025-05-04 11:58:30,265 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
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2025-05-04 11:58:30,265 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250407-20250415 ...
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2025-05-04 11:58:30,301 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
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2025-05-04 11:58:30,302 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
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2025-05-04 11:58:30,302 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
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2025-05-04 11:58:30,303 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250407-20250415
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2025-05-04 11:58:30,303 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
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2025-05-04 11:58:30,304 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
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2025-05-04 11:58:30,311 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
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2025-05-04 11:58:30,311 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
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2025-05-04 11:58:30,312 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-05-04 11:58:30,314 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
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2025-05-04 11:58:30,314 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
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2025-05-04 11:58:30,315 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
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2025-05-04 11:58:30,315 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
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2025-05-04 11:58:30,320 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
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2025-05-04 11:58:30,326 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
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2025-05-04 11:58:32,974 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
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2025-05-04 11:58:33,028 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy OKXRegressionStrategy from '/freqtrade/templates/OKXRegressionStrategy.py'...
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2025-05-04 11:58:33,028 - freqtrade.strategy.hyper - INFO - Found no parameter file.
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2025-05-04 11:58:33,029 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
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2025-05-04 11:58:33,029 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
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2025-05-04 11:58:33,030 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
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2025-05-04 11:58:33,030 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
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2025-05-04 11:58:33,030 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
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2025-05-04 11:58:33,031 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
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'minutes'}.
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2025-05-04 11:58:33,031 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
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2025-05-04 11:58:33,031 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {}
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2025-05-04 11:58:33,031 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
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2025-05-04 11:58:33,032 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
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2025-05-04 11:58:33,032 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
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2025-05-04 11:58:33,032 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
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2025-05-04 11:58:33,033 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.0
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2025-05-04 11:58:33,033 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
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2025-05-04 11:58:33,033 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
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2025-05-04 11:58:33,034 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
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2025-05-04 11:58:33,034 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
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'stoploss_on_exchange_interval': 60}
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2025-05-04 11:58:33,034 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
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2025-05-04 11:58:33,034 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
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2025-05-04 11:58:33,035 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
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2025-05-04 11:58:33,035 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
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2025-05-04 11:58:33,035 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
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2025-05-04 11:58:33,036 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
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2025-05-04 11:58:33,036 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
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2025-05-04 11:58:33,036 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
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2025-05-04 11:58:33,036 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
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2025-05-04 11:58:33,037 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
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2025-05-04 11:58:33,037 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
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2025-05-04 11:58:33,037 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
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2025-05-04 11:58:33,037 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
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2025-05-04 11:58:33,038 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
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2025-05-04 11:58:33,038 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-05-04 11:58:33,042 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
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2025-05-04 11:58:33,048 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
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2025-05-04 11:58:33,049 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
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2025-05-04 11:58:33,049 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 43250 ...
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2025-05-04 11:58:33,197 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-01-06 21:30:00 up to 2025-04-15 00:00:00 (98 days).
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2025-05-04 11:58:33,197 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
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2025-05-04 11:58:33,198 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy OKXRegressionStrategy
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2025-05-04 11:58:34,759 - matplotlib.font_manager - INFO - generated new fontManager
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2025-05-04 11:58:34,966 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
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2025-05-04 11:58:34,966 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
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2025-05-04 11:58:34,967 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
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2025-05-04 11:58:34,967 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT', 'TON/USDT']
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2025-05-04 11:58:34,968 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values.
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2025-05-04 11:58:34,968 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_period = 14
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2025-05-04 11:58:34,969 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
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2025-05-04 11:58:34,969 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_multiplier = 2.0
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2025-05-04 11:58:34,970 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
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2025-05-04 11:58:34,975 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
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2025-05-04 11:58:34,976 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/2 pairs from 2025-01-07 00:00:00 to 2025-04-07 00:00:00, 1/1 trains
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2025-05-04 11:58:34,977 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
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/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1743984000_prediction.feather
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2025-05-04 11:58:35,224 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
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2025-05-04 11:58:35,224 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-01-06 21:30:00 to 2025-04-15 00:00:00
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2025-05-04 11:58:35,416 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
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2025-05-04 11:58:35,417 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-01-06 21:30:00 to 2025-04-15 00:00:00
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/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning: DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
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dataframe = dataframe.fillna(method="ffill").fillna(0)
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/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning: DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
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dataframe = dataframe.fillna(method="ffill").fillna(0)
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2025-05-04 11:58:41,469 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743984000/cb_okb_1743984000
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2025-05-04 11:58:41,470 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
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2025-05-04 11:58:41,593 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
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2025-05-04 11:58:41,594 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-07 to 2025-04-06 --------------------
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2025-05-04 11:58:41,650 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
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2025-05-04 11:58:41,702 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
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2025-05-04 11:58:41,702 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
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[99] validation_0-rmse:0.09103 validation_1-rmse:0.09003
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2025-05-04 11:59:48,077 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (66.61 secs) --------------------
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2025-05-04 11:59:48,295 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743984000/cb_okb_1743984000--s_close.html
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2025-05-04 11:59:48,295 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
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2025-05-04 11:59:48,357 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
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2025-05-04 11:59:48,442 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
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2025-05-04 11:59:48,443 - freqtrade.freqai.freqai_interface - INFO - Training TON/USDT, 2/2 pairs from 2025-01-07 00:00:00 to 2025-04-07 00:00:00, 1/1 trains
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2025-05-04 11:59:48,444 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
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/freqtrade/user_data/models/test175/backtesting_predictions/cb_ton_1743984000_prediction.feather
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/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
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DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
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/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
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DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
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2025-05-04 11:59:54,567 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-TON_1743984000/cb_ton_1743984000
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2025-05-04 11:59:54,568 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training TON/USDT --------------------
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2025-05-04 11:59:54,684 - freqtrade.freqai.data_kitchen - INFO - TON/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
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2025-05-04 11:59:54,685 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-07 to 2025-04-06 --------------------
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2025-05-04 11:59:54,741 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
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2025-05-04 11:59:54,791 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
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2025-05-04 11:59:54,791 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
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[99] validation_0-rmse:0.12193 validation_1-rmse:0.12248
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2025-05-04 12:01:00,801 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training TON/USDT (66.23 secs) --------------------
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2025-05-04 12:01:00,836 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-TON_1743984000/cb_ton_1743984000--s_close.html
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2025-05-04 12:01:00,836 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
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2025-05-04 12:01:00,894 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
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2025-05-04 12:01:00,976 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-07 00:00:00 up to 2025-04-15 00:00:00 (8 days).
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2025-05-04 12:01:01,168 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-04_12-01-01.meta.json"
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Result for strategy OKXRegressionStrategy
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BACKTESTING REPORT
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┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
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┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
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┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
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│ OKB/USDT │ 6 │ 0.6 │ 0.718 │ 0.07 │ 0:34:00 │ 4 0 2 66.7 │
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│ TON/USDT │ 3 │ -0.1 │ -0.062 │ -0.01 │ 0:02:00 │ 1 0 2 33.3 │
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│ TOTAL │ 9 │ 0.36 │ 0.656 │ 0.07 │ 0:23:00 │ 5 0 4 55.6 │
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└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
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LEFT OPEN TRADES REPORT
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┏━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
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┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
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┡━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
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│ TOTAL │ 0 │ 0.0 │ 0.000 │ 0.0 │ 0:00 │ 0 0 0 0 │
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└───────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
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ENTER TAG STATS
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┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
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┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
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┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
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│ OTHER │ 9 │ 0.36 │ 0.656 │ 0.07 │ 0:23:00 │ 5 0 4 55.6 │
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│ TOTAL │ 9 │ 0.36 │ 0.656 │ 0.07 │ 0:23:00 │ 5 0 4 55.6 │
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└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
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EXIT REASON STATS
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┏━━━━━━━━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
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┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
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┡━━━━━━━━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
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│ exit_signal │ 3 │ 1.34 │ 0.803 │ 0.08 │ 1:01:00 │ 3 0 0 100 │
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│ trailing_stop_loss │ 6 │ -0.12 │ -0.147 │ -0.01 │ 0:04:00 │ 2 0 4 33.3 │
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│ TOTAL │ 9 │ 0.36 │ 0.656 │ 0.07 │ 0:23:00 │ 5 0 4 55.6 │
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└────────────────────┴───────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
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MIXED TAG STATS
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┏━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
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┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
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┡━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
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│ │ exit_signal │ 3 │ 1.34 │ 0.803 │ 0.08 │ 1:01:00 │ 3 0 0 100 │
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│ │ trailing_stop_loss │ 6 │ -0.12 │ -0.147 │ -0.01 │ 0:04:00 │ 2 0 4 33.3 │
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│ TOTAL │ │ 9 │ 0.36 │ 0.656 │ 0.07 │ 0:23:00 │ 5 0 4 55.6 │
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└───────────┴────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
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SUMMARY METRICS
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┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓
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┃ Metric ┃ Value ┃
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┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━┩
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│ Backtesting from │ 2025-04-07 00:00:00 │
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│ Backtesting to │ 2025-04-15 00:00:00 │
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│ Trading Mode │ Spot │
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│ Max open trades │ 2 │
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│ │ │
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│ Total/Daily Avg Trades │ 9 / 1.12 │
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│ Starting balance │ 1000 USDT │
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│ Final balance │ 1000.656 USDT │
|
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│ Absolute profit │ 0.656 USDT │
|
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│ Total profit % │ 0.07% │
|
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│ CAGR % │ 3.04% │
|
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│ Sortino │ 40.69 │
|
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│ Sharpe │ 8.15 │
|
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│ Calmar │ 979.41 │
|
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│ SQN │ 1.07 │
|
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│ Profit factor │ 2.64 │
|
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│ Expectancy (Ratio) │ 0.07 (0.73) │
|
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│ Avg. daily profit % │ 0.01% │
|
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│ Avg. stake amount │ 20.003 USDT │
|
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│ Total trade volume │ 361.294 USDT │
|
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│ │ │
|
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│ Best Pair │ OKB/USDT 0.07% │
|
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│ Worst Pair │ TON/USDT -0.01% │
|
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│ Best trade │ OKB/USDT 2.13% │
|
|
│ Worst trade │ OKB/USDT -0.71% │
|
|
│ Best day │ 0.332 USDT │
|
|
│ Worst day │ 0 USDT │
|
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│ Days win/draw/lose │ 3 / 3 / 0 │
|
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│ Avg. Duration Winners │ 0:39:00 │
|
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│ Avg. Duration Loser │ 0:04:00 │
|
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│ Max Consecutive Wins / Loss │ 2 / 2 │
|
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│ Rejected Entry signals │ 0 │
|
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│ Entry/Exit Timeouts │ 0 / 0 │
|
|
│ │ │
|
|
│ Min balance │ 999.84 USDT │
|
|
│ Max balance │ 1000.656 USDT │
|
|
│ Max % of account underwater │ 0.02% │
|
|
│ Absolute Drawdown (Account) │ 0.02% │
|
|
│ Absolute Drawdown │ 0.16 USDT │
|
|
│ Drawdown high │ -0.039 USDT │
|
|
│ Drawdown low │ -0.16 USDT │
|
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│ Drawdown Start │ 2025-04-07 07:06:00 │
|
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│ Drawdown End │ 2025-04-07 07:24:00 │
|
|
│ Market change │ -0.70% │
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└─────────────────────────────┴─────────────────────┘
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|
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Backtested 2025-04-07 00:00:00 -> 2025-04-15 00:00:00 | Max open trades : 2
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STRATEGY SUMMARY
|
|
┏━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┓
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┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃
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|
┡━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━┩
|
|
│ OKXRegressionStrategy │ 9 │ 0.36 │ 0.656 │ 0.07 │ 0:23:00 │ 5 0 4 55.6 │ 0.16 USDT 0.02% │
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└───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴──────────────────┘
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