2026-07-27 20:32:14,074 - freqtrade.loggers - INFO - Enabling colorized output. 2026-07-27 20:32:14,074 - freqtrade.loggers - INFO - Logfile configured 2026-07-27 20:32:14,075 - freqtrade.loggers - INFO - Verbosity set to 0 2026-07-27 20:32:14,075 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqle/user_data/strategies 2026-07-27 20:32:14,075 - freqtrade.configuration.configuration - INFO - Parameter --enable-protections detected, enabling Protections ... 2026-07-27 20:32:14,076 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 10 ... 2026-07-27 20:32:14,076 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20210101-20260101 ... sudo: The "no new privileges" flag is set, which prevents sudo from running as root. sudo: If sudo is running in a container, you may need to adjust the container configuration to disable the flag. 2026-07-27 20:32:14,080 - freqtrade.configuration.directory_operations - WARNING - Could not chown /freqle/user_data 2026-07-27 20:32:14,080 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqle/user_data ... 2026-07-27 20:32:14,081 - freqtrade.configuration.configuration - INFO - Using data directory: /freqle/user_data/data/binance ... 2026-07-27 20:32:14,081 - freqtrade.configuration.configuration - INFO - Parameter --export detected: none ... 2026-07-27 20:32:14,081 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ... 2026-07-27 20:32:14,082 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20210101-20260101 2026-07-27 20:32:14,083 - freqtrade.exchange.check_exchange - INFO - Checking exchange... 2026-07-27 20:32:14,089 - freqtrade.exchange.check_exchange - INFO - Exchange "binance" is officially supported by the Freqtrade development team. 2026-07-27 20:32:14,090 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration. 2026-07-27 20:32:14,090 - freqtrade.configuration.config_validation - INFO - Validating configuration ... 2026-07-27 20:32:14,092 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled 2026-07-27 20:32:14,093 - freqtrade.exchange.exchange - INFO - Using CCXT 4.5.61 2026-07-27 20:32:14,093 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'options': {'defaultType': 'swap'}} 2026-07-27 20:32:14,100 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'options': {'defaultType': 'swap'}} 2026-07-27 20:32:14,107 - freqtrade.exchange.exchange - INFO - Using Exchange "Binance" 2026-07-27 20:32:14,332 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Binance'... 2026-07-27 20:32:14,341 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy FactorStrategy from '/freqle/user_data/strategies/FactorStrategy.py'... 2026-07-27 20:32:14,341 - freqtrade.strategy.hyper - INFO - Found no parameter file. 2026-07-27 20:32:14,342 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value from the configuration: 15m. 2026-07-27 20:32:14,342 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value from the configuration: USDT. 2026-07-27 20:32:14,343 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value from the configuration: 100. 2026-07-27 20:32:14,343 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value from the configuration: 10. 2026-07-27 20:32:14,343 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.05, '480': 0.03, '1440': 0.02, '2880': 0} 2026-07-27 20:32:14,344 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 15m 2026-07-27 20:32:14,344 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.03 2026-07-27 20:32:14,344 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True 2026-07-27 20:32:14,344 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.003 2026-07-27 20:32:14,345 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.018 2026-07-27 20:32:14,345 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: True 2026-07-27 20:32:14,345 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False 2026-07-27 20:32:14,346 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True 2026-07-27 20:32:14,346 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False, 'stoploss_on_exchange_interval': 60} 2026-07-27 20:32:14,346 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'} 2026-07-27 20:32:14,347 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT 2026-07-27 20:32:14,347 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 100 2026-07-27 20:32:14,347 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 500 2026-07-27 20:32:14,348 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: False 2026-07-27 20:32:14,348 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False 2026-07-27 20:32:14,348 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False 2026-07-27 20:32:14,349 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0 2026-07-27 20:32:14,349 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False 2026-07-27 20:32:14,349 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0 2026-07-27 20:32:14,349 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False 2026-07-27 20:32:14,350 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1 2026-07-27 20:32:14,350 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 10 2026-07-27 20:32:14,350 - freqtrade.configuration.config_validation - INFO - Validating configuration ... 2026-07-27 20:32:14,354 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'... 2026-07-27 20:32:14,382 - freqtrade.optimize.backtesting - INFO - Using fee 0.0500% - worst case fee from exchange (lowest tier). 2026-07-27 20:32:14,383 - freqtrade.exchange.exchange - WARNING - Using 2 calls to get OHLCV. This can result in slower operations for the bot. Please check if you really need 500 candles for your strategy. 2026-07-27 20:32:15,199 - freqtrade.data.history.datahandlers.idatahandler - WARNING - POL/USDT:USDT, futures, 15m, data starts at 2024-09-13 12:15:00 2026-07-27 20:32:15,725 - freqtrade.data.history.datahandlers.idatahandler - WARNING - APT/USDT:USDT, futures, 15m, data starts at 2022-10-19 02:00:00 2026-07-27 20:32:15,765 - freqtrade.data.history.datahandlers.idatahandler - WARNING - ICP/USDT:USDT, futures, 15m, data starts at 2022-09-27 02:30:00 2026-07-27 20:32:15,807 - freqtrade.data.history.datahandlers.idatahandler - WARNING - HBAR/USDT:USDT, futures, 15m, data starts at 2021-03-17 07:00:00 2026-07-27 20:32:15,937 - freqtrade.data.history.datahandlers.idatahandler - WARNING - ARB/USDT:USDT, futures, 15m, data starts at 2023-03-23 15:00:00 2026-07-27 20:32:15,974 - freqtrade.data.history.datahandlers.idatahandler - WARNING - OP/USDT:USDT, futures, 15m, data starts at 2022-06-01 14:00:00 2026-07-27 20:32:16,088 - freqtrade.data.history.datahandlers.idatahandler - WARNING - INJ/USDT:USDT, futures, 15m, data starts at 2022-08-17 02:45:00 2026-07-27 20:32:16,325 - freqtrade.data.history.datahandlers.idatahandler - WARNING - SUI/USDT:USDT, futures, 15m, data starts at 2023-05-03 16:00:00 2026-07-27 20:32:16,426 - freqtrade.data.history.datahandlers.idatahandler - WARNING - SEI/USDT:USDT, futures, 15m, data starts at 2023-08-17 02:30:00 2026-07-27 20:32:16,473 - freqtrade.optimize.backtesting - INFO - Loading data from 2020-12-26 19:00:00 up to 2026-01-01 00:00:00 (1831 days). 2026-07-27 20:32:16,549 - freqtrade.data.history.datahandlers.idatahandler - WARNING - POL/USDT:USDT, funding_rate, 1h, data starts at 2024-09-13 16:00:00 2026-07-27 20:32:16,610 - freqtrade.data.history.datahandlers.idatahandler - WARNING - APT/USDT:USDT, funding_rate, 1h, data starts at 2022-10-18 16:00:00 2026-07-27 20:32:16,620 - freqtrade.data.history.datahandlers.idatahandler - WARNING - ICP/USDT:USDT, funding_rate, 1h, data starts at 2021-05-11 08:00:00 2026-07-27 20:32:16,628 - freqtrade.data.history.datahandlers.idatahandler - WARNING - HBAR/USDT:USDT, funding_rate, 1h, data starts at 2021-03-17 08:00:00 2026-07-27 20:32:16,642 - freqtrade.data.history.datahandlers.idatahandler - WARNING - ARB/USDT:USDT, funding_rate, 1h, data starts at 2023-03-23 08:00:00 2026-07-27 20:32:16,649 - freqtrade.data.history.datahandlers.idatahandler - WARNING - OP/USDT:USDT, funding_rate, 1h, data starts at 2022-06-01 08:00:00 2026-07-27 20:32:16,663 - freqtrade.data.history.datahandlers.idatahandler - WARNING - INJ/USDT:USDT, funding_rate, 1h, data starts at 2022-08-16 16:00:00 2026-07-27 20:32:16,689 - freqtrade.data.history.datahandlers.idatahandler - WARNING - SUI/USDT:USDT, funding_rate, 1h, data starts at 2023-05-03 16:00:00 2026-07-27 20:32:16,703 - freqtrade.data.history.datahandlers.idatahandler - WARNING - SEI/USDT:USDT, funding_rate, 1h, data starts at 2023-08-16 16:00:00 2026-07-27 20:32:16,922 - freqtrade.data.history.datahandlers.idatahandler - WARNING - POL/USDT:USDT, mark, 1h, data starts at 2024-09-13 10:00:00 2026-07-27 20:32:17,074 - freqtrade.data.history.datahandlers.idatahandler - WARNING - APT/USDT:USDT, mark, 1h, data starts at 2022-10-19 01:00:00 2026-07-27 20:32:17,090 - freqtrade.data.history.datahandlers.idatahandler - WARNING - ICP/USDT:USDT, mark, 1h, data starts at 2021-05-11 02:00:00 2026-07-27 20:32:17,109 - freqtrade.data.history.datahandlers.idatahandler - WARNING - HBAR/USDT:USDT, mark, 1h, data starts at 2021-03-17 03:00:00 2026-07-27 20:32:17,149 - freqtrade.data.history.datahandlers.idatahandler - WARNING - ARB/USDT:USDT, mark, 1h, data starts at 2023-03-23 13:00:00 2026-07-27 20:32:17,165 - freqtrade.data.history.datahandlers.idatahandler - WARNING - OP/USDT:USDT, mark, 1h, data starts at 2022-06-01 06:00:00 2026-07-27 20:32:17,203 - freqtrade.data.history.datahandlers.idatahandler - WARNING - INJ/USDT:USDT, mark, 1h, data starts at 2022-08-16 08:00:00 2026-07-27 20:32:17,281 - freqtrade.data.history.datahandlers.idatahandler - WARNING - SUI/USDT:USDT, mark, 1h, data starts at 2023-05-03 12:00:00 2026-07-27 20:32:17,317 - freqtrade.data.history.datahandlers.idatahandler - WARNING - SEI/USDT:USDT, mark, 1h, data starts at 2023-08-16 09:00:00 2026-07-27 20:33:07,214 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators 2026-07-27 20:33:07,215 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy FactorStrategy 2026-07-27 20:33:08,549 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2021-01-01 00:00:00 up to 2026-01-01 00:00:00 (1826 days). 2026-07-27 20:33:08,550 - freqtrade.plugins.protectionmanager - INFO - No protection Handlers defined. backtest ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 4/4 100% • 0:01:02 • 0:00:00 backtest ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 175296/175296 100% • 0:04:15 • 0:00:00 Result for strategy FactorStrategy BACKTESTING REPORT ┏━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┡━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━┩ │ VET/USDT:USDT │ 803 │ 0.53 │ 428.999 │ 42.9 │ 6:16:00 │ 556 0 247 69.2 │ │ ETC/USDT:USDT │ 793 │ 0.49 │ 388.749 │ 38.87 │ 8:00:00 │ 547 0 246 69.0 │ │ DOT/USDT:USDT │ 933 │ 0.38 │ 351.126 │ 35.11 │ 7:03:00 │ 625 0 308 67.0 │ │ HBAR/USDT:USDT │ 786 │ 0.39 │ 306.658 │ 30.67 │ 6:37:00 │ 530 0 256 67.4 │ │ DOGE/USDT:USDT │ 985 │ 0.27 │ 269.915 │ 26.99 │ 7:21:00 │ 630 0 355 64.0 │ │ CRV/USDT:USDT │ 812 │ 0.31 │ 250.374 │ 25.04 │ 4:34:00 │ 516 0 296 63.5 │ │ SNX/USDT:USDT │ 733 │ 0.33 │ 242.932 │ 24.29 │ 4:36:00 │ 485 0 248 66.2 │ │ SOL/USDT:USDT │ 981 │ 0.23 │ 227.174 │ 22.72 │ 5:41:00 │ 628 0 353 64.0 │ │ UNI/USDT:USDT │ 837 │ 0.29 │ 225.801 │ 22.58 │ 5:20:00 │ 550 0 287 65.7 │ │ ADA/USDT:USDT │ 994 │ 0.22 │ 214.756 │ 21.48 │ 7:25:00 │ 637 0 357 64.1 │ │ NEAR/USDT:USDT │ 670 │ 0.31 │ 201.379 │ 20.14 │ 4:55:00 │ 436 0 234 65.1 │ │ FIL/USDT:USDT │ 785 │ 0.25 │ 197.018 │ 19.7 │ 6:49:00 │ 504 0 281 64.2 │ │ ATOM/USDT:USDT │ 848 │ 0.23 │ 191.538 │ 19.15 │ 6:41:00 │ 546 0 302 64.4 │ │ LINK/USDT:USDT │ 916 │ 0.2 │ 180.214 │ 18.02 │ 6:22:00 │ 581 0 335 63.4 │ │ AVAX/USDT:USDT │ 901 │ 0.21 │ 171.647 │ 17.16 │ 5:50:00 │ 571 0 330 63.4 │ │ OP/USDT:USDT │ 433 │ 0.38 │ 165.283 │ 16.53 │ 5:22:00 │ 287 0 146 66.3 │ │ XLM/USDT:USDT │ 823 │ 0.19 │ 157.901 │ 15.79 │ 10:01:00 │ 533 0 290 64.8 │ │ AAVE/USDT:USDT │ 702 │ 0.24 │ 156.903 │ 15.69 │ 5:04:00 │ 450 0 252 64.1 │ │ SUI/USDT:USDT │ 312 │ 0.5 │ 155.089 │ 15.51 │ 5:39:00 │ 214 0 98 68.6 │ │ ARB/USDT:USDT │ 329 │ 0.46 │ 151.910 │ 15.19 │ 6:35:00 │ 221 0 108 67.2 │ │ INJ/USDT:USDT │ 378 │ 0.39 │ 146.433 │ 14.64 │ 5:02:00 │ 255 0 123 67.5 │ │ APT/USDT:USDT │ 419 │ 0.34 │ 142.667 │ 14.27 │ 6:44:00 │ 277 0 142 66.1 │ │ LTC/USDT:USDT │ 803 │ 0.18 │ 140.714 │ 14.07 │ 8:02:00 │ 502 0 301 62.5 │ │ XRP/USDT:USDT │ 1003 │ 0.13 │ 130.546 │ 13.05 │ 9:48:00 │ 625 0 378 62.3 │ │ ETH/USDT:USDT │ 849 │ 0.15 │ 125.070 │ 12.51 │ 10:20:00 │ 535 0 314 63.0 │ │ BCH/USDT:USDT │ 812 │ 0.15 │ 122.633 │ 12.26 │ 8:28:00 │ 509 0 303 62.7 │ │ BTC/USDT:USDT │ 751 │ 0.2 │ 115.853 │ 11.59 │ 14:53:00 │ 485 0 266 64.6 │ │ POL/USDT:USDT │ 235 │ 0.48 │ 112.511 │ 11.25 │ 8:12:00 │ 164 0 71 69.8 │ │ ICP/USDT:USDT │ 508 │ 0.21 │ 105.410 │ 10.54 │ 8:02:00 │ 329 0 179 64.8 │ │ SEI/USDT:USDT │ 231 │ 0.39 │ 88.751 │ 8.88 │ 4:44:00 │ 157 0 74 68.0 │ │ COMP/USDT:USDT │ 725 │ 0.12 │ 86.410 │ 8.64 │ 6:28:00 │ 456 0 269 62.9 │ │ BNB/USDT:USDT │ 797 │ 0.09 │ 67.807 │ 6.78 │ 13:27:00 │ 490 0 307 61.5 │ │ TRX/USDT:USDT │ 593 │ -0.27 │ -159.733 │ -15.97 │ 19:34:00 │ 340 0 253 57.3 │ │ TOTAL │ 23480 │ 0.25 │ 5860.440 │ 586.04 │ 7:41:00 │ 15171 0 8309 64.6 │ └────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴─────────────────────────┘ LEFT OPEN TRADES REPORT ┏━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┡━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ │ CRV/USDT:USDT │ 1 │ 0.74 │ 0.741 │ 0.07 │ 5:45:00 │ 1 0 0 100 │ │ LINK/USDT:USDT │ 1 │ 0.03 │ 0.026 │ 0.0 │ 3:45:00 │ 1 0 0 100 │ │ ATOM/USDT:USDT │ 1 │ -0.51 │ -0.509 │ -0.05 │ 5:45:00 │ 0 0 1 0 │ │ BCH/USDT:USDT │ 1 │ -0.96 │ -0.953 │ -0.1 │ 2 days, 5:45:00 │ 0 0 1 0 │ │ SEI/USDT:USDT │ 1 │ -1.02 │ -1.022 │ -0.1 │ 3:45:00 │ 0 0 1 0 │ │ SNX/USDT:USDT │ 1 │ -2.08 │ -2.080 │ -0.21 │ 5:45:00 │ 0 0 1 0 │ │ TOTAL │ 6 │ -0.63 │ -3.797 │ -0.38 │ 13:05:00 │ 2 0 4 33.3 │ └────────────────┴────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘ ENTER TAG STATS ┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━┩ │ fs │ 23480 │ 0.25 │ 5860.440 │ 586.04 │ 7:41:00 │ 15171 0 8309 64.6 │ │ TOTAL │ 23480 │ 0.25 │ 5860.440 │ 586.04 │ 7:41:00 │ 15171 0 8309 64.6 │ └───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────┴─────────────────────────┘ EXIT REASON STATS ┏━━━━━━━━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┡━━━━━━━━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━┩ │ trailing_stop_loss │ 13613 │ 1.97 │ 26281.677 │ 2628.17 │ 4:28:00 │ 13613 0 0 100 │ │ roi │ 1702 │ 2.55 │ 4267.468 │ 426.75 │ 1 day, 1:58:00 │ 1556 0 146 91.4 │ │ force_exit │ 6 │ -0.63 │ -3.797 │ -0.38 │ 13:05:00 │ 2 0 4 33.3 │ │ stop_loss │ 8159 │ -3.09 │ -24684.907 │ -2468.49 │ 9:14:00 │ 0 0 8159 0 │ │ TOTAL │ 23480 │ 0.25 │ 5860.440 │ 586.04 │ 7:41:00 │ 15171 0 8309 64.6 │ └────────────────────┴───────┴──────────────┴─────────────────┴──────────────┴────────────────┴─────────────────────────┘ MIXED TAG STATS ┏━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┡━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━┩ │ fs │ trailing_stop_loss │ 13613 │ 1.97 │ 26281.677 │ 2628.17 │ 4:28:00 │ 13613 0 0 100 │ │ fs │ roi │ 1702 │ 2.55 │ 4267.468 │ 426.75 │ 1 day, 1:58:00 │ 1556 0 146 91.4 │ │ fs │ force_exit │ 6 │ -0.63 │ -3.797 │ -0.38 │ 13:05:00 │ 2 0 4 33.3 │ │ fs │ stop_loss │ 8159 │ -3.09 │ -24684.907 │ -2468.49 │ 9:14:00 │ 0 0 8159 0 │ │ TOTAL │ │ 23480 │ 0.25 │ 5860.440 │ 586.04 │ 7:41:00 │ 15171 0 8309 64.6 │ └───────────┴────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴────────────────┴─────────────────────────┘ SUMMARY METRICS ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Metric ┃ Value ┃ ┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩ │ Backtesting from │ 2021-01-01 00:00:00 │ │ Backtesting to │ 2026-01-01 00:00:00 │ │ Trading Mode │ Isolated Futures │ │ Max open trades │ 10 │ │ │ │ │ Total/Daily Avg Trades │ 23480 / 12.86 │ │ Starting balance │ 1000 USDT │ │ Final balance │ 6860.44 USDT │ │ Absolute profit │ 5860.44 USDT │ │ Total profit % │ 586.04% │ │ CAGR % │ 46.95% │ │ Sharpe (closed trades) │ 24.64 │ │ Sortino (closed trades) │ 139.35 │ │ Calmar (closed trades) │ 100.44 │ │ SQN │ 15.37 │ │ Mean profit p-value │ 4.648e-53 │ │ Profit factor │ 1.24 │ │ Expectancy (Ratio) │ 0.25 (0.08) │ │ Avg. daily profit │ 3.209 USDT │ │ Avg. stake amount │ 97.995 USDT │ │ Market change │ 452.71% │ │ Total trade volume │ 4596067.934 USDT │ │ │ │ │ Long / Short trades │ 0 / 23480 │ │ Long / Short profit % │ 0.00% / 586.04% │ │ Long / Short profit USDT │ 0.000 / 5860.440 │ │ │ │ │ Best Pair │ VET/USDT:USDT 42.90% │ │ Worst Pair │ TRX/USDT:USDT -15.97% │ │ Best trade │ CRV/USDT:USDT 5.08% │ │ Worst trade │ SOL/USDT:USDT -3.78% │ │ Best day │ 196.563 USDT │ │ Worst day │ -83.33 USDT │ │ Days win/draw/lose │ 732 / 193 / 902 │ │ Min/Max/Avg. Duration Winners │ 0d 00:00 / 5d 02:30 / 0d 06:22 │ │ Min/Max/Avg. Duration Losers │ 0d 00:00 / 6d 23:45 / 0d 10:04 │ │ Max Consecutive Wins / Loss │ 69 / 28 │ │ Rejected Entry signals │ 18311 │ │ Entry/Exit Timeouts │ 0 / 0 │ │ │ │ │ Min/Max balance (closed trades) │ 968.547 USDT / 6999.318 USDT │ │ Max % of account underwater │ 9.06% │ │ Absolute drawdown │ 226.166 USDT (6.10%) │ │ Drawdown duration │ 85 days 16:30:00 │ │ Profit at drawdown start │ 2704.652 USDT │ │ Profit at drawdown end │ 2478.486 USDT │ │ Drawdown start │ 2022-07-13 00:00:00 │ │ Drawdown end │ 2022-10-06 16:30:00 │ │ │ │ │ Wallet based Metrics │ │ │ Min/Max balance (wallet balance) │ 968.547 USDT / 6999.318 USDT │ │ Min/Max balance dates (wallet balance) │ 2021-01-10 13:45:00 / 2025-11-04 21:45:00 │ │ Max % of account underwater (balance) │ 9.06% │ │ Absolute drawdown (wallet balance) │ 226.166 USDT (6.10%) │ │ Drawdown duration │ 85 days 16:30:00 │ │ Profit at drawdown start │ 2704.652 USDT │ │ Profit at drawdown end │ 2478.486 USDT │ │ Drawdown start │ 2022-07-13 00:15:00 │ │ Drawdown end │ 2022-10-06 16:45:00 │ │ Sharpe (daily wallet balance) │ 2.27 │ │ Sortino (daily wallet balance) │ 5.93 │ │ Calmar (daily wallet balance) │ 100.56 │ └────────────────────────────────────────┴───────────────────────────────────────────┘ Backtested 2021-01-01 00:00:00 -> 2026-01-01 00:00:00 | Max open trades : 10 STRATEGY SUMMARY ┏━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓ ┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃ ┡━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━┩ │ FactorStrategy │ 23480 │ 0.25 │ 5860.440 │ 586.04 │ 7:41:00 │ 15171 0 8309 64.6 │ 226.166 USDT 6.10% │ └────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴─────────────────────────┴─────────────────────┘