2026-07-28 09:20:13,094 - freqtrade.loggers - INFO - Enabling colorized output. 2026-07-28 09:20:13,094 - freqtrade.loggers - INFO - Logfile configured 2026-07-28 09:20:13,095 - freqtrade.loggers - INFO - Verbosity set to 0 2026-07-28 09:20:13,095 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqle/user_data/strategies 2026-07-28 09:20:13,096 - freqtrade.configuration.configuration - INFO - Parameter --enable-protections detected, enabling Protections ... 2026-07-28 09:20:13,096 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 5 ... 2026-07-28 09:20:13,096 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250101-20260101 ... 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. 2026-07-28 09:20:13,099 - freqtrade.configuration.directory_operations - WARNING - Could not chown /freqle/user_data 2026-07-28 09:20:13,100 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqle/user_data ... 2026-07-28 09:20:13,101 - freqtrade.configuration.configuration - INFO - Using data directory: /freqle/user_data/data/binance ... 2026-07-28 09:20:13,101 - freqtrade.configuration.configuration - INFO - Parameter --export detected: none ... 2026-07-28 09:20:13,101 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ... 2026-07-28 09:20:13,101 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250101-20260101 2026-07-28 09:20:13,102 - freqtrade.exchange.check_exchange - INFO - Checking exchange... 2026-07-28 09:20:13,111 - freqtrade.exchange.check_exchange - INFO - Exchange "binance" is officially supported by the Freqtrade development team. 2026-07-28 09:20:13,111 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration. 2026-07-28 09:20:13,112 - freqtrade.configuration.config_validation - INFO - Validating configuration ... 2026-07-28 09:20:13,114 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled 2026-07-28 09:20:13,114 - freqtrade.exchange.exchange - INFO - Using CCXT 4.5.61 2026-07-28 09:20:13,114 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'options': {'defaultType': 'swap'}} 2026-07-28 09:20:13,121 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'options': {'defaultType': 'swap'}} 2026-07-28 09:20:13,128 - freqtrade.exchange.exchange - INFO - Using Exchange "Binance" 2026-07-28 09:20:13,364 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Binance'... 2026-07-28 09:20:13,386 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy IchiVwapAdx from '/freqle/user_data/strategies/IchiVwapAdx.py'... 2026-07-28 09:20:13,387 - freqtrade.strategy.hyper - INFO - Found no parameter file. 2026-07-28 09:20:13,387 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value from the configuration: 15m. 2026-07-28 09:20:13,388 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value from the configuration: USDT. 2026-07-28 09:20:13,388 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value from the configuration: 100. 2026-07-28 09:20:13,388 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value from the configuration: 5. 2026-07-28 09:20:13,388 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.2, '60': 0.15, '120': 0.1, '240': 0.05, '480': 0.02} 2026-07-28 09:20:13,389 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 15m 2026-07-28 09:20:13,389 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.2 2026-07-28 09:20:13,389 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: False 2026-07-28 09:20:13,389 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.0 2026-07-28 09:20:13,390 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False 2026-07-28 09:20:13,390 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False 2026-07-28 09:20:13,390 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True 2026-07-28 09:20:13,390 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False, 'stoploss_on_exchange_interval': 60} 2026-07-28 09:20:13,391 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'} 2026-07-28 09:20:13,391 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT 2026-07-28 09:20:13,391 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 100 2026-07-28 09:20:13,392 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 200 2026-07-28 09:20:13,392 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True 2026-07-28 09:20:13,392 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False 2026-07-28 09:20:13,392 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False 2026-07-28 09:20:13,393 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0 2026-07-28 09:20:13,393 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False 2026-07-28 09:20:13,393 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0 2026-07-28 09:20:13,393 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False 2026-07-28 09:20:13,394 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1 2026-07-28 09:20:13,394 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 5 2026-07-28 09:20:13,394 - freqtrade.configuration.config_validation - INFO - Validating configuration ... 2026-07-28 09:20:13,398 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'... 2026-07-28 09:20:13,405 - freqtrade.optimize.backtesting - INFO - Using fee 0.0500% - worst case fee from exchange (lowest tier). 2026-07-28 09:20:13,487 - freqtrade.optimize.backtesting - INFO - Loading data from 2024-12-29 22:00:00 up to 2026-01-01 00:00:00 (367 days). 2026-07-28 09:20:14,219 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators 2026-07-28 09:20:14,220 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy IchiVwapAdx 2026-07-28 09:20:14,220 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values. 2026-07-28 09:20:14,221 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_period = 14 2026-07-28 09:20:14,221 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_strong_threshold = 30.0 2026-07-28 09:20:14,221 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_threshold = 20.0 2026-07-28 09:20:14,221 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_weight = 1 2026-07-28 09:20:14,222 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): base_position_size = 1.0 2026-07-28 09:20:14,222 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): bear_market_long_reduction = 0.7 2026-07-28 09:20:14,222 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): chikou_clear_space_periods = 5 2026-07-28 09:20:14,222 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): chikou_confirmation = True 2026-07-28 09:20:14,222 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): chikou_weight = 1 2026-07-28 09:20:14,223 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): cloud_quality_lookback = 20 2026-07-28 09:20:14,223 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): cloud_quality_percentile = 20.0 2026-07-28 09:20:14,223 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): confidence_boost_multiplier = 1.5 2026-07-28 09:20:14,224 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): confidence_scaling = True 2026-07-28 09:20:14,224 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): confidence_scaling_factor = 0.5 2026-07-28 09:20:14,224 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): dynamic_high_volatility_threshold = 1.5 2026-07-28 09:20:14,224 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): dynamic_low_volatility_threshold = 0.7 2026-07-28 09:20:14,224 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): enable_custom_entry_price = True 2026-07-28 09:20:14,225 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): enable_fft_cycle_detection = False 2026-07-28 09:20:14,225 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): enable_time_risk_management = True 2026-07-28 09:20:14,225 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): entry_price_fishing_factor = 0.98 2026-07-28 09:20:14,225 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): entry_price_increment = 1.001 2026-07-28 09:20:14,226 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): extreme_volatility_multiplier = 0.5 2026-07-28 09:20:14,226 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): extreme_volatility_threshold = 2.0 2026-07-28 09:20:14,226 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): ha_body_atr_ratio = 0.1 2026-07-28 09:20:14,226 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): ha_smoothing_factor = 0.2 2026-07-28 09:20:14,227 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): high_confidence_threshold = 0.8 2026-07-28 09:20:14,227 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): high_risk_hours_end_1 = 10 2026-07-28 09:20:14,227 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): high_risk_hours_end_2 = 17 2026-07-28 09:20:14,227 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): high_risk_hours_start_1 = 8 2026-07-28 09:20:14,228 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): high_risk_hours_start_2 = 15 2026-07-28 09:20:14,228 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): high_volatility_multiplier = 0.7 2026-07-28 09:20:14,228 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): high_volatility_threshold = 1.8 2026-07-28 09:20:14,229 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): ichimoku_kijun_period = 26 2026-07-28 09:20:14,229 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): ichimoku_senkou_period = 52 2026-07-28 09:20:14,229 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): ichimoku_tenkan_period = 9 2026-07-28 09:20:14,229 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): ichimoku_weight = 2 2026-07-28 09:20:14,230 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): l_window_size = 50 2026-07-28 09:20:14,230 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): low_volatility_boost_multiplier = 1.2 2026-07-28 09:20:14,230 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): market_regime_scaling = True 2026-07-28 09:20:14,230 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_momentum_multiplier = 1.5 2026-07-28 09:20:14,230 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_portfolio_risk = 0.1 2026-07-28 09:20:14,231 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_stack_size = 3.0 2026-07-28 09:20:14,231 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): min_entry_score = 3 2026-07-28 09:20:14,231 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): min_stack_size = 1.0 2026-07-28 09:20:14,232 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): min_volatility_ratio = 0.5 2026-07-28 09:20:14,232 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): momentum_boost_threshold = 35.0 2026-07-28 09:20:14,232 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): momentum_scaling = True 2026-07-28 09:20:14,232 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): momentum_scaling_divisor = 100.0 2026-07-28 09:20:14,232 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): performance_multiplier_placeholder = 1.0 2026-07-28 09:20:14,233 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): portfolio_heat_reduction_threshold = 0.5 2026-07-28 09:20:14,233 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): regime_alignment_boost = 1.3 2026-07-28 09:20:14,233 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): regime_lookback = 20 2026-07-28 09:20:14,233 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): regime_price_weight = 0.6 2026-07-28 09:20:14,234 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): regime_sma_fast = 30 2026-07-28 09:20:14,234 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): regime_sma_slow = 150 2026-07-28 09:20:14,234 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): regime_sma_weight = 0.4 2026-07-28 09:20:14,234 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): regime_threshold = 0.75 2026-07-28 09:20:14,235 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): sideways_market_reduction = 0.8 2026-07-28 09:20:14,235 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): stack_heat_threshold = 0.25 2026-07-28 09:20:14,235 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): time_risk_multiplier = 0.8 2026-07-28 09:20:14,235 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): transition_lookback = 9 2026-07-28 09:20:14,236 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): u_window_size = 150 2026-07-28 09:20:14,236 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): use_heiken_ashi = True 2026-07-28 09:20:14,236 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): volatility_filter = True 2026-07-28 09:20:14,236 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): volatility_penalty_factor = 0.6 2026-07-28 09:20:14,237 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): volatility_scaling = True 2026-07-28 09:20:14,237 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): vwap_period = 20 2026-07-28 09:20:14,237 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): vwap_std_multiplier = 0.5 2026-07-28 09:20:14,237 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): vwap_weight = 1 2026-07-28 09:20:14,238 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values. 2026-07-28 09:20:14,238 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_multiplier = 1.5 2026-07-28 09:20:14,238 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_period = 14 2026-07-28 09:20:14,238 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): bull_market_short_reduction = 0.7 2026-07-28 09:20:14,239 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): cloud_exit_periods = 3 2026-07-28 09:20:14,239 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): emergency_adx_slope_threshold = -5.0 2026-07-28 09:20:14,239 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): emergency_adx_threshold = 15.0 2026-07-28 09:20:14,239 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): enable_exit_protection = True 2026-07-28 09:20:14,240 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): exit_adx_conviction_threshold = 25.0 2026-07-28 09:20:14,240 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): high_volatility_tp_reduction = 0.8 2026-07-28 09:20:14,240 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_dynamic_roi = 0.5 2026-07-28 09:20:14,240 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_trail_tightening = 0.5 2026-07-28 09:20:14,241 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): min_dynamic_roi = 0.01 2026-07-28 09:20:14,241 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): min_partial_exit_threshold = 0.01 2026-07-28 09:20:14,241 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): min_profit_exit_threshold = 0.01 2026-07-28 09:20:14,241 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): min_roi_exit_threshold = 0.005 2026-07-28 09:20:14,242 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): min_trailing_stop_threshold = 0.01 2026-07-28 09:20:14,242 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): momentum_decline_threshold = -2.0 2026-07-28 09:20:14,242 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): roi_base_scaling = 1.0 2026-07-28 09:20:14,242 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): roi_confidence_sensitivity = 0.2 2026-07-28 09:20:14,243 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): roi_momentum_sensitivity = 0.2 2026-07-28 09:20:14,243 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): roi_regime_sensitivity = 0.4 2026-07-28 09:20:14,243 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): roi_volatility_sensitivity = 0.5 2026-07-28 09:20:14,243 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): strong_momentum_tp_boost = 1.1 2026-07-28 09:20:14,244 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): take_profit_1 = 2.0 2026-07-28 09:20:14,244 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): take_profit_2 = 5 2026-07-28 09:20:14,244 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): trailing_profit_multiplier = 1.5 2026-07-28 09:20:14,245 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): volatility_trail_threshold = 1.6 2026-07-28 09:20:14,245 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): vwap_exit_multiplier = 2.0 2026-07-28 09:20:14,245 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): weak_momentum_threshold = 25.0 2026-07-28 09:20:14,462 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-01-01 00:00:00 up to 2026-01-01 00:00:00 (365 days). 2026-07-28 09:20:14,463 - freqtrade.plugins.protectionmanager - INFO - No protection Handlers defined. backtest ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 4/4 100% • 0:00:01 • 0:00:00 backtest ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 35040/35040 100% • 0:00:03 • 0:00:00 Result for strategy IchiVwapAdx BACKTESTING REPORT ┏━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┡━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ │ ETH/USDT:USDT │ 62 │ 0.42 │ 25.395 │ 0.25 │ 4 days, 10:51:00 │ 37 0 25 59.7 │ │ BTC/USDT:USDT │ 74 │ 0.13 │ 8.609 │ 0.09 │ 3 days, 14:54:00 │ 26 0 48 35.1 │ │ TOTAL │ 136 │ 0.26 │ 34.003 │ 0.34 │ 3 days, 23:59:00 │ 63 0 73 46.3 │ └───────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘ LEFT OPEN TRADES REPORT ┏━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┡━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ │ TOTAL │ 0 │ 0.0 │ 0.000 │ 0.0 │ 0:00 │ 0 0 0 0 │ └───────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘ ENTER TAG STATS ┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ │ OTHER │ 136 │ 0.26 │ 34.003 │ 0.34 │ 3 days, 23:59:00 │ 63 0 73 46.3 │ │ TOTAL │ 136 │ 0.26 │ 34.003 │ 0.34 │ 3 days, 23:59:00 │ 63 0 73 46.3 │ └───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘ EXIT REASON STATS ┏━━━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┡━━━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ │ exit_signal │ 132 │ 0.16 │ 20.711 │ 0.21 │ 4 days, 2:19:00 │ 59 0 73 44.7 │ │ roi │ 3 │ 2.72 │ 8.012 │ 0.08 │ 1 day, 0:35:00 │ 3 0 0 100 │ │ take_profit_2 │ 1 │ 6.15 │ 5.280 │ 0.05 │ 2:15:00 │ 1 0 0 100 │ │ TOTAL │ 136 │ 0.26 │ 34.003 │ 0.34 │ 3 days, 23:59:00 │ 63 0 73 46.3 │ └───────────────┴───────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘ MIXED TAG STATS ┏━━━━━━━━━━━┳━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┡━━━━━━━━━━━╇━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ │ │ exit_signal │ 132 │ 0.16 │ 20.711 │ 0.21 │ 4 days, 2:19:00 │ 59 0 73 44.7 │ │ │ roi │ 3 │ 2.72 │ 8.012 │ 0.08 │ 1 day, 0:35:00 │ 3 0 0 100 │ │ │ take_profit_2 │ 1 │ 6.15 │ 5.280 │ 0.05 │ 2:15:00 │ 1 0 0 100 │ │ TOTAL │ │ 136 │ 0.26 │ 34.003 │ 0.34 │ 3 days, 23:59:00 │ 63 0 73 46.3 │ └───────────┴───────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘ SUMMARY METRICS ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Metric ┃ Value ┃ ┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩ │ Backtesting from │ 2025-01-01 00:00:00 │ │ Backtesting to │ 2026-01-01 00:00:00 │ │ Trading Mode │ Isolated Futures │ │ Max open trades │ 2 │ │ │ │ │ Total/Daily Avg Trades │ 136 / 0.37 │ │ Starting balance │ 10000 USDT │ │ Final balance │ 10034.003 USDT │ │ Absolute profit │ 34.003 USDT │ │ Total profit % │ 0.34% │ │ CAGR % │ 0.34% │ │ Sharpe (closed trades) │ 1.43 │ │ Sortino (closed trades) │ 2.78 │ │ Calmar (closed trades) │ 38.06 │ │ SQN │ 2.34 │ │ Mean profit p-value │ 0.02067 │ │ Profit factor │ 2.04 │ │ Expectancy (Ratio) │ 0.25 (0.56) │ │ Avg. daily profit │ 0.093 USDT │ │ Avg. stake amount │ 92.365 USDT │ │ Market change │ -8.73% │ │ Total trade volume │ 30298.371 USDT │ │ │ │ │ Long / Short trades │ 10 / 126 │ │ Long / Short profit % │ 0.14% / 0.20% │ │ Long / Short profit USDT │ 14.056 / 19.948 │ │ │ │ │ Best Pair │ ETH/USDT:USDT 0.25% │ │ Worst Pair │ BTC/USDT:USDT 0.09% │ │ Best trade │ ETH/USDT:USDT 6.27% │ │ Worst trade │ BTC/USDT:USDT -4.51% │ │ Best day │ 9.36 USDT │ │ Worst day │ -3.908 USDT │ │ Days win/draw/lose │ 50 / 264 / 44 │ │ Min/Max/Avg. Duration Winners │ 0d 00:15 / 207d 06:00 / 8d 13:30 │ │ Min/Max/Avg. Duration Losers │ 0d 00:15 / 0d 23:45 / 0d 01:29 │ │ Max Consecutive Wins / Loss │ 7 / 7 │ │ Rejected Entry signals │ 0 │ │ Entry/Exit Timeouts │ 0 / 0 │ │ │ │ │ Min/Max balance (closed trades) │ 10000.508 USDT / 10037.552 USDT │ │ Max % of account underwater │ 0.05% │ │ Absolute drawdown │ 4.693 USDT (0.05%) │ │ Drawdown duration │ 1 days 08:15:00 │ │ Profit at drawdown start │ 37.552 USDT │ │ Profit at drawdown end │ 32.858 USDT │ │ Drawdown start │ 2025-11-13 16:15:00 │ │ Drawdown end │ 2025-11-15 00:30:00 │ │ │ │ │ Wallet based Metrics │ │ │ Min/Max balance (wallet balance) │ 10000 USDT / 10037.552 USDT │ │ Min/Max balance dates (wallet balance) │ 2025-01-01 00:15:00 / 2025-11-13 16:30:00 │ │ Max % of account underwater (balance) │ 0.05% │ │ Absolute drawdown (wallet balance) │ 4.693 USDT (0.05%) │ │ Drawdown duration │ 1 days 08:15:00 │ │ Profit at drawdown start │ 37.552 USDT │ │ Profit at drawdown end │ 32.858 USDT │ │ Drawdown start │ 2025-11-13 16:30:00 │ │ Drawdown end │ 2025-11-15 00:45:00 │ │ Sharpe (daily wallet balance) │ 2.16 │ │ Sortino (daily wallet balance) │ 2.38 │ │ Calmar (daily wallet balance) │ 38.17 │ └────────────────────────────────────────┴───────────────────────────────────────────┘ Backtested 2025-01-01 00:00:00 -> 2026-01-01 00:00:00 | Max open trades : 2 STRATEGY SUMMARY ┏━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┓ ┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃ ┡━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━┩ │ IchiVwapAdx │ 136 │ 0.26 │ 34.003 │ 0.34 │ 3 days, 23:59:00 │ 63 0 73 46.3 │ 4.693 USDT 0.05% │ └─────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┴───────────────────┘