{ "completed_frames": 8, "scope": "entry45/50/55/60/65;exit10/15/20/25/30;close/close;no extra stop;chosen around named55/20 rule", "rows": [ { "entry_length": 45, "exit_length": 10, "entry_mode": 0, "exit_mode": 0, "stop_n": 0, "frames": 8, "positive_frames": 6, "worst_return": -22.278547286987305, "worst_reported_drawdown": 62.078521728515625, "min_executions": 56, "by_frame": { "BTCUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 45, "initialValue": 10000, "finalValue": 13570.1982421875, "totalReturn": 35.70197677612305, "finalCoinValue": 0, "finalCoinAmount": 0.3217926323413849, "endPrice": 42170.62890625, "buyHoldValue": 14338.8798828125, "buyHoldReturn": 43.3887939453125, "totalTrades": 186, "winRate": 39.78494644165039, "maxDrawdown": 4035.42041015625, "maxDrawdownPct": 35.59812545776367, "totalFees": 1810.0924072265625, "error": 0, "candleSize": "2h" }, "BTCUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 45, "initialValue": 10000, "finalValue": 14799.970703125, "totalReturn": 47.99971008300781, "finalCoinValue": 0, "finalCoinAmount": 0.3509097695350647, "endPrice": 42176, "buyHoldValue": 14405.1591796875, "buyHoldReturn": 44.05158615112305, "totalTrades": 88, "winRate": 34.09090805053711, "maxDrawdown": 3110.5029296875, "maxDrawdownPct": 29.414302825927734, "totalFees": 943.4187622070312, "error": 0, "candleSize": "4h" }, "BTCUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 45, "initialValue": 10000, "finalValue": 9612.6630859375, "totalReturn": -3.87337064743042, "finalCoinValue": 0, "finalCoinAmount": 0.10843469202518463, "endPrice": 88649.328125, "buyHoldValue": 20803.080078125, "buyHoldReturn": 108.03079986572266, "totalTrades": 140, "winRate": 34.28571319580078, "maxDrawdown": 3783.73974609375, "maxDrawdownPct": 28.24444580078125, "totalFees": 1483.033447265625, "error": 0, "candleSize": "2h" }, "BTCUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 45, "initialValue": 10000, "finalValue": 11680.48828125, "totalReturn": 16.80487823486328, "finalCoinValue": 0, "finalCoinAmount": 0.13205298781394958, "endPrice": 88453.0390625, "buyHoldValue": 20895.822265625, "buyHoldReturn": 108.95822143554688, "totalTrades": 66, "winRate": 36.3636360168457, "maxDrawdown": 2633.694580078125, "maxDrawdownPct": 20.672452926635742, "totalFees": 690.1989135742188, "error": 0, "candleSize": "4h" }, "ETHUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 45, "initialValue": 10000, "finalValue": 7772.1455078125, "totalReturn": -22.278547286987305, "finalCoinValue": 0, "finalCoinAmount": 3.3942463397979736, "endPrice": 2289.800048828125, "buyHoldValue": 30600.84375, "buyHoldReturn": 206.00845336914062, "totalTrades": 208, "winRate": 29.80769157409668, "maxDrawdown": 10128.638671875, "maxDrawdownPct": 62.078521728515625, "totalFees": 1881.2138671875, "error": 0, "candleSize": "2h" }, "ETHUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 45, "initialValue": 10000, "finalValue": 13047.1689453125, "totalReturn": 30.47169303894043, "finalCoinValue": 13047.1689453125, "finalCoinAmount": 5.712370872497559, "endPrice": 2284.02001953125, "buyHoldValue": 30665.396484375, "buyHoldReturn": 206.65396118164062, "totalTrades": 103, "winRate": 33.33333206176758, "maxDrawdown": 7771.2607421875, "maxDrawdownPct": 40.87154769897461, "totalFees": 1433.57373046875, "error": 0, "candleSize": "4h" }, "ETHUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 45, "initialValue": 10000, "finalValue": 15225.970703125, "totalReturn": 52.25971221923828, "finalCoinValue": 15225.970703125, "finalCoinAmount": 5.109163284301758, "endPrice": 2980.1298828125, "buyHoldValue": 12936.1640625, "buyHoldReturn": 29.36164093017578, "totalTrades": 135, "winRate": 31.34328269958496, "maxDrawdown": 6282.568359375, "maxDrawdownPct": 44.15910339355469, "totalFees": 1589.2694091796875, "error": 0, "candleSize": "2h" }, "ETHUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 45, "initialValue": 10000, "finalValue": 13583.8359375, "totalReturn": 35.838356018066406, "finalCoinValue": 0, "finalCoinAmount": 4.572619915008545, "endPrice": 2970.68994140625, "buyHoldValue": 13064.8115234375, "buyHoldReturn": 30.64811897277832, "totalTrades": 56, "winRate": 50, "maxDrawdown": 2984.08447265625, "maxDrawdownPct": 18.011219024658203, "totalFees": 584.3475341796875, "error": 0, "candleSize": "4h" } } }, { "entry_length": 45, "exit_length": 15, "entry_mode": 0, "exit_mode": 0, "stop_n": 0, "frames": 8, "positive_frames": 7, "worst_return": -17.737382888793945, "worst_reported_drawdown": 65.04042053222656, "min_executions": 50, "by_frame": { "BTCUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 45, "initialValue": 10000, "finalValue": 15373.984375, "totalReturn": 53.73984146118164, "finalCoinValue": 0, "finalCoinAmount": 0.3645661473274231, "endPrice": 42170.62890625, "buyHoldValue": 14338.8798828125, "buyHoldReturn": 43.3887939453125, "totalTrades": 162, "winRate": 41.97530746459961, "maxDrawdown": 4633.60888671875, "maxDrawdownPct": 35.69962692260742, "totalFees": 1817.760986328125, "error": 0, "candleSize": "2h" }, "BTCUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 45, "initialValue": 10000, "finalValue": 14399.3818359375, "totalReturn": 43.99382019042969, "finalCoinValue": 0, "finalCoinAmount": 0.3414117395877838, "endPrice": 42176, "buyHoldValue": 14405.1591796875, "buyHoldReturn": 44.05158615112305, "totalTrades": 82, "winRate": 34.14634323120117, "maxDrawdown": 3154.427490234375, "maxDrawdownPct": 29.68855857849121, "totalFees": 844.4918823242188, "error": 0, "candleSize": "4h" }, "BTCUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 45, "initialValue": 10000, "finalValue": 10027.318359375, "totalReturn": 0.27318596839904785, "finalCoinValue": 0, "finalCoinAmount": 0.11311217397451401, "endPrice": 88649.328125, "buyHoldValue": 20803.080078125, "buyHoldReturn": 108.03079986572266, "totalTrades": 126, "winRate": 33.33333206176758, "maxDrawdown": 4856.48291015625, "maxDrawdownPct": 33.21778106689453, "totalFees": 1392.725830078125, "error": 0, "candleSize": "2h" }, "BTCUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 45, "initialValue": 10000, "finalValue": 12776.1533203125, "totalReturn": 27.761531829833984, "finalCoinValue": 0, "finalCoinAmount": 0.1444399505853653, "endPrice": 88453.0390625, "buyHoldValue": 20895.822265625, "buyHoldReturn": 108.95822143554688, "totalTrades": 58, "winRate": 37.931034088134766, "maxDrawdown": 2191.552978515625, "maxDrawdownPct": 16.480741500854492, "totalFees": 649.1103515625, "error": 0, "candleSize": "4h" }, "ETHUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 45, "initialValue": 10000, "finalValue": 8226.26171875, "totalReturn": -17.737382888793945, "finalCoinValue": 0, "finalCoinAmount": 3.5925676822662354, "endPrice": 2289.800048828125, "buyHoldValue": 30600.84375, "buyHoldReturn": 206.00845336914062, "totalTrades": 188, "winRate": 28.723403930664062, "maxDrawdown": 11257.4052734375, "maxDrawdownPct": 65.04042053222656, "totalFees": 1802.6988525390625, "error": 0, "candleSize": "2h" }, "ETHUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 45, "initialValue": 10000, "finalValue": 15201.9189453125, "totalReturn": 52.019187927246094, "finalCoinValue": 15201.9189453125, "finalCoinAmount": 6.655773162841797, "endPrice": 2284.02001953125, "buyHoldValue": 30665.396484375, "buyHoldReturn": 206.65396118164062, "totalTrades": 87, "winRate": 37.20930099487305, "maxDrawdown": 6498.99951171875, "maxDrawdownPct": 34.40406799316406, "totalFees": 1249.056640625, "error": 0, "candleSize": "4h" }, "ETHUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 45, "initialValue": 10000, "finalValue": 13459.8857421875, "totalReturn": 34.598854064941406, "finalCoinValue": 13459.8857421875, "finalCoinAmount": 4.516542911529541, "endPrice": 2980.1298828125, "buyHoldValue": 12936.1640625, "buyHoldReturn": 29.36164093017578, "totalTrades": 119, "winRate": 33.8983039855957, "maxDrawdown": 7127.75439453125, "maxDrawdownPct": 48.39868927001953, "totalFees": 1401.0701904296875, "error": 0, "candleSize": "2h" }, "ETHUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 45, "initialValue": 10000, "finalValue": 14442.7392578125, "totalReturn": 44.42739486694336, "finalCoinValue": 0, "finalCoinAmount": 4.861745834350586, "endPrice": 2970.68994140625, "buyHoldValue": 13064.8115234375, "buyHoldReturn": 30.64811897277832, "totalTrades": 50, "winRate": 48, "maxDrawdown": 3983.0166015625, "maxDrawdownPct": 21.61656951904297, "totalFees": 554.2908325195312, "error": 0, "candleSize": "4h" } } }, { "entry_length": 45, "exit_length": 20, "entry_mode": 0, "exit_mode": 0, "stop_n": 0, "frames": 8, "positive_frames": 6, "worst_return": -34.853515625, "worst_reported_drawdown": 68.88430786132812, "min_executions": 50, "by_frame": { "BTCUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 45, "initialValue": 10000, "finalValue": 18892.74609375, "totalReturn": 88.92745208740234, "finalCoinValue": 0, "finalCoinAmount": 0.448007196187973, "endPrice": 42170.62890625, "buyHoldValue": 14338.8798828125, "buyHoldReturn": 43.3887939453125, "totalTrades": 144, "winRate": 44.44444274902344, "maxDrawdown": 4659.3251953125, "maxDrawdownPct": 38.90093994140625, "totalFees": 1688.8992919921875, "error": 0, "candleSize": "2h" }, "BTCUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 45, "initialValue": 10000, "finalValue": 11995.951171875, "totalReturn": 19.959514617919922, "finalCoinValue": 0, "finalCoinAmount": 0.2844260036945343, "endPrice": 42176, "buyHoldValue": 14405.1591796875, "buyHoldReturn": 44.05158615112305, "totalTrades": 76, "winRate": 31.578947067260742, "maxDrawdown": 3280.41357421875, "maxDrawdownPct": 32.03288269042969, "totalFees": 676.2233276367188, "error": 0, "candleSize": "4h" }, "BTCUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 45, "initialValue": 10000, "finalValue": 8590.15234375, "totalReturn": -14.098480224609375, "finalCoinValue": 0, "finalCoinAmount": 0.09690035879611969, "endPrice": 88649.328125, "buyHoldValue": 20803.080078125, "buyHoldReturn": 108.03079986572266, "totalTrades": 124, "winRate": 29.032258987426758, "maxDrawdown": 5609.169921875, "maxDrawdownPct": 39.503082275390625, "totalFees": 1285.166259765625, "error": 0, "candleSize": "2h" }, "BTCUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 45, "initialValue": 10000, "finalValue": 11882.4658203125, "totalReturn": 18.824661254882812, "finalCoinValue": 0, "finalCoinAmount": 0.1343364417552948, "endPrice": 88453.0390625, "buyHoldValue": 20895.822265625, "buyHoldReturn": 108.95822143554688, "totalTrades": 52, "winRate": 42.30769348144531, "maxDrawdown": 2413.353515625, "maxDrawdownPct": 18.236339569091797, "totalFees": 567.9068603515625, "error": 0, "candleSize": "4h" }, "ETHUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 45, "initialValue": 10000, "finalValue": 6514.6484375, "totalReturn": -34.853515625, "finalCoinValue": 0, "finalCoinAmount": 2.8450732231140137, "endPrice": 2289.800048828125, "buyHoldValue": 30600.84375, "buyHoldReturn": 206.00845336914062, "totalTrades": 178, "winRate": 29.213483810424805, "maxDrawdown": 11730.232421875, "maxDrawdownPct": 68.88430786132812, "totalFees": 1568.368896484375, "error": 0, "candleSize": "2h" }, "ETHUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 45, "initialValue": 10000, "finalValue": 14239.7060546875, "totalReturn": 42.397064208984375, "finalCoinValue": 14239.7060546875, "finalCoinAmount": 6.234492778778076, "endPrice": 2284.02001953125, "buyHoldValue": 30665.396484375, "buyHoldReturn": 206.65396118164062, "totalTrades": 83, "winRate": 39.024391174316406, "maxDrawdown": 10923.462890625, "maxDrawdownPct": 46.705684661865234, "totalFees": 1272.854248046875, "error": 0, "candleSize": "4h" }, "ETHUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 45, "initialValue": 10000, "finalValue": 13600.828125, "totalReturn": 36.008277893066406, "finalCoinValue": 13600.828125, "finalCoinAmount": 4.563837051391602, "endPrice": 2980.1298828125, "buyHoldValue": 12936.1640625, "buyHoldReturn": 29.36164093017578, "totalTrades": 111, "winRate": 30.909090042114258, "maxDrawdown": 7524.47607421875, "maxDrawdownPct": 48.58226776123047, "totalFees": 1352.697265625, "error": 0, "candleSize": "2h" }, "ETHUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 45, "initialValue": 10000, "finalValue": 11037.3564453125, "totalReturn": 10.373564720153809, "finalCoinValue": 0, "finalCoinAmount": 3.7154183387756348, "endPrice": 2970.68994140625, "buyHoldValue": 13064.8115234375, "buyHoldReturn": 30.64811897277832, "totalTrades": 50, "winRate": 40, "maxDrawdown": 5127.62744140625, "maxDrawdownPct": 31.720584869384766, "totalFees": 504.9892883300781, "error": 0, "candleSize": "4h" } } }, { "entry_length": 45, "exit_length": 25, "entry_mode": 0, "exit_mode": 0, "stop_n": 0, "frames": 8, "positive_frames": 5, "worst_return": -10.494945526123047, "worst_reported_drawdown": 67.75161743164062, "min_executions": 44, "by_frame": { "BTCUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 45, "initialValue": 10000, "finalValue": 13516.234375, "totalReturn": 35.16234588623047, "finalCoinValue": 0, "finalCoinAmount": 0.320512980222702, "endPrice": 42170.62890625, "buyHoldValue": 14338.8798828125, "buyHoldReturn": 43.3887939453125, "totalTrades": 140, "winRate": 41.42856979370117, "maxDrawdown": 4940.8232421875, "maxDrawdownPct": 43.5211181640625, "totalFees": 1253.426513671875, "error": 0, "candleSize": "2h" }, "BTCUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 45, "initialValue": 10000, "finalValue": 9798.3671875, "totalReturn": -2.0163235664367676, "finalCoinValue": 0, "finalCoinAmount": 0.23232093453407288, "endPrice": 42176, "buyHoldValue": 14405.1591796875, "buyHoldReturn": 44.05158615112305, "totalTrades": 74, "winRate": 27.027027130126953, "maxDrawdown": 4625.4072265625, "maxDrawdownPct": 43.01784896850586, "totalFees": 600.9384155273438, "error": 0, "candleSize": "4h" }, "BTCUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 45, "initialValue": 10000, "finalValue": 9160.55859375, "totalReturn": -8.394416809082031, "finalCoinValue": 9160.55859375, "finalCoinAmount": 0.10333476960659027, "endPrice": 88649.328125, "buyHoldValue": 20803.080078125, "buyHoldReturn": 108.03079986572266, "totalTrades": 111, "winRate": 34.54545593261719, "maxDrawdown": 5840.47412109375, "maxDrawdownPct": 39.316280364990234, "totalFees": 1193.8223876953125, "error": 0, "candleSize": "2h" }, "BTCUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 45, "initialValue": 10000, "finalValue": 12982.501953125, "totalReturn": 29.82501983642578, "finalCoinValue": 0, "finalCoinAmount": 0.1467728167772293, "endPrice": 88453.0390625, "buyHoldValue": 20895.822265625, "buyHoldReturn": 108.95822143554688, "totalTrades": 44, "winRate": 40.90909194946289, "maxDrawdown": 1934.6051025390625, "maxDrawdownPct": 18.194984436035156, "totalFees": 493.4753723144531, "error": 0, "candleSize": "4h" }, "ETHUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 45, "initialValue": 10000, "finalValue": 8950.505859375, "totalReturn": -10.494945526123047, "finalCoinValue": 8950.505859375, "finalCoinAmount": 3.9088590145111084, "endPrice": 2289.800048828125, "buyHoldValue": 30600.84375, "buyHoldReturn": 206.00845336914062, "totalTrades": 163, "winRate": 29.629629135131836, "maxDrawdown": 11344.54296875, "maxDrawdownPct": 67.75161743164062, "totalFees": 1470.9569091796875, "error": 0, "candleSize": "2h" }, "ETHUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 45, "initialValue": 10000, "finalValue": 15434.3720703125, "totalReturn": 54.34372329711914, "finalCoinValue": 15434.3720703125, "finalCoinAmount": 6.757546901702881, "endPrice": 2284.02001953125, "buyHoldValue": 30665.396484375, "buyHoldReturn": 206.65396118164062, "totalTrades": 79, "winRate": 41.02564239501953, "maxDrawdown": 12907.3642578125, "maxDrawdownPct": 48.24263000488281, "totalFees": 1384.29345703125, "error": 0, "candleSize": "4h" }, "ETHUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 45, "initialValue": 10000, "finalValue": 13193.2451171875, "totalReturn": 31.932451248168945, "finalCoinValue": 13193.2451171875, "finalCoinAmount": 4.427070140838623, "endPrice": 2980.1298828125, "buyHoldValue": 12936.1640625, "buyHoldReturn": 29.36164093017578, "totalTrades": 103, "winRate": 33.33333206176758, "maxDrawdown": 7307.65234375, "maxDrawdownPct": 49.40039825439453, "totalFees": 1187.1380615234375, "error": 0, "candleSize": "2h" }, "ETHUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 45, "initialValue": 10000, "finalValue": 10007.1572265625, "totalReturn": 0.07157420367002487, "finalCoinValue": 0, "finalCoinAmount": 3.3686306476593018, "endPrice": 2970.68994140625, "buyHoldValue": 13064.8115234375, "buyHoldReturn": 30.64811897277832, "totalTrades": 48, "winRate": 41.66666793823242, "maxDrawdown": 4857.8076171875, "maxDrawdownPct": 32.6795768737793, "totalFees": 477.6904296875, "error": 0, "candleSize": "4h" } } }, { "entry_length": 45, "exit_length": 30, "entry_mode": 0, "exit_mode": 0, "stop_n": 0, "frames": 8, "positive_frames": 7, "worst_return": -19.898021697998047, "worst_reported_drawdown": 53.61174774169922, "min_executions": 44, "by_frame": { "BTCUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 45, "initialValue": 10000, "finalValue": 14560.994140625, "totalReturn": 45.609947204589844, "finalCoinValue": 0, "finalCoinAmount": 0.345287561416626, "endPrice": 42170.62890625, "buyHoldValue": 14338.8798828125, "buyHoldReturn": 43.3887939453125, "totalTrades": 132, "winRate": 42.42424392700195, "maxDrawdown": 5252.8291015625, "maxDrawdownPct": 46.26941680908203, "totalFees": 1264.68017578125, "error": 0, "candleSize": "2h" }, "BTCUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 45, "initialValue": 10000, "finalValue": 8010.19775390625, "totalReturn": -19.898021697998047, "finalCoinValue": 0, "finalCoinAmount": 0.18992312252521515, "endPrice": 42176, "buyHoldValue": 14405.1591796875, "buyHoldReturn": 44.05158615112305, "totalTrades": 70, "winRate": 25.714284896850586, "maxDrawdown": 5420.599609375, "maxDrawdownPct": 53.61174774169922, "totalFees": 477.6377258300781, "error": 0, "candleSize": "4h" }, "BTCUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 45, "initialValue": 10000, "finalValue": 11008.4716796875, "totalReturn": 10.084720611572266, "finalCoinValue": 11008.4716796875, "finalCoinAmount": 0.12417998164892197, "endPrice": 88649.328125, "buyHoldValue": 20803.080078125, "buyHoldReturn": 108.03079986572266, "totalTrades": 103, "winRate": 35.29411697387695, "maxDrawdown": 7718.1064453125, "maxDrawdownPct": 41.60432434082031, "totalFees": 1334.873291015625, "error": 0, "candleSize": "2h" }, "BTCUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 45, "initialValue": 10000, "finalValue": 12363.8125, "totalReturn": 23.63812828063965, "finalCoinValue": 0, "finalCoinAmount": 0.139778271317482, "endPrice": 88453.0390625, "buyHoldValue": 20895.822265625, "buyHoldReturn": 108.95822143554688, "totalTrades": 44, "winRate": 40.90909194946289, "maxDrawdown": 1974.027099609375, "maxDrawdownPct": 15.748163223266602, "totalFees": 487.9263916015625, "error": 0, "candleSize": "4h" }, "ETHUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 45, "initialValue": 10000, "finalValue": 15007.685546875, "totalReturn": 50.07685470581055, "finalCoinValue": 15007.685546875, "finalCoinAmount": 6.554146766662598, "endPrice": 2289.800048828125, "buyHoldValue": 30600.84375, "buyHoldReturn": 206.00845336914062, "totalTrades": 149, "winRate": 32.43243408203125, "maxDrawdown": 9798.15625, "maxDrawdownPct": 50.939273834228516, "totalFees": 1966.8228759765625, "error": 0, "candleSize": "2h" }, "ETHUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 45, "initialValue": 10000, "finalValue": 18951.8984375, "totalReturn": 89.51898193359375, "finalCoinValue": 18951.8984375, "finalCoinAmount": 8.297605514526367, "endPrice": 2284.02001953125, "buyHoldValue": 30665.396484375, "buyHoldReturn": 206.65396118164062, "totalTrades": 67, "winRate": 33.33333206176758, "maxDrawdown": 18909.3125, "maxDrawdownPct": 53.0113410949707, "totalFees": 1405.765625, "error": 0, "candleSize": "4h" }, "ETHUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 45, "initialValue": 10000, "finalValue": 11580.669921875, "totalReturn": 15.806699752807617, "finalCoinValue": 11580.669921875, "finalCoinAmount": 3.8859612941741943, "endPrice": 2980.1298828125, "buyHoldValue": 12936.1640625, "buyHoldReturn": 29.36164093017578, "totalTrades": 101, "winRate": 34, "maxDrawdown": 8420.2255859375, "maxDrawdownPct": 53.23624038696289, "totalFees": 1198.5972900390625, "error": 0, "candleSize": "2h" }, "ETHUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 45, "initialValue": 10000, "finalValue": 10849.6611328125, "totalReturn": 8.496614456176758, "finalCoinValue": 0, "finalCoinAmount": 3.652236223220825, "endPrice": 2970.68994140625, "buyHoldValue": 13064.8115234375, "buyHoldReturn": 30.64811897277832, "totalTrades": 44, "winRate": 50, "maxDrawdown": 5188.8515625, "maxDrawdownPct": 32.352447509765625, "totalFees": 465.9521484375, "error": 0, "candleSize": "4h" } } }, { "entry_length": 50, "exit_length": 10, "entry_mode": 0, "exit_mode": 0, "stop_n": 0, "frames": 8, "positive_frames": 6, "worst_return": -13.169425010681152, "worst_reported_drawdown": 59.14434051513672, "min_executions": 54, "by_frame": { "BTCUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 50, "initialValue": 10000, "finalValue": 14041.271484375, "totalReturn": 40.412715911865234, "finalCoinValue": 0, "finalCoinAmount": 0.3329632878303528, "endPrice": 42170.62890625, "buyHoldValue": 14338.8798828125, "buyHoldReturn": 43.3887939453125, "totalTrades": 174, "winRate": 39.08045959472656, "maxDrawdown": 3472.19873046875, "maxDrawdownPct": 30.629711151123047, "totalFees": 1809.7373046875, "error": 0, "candleSize": "2h" }, "BTCUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 50, "initialValue": 10000, "finalValue": 13731.8759765625, "totalReturn": 37.31875991821289, "finalCoinValue": 0, "finalCoinAmount": 0.3255850672721863, "endPrice": 42176, "buyHoldValue": 14405.1591796875, "buyHoldReturn": 44.05158615112305, "totalTrades": 86, "winRate": 34.88372039794922, "maxDrawdown": 3210.943359375, "maxDrawdownPct": 30.954973220825195, "totalFees": 911.3115234375, "error": 0, "candleSize": "4h" }, "BTCUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 50, "initialValue": 10000, "finalValue": 9263.3759765625, "totalReturn": -7.366238117218018, "finalCoinValue": 0, "finalCoinAmount": 0.1044946014881134, "endPrice": 88649.328125, "buyHoldValue": 20803.080078125, "buyHoldReturn": 108.03079986572266, "totalTrades": 134, "winRate": 34.3283576965332, "maxDrawdown": 4209.013671875, "maxDrawdownPct": 31.241775512695312, "totalFees": 1408.8638916015625, "error": 0, "candleSize": "2h" }, "BTCUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 50, "initialValue": 10000, "finalValue": 11346.5927734375, "totalReturn": 13.465925216674805, "finalCoinValue": 0, "finalCoinAmount": 0.12827815115451813, "endPrice": 88453.0390625, "buyHoldValue": 20895.822265625, "buyHoldReturn": 108.95822143554688, "totalTrades": 64, "winRate": 37.5, "maxDrawdown": 2794.709716796875, "maxDrawdownPct": 22.289051055908203, "totalFees": 653.064453125, "error": 0, "candleSize": "4h" }, "ETHUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 50, "initialValue": 10000, "finalValue": 8683.0576171875, "totalReturn": -13.169425010681152, "finalCoinValue": 0, "finalCoinAmount": 3.7920594215393066, "endPrice": 2289.800048828125, "buyHoldValue": 30600.84375, "buyHoldReturn": 206.00845336914062, "totalTrades": 194, "winRate": 30.92783546447754, "maxDrawdown": 9658.298828125, "maxDrawdownPct": 59.14434051513672, "totalFees": 1874.96337890625, "error": 0, "candleSize": "2h" }, "ETHUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 50, "initialValue": 10000, "finalValue": 12063.3515625, "totalReturn": 20.63351821899414, "finalCoinValue": 12063.3515625, "finalCoinAmount": 5.2816314697265625, "endPrice": 2284.02001953125, "buyHoldValue": 30665.396484375, "buyHoldReturn": 206.65396118164062, "totalTrades": 99, "winRate": 34.693878173828125, "maxDrawdown": 8423.623046875, "maxDrawdownPct": 44.76250076293945, "totalFees": 1319.566162109375, "error": 0, "candleSize": "4h" }, "ETHUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 50, "initialValue": 10000, "finalValue": 15324.828125, "totalReturn": 53.24828338623047, "finalCoinValue": 15324.828125, "finalCoinAmount": 5.142335414886475, "endPrice": 2980.1298828125, "buyHoldValue": 12936.1640625, "buyHoldReturn": 29.36164093017578, "totalTrades": 127, "winRate": 31.746030807495117, "maxDrawdown": 5589.25048828125, "maxDrawdownPct": 38.75328063964844, "totalFees": 1548.1109619140625, "error": 0, "candleSize": "2h" }, "ETHUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 50, "initialValue": 10000, "finalValue": 13332.150390625, "totalReturn": 33.32150650024414, "finalCoinValue": 0, "finalCoinAmount": 4.487896919250488, "endPrice": 2970.68994140625, "buyHoldValue": 13064.8115234375, "buyHoldReturn": 30.64811897277832, "totalTrades": 54, "winRate": 51.85185241699219, "maxDrawdown": 2928.79443359375, "maxDrawdownPct": 18.011219024658203, "totalFees": 557.8619384765625, "error": 0, "candleSize": "4h" } } }, { "entry_length": 50, "exit_length": 15, "entry_mode": 0, "exit_mode": 0, "stop_n": 0, "frames": 8, "positive_frames": 7, "worst_return": -3.433793544769287, "worst_reported_drawdown": 62.926143646240234, "min_executions": 48, "by_frame": { "BTCUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 50, "initialValue": 10000, "finalValue": 12974.39453125, "totalReturn": 29.743946075439453, "finalCoinValue": 0, "finalCoinAmount": 0.30766424536705017, "endPrice": 42170.62890625, "buyHoldValue": 14338.8798828125, "buyHoldReturn": 43.3887939453125, "totalTrades": 158, "winRate": 40.50632858276367, "maxDrawdown": 4504.1650390625, "maxDrawdownPct": 37.02420425415039, "totalFees": 1641.6373291015625, "error": 0, "candleSize": "2h" }, "BTCUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 50, "initialValue": 10000, "finalValue": 13360.125, "totalReturn": 33.60124969482422, "finalCoinValue": 0, "finalCoinAmount": 0.3167707920074463, "endPrice": 42176, "buyHoldValue": 14405.1591796875, "buyHoldReturn": 44.05158615112305, "totalTrades": 80, "winRate": 35, "maxDrawdown": 3254.14794921875, "maxDrawdownPct": 31.223241806030273, "totalFees": 816.062744140625, "error": 0, "candleSize": "4h" }, "BTCUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 50, "initialValue": 10000, "finalValue": 10025.1865234375, "totalReturn": 0.251863569021225, "finalCoinValue": 0, "finalCoinAmount": 0.11308812350034714, "endPrice": 88649.328125, "buyHoldValue": 20803.080078125, "buyHoldReturn": 108.03079986572266, "totalTrades": 120, "winRate": 35, "maxDrawdown": 4693.29248046875, "maxDrawdownPct": 31.887075424194336, "totalFees": 1337.1099853515625, "error": 0, "candleSize": "2h" }, "BTCUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 50, "initialValue": 10000, "finalValue": 12411.4287109375, "totalReturn": 24.114288330078125, "finalCoinValue": 0, "finalCoinAmount": 0.14031659066677094, "endPrice": 88453.0390625, "buyHoldValue": 20895.822265625, "buyHoldReturn": 108.95822143554688, "totalTrades": 56, "winRate": 39.28571319580078, "maxDrawdown": 2379.70947265625, "maxDrawdownPct": 18.182762145996094, "totalFees": 610.4092407226562, "error": 0, "candleSize": "4h" }, "ETHUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 50, "initialValue": 10000, "finalValue": 9656.62109375, "totalReturn": -3.433793544769287, "finalCoinValue": 0, "finalCoinAmount": 4.217233180999756, "endPrice": 2289.800048828125, "buyHoldValue": 30600.84375, "buyHoldReturn": 206.00845336914062, "totalTrades": 174, "winRate": 31.034482955932617, "maxDrawdown": 11262.5546875, "maxDrawdownPct": 62.926143646240234, "totalFees": 1846.083740234375, "error": 0, "candleSize": "2h" }, "ETHUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 50, "initialValue": 10000, "finalValue": 14319.50390625, "totalReturn": 43.195037841796875, "finalCoinValue": 14319.50390625, "finalCoinAmount": 6.269430160522461, "endPrice": 2284.02001953125, "buyHoldValue": 30665.396484375, "buyHoldReturn": 206.65396118164062, "totalTrades": 85, "winRate": 35.71428680419922, "maxDrawdown": 7838.35986328125, "maxDrawdownPct": 38.84737777709961, "totalFees": 1210.375244140625, "error": 0, "candleSize": "4h" }, "ETHUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 50, "initialValue": 10000, "finalValue": 13441.259765625, "totalReturn": 34.41259765625, "finalCoinValue": 13441.259765625, "finalCoinAmount": 4.510293006896973, "endPrice": 2980.1298828125, "buyHoldValue": 12936.1640625, "buyHoldReturn": 29.36164093017578, "totalTrades": 111, "winRate": 34.54545593261719, "maxDrawdown": 6353.47119140625, "maxDrawdownPct": 43.141170501708984, "totalFees": 1344.9031982421875, "error": 0, "candleSize": "2h" }, "ETHUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 50, "initialValue": 10000, "finalValue": 14175.140625, "totalReturn": 41.751407623291016, "finalCoinValue": 0, "finalCoinAmount": 4.771666049957275, "endPrice": 2970.68994140625, "buyHoldValue": 13064.8115234375, "buyHoldReturn": 30.64811897277832, "totalTrades": 48, "winRate": 50, "maxDrawdown": 3909.218017578125, "maxDrawdownPct": 21.61656951904297, "totalFees": 528.1485595703125, "error": 0, "candleSize": "4h" } } }, { "entry_length": 50, "exit_length": 20, "entry_mode": 0, "exit_mode": 0, "stop_n": 0, "frames": 8, "positive_frames": 6, "worst_return": -22.29578971862793, "worst_reported_drawdown": 66.83940124511719, "min_executions": 48, "by_frame": { "BTCUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 50, "initialValue": 10000, "finalValue": 16161.1298828125, "totalReturn": 61.61129379272461, "finalCoinValue": 0, "finalCoinAmount": 0.38323187828063965, "endPrice": 42170.62890625, "buyHoldValue": 14338.8798828125, "buyHoldReturn": 43.3887939453125, "totalTrades": 140, "winRate": 41.42856979370117, "maxDrawdown": 4184.18603515625, "maxDrawdownPct": 36.91044998168945, "totalFees": 1528.3641357421875, "error": 0, "candleSize": "2h" }, "BTCUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 50, "initialValue": 10000, "finalValue": 10440.8525390625, "totalReturn": 4.40852165222168, "finalCoinValue": 0, "finalCoinAmount": 0.24755434691905975, "endPrice": 42176, "buyHoldValue": 14405.1591796875, "buyHoldReturn": 44.05158615112305, "totalTrades": 76, "winRate": 31.578947067260742, "maxDrawdown": 3605.820068359375, "maxDrawdownPct": 35.21044158935547, "totalFees": 644.6539916992188, "error": 0, "candleSize": "4h" }, "BTCUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 50, "initialValue": 10000, "finalValue": 8703.658203125, "totalReturn": -12.963420867919922, "finalCoinValue": 0, "finalCoinAmount": 0.09818075597286224, "endPrice": 88649.328125, "buyHoldValue": 20803.080078125, "buyHoldReturn": 108.03079986572266, "totalTrades": 118, "winRate": 30.508474349975586, "maxDrawdown": 5405.521484375, "maxDrawdownPct": 38.31209182739258, "totalFees": 1236.5711669921875, "error": 0, "candleSize": "2h" }, "BTCUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 50, "initialValue": 10000, "finalValue": 11543.2685546875, "totalReturn": 15.432689666748047, "finalCoinValue": 0, "finalCoinAmount": 0.1305016577243805, "endPrice": 88453.0390625, "buyHoldValue": 20895.822265625, "buyHoldReturn": 108.95822143554688, "totalTrades": 50, "winRate": 44, "maxDrawdown": 2592.281494140625, "maxDrawdownPct": 19.9025821685791, "totalFees": 532.5236206054688, "error": 0, "candleSize": "4h" }, "ETHUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 50, "initialValue": 10000, "finalValue": 7770.4208984375, "totalReturn": -22.29578971862793, "finalCoinValue": 0, "finalCoinAmount": 3.393493413925171, "endPrice": 2289.800048828125, "buyHoldValue": 30600.84375, "buyHoldReturn": 206.00845336914062, "totalTrades": 166, "winRate": 31.325302124023438, "maxDrawdown": 11066.193359375, "maxDrawdownPct": 66.83940124511719, "totalFees": 1532.7921142578125, "error": 0, "candleSize": "2h" }, "ETHUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 50, "initialValue": 10000, "finalValue": 12253.04296875, "totalReturn": 22.530433654785156, "finalCoinValue": 12253.04296875, "finalCoinAmount": 5.364683151245117, "endPrice": 2284.02001953125, "buyHoldValue": 30665.396484375, "buyHoldReturn": 206.65396118164062, "totalTrades": 83, "winRate": 36.585365295410156, "maxDrawdown": 12095.3701171875, "maxDrawdownPct": 53.00153350830078, "totalFees": 1179.5533447265625, "error": 0, "candleSize": "4h" }, "ETHUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 50, "initialValue": 10000, "finalValue": 13582.0068359375, "totalReturn": 35.820072174072266, "finalCoinValue": 13582.0068359375, "finalCoinAmount": 4.557521820068359, "endPrice": 2980.1298828125, "buyHoldValue": 12936.1640625, "buyHoldReturn": 29.36164093017578, "totalTrades": 103, "winRate": 31.372549057006836, "maxDrawdown": 6784.81396484375, "maxDrawdownPct": 43.604644775390625, "totalFees": 1293.868408203125, "error": 0, "candleSize": "2h" }, "ETHUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 50, "initialValue": 10000, "finalValue": 10832.853515625, "totalReturn": 8.328534126281738, "finalCoinValue": 0, "finalCoinAmount": 3.646578311920166, "endPrice": 2970.68994140625, "buyHoldValue": 13064.8115234375, "buyHoldReturn": 30.64811897277832, "totalTrades": 48, "winRate": 41.66666793823242, "maxDrawdown": 5032.62158203125, "maxDrawdownPct": 31.720584869384766, "totalFees": 480.41265869140625, "error": 0, "candleSize": "4h" } } }, { "entry_length": 50, "exit_length": 25, "entry_mode": 0, "exit_mode": 0, "stop_n": 0, "frames": 8, "positive_frames": 5, "worst_return": -14.719340324401855, "worst_reported_drawdown": 64.82085418701172, "min_executions": 42, "by_frame": { "BTCUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 50, "initialValue": 10000, "finalValue": 11561.962890625, "totalReturn": 15.619629859924316, "finalCoinValue": 0, "finalCoinAmount": 0.27417099475860596, "endPrice": 42170.62890625, "buyHoldValue": 14338.8798828125, "buyHoldReturn": 43.3887939453125, "totalTrades": 136, "winRate": 38.235294342041016, "maxDrawdown": 5382.5595703125, "maxDrawdownPct": 47.4818000793457, "totalFees": 1135.7607421875, "error": 0, "candleSize": "2h" }, "BTCUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 50, "initialValue": 10000, "finalValue": 8528.06640625, "totalReturn": -14.719340324401855, "finalCoinValue": 0, "finalCoinAmount": 0.20220187306404114, "endPrice": 42176, "buyHoldValue": 14405.1591796875, "buyHoldReturn": 44.05158615112305, "totalTrades": 74, "winRate": 27.027027130126953, "maxDrawdown": 4476.236328125, "maxDrawdownPct": 43.38856506347656, "totalFees": 573.5892944335938, "error": 0, "candleSize": "4h" }, "BTCUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 50, "initialValue": 10000, "finalValue": 9383.634765625, "totalReturn": -6.1636505126953125, "finalCoinValue": 9383.634765625, "finalCoinAmount": 0.10585116595029831, "endPrice": 88649.328125, "buyHoldValue": 20803.080078125, "buyHoldReturn": 108.03079986572266, "totalTrades": 105, "winRate": 36.53845977783203, "maxDrawdown": 5526.64599609375, "maxDrawdownPct": 37.441375732421875, "totalFees": 1146.433837890625, "error": 0, "candleSize": "2h" }, "BTCUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 50, "initialValue": 10000, "finalValue": 12892.873046875, "totalReturn": 28.928730010986328, "finalCoinValue": 0, "finalCoinAmount": 0.14575952291488647, "endPrice": 88453.0390625, "buyHoldValue": 20895.822265625, "buyHoldReturn": 108.95822143554688, "totalTrades": 42, "winRate": 42.85714340209961, "maxDrawdown": 1959.0780029296875, "maxDrawdownPct": 15.628905296325684, "totalFees": 464.58209228515625, "error": 0, "candleSize": "4h" }, "ETHUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 50, "initialValue": 10000, "finalValue": 10596.6181640625, "totalReturn": 5.966183662414551, "finalCoinValue": 10596.6181640625, "finalCoinAmount": 4.627748489379883, "endPrice": 2289.800048828125, "buyHoldValue": 30600.84375, "buyHoldReturn": 206.00845336914062, "totalTrades": 151, "winRate": 32, "maxDrawdown": 10309.30078125, "maxDrawdownPct": 64.82085418701172, "totalFees": 1433.48828125, "error": 0, "candleSize": "2h" }, "ETHUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 50, "initialValue": 10000, "finalValue": 13281.2412109375, "totalReturn": 32.812416076660156, "finalCoinValue": 13281.2412109375, "finalCoinAmount": 5.814853191375732, "endPrice": 2284.02001953125, "buyHoldValue": 30665.396484375, "buyHoldReturn": 206.65396118164062, "totalTrades": 79, "winRate": 38.46154022216797, "maxDrawdown": 14190.8447265625, "maxDrawdownPct": 54.35691452026367, "totalFees": 1279.1845703125, "error": 0, "candleSize": "4h" }, "ETHUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 50, "initialValue": 10000, "finalValue": 12339.638671875, "totalReturn": 23.39638328552246, "finalCoinValue": 12339.638671875, "finalCoinAmount": 4.140637397766113, "endPrice": 2980.1298828125, "buyHoldValue": 12936.1640625, "buyHoldReturn": 29.36164093017578, "totalTrades": 97, "winRate": 33.33333206176758, "maxDrawdown": 7002.423828125, "maxDrawdownPct": 47.547672271728516, "totalFees": 1101.3868408203125, "error": 0, "candleSize": "2h" }, "ETHUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 50, "initialValue": 10000, "finalValue": 9821.7421875, "totalReturn": -1.7825781106948853, "finalCoinValue": 0, "finalCoinAmount": 3.306215763092041, "endPrice": 2970.68994140625, "buyHoldValue": 13064.8115234375, "buyHoldReturn": 30.64811897277832, "totalTrades": 46, "winRate": 43.4782600402832, "maxDrawdown": 4767.80078125, "maxDrawdownPct": 32.6795768737793, "totalFees": 452.8478698730469, "error": 0, "candleSize": "4h" } } }, { "entry_length": 50, "exit_length": 30, "entry_mode": 0, "exit_mode": 0, "stop_n": 0, "frames": 8, "positive_frames": 7, "worst_return": -30.283924102783203, "worst_reported_drawdown": 56.96953201293945, "min_executions": 42, "by_frame": { "BTCUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 50, "initialValue": 10000, "finalValue": 12644.6865234375, "totalReturn": 26.446868896484375, "finalCoinValue": 0, "finalCoinAmount": 0.299845814704895, "endPrice": 42170.62890625, "buyHoldValue": 14338.8798828125, "buyHoldReturn": 43.3887939453125, "totalTrades": 128, "winRate": 39.0625, "maxDrawdown": 5284.271484375, "maxDrawdownPct": 46.61476135253906, "totalFees": 1157.3817138671875, "error": 0, "candleSize": "2h" }, "BTCUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 50, "initialValue": 10000, "finalValue": 6971.607421875, "totalReturn": -30.283924102783203, "finalCoinValue": 0, "finalCoinAmount": 0.1652979850769043, "endPrice": 42176, "buyHoldValue": 14405.1591796875, "buyHoldReturn": 44.05158615112305, "totalTrades": 70, "winRate": 25.714284896850586, "maxDrawdown": 5639.994140625, "maxDrawdownPct": 55.78164291381836, "totalFees": 457.8326721191406, "error": 0, "candleSize": "4h" }, "BTCUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 50, "initialValue": 10000, "finalValue": 11276.548828125, "totalReturn": 12.765488624572754, "finalCoinValue": 11276.548828125, "finalCoinAmount": 0.12720400094985962, "endPrice": 88649.328125, "buyHoldValue": 20803.080078125, "buyHoldReturn": 108.03079986572266, "totalTrades": 97, "winRate": 37.5, "maxDrawdown": 7336.53076171875, "maxDrawdownPct": 39.800113677978516, "totalFees": 1275.795654296875, "error": 0, "candleSize": "2h" }, "BTCUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 50, "initialValue": 10000, "finalValue": 12278.455078125, "totalReturn": 22.7845516204834, "finalCoinValue": 0, "finalCoinAmount": 0.13881325721740723, "endPrice": 88453.0390625, "buyHoldValue": 20895.822265625, "buyHoldReturn": 108.95822143554688, "totalTrades": 42, "winRate": 42.85714340209961, "maxDrawdown": 2189.24609375, "maxDrawdownPct": 17.465112686157227, "totalFees": 459.6581726074219, "error": 0, "candleSize": "4h" }, "ETHUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 50, "initialValue": 10000, "finalValue": 17114.62109375, "totalReturn": 71.1462173461914, "finalCoinValue": 17114.62109375, "finalCoinAmount": 7.4742865562438965, "endPrice": 2289.800048828125, "buyHoldValue": 30600.84375, "buyHoldReturn": 206.00845336914062, "totalTrades": 139, "winRate": 34.78260803222656, "maxDrawdown": 9864.6962890625, "maxDrawdownPct": 51.44926452636719, "totalFees": 1888.1080322265625, "error": 0, "candleSize": "2h" }, "ETHUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 50, "initialValue": 10000, "finalValue": 16614.2578125, "totalReturn": 66.14258575439453, "finalCoinValue": 16614.2578125, "finalCoinAmount": 7.274129867553711, "endPrice": 2284.02001953125, "buyHoldValue": 30665.396484375, "buyHoldReturn": 206.65396118164062, "totalTrades": 67, "winRate": 33.33333206176758, "maxDrawdown": 19829.8125, "maxDrawdownPct": 56.96953201293945, "totalFees": 1303.401123046875, "error": 0, "candleSize": "4h" }, "ETHUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 50, "initialValue": 10000, "finalValue": 10964.5234375, "totalReturn": 9.645230293273926, "finalCoinValue": 10964.5234375, "finalCoinAmount": 3.6792097091674805, "endPrice": 2980.1298828125, "buyHoldValue": 12936.1640625, "buyHoldReturn": 29.36164093017578, "totalTrades": 95, "winRate": 31.914894104003906, "maxDrawdown": 8089.54833984375, "maxDrawdownPct": 51.14556121826172, "totalFees": 1118.455810546875, "error": 0, "candleSize": "2h" }, "ETHUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 50, "initialValue": 10000, "finalValue": 10648.6357421875, "totalReturn": 6.486360549926758, "finalCoinValue": 0, "finalCoinAmount": 3.584566593170166, "endPrice": 2970.68994140625, "buyHoldValue": 13064.8115234375, "buyHoldReturn": 30.64811897277832, "totalTrades": 42, "winRate": 52.380950927734375, "maxDrawdown": 5092.71142578125, "maxDrawdownPct": 32.352447509765625, "totalFees": 439.5539855957031, "error": 0, "candleSize": "4h" } } }, { "entry_length": 55, "exit_length": 10, "entry_mode": 0, "exit_mode": 0, "stop_n": 0, "frames": 8, "positive_frames": 6, "worst_return": -16.73309898376465, "worst_reported_drawdown": 58.63550567626953, "min_executions": 52, "by_frame": { "BTCUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 55, "initialValue": 10000, "finalValue": 14972.5712890625, "totalReturn": 49.725711822509766, "finalCoinValue": 0, "finalCoinAmount": 0.3550473749637604, "endPrice": 42170.62890625, "buyHoldValue": 14338.8798828125, "buyHoldReturn": 43.3887939453125, "totalTrades": 162, "winRate": 39.50617218017578, "maxDrawdown": 3354.166015625, "maxDrawdownPct": 29.588497161865234, "totalFees": 1725.2628173828125, "error": 0, "candleSize": "2h" }, "BTCUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 55, "initialValue": 10000, "finalValue": 15505.5009765625, "totalReturn": 55.055015563964844, "finalCoinValue": 0, "finalCoinAmount": 0.3676380217075348, "endPrice": 42176, "buyHoldValue": 14405.1591796875, "buyHoldReturn": 44.05158615112305, "totalTrades": 80, "winRate": 37.5, "maxDrawdown": 3210.943359375, "maxDrawdownPct": 30.954973220825195, "totalFees": 897.7247924804688, "error": 0, "candleSize": "4h" }, "BTCUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 55, "initialValue": 10000, "finalValue": 8326.6904296875, "totalReturn": -16.73309898376465, "finalCoinValue": 0, "finalCoinAmount": 0.09392840415239334, "endPrice": 88649.328125, "buyHoldValue": 20803.080078125, "buyHoldReturn": 108.03079986572266, "totalTrades": 134, "winRate": 32.835819244384766, "maxDrawdown": 3979.58740234375, "maxDrawdownPct": 32.33786392211914, "totalFees": 1314.979736328125, "error": 0, "candleSize": "2h" }, "BTCUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 55, "initialValue": 10000, "finalValue": 11127.576171875, "totalReturn": 11.275762557983398, "finalCoinValue": 0, "finalCoinAmount": 0.12580208480358124, "endPrice": 88453.0390625, "buyHoldValue": 20895.822265625, "buyHoldReturn": 108.95822143554688, "totalTrades": 64, "winRate": 34.375, "maxDrawdown": 2740.76513671875, "maxDrawdownPct": 22.289051055908203, "totalFees": 641.3902587890625, "error": 0, "candleSize": "4h" }, "ETHUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 55, "initialValue": 10000, "finalValue": 8595.3427734375, "totalReturn": -14.046570777893066, "finalCoinValue": 0, "finalCoinAmount": 3.7537527084350586, "endPrice": 2289.800048828125, "buyHoldValue": 30600.84375, "buyHoldReturn": 206.00845336914062, "totalTrades": 184, "winRate": 32.60869598388672, "maxDrawdown": 9250.462890625, "maxDrawdownPct": 58.63550567626953, "totalFees": 1720.6282958984375, "error": 0, "candleSize": "2h" }, "ETHUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 55, "initialValue": 10000, "finalValue": 11241.4345703125, "totalReturn": 12.414346694946289, "finalCoinValue": 11241.4345703125, "finalCoinAmount": 4.921775817871094, "endPrice": 2284.02001953125, "buyHoldValue": 30665.396484375, "buyHoldReturn": 206.65396118164062, "totalTrades": 97, "winRate": 35.41666793823242, "maxDrawdown": 8338.5810546875, "maxDrawdownPct": 46.260677337646484, "totalFees": 1244.64501953125, "error": 0, "candleSize": "4h" }, "ETHUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 55, "initialValue": 10000, "finalValue": 17470.775390625, "totalReturn": 74.707763671875, "finalCoinValue": 17470.775390625, "finalCoinAmount": 5.862420558929443, "endPrice": 2980.1298828125, "buyHoldValue": 12936.1640625, "buyHoldReturn": 29.36164093017578, "totalTrades": 115, "winRate": 35.08771896362305, "maxDrawdown": 5349.884765625, "maxDrawdownPct": 34.86771774291992, "totalFees": 1548.5411376953125, "error": 0, "candleSize": "2h" }, "ETHUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 55, "initialValue": 10000, "finalValue": 13433.3154296875, "totalReturn": 34.33315658569336, "finalCoinValue": 0, "finalCoinAmount": 4.521951198577881, "endPrice": 2970.68994140625, "buyHoldValue": 13064.8115234375, "buyHoldReturn": 30.64811897277832, "totalTrades": 52, "winRate": 53.846153259277344, "maxDrawdown": 2951.018310546875, "maxDrawdownPct": 18.011219024658203, "totalFees": 546.8455810546875, "error": 0, "candleSize": "4h" } } }, { "entry_length": 55, "exit_length": 15, "entry_mode": 0, "exit_mode": 0, "stop_n": 0, "frames": 8, "positive_frames": 6, "worst_return": -9.881684303283691, "worst_reported_drawdown": 61.07035446166992, "min_executions": 46, "by_frame": { "BTCUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 55, "initialValue": 10000, "finalValue": 14835.337890625, "totalReturn": 48.3533821105957, "finalCoinValue": 0, "finalCoinAmount": 0.3517931401729584, "endPrice": 42170.62890625, "buyHoldValue": 14338.8798828125, "buyHoldReturn": 43.3887939453125, "totalTrades": 146, "winRate": 39.72602844238281, "maxDrawdown": 4211.19482421875, "maxDrawdownPct": 33.88178253173828, "totalFees": 1594.675048828125, "error": 0, "candleSize": "2h" }, "BTCUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 55, "initialValue": 10000, "finalValue": 13544.98046875, "totalReturn": 35.44981002807617, "finalCoinValue": 0, "finalCoinAmount": 0.32115375995635986, "endPrice": 42176, "buyHoldValue": 14405.1591796875, "buyHoldReturn": 44.05158615112305, "totalTrades": 76, "winRate": 36.842105865478516, "maxDrawdown": 3254.14794921875, "maxDrawdownPct": 31.223241806030273, "totalFees": 767.31494140625, "error": 0, "candleSize": "4h" }, "BTCUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 55, "initialValue": 10000, "finalValue": 9011.83203125, "totalReturn": -9.881684303283691, "finalCoinValue": 0, "finalCoinAmount": 0.10165707767009735, "endPrice": 88649.328125, "buyHoldValue": 20803.080078125, "buyHoldReturn": 108.03079986572266, "totalTrades": 120, "winRate": 33.33333206176758, "maxDrawdown": 4433.220703125, "maxDrawdownPct": 32.972877502441406, "totalFees": 1247.627197265625, "error": 0, "candleSize": "2h" }, "BTCUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 55, "initialValue": 10000, "finalValue": 12171.861328125, "totalReturn": 21.718616485595703, "finalCoinValue": 0, "finalCoinAmount": 0.13760818541049957, "endPrice": 88453.0390625, "buyHoldValue": 20895.822265625, "buyHoldReturn": 108.95822143554688, "totalTrades": 56, "winRate": 39.28571319580078, "maxDrawdown": 2333.776123046875, "maxDrawdownPct": 18.182762145996094, "totalFees": 599.5405883789062, "error": 0, "candleSize": "4h" }, "ETHUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 55, "initialValue": 10000, "finalValue": 9822.4775390625, "totalReturn": -1.7752212285995483, "finalCoinValue": 0, "finalCoinAmount": 4.289666175842285, "endPrice": 2289.800048828125, "buyHoldValue": 30600.84375, "buyHoldReturn": 206.00845336914062, "totalTrades": 166, "winRate": 31.325302124023438, "maxDrawdown": 10930.4052734375, "maxDrawdownPct": 61.07035446166992, "totalFees": 1782.3868408203125, "error": 0, "candleSize": "2h" }, "ETHUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 55, "initialValue": 10000, "finalValue": 13342.9072265625, "totalReturn": 33.429073333740234, "finalCoinValue": 13342.9072265625, "finalCoinAmount": 5.841852188110352, "endPrice": 2284.02001953125, "buyHoldValue": 30665.396484375, "buyHoldReturn": 206.65396118164062, "totalTrades": 83, "winRate": 36.585365295410156, "maxDrawdown": 7827.9326171875, "maxDrawdownPct": 40.50598907470703, "totalFees": 1134.8382568359375, "error": 0, "candleSize": "4h" }, "ETHUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 55, "initialValue": 10000, "finalValue": 16109.7958984375, "totalReturn": 61.09796142578125, "finalCoinValue": 16109.7958984375, "finalCoinAmount": 5.405735969543457, "endPrice": 2980.1298828125, "buyHoldValue": 12936.1640625, "buyHoldReturn": 29.36164093017578, "totalTrades": 99, "winRate": 38.775508880615234, "maxDrawdown": 6144.25732421875, "maxDrawdownPct": 38.2513542175293, "totalFees": 1380.639892578125, "error": 0, "candleSize": "2h" }, "ETHUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 55, "initialValue": 10000, "finalValue": 14629.5791015625, "totalReturn": 46.29579162597656, "finalCoinValue": 0, "finalCoinAmount": 4.92464017868042, "endPrice": 2970.68994140625, "buyHoldValue": 13064.8115234375, "buyHoldReturn": 30.64811897277832, "totalTrades": 46, "winRate": 52.173912048339844, "maxDrawdown": 4034.543212890625, "maxDrawdownPct": 21.61656951904297, "totalFees": 526.7901000976562, "error": 0, "candleSize": "4h" } } }, { "entry_length": 55, "exit_length": 20, "entry_mode": 0, "exit_mode": 0, "stop_n": 0, "frames": 8, "positive_frames": 6, "worst_return": -29.185426712036133, "worst_reported_drawdown": 65.9634780883789, "min_executions": 46, "by_frame": { "BTCUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 55, "initialValue": 10000, "finalValue": 17769.19921875, "totalReturn": 77.6919937133789, "finalCoinValue": 0, "finalCoinAmount": 0.42136433720588684, "endPrice": 42170.62890625, "buyHoldValue": 14338.8798828125, "buyHoldReturn": 43.3887939453125, "totalTrades": 130, "winRate": 40, "maxDrawdown": 3887.107177734375, "maxDrawdownPct": 34.289794921875, "totalFees": 1504.63232421875, "error": 0, "candleSize": "2h" }, "BTCUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 55, "initialValue": 10000, "finalValue": 10696.9384765625, "totalReturn": 6.969386577606201, "finalCoinValue": 0, "finalCoinAmount": 0.2536261975765228, "endPrice": 42176, "buyHoldValue": 14405.1591796875, "buyHoldReturn": 44.05158615112305, "totalTrades": 72, "winRate": 33.33333206176758, "maxDrawdown": 3538.366943359375, "maxDrawdownPct": 34.55177307128906, "totalFees": 608.2186889648438, "error": 0, "candleSize": "4h" }, "BTCUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 55, "initialValue": 10000, "finalValue": 7823.85986328125, "totalReturn": -21.761402130126953, "finalCoinValue": 0, "finalCoinAmount": 0.08825627714395523, "endPrice": 88649.328125, "buyHoldValue": 20803.080078125, "buyHoldReturn": 108.03079986572266, "totalTrades": 118, "winRate": 28.81355857849121, "maxDrawdown": 5064.568359375, "maxDrawdownPct": 39.29547119140625, "totalFees": 1154.6068115234375, "error": 0, "candleSize": "2h" }, "BTCUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 55, "initialValue": 10000, "finalValue": 11320.4384765625, "totalReturn": 13.204384803771973, "finalCoinValue": 0, "finalCoinAmount": 0.1279824674129486, "endPrice": 88453.0390625, "buyHoldValue": 20895.822265625, "buyHoldReturn": 108.95822143554688, "totalTrades": 50, "winRate": 44, "maxDrawdown": 2542.240234375, "maxDrawdownPct": 19.9025821685791, "totalFees": 523.157470703125, "error": 0, "candleSize": "4h" }, "ETHUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 55, "initialValue": 10000, "finalValue": 7081.45751953125, "totalReturn": -29.185426712036133, "finalCoinValue": 0, "finalCoinAmount": 3.0926096439361572, "endPrice": 2289.800048828125, "buyHoldValue": 30600.84375, "buyHoldReturn": 206.00845336914062, "totalTrades": 162, "winRate": 29.629629135131836, "maxDrawdown": 10669.3515625, "maxDrawdownPct": 65.9634780883789, "totalFees": 1450.81787109375, "error": 0, "candleSize": "2h" }, "ETHUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 55, "initialValue": 10000, "finalValue": 13152.2802734375, "totalReturn": 31.522804260253906, "finalCoinValue": 13152.2802734375, "finalCoinAmount": 5.7583909034729, "endPrice": 2284.02001953125, "buyHoldValue": 30665.396484375, "buyHoldReturn": 206.65396118164062, "totalTrades": 79, "winRate": 38.46154022216797, "maxDrawdown": 12412.361328125, "maxDrawdownPct": 51.880489349365234, "totalFees": 1184.9083251953125, "error": 0, "candleSize": "4h" }, "ETHUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 55, "initialValue": 10000, "finalValue": 15627.4375, "totalReturn": 56.27437210083008, "finalCoinValue": 15627.4375, "finalCoinAmount": 5.24387788772583, "endPrice": 2980.1298828125, "buyHoldValue": 12936.1640625, "buyHoldReturn": 29.36164093017578, "totalTrades": 93, "winRate": 34.78260803222656, "maxDrawdown": 6659.626953125, "maxDrawdownPct": 40.026851654052734, "totalFees": 1303.5389404296875, "error": 0, "candleSize": "2h" }, "ETHUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 55, "initialValue": 10000, "finalValue": 11299.619140625, "totalReturn": 12.99619197845459, "finalCoinValue": 0, "finalCoinAmount": 3.803701877593994, "endPrice": 2970.68994140625, "buyHoldValue": 13064.8115234375, "buyHoldReturn": 30.64811897277832, "totalTrades": 46, "winRate": 43.4782600402832, "maxDrawdown": 5249.466796875, "maxDrawdownPct": 31.720584869384766, "totalFees": 481.1848449707031, "error": 0, "candleSize": "4h" } } }, { "entry_length": 55, "exit_length": 25, "entry_mode": 0, "exit_mode": 0, "stop_n": 0, "frames": 8, "positive_frames": 5, "worst_return": -15.645577430725098, "worst_reported_drawdown": 64.86495208740234, "min_executions": 42, "by_frame": { "BTCUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 55, "initialValue": 10000, "finalValue": 11995.716796875, "totalReturn": 19.957164764404297, "finalCoinValue": 0, "finalCoinAmount": 0.28445667028427124, "endPrice": 42170.62890625, "buyHoldValue": 14338.8798828125, "buyHoldReturn": 43.3887939453125, "totalTrades": 128, "winRate": 35.9375, "maxDrawdown": 5035.1708984375, "maxDrawdownPct": 44.41734313964844, "totalFees": 1109.6510009765625, "error": 0, "candleSize": "2h" }, "BTCUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 55, "initialValue": 10000, "finalValue": 9065.7919921875, "totalReturn": -9.34207534790039, "finalCoinValue": 0, "finalCoinAmount": 0.21495145559310913, "endPrice": 42176, "buyHoldValue": 14405.1591796875, "buyHoldReturn": 44.05158615112305, "totalTrades": 70, "winRate": 28.571428298950195, "maxDrawdown": 4323.853515625, "maxDrawdownPct": 41.91150665283203, "totalFees": 551.2058715820312, "error": 0, "candleSize": "4h" }, "BTCUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 55, "initialValue": 10000, "finalValue": 8435.4423828125, "totalReturn": -15.645577430725098, "finalCoinValue": 8435.4423828125, "finalCoinAmount": 0.09515517204999924, "endPrice": 88649.328125, "buyHoldValue": 20803.080078125, "buyHoldReturn": 108.03079986572266, "totalTrades": 105, "winRate": 34.61538314819336, "maxDrawdown": 5183.14697265625, "maxDrawdownPct": 38.438636779785156, "totalFees": 1069.3743896484375, "error": 0, "candleSize": "2h" }, "BTCUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 55, "initialValue": 10000, "finalValue": 12643.974609375, "totalReturn": 26.439746856689453, "finalCoinValue": 0, "finalCoinAmount": 0.14294561743736267, "endPrice": 88453.0390625, "buyHoldValue": 20895.822265625, "buyHoldReturn": 108.95822143554688, "totalTrades": 42, "winRate": 42.85714340209961, "maxDrawdown": 1921.2578125, "maxDrawdownPct": 15.628905296325684, "totalFees": 456.5273742675781, "error": 0, "candleSize": "4h" }, "ETHUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 55, "initialValue": 10000, "finalValue": 9254.6748046875, "totalReturn": -7.453251838684082, "finalCoinValue": 9254.6748046875, "finalCoinAmount": 4.041695594787598, "endPrice": 2289.800048828125, "buyHoldValue": 30600.84375, "buyHoldReturn": 206.00845336914062, "totalTrades": 147, "winRate": 30.136985778808594, "maxDrawdown": 10316.314453125, "maxDrawdownPct": 64.86495208740234, "totalFees": 1319.9495849609375, "error": 0, "candleSize": "2h" }, "ETHUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 55, "initialValue": 10000, "finalValue": 14934.63671875, "totalReturn": 49.34636688232422, "finalCoinValue": 14934.63671875, "finalCoinAmount": 6.538750648498535, "endPrice": 2284.02001953125, "buyHoldValue": 30665.396484375, "buyHoldReturn": 206.65396118164062, "totalTrades": 75, "winRate": 40.5405387878418, "maxDrawdown": 14652.0185546875, "maxDrawdownPct": 52.23276901245117, "totalFees": 1332.5386962890625, "error": 0, "candleSize": "4h" }, "ETHUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 55, "initialValue": 10000, "finalValue": 13416.396484375, "totalReturn": 34.16395950317383, "finalCoinValue": 13416.396484375, "finalCoinAmount": 4.501949787139893, "endPrice": 2980.1298828125, "buyHoldValue": 12936.1640625, "buyHoldReturn": 29.36164093017578, "totalTrades": 89, "winRate": 34.09090805053711, "maxDrawdown": 6426.7412109375, "maxDrawdownPct": 43.63868713378906, "totalFees": 1065.65771484375, "error": 0, "candleSize": "2h" }, "ETHUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 55, "initialValue": 10000, "finalValue": 10304.1259765625, "totalReturn": 3.041261911392212, "finalCoinValue": 0, "finalCoinAmount": 3.468596935272217, "endPrice": 2970.68994140625, "buyHoldValue": 13064.8115234375, "buyHoldReturn": 30.64811897277832, "totalTrades": 44, "winRate": 45.45454406738281, "maxDrawdown": 5001.9658203125, "maxDrawdownPct": 32.6795768737793, "totalFees": 454.19140625, "error": 0, "candleSize": "4h" } } }, { "entry_length": 55, "exit_length": 30, "entry_mode": 0, "exit_mode": 0, "stop_n": 0, "frames": 8, "positive_frames": 7, "worst_return": -25.888063430786133, "worst_reported_drawdown": 55.3122673034668, "min_executions": 42, "by_frame": { "BTCUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 55, "initialValue": 10000, "finalValue": 12035.615234375, "totalReturn": 20.35615348815918, "finalCoinValue": 0, "finalCoinAmount": 0.285402774810791, "endPrice": 42170.62890625, "buyHoldValue": 14338.8798828125, "buyHoldReturn": 43.3887939453125, "totalTrades": 122, "winRate": 36.065574645996094, "maxDrawdown": 4960.1142578125, "maxDrawdownPct": 43.7552375793457, "totalFees": 1081.9400634765625, "error": 0, "candleSize": "2h" }, "BTCUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 55, "initialValue": 10000, "finalValue": 7411.193359375, "totalReturn": -25.888063430786133, "finalCoinValue": 0, "finalCoinAmount": 0.17572063207626343, "endPrice": 42176, "buyHoldValue": 14405.1591796875, "buyHoldReturn": 44.05158615112305, "totalTrades": 66, "winRate": 27.272727966308594, "maxDrawdown": 5523.34423828125, "maxDrawdownPct": 54.627933502197266, "totalFees": 438.7217102050781, "error": 0, "candleSize": "4h" }, "BTCUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 55, "initialValue": 10000, "finalValue": 10137.736328125, "totalReturn": 1.3773623704910278, "finalCoinValue": 10137.736328125, "finalCoinAmount": 0.11435773223638535, "endPrice": 88649.328125, "buyHoldValue": 20803.080078125, "buyHoldReturn": 108.03079986572266, "totalTrades": 97, "winRate": 35.41666793823242, "maxDrawdown": 6864.07373046875, "maxDrawdownPct": 40.75977325439453, "totalFees": 1186.793212890625, "error": 0, "candleSize": "2h" }, "BTCUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 55, "initialValue": 10000, "finalValue": 12041.41796875, "totalReturn": 20.4141845703125, "finalCoinValue": 0, "finalCoinAmount": 0.13613346219062805, "endPrice": 88453.0390625, "buyHoldValue": 20895.822265625, "buyHoldReturn": 108.95822143554688, "totalTrades": 42, "winRate": 42.85714340209961, "maxDrawdown": 2146.982421875, "maxDrawdownPct": 17.465112686157227, "totalFees": 451.6985168457031, "error": 0, "candleSize": "4h" }, "ETHUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 55, "initialValue": 10000, "finalValue": 13395.0078125, "totalReturn": 33.950077056884766, "finalCoinValue": 13395.0078125, "finalCoinAmount": 5.849859237670898, "endPrice": 2289.800048828125, "buyHoldValue": 30600.84375, "buyHoldReturn": 206.00845336914062, "totalTrades": 137, "winRate": 32.35293960571289, "maxDrawdown": 10312.6552734375, "maxDrawdownPct": 55.3122673034668, "totalFees": 1649.9715576171875, "error": 0, "candleSize": "2h" }, "ETHUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 55, "initialValue": 10000, "finalValue": 18597.4921875, "totalReturn": 85.97491455078125, "finalCoinValue": 18597.4921875, "finalCoinAmount": 8.142437934875488, "endPrice": 2284.02001953125, "buyHoldValue": 30665.396484375, "buyHoldReturn": 206.65396118164062, "totalTrades": 63, "winRate": 35.48387145996094, "maxDrawdown": 20598.892578125, "maxDrawdownPct": 54.157196044921875, "totalFees": 1348.5572509765625, "error": 0, "candleSize": "4h" }, "ETHUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 55, "initialValue": 10000, "finalValue": 12473.2666015625, "totalReturn": 24.732667922973633, "finalCoinValue": 12473.2666015625, "finalCoinAmount": 4.185477256774902, "endPrice": 2980.1298828125, "buyHoldValue": 12936.1640625, "buyHoldReturn": 29.36164093017578, "totalTrades": 87, "winRate": 32.55813980102539, "maxDrawdown": 7129.23828125, "maxDrawdownPct": 45.07406997680664, "totalFees": 1108.7623291015625, "error": 0, "candleSize": "2h" }, "ETHUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 55, "initialValue": 10000, "finalValue": 10078.404296875, "totalReturn": 0.7840411067008972, "finalCoinValue": 0, "finalCoinAmount": 3.3926138877868652, "endPrice": 2970.68994140625, "buyHoldValue": 13064.8115234375, "buyHoldReturn": 30.64811897277832, "totalTrades": 42, "winRate": 47.619049072265625, "maxDrawdown": 4819.99755859375, "maxDrawdownPct": 32.352447509765625, "totalFees": 423.58245849609375, "error": 0, "candleSize": "4h" } } }, { "entry_length": 60, "exit_length": 10, "entry_mode": 0, "exit_mode": 0, "stop_n": 0, "frames": 8, "positive_frames": 6, "worst_return": -16.584386825561523, "worst_reported_drawdown": 52.601783752441406, "min_executions": 50, "by_frame": { "BTCUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 60, "initialValue": 10000, "finalValue": 18054.8125, "totalReturn": 80.54813385009766, "finalCoinValue": 0, "finalCoinAmount": 0.4281371533870697, "endPrice": 42170.62890625, "buyHoldValue": 14338.8798828125, "buyHoldReturn": 43.3887939453125, "totalTrades": 152, "winRate": 42.105262756347656, "maxDrawdown": 2787.892578125, "maxDrawdownPct": 24.593162536621094, "totalFees": 1860.1944580078125, "error": 0, "candleSize": "2h" }, "BTCUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 60, "initialValue": 10000, "finalValue": 16461.392578125, "totalReturn": 64.61392974853516, "finalCoinValue": 0, "finalCoinAmount": 0.3903023600578308, "endPrice": 42176, "buyHoldValue": 14405.1591796875, "buyHoldReturn": 44.05158615112305, "totalTrades": 76, "winRate": 39.47368240356445, "maxDrawdown": 3320.69140625, "maxDrawdownPct": 30.94622230529785, "totalFees": 874.0308227539062, "error": 0, "candleSize": "4h" }, "BTCUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 60, "initialValue": 10000, "finalValue": 8341.5615234375, "totalReturn": -16.584386825561523, "finalCoinValue": 0, "finalCoinAmount": 0.09409615397453308, "endPrice": 88649.328125, "buyHoldValue": 20803.080078125, "buyHoldReturn": 108.03079986572266, "totalTrades": 126, "winRate": 33.33333206176758, "maxDrawdown": 3965.22119140625, "maxDrawdownPct": 32.21980285644531, "totalFees": 1241.0545654296875, "error": 0, "candleSize": "2h" }, "BTCUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 60, "initialValue": 10000, "finalValue": 11062.376953125, "totalReturn": 10.623771667480469, "finalCoinValue": 0, "finalCoinAmount": 0.12506496906280518, "endPrice": 88453.0390625, "buyHoldValue": 20895.822265625, "buyHoldReturn": 108.95822143554688, "totalTrades": 60, "winRate": 33.33333206176758, "maxDrawdown": 2634.6474609375, "maxDrawdownPct": 21.781225204467773, "totalFees": 591.328125, "error": 0, "candleSize": "4h" }, "ETHUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 60, "initialValue": 10000, "finalValue": 8572.0107421875, "totalReturn": -14.279891967773438, "finalCoinValue": 0, "finalCoinAmount": 3.743563175201416, "endPrice": 2289.800048828125, "buyHoldValue": 30600.84375, "buyHoldReturn": 206.00845336914062, "totalTrades": 176, "winRate": 34.09090805053711, "maxDrawdown": 7860.15576171875, "maxDrawdownPct": 52.601783752441406, "totalFees": 1661.2276611328125, "error": 0, "candleSize": "2h" }, "ETHUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 60, "initialValue": 10000, "finalValue": 13046.0166015625, "totalReturn": 30.460161209106445, "finalCoinValue": 13046.0166015625, "finalCoinAmount": 5.7118659019470215, "endPrice": 2284.02001953125, "buyHoldValue": 30665.396484375, "buyHoldReturn": 206.65396118164062, "totalTrades": 95, "winRate": 36.17021179199219, "maxDrawdown": 7564.603515625, "maxDrawdownPct": 40.22395706176758, "totalFees": 1358.6038818359375, "error": 0, "candleSize": "4h" }, "ETHUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 60, "initialValue": 10000, "finalValue": 18290.91796875, "totalReturn": 82.9091796875, "finalCoinValue": 18290.91796875, "finalCoinAmount": 6.137624263763428, "endPrice": 2980.1298828125, "buyHoldValue": 12936.1640625, "buyHoldReturn": 29.36164093017578, "totalTrades": 109, "winRate": 33.33333206176758, "maxDrawdown": 4336.48291015625, "maxDrawdownPct": 27.954832077026367, "totalFees": 1525.60791015625, "error": 0, "candleSize": "2h" }, "ETHUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 60, "initialValue": 10000, "finalValue": 13169.9658203125, "totalReturn": 31.699657440185547, "finalCoinValue": 0, "finalCoinAmount": 4.43330192565918, "endPrice": 2970.68994140625, "buyHoldValue": 13064.8115234375, "buyHoldReturn": 30.64811897277832, "totalTrades": 50, "winRate": 52, "maxDrawdown": 4095.158447265625, "maxDrawdownPct": 23.719253540039062, "totalFees": 547.057373046875, "error": 0, "candleSize": "4h" } } }, { "entry_length": 60, "exit_length": 15, "entry_mode": 0, "exit_mode": 0, "stop_n": 0, "frames": 8, "positive_frames": 7, "worst_return": -7.005642890930176, "worst_reported_drawdown": 52.354217529296875, "min_executions": 44, "by_frame": { "BTCUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 60, "initialValue": 10000, "finalValue": 17854.787109375, "totalReturn": 78.54786682128906, "finalCoinValue": 0, "finalCoinAmount": 0.4233938753604889, "endPrice": 42170.62890625, "buyHoldValue": 14338.8798828125, "buyHoldReturn": 43.3887939453125, "totalTrades": 138, "winRate": 42.02898406982422, "maxDrawdown": 3561.51171875, "maxDrawdownPct": 26.309595108032227, "totalFees": 1744.2205810546875, "error": 0, "candleSize": "2h" }, "BTCUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 60, "initialValue": 10000, "finalValue": 14940.13671875, "totalReturn": 49.4013671875, "finalCoinValue": 0, "finalCoinAmount": 0.35423314571380615, "endPrice": 42176, "buyHoldValue": 14405.1591796875, "buyHoldReturn": 44.05158615112305, "totalTrades": 72, "winRate": 41.66666793823242, "maxDrawdown": 3076.843505859375, "maxDrawdownPct": 28.53738784790039, "totalFees": 768.876220703125, "error": 0, "candleSize": "4h" }, "BTCUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 60, "initialValue": 10000, "finalValue": 9299.435546875, "totalReturn": -7.005642890930176, "finalCoinValue": 0, "finalCoinAmount": 0.10490136593580246, "endPrice": 88649.328125, "buyHoldValue": 20803.080078125, "buyHoldReturn": 108.03079986572266, "totalTrades": 112, "winRate": 35.71428680419922, "maxDrawdown": 4146.16845703125, "maxDrawdownPct": 30.83660888671875, "totalFees": 1171.8443603515625, "error": 0, "candleSize": "2h" }, "BTCUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 60, "initialValue": 10000, "finalValue": 12337.2314453125, "totalReturn": 23.372314453125, "finalCoinValue": 0, "finalCoinAmount": 0.13947775959968567, "endPrice": 88453.0390625, "buyHoldValue": 20895.822265625, "buyHoldReturn": 108.95822143554688, "totalTrades": 52, "winRate": 38.46154022216797, "maxDrawdown": 2394.89990234375, "maxDrawdownPct": 18.96823501586914, "totalFees": 546.5174560546875, "error": 0, "candleSize": "4h" }, "ETHUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 60, "initialValue": 10000, "finalValue": 10306.357421875, "totalReturn": 3.063577890396118, "finalCoinValue": 0, "finalCoinAmount": 4.500986099243164, "endPrice": 2289.800048828125, "buyHoldValue": 30600.84375, "buyHoldReturn": 206.00845336914062, "totalTrades": 158, "winRate": 32.91139221191406, "maxDrawdown": 8874.658203125, "maxDrawdownPct": 52.354217529296875, "totalFees": 1741.5460205078125, "error": 0, "candleSize": "2h" }, "ETHUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 60, "initialValue": 10000, "finalValue": 16305.2861328125, "totalReturn": 63.052860260009766, "finalCoinValue": 16305.2861328125, "finalCoinAmount": 7.138854503631592, "endPrice": 2284.02001953125, "buyHoldValue": 30665.396484375, "buyHoldReturn": 206.65396118164062, "totalTrades": 79, "winRate": 38.46154022216797, "maxDrawdown": 6934.51220703125, "maxDrawdownPct": 33.045719146728516, "totalFees": 1266.5316162109375, "error": 0, "candleSize": "4h" }, "ETHUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 60, "initialValue": 10000, "finalValue": 19117.2265625, "totalReturn": 91.1722640991211, "finalCoinValue": 19117.2265625, "finalCoinAmount": 6.4148969650268555, "endPrice": 2980.1298828125, "buyHoldValue": 12936.1640625, "buyHoldReturn": 29.36164093017578, "totalTrades": 93, "winRate": 39.130435943603516, "maxDrawdown": 4285.69140625, "maxDrawdownPct": 25.953685760498047, "totalFees": 1423.3699951171875, "error": 0, "candleSize": "2h" }, "ETHUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 60, "initialValue": 10000, "finalValue": 14710.31640625, "totalReturn": 47.1031608581543, "finalCoinValue": 0, "finalCoinAmount": 4.951817989349365, "endPrice": 2970.68994140625, "buyHoldValue": 13064.8115234375, "buyHoldReturn": 30.64811897277832, "totalTrades": 44, "winRate": 50, "maxDrawdown": 5461.13916015625, "maxDrawdownPct": 27.07360076904297, "totalFees": 537.0704956054688, "error": 0, "candleSize": "4h" } } }, { "entry_length": 60, "exit_length": 20, "entry_mode": 0, "exit_mode": 0, "stop_n": 0, "frames": 8, "positive_frames": 6, "worst_return": -23.51041030883789, "worst_reported_drawdown": 57.11703109741211, "min_executions": 42, "by_frame": { "BTCUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 60, "initialValue": 10000, "finalValue": 20172.130859375, "totalReturn": 101.72130584716797, "finalCoinValue": 0, "finalCoinAmount": 0.47834548354148865, "endPrice": 42170.62890625, "buyHoldValue": 14338.8798828125, "buyHoldReturn": 43.3887939453125, "totalTrades": 124, "winRate": 41.935482025146484, "maxDrawdown": 3649.912353515625, "maxDrawdownPct": 18.44461441040039, "totalFees": 1613.6470947265625, "error": 0, "candleSize": "2h" }, "BTCUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 60, "initialValue": 10000, "finalValue": 12112.2685546875, "totalReturn": 21.122684478759766, "finalCoinValue": 0, "finalCoinAmount": 0.2871839106082916, "endPrice": 42176, "buyHoldValue": 14405.1591796875, "buyHoldReturn": 44.05158615112305, "totalTrades": 68, "winRate": 35.29411697387695, "maxDrawdown": 3268.95703125, "maxDrawdownPct": 30.651752471923828, "totalFees": 620.8515625, "error": 0, "candleSize": "4h" }, "BTCUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 60, "initialValue": 10000, "finalValue": 8357.7919921875, "totalReturn": -16.422077178955078, "finalCoinValue": 0, "finalCoinAmount": 0.09427925199270248, "endPrice": 88649.328125, "buyHoldValue": 20803.080078125, "buyHoldReturn": 108.03079986572266, "totalTrades": 110, "winRate": 30.909090042114258, "maxDrawdown": 4647.7041015625, "maxDrawdownPct": 35.7364616394043, "totalFees": 1096.53466796875, "error": 0, "candleSize": "2h" }, "BTCUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 60, "initialValue": 10000, "finalValue": 11047.4208984375, "totalReturn": 10.474211692810059, "finalCoinValue": 0, "finalCoinAmount": 0.12489589303731918, "endPrice": 88453.0390625, "buyHoldValue": 20895.822265625, "buyHoldReturn": 108.95822143554688, "totalTrades": 48, "winRate": 41.66666793823242, "maxDrawdown": 2597.41259765625, "maxDrawdownPct": 20.671545028686523, "totalFees": 486.8835144042969, "error": 0, "candleSize": "4h" }, "ETHUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 60, "initialValue": 10000, "finalValue": 7648.958984375, "totalReturn": -23.51041030883789, "finalCoinValue": 0, "finalCoinAmount": 3.3404483795166016, "endPrice": 2289.800048828125, "buyHoldValue": 30600.84375, "buyHoldReturn": 206.00845336914062, "totalTrades": 154, "winRate": 31.16883087158203, "maxDrawdown": 8749.720703125, "maxDrawdownPct": 57.11703109741211, "totalFees": 1438.86865234375, "error": 0, "candleSize": "2h" }, "ETHUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 60, "initialValue": 10000, "finalValue": 16829.765625, "totalReturn": 68.29765319824219, "finalCoinValue": 16829.765625, "finalCoinAmount": 7.3684844970703125, "endPrice": 2284.02001953125, "buyHoldValue": 30665.396484375, "buyHoldReturn": 206.65396118164062, "totalTrades": 75, "winRate": 40.5405387878418, "maxDrawdown": 11225.2822265625, "maxDrawdownPct": 43.2459602355957, "totalFees": 1370.6578369140625, "error": 0, "candleSize": "4h" }, "ETHUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 60, "initialValue": 10000, "finalValue": 18544.77734375, "totalReturn": 85.4477767944336, "finalCoinValue": 18544.77734375, "finalCoinAmount": 6.222808361053467, "endPrice": 2980.1298828125, "buyHoldValue": 12936.1640625, "buyHoldReturn": 29.36164093017578, "totalTrades": 87, "winRate": 37.20930099487305, "maxDrawdown": 5188.7744140625, "maxDrawdownPct": 22.16905403137207, "totalFees": 1339.003173828125, "error": 0, "candleSize": "2h" }, "ETHUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 60, "initialValue": 10000, "finalValue": 11971.5078125, "totalReturn": 19.7150821685791, "finalCoinValue": 0, "finalCoinAmount": 4.029874801635742, "endPrice": 2970.68994140625, "buyHoldValue": 13064.8115234375, "buyHoldReturn": 30.64811897277832, "totalTrades": 42, "winRate": 42.85714340209961, "maxDrawdown": 6873.59716796875, "maxDrawdownPct": 36.474178314208984, "totalFees": 491.4100341796875, "error": 0, "candleSize": "4h" } } }, { "entry_length": 60, "exit_length": 25, "entry_mode": 0, "exit_mode": 0, "stop_n": 0, "frames": 8, "positive_frames": 6, "worst_return": -13.276152610778809, "worst_reported_drawdown": 55.73276901245117, "min_executions": 40, "by_frame": { "BTCUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 60, "initialValue": 10000, "finalValue": 13844.724609375, "totalReturn": 38.44724655151367, "finalCoinValue": 0, "finalCoinAmount": 0.3283025324344635, "endPrice": 42170.62890625, "buyHoldValue": 14338.8798828125, "buyHoldReturn": 43.3887939453125, "totalTrades": 122, "winRate": 37.704917907714844, "maxDrawdown": 4192.779296875, "maxDrawdownPct": 36.98625564575195, "totalFees": 1191.46826171875, "error": 0, "candleSize": "2h" }, "BTCUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 60, "initialValue": 10000, "finalValue": 9881.3310546875, "totalReturn": -1.1866908073425293, "finalCoinValue": 0, "finalCoinAmount": 0.23428800702095032, "endPrice": 42176, "buyHoldValue": 14405.1591796875, "buyHoldReturn": 44.05158615112305, "totalTrades": 66, "winRate": 30.303030014038086, "maxDrawdown": 4592.75830078125, "maxDrawdownPct": 41.91150665283203, "totalFees": 545.549072265625, "error": 0, "candleSize": "4h" }, "BTCUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 60, "initialValue": 10000, "finalValue": 8672.384765625, "totalReturn": -13.276152610778809, "finalCoinValue": 8672.384765625, "finalCoinAmount": 0.0978279784321785, "endPrice": 88649.328125, "buyHoldValue": 20803.080078125, "buyHoldReturn": 108.03079986572266, "totalTrades": 99, "winRate": 36.73469543457031, "maxDrawdown": 4762.736328125, "maxDrawdownPct": 36.005828857421875, "totalFees": 995.4685668945312, "error": 0, "candleSize": "2h" }, "BTCUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 60, "initialValue": 10000, "finalValue": 12339.0341796875, "totalReturn": 23.390338897705078, "finalCoinValue": 0, "finalCoinAmount": 0.13949812948703766, "endPrice": 88453.0390625, "buyHoldValue": 20895.822265625, "buyHoldReturn": 108.95822143554688, "totalTrades": 40, "winRate": 45, "maxDrawdown": 1987.8814697265625, "maxDrawdownPct": 16.43889808654785, "totalFees": 419.9702453613281, "error": 0, "candleSize": "4h" }, "ETHUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 60, "initialValue": 10000, "finalValue": 10084.9541015625, "totalReturn": 0.8495393395423889, "finalCoinValue": 10084.9541015625, "finalCoinAmount": 4.404294490814209, "endPrice": 2289.800048828125, "buyHoldValue": 30600.84375, "buyHoldReturn": 206.00845336914062, "totalTrades": 139, "winRate": 31.884057998657227, "maxDrawdown": 8394.955078125, "maxDrawdownPct": 55.73276901245117, "totalFees": 1322.733154296875, "error": 0, "candleSize": "2h" }, "ETHUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 60, "initialValue": 10000, "finalValue": 15945.9501953125, "totalReturn": 59.45949935913086, "finalCoinValue": 15945.9501953125, "finalCoinAmount": 6.981528282165527, "endPrice": 2284.02001953125, "buyHoldValue": 30665.396484375, "buyHoldReturn": 206.65396118164062, "totalTrades": 73, "winRate": 41.66666793823242, "maxDrawdown": 12307.1865234375, "maxDrawdownPct": 46.24343490600586, "totalFees": 1338.4150390625, "error": 0, "candleSize": "4h" }, "ETHUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 60, "initialValue": 10000, "finalValue": 14849.59375, "totalReturn": 48.495941162109375, "finalCoinValue": 14849.59375, "finalCoinAmount": 4.98286771774292, "endPrice": 2980.1298828125, "buyHoldValue": 12936.1640625, "buyHoldReturn": 29.36164093017578, "totalTrades": 85, "winRate": 35.71428680419922, "maxDrawdown": 5365.4970703125, "maxDrawdownPct": 26.891494750976562, "totalFees": 1116.047607421875, "error": 0, "candleSize": "2h" }, "ETHUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 60, "initialValue": 10000, "finalValue": 10056.3603515625, "totalReturn": 0.5636045336723328, "finalCoinValue": 0, "finalCoinAmount": 3.3851935863494873, "endPrice": 2970.68994140625, "buyHoldValue": 13064.8115234375, "buyHoldReturn": 30.64811897277832, "totalTrades": 42, "winRate": 42.85714340209961, "maxDrawdown": 5999.49609375, "maxDrawdownPct": 37.36640167236328, "totalFees": 448.8878173828125, "error": 0, "candleSize": "4h" } } }, { "entry_length": 60, "exit_length": 30, "entry_mode": 0, "exit_mode": 0, "stop_n": 0, "frames": 8, "positive_frames": 7, "worst_return": -17.601001739501953, "worst_reported_drawdown": 51.342464447021484, "min_executions": 40, "by_frame": { "BTCUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 60, "initialValue": 10000, "finalValue": 13548.09765625, "totalReturn": 35.480979919433594, "finalCoinValue": 0, "finalCoinAmount": 0.32126855850219727, "endPrice": 42170.62890625, "buyHoldValue": 14338.8798828125, "buyHoldReturn": 43.3887939453125, "totalTrades": 118, "winRate": 37.28813552856445, "maxDrawdown": 4391.83349609375, "maxDrawdownPct": 38.74219512939453, "totalFees": 1163.97314453125, "error": 0, "candleSize": "2h" }, "BTCUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 60, "initialValue": 10000, "finalValue": 8239.8994140625, "totalReturn": -17.601001739501953, "finalCoinValue": 0, "finalCoinAmount": 0.1953693926334381, "endPrice": 42176, "buyHoldValue": 14405.1591796875, "buyHoldReturn": 44.05158615112305, "totalTrades": 62, "winRate": 29.032258987426758, "maxDrawdown": 5137.1552734375, "maxDrawdownPct": 51.342464447021484, "totalFees": 430.9289245605469, "error": 0, "candleSize": "4h" }, "BTCUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 60, "initialValue": 10000, "finalValue": 10483.943359375, "totalReturn": 4.8394341468811035, "finalCoinValue": 10483.943359375, "finalCoinAmount": 0.11826308816671371, "endPrice": 88649.328125, "buyHoldValue": 20803.080078125, "buyHoldReturn": 108.03079986572266, "totalTrades": 91, "winRate": 35.55555725097656, "maxDrawdown": 6038.81787109375, "maxDrawdownPct": 36.92168045043945, "totalFees": 1101.557861328125, "error": 0, "candleSize": "2h" }, "BTCUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 60, "initialValue": 10000, "finalValue": 11751.009765625, "totalReturn": 17.51009750366211, "finalCoinValue": 0, "finalCoinAmount": 0.1328502595424652, "endPrice": 88453.0390625, "buyHoldValue": 20895.822265625, "buyHoldReturn": 108.95822143554688, "totalTrades": 40, "winRate": 45, "maxDrawdown": 2071.158203125, "maxDrawdownPct": 17.1275577545166, "totalFees": 415.85650634765625, "error": 0, "candleSize": "4h" }, "ETHUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 60, "initialValue": 10000, "finalValue": 13676.6962890625, "totalReturn": 36.76696014404297, "finalCoinValue": 13676.6962890625, "finalCoinAmount": 5.9728779792785645, "endPrice": 2289.800048828125, "buyHoldValue": 30600.84375, "buyHoldReturn": 206.00845336914062, "totalTrades": 131, "winRate": 32.30769348144531, "maxDrawdown": 7582.525390625, "maxDrawdownPct": 43.69805145263672, "totalFees": 1633.80712890625, "error": 0, "candleSize": "2h" }, "ETHUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 60, "initialValue": 10000, "finalValue": 19858.408203125, "totalReturn": 98.58409118652344, "finalCoinValue": 19858.408203125, "finalCoinAmount": 8.694499015808105, "endPrice": 2284.02001953125, "buyHoldValue": 30665.396484375, "buyHoldReturn": 206.65396118164062, "totalTrades": 61, "winRate": 36.66666793823242, "maxDrawdown": 17464.70703125, "maxDrawdownPct": 48.40095901489258, "totalFees": 1344.720947265625, "error": 0, "candleSize": "4h" }, "ETHUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 60, "initialValue": 10000, "finalValue": 13806.2763671875, "totalReturn": 38.06276321411133, "finalCoinValue": 13806.2763671875, "finalCoinAmount": 4.632776260375977, "endPrice": 2980.1298828125, "buyHoldValue": 12936.1640625, "buyHoldReturn": 29.36164093017578, "totalTrades": 83, "winRate": 34.14634323120117, "maxDrawdown": 6579.0537109375, "maxDrawdownPct": 32.66483688354492, "totalFees": 1156.0048828125, "error": 0, "candleSize": "2h" }, "ETHUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 60, "initialValue": 10000, "finalValue": 10016.171875, "totalReturn": 0.1617189198732376, "finalCoinValue": 0, "finalCoinAmount": 3.3716652393341064, "endPrice": 2970.68994140625, "buyHoldValue": 13064.8115234375, "buyHoldReturn": 30.64811897277832, "totalTrades": 40, "winRate": 45, "maxDrawdown": 5898.18798828125, "maxDrawdownPct": 37.062049865722656, "totalFees": 423.4416809082031, "error": 0, "candleSize": "4h" } } }, { "entry_length": 65, "exit_length": 10, "entry_mode": 0, "exit_mode": 0, "stop_n": 0, "frames": 8, "positive_frames": 7, "worst_return": -7.165260314941406, "worst_reported_drawdown": 38.243309020996094, "min_executions": 48, "by_frame": { "BTCUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 65, "initialValue": 10000, "finalValue": 17010.642578125, "totalReturn": 70.10641479492188, "finalCoinValue": 0, "finalCoinAmount": 0.4033765196800232, "endPrice": 42170.62890625, "buyHoldValue": 14338.8798828125, "buyHoldReturn": 43.3887939453125, "totalTrades": 142, "winRate": 42.25352096557617, "maxDrawdown": 3160.300048828125, "maxDrawdownPct": 27.878324508666992, "totalFees": 1688.1358642578125, "error": 0, "candleSize": "2h" }, "BTCUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 65, "initialValue": 10000, "finalValue": 17064.849609375, "totalReturn": 70.64849090576172, "finalCoinValue": 0, "finalCoinAmount": 0.40461042523384094, "endPrice": 42176, "buyHoldValue": 14405.1591796875, "buyHoldReturn": 44.05158615112305, "totalTrades": 74, "winRate": 37.83783721923828, "maxDrawdown": 2803.8564453125, "maxDrawdownPct": 26.129728317260742, "totalFees": 886.75830078125, "error": 0, "candleSize": "4h" }, "BTCUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 65, "initialValue": 10000, "finalValue": 9283.4736328125, "totalReturn": -7.165260314941406, "finalCoinValue": 0, "finalCoinAmount": 0.1047213077545166, "endPrice": 88649.328125, "buyHoldValue": 20803.080078125, "buyHoldReturn": 108.03079986572266, "totalTrades": 118, "winRate": 35.59321975708008, "maxDrawdown": 3261.8720703125, "maxDrawdownPct": 26.000654220581055, "totalFees": 1216.6339111328125, "error": 0, "candleSize": "2h" }, "BTCUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 65, "initialValue": 10000, "finalValue": 10514.5498046875, "totalReturn": 5.145501136779785, "finalCoinValue": 0, "finalCoinAmount": 0.11887155473232269, "endPrice": 88453.0390625, "buyHoldValue": 20895.822265625, "buyHoldReturn": 108.95822143554688, "totalTrades": 58, "winRate": 34.482757568359375, "maxDrawdown": 2963.01220703125, "maxDrawdownPct": 24.357402801513672, "totalFees": 567.3937377929688, "error": 0, "candleSize": "4h" }, "ETHUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 65, "initialValue": 10000, "finalValue": 11633.4013671875, "totalReturn": 16.33401107788086, "finalCoinValue": 0, "finalCoinAmount": 5.080531597137451, "endPrice": 2289.800048828125, "buyHoldValue": 30600.84375, "buyHoldReturn": 206.00845336914062, "totalTrades": 160, "winRate": 37.5, "maxDrawdown": 5714.60400390625, "maxDrawdownPct": 38.243309020996094, "totalFees": 1826.542724609375, "error": 0, "candleSize": "2h" }, "ETHUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 65, "initialValue": 10000, "finalValue": 13802.029296875, "totalReturn": 38.02029037475586, "finalCoinValue": 13802.029296875, "finalCoinAmount": 6.042867183685303, "endPrice": 2284.02001953125, "buyHoldValue": 30665.396484375, "buyHoldReturn": 206.65396118164062, "totalTrades": 87, "winRate": 39.53488540649414, "maxDrawdown": 7015.91943359375, "maxDrawdownPct": 37.600765228271484, "totalFees": 1264.7852783203125, "error": 0, "candleSize": "4h" }, "ETHUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 65, "initialValue": 10000, "finalValue": 17461.794921875, "totalReturn": 74.61795806884766, "finalCoinValue": 17461.794921875, "finalCoinAmount": 5.859407424926758, "endPrice": 2980.1298828125, "buyHoldValue": 12936.1640625, "buyHoldReturn": 29.36164093017578, "totalTrades": 105, "winRate": 34.61538314819336, "maxDrawdown": 4469.4072265625, "maxDrawdownPct": 28.107877731323242, "totalFees": 1484.510009765625, "error": 0, "candleSize": "2h" }, "ETHUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 10, "entry_length": 65, "initialValue": 10000, "finalValue": 12871.2802734375, "totalReturn": 28.712800979614258, "finalCoinValue": 0, "finalCoinAmount": 4.332757949829102, "endPrice": 2970.68994140625, "buyHoldValue": 13064.8115234375, "buyHoldReturn": 30.64811897277832, "totalTrades": 48, "winRate": 54.16666793823242, "maxDrawdown": 4002.283203125, "maxDrawdownPct": 23.719253540039062, "totalFees": 532.1266479492188, "error": 0, "candleSize": "4h" } } }, { "entry_length": 65, "exit_length": 15, "entry_mode": 0, "exit_mode": 0, "stop_n": 0, "frames": 8, "positive_frames": 8, "worst_return": 3.495096445083618, "worst_reported_drawdown": 41.347450256347656, "min_executions": 42, "by_frame": { "BTCUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 65, "initialValue": 10000, "finalValue": 19224.990234375, "totalReturn": 92.24990844726562, "finalCoinValue": 0, "finalCoinAmount": 0.45588576793670654, "endPrice": 42170.62890625, "buyHoldValue": 14338.8798828125, "buyHoldReturn": 43.3887939453125, "totalTrades": 128, "winRate": 40.625, "maxDrawdown": 3455.026123046875, "maxDrawdownPct": 17.95401382446289, "totalFees": 1731.414306640625, "error": 0, "candleSize": "2h" }, "BTCUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 65, "initialValue": 10000, "finalValue": 15487.8251953125, "totalReturn": 54.87825393676758, "finalCoinValue": 0, "finalCoinAmount": 0.36721891164779663, "endPrice": 42176, "buyHoldValue": 14405.1591796875, "buyHoldReturn": 44.05158615112305, "totalTrades": 70, "winRate": 42.85714340209961, "maxDrawdown": 2846.018798828125, "maxDrawdownPct": 18.8409423828125, "totalFees": 777.71728515625, "error": 0, "candleSize": "4h" }, "BTCUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 65, "initialValue": 10000, "finalValue": 10349.509765625, "totalReturn": 3.495096445083618, "finalCoinValue": 0, "finalCoinAmount": 0.11674661934375763, "endPrice": 88649.328125, "buyHoldValue": 20803.080078125, "buyHoldReturn": 108.03079986572266, "totalTrades": 104, "winRate": 38.46154022216797, "maxDrawdown": 3444.50634765625, "maxDrawdownPct": 25.130929946899414, "totalFees": 1139.3419189453125, "error": 0, "candleSize": "2h" }, "BTCUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 65, "initialValue": 10000, "finalValue": 11834.4580078125, "totalReturn": 18.34458351135254, "finalCoinValue": 0, "finalCoinAmount": 0.1337936818599701, "endPrice": 88453.0390625, "buyHoldValue": 20895.822265625, "buyHoldReturn": 108.95822143554688, "totalTrades": 50, "winRate": 40, "maxDrawdown": 2772.741455078125, "maxDrawdownPct": 21.637060165405273, "totalFees": 527.3699951171875, "error": 0, "candleSize": "4h" }, "ETHUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 65, "initialValue": 10000, "finalValue": 14304.150390625, "totalReturn": 43.04150390625, "finalCoinValue": 0, "finalCoinAmount": 6.246899604797363, "endPrice": 2289.800048828125, "buyHoldValue": 30600.84375, "buyHoldReturn": 206.00845336914062, "totalTrades": 144, "winRate": 36.11111068725586, "maxDrawdown": 7501.3984375, "maxDrawdownPct": 41.347450256347656, "totalFees": 1936.277099609375, "error": 0, "candleSize": "2h" }, "ETHUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 65, "initialValue": 10000, "finalValue": 17479.166015625, "totalReturn": 74.79167175292969, "finalCoinValue": 17479.166015625, "finalCoinAmount": 7.65280818939209, "endPrice": 2284.02001953125, "buyHoldValue": 30665.396484375, "buyHoldReturn": 206.65396118164062, "totalTrades": 71, "winRate": 42.85714340209961, "maxDrawdown": 6788.00537109375, "maxDrawdownPct": 31.523714065551758, "totalFees": 1167.182861328125, "error": 0, "candleSize": "4h" }, "ETHUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 65, "initialValue": 10000, "finalValue": 17778.005859375, "totalReturn": 77.78005981445312, "finalCoinValue": 17778.005859375, "finalCoinAmount": 5.965513706207275, "endPrice": 2980.1298828125, "buyHoldValue": 12936.1640625, "buyHoldReturn": 29.36164093017578, "totalTrades": 91, "winRate": 40, "maxDrawdown": 3868.384521484375, "maxDrawdownPct": 24.100282669067383, "totalFees": 1354.3193359375, "error": 0, "candleSize": "2h" }, "ETHUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 15, "entry_length": 65, "initialValue": 10000, "finalValue": 14373.6123046875, "totalReturn": 43.736122131347656, "finalCoinValue": 0, "finalCoinAmount": 4.838476181030273, "endPrice": 2970.68994140625, "buyHoldValue": 13064.8115234375, "buyHoldReturn": 30.64811897277832, "totalTrades": 42, "winRate": 52.380950927734375, "maxDrawdown": 5336.1396484375, "maxDrawdownPct": 27.07360076904297, "totalFees": 521.7498779296875, "error": 0, "candleSize": "4h" } } }, { "entry_length": 65, "exit_length": 20, "entry_mode": 0, "exit_mode": 0, "stop_n": 0, "frames": 8, "positive_frames": 7, "worst_return": -6.144036293029785, "worst_reported_drawdown": 45.2855110168457, "min_executions": 42, "by_frame": { "BTCUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 65, "initialValue": 10000, "finalValue": 20838.0859375, "totalReturn": 108.380859375, "finalCoinValue": 0, "finalCoinAmount": 0.49413740634918213, "endPrice": 42170.62890625, "buyHoldValue": 14338.8798828125, "buyHoldReturn": 43.3887939453125, "totalTrades": 114, "winRate": 42.105262756347656, "maxDrawdown": 3889.82177734375, "maxDrawdownPct": 18.44461441040039, "totalFees": 1561.152587890625, "error": 0, "candleSize": "2h" }, "BTCUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 65, "initialValue": 10000, "finalValue": 12556.2900390625, "totalReturn": 25.562904357910156, "finalCoinValue": 0, "finalCoinAmount": 0.29771173000335693, "endPrice": 42176, "buyHoldValue": 14405.1591796875, "buyHoldReturn": 44.05158615112305, "totalTrades": 66, "winRate": 36.3636360168457, "maxDrawdown": 3741.703125, "maxDrawdownPct": 32.79692840576172, "totalFees": 625.32177734375, "error": 0, "candleSize": "4h" }, "BTCUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 65, "initialValue": 10000, "finalValue": 9385.5966796875, "totalReturn": -6.144036293029785, "finalCoinValue": 0, "finalCoinAmount": 0.10587329417467117, "endPrice": 88649.328125, "buyHoldValue": 20803.080078125, "buyHoldReturn": 108.03079986572266, "totalTrades": 102, "winRate": 33.33333206176758, "maxDrawdown": 3872.0078125, "maxDrawdownPct": 29.2059383392334, "totalFees": 1065.75634765625, "error": 0, "candleSize": "2h" }, "BTCUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 65, "initialValue": 10000, "finalValue": 10597.9111328125, "totalReturn": 5.979110240936279, "finalCoinValue": 0, "finalCoinAmount": 0.11981398612260818, "endPrice": 88453.0390625, "buyHoldValue": 20895.822265625, "buyHoldReturn": 108.95822143554688, "totalTrades": 46, "winRate": 43.4782600402832, "maxDrawdown": 2969.6826171875, "maxDrawdownPct": 23.284269332885742, "totalFees": 467.86419677734375, "error": 0, "candleSize": "4h" }, "ETHUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 65, "initialValue": 10000, "finalValue": 11027.435546875, "totalReturn": 10.274357795715332, "finalCoinValue": 0, "finalCoinAmount": 4.815894603729248, "endPrice": 2289.800048828125, "buyHoldValue": 30600.84375, "buyHoldReturn": 206.00845336914062, "totalTrades": 140, "winRate": 34.28571319580078, "maxDrawdown": 7441.17626953125, "maxDrawdownPct": 45.2855110168457, "totalFees": 1611.94775390625, "error": 0, "candleSize": "2h" }, "ETHUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 65, "initialValue": 10000, "finalValue": 18390.345703125, "totalReturn": 83.90345001220703, "finalCoinValue": 18390.345703125, "finalCoinAmount": 8.05174446105957, "endPrice": 2284.02001953125, "buyHoldValue": 30665.396484375, "buyHoldReturn": 206.65396118164062, "totalTrades": 67, "winRate": 45.45454406738281, "maxDrawdown": 9660.1875, "maxDrawdownPct": 38.37390899658203, "totalFees": 1247.644287109375, "error": 0, "candleSize": "4h" }, "ETHUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 65, "initialValue": 10000, "finalValue": 17245.669921875, "totalReturn": 72.45670318603516, "finalCoinValue": 17245.669921875, "finalCoinAmount": 5.7868852615356445, "endPrice": 2980.1298828125, "buyHoldValue": 12936.1640625, "buyHoldReturn": 29.36164093017578, "totalTrades": 85, "winRate": 38.095237731933594, "maxDrawdown": 5128.6728515625, "maxDrawdownPct": 23.238990783691406, "totalFees": 1272.6544189453125, "error": 0, "candleSize": "2h" }, "ETHUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 20, "entry_length": 65, "initialValue": 10000, "finalValue": 11067.9716796875, "totalReturn": 10.679716110229492, "finalCoinValue": 0, "finalCoinAmount": 3.725724220275879, "endPrice": 2970.68994140625, "buyHoldValue": 13064.8115234375, "buyHoldReturn": 30.64811897277832, "totalTrades": 42, "winRate": 42.85714340209961, "maxDrawdown": 6354.81982421875, "maxDrawdownPct": 36.474178314208984, "totalFees": 468.2603454589844, "error": 0, "candleSize": "4h" } } }, { "entry_length": 65, "exit_length": 25, "entry_mode": 0, "exit_mode": 0, "stop_n": 0, "frames": 8, "positive_frames": 7, "worst_return": -7.026395797729492, "worst_reported_drawdown": 43.70838165283203, "min_executions": 38, "by_frame": { "BTCUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 65, "initialValue": 10000, "finalValue": 14975.8798828125, "totalReturn": 49.75880432128906, "finalCoinValue": 0, "finalCoinAmount": 0.3551258444786072, "endPrice": 42170.62890625, "buyHoldValue": 14338.8798828125, "buyHoldReturn": 43.3887939453125, "totalTrades": 112, "winRate": 39.28571319580078, "maxDrawdown": 4362.38671875, "maxDrawdownPct": 38.48242950439453, "totalFees": 1155.00927734375, "error": 0, "candleSize": "2h" }, "BTCUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 65, "initialValue": 10000, "finalValue": 10243.5693359375, "totalReturn": 2.4356935024261475, "finalCoinValue": 0, "finalCoinAmount": 0.24287673830986023, "endPrice": 42176, "buyHoldValue": 14405.1591796875, "buyHoldReturn": 44.05158615112305, "totalTrades": 64, "winRate": 31.25, "maxDrawdown": 5123.74267578125, "maxDrawdownPct": 43.70838165283203, "totalFees": 547.422119140625, "error": 0, "candleSize": "4h" }, "BTCUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 65, "initialValue": 10000, "finalValue": 10239.1533203125, "totalReturn": 2.3915324211120605, "finalCoinValue": 10239.1533203125, "finalCoinAmount": 0.1155017539858818, "endPrice": 88649.328125, "buyHoldValue": 20803.080078125, "buyHoldReturn": 108.03079986572266, "totalTrades": 91, "winRate": 40, "maxDrawdown": 4017.9990234375, "maxDrawdownPct": 30.375686645507812, "totalFees": 973.9613037109375, "error": 0, "candleSize": "2h" }, "BTCUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 65, "initialValue": 10000, "finalValue": 11837.63671875, "totalReturn": 18.376371383666992, "finalCoinValue": 0, "finalCoinAmount": 0.13382962346076965, "endPrice": 88453.0390625, "buyHoldValue": 20895.822265625, "buyHoldReturn": 108.95822143554688, "totalTrades": 38, "winRate": 47.3684196472168, "maxDrawdown": 2355.69970703125, "maxDrawdownPct": 19.19102668762207, "totalFees": 400.22406005859375, "error": 0, "candleSize": "4h" }, "ETHUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 65, "initialValue": 10000, "finalValue": 12939.611328125, "totalReturn": 29.396108627319336, "finalCoinValue": 12939.611328125, "finalCoinAmount": 5.6509785652160645, "endPrice": 2289.800048828125, "buyHoldValue": 30600.84375, "buyHoldReturn": 206.00845336914062, "totalTrades": 127, "winRate": 34.92063522338867, "maxDrawdown": 6452.453125, "maxDrawdownPct": 42.83680725097656, "totalFees": 1420.83154296875, "error": 0, "candleSize": "2h" }, "ETHUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 65, "initialValue": 10000, "finalValue": 18613.07421875, "totalReturn": 86.13074493408203, "finalCoinValue": 18613.07421875, "finalCoinAmount": 8.149260520935059, "endPrice": 2284.02001953125, "buyHoldValue": 30665.396484375, "buyHoldReturn": 206.65396118164062, "totalTrades": 65, "winRate": 46.875, "maxDrawdown": 9956.126953125, "maxDrawdownPct": 38.219234466552734, "totalFees": 1273.4212646484375, "error": 0, "candleSize": "4h" }, "ETHUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 65, "initialValue": 10000, "finalValue": 14592.3525390625, "totalReturn": 45.923526763916016, "finalCoinValue": 14592.3525390625, "finalCoinAmount": 4.896549224853516, "endPrice": 2980.1298828125, "buyHoldValue": 12936.1640625, "buyHoldReturn": 29.36164093017578, "totalTrades": 83, "winRate": 36.585365295410156, "maxDrawdown": 5545.83984375, "maxDrawdownPct": 27.896512985229492, "totalFees": 1078.8790283203125, "error": 0, "candleSize": "2h" }, "ETHUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 25, "entry_length": 65, "initialValue": 10000, "finalValue": 9297.3603515625, "totalReturn": -7.026395797729492, "finalCoinValue": 0, "finalCoinAmount": 3.129697322845459, "endPrice": 2970.68994140625, "buyHoldValue": 13064.8115234375, "buyHoldReturn": 30.64811897277832, "totalTrades": 42, "winRate": 42.85714340209961, "maxDrawdown": 5546.6865234375, "maxDrawdownPct": 37.36640167236328, "totalFees": 428.31341552734375, "error": 0, "candleSize": "4h" } } }, { "entry_length": 65, "exit_length": 30, "entry_mode": 0, "exit_mode": 0, "stop_n": 0, "frames": 8, "positive_frames": 6, "worst_return": -14.580348014831543, "worst_reported_drawdown": 50.329524993896484, "min_executions": 38, "by_frame": { "BTCUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 65, "initialValue": 10000, "finalValue": 14993.767578125, "totalReturn": 49.937679290771484, "finalCoinValue": 0, "finalCoinAmount": 0.35555002093315125, "endPrice": 42170.62890625, "buyHoldValue": 14338.8798828125, "buyHoldReturn": 43.3887939453125, "totalTrades": 108, "winRate": 38.88888931274414, "maxDrawdown": 4556.71435546875, "maxDrawdownPct": 40.196678161621094, "totalFees": 1144.0015869140625, "error": 0, "candleSize": "2h" }, "BTCUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 65, "initialValue": 10000, "finalValue": 8541.96484375, "totalReturn": -14.580348014831543, "finalCoinValue": 0, "finalCoinAmount": 0.20253142714500427, "endPrice": 42176, "buyHoldValue": 14405.1591796875, "buyHoldReturn": 44.05158615112305, "totalTrades": 60, "winRate": 30, "maxDrawdown": 5113.94970703125, "maxDrawdownPct": 50.329524993896484, "totalFees": 430.7127380371094, "error": 0, "candleSize": "4h" }, "BTCUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 65, "initialValue": 10000, "finalValue": 12562.5703125, "totalReturn": 25.625707626342773, "finalCoinValue": 12562.5703125, "finalCoinAmount": 0.14171083271503448, "endPrice": 88649.328125, "buyHoldValue": 20803.080078125, "buyHoldReturn": 108.03079986572266, "totalTrades": 83, "winRate": 39.024391174316406, "maxDrawdown": 4789.99853515625, "maxDrawdownPct": 28.195491790771484, "totalFees": 1082.5274658203125, "error": 0, "candleSize": "2h" }, "BTCUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 65, "initialValue": 10000, "finalValue": 11273.5068359375, "totalReturn": 12.73507308959961, "finalCoinValue": 0, "finalCoinAmount": 0.12745189666748047, "endPrice": 88453.0390625, "buyHoldValue": 20895.822265625, "buyHoldReturn": 108.95822143554688, "totalTrades": 38, "winRate": 47.3684196472168, "maxDrawdown": 2437.44873046875, "maxDrawdownPct": 19.857006072998047, "totalFees": 396.2390441894531, "error": 0, "candleSize": "4h" }, "ETHUSDT-early-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 65, "initialValue": 10000, "finalValue": 18513.37109375, "totalReturn": 85.13370513916016, "finalCoinValue": 18513.37109375, "finalCoinAmount": 8.0851469039917, "endPrice": 2289.800048828125, "buyHoldValue": 30600.84375, "buyHoldReturn": 206.00845336914062, "totalTrades": 119, "winRate": 35.59321975708008, "maxDrawdown": 6998.76416015625, "maxDrawdownPct": 35.62051773071289, "totalFees": 1815.1363525390625, "error": 0, "candleSize": "2h" }, "ETHUSDT-early-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 65, "initialValue": 10000, "finalValue": 25541.07421875, "totalReturn": 155.41075134277344, "finalCoinValue": 25541.07421875, "finalCoinAmount": 11.182509422302246, "endPrice": 2284.02001953125, "buyHoldValue": 30665.396484375, "buyHoldReturn": 206.65396118164062, "totalTrades": 53, "winRate": 38.46154022216797, "maxDrawdown": 12465.26953125, "maxDrawdownPct": 35.61988830566406, "totalFees": 1336.96826171875, "error": 0, "candleSize": "4h" }, "ETHUSDT-later-2h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 65, "initialValue": 10000, "finalValue": 13567.1083984375, "totalReturn": 35.671085357666016, "finalCoinValue": 13567.1083984375, "finalCoinAmount": 4.5525221824646, "endPrice": 2980.1298828125, "buyHoldValue": 12936.1640625, "buyHoldReturn": 29.36164093017578, "totalTrades": 81, "winRate": 35, "maxDrawdown": 6740.95849609375, "maxDrawdownPct": 33.59048843383789, "totalFees": 1116.3642578125, "error": 0, "candleSize": "2h" }, "ETHUSDT-later-4h": { "stop_n": 0, "exit_mode": 0, "entry_mode": 0, "exit_length": 30, "entry_length": 65, "initialValue": 10000, "finalValue": 9260.197265625, "totalReturn": -7.398029804229736, "finalCoinValue": 0, "finalCoinAmount": 3.117187261581421, "endPrice": 2970.68994140625, "buyHoldValue": 13064.8115234375, "buyHoldReturn": 30.64811897277832, "totalTrades": 40, "winRate": 45, "maxDrawdown": 5453.02001953125, "maxDrawdownPct": 37.062049865722656, "totalFees": 404.6977233886719, "error": 0, "candleSize": "4h" } } } ] }