Strategy backtest information

This notebook provides the information about the strategy performance

  • The strategy backtesting methodology
  • Benchmarking against cryptocurrency indexes
  • Success of trading
Strategy name All-time high on Base
Report created 2025-06-18 12:46:09
Backtesting data start 2024-01-01 02:00:00
Backtesting data end 2025-06-01 00:00:00
Backtesting data window 516 days, 22:00:00
Trading period start 2024-01-01 02:00:00
Trading period end 2025-06-01 00:00:00
Trading period duration 516 days, 22:00:00
Trades 7620

Benchmark

This is the benchmark of this strategy.

Here we compare the returns and different risk metrics of the strategy performance:

  • The strategy estimated performance based on this backtest
  • Buy and hold -cryptocurrency indexes
/usr/src/trade-executor/tradeexecutor/monkeypatch/plotly.py:30: FutureWarning:

The behavior of DatetimeProperties.to_pydatetime is deprecated, in a future version this will return a Series containing python datetime objects instead of an ndarray. To retain the old behavior, call `np.array` on the result

Performance and risk metrics

Side-by-side comparison of strategy and buy and portfolio performance and risk metrics.

See risk-adjusted return to learn more about how to compare risk and reward ratios of different trading strategies.

Strategy cbBTC ETH
Start Period 2024-01-01 2024-01-01 2024-01-01
End Period 2025-05-31 2025-05-31 2025-05-31
Risk-Free Rate 0.0% 0.0% 0.0%
Time in Market 98.0% 50.0% 50.0%
Cumulative Return 532.82% 73.25% 3.68%
CAGR﹪ 146.22% 30.79% 1.78%
Sharpe 4.7 1.31 0.31
Prob. Sharpe Ratio 100.0% 94.44% 64.5%
Smart Sharpe 4.25 1.17 0.28
Sortino 14.9 2.11 0.46
Smart Sortino 13.49 1.88 0.41
Sortino/√2 10.54 1.49 0.33
Smart Sortino/√2 9.54 1.33 0.29
Omega 3.13 2.26 2.26
Max Drawdown -4.87% -27.96% -63.52%
Longest DD Days 153 153 175
Volatility (ann.) 28.6% 34.02% 53.12%
Calmar 30.05 1.1 0.03
Skew 3.54 0.73 0.63
Kurtosis 19.58 6.17 10.97
Expected Daily 0.36% 0.11% 0.01%
Expected Monthly 11.46% 3.29% 0.21%
Expected Yearly 151.56% 31.62% 1.82%
Kelly Criterion 37.67% 16.1% 3.69%
Risk of Ruin 0.0% 0.0% 0.0%
Daily Value-at-Risk -2.09% -2.81% -4.53%
Expected Shortfall (cVaR) -2.09% -2.81% -4.53%
Max Consecutive Wins 10 7 7
Max Consecutive Losses 6 6 6
Gain/Pain Ratio 2.13 0.31 0.07
Gain/Pain (1M) 68.46 2.34 0.38
Payoff Ratio 2.52 1.39 1.12
Profit Factor 3.13 1.31 1.07
Common Sense Ratio 9.12 1.65 1.19
CPC Index 4.36 0.93 0.59
Tail Ratio 2.92 1.26 1.12
Outlier Win Ratio 7.89 6.53 6.56
Outlier Loss Ratio 5.89 1.94 1.87
MTD 2.81% 10.05% 39.58%
3M 6.46% 22.91% 7.89%
6M 57.46% 8.87% -29.23%
YTD 28.85% 12.73% -24.19%
1Y 89.63% 73.25% 3.68%
3Y (ann.) 146.22% 30.79% 1.78%
5Y (ann.) 146.22% 30.79% 1.78%
10Y (ann.) 146.22% 30.79% 1.78%
All-time (ann.) 146.22% 30.79% 1.78%
Best Day 12.76% 10.48% 20.49%
Worst Day -3.71% -7.84% -13.83%
Best Month 135.29% 34.5% 39.58%
Worst Month -1.97% -19.71% -29.83%
Best Year 391.14% 53.69% 36.76%
Worst Year 28.85% 12.73% -24.19%
Avg. Drawdown -1.49% -4.79% -10.66%
Avg. Drawdown Days 9 14 22
Recovery Factor 39.12 2.26 0.37
Ulcer Index 0.02 0.08 0.23
Serenity Index 25.9 0.95 0.06
Avg. Up Month 18.97% 16.85% 19.05%
Avg. Down Month -0.71% -19.71% -29.83%
Win Days 55.38% 51.18% 49.22%
Win Month 76.47% 66.67% 55.56%
Win Quarter 83.33% 75.0% 75.0%
Win Year 100.0% 100.0% 50.0%
Annualised return (raw) 1.462195 NaN NaN
Benchmark start 2024-01-01 02:00:00 2024-09-14 13:00:00 2024-09-14 13:00:00
Start price - 59733.64 2418.52
End price - 104497.94 2525.79
Price diff - 0.75 0.04
Multiplier X - 1.75 1.04
Candle freq - 0 days 01:00:00 0 days 01:00:00

Equity curve

The equity curve allows to examine how stable the strategy profitability is.

Here we plot

  • The strategy equity curve
  • Maximum drawdown
  • Daily profit
No description has been provided for this image

Monthly returns

Here we show the backtested returns by each month, and visualise the streaks of good and bad months.

No description has been provided for this image

Trading metrics

Overview of the performance of trades this strategy took.

  • How many winning and losing trades we had
  • How much on average each trade made
Returns
Annualised return % 376.23%
Lifetime return % 532.82%
Realised PnL $529,132.48
Unrealised PnL $-367.53
Trade period 516 days 22 hours
Trade start 2024-01-01 02:00:00
Trade end 2025-06-01 00:00:00
Time in market volatile 77.75%
Total interest earned $0.00
Total funding cost $0.00
Holdings
Total assets $632,818.78
Cash left $622,159.84
Open position value $10,658.94
Open positions 8
Winning Losing Delta Neutral Total
Closed Positions
Number of positions 166 225 0 391
% of total 42.46% 57.54% 0.00% 100.00%
Average PnL % 26.36% -12.08% - 4.24%
Median PnL % 19.52% -9.26% - -1.59%
Biggest PnL % 119.09% -60.51% - -
Average duration 10 days 16 hours 3 days 2 hours 0 hours 0 minutes 6 days 7 hours
Max consecutive streak 9 12 0 -
Max runup / drawdown 564.41% -6.53% - -
Stop losses Take profits
Position Exits
Triggered exits 0 0
Percent winning - -
Percent losing - -
Percent of total 0.00% 0.00%
Risk Analysis
Biggest realised risk -2.62%
Average realised risk -0.17%
Max pullback of capital -4.00%
Sharpe Ratio 4.83
Sortino Ratio 16.13
Profit Factor 1.37

More trading metrics

Trading metrics show how successfully the strategy trading is.

All Long Short
Trading period length 516 days 22 hours - -
Trading start 2024-01-01 02:00:00 2024-01-01 02:00:00 2024-01-01 02:00:00
Trading end 2025-06-01 00:00:00 2025-06-01 00:00:00 2025-06-01 00:00:00
Return % 532.82% 532.82% 0.00%
Annualised return % 376.23% 376.23% -
Cash at start $100,000.00 - -
Value at end $632,818.78 - -
Time in market 77.75% 77.75% 0.00%
Time in market volatile 77.75% 77.75% 0.00%
Trade volume $8,672,150.44 $8,672,150.44 $0.00
Position win percent 42.46% 42.46% -
Total positions 391 391 0
Won positions 166 166 0
Lost positions 225 225 0
Stop losses triggered 0 0 0
Stop loss % of all 0.00% 0.00% -
Winning stop losses 0 0 0
Winning stop losses percent - - -
Losing stop losses 0 0 0
Losing stop losses percent - - -
Take profits triggered 0 0 0
Take profit % of all 0.00% 0.00% -
Take profit % of won 0.00% 0.00% -
Zero profit positions 0 0 0
Positions open at the end 8 8 0
Realised profit and loss $529,132.48 $529,132.48 $0.00
Unrealised profit and loss $-367.53 $-367.53 $0.00
Portfolio unrealised value $10,658.94 $10,658.94 $0.00
Extra returns on lending pool interest $0.00 $0.00 $0.00
Cash left at the end $622,159.84 - -
Average winning position profit % 26.36% 26.36% 0.00%
Average losing position loss % -12.08% -12.08% 0.00%
Biggest winning position % 119.09% 119.09% -
Biggest losing position % -60.51% -60.51% -
Average duration of winning positions 10 days 16 hours 10 days 16 hours 0 hours 0 minutes
Average duration of losing positions 3 days 2 hours 3 days 2 hours 0 hours 0 minutes
Average bars of winning positions 256 bars 256 bars 0 bars
Average bars of losing positions 74 bars 74 bars 0 bars
Average duration between position openings 1 days 6 hours 1 days 6 hours 0 hours 0 minutes
Average positions per day 0.76 0.76 0.00
Average interest paid $0.00 $0.00 -
Median interest paid $0.00 $0.00 -
Total interest paid $0.00 $0.00 $0.00
LP fees paid $67,968.35 $67,968.35 $0.00
LP fees paid % of volume 0.78% 0.78% 0.00%
Average position 4.24% 4.24% 0.00%
Median position -1.59% -1.59% 0.00%
Most consecutive wins 9 9 0
Most consecutive losses 12 12 0
Biggest realised risk -2.62% -2.62% 0.00%
Avg realised risk -0.17% -0.17% 0.00%
Max pullback of total capital -4.00% - -
Max loss risk at opening of position 7.28% 7.28% 0.00%
Max drawdown -6.53% - -

Periodic return distribution

Show performance variations for different timeframes.

No description has been provided for this image

Asset weights

Show weights of different assets during the backtest period.

/usr/src/trade-executor/tradeexecutor/monkeypatch/plotly.py:30: FutureWarning:

The behavior of DatetimeProperties.to_pydatetime is deprecated, in a future version this will return a Series containing python datetime objects instead of an ndarray. To retain the old behavior, call `np.array` on the result

Trading pair breakdown

  • Profit and loss breakdown per pair
Trading pair Positions Trades Total return % Total PnL USD Best Worst Avg Median Volume Wins Losses Take profits Stop losses Trailing stop losses Volatility
89 AKUMA-WETH spot 4 69 231.00% 21,179.57 98.31% -26.73% 57.75% 79.71% 70,907.79 3 1 0 0 0 49.96%
27 FLOPPA-WETH spot 5 27 177.35% 1,814.45 52.28% 7.43% 35.47% 46.41% 13,683.67 5 0 0 0 0 16.97%
6 ALTT-WETH spot 2 9 162.00% 1,575.15 99.61% 62.39% 81.00% 81.00% 4,487.20 2 0 0 0 0 18.61%
29 PEEZY-WETH spot 5 16 151.95% 1,148.01 98.43% -12.64% 30.39% 11.17% 9,164.40 4 1 0 0 0 39.11%
81 AIXBT-USDC spot 6 66 122.00% 8,476.52 45.14% -1.52% 20.33% 17.73% 69,012.04 5 1 0 0 0 16.01%
35 USA-WETH spot 4 15 120.09% 855.38 65.70% 9.97% 30.02% 22.21% 6,683.33 4 0 0 0 0 21.41%
79 VADER-WETH spot 3 40 115.58% 2,444.92 84.25% 14.68% 38.53% 16.65% 23,861.78 3 0 0 0 0 32.34%
21 HIGHER-WETH spot 5 99 112.06% 32,919.99 80.56% -12.51% 22.41% 18.16% 149,080.41 3 2 0 0 0 34.20%
132 BRING-WETH spot 3 26 107.40% 3,209.16 119.09% -10.39% 35.80% -1.30% 14,574.34 1 2 0 0 0 59.01%
74 SEKOIA-WETH spot 3 24 104.88% 2,114.74 68.97% 11.25% 34.96% 24.66% 12,210.49 3 0 0 0 0 24.66%
20 BENJI-WETH spot 4 106 94.44% 2,989.98 90.94% -9.66% 23.61% 6.58% 67,094.96 2 2 0 0 0 39.98%
71 SUMI-WETH spot 2 12 88.41% 925.83 46.42% 41.99% 44.21% 44.21% 5,182.95 2 0 0 0 0 2.22%
4 QR-WETH spot 1 17 88.38% 2,477.52 88.38% 88.38% 88.38% 88.38% 5,993.45 1 0 0 0 0 0.00%
8 DEGEN-WETH spot 5 347 88.19% 113,884.25 47.54% -8.21% 17.64% 6.61% 791,332.60 3 2 0 0 0 24.86%
30 SKI-WETH spot 8 203 82.29% 13,533.95 71.98% -19.64% 10.29% -3.67% 192,717.00 3 5 0 0 0 27.71%
57 BAMBOO-WETH spot 1 13 75.20% 1,877.75 75.20% 75.20% 75.20% 75.20% 6,871.91 1 0 0 0 0 0.00%
95 AEROBUD-WETH spot 5 78 74.64% 6,263.31 68.48% -4.99% 14.93% -2.41% 34,736.86 2 3 0 0 0 27.86%
142 PEPPER-WETH spot 1 6 74.02% 828.40 74.02% 74.02% 74.02% 74.02% 3,066.68 1 0 0 0 0 0.00%
22 BRITT-WETH spot 2 5 70.88% 500.60 53.50% 17.37% 35.44% 35.44% 3,434.08 2 0 0 0 0 18.06%
108 Fartcoin-WETH spot 3 193 59.02% 23,470.42 44.96% -0.44% 19.67% 14.50% 223,944.12 2 1 0 0 0 18.89%
101 VIRTUAL-WETH spot 3 113 55.57% 9,382.75 34.29% 10.57% 18.52% 10.72% 93,245.48 3 0 0 0 0 11.15%
85 AGENT-WETH spot 3 33 55.12% 39.13 75.54% -18.87% 18.37% -1.55% 17,111.30 1 2 0 0 0 41.04%
18 BRETT-WETH spot 3 423 51.86% 46,238.10 31.98% 2.33% 17.29% 17.55% 477,242.06 3 0 0 0 0 12.10%
105 BEATS-WETH spot 1 16 47.29% 1,061.90 47.29% 47.29% 47.29% 47.29% 5,553.14 1 0 0 0 0 0.00%
128 XCN-USDC spot 2 41 47.17% 3,160.72 58.55% -11.37% 23.59% 23.59% 17,736.80 1 1 0 0 0 34.96%
50 CRAPPY-WETH spot 1 10 45.31% 927.06 45.31% 45.31% 45.31% 45.31% 5,018.99 1 0 0 0 0 0.00%
109 AION-WETH spot 4 60 44.52% 3,318.18 50.02% -4.68% 11.13% -0.41% 34,580.91 1 3 0 0 0 22.52%
75 FUEGO-WETH spot 2 54 44.05% 5,199.51 45.99% -1.94% 22.02% 22.02% 38,060.55 1 1 0 0 0 23.97%
9 doginme-WETH spot 11 414 43.51% 26,550.30 33.09% -19.39% 3.96% -4.49% 457,333.22 5 6 0 0 0 17.86%
42 BTCB-WETH spot 3 49 41.04% 1,061.65 32.00% -2.82% 13.68% 11.86% 27,892.36 2 1 0 0 0 14.27%
98 BNKR-WETH spot 4 201 38.52% 12,563.72 31.47% -9.26% 9.63% 8.16% 150,322.78 2 2 0 0 0 17.50%
119 DICKBUTT-WETH spot 1 121 38.31% 20,783.60 38.31% 38.31% 38.31% 38.31% 129,296.38 1 0 0 0 0 0.00%
62 MOXIE-USDC spot 2 9 37.71% 215.63 42.56% -4.85% 18.85% 18.85% 5,118.80 1 1 0 0 0 23.71%
145 A0T-WETH spot 1 19 33.74% 1,391.61 33.74% 33.74% 33.74% 33.74% 9,639.55 1 0 0 0 0 0.00%
72 ALU-WETH spot 7 17 32.46% 788.33 18.94% -8.37% 4.64% 5.03% 33,362.47 5 2 0 0 0 9.15%
154 Base is for everyone-WETH spot 1 33 31.03% 3,632.63 31.03% 31.03% 31.03% 31.03% 27,046.14 1 0 0 0 0 0.00%
143 ORA-USDC spot 3 11 30.53% 499.66 28.06% -11.14% 10.18% 13.61% 9,720.56 2 1 0 0 0 16.19%
3 KTA-WETH spot 1 33 30.46% 2,403.49 30.46% 30.46% 30.46% 30.46% 15,513.58 1 0 0 0 0 0.00%
1 CLANKER-WETH spot 2 194 29.87% 27,146.28 29.62% 0.25% 14.93% 14.93% 245,856.90 2 0 0 0 0 14.68%
40 weirdo-WETH spot 2 40 29.73% 2,336.94 31.32% -1.59% 14.86% 14.86% 19,489.10 1 1 0 0 0 16.45%
59 PEPE-WETH spot 7 137 28.74% 4,546.49 24.56% -10.62% 4.11% 0.59% 244,855.05 4 3 0 0 0 11.90%
60 CATE-WETH spot 1 3 25.89% 279.93 25.89% 25.89% 25.89% 25.89% 2,442.21 1 0 0 0 0 0.00%
10 TOSHI-WETH spot 7 323 25.70% 30,705.65 31.44% -17.49% 3.67% -2.15% 552,931.01 3 4 0 0 0 17.19%
13 FROK-WETH spot 9 56 24.39% -2,059.32 81.65% -16.69% 2.71% -0.60% 65,217.13 2 7 0 0 0 28.68%
34 CHUCK-WETH spot 1 39 24.13% 2,950.04 24.13% 24.13% 24.13% 24.13% 27,399.99 1 0 0 0 0 0.00%
36 KEYCAT-WETH spot 10 202 23.86% 2,229.35 55.99% -23.75% 2.39% -2.46% 138,597.63 4 6 0 0 0 20.40%
124 BLOOD-WETH spot 1 4 23.74% 217.26 23.74% 23.74% 23.74% 23.74% 2,047.68 1 0 0 0 0 0.00%
116 FAI-WETH spot 1 205 23.58% 31,590.77 23.58% 23.58% 23.58% 23.58% 299,541.48 1 0 0 0 0 0.00%
26 FUCK-WETH spot 1 4 23.53% 190.16 23.53% 23.53% 23.53% 23.53% 1,806.45 1 0 0 0 0 0.00%
78 REI-WETH spot 5 275 21.31% 62,253.74 29.20% -12.81% 4.26% -4.58% 622,020.61 2 3 0 0 0 17.04%
88 terminal-WETH spot 2 50 20.88% 3,356.40 48.86% -27.98% 10.44% 10.44% 20,743.05 1 1 0 0 0 38.42%
33 BOOMER-WETH spot 1 24 19.62% 1,097.82 19.62% 19.62% 19.62% 19.62% 12,289.33 1 0 0 0 0 0.00%
12 DOG-WETH spot 2 57 19.51% 1,218.89 22.96% -3.46% 9.75% 9.75% 44,983.11 1 1 0 0 0 13.21%
23 BODA-WETH spot 3 7 17.67% 136.14 15.92% -9.33% 5.89% 11.08% 5,053.60 2 1 0 0 0 10.94%
156 DINO-WETH spot 1 221 16.80% 20,690.25 16.80% 16.80% 16.80% 16.80% 267,021.55 1 0 0 0 0 0.00%
32 CATA-WETH spot 2 7 16.30% 274.56 16.50% -0.20% 8.15% 8.15% 5,957.33 1 1 0 0 0 8.35%
144 VVV-WETH spot 1 3 13.87% 133.16 13.87% 13.87% 13.87% 13.87% 2,053.04 1 0 0 0 0 0.00%
123 CLUSTR-WETH spot 1 68 12.41% 7,280.96 12.41% 12.41% 12.41% 12.41% 124,594.98 1 0 0 0 0 0.00%
14 coin-WETH spot 5 44 12.23% 2,813.58 64.05% -41.16% 2.45% -4.33% 24,285.41 1 4 0 0 0 34.09%
136 DRB-WETH spot 3 81 11.97% 9,617.72 42.84% -22.08% 3.99% -8.79% 98,591.15 1 2 0 0 0 28.00%
91 MEY-WETH spot 2 9 11.78% 203.83 12.38% -0.60% 5.89% 5.89% 5,153.06 1 1 0 0 0 6.49%
131 WARS-WETH spot 2 25 11.26% 17.42 13.99% -2.73% 5.63% 5.63% 18,317.46 1 1 0 0 0 8.36%
138 AiSHA256-WETH spot 1 4 9.95% 99.69 9.95% 9.95% 9.95% 9.95% 2,104.06 1 0 0 0 0 0.00%
87 ANON-WETH spot 1 92 9.59% 3,948.20 9.59% 9.59% 9.59% 9.59% 86,267.92 1 0 0 0 0 0.00%
96 CHIDO-WETH spot 2 20 9.12% 97.39 8.36% 0.76% 4.56% 4.56% 9,031.14 2 0 0 0 0 3.80%
49 BOYS-WETH spot 2 37 8.80% 472.26 6.71% 2.10% 4.40% 4.40% 15,856.25 2 0 0 0 0 2.30%
73 RUSSELL-WETH spot 1 19 8.80% 314.30 8.80% 8.80% 8.80% 8.80% 7,458.49 1 0 0 0 0 0.00%
82 LUM-WETH spot 1 112 8.43% 5,058.37 8.43% 8.43% 8.43% 8.43% 125,005.62 1 0 0 0 0 0.00%
147 PARTI-WETH spot 1 5 8.39% 243.21 8.39% 8.39% 8.39% 8.39% 6,037.85 1 0 0 0 0 0.00%
16 CHAD-WETH spot 7 58 8.07% 1,437.27 55.80% -28.42% 1.15% -8.92% 34,866.92 2 5 0 0 0 25.98%
45 Mog-WETH spot 3 37 7.40% 1,096.20 21.78% -8.86% 2.47% -5.51% 16,125.56 1 2 0 0 0 13.72%
146 bsdETH-WETH spot 4 10 7.40% 291.01 4.67% 0.07% 1.85% 1.33% 31,015.22 4 0 0 0 0 1.74%
102 PIGGY-WETH spot 3 7 6.81% 56.73 9.55% -2.59% 2.27% -0.15% 5,052.74 1 2 0 0 0 5.24%
97 SKICAT-WETH spot 4 52 6.60% 1,330.77 20.24% -17.62% 1.65% 1.99% 23,087.15 2 2 0 0 0 17.57%
99 CLANKFUN-WETH spot 2 46 6.57% 638.60 4.96% 1.61% 3.29% 3.29% 29,635.22 2 0 0 0 0 1.68%
139 DIME-WETH spot 1 48 4.51% 549.12 4.51% 4.51% 4.51% 4.51% 24,899.68 1 0 0 0 0 0.00%
106 GDP-WETH spot 1 9 4.50% 273.22 4.50% 4.50% 4.50% 4.50% 12,409.36 1 0 0 0 0 0.00%
107 ISLAND-WETH spot 1 12 4.47% 143.50 4.47% 4.47% 4.47% 4.47% 6,559.15 1 0 0 0 0 0.00%
93 CJ-WETH spot 1 4 3.98% 47.72 3.98% 3.98% 3.98% 3.98% 2,444.61 1 0 0 0 0 0.00%
122 INTOS-WETH spot 1 8 1.87% 88.43 1.87% 1.87% 1.87% 1.87% 9,524.75 1 0 0 0 0 0.00%
11 CIRCLE-WETH spot 7 237 1.69% 21,003.56 28.34% -10.45% 0.24% -1.44% 239,098.74 1 6 0 0 0 12.01%
56 MIGGLES-WETH spot 3 111 1.51% 3,368.14 22.87% -20.32% 0.50% -1.04% 74,526.42 1 2 0 0 0 17.67%
37 WETH-USDC spot 2 16 1.38% 10.32 2.24% -0.86% 0.69% 0.69% 10,436.97 1 1 0 0 0 1.55%
117 NATIVE-WETH spot 1 67 1.12% 270.98 1.12% 1.12% 1.12% 1.12% 48,751.49 1 0 0 0 0 0.00%
155 ZBU-USDC spot 1 12 0.99% 16.65 0.99% 0.99% 0.99% 0.99% 3,363.53 1 0 0 0 0 0.00%
150 PENGUINS-WETH spot 3 7 0.61% -1.47 10.44% -8.82% 0.20% -1.00% 6,756.39 1 2 0 0 0 7.91%
141 EUL-USDC spot 2 35 -1.01% -118.14 -0.08% -0.94% -0.51% -0.51% 47,630.01 0 2 0 0 0 0.43%
24 BONK-WETH spot 1 3 -3.10% -34.19 -3.10% -3.10% -3.10% -3.10% 2,174.07 0 1 0 0 0 0.00%
84 TIG-USDC spot 1 22 -3.78% -632.21 -3.78% -3.78% -3.78% -3.78% 32,777.03 0 1 0 0 0 0.00%
104 TURBO-WETH spot 2 7 -3.82% -40.54 20.25% -24.07% -1.91% -1.91% 3,282.49 1 1 0 0 0 22.16%
152 KUDAI-WETH spot 1 3 -4.55% -173.62 -4.55% -4.55% -4.55% -4.55% 7,465.52 0 1 0 0 0 0.00%
83 BLONDE-WETH spot 1 4 -5.07% -128.42 -5.07% -5.07% -5.07% -5.07% 4,939.79 0 1 0 0 0 0.00%
44 NPC-WETH spot 5 31 -5.42% -226.97 22.91% -31.21% -1.08% -1.17% 16,583.76 2 3 0 0 0 19.45%
67 VAB-WETH spot 2 4 -5.68% -58.36 -2.18% -3.50% -2.84% -2.84% 4,058.84 0 2 0 0 0 0.66%
64 HELP-WETH spot 8 23 -5.93% -384.48 19.80% -19.90% -0.74% -5.18% 30,688.51 2 6 0 0 0 12.56%
38 LONG-WETH spot 1 42 -5.95% -1,386.63 -5.95% -5.95% -5.95% -5.95% 45,257.04 0 1 0 0 0 0.00%
118 SPINACH-WETH spot 1 13 -6.25% -219.20 -6.25% -6.25% -6.25% -6.25% 6,793.95 0 1 0 0 0 0.00%
115 LAY-WETH spot 1 64 -6.92% -1,761.98 -6.92% -6.92% -6.92% -6.92% 49,188.47 0 1 0 0 0 0.00%
140 CLIZA-WETH spot 1 25 -7.34% -585.74 -7.34% -7.34% -7.34% -7.34% 15,365.09 0 1 0 0 0 0.00%
47 SKOP-WETH spot 1 2 -7.71% -73.78 -7.71% -7.71% -7.71% -7.71% 1,840.63 0 1 0 0 0 0.00%
68 TALENT-WETH spot 1 25 -7.93% -1,034.47 -7.93% -7.93% -7.93% -7.93% 25,049.16 0 1 0 0 0 0.00%
0 EARNM-WETH spot 1 2 -8.32% -139.91 -8.32% -8.32% -8.32% -8.32% 3,207.82 0 1 0 0 0 0.00%
92 SIMMI-WETH spot 1 34 -9.73% -3,802.12 -9.73% -9.73% -9.73% -9.73% 74,331.24 0 1 0 0 0 0.00%
135 RFC-WETH spot 1 2 -9.90% -80.06 -9.90% -9.90% -9.90% -9.90% 1,537.59 0 1 0 0 0 0.00%
51 PEEPO-WETH spot 1 2 -10.89% -67.14 -10.89% -10.89% -10.89% -10.89% 1,165.60 0 1 0 0 0 0.00%
110 CHAOS-WETH spot 1 57 -10.90% -4,951.94 -10.90% -10.90% -10.90% -10.90% 85,914.13 0 1 0 0 0 0.00%
149 HINT-WETH spot 2 5 -11.03% -143.41 -3.02% -8.00% -5.51% -5.51% 5,058.93 0 2 0 0 0 2.49%
63 XGP-USDC spot 1 2 -11.33% -116.50 -11.33% -11.33% -11.33% -11.33% 1,939.18 0 1 0 0 0 0.00%
41 BUILD-WETH spot 1 82 -12.92% -6,142.82 -12.92% -12.92% -12.92% -12.92% 88,931.60 0 1 0 0 0 0.00%
39 HIM-WETH spot 3 41 -13.26% -113.52 3.81% -19.43% -4.42% 2.35% 47,471.29 2 1 0 0 0 10.63%
114 DKING-WETH spot 1 13 -14.00% -571.14 -14.00% -14.00% -14.00% -14.00% 7,588.64 0 1 0 0 0 0.00%
69 IBEX-WETH spot 1 2 -14.21% -178.68 -14.21% -14.21% -14.21% -14.21% 2,336.63 0 1 0 0 0 0.00%
43 WOLF-WETH spot 1 2 -15.02% -95.40 -15.02% -15.02% -15.02% -15.02% 1,175.22 0 1 0 0 0 0.00%
28 BENI-WETH spot 1 4 -15.50% -77.83 -15.50% -15.50% -15.50% -15.50% 926.13 0 1 0 0 0 0.00%
55 BBT-WETH spot 1 8 -15.54% -386.01 -15.54% -15.54% -15.54% -15.54% 4,583.38 0 1 0 0 0 0.00%
90 SIM-WETH spot 1 16 -15.98% -703.32 -15.98% -15.98% -15.98% -15.98% 8,101.80 0 1 0 0 0 0.00%
31 CARLO-WETH spot 4 122 -16.13% 901.82 24.24% -26.89% -4.03% -6.74% 70,396.67 2 2 0 0 0 18.91%
153 HESTIA-USDC spot 1 2 -16.68% -171.97 -16.68% -16.68% -16.68% -16.68% 1,889.86 0 1 0 0 0 0.00%
151 Cocoro-WETH spot 1 10 -19.11% -3,429.06 -19.11% -19.11% -19.11% -19.11% 32,449.24 0 1 0 0 0 0.00%
94 OBOT-WETH spot 3 7 -19.43% -366.13 -0.96% -15.60% -6.48% -2.86% 10,217.53 0 3 0 0 0 6.50%
113 SPX-USDC spot 3 10 -20.06% -1,611.86 0.23% -17.16% -6.69% -3.13% 77,866.25 1 2 0 0 0 7.53%
121 AIOS-WETH spot 1 4 -20.28% -275.24 -20.28% -20.28% -20.28% -20.28% 2,438.88 0 1 0 0 0 0.00%
134 A1C-WETH spot 7 65 -20.58% 3,329.89 26.70% -30.73% -2.94% -3.84% 71,389.44 1 6 0 0 0 15.47%
2 dream-WETH spot 4 38 -21.41% -376.28 17.36% -22.38% -5.35% -8.20% 23,349.21 1 3 0 0 0 14.62%
52 SOPH-WETH spot 1 5 -21.91% -247.23 -21.91% -21.91% -21.91% -21.91% 2,009.80 0 1 0 0 0 0.00%
53 Crash-WETH spot 4 16 -21.99% -940.60 29.21% -54.41% -5.50% 1.60% 9,924.27 2 2 0 0 0 32.91%
25 CONDO-WETH spot 3 37 -22.26% -1,110.04 2.40% -23.66% -7.42% -1.00% 18,376.17 1 2 0 0 0 11.57%
66 GURU-WETH spot 3 12 -23.78% -951.06 2.87% -23.71% -7.93% -2.94% 28,490.92 1 2 0 0 0 11.41%
148 ARCX-USDC spot 1 3 -25.16% -488.16 -25.16% -25.16% -25.16% -25.16% 3,391.69 0 1 0 0 0 0.00%
7 noice-WETH spot 1 4 -25.40% -1,325.79 -25.40% -25.40% -25.40% -25.40% 5,845.09 0 1 0 0 0 0.00%
17 DEFIDO-WETH spot 1 6 -26.09% -466.21 -26.09% -26.09% -26.09% -26.09% 3,107.72 0 1 0 0 0 0.00%
54 SPEC-WETH spot 4 51 -26.78% -2,188.21 -0.62% -11.05% -6.69% -7.55% 73,602.56 0 4 0 0 0 3.84%
48 SNORT-WETH spot 1 10 -26.78% -1,002.65 -26.78% -26.78% -26.78% -26.78% 6,486.13 0 1 0 0 0 0.00%
130 GOD-WETH spot 1 2 -27.17% -693.97 -27.17% -27.17% -27.17% -27.17% 4,414.30 0 1 0 0 0 0.00%
100 SCI-WETH spot 2 15 -27.22% -2,882.76 -6.15% -21.08% -13.61% -13.61% 34,166.25 0 2 0 0 0 7.47%
77 LVLY-USDC spot 1 7 -27.51% -910.17 -27.51% -27.51% -27.51% -27.51% 5,707.03 0 1 0 0 0 0.00%
76 $33BITS-WETH spot 1 7 -29.11% -1,355.41 -29.11% -29.11% -29.11% -29.11% 7,956.42 0 1 0 0 0 0.00%
46 MOCHI-WETH spot 3 77 -29.76% -278.62 2.17% -17.63% -9.92% -14.30% 50,740.00 1 2 0 0 0 8.65%
86 AIM-USDC spot 3 9 -31.82% -722.22 -1.93% -17.75% -10.61% -12.14% 12,686.55 0 3 0 0 0 6.55%
127 TOKEN-USDC spot 1 12 -32.04% -2,099.62 -32.04% -32.04% -32.04% -32.04% 11,006.64 0 1 0 0 0 0.00%
15 PRIME-WETH spot 3 17 -33.73% -1,934.67 -5.87% -16.81% -11.24% -11.05% 24,159.81 0 3 0 0 0 4.47%
126 BRACKY-WETH spot 1 4 -34.17% -583.36 -34.17% -34.17% -34.17% -34.17% 2,831.40 0 1 0 0 0 0.00%
5 CIK-WETH spot 2 13 -34.95% -1,420.63 -4.52% -30.43% -17.48% -17.48% 8,682.75 0 2 0 0 0 12.95%
137 MASQ-WETH spot 1 5 -35.12% -551.44 -35.12% -35.12% -35.12% -35.12% 2,588.50 0 1 0 0 0 0.00%
125 MOR-WETH spot 1 3 -35.36% -414.67 -35.36% -35.36% -35.36% -35.36% 1,930.43 0 1 0 0 0 0.00%
129 FLAY-WETH spot 1 31 -36.81% -13,274.94 -36.81% -36.81% -36.81% -36.81% 58,859.50 0 1 0 0 0 0.00%
111 LOCKIN-WETH spot 2 8 -38.14% -1,620.44 -0.60% -37.54% -19.07% -19.07% 11,365.58 0 2 0 0 0 18.47%
80 ghffb47yii2rteeyy10op-WETH spot 2 8 -38.97% -1,179.95 -18.28% -20.69% -19.48% -19.48% 10,814.15 0 2 0 0 0 1.21%
103 FWOG-WETH spot 2 18 -40.21% -1,518.48 -17.01% -23.21% -20.11% -20.11% 12,445.03 0 2 0 0 0 3.10%
120 degenOS-WETH spot 1 14 -42.88% -2,245.08 -42.88% -42.88% -42.88% -42.88% 8,226.47 0 1 0 0 0 0.00%
61 BASED-WETH spot 2 5 -43.91% -945.69 -20.40% -23.51% -21.95% -21.95% 7,589.79 0 2 0 0 0 1.55%
58 OwO-WETH spot 1 3 -48.67% -1,486.19 -48.67% -48.67% -48.67% -48.67% 4,620.50 0 1 0 0 0 0.00%
112 CLO-WETH spot 7 137 -56.54% -3,606.43 15.41% -22.98% -8.08% -10.98% 161,570.09 1 6 0 0 0 11.27%
70 BWORM-WETH spot 2 8 -66.48% -867.95 -31.15% -35.33% -33.24% -33.24% 4,203.57 0 2 0 0 0 2.09%
65 imgnAI-WETH spot 3 36 -75.09% -12,761.86 -4.84% -44.23% -25.03% -26.02% 111,688.27 0 3 0 0 0 16.10%
19 BETS-WETH spot 4 15 -102.62% -3,443.78 -8.98% -60.51% -25.66% -16.56% 14,199.16 0 4 0 0 0 20.36%
133 FROC-WETH spot 11 53 -128.44% -7,025.67 -5.81% -21.27% -11.68% -11.13% 87,704.60 0 11 0 0 0 4.26%

Trade notes

Examine the trade notes of the last few decision cycles in the backtest.

  0
2025-05-31 22:00:00 Cycle: #6203 Rebalanced: 👎 Open/about to open positions: 8 Max position value change: 353.07 USD Rebalance threshold: 500.00 USD Trades decided: 0 Pairs total: 289 Pairs meeting inclusion criteria: 86 Pairs meeting volume inclusion criteria: 138 Pairs meeting TVL inclusion criteria: 115 Signals created: 33 Total equity: 632,818.78 USD Cash: 622,159.84 USD Investable equity: 601,177.84 USD Accepted investable equity: 10,943.70 USD Allocated to signals: 10,943.70 USD Discarted allocation because of lack of lit liquidity: 398,947.05 USD Yield flow: 0.00 USD Yield trades: - Rebalance volume: 0.00 USD Top signal pair: QR-WETH Top signal value: 0.5223061236440432 Top signal weight: 0.5223061236440432 Top signal weight (normalised): 17.95 % (got 2.18 % of asked size) Signals with flag capped_by_pool_size: 5 Signals with flag capped_by_concentration: 3 Signals with flag max_adjust_too_small: 8
2025-05-31 20:00:00 Cycle: #6202 Rebalanced: 👎 Open/about to open positions: 8 Max position value change: 350.97 USD Rebalance threshold: 500.00 USD Trades decided: 0 Pairs total: 289 Pairs meeting inclusion criteria: 86 Pairs meeting volume inclusion criteria: 138 Pairs meeting TVL inclusion criteria: 115 Signals created: 33 Total equity: 632,861.48 USD Cash: 622,159.84 USD Investable equity: 601,218.41 USD Accepted investable equity: 10,943.70 USD Allocated to signals: 10,943.70 USD Discarted allocation because of lack of lit liquidity: 406,746.89 USD Yield flow: 0.00 USD Yield trades: - Rebalance volume: 0.00 USD Top signal pair: QR-WETH Top signal value: 0.5348956394190152 Top signal weight: 0.5348956394190152 Top signal weight (normalised): 17.95 % (got 2.18 % of asked size) Signals with flag capped_by_pool_size: 5 Signals with flag capped_by_concentration: 3 Signals with flag max_adjust_too_small: 8
2025-05-31 18:00:00 Cycle: #6201 Rebalanced: 👎 Open/about to open positions: 8 Max position value change: 355.74 USD Rebalance threshold: 500.00 USD Trades decided: 0 Pairs total: 289 Pairs meeting inclusion criteria: 86 Pairs meeting volume inclusion criteria: 138 Pairs meeting TVL inclusion criteria: 115 Signals created: 33 Total equity: 632,856.92 USD Cash: 622,159.84 USD Investable equity: 601,214.07 USD Accepted investable equity: 10,943.70 USD Allocated to signals: 10,943.70 USD Discarted allocation because of lack of lit liquidity: 414,021.21 USD Yield flow: 0.00 USD Yield trades: - Rebalance volume: 0.00 USD Top signal pair: QR-WETH Top signal value: 0.5476656662405446 Top signal weight: 0.5476656662405446 Top signal weight (normalised): 17.95 % (got 2.18 % of asked size) Signals with flag capped_by_pool_size: 5 Signals with flag capped_by_concentration: 3 Signals with flag max_adjust_too_small: 8

Individual trading position analysis

Examine the data of every individual trading position entry, exit and profitability.

TODO: Currently disabled for lending-based strategies. Need to add lending data export.