BasicMode • 7/22/2026, 8:09:05 PM
100.0% win rate is a closed-trade figure - 92 orders still open at window end. Replayed on 203 days of Binance Spot BTTCUSDT candles at roughly 1707.5 trades per day.
BTTCUSDT | 4BasicMode.json | 2026-01-01 - 2026-07-22 | +16164.42% | 346629 trades | 100% WR
Strategy: BasicMode | Period: 2026-01-01 to 2026-07-22 | Starting Capital: 500.00 USDT | Final portfolio value (incl. open positions): 81,322.10 USDT | Return: +16164.42% | Closed trades: 346,629 (92 orders still open - excluded from win rate) | Closed-trade win rate: 100.0% | Best Trade: 0.4809 USDT | Worst Trade: 0.0966 USDT | Realized profit (closed trades only): +80,973.87 USDT | Max Drawdown: -0.23% | Sharpe Ratio: 8.08 | Total Fees: 3,994.30 USDT
Backtest BTTCUSDT (Mode: 4BasicMode.json) Period: 2026-01-01 00:00:01 to 2026-07-22 23:59:59 Starting balance: 500.00 USDT Final value: 81,322.10 USDT P&L: +80,822.10 USDT (+16164.42%) Result: PROFIT Completed trades: 346629 Open orders at end: 92 Win rate: 100.0% Avg. profit/trade: 0.233604 USDT Best trade: 0.480875 USDT Worst trade: 0.096589 USDT Total profit (trades only): 80,973.869535 USDT Max drawdown: -0.23% Profit factor: ∞ (no losing trades) Sharpe ratio: 8.08 Total fees: 3,994.30 USDT Avg hold time: 0.1h TP / SL / TSL: 346629 / 0 / 0 Strategy parameters: Buy trigger: -0.1% from last buy Buy splits: 7 Sell targets: [0.25, 0.35, 0.5, 0.75, 1.0, 2.5, 5.0] Investment per buy: 50.0 USDT Fees: maker 7.5 bps / taker 7.5 bps Elapsed: 52.4s
Loading equity data...
Findings derived from this run's own numbers - not shared boilerplate.
The 100.0% headline reflects only the 346,629 trades that closed inside the tested window. 92 positions carried unrealized PnL at the cutoff and are not counted here - a losing close after the window would move this number down.
BTTCUSDT returned -28.21% in the same period; the BasicMode configuration added 16192.63% on top. Whether this alpha persists depends on the market regime - see the equity curve for the shape of the outperformance.
At this cadence latency, slippage and exchange rate-limits dominate the gap between backtest and live performance. Any headline return should be discounted for real-world execution before extrapolating.
Across every BTTCUSDT run stored on the platform, this configuration currently sits at rank #1 by return. "Best" is measured within our library only and can change as new runs are added.
Every unit of return in this BTTCUSDT run cost roughly 0.00 units of intra-window drawdown. That specific 71052.40x ratio is unique to this configuration and window - a different mode or a different date range would shift it materially.
Computed from the per-trade PnL distribution of the 346,629 closed BTTCUSDT trades in this run. A Sharpe of 8.08 means the average excess return per unit of trade-level volatility sat at that level over the tested 203-day window - a figure specific to this parameter set and price path.
Multiplying per-trade notional (~50.00 USDT) by two fills per round-trip, 15 bps total maker+taker cost and 346,629 closed trades yields roughly 51994.35 USDT of exchange fees baked into the 80973.87 USDT realized figure - a run-specific drag that changes with every parameter tweak.
Portfolio value moved by a factor of 162.644 across this 203-day BTTCUSDT run. That figure blends the 80973.87 USDT realized trade profit with -151.76 USDT of mark-to-market on positions still open at cutoff - a decomposition unique to this run's closing state.
203 calendar days x 1,440 minutes per day = ~292,320 OHLCV bars replayed sequentially against the BasicMode rule set (pairs with 1-second base data process up to 60x more) to produce the 346,629 closed trades on this page. The bar count, together with the intrabar mode, pins reproducibility for this exact run.
Dividing the 0.2336 USDT average closed-trade PnL by the ~50.00 USDT per-fill notional puts this configuration's micro-edge at +46.7 bps per round-trip. That figure has to survive live spread, slippage and the round-trip fee (~20 bps on Binance retail) - the narrower the gap, the more sensitive live performance becomes to execution quality.
The exit staircase spreads profit-taking across a 4.750% band above entry, with each rung 0.792% apart on average. That specific ladder geometry - combined with the BTTCUSDT realised volatility over 203 days - determined how many rungs actually filled and shaped the 346,629-trade sample on this page.
7 buy splits x 50.00 USDT each defines the ceiling of how much of the account can be in-market at once. That leaves ~30% of the account permanently in stablecoin as a buffer against extended BTTCUSDT drawdowns. The number is a direct consequence of these two parameters and shifts with every tweak.
Every closed BTTCUSDT trade in this run averaged 6.9 minutes in market. The cadence emerges from the interaction of the BasicMode exit ladder with realised BTTCUSDT volatility over the window; the exact figure is unique to this parameter set and price path and will drift if either changes.
Realized 80973.87 USDT across 346,629 closed trades, 100.0% closed-trade win rate, 92 still-open orders. Starting balance 500.00 USDT ended at 81322.10 USDT portfolio value. These numbers belong to this run (id 1359357e) only - no other backtest in the library shares this exact combination.
Full parameter set for this run - buy trigger 0.1%, 7 buy splits, 50 USDT per buy, 7 sell zones, 15 bps total fees - combined with the BTTCUSDT price path over 203 days produces the exact result on this page. Changing any single value would create a different run with a different URL.
203 days of Binance Spot OHLCV (1-second to 1-minute base resolution, depending on the pair) was replayed against the BasicMode rule set. The intrabar fill mode and latency assumption above are part of what makes this run reproducible - a different engine setting would produce a different equity curve on the same price data.
This backtest produced a 16164.42% return on BTTCUSDT between 2026-01-01 and 2026-07-22. Returns of this magnitude in a single historical window typically reflect a favourable price trajectory of the underlying asset combined with the BasicMode configuration's exit behaviour, and should not be assumed to repeat in other windows or in live trading.
About BTTCUSDT: BTTCUSDT is a stablecoin-quoted spot pair on Binance. Quote-side liquidity is deep, so slippage assumptions in this backtest map reasonably well to live execution at retail size.
An 100.0% closed-trade win rate across 346,629 closed trades on BTTCUSDT is unusually high. Strategies that win this often typically use small take-profits relative to stop-losses, which works until a single large adverse BTTCUSDT move erases many small wins. This figure covers closed trades only and **excludes 92 orders** that were still open at the end of the window.
At roughly 1707.5 BTTCUSDT trades per day this is a high-frequency configuration — fee drag and slippage assumptions become critical when extrapolating to live trading on Binance Spot.
The trade payoff distribution is positively skewed — outsized winners drove the bulk of the result, which is characteristic of trend-capturing modes. Best single trade: 0.4809 USDT. Worst: 0.0966 USDT. Average per trade: 0.2336 USDT.
Risk profile (closed trades only): No closed trade ended in a loss in this window — the worst closed trade still finished at +0.02% of starting capital and the best at +0.10%, giving a best-vs-worst ratio of 4.98:1. **This is a closed-trade statistic only:** open positions and unrealized PnL are not reflected in the per-trade min/max, so this should not be read as "the strategy cannot lose". Drawdown on the equity curve and any negative unrealized PnL on still-open positions remain the relevant downside measures.
About the BasicMode strategy: BasicMode is the balanced reference configuration — moderate position sizing, standard take-profit and stop-loss bands. It's the baseline against which other modes are compared.
Configuration analysis: The BasicMode configuration entered on a 0.1% pullback signal across 7 potential buy splits at 50 USDT each. Total deployable notional is therefore 350 USDT — a position-sizing footprint that is meaningful at 70% of starting capital — balanced between exposure and reserve. No hard stop-loss is configured — the strategy relies on take-profit zones and trailing logic instead, which trades smoother behaviour for higher tail-risk in sustained downtrends. Profit is taken in 7 laddered sell zones, which scales out gradually rather than betting on a single exit price — a structure that smooths returns at the cost of capping the very best winners. Maker/taker fees totalling 15 bps were deducted from every fill, so the headline 16164.42% is already net of trading costs — no additional fee adjustment is required when comparing to other runs.
Over the configured 203-day window the strategy reported 80973.87 USDT of realised trade profit on a 500 USDT starting balance, ending at a portfolio value of 81322.10 USDT. Mechanically annualising the 16164.42% window return projects to roughly +945859.1% per year — since the window is shorter than one year (203 days), the annualisation extrapolates from a partial-year sample and is sensitive to the specific market regime in those months. Treat this number as a unit-conversion of the window result, not as an expected forward return.
Hold-time profile: Average time in market per closed trade: 7 minutes - intraday scalp horizon where minute-level noise matters more than daily trend. This cadence is a direct consequence of the BasicMode exit ladder interacting with realised BTTCUSDT volatility over 203 days - a slower or faster market would shift the same rule set into a different bucket.
Break-even fee threshold: Given the realised 80973.87 USDT profit across 346,629 closed trades at ~50.00 USDT notional per fill, the strategy would break even at approximately 23.4 bps of round-trip fees. Binance retail is ~20 bps round-trip (15 bps with BNB discount); the gap between that live cost and the 23.4 bps figure is the fee headroom this configuration has before it turns unprofitable - a metric specific to this run's trade count and per-trade size.
Drawdown recovery ratio: Against a peak equity-curve drawdown of 0.23%, the 16164.42% window return yields a pain-to-gain ratio of 71052.40x - the run turned every unit of drawdown pain into three or more units of return - a favourable pain-to-gain shape for this window. Compare this against the same mode on other symbols before concluding the ratio is repeatable.
Realised profit velocity: On closed trades alone this configuration produced roughly +398.89 USDT/day, +2792.20 USDT/week and +12142.09 USDT/month across the 203-day BTTCUSDT window. Velocity figures like these are useful for sizing - an operator running a 10x larger account on the same parameters would scale these numbers linearly, but slippage would grow non-linearly and eat into the top line.
This backtest was executed on historical Binance Spot candles for BTTCUSDT at a base resolution between 1 second and 1 minute (1-second for liquid pairs, 1-minute where finer data is unavailable), with intrabar fill simulation in "OLHC" mode and a synthetic order latency of 2s applied to each fill to approximate real-world routing delay. The simulator processes each base candle sequentially, evaluates the BasicMode rule set, and books fills against the next available bar, a standard event-driven backtesting approach that avoids look-ahead bias. Equity is marked-to-market on every closed trade and aggregated into the equity curve shown above.
In numerical terms the engine replayed at least ~292,320 one-minute-equivalent OHLCV bars end-to-end (pairs with 1-second base data process up to 60x more), one closed trade emerging on average every ~1 minute bars. That density is what pins reproducibility: rerunning the same BasicMode configuration on the same BTTCUSDT bar range with the same intrabar and latency settings will yield the same fills to the tick, which is why the run identifier 1359357e deterministically anchors this URL.
Configured backtest window: approximately 6.7 months (203 days from `config.from` to `config.to`) of BTTCUSDT price action at 1-second to 1-minute resolution — a sample size that is large enough to span multiple short-term regimes. Note: the equity series may cover fewer days if the engine omits leading or trailing flat periods (e.g. dates before the asset began trading); see the Overview section for the exact equity-coverage span.
Translating this result to live trading: BTTCUSDT is a deeply-liquid USDT-quoted pair on Binance, so the simulated fills here translate well to live execution at retail size. The high trade frequency means cumulative slippage and exchange-side latency will erode a few percent of the headline return over a full year — budget for that gap. Without a hard stop-loss, the live system depends on the take-profit ladder firing during recovery legs; a prolonged downtrend without recovery will hold positions open longer than backtest aggregates suggest. Additionally, exchange downtime, API rate limits, and funding-rate changes (on perp variants) are not modelled here and should be accounted for in production deployment.
This interpretation is generated deterministically from this run's own metrics. Past performance is not indicative of future results — a profitable backtest is necessary but not sufficient evidence that a strategy will work in live trading on BTTCUSDT.
Neighbouring runs from the library - same pair, same strategy, and the exact same BTTCUSDT x BasicMode combination.