FullBullMarket • 7/22/2026, 2:11:17 PM
Beats buy-and-hold BTTCUSDT by +49.61% over the tested window. Configured entry: 0% pullback trigger sizing 100 USDT per buy on BTTCUSDT.
BTTCUSDT | 1FullBullMarket.json | 2024-04-24 - 2025-04-24 | +0.00%
Strategy: FullBullMarket | Period: 2024-04-24 to 2025-04-24 | Starting Capital: 10,000.00 USDT | Final portfolio value (incl. open positions): 10,000.00 USDT | Return: +0.00% | Closed trades: 0 (6 positions still open - excluded from win rate) | Closed-trade win rate: N/A | Best Trade: N/A USDT | Worst Trade: N/A USDT | Realized profit (closed trades only): +0.00 USDT | Max Drawdown: 0.00%
Backtest BTTCUSDT (Mode: 1FullBullMarket.json) Period: 2024-04-24 00:00:01 to 2025-04-24 23:59:59 Starting balance: 10,000.00 USDT Final value: 10,000.00 USDT P&L: +0.00 USDT (+0.00%) Result: PROFIT Completed trades: 0 Open orders at end: 6 Strategy parameters: Buy trigger: -0.0% from last buy Buy splits: 6 Sell targets: [0.25, 2.5, 5.0, 10.0, 20.0, 30.0] Investment per buy: 100.0 USDT Fees: maker 7.5 bps / taker 7.5 bps Elapsed: 539460.4s
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Findings derived from this run's own numbers - not shared boilerplate.
BTTCUSDT returned -49.61% in the same period; the FullBullMarket configuration added 49.61% on top. Whether this alpha persists depends on the market regime - see the equity curve for the shape of the outperformance.
366 calendar days x 1,440 minutes per day = ~527,040 OHLCV bars replayed sequentially against the FullBullMarket rule set (pairs with 1-second base data process up to 60x more) to produce the 0 closed trades on this page. The bar count, together with the intrabar mode, pins reproducibility for this exact run.
The exit staircase spreads profit-taking across a 29.750% band above entry, with each rung 5.950% apart on average. That specific ladder geometry - combined with the BTTCUSDT realised volatility over 366 days - determined how many rungs actually filled and shaped the 0-trade sample on this page.
That budget is split across 6 rungs by the configured buy volumes, so each rung takes a percentage of the 100.00 USDT rather than adding to it. It also does NOT cap what the account can hold: the grid opens a new ladder on every trigger and leaves earlier ones running, which is why 6 positions were still open when the window ended. Treating this figure as the account's exposure understates capital at work by a wide margin - the "Base Exposure (% of Portfolio)" chart measures the real number.
Realized 0.00 USDT across 0 closed trades, 6 still-open positions. Starting balance 10000.00 USDT ended at 10000.00 USDT portfolio value. These numbers belong to this run (id dcfd3cbd) only - no other backtest in the library shares this exact combination.
Full parameter set for this run - buy trigger 0%, 6 buy splits, 100 USDT per buy, 6 sell zones, 15 bps total fees - combined with the BTTCUSDT price path over 366 days produces the exact result on this page. Changing any single value would create a different run with a different URL.
366 days of Binance Spot OHLCV (1-second to 1-minute base resolution, depending on the pair) was replayed against the FullBullMarket 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 run produced a 0.00% return on BTTCUSDT — a small positive result. Outcomes in this range are within the noise band of typical backtest variance and should not be over-interpreted as evidence of edge.
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.
About the FullBullMarket strategy: FullBullMarket is tuned for sustained uptrends — it scales position size into rising markets and gives winners room to run. It tends to underperform in choppy or bear conditions.
Configuration analysis: The FullBullMarket configuration entered on a 0% pullback signal, spreading 100 USDT across 6 buy splits weighted by the configured buy volumes. That 100.00 USDT is the depth of a single buy ladder, not an account-level budget: 1.00% of the 10000 USDT starting balance. The grid opens a new ladder on every trigger and runs many of them at once, with 6 positions still open at the cutoff, so the capital actually tied up at any moment is a multiple of it. Read real utilisation off the "Base Exposure (% of Portfolio)" chart on this page, never off this number. 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 6 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. A 7.5 bps maker and 7.5 bps taker fee were charged on the corresponding fills, so a completed round trip carries about 15 bps and the headline 0.00% is already net of trading costs. No additional fee adjustment is required when comparing to other runs.
Over the configured 366-day window the strategy reported 0.00 USDT of realised trade profit on a 10000 USDT starting balance, ending at a portfolio value of 10000.00 USDT. Mechanically annualising the 0.00% window return projects to roughly +0.0% per year — the window covers roughly one full year, so the annualised figure is closer to the realised pace than to an extrapolation, but a single year still represents a single market regime. Treat this number as a unit-conversion of the window result, not as an expected forward return.
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 FullBullMarket 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 ~527,040 one-minute-equivalent OHLCV bars end-to-end (pairs with 1-second base data process up to 60x more). That density is what pins reproducibility: rerunning the same FullBullMarket 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 dcfd3cbd deterministically anchors this URL.
Configured backtest window: approximately 12.0 months (366 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. Lower trade frequency keeps slippage drag minimal, so live results should track the backtest more closely than a high-frequency configuration would. 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 FullBullMarket combination.