DEXEUSDT

CompletedBeats DEXEUSDT B&H· α +44.69%

LongTimeLongMoreProfit5/8/2026, 1:39:08 PM

DEXEUSDT | 2LongTimeLongMoreProfit.json | 2024-04-24 - 2026-02-25 | -28.48% | 223894 trades | 100% WR

Final Value
7151.60 USDT
Return
-28.48%
Profit
+13,741.75 USDT
Trades
223894
Win Rate
100.0%
Open Orders
3228
Best Trade
+0.616609 USDT
Worst Trade
+0.009957 USDT
Max Drawdown
-80.17%
Profit Factor
Sharpe
0.19
Wins / Losses
223894 / 0
TP / SL / TSL
223894 / 0 / 0
Total Fees
2380.10 USDT
Max Streak W/L
223894 / 0
Hold P50 / P95
33m / 5.3d

DEXEUSDT Backtest – unCoded Crypto TradingBot

Strategy: LongTimeLongMoreProfit | Period: 2024-04-24 to 2026-02-25 | Starting Capital: 10,000.00 USDT | Final Value: 7,151.60 USDT | Return: -28.48% | Trades: 223,894 | Win Rate: 100.0% | Best Trade: 0.6166 USDT | Worst Trade: 0.0100 USDT | Total Profit: 13,741.75 USDT | Max Drawdown: -80.17% | Sharpe Ratio: 0.19 | Total Fees: 2,380.10 USDT

Strategy Configuration – LongTimeLongMoreProfit
Buy Trigger: -0.1%
Buy Splits: 8
Investment/Buy: 50 USDT
Start Balance: 10,000.00 USDT
Can Buy Up: Yes
Can Buy Down: No
Stop Loss: No
Maker Fee: 7.5 bps
Taker Fee: 7.5 bps
Sell Zones (8):
+0.25% → 20%+0.5% → 10%+0.75% → 10%+1% → 10%+2.5% → 10%+5% → 25%+10% → 10%+20% → 5%

Performance Analysis

A -28.48% return is a clear loss for DEXEUSDT. The LongTimeLongMoreProfit configuration was a poor fit for DEXEUSDT during this window. Useful as a negative datapoint: it tells you which parameter combinations to avoid for similar DEXEUSDT market regimes.

About DEXEUSDT: DEXEUSDT 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% win rate across 223,894 trades on DEXEUSDT is unusually high. Strategies that win this often typically use small take-profits relative to stop-losses, which works until a single large adverse DEXEUSDT move erases many small wins.

At roughly 333.2 DEXEUSDT 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: 0.6166 USDT. Worst: 0.0100 USDT. Average per trade: 0.0614 USDT.

Risk profile: Per-trade exposure was minimal -- the worst trade only cost 0.00% of starting capital. That low-risk-per-trade footprint is the signature of a tightly-sized configuration; expect smoother equity curves but also slower compounding in strong trend regimes. Best single trade contributed +0.01% to the account, giving a single-trade reward-to-risk ratio of roughly 61.93:1 between the extreme outliers.

About the LongTimeLongMoreProfit strategy: LongTimeLongMoreProfit holds positions longer to capture larger swings. It accepts deeper drawdowns in exchange for higher per-trade payoff.

Configuration analysis: The LongTimeLongMoreProfit configuration entered on a 0.1% pullback signal across 8 potential buy splits at 50 USDT each. Total deployable notional is therefore 400 USDT -- a position-sizing footprint that is defensive at 4% of starting capital -- most of the account stays in stablecoins as buffer. 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 8 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 -28.48% is already net of trading costs -- no additional fee adjustment is required when comparing to other runs.

Over the 672-day test window the strategy generated 13741.75 USDT of profit on a 10000 USDT starting balance, growing the account to 7151.60 USDT. Annualised, the -28.48% return over 672 days projects to roughly -16.6% per year -- a pace that would erode capital over time if extrapolated. Crypto market regimes shift quickly, so this projection should be treated as a directional indicator rather than a forecast.

Methodology & data

This backtest was executed on historical Binance Spot 1-minute candles for DEXEUSDT, 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 every minute sequentially, evaluates the LongTimeLongMoreProfit 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.

Test window covers approximately 22.1 months of DEXEUSDT 1-minute price action -- a sample size that is large enough to span multiple short-term regimes.

Live trading considerations

Translating this result to live trading: DEXEUSDT 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.

Frequently asked questions

Is a -28.48% return on DEXEUSDT a good backtest result?
No -- a negative return means the strategy lost capital and the configuration was unsuitable for this market regime.
What does the 100.0% win rate mean here?
It means 100.0 out of every 100 closed trades ended profitable. Frequent wins are emotionally easier to operate but say nothing about size -- one large loss can offset many small wins.
What is the annualised return for this DEXEUSDT backtest?
Compounding the -28.48% over 672 days projects to -16.6% per year. This is a directional indicator only -- crypto regimes change, and strategies rarely sustain peak performance year-over-year.
Can I run this exact LongTimeLongMoreProfit configuration live?
The configuration shown in the Strategy Configuration block is the same JSON the live unCoded TradingBot consumes, so it is directly deployable. Before going live, validate the run on a paper-trading window, confirm exchange-side fees match the simulated 7.5/7.5 bps, and start with a position size below the backtested capital to absorb live slippage.
How is this backtest different from others on DEXEUSDT?
Every run on the platform uses the same intrabar-fill engine and historical Binance Spot data, so the comparison is apples-to-apples. What differs between runs is the LongTimeLongMoreProfit parameter set (buy trigger, sell zones, splits, stop-loss) and the time window -- both are visible above so you can rerun, tune, or fork this configuration.

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 DEXEUSDT.

Loading equity data...

Trades

0 Trades

0 abgeschlossene Trades – unCoded Crypto TradingBot Backtest
#TypKaufVerkaufMengeProfit%Kauf-ZeitVerkauf-ZeitFee
Loading...