FullBullMarket • 5/7/2026, 10:56:37 AM
ETHUSDC | 1FullBullMarket.json | 2025-01-01 - 2025-12-31 | -26.00% | 38366 trades | 81% WR
Strategy: FullBullMarket | Period: 2025-01-01 to 2025-12-31 | Starting Capital: 10,000.00 USDT | Final Value: 7,400.13 USDT | Return: -26.00% | Trades: 38,366 | Win Rate: 80.6% | Best Trade: 3.5026 USDT | Worst Trade: -1.5681 USDT | Total Profit: -2,647.54 USDT | Max Drawdown: -27.64% | Profit Factor: 0.72 | Sharpe Ratio: -2.03 | Total Fees: 1,576.33 USDT
Backtest ETHUSDC (Mode: 1FullBullMarket.json) Period: 2025-01-01 00:00:01 to 2025-12-31 23:59:59 Starting balance: 10,000.00 USDT Final value: 7,400.13 USDT P&L: -2,599.87 USDT (-26.00%) Result: LOSS Completed trades: 38366 Open orders at end: 51 Win rate: 80.6% Avg. profit/trade: -0.069007 USDT Best trade: 3.502609 USDT Worst trade: -1.568086 USDT Total profit (trades only): -2,647.539236 USDT Max drawdown: -27.64% Profit factor: 0.72 Sharpe ratio: -2.03 Total fees: 1,576.33 USDT Avg hold time: 10.6h TP / SL / TSL: 15896 / 7447 / 15023 Strategy parameters: Buy trigger: -0.2% from last buy Buy splits: 4 Sell targets: [0.5, 1.0, 2.0, 4.0] Investment per buy: 100.0 USDT Stop-loss: 5.0% Trailing stop-loss: [0.0, 0.3, 0.6, 0.8] Fees: maker 7.5 bps / taker 7.5 bps Elapsed: 61.3s
This run produced a -26.00% return on ETHUSDC — a clear loss in the tested window. Useful primarily as a negative datapoint about parameter combinations that did not fit ETHUSDC market conditions over these dates.
About ETHUSDC: Ethereum sits one tier below Bitcoin in market cap and slightly above it in realised volatility. ETH pairs typically reward strategies that can hold through brief drawdowns to capture larger trend moves.
An 80.6% closed-trade win rate across 38,366 closed trades on ETHUSDC is unusually high. Strategies that win this often typically use small take-profits relative to stop-losses, which works until a single large adverse ETHUSDC move erases many small wins. This figure covers closed trades only and **excludes 51 orders** that were still open at the end of the window.
At roughly 105.1 ETHUSDC 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: 3.5026 USDT. Worst: -1.5681 USDT. Average per trade: -0.0690 USDT.
Risk profile (closed trades only): Per-trade exposure was minimal — the worst closed trade only cost 0.02% 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 +0.04% to the account, giving a best-vs-worst ratio of roughly 2.23:1 between the extreme closed trades. Note: this is a closed-trade statistic — open positions and unrealized PnL are not included.
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 0.2% pullback signal across 4 potential buy splits at 100 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. A hard stop-loss at 5% caps downside per position; this is what gives the equity curve its lower bound. Profit is taken in 4 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 -26.00% is already net of trading costs — no additional fee adjustment is required when comparing to other runs.
Over the configured 365-day window the strategy reported -2647.54 USDT of realised trade profit on a 10000 USDT starting balance, ending at a portfolio value of 7400.13 USDT. Mechanically annualising the -26.00% window return projects to roughly -26.0% 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 ETHUSDC 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.
Configured backtest window: approximately 12.0 months (365 days from `config.from` to `config.to`) of ETHUSDC 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: ETHUSDC liquidity should be checked separately — fill assumptions can drift if the order book is thin during volatile windows. 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. The configured 5% stop-loss should fire predictably in live conditions for liquid pairs, but during exchange outages or order-book gaps the realised stop can slip several percent past the trigger price — a risk to size around. 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 ETHUSDC.
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