BasicMode • 6/3/2026, 9:18:51 PM
ETHUSDT | 4BasicMode.json | 2025-06-01 - 2026-05-31 | +0.00%
Strategy: BasicMode | Period: 2025-06-01 to 2026-05-31 | Starting Capital: 3,000.00 USDT | Final Value: 3,000.00 USDT | Return: +0.00% | Trades: 0 | Win Rate: N/A | Best Trade: N/A USDT | Worst Trade: N/A USDT | Total Profit: +0.00 USDT | Max Drawdown: 0.00%
Backtest ETHUSDT (Mode: 4BasicMode.json) Period: 2025-06-01 00:00:01 to 2026-05-31 23:59:59 Starting balance: 3,000.00 USDT Final value: 3,000.00 USDT P&L: +0.00 USDT (+0.00%) Result: PROFIT Completed trades: 0 Open orders at end: 0 Strategy parameters: Buy trigger: -0.2% from last buy Buy splits: 4 Sell targets: [0.3, 0.6, 1.0, 1.5] Investment per buy: 6.0 USDT Trailing stop-loss: [0.0, 0.0, 0.05, 0.1] Fees: maker 7.5 bps / taker 7.5 bps Elapsed: 5.2s
This run produced a 0.00% return on ETHUSDT — 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 ETHUSDT: 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.
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 0.2% pullback signal across 4 potential buy splits at 6 USDT each. Total deployable notional is therefore 24 USDT — a position-sizing footprint that is defensive at 1% 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 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 0.00% 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 0.00 USDT of realised trade profit on a 3000 USDT starting balance, ending at a portfolio value of 3000.00 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 ETHUSDT 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.
Configured backtest window: approximately 12.0 months (365 days from `config.from` to `config.to`) of ETHUSDT 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: ETHUSDT 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 ETHUSDT.
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