BasicMode • 7/27/2026, 10:15:03 PM
Beats buy-and-hold ETHUSDT by +31.14% over the tested window. Configured entry: 0.1% pullback trigger sizing 15 USDT per buy on ETHUSDT.
ETHUSDT | 4BasicMode.json | 2025-09-01 - 2025-12-31 | +0.00%
Strategy: BasicMode | Period: 2025-09-01 to 2025-12-31 | Starting Capital: 5,000.00 USDT | Final portfolio value (incl. open positions): 5,000.00 USDT | Return: +0.00% | Closed trades: 0 | 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 ETHUSDT (Mode: 4BasicMode.json) Period: 2025-09-01 00:00:01 to 2025-12-31 23:59:59 Starting balance: 5,000.00 USDT Final value: 5,000.00 USDT P&L: +0.00 USDT (+0.00%) Result: PROFIT Completed trades: 0 Open orders at end: 0 Strategy parameters: Buy trigger: -0.1% 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: 15.0 USDT Fees: maker 7.5 bps / taker 7.5 bps Elapsed: 2.4s
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Findings derived from this run's own numbers - not shared boilerplate.
ETHUSDT returned -31.14% in the same period; the BasicMode configuration added 31.14% on top. Whether this alpha persists depends on the market regime - see the equity curve for the shape of the outperformance.
122 calendar days x 1,440 minutes per day = ~175,680 OHLCV bars replayed sequentially against the BasicMode 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 4.750% band above entry, with each rung 0.792% apart on average. That specific ladder geometry - combined with the ETHUSDT realised volatility over 122 days - determined how many rungs actually filled and shaped the 0-trade sample on this page.
That budget is split across 7 rungs by the configured buy volumes, so each rung takes a percentage of the 15.00 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. 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. Starting balance 5000.00 USDT ended at 5000.00 USDT portfolio value. These numbers belong to this run (id 1a82a5f2) only - no other backtest in the library shares this exact combination.
Full parameter set for this run - buy trigger 0.1%, 7 buy splits, 15 USDT per buy, 7 sell zones, 15 bps total fees - combined with the ETHUSDT price path over 122 days produces the exact result on this page. Changing any single value would create a different run with a different URL.
122 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 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 0.1% pullback signal, spreading 15 USDT across 7 buy splits weighted by the configured buy volumes. That 15.00 USDT is the depth of a single buy ladder, not an account-level budget: 0.30% of the 5000 USDT starting balance. The grid opens a new ladder on every trigger and runs many of them at once, 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 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. 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 122-day window the strategy reported 0.00 USDT of realised trade profit on a 5000 USDT starting balance, ending at a portfolio value of 5000.00 USDT. Mechanically annualising the 0.00% window return projects to roughly +0.0% per year — since the window is shorter than one year (122 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.
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.
In numerical terms the engine replayed at least ~175,680 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 BasicMode configuration on the same ETHUSDT bar range with the same intrabar and latency settings will yield the same fills to the tick, which is why the run identifier 1a82a5f2 deterministically anchors this URL.
Configured backtest window: approximately 4.0 months (122 days from `config.from` to `config.to`) of ETHUSDT price action at 1-second to 1-minute resolution — a sample size that is useful for spotting near-term edge but limited for regime-cycle conclusions. 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.
Neighbouring runs from the library - same pair, same strategy, and the exact same ETHUSDT x BasicMode combination.