BasicMode • 5/14/2026, 2:19:15 PM
ETHUSDT | 4BasicMode.json | 2025-01-01 - 2025-12-31 | -8.48% | 45328 trades | 80% WR
Strategy: BasicMode | Period: 2025-01-01 to 2025-12-31 | Starting Capital: 10,000.00 USDT | Final Value: 9,151.98 USDT | Return: -8.48% | Trades: 45,328 | Win Rate: 79.7% | Best Trade: 0.5557 USDT | Worst Trade: -0.3746 USDT | Total Profit: -883.81 USDT | Max Drawdown: -8.98% | Profit Factor: 0.73 | Sharpe Ratio: -2.25 | Total Fees: 463.01 USDT
Backtest ETHUSDT (Mode: 4BasicMode.json) Period: 2025-01-01 00:00:01 to 2025-12-31 23:59:59 Starting balance: 10,000.00 USDT Final value: 9,151.98 USDT P&L: -848.02 USDT (-8.48%) Result: LOSS Completed trades: 45328 Open orders at end: 79 Win rate: 79.7% Avg. profit/trade: -0.019498 USDT Best trade: 0.555655 USDT Worst trade: -0.374628 USDT Total profit (trades only): -883.812608 USDT Max drawdown: -8.98% Profit factor: 0.73 Sharpe ratio: -2.25 Total fees: 463.01 USDT Avg hold time: 11.8h TP / SL / TSL: 18163 / 9206 / 17959 Strategy parameters: Buy trigger: -0.1% from last buy Buy splits: 3 Sell targets: [0.69, 1.15, 2.5] Investment per buy: 20.0 USDT Stop-loss: 5.0% Trailing stop-loss: [0.0, 0.35, 1.0] Fees: maker 7.5 bps / taker 7.5 bps Elapsed: 121.8s
This run produced a -8.48% return on ETHUSDT — a small loss. Useful as a datapoint about how the BasicMode parameters interact with ETHUSDT price action in this specific window; not on its own evidence that the configuration is unworkable.
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.
The 79.7% closed-trade win rate on 45,328 closed ETHUSDT trades sits in the comfortable range — frequent wins keep equity curves smooth and reduce psychological drawdown when running BasicMode live. This figure covers closed trades only and **excludes 79 orders** that were still open at the end of the window.
At roughly 124.2 ETHUSDT 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 fairly symmetric — wins and losses are similar in magnitude, suggesting the strategy is reading market structure consistently in both directions. Best single trade: 0.5557 USDT. Worst: -0.3746 USDT. Average per trade: -0.0195 USDT.
Risk profile (closed trades only): Per-trade exposure was minimal — the worst closed 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 best-vs-worst ratio of roughly 1.48:1 between the extreme closed trades. Note: this is a closed-trade statistic — open positions and unrealized PnL are not included.
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 across 3 potential buy splits at 20 USDT each. Total deployable notional is therefore 60 USDT — a position-sizing footprint that is defensive at 1% 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 3 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 -8.48% 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 -883.81 USDT of realised trade profit on a 10000 USDT starting balance, ending at a portfolio value of 9151.98 USDT. Mechanically annualising the -8.48% window return projects to roughly -8.5% 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. 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 ETHUSDT.
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