LowMoney • 5/13/2026, 6:09:37 AM
ETHUSDT | 5LowMoney.json | 2026-02-28 - 2026-05-13 | +0.00%
Strategy: LowMoney | Period: 2026-02-28 to 2026-05-13 | Starting Capital: 12,000.00 USDT | Final Value: 12,000.00 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%
This backtest produced a modest positive return of 0.00% on ETHUSDT. The strategy preserved capital and grew the account, but the edge over a simple buy-and-hold of ETHUSDT would need a side-by-side comparison to evaluate fully.
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 LowMoney strategy: LowMoney is calibrated for small starting balances -- smaller position sizes, tighter risk controls, fewer parallel orders.
Configuration analysis: The LowMoney configuration entered on a 0.1% pullback signal across 2 potential buy splits at 6 USDT each. Total deployable notional is therefore 12 USDT -- a position-sizing footprint that is defensive at 0% 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 2 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 74-day test window the strategy generated 0.00 USDT of profit on a 12000 USDT starting balance, growing the account to 12000.00 USDT. Annualised, the 0.00% return over 74 days projects to roughly +0.0% per year -- a pace that would barely keep pace with inflation in many years. Crypto market regimes shift quickly, so this projection should be treated as a directional indicator rather than a forecast.
This backtest was executed on historical Binance Spot 1-minute candles for ETHUSDT, 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 LowMoney 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 2.4 months of ETHUSDT 1-minute price action -- a sample size that is useful for spotting near-term edge but limited for regime-cycle conclusions.
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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