MarketMakerMinimalTest • 6/4/2026, 7:16:38 PM
ETHUSDT | 1002MarketMakerMinimalTest.json | 2024-01-01 - 2024-12-31 | -53.74% | 192244 trades | 0% WR
Strategy: MarketMakerMinimalTest | Period: 2024-01-01 to 2024-12-31 | Starting Capital: 10,000.00 USDT | Final Value: 4,625.70 USDT | Return: -53.74% | Trades: 192,244 | Win Rate: 0.0% | Best Trade: -0.0289 USDT | Worst Trade: -0.0301 USDT | Total Profit: -5,705.00 USDT | Max Drawdown: -63.84% | Profit Factor: 0.00 | Sharpe Ratio: -1.25 | Total Fees: 5,810.36 USDT
Backtest ETHUSDT (Mode: 1002MarketMakerMinimalTest.json) Period: 2024-01-01 00:00:01 to 2024-12-31 23:59:59 Starting balance: 10,000.00 USDT Final value: 4,625.70 USDT P&L: -5,374.30 USDT (-53.74%) Result: LOSS Completed trades: 192244 Open orders at end: 33 Win rate: 0.0% Avg. profit/trade: -0.029676 USDT Best trade: -0.028877 USDT Worst trade: -0.030090 USDT Total profit (trades only): -5,705.000085 USDT Max drawdown: -63.84% Profit factor: 0.00 Sharpe ratio: -1.25 Total fees: 5,810.36 USDT Avg hold time: 3.9h TP / SL / TSL: 192244 / 0 / 0 Strategy parameters: Buy trigger: -0.0025% from last buy Buy splits: 1 Sell targets: [0.0025] Investment per buy: 20.0 USDT Fees: maker 7.5 bps / taker 7.5 bps Elapsed: 124.7s
This run produced a -53.74% return on ETHUSDT — a clear loss in the tested window. Useful primarily as a negative datapoint about parameter combinations that did not fit ETHUSDT market conditions over these dates.
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.
Only 0.0% of the 192,244 closed ETHUSDT trades ended in profit, which means the few winners had to be substantially larger than the many losers for the run to break even or grow. This figure covers closed trades only and **excludes 33 orders** that were still open at the end of the window.
At roughly 525.3 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: -0.0289 USDT. Worst: -0.0301 USDT. Average per trade: -0.0297 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 +-0.00% to the account, giving a best-vs-worst ratio of roughly 0.96:1 between the extreme closed trades. Note: this is a closed-trade statistic — open positions and unrealized PnL are not included.
Configuration analysis: The MarketMakerMinimalTest configuration entered on a 0.0025% pullback signal across 1 potential buy splits at 20 USDT each. Total deployable notional is therefore 20 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 1 laddered sell zone, 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 -53.74% is already net of trading costs — no additional fee adjustment is required when comparing to other runs.
Over the configured 366-day window the strategy reported -5705.00 USDT of realised trade profit on a 10000 USDT starting balance, ending at a portfolio value of 4625.70 USDT. Mechanically annualising the -53.74% window return projects to roughly -53.6% 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 MarketMakerMinimalTest 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 (366 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. 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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