LongTimeLongMoreProfit • 5/26/2026, 9:20:16 PM
100.0% win rate is a closed-trade figure - 1,415 orders still open at window end. Replayed on 673 days of Binance Spot METUSDT candles at roughly 35.3 trades per day.
METUSDT | 2LongTimeLongMoreProfit.json | 2024-04-24 - 2026-02-25 | -43.28% | 23765 trades | 100% WR
Strategy: LongTimeLongMoreProfit | Period: 2024-04-24 to 2026-02-25 | Starting Capital: 10,000.00 USDT | Final portfolio value (incl. open positions): 5,671.51 USDT | Return: -43.28% | Closed trades: 23,765 (1,415 orders still open - excluded from win rate) | Closed-trade win rate: 100.0% | Best Trade: 0.7330 USDT | Worst Trade: 0.0120 USDT | Realized profit (closed trades only): 1,751.92 USDT | Max Drawdown: -47.62% | Sharpe Ratio: -1.28 | Total Fees: 299.33 USDT
Backtest METUSDT (Mode: 2LongTimeLongMoreProfit.json) Period: 2024-04-24 00:00:01 to 2026-02-25 23:59:59 Starting balance: 10,000.00 USDT Final value: 5,671.51 USDT P&L: -4,328.49 USDT (-43.28%) Result: LOSS Completed trades: 23765 Open orders at end: 1415 Win rate: 100.0% Avg. profit/trade: 0.073718 USDT Best trade: 0.733029 USDT Worst trade: 0.011966 USDT Total profit (trades only): 1,751.916951 USDT Max drawdown: -47.62% Profit factor: ∞ (no losing trades) Sharpe ratio: -1.28 Total fees: 299.33 USDT Avg hold time: 16.2h TP / SL / TSL: 23765 / 0 / 0 Strategy parameters: Buy trigger: -0.1% from last buy Buy splits: 8 Sell targets: [0.25, 0.5, 0.75, 1.0, 2.5, 5.0, 10.0, 20.0] Investment per buy: 60.0 USDT Fees: maker 7.5 bps / taker 7.5 bps Elapsed: 687.4s
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Findings derived from this run's own numbers - not shared boilerplate.
The 100.0% headline reflects only the 23,765 trades that closed inside the tested window. 1,415 positions carried unrealized PnL at the cutoff and are not counted here - a losing close after the window would move this number down.
Realized trade profit is the sum of closed-trade PnL only. Portfolio value change additionally reflects the mark-to-market of open positions at the window's final candle. The gap of -6080.40 USDT is the piece a reader should not confuse with locked-in profit.
METUSDT returned -55.93% in the same period; the LongTimeLongMoreProfit configuration added 12.65% on top. Whether this alpha persists depends on the market regime - see the equity curve for the shape of the outperformance.
A drawdown of this size across 23,765 trades points to a structural mismatch between the LongTimeLongMoreProfit entry/exit rules and METUSDT price action in this window, not to intra-window volatility.
Every unit of loss in this METUSDT run cost roughly 1.10 units of intra-window drawdown. That specific 0.91x ratio is unique to this configuration and window - a different mode or a different date range would shift it materially.
Computed from the per-trade PnL distribution of the 23,765 closed METUSDT trades in this run. A Sharpe of -1.28 means the average excess return per unit of trade-level volatility sat at that level over the tested 673-day window - a figure specific to this parameter set and price path.
Multiplying per-trade notional (~60.00 USDT) by two fills per round-trip, 15 bps total maker+taker cost and 23,765 closed trades yields roughly 4277.70 USDT of exchange fees baked into the 1751.92 USDT realized figure - a run-specific drag that changes with every parameter tweak.
Portfolio value moved by a factor of 0.567 across this 673-day METUSDT run. That figure blends the 1751.92 USDT realized trade profit with -6080.40 USDT of mark-to-market on positions still open at cutoff - a decomposition unique to this run's closing state.
This is arithmetic, not a forecast: compounding the -43.28% observed over 673 days to a 365-day horizon yields -26.5%. The figure changes with every extra trading day and with every re-run of this METUSDT configuration, so it fingerprints this specific window uniquely.
673 calendar days x 1,440 minutes per day = ~969,120 OHLCV bars replayed sequentially against the LongTimeLongMoreProfit rule set (pairs with 1-second base data process up to 60x more) to produce the 23,765 closed trades on this page. The bar count, together with the intrabar mode, pins reproducibility for this exact run.
Dividing the 0.0737 USDT average closed-trade PnL by the ~60.00 USDT per-fill notional puts this configuration's micro-edge at +12.3 bps per round-trip. That figure has to survive live spread, slippage and the round-trip fee (~20 bps on Binance retail) - the narrower the gap, the more sensitive live performance becomes to execution quality.
The exit staircase spreads profit-taking across a 19.750% band above entry, with each rung 2.821% apart on average. That specific ladder geometry - combined with the METUSDT realised volatility over 673 days - determined how many rungs actually filled and shaped the 23,765-trade sample on this page.
8 buy splits x 60.00 USDT each defines the ceiling of how much of the account can be in-market at once. That leaves ~95% of the account permanently in stablecoin as a buffer against extended METUSDT drawdowns. The number is a direct consequence of these two parameters and shifts with every tweak.
Every closed METUSDT trade in this run averaged 16.19 hours in market. The cadence emerges from the interaction of the LongTimeLongMoreProfit exit ladder with realised METUSDT volatility over the window; the exact figure is unique to this parameter set and price path and will drift if either changes.
Realized 1751.92 USDT across 23,765 closed trades, 100.0% closed-trade win rate, 1,415 still-open orders. Starting balance 10000.00 USDT ended at 5671.51 USDT portfolio value. These numbers belong to this run (id 01dde1f5) only - no other backtest in the library shares this exact combination.
Full parameter set for this run - buy trigger 0.1%, 8 buy splits, 60 USDT per buy, 8 sell zones, 15 bps total fees - combined with the METUSDT price path over 673 days produces the exact result on this page. Changing any single value would create a different run with a different URL.
673 days of Binance Spot OHLCV (1-second to 1-minute base resolution, depending on the pair) was replayed against the LongTimeLongMoreProfit 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 -43.28% return on METUSDT — a clear loss in the tested window. Useful primarily as a negative datapoint about parameter combinations that did not fit METUSDT market conditions over these dates.
About METUSDT: METUSDT is a stablecoin-quoted spot pair on Binance. Quote-side liquidity is deep, so slippage assumptions in this backtest map reasonably well to live execution at retail size.
An 100.0% closed-trade win rate across 23,765 closed trades on METUSDT is unusually high. Strategies that win this often typically use small take-profits relative to stop-losses, which works until a single large adverse METUSDT move erases many small wins. This figure covers closed trades only and **excludes 1,415 orders** that were still open at the end of the window.
At roughly 35.3 METUSDT 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 positively skewed — outsized winners drove the bulk of the result, which is characteristic of trend-capturing modes. Best single trade: 0.7330 USDT. Worst: 0.0120 USDT. Average per trade: 0.0737 USDT.
Risk profile (closed trades only): No closed trade ended in a loss in this window — the worst closed trade still finished at +0.00% of starting capital and the best at +0.01%, giving a best-vs-worst ratio of 61.26:1. **This is a closed-trade statistic only:** open positions and unrealized PnL are not reflected in the per-trade min/max, so this should not be read as "the strategy cannot lose". Drawdown on the equity curve and any negative unrealized PnL on still-open positions remain the relevant downside measures.
About the LongTimeLongMoreProfit strategy: LongTimeLongMoreProfit holds positions longer to capture larger swings. It accepts deeper drawdowns in exchange for higher per-trade payoff.
Configuration analysis: The LongTimeLongMoreProfit configuration entered on a 0.1% pullback signal across 8 potential buy splits at 60 USDT each. Total deployable notional is therefore 480 USDT — a position-sizing footprint that is defensive at 5% 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 8 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 -43.28% is already net of trading costs — no additional fee adjustment is required when comparing to other runs.
Over the configured 673-day window the strategy reported 1751.92 USDT of realised trade profit on a 10000 USDT starting balance, ending at a portfolio value of 5671.51 USDT. Mechanically annualising the -43.28% window return projects to roughly -26.5% 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.
Hold-time profile: Average time in market per closed trade: 16.2 hours - a swing-within-day cadence sensitive to session opens and Asia/US overlap. This cadence is a direct consequence of the LongTimeLongMoreProfit exit ladder interacting with realised METUSDT volatility over 673 days - a slower or faster market would shift the same rule set into a different bucket.
Realised vs unrealised split: The -4328.49 USDT change in portfolio value decomposes into 1751.92 USDT of realised trade profit and -6080.40 USDT of mark-to-market on 1415 positions still open at the cutoff. Realised and unrealised legs largely offset each other here, which is why "return" and "realised profit" on this page are not the same number.
Break-even fee threshold: Given the realised 1751.92 USDT profit across 23,765 closed trades at ~60.00 USDT notional per fill, the strategy would break even at approximately 6.1 bps of round-trip fees. Binance retail is ~20 bps round-trip (15 bps with BNB discount); the gap between that live cost and the 6.1 bps figure is the fee headroom this configuration has before it turns unprofitable - a metric specific to this run's trade count and per-trade size.
Drawdown recovery ratio: Against a peak equity-curve drawdown of 47.62%, the -43.28% window return yields a pain-to-gain ratio of 0.91x - return did not fully cover the depth of the drawdown in this window, which is the psychologically hardest configuration to keep running live. Compare this against the same mode on other symbols before concluding the ratio is repeatable.
Realised profit velocity: On closed trades alone this configuration produced roughly +2.60 USDT/day, +18.22 USDT/week and +79.24 USDT/month across the 673-day METUSDT window. Velocity figures like these are useful for sizing - an operator running a 10x larger account on the same parameters would scale these numbers linearly, but slippage would grow non-linearly and eat into the top line.
This backtest was executed on historical Binance Spot candles for METUSDT 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 LongTimeLongMoreProfit 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 ~969,120 one-minute-equivalent OHLCV bars end-to-end (pairs with 1-second base data process up to 60x more), one closed trade emerging on average every ~41 minute bars. That density is what pins reproducibility: rerunning the same LongTimeLongMoreProfit configuration on the same METUSDT bar range with the same intrabar and latency settings will yield the same fills to the tick, which is why the run identifier 01dde1f5 deterministically anchors this URL.
Configured backtest window: approximately 22.1 months (673 days from `config.from` to `config.to`) of METUSDT 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: METUSDT 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 METUSDT.
Neighbouring runs from the library - same pair, same strategy, and the exact same METUSDT x LongTimeLongMoreProfit combination.