LongTimeLongMoreProfit • 4/27/2026, 5:28:24 PM
NEARUSDT | 2LongTimeLongMoreProfit.json | 2021-01-01 - 2021-12-31 | +324.33% | 404807 Trades | 100% WR
Strategy: LongTimeLongMoreProfit | Period: 2021-01-01 to 2021-12-31 | Starting Capital: 10,000.00 USDT | Final Value: 42,433.07 USDT | Return: +324.33% | Trades: 404,807 | Win Rate: 100.0% | Best Trade: 0.6813 USDT | Worst Trade: 0.0100 USDT | Total Profit: +28,438.70 USDT
This backtest delivered an exceptional 324.33% return on NEARUSDT -- well above what most automated crypto strategies achieve over a comparable window. Returns of this magnitude on NEARUSDT usually require a directional tailwind, a high win-rate edge, or both working in tandem.
About NEARUSDT: Layer-1 alternatives to Ethereum trade as a basket -- they tend to move together on broad altcoin rotations. Mode performance on one often hints at performance on the others.
An 100.0% win rate across 404,807 trades on NEARUSDT is unusually high. Strategies that win this often typically use small take-profits relative to stop-losses, which works until a single large adverse NEARUSDT move erases many small wins.
At roughly 1112.1 NEARUSDT 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: 0.6813 USDT. Worst: 0.0100 USDT. Average per trade: 0.0703 USDT.
Risk profile: Per-trade exposure was minimal -- the worst 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 single-trade reward-to-risk ratio of roughly 68.26:1 between the extreme outliers.
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 50 USDT each. Total deployable notional is therefore 400 USDT -- a position-sizing footprint that is defensive at 4% 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 324.33% is already net of trading costs -- no additional fee adjustment is required when comparing to other runs.
Over the 364-day test window the strategy generated 28438.70 USDT of profit on a 10000 USDT starting balance, growing the account to 42433.07 USDT. Annualised, the 324.33% return over 364 days projects to roughly +326.0% per year -- a pace that would more than double a starting account each year if conditions persisted. 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 NEARUSDT, 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 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.
Test window covers approximately 12.0 months of NEARUSDT 1-minute price action -- a sample size that is large enough to span multiple short-term regimes.
Translating this result to live trading: NEARUSDT 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 NEARUSDT.
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