FullBullMarket • 5/26/2026, 9:23:54 PM
Sharpe ratio -6.50 - negative risk-adjusted profile for this RLUSDUSDT window. Configured entry: 0.1% pullback trigger sizing 60 USDT per buy on RLUSDUSDT.
RLUSDUSDT | 1FullBullMarket.json | 2024-04-24 - 2026-02-25 | -0.00%
Strategy: FullBullMarket | Period: 2024-04-24 to 2026-02-25 | Starting Capital: 10,000.00 USDT | Final portfolio value (incl. open positions): 9,999.66 USDT | Return: -0.00% | Closed trades: 0 (8 orders still open - excluded from win rate) | Closed-trade win rate: N/A | Best Trade: N/A USDT | Worst Trade: N/A USDT | Realized profit (closed trades only): 0.00 USDT | Max Drawdown: -0.00% | Sharpe Ratio: -6.50
Backtest RLUSDUSDT (Mode: 1FullBullMarket.json) Period: 2024-04-24 00:00:01 to 2026-02-25 23:59:59 Starting balance: 10,000.00 USDT Final value: 9,999.66 USDT P&L: -0.34 USDT (-0.00%) Result: LOSS Completed trades: 0 Open orders at end: 8 Strategy parameters: Buy trigger: -0.1% from last buy Buy splits: 6 Sell targets: [0.25, 2.5, 5.0, 10.0, 20.0, 30.0] Investment per buy: 60.0 USDT Fees: maker 7.5 bps / taker 7.5 bps Elapsed: 5.6s
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Findings derived from this run's own numbers - not shared boilerplate.
Computed from the per-trade PnL distribution of the 0 closed RLUSDUSDT trades in this run. A Sharpe of -6.50 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.
This is arithmetic, not a forecast: compounding the -0.00% observed over 673 days to a 365-day horizon yields -0.0%. The figure changes with every extra trading day and with every re-run of this RLUSDUSDT 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 FullBullMarket rule set (pairs with 1-second base data process up to 60x more) to produce the 0 closed trades on this page. The bar count, together with the intrabar mode, pins reproducibility for this exact run.
The exit staircase spreads profit-taking across a 29.750% band above entry, with each rung 5.950% apart on average. That specific ladder geometry - combined with the RLUSDUSDT realised volatility over 673 days - determined how many rungs actually filled and shaped the 0-trade sample on this page.
6 buy splits x 60.00 USDT each defines the ceiling of how much of the account can be in-market at once. That leaves ~96% of the account permanently in stablecoin as a buffer against extended RLUSDUSDT drawdowns. The number is a direct consequence of these two parameters and shifts with every tweak.
Realized 0.00 USDT across 0 closed trades, 8 still-open orders. Starting balance 10000.00 USDT ended at 9999.66 USDT portfolio value. These numbers belong to this run (id 783bb24c) only - no other backtest in the library shares this exact combination.
Full parameter set for this run - buy trigger 0.1%, 6 buy splits, 60 USDT per buy, 6 sell zones, 15 bps total fees - combined with the RLUSDUSDT 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 FullBullMarket 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 -0.00% return on RLUSDUSDT — a small loss. Useful as a datapoint about how the FullBullMarket parameters interact with RLUSDUSDT price action in this specific window; not on its own evidence that the configuration is unworkable.
About RLUSDUSDT: RLUSDUSDT 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.
About the FullBullMarket strategy: FullBullMarket is tuned for sustained uptrends — it scales position size into rising markets and gives winners room to run. It tends to underperform in choppy or bear conditions.
Configuration analysis: The FullBullMarket configuration entered on a 0.1% pullback signal across 6 potential buy splits at 60 USDT each. Total deployable notional is therefore 360 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 6 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 configured 673-day window the strategy reported 0.00 USDT of realised trade profit on a 10000 USDT starting balance, ending at a portfolio value of 9999.66 USDT. Mechanically annualising the -0.00% window return projects to roughly -0.0% 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 RLUSDUSDT 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 FullBullMarket 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). That density is what pins reproducibility: rerunning the same FullBullMarket configuration on the same RLUSDUSDT bar range with the same intrabar and latency settings will yield the same fills to the tick, which is why the run identifier 783bb24c deterministically anchors this URL.
Configured backtest window: approximately 22.1 months (673 days from `config.from` to `config.to`) of RLUSDUSDT 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: RLUSDUSDT 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 RLUSDUSDT.