LongTimeLong • 5/8/2026, 1:39:15 PM
100.0% win rate is a closed-trade figure - 755 orders still open at window end. Replayed on 673 days of Binance Spot SHELLUSDT candles at roughly 123.4 trades per day.
SHELLUSDT | 3LongTimeLong.json | 2024-04-24 - 2026-02-25 | -22.75% | 83075 trades | 100% WR
Return is measured on portfolio value and includes -2859.08 USDT of unrealised mark-to-market on 755 positions still open at the cutoff. Realised Profit and Win Rate count closed trades only. The two bases differ, so one does not convert into the other.
Strategy: LongTimeLong | Period: 2024-04-24 to 2026-02-25 | Starting Capital: 10,000.00 USDT | Final portfolio value (incl. open positions): 7,725.14 USDT | Return: -22.75% | Closed trades: 83,075 (755 positions still open - excluded from win rate) | Closed-trade win rate: 100.0% | Best Trade: 0.0174 USDT | Worst Trade: 0.0050 USDT | Realized profit (closed trades only): 584.23 USDT | Max Drawdown: -23.29% | Sharpe Ratio: -1.40 | Total Fees: 624.99 USDT
Backtest SHELLUSDT (Mode: 3LongTimeLong.json) Period: 2024-04-24 00:00:01 to 2026-02-25 23:59:59 Starting balance: 10,000.00 USDT Final value: 7,725.14 USDT P&L: -2,274.86 USDT (-22.75%) Result: LOSS Completed trades: 83075 Open orders at end: 755 Win rate: 100.0% Avg. profit/trade: 0.007033 USDT Best trade: 0.017421 USDT Worst trade: 0.004991 USDT Total profit (trades only): 584.228148 USDT Max drawdown: -23.29% Profit factor: ∞ (no losing trades) Sharpe ratio: -1.40 Total fees: 624.99 USDT Avg hold time: 8.9h TP / SL / TSL: 83075 / 0 / 0 Strategy parameters: Buy trigger: -0.1% from last buy Buy splits: 9 Sell targets: [0.25, 0.35, 0.5, 0.75, 1.0, 2.5, 5.0, 10.0, 15.0] Investment per buy: 25.0 USDT Fees: maker 7.5 bps / taker 7.5 bps Elapsed: 955.4s
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Findings derived from this run's own numbers - not shared boilerplate.
The 100.0% headline reflects only the 83,075 trades that closed inside the tested window. 755 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 -2859.08 USDT is the piece a reader should not confuse with locked-in profit.
Profit factor divides gross profit by gross loss on closed trades. In this run gross loss is zero, which produces the extreme value. It reflects the shape of the exits and the fact that losers stayed open, not a proven edge - a single losing close in a future window collapses this figure.
SHELLUSDT returned -95.01% in the same period; the LongTimeLong configuration added 72.26% on top. Whether this alpha persists depends on the market regime - see the equity curve for the shape of the outperformance.
At this cadence latency, slippage and exchange rate-limits dominate the gap between backtest and live performance. Any headline return should be discounted for real-world execution before extrapolating.
A drawdown of this size across 83,075 trades points to a structural mismatch between the LongTimeLong entry/exit rules and SHELLUSDT price action in this window, not to intra-window volatility.
Every unit of loss in this SHELLUSDT run cost roughly 1.02 units of intra-window drawdown. That specific 0.98x 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 83,075 closed SHELLUSDT trades in this run. A Sharpe of -1.40 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.
The engine charged 624.99 USDT of exchange fees over this run, averaging 0.0075 USDT per closed trade. Against 584.23 USDT of realised profit that is a 107.0% cost drag. This total also includes buy-side fees already paid on the 755 positions still open at the cutoff, whose sell leg was never charged. The figure is taken from the run's own fee accounting, not derived from the configured bps rate, so it reflects the notional that actually traded.
Portfolio value moved by a factor of 0.773 across this 673-day SHELLUSDT run. That figure blends the 584.23 USDT realized trade profit with -2859.08 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 -22.75% observed over 673 days to a 365-day horizon yields -13.1%. The figure changes with every extra trading day and with every re-run of this SHELLUSDT 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 LongTimeLong rule set (pairs with 1-second base data process up to 60x more) to produce the 83,075 closed trades on this page. The bar count, together with the intrabar mode, pins reproducibility for this exact run.
Each closed SHELLUSDT trade in this run contributed +0.0070 USDT on average, which compounds to roughly 584.23 USDT of realised PnL over the window after the 15 bps round-trip fee the engine charged on every completed trade. Edges of this size live or die on execution quality: live spread and slippage are not simulated here, and both scale with the 83,075-trade count rather than with the headline return.
The exit staircase spreads profit-taking across a 14.750% band above entry, with each rung 1.844% apart on average. That specific ladder geometry - combined with the SHELLUSDT realised volatility over 673 days - determined how many rungs actually filled and shaped the 83,075-trade sample on this page.
That budget is split across 9 rungs by the configured buy volumes, so each rung takes a percentage of the 22.50 USDT rather than adding to it. It also does NOT cap what the account can hold: the grid opens a new ladder on every trigger and leaves earlier ones running, which is why 755 positions were still open when the window ended. Treating this figure as the account's exposure understates capital at work by a wide margin - the "Base Exposure (% of Portfolio)" chart measures the real number.
Every closed SHELLUSDT trade in this run averaged 8.85 hours in market. The cadence emerges from the interaction of the LongTimeLong exit ladder with realised SHELLUSDT volatility over the window; the exact figure is unique to this parameter set and price path and will drift if either changes.
Realized 584.23 USDT across 83,075 closed trades, 100.0% closed-trade win rate, 755 still-open positions. Starting balance 10000.00 USDT ended at 7725.14 USDT portfolio value. These numbers belong to this run (id d9d68146) only - no other backtest in the library shares this exact combination.
Full parameter set for this run - buy trigger 0.1%, 9 buy splits, 25 USDT per buy, 9 sell zones, 15 bps total fees - combined with the SHELLUSDT 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 LongTimeLong 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 -22.75% return on SHELLUSDT — a clear loss in the tested window. Useful primarily as a negative datapoint about parameter combinations that did not fit SHELLUSDT market conditions over these dates.
About SHELLUSDT: SHELLUSDT 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 83,075 closed trades on SHELLUSDT is unusually high. Strategies that win this often typically use small take-profits relative to stop-losses, which works until a single large adverse SHELLUSDT move erases many small wins. This figure covers closed trades only and **excludes 755 orders** that were still open at the end of the window.
At roughly 123.4 SHELLUSDT 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: 0.0174 USDT. Worst: 0.0050 USDT. Average per trade: 0.0070 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 +0.00%, giving a best-vs-worst ratio of 3.49:1. **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 LongTimeLong strategy: LongTimeLongMoreProfit holds positions longer to capture larger swings. It accepts deeper drawdowns in exchange for higher per-trade payoff.
Configuration analysis: The LongTimeLong configuration entered on a 0.1% pullback signal, spreading 25 USDT across 9 buy splits weighted by the configured buy volumes. That 22.50 USDT is the depth of a single buy ladder, not an account-level budget: 0.22% of the 10000 USDT starting balance. The grid opens a new ladder on every trigger and runs many of them at once, with 755 positions still open at the cutoff, so the capital actually tied up at any moment is a multiple of it. Read real utilisation off the "Base Exposure (% of Portfolio)" chart on this page, never off this number. 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 9 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. A 7.5 bps maker and 7.5 bps taker fee were charged on the corresponding fills, so a completed round trip carries about 15 bps and the headline -22.75% 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 584.23 USDT of realised trade profit on a 10000 USDT starting balance, ending at a portfolio value of 7725.14 USDT. Mechanically annualising the -22.75% window return projects to roughly -13.1% 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: 8.9 hours - a swing-within-day cadence sensitive to session opens and Asia/US overlap. This cadence is a direct consequence of the LongTimeLong exit ladder interacting with realised SHELLUSDT volatility over 673 days - a slower or faster market would shift the same rule set into a different bucket.
Realised vs unrealised split: The -2274.86 USDT change in portfolio value decomposes into 584.23 USDT of realised trade profit and -2859.08 USDT of mark-to-market on 755 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: This run paid 624.99 USDT in fees at the configured 15 bps round trip and still realised 584.23 USDT across 83,075 closed trades. Scaling the same turnover up, costs would have swallowed the entire realised profit at roughly 29.0 bps per round trip, about 1.9x the simulated rate. Binance retail is ~20 bps round-trip (15 bps with the BNB discount), so that multiple is the fee headroom this configuration had in this window. It says nothing about slippage or spread, neither of which is simulated here.
Drawdown recovery ratio: Against a peak equity-curve drawdown of 23.29%, the -22.75% window return yields a pain-to-gain ratio of 0.98x - 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 +0.87 USDT/day, +6.08 USDT/week and +26.42 USDT/month across the 673-day SHELLUSDT 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 SHELLUSDT 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 LongTimeLong 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 ~12 minute bars. That density is what pins reproducibility: rerunning the same LongTimeLong configuration on the same SHELLUSDT bar range with the same intrabar and latency settings will yield the same fills to the tick, which is why the run identifier d9d68146 deterministically anchors this URL.
Configured backtest window: approximately 22.1 months (673 days from `config.from` to `config.to`) of SHELLUSDT 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: SHELLUSDT 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 SHELLUSDT.
Neighbouring runs from the library - same pair, same strategy, and the exact same SHELLUSDT x LongTimeLong combination.