BasicMode • 4/27/2026, 5:28:23 PM
SUSHIUSDT | 4BasicMode.json | 2021-01-01 - 2021-12-31 | +130.82% | 474096 Trades | 100% WR
Strategy: BasicMode | Period: 2021-01-01 to 2021-12-31 | Starting Capital: 10,000.00 USDT | Final Value: 23,082.43 USDT | Return: +130.82% | Trades: 474,096 | Win Rate: 100.0% | Best Trade: 0.3240 USDT | Worst Trade: 0.0122 USDT | Total Profit: +19,179.26 USDT
This backtest delivered an exceptional 130.82% return on SUSHIUSDT -- well above what most automated crypto strategies achieve over a comparable window. Returns of this magnitude on SUSHIUSDT usually require a directional tailwind, a high win-rate edge, or both working in tandem.
About SUSHIUSDT: SUSHIUSDT 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% win rate across 474,096 trades on SUSHIUSDT is unusually high. Strategies that win this often typically use small take-profits relative to stop-losses, which works until a single large adverse SUSHIUSDT move erases many small wins.
At roughly 1302.5 SUSHIUSDT 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: 0.3240 USDT. Worst: 0.0122 USDT. Average per trade: 0.0405 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 +0.00% to the account, giving a single-trade reward-to-risk ratio of roughly 26.47:1 between the extreme outliers.
About the BasicMode strategy: BasicMode is the balanced reference configuration -- moderate position sizing, standard take-profit and stop-loss bands. It's the baseline against which other modes are compared.
Configuration analysis: The BasicMode configuration entered on a 0.1% pullback signal across 7 potential buy splits at 50 USDT each. Total deployable notional is therefore 350 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 7 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 130.82% 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 19179.26 USDT of profit on a 10000 USDT starting balance, growing the account to 23082.43 USDT. Annualised, the 130.82% return over 364 days projects to roughly +131.4% 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 SUSHIUSDT, 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 BasicMode 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 SUSHIUSDT 1-minute price action -- a sample size that is large enough to span multiple short-term regimes.
Translating this result to live trading: SUSHIUSDT 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 SUSHIUSDT.
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