LongTimeLongMoreProfit • 4/19/2026, 5:13:57 PM
USDEUSDT | 2LongTimeLongMoreProfit.json | 2025-01-01 - 2025-12-31 | +0.34% | 178 trades | 100% WR
Strategy: LongTimeLongMoreProfit | Period: 2025-01-01 to 2025-12-31 | Starting Capital: 10,000.00 USDT | Final Value: 10,034.32 USDT | Return: +0.34% | Trades: 178 | Win Rate: 100.0% | Best Trade: 0.6467 USDT | Worst Trade: 0.0107 USDT | Total Profit: +19.93 USDT | Max Drawdown: -0.00% | Sharpe Ratio: 1.89 | Total Fees: 2.01 USDT
This backtest produced a modest positive return of 0.34% on USDEUSDT. The strategy preserved capital and grew the account, but the edge over a simple buy-and-hold of USDEUSDT would need a side-by-side comparison to evaluate fully.
About USDEUSDT: USDEUSDT 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 178 trades on USDEUSDT is unusually high. Strategies that win this often typically use small take-profits relative to stop-losses, which works until a single large adverse USDEUSDT move erases many small wins.
Trade frequency of about 0.49 USDEUSDT trades per day is conservative -- the bot waits for higher-quality setups, trading roughly 14 times a week.
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: 0.6467 USDT. Worst: 0.0107 USDT. Average per trade: 0.1120 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 60.59:1 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 0.34% 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 19.93 USDT of profit on a 10000 USDT starting balance, growing the account to 10034.32 USDT. Annualised, the 0.34% return over 364 days projects to roughly +0.3% per year -- a pace that would barely keep pace with inflation in many years. 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 USDEUSDT, 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 USDEUSDT 1-minute price action -- a sample size that is large enough to span multiple short-term regimes.
Translating this result to live trading: USDEUSDT 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 USDEUSDT.
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