BasicMode • 5/8/2026, 1:39:19 PM
UUSDT | 4BasicMode.json | 2024-04-24 - 2026-02-25 | -0.00% | 9 trades | 100% WR
Strategy: BasicMode | Period: 2024-04-24 to 2026-02-25 | Starting Capital: 10,000.00 USDT | Final Value: 9,999.92 USDT | Return: -0.00% | Trades: 9 | Win Rate: 100.0% | Best Trade: 0.0288 USDT | Worst Trade: 0.0142 USDT | Total Profit: 0.16 USDT | Max Drawdown: -0.00% | Sharpe Ratio: 0.68 | Total Fees: 0.14 USDT
The -0.00% result on UUSDT is underwhelming -- the strategy lost a small portion of capital. This typically happens when the BasicMode mode's assumptions (volatility regime, trend direction, grid spacing) don't match the actual UUSDT market conditions during the test period.
About UUSDT: UUSDT 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 9 trades on UUSDT is unusually high. Strategies that win this often typically use small take-profits relative to stop-losses, which works until a single large adverse UUSDT move erases many small wins.
Trade frequency of about 0.01 UUSDT trades per day is conservative -- the bot waits for higher-quality setups, trading roughly 523 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: 0.0288 USDT. Worst: 0.0142 USDT. Average per trade: 0.0183 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 2.02:1 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 -0.00% is already net of trading costs -- no additional fee adjustment is required when comparing to other runs.
Over the 672-day test window the strategy generated 0.16 USDT of profit on a 10000 USDT starting balance, growing the account to 9999.92 USDT. Annualised, the -0.00% return over 672 days projects to roughly -0.0% per year -- a pace that would erode capital over time if extrapolated. 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 UUSDT, 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 22.1 months of UUSDT 1-minute price action -- a sample size that is large enough to span multiple short-term regimes.
Translating this result to live trading: UUSDT 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 UUSDT.
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